Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.5%

 

    

Australia - 8.8%

 

848,203     

AGL Energy Ltd.

   $ 9,956,990  
507,053     

Ampol Ltd.

     10,235,787  
227,512     

Ansell Ltd.

     5,748,761  
242,455     

Australia & New Zealand Banking Group Ltd.

     3,111,580  
628,346     

Bendigo & Adelaide Bank Ltd.

     3,032,639  
372,199     

BHP Group Ltd.

     9,179,197  
1,561,949     

BlueScope Steel Ltd.

     12,571,447  
306,851     

CIMIC Group Ltd.

     5,095,757  
969,858     

Coca-Cola Amatil Ltd.

     5,782,690  
43,680     

Cochlear Ltd.

     5,681,820  
246,594     

Computershare Ltd.

     2,249,584  
34,095     

CSL Ltd.

     6,737,154  
622,601     

Dexus REIT

     3,943,679  
689,109     

Downer EDI Ltd.

     2,078,098  
81,551     

Flight Centre Travel Group Ltd.

     624,364  
1,237,809     

Fortescue Metals Group Ltd.

     11,803,405  
1,349,883     

GPT Group REIT

     3,875,574  
258,606     

JB Hi-Fi Ltd.

     7,661,501  
1,729,145     

Link Administration Holdings Ltd.

     4,881,116  
5,505     

Macquarie Group Ltd.

     449,517  
2,708,623     

Mirvac Group REIT

     4,046,804  
4,649,919     

Qantas Airways Ltd.

     12,101,552  
49,896     

Ramsay Health Care Ltd.

     2,285,188  
2,729,902     

Scentre Group REIT

     4,078,596  
299,970     

Sonic Healthcare Ltd.

     6,284,687  
215,316     

Suncorp Group Ltd.

     1,368,302  
3,001,271     

Telstra Corp. Ltd.

     6,467,753  
461,750     

Wesfarmers Ltd.

     14,252,122  
423,505     

Woolworths Group Ltd.

     10,870,220  
       

 

 

 
          176,455,884  
       

 

 

 
    

Austria - 0.1%

 

28,266     

Oesterreichische Post AG(1)

     934,948  
45,166     

OMV AG

     1,509,671  
58,119     

UNIQA Insurance Group AG

     391,005  
       

 

 

 
          2,835,624  
       

 

 

 
    

Belgium - 1.9%

 

6,994     

Ackermans & van Haaren N.V.*

     914,358  
257,206     

Ageas

     9,111,304  
108,151     

Colruyt S.A.

     5,948,376  
14,276     

Elia Group S.A.

     1,548,893  
25,333     

KBC Ancora

     861,550  
136,506     

KBC Group N.V.

     7,828,352  
325,858     

Proximus SADP

     6,639,012  
8,777     

Sofina S.A.

     2,316,604  
22,165     

UCB S.A.

     2,566,635  
       

 

 

 
          37,735,084  
       

 

 

 
    

Canada - 10.5%

 

171,070     

Air Canada*

     2,128,955  
55,123     

Algonquin Power & Utilities Corp.(1)

     710,285  
261,039     

Alimentation Couche-Tard, Inc. Class B

     8,158,906  
291,589     

AltaGas Ltd.

     3,350,490  
81,790     

Atco Ltd. Class I

     2,418,270  
189,959     

Bank of Montreal

     10,078,148  
75,313     

Bank of Nova Scotia

     3,106,523  
156,359     

Barrick Gold Corp.

     4,193,681  
217,628     

BCE, Inc.

     9,047,061  
145,099     

Canadian Apartment Properties REIT

     5,176,476  
11,329     

Canadian Imperial Bank of Commerce(1)

     754,768  
51,023     

Canadian Tire Corp. Ltd. Class A(1)

     4,407,009  
137,594     

Canadian Utilities Ltd. Class A

     3,414,594  
140,831     

Capital Power Corp.

     2,893,136  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

169,771     

CGI, Inc.*

   $ 10,661,170  
55,175     

Emera, Inc.

     2,164,059  
216,283     

Empire Co., Ltd. Class A

     5,162,526  
2,624     

Fairfax Financial Holdings Ltd.

     808,065  
28,951     

Fortis, Inc.

     1,097,460  
85,808     

Genworth MI Canada, Inc.(1)

     2,092,279  
74,195     

George Weston Ltd.

     5,417,542  
301,526     

Great-West Lifeco, Inc.

     5,268,956  
207,140     

Husky Energy, Inc.

     678,300  
117,286     

Hydro One Ltd.(2)

     2,198,467  
124,954     

iA Financial Corp., Inc.

     4,170,638  
89,271     

Imperial Oil Ltd.

     1,431,482  
37,494     

Intact Financial Corp.

     3,556,975  
1,489,391     

Kinross Gold Corp.*

     10,716,617  
223,251     

Loblaw Cos., Ltd.

     10,836,361  
11,194     

Magna International, Inc.

     496,908  
493,438     

Manulife Financial Corp.

     6,691,483  
123,974     

Metro, Inc.

     5,097,316  
37,119     

National Bank of Canada

     1,676,623  
36,430     

Northland Power, Inc.

     908,878  
41,756     

Onex Corp.

     1,880,246  
30,476     

Open Text Corp.

     1,289,972  
242,044     

Parkland Corp.

     5,990,678  
551,050     

Power Corp. of Canada

     9,661,581  
176,398     

Quebecor, Inc. Class B

     3,777,922  
287,041     

RioCan Real Estate Investment Trust REIT(1)

     3,237,114  
138,588     

Rogers Communications, Inc. Class B

     5,550,643  
113,122     

Royal Bank of Canada

     7,650,270  
88,125     

Saputo, Inc.

     2,094,424  
89,577     

Shaw Communications, Inc. Class B

     1,456,119  
127,977     

Stantec, Inc.

     3,937,971  
272,851     

Sun Life Financial, Inc.

     9,994,520  
129,711     

Suncor Energy, Inc.

     2,179,945  
1,215     

TC Energy Corp.

     51,740  
489,044     

TELUS Corp.

     8,175,868  
45,364     

Toromont Industries Ltd.

     2,243,886  
       

 

 

 
              210,143,306  
       

 

 

 
    

China - 0.1%

 

155,500     

Kerry Logistics Network Ltd.

     206,653  
3,214,500     

Yangzijiang Shipbuilding Holdings Ltd.

     2,142,923  
       

 

 

 
          2,349,576  
       

 

 

 
    

Denmark - 2.7%

 

7,284     

Carlsberg A/S Class B

     962,207  
42,886     

Coloplast A/S Class B

     6,643,632  
8,371     

GN Store Nord A/S

     445,801  
179,608     

H. Lundbeck A/S

     6,750,237  
185,112     

ISS A/S*

     2,929,009  
258,695     

Novo Nordisk A/S Class B

     16,739,673  
51,475     

Orsted A/S(2)

     5,937,200  
154,543     

Pandora A/S

     8,390,938  
9,808     

Rockwool International A/S Class B

     2,653,028  
19,565     

Royal Unibrew A/S*

     1,626,891  
29,225     

Topdanmark A/S

     1,206,707  
       

 

 

 
          54,285,323  
       

 

 

 
    

Finland - 0.7%

 

37,051     

Elisa Oyj

     2,252,973  
300,032     

Kesko Oyj Class B

     5,128,850  
9,281     

Kone Oyj Class B

     638,155  
68,701     

Nordea Bank Abp*

     474,222  
46,748     

Orion Oyj Class B

     2,260,866  
48,527     

Sampo Oyj Class A

     1,668,885  
23,130     

TietoEVRY Oyj*

     630,757  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

29,694     

Valmet Oyj

   $ 774,739  
       

 

 

 
          13,829,447  
       

 

 

 
    

France - 6.2%

 

366,377     

Air France-KLM*(1)

     1,659,565  
98,716     

Alstom S.A.

     4,591,246  
26,596     

Arkema S.A.

     2,543,242  
111,389     

AXA S.A.(1)

     2,328,483  
30,999     

BioMerieux

     4,258,061  
393,524     

Bouygues S.A.*

     13,440,809  
100,720     

Cie Generale des Etablissements Michelin SCA(1)

     10,445,840  
201,439     

CNP Assurances*

     2,319,024  
15,311     

Covivio REIT

     1,109,178  
37,059     

Credit Agricole S.A.*

     350,797  
89,703     

Eiffage S.A.*

     8,201,044  
12,278     

Eurazeo SE*

     629,101  
31,530     

Faurecia SE*

     1,231,307  
28,746     

Gecina S.A. REIT

     3,551,468  
44,012     

Ipsen S.A.

     3,739,537  
55,955     

Korian S.A.*

     2,047,518  
31,618     

Nexity S.A.

     1,022,739  
447,072     

Orange S.A.

     5,345,163  
645,656     

Peugeot S.A.*

     10,500,441  
52,565     

Rubis SCA(1)

     2,525,662  
103,684     

Sanofi

     10,556,436  
144,452     

SCOR SE*

     3,958,687  
82,656     

Societe BIC S.A.

     4,196,146  
299,226     

Societe Generale S.A.*

     4,973,920  
23,014     

Sodexo S.A.

     1,556,060  
591,324     

Suez(1)

     6,930,359  
232,277     

Total S.A.(1)

     8,863,463  
54,663     

Veolia Environnement S.A.

     1,229,123  
       

 

 

 
              124,104,419  
       

 

 

 
    

Germany - 5.1%

 

47,150     

Allianz SE

     9,625,378  
194,008     

Alstria Office AG REIT

     2,889,355  
11,398     

Carl Zeiss Meditec AG*

     1,111,184  
128,927     

Covestro AG*(2)

     4,901,628  
410,378     

Deutsche Lufthansa AG*(1)

     4,121,511  
35,712     

Deutsche Post AG

     1,305,578  
545,055     

Deutsche Telekom AG

     9,149,008  
83,057     

Fresenius SE & Co. KGaA

     4,115,755  
43,226     

Hannover Rueck SE

     7,447,460  
11,152     

HeidelbergCement AG

     595,456  
91,163     

Hella KGaA Hueck & Co.

     3,726,986  
59,037     

Hochtief AG

     5,234,970  
23,337     

LEG Immobilien AG

     2,961,838  
125,998     

Merck KGaA

     14,618,464  
48,842     

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     12,693,885  
16,302     

Rheinmetall AG

     1,413,501  
45,547     

TAG Immobilien AG*

     1,085,533  
50,689     

Talanx AG*

     1,883,289  
2,213,413     

Telefonica Deutschland Holding AG

     6,530,709  
188,652     

Uniper SE

     6,081,085  
3,932     

Vonovia SE

     241,038  
       

 

 

 
          101,733,611  
       

 

 

 
    

Hong Kong - 3.0%

 

1,362,804     

Cathay Pacific Airways Ltd.(1)

     1,318,766  
3,464,688     

Champion REIT

     1,801,533  
1,612,320     

Chow Tai Fook Jewellery Group Ltd.

     1,541,496  
298,000     

CK Hutchison Holdings Ltd.

     1,914,779  
103,980     

CLP Holdings Ltd.

     1,019,616  
472,233     

Dairy Farm International Holdings Ltd.

     2,195,883  
164,110     

Hang Seng Bank Ltd.

     2,754,770  
828,000     

Henderson Land Development Co., Ltd.

     3,140,876  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

1,621,609     

HK Electric Investments & HK Electric Investments Ltd.

   $ 1,682,191  
945,284     

Hongkong Land Holdings Ltd.

     3,904,023  
924,000     

Hysan Development Co., Ltd.

     2,962,589  
57,526     

Jardine Matheson Holdings Ltd.

     2,401,135  
48,985     

Jardine Strategic Holdings Ltd.

     1,055,627  
1,015,000     

Kerry Properties Ltd.

     2,619,203  
566,588     

Link REIT

     4,631,131  
370,000     

Man Wah Holdings Ltd.

     353,747  
726,750     

New World Development Co., Ltd.

     3,450,690  
583,000     

NWS Holdings Ltd.

     503,231  
3,640,575     

PCCW Ltd.

     2,076,182  
104,000     

Power Assets Holdings Ltd.

     565,593  
1,312,000     

Sino Land Co., Ltd.

     1,650,485  
786,000     

SITC International Holdings Co., Ltd.

     838,689  
154,500     

Sun Hung Kai Properties Ltd.

     1,972,502  
568,500     

Swire Pacific Ltd. Class A

     3,014,709  
810,000     

Swire Properties Ltd.

     2,056,758  
185,735     

VTech Holdings Ltd.

     1,115,544  
7,738,792     

WH Group Ltd.(2)

     6,630,012  
650,000     

Xinyi Glass Holdings Ltd.

     796,728  
472,611     

Yue Yuen Industrial Holdings Ltd.

     718,327  
       

 

 

 
          60,686,815  
       

 

 

 
    

Ireland - 0.7%

 

25,500     

CRH plc

     873,530  
65,365     

ICON plc*

     11,011,388  
12,215     

Kerry Group plc Class A

     1,513,236  
       

 

 

 
          13,398,154  
       

 

 

 
    

Israel - 1.2%

 

59,910     

Bank Hapoalim BM

     356,245  
870,715     

Bank Leumi Le-Israel BM

     4,354,896  
88,937     

First International Bank of Israel Ltd.

     1,878,471  
40,378     

Isracard Ltd.

     91,724  
736,647     

Israel Chemicals Ltd.

     2,183,793  
1,718,833     

Israel Discount Bank Ltd. Class A

     5,214,680  
231,202     

Mizrahi Tefahot Bank Ltd.

     4,316,813  
35,106     

Strauss Group Ltd.

     973,062  
33,706     

Taro Pharmaceutical Industries Ltd.*

     2,241,112  
113,985     

Tower Semiconductor Ltd.*

     2,175,659  
       

 

 

 
              23,786,455  
       

 

 

 
    

Italy - 2.7%

 

1,512,762     

A2A S.p.A.

     2,141,663  
22,303     

ACEA S.p.A.

     428,098  
483,442     

Assicurazioni Generali S.p.A.

     7,313,912  
15,349     

DiaSorin S.p.A.

     2,937,565  
192,752     

Enav S.p.A.(2)

     868,556  
738,859     

Enel S.p.A.

     6,371,585  
696,383     

Eni S.p.A.

     6,640,391  
1,059,505     

Hera S.p.A.

     3,981,683  
889,329     

Iren S.p.A.

     2,203,463  
176,458     

Italgas S.p.A.

     1,024,636  
395,498     

Mediobanca Banca di Credito Finanziario S.p.A.

     2,838,461  
640,160     

Poste Italiane S.p.A.(2)

     5,565,027  
113,726     

Recordati S.p.A.

     5,677,659  
759,167     

Unipol Gruppo S.p.A.*

     2,951,903  
1,671,775     

UnipolSai Assicurazioni S.p.A.

     3,995,648  
       

 

 

 
          54,940,250  
       

 

 

 
    

Japan - 23.6%

 

42,305     

ABC-Mart, Inc.

     2,474,343  
49,259     

Aeon Co., Ltd.

     1,143,753  
174,982     

Alfresa Holdings Corp.

     3,650,966  
137,741     

ANA Holdings, Inc.*

     3,129,288  
197,388     

Aozora Bank Ltd.

     3,432,357  
129,694     

Asahi Kasei Corp.

     1,052,603  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

993,265     

Astellas Pharma, Inc.

   $     16,567,459  
129,000     

Azbil Corp.

     3,927,932  
127,859     

Bandai Namco Holdings, Inc.

     6,716,197  
243,397     

Bic Camera, Inc.

     2,576,441  
303,193     

Bridgestone Corp.

     9,749,052  
377,500     

Brother Industries Ltd.

     6,795,245  
83,597     

Canon Marketing Japan, Inc.

     1,700,843  
264,803     

Canon, Inc.

     5,239,116  
83,082     

Casio Computer Co., Ltd.

     1,440,083  
312,137     

Dai-ichi Life Holdings, Inc.

     3,712,025  
61,200     

Daiichikosho Co., Ltd.

     1,829,448  
1,978,917     

Daiwa Securities Group, Inc.

     8,248,774  
219,020     

FUJIFILM Holdings Corp.

     9,358,875  
88,548     

Fujitsu Ltd.

     10,358,027  
324,600     

Hakuhodo DY Holdings, Inc.

     3,854,221  
516,100     

Haseko Corp.

     6,496,397  
15,393     

Hikari Tsushin, Inc.

     3,502,787  
780,578     

Hino Motors Ltd.

     5,267,283  
200,373     

Hitachi Ltd.

     6,320,335  
277,800     

Honda Motor Co., Ltd.

     7,095,314  
68,821     

Hoya Corp.

     6,544,964  
405,171     

ITOCHU Corp.

     8,718,584  
405,693     

Japan Airlines Co., Ltd.

     7,302,737  
321,781     

Japan Post Holdings Co., Ltd.

     2,286,782  
475,048     

K’s Holdings Corp.

     6,464,017  
206,700     

Kajima Corp.

     2,460,053  
51,449     

Kaken Pharmaceutical Co., Ltd.

     2,627,650  
564,051     

KDDI Corp.

     16,908,198  
66,700     

Kewpie Corp.

     1,258,141  
568,788     

Konica Minolta, Inc.

     1,961,247  
81,800     

Kyowa Exeo Corp.

     1,952,403  
245,200     

Kyushu Railway Co.

     6,361,541  
124,722     

Lawson, Inc.

     6,254,308  
208,900     

Marubeni Corp.

     943,957  
511,400     

Mazda Motor Corp.

     3,062,190  
1,411,600     

Mebuki Financial Group, Inc.

     3,271,076  
264,450     

Medipal Holdings Corp.

     5,088,735  
7,016     

MEIJI Holdings Co., Ltd.

     557,976  
8,300     

Mitsubishi Corp.

     174,640  
102,200     

Mitsubishi Electric Corp.

     1,325,753  
51,000     

Mitsubishi Heavy Industries Ltd.

     1,202,141  
489,776     

Mitsubishi UFJ Lease & Finance Co., Ltd.

     2,315,296  
62,500     

Mitsui & Co., Ltd.

     923,727  
144,217     

NEC Corp.

     6,911,080  
55,469     

NH Foods Ltd.

     2,223,696  
111,375     

Nihon Kohden Corp.

     3,742,266  
191,600     

Nikon Corp.

     1,601,921  
82,381     

Nippo Corp.

     2,078,520  
484,906     

Nippon Telegraph & Telephone Corp.

     11,306,308  
92,760     

NTT Data Corp.

     1,030,905  
439,224     

NTT DOCOMO, Inc.

     11,733,268  
245,100     

Obayashi Corp.

     2,290,038  
403,958     

Olympus Corp.

     7,771,375  
344,300     

ORIX Corp.

     4,239,723  
236,251     

Osaka Gas Co., Ltd.

     4,659,982  
90,304     

Otsuka Holdings Co., Ltd.

     3,933,248  
607,500     

Panasonic Corp.

     5,290,884  
150,366     

Resona Holdings, Inc.

     512,626  
134,369     

Ricoh Co., Ltd.

     957,777  
78,700     

Sankyo Co., Ltd.

     1,901,026  
205,900     

Santen Pharmaceutical Co., Ltd.

     3,784,583  
82,868     

Sawai Pharmaceutical Co., Ltd.

     4,255,353  
31,700     

Secom Co., Ltd.

     2,768,773  
564,200     

Seiko Epson Corp.

     6,448,149  
83,165     

Sekisui Chemical Co., Ltd.

     1,188,677  
479,148     

Sekisui House Ltd.

     9,115,737  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

210,389     

Seven & i Holdings Co., Ltd.

   $ 6,864,432  
79,240     

Shimamura Co., Ltd.

     5,361,746  
504,928     

Shimizu Corp.

     4,142,015  
69,000     

Shionogi & Co., Ltd.

     4,317,097  
92,300     

Ship Healthcare Holdings, Inc.

     3,837,100  
482,958     

Skylark Holdings Co., Ltd.

     7,659,463  
41,600     

Sompo Holdings, Inc.

     1,429,404  
37,500     

Sony Financial Holdings, Inc.

     902,002  
66,900     

Square Enix Holdings Co., Ltd.

     3,373,370  
471,193     

Subaru Corp.

     9,789,861  
78,417     

Sugi Holdings Co., Ltd.

     5,306,058  
304,701     

Sumitomo Dainippon Pharma Co., Ltd.

     4,208,226  
418,600     

Sumitomo Electric Industries Ltd.

     4,809,331  
219,029     

Sumitomo Forestry Co., Ltd.

     2,746,872  
6,600     

Sumitomo Mitsui Trust Holdings, Inc.

     185,058  
235,200     

Sumitomo Rubber Industries Ltd.

     2,315,265  
78,600     

Sundrug Co., Ltd.

     2,600,936  
13,207     

Suntory Beverage & Food Ltd.

     514,765  
114,482     

Suzuken Co., Ltd.

     4,265,817  
59,900     

Taisei Corp.

     2,176,466  
162,600     

Teijin Ltd.

     2,583,273  
10,200     

Terumo Corp.

     385,839  
107,511     

Toho Gas Co., Ltd.

     5,381,280  
205,300     

Tokio Marine Holdings, Inc.

     8,940,069  
13,400     

Tokyo Electric Power Co. Holdings, Inc.*

     41,112  
331,096     

Tokyo Gas Co., Ltd.

     7,917,947  
231,872     

Toppan Printing Co., Ltd.

     3,862,205  
161,500     

Tosoh Corp.

     2,200,538  
37,919     

Toyo Suisan Kaisha Ltd.

     2,119,401  
154,600     

Toyota Boshoku Corp.

     2,073,562  
80,000     

TS Tech Co., Ltd.

     2,192,705  
89,647     

Tsumura & Co.

     2,343,278  
46,500     

Tsuruha Holdings, Inc.

     6,400,565  
78,389     

TV Asahi Holdings Corp.

     1,141,485  
101,400     

Welcia Holdings Co., Ltd.

     8,167,641  
56,049     

West Japan Railway Co.

     3,141,051  
443,557     

Yamada Denki Co., Ltd.

     2,199,592  
177,046     

Yamaha Motor Co., Ltd.

     2,770,113  
233,780     

Yamazaki Baking Co., Ltd.

     4,021,835  
219,608     

Z Holdings Corp.

     1,070,712  
59,253     

Zensho Holdings Co., Ltd.

     1,195,111  
       

 

 

 
              472,305,793  
       

 

 

 
    

Luxembourg - 0.3%

 

95,846     

Grand City Properties S.A.

     2,211,119  
370,201     

L’Occitane International S.A.

     619,991  
101,882     

RTL Group S.A.

     3,261,220  
       

 

 

 
          6,092,330  
       

 

 

 
    

Netherlands - 4.3%

 

76,474     

Aalberts N.V.

     2,507,181  
398,877     

Aegon N.V.

     1,188,541  
745,476     

Altice N.V.*

     2,876,062  
229,877     

ASR Nederland N.V.

     7,058,815  
82,132     

GrandVision N.V.(2)

     2,338,450  
804,959     

ING Groep N.V.

     5,603,548  
654,688     

Koninklijke Ahold Delhaize N.V.

     17,838,690  
63,428     

Koninklijke DSM N.V.

     8,776,664  
409,337     

NN Group N.V.

     13,746,431  
213,777     

Randstad N.V.

     9,522,510  
502,764     

Royal Dutch Shell plc Class A

     7,995,044  
254,115     

Signify N.V.*(2)

     6,561,559  
2,445     

Wolters Kluwer N.V.

     190,909  
       

 

 

 
          86,204,404  
       

 

 

 
    

New Zealand - 0.6%

 

49,443     

Contact Energy Ltd.

     199,249  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

92,784     

EBOS Group Ltd.

   $ 1,290,759  
252,810     

Fisher & Paykel Healthcare Corp. Ltd. Class C

     5,793,773  
436,587     

Fletcher Building Ltd.

     1,039,896  
18,946     

Mainfreight Ltd.

     480,542  
435,609     

Mercury NZ Ltd.

     1,317,989  
105,848     

Meridian Energy Ltd.

     327,752  
457,197     

Spark New Zealand Ltd.*

     1,334,668  
       

 

 

 
          11,784,628  
       

 

 

 
    

Norway - 1.4%

 

89,920     

Austevoll Seafood ASA

     740,556  
473,508     

Equinor ASA

     6,704,799  
205,291     

Leroy Seafood Group ASA

     1,229,150  
184,388     

Marine Harvest ASA

     3,491,082  
722,912     

Orkla ASA

     6,317,143  
103,596     

Salmar ASA*

     4,930,126  
48,942     

SpareBank 1 SR-Bank ASA

     354,623  
351,891     

Storebrand ASA*

     1,809,610  
116,612     

Telenor ASA

     1,693,515  
       

 

 

 
              27,270,604  
       

 

 

 
    

Portugal - 0.4%

 

646,747     

Galp Energia SGPS S.A.

     7,478,225  
       

 

 

 
    

Russia - 1.1%

 

1,490,663     

Evraz plc

     5,311,936  
229,598     

Polymetal International plc

     4,583,035  
3,626,261     

VEON Ltd. ADR

     6,527,270  
154,849     

X5 Retail Group N.V. GDR

     5,481,655  
       

 

 

 
          21,903,896  
       

 

 

 
    

Singapore - 1.6%

 

3,522,998     

ComfortDelGro Corp. Ltd.

     3,661,766  
273,204     

DBS Group Holdings Ltd.

     4,073,433  
7,035,100     

Mapletree Commercial Trust REIT

     9,732,800  
1,902,900     

Mapletree North Asia Commercial Trust REIT

     1,261,734  
459,280     

Oversea-Chinese Banking Corp. Ltd.

     2,962,991  
755,511     

SATS Ltd.

     1,548,878  
1,358,388     

Singapore Airlines Ltd.

     3,631,976  
672,700     

Singapore Telecommunications Ltd.

     1,186,224  
439,600     

Venture Corp. Ltd.

     5,098,547  
       

 

 

 
          33,158,349  
       

 

 

 
    

Spain - 2.1%

 

32,720     

Acciona S.A.

     3,202,716  
282,542     

ACS Actividades de Construccion y Servicios S.A.(1)

     7,121,044  
527,738     

Banco Bilbao Vizcaya Argentaria S.A.

     1,816,121  
429,471     

Bankinter S.A.

     2,047,620  
32,107     

Ebro Foods S.A.

     664,964  
141,126     

Enagas S.A.

     3,447,498  
383,724     

Endesa S.A.(1)

     9,451,383  
127,923     

Iberdrola S.A.

     1,482,744  
311,501     

Inmobiliaria Colonial Socimi S.A.

     2,742,921  
850,441     

Mapfre S.A.(1)

     1,512,994  
331,099     

Merlin Properties Socimi S.A. REIT

     2,744,429  
59,553     

Red Electrica Corp. S.A.

     1,110,658  
252,396     

Repsol S.A.

     2,207,164  
344,201     

Telefonica S.A.

     1,641,845  
23,734     

Viscofan S.A.

     1,548,763  
       

 

 

 
          42,742,864  
       

 

 

 
    

Sweden - 2.9%

 

60,424     

Atrium Ljungberg AB Class B

     850,910  
115,110     

Axfood AB

     2,513,068  
222,547     

Castellum AB

     4,157,536  
63,973     

Electrolux AB Class B

     1,069,804  
68,733     

Electrolux Professional AB Class B*

     249,431  
140,956     

Fastighets AB Balder Class B*

     5,372,476  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

177,079     

Hennes & Mauritz AB Class B(1)

   $ 2,565,908  
153,099     

ICA Gruppen AB

     7,260,028  
73,814     

Industrivarden AB Class A*

     1,674,881  
81,061     

Investor AB Class B

     4,278,114  
67,862     

L E Lundbergforetagen AB Class B*

     3,079,654  
92,970     

Loomis AB*

     2,221,305  
203,656     

Peab AB Class B*

     1,674,427  
432,148     

Securitas AB Class B*

     5,823,572  
197,526     

Skanska AB Class B*

     4,017,665  
82,788     

Svenska Handelsbanken AB Class A*

     785,880  
566,140     

Swedbank AB Class A*(1)

     7,255,517  
453,242     

Telia Co., AB

     1,692,971  
30,299     

Volvo AB Class B*

     474,486  
56,157     

Wihlborgs Fastigheter AB

     919,208  
       

 

 

 
          57,936,841  
       

 

 

 
    

Switzerland - 6.4%

 

145,041     

Adecco Group AG

     6,805,470  
72,996     

Baloise Holding AG

     10,946,896  
22,408     

Banque Cantonale Vaudoise

     2,178,013  
9,839     

Bucher Industries AG

     2,832,652  
22     

Chocoladefabriken Lindt & Spruengli AG

     1,889,927  
151,604     

Credit Suisse Group AG

     1,567,639  
38,042     

Helvetia Holding AG

     3,547,054  
58,941     

Julius Baer Group Ltd.

     2,466,372  
60,459     

Kuehne + Nagel International AG*

     10,043,002  
38,285     

Nestle S.A.

     4,231,936  
61,541     

Novartis AG

     5,352,973  
36,736     

PSP Swiss Property AG

     4,136,701  
47,869     

Roche Holding AG

     16,587,817  
832     

SGS S.A.

     2,032,695  
17,935     

Sonova Holding AG

     3,580,186  
50,620     

Sunrise Communications Group AG*(2)

     4,490,118  
32,993     

Swiss Life Holding AG

     12,221,564  
25,398     

Swiss Prime Site AG

     2,348,018  
86,997     

Swiss Re AG

     6,707,826  
18,738     

Swisscom AG

     9,806,526  
38,457     

Zurich Insurance Group AG

     13,563,748  
       

 

 

 
              127,337,133  
       

 

 

 
    

United Kingdom - 11.1%

 

359,654     

3i Group plc

     3,699,980  
176,754     

Anglo American plc

     4,082,720  
57,117     

Ashtead Group plc

     1,918,902  
88,349     

AstraZeneca plc

     9,192,707  
96,866     

Auto Trader Group plc(2)

     630,036  
319,811     

Babcock International Group plc

     1,225,782  
417,539     

Barratt Developments plc

     2,558,405  
185,968     

Bellway plc

     5,850,254  
35,816     

Berkeley Group Holdings plc

     1,843,190  
1,120,774     

BP plc

     4,254,195  
139,290     

Britvic plc

     1,325,222  
4,185,264     

BT Group plc

     5,897,884  
2,101,051     

Capita plc*

     1,144,862  
4,476,124     

Centrica plc

     2,131,532  
201,613     

Close Brothers Group plc

     2,752,700  
8,000     

Coca-Cola European Partners plc(1)

     302,801  
85,551     

Compass Group plc

     1,175,460  
1,725,353     

ConvaTec Group plc(2)

     4,169,893  
279,155     

Dart Group plc

     2,895,638  
10,471     

Diageo plc

     346,932  
174,681     

Dialog Semiconductor plc*

     7,967,397  
2,536,435     

Direct Line Insurance Group plc

     8,493,196  
202,107     

Electrocomponents plc

     1,675,645  
97,323     

Ferguson plc

     7,951,086  
484,095     

Fiat Chrysler Automobiles N.V.*

     4,957,133  
449,054     

Frasers Group plc*

     1,695,626  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

477,532     

GlaxoSmithKline plc

   $ 9,656,576  
227,063     

Hikma Pharmaceuticals plc

     6,228,414  
734,683     

Howden Joinery Group plc

     5,018,179  
538,775     

HSBC Holdings plc

     2,520,381  
114,984     

IMI plc

     1,310,635  
1,386,036     

ITV plc

     1,278,960  
1,901,924     

Kingfisher plc

     5,188,841  
3,730,407     

Legal & General Group plc

     10,181,929  
230,224     

Mondi plc

     4,296,843  
422,629     

National Grid plc

     5,165,609  
49,527     

Pennon Group plc

     684,779  
49,362     

Persimmon plc*

     1,394,271  
622,863     

Redrow plc

     3,315,479  
216,142     

Rio Tinto plc

     12,148,795  
2,511,790     

Royal Mail plc

     5,656,255  
548,111     

RSA Insurance Group plc

     2,775,355  
92,671     

Segro plc REIT

     1,024,814  
664,685     

Smith & Nephew plc

     12,364,449  
475,708     

SSE plc

     8,020,328  
622,848     

Tate & Lyle plc

     5,137,792  
713,383     

Taylor Wimpey plc

     1,256,957  
115,710     

Travis Perkins plc

     1,609,143  
1,062,407     

Tritax Big Box plc REIT

     1,903,431  
248,537     

Unilever N.V.

     13,189,570  
138,218     

WH Smith plc

     1,873,481  
1,947,420     

WM Morrison Supermarkets plc

     4,585,078  
473,644     

WPP plc

     3,691,661  
       

 

 

 
          221,617,183  
       

 

 

 
    

Total Common Stocks
(cost $2,135,932,316)

   $   1,992,116,198  
       

 

 

 
Rights - 0.1%

 

    

Spain - 0.1%

 

300,336     

ACS Actividades de Construccion y Servicios S.A.*

     468,372  
252,396     

Repsol S.A.*

     122,831  
344,184     

Telefonica S.A.*

     67,689  
       

 

 

 
          658,892  
       

 

 

 
    

Total Rights
(cost $680,863)

   $ 658,892  
       

 

 

 
    

Total Long-Term Investments
(cost $2,136,613,179)

   $ 1,992,775,090  
       

 

 

 
Short-Term Investments - 1.8%

 

    

Securities Lending Collateral - 1.8%

 

1,795,046     

Citibank NA DDCA, 0.08%, 7/1/2020(3)

     1,795,046  
13,140,886     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

     13,140,886  
20,964,981     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(3)

     20,964,980  
       

 

 

 
          35,900,912  
       

 

 

 
    

U.S. Treasury Bill - 0.0%

  
554,000     

0.12%, 02/25/2021(4)(5)

     553,412  
       

 

 

 
    

Total Short-Term Investments
(cost $36,454,296)

   $ 36,454,324  
       

 

 

 
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

    

Total Investments
(cost $2,173,067,475)

     101.4   $ 2,029,229,414  
    

Other Assets and Liabilities

     (1.4 )%      (27,632,521
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $     2,001,596,893  
       

 

 

   

 

 

 

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 June 30, 2020, the aggregate value of these securities was $44,290,946, representing 2.2% of net assets.

(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 June 30, 2020, the market value of securities pledged was $553,412.

 

                                 Futures Contracts Outstanding at June 30, 2020  
Description   

Number

of

Contracts

         Expiration Date         

    Current    

Notional

Amount

    

Value and

Unrealized

Appreciation/
    (Depreciation)    

 

Long position contracts:

 

iShares MSCI EAFE ETF

     56        09/18/2020      $       4,979,520      $ (92,495)  
           

 

 

 
                    
           

 

 

 

Total futures contracts

 

   $ (92,495)  
           

 

 

 

 

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
DDCA    Dollars on Deposit in Custody Account
GDR    Global Depositary Receipt
REIT    Real Estate Investment Trust
     
    Hartford Multifactor Developed Markets (ex-US)    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 176,455,884     $ 176,455,884     $      $                 —  

Austria

     2,835,624       2,835,624               

Belgium

     37,735,084       37,735,084               

Canada

     210,143,306       210,143,306               

China

     2,349,576       2,349,576               

Denmark

     54,285,323       54,285,323               

Finland

     13,829,447       13,829,447               

France

     124,104,419       124,104,419               

Germany

     101,733,611       101,733,611               

Hong Kong

     60,686,815       60,686,815               

Ireland

     13,398,154       13,398,154               

Israel

     23,786,455       23,786,455               

Italy

     54,940,250       54,940,250               

Japan

     472,305,793       472,305,793               

Luxembourg

     6,092,330       6,092,330               

Netherlands

     86,204,404       86,204,404               

New Zealand

     11,784,628       11,784,628               

Norway

     27,270,604       27,270,604               

Portugal

     7,478,225       7,478,225               

Russia

     21,903,896       21,903,896               

Singapore

     33,158,349       33,158,349               

Spain

     42,742,864       42,742,864               

Sweden

     57,936,841       57,936,841               

Switzerland

     127,337,133       127,337,133               

United Kingdom

     221,617,183       221,617,183               

Rights

     658,892       658,892               

Short-Term Investments

     36,454,324       35,900,912       553,412         
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Total

   $   2,029,229,414     $   2,028,676,002     $   553,412      $  
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (92,495   $ (92,495   $      $  
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Total

   $ (92,495   $ (92,495   $      $  
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

 

(1)

For the period ended June 30, 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 Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 98.7%

 

    

Australia - 7.5%

 

2,293     

AGL Energy Ltd.

   $ 26,917  
240     

Ampol Ltd.

     4,845  
315     

Australia & New Zealand Banking Group Ltd.

     4,043  
1,210     

BHP Group Ltd.

     29,841  
5,829     

BlueScope Steel Ltd.

     46,915  
1,233     

CIMIC Group Ltd.

     20,476  
941     

Coca-Cola Amatil Ltd.

     5,611  
6     

CSL Ltd.

     1,186  
654     

Dexus REIT

     4,142  
3,903     

Fortescue Metals Group Ltd.

     37,218  
2,504     

GPT Group REIT

     7,189  
1,048     

JB Hi-Fi Ltd.

     31,048  
5,187     

Link Administration Holdings Ltd.

     14,642  
7,293     

Mirvac Group REIT

     10,896  
11,022     

Qantas Airways Ltd.

     28,685  
4,254     

Scentre Group REIT

     6,356  
930     

Wesfarmers Ltd.

     28,705  
1,266     

Woolworths Group Ltd.

     32,495  
       

 

 

 
          341,210  
       

 

 

 
    

Austria - 0.1%

 

154     

OMV AG

     5,148  
       

 

 

 
    

Belgium - 1.9%

 

821     

Ageas

     29,083  
275     

Colruyt S.A.

     15,125  
455     

KBC Group N.V.

     26,093  
889     

Proximus SADP

     18,113  
       

 

 

 
          88,414  
       

 

 

 
    

Brazil - 0.2%

 

1,300     

Qualicorp Consultoria e Corretora de Seguros S.A.

     6,866  
       

 

 

 
    

Canada - 5.9%

 

234     

Air Canada*

     2,912  
418     

Alimentation Couche-Tard, Inc. Class B

     13,065  
395     

AltaGas Ltd.

     4,539  
454     

Atco Ltd. Class I

     13,423  
496     

Bank of Montreal

     26,315  
156     

Canadian Apartment Properties REIT

     5,565  
83     

Canadian Utilities Ltd. Class A

     2,060  
64     

Capital Power Corp.

     1,315  
172     

CGI, Inc.*

     10,801  
982     

Empire Co., Ltd. Class A

     23,440  
1,153     

Great-West Lifeco, Inc.

     20,148  
261     

iA Financial Corp., Inc.

     8,712  
378     

Loblaw Cos., Ltd.

     18,348  
2,125     

Manulife Financial Corp.

     28,817  
721     

Parkland Corp.

     17,845  
2,053     

Power Corp. of Canada

     35,995  
187     

RioCan Real Estate Investment Trust REIT

     2,109  
269     

Royal Bank of Canada

     18,192  
413     

Sun Life Financial, Inc.

     15,128  
199     

Suncor Energy, Inc.

     3,344  
       

 

 

 
          272,073  
       

 

 

 
    

Chile - 1.7%

 

23,355     

Cencosud S.A.

     32,730  
680     

Cia Cervecerias Unidas S.A.

     4,901  
252,518     

Enel Americas S.A.

     38,158  
       

 

 

 
          75,789  
       

 

 

 
    

China - 6.6%

 

76,000     

Bank of China Ltd. Class H

     28,143  
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

24,000     

China Everbright Bank Co., Ltd. Class H

   $ 9,011  
16,000     

China Life Insurance Co., Ltd. Class H

     32,205  
15,000     

China Medical System Holdings Ltd.

     17,670  
10,500     

China Minsheng Banking Corp. Ltd. Class H

     7,207  
114,000     

China Telecom Corp. Ltd. Class H

     31,918  
26,000     

Dongfeng Motor Group Co., Ltd. Class H

     15,532  
34,000     

Great Wall Motor Co., Ltd. Class H

     21,232  
6,000     

Industrial & Commercial Bank of China Ltd. Class H

     3,639  
44,000     

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

     12,830  
28,000     

PICC Property & Casualty Co., Ltd. Class H

     23,085  
1,500     

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

     14,999  
13,600     

Sinopharm Group Co., Ltd. Class H

     34,814  
1,000     

TravelSky Technology Ltd. Class H

     1,760  
25,000     

Weichai Power Co., Ltd. Class H

     46,578  
1,000     

Zhuzhou CRRC Times Electric Co., Ltd. Class H

     2,542  
       

 

 

 
          303,165  
       

 

 

 
    

Denmark - 1.3%

 

1     

Coloplast A/S Class B

     155  
785     

Novo Nordisk A/S Class B

     50,796  
18     

Orsted A/S(1)

     2,076  
112     

Pandora A/S

     6,081  
       

 

 

 
          59,108  
       

 

 

 
    

Finland - 0.0%

 

177     

Nordea Bank Abp*

     1,222  
       

 

 

 
    

France - 3.6%

 

334     

AXA S.A.

     6,982  
1,162     

Bouygues S.A.*

     39,688  
185     

Cie Generale des Etablissements Michelin SCA(2)

     19,187  
89     

Eiffage S.A.*

     8,137  
47     

Gecina S.A. REIT

     5,807  
192     

Orange S.A.

     2,295  
1,075     

Peugeot S.A.*

     17,483  
231     

Sanofi

     23,519  
796     

Societe Generale S.A.*

     13,231  
721     

Total S.A.

     27,513  
       

 

 

 
                  163,842  
       

 

 

 
    

Germany - 3.0%

 

150     

Allianz SE

     30,622  
20     

Covestro AG*(1)

     760  
658     

Deutsche Telekom AG

     11,045  
389     

Merck KGaA

     45,132  
121     

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     31,448  
429     

Talanx AG*

     15,939  
124     

Uniper SE

     3,997  
       

 

 

 
          138,943  
       

 

 

 
    

Hong Kong - 2.9%

 

34,000     

Champion REIT

     17,679  
133     

China Mobile Ltd.

     897  
8,000     

China Resources Cement Holdings Ltd.

     9,796  
500     

CK Asset Holdings Ltd.

     2,980  
2,000     

Henderson Land Development Co., Ltd.

     7,587  
1,000     

Hongkong Land Holdings Ltd.

     4,130  
1,800     

Link REIT

     14,713  
1,000     

Luk Fook Holdings International Ltd.

     2,165  
2,000     

New World Development Co., Ltd.

     9,496  
7,500     

Stella International Holdings Ltd.

     7,693  
1,500     

Sun Hung Kai Properties Ltd.

     19,151  
500     

Swire Pacific Ltd. Class A

     2,651  
4,100     

VTech Holdings Ltd.

     24,625  
4,500     

WH Group Ltd.(1)

     3,855  
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

3,000     

Yue Yuen Industrial Holdings Ltd.

   $ 4,560  
       

 

 

 
          131,978  
       

 

 

 
    

India - 0.3%

 

300     

Dr. Reddy’s Laboratories Ltd. ADR

     15,903  
       

 

 

 
    

Indonesia - 2.2%

 

317,200     

Adaro Energy Tbk PT

     22,094  
13,400     

Astra International Tbk PT

     4,503  
38,400     

Bank Negara Indonesia Persero Tbk PT

     12,312  
43,400     

Indofood Sukses Makmur Tbk PT

     19,824  
34,200     

Kalbe Farma Tbk PT

     3,495  
91,500     

Matahari Department Store Tbk PT*

     10,345  
104,400     

Perusahaan Gas Negara Persero Tbk PT

     8,295  
79,400     

Telekomunikasi Indonesia Persero Tbk PT

     16,953  
3,900     

United Tractors Tbk PT

     4,518  
       

 

 

 
          102,339  
       

 

 

 
    

Ireland - 0.2%

 

180     

CRH plc

     6,166  
14     

ICON plc*

     2,359  
       

 

 

 
          8,525  
       

 

 

 
    

Israel - 1.8%

 

93     

Airport City Ltd.*

     998  
281     

Gazit-Globe Ltd.

     1,324  
2,826     

Israel Discount Bank Ltd. Class A

     8,574  
226     

Mizrahi Tefahot Bank Ltd.

     4,220  
11,958     

Oil Refineries Ltd.

     2,208  
82     

Paz Oil Co., Ltd.

     6,515  
231     

Rami Levy Chain Stores Hashikma Marketing Ltd.

     12,801  
121     

Reit 1 Ltd. REIT

     442  
2,013     

Sella Capital Real Estate Ltd. REIT

     3,292  
294     

Shikun & Binui Ltd.

     1,045  
477     

Taro Pharmaceutical Industries Ltd.*

     31,716  
407     

Tower Semiconductor Ltd.*

     7,768  
       

 

 

 
          80,903  
       

 

 

 
    

Italy - 2.4%

 

666     

Assicurazioni Generali S.p.A.

     10,076  
4,044     

Enel S.p.A.

     34,874  
1,399     

Eni S.p.A.

     13,340  
1,770     

Intesa Sanpaolo S.p.A.*

     3,387  
4,545     

Unipol Gruppo S.p.A.*

     17,672  
13,494     

UnipolSai Assicurazioni S.p.A.

     32,251  
       

 

 

 
                  111,600  
       

 

 

 
    

Japan - 16.9%

 

3,100     

Astellas Pharma, Inc.

     51,707  
500     

Bridgestone Corp.

     16,077  
2,000     

Brother Industries Ltd.

     36,001  
800     

Canon, Inc.

     15,828  
400     

Dai-ichi Life Holdings, Inc.

     4,757  
3,800     

Daiwa Securities Group, Inc.

     15,840  
100     

FUJIFILM Holdings Corp.

     4,273  
300     

Fujitsu Ltd.

     35,093  
1,300     

Haseko Corp.

     16,364  
2,200     

Hazama Ando Corp.

     12,704  
400     

Hino Motors Ltd.

     2,699  
900     

Hitachi Ltd.

     28,389  
900     

Honda Motor Co., Ltd.

     22,987  
200     

Hoya Corp.

     19,020  
1,500     

ITOCHU Corp.

     32,278  
700     

Japan Airlines Co., Ltd.

     12,601  
2,900     

K’s Holdings Corp.

     39,461  
200     

Kajima Corp.

     2,380  
400     

Kaken Pharmaceutical Co., Ltd.

     20,429  
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

1,700     

KDDI Corp.

   $ 50,960  
800     

Mazda Motor Corp.

     4,790  
1,800     

Mebuki Financial Group, Inc.

     4,171  
600     

Mitsubishi Electric Corp.

     7,783  
400     

NEC Corp.

     19,169  
1,300     

Nippon Telegraph & Telephone Corp.

     30,312  
1,100     

NTT DOCOMO, Inc.

     29,385  
500     

Olympus Corp.

     9,619  
1,300     

ORIX Corp.

     16,008  
700     

Osaka Gas Co., Ltd.

     13,807  
2,600     

Panasonic Corp.

     22,644  
400     

Sawai Pharmaceutical Co., Ltd.

     20,540  
1,400     

Seiko Epson Corp.

     16,000  
700     

Sekisui House Ltd.

     13,317  
600     

Seven & i Holdings Co., Ltd.

     19,576  
900     

Shimizu Corp.

     7,383  
200     

Ship Healthcare Holdings, Inc.

     8,314  
1,100     

Subaru Corp.

     22,855  
400     

Sumitomo Electric Industries Ltd.

     4,596  
700     

Tokio Marine Holdings, Inc.

     30,483  
700     

Tokyo Electric Power Co. Holdings, Inc.*

     2,148  
700     

Tokyo Gas Co., Ltd.

     16,740  
500     

Toppan Printing Co., Ltd.

     8,328  
500     

Yamaha Motor Co., Ltd.

     7,823  
       

 

 

 
                  775,639  
       

 

 

 
    

Luxembourg - 0.2%

 

206     

RTL Group S.A.

     6,594  
200     

Ternium S.A. ADR

     3,034  
       

 

 

 
          9,628  
       

 

 

 
    

Malaysia - 2.4%

 

28,400     

BerMaz Auto Bhd

     9,809  
200     

Carlsberg Brewery Malaysia Bhd Class B

     1,157  
17,700     

CIMB Group Holdings Bhd

     14,705  
7,800     

DiGi.Com Bhd

     7,846  
2,400     

Dufu Technology Corp. Bhd

     2,716  
12,600     

Malayan Banking Bhd

     22,083  
12,000     

Petronas Chemicals Group Bhd

     17,363  
1,300     

Petronas Gas Bhd

     5,121  
26,100     

RHB Bank Bhd

     29,176  
       

 

 

 
          109,976  
       

 

 

 
    

Mexico - 0.6%

 

1,700     

America Movil S.A.B. de C.V. Class L

     1,087  
5,900     

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

     25,615  
       

 

 

 
          26,702  
       

 

 

 
    

Netherlands - 3.3%

 

3,328     

ING Groep N.V.

     23,167  
1,752     

Koninklijke Ahold Delhaize N.V.

     47,738  
54     

Koninklijke DSM N.V.

     7,472  
459     

NN Group N.V.

     15,414  
668     

Randstad N.V.

     29,756  
1,807     

Royal Dutch Shell plc Class A

     28,735  
       

 

 

 
          152,282  
       

 

 

 
    

New Zealand - 1.8%

 

9,721     

Air New Zealand Ltd.

     8,261  
1,947     

Fisher & Paykel Healthcare Corp. Ltd. Class C

     44,620  
6,006     

Goodman Property Trust REIT

     7,849  
8,208     

Spark New Zealand Ltd.

     23,961  
       

 

 

 
          84,691  
       

 

 

 
    

Norway - 1.9%

 

71     

Austevoll Seafood ASA

     585  
202     

Bonheur ASA

     4,921  
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

303     

Entra ASA(1)

   $ 3,857  
1,493     

Equinor ASA

     21,140  
583     

Marine Harvest ASA

     11,038  
1,903     

Orkla ASA

     16,629  
120     

Salmar ASA*

     5,711  
584     

SpareBank 1 SMN

     4,740  
1,417     

Veidekke ASA*

     17,068  
       

 

 

 
          85,689  
       

 

 

 
    

Philippines - 0.9%

 

1,570     

BDO Unibank, Inc.

     3,088  
445     

Globe Telecom, Inc.

     18,488  
1,040     

Metropolitan Bank & Trust Co.

     772  
675     

PLDT, Inc.

     16,934  
       

 

 

 
          39,282  
       

 

 

 
    

Poland - 0.3%

 

714     

Asseco Poland S.A.

     11,913  
       

 

 

 
    

Portugal - 0.3%

 

1,262     

Galp Energia SGPS S.A.

     14,592  
       

 

 

 
    

Russia - 0.3%

 

250     

Gazprom Neft PJSC ADR

     5,725  
1,142     

Surgutneftegas PJSC ADR

     6,098  
       

 

 

 
          11,823  
       

 

 

 
    

Singapore - 0.7%

 

8,700     

ComfortDelGro Corp. Ltd.

     9,043  
17,700     

Mapletree Commercial Trust REIT

     24,487  
700     

Mapletree North Asia Commercial Trust REIT

     464  
       

 

 

 
          33,994  
       

 

 

 
    

South Korea - 5.8%

 

466     

BNK Financial Group, Inc.

     1,937  
124     

Chongkundang Holdings Corp.

     12,371  
159     

Daesang Corp.

     3,417  
239     

DongKook Pharmaceutical Co., Ltd.

     24,002  
110     

GS Home Shopping, Inc.

     9,986  
136     

Handsome Co., Ltd.

     3,957  
160     

Huons Co., Ltd.

     7,236  
58     

Hyundai Home Shopping Network Corp.

     3,086  
473     

KEPCO Plant Service & Engineering Co., Ltd.

     11,423  
593     

Kia Motors Corp.

     15,800  
1,732     

Korean Reinsurance Co.

     10,598  
227     

LF Corp.

     2,331  
110     

LG Electronics, Inc.

     5,780  
3,485     

LG Uplus Corp.

     35,347  
289     

Neowiz*

     6,655  
1,692     

Power Logics Co., Ltd.

     9,903  
119     

S-1 Corp.

     8,488  
923     

Samsung Electronics Co., Ltd.

     40,516  
57     

SFA Engineering Corp.

     1,550  
179     

SK Hynix, Inc.

     12,664  
97     

SK Telecom Co., Ltd.

     17,015  
77     

Spigen Korea Co., Ltd.

     3,982  
168     

Woongjin Coway Co., Ltd.

     10,084  
3,482     

Woongjin Thinkbig Co., Ltd.

     6,890  
       

 

 

 
                  265,018  
       

 

 

 
    

Spain - 0.5%

 

307     

ACS Actividades de Construccion y Servicios S.A.

     7,737  
368     

Endesa S.A.

     9,064  
239     

Iberdrola S.A.

     2,770  
421     

Merlin Properties Socimi S.A. REIT

     3,490  
       

 

 

 
          23,061  
       

 

 

 
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

    

Sweden - 1.2%

 

539     

Castellum AB

   $ 10,069  
459     

Fastighets AB Balder Class B*

     17,495  
819     

Hennes & Mauritz AB Class B(2)

     11,867  
219     

Investor AB Class B

     11,558  
258     

Securitas AB Class B*

     3,477  
       

 

 

 
          54,466  
       

 

 

 
    

Switzerland - 3.0%

 

903     

Credit Suisse Group AG

     9,337  
90     

Julius Baer Group Ltd.

     3,766  
142     

Roche Holding AG

     49,207  
70     

Swiss Life Holding AG

     25,930  
18     

Swiss Prime Site AG

     1,664  
122     

Swiss Re AG

     9,407  
7     

Swisscom AG

     3,663  
94     

Zurich Insurance Group AG

     33,154  
       

 

 

 
          136,128  
       

 

 

 
    

Taiwan - 5.7%

 

2,000     

Acter Group Corp. Ltd.

     14,167  
6,000     

Chang Hwa Commercial Bank Ltd.

     3,935  
5,000     

Chicony Electronics Co., Ltd.

     14,438  
1,000     

Chicony Power Technology Co., Ltd.

     2,284  
8,000     

Eva Airways Corp.

     3,037  
1,000     

Far EasTone Telecommunications Co., Ltd.

     2,305  
3,000     

Foxconn Technology Co., Ltd.

     5,745  
6,000     

Great Wall Enterprise Co., Ltd.

     8,673  
8,800     

Hon Hai Precision Industry Co., Ltd.

     25,740  
4,000     

Lite-On Technology Corp.

     6,277  
3,000     

Pegatron Corp.

     6,507  
26,000     

Pou Chen Corp.

     25,379  
6,000     

Radiant Opto-Electronics Corp.

     24,098  
2,000     

Sigurd Microelectronics Corp.

     2,752  
3,000     

Taiwan Business Bank

     1,098  
5,000     

Tripod Technology Corp.

     22,200  
8,000     

Uni-President Enterprises Corp.

     19,333  
5,000     

United Integrated Services Co., Ltd.

     34,063  
10,000     

Wistron Corp.

     12,134  
6,000     

Zhen Ding Technology Holding Ltd.

     26,132  
       

 

 

 
          260,297  
       

 

 

 
    

Thailand - 2.6%

 

2,800     

Advanced Info Service PCL NVDR

     16,760  
2,000     

Bangkok Bank PCL NVDR

     6,924  
2,400     

Kasikornbank PCL NVDR

     7,241  
47,200     

Krung Thai Bank PCL NVDR

     15,729  
10,000     

PTT Global Chemical PCL NVDR

     14,964  
7,600     

PTT PCL NVDR

     9,283  
904     

Siam Cement PCL NVDR

     10,763  
8,500     

Siam Commercial Bank PCL NVDR

     19,939  
13,500     

Thanachart Capital PCL NVDR

     15,506  
       

 

 

 
                  117,109  
       

 

 

 
    

Turkey - 2.8%

 

1,797     

Banvit Bandirma Vitaminli Yem Sanayii AS*

     6,438  
331     

Celebi Hava Servisi A.S.*

     3,807  
7,058     

Deva Holding AS

     19,821  
110,397     

Dogan Sirketler Grubu Holding AS

     33,821  
27     

EGE Endustri VE Ticaret AS

     2,457  
2,081     

Eregli Demir ve Celik Fabrikalari T.A.S.

     2,605  
29,861     

Is Gayrimenkul Yatirim Ortakligi AS REIT*

     8,495  
14,382     

Koza Anadolu Metal Madencilik Isletmeleri AS*

     28,115  
140     

Tofas Turk Otomobil Fabrikasi AS

     541  
47,978     

Torunlar Gayrimenkul Yatirim Ortakligi AS REIT*

     23,307  
       

 

 

 
          129,407  
       

 

 

 
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

    

United Kingdom - 5.9%

 

618     

3i Group plc

   $ 6,358  
1,011     

Aggreko plc

     5,531  
185     

Anglo American plc

     4,273  
49     

AstraZeneca plc

     5,099  
43     

Bellway plc

     1,353  
2,232     

BP plc

     8,472  
3,397     

BT Group plc

     4,787  
5,469     

Capita plc*

     2,980  
1,367     

Countryside Properties plc(1)

     5,591  
319     

Direct Line Insurance Group plc

     1,068  
210     

Ferguson plc

     17,157  
1,200     

Fiat Chrysler Automobiles N.V.*

     12,288  
1,227     

GlaxoSmithKline plc

     24,812  
475     

Howden Joinery Group plc

     3,245  
155     

HSBC Holdings plc

     725  
238     

Kingfisher plc

     649  
9,002     

Legal & General Group plc

     24,571  
252     

Mondi plc

     4,703  
1,400     

National Express Group plc

     3,231  
375     

Redrow plc

     1,996  
712     

Rio Tinto plc

     40,020  
612     

Segro plc REIT

     6,768  
1,035     

Smith & Nephew plc

     19,253  
1,626     

SSE plc

     27,414  
1,961     

Tritax Big Box plc REIT

     3,513  
567     

Unilever N.V.

     30,090  
596     

WPP plc

     4,645  
       

 

 

 
          270,592  
       

 

 

 
    

Total Common Stocks
(cost $4,901,511)

   $       4,519,317  
       

 

 

 

Preferred Stocks - 0.7%

 

    

Brazil - 0.7%

 

1,400     

Bradespar S.A. *

     9,309  
3,500     

Itausa - Investimentos Itau S.A. *

     6,113  
2,100     

Telefonica Brasil S.A. *

     18,369  
       

 

 

 
          33,791  
       

 

 

 
    

Total Preferred Stocks
(cost $44,368)

   $ 33,791  
       

 

 

 

Rights - 0.0%

 

    

Spain - 0.0%

 

304     

ACS Actividades de Construccion y Servicios S.A.*

     474  
       

 

 

 
    

Total Rights
(cost $472)

   $ 474  
       

 

 

 
    

Total Long-Term Investments
(cost $4,946,351)

   $ 4,553,582  
       

 

 

 

Short-Term Investments - 0.3%

 

    

Securities Lending Collateral - 0.3%

 

620     

Citibank NA DDCA, 0.08%, 7/1/2020(3)

     620  
4,536     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

     4,536  
7,237     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(3)

     7,237  
       

 

 

 
          12,393  
       

 

 

 
    

Total Short-Term Investments
(cost $12,393)

   $ 12,393  
       

 

 

 
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

    

Total Investments
(cost $4,958,744)

     99.7   $ 4,565,975  
     Other Assets and Liabilities      0.3     12,539  
       

 

 

   

 

 

 
     Total Net Assets      100.0   $     4,578,514  
       

 

 

   

 

 

 

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 June 30, 2020, the aggregate value of these securities was $16,139, 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)

Current yield as of period end.

† 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
DDCA    Dollars on Deposit in Custody Account
NVDR    Non-Voting Depositary Receipt
PJSC    Private Joint Stock Company
PT    Perseroan Terbatas
REIT    Real Estate Investment Trust
     
    Hartford Multifactor Diversified International ETF (formerly, Hartford Multifactor Low Volatility International Equity ETF)    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

 

Assets

 

Common Stocks

 

Australia

   $ 341,210      $ 341,210      $         —      $         —  

Austria

     5,148        5,148                

Belgium

     88,414        88,414                

Brazil

     6,866        6,866                

Canada

     272,073        272,073                

Chile

     75,789        75,789                

China

     303,165        303,165                

Denmark

     59,108        59,108                

Finland

     1,222        1,222                

France

     163,842        163,842                

Germany

     138,943        138,943                

Hong Kong

     131,978        131,978                

India

     15,903        15,903                

Indonesia

     102,339        102,339                

Ireland

     8,525        8,525                

Israel

     80,903        80,903                

Italy

     111,600        111,600                

Japan

     775,639        775,639                

Luxembourg

     9,628        9,628                

Malaysia

     109,976        109,976                

Mexico

     26,702        26,702                

Netherlands

     152,282        152,282                

New Zealand

     84,691        84,691                

Norway

     85,689        85,689                

Philippines

     39,282        39,282                

Poland

     11,913        11,913                

Portugal

     14,592        14,592                

Russia

     11,823        11,823                

Singapore

     33,994        33,994                

South Korea

     265,018        265,018                

Spain

     23,061        23,061                

Sweden

     54,466        54,466                

Switzerland

     136,128        136,128                

Taiwan

     260,297        260,297                

Thailand

     117,109        117,109                

Turkey

     129,407        129,407                

United Kingdom

     270,592        270,592                

Preferred Stocks

     33,791        33,791                

Rights

     474        474                

Short-Term Investments

     12,393        12,393                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       4,565,975      $       4,565,975      $               —      $               —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended June 30, 2020, there were no transfers in and out of Level 3.

     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 95.5%

 

    

Brazil - 2.2%

 

4,513     

Alpargatas S.A.

   $ 24,066  
8,111     

Banco do Brasil S.A.

     47,492  
6,243     

BB Seguridade Participacoes S.A.

     31,006  
4,464     

Cia Energetica de Minas Gerais

     8,959  
2,695     

Cosan Ltd. Class A

     40,587  
23,073     

Lojas Renner S.A.

     175,649  
34,860     

Qualicorp Consultoria e Corretora de Seguros S.A.

     184,115  
992     

Raia Drogasil S.A.

     19,985  
11,532     

Sul America S.A. UNIT

     94,658  
45,632     

TIM Participacoes S.A.

     118,011  
11,947     

Transmissora Alianca de Energia Eletrica S.A.

     61,140  
16,030     

Vale S.A.

     163,254  
       

 

 

 
          968,922  
       

 

 

 
    

Chile - 2.7%

 

974,982     

Banco Santander Chile

     39,921  
237,930     

Cencosud S.A.

     333,438  
15,541     

Cia Cervecerias Unidas S.A.

     112,022  
36,421     

Colbun S.A.

     5,814  
13,064     

Empresas COPEC S.A.

     87,720  
2,568,177     

Enel Americas S.A.

     388,075  
936,580     

Enel Chile S.A.

     70,078  
43,348     

SACI Falabella

     137,344  
       

 

 

 
              1,174,412  
       

 

 

 
    

China - 20.9%

 

90,000     

Agile Group Holdings Ltd.

     105,904  
126,000     

Agricultural Bank of China Ltd. Class H

     50,722  
853     

Alibaba Group Holding Ltd. ADR*

     183,992  
18,000     

ANTA Sports Products Ltd.

     158,855  
1,130,000     

Bank of China Ltd. Class H

     418,440  
121,000     

Bank of Communications Co., Ltd. Class H

     74,625  
10,500     

China Conch Venture Holdings Ltd.

     44,301  
343,000     

China Construction Bank Corp. Class H

     277,482  
593,000     

China Everbright Bank Co., Ltd. Class H

     222,649  
198,000     

China Life Insurance Co., Ltd. Class H

     398,532  
262,000     

China Medical System Holdings Ltd.

     308,635  
5,000     

China Mengniu Dairy Co., Ltd.*

     19,096  
26,000     

China Merchants Bank Co., Ltd. Class H

     119,593  
347,000     

China Minsheng Banking Corp. Ltd. Class H

     238,185  
146,000     

China National Building Material Co., Ltd. Class H

     155,410  
32,000     

China Oilfield Services Ltd. Class H

     28,736  
7,600     

China Pacific Insurance Group Co., Ltd. Class H

     20,298  
154,000     

China Petroleum & Chemical Corp. Class H

     64,180  
58,000     

China Railway Construction Corp. Ltd. Class H

     45,574  
1,074,000     

China Telecom Corp. Ltd. Class H

     300,703  
8,500     

China Vanke Co., Ltd. Class H

     26,869  
124,000     

CNOOC Ltd.

     137,912  
75,000     

Country Garden Holdings Co., Ltd.

     92,124  
86,400     

CSPC Pharmaceutical Group Ltd.

     163,203  
460,000     

Dongfeng Motor Group Co., Ltd. Class H

     274,797  
59,200     

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

     141,002  
128,000     

Geely Automobile Holdings Ltd.

     201,485  
630,000     

Great Wall Motor Co., Ltd. Class H

     393,422  
637,000     

Industrial & Commercial Bank of China Ltd. Class H

     386,287  
765     

JD.com, Inc. ADR*

     46,038  
534     

JOYY, Inc.*

     47,286  
206,000     

Lenovo Group Ltd.

     114,024  
51,000     

Li Ning Co., Ltd.

     161,874  
15,500     

Longfor Properties Co., Ltd.(1)

     73,696  
392     

NetEase, Inc. ADR

     168,317  
799,000     

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

     232,985  
224,000     

PetroChina Co., Ltd. Class H

     74,277  
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

392,000     

PICC Property & Casualty Co., Ltd. Class H

   $ 323,192  
40,500     

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

     404,976  
344,000     

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

     197,511  
170,000     

Powerlong Real Estate Holdings Ltd.

     95,194  
48,000     

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

     106,771  
104,000     

Sinopharm Group Co., Ltd. Class H

     266,225  
66,000     

Times China Holdings, Ltd.

     121,944  
46,000     

Tingyi Cayman Islands Holding Corp.

     71,340  
136,000     

TravelSky Technology Ltd. Class H

     239,346  
24,757     

Vipshop Holdings Ltd. ADR*

     492,912  
28,000     

Want Want China Holdings Ltd.

     21,134  
237,000     

Weichai Power Co., Ltd. Class H

     441,559  
2,022     

Yum China Holdings, Inc.

     97,198  
48,500     

Zhongsheng Group Holdings Ltd.

     268,455  
12,600     

Zhuzhou CRRC Times Electric Co., Ltd. Class H

     32,027  
24,000     

Zijin Mining Group Co., Ltd. Class H

     11,179  
1,059     

ZTO Express Cayman, Inc. ADR

     38,876  
       

 

 

 
                9,201,349  
       

 

 

 
    

Colombia - 0.5%

 

161,195     

Grupo Energia Bogota S.A. ESP*

     100,658  
21,798     

Interconexion Electrica S.A. ESP

     109,594  
       

 

 

 
          210,252  
       

 

 

 
    

Hong Kong - 3.5%

 

46,000     

China Mobile Ltd.

     310,408  
29,000     

China Overseas Land & Investment Ltd.

     87,743  
246,000     

China Resources Cement Holdings Ltd.

     301,214  
18,000     

China Resources Gas Group Ltd.

     87,673  
20,100     

China Resources Land Ltd.

     76,116  
8,000     

Guangdong Investment Ltd.

     13,728  
73,000     

Haier Electronics Group Co., Ltd.

     220,871  
122,000     

Kunlun Energy Co., Ltd.

     79,020  
55,498     

Shenzhen International Holdings Ltd.

     88,362  
13,000     

Shimao Property Holdings Ltd.

     55,016  
46,500     

Sino Biopharmaceutical Ltd.

     87,595  
73,500     

Sun Art Retail Group Ltd.

     125,559  
       

 

 

 
          1,533,305  
       

 

 

 
    

India - 3.7%

 

2,365     

Axis Bank Ltd. GDR

     63,263  
5,936     

Dr. Reddy’s Laboratories Ltd. ADR

     314,667  
3,802     

HDFC Bank Ltd. ADR

     172,839  
30,903     

ICICI Bank Ltd. ADR

     287,089  
30,857     

Infosys Ltd. ADR

     298,079  
5,982     

Reliance Industries Ltd. GDR(1)

     276,369  
317     

State Bank of India GDR*

     7,465  
11,790     

Vedanta Ltd. ADR

     66,142  
2,493     

WNS Holdings Ltd. ADR*

     137,065  
       

 

 

 
          1,622,978  
       

 

 

 
    

Indonesia - 4.0%

 

3,136,800     

Adaro Energy Tbk PT

     218,489  
754,600     

Astra International Tbk PT

     253,558  
265,400     

Bank Mandiri Persero Tbk PT

     91,966  
578,500     

Bank Negara Indonesia Persero Tbk PT

     185,476  
601,700     

Bank Permata Tbk PT*

     53,494  
409,000     

Bank Rakyat Indonesia Persero Tbk PT

     86,753  
232,100     

Chandra Asri Petrochemical Tbk PT

     106,829  
264,700     

Indofood Sukses Makmur Tbk PT

     120,908  
386,800     

Kalbe Farma Tbk PT

     39,533  
832,400     

Matahari Department Store Tbk PT*

     94,108  
464,000     

Media Nusantara Citra Tbk PT

     29,396  
56,100     

Mitra Keluarga Karyasehat Tbk PT

     8,915  
723,200     

Perusahaan Gas Negara Persero Tbk PT

     57,461  
1,356,800     

Telekomunikasi Indonesia Persero Tbk PT

     289,691  
93,700     

Unilever Indonesia Tbk PT

     51,819  
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

60,300     

United Tractors Tbk PT

   $ 69,861  
       

 

 

 
          1,758,257  
       

 

 

 
    

Malaysia - 4.1%

 

282,100     

BerMaz Auto Bhd

     97,435  
5,000     

Carlsberg Brewery Malaysia Bhd Class B

     28,915  
247,100     

CIMB Group Holdings Bhd

     205,292  
167,700     

DiGi.Com Bhd

     168,679  
13,100     

Dufu Technology Corp. Bhd

     14,827  
18,000     

Genting Bhd

     17,223  
10,788     

Hong Leong Bank Bhd

     35,448  
10,900     

KLCCP Stapled Group

     20,248  
164,000     

Malayan Banking Bhd

     287,431  
40,000     

MISC Bhd

     71,505  
173,600     

Petronas Chemicals Group Bhd

     251,183  
40,900     

Petronas Gas Bhd

     161,118  
296,300     

RHB Bank Bhd

     331,220  
34,800     

Tenaga Nasional Bhd

     94,370  
       

 

 

 
          1,784,894  
       

 

 

 
    

Mexico - 2.6%

 

514,544     

America Movil S.A.B. de C.V. Class L

     328,897  
70,846     

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

     307,581  
24,368     

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

     150,456  
1,227     

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

     66,907  
18,264     

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

     62,861  
99,370     

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

     236,394  
       

 

 

 
          1,153,096  
       

 

 

 
    

Philippines - 3.0%

 

5,635     

Ayala Corp.

     87,875  
3,370     

Ayala Land, Inc.

     2,286  
19,270     

Bank of the Philippine Islands

     27,846  
141,720     

BDO Unibank, Inc.

     278,747  
159,500     

DMCI Holdings, Inc.

     13,125  
4,165     

Globe Telecom, Inc.

     173,037  
159,380     

JG Summit Holdings, Inc.

     207,442  
143,061     

Metropolitan Bank & Trust Co.

     106,237  
10,215     

PLDT, Inc.

     256,272  
9,195     

SM Investments Corp.

     173,289  
       

 

 

 
                1,326,156  
       

 

 

 
    

Poland - 2.6%

 

6,636     

Asseco Poland S.A.

     110,722  
12,884     

Bank Polska Kasa Opieki S.A.

     175,363  
25,135     

Eurocash S.A.

     110,055  
9,873     

KGHM Polska Miedz S.A.*

     226,879  
23     

LPP S.A.*

     34,945  
14,069     

Polski Koncern Naftowy ORLEN S.A.

     222,719  
9,046     

Powszechna Kasa Oszczednosci Bank Polski S.A.

     52,415  
30,183     

Powszechny Zaklad Ubezpieczen S.A.

     220,746  
       

 

 

 
          1,153,844  
       

 

 

 
    

Russia - 3.8%

 

4,174     

Gazprom Neft PJSC ADR

     95,585  
43,201     

Gazprom PJSC ADR

     233,113  
5,266     

Lukoil PJSC ADR

     391,053  
4,585     

MMC Norilsk Nickel PJSC ADR

     120,081  
22,553     

Mobile TeleSystems PJSC ADR

     207,262  
14,509     

Rosneft Oil Co. PJSC GDR

     72,951  
17,258     

Sberbank of Russia PJSC ADR

     196,396  
383     

Severstal PJSC GDR

     4,634  
56,915     

Surgutneftegas PJSC ADR

     303,926  
809     

Tatneft PJSC ADR*

     37,797  
       

 

 

 
          1,662,798  
       

 

 

 
    

South Africa - 2.5%

 

6,744     

Absa Group Ltd.

     33,109  
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

1,468     

Anglo American Platinum Ltd.

   $ 105,956  
3,703     

AngloGold Ashanti Ltd.

     107,752  
2,190     

Bid Corp. Ltd.

     35,733  
10,069     

Bidvest Group Ltd.

     82,314  
1,144     

Clicks Group Ltd.

     13,850  
13,684     

FirstRand Ltd.

     29,975  
6,881     

Gold Fields Ltd.

     64,244  
8,311     

Kumba Iron Ore Ltd.

     221,515  
51,628     

MTN Group Ltd.

     156,979  
1,839     

Nedbank Group Ltd.

     10,748  
26,209     

Sanlam Ltd.

     88,907  
3,300     

SPAR Group Ltd.

     32,592  
12,373     

Standard Bank Group Ltd.

     74,416  
8,101     

Vodacom Group Ltd.

     57,325  
       

 

 

 
                1,115,415  
       

 

 

 
    

South Korea - 14.0%

 

5,255     

BH Co., Ltd.*

     86,502  
22,987     

BNK Financial Group, Inc.

     95,552  
5,638     

Boryung Pharmaceutical Co., Ltd.

     78,979  
6,369     

Cheil Worldwide, Inc.

     86,837  
696     

Chongkundang Holdings Corp.

     69,435  
103     

Com2uSCorp

     10,070  
1,900     

Daesang Corp.

     40,832  
4,080     

DB HiTek Co., Ltd.

     97,858  
1,480     

DB Insurance Co., Ltd.

     52,723  
2,314     

DongKook Pharmaceutical Co., Ltd.

     232,391  
5,854     

ENF Technology Co., Ltd.

     170,580  
1,996     

F&F Co., Ltd.

     152,830  
1,070     

GS Home Shopping, Inc.

     97,139  
1,052     

GS Retail Co., Ltd.

     31,879  
9,902     

Haimarrow Food Service Co., Ltd.

     20,951  
3,024     

Hana Financial Group, Inc.

     67,879  
3,607     

Handsome Co., Ltd.

     104,955  
1,961     

Hankook Tire & Technology Co., Ltd.

     40,187  
6,265     

HS Industries Co., Ltd.

     35,938  
307     

Huchems Fine Chemical Corp.

     4,058  
853     

Huons Co., Ltd.

     38,578  
1,300     

Hyundai Home Shopping Network Corp.

     69,169  
909     

Hyundai Mobis Co., Ltd.

     145,095  
1,116     

Hyundai Motor Co.

     90,646  
968     

Innocean Worldwide, Inc.

     35,973  
6,757     

KB Financial Group, Inc.

     190,714  
4,320     

KEPCO Plant Service & Engineering Co., Ltd.

     104,332  
9,745     

Kia Motors Corp.

     259,656  
21,472     

Korean Reinsurance Co.

     131,383  
421     

KT&G Corp.

     27,370  
8,593     

LF Corp.

     88,227  
3,812     

LG Electronics, Inc.

     200,290  
31,897     

LG Uplus Corp.

     323,518  
301     

Lotte Chemical Corp.

     41,790  
7,434     

Mcnex Co., Ltd.

     191,899  
5,707     

MegaStudyEdu Co., Ltd.

     169,381  
774     

NAVER Corp.

     171,807  
10,592     

Neowiz*

     243,919  
156     

NHN Corp.*

     10,725  
3,016     

Partron Co., Ltd.

     22,190  
588     

POSCO

     85,058  
19,954     

Power Logics Co., Ltd.

     116,786  
1,712     

S&T Motiv Co., Ltd.*

     53,943  
312     

Samsung Electro-Mechanics Co., Ltd.

     33,460  
9,922     

Samsung Electronics Co., Ltd.

     435,534  
174     

Samsung Fire & Marine Insurance Co., Ltd.

     25,459  
3,999     

SFA Engineering Corp.

     108,714  
3,557     

Shinhan Financial Group Co., Ltd.

     85,018  
153     

SK Holdings Co., Ltd.

     37,015  
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

6,064     

SK Hynix, Inc.

   $ 429,020  
842     

SK Telecom Co., Ltd.

     147,701  
170     

Soulbrain Co., Ltd.

     13,554  
407     

Spigen Korea Co., Ltd.

     21,046  
4,221     

Woongjin Coway Co., Ltd.

     253,362  
68,952     

Woongjin Thinkbig Co., Ltd.

     136,431  
1,013     

Youngone Corp.

     21,391  
       

 

 

 
                6,137,729  
       

 

 

 
    

Taiwan - 15.9%

 

17,000     

Acter Group Corp. Ltd.

     120,422  
23,000     

ASE Technology Holding, Co., Ltd.

     52,697  
12,000     

Asustek Computer, Inc.

     87,851  
170,159     

Chang Hwa Commercial Bank Ltd.

     111,596  
20,000     

Chenbro Micom Co., Ltd.

     62,770  
105,000     

Cheng Uei Precision Industry Co., Ltd.

     141,995  
79,431     

Chicony Electronics Co., Ltd.

     229,373  
19,590     

China Life Insurance Co., Ltd.*

     14,475  
56,000     

Chunghwa Telecom Co., Ltd.

     222,068  
102,000     

Compal Electronics, Inc.

     66,549  
69,000     

Coretronic Corp.

     74,368  
306,628     

CTBC Financial Holding Co., Ltd.

     211,489  
67,000     

Everlight Electronics Co., Ltd.

     70,283  
26,000     

Far EasTone Telecommunications Co., Ltd.

     59,923  
14,000     

FLEXium Interconnect, Inc.

     57,652  
6,000     

Formosa Plastics Corp.

     17,814  
52,301     

Foxconn Technology Co., Ltd.

     100,154  
12,000     

Getac Technology Corp.

     17,672  
5,000     

Global Mixed Mode Technology, Inc.

     26,776  
80,000     

Great Wall Enterprise Co., Ltd.

     115,643  
38,000     

Greatek Electronics, Inc.

     59,567  
37,108     

Hannstar Board Corp.

     48,799  
170,224     

Hon Hai Precision Industry Co., Ltd.

     497,901  
11,000     

Innodisk Corp.

     65,804  
14,000     

King Yuan Electronics Co., Ltd.

     16,299  
96,245     

Lite-On Technology Corp.

     151,033  
1,000     

Lotes Co., Ltd.

     12,829  
18,000     

MediaTek, Inc.

     353,234  
24,000     

Nan Ya Plastics Corp.

     52,548  
24,000     

Nanya Technology Corp.

     49,620  
17,000     

Novatek Microelectronics Corp.

     131,370  
98,000     

Pegatron Corp.

     212,578  
276,000     

Pou Chen Corp.

     269,410  
44,000     

Powertech Technology, Inc.

     159,569  
50,000     

Primax Electronics Ltd.

     81,174  
11,000     

Qisda Corp.

     6,580  
72,000     

Radiant Opto-Electronics Corp.

     289,176  
105,534     

Sigurd Microelectronics Corp.

     145,221  
13,000     

Simplo Technology Co., Ltd.

     140,775  
109,832     

SinoPac Financial Holdings Co., Ltd.

     40,390  
18,000     

Taichung Commercial Bank Co., Ltd.

     7,107  
118,000     

Taiwan Business Bank

     43,193  
24,000     

Taiwan Semiconductor Manufacturing Co., Ltd.

     254,605  
22,000     

Topco Scientific Co., Ltd.

     81,276  
72,000     

Tripod Technology Corp.

     319,680  
10,000     

TXC Corp.

     21,556  
130,800     

Uni-President Enterprises Corp.

     316,089  
37,000     

United Integrated Services Co., Ltd.

     252,063  
195,000     

United Microelectronics Corp.

     105,086  
26,000     

Walsin Technology Corp.

     157,739  
217,686     

Wistron Corp.

     264,135  
12,000     

Yageo Corp.

     154,959  
80,000     

Zhen Ding Technology Holding Ltd.

     348,421  
       

 

 

 
          6,971,356  
       

 

 

 
    

Thailand - 5.2%

 

53,000     

Advanced Info Service PCL NVDR

     317,237  
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

24,800     

Bangkok Bank PCL NVDR

   $ 85,856  
152,400     

Bangkok Dusit Medical Services PCL NVDR

     110,944  
120,400     

Charoen Pokphand Foods PCL NVDR

     123,682  
10,500     

Com7 PCL NVDR

     9,597  
12,000     

CP ALL PCL NVDR*

     26,304  
94,800     

Hana Microelectronics PCL NVDR

     85,115  
20,600     

Kasikornbank PCL NVDR

     62,152  
315,600     

Krung Thai Bank PCL NVDR

     105,174  
53,600     

PTT Exploration & Production PCL NVDR

     159,113  
215,200     

PTT Global Chemical PCL NVDR

     322,025  
218,300     

PTT PCL NVDR

     266,629  
19,700     

Siam Cement PCL NVDR

     234,558  
72,700     

Siam Commercial Bank PCL NVDR

     170,533  
146,000     

Thai Beverage PCL

     70,643  
139,900     

Thanachart Capital PCL NVDR

     160,688  
       

 

 

 
          2,310,250  
       

 

 

 
    

Turkey - 4.3%

 

19,566     

Banvit Bandirma Vitaminli Yem Sanayii AS*

     70,103  
522     

Celebi Hava Servisi A.S.*

     6,005  
65,206     

Deva Holding AS

     183,116  
808,774     

Dogan Sirketler Grubu Holding AS

     247,773  
1,169     

EGE Endustri VE Ticaret AS

     106,365  
114,348     

Enka Insaat ve Sanayi AS

     102,758  
36,378     

Eregli Demir ve Celik Fabrikalari T.A.S.

     45,534  
171,013     

Gozde Girisim Sermayesi Yatirim Ortakligi AS*

     127,734  
414,954     

Is Gayrimenkul Yatirim Ortakligi AS REIT*

     118,044  
85,111     

Iskenderun Demir ve Celik AS

     92,378  
125,377     

Koza Anadolu Metal Madencilik Isletmeleri AS*

     245,093  
3,312     

Pegasus Hava Tasimaciligi AS*

     26,840  
31,673     

Tofas Turk Otomobil Fabrikasi AS

     122,446  
467,615     

Torunlar Gayrimenkul Yatirim Ortakligi AS REIT*

     227,165  
33,844     

Turk Telekomunikasyon AS*

     40,041  
68,177     

Turkiye Garanti Bankasi A.S.*

     84,143  
127,740     

Yapi ve Kredi Bankasi AS*

     45,470  
       

 

 

 
          1,891,008  
       

 

 

 
    

Total Common Stocks
(cost $44,129,686)

   $     41,976,021  
       

 

 

 

Preferred Stocks - 3.6%

 

    

Brazil - 3.0%

 

22,968     

Banco Bradesco S.A.*

     86,588  
34,849     

Bradespar S.A. *

     231,722  
3,447     

Cia de Saneamento do Parana*

     3,942  
13,839     

Cia de Transmissao de Energia Eletrica Paulista*

     52,702  
5,170     

Cia Paranaense de Energia*

     57,267  
14,370     

Gerdau S.A.*

     41,900  
42,348     

Itau Unibanco Holding S.A.*

     196,284  
161,933     

Itausa - Investimentos Itau S.A.*

     282,825  
30,672     

Petroleo Brasileiro S.A.*

     120,380  
27,623     

Telefonica Brasil S.A.*

     241,628  
       

 

 

 
          1,315,238  
       

 

 

 
    

Chile - 0.2%

 

18,724     

Embotelladora Andina S.A. Class B*

     45,863  
1,547     

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

     40,287  
       

 

 

 
          86,150  
       

 

 

 
    

Colombia - 0.4%

 

27,745     

Bancolombia S.A.*

     183,271  
       

 

 

 
    

Total Preferred Stocks
(cost $1,799,588)

   $ 1,584,659  
       

 

 

 
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

    

Total Long-Term Investments
(cost $45,929,274)

 

  $ 43,560,680  
         

 

 

 

Short-Term Investments - 0.1%

 

    

U.S. Treasury Bill - 0.1%

    
$    60,000     

0.16%, 02/25/2021(2)(3)

 

  $ 59,936  
         

 

 

 
    

Total Short-Term Investments
(cost $59,936)

 

  $ 59,936  
         

 

 

 
    

Total Investments
(cost $45,989,210)

     99.2   $ 43,620,616  
    

Other Assets and Liabilities

     0.8     340,244  
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $     43,960,860  
       

 

 

   

 

 

 

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 June 30, 2020, the aggregate value of these securities was $688,578, representing 1.6% 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 June 30, 2020, the market value of securities pledged was $59,936.

 

Futures Contracts Outstanding at June 30, 2020  
Description    Number
of
Contracts
         Expiration Date         

        Current         

Notional
Amount

      Value and  
Unrealized
Appreciation/
  (Depreciation)  
 

Long position contracts:

 

MSCI Emerging Market Index Future

     8        09/18/2020      $ 394,280     $ (3,019)  
          

 

 

 
          
          

 

 

 

Total futures contracts

 

  $ (3,019)  
          

 

 

 

 

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
REIT   Real Estate Investment Trust
     
    Hartford Multifactor Emerging Markets ETF    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2      Level 3(1)   

Assets

 

Common Stocks

 

Brazil

   $ 968,922     $ 968,922     $      $  

Chile

     1,174,412       1,174,412               

China

     9,201,349       9,201,349               

Colombia

     210,252       210,252               

Hong Kong

     1,533,305       1,533,305               

India

     1,622,978       1,622,978               

Indonesia

     1,758,257       1,758,257               

Malaysia

     1,784,894       1,784,894               

Mexico

     1,153,096       1,153,096               

Philippines

     1,326,156       1,326,156               

Poland

     1,153,844       1,153,844               

Russia

     1,662,798       1,662,798               

South Africa

     1,115,415       1,115,415               

South Korea

     6,137,729       6,124,175       13,554         

Taiwan

     6,971,356       6,971,356               

Thailand

     2,310,250       2,310,250               

Turkey

     1,891,008       1,891,008               

Preferred Stocks

     1,584,659       1,584,659               

Short-Term Investments

     59,936             59,936         
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Total

   $     43,620,616     $     43,547,126     $     73,490      $         —  
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

     (3,019     (3,019             
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Total

   $ (3,019   $ (3,019   $      $  
  

 

 

 

 

 

 

 

 

 

 

    

 

 

 
(1)

For the period ended June 30, 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 Low Volatility US Equity ETF#    
 

Schedule of Investments

June 30, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.9%

 

    

Automobiles & Components - 0.4%

 

161     

Ford Motor Co.

   $ 979  
961     

General Motors Co.

     24,313  
       

 

 

 
          25,292  
       

 

 

 
    

Banks - 0.6%

 

370     

Capitol Federal Financial, Inc.

     4,074  
61     

Commerce Bancshares, Inc.

     3,628  
133     

JP Morgan Chase & Co.

     12,510  
743     

TFS Financial Corp.

     10,632  
283     

U.S. Bancorp

     10,420  
       

 

 

 
          41,264  
       

 

 

 
    

Capital Goods - 9.3%

 

23     

Allegion plc

     2,351  
108     

AMETEK, Inc.

     9,652  
487     

Carrier Global Corp.

     10,821  
117     

Cummins, Inc.

     20,271  
172     

Curtiss-Wright Corp.

     15,356  
125     

Eaton Corp. plc

     10,935  
215     

EMCOR Group, Inc.

     14,220  
40     

ESCO Technologies, Inc.

     3,381  
281     

General Dynamics Corp.

     41,998  
527     

HD Supply Holdings, Inc.*

     18,261  
399     

Honeywell International, Inc.

     57,691  
131     

Hubbell, Inc.

     16,422  
35     

Huntington Ingalls Industries, Inc.

     6,107  
62     

IDEX Corp.

     9,799  
556     

Johnson Controls International plc

     18,982  
148     

Lincoln Electric Holdings, Inc.

     12,468  
181     

Lockheed Martin Corp.

     66,051  
241     

MSC Industrial Direct Co., Inc. Class A

     17,547  
79     

Northrop Grumman Corp.

     24,288  
255     

Otis Worldwide Corp.

     14,499  
432     

PACCAR, Inc.

     32,335  
1,370     

Raytheon Technologies Corp.

     84,419  
14     

Roper Technologies, Inc.

     5,436  
17     

Simpson Manufacturing Co., Inc.

     1,434  
127     

Snap-on, Inc.

     17,591  
492     

Toro Co.

     32,639  
220     

Trane Technologies plc

     19,576  
223     

Watsco, Inc.

     39,627  
262     

Watts Water Technologies, Inc. Class A

     21,222  
       

 

 

 
                  645,379  
       

 

 

 
    

Commercial & Professional Services - 4.0%

 

1,115     

Advanced Disposal Services, Inc.*

     33,640  
120     

Brady Corp. Class A

     5,618  
1,399     

CBIZ, Inc.*

     33,534  
61     

Cintas Corp.

     16,248  
243     

Exponent, Inc.

     19,666  
334     

IHS Markit Ltd.

     25,217  
608     

Republic Services, Inc.

     49,886  
138     

Verisk Analytics, Inc.

     23,488  
647     

Waste Management, Inc.

     68,524  
       

 

 

 
          275,821  
       

 

 

 
    

Consumer Durables & Apparel - 0.9%

 

209     

D.R. Horton, Inc.

     11,589  
89     

Garmin Ltd.

     8,677  
180     

NIKE, Inc. Class B

     17,649  
1,510     

TRI Pointe Group, Inc.*

     22,182  
       

 

 

 
          60,097