| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 99.9% | |
| | Automobiles & Components - 1.4% | |
7,637 | | Ford Motor Co.* | | $ | 113,486 | |
3,571 | | General Motors Co.* | | | 211,296 | |
113 | | Gentherm, Inc.* | | | 8,029 | |
46 | | Tesla, Inc.* | | | 31,266 | |
| | | | | | |
| | | | | 364,077 | |
| | | | | | |
| | Banks - 3.9% | |
4,445 | | Bank of America Corp. | | | 183,267 | |
1,785 | | Citigroup, Inc. | | | 126,289 | |
949 | | Citizens Financial Group, Inc. | | | 43,531 | |
2,128 | | Fifth Third Bancorp | | | 81,353 | |
2,532 | | First Interstate BancSystem, Inc. Class A | | | 105,914 | |
543 | | Hilltop Holdings, Inc. | | | 19,765 | |
1,045 | | JP Morgan Chase & Co. | | | 162,539 | |
152 | | KeyCorp. | | | 3,139 | |
227 | | PNC Financial Services Group, Inc. | | | 43,303 | |
1,994 | | Regions Financial Corp. | | | 40,239 | |
189 | | SVB Financial Group* | | | 105,165 | |
75 | | Truist Financial Corp. | | | 4,162 | |
1,216 | | U.S. Bancorp | | | 69,276 | |
| | | | | | |
| | | | | 987,942 | |
| | | | | | |
| | Capital Goods - 1.9% | |
170 | | BWX Technologies, Inc. | | | 9,880 | |
509 | | General Dynamics Corp. | | | 95,824 | |
151 | | Huntington Ingalls Industries, Inc. | | | 31,823 | |
228 | | L3Harris Technologies, Inc. | | | 49,282 | |
304 | | Lockheed Martin Corp. | | | 115,019 | |
119 | | Northrop Grumman Corp. | | | 43,248 | |
157 | | Teledyne Technologies, Inc.* | | | 65,756 | |
835 | | Textron, Inc. | | | 57,423 | |
29 | | TransDigm Group, Inc.* | | | 18,772 | |
| | | | | | |
| | | | | 487,027 | |
| | | | | | |
| | Consumer Durables & Apparel - 3.2% | |
170 | | Acushnet Holdings Corp. | | | 8,398 | |
969 | | Century Communities, Inc. | | | 64,477 | |
54 | | Deckers Outdoor Corp.* | | | 20,740 | |
627 | | Garmin Ltd. | | | 90,689 | |
247 | | Hanesbrands, Inc. | | | 4,611 | |
151 | | Hasbro, Inc. | | | 14,273 | |
1,215 | | Kontoor Brands, Inc. | | | 68,538 | |
1,767 | | La-Z-Boy, Inc. | | | 65,450 | |
1,444 | | Levi Strauss & Co. Class A | | | 40,028 | |
380 | | Mattel, Inc.* | | | 7,638 | |
133 | | Meritage Homes Corp.* | | | 12,513 | |
190 | | Mohawk Industries, Inc.* | | | 36,516 | |
722 | | NIKE, Inc. Class B | | | 111,542 | |
7 | | NVR, Inc.* | | | 34,813 | |
643 | | Sturm Ruger & Co., Inc. | | | 57,857 | |
988 | | Tempur Sealy International, Inc. | | | 38,720 | |
626 | | Tupperware Brands Corp.* | | | 14,867 | |
490 | | Whirlpool Corp. | | | 106,830 | |
| | | | | | |
| | | | | 798,500 | |
| | | | | | |
| | Consumer Services - 1.7% | |
473 | | Airbnb, Inc. Class A* | | | 72,435 | |
44 | | Booking Holdings, Inc.* | | | 96,276 | |
645 | | Boyd Gaming Corp.* | | | 39,661 | |
133 | | Domino’s Pizza, Inc. | | | 62,043 | |
36 | | Graham Holdings Co. Class B | | | 22,821 | |
341 | | Las Vegas Sands Corp.* | | | 17,967 | |
512 | | MGM Resorts International | | | 21,837 | |
702 | | Stride, Inc.* | | | 22,555 | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
94 | | Vail Resorts, Inc.* | | $ | 29,753 | |
418 | | Yum! Brands, Inc. | | | 48,083 | |
| | | | | | |
| | | | | 433,431 | |
| | | | | | |
| | Diversified Financials - 3.9% | |
1,310 | | Ally Financial, Inc. | | | 65,290 | |
411 | | Ameriprise Financial, Inc. | | | 102,290 | |
641 | | Artisan Partners Asset Management, Inc. Class A | | | 32,576 | |
588 | | Berkshire Hathaway, Inc. Class B* | | | 163,417 | |
19 | | BlackRock, Inc. | | | 16,624 | |
284 | | Charles Schwab Corp. | | | 20,678 | |
627 | | Equitable Holdings, Inc. | | | 19,092 | |
424 | | Evercore, Inc. Class A | | | 59,686 | |
246 | | Franklin Resources, Inc. | | | 7,869 | |
56 | | Goldman Sachs Group, Inc. | | | 21,254 | |
126 | | Intercontinental Exchange, Inc. | | | 14,956 | |
2,013 | | Invesco Ltd. | | | 53,807 | |
1,463 | | Jefferies Financial Group, Inc. | | | 50,035 | |
759 | | Morgan Stanley | | | 69,593 | |
209 | | Nasdaq, Inc. | | | 36,742 | |
380 | | OneMain Holdings, Inc. | | | 22,766 | |
99 | | PJT Partners, Inc. Class A | | | 7,067 | |
683 | | Raymond James Financial, Inc. | | | 88,722 | |
817 | | SLM Corp. | | | 17,108 | |
80 | | Stifel Financial Corp. | | | 5,189 | |
2,355 | | Synchrony Financial | | | 114,265 | |
80 | | Voya Financial, Inc. | | | 4,920 | |
| | | | | | |
| | | | | 993,946 | |
| | | | | | |
| | Food & Staples Retailing - 1.5% | |
2,812 | | Albertsons Cos., Inc. Class A | | | 55,284 | |
2,792 | | Kroger Co. | | | 106,961 | |
1,329 | | Sprouts Farmers Market, Inc.* | | | 33,026 | |
854 | | Walgreens Boots Alliance, Inc. | | | 44,929 | |
988 | | Walmart, Inc. | | | 139,328 | |
| | | | | | |
| | | | | 379,528 | |
| | | | | | |
| | Food, Beverage & Tobacco - 1.1% | |
570 | | Conagra Brands, Inc. | | | 20,737 | |
760 | | Flowers Foods, Inc. | | | 18,392 | |
722 | | General Mills, Inc. | | | 43,991 | |
342 | | Hershey Co. | | | 59,570 | |
513 | | JM Smucker Co. | | | 66,469 | |
418 | | Kellogg Co. | | | 26,890 | |
702 | | Tyson Foods, Inc. Class A | | | 51,779 | |
| | | | | | |
| | | | | 287,828 | |
| | | | | | |
| | Health Care Equipment & Services - 13.2% | |
863 | | Abbott Laboratories | | | 100,048 | |
65 | | ABIOMED, Inc.* | | | 20,287 | |
85 | | Addus HomeCare Corp.* | | | 7,415 | |
62 | | Align Technology, Inc.* | | | 37,882 | |
90 | | Amedisys, Inc.* | | | 22,044 | |
209 | | AMN Healthcare Services, Inc.* | | | 20,269 | |
285 | | Anthem, Inc. | | | 108,813 | |
697 | | Avanos Medical, Inc.* | | | 25,350 | |
399 | | Baxter International, Inc. | | | 32,120 | |
2,006 | | Cardinal Health, Inc. | | | 114,523 | |
1,710 | | Centene Corp.* | | | 124,710 | |
1,501 | | Cerner Corp. | | | 117,318 | |
95 | | Cigna Corp. | | | 22,522 | |
285 | | Corvel Corp.* | | | 38,275 | |
1,710 | | CVS Health Corp. | | | 142,682 | |
18 | | Danaher Corp. | | | 4,830 | |
1,823 | | DaVita, Inc.* | | | 219,544 | |
797 | | Edwards Lifesciences Corp.* | | | 82,545 | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
740 | | Globus Medical, Inc. Class A* | | $ | 57,372 | |
360 | | HCA Healthcare, Inc. | | | 74,426 | |
1,083 | | Henry Schein, Inc.* | | | 80,348 | |
1,704 | | Hologic, Inc.* | | | 113,691 | |
165 | | Humana, Inc. | | | 73,049 | |
204 | | ICU Medical, Inc.* | | | 41,983 | |
200 | | IDEXX Laboratories, Inc.* | | | 126,310 | |
57 | | Integra LifeSciences Holdings Corp.* | | | 3,890 | |
38 | | Intuitive Surgical, Inc.* | | | 34,946 | |
665 | | Laboratory Corp. of America Holdings* | | | 183,440 | |
360 | | Masimo Corp.* | | | 87,282 | |
354 | | McKesson Corp. | | | 67,699 | |
627 | | Medtronic plc | | | 77,830 | |
342 | | ModivCare, Inc.* | | | 58,164 | |
1,018 | | Molina Healthcare, Inc.* | | | 257,615 | |
1,082 | | NextGen Healthcare, Inc.* | | | 17,950 | |
357 | | Novocure Ltd.* | | | 79,190 | |
275 | | Omnicell, Inc.* | | | 41,649 | |
475 | | Quest Diagnostics, Inc. | | | 62,686 | |
69 | | ResMed, Inc. | | | 17,010 | |
2,906 | | Select Medical Holdings Corp. | | | 122,808 | |
525 | | STERIS plc | | | 108,307 | |
320 | | Stryker Corp. | | | 83,114 | |
551 | | UnitedHealth Group, Inc. | | | 220,642 | |
| | | | | | |
| | | | | 3,332,578 | |
| | | | | | |
| | Household & Personal Products - 1.9% | |
1,842 | | Central Garden & Pet Co. Class A* | | | 88,969 | |
139 | | Clorox Co. | | | 25,007 | |
1,025 | | Colgate-Palmolive Co. | | | 83,384 | |
399 | | Kimberly-Clark Corp. | | | 53,378 | |
759 | | Nu Skin Enterprises, Inc. Class A | | | 42,997 | |
702 | | Procter & Gamble Co. | | | 94,721 | |
741 | | Spectrum Brands Holdings, Inc. | | | 63,015 | |
303 | | USANA Health Sciences, Inc.* | | | 31,036 | |
| | | | | | |
| | | | | 482,507 | |
| | | | | | |
| | Insurance - 2.5% | |
721 | | Aflac, Inc. | | | 38,689 | |
361 | | Allstate Corp. | | | 47,089 | |
1,596 | | CNA Financial Corp. | | | 72,602 | |
2,184 | | CNO Financial Group, Inc. | | | 51,586 | |
398 | | Fidelity National Financial, Inc. | | | 17,297 | |
1,006 | | Mercury General Corp. | | | 65,340 | |
1,994 | | MetLife, Inc. | | | 119,341 | |
930 | | Principal Financial Group, Inc. | | | 58,767 | |
958 | | Progressive Corp. | | | 94,085 | |
335 | | Travelers Cos., Inc. | | | 50,153 | |
664 | | Unum Group | | | 18,857 | |
| | | | | | |
| | | | | 633,806 | |
| | | | | | |
| | Media & Entertainment - 10.1% | |
243 | | Activision Blizzard, Inc. | | | 23,192 | |
112 | | Alphabet, Inc. Class A* | | | 273,480 | |
2,602 | | Altice USA, Inc. Class A* | | | 88,832 | |
475 | | AMC Networks, Inc. Class A* | | | 31,730 | |
13,374 | | ANGI Homeservices, Inc. Class A* | | | 180,816 | |
892 | | Cargurus, Inc.* | | | 23,397 | |
108 | | Charter Communications, Inc. Class A* | | | 77,917 | |
2,811 | | Comcast Corp. Class A | | | 160,283 | |
1,686 | | Discovery, Inc. Class A* | | | 51,726 | |
151 | | Electronic Arts, Inc. | | | 21,718 | |
879 | | Facebook, Inc. Class A* | | | 305,637 | |
437 | | IAC/InterActiveCorp.* | | | 67,372 | |
114 | | John Wiley & Sons, Inc. Class A | | | 6,861 | |
2,565 | | Lions Gate Entertainment Corp. Class A* | | | 53,096 | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
228 | | Madison Square Garden Entertainment Corp.* | | $ | 19,145 | |
1,005 | | Match Group, Inc.* | | | 162,056 | |
152 | | Netflix, Inc.* | | | 80,288 | |
931 | | News Corp. Class A | | | 23,992 | |
1,310 | | Pinterest, Inc. Class A* | | | 103,425 | |
8,353 | | QuinStreet, Inc.* | | | 155,199 | |
283 | | Roku, Inc.* | | | 129,968 | |
911 | | Snap, Inc. Class A* | | | 62,076 | |
415 | | Take-Two Interactive Software, Inc.* | | | 73,463 | |
359 | | Twitter, Inc.* | | | 24,703 | |
549 | | ViacomCBS, Inc. Class B | | | 24,815 | |
510 | | Walt Disney Co.* | | | 89,643 | |
75 | | Warner Music Group Corp. Class A | | | 2,703 | |
2,279 | | World Wrestling Entertainment, Inc. Class A | | | 131,931 | |
494 | | Yelp, Inc.* | | | 19,740 | |
627 | | Zillow Group, Inc. Class C* | | | 76,632 | |
| | | | | | |
| | | | | 2,545,836 | |
| | | | | | |
| | Pharmaceuticals, Biotechnology & Life Sciences - 9.7% | |
2,106 | | AbbVie, Inc. | | | 237,220 | |
475 | | Agilent Technologies, Inc. | | | 70,210 | |
589 | | Alexion Pharmaceuticals, Inc.* | | | 108,205 | |
373 | | Amgen, Inc. | | | 90,919 | |
98 | | Bio-Rad Laboratories, Inc. Class A* | | | 63,140 | |
766 | | Blueprint Medicines Corp.* | | | 67,377 | |
1,595 | | Bristol-Myers Squibb Co. | | | 106,578 | |
284 | | Charles River Laboratories International, Inc.* | | | 105,057 | |
253 | | Corcept Therapeutics, Inc.* | | | 5,566 | |
380 | | Eli Lilly & Co. | | | 87,218 | |
1,272 | | Gilead Sciences, Inc. | | | 87,590 | |
418 | | Horizon Therapeutics plc* | | | 39,142 | |
968 | | Ironwood Pharmaceuticals, Inc.* | | | 12,458 | |
798 | | Jazz Pharmaceuticals plc* | | | 141,757 | |
1,415 | | Johnson & Johnson | | | 233,107 | |
3,100 | | Merck & Co., Inc. | | | 241,087 | |
86 | | Mettler-Toledo International, Inc.* | | | 119,139 | |
2,032 | | Pfizer, Inc. | | | 79,573 | |
90 | | PRA Health Sciences, Inc.* | | | 14,869 | |
156 | | Regeneron Pharmaceuticals, Inc.* | | | 87,132 | |
988 | | Supernus Pharmaceuticals, Inc.* | | | 30,421 | |
71 | | Thermo Fisher Scientific, Inc. | | | 35,817 | |
902 | | United Therapeutics Corp.* | | | 161,828 | |
4,294 | | Viatris, Inc. | | | 61,361 | |
322 | | Waters Corp.* | | | 111,287 | |
323 | | Zoetis, Inc. | | | 60,194 | |
| | | | | | |
| | | | | 2,458,252 | |
| | | | | | |
| | Real Estate - 1.5% | |
2,583 | | Apple Hospitality, Inc. REIT | | | 39,416 | |
531 | | CareTrust, Inc. REIT | | | 12,335 | |
1,215 | | CBRE Group, Inc. Class A* | | | 104,162 | |
3,667 | | Medical Properties Trust, Inc. REIT | | | 73,707 | |
76 | | Public Storage REIT | | | 22,852 | |
2,831 | | VICI Properties, Inc. REIT | | | 87,818 | |
1,159 | | Weyerhaeuser Co., REIT | | | 39,893 | |
| | | | | | |
| | | | | 380,183 | |
| | | | | | |
| | Retailing - 10.9% | |
59 | | Amazon.com, Inc.* | | | 202,969 | |
1,121 | | Best Buy Co., Inc. | | | 128,893 | |
550 | | Big Lots, Inc. | | | 36,305 | |
703 | | Buckle, Inc. | | | 34,974 | |
322 | | Chewy, Inc. Class A* | | | 25,667 | |
437 | | Dollar General Corp. | | | 94,562 | |
893 | | Dollar Tree, Inc.* | | | 88,853 | |
360 | | DoorDash, Inc. Class A* | | | 64,199 | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
3,001 | | eBay, Inc. | | $ | 210,700 | |
342 | | Etsy, Inc.* | | | 70,397 | |
1,633 | | Hibbett Sports, Inc.* | | | 146,366 | |
703 | | Home Depot, Inc. | | | 224,180 | |
893 | | Lowe’s Cos., Inc. | | | 173,215 | |
18,521 | | Qurate Retail, Inc. | | | 242,440 | |
2,394 | | Rent-A-Center, Inc. | | | 127,050 | |
4,932 | | Revolve Group, Inc.* | | | 339,815 | |
1,386 | | Shutterstock, Inc. | | | 136,064 | |
284 | | Sleep Number Corp.* | | | 31,226 | |
114 | | Stamps.com, Inc.* | | | 22,833 | |
1,110 | | Target Corp. | | | 268,331 | |
379 | | Tractor Supply Co. | | | 70,517 | |
82 | | Wayfair, Inc. Class A* | | | 25,888 | |
| | | | | | |
| | | | | 2,765,444 | |
| | | | | | |
| | Semiconductors & Semiconductor Equipment - 5.1% | |
266 | | Analog Devices, Inc. | | | 45,795 | |
321 | | Broadcom, Inc. | | | 153,066 | |
1,129 | | Diodes, Inc.* | | | 90,060 | |
38 | | First Solar, Inc.* | | | 3,439 | |
2,013 | | Intel Corp. | | | 113,010 | |
1,444 | | Maxim Integrated Products, Inc. | | | 152,140 | |
1,803 | | Micron Technology, Inc.* | | | 153,219 | |
38 | | NXP Semiconductors N.V. | | | 7,817 | |
2,356 | | ON Semiconductor Corp.* | | | 90,188 | |
285 | | Qorvo, Inc.* | | | 55,760 | |
1,062 | | QUALCOMM, Inc. | | | 151,792 | |
399 | | Synaptics, Inc.* | | | 62,076 | |
912 | | Texas Instruments, Inc. | | | 175,378 | |
171 | | Xilinx, Inc. | | | 24,733 | |
| | | | | | |
| | | | | 1,278,473 | |
| | | | | | |
| | Software & Services - 14.4% | |
171 | | Adobe, Inc.* | | | 100,144 | |
338 | | Alarm.com Holdings, Inc.* | | | 28,629 | |
242 | | Altair Engineering, Inc. Class A* | | | 16,691 | |
731 | | Appfolio, Inc. Class A* | | | 103,217 | |
181 | | Autodesk, Inc.* | | | 52,834 | |
373 | | Automatic Data Processing, Inc. | | | 74,085 | |
702 | | Broadridge Financial Solutions, Inc. | | | 113,394 | |
836 | | Cadence Design Systems, Inc.* | | | 114,381 | |
322 | | Citrix Systems, Inc. | | | 37,761 | |
113 | | Cloudflare, Inc. Class A* | | | 11,960 | |
1,310 | | CommVault Systems, Inc.* | | | 102,403 | |
158 | | Crowdstrike Holdings, Inc. Class A* | | | 39,707 | |
1,450 | | CSG Systems International, Inc. | | | 68,411 | |
892 | | ExlService Holdings, Inc.* | | | 94,784 | |
70 | | Fair Isaac Corp.* | | | 35,188 | |
494 | | Fortinet, Inc.* | | | 117,666 | |
16 | | HubSpot, Inc.* | | | 9,323 | |
222 | | Intuit, Inc. | | | 108,818 | |
892 | | j2 Global, Inc.* | | | 122,695 | |
490 | | MAXIMUS, Inc. | | | 43,105 | |
709 | | Microsoft Corp. | | | 192,068 | |
9,118 | | Nortonlifelock, Inc. | | | 248,192 | |
779 | | Nuance Communications, Inc.* | | | 42,409 | |
2,887 | | Oracle Corp. | | | 224,724 | |
237 | | Palo Alto Networks, Inc.* | | | 87,939 | |
1,305 | | Paychex, Inc. | | | 140,026 | |
34 | | Paycom Software, Inc.* | | | 12,358 | |
3,172 | | Progress Software Corp. | | | 146,705 | |
237 | | PTC, Inc.* | | | 33,479 | |
147 | | ServiceNow, Inc.* | | | 80,784 | |
579 | | SPS Commerce, Inc.* | | | 57,813 | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
1,709 | | SS&C Technologies Holdings, Inc. | | $ | 123,150 | |
4,538 | | Sykes Enterprises, Inc.* | | | 243,691 | |
359 | | Synopsys, Inc.* | | | 99,009 | |
2,242 | | Teradata Corp.* | | | 112,033 | |
827 | | TTEC Holdings, Inc. | | | 85,255 | |
85 | | Tyler Technologies, Inc.* | | | 38,451 | |
248 | | Verint Systems, Inc.* | | | 11,177 | |
56 | | Visa, Inc. Class A | | | 13,094 | |
1,381 | | VMware, Inc. Class A* | | | 220,919 | |
703 | | Western Union Co. | | | 16,148 | |
94 | | Zendesk, Inc.* | | | 13,568 | |
38 | | Zscaler, Inc.* | | | 8,210 | |
| | | | | | |
| | | | | 3,646,398 | |
| | | | | | |
| | Technology Hardware & Equipment - 8.4% | |
1,025 | | Apple, Inc. | | | 140,384 | |
1,082 | | Arrow Electronics, Inc.* | | | 123,164 | |
2,318 | | Dell Technologies, Inc.* | | | 231,035 | |
535 | | ePlus, Inc.* | | | 46,379 | |
8,225 | | Hewlett Packard Enterprise Co. | | | 119,920 | |
6,402 | | HP, Inc. | | | 193,276 | |
1,003 | | Insight Enterprises, Inc.* | | | 100,310 | |
4,730 | | NCR Corp.* | | | 215,735 | |
3,021 | | NetApp, Inc. | | | 247,178 | |
450 | | Plexus Corp.* | | | 41,135 | |
1,520 | | Sanmina Corp.* | | | 59,219 | |
2,641 | | Seagate Technology Holdings plc | | | 232,223 | |
3,970 | | Super Micro Computer, Inc.* | | | 139,665 | |
189 | | TE Connectivity Ltd. | | | 25,555 | |
418 | | Western Digital Corp.* | | | 29,749 | |
7,446 | | Xerox Holdings Corp. | | | 174,907 | |
| | | | | | |
| | | | | 2,119,834 | |
| | | | | | |
| | Telecommunication Services - 2.0% | |
4,388 | | AT&T, Inc. | | | 126,287 | |
1,310 | | T-Mobile U.S., Inc.* | | | 189,727 | |
3,490 | | Verizon Communications, Inc. | | | 195,545 | |
| | | | | | |
| | | | | 511,559 | |
| | | | | | |
| | Transportation - 0.4% | |
114 | | J.B. Hunt Transport Services, Inc. | | | 18,576 | |
141 | | Landstar System, Inc. | | | 22,281 | |
912 | | Ryder System, Inc. | | | 67,789 | |
| | | | | | |
| | | | | 108,646 | |
| | | | | | |
| | Utilities - 1.2% | |
29 | | Duke Energy Corp. | | | 2,863 | |
258 | | Edison International | | | 14,918 | |
1,843 | | Exelon Corp. | | | 81,663 | |
3,660 | | NRG Energy, Inc. | | | 147,498 | |
988 | | PPL Corp. | | | 27,634 | |
412 | | Southern Co. | | | 24,930 | |
| | | | | | |
| | | | | 299,506 | |
| | | | | | |
| | Total Common Stocks (cost $25,012,452) | | $ | 25,295,301 | |
| | | | | | |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
| | Total Investments (cost $25,012,452) | | | 99.9% | | | $ | 25,295,301 | |
| | Other Assets and Liabilities | | | 0.1% | | | | 13,658 | |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 25,308,959 | |
| | | | | | | | | | |
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
† | 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: | | |
REIT | | Real Estate Investment Trust |
| | | | |
| | |
| | Hartford Longevity Economy ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | Level 1 | | Level 2 | | | Level 3(1) | |
|
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 364,077 | | | $ | 364,077 | | | $ | — | | | $ | — | |
Banks | | | 987,942 | | | | 987,942 | | | | — | | | | — | |
Capital Goods | | | 487,027 | | | | 487,027 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 798,500 | | | | 798,500 | | | | — | | | | — | |
Consumer Services | | | 433,431 | | | | 433,431 | | | | — | | | | — | |
Diversified Financials | | | 993,946 | | | | 993,946 | | | | — | | | | — | |
Food & Staples Retailing | | | 379,528 | | | | 379,528 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 287,828 | | | | 287,828 | | | | — | | | | — | |
Health Care Equipment & Services | | | 3,332,578 | | | | 3,332,578 | | | | — | | | | — | |
Household & Personal Products | | | 482,507 | | | | 482,507 | | | | — | | | | — | |
Insurance | | | 633,806 | | | | 633,806 | | | | — | | | | — | |
Media & Entertainment | | | 2,545,836 | | | | 2,545,836 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 2,458,252 | | | | 2,458,252 | | | | — | | | | — | |
Real Estate | | | 380,183 | | | | 380,183 | | | | — | | | | — | |
Retailing | | | 2,765,444 | | | | 2,765,444 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 1,278,473 | | | | 1,278,473 | | | | — | | | | — | |
Software & Services | | | 3,646,398 | | | | 3,646,398 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 2,119,834 | | | | 2,119,834 | | | | — | | | | — | |
Telecommunication Services | | | 511,559 | | | | 511,559 | | | | — | | | | — | |
Transportation | | | 108,646 | | | | 108,646 | | | | — | | | | — | |
Utilities | | | 299,506 | | | | 299,506 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 25,295,301 | | | $ | 25,295,301 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) For the period ended June 30, 2021, there were no transfers in and out of Level 3.
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 99.4% | |
| | Australia - 8.8% | |
1,145,550 | | AGL Energy Ltd. | | $ | 7,052,179 | |
182,848 | | Ansell Ltd. | | | 5,972,756 | |
3,577 | | ASX Ltd. | | | 208,685 | |
614,518 | | Aurizon Holdings Ltd. | | | 1,716,220 | |
1,405,513 | | AusNet Services | | | 1,846,581 | |
331,464 | | Australia & New Zealand Banking Group Ltd. | | | 7,005,034 | |
393,880 | | Bendigo & Adelaide Bank Ltd. | | | 3,101,951 | |
295,116 | | BHP Group Ltd. | | | 10,761,091 | |
681,538 | | BlueScope Steel Ltd. | | | 11,236,159 | |
9,595 | | Commonwealth Bank of Australia | | | 719,408 | |
218,022 | | Computershare Ltd. | | | 2,766,193 | |
29,744 | | CSL Ltd. | | | 6,368,382 | |
1,376,742 | | Dexus REIT | | | 11,028,398 | |
350,389 | | Endeavour Group Ltd.* | | | 1,654,613 | |
442,843 | | Evolution Mining Ltd. | | | 1,496,090 | |
797,187 | | Fortescue Metals Group Ltd. | | | 13,968,717 | |
69,579 | | GPT Group REIT | | | 255,959 | |
1,023,065 | | Harvey Norman Holdings Ltd. | | | 4,209,003 | |
241,292 | | JB Hi-Fi Ltd. | | | 9,162,568 | |
920,084 | | Medibank Pvt Ltd. | | | 2,182,780 | |
1,438,410 | | Metcash Ltd. | | | 4,308,747 | |
318,094 | | Mineral Resources Ltd. | | | 12,831,215 | |
1,093,405 | | Mirvac Group REIT | | | 2,396,952 | |
117,896 | | Premier Investments Ltd. | | | 2,526,973 | |
19,071 | | Pro Medicus Ltd. | | | 840,727 | |
67,435 | | Reece Ltd. | | | 1,195,300 | |
355,211 | | Sonic Healthcare Ltd. | | | 10,240,309 | |
98,775 | | Suncorp Group Ltd. | | | 823,866 | |
2,581,225 | | Telstra Corp. Ltd. | | | 7,286,335 | |
95,327 | | Washington H Soul Pattinson & Co., Ltd.(1) | | | 2,413,947 | |
315,407 | | Wesfarmers Ltd. | | | 13,994,399 | |
347,941 | | Woolworths Group Ltd. | | | 9,960,195 | |
| | | | | | |
| | | | | 171,531,732 | |
| | | | | | |
| | Austria - 0.4% | |
59,275 | | Andritz AG | | | 3,330,542 | |
3,850 | | Mayr Melnhof Karton AG | | | 820,003 | |
34,690 | | Oesterreichische Post AG | | | 1,845,079 | |
97,160 | | UNIQA Insurance Group AG | | | 845,730 | |
28,464 | | Vienna Insurance Group AG Wiener Versicherung Gruppe | | | 781,439 | |
| | | | | | |
| | | | | 7,622,793 | |
| | | | | | |
| | Belgium - 1.3% | |
8,794 | | Ackermans & van Haaren N.V. | | | 1,485,063 | |
156,137 | | Ageas S.A. | | | 8,665,627 | |
5,879 | | Cofinimmo S.A. REIT | | | 895,193 | |
74,767 | | Etablissements Franz Colruyt N.V. | | | 4,181,499 | |
22,785 | | Groupe Bruxelles Lambert S.A. | | | 2,549,137 | |
261,012 | | Proximus S.A. | | | 5,042,313 | |
22,556 | | UCB S.A. | | | 2,358,207 | |
4,040 | | VGP N.V. | | | 797,229 | |
| | | | | | |
| | | | | 25,974,268 | |
| | | | | | |
| | Canada - 11.2% | |
86,814 | | Algonquin Power & Utilities Corp.(1) | | | 1,294,884 | |
216,829 | | Alimentation Couche-Tard, Inc. Class B | | | 7,975,903 | |
46,870 | | Atco Ltd. Class I | | | 1,663,898 | |
436,824 | | B2Gold Corp. | | | 1,834,357 | |
76,097 | | Bank of Montreal | | | 7,808,193 | |
60,798 | | Bank of Nova Scotia | | | 3,958,277 | |
127,439 | | Barrick Gold Corp. | | | 2,638,727 | |
233,042 | | BCE, Inc. | | | 11,504,367 | |
56,230 | | Cameco Corp. | | | 1,078,919 | |
137,303 | | Canadian Apartment Properties REIT | | | 6,444,359 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
14,140 | | Canadian Imperial Bank of Commerce | | $ | 1,611,318 | |
2,983 | | Canadian National Railway Co. | | | 315,066 | |
195,186 | | Canadian Solar, Inc.*(1) | | | 8,752,140 | |
29,433 | | Canadian Tire Corp. Ltd. Class A | | | 4,662,503 | |
52,214 | | Capital Power Corp. | | | 1,726,692 | |
87,735 | | CGI, Inc.* | | | 7,962,963 | |
1,230 | | Constellation Software, Inc. | | | 1,864,826 | |
77,956 | | Emera, Inc. | | | 3,540,536 | |
199,487 | | Empire Co., Ltd. Class A | | | 6,298,911 | |
11,720 | �� | Enghouse Systems Ltd. | | | 522,351 | |
105,701 | | Finning International, Inc. | | | 2,769,924 | |
65,066 | | Fortis, Inc. | | | 2,883,123 | |
70,489 | | George Weston Ltd. | | | 6,725,572 | |
244,672 | | Great-West Lifeco, Inc.(1) | | | 7,275,154 | |
180,167 | | Hydro One Ltd.(2) | | | 4,359,043 | |
74,309 | | iA Financial Corp., Inc. | | | 4,050,000 | |
25,614 | | IGM Financial, Inc. | | | 905,167 | |
1,047,006 | | Kinross Gold Corp. | | | 6,645,778 | |
1,488 | | Linamar Corp. | | | 93,428 | |
237,869 | | Loblaw Cos., Ltd. | | | 14,654,790 | |
17,130 | | Magna International, Inc. | | | 1,587,669 | |
124,838 | | Manulife Financial Corp. | | | 2,459,862 | |
187,649 | | Metro, Inc. | | | 9,005,879 | |
112,508 | | Northland Power, Inc. | | | 3,842,335 | |
44,797 | | Open Text Corp. | | | 2,277,292 | |
97,381 | | Parkland Corp.(1) | | | 3,150,354 | |
184,465 | | Power Corp. of Canada | | | 5,836,501 | |
165,802 | | Quebecor, Inc. Class B | | | 4,426,564 | |
112,858 | | Rogers Communications, Inc. Class B | | | 6,006,091 | |
124,284 | | Royal Bank of Canada | | | 12,605,045 | |
79,916 | | Saputo, Inc.(1) | | | 2,385,928 | |
98,318 | | Shaw Communications, Inc. Class B | | | 2,851,166 | |
76,389 | | Stantec, Inc. | | | 3,411,997 | |
67,839 | | Sun Life Financial, Inc. | | | 3,501,792 | |
37,134 | | TC Energy Corp. | | | 1,839,457 | |
384,741 | | TELUS Corp. | | | 8,637,487 | |
50,184 | | Toromont Industries Ltd. | | | 4,376,865 | |
56,435 | | Toronto-Dominion Bank | | | 3,959,064 | |
115,462 | | Tourmaline Oil Corp. | | | 3,303,576 | |
| | | | | | |
| | | | | 219,286,093 | |
| | | | | | |
| | China - 0.6% | | | | |
636,500 | | Kerry Logistics Network Ltd. | | | 1,930,191 | |
9,815,800 | | Yangzijiang Shipbuilding Holdings Ltd. | | | 10,296,294 | |
| | | | | | |
| | | | | 12,226,485 | |
| | | | | | |
| | Denmark - 2.1% | | | | |
5,291 | | Carlsberg A/S Class B | | | 986,385 | |
60,331 | | Coloplast A/S Class B | | | 9,900,343 | |
4,418 | | GN Store Nord A/S | | | 385,960 | |
134,258 | | H. Lundbeck A/S | | | 4,271,471 | |
184,094 | | Novo Nordisk A/S Class B | | | 15,424,961 | |
59,791 | | Pandora A/S | | | 8,038,181 | |
3,619 | | Rockwool International A/S Class B | | | 1,762,016 | |
7,956 | | SimCorp A/S | | | 998,790 | |
| | | | | | |
| | | | | 41,768,107 | |
| | | | | | |
| | Finland - 1.1% | | | | |
15,492 | | Elisa Oyj | | | 924,478 | |
239,590 | | Kesko Oyj Class B | | | 8,850,647 | |
56,373 | | Kone Oyj Class B | | | 4,599,471 | |
57,046 | | Metsa Board Oyj | | | 586,871 | |
25,174 | | Nokian Renkaat Oyj | | | 1,016,524 | |
102,283 | | Orion Oyj Class B | | | 4,397,033 | |
| | | | | | |
| | | | | 20,375,024 | |
| | | | | | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
| | France - 5.7% | | | | |
19,444 | | Arkema S.A. | | $ | 2,439,605 | |
55,332 | | Atos SE | | | 3,366,216 | |
35,069 | | AXA S.A. | | | 889,367 | |
52,164 | | BioMerieux | | | 6,062,409 | |
337,243 | | Bollore S.A. | | | 1,807,714 | |
330,932 | | Bouygues S.A. | | | 12,240,592 | |
387,481 | | Carrefour S.A. | | | 7,621,039 | |
52,798 | | Cie Generale des Etablissements Michelin SCA | | | 8,421,473 | |
57,616 | | Danone S.A. | | | 4,056,565 | |
2,263 | | Dassault Aviation S.A. | | | 2,662,224 | |
43,292 | | Eiffage S.A. | | | 4,404,973 | |
867,863 | | Electricite de France S.A. | | | 11,856,375 | |
7,813 | | Faurecia SE | | | 383,311 | |
19,293 | | Gaztransport Et Technigaz S.A. | | | 1,558,099 | |
9,577 | | Gecina S.A. REIT | | | 1,467,372 | |
25,767 | | Iliad S.A. | | | 3,770,746 | |
4,952 | | L’Oreal S.A. | | | 2,206,916 | |
550,375 | | Orange S.A.(1) | | | 6,275,615 | |
35,036 | | Publicis Groupe S.A. | | | 2,241,165 | |
82,544 | | Rubis SCA(1) | | | 3,669,858 | |
88,500 | | Sanofi | | | 9,273,577 | |
6,223 | | Sartorius Stedim Biotech | | | 2,943,826 | |
13,402 | | SEB S.A. | | | 2,422,160 | |
23,003 | | Societe BIC S.A. | | | 1,598,565 | |
3,557 | | Sodexo S.A.* | | | 331,976 | |
179,830 | | Suez(1) | | | 4,275,873 | |
2,879 | | Trigano S.A. | | | 594,755 | |
75,964 | | Vivendi S.A.(1) | | | 2,552,129 | |
| | | | | | |
| | | | | 111,394,495 | |
| | | | | | |
| | Germany - 5.0% | | | | |
76,291 | | ADO Properties S.A.(2) | | | 2,006,703 | |
20,054 | | Allianz SE | | | 5,001,365 | |
207,467 | | Alstria Office AG REIT | | | 3,835,689 | |
371,097 | | Aroundtown S.A. | | | 2,895,754 | |
35,175 | | Aurubis AG | | | 3,260,370 | |
41,247 | | Brenntag AG | | | 3,835,902 | |
29,470 | | Covestro AG(2) | | | 1,903,295 | |
47,930 | | Deutsche Post AG | | | 3,260,355 | |
446,727 | | Deutsche Telekom AG | | | 9,436,331 | |
117,538 | | Deutsche Wohnen SE | | | 7,189,653 | |
88,986 | | Fresenius Medical Care AG & Co. KGaA | | | 7,391,220 | |
55,601 | | Fresenius SE & Co. KGaA | | | 2,900,910 | |
3,409 | | Gerresheimer AG | | | 376,985 | |
78,558 | | Lanxess AG | | | 5,386,625 | |
20,266 | | LEG Immobilien AG | | | 2,918,864 | |
83,400 | | Merck KGaA | | | 15,992,794 | |
9,926 | | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | | 2,718,570 | |
64,829 | | Software AG | | | 2,916,856 | |
196,590 | | TAG Immobilien AG | | | 6,238,725 | |
21,413 | | Talanx AG* | | | 875,574 | |
1,612,450 | | Telefonica Deutschland Holding AG | | | 4,254,657 | |
80,655 | | Uniper SE | | | 2,970,852 | |
3,571 | | United Internet AG | | | 146,018 | |
9,120 | | Vonovia SE | | | 589,656 | |
| | | | | | |
| | | | | 98,303,723 | |
| | | | | | |
| | Hong Kong - 4.9% | | | | |
799,000 | | BOC Hong Kong Holdings Ltd. | | | 2,711,055 | |
874,688 | | Champion REIT | | | 492,204 | |
1,803,120 | | Chow Tai Fook Jewellery Group Ltd. | | | 4,118,976 | |
658,500 | | CK Asset Holdings Ltd. | | | 4,544,976 | |
518,500 | | CK Hutchison Holdings Ltd. | | | 4,039,384 | |
390,980 | | CLP Holdings Ltd. | | | 3,866,578 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
555,333 | | Dairy Farm International Holdings Ltd. | | $ | 2,354,612 | |
371,000 | | Hang Lung Group Ltd. | | | 945,911 | |
587,000 | | Hang Lung Properties Ltd. | | | 1,425,577 | |
427,310 | | Hang Seng Bank Ltd. | | | 8,534,260 | |
982,000 | | Henderson Land Development Co., Ltd. | | | 4,653,399 | |
1,543,609 | | HK Electric Investments & HK Electric Investments Ltd. | | | 1,564,311 | |
552,000 | | Hysan Development Co., Ltd. | | | 2,199,939 | |
5,226 | | Jardine Matheson Holdings Ltd. | | | 334,046 | |
842,500 | | Kerry Properties Ltd. | | | 2,777,288 | |
389,750 | | New World Development Co., Ltd. | | | 2,025,073 | |
1,017,000 | | NWS Holdings Ltd. | | | 1,081,713 | |
68,000 | | Orient Overseas International Ltd. | | | 1,472,807 | |
3,634,770 | | PCCW Ltd. | | | 1,904,945 | |
134,000 | | Power Assets Holdings Ltd. | | | 822,202 | |
2,220,000 | | Sino Land Co., Ltd. | | | 3,499,012 | |
1,774,000 | | SITC International Holdings Co., Ltd. | | | 7,412,749 | |
597,500 | | Sun Hung Kai Properties Ltd. | | | 8,901,891 | |
939,600 | | Swire Properties Ltd. | | | 2,800,948 | |
9,608,292 | | WH Group Ltd.(2) | | | 8,636,000 | |
2,566,000 | | Xinyi Glass Holdings Ltd. | | | 10,457,825 | |
984,111 | | Yue Yuen Industrial Holdings Ltd.* | | | 2,430,545 | |
| | | | | | |
| | | | | 96,008,226 | |
| | | | | | |
| | Ireland - 0.5% | | | | |
34,788 | | ICON plc*(1) | | | 7,191,027 | |
16,325 | | Kerry Group plc Class A | | | 2,280,588 | |
| | | | | | |
| | | | | 9,471,615 | |
| | | | | | |
| | Israel - 1.2% | | | | |
188,138 | | Bank Leumi Le-Israel BM* | | | 1,429,583 | |
3,654,198 | | Bezeq The Israeli Telecommunication Corp. Ltd.* | | | 3,981,097 | |
60,914 | | Check Point Software Technologies Ltd.* | | | 7,073,943 | |
65,620 | | First International Bank of Israel Ltd.* | | | 2,102,418 | |
1 | | Isracard Ltd.* | | | 3 | |
737,168 | | Israel Chemicals Ltd. | | | 5,001,929 | |
39,631 | | Strauss Group Ltd. | | | 1,109,814 | |
10,763 | | Taro Pharmaceutical Industries Ltd.* | | | 774,505 | |
76,966 | | Tower Semiconductor Ltd.* | | | 2,272,723 | |
| | | | | | |
| | | | | 23,746,015 | |
| | | | | | |
| | Italy - 2.6% | | | | |
1,288,035 | | A2A S.p.A. | | | 2,633,378 | |
280,267 | | Assicurazioni Generali S.p.A. | | | 5,618,694 | |
48,849 | | De’ Longhi S.p.A. | | | 2,128,350 | |
32,421 | | DiaSorin S.p.A. | | | 6,132,469 | |
613,945 | | Enel S.p.A. | | | 5,702,305 | |
212,161 | | Freni Brembo S.p.A. | | | 2,687,108 | |
900,972 | | Hera S.p.A. | | | 3,722,526 | |
23,579 | | Interpump Group S.p.A. | | | 1,396,440 | |
592,374 | | Iren S.p.A. | | | 1,690,207 | |
320,777 | | Italgas S.p.A. | | | 2,096,818 | |
179,970 | | Prysmian S.p.A. | | | 6,451,884 | |
244,672 | | Snam S.p.A. | | | 1,414,514 | |
427,406 | | Terna Rete Elettrica Nazionale S.p.A. | | | 3,185,115 | |
783,005 | | Unipol Gruppo S.p.A. | | | 4,263,975 | |
631,255 | | UnipolSai Assicurazioni S.p.A. | | | 1,832,587 | |
| | | | | | |
| | | | | 50,956,370 | |
| | | | | | |
| | Japan - 21.2% | | | | |
36,305 | | ABC-Mart, Inc. | | | 2,083,637 | |
150,059 | | Aeon Co., Ltd. | | | 4,035,734 | |
181,500 | | Air Water, Inc. | | | 2,793,062 | |
37,400 | | Ajinomoto Co., Inc. | | | 971,814 | |
170,782 | | Alfresa Holdings Corp. | | | 2,552,729 | |
141,300 | | Amada Co., Ltd. | | | 1,429,677 | |
53,988 | | Aozora Bank Ltd. | | | 1,208,759 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
27,600 | | AS One Corp. | | $ | 3,608,217 | |
607,265 | | Astellas Pharma, Inc. | | | 10,584,324 | |
164,800 | | Azbil Corp. | | | 6,837,589 | |
16,459 | | Bandai Namco Holdings, Inc. | | | 1,143,040 | |
48,600 | | Bank of Kyoto Ltd. | | | 2,206,902 | |
188,797 | | Bic Camera, Inc. | | | 1,903,449 | |
288,693 | | Bridgestone Corp. | | | 13,148,420 | |
373,200 | | Brother Industries Ltd. | | | 7,454,585 | |
78,497 | | Canon Marketing Japan, Inc. | | | 1,826,811 | |
280,503 | | Canon, Inc. | | | 6,351,059 | |
43,900 | | Chubu Electric Power Co., Inc. | | | 537,131 | |
34,000 | | COMSYS Holdings Corp. | | | 941,977 | |
26,600 | | Create SD Holdings Co., Ltd. | | | 790,882 | |
104,500 | | Daio Paper Corp. | | | 1,731,467 | |
12,800 | | Daito Trust Construction Co., Ltd. | | | 1,401,207 | |
94,100 | | Daiwa House Industry Co., Ltd. | | | 2,827,494 | |
373,017 | | Daiwa Securities Group, Inc. | | | 2,050,434 | |
6,800 | | Ebara Corp. | | | 335,129 | |
64,200 | | Ezaki Glico Co., Ltd. | | | 2,394,702 | |
91,200 | | Fuji Corp. | | | 2,088,750 | |
146,520 | | FUJIFILM Holdings Corp. | | | 10,876,460 | |
76,448 | | Fujitsu Ltd. | | | 14,326,682 | |
21,200 | | GS Yuasa Corp. | | | 541,508 | |
383,800 | | Haseko Corp. | | | 5,263,029 | |
32,900 | | Hisamitsu Pharmaceutical Co., Inc. | | | 1,621,434 | |
114,873 | | Hitachi Ltd. | | | 6,583,540 | |
224,800 | | Honda Motor Co., Ltd. | | | 7,190,197 | |
21,821 | | Hoya Corp. | | | 2,895,967 | |
190,000 | | Iida Group Holdings Co., Ltd. | | | 4,895,937 | |
308,771 | | ITOCHU Corp. | | | 8,902,308 | |
157,700 | | Iwatani Corp. | | | 9,462,853 | |
8,500 | | Izumi Co., Ltd. | | | 320,119 | |
220,700 | | Japan Post Bank Co., Ltd. | | | 1,855,240 | |
244,281 | | Japan Post Holdings Co., Ltd. | | | 2,003,505 | |
94,700 | | Japan Post Insurance Co., Ltd. | | | 1,752,534 | |
107,200 | | Japan Tobacco, Inc. | | | 2,026,842 | |
377,248 | | K’s Holdings Corp. | | | 4,340,442 | |
436,600 | | Kajima Corp. | | | 5,534,699 | |
57,249 | | Kaken Pharmaceutical Co., Ltd. | | | 2,455,223 | |
61,100 | | Kaneka Corp. | | | 2,463,488 | |
316,351 | | KDDI Corp. | | | 9,876,171 | |
133,100 | | Kewpie Corp. | | | 2,989,623 | |
136,700 | | Kinden Corp. | | | 2,234,200 | |
62,500 | | Kyowa Exeo Corp. | | | 1,540,116 | |
76,022 | | Lawson, Inc. | | | 3,520,615 | |
34,800 | | Matsumotokiyoshi Holdings Co., Ltd. | | | 1,537,922 | |
189,950 | | Medipal Holdings Corp. | | | 3,631,624 | |
66,616 | | MEIJI Holdings Co., Ltd. | | | 3,991,318 | |
45,800 | | Mitsubishi Corp. | | | 1,249,504 | |
178,000 | | Mitsubishi Electric Corp. | | | 2,586,044 | |
17,200 | | Mitsubishi Heavy Industries Ltd. | | | 506,593 | |
377,676 | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | 2,024,662 | |
40,900 | | Mitsui & Co., Ltd. | | | 921,438 | |
175,400 | | Mitsui Chemicals, Inc. | | | 6,060,537 | |
62,900 | | Morinaga Milk Industry Co., Ltd. | | | 3,281,296 | |
125,417 | | NEC Corp. | | | 6,463,512 | |
113,300 | | NEC Networks & System Integration Corp. | | | 1,791,526 | |
104,375 | | Nihon Kohden Corp. | | | 2,981,068 | |
11,100 | | Nihon Unisys Ltd. | | | 334,030 | |
3,200 | | Nintendo Co., Ltd. | | | 1,863,087 | |
63,481 | | Nippo Corp. | | | 1,810,229 | |
320,606 | | Nippon Telegraph & Telephone Corp. | | | 8,361,060 | |
48,100 | | Nippon Yusen KK | | | 2,439,887 | |
29,700 | | Nomura Research Institute Ltd. | | | 983,399 | |
188,300 | | Obayashi Corp. | | | 1,498,053 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
62,100 | | Open House Co., Ltd. | | $ | 2,920,642 | |
17,200 | | Oracle Corp. Japan | | | 1,317,236 | |
271,300 | | ORIX Corp. | | | 4,581,961 | |
336,551 | | Osaka Gas Co., Ltd. | | | 6,273,755 | |
10,100 | | Otsuka Corp. | | | 530,525 | |
6,100 | | PALTAC Corp. | | | 316,569 | |
46,400 | | Pan Pacific International Holdings Corp. | | | 964,036 | |
489,000 | | Panasonic Corp. | | | 5,663,659 | |
17,800 | | Persol Holdings Co., Ltd. | | | 352,023 | |
94,366 | | Resona Holdings, Inc. | | | 363,214 | |
48,600 | | Rinnai Corp. | | | 4,628,363 | |
161,600 | | Santen Pharmaceutical Co., Ltd. | | | 2,227,660 | |
227,700 | | Sanwa Holdings Corp. | | | 2,798,295 | |
58,868 | | Sawai Group Holdings Co., Ltd. | | | 2,625,431 | |
11,200 | | Secom Co., Ltd. | | | 852,084 | |
18,500 | | Seiko Epson Corp. | | | 325,696 | |
219,900 | | Seino Holdings Co., Ltd. | | | 2,821,314 | |
255,465 | | Sekisui Chemical Co., Ltd. | | | 4,370,917 | |
377,748 | | Sekisui House Ltd. | | | 7,754,742 | |
174,889 | | Seven & i Holdings Co., Ltd. | | | 8,346,581 | |
73,040 | | Shimamura Co., Ltd. | | | 7,015,104 | |
398,428 | | Shimizu Corp. | | | 3,058,480 | |
53,100 | | Shionogi & Co., Ltd. | | | 2,770,539 | |
112,500 | | Ship Healthcare Holdings, Inc. | | | 2,628,277 | |
136,558 | | Skylark Holdings Co., Ltd.* | | | 1,898,450 | |
35,000 | | Sompo Holdings, Inc. | | | 1,294,801 | |
376,793 | | Subaru Corp. | | | 7,439,786 | |
65,917 | | Sugi Holdings Co., Ltd. | | | 4,810,593 | |
106,000 | | Sumitomo Electric Industries Ltd. | | | 1,565,312 | |
256,629 | | Sumitomo Forestry Co., Ltd. | | | 4,705,289 | |
41,800 | | Sumitomo Heavy Industries Ltd. | | | 1,152,428 | |
117,400 | | Sumitomo Rubber Industries Ltd. | | | 1,621,535 | |
71,900 | | Sundrug Co., Ltd. | | | 2,286,756 | |
22,907 | | Suntory Beverage & Food Ltd. | | | 862,702 | |
75,582 | | Suzuken Co., Ltd. | | | 2,216,591 | |
15,400 | | Sysmex Corp. | | | 1,831,516 | |
52,800 | | Taisei Corp. | | | 1,731,615 | |
36,000 | | Taisho Pharmaceutical Holdings Co., Ltd. | | | 1,929,904 | |
319,000 | | Teijin Ltd. | | | 4,865,907 | |
88,011 | | Toho Gas Co., Ltd. | | | 4,313,721 | |
188,400 | | Tohoku Electric Power Co., Inc. | | | 1,476,782 | |
86,400 | | Tokio Marine Holdings, Inc. | | | 3,976,315 | |
276,196 | | Tokyo Gas Co., Ltd. | | | 5,218,335 | |
103,500 | | Tosoh Corp. | | | 1,786,702 | |
33,219 | | Toyo Suisan Kaisha Ltd. | | | 1,279,496 | |
214,900 | | Toyota Boshoku Corp. | | | 4,447,475 | |
125,900 | | TS Tech Co., Ltd. | | | 1,945,387 | |
63,947 | | Tsumura & Co. | | | 2,013,648 | |
1,459,157 | | Yamada Denki Co., Ltd. | | | 6,744,279 | |
129,446 | | Yamaha Motor Co., Ltd. | | | 3,522,181 | |
189,880 | | Yamazaki Baking Co., Ltd. | | | 2,679,089 | |
35,300 | | Yaoko Co., Ltd. | | | 2,025,957 | |
80,653 | | Zensho Holdings Co., Ltd. | | | 2,073,187 | |
| | | | | | |
| | | | | 414,251,344 | |
| | | | | | |
| | Luxembourg - 0.4% | | | | |
17,226 | | Eurofins Scientific SE* | | | 1,969,290 | |
101,951 | | Grand City Properties S.A. | | | 2,754,187 | |
52,386 | | RTL Group S.A.* | | | 3,121,761 | |
| | | | | | |
| | | | | 7,845,238 | |
| | | | | | |
| | Netherlands - 4.3% | | | | |
159,256 | | ASR Nederland N.V. | | | 6,155,006 | |
52,045 | | Exor N.V. | | | 4,169,817 | |
72,062 | | ING Groep N.V. | | | 952,006 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
511,643 | | Koninklijke Ahold Delhaize N.V. | | $ | 15,211,416 | |
20,270 | | Koninklijke DSM N.V.(1) | | | 3,783,613 | |
1,127,963 | | Koninklijke KPN N.V. | | | 3,523,375 | |
25,953 | | Koninklijke Philips N.V.(1) | | | 1,286,199 | |
122,826 | | Koninklijke Vopak N.V. | | | 5,578,756 | |
228,034 | | NN Group N.V.(1) | | | 10,757,533 | |
111,981 | | Randstad N.V. | | | 8,565,493 | |
130,867 | | Signify N.V.(2) | | | 8,278,115 | |
458,389 | | Stellantis N.V. | | | 9,034,847 | |
63,634 | | Wolters Kluwer N.V. | | | 6,393,276 | |
| | | | | | |
| | | | | 83,689,452 | |
| | | | | | |
| | New Zealand - 1.1% | | | | |
104,517 | | Chorus Ltd. | | | 467,400 | |
633,643 | | Contact Energy Ltd. | | | 3,666,037 | |
79,061 | | EBOS Group Ltd. | | | 1,784,377 | |
365,856 | | Fisher & Paykel Healthcare Corp. Ltd. Class C | | | 7,955,575 | |
157,750 | | Genesis Energy Ltd. | | | 374,775 | |
215,270 | | Infratil Ltd. | | | 1,158,233 | |
16,774 | | Mainfreight Ltd. | | | 901,918 | |
255,704 | | Mercury NZ Ltd. | | | 1,191,750 | |
100,885 | | Meridian Energy Ltd. | | | 375,730 | |
1,090,464 | | Spark New Zealand Ltd.* | | | 3,651,251 | |
| | | | | | |
| | | | | 21,527,046 | |
| | | | | | |
| | Norway - 0.8% | | | | |
82,394 | | Austevoll Seafood ASA | | | 1,022,600 | |
53,742 | | Kongsberg Gruppen ASA | | | 1,383,957 | |
524,446 | | Orkla ASA | | | 5,344,898 | |
29,711 | | Salmar ASA(1) | | | 1,972,171 | |
310,436 | | Telenor ASA | | | 5,234,540 | |
| | | | | | |
| | | | | 14,958,166 | |
| | | | | | |
| | Portugal - 0.3% | | | | |
117,152 | | Galp Energia SGPS S.A. | | | 1,271,493 | |
244,525 | | Jeronimo Martins SGPS S.A. | | | 4,459,929 | |
| | | | | | |
| | | | | 5,731,422 | |
| | | | | | |
| | Russia - 0.5% | | | | |
747,875 | | Evraz plc | | | 6,116,260 | |
191,517 | | Polymetal International plc | | | 4,112,759 | |
| | | | | | |
| | | | | 10,229,019 | |
| | | | | | |
| | Singapore - 1.7% | | | | |
377,400 | | CapitaLand Ltd. | | | 1,041,626 | |
4,449,998 | | ComfortDelGro Corp. Ltd. | | | 5,429,249 | |
233,309 | | DBS Group Holdings Ltd. | | | 5,174,037 | |
215,200 | | Jardine Cycle & Carriage Ltd. | | | 3,419,634 | |
945,052 | | Oversea-Chinese Banking Corp. Ltd. | | | 8,401,556 | |
257,500 | | Singapore Exchange Ltd. | | | 2,141,683 | |
1,063,300 | | Singapore Technologies Engineering Ltd. | | | 3,061,279 | |
371,300 | | Venture Corp. Ltd. | | | 5,306,259 | |
| | | | | | |
| | | | | 33,975,323 | |
| | | | | | |
| | Spain - 1.6% | | | | |
25,733 | | Acciona S.A. | | | 3,884,786 | |
122,957 | | ACS Actividades de Construccion y Servicios S.A. | | | 3,293,956 | |
43,676 | | Ebro Foods S.A. | | | 917,814 | |
23,721 | | Grupo Catalana Occidente S.A. | | | 915,656 | |
256,096 | | Iberdrola S.A. | | | 3,122,081 | |
167,472 | | Inmobiliaria Colonial Socimi S.A. | | | 1,691,123 | |
2,226,890 | | Mapfre S.A. | | | 4,707,351 | |
229,357 | | Merlin Properties Socimi S.A. REIT | | | 2,376,145 | |
53,556 | | Naturgy Energy Group S.A. | | | 1,376,942 | |
275,139 | | Red Electrica Corp. S.A.(1) | | | 5,108,031 | |
4,157 | | Vidrala S.A. | | | 496,923 | |
34,329 | | Viscofan S.A. | | | 2,393,794 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
84,747 | | Zardoya Otis S.A. | | $ | 583,914 | |
| | | | | | |
| | | | | 30,868,516 | |
| | | | | | |
| | Sweden - 4.2% | | | | |
164,895 | | Axfood AB(1) | | | 4,563,840 | |
54,779 | | Boliden AB | | | 2,107,340 | |
55,149 | | Bure Equity AB | | | 2,384,675 | |
275,651 | | Electrolux AB Class B | | | 7,648,601 | |
55,078 | | Essity AB Class B | | | 1,827,744 | |
29,956 | | Getinge AB Class B | | | 1,130,686 | |
97,649 | | Holmen AB Class B | | | 4,410,798 | |
122,362 | | ICA Gruppen AB | | | 5,698,776 | |
697,921 | | Investor AB Class B | | | 16,097,112 | |
160,112 | | Kinnevik AB Class B* | | | 6,414,103 | |
49,377 | | L E Lundbergforetagen AB Class B | | | 3,188,202 | |
332,308 | | Securitas AB Class B | | | 5,249,535 | |
182,969 | | Skanska AB Class B | | | 4,856,552 | |
343,467 | | Swedbank AB Class A | | | 6,395,314 | |
108,423 | | Swedish Match AB | | | 925,231 | |
306,882 | | Swedish Orphan Biovitrum AB* | | | 5,599,637 | |
53,117 | | Telefonaktiebolaget LM Ericsson Class B | | | 668,050 | |
607,147 | | Telia Co., AB | | | 2,696,333 | |
18,084 | | Volvo AB Class B(1) | | | 435,387 | |
| | | | | | |
| | | | | 82,297,916 | |
| | | | | | |
| | Switzerland - 7.3% | | | | |
120,440 | | Adecco Group AG | | | 8,190,467 | |
10,072 | | Allreal Holding AG | | | 1,985,307 | |
5,106 | | ALSO Holding AG* | | | 1,472,114 | |
45,585 | | Baloise Holding AG | | | 7,116,261 | |
30,921 | | Banque Cantonale Vaudoise | | | 2,779,829 | |
19,557 | | BKW AG | | | 2,037,474 | |
7,163 | | Bucher Industries AG | | | 3,749,077 | |
18 | | Chocoladefabriken Lindt & Spruengli AG | | | 1,886,948 | |
251,818 | | Credit Suisse Group AG | | | 2,640,364 | |
38,523 | | DKSH Holding AG | | | 2,950,645 | |
65,099 | | Galenica AG(2) | | | 4,598,869 | |
49,719 | | Kuehne + Nagel International AG | | | 17,029,302 | |
56,636 | | Logitech International S.A. | | | 6,868,497 | |
39,260 | | Nestle S.A. | | | 4,893,749 | |
57,805 | | Novartis AG | | | 5,273,022 | |
26,938 | | PSP Swiss Property AG | | | 3,424,260 | |
40,695 | | Roche Holding AG | | | 15,345,099 | |
17,825 | | SFS Group AG | | | 2,566,677 | |
1,299 | | SGS S.A. | | | 4,010,760 | |
19,359 | | Swiss Life Holding AG | | | 9,416,137 | |
67,264 | | Swiss Prime Site AG | | | 6,680,192 | |
22,968 | | Swisscom AG | | | 13,124,571 | |
8,722 | | Tecan Group AG | | | 4,325,380 | |
405,016 | | UBS Group AG | | | 6,204,388 | |
12,079 | | Zurich Insurance Group AG | | | 4,850,679 | |
| | | | | | |
| | | | | 143,420,068 | |
| | | | | | |
| | United Kingdom - 10.6% | | | | |
218,339 | | Admiral Group plc | | | 9,483,073 | |
78,575 | | AstraZeneca plc | | | 9,425,175 | |
1,213,539 | | B&M European Value Retail S.A. | | | 9,609,375 | |
977,695 | | BAE Systems plc | | | 7,050,325 | |
13,932 | | Berkeley Group Holdings plc | | | 884,370 | |
907,301 | | BT Group plc* | | | 2,431,579 | |
96,112 | | Close Brothers Group plc | | | 2,011,525 | |
30,013 | | Computacenter plc | | | 1,066,389 | |
1,464,273 | | Direct Line Insurance Group plc | | | 5,765,038 | |
120,784 | | DS Smith plc | | | 697,296 | |
198,047 | | Electrocomponents plc | | | 2,815,262 | |
54,913 | | Ferguson plc | | | 7,623,887 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
117,854 | | Frasers Group plc* | | $ | 980,927 | |
5,009 | | Genus plc | | | 343,216 | |
511,995 | | GlaxoSmithKline plc | | | 10,039,353 | |
114,047 | | Halma plc | | | 4,241,253 | |
236,925 | | Hikma Pharmaceuticals plc | | | 8,005,760 | |
576,556 | | Howden Joinery Group plc | | | 6,504,083 | |
343,691 | | HSBC Holdings plc | | | 1,981,307 | |
310,995 | | IG Group Holdings plc | | | 3,638,916 | |
116,614 | | IMI plc | | | 2,770,859 | |
20,192 | | Intertek Group plc | | | 1,542,552 | |
2,085,055 | | Kingfisher plc | | | 10,499,056 | |
344,650 | | Legal & General Group plc | | | 1,226,477 | |
298,764 | | Mondi plc | | | 7,845,951 | |
269,560 | | National Grid plc | | | 3,428,909 | |
391,579 | | Pearson plc | | | 4,489,859 | |
488,248 | | Phoenix Group Holdings plc | | | 4,562,252 | |
122,548 | | RELX plc | | | 3,248,751 | |
151,321 | | Rio Tinto plc | | | 12,435,934 | |
1,666,436 | | Royal Mail plc* | | | 13,292,316 | |
119,737 | | Sage Group plc | | | 1,131,740 | |
65,786 | | Schroders plc | | | 3,192,617 | |
188,146 | | Segro plc REIT | | | 2,844,762 | |
44,055 | | Smith & Nephew plc | | | 950,934 | |
102,572 | | Spectris plc | | | 4,588,185 | |
17,007 | | Spirax-Sarco Engineering plc | | | 3,198,752 | |
42,617 | | SSE plc | | | 883,393 | |
1,087,585 | | Standard Chartered plc | | | 6,926,269 | |
389,671 | | Tate & Lyle plc | | | 3,974,889 | |
419,477 | | Tesco plc | | | 1,291,965 | |
97,091 | | Tritax Big Box plc REIT | | | 263,290 | |
31,862 | | Unilever plc | | | 1,862,087 | |
2,156,054 | | Vodafone Group plc | | | 3,614,089 | |
3,753,765 | | WM Morrison Supermarkets plc | | | 12,792,972 | |
| | | | | | |
| | | | | 207,456,969 | |
| | | | | | |
| | Total Common Stocks (cost $1,660,399,135) | | $ | 1,944,915,425 | |
| | | | | | |
Preferred Stocks - 0.1% | | | | |
| | Germany - 0.1% | | | | |
53,237 | | Fuchs Petrolub SE * | | | 2,589,748 | |
| | | | | | |
| | Total Preferred Stocks (cost $2,525,561) | | $ | 2,589,748 | |
| | | | | | |
Rights - 0.0% | | | | |
| | Spain - 0.0% | | | | |
122,957 | | ACS Actividades de Construccion y Servicios S.A.*(1) | | | 172,061 | |
| | | | | | |
| | Total Rights (cost $185,997) | | $ | 172,061 | |
| | | | | | |
| | Total Long-Term Investments (cost $1,663,110,693) | | $ | 1,947,677,234 | |
| | | | | | |
Short-Term Investments - 1.4% | | | | |
| | Securities Lending Collateral - 1.4% | | | | |
4,195,842 | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) | | | 4,195,842 | |
21,757,044 | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) | | | 21,757,044 | |
1,104,742 | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3) | | | 1,104,742 | |
| | | | | | |
| | | | | 27,057,628 | |
| | | | | | |
| | U.S. Treasury Securities - 0.0% | | | | |
| | U.S. Treasury Bills - 0.0% | | | | |
71,000 | | 0.04%, 05/19/2022(4)(5) | | | 70,955 | |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
Shares or Principal Amount | | | | | Market Value† | |
| | U.S. Treasury Bills - 0.0% (continued) | | | | | | | | |
196,000 | | 0.04%, 05/19/2022(4)(5) | | | | | | $ | 195,876 | |
| | | | | | | | | | |
| | | | | | | | | 266,831 | |
| | | | | | | | | | |
| | Total Short-Term Investments (cost $27,324,536) | | | | | | $ | 27,324,459 | |
| | | | | | | | | | |
| | Total Investments (cost $1,690,435,229) | | | 100.9% | | | $ | 1,975,001,693 | |
| | Other Assets and Liabilities | | | (0.9)% | | | | (17,620,921 | ) |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 1,957,380,772 | |
| | | | | | | | | | |
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.
| (1) | Represents entire or partial securities on loan. |
| (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, 2021, the aggregate value of these securities was $29,782,025, representing 1.5% 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, 2021, the market value of securities pledged was $266,831. |
| | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
|
Long position contracts: | |
MSCI EAFE Index Future | | | 43 | | | 09/17/2021 | | $ | 4,953,815 | | | $ | (92,380) | |
| | | | | | | | | | | | | | |
Total futures contracts | | | $ | (92,380) | |
| | | | | | | | | | | | | | |
† | 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: | | | | |
| | REIT | | | | Real Estate Investment Trust |
| | | | |
| | |
| | Hartford Multifactor Developed Markets (ex-US) ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
|
Assets | |
Common Stocks | |
Australia | | $ | 171,531,732 | | | $ | 171,531,732 | | | $ | — | | | $ | — | |
Austria | | | 7,622,793 | | | | 7,622,793 | | | | — | | | | — | |
Belgium | | | 25,974,268 | | | | 25,974,268 | | | | — | | | | — | |
Canada | | | 219,286,093 | | | | 219,286,093 | | | | — | | | | — | |
China | | | 12,226,485 | | | | 12,226,485 | | | | — | | | | — | |
Denmark | | | 41,768,107 | | | | 41,768,107 | | | | — | | | | — | |
Finland | | | 20,375,024 | | | | 20,375,024 | | | | — | | | | — | |
France | | | 111,394,495 | | | | 111,394,495 | | | | — | | | | — | |
Germany | | | 98,303,723 | | | | 98,303,723 | | | | — | | | | — | |
Hong Kong | | | 96,008,226 | | | | 96,008,226 | | | | — | | | | — | |
Ireland | | | 9,471,615 | | | | 9,471,615 | | | | — | | | | — | |
Israel | | | 23,746,015 | | | | 23,746,015 | | | | — | | | | — | |
Italy | | | 50,956,370 | | | | 50,956,370 | | | | — | | | | — | |
Japan | | | 414,251,344 | | | | 414,251,344 | | | | — | | | | — | |
Luxembourg | | | 7,845,238 | | | | 7,845,238 | | | | — | | | | — | |
Netherlands | | | 83,689,452 | | | | 83,689,452 | | | | — | | | | — | |
New Zealand | | | 21,527,046 | | | | 21,527,046 | | | | — | | | | — | |
Norway | | | 14,958,166 | | | | 14,958,166 | | | | — | | | | — | |
Portugal | | | 5,731,422 | | | | 5,731,422 | | | | — | | | | — | |
Russia | | | 10,229,019 | | | | 10,229,019 | | | | — | | | | — | |
Singapore | | | 33,975,323 | | | | 33,975,323 | | | | — | | | | — | |
Spain | | | 30,868,516 | | | | 30,868,516 | | | | — | | | | — | |
Sweden | | | 82,297,916 | | | | 82,297,916 | | | | — | | | | — | |
Switzerland | | | 143,420,068 | | | | 143,420,068 | | | | — | | | | — | |
United Kingdom | | | 207,456,969 | | | | 207,456,969 | | | | — | | | | — | |
Preferred Stocks | | | 2,589,748 | | | | 2,589,748 | | | | — | | | | — | |
Rights | | | 172,061 | | | | 172,061 | | | | — | | | | — | |
Short-Term Investments | | | 27,324,459 | | | | 27,057,628 | | | | 266,831 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,975,001,693 | | | $ | 1,974,734,862 | | | $ | 266,831 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Futures Contracts(2) | | $ | (92,380) | | | $ | (92,380) | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (92,380) | | | $ | (92,380) | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the period ended June 30, 2021, there were no transfers in and out of Level 3. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 99.0% | |
| | Australia - 7.0% | |
1,713 | | AGL Energy Ltd. | | $ | 10,545 | |
403 | | Ansell Ltd. | | | 13,164 | |
1,526 | | Australia & New Zealand Banking Group Ltd. | | | 32,250 | |
1,372 | | BHP Group Ltd. | | | 50,028 | |
1,326 | | BlueScope Steel Ltd. | | | 21,861 | |
1,667 | | BWP Trust REIT | | | 5,331 | |
27 | | CSL Ltd. | | | 5,781 | |
3,478 | | Dexus REIT | | | 27,861 | |
1,283 | | Endeavour Group Ltd.* | | | 6,059 | |
3,279 | | Fortescue Metals Group Ltd. | | | 57,456 | |
929 | | JB Hi-Fi Ltd. | | | 35,277 | |
885 | | Mineral Resources Ltd. | | | 35,699 | |
298 | | Sonic Healthcare Ltd. | | | 8,591 | |
866 | | Washington H Soul Pattinson & Co., Ltd.(1) | | | 21,930 | |
916 | | Wesfarmers Ltd. | | | 40,642 | |
1,266 | | Woolworths Group Ltd. | | | 36,241 | |
| | | | | | |
| | | | | 408,716 | |
| | | | | | |
| | Austria - 0.3% | |
92 | | Mayr Melnhof Karton AG | | | 19,595 | |
| | | | | | |
| | Belgium - 1.2% | |
34 | | Ackermans & van Haaren N.V. | | | 5,742 | |
732 | | Ageas S.A. | | | 40,626 | |
425 | | Etablissements Franz Colruyt N.V. | | | 23,769 | |
| | | | | | |
| | | | | 70,137 | |
| | | | | | |
| | Brazil - 0.6% | |
2,800 | | Telefonica Brasil S.A. | | | 23,436 | |
500 | | Vale S.A. | | | 11,285 | |
| | | | | | |
| | | | | 34,721 | |
| | | | | | |
| | Canada - 4.1% | |
195 | | Alimentation Couche-Tard, Inc. Class B | | | 7,173 | |
393 | | Bank of Montreal | | | 40,325 | |
100 | | Bank of Nova Scotia | | | 6,511 | |
459 | | Barrick Gold Corp. | | | 9,504 | |
414 | | Canadian Solar, Inc.* | | | 18,564 | |
1,082 | | Empire Co., Ltd. Class A | | | 34,165 | |
134 | | Finning International, Inc. | | | 3,512 | |
100 | | George Weston Ltd. | | | 9,541 | |
53 | | Great-West Lifeco, Inc. | | | 1,576 | |
1,386 | | Kinross Gold Corp. | | | 8,797 | |
478 | | Loblaw Cos., Ltd. | | | 29,449 | |
486 | | Manulife Financial Corp. | | | 9,576 | |
253 | | Power Corp. of Canada | | | 8,005 | |
395 | | Royal Bank of Canada | | | 40,061 | |
100 | | TC Energy Corp. | | | 4,954 | |
100 | | Toronto-Dominion Bank | | | 7,015 | |
| | | | | | |
| | | | | 238,728 | |
| | | | | | |
| | Chile - 0.0% | |
96 | | Empresa Nacional de Telecomunicaciones S.A. | | | 533 | |
| | | | | | |
| | China - 6.5% | |
25 | | Baidu, Inc. ADR* | | | 5,098 | |
135,000 | | Bank of China Ltd. Class H | | | 48,501 | |
47,000 | | Bank of Communications Co., Ltd. Class H | | | 31,592 | |
38,000 | | China CITIC Bank Corp. Ltd. Class H | | | 18,007 | |
15,000 | | China Construction Bank Corp. Class H | | | 11,802 | |
27,000 | | China Everbright Bank Co., Ltd. Class H | | | 11,021 | |
3,000 | | China Life Insurance Co., Ltd. Class H | | | 5,949 | |
15,000 | | China Minsheng Banking Corp. Ltd. Class H | | | 7,185 | |
2,000 | | China National Building Material Co., Ltd. Class H | | | 2,349 | |
1,000 | | China Pacific Insurance Group Co., Ltd. Class H | | | 3,148 | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
36,000 | | China Petroleum & Chemical Corp. Class H | | $ | 18,218 | |
2,000 | | China Railway Group Ltd. Class H | | | 1,043 | |
1,100 | | China Vanke Co., Ltd. Class H | | | 3,442 | |
19,000 | | Great Wall Motor Co., Ltd. Class H | | | 61,410 | |
9,000 | | Industrial & Commercial Bank of China Ltd. Class H | | | 5,285 | |
311 | | JD.com, Inc. ADR* | | | 24,821 | |
6,500 | | Kerry Logistics Network Ltd. | | | 19,711 | |
28,000 | | Lenovo Group Ltd. | | | 32,197 | |
1,500 | | Li Ning Co., Ltd. | | | 18,311 | |
4,000 | | PICC Property & Casualty Co., Ltd. Class H | | | 3,503 | |
1,500 | | Ping An Insurance Group Co., of China Ltd. Class H | | | 14,689 | |
239 | | Vipshop Holdings Ltd. ADR* | | | 4,799 | |
8,000 | | Weichai Power Co., Ltd. Class H | | | 17,781 | |
4,500 | | Yangzijiang Shipbuilding Holdings Ltd. | | | 4,720 | |
| | | | | | |
| | | | | 374,582 | |
| | | | | | |
| | Denmark - 1.4% | |
101 | | Coloplast A/S Class B | | | 16,574 | |
740 | | Novo Nordisk A/S Class B | | | 62,004 | |
| | | | | | |
| | | | | 78,578 | |
| | | | | | |
| | Finland - 0.4% | |
106 | | Kone Oyj Class B | | | 8,649 | |
23 | | Neste Oyj | | | 1,408 | |
275 | | Orion Oyj Class B | | | 11,822 | |
| | | | | | |
| | | | | 21,879 | |
| | | | | | |
| | France - 3.2% | |
1,188 | | Bouygues S.A. | | | 43,942 | |
189 | | Carrefour S.A. | | | 3,717 | |
111 | | Cie de Saint-Gobain | | | 7,311 | |
93 | | Cie Generale des Etablissements Michelin SCA | | | 14,834 | |
3,273 | | Electricite de France S.A.(1) | | | 44,714 | |
9 | | Faurecia SE | | | 442 | |
12 | | L’Oreal S.A. | | | 5,348 | |
252 | | Orange S.A.(1) | | | 2,873 | |
352 | | Sanofi | | | 36,885 | |
102 | | Schneider Electric SE | | | 16,049 | |
253 | | Suez(1) | | | 6,016 | |
165 | | Vivendi S.A.(1) | | | 5,543 | |
| | | | | | |
| | | | | 187,674 | |
| | | | | | |
| | Germany - 3.0% | |
121 | | Allianz SE | | | 30,177 | |
463 | | Deutsche Post AG | | | 31,495 | |
1,265 | | Deutsche Telekom AG | | | 26,721 | |
444 | | Deutsche Wohnen SE | | | 27,159 | |
90 | | Fresenius Medical Care AG & Co. KGaA | | | 7,475 | |
36 | | Lanxess AG | | | 2,468 | |
260 | | Merck KGaA | | | 49,858 | |
| | | | | | |
| | | | | 175,353 | |
| | | | | | |
| | Hong Kong - 4.0% | |
2,000 | | CK Asset Holdings Ltd. | | | 13,804 | |
1,500 | | CK Hutchison Holdings Ltd. | | | 11,686 | |
1,900 | | Dairy Farm International Holdings Ltd. | | | 8,056 | |
1,000 | | Henderson Land Development Co., Ltd. | | | 4,739 | |
8,500 | | Kerry Properties Ltd. | | | 28,020 | |
1,500 | | Orient Overseas International Ltd. | | | 32,488 | |
3,000 | | SITC International Holdings Co., Ltd. | | | 12,536 | |
1,500 | | Sun Hung Kai Properties Ltd. | | | 22,348 | |
500 | | Techtronic Industries Co., Ltd. | | | 8,730 | |
6,500 | | VTech Holdings Ltd. | | | 68,425 | |
14,000 | | WH Group Ltd.(2) | | | 12,583 | |
2,000 | | Xinyi Glass Holdings Ltd. | | | 8,151 | |
| | | | | | |
| | | | | 231,566 | |
| | | | | | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
| | India - 0.4% | |
127 | | Dr. Reddy’s Laboratories Ltd. ADR | | $ | 9,336 | |
684 | | Infosys Ltd. ADR | | | 14,494 | |
| | | | | | |
| | | | | 23,830 | |
| | | | | | |
| | Indonesia - 2.2% | |
50,300 | | Adaro Energy Tbk PT | | | 4,180 | |
13,100 | | Astra International Tbk PT | | | 4,463 | |
5,300 | | Bank Negara Indonesia Persero Tbk PT | | | 1,692 | |
176,400 | | Bukit Asam Tbk PT | | | 24,331 | |
35,800 | | Indo Tambangraya Megah Tbk PT | | | 35,059 | |
38,700 | | Indofood Sukses Makmur Tbk PT | | | 16,481 | |
67,000 | | Telekomunikasi Indonesia Persero Tbk PT | | | 14,555 | |
19,900 | | United Tractors Tbk PT | | | 27,792 | |
| | | | | | |
| | | | | 128,553 | |
| | | | | | |
| | Israel - 2.8% | |
2,185 | | Airport City Ltd.* | | | 36,652 | |
28,351 | | Bezeq The Israeli Telecommunication Corp. Ltd.* | | | 30,887 | |
104 | | Check Point Software Technologies Ltd.* | | | 12,078 | |
148 | | Danel Adir Yeoshua Ltd. | | | 31,022 | |
62 | | Fox Wizel Ltd. | | | 7,105 | |
6,211 | | Mivne Real Estate KD Ltd. | | | 18,013 | |
274 | | Rami Levy Chain Stores Hashikma Marketing Ltd. | | | 18,028 | |
1,065 | | Shufersal Ltd. | | | 8,478 | |
| | | | | | |
| | | | | 162,263 | |
| | | | | | |
| | Italy - 1.4% | |
2,850 | | Enel S.p.A. | | | 26,471 | |
462 | | Prysmian S.p.A. | | | 16,562 | |
13,084 | | UnipolSai Assicurazioni S.p.A. | | | 37,984 | |
| | | | | | |
| | | | | 81,017 | |
| | | | | | |
| | Japan - 14.3% | |
200 | | Aeon Co., Ltd. | | | 5,379 | |
400 | | Alfresa Holdings Corp. | | | 5,979 | |
2,400 | | Astellas Pharma, Inc. | | | 41,831 | |
100 | | Azbil Corp. | | | 4,149 | |
400 | | Bridgestone Corp. | | | 18,218 | |
1,600 | | Brother Industries Ltd. | | | 31,960 | |
100 | | Canon, Inc. | | | 2,264 | |
100 | | Chugai Pharmaceutical Co., Ltd. | | | 3,966 | |
400 | | Daiwa House Industry Co., Ltd. | | | 12,019 | |
300 | | Fujitsu Ltd. | | | 56,221 | |
700 | | Hitachi Ltd. | | | 40,118 | |
1,200 | | Honda Motor Co., Ltd. | | | 38,382 | |
200 | | Hoya Corp. | | | 26,543 | |
1,400 | | ITOCHU Corp. | | | 40,364 | |
900 | | Iwatani Corp. | | | 54,005 | |
2,400 | | K’s Holdings Corp. | | | 27,613 | |
1,300 | | Kajima Corp. | | | 16,480 | |
1,500 | | KDDI Corp. | | | 46,829 | |
100 | | M3, Inc. | | | 7,310 | |
100 | | MEIJI Holdings Co., Ltd. | | | 5,992 | |
600 | | Mitsubishi Corp. | | | 16,369 | |
1,600 | | Mitsubishi Electric Corp. | | | 23,245 | |
400 | | Mitsui & Co., Ltd. | | | 9,012 | |
100 | | Mitsui Chemicals, Inc. | | | 3,455 | |
200 | | NEC Corp. | | | 10,307 | |
500 | | Nihon Kohden Corp. | | | 14,281 | |
1,400 | | Nippon Telegraph & Telephone Corp. | | | 36,510 | |
500 | | ORIX Corp. | | | 8,444 | |
1,100 | | Osaka Gas Co., Ltd. | | | 20,505 | |
2,600 | | Panasonic Corp. | | | 30,114 | |
500 | | Penta-Ocean Construction Co., Ltd. | | | 3,482 | |
1,200 | | Sanwa Holdings Corp. | | | 14,747 | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
100 | | Sawai Group Holdings Co., Ltd. | | $ | 4,460 | |
400 | | Sekisui Chemical Co., Ltd. | | | 6,844 | |
400 | | Sekisui House Ltd. | | | 8,212 | |
800 | | Seven & i Holdings Co., Ltd. | | | 38,180 | |
100 | | Shimamura Co., Ltd. | | | 9,604 | |
100 | | Sompo Holdings, Inc. | | | 3,699 | |
500 | | Subaru Corp. | | | 9,872 | |
800 | | Sumitomo Forestry Co., Ltd. | | | 14,668 | |
200 | | Taisei Corp. | | | 6,559 | |
200 | | Toho Gas Co., Ltd. | | | 9,803 | |
400 | | Tokio Marine Holdings, Inc. | | | 18,409 | |
800 | | Tokyo Gas Co., Ltd. | | | 15,115 | |
200 | | Tsumura & Co. | | | 6,298 | |
| | | | | | |
| | | | | 827,816 | |
| | | | | | |
| | Luxembourg - 0.2% | |
182 | | RTL Group S.A.* | | | 10,846 | |
| | | | | | |
| | Malaysia - 2.4% | |
8,800 | | Aeon Co. M Bhd | | | 2,734 | |
15,100 | | Alliance Bank Malaysia Bhd | | | 8,766 | |
28,800 | | AMMB Holdings Bhd | | | 20,465 | |
18,900 | | CIMB Group Holdings Bhd | | | 20,987 | |
14,000 | | DiGi.Com Bhd | | | 13,928 | |
16,445 | | Malayan Banking Bhd | | | 32,126 | |
300 | | Petronas Dagangan Bhd | | | 1,344 | |
1,800 | | Petronas Gas Bhd | | | 6,720 | |
15,300 | | RHB Bank Bhd | | | 19,901 | |
2,900 | | TIME dotCom Bhd | | | 9,822 | |
| | | | | | |
| | | | | 136,793 | |
| | | | | | |
| | Mexico - 0.8% | |
14,900 | | America Movil S.A.B. de C.V. Class L | | | 11,225 | |
5,800 | | Coca-Cola Femsa S.A.B. de C.V. | | | 30,733 | |
1,600 | | Grupo Bimbo S.A.B. de C.V. Class A | | | 3,528 | |
| | | | | | |
| | | | | 45,486 | |
| | | | | | |
| | Netherlands - 1.9% | |
135 | | Exor N.V. | | | 10,816 | |
1,855 | | Koninklijke Ahold Delhaize N.V. | | | 55,150 | |
424 | | NN Group N.V. | | | 20,002 | �� |
1,166 | | Stellantis N.V. | | | 22,982 | |
| | | | | | |
| | | | | 108,950 | |
| | | | | | |
| | New Zealand - 2.2% | |
2,212 | | EBOS Group Ltd. | | | 49,924 | |
1,952 | | Fisher & Paykel Healthcare Corp. Ltd. Class C | | | 42,446 | |
10,682 | | Spark New Zealand Ltd.* | | | 35,767 | |
| | | | | | |
| | | | | 128,137 | |
| | | | | | |
| | Norway - 0.9% | |
3,046 | | Europris ASA(2) | | | 19,114 | |
1,319 | | Orkla ASA | | | 13,443 | |
1,005 | | Telenor ASA | | | 16,946 | |
| | | | | | |
| | | | | 49,503 | |
| | | | | | |
| | Philippines - 1.9% | |
700 | | Globe Telecom, Inc. | | | 26,386 | |
2,940 | | Manila Electric Co. | | | 16,695 | |
24,940 | | Metropolitan Bank & Trust Co. | | | 24,881 | |
1,620 | | PLDT, Inc. | | | 42,910 | |
| | | | | | |
| | | | | 110,872 | |
| | | | | | |
| | Poland - 1.8% | |
783 | | Asseco Poland S.A. | | | 15,868 | |
45 | | Dino Polska S.A.*(2) | | | 3,308 | |
1,439 | | Polski Koncern Naftowy ORLEN S.A. | | | 29,022 | |
19,725 | | Polskie Gornictwo Naftowe i Gazownictwo S.A. | | | 34,569 | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
2,009 | | Powszechny Zaklad Ubezpieczen S.A.* | | $ | 19,367 | |
| | | | | | |
| | | | | 102,134 | |
| | | | | | |
| | Russia - 0.4% | |
2,973 | | Evraz plc | | | 24,314 | |
| | | | | | |
| | Singapore - 1.1% | |
1,106 | | DBS Group Holdings Ltd. | | | 24,527 | |
300 | | Haw Par Corp. Ltd. | | | 3,058 | |
3,042 | | Oversea-Chinese Banking Corp. Ltd. | | | 27,044 | |
500 | | Venture Corp. Ltd. | | | 7,145 | |
| | | | | | |
| | | | | 61,774 | |
| | | | | | |
| | South Africa - 0.8% | |
2,097 | | Absa Group Ltd.* | | | 19,932 | |
207 | | Kumba Iron Ore Ltd. | | | 9,287 | |
1,569 | | Shoprite Holdings Ltd. | | | 17,080 | |
310 | | Thungela Resources Ltd.* | | | 852 | |
| | | | | | |
| | | | | 47,151 | |
| | | | | | |
| | South Korea - 6.5% | |
442 | | Daesang Corp. | | | 10,891 | |
400 | | Daesung Holdings Co., Ltd. | | | 13,586 | |
141 | | E-Mart, Inc. | | | 20,033 | |
127 | | GS Engineering & Construction Corp. | | | 4,838 | |
495 | | Handsome Co., Ltd. | | | 18,879 | |
13 | | Hankook Tire & Technology Co., Ltd. | | | 597 | |
69 | | Hyundai Glovis Co., Ltd. | | | 12,806 | |
528 | | Hyundai Home Shopping Network Corp. | | | 42,384 | |
344 | | Hyundai Marine & Fire Insurance Co., Ltd. | | | 7,789 | |
17 | | INTOPS Co., Ltd. | | | 463 | |
689 | | JB Financial Group Co., Ltd. | | | 4,607 | |
317 | | KEPCO Plant Service & Engineering Co., Ltd. | | | 12,062 | |
149 | | Kia Motors Corp. | | | 11,855 | |
651 | | Kolon Global Corp. | | | 14,163 | |
4,784 | | Korea Asset In Trust Co., Ltd. | | | 20,370 | |
2,389 | | Korean Reinsurance Co. | | | 20,896 | |
44 | | KT&G Corp. | | | 3,298 | |
183 | | LG Electronics, Inc. | | | 26,569 | |
3,606 | | LG Uplus Corp. | | | 49,152 | |
60 | | LOTTE Fine Chemical Co., Ltd. | | | 3,516 | |
19 | | NongShim Co., Ltd. | | | 5,289 | |
9 | | S-1 Corp. | | | 655 | |
685 | | Samsung Electronics Co., Ltd. | | | 49,087 | |
46 | | SK Telecom Co., Ltd. | | | 13,071 | |
229 | | Spigen Korea Co., Ltd. | | | 11,550 | |
24 | | Woongjin Coway Co., Ltd. | | | 1,677 | |
| | | | | | |
| | | | | 380,083 | |
| | | | | | |
| | Spain - 0.2% | |
1,083 | | Iberdrola S.A. | | | 13,203 | |
| | | | | | |
| | Sweden - 3.2% | |
153 | | Axfood AB(1) | | | 4,235 | |
337 | | Electrolux AB Class B | | | 9,351 | |
218 | | Holmen AB Class B | | | 9,847 | |
11 | | ICA Gruppen AB | | | 512 | |
3,000 | | Investor AB Class B | | | 69,193 | |
694 | | Kinnevik AB Class B* | | | 27,802 | |
742 | | L E Lundbergforetagen AB Class B | | | 47,910 | |
146 | | Securitas AB Class B | | | 2,306 | |
121 | | Skanska AB Class B | | | 3,212 | |
91 | | Swedbank AB Class A | | | 1,694 | |
97 | | Telefonaktiebolaget LM Ericsson Class B | | | 1,220 | |
420 | | Volvo AB Class B | | | 10,112 | |
| | | | | | |
| | | | | 187,394 | |
| | | | | | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
| | Switzerland - 2.8% | |
521 | | Credit Suisse Group AG | | $ | 5,463 | |
107 | | Kuehne + Nagel International AG | | | 36,649 | |
36 | | Nestle S.A. | | | 4,487 | |
166 | | Roche Holding AG | | | 62,595 | |
33 | | Swiss Life Holding AG | | | 16,051 | |
34 | | Swisscom AG | | | 19,428 | |
1,171 | | UBS Group AG | | | 17,938 | |
| | | | | | |
| | | | | 162,611 | |
| | | | | | |
| | Taiwan - 7.8% | |
3,000 | | Asustek Computer, Inc. | | | 40,000 | |
22,000 | | Cheng Loong Corp. | | | 38,295 | |
4,000 | | Chicony Electronics Co., Ltd. | | | 11,542 | |
3,000 | | ChipMOS Technologies, Inc. | | | 5,125 | |
10,000 | | Compal Electronics, Inc. | | | 8,022 | |
11,000 | | Coretronic Corp. | | | 24,201 | |
2,000 | | Elitegroup Computer Systems Co., Ltd.* | | | 1,579 | |
1,000 | | Feng Hsin Steel Co., Ltd. | | | 2,918 | |
2,000 | | Getac Technology Corp. | | | 3,948 | |
4,000 | | Great Wall Enterprise Co., Ltd. | | | 8,628 | |
9,800 | | Hon Hai Precision Industry Co., Ltd. | | | 39,393 | |
12,000 | | Lite-On Technology Corp. | | | 24,808 | |
5,000 | | Nantex Industry Co., Ltd. | | | 25,751 | |
13,000 | | Pegatron Corp. | | | 32,101 | |
14,000 | | Pou Chen Corp. | | | 19,747 | |
6,000 | | Qisda Corp. | | | 6,633 | |
2,000 | | Radiant Opto-Electronics Corp. | | | 8,721 | |
11,000 | | Sanyang Motor Co., Ltd. | | | 11,923 | |
6,000 | | Sigurd Microelectronics Corp.* | | | 12,059 | |
64 | | Silicon Motion Technology Corp. ADR | | | 4,102 | |
3,000 | | Sino-American Silicon Products, Inc. | | | 20,781 | |
8,000 | | United Microelectronics Corp. | | | 15,246 | |
6,000 | | Wan Hai Lines Ltd. | | | 69,125 | |
14,000 | | Wistron Corp. | | | 15,577 | |
| | | | | | |
| | | | | 450,225 | |
| | | | | | |
| | Thailand - 2.4% | |
3,500 | | Advanced Info Service PCL NVDR | | | 18,674 | |
3,400 | | Bangkok Bank PCL NVDR | | | 11,988 | |
21,100 | | Bank of Ayudhya plc NVDR | | | 20,573 | |
46,200 | | Krung Thai Bank PCL NVDR | | | 15,424 | |
126,900 | | Noble Development PCL NVDR | | | 29,102 | |
2,900 | | PTT PCL NVDR | | | 3,551 | |
11,600 | | Siam Makro PCL NVDR | | | 13,482 | |
20,000 | | Supalai PCL NVDR | | | 12,855 | |
21,200 | | United Paper PCL NVDR | | | 13,957 | |
| | | | | | |
| | | | | 139,606 | |
| | | | | | |
| | Turkey - 1.6% | |
5,064 | | AG Anadolu Grubu Holding AS | | | 12,649 | |
719 | | Arcelik A.S. | | | 2,467 | |
13,853 | | Dogan Sirketler Grubu Holding AS | | | 4,529 | |
28,316 | | Goodyear Lastikleri AS | | | 21,903 | |
23,074 | | Haci Omer Sabanci Holding AS | | | 23,612 | |
9,420 | | Koza Anadolu Metal Madencilik Isletmeleri AS* | | | 15,332 | |
1,832 | | Turk Telekomunikasyon AS | | | 1,400 | |
13,626 | | Turkiye Garanti Bankasi A.S. | | | 13,018 | |
| | | | | | |
| | | | | 94,910 | |
| | | | | | |
| | United Kingdom - 7.3% | |
396 | | Admiral Group plc | | | 17,199 | |
109 | | Anglo American plc | | | 4,325 | |
239 | | Ashtead Group plc | | | 17,710 | |
174 | | AstraZeneca plc | | | 20,872 | |
2,439 | | B&M European Value Retail S.A. | | | 19,313 | |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
Shares or Principal Amount | | | | | Market Value† | |
210 | | Ferguson plc | | | | | | $ | 29,155 | |
1,629 | | GlaxoSmithKline plc | | | | | | | 31,942 | |
879 | | Hikma Pharmaceuticals plc | | | | | | | 29,702 | |
475 | | Howden Joinery Group plc | | | | | | | 5,358 | |
2,117 | | IG Group Holdings plc | | | | | | | 24,771 | |
4,763 | | Kingfisher plc | | | | | | | 23,984 | |
3,762 | | Legal & General Group plc | | | | | | | 13,387 | |
715 | | Mondi plc | | | | | | | 18,777 | |
472 | | National Grid plc | | | | | | | 6,004 | |
176 | | RELX plc | | | | | | | 4,666 | |
616 | | Rio Tinto plc | | | | | | | 50,624 | |
6,005 | | Royal Mail plc* | | | | | | | 47,899 | |
384 | | Spectris plc | | | | | | | 17,177 | |
1,381 | | Standard Chartered plc | | | | | | | 8,795 | |
100 | | Unilever plc | | | | | | | 5,844 | |
9,894 | | Vodafone Group plc | | | | | | | 16,585 | |
2,707 | | WM Morrison Supermarkets plc | | | | | | | 9,226 | |
| | | | | | | | | | |
| | | | | | | | | 423,315 | |
| | | | | | | | | | |
| | Total Common Stocks (cost $4,801,364) | | | | | | $ | 5,742,848 | |
| | | | | | | | | | |
Preferred Stocks - 0.5% | |
| | Brazil - 0.3% | |
4,000 | | Itau S.A. | | | | | | | 8,888 | |
1,500 | | Itau Unibanco Holding S.A. | | | | | | | 8,908 | |
| | | | | | | | | | |
| | | | | | | | | 17,796 | |
| | | | | | | | | | |
| | Chile - 0.2% | | | | | | | | |
6,094 | | Embotelladora Andina S.A. Class B | | | | | | | 14,231 | |
| | | | | | | | | | |
| | Total Preferred Stocks (cost $30,245) | | | | | | $ | 32,027 | |
| | | | | | | | | | |
| | Total Long-Term Investments (cost $4,831,609) | | | | | | $ | 5,774,875 | |
| | | | | | | | | | |
Short-Term Investments - 0.1% | |
| | Securities Lending Collateral - 0.1% | |
868 | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) | | | | | | | 868 | |
4,503 | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) | | | | | | | 4,503 | |
229 | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3) | | | | | | | 229 | |
| | | | | | | | | | |
| | | | | | | | | 5,600 | |
| | | | | | | | | | |
| | Total Short-Term Investments (cost $5,600) | | | | | | $ | 5,600 | |
| | | | | | | | | | |
| | Total Investments (cost $4,837,209) | | | 99.6% | | | $ | 5,780,475 | |
| | Other Assets and Liabilities | | | 0.4% | | | | 20,712 | |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 5,801,187 | |
| | | | | | | | | | |
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.
| (1) | Represents entire or partial securities on loan. |
| (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, 2021, the aggregate value of these securities was $35,005, representing 0.6% of net assets. |
| (3) | Current yield as of period end. |
| | | | |
| | |
| | Hartford Multifactor Diversified International ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
|
Assets | |
Common Stocks | |
Australia | | $ | 408,716 | | | $ | 408,716 | | | $ | — | | | $ | — | |
Austria | | | 19,595 | | | | 19,595 | | | | — | | | | — | |
Belgium | | | 70,137 | | | | 70,137 | | | | — | | | | — | |
Brazil | | | 34,721 | | | | 34,721 | | | | — | | | | — | |
Canada | | | 238,728 | | | | 238,728 | | | | — | | | | — | |
Chile | | | 533 | | | | 533 | | | | — | | | | — | |
China | | | 374,582 | | | | 374,582 | | | | — | | | | — | |
Denmark | | | 78,578 | | | | 78,578 | | | | — | | | | — | |
Finland | | | 21,879 | | | | 21,879 | | | | — | | | | — | |
France | | | 187,674 | | | | 187,674 | | | | — | | | | — | |
Germany | | | 175,353 | | | | 175,353 | | | | — | | | | — | |
Hong Kong | | | 231,566 | | | | 231,566 | | | | — | | | | — | |
India | | | 23,830 | | | | 23,830 | | | | — | | | | — | |
Indonesia | | | 128,553 | | | | 128,553 | | | | — | | | | — | |
Israel | | | 162,263 | | | | 162,263 | | | | — | | | | — | |
Italy | | | 81,017 | | | | 81,017 | | | | — | | | | — | |
Japan | | | 827,816 | | | | 827,816 | | | | — | | | | — | |
Luxembourg | | | 10,846 | | | | 10,846 | | | | — | | | | — | |
Malaysia | | | 136,793 | | | | 136,793 | | | | — | | | | — | |
Mexico | | | 45,486 | | | | 45,486 | | | | — | | | | — | |
Netherlands | | | 108,950 | | | | 108,950 | | | | — | | | | — | |
New Zealand | | | 128,137 | | | | 128,137 | | | | — | | | | — | |
Norway | | | 49,503 | | | | 49,503 | | | | — | | | | — | |
Philippines | | | 110,872 | | | | 110,872 | | | | — | | | | — | |
Poland | | | 102,134 | | | | 102,134 | | | | — | | | | — | |
Russia | | | 24,314 | | | | 24,314 | | | | — | | | | — | |
Singapore | | | 61,774 | | | | 61,774 | | | | — | | | | — | |
South Africa | | | 47,151 | | | | 47,151 | | | | — | | | | — | |
South Korea | | | 380,083 | | | | 380,083 | | | | — | | | | — | |
Spain | | | 13,203 | | | | 13,203 | | | | — | | | | — | |
Sweden | | | 187,394 | | | | 187,394 | | | | — | | | | — | |
Switzerland | | | 162,611 | | | | 162,611 | | | | — | | | | — | |
Taiwan | | | 450,225 | | | | 450,225 | | | | — | | | | — | |
Thailand | | | 139,606 | | | | 139,606 | | | | — | | | | — | |
Turkey | | | 94,910 | | | | 94,910 | | | | — | | | | — | |
United Kingdom | | | 423,315 | | | | 423,315 | | | | — | | | | — | |
Preferred Stocks | | | 32,027 | | | | 32,027 | | | | — | | | | — | |
Short-Term Investments | | | 5,600 | | | | 5,600 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 5,780,475 | | | $ | 5,780,475 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the period ended June 30, 2021, there were no transfers in and out of Level 3. |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 96.5% | |
| | Brazil - 3.0% | |
24,393 | | B3 S.A. - Brasil Bolsa Balcao | | $ | 81,766 | |
8,168 | | Banco do Brasil S.A. | | | 52,301 | |
12,146 | | BB Seguridade Participacoes S.A. | | | 55,915 | |
25,260 | | Cia Energetica de Minas Gerais | | | 61,063 | |
18,600 | | Cia Siderurgica Nacional S.A. | | | 163,061 | |
7,339 | | Equatorial Energia S.A. | | | 36,272 | |
40,045 | | Telefonica Brasil S.A. | | | 335,181 | |
22,693 | | Vale S.A. | | | 512,168 | |
| | | | | | |
| | | | | 1,297,727 | |
| | | | | | |
| | Cayman Islands - 0.2% | |
4,500 | | Wuxi Biologics Cayman, Inc.*(1) | | | 82,457 | |
| | | | | | |
| | Chile - 1.7% | |
2,055,633 | | Banco de Chile | | | 204,657 | |
2,533,633 | | Banco Santander Chile | | | 126,349 | |
1,144 | | Cia Cervecerias Unidas S.A. | | | 11,627 | |
445,660 | | Colbun S.A. | | | 62,805 | |
17,177 | | Empresas CMPC S.A. | | | 41,285 | |
13,572 | | Empresas COPEC S.A. | | | 134,768 | |
1,144,498 | | Enel Americas S.A. | | | 169,448 | |
| | | | | | |
| | | | | 750,939 | |
| | | | | | |
| | China - 21.1% | |
413,000 | | Agricultural Bank of China Ltd. Class H | | | 143,590 | |
6,800 | | Alibaba Group Holding Ltd.* | | | 192,638 | |
14,000 | | Anhui Conch Cement Co., Ltd. Class H | | | 74,274 | |
9,000 | | ANTA Sports Products Ltd. | | | 211,851 | |
794 | | Baidu, Inc. ADR* | | | 161,897 | |
1,032,000 | | Bank of China Ltd. Class H | | | 370,762 | |
514,000 | | Bank of Communications Co., Ltd. Class H | | | 345,497 | |
9,500 | | BYD Co., Ltd. Class H | | | 284,051 | |
605,000 | | China CITIC Bank Corp. Ltd. Class H | | | 286,691 | |
1,000 | | China Conch Venture Holdings Ltd. | | | 4,211 | |
495,000 | | China Construction Bank Corp. Class H | | | 389,455 | |
545,000 | | China Everbright Bank Co., Ltd. Class H | | | 222,468 | |
46,000 | | China Life Insurance Co., Ltd. Class H | | | 91,220 | |
86,000 | | China Longyuan Power Group Corp. Ltd. Class H | | | 148,172 | |
26,000 | | China Mengniu Dairy Co., Ltd.* | | | 157,188 | |
22,500 | | China Merchants Bank Co., Ltd. Class H | | | 191,946 | |
364,000 | | China Minsheng Banking Corp. Ltd. Class H | | | 174,363 | |
46,000 | | China Pacific Insurance Group Co., Ltd. Class H | | | 144,826 | |
454,000 | | China Petroleum & Chemical Corp. Class H | | | 229,752 | |
305,000 | | China Railway Group Ltd. Class H | | | 159,062 | |
8,500 | | China Shenhua Energy Co., Ltd. Class H | | | 16,659 | |
51,100 | | China Vanke Co., Ltd. Class H | | | 159,896 | |
56,071 | | Country Garden Holdings Co., Ltd. | | | 62,816 | |
7,400 | | ENN Energy Holdings Ltd. | | | 140,837 | |
85,000 | | Fosun International Ltd. | | | 122,369 | |
48,800 | | Fuyao Glass Industry Group Co., Ltd. Class H(1) | | | 343,731 | |
22,000 | | Geely Automobile Holdings Ltd. | | | 69,265 | |
139,000 | | Great Wall Motor Co., Ltd. Class H | | | 449,262 | |
268,000 | | Guangzhou Automobile Group Co., Ltd. Class H | | | 240,535 | |
351,000 | | Industrial & Commercial Bank of China Ltd. Class H | | | 206,102 | |
4,157 | | JD.com, Inc. ADR* | | | 331,770 | |
300,000 | | Lenovo Group Ltd. | | | 344,972 | |
53,500 | | Li Ning Co., Ltd. | | | 653,090 | |
11,000 | | Longfor Properties Co., Ltd.(1) | | | 61,616 | |
426 | | NetEase, Inc. ADR | | | 49,097 | |
13,100 | | New China Life Insurance Co., Ltd. Class H | | | 44,702 | |
1,195 | | New Oriental Education & Technology Group, Inc. ADR* | | | 9,787 | |
262,000 | | PetroChina Co., Ltd. Class H | | | 127,528 | |
62,000 | | PICC Property & Casualty Co., Ltd. Class H | | | 54,289 | |
27,000 | | Ping An Insurance Group Co., of China Ltd. Class H | | | 264,408 | |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
103,000 | | Postal Savings Bank of China Co., Ltd. Class H(1) | | $ | 69,367 | |
28,000 | | Shandong Weigao Group Medical Polymer Co., Ltd. Class H | | | 65,332 | |
9,700 | | Shenzhou International Group Holdings Ltd. | | | 244,940 | |
3,100 | | Tencent Holdings Ltd. | | | 233,123 | |
26,000 | | Tingyi Cayman Islands Holding Corp. | | | 51,894 | |
5,279 | | Vipshop Holdings Ltd. ADR* | | | 106,002 | |
24,000 | | Weichai Power Co., Ltd. Class H | | | 53,341 | |
110,000 | | Xinyi Solar Holdings Ltd. | | | 237,398 | |
2,630 | | Yum China Holdings, Inc. | | | 174,237 | |
92,000 | | Zijin Mining Group Co., Ltd. Class H | | | 123,680 | |
68,200 | | Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H | | | 71,398 | |
566 | | ZTO Express Cayman, Inc. ADR | | | 17,178 | |
| | | | | | |
| | | | | 9,184,535 | |
| | | | | | |
| | Hong Kong - 0.3% | |
6,000 | | China Resources Beer Holdings Co., Ltd. | | | 53,890 | |
10,000 | | China Resources Gas Group Ltd. | | | 60,006 | |
4,000 | | Guangdong Investment Ltd. | | | 5,748 | |
| | | | | | |
| | | | | 119,644 | |
| | | | | | |
| | India - 4.7% | |
740 | | Axis Bank Ltd. GDR* | | | 37,222 | |
4,437 | | Dr. Reddy’s Laboratories Ltd. ADR | | | 326,164 | |
3,425 | | HDFC Bank Ltd. ADR* | | | 250,436 | |
11,613 | | ICICI Bank Ltd. ADR* | | | 198,582 | |
22,359 | | Infosys Ltd. ADR | | | 473,787 | |
4,425 | | Reliance Industries Ltd. GDR(1) | | | 250,455 | |
1,918 | | State Bank of India GDR | | | 107,216 | |
42,496 | | Wipro Ltd. ADR | | | 331,894 | |
1,003 | | WNS Holdings Ltd. ADR* | | | 80,110 | |
| | | | | | |
| | | | | 2,055,866 | |
| | | | | | |
| | Indonesia - 3.6% | |
205,300 | | Adaro Energy Tbk PT | | | 17,061 | |
746,400 | | Astra International Tbk PT | | | 254,291 | |
4,800 | | Bank Central Asia Tbk PT | | | 9,972 | |
140,000 | | Bank Mandiri Persero Tbk PT | | | 56,966 | |
280,800 | | Bank Rakyat Indonesia Persero Tbk PT | | | 76,300 | |
998,600 | | Bukit Asam Tbk PT | | | 137,738 | |
334,500 | | Harum Energy Tbk PT | | | 117,075 | |
210,100 | | Indo Tambangraya Megah Tbk PT | | | 205,753 | |
143,100 | | Indofood Sukses Makmur Tbk PT | | | 60,941 | |
687,900 | | Merdeka Copper Gold Tbk PT* | | | 139,478 | |
1,186,700 | | Telekomunikasi Indonesia Persero Tbk PT | | | 257,800 | |
162,600 | | United Tractors Tbk PT | | | 227,079 | |
| | | | | | |
| | | | | 1,560,454 | |
| | | | | | |
| | Malaysia - 3.7% | |
182,400 | | CIMB Group Holdings Bhd | | | 202,545 | |
242,500 | | DiGi.Com Bhd | | | 241,244 | |
32,500 | | Hartalega Holdings Bhd | | | 57,539 | |
28,200 | | Hong Leong Bank Bhd | | | 127,160 | |
145,024 | | Malayan Banking Bhd | | | 283,306 | |
9,600 | | Malaysian Pacific Industries Bhd | | | 89,722 | |
12,000 | | Maxis Bhd | | | 12,689 | |
46,000 | | Petronas Chemicals Group Bhd | | | 89,308 | |
50,700 | | Petronas Gas Bhd | | | 189,293 | |
40,500 | | Public Bank Bhd | | | 40,095 | |
31,900 | | Tenaga Nasional Bhd | | | 75,226 | |
42,400 | | TIME dotCom Bhd | | | 143,597 | |
70,100 | | Top Glove Corp. Bhd | | | 70,412 | |
| | | | | | |
| | | | | 1,622,136 | |
| | | | | | |
| | Mexico - 4.6% | |
555,853 | | America Movil S.A.B. de C.V. Class L | | | 418,764 | |
45,646 | | Coca-Cola Femsa S.A.B. de C.V. | | | 241,865 | |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
23,065 | | El Puerto de Liverpool S.A.B. de C.V. Class C1 | | $ | 102,232 | |
21,564 | | Fomento Economico Mexicano S.A.B. de C.V. | | | 182,612 | |
6,126 | | Gruma S.A.B. de C.V. Class B | | | 68,938 | |
63,200 | | Grupo Bimbo S.A.B. de C.V. Class A | | | 139,348 | |
2,370 | | Grupo Elektra S.A.B. de C.V. | | | 192,071 | |
22,102 | | Grupo Financiero Banorte S.A.B. de C.V. Class O | | | 142,488 | |
46,800 | | Grupo Mexico S.A.B. de C.V. Class B | | | 220,855 | |
94,082 | | Wal-Mart de Mexico S.A.B. de C.V. | | | 307,661 | |
| | | | | | |
| | | | | 2,016,834 | |
| | | | | | |
| | Philippines - 2.1% | |
6,525 | | Ayala Corp. | | | 106,934 | |
35,670 | | BDO Unibank, Inc. | | | 82,717 | |
5,120 | | Globe Telecom, Inc. | | | 192,990 | |
16,640 | | Manila Electric Co. | | | 94,492 | |
96,500 | | Metropolitan Bank & Trust Co. | | | 96,273 | |
10,180 | | PLDT, Inc. | | | 269,645 | |
3,305 | | SM Investments Corp. | | | 67,671 | |
| | | | | | |
| | | | | 910,722 | |
| | | | | | |
| | Poland - 2.9% | |
6,570 | | Asseco Poland S.A. | | | 133,143 | |
752 | | Cyfrowy Polsat S.A. | | | 5,914 | |
3,332 | | Dino Polska S.A.*(1) | | | 244,977 | |
1,511 | | KGHM Polska Miedz S.A. | | | 74,478 | |
15,356 | | Polski Koncern Naftowy ORLEN S.A. | | | 309,702 | |
83,552 | | Polskie Gornictwo Naftowe i Gazownictwo S.A. | | | 146,430 | |
8,830 | | Powszechna Kasa Oszczednosci Bank Polski S.A.* | | | 87,743 | |
25,310 | | Powszechny Zaklad Ubezpieczen S.A.* | | | 243,992 | |
| | | | | | |
| | | | | 1,246,379 | |
| | | | | | |
| | Russia - 3.4% | |
31,323 | | Gazprom PJSC ADR | | | 238,744 | |
1,606 | | LUKOIL PJSC ADR | | | 148,748 | |
6,018 | | Magnit PJSC GDR | | | 87,291 | |
9,414 | | Magnitogorsk Iron & Steel Works PJSC GDR | | | 101,106 | |
7,139 | | MMC Norilsk Nickel PJSC ADR | | | 243,226 | |
3,467 | | Mobile TeleSystems PJSC ADR | | | 32,104 | |
958 | | Novolipetsk Steel PJSC GDR | | | 30,177 | |
6,225 | | PhosAgro PJSC GDR | | | 125,994 | |
224 | | Polyus PJSC GDR | | | 21,672 | |
15,375 | | Sberbank of Russia PJSC ADR | | | 255,302 | |
9,877 | | Severstal PAO GDR | | | 212,356 | |
| | | | | | |
| | | | | 1,496,720 | |
| | | | | | |
| | South Africa - 2.1% | |
12,974 | | Absa Group Ltd.* | | | 123,318 | |
27,483 | | FirstRand Ltd. | | | 103,147 | |
3,581 | | Kumba Iron Ore Ltd. | | | 160,655 | |
21,613 | | Shoprite Holdings Ltd. | | | 235,281 | |
2,121 | | SPAR Group Ltd. | | | 26,870 | |
9,456 | | Standard Bank Group Ltd. | | | 84,509 | |
20,253 | | Vodacom Group Ltd. | | | 182,648 | |
| | | | | | |
| | | | | 916,428 | |
| | | | | | |
| | South Korea - 16.6% | |
1,174 | | Cheil Worldwide, Inc. | | | 26,219 | |
445 | | Chong Kun Dang Pharmaceutical Corp. | | | 54,136 | |
12 | | CJ CheilJedang Corp. | | | 4,912 | |
376 | | Com2uSCorp | | | 41,301 | |
2,708 | | Daesang Corp. | | | 66,729 | |
9,429 | | Daesung Holdings Co., Ltd. | | | 320,259 | |
2,978 | | Danawa Co., Ltd. | | | 80,390 | |
274 | | DI Dong Il Corp. | | | 47,810 | |
3,058 | | DongKook Pharmaceutical Co., Ltd. | | | 76,576 | |
1,284 | | DoubleUGames Co., Ltd. | | | 67,954 | |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
1,026 | | E-Mart, Inc. | | $ | 145,771 | |
692 | | Gravity Co., Ltd. ADR* | | | 74,957 | |
1,603 | | GS Engineering & Construction Corp. | | | 61,065 | |
1,280 | | Hana Financial Group, Inc. | | | 52,341 | |
11,032 | | Hancom, Inc.* | | | 236,578 | |
3,156 | | Handsome Co., Ltd. | | | 120,366 | |
3,333 | | Hankook Tire & Technology Co., Ltd. | | | 153,013 | |
8,500 | | Hanon Systems | | | 124,917 | |
46 | | Hansol Chemical Co., Ltd. | | | 10,028 | |
3,960 | | Huchems Fine Chemical Corp. | | | 81,932 | |
599 | | Hyundai Glovis Co., Ltd. | | | 111,167 | |
3,997 | | Hyundai Home Shopping Network Corp. | | | 320,853 | |
4,000 | | Hyundai Marine & Fire Insurance Co., Ltd. | | | 90,574 | |
87 | | Hyundai Motor Co. | | | 18,502 | |
7,421 | | INTOPS Co., Ltd. | | | 202,304 | |
21,031 | | JB Financial Group Co., Ltd. | | | 140,624 | |
1,406 | | JoyCity Corp.* | | | 14,483 | |
1,972 | | KC Co., Ltd. | | | 47,280 | |
2,542 | | Kia Motors Corp. | | | 202,249 | |
3,173 | | Kolon Global Corp. | | | 69,030 | |
547 | | KoMiCo Ltd. | | | 34,049 | |
48,412 | | Korea Asset In Trust Co., Ltd. | | | 206,132 | |
1,050 | | Korea Ratings Corp. | | | 82,050 | |
16,982 | | Korean Reinsurance Co. | | | 148,535 | |
1,814 | | KT&G Corp. | | | 135,951 | |
259 | | LEENO Industrial, Inc. | | | 40,363 | |
152 | | LG Chem Ltd. | | | 114,727 | |
2,131 | | LG Electronics, Inc. | | | 309,389 | |
24,163 | | LG Uplus Corp. | | | 329,354 | |
673 | | LOTTE Fine Chemical Co., Ltd. | | | 39,442 | |
6,651 | | Meritz Fire & Marine Insurance Co., Ltd. | | | 120,482 | |
764 | | NAVER Corp. | | | 283,239 | |
41 | | NCSoft Corp. | | | 29,854 | |
774 | | NICE Information Service Co., Ltd. | | | 17,251 | |
328 | | NongShim Co., Ltd. | | | 91,309 | |
334 | | Park Systems Corp. | | | 38,734 | |
2,105 | | Pearl Abyss Corp.* | | | 141,499 | |
148 | | POSCO | | | 45,735 | |
5,581 | | Posco ICT Co., Ltd. | | | 42,422 | |
905 | | S-1 Corp. | | | 65,817 | |
253 | | Samsung Electro-Mechanics Co., Ltd. | | | 39,765 | |
5,363 | | Samsung Electronics Co., Ltd. | | | 384,313 | |
315 | | Samsung SDI Co., Ltd. | | | 195,240 | |
2,397 | | Samsung Securities Co., Ltd. | | | 95,676 | |
768 | | Sebang Global Battery Co., Ltd. | | | 66,151 | |
881 | | Silicon Works Co., Ltd. | | | 95,129 | |
2,997 | | SK Hynix, Inc. | | | 339,313 | |
125 | | SK Materials Co., Ltd. | | | 39,082 | |
1,024 | | SK Telecom Co., Ltd. | | | 290,974 | |
2,352 | | Spigen Korea Co., Ltd. | | | 118,629 | |
10,541 | | Ssangyong Cement Industrial Co., Ltd. | | | 78,158 | |
576 | | Woongjin Coway Co., Ltd. | | | 40,253 | |
1,095 | | Yuhan Corp. | | | 61,355 | |
| | | | | | |
| | | | | 7,224,692 | |
| | | | | | |
| | Taiwan - 18.8% | |
9,000 | | Accton Technology Corp. | | | 106,756 | |
86,000 | | Acer, Inc. | | | 90,437 | |
2,000 | | Advantech Co., Ltd. | | | 24,765 | |
12,000 | | Ardentec Corp. | | | 19,467 | |
26,000 | | Asia Vital Components Co., Ltd. | | | 75,306 | |
21,000 | | Asustek Computer, Inc. | | | 280,000 | |
122,000 | | Chang Wah Electromaterials, Inc. | | | 144,495 | |
161,000 | | Cheng Loong Corp. | | | 280,251 | |
30,000 | | Cheng Uei Precision Industry Co., Ltd. | | | 45,491 | |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
58,431 | | Chicony Electronics Co., Ltd. | | $ | 168,608 | |
6,000 | | Chipbond Technology Corp. | | | 15,505 | |
44,000 | | ChipMOS Technologies, Inc. | | | 75,169 | |
13,000 | | Chung-Hsin Electric & Machinery Manufacturing Corp. | | | 23,702 | |
35,000 | | Chunghwa Telecom Co., Ltd. | | | 143,203 | |
254,000 | | Compal Electronics, Inc. | | | 203,747 | |
107,000 | | Coretronic Corp. | | | 235,410 | |
17,000 | | Delta Electronics, Inc. | | | 184,872 | |
30,000 | | Elite Semiconductor Microelectronics Technology, Inc. | | | 175,505 | |
145,000 | | Elitegroup Computer Systems Co., Ltd.* | | | 114,491 | |
52,000 | | Everlight Electronics Co., Ltd. | | | 98,354 | |
18,000 | | Far EasTone Telecommunications Co., Ltd. | | | 41,734 | |
53,000 | | Feng Hsin Steel Co., Ltd. | | | 154,649 | |
3,000 | | FocalTech Systems Co., Ltd. | | | 24,334 | |
74,000 | | Getac Technology Corp. | | | 146,075 | |
13,000 | | Gold Circuit Electronics Ltd.* | | | 31,214 | |
14,000 | | Great Wall Enterprise Co., Ltd. | | | 30,198 | |
41,000 | | Greatek Electronics, Inc. | | | 115,955 | |
100,224 | | Hon Hai Precision Industry Co., Ltd. | | | 402,874 | |
60,000 | | Inventec Corp. | | | 56,528 | |
15,000 | | Kenda Rubber Industrial Co., Ltd. | | | 21,804 | |
12,000 | | King Yuan Electronics Co., Ltd. | | | 19,338 | |
110,245 | | Lite-On Technology Corp. | | | 227,909 | |
1,000 | | Lotes Co., Ltd. | | | 20,960 | |
7,000 | | Micro-Star International Co., Ltd. | | | 39,569 | |
70,000 | | Nantex Industry Co., Ltd. | | | 360,520 | |
11,000 | | Novatek Microelectronics Corp. | | | 197,003 | |
91,000 | | Pegatron Corp. | | | 224,703 | |
41,000 | | Pou Chen Corp. | | | 57,830 | |
2,000 | | President Chain Store Corp. | | | 18,878 | |
10,000 | | Primax Electronics Ltd. | | | 20,458 | |
213,000 | | Qisda Corp. | | | 235,456 | |
28,000 | | Quanta Computer, Inc. | | | 87,932 | |
21,000 | | Radiant Opto-Electronics Corp. | | | 91,575 | |
202,000 | | Sanyang Motor Co., Ltd. | | | 218,947 | |
74,534 | | Sigurd Microelectronics Corp.* | | | 149,804 | |
2,000 | | Simplo Technology Co., Ltd. | | | 25,769 | |
25,000 | | Sino-American Silicon Products, Inc. | | | 173,172 | |
104,000 | | Synnex Technology International Corp. | | | 189,990 | |
6,000 | | Taiwan Mobile Co., Ltd. | | | 21,965 | |
18,000 | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 384,388 | |
18,000 | | Topco Scientific Co., Ltd. | | | 80,754 | |
104,000 | | Tung Ho Steel Enterprise Corp. | | | 195,962 | |
3,000 | | TXC Corp. | | | 13,567 | |
154,000 | | United Microelectronics Corp. | | | 293,491 | |
11,000 | | Vanguard International Semiconductor Corp. | | | 46,586 | |
76,000 | | Wan Hai Lines Ltd. | | | 875,585 | |
24,000 | | Winbond Electronics Corp. | | | 30,019 | |
132,686 | | Wistron Corp. | | | 147,627 | |
7,000 | | Wistron NeWeb Corp. | | | 19,094 | |
10,000 | | WPG Holdings Ltd. | | | 18,340 | |
86,000 | | YFY, Inc. | | | 141,057 | |
| | | | | | |
| | | | | 8,159,147 | |
| | | | | | |
| | Thailand - 4.8% | |
57,347 | | Advanced Info Service PCL NVDR | | | 305,970 | |
9,000 | | Bangkok Bank PCL NVDR | | | 31,732 | |
142,600 | | Bangkok Dusit Medical Services PCL NVDR | | | 102,334 | |
154,900 | | Bank of Ayudhya plc NVDR | | | 151,034 | |
29,600 | | CP ALL PCL NVDR | | | 55,413 | |
13,600 | | Delta Electronics Thailand PCL NVDR | | | 245,267 | |
64,900 | | Intouch Holdings PCL NVDR | | | 131,622 | |
83,800 | | Krung Thai Bank PCL NVDR | | | 27,977 | |
710,000 | | Noble Development PCL NVDR | | | 162,824 | |
30,000 | | PTT Exploration & Production PCL NVDR | | | 109,516 | |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
Shares or Principal Amount | | | | | Market Value† | |
162,300 | | PTT PCL NVDR | | | | | | $ | 198,761 | |
14,600 | | Siam Cement PCL NVDR | | | | | | | 196,792 | |
112,500 | | Siam Makro PCL NVDR | | | | | | | 130,753 | |
4,800 | | Sri Trang Agro-Industry PCL NVDR | | | | | | | 6,066 | |
245,300 | | Supalai PCL NVDR | | | | | | | 157,665 | |
110,000 | | United Paper PCL NVDR | | | | | | | 72,418 | |
| | | | | | | | | | |
| | | | | | | | | 2,086,144 | |
| | | | | | | | | | |
| | Turkey - 2.9% | | | | | | | | |
14,332 | | AG Anadolu Grubu Holding AS | | | | | | | 35,799 | |
58,987 | | Aksa Enerji Uretim AS* | | | | | | | 78,491 | |
53,719 | | Arcelik A.S. | | | | | | | 184,268 | |
24,402 | | BIM Birlesik Magazalar A.S. | | | | | | | 174,571 | |
144 | | EGE Endustri VE Ticaret AS | | | | | | | 20,042 | |
101,592 | | Enka Insaat ve Sanayi AS | | | | | | | 109,105 | |
176,489 | | Goodyear Lastikleri AS | | | | | | | 136,519 | |
74,298 | | Haci Omer Sabanci Holding AS | | | | | | | 76,030 | |
29,466 | | Iskenderun Demir ve Celik AS | | | | | | | 38,191 | |
2,527 | | Tofas Turk Otomobil Fabrikasi AS | | | | | | | 8,593 | |
161,312 | | Turk Telekomunikasyon AS | | | | | | | 123,293 | |
170,475 | | Turkiye Garanti Bankasi A.S. | | | | | | | 162,871 | |
17,247 | | Vestel Beyaz Esya Sanayi ve Ticaret AS | | | | | | | 89,694 | |
| | | | | | | | | | |
| | | | | | | | | 1,237,467 | |
| | | | | | | | | | |
| | Total Common Stocks (cost $34,545,865) | | | | | | $ | 41,968,291 | |
| | | | | | | | | | |
Preferred Stocks - 2.9% | | | | | | | | |
| | Brazil - 2.4% | | | | | | | | |
56,857 | | Banco Bradesco S.A. | | | | | | | 291,545 | |
36,553 | | Cia de Transmissao de Energia Eletrica Paulista | | | | | | | 182,770 | |
13,180 | | Cia Paranaense de Energia | | | | | | | 15,576 | |
58,571 | | Itau S.A. | | | | | | | 130,149 | |
68,761 | | Itau Unibanco Holding S.A. | | | | | | | 408,358 | |
| | | | | | | | | | |
| | | | | | | | | 1,028,398 | |
| | | | | | | | | | |
| | Chile - 0.5% | | | | | | | | |
38,388 | | Embotelladora Andina S.A. Class B | | | | | | | 89,644 | |
2,994 | | Sociedad Quimica y Minera de Chile S.A. Series B | | | | | | | 142,276 | |
| | | | | | | | | | |
| | | | | | | | | 231,920 | |
| | | | | | | | | | |
| | Total Preferred Stocks (cost $1,013,423) | | | | | | $ | 1,260,318 | |
| | | | | | | | | | |
| | Total Long-Term Investments (cost $35,559,288) | | | | | | $ | 43,228,609 | |
| | | | | | | | | | |
| | Total Investments (cost $35,559,288) | | | 99.4% | | | $ | 43,228,609 | |
| | Other Assets and Liabilities | | | 0.6% | | | | 261,439 | |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 43,490,048 | |
| | | | | | | | | | |
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.
| (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, 2021, the aggregate value of these securities was $1,052,603, representing 2.4% of net assets. |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
|
Long position contracts: | |
MSCI Emerging Market Index Future | | | 3 | | | 09/17/2021 | | $ | 204,720 | | | $ | (369) | |
| | | | | | | | | | | | | | |
Total futures contracts | | | $ | (369) | |
| | | | | | | | | | | | | | |
† 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 |
| | GDR | | Global Depositary Receipt |
| | NVDR | | Non-Voting Depositary Receipt |
| | OTC | | Over-the-Counter |
| | PJSC | | Private Joint Stock Company |
| | PT | | Perseroan Terbatas |
| | | | |
| | |
| | Hartford Multifactor Emerging Markets ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Brazil | | $ | 1,297,727 | | | $ | 1,297,727 | | | $ | — | | | $ | — | |
Cayman Islands | | | 82,457 | | | | 82,457 | | | | — | | | | —�� | |
Chile | | | 750,939 | | | | 750,939 | | | | — | | | | — | |
China | | | 9,184,535 | | | | 9,184,535 | | | | — | | | | — | |
Hong Kong | | | 119,644 | | | | 119,644 | | | | — | | | | — | |
India | | | 2,055,866 | | | | 2,055,866 | | | | — | | | | — | |
Indonesia | | | 1,560,454 | | | | 1,560,454 | | | | — | | | | — | |
Malaysia | | | 1,622,136 | | | | 1,622,136 | | | | — | | | | — | |
Mexico | | | 2,016,834 | | | | 2,016,834 | | | | — | | | | — | |
Philippines | | | 910,722 | | | | 910,722 | | | | — | | | | — | |
Poland | | | 1,246,379 | | | | 1,246,379 | | | | — | | | | — | |
Russia | | | 1,496,720 | | | | 1,496,720 | | | | — | | | | — | |
South Africa | | | 916,428 | | | | 916,428 | | | | — | | | | — | |
South Korea | | | 7,224,692 | | | | 7,224,692 | | | | — | | | | — | |
Taiwan | | | 8,159,147 | | | | 8,159,147 | | | | — | | | | — | |
Thailand | | | 2,086,144 | | | | 2,086,144 | | | | — | | | | — | |
Turkey | | | 1,237,467 | | | | 1,237,467 | | | | — | | | | — | |
Preferred Stocks | | | 1,260,318 | | | | 1,260,318 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 43,228,609 | | | $ | 43,228,609 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Futures Contracts(2) | | $ | (369) | | | $ | (369) | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (369) | | | $ | (369) | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the period ended June 30, 2021, 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 June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 99.5% | |
| | Automobiles & Components - 0.0% | |
117 | | Patrick Industries, Inc. | | $ | 8,541 | |
| | | | | | |
| | Banks - 7.1% | |
660 | | Associated Banc-Corp. | | | 13,517 | |
25 | | Axos Financial, Inc.* | | | 1,160 | |
3,909 | | Bancorp, Inc.* | | | 89,946 | |
179 | | BancorpSouth Bank | | | 5,071 | |
233 | | Banner Corp. | | | 12,631 | |
1,436 | | Capitol Federal Financial, Inc. | | | 16,916 | |
520 | | Cathay General Bancorp | | | 20,467 | |
828 | | Central Pacific Financial Corp. | | | 21,578 | |
261 | | City Holding Co. | | | 19,638 | |
287 | | Community Trust Bancorp, Inc. | | | 11,589 | |
1,723 | | CVB Financial Corp. | | | 35,477 | |
8,618 | | First BanCorp | | | 110,583 | |
2,935 | | First Busey Corp. | | | 72,377 | |
878 | | First Financial Corp. | | | 35,840 | |
1,279 | | First Hawaiian, Inc. | | | 36,247 | |
5,048 | | First Interstate BancSystem, Inc. Class A | | | 211,158 | |
297 | | First Merchants Corp. | | | 12,376 | |
701 | | Fulton Financial Corp. | | | 11,062 | |
22 | | Great Southern Bancorp, Inc. | | | 1,186 | |
530 | | Heartland Financial USA, Inc. | | | 24,905 | |
853 | | Heritage Financial Corp. | | | 21,342 | |
1,399 | | Hilltop Holdings, Inc. | | | 50,924 | |
593 | | HomeStreet, Inc. | | | 24,159 | |
6,535 | | Hope Bancorp, Inc. | | | 92,666 | |
1,400 | | Independent Bank Corp. | | | 34,590 | |
452 | | Lakeland Financial Corp. | | | 27,861 | |
570 | | Meridian Bancorp, Inc. | | | 11,662 | |
296 | | Midland States Bancorp, Inc. | | | 7,776 | |
2,122 | | Mr Cooper Group, Inc.* | | | 70,153 | |
399 | | NBT Bancorp, Inc. | | | 14,352 | |
906 | | Nicolet Bankshares, Inc.* | | | 63,728 | |
2,602 | | Northwest Bancshares, Inc. | | | 35,491 | |
3,132 | | Old National Bancorp | | | 55,154 | |
218 | | Park National Corp. | | | 25,597 | |
479 | | PennyMac Financial Services, Inc. | | | 29,564 | |
193 | | Peoples Bancorp, Inc. | | | 5,717 | |
364 | | Preferred Bank | | | 23,030 | |
192 | | QCR Holdings, Inc. | | | 9,233 | |
541 | | Renasant Corp. | | | 21,640 | |
153 | | ServisFirst Bancshares, Inc. | | | 10,401 | |
1,635 | | Simmons First National Corp. Class A | | | 47,971 | |
196 | | Stock Yards Bancorp, Inc. | | | 9,974 | |
1,410 | | Towne Bank | | | 42,892 | |
581 | | TriCo Bancshares | | | 24,739 | |
930 | | TrustCo Bank Corp. | | | 31,973 | |
1,838 | | Trustmark Corp. | | | 56,610 | |
260 | | UMB Financial Corp. | | | 24,196 | |
467 | | Univest Financial Corp. | | | 12,315 | |
856 | | Walker & Dunlop, Inc. | | | 89,349 | |
310 | | Washington Federal, Inc. | | | 9,852 | |
166 | | Washington Trust Bancorp, Inc. | | | 8,524 | |
2,279 | | Waterstone Financial, Inc. | | | 44,805 | |
| | | | | | |
| | | | | 1,801,964 | |
| | | | | | |
| | Capital Goods - 7.8% | |
247 | | Alamo Group, Inc. | | | 37,712 | |
9,989 | | Alpha Pro Tech Ltd.*(1) | | | 85,606 | |
427 | | Ameresco, Inc. Class A* | | | 26,781 | |
816 | | Applied Industrial Technologies, Inc. | | | 74,305 | |
2,408 | | Atkore International Group, Inc* | | | 170,968 | |
2,340 | | BlueLinx Holdings, Inc.* | | | 117,655 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
869 | | Boise Cascade Co. | | $ | 50,706 | |
932 | | Comfort Systems USA, Inc. | | | 73,432 | |
1,218 | | Federal Signal Corp. | | | 49,000 | |
908 | | Global Industrial Co. | | | 33,333 | |
3,726 | | GMS, Inc.* | | | 179,370 | |
4,892 | | Great Lakes Dredge & Dock Corp.* | | | 71,472 | |
934 | | Greenbrier Cos., Inc. | | | 40,704 | |
1,165 | | IES Holdings, Inc.* | | | 59,834 | |
248 | | Kadant, Inc. | | | 43,670 | |
455 | | McGrath Rent Corp. | | | 37,114 | |
5,164 | | Meritor, Inc.* | | | 120,941 | |
1,749 | | Miller Industries, Inc. | | | 68,981 | |
2,459 | | MSC Industrial Direct Co., Inc. Class A | | | 220,646 | |
3,414 | | MYR Group, Inc.* | | | 310,401 | |
569 | | National Presto Industries, Inc. | | | 57,839 | |
481 | | Primoris Services Corp. | | | 14,156 | |
1,179 | | Sterling Construction Co., Inc.* | | | 28,449 | |
337 | | Trinity Industries, Inc. | | | 9,062 | |
| | | | | | |
| | | | | 1,982,137 | |
| | | | | | |
| | Commercial & Professional Services - 3.9% | |
222 | | Barrett Business Services, Inc. | | | 16,119 | |
1,943 | | Brady Corp. Class A | | | 108,886 | |
491 | | CBIZ, Inc.* | | | 16,090 | |
4,013 | | Ennis, Inc. | | | 86,360 | |
1,458 | | Healthcare Services Group, Inc. | | | 46,029 | |
1,797 | | Herman Miller, Inc. | | | 84,711 | |
2,137 | | HNI Corp. | | | 93,964 | |
1,398 | | Kforce, Inc. | | | 87,976 | |
4,100 | | Kimball International, Inc. Class B | | | 53,915 | |
723 | | ManTech International Corp. Class A | | | 62,568 | |
4,358 | | Resources Connection, Inc. | | | 62,581 | |
8,451 | | Steelcase, Inc. Class A | | | 127,695 | |
894 | | TriNet Group, Inc.* | | | 64,797 | |
347 | | UniFirst Corp. | | | 81,420 | |
| | | | | | |
| | | | | 993,111 | |
| | | | | | |
| | Consumer Durables & Apparel - 3.4% | |
945 | | Acushnet Holdings Corp. | | | 46,683 | |
2,430 | | Escalade, Inc. | | | 55,769 | |
5,110 | | Ethan Allen Interiors, Inc. | | | 141,036 | |
3,351 | | Green Brick Partners, Inc.* | | | 76,202 | |
836 | | Johnson Outdoors, Inc. Class A | | | 101,156 | |
6,172 | | Lakeland Industries, Inc.* | | | 137,821 | |
636 | | Malibu Boats, Inc. Class A* | | | 46,638 | |
375 | | MDC Holdings, Inc. | | | 18,975 | |
1,693 | | Nautilus, Inc.* | | | 28,527 | |
1,848 | | Sturm Ruger & Co., Inc. | | | 166,283 | |
41 | | Superior Group of Cos., Inc. | | | 980 | |
1,020 | | Tupperware Brands Corp.* | | | 24,225 | |
1,010 | | Vera Bradley, Inc.* | | | 12,514 | |
323 | | Vista Outdoor, Inc.* | | | 14,948 | |
| | | | | | |
| | | | | 871,757 | |
| | | | | | |
| | Consumer Services - 1.4% | |
3,635 | | American Public Education, Inc.* | | | 103,016 | |
1,950 | | H&R Block, Inc. | | | 45,786 | |
5,924 | | Perdoceo Education Corp.* | | | 72,687 | |
4,229 | | Stride, Inc.* | | | 135,878 | |
| | | | | | |
| | | | | 357,367 | |
| | | | | | |
| | Diversified Financials - 3.1% | |
2,030 | | Artisan Partners Asset Management, Inc. Class A | | | 103,165 | |
464 | | B. Riley Financial, Inc. | | | 35,032 | |
494 | | Cannae Holdings, Inc.* | | | 16,752 | |
1,823 | | Cowen, Inc. Class A | | | 74,834 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
377 | | Diamond Hill Investment Group, Inc. | | $ | 63,076 | |
2,938 | | Donnelley Financial Solutions, Inc.* | | | 96,954 | |
1,861 | | Houlihan Lokey, Inc. | | | 152,211 | |
659 | | Moelis & Co. Class A | | | 37,490 | |
401 | | Oppenheimer Holdings, Inc. Class A | | | 20,387 | |
245 | | PRA Group, Inc.* | | | 9,425 | |
104 | | Regional Management Corp. | | | 4,840 | |
1,542 | | StoneX Group, Inc.* | | | 93,553 | |
3,364 | | Virtu Financial, Inc. Class A | | | 92,947 | |
| | | | | | |
| | | | | 800,666 | |
| | | | | | |
| | Energy - 3.5% | |
1,307 | | Bonanza Creek Energy, Inc. | | | 61,520 | |
466 | | Centrus Energy Corp. Class A* | | | 11,827 | |
18,372 | | Clean Energy Fuels Corp.* | | | 186,476 | |
37,998 | | DHT Holdings, Inc. | | | 246,607 | |
7,141 | | National Energy Services Reunited Corp.* | | | 101,759 | |
2,823 | | Renewable Energy Group, Inc.* | | | 175,986 | |
580 | | Solaris Oilfield Infrastructure, Inc. Class A | | | 5,649 | |
9,743 | | W&T Offshore, Inc.* | | | 47,254 | |
1,862 | | World Fuel Services Corp. | | | 59,081 | |
| | | | | | |
| | | | | 896,159 | |
| | | | | | |
| | Food & Staples Retailing - 2.5% | |
3,236 | | Ingles Markets, Inc. Class A | | | 188,562 | |
192 | | PriceSmart, Inc. | | | 17,474 | |
4,038 | | SpartanNash Co. | | | 77,974 | |
8,152 | | Sprouts Farmers Market, Inc.* | | | 202,577 | |
388 | | United Natural Foods, Inc.* | | | 14,348 | |
2,845 | | Weis Markets, Inc. | | | 146,973 | |
| | | | | | |
| | | | | 647,908 | |
| | | | | | |
| | Food, Beverage & Tobacco - 1.7% | |
130 | | Coca-Cola Consolidated, Inc. | | | 52,277 | |
1,500 | | John B Sanfilippo & Son, Inc. | | | 132,855 | |
1 | | Mehadrin Ltd.* | | | 30 | |
955 | | National Beverage Corp. | | | 45,105 | |
556 | | Pilgrim’s Pride Corp.* | | | 12,332 | |
804 | | Universal Corp. | | | 45,804 | |
10,247 | | Vector Group Ltd. | | | 144,892 | |
| | | | | | |
| | | | | 433,295 | |
| | | | | | |
| | Health Care Equipment & Services - 10.9% | |
963 | | Acadia Healthcare Co., Inc.* | | | 60,428 | |
1,179 | | Addus HomeCare Corp.* | | | 102,856 | |
7,208 | | Allscripts Healthcare Solutions, Inc.* | | | 133,420 | |
2,150 | | AMN Healthcare Services, Inc.* | | | 208,507 | |
1,447 | | Apollo Medical Holdings, Inc.* | | | 90,886 | |
14 | | Atrion Corp. | | | 8,693 | |
1,722 | | Avanos Medical, Inc.* | | | 62,629 | |
38 | | BioLife Solutions, Inc.* | | | 1,691 | |
841 | | CareCloud, Inc.* | | | 7,081 | |
6,418 | | Co-Diagnostics, Inc.* | | | 52,949 | |
855 | | Computer Programs & Systems, Inc. | | | 28,412 | |
402 | | Corvel Corp.* | | | 53,989 | |
919 | | Fulgent Genetics, Inc.* | | | 84,759 | |
1,075 | | Hanger, Inc.* | | | 27,176 | |
554 | | ICU Medical, Inc.* | | | 114,013 | |
5,084 | | InfuSystem Holdings, Inc.* | | | 105,696 | |
2,807 | | Inovalon Holdings, Inc. Class A* | | | 95,663 | |
619 | | Integer Holdings Corp.* | | | 58,310 | |
1,231 | | Joint Corp.* | | | 103,306 | |
362 | | LeMaitre Vascular, Inc. | | | 22,089 | |
1,681 | | Magellan Health, Inc.* | | | 158,350 | |
10,946 | | Meridian Bioscience, Inc.* | | | 242,782 | |
763 | | Merit Medical Systems, Inc.* | | | 49,336 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
882 | | ModivCare, Inc.* | | $ | 150,002 | |
840 | | National HealthCare Corp. | | | 58,716 | |
2,043 | | NextGen Healthcare, Inc.* | | | 33,893 | |
5,113 | | OraSure Technologies, Inc.* | | | 51,846 | |
1,410 | | Orthofix Medical, Inc.* | | | 56,555 | |
3,299 | | Owens & Minor, Inc. | | | 139,647 | |
3,350 | | Patterson Cos., Inc. | | | 101,807 | |
3,634 | | Select Medical Holdings Corp. | | | 153,573 | |
274 | | Simulations Plus, Inc. | | | 15,045 | |
739 | | STAAR Surgical Co.* | | | 112,697 | |
2,615 | | Zynex, Inc.* | | | 40,611 | |
| | | | | | |
| | | | | 2,787,413 | |
| | | | | | |
| | Household & Personal Products - 1.3% | |
1,178 | | Central Garden & Pet Co. Class A* | | | 56,897 | |
1,915 | | Nu Skin Enterprises, Inc. Class A | | | 108,485 | |
1,589 | | USANA Health Sciences, Inc.* | | | 162,761 | |
| | | | | | |
| | | | | 328,143 | |
| | | | | | |
| | Insurance - 4.5% | |
351 | | American Equity Investment Life Holding Co. | | | 11,344 | |
1,346 | | American National Group, Inc. | | | 199,948 | |
1,164 | | AMERISAFE, Inc. | | | 69,479 | |
7,350 | | CNO Financial Group, Inc. | | | 173,607 | |
1,917 | | Employers Holdings, Inc. | | | 82,048 | |
1,244 | | HCI Group, Inc. | | | 123,691 | |
2,314 | | Horace Mann Educators Corp. | | | 86,590 | |
3,181 | | Mercury General Corp. | | | 206,606 | |
1,218 | | Safety Insurance Group, Inc. | | | 95,345 | |
1,914 | | Stewart Information Services Corp. | | | 108,505 | |
| | | | | | |
| | | | | 1,157,163 | |
| | | | | | |
| | Materials - 4.1% | |
3,494 | | Commercial Metals Co. | | | 107,336 | |
1,255 | | Domtar Corp.* | | | 68,975 | |
4,167 | | FutureFuel Corp. | | | 40,003 | |
2,368 | | Greif, Inc. Class A | | | 143,382 | |
300 | | Hawkins, Inc. | | | 9,825 | |
481 | | Kaiser Aluminum Corp. | | | 59,399 | |
1,810 | | Kronos Worldwide, Inc. | | | 25,919 | |
662 | | Mesabi Trust | | | 23,435 | |
1,542 | | Myers Industries, Inc. | | | 32,382 | |
2,238 | | Ryerson Holding Corp.* | | | 32,675 | |
3,182 | | Schnitzer Steel Industries, Inc. Class A | | | 156,077 | |
2,574 | | Schweitzer-Mauduit International, Inc. | | | 103,938 | |
2,044 | | Silgan Holdings, Inc. | | | 84,826 | |
347 | | Stepan Co. | | | 41,734 | |
2,367 | | Tredegar Corp. | | | 32,593 | |
1,449 | | Worthington Industries, Inc. | | | 88,650 | |
| | | | | | |
| | | | | 1,051,149 | |
| | | | | | |
| | Media & Entertainment - 2.6% | |
3,094 | | AMC Networks, Inc. Class A* | | | 206,679 | |
9,563 | | Angi, Inc. Class A* | | | 129,292 | |
3,390 | | John Wiley & Sons, Inc. Class A | | | 204,010 | |
8,917 | | MSG Networks, Inc. Class A* | | | 130,010 | |
| | | | | | |
| | | | | 669,991 | |
| | | | | | |
| | Pharmaceuticals, Biotechnology & Life Sciences - 6.8% | |
4,735 | | Amphastar Pharmaceuticals, Inc.* | | | 95,458 | |
1,126 | | Anika Therapeutics, Inc.* | | | 48,745 | |
3,289 | | BioDelivery Sciences International, Inc.* | | | 11,775 | |
35,476 | | Catalyst Pharmaceuticals, Inc.* | | | 203,987 | |
6,832 | | Coherus Biosciences, Inc.* | | | 94,487 | |
1,344 | | Collegium Pharmaceutical, Inc.* | | | 31,772 | |
9,511 | | Corcept Therapeutics, Inc.* | | | 209,242 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
673 | | Eagle Pharmaceuticals, Inc.* | | $ | 28,804 | |
9,912 | | Ironwood Pharmaceuticals, Inc.* | | | 127,567 | |
1,788 | | Luminex Corp. | | | 65,798 | |
416 | | Pacira BioSciences, Inc.* | | | 25,243 | |
5,462 | | Phibro Animal Health Corp. Class A | | | 157,743 | |
1,775 | | Prestige Consumer Healthcare, Inc.* | | | 92,478 | |
11,323 | | SIGA Technologies, Inc.* | | | 71,108 | |
6,042 | | Supernus Pharmaceuticals, Inc.* | | | 186,033 | |
13,325 | | Vanda Pharmaceuticals, Inc.* | | | 286,621 | |
1,642 | | Voyager Therapeutics, Inc.* | | | 6,781 | |
| | | | | | |
| | | | | 1,743,642 | |
| | | | | | |
| | Real Estate - 6.5% | |
19,383 | | Apartment Investment and Management Co. Class A, REIT | | | 130,060 | |
9,886 | | Bluerock Residential Growth REIT, Inc. | | | 100,541 | |
5,911 | | Brandywine Realty Trust REIT | | | 81,040 | |
2,706 | | Brookfield Property, Inc. Class A, REIT | | | 51,116 | |
1,606 | | Centerspace REIT | | | 126,713 | |
1,526 | | City Office, Inc. REIT | | | 18,968 | |
826 | | Corporate Office Properties Trust REIT | | | 23,120 | |
2,641 | | Easterly Government Properties, Inc. REIT | | | 55,672 | |
8,477 | | Equity Commonwealth REIT | | | 222,097 | |
1,630 | | eXp World Holdings, Inc.* | | | 63,195 | |
5,007 | | Farmland Partners, Inc. REIT | | | 60,334 | |
4,151 | | Forestar Group, Inc.* | | | 86,797 | |
16,871 | | Geo Group, Inc. REIT(1) | | | 120,122 | |
582 | | Getty Realty Corp. REIT | | | 18,129 | |
2,924 | | Independence Realty Trust, Inc. REIT | | | 53,305 | |
996 | | Industrial Logistics Properties Trust REIT | | | 26,036 | |
1,694 | | iStar, Inc. REIT | | | 35,117 | |
529 | | Kennedy-Wilson Holdings, Inc. | | | 10,511 | |
454 | | LTC Properties, Inc. REIT | | | 17,429 | |
2,534 | | Marcus & Millichap, Inc. REIT* | | | 98,497 | |
207 | | NexPoint Residential Trust, Inc. REIT | | | 11,381 | |
3,494 | | Piedmont Office Realty Trust, Inc. Class A, REIT | | | 64,534 | |
2,331 | | RMR Group, Inc. REIT | | | 90,070 | |
3,379 | | RPT Realty REIT | | | 43,859 | |
3,650 | | Sunstone Hotel Investors, Inc. REIT* | | | 45,333 | |
| | | | | | |
| | | | | 1,653,976 | |
| | | | | | |
| | Retailing - 10.1% | |
4,569 | | 1-800-Flowers.com, Inc. Class A* | | | 145,614 | |
3,313 | | Abercrombie & Fitch Co. Class A* | | | 153,823 | |
116 | | America’s Car-Mart, Inc.* | | | 16,440 | |
392 | | American Eagle Outfitters, Inc. | | | 14,712 | |
571 | | Asbury Automotive Group, Inc.* | | | 97,852 | |
1,357 | | AutoNation, Inc.* | | | 128,657 | |
2,590 | | Big 5 Sporting Goods Corp. | | | 66,511 | |
3,739 | | Big Lots, Inc. | | | 246,811 | |
4,504 | | Buckle, Inc. | | | 224,074 | |
506 | | Citi Trends, Inc.* | | | 44,022 | |
959 | | Core-Mark Holding Co., Inc. | | | 43,165 | |
2,834 | | Haverty Furniture Cos., Inc. | | | 121,182 | |
3,638 | | Hibbett Sports, Inc.* | | | 326,074 | |
91 | | Lumber Liquidators Holdings, Inc.* | | | 1,920 | |
1,450 | | MarineMax, Inc.* | | | 70,673 | |
558 | | Murphy USA, Inc. | | | 74,420 | |
285 | | Nordstrom, Inc.* | | | 10,422 | |
971 | | ODP Corp.* | | | 46,618 | |
1,684 | | PetMed Express, Inc. | | | 53,635 | |
3,999 | | Rent-A-Center, Inc. | | | 212,227 | |
8,736 | | Sally Beauty Holdings, Inc.* | | | 192,804 | |
114 | | Shutterstock, Inc. | | | 11,191 | |
141 | | Sleep Number Corp.* | | | 15,503 | |
8,736 | | Sportsman’s Warehouse Holdings, Inc.* | | | 155,239 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
41 | | TravelCenters of America, Inc.* | | $ | 1,199 | |
205 | | Urban Outfitters, Inc.* | | | 8,450 | |
2,085 | | Zumiez, Inc.* | | | 102,144 | |
| | | | | | |
| | | | | 2,585,382 | |
| | | | | | |
| | Semiconductors & Semiconductor Equipment - 2.6% | |
7,181 | | Amkor Technology, Inc. | | | 169,974 | |
490 | | Axcelis Technologies, Inc.* | | | 19,806 | |
2,781 | | Diodes, Inc.* | | | 221,840 | |
2,612 | | FormFactor, Inc.* | | | 95,234 | |
3,000 | | NeoPhotonics Corp.* | | | 30,630 | |
8,231 | | Photronics, Inc.* | | | 108,731 | |
91 | | Synaptics, Inc.* | | | 14,158 | |
| | | | | | |
| | | | | 660,373 | |
| | | | | | |
| | Software & Services - 3.2% | |
477 | | Appfolio, Inc. Class A* | | | 67,352 | |
2,795 | | CSG Systems International, Inc. | | | 131,868 | |
595 | | Evertec, Inc. | | | 25,972 | |
466 | | ExlService Holdings, Inc.* | | | 49,517 | |
5,421 | | Sykes Enterprises, Inc.* | | | 291,108 | |
3,582 | | Teradata Corp.* | | | 178,993 | |
814 | | TTEC Holdings, Inc. | | | 83,915 | |
| | | | | | |
| | | | | 828,725 | |
| | | | | | |
| | Technology Hardware & Equipment - 6.9% | |
3,285 | | Aviat Networks, Inc.* | | | 107,649 | |
1,579 | | ePlus, Inc.* | | | 136,884 | |
1,745 | | Fabrinet* | | | 167,293 | |
2,754 | | Insight Enterprises, Inc.* | | | 275,428 | |
351 | | Kimball Electronics, Inc.* | | | 7,631 | |
2,406 | | Methode Electronics, Inc. | | | 118,399 | |
2,055 | | NETGEAR, Inc.* | | | 78,748 | |
776 | | OSI Systems, Inc.* | | | 78,873 | |
971 | | PC Connection, Inc. | | | 44,928 | |
1,681 | | Plexus Corp.* | | | 153,660 | |
3,509 | | Sanmina Corp.* | | | 136,711 | |
3,197 | | Super Micro Computer, Inc.* | | | 112,470 | |
181 | | SYNNEX Corp. | | | 22,039 | |
1,347 | | Turtle Beach Corp.* | | | 42,996 | |
3,546 | | Vishay Intertechnology, Inc. | | | 79,962 | |
2,267 | | Vishay Precision Group, Inc.* | | | 77,169 | |
5,215 | | Xerox Holdings Corp. | | | 122,500 | |
| | | | | | |
| | | | | 1,763,340 | |
| | | | | | |
| | Telecommunication Services - 2.5% | |
4,517 | | Consolidated Communications Holdings, Inc.* | | | 39,705 | |
9,226 | | IDT Corp. Class B* | | | 340,993 | |
2,458 | | Telephone & Data Systems, Inc. | | | 55,698 | |
5,346 | | United States Cellular Corp.* | | | 194,113 | |
| | | | | | |
| | | | | 630,509 | |
| | | | | | |
| | Transportation - 1.8% | |
520 | | Air Transport Services Group, Inc.* | | | 12,080 | |
1,501 | | Hub Group, Inc. Class A* | | | 99,036 | |
1,984 | | Marten Transport Ltd. | | | 32,716 | |
7,777 | | Radiant Logistics, Inc.* | | | 53,895 | |
494 | | Ryder System, Inc. | | | 36,719 | |
3,156 | | Schneider National, Inc. Class B | | | 68,706 | |
1,188 | | Universal Logistics Holdings, Inc. | | | 27,680 | |
2,819 | | Werner Enterprises, Inc. | | | 125,502 | |
| | | | | | |
| | | | | 456,334 | |
| | | | | | |
| | Utilities - 1.3% | |
568 | | Avista Corp. | | | 24,237 | |
127 | | Chesapeake Utilities Corp. | | | 15,282 | |
1,424 | | Clearway Energy, Inc. | | | 37,708 | |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
Shares or Principal Amount | | | | | Market Value† | |
762 | | Hawaiian Electric Industries, Inc. | | | | | | $ | 32,217 | |
153 | | MGE Energy, Inc. | | | | | | | 11,389 | |
166 | | Northwest Natural Holding Co. | | | | | | | 8,718 | |
684 | | Otter Tail Corp. | | | | | | | 33,386 | |
248 | | Portland General Electric Co. | | | | | | | 11,428 | |
260 | | Southwest Gas Holdings, Inc. | | | | | | | 17,209 | |
7,930 | | Spark Energy, Inc. Class A | | | | | | | 89,847 | |
1,037 | | Unitil Corp. | | | | | | | 54,930 | |
| | | | | | | | | | |
| | | | | | | | | 336,351 | |
| | | | | | | | | | |
| | Total Common Stocks (cost $24,333,880) | | | | | | $ | 25,445,396 | |
| | | | | | | | | | |
Short-Term Investments - 0.5% | |
| | Securities Lending Collateral - 0.5% | |
20,299 | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | | | | | | | 20,299 | |
105,260 | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) | | | | | | | 105,260 | |
5,345 | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) | | | | | | | 5,345 | |
| | | | | | | | | | |
| | | | | | | | | 130,904 | |
| | | | | | | | | | |
| | Total Short-Term Investments (cost $130,904) | | | | | | $ | 130,904 | |
| | | | | | | | | | |
| | Total Investments (cost $24,464,784) | | | 100.0% | | | $ | 25,576,300 | |
| | Other Assets and Liabilities | | | 0.0% | | | | (12,424 | ) |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 25,563,876 | |
| | | | | | | | | | |
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.
| (1) | Represents entire or partial securities on loan. |
| (2) | Current yield as of period end. |
| | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
|
Long position contracts: | |
E-Mini Russell 2000 | | | 1 | | | 09/17/2021 | | $ | 115,390 | | | $ | 106 | |
| | | | | | | | | | | | | | |
Total futures contracts | | | $ | 106 | |
| | | | | | | | | | | | | | |
| † | 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: | | |
| | REIT | | Real Estate Investment Trust |
| | | | |
| | |
| | Hartford Multifactor Small Cap ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
|
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 8,541 | | | $ | 8,541 | | | $ | — | | | $ | — | |
Banks | | | 1,801,964 | | | | 1,801,964 | | | | — | | | | — | |
Capital Goods | | | 1,982,137 | | | | 1,982,137 | | | | — | | | | — | |
Commercial & Professional Services | | | 993,111 | | | | 993,111 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 871,757 | | | | 871,757 | | | | — | | | | — | |
Consumer Services | | | 357,367 | | | | 357,367 | | | | — | | | | — | |
Diversified Financials | | | 800,666 | | | | 800,666 | | | | — | | | | — | |
Energy | | | 896,159 | | | | 896,159 | | | | — | | | | — | |
Food & Staples Retailing | | | 647,908 | | | | 647,908 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 433,295 | | | | 433,295 | | | | — | | | | — | |
Health Care Equipment & Services | | | 2,787,413 | | | | 2,787,413 | | | | — | | | | — | |
Household & Personal Products | | | 328,143 | | | | 328,143 | | | | — | | | | — | |
Insurance | | | 1,157,163 | | | | 1,157,163 | | | | — | | | | — | |
Materials | | | 1,051,149 | | | | 1,051,149 | | | | — | | | | — | |
Media & Entertainment | | | 669,991 | | | | 669,991 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 1,743,642 | | | | 1,743,642 | | | | — | | | | — | |
Real Estate | | | 1,653,976 | | | | 1,653,976 | | | | — | | | | — | |
Retailing | | | 2,585,382 | | | | 2,585,382 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 660,373 | | | | 660,373 | | | | — | | | | — | |
Software & Services | | | 828,725 | | | | 828,725 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 1,763,340 | | | | 1,763,340 | | | | — | | | | — | |
Telecommunication Services | | | 630,509 | | | | 630,509 | | | | — | | | | — | |
Transportation | | | 456,334 | | | | 456,334 | | | | — | | | | — | |
Utilities | | | 336,351 | | | | 336,351 | | | | — | | | | — | |
Short-Term Investments | | | 130,904 | | | | 130,904 | | | | — | | | | — | |
Futures Contracts(2) | | | 106 | | | | 106 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 25,576,406 | | | $ | 25,576,406 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the period ended June 30, 2021, 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 US Equity ETF | | |
| | Schedule of Investments June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
Common Stocks - 99.6% | |
| | Automobiles & Components - 0.6% | |
653 | | Autoliv, Inc. | | $ | 63,837 | |
17,522 | | General Motors Co.* | | | 1,036,777 | |
20,881 | | Gentex Corp. | | | 690,953 | |
916 | | Tesla, Inc.* | | | 622,605 | |
| | | | | | |
| | | | | 2,414,172 | |
| | | | | | |
| | Banks - 2.4% | | | | |
68,358 | | Bank of America Corp. | | | 2,818,400 | |
7,733 | | Bank OZK | | | 326,023 | |
3,429 | | East West Bancorp, Inc. | | | 245,825 | |
18,827 | | JP Morgan Chase & Co. | | | 2,928,352 | |
1,429 | | M&T Bank Corp. | | | 207,648 | |
27,344 | | People’s United Financial, Inc. | | | 468,676 | |
3,484 | | PNC Financial Services Group, Inc. | | | 664,608 | |
3,004 | | Prosperity Bancshares, Inc. | | | 215,687 | |
1,327 | | SVB Financial Group* | | | 738,383 | |
3,902 | | U.S. Bancorp | | | 222,297 | |
14,880 | | Valley National Bancorp | | | 199,839 | |
6,141 | | Zions Bancorp NA | | | 324,613 | |
| | | | | | |
| | | | | 9,360,351 | |
| | | | | | |
| | Capital Goods - 4.4% | | | | |
5,870 | | 3M Co. | | | 1,165,958 | |
14,829 | | A.O. Smith Corp. | | | 1,068,578 | |
2,696 | | Advanced Drainage Systems, Inc. | | | 314,273 | |
1,932 | | AGCO Corp. | | | 251,894 | |
1,589 | | Carlisle Cos., Inc. | | | 304,103 | |
2,352 | | Caterpillar, Inc. | | | 511,866 | |
5,126 | | Cummins, Inc. | | | 1,249,770 | |
1,410 | | Deere & Co. | | | 497,321 | |
3,061 | | Eaton Corp. plc | | | 453,579 | |
2,891 | | Emerson Electric Co. | | | 278,230 | |
20,393 | | Fastenal Co. | | | 1,060,436 | |
2,301 | | Generac Holdings, Inc.* | | | 955,260 | |
12,417 | | Graco, Inc. | | | 939,967 | |
2,097 | | Honeywell International, Inc. | | | 459,977 | |
1,496 | | Johnson Controls International plc | | | 102,671 | |
4,017 | | Lincoln Electric Holdings, Inc. | | | 529,079 | |
12,983 | | Quanta Services, Inc. | | | 1,175,870 | |
1,120 | | Regal-Beloit Corp. | | | 149,531 | |
3,026 | | Snap-on, Inc. | | | 676,099 | |
612 | | Timken Co. | | | 49,321 | |
10,462 | | Toro Co. | | | 1,149,565 | |
3,289 | | Trane Technologies plc | | | 605,636 | |
2,660 | | Valmont Industries, Inc. | | | 627,893 | |
3,897 | | Watsco, Inc. | | | 1,117,036 | |
3,672 | | WW Grainger, Inc. | | | 1,608,336 | |
1,490 | | Xylem, Inc. | | | 178,740 | |
| | | | | | |
| | | | | 17,480,989 | |
| | | | | | |
| | Commercial & Professional Services - 1.5% | | | | |
21,628 | | Booz Allen Hamilton Holding Corp. | | | 1,842,273 | |
4,221 | | CACI International, Inc. Class A* | | | 1,076,861 | |
5,871 | | Jacobs Engineering Group, Inc. | | | 783,309 | |
686 | | Leidos Holdings, Inc. | | | 69,355 | |
2,069 | | ManpowerGroup, Inc. | | | 246,025 | |
1,937 | | Republic Services, Inc. | | | 213,089 | |
5,167 | | Robert Half International, Inc. | | | 459,708 | |
23,280 | | Rollins, Inc. | | | 796,176 | |
224 | | Verisk Analytics, Inc. | | | 39,137 | |
1,834 | | Waste Management, Inc. | | | 256,962 | |
| | | | | | |
| | | | | 5,782,895 | |
| | | | | | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
| | Consumer Durables & Apparel - 2.2% | |
1,415 | | Deckers Outdoor Corp.* | | $ | 543,459 | |
11,267 | | Garmin Ltd. | | | 1,629,659 | |
3,042 | | Helen of Troy Ltd.* | | | 693,941 | |
22,283 | | Mattel, Inc.* | | | 447,888 | |
1,334 | | Mohawk Industries, Inc.* | | | 256,382 | |
27,010 | | NIKE, Inc. Class B | | | 4,172,775 | |
260 | | VF Corp. | | | 21,330 | |
3,250 | | Whirlpool Corp. | | | 708,565 | |
| | | | | | |
| | | | | 8,473,999 | |
| | | | | | |
| | Consumer Services - 0.9% | | | | |
5,152 | | Domino’s Pizza, Inc. | | | 2,403,357 | |
4,768 | | Starbucks Corp. | | | 533,110 | |
1,074 | | Vail Resorts, Inc.* | | | 339,942 | |
2,350 | | Yum! Brands, Inc. | | | 270,321 | |
| | | | | | |
| | | | | 3,546,730 | |
| | | | | | |
| | Diversified Financials - 3.1% | | | | |
384 | | Ameriprise Financial, Inc. | | | 95,570 | |
15,110 | | Berkshire Hathaway, Inc. Class B* | | | 4,199,371 | |
388 | | BlackRock, Inc. | | | 339,488 | |
13,191 | | Charles Schwab Corp. | | | 960,437 | |
2,666 | | Evercore, Inc. Class A | | | 375,293 | |
30,804 | | Franklin Resources, Inc. | | | 985,420 | |
390 | | Intercontinental Exchange, Inc. | | | 46,293 | |
49,599 | | Invesco Ltd. | | | 1,325,781 | |
34,551 | | Jefferies Financial Group, Inc. | | | 1,181,644 | |
3,368 | | Morgan Stanley | | | 308,812 | |
8,336 | | Raymond James Financial, Inc. | | | 1,082,847 | |
57,051 | | SLM Corp. | | | 1,194,648 | |
2,566 | | Synchrony Financial | | | 124,502 | |
| | | | | | |
| | | | | 12,220,106 | |
| | | | | | |
| | Energy - 1.3% | | | | |
90,952 | | Cabot Oil & Gas Corp. | | | 1,588,022 | |
10,614 | | Cheniere Energy, Inc.* | | | 920,658 | |
37,910 | | Exxon Mobil Corp. | | | 2,391,363 | |
| | | | | | |
| | | | | 4,900,043 | |
| | | | | | |
| | Food & Staples Retailing - 2.5% | | | | |
2,887 | | Casey’s General Stores, Inc. | | | 561,926 | |
3,407 | | Costco Wholesale Corp. | | | 1,348,048 | |
81,016 | | Kroger Co. | | | 3,103,723 | |
34,475 | | Walmart, Inc. | | | 4,861,664 | |
| | | | | | |
| | | | | 9,875,361 | |
| | | | | | |
| | Food, Beverage & Tobacco - 3.2% | | | | |
14,771 | | Archer-Daniels-Midland Co. | | | 895,123 | |
518 | | Boston Beer Co., Inc. Class A* | | | 528,774 | |
14,322 | | Bunge Ltd. | | | 1,119,264 | |
1,604 | | Campbell Soup Co. | | | 73,126 | |
29,009 | | Coca-Cola Co. | | | 1,569,677 | |
3,930 | | Conagra Brands, Inc. | | | 142,973 | |
4,651 | | Darling Ingredients, Inc.* | | | 313,943 | |
52,006 | | Flowers Foods, Inc. | | | 1,258,545 | |
17,119 | | General Mills, Inc. | | | 1,043,061 | |
711 | | Hershey Co. | | | 123,842 | |
14,110 | | JM Smucker Co. | | | 1,828,233 | |
5,848 | | Kellogg Co. | | | 376,202 | |
20,624 | | PepsiCo., Inc. | | | 3,055,858 | |
3,007 | | Philip Morris International, Inc. | | | 298,024 | |
| | | | | | |
| | | | | 12,626,645 | |
| | | | | | |
| | Health Care Equipment & Services - 6.6% | | | | |
22,274 | | Abbott Laboratories | | | 2,582,225 | |
55 | | Align Technology, Inc.* | | | 33,605 | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
5,928 | | Amedisys, Inc.* | | $ | 1,451,945 | |
1,878 | | Anthem, Inc. | | | 717,020 | |
10,200 | | Cardinal Health, Inc. | | | 582,318 | |
1,106 | | Centene Corp.* | | | 80,661 | |
8,071 | | Cerner Corp. | | | 630,829 | |
14,058 | | CVS Health Corp. | | | 1,173,000 | |
22,587 | | DaVita, Inc.* | | | 2,720,152 | |
10,864 | | Globus Medical, Inc. Class A* | | | 842,286 | |
866 | | Haemonetics Corp.* | | | 57,710 | |
9,835 | | Henry Schein, Inc.* | | | 729,659 | |
6,190 | | Hologic, Inc.* | | | 412,997 | |
1,587 | | IDEXX Laboratories, Inc.* | | | 1,002,270 | |
623 | | Integra LifeSciences Holdings Corp.* | | | 42,514 | |
119 | | Laboratory Corp. of America Holdings* | | | 32,826 | |
4,534 | | LHC Group, Inc.* | | | 907,979 | |
4,654 | | Masimo Corp.* | | | 1,128,362 | |
3,529 | | McKesson Corp. | | | 674,886 | |
10,540 | | Molina Healthcare, Inc.* | | | 2,667,252 | |
3,682 | | Novocure Ltd.* | | | 816,741 | |
4,427 | | Omnicell, Inc.* | | | 670,469 | |
10,850 | | Premier, Inc. Class A | | | 377,472 | |
7,287 | | Quidel Corp.* | | | 933,610 | |
1,475 | | ResMed, Inc. | | | 363,617 | |
2,303 | | STERIS plc | | | 475,109 | |
9,144 | | UnitedHealth Group, Inc. | | | 3,661,623 | |
649 | | West Pharmaceutical Services, Inc. | | | 233,056 | |
| | | | | | |
| | | | | 26,002,193 | |
| | | | | | |
| | Household & Personal Products - 1.9% | | | | |
8,683 | | Clorox Co. | | | 1,562,159 | |
13,201 | | Colgate-Palmolive Co. | | | 1,073,901 | |
3,990 | | Kimberly-Clark Corp. | | | 533,782 | |
24,574 | | Procter & Gamble Co. | | | 3,315,770 | |
4,042 | | WD-40 Co. | | | 1,035,924 | |
| | | | | | |
| | | | | 7,521,536 | |
| | | | | | |
| | Insurance - 3.1% | | | | |
6,246 | | Aflac, Inc. | | | 335,160 | |
8,193 | | Allstate Corp. | | | 1,068,695 | |
3,116 | | Arthur J Gallagher & Co. | | | 436,489 | |
4,850 | | Assurant, Inc. | | | 757,473 | |
2,248 | | Chubb Ltd. | | | 357,297 | |
28,832 | | CNA Financial Corp. | | | 1,311,568 | |
2,741 | | Erie Indemnity Co. Class A | | | 529,972 | |
1,433 | | Everest Re Group Ltd. | | | 361,130 | |
4,198 | | Kemper Corp. | | | 310,232 | |
21,544 | | MetLife, Inc. | | | 1,289,409 | |
35,930 | | Old Republic International Corp. | | | 895,016 | |
7,534 | | Principal Financial Group, Inc. | | | 476,074 | |
27,914 | | Progressive Corp. | | | 2,741,434 | |
9,124 | | Travelers Cos., Inc. | | | 1,365,954 | |
| | | | | | |
| | | | | 12,235,903 | |
| | | | | | |
| | Materials - 4.1% | | | | |
4,765 | | AptarGroup, Inc. | | | 671,103 | |
7,359 | | Avery Dennison Corp. | | | 1,547,156 | |
4,679 | | Ball Corp. | | | 379,093 | |
12,674 | | Berry Plastics Group, Inc.* | | | 826,598 | |
9,163 | | Crown Holdings, Inc. | | | 936,550 | |
15,024 | | Graphic Packaging Holding Co. | | | 272,535 | |
25,737 | | International Paper Co. | | | 1,577,935 | |
16,748 | | Newmont Corp. | | | 1,061,488 | |
7,917 | | Nucor Corp. | | | 759,478 | |
17,132 | | Packaging Corp. of America | | | 2,320,015 | |
3,657 | | PPG Industries, Inc. | | | 620,849 | |
5,413 | | Reliance Steel & Aluminum Co. | | | 816,822 | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
10,632 | | RPM International, Inc. | | $ | 942,846 | |
4,796 | | Scotts Miracle-Gro Co. | | | 920,448 | |
13,563 | | Sealed Air Corp. | | | 803,608 | |
903 | | Sherwin-Williams Co. | | | 246,022 | |
10,964 | | Sonoco Products Co. | | | 733,492 | |
14,393 | | Steel Dynamics, Inc. | | | 857,823 | |
| | | | | | |
| | | | | 16,293,861 | |
| | | | | | |
| | Media & Entertainment - 6.1% | | | | |
10,629 | | Activision Blizzard, Inc. | | | 1,014,432 | |
1,538 | | Alphabet, Inc. Class A* | | | 3,755,473 | |
22,824 | | Altice USA, Inc. Class A* | | | 779,211 | |
55 | | Cable One, Inc. | | | 105,205 | |
1,416 | | Charter Communications, Inc. Class A* | | | 1,021,573 | |
60,076 | | Comcast Corp. Class A | | | 3,425,533 | |
20,689 | | Discovery, Inc. Class A*(1) | | | 634,739 | |
3,110 | | Electronic Arts, Inc. | | | 447,311 | |
12,375 | | Facebook, Inc. Class A* | | | 4,302,911 | |
22,806 | | Interpublic Group of Cos., Inc. | | | 740,967 | |
2,876 | | Match Group, Inc.* | | | 463,755 | |
3,057 | | Netflix, Inc.* | | | 1,614,738 | |
6,187 | | New York Times Co. Class A | | | 269,444 | |
26,215 | | News Corp. Class A | | | 675,561 | |
8,913 | | Omnicom Group, Inc. | | | 712,951 | |
5,481 | | Snap, Inc. Class A* | | | 373,475 | |
10,388 | | Take-Two Interactive Software, Inc.* | | | 1,838,884 | |
10,964 | | Walt Disney Co.* | | | 1,927,142 | |
| | | | | | |
| | | | | 24,103,305 | |
| | | | | | |
| | Pharmaceuticals, Biotechnology & Life Sciences - 8.9% | | | | |
31,271 | | AbbVie, Inc. | | | 3,522,365 | |
467 | | Agilent Technologies, Inc. | | | 69,027 | |
9,326 | | Alexion Pharmaceuticals, Inc.* | | | 1,713,280 | |
3,645 | | Amgen, Inc. | | | 888,469 | |
1,901 | | Bio-Rad Laboratories, Inc. Class A* | | | 1,224,795 | |
17,336 | | Blueprint Medicines Corp.* | | | 1,524,875 | |
5,787 | | Bristol-Myers Squibb Co. | | | 386,687 | |
17,718 | | Eli Lilly & Co. | | | 4,066,635 | |
8,920 | | Gilead Sciences, Inc. | | | 614,231 | |
10,537 | | Horizon Therapeutics plc* | | | 986,685 | |
12,353 | | Jazz Pharmaceuticals plc* | | | 2,194,387 | |
22,378 | | Johnson & Johnson | | | 3,686,552 | |
44,920 | | Merck & Co., Inc. | | | 3,493,428 | |
702 | | Mettler-Toledo International, Inc.* | | | 972,509 | |
4,496 | | Organon & Co.* | | | 136,049 | |
58,099 | | Pfizer, Inc. | | | 2,275,157 | |
2,845 | | Regeneron Pharmaceuticals, Inc.* | | | 1,589,046 | |
901 | | Seagen, Inc.* | | | 142,250 | |
5,043 | | Thermo Fisher Scientific, Inc. | | | 2,544,042 | |
14,754 | | United Therapeutics Corp.* | | | 2,647,015 | |
1,408 | | Waters Corp.* | | | 486,619 | |
| | | | | | |
| | | | | 35,164,103 | |
| | | | | | |
| | Real Estate - 3.9% | | | | |
4,378 | | Alexandria Real Estate Equities, Inc. REIT | | | 796,533 | |
8,549 | | American Homes 4 Rent Class A, REIT | | | 332,129 | |
17,824 | | Americold Realty Trust REIT | | | 674,638 | |
10,589 | | CBRE Group, Inc. Class A* | | | 907,795 | |
4,392 | | Coresite Realty Corp. REIT | | | 591,163 | |
3,406 | | Crown Castle International Corp. REIT | | | 664,511 | |
32,376 | | CubeSmart REIT | | | 1,499,656 | |
9,086 | | Digital Realty Trust, Inc. REIT | | | 1,367,079 | |
8,985 | | Duke Realty Corp. REIT | | | 425,440 | |
657 | | Equinix, Inc. REIT | | | 527,308 | |
11,063 | | Extra Space Storage, Inc. REIT | | | 1,812,341 | |
2,765 | | Innovative Industrial Properties, Inc. REIT | | | 528,170 | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
17,137 | | Iron Mountain, Inc. REIT | | $ | 725,238 | |
291 | | Jones Lang LaSalle, Inc. REIT* | | | 56,879 | |
15,991 | | Life Storage, Inc. REIT | | | 1,716,634 | |
8,901 | | Medical Properties Trust, Inc. REIT | | | 178,910 | |
8,658 | | Public Storage REIT | | | 2,603,374 | |
1,558 | | STORE Capital Corp. REIT | | | 53,767 | |
| | | | | | |
| | | | | 15,461,565 | |
| | | | | | |
| | Retailing - 7.9% | | | | |
3,070 | | Advance Auto Parts, Inc. | | | 629,780 | |
917 | | Amazon.com, Inc.* | | | 3,154,627 | |
1,049 | | AutoZone, Inc.* | | | 1,565,339 | |
7,677 | | Best Buy Co., Inc. | | | 882,701 | |
12,957 | | Dollar General Corp. | | | 2,803,765 | |
20,254 | | Dollar Tree, Inc.* | | | 2,015,273 | |
22,343 | | eBay, Inc. | | | 1,568,702 | |
1,298 | | Foot Locker, Inc. | | | 79,996 | |
4,935 | | Genuine Parts Co. | | | 624,129 | |
10,840 | | Home Depot, Inc. | | | 3,456,768 | |
1,103 | | Lithia Motors, Inc. Class A | | | 379,035 | |
2,994 | | Lowe’s Cos., Inc. | | | 580,746 | |
1,880 | | O’Reilly Automotive, Inc.* | | | 1,064,475 | |
4,985 | | Pool Corp. | | | 2,286,420 | |
175,280 | | Qurate Retail, Inc. | | | 2,294,415 | |
4,218 | | Stamps.com, Inc.* | | | 844,823 | |
20,881 | | Target Corp. | | | 5,047,773 | |
2,747 | | TJX Cos., Inc. | | | 185,203 | |
8,934 | | Tractor Supply Co. | | | 1,662,260 | |
| | | | | | |
| | | | | 31,126,230 | |
| | | | | | |
| | Semiconductors & Semiconductor Equipment - 5.4% | | | | |
2,991 | | Applied Materials, Inc. | | | 425,918 | |
5,799 | | Broadcom, Inc. | | | 2,765,195 | |
2,281 | | Entegris, Inc. | | | 280,495 | |
14,371 | | First Solar, Inc.* | | | 1,300,719 | |
35,831 | | Intel Corp. | | | 2,011,552 | |
2,427 | | KLA Corp. | | | 786,858 | |
9,652 | | Lattice Semiconductor Corp.* | | | 542,249 | |
10,782 | | Maxim Integrated Products, Inc. | | | 1,135,992 | |
3,982 | | Micron Technology, Inc.* | | | 338,390 | |
1,113 | | Monolithic Power Systems, Inc. | | | 415,650 | |
2,175 | | NVIDIA Corp. | | | 1,740,218 | |
7,772 | | Power Integrations, Inc. | | | 637,770 | |
4,291 | | Qorvo, Inc.* | | | 839,534 | |
26,856 | | QUALCOMM, Inc. | | | 3,838,528 | |
487 | | SolarEdge Technologies, Inc.* | | | 134,592 | |
5,706 | | Teradyne, Inc. | | | 764,376 | |
10,118 | | Texas Instruments, Inc. | | | 1,945,692 | |
8,477 | | Xilinx, Inc. | | | 1,226,113 | |
| | | | | | |
| | | | | 21,129,841 | |
| | | | | | |
| | Software & Services - 11.8% | | | | |
5,363 | | Accenture plc Class A | | | 1,580,959 | |
5,727 | | Adobe, Inc.* | | | 3,353,960 | |
6,942 | | Akamai Technologies, Inc.* | | | 809,437 | |
16,874 | | Alarm.com Holdings, Inc.* | | | 1,429,228 | |
13,814 | | Amdocs Ltd. | | | 1,068,651 | |
2,081 | | Aspen Technology, Inc.* | | | 286,221 | |
5,118 | | Automatic Data Processing, Inc. | | | 1,016,537 | |
6,777 | | Black Knight, Inc.* | | | 528,470 | |
10,957 | | Broadridge Financial Solutions, Inc. | | | 1,769,884 | |
9,103 | | Cadence Design Systems, Inc.* | | | 1,245,472 | |
9,258 | | Citrix Systems, Inc. | | | 1,085,686 | |
18,196 | | Cognizant Technology Solutions Corp. Class A | | | 1,260,255 | |
18,857 | | Dolby Laboratories, Inc. Class A | | | 1,853,455 | |
1,603 | | EPAM Systems, Inc.* | | | 819,069 | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | |
Shares or Principal Amount | | Market Value† | |
4,168 | | Five9, Inc.* | | $ | 764,370 | |
6,952 | | International Business Machines Corp. | | | 1,019,094 | |
2,269 | | Intuit, Inc. | | | 1,112,196 | |
13,220 | | j2 Global, Inc.* | | | 1,818,411 | |
2,420 | | Jack Henry & Associates, Inc. | | | 395,694 | |
3,067 | | Mastercard, Inc. Class A | | | 1,119,731 | |
11,345 | | MAXIMUS, Inc. | | | 998,020 | |
12,856 | | Microsoft Corp. | | | 3,482,690 | |
1,895 | | MicroStrategy, Inc. Class A*(1) | | | 1,259,228 | |
30,727 | | Nortonlifelock, Inc. | | | 836,389 | |
17,848 | | Nuance Communications, Inc.* | | | 971,645 | |
34,270 | | Oracle Corp. | | | 2,667,577 | |
353 | | Palo Alto Networks, Inc.* | | | 130,981 | |
15,268 | | Paychex, Inc. | | | 1,638,256 | |
8,121 | | PayPal Holdings, Inc.* | | | 2,367,109 | |
299 | | RingCentral, Inc. Class A* | | | 86,883 | |
6,482 | | salesforce.com, Inc.* | | | 1,583,358 | |
882 | | ServiceNow, Inc.* | | | 484,703 | |
4,350 | | Synopsys, Inc.* | | | 1,199,687 | |
1,565 | | Tyler Technologies, Inc.* | | | 707,959 | |
5,440 | | Verint Systems, Inc.* | | | 245,181 | |
6,570 | | Visa, Inc. Class A | | | 1,536,197 | |
7,790 | | VMware, Inc. Class A*(1) | | | 1,246,166 | |
25,617 | | Western Union Co. | | | 588,423 | |
1,260 | | Zendesk, Inc.* | | | 181,868 | |
| | | | | | |
| | | | | 46,549,100 | |
| | | | | | |
| | Technology Hardware & Equipment - 7.6% | | | | |
6,758 | | Amphenol Corp. Class A | | | 462,315 | |
28,526 | | Apple, Inc. | | | 3,906,921 | |
17,255 | | Arrow Electronics, Inc.* | | | 1,964,137 | |
698 | | CDW Corp. | | | 121,906 | |
19,217 | | Ciena Corp.* | | | 1,093,255 | |
64,068 | | Cisco Systems, Inc. | | | 3,395,604 | |
21,731 | | Corning, Inc. | | | 888,798 | |
6,889 | | F5 Networks, Inc.* | | | 1,285,901 | |
39,742 | | Flex Ltd.* | | | 710,190 | |
6,899 | | Hewlett Packard Enterprise Co. | | | 100,587 | |
92,396 | | HP, Inc. | | | 2,789,435 | |
24,694 | | Juniper Networks, Inc. | | | 675,381 | |
12,170 | | Keysight Technologies, Inc.* | | | 1,879,170 | |
4,394 | | Motorola Solutions, Inc. | | | 952,839 | |
11,697 | | NCR Corp.* | | | 533,500 | |
41,807 | | NetApp, Inc. | | | 3,420,649 | |
42,223 | | Seagate Technology Holdings plc | | | 3,712,668 | |
1,827 | | Trimble, Inc.* | | | 149,503 | |
2,418 | | Ubiquiti, Inc. | | | 754,875 | |
2,015 | | Zebra Technologies Corp. Class A* | | | 1,066,922 | |
| | | | | | |
| | | | | 29,864,556 | |
| | | | | | |
| | Telecommunication Services - 2.8% | | | | |
104,041 | | AT&T, Inc. | | | 2,994,300 | |
3,757 | | Lumen Technologies, Inc. | | | 51,058 | |
21,627 | | T-Mobile U.S., Inc.* | | | 3,132,238 | |
85,064 | | Verizon Communications, Inc. | | | 4,766,136 | |
| | | | | | |
| | | | | 10,943,732 | |
| | | | | | |
| | Transportation - 2.7% | | | | |
2,612 | | AMERCO | | | 1,539,513 | |
18,147 | | CH Robinson Worldwide, Inc. | | | 1,699,829 | |
11,829 | | Expeditors International of Washington, Inc. | | | 1,497,551 | |
4,286 | | FedEx Corp. | | | 1,278,642 | |
3,001 | | J.B. Hunt Transport Services, Inc. | | | 489,013 | |
7,275 | | Landstar System, Inc. | | | 1,149,596 | |
2,777 | | Saia, Inc.* | | | 581,754 | |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| | | | | | | | | | |
Shares or Principal Amount | | | Market Value† | |
11,678 | | United Parcel Service, Inc. Class B | | | $ | 2,428,674 | |
| | | | | | | | | | |
| | | | | | | | | 10,664,572 | |
| | | | | | | | | | |
| | Utilities - 4.7% | |
9,624 | | Alliant Energy Corp. | | | | 536,634 | |
14,160 | | Ameren Corp. | | | | 1,133,366 | |
4,918 | | American Electric Power Co., Inc. | | | | 416,014 | |
4,219 | | American Water Works Co., Inc. | | | | 650,274 | |
3,513 | | Atmos Energy Corp. | | | | 337,634 | |
16,365 | | Avangrid, Inc. | | | | 841,652 | |
16,152 | | CMS Energy Corp. | | | | 954,260 | |
15,651 | | Consolidated Edison, Inc. | | | | 1,122,490 | |
5,475 | | Dominion Energy, Inc. | | | | 402,796 | |
2,646 | | DTE Energy Co. | | | | 342,922 | |
11,256 | | Duke Energy Corp. | | | | 1,111,192 | |
2,325 | | Edison International | | | | 134,432 | |
4,216 | | Eversource Energy | | | | 338,292 | |
24,234 | | Exelon Corp. | | | | 1,073,809 | |
6,480 | | IDACORP, Inc. | | | | 631,800 | |
11,049 | | MDU Resources Group, Inc. | | | | 346,276 | |
36,689 | | NextEra Energy, Inc. | | | | 2,688,570 | |
17,874 | | NRG Energy, Inc. | | | | 720,322 | |
8,861 | | Ormat Technologies, Inc. | | | | 616,105 | |
14,014 | | PPL Corp. | | | | 391,972 | |
12,349 | | Public Service Enterprise Group, Inc. | | | | 737,729 | |
17,236 | | Southern Co. | | | | 1,042,950 | |
10,794 | | WEC Energy Group, Inc. | | | | 960,126 | |
14,240 | | Xcel Energy, Inc. | | | | 938,131 | |
| | | | | | | | | | |
| | | | | | | | | 18,469,748 | |
| | | | | | | | | | |
| | Total Common Stocks (cost $333,087,325) | | | $ | 392,211,536 | |
| | | | | | | | | | |
Short-Term Investments - 0.7% | |
| | Securities Lending Collateral - 0.7% | |
418,055 | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | | | | 418,055 | |
2,167,778 | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) | | | | 2,167,778 | |
110,072 | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) | | | | 110,072 | |
| | | | | | | | | | |
| | | | | | | | | 2,695,905 | |
| | | | | | | | | | |
| | U.S. Treasury Securities - 0.0% | |
11,000 | | U.S. Treasury Bills - 0.0% 0.05%, 05/19/2022(3)(4) | | | | 10,993 | |
| | | | | | | | | | |
| | Total Short-Term Investments (cost $2,706,900) | | | $ | 2,706,898 | |
| | | | | | | | | | |
| | Total Investments (cost $335,794,225) | | | 100.3% | | | $ | 394,918,434 | |
| | Other Assets and Liabilities | | | (0.3)% | | | | (1,370,054 | ) |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0% | | | $ | 393,548,380 | |
| | | | | | | | | | |
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
| (1) | Represents entire or partial securities on loan. |
| (2) | Current yield as of period end. |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
| (3) | The rate shown represents current yield to maturity. |
| (4) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2021, the market value of securities pledged was $10,993. |
| | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
|
Long position contracts: | |
S&P 500 (E-Mini) Future | | | 6 | | | 09/17/2021 | | $ | 1,286,580 | | | $ | 17,051 | |
| | | | | | | | | | | | | | |
Total futures contracts | | | $ | 17,051 | |
| | | | | | | | | | | | | | |
| † | 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: | | |
| | REIT | | Real Estate Investment Trust |
| | | | |
| | |
| | Hartford Multifactor US Equity ETF | | |
| | Schedule of Investments – (continued) June 30, 2021 (Unaudited) | | |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
|
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 2,414,172 | | | $ | 2,414,172 | | | $ | — | | | $ | — | |
Banks | | | 9,360,351 | | | | 9,360,351 | | | | — | | | | — | |
Capital Goods | | | 17,480,989 | | | | 17,480,989 | | | | — | | | | — | |
Commercial & Professional Services | | | 5,782,895 | | | | 5,782,895 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 8,473,999 | | | | 8,473,999 | | | | — | | | | — | |
Consumer Services | | | 3,546,730 | | | | 3,546,730 | | | | — | | | | — | |
Diversified Financials | | | 12,220,106 | | | | 12,220,106 | | | | — | | | | — | |
Energy | | | 4,900,043 | | | | 4,900,043 | | | | — | | | | — | |
Food & Staples Retailing | | | 9,875,361 | | | | 9,875,361 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 12,626,645 | | | | 12,626,645 | | | | — | | | | — | |
Health Care Equipment & Services | | | 26,002,193 | | | | 26,002,193 | | | | — | | | | — | |
Household & Personal Products | | | 7,521,536 | | | | 7,521,536 | | | | — | | | | — | |
Insurance | | | 12,235,903 | | | | 12,235,903 | | | | — | | | | — | |
Materials | | | 16,293,861 | | | | 16,293,861 | | | | — | | | | — | |
Media & Entertainment | | | 24,103,305 | | | | 24,103,305 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 35,164,103 | | | | 35,164,103 | | | | — | | | | — | |
Real Estate | | | 15,461,565 | | | | 15,461,565 | | | | — | | | | — | |
Retailing | | | 31,126,230 | | | | 31,126,230 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 21,129,841 | | | | 21,129,841 | | | | — | | | | — | |
Software & Services | | | 46,549,100 | | | | 46,549,100 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 29,864,556 | | | | 29,864,556 | | | | — | | | | — | |
Telecommunication Services | | | 10,943,732 | | | | 10,943,732 | | | | — | | | | — | |
Transportation | | | 10,664,572 | | | | 10,664,572 | | | | — | | | | — | |
Utilities | | | 18,469,748 | | | | 18,469,748 | | | | — | | | | — | |
Short-Term Investments | | | 2,706,898 | | | | 2,695,905 | | | | 10,993 | | | | — | |
Futures Contracts(2) | | | 17,051 | | | | 17,051 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 394,935,485 | | | $ | 394,924,492 | | | $ | 10,993 | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the period ended June 30, 2021, 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 ETFs
NOTES TO THE SCHEDULES OF INVESTMENTS
June 30, 2021 (Unaudited)
1. Investment Valuation and Fair Value Measurements:
Lattice Strategies Trust (the “Trust”), which consists of multiple investment series (each a “Fund” and, collectively, “Funds”) values securities and other investments as follows: For each Fund’s shares (“Shares”), net asset value per Share is computed by dividing the value of the net assets of the Fund (i.e., the value of its total assets less total liabilities) by the total number of Shares outstanding. Expenses and fees, including the management fees, are accrued daily and taken into account for purposes of determining net asset value. The net asset value of a Fund is calculated by the State Street Bank and Trust Company (“State Street”) and determined as of the close of the regular trading session on the NYSE Arca (ordinarily 4:00 p.m. Eastern time) on each day that such exchange is open. Fixed-income assets are generally valued as of the announced closing time for trading in fixed-income instruments in a particular market or exchange. Creation/redemption order cut-off times may be earlier on any day that the Securities Industry and Financial Markets Association (or applicable exchange or market on which a Fund’s investments are traded) announces an early closing time. Any assets or liabilities denominated in currencies other than the U.S. dollar are converted into U.S. dollars at market rates on the date of valuation (generally as of 4:00 p.m. London time) as quoted by one or more sources.
The net asset value per share (“NAV”) is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to a Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
For purposes of calculating the NAV, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees of the Trust (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade, do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange. If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the (“Exchange Close”) Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or sell shares of a Fund.
Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
The Board of Trustees has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Trustees.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semi-annual or Annual Report.