Hartford Longevity Economy ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% | |||
Automobiles & Components - 1.3% | |||
6,269 | Ford Motor Co. | $ 130,207 | |
2,923 | General Motors Co.* | 171,375 | |
490 | Gentex Corp. | 17,077 | |
128 | Thor Industries, Inc. | 13,283 | |
223 | Winnebago Industries, Inc. | 16,707 | |
348,649 | |||
Banks - 4.2% | |||
2,808 | Bank of America Corp. | 124,928 | |
233 | CIT Group, Inc. | 11,962 | |
2,519 | Citigroup, Inc. | 152,122 | |
1,601 | Citizens Financial Group, Inc. | 75,647 | |
69 | Eagle Bancorp, Inc. | 4,025 | |
2,481 | Fifth Third Bancorp | 108,048 | |
373 | First Horizon National Corp. | 6,091 | |
691 | First Interstate BancSystem, Inc. Class A | 28,103 | |
1,087 | JP Morgan Chase & Co. | 172,126 | |
1,610 | KeyCorp. | 37,239 | |
100 | M&T Bank Corp. | 15,358 | |
699 | OceanFirst Financial Corp. | 15,518 | |
392 | PNC Financial Services Group, Inc. | 78,604 | |
393 | Popular, Inc. | 32,242 | |
427 | Preferred Bank | 30,654 | |
851 | Regions Financial Corp. | 18,552 | |
1,067 | Towne Bank | 33,707 | |
632 | Trustmark Corp. | 20,515 | |
1,292 | U.S. Bancorp | 72,572 | |
932 | Umpqua Holdings Corp. | 17,932 | |
1,180 | Wells Fargo & Co. | 56,616 | |
1,112,561 | |||
Capital Goods - 1.9% | |||
482 | General Dynamics Corp. | 100,482 | |
527 | Huntington Ingalls Industries, Inc. | 98,412 | |
246 | L3Harris Technologies, Inc. | 52,457 | |
338 | Lockheed Martin Corp. | 120,129 | |
338 | Northrop Grumman Corp. | 130,830 | |
502,310 | |||
Consumer Durables & Apparel - 2.5% | |||
537 | Carter's, Inc. | 54,355 | |
551 | D.R. Horton, Inc. | 59,756 | |
732 | Garmin Ltd. | 99,676 | |
1,038 | Kontoor Brands, Inc. | 53,198 | |
52 | La-Z-Boy, Inc. | 1,888 | |
598 | Leggett & Platt, Inc. | 24,614 | |
12 | Mohawk Industries, Inc.* | 2,186 | |
1,232 | Newell Brands, Inc. | 26,907 | |
6 | NVR, Inc.* | 35,453 | |
181 | Polaris, Inc. | 19,894 | |
635 | PulteGroup, Inc. | 36,297 | |
1,815 | Sturm Ruger & Co., Inc. | 123,456 | |
602 | Whirlpool Corp. | 141,265 | |
678,945 | |||
Consumer Services - 2.7% | |||
24 | Booking Holdings, Inc.* | 57,582 | |
137 | Boyd Gaming Corp.* | 8,983 | |
715 | Choice Hotels International, Inc. | 111,533 | |
39 | Churchill Downs, Inc. | 9,395 | |
15 | Domino's Pizza, Inc. | 8,465 | |
956 | Everi Holdings, Inc.* | 20,411 | |
169 | Graham Holdings Co. Class B | 106,441 | |
2,244 | H&R Block, Inc. | 52,869 | |
74 | Hilton Worldwide Holdings, Inc.* | 11,543 | |
264 | McDonald's Corp. | 70,770 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Consumer Services - 2.7% - (continued) | |||
245 | Monarch Casino & Resort, Inc.* | $ 18,118 | |
699 | Red Rock Resorts, Inc. Class A | 38,452 | |
41 | Starbucks Corp. | 4,796 | |
531 | Travel + Leisure Co. | 29,348 | |
104 | Vail Resorts, Inc. | 34,102 | |
530 | Wyndham Hotels & Resorts, Inc. | 47,514 | |
723 | Yum! Brands, Inc. | 100,396 | |
730,718 | |||
Diversified Financials - 3.7% | |||
1,556 | Ally Financial, Inc. | 74,081 | |
27 | American Express Co. | 4,417 | |
2,630 | Bank of New York Mellon Corp. | 152,750 | |
188 | Berkshire Hathaway, Inc. Class B* | 56,212 | |
12 | BlackRock, Inc. | 10,987 | |
538 | Capital One Financial Corp. | 78,058 | |
268 | Charles Schwab Corp. | 22,539 | |
97 | Discover Financial Services | 11,209 | |
197 | Goldman Sachs Group, Inc. | 75,362 | |
297 | Houlihan Lokey, Inc. | 30,746 | |
58 | Intercontinental Exchange, Inc. | 7,933 | |
276 | Janus Henderson Group plc | 11,576 | |
719 | Jefferies Financial Group, Inc. | 27,897 | |
68 | Moody's Corp. | 26,560 | |
464 | Morgan Stanley | 45,546 | |
223 | Nasdaq, Inc. | 46,832 | |
432 | Northern Trust Corp. | 51,672 | |
1,347 | Raymond James Financial, Inc. | 135,239 | |
10 | S&P Global, Inc. | 4,719 | |
152 | State Street Corp. | 14,136 | |
970 | Synchrony Financial | 44,998 | |
188 | T Rowe Price Group, Inc. | 36,968 | |
409 | Voya Financial, Inc. | 27,121 | |
997,558 | |||
Food & Staples Retailing - 1.0% | |||
32 | Costco Wholesale Corp. | 18,166 | |
2,137 | Kroger Co. | 96,721 | |
809 | Walgreens Boots Alliance, Inc. | 42,197 | |
324 | Walmart, Inc. | 46,880 | |
751 | Weis Markets, Inc. | 49,476 | |
253,440 | |||
Food, Beverage & Tobacco - 1.2% | |||
1,828 | Flowers Foods, Inc. | 50,215 | |
111 | General Mills, Inc. | 7,479 | |
393 | Hershey Co. | 76,034 | |
390 | Kellogg Co. | 25,124 | |
1,682 | Tyson Foods, Inc. Class A | 146,603 | |
305,455 | |||
Health Care Equipment & Services - 13.2% | |||
584 | Abbott Laboratories | 82,192 | |
633 | Anthem, Inc. | 293,421 | |
2,217 | Baxter International, Inc. | 190,307 | |
347 | Becton Dickinson and Co. | 87,264 | |
377 | Boston Scientific Corp.* | 16,015 | |
3,295 | Cardinal Health, Inc. | 169,660 | |
809 | Centene Corp.* | 66,662 | |
2,471 | Cerner Corp. | 229,482 | |
1,688 | Change Healthcare, Inc.* | 36,089 | |
672 | Cigna Corp. | 154,311 | |
71 | CONMED Corp. | 10,065 | |
201 | Cooper Cos., Inc. | 84,207 | |
2,303 | CVS Health Corp. | 237,577 | |
676 | Edwards Lifesciences Corp.* | 87,576 |
1 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Health Care Equipment & Services - 13.2% - (continued) | |||
495 | Encompass Health Corp. | $ 32,304 | |
752 | Globus Medical, Inc. Class A* | 54,294 | |
323 | HCA Healthcare, Inc. | 82,985 | |
239 | Hologic, Inc.* | 18,298 | |
583 | Humana, Inc. | 270,430 | |
79 | IDEXX Laboratories, Inc.* | 52,018 | |
476 | Laboratory Corp. of America Holdings* | 149,564 | |
439 | Magellan Health, Inc.* | 41,701 | |
728 | Medtronic plc | 75,312 | |
307 | Molina Healthcare, Inc.* | 97,651 | |
176 | National HealthCare Corp. | 11,957 | |
197 | NuVasive, Inc.* | 10,339 | |
2,387 | Premier, Inc. Class A | 98,273 | |
1,209 | Quest Diagnostics, Inc. | 209,169 | |
124 | ResMed, Inc. | 32,299 | |
366 | STERIS plc | 89,088 | |
400 | Stryker Corp. | 106,968 | |
531 | UnitedHealth Group, Inc. | 266,636 | |
184 | Universal Health Services, Inc. Class B | 23,857 | |
473 | Zimmer Biomet Holdings, Inc. | 60,090 | |
3,528,061 | |||
Household & Personal Products - 2.0% | |||
308 | Church & Dwight Co., Inc. | 31,570 | |
158 | Clorox Co. | 27,549 | |
1,212 | Colgate-Palmolive Co. | 103,432 | |
154 | Estee Lauder Cos., Inc. Class A | 57,011 | |
681 | Kimberly-Clark Corp. | 97,329 | |
418 | Nu Skin Enterprises, Inc. Class A | 21,213 | |
485 | Procter & Gamble Co. | 79,336 | |
670 | Reynolds Consumer Products, Inc. | 21,038 | |
887 | Spectrum Brands Holdings, Inc. | 90,226 | |
126 | USANA Health Sciences, Inc.* | 12,751 | |
541,455 | |||
Insurance - 3.4% | |||
1,920 | Aflac, Inc. | 112,109 | |
793 | Allstate Corp. | 93,297 | |
421 | American Financial Group, Inc. | 57,812 | |
185 | American National Group, Inc. | 34,935 | |
60 | Arch Capital Group Ltd.* | 2,667 | |
448 | Cincinnati Financial Corp. | 51,041 | |
859 | Employers Holdings, Inc. | 35,545 | |
193 | Fidelity National Financial, Inc. | 10,071 | |
94 | First American Financial Corp. | 7,354 | |
108 | Hanover Insurance Group, Inc. | 14,155 | |
5 | Markel Corp.* | 6,170 | |
1,533 | Mercury General Corp. | 81,341 | |
205 | MetLife, Inc. | 12,810 | |
4,799 | Old Republic International Corp. | 117,959 | |
821 | Principal Financial Group, Inc. | 59,383 | |
1,360 | Prudential Financial, Inc. | 147,206 | |
170 | Safety Insurance Group, Inc. | 14,455 | |
217 | Travelers Cos., Inc. | 33,945 | |
492 | Unum Group | 12,088 | |
904,343 | |||
Media & Entertainment - 11.3% | |||
552 | Activision Blizzard, Inc. | 36,725 | |
90 | Alphabet, Inc. Class A* | 260,734 | |
612 | Altice USA, Inc. Class A* | 9,902 | |
1,595 | Bumble, Inc. Class A* | 54,007 | |
4,048 | Cargurus, Inc.* | 136,175 | |
126 | Charter Communications, Inc. Class A* | 82,148 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Media & Entertainment - 11.3% - (continued) | |||
2,881 | Comcast Corp. Class A | $ 145,001 | |
209 | DISH Network Corp. Class A* | 6,780 | |
495 | Electronic Arts, Inc. | 65,290 | |
1,836 | Fox Corp. Class A | 67,748 | |
1,814 | IAC/InterActiveCorp* | 237,108 | |
34 | John Wiley & Sons, Inc. Class A | 1,947 | |
63 | Liberty Broadband Corp. Class C* | 10,149 | |
811 | Liberty Media Corp-Liberty Formula One Class C* | 51,288 | |
3,296 | Lions Gate Entertainment Corp. Class A* | 54,845 | |
156 | Madison Square Garden Sports Corp.* | 27,102 | |
1,426 | Match Group, Inc.* | 188,588 | |
695 | Meta Platforms, Inc. Class A* | 233,763 | |
229 | Netflix, Inc.* | 137,959 | |
1,156 | News Corp. Class A | 25,790 | |
124 | Nexstar Media Group, Inc. Class A | 18,722 | |
2,271 | Pinterest, Inc. Class A* | 82,551 | |
10,218 | QuinStreet, Inc.* | 185,865 | |
5,579 | Sirius XM Holdings, Inc. | 35,427 | |
1,299 | Snap, Inc. Class A* | 61,092 | |
4,004 | TEGNA, Inc. | 74,314 | |
281 | TripAdvisor, Inc.* | 7,660 | |
2,106 | Twitter, Inc.* | 91,021 | |
647 | Walt Disney Co.* | 100,214 | |
2,792 | World Wrestling Entertainment, Inc. Class A | 137,757 | |
5,762 | Yelp, Inc.* | 208,815 | |
1,353 | Ziff Davis, Inc.* | 149,994 | |
353 | ZoomInfo Technologies, Inc.* | 22,663 | |
3,009,144 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.5% | |||
1,857 | AbbVie, Inc. | 251,438 | |
693 | Agilent Technologies, Inc. | 110,637 | |
1,054 | Amgen, Inc. | 237,118 | |
10 | Bio-Rad Laboratories, Inc. Class A* | 7,556 | |
2,488 | Bristol-Myers Squibb Co. | 155,127 | |
312 | Bruker Corp. | 26,180 | |
80 | Charles River Laboratories International, Inc.* | 30,142 | |
97 | Danaher Corp. | 31,914 | |
240 | Eli Lilly & Co. | 66,293 | |
2,494 | Gilead Sciences, Inc. | 181,089 | |
151 | Incyte Corp.* | 11,083 | |
239 | IQVIA Holdings, Inc.* | 67,431 | |
404 | Jazz Pharmaceuticals plc* | 51,470 | |
1,325 | Johnson & Johnson | 226,668 | |
2,814 | Merck & Co., Inc. | 215,665 | |
53 | Mettler-Toledo International, Inc.* | 89,952 | |
74 | PerkinElmer, Inc. | 14,878 | |
3,927 | Pfizer, Inc. | 231,889 | |
1,181 | Prestige Consumer Healthcare, Inc.* | 71,628 | |
153 | Regeneron Pharmaceuticals, Inc.* | 96,623 | |
60 | Thermo Fisher Scientific, Inc. | 40,034 | |
351 | Vertex Pharmaceuticals, Inc.* | 77,080 | |
216 | Waters Corp.* | 80,482 | |
85 | West Pharmaceutical Services, Inc. | 39,866 | |
549 | Zoetis, Inc. | 133,973 | |
2,546,216 | |||
Real Estate - 1.5% | |||
2,713 | Apple Hospitality, Inc. REIT | 43,815 | |
192 | Extra Space Storage, Inc. REIT | 43,532 | |
399 | Healthpeak Properties, Inc. REIT | 14,400 | |
172 | Public Storage REIT | 64,424 | |
691 | Ventas, Inc. REIT | 35,324 |
2 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Real Estate - 1.5% - (continued) | |||
3,004 | VICI Properties, Inc. REIT | $ 90,450 | |
696 | Welltower, Inc. REIT | 59,696 | |
615 | Zillow Group, Inc. REIT, Class C* | 39,268 | |
390,909 | |||
Retailing - 8.7% | |||
1,241 | Aaron's Co., Inc. | 30,591 | |
77 | Amazon.com, Inc.* | 256,744 | |
399 | BATH + BODY WORKS, Inc. | 27,846 | |
1,201 | Best Buy Co., Inc. | 122,022 | |
1,089 | Big Lots, Inc. | 49,059 | |
59 | Chewy, Inc. Class A* | 3,479 | |
445 | Dick's Sporting Goods, Inc. | 51,171 | |
444 | Dollar General Corp. | 104,708 | |
594 | Dollar Tree, Inc.* | 83,469 | |
3,398 | eBay, Inc. | 225,967 | |
202 | Etsy, Inc.* | 44,226 | |
2,241 | Groupon, Inc.* | 51,902 | |
607 | Home Depot, Inc. | 251,911 | |
925 | Lowe's Cos., Inc. | 239,094 | |
244 | Overstock.com, Inc.* | 14,398 | |
17,425 | Qurate Retail, Inc. Series A | 132,430 | |
702 | Rent-A-Center, Inc. Class A | 33,724 | |
1,633 | Revolve Group, Inc.* | 91,513 | |
1,137 | Shutterstock, Inc. | 126,071 | |
799 | Target Corp. | 184,921 | |
542 | Tractor Supply Co. | 129,321 | |
382 | Wayfair, Inc. Class A* | 72,568 | |
2,327,135 | |||
Semiconductors & Semiconductor Equipment - 5.3% | |||
155 | Advanced Micro Devices, Inc.* | 22,305 | |
736 | Analog Devices, Inc. | 129,367 | |
247 | Broadcom, Inc. | 164,356 | |
220 | Diodes, Inc.* | 24,158 | |
4,816 | Intel Corp. | 248,024 | |
104 | Microchip Technology, Inc. | 9,054 | |
1,057 | Micron Technology, Inc. | 98,460 | |
245 | NVIDIA Corp. | 72,057 | |
260 | NXP Semiconductors N.V. | 59,223 | |
558 | ON Semiconductor Corp.* | 37,899 | |
318 | Qorvo, Inc.* | 49,732 | |
886 | QUALCOMM, Inc. | 162,023 | |
467 | Skyworks Solutions, Inc. | 72,450 | |
193 | Synaptics, Inc.* | 55,876 | |
1,049 | Texas Instruments, Inc. | 197,705 | |
74 | Xilinx, Inc. | 15,690 | |
1,418,379 | |||
Software & Services - 14.7% | |||
1,192 | ACI Worldwide, Inc.* | 41,362 | |
219 | Adobe, Inc.* | 124,186 | |
77 | Akamai Technologies, Inc.* | 9,012 | |
58 | Aspen Technology, Inc.* | 8,828 | |
164 | Autodesk, Inc.* | 46,115 | |
390 | Automatic Data Processing, Inc. | 96,166 | |
211 | Bentley Systems, Inc. Class B | 10,198 | |
194 | Blackbaud, Inc.* | 15,322 | |
694 | Broadridge Financial Solutions, Inc. | 126,877 | |
50 | Cadence Design Systems, Inc.* | 9,318 | |
2,406 | CDK Global, Inc. | 100,426 | |
36 | Citrix Systems, Inc. | 3,405 | |
716 | CommVault Systems, Inc.* | 49,347 | |
192 | Concentrix Corp. | 34,295 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Software & Services - 14.7% - (continued) | |||
3,376 | CSG Systems International, Inc. | $ 194,525 | |
2,204 | Dolby Laboratories, Inc. Class A | 209,865 | |
1,206 | Dropbox, Inc. Class A* | 29,595 | |
615 | Evertec, Inc. | 30,738 | |
591 | ExlService Holdings, Inc.* | 85,559 | |
200 | Fair Isaac Corp.* | 86,734 | |
432 | Fortinet, Inc.* | 155,261 | |
550 | InterDigital, Inc. | 39,396 | |
258 | Intuit, Inc. | 165,951 | |
118 | Jack Henry & Associates, Inc. | 19,705 | |
1,586 | MAXIMUS, Inc. | 126,357 | |
1,481 | McAfee Corp. Class A | 38,195 | |
735 | Microsoft Corp. | 247,195 | |
1,684 | NCR Corp.* | 67,697 | |
5,242 | Nortonlifelock, Inc. | 136,187 | |
2,463 | Oracle Corp. | 214,798 | |
141 | Palo Alto Networks, Inc.* | 78,503 | |
1,230 | Paychex, Inc. | 167,895 | |
4,174 | Progress Software Corp. | 201,479 | |
263 | salesforce.com, Inc.* | 66,836 | |
2,324 | SS&C Technologies Holdings, Inc. | 190,522 | |
122 | Synopsys, Inc.* | 44,957 | |
75 | TTEC Holdings, Inc. | 6,791 | |
1,986 | Verint Systems, Inc.* | 104,285 | |
399 | VeriSign, Inc.* | 101,274 | |
153 | Visa, Inc. Class A | 33,157 | |
1,481 | VMware, Inc. Class A | 171,618 | |
5,889 | Western Union Co. | 105,060 | |
7,269 | Xperi Holding Corp. | 137,457 | |
3,932,449 | |||
Technology Hardware & Equipment - 8.8% | |||
1,228 | Apple, Inc. | 218,056 | |
208 | Arrow Electronics, Inc.* | 27,928 | |
613 | Avnet, Inc. | 25,274 | |
664 | Benchmark Electronics, Inc. | 17,994 | |
444 | CDW Corp. | 90,922 | |
2,274 | Dell Technologies, Inc. Class C* | 127,731 | |
14,287 | Hewlett Packard Enterprise Co. | 225,306 | |
7,590 | HP, Inc. | 285,915 | |
527 | Insight Enterprises, Inc.* | 56,178 | |
1,365 | Jabil, Inc. | 96,028 | |
1,471 | Methode Electronics, Inc. | 72,329 | |
2,346 | NetApp, Inc. | 215,809 | |
121 | Plexus Corp.* | 11,603 | |
1,876 | Sanmina Corp.* | 77,779 | |
2,324 | Seagate Technology Holdings plc | 262,566 | |
2,795 | Super Micro Computer, Inc.* | 122,840 | |
740 | SYNNEX Corp. | 84,626 | |
182 | TE Connectivity Ltd. | 29,364 | |
1,724 | TTM Technologies, Inc.* | 25,688 | |
900 | Western Digital Corp.* | 58,689 | |
9,058 | Xerox Holdings Corp. | 205,073 | |
2,337,698 | |||
Telecommunication Services - 1.2% | |||
2,363 | AT&T, Inc. | 58,130 | |
3,770 | Telephone & Data Systems, Inc. | 75,965 | |
348 | T-Mobile U.S., Inc.* | 40,361 | |
2,974 | Verizon Communications, Inc. | 154,529 | |
328,985 | |||
Transportation - 0.7% | |||
377 | Landstar System, Inc.* | 67,491 |
3 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Transportation - 0.7% - (continued) | |||
51 | Old Dominion Freight Line, Inc. | $ 18,277 | |
2,292 | Schneider National, Inc. Class B | 61,678 | |
952 | Werner Enterprises, Inc. | 45,372 | |
192,818 | |||
Utilities - 1.1% | |||
167 | Alliant Energy Corp. | 10,266 | |
52 | American Electric Power Co., Inc. | 4,626 | |
105 | Edison International | 7,166 | |
231 | Entergy Corp. | 26,022 | |
250 | Evergy, Inc. | 17,153 | |
860 | Exelon Corp. | 49,674 | |
1,672 | FirstEnergy Corp. | 69,538 | |
426 | MDU Resources Group, Inc. | 13,138 | |
369 | Otter Tail Corp. | 26,354 | |
401 | PPL Corp. | 12,054 | |
321 | Southern Co. | 22,014 | |
655 | UGI Corp. | 30,071 | |
288,076 | |||
Total Common Stocks (cost $25,226,139) | $ 26,675,304 | ||
Total Investments (cost $25,226,139) | 99.9% | $ 26,675,304 | |
Other Assets and Liabilities | 0.1% | 23,660 | |
Total Net Assets | 100.0% | $ 26,698,964 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 348,649 | $ 348,649 | $ — | $ — | ||||
Banks | 1,112,561 | 1,112,561 | — | — | ||||
Capital Goods | 502,310 | 502,310 | — | — | ||||
Consumer Durables & Apparel | 678,945 | 678,945 | — | — | ||||
Consumer Services | 730,718 | 730,718 | — | — | ||||
Diversified Financials | 997,558 | 997,558 | — | — | ||||
Food & Staples Retailing | 253,440 | 253,440 | — | — | ||||
Food, Beverage & Tobacco | 305,455 | 305,455 | — | — | ||||
Health Care Equipment & Services | 3,528,061 | 3,528,061 | — | — | ||||
Household & Personal Products | 541,455 | 541,455 | — | — | ||||
Insurance | 904,343 | 904,343 | — | — | ||||
Media & Entertainment | 3,009,144 | 3,009,144 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,546,216 | 2,546,216 | — | — | ||||
Real Estate | 390,909 | 390,909 | — | — | ||||
Retailing | 2,327,135 | 2,327,135 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,418,379 | 1,418,379 | — | — | ||||
Software & Services | 3,932,449 | 3,932,449 | — | — | ||||
Technology Hardware & Equipment | 2,337,698 | 2,337,698 | — | — | ||||
Telecommunication Services | 328,985 | 328,985 | — | — | ||||
Transportation | 192,818 | 192,818 | — | — | ||||
Utilities | 288,076 | 288,076 | — | — | ||||
Total | $ 26,675,304 | $ 26,675,304 | $ — | $ — |
(1) | For the period ended December 31, 2021, there were no transfers in and out of Level 3. |
4 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% | |||
Australia - 9.5% | |||
194,667 | Ansell Ltd. | $ 4,459,694 | |
8,323 | ASX Ltd. | 562,160 | |
1,450,774 | Aurizon Holdings Ltd. | 3,681,201 | |
1,447,351 | AusNet Services | 2,704,403 | |
383,641 | Australia & New Zealand Banking Group Ltd. | 7,673,261 | |
535,721 | Bendigo & Adelaide Bank Ltd. | 3,544,414 | |
246,939 | BHP Group Ltd.(1) | 7,450,787 | |
515,758 | BlueScope Steel Ltd. | 7,837,122 | |
288,562 | Brambles Ltd. | 2,230,164 | |
763,811 | Coles Group Ltd. | 9,962,600 | |
9,411 | Commonwealth Bank of Australia | 691,069 | |
466,060 | Computershare Ltd. | 6,776,980 | |
29,215 | CSL Ltd. | 6,175,116 | |
1,251,414 | Dexus REIT | 10,117,429 | |
394,441 | Evolution Mining Ltd. | 1,164,320 | |
824,782 | Fortescue Metals Group Ltd. | 11,519,427 | |
112,322 | GPT Group REIT | 442,617 | |
1,306,133 | Harvey Norman Holdings Ltd. | 4,691,143 | |
252,407 | JB Hi-Fi Ltd. | 8,867,326 | |
903,496 | Medibank Pvt Ltd. | 2,200,571 | |
1,382,190 | Metcash Ltd. | 4,522,146 | |
277,903 | Mineral Resources Ltd. | 11,314,767 | |
2,739,411 | Mirvac Group REIT | 5,795,815 | |
903 | National Australia Bank Ltd. | 18,934 | |
88,005 | Premier Investments Ltd. | 1,939,996 | |
15,821 | Pro Medicus Ltd. | 718,226 | |
310,559 | Reece Ltd. | 6,103,157 | |
330,735 | Sonic Healthcare Ltd. | 11,212,693 | |
84,385 | Suncorp Group Ltd. | 679,168 | |
3,245,244 | Telstra Corp. Ltd. | 9,862,522 | |
97,559 | Washington H Soul Pattinson & Co., Ltd. | 2,100,246 | |
295,043 | Wesfarmers Ltd. | 12,720,505 | |
29,523 | Westpac Banking Corp. | 458,271 | |
348,274 | Woolworths Group Ltd. | 9,624,613 | |
179,822,863 | |||
Austria - 0.3% | |||
60,874 | Andritz AG | 3,141,471 | |
33,826 | Oesterreichische Post AG | 1,454,050 | |
27,958 | Vienna Insurance Group AG Wiener Versicherung Gruppe | 791,666 | |
5,387,187 | |||
Belgium - 1.6% | |||
8,633 | Ackermans & van Haaren N.V. | 1,656,203 | |
152,183 | Ageas S.A. | 7,882,996 | |
6,580 | Cofinimmo S.A. REIT | 1,051,330 | |
67,562 | Etablissements Franz Colruyt N.V. | 2,862,741 | |
22,371 | Groupe Bruxelles Lambert S.A. | 2,497,219 | |
365,115 | Proximus S.A. | 7,116,677 | |
6,294 | Sofina S.A. | 3,092,055 | |
21,668 | UCB S.A. | 2,472,709 | |
3,971 | VGP N.V. | 1,156,050 | |
29,787,980 | |||
Canada - 11.4% | |||
208,535 | Alimentation Couche-Tard, Inc. Class B | 8,749,836 | |
50,118 | Atco Ltd. Class I | 1,694,208 | |
346,987 | B2Gold Corp. | 1,368,005 | |
84,112 | Bank of Montreal | 9,068,767 | |
59,694 | Bank of Nova Scotia | 4,231,958 | |
167,565 | BCE, Inc. | 8,730,121 | |
134,819 | Canadian Apartment Properties REIT | 6,399,673 | |
13,887 | Canadian Imperial Bank of Commerce | 1,621,057 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Canada - 11.4% - (continued) | |||
32,074 | Canadian Tire Corp. Ltd. Class A | $ 4,607,138 | |
51,271 | Capital Power Corp. | 1,601,673 | |
66,056 | CGI, Inc.* | 5,849,158 | |
1,207 | Constellation Software, Inc. | 2,242,613 | |
76,553 | Emera, Inc. | 3,831,438 | |
195,899 | Empire Co., Ltd. Class A | 5,977,079 | |
60,908 | Enbridge, Inc. | 2,382,508 | |
19,256 | Fairfax Financial Holdings Ltd. | 9,485,693 | |
97,661 | Finning International, Inc. | 2,464,816 | |
63,893 | Fortis, Inc.(1) | 3,087,036 | |
52,609 | George Weston Ltd. | 6,108,250 | |
333,767 | Great-West Lifeco, Inc. | 10,030,317 | |
176,924 | Hydro One Ltd.(2) | 4,609,563 | |
92,234 | iA Financial Corp., Inc. | 5,285,118 | |
25,154 | IGM Financial, Inc. | 908,463 | |
460,262 | Kinross Gold Corp. | 2,674,523 | |
60,432 | Linamar Corp. | 3,584,824 | |
179,248 | Loblaw Cos., Ltd. | 14,707,092 | |
16,831 | Magna International, Inc. | 1,363,775 | |
180,404 | Manulife Financial Corp. | 3,443,408 | |
174,939 | Metro, Inc. | 9,323,432 | |
26,732 | Onex Corp. | 2,101,059 | |
43,992 | Open Text Corp. | 2,091,026 | |
89,588 | Parkland Corp.(1) | 2,466,037 | |
318,367 | Power Corp. of Canada | 10,535,361 | |
151,924 | Quebecor, Inc. Class B | 3,433,820 | |
112,347 | Rogers Communications, Inc. Class B | 5,356,973 | |
80,088 | Royal Bank of Canada | 8,511,906 | |
73,651 | Saputo, Inc. | 1,661,761 | |
96,547 | Shaw Communications, Inc. Class B | 2,934,283 | |
85,332 | Stantec, Inc. | 4,801,128 | |
66,620 | Sun Life Financial, Inc. | 3,713,505 | |
31,836 | TC Energy Corp. | 1,482,731 | |
155,636 | TELUS Corp. | 3,670,504 | |
49,287 | Toromont Industries Ltd. | 4,462,226 | |
104,418 | Toronto-Dominion Bank | 8,016,829 | |
146,327 | Tourmaline Oil Corp. | 4,731,025 | |
215,401,716 | |||
China - 0.5% | |||
9,822,900 | Yangzijiang Shipbuilding Holdings Ltd. | 9,763,517 | |
Denmark - 2.3% | |||
2,363 | AP Moller - Maersk A/S Class B | 8,472,512 | |
4,652 | Carlsberg A/S Class B | 803,400 | |
43,449 | Coloplast A/S Class B | 7,646,466 | |
144,263 | H. Lundbeck A/S | 3,724,446 | |
141,105 | Novo Nordisk A/S Class B | 15,857,525 | |
7,818 | SimCorp A/S | 854,448 | |
24,272 | Topdanmark A/S | 1,362,001 | |
165,500 | Tryg A/S | 4,086,732 | |
42,807,530 | |||
Finland - 1.0% | |||
15,216 | Elisa Oyj | 936,473 | |
73,249 | Fortum Oyj | 2,248,233 | |
209,446 | Kesko Oyj Class B | 6,988,258 | |
51,053 | Kone Oyj Class B | 3,659,942 | |
56,011 | Metsa Board Oyj Class B | 548,420 | |
5,482 | Nokian Renkaat Oyj | 207,596 | |
102,098 | Orion Oyj Class B | 4,240,185 | |
18,829,107 | |||
France - 6.4% | |||
2,405 | Air Liquide S.A. | 419,325 |
5 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
France - 6.4% - (continued) | |||
19,099 | Arkema S.A. | $ 2,689,945 | |
53,885 | Atos SE | 2,291,185 | |
110,985 | AXA S.A. | 3,304,864 | |
50,599 | BioMerieux | 7,186,892 | |
51,202 | BNP Paribas S.A. | 3,538,449 | |
331,171 | Bollore S.A. | 1,852,909 | |
318,000 | Bouygues S.A. | 11,387,713 | |
3,880 | Capgemini SE | 950,858 | |
537,785 | Carrefour S.A. | 9,849,318 | |
37,060 | Cie de Saint-Gobain | 2,607,488 | |
51,268 | Cie Generale des Etablissements Michelin SCA | 8,404,227 | |
56,581 | Danone S.A. | 3,512,533 | |
22,094 | Dassault Aviation S.A. | 2,386,903 | |
42,510 | Eiffage S.A. | 4,373,050 | |
437,241 | Electricite de France S.A. | 5,136,390 | |
23,656 | Eurazeo SE | 2,066,043 | |
144 | Hermes International | 251,530 | |
49,543 | Ipsen S.A. | 4,535,393 | |
4,860 | L'Oreal S.A. | 2,304,395 | |
1,028,058 | Orange S.A. | 11,004,807 | |
35,721 | Publicis Groupe S.A. | 2,404,817 | |
73,907 | Rubis SCA | 2,207,075 | |
136,960 | Sanofi | 13,796,413 | |
5,118 | Sartorius Stedim Biotech | 2,807,659 | |
13,092 | SEB S.A. | 2,038,197 | |
217,704 | Suez | 4,904,420 | |
2,833 | Trigano S.A. | 550,908 | |
30,715 | Verallia S.A.(2) | 1,081,405 | |
32,375 | Vivendi S.A. | 437,752 | |
120,282,863 | |||
Germany - 4.6% | |||
20,007 | Allianz SE | 4,724,443 | |
383,352 | Aroundtown S.A. | 2,319,242 | |
41,769 | Aurubis AG | 4,182,823 | |
14,603 | Bayerische Motoren Werke AG | 1,469,512 | |
40,511 | Brenntag SE | 3,666,179 | |
37,711 | Covestro AG(2) | 2,324,364 | |
12,019 | Dermapharm Holding SE | 1,220,553 | |
99,533 | Deutsche Post AG | 6,399,700 | |
181,441 | Deutsche Telekom AG | 3,363,255 | |
84,673 | E.ON SE | 1,173,969 | |
113,495 | Fresenius Medical Care AG & Co. KGaA | 7,374,859 | |
100,713 | Fresenius SE & Co. KGaA | 4,054,390 | |
50,037 | Fuchs Petrolub SE | 2,271,530 | |
15,612 | Gerresheimer AG | 1,503,761 | |
57,283 | Lanxess AG | 3,550,251 | |
31,179 | LEG Immobilien SE | 4,350,543 | |
60,927 | Merck KGaA | 15,727,960 | |
53,780 | Software AG | 2,145,444 | |
138,805 | TAG Immobilien AG | 3,884,664 | |
1,240,902 | Telefonica Deutschland Holding AG | 3,444,625 | |
99,500 | Uniper SE | 4,729,727 | |
5,488 | Volkswagen AG | 1,107,645 | |
34,799 | Vonovia SE | 1,919,311 | |
86,908,750 | |||
Hong Kong - 4.3% | |||
2,256,000 | BOC Hong Kong Holdings Ltd. | 7,393,353 | |
3,110,320 | Chow Tai Fook Jewellery Group Ltd. | 5,593,254 | |
952,500 | CK Asset Holdings Ltd. | 6,004,820 | |
560,000 | CK Hutchison Holdings Ltd. | 3,612,996 | |
406,480 | CLP Holdings Ltd. | 4,105,832 | |
380,910 | Hang Seng Bank Ltd. | 6,972,007 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Hong Kong - 4.3% - (continued) | |||
1,351,000 | Henderson Land Development Co., Ltd. | $ 5,753,139 | |
1,375,609 | HK Electric Investments & HK Electric Investments Ltd. | 1,349,795 | |
2,198,000 | HKT Trust & HKT Ltd. | 2,954,612 | |
55,000 | Hysan Development Co., Ltd. | 170,017 | |
7,926 | Jardine Matheson Holdings Ltd. | 436,009 | |
1,190,500 | Kerry Logistics Network Ltd. | 2,910,474 | |
640,500 | Kerry Properties Ltd. | 1,667,733 | |
366,750 | New World Development Co., Ltd. | 1,451,232 | |
934,000 | NWS Holdings Ltd. | 875,741 | |
4,105,770 | PCCW Ltd. | 2,080,191 | |
95,000 | Power Assets Holdings Ltd. | 592,204 | |
744,000 | Sino Land Co., Ltd. | 926,624 | |
1,511,000 | SITC International Holdings Co., Ltd. | 5,465,439 | |
580,500 | Sun Hung Kai Properties Ltd. | 7,043,764 | |
901,000 | Swire Properties Ltd. | 2,258,192 | |
7,463,792 | WH Group Ltd.(2) | 4,681,444 | |
2,282,000 | Xinyi Glass Holdings Ltd. | 5,707,708 | |
935,611 | Yue Yuen Industrial Holdings Ltd.* | 1,564,892 | |
81,571,472 | |||
Ireland - 0.5% | |||
43,402 | DCC plc | 3,556,544 | |
18,649 | Glanbia plc | 260,854 | |
8,882 | Kerry Group plc Class A | 1,143,894 | |
69,051 | Smurfit Kappa Group plc | 3,803,740 | |
8,765,032 | |||
Israel - 1.3% | |||
184,757 | Bank Leumi Le-Israel BM | 1,985,645 | |
1,775,900 | Bezeq The Israeli Telecommunication Corp. Ltd.* | 2,932,255 | |
59,359 | Check Point Software Technologies Ltd.* | 6,918,885 | |
64,447 | First International Bank of Israel Ltd. | 2,681,496 | |
594,135 | ICL Group Ltd. | 5,728,695 | |
22,297 | Strauss Group Ltd. | 694,901 | |
80,753 | Tower Semiconductor Ltd.* | 3,204,278 | |
24,146,155 | |||
Italy - 2.5% | |||
2,862,023 | A2A S.p.A. | 5,598,070 | |
4,064 | ACEA S.p.A. | 86,701 | |
275,230 | Assicurazioni Generali S.p.A. | 5,831,031 | |
198,983 | Brembo S.p.A. | 2,835,331 | |
41,748 | De' Longhi S.p.A. | 1,496,438 | |
8,598 | DiaSorin S.p.A. | 1,637,266 | |
170,547 | Enel S.p.A. | 1,366,544 | |
884,734 | Hera S.p.A. | 3,683,403 | |
23,165 | Interpump Group S.p.A. | 1,697,821 | |
706,118 | Iren S.p.A. | 2,131,155 | |
474,193 | Italgas S.p.A. | 3,263,554 | |
136,177 | Prysmian S.p.A. | 5,127,429 | |
240,256 | Snam S.p.A. | 1,448,061 | |
539,204 | Telecom Italia S.p.A. | 266,244 | |
429,575 | Terna Rete Elettrica Nazionale | 3,475,278 | |
1,264,807 | Unipol Gruppo S.p.A. | 6,873,818 | |
46,818,144 | |||
Japan - 18.6% | |||
38,205 | ABC-Mart, Inc. | 1,635,627 | |
187,300 | Air Water, Inc. | 2,888,670 | |
122,400 | Aisin Corp. | 4,687,456 | |
37,400 | Ajinomoto Co., Inc. | 1,135,754 | |
282,582 | Alfresa Holdings Corp. | 3,761,871 | |
10,600 | Amada Co., Ltd. | 104,845 | |
60,488 | Aozora Bank Ltd. | 1,322,642 |
6 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Japan - 18.6% - (continued) | |||
408,165 | Astellas Pharma, Inc. | $ 6,629,956 | |
111,100 | Azbil Corp. | 5,055,482 | |
141,893 | Bridgestone Corp. | 6,098,115 | |
331,000 | Brother Industries Ltd. | 6,355,269 | |
61,997 | Canon Marketing Japan, Inc. | 1,233,426 | |
383,703 | Canon, Inc. | 9,333,091 | |
17,000 | Chubu Electric Power Co., Inc. | 178,924 | |
30,600 | COMSYS Holdings Corp. | 680,531 | |
60,700 | Dai-ichi Life Holdings, Inc. | 1,225,807 | |
78,100 | Daio Paper Corp. | 1,295,393 | |
12,800 | Daito Trust Construction Co., Ltd. | 1,463,905 | |
98,200 | Daiwa House Industry Co., Ltd. | 2,820,942 | |
366,117 | Daiwa Securities Group, Inc. | 2,062,438 | |
31,700 | Ebara Corp. | 1,759,047 | |
1,480,600 | ENEOS Holdings, Inc. | 5,532,562 | |
71,100 | EXEO Group, Inc. | 1,496,647 | |
52,900 | Ezaki Glico Co., Ltd. | 1,681,334 | |
144,220 | FUJIFILM Holdings Corp. | 10,677,953 | |
72,048 | Fujitsu Ltd. | 12,344,293 | |
376,900 | Haseko Corp. | 4,667,269 | |
115,273 | Hitachi Ltd. | 6,236,384 | |
21,700 | Hitachi Transport System Ltd. | 1,017,585 | |
231,400 | Honda Motor Co., Ltd. | 6,490,574 | |
4,221 | Hoya Corp. | 627,166 | |
63,300 | Idemitsu Kosan Co., Ltd. | 1,614,451 | |
192,700 | Iida Group Holdings Co., Ltd. | 4,478,010 | |
68,271 | ITOCHU Corp. | 2,085,688 | |
130,100 | Iwatani Corp. | 6,552,733 | |
5,600 | Izumi Co., Ltd. | 156,832 | |
231,100 | Japan Post Bank Co., Ltd. | 2,117,238 | |
230,281 | Japan Post Holdings Co., Ltd. | 1,793,374 | |
52,000 | Japan Post Insurance Co., Ltd. | 835,396 | |
117,500 | Japan Tobacco, Inc. | 2,369,795 | |
402,600 | Kajima Corp. | 4,618,424 | |
56,800 | Kaneka Corp. | 1,862,012 | |
182,951 | KDDI Corp. | 5,341,334 | |
130,800 | Kewpie Corp. | 2,816,934 | |
116,800 | Kinden Corp. | 1,752,685 | |
426,648 | K's Holdings Corp. | 4,142,178 | |
70,022 | Lawson, Inc. | 3,313,967 | |
489,700 | Marubeni Corp. | 4,760,706 | |
34,800 | Matsumotokiyoshi Holdings Co., Ltd. | 1,287,378 | |
207,350 | Medipal Holdings Corp. | 3,880,329 | |
68,216 | MEIJI Holdings Co., Ltd. | 4,063,755 | |
48,900 | Mitsubishi Corp. | 1,550,804 | |
166,400 | Mitsubishi Electric Corp. | 2,107,545 | |
8,000 | Mitsubishi Heavy Industries Ltd. | 184,725 | |
1,016,400 | Mitsubishi UFJ Financial Group, Inc. | 5,515,595 | |
163,276 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 806,774 | |
40,900 | Mitsui & Co., Ltd. | 967,315 | |
183,200 | Mitsui Chemicals, Inc. | 4,915,879 | |
304,600 | Mizuho Financial Group, Inc. | 3,869,826 | |
47,700 | Morinaga Milk Industry Co., Ltd. | 2,261,665 | |
115,417 | NEC Corp. | 5,322,081 | |
121,600 | NEC Networks & System Integration Corp. | 1,906,022 | |
100,275 | Nihon Kohden Corp. | 2,747,320 | |
9,100 | Nihon Unisys Ltd. | 255,247 | |
3,500 | Nintendo Co., Ltd. | 1,630,628 | |
45,900 | Nippon Express Co., Ltd.(3)(4) | 2,716,413 | |
98,206 | Nippon Telegraph & Telephone Corp. | 2,686,370 | |
76,500 | Nippon Yusen KK | 5,819,461 | |
29,700 | Nomura Research Institute Ltd. | 1,272,802 | |
102,600 | NTT Data Corp. | 2,197,140 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Japan - 18.6% - (continued) | |||
153,300 | Obayashi Corp. | $ 1,184,812 | |
20,400 | OBIC Business Consultants Co., Ltd. | 859,190 | |
62,100 | Open House Co., Ltd. | 3,246,424 | |
18,400 | Oracle Corp. Japan | 1,396,518 | |
78,000 | ORIX Corp. | 1,590,074 | |
346,451 | Osaka Gas Co., Ltd. | 5,719,277 | |
12,400 | Otsuka Corp. | 591,168 | |
107,000 | Otsuka Holdings Co., Ltd. | 3,873,761 | |
3,400 | PALTAC Corp. | 139,803 | |
5,400 | Pan Pacific International Holdings Corp. | 74,420 | |
194,000 | Panasonic Corp. | 2,131,128 | |
158,466 | Resona Holdings, Inc. | 615,672 | |
205,200 | Ricoh Co., Ltd. | 1,908,464 | |
40,800 | Rinnai Corp. | 3,677,687 | |
182,900 | Sanwa Holdings Corp. | 1,948,837 | |
7,200 | Secom Co., Ltd. | 499,320 | |
357,700 | Seiko Epson Corp. | 6,433,040 | |
115,800 | Seino Holdings Co., Ltd. | 1,171,525 | |
173,565 | Sekisui Chemical Co., Ltd. | 2,896,895 | |
353,548 | Sekisui House Ltd. | 7,580,305 | |
170,189 | Seven & i Holdings Co., Ltd. | 7,472,325 | |
95,740 | Shimamura Co., Ltd. | 8,031,335 | |
360,228 | Shimizu Corp. | 2,230,407 | |
109,500 | Ship Healthcare Holdings, Inc. | 2,548,391 | |
101,300 | Softbank Corp. | 1,279,500 | |
213,193 | Subaru Corp. | 3,808,241 | |
63,517 | Sugi Holdings Co., Ltd. | 3,844,501 | |
244,300 | Sumitomo Dainippon Pharma Co., Ltd. | 2,810,972 | |
113,200 | Sumitomo Electric Industries Ltd. | 1,474,043 | |
68,529 | Sumitomo Forestry Co., Ltd. | 1,324,698 | |
50,300 | Sumitomo Heavy Industries Ltd. | 1,218,242 | |
108,000 | Sumitomo Mitsui Financial Group, Inc. | 3,698,007 | |
447,100 | Sumitomo Rubber Industries Ltd. | 4,550,399 | |
36,800 | Sundrug Co., Ltd. | 960,306 | |
27,607 | Suntory Beverage & Food Ltd. | 997,309 | |
72,882 | Suzuken Co., Ltd. | 2,101,240 | |
46,500 | Taisei Corp. | 1,411,293 | |
32,500 | Taisho Pharmaceutical Holdings Co., Ltd. | 1,492,988 | |
7,711 | Toho Gas Co., Ltd. | 196,131 | |
134,900 | Tohoku Electric Power Co., Inc. | 955,915 | |
272,496 | Tokyo Gas Co., Ltd. | 4,879,395 | |
87,000 | Toppan, Inc. | 1,628,865 | |
7,700 | Toshiba Corp. | 316,278 | |
109,600 | Tosoh Corp. | 1,623,704 | |
33,219 | Toyo Suisan Kaisha Ltd. | 1,406,301 | |
234,700 | Toyota Boshoku Corp. | 4,598,004 | |
1,563,757 | Yamada Denki Co., Ltd. | 5,336,777 | |
132,346 | Yamaha Motor Co., Ltd. | 3,170,879 | |
82,880 | Yamazaki Baking Co., Ltd. | 1,099,741 | |
242,300 | Yokohama Rubber Co., Ltd. | 3,877,894 | |
85,953 | Zensho Holdings Co., Ltd. | 2,018,296 | |
350,978,486 | |||
Luxembourg - 0.5% | |||
48,618 | Eurofins Scientific SE | 6,015,375 | |
129,083 | Grand City Properties S.A. | 3,065,041 | |
9,080,416 | |||
Netherlands - 3.7% | |||
73,150 | ASR Nederland N.V. | 3,369,040 | |
416,045 | Koninklijke Ahold Delhaize N.V. | 14,257,660 | |
19,580 | Koninklijke DSM N.V. | 4,408,741 | |
2,300,496 | Koninklijke KPN N.V. | 7,142,017 | |
23,381 | Koninklijke Philips N.V. | 871,184 |
7 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Netherlands - 3.7% - (continued) | |||
114,008 | Koninklijke Vopak N.V. | $ 3,993,216 | |
226,898 | NN Group N.V.(1) | 12,284,730 | |
109,373 | Randstad N.V. | 7,467,712 | |
154,164 | Signify N.V.(2) | 7,149,356 | |
75,800 | Universal Music Group N.V. | 2,136,030 | |
62,484 | Wolters Kluwer N.V. | 7,361,483 | |
70,441,169 | |||
New Zealand - 0.7% | |||
617,867 | Contact Energy Ltd. | 3,426,484 | |
309,964 | Fisher & Paykel Healthcare Corp. Ltd. Class C | 6,952,225 | |
155,234 | Mercury NZ Ltd. | 650,440 | |
901,475 | Spark New Zealand Ltd. | 2,811,741 | |
13,840,890 | |||
Norway - 1.5% | |||
40,160 | Austevoll Seafood ASA | 484,563 | |
29,033 | Entra ASA(2) | 652,875 | |
52,776 | Kongsberg Gruppen ASA | 1,711,660 | |
571,300 | Norsk Hydro ASA | 4,503,904 | |
714,727 | Orkla ASA | 7,161,616 | |
29,182 | Salmar ASA | 2,012,027 | |
464,838 | Telenor ASA | 7,306,005 | |
86,894 | Yara International ASA | 4,384,953 | |
28,217,603 | |||
Portugal - 0.3% | |||
111,057 | Galp Energia SGPS S.A. | 1,076,025 | |
240,132 | Jeronimo Martins SGPS S.A. | 5,488,869 | |
6,564,894 | |||
Singapore - 1.8% | |||
3,473,898 | ComfortDelGro Corp. Ltd. | 3,607,504 | |
278,909 | DBS Group Holdings Ltd. | 6,756,791 | |
841,100 | Olam International Ltd. | 1,091,811 | |
909,852 | Oversea-Chinese Banking Corp. Ltd. | 7,693,738 | |
264,900 | Singapore Exchange Ltd. | 1,827,371 | |
1,608,900 | Singapore Technologies Engineering Ltd. | 4,487,234 | |
160,000 | United Overseas Bank Ltd. | 3,192,523 | |
419,100 | Venture Corp. Ltd. | 5,692,038 | |
34,349,010 | |||
Spain - 1.7% | |||
25,557 | Acciona S.A. | 4,885,560 | |
15,857 | Fluidra S.A. | 634,747 | |
268,516 | Grifols S.A. | 5,152,888 | |
23,284 | Grupo Catalana Occidente S.A. | 794,357 | |
249,905 | Iberdrola S.A. | 2,958,437 | |
1,709,999 | Mapfre S.A. | 3,510,994 | |
60,132 | Naturgy Energy Group S.A. | 1,957,779 | |
279,256 | Red Electrica Corp. S.A. | 6,041,766 | |
858,451 | Telefonica S.A.(1) | 3,760,439 | |
32,537 | Viscofan S.A. | 2,105,361 | |
31,802,328 | |||
Sweden - 4.3% | |||
622 | Assa Abloy AB Class B | 18,975 | |
134,774 | Axfood AB | 3,876,268 | |
99,927 | Boliden AB | 3,862,937 | |
40,021 | Bure Equity AB | 1,936,988 | |
430,040 | Electrolux AB Class B | 10,425,817 | |
55,795 | Essity AB Class B | 1,820,424 | |
243,834 | Getinge AB Class B | 10,640,646 | |
125,413 | Industrivarden AB Class C | 3,935,324 | |
598,426 | Investor AB Class B | 15,053,433 | |
42,211 | L E Lundbergforetagen AB Class B | 2,368,405 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Sweden - 4.3% - (continued) | |||
147,049 | Lundin Energy AB | $ 5,270,399 | |
82,694 | Samhallsbyggnadsbolaget i Norden AB | 606,652 | |
328,705 | Securitas AB Class B | 4,525,487 | |
206,915 | Skanska AB Class B | 5,352,363 | |
94,446 | Swedish Match AB | 751,283 | |
852,500 | Telefonaktiebolaget LM Ericsson Class B | 9,396,110 | |
17,762 | Volvo AB Class B | 411,295 | |
80,252,806 | |||
Switzerland - 7.5% | |||
116,653 | Adecco Group AG | 5,966,120 | |
10,541 | Allreal Holding AG | 2,336,917 | |
4,734 | ALSO Holding AG | 1,558,690 | |
3,051 | Bachem Holding AG | 2,397,537 | |
25,262 | Baloise Holding AG | 4,133,857 | |
24,798 | Banque Cantonale Vaudoise | 1,926,904 | |
20,741 | BKW AG | 2,699,756 | |
5,874 | Bucher Industries AG | 2,907,506 | |
30,707 | DKSH Holding AG | 2,537,713 | |
762 | Emmi AG | 899,865 | |
47,140 | Galenica AG(2) | 3,546,559 | |
4,626 | Geberit AG | 3,783,455 | |
40,616 | Kuehne + Nagel International AG | 13,123,361 | |
106,905 | Logitech International S.A. | 9,020,311 | |
38,547 | Nestle S.A. | 5,391,461 | |
66,769 | Novartis AG | 5,882,912 | |
27,934 | PSP Swiss Property AG | 3,485,810 | |
35,196 | Roche Holding AG | 14,643,915 | |
7,383 | Schindler Holding AG | 1,980,360 | |
11,639 | SFS Group AG | 1,612,075 | |
1,269 | SGS S.A. | 4,243,695 | |
1,761 | Siegfried Holding AG | 1,719,157 | |
9,399 | Sonova Holding AG | 3,690,899 | |
14,792 | Swiss Life Holding AG | 9,075,046 | |
48,457 | Swiss Prime Site AG | 4,767,788 | |
22,720 | Swisscom AG | 12,831,819 | |
7,742 | Tecan Group AG | 4,720,058 | |
352,152 | UBS Group AG | 6,346,195 | |
11,872 | Zurich Insurance Group AG | 5,217,087 | |
142,446,828 | |||
United Kingdom - 12.5% | |||
27,787 | 3i Group plc | 545,347 | |
140,082 | Admiral Group plc | 5,989,905 | |
23,892 | Anglo American plc | 975,993 | |
153,549 | AstraZeneca plc ADR | 8,944,229 | |
633,524 | Aviva plc | 3,521,547 | |
1,206,612 | B&M European Value Retail S.A. | 10,361,435 | |
1,482,444 | BAE Systems plc | 11,039,415 | |
11,164 | Berkeley Group Holdings plc | 722,032 | |
1,856,802 | BT Group plc | 4,264,090 | |
94,387 | Close Brothers Group plc | 1,794,908 | |
55,564 | Computacenter plc | 2,190,027 | |
658,611 | ConvaTec Group plc(2) | 1,723,006 | |
10,920 | Dechra Pharmaceuticals plc | 787,599 | |
1,406,777 | Direct Line Insurance Group plc | 5,316,092 | |
118,599 | DS Smith plc | 616,523 | |
195,191 | Electrocomponents plc | 3,188,380 | |
807,619 | Evraz plc | 6,580,780 | |
49,187 | Ferguson plc | 8,730,726 | |
115,738 | Frasers Group plc* | 1,208,630 | |
5,092 | Genus plc | 340,567 | |
312,931 | GlaxoSmithKline plc ADR(1) | 13,800,257 | |
112,000 | Halma plc | 4,854,349 | |
169,520 | Hikma Pharmaceuticals plc | 5,094,966 |
8 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
United Kingdom - 12.5% - (continued) | |||
527,443 | Howden Joinery Group plc | $ 6,438,130 | |
1,687,123 | HSBC Holdings plc | 10,252,209 | |
305,383 | IG Group Holdings plc | 3,362,780 | |
136,240 | IMI plc | 3,203,446 | |
354,885 | Imperial Brands plc | 7,770,096 | |
22,342 | Intertek Group plc | 1,703,701 | |
623,011 | J Sainsbury plc | 2,327,303 | |
2,044,358 | Kingfisher plc | 9,367,462 | |
4,506,802 | Lloyds Banking Group plc | 2,917,826 | |
301,025 | Mondi plc | 7,445,028 | |
261,913 | National Grid plc | 3,759,620 | |
381,834 | Pearson plc | 3,171,318 | |
22,512 | Pennon Group plc | 355,834 | |
208,563 | Phoenix Group Holdings plc | 1,845,213 | |
120,340 | RELX plc | 3,915,129 | |
147,775 | Rio Tinto plc | 9,791,527 | |
1,466,961 | Royal Mail plc | 10,053,843 | |
511,167 | Sage Group plc | 5,902,978 | |
64,590 | Schroders plc | 3,114,428 | |
411,826 | Segro plc REIT | 8,012,765 | |
54,740 | Smith & Nephew plc | 959,035 | |
95,809 | Softcat plc | 2,341,024 | |
96,734 | Spectris plc | 4,792,762 | |
16,708 | Spirax-Sarco Engineering plc | 3,632,139 | |
82,257 | SSE plc | 1,837,200 | |
297,723 | Standard Chartered plc | 1,808,177 | |
591,623 | Tate & Lyle plc | 5,299,956 | |
332,513 | Tesco plc | 1,305,629 | |
1,432,501 | Tritax Big Box plc REIT | 4,831,225 | |
32,100 | Unilever plc | 1,715,419 | |
217,271 | Vodafone Group plc | 330,362 | |
236,154,367 | |||
Total Common Stocks (cost $1,662,961,412) | $ 1,874,421,113 | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Securities Lending Collateral - 0.1% | |||
62,233 | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(5) | $ 62,233 | |
1,629,540 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(5) | 1,629,540 | |
94,939 | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(5) | 94,939 | |
Total Short-Term Investments (cost $1,786,712) | $ 1,786,712 | ||
Total Investments (cost $1,664,748,124) | 99.4% | $ 1,876,207,825 | |
Other Assets and Liabilities | 0.6% | 11,896,549 | |
Total Net Assets | 100.0% | $ 1,888,104,374 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(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 December 31, 2021, the aggregate value of these securities was $25,768,572, representing 1.4% of net assets. |
(3) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Trustees. At December 31, 2021, the aggregate fair value of this security was $2,716,413, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Trustees. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
9 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Futures Contracts Outstanding at December 31, 2021 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 77 | 03/18/2022 | $ 8,938,930 | $ 168,783 | ||||
Total futures contracts | $ 168,783 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 179,822,863 | $ 179,822,863 | $ — | $ — | ||||
Austria | 5,387,187 | 5,387,187 | — | — | ||||
Belgium | 29,787,980 | 29,787,980 | — | — | ||||
Canada | 215,401,716 | 215,401,716 | — | — | ||||
China | 9,763,517 | 9,763,517 | — | — | ||||
Denmark | 42,807,530 | 42,807,530 | — | — | ||||
Finland | 18,829,107 | 18,829,107 | — | — | ||||
France | 120,282,863 | 120,282,863 | — | — | ||||
Germany | 86,908,750 | 86,908,750 | — | — | ||||
Hong Kong | 81,571,472 | 81,571,472 | — | — | ||||
Ireland | 8,765,032 | 8,765,032 | — | — | ||||
Israel | 24,146,155 | 24,146,155 | — | — | ||||
Italy | 46,818,144 | 46,818,144 | — | — | ||||
Japan | 350,978,486 | 348,262,073 | — | 2,716,413 | ||||
Luxembourg | 9,080,416 | 9,080,416 | — | — | ||||
Netherlands | 70,441,169 | 70,441,169 | — | — | ||||
New Zealand | 13,840,890 | 13,840,890 | — | — | ||||
Norway | 28,217,603 | 28,217,603 | — | — | ||||
Portugal | 6,564,894 | 6,564,894 | — | — | ||||
Singapore | 34,349,010 | 34,349,010 | — | — | ||||
Spain | 31,802,328 | 31,802,328 | — | — | ||||
Sweden | 80,252,806 | 80,252,806 | — | — | ||||
Switzerland | 142,446,828 | 142,446,828 | — | — | ||||
United Kingdom | 236,154,367 | 236,154,367 | — | — | ||||
Short-Term Investments | 1,786,712 | 1,786,712 | — | — | ||||
Futures Contracts(2) | 168,783 | 168,783 | — | — | ||||
Total | $ 1,876,376,608 | $ 1,873,660,195 | $ — | $ 2,716,413 |
(1) | For the period ended December 31, 2021, investments valued at $3,175,873 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended December 31, 2021 is not presented.
10 |
Hartford Multifactor Diversified International ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% | |||
Australia - 8.2% | |||
834 | Ansell Ltd. | $ 19,106 | |
1,445 | Australia & New Zealand Banking Group Ltd. | 28,902 | |
821 | BHP Group Ltd. | 24,772 | |
1,014 | BlueScope Steel Ltd. | 15,408 | |
1,748 | Coles Group Ltd. | 22,800 | |
19 | CSL Ltd. | 4,016 | |
3,253 | Dexus REIT | 26,300 | |
2,912 | Fortescue Metals Group Ltd. | 40,671 | |
1,425 | JB Hi-Fi Ltd. | 50,062 | |
9,439 | Metcash Ltd. | 30,882 | |
1,001 | Mineral Resources Ltd. | 40,755 | |
7,701 | Mirvac Group REIT | 16,293 | |
1,347 | Sonic Healthcare Ltd. | 45,666 | |
8,614 | Telstra Corp. Ltd. | 26,179 | |
837 | Wesfarmers Ltd. | 36,086 | |
1,266 | Woolworths Group Ltd. | 34,986 | |
462,884 | |||
Austria - 0.4% | |||
269 | Andritz AG | 13,882 | |
138 | Oesterreichische Post AG | 5,932 | |
19,814 | |||
Belgium - 1.2% | |||
31 | Ackermans & van Haaren N.V. | 5,947 | |
695 | Ageas S.A. | 36,001 | |
375 | Etablissements Franz Colruyt N.V. | 15,890 | |
495 | Proximus S.A. | 9,648 | |
67,486 | |||
Brazil - 1.5% | |||
2,900 | JBS S.A. | 19,759 | |
1,532 | Telefonica Brasil S.A. | 13,254 | |
2,842 | Transmissora Alianca de Energia Eletrica S.A. UNIT | 18,557 | |
2,025 | Vale S.A. ADR | 28,391 | |
1,790 | Vibra Energia S.A. | 6,877 | |
86,838 | |||
Canada - 5.2% | |||
195 | Alimentation Couche-Tard, Inc. Class B | 8,182 | |
393 | Bank of Montreal | 42,372 | |
100 | Bank of Nova Scotia | 7,089 | |
3 | Canadian Imperial Bank of Commerce | 350 | |
76 | Canadian Tire Corp. Ltd. Class A | 10,917 | |
1,131 | Empire Co., Ltd. Class A | 34,508 | |
23 | Fairfax Financial Holdings Ltd. | 11,330 | |
109 | George Weston Ltd. | 12,656 | |
530 | Great-West Lifeco, Inc. | 15,927 | |
78 | iA Financial Corp., Inc. | 4,470 | |
478 | Loblaw Cos., Ltd. | 39,219 | |
20 | Magna International, Inc. | 1,621 | |
524 | Manulife Financial Corp. | 10,002 | |
28 | Metro, Inc. | 1,492 | |
1,065 | Power Corp. of Canada | 35,243 | |
32 | Rogers Communications, Inc. Class B | 1,526 | |
257 | Royal Bank of Canada | 27,314 | |
422 | Toronto-Dominion Bank | 32,400 | |
296,618 | |||
Chile - 0.2% | |||
1,003 | CAP S.A. | 9,771 | |
China - 8.0% | |||
53,000 | Agricultural Bank of China Ltd. Class H | 18,219 | |
500 | Anhui Conch Cement Co., Ltd. Class H | 2,498 | |
132,000 | Bank of China Ltd. Class H | 47,576 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
China - 8.0% - (continued) | |||
45,000 | Bank of Communications Co., Ltd. Class H | $ 27,186 | |
36,000 | China Construction Bank Corp. Class H | 24,935 | |
1,000 | China Longyuan Power Group Corp. Ltd. Class H | 2,334 | |
90,000 | China Petroleum & Chemical Corp. Class H | 41,905 | |
35,000 | China Railway Group Ltd. Class H | 18,496 | |
21,000 | China Shenhua Energy Co., Ltd. Class H | 49,239 | |
1,700 | China Vanke Co., Ltd. Class H | 3,955 | |
30,000 | CITIC Ltd. | 29,629 | |
2,400 | Haier Smart Home Co., Ltd. Class H | 10,143 | |
11,000 | Industrial & Commercial Bank of China Ltd. Class H | 6,208 | |
46,000 | Lenovo Group Ltd. | 52,866 | |
140,000 | PetroChina Co., Ltd. Class H | 62,312 | |
16,000 | PICC Property & Casualty Co., Ltd. Class H | 13,073 | |
500 | Ping An Insurance Group Co. of China Ltd. Class H | 3,601 | |
42,100 | Yangzijiang Shipbuilding Holdings Ltd. | 41,846 | |
456,021 | |||
Denmark - 1.6% | |||
8 | AP Moller - Maersk A/S Class B | 28,684 | |
25 | Coloplast A/S Class B | 4,400 | |
509 | Novo Nordisk A/S Class B | 57,202 | |
90,286 | |||
Finland - 0.3% | |||
425 | Fortum Oyj | 13,044 | |
13 | Kesko Oyj Class B | 434 | |
87 | Kone Oyj Class B | 6,237 | |
19,715 | |||
France - 3.8% | |||
49 | Air Liquide S.A. | 8,543 | |
316 | AXA S.A. | 9,410 | |
143 | BNP Paribas S.A. | 9,882 | |
1,470 | Carrefour S.A. | 26,923 | |
188 | Cie de Saint-Gobain | 13,227 | |
134 | Cie Generale des Etablissements Michelin SCA | 21,966 | |
88 | Danone S.A. | 5,463 | |
1 | Hermes International | 1,747 | |
12 | L'Oreal S.A. | 5,690 | |
10 | LVMH Moet Hennessy Louis Vuitton SE | 8,268 | |
3,203 | Orange S.A. | 34,286 | |
543 | Sanofi | 54,698 | |
70 | Schneider Electric SE | 13,729 | |
20 | Vivendi S.A. | 270 | |
214,102 | |||
Germany - 2.7% | |||
121 | Allianz SE | 28,573 | |
40 | Bayerische Motoren Werke AG | 4,025 | |
463 | Deutsche Post AG | 29,770 | |
669 | Deutsche Telekom AG | 12,401 | |
58 | Fresenius Medical Care AG & Co. KGaA | 3,769 | |
148 | Fresenius SE & Co. KGaA | 5,958 | |
32 | LEG Immobilien SE | 4,465 | |
228 | Merck KGaA | 58,857 | |
34 | Volkswagen AG | 6,862 | |
154,680 | |||
Hong Kong - 3.0% | |||
6,000 | BOC Hong Kong Holdings Ltd. | 19,663 | |
4,000 | China Overseas Land & Investment Ltd. | 9,471 | |
7,000 | Chow Tai Fook Jewellery Group Ltd. | 12,588 | |
5,000 | CK Asset Holdings Ltd. | 31,521 | |
2,500 | CK Hutchison Holdings Ltd. | 16,130 | |
2,000 | CLP Holdings Ltd. | 20,202 | |
3,000 | Henderson Land Development Co., Ltd. | 12,775 |
11 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
Hong Kong - 3.0% - (continued) | |||
2,000 | SITC International Holdings Co., Ltd. | $ 7,234 | |
1,500 | Sun Hung Kai Properties Ltd. | 18,201 | |
500 | Techtronic Industries Co., Ltd. | 9,954 | |
3,500 | WH Group Ltd.(1) | 2,195 | |
1,000 | Wharf Holdings Ltd. | 3,072 | |
2,000 | Xinyi Glass Holdings Ltd. | 5,002 | |
168,008 | |||
India - 0.4% | |||
121 | Dr. Reddy's Laboratories Ltd. ADR | 7,915 | |
684 | Infosys Ltd. ADR | 17,312 | |
25,227 | |||
Indonesia - 0.9% | |||
10,600 | Astra International Tbk PT | 4,239 | |
2,300 | Gudang Garam Tbk PT | 4,938 | |
66,200 | Telekomunikasi Indonesia Persero Tbk PT | 18,765 | |
16,300 | United Tractors Tbk PT | 25,332 | |
53,274 | |||
Israel - 3.1% | |||
7,207 | Bezeq The Israeli Telecommunication Corp. Ltd.* | 11,900 | |
34 | Check Point Software Technologies Ltd.* | 3,963 | |
85 | Danel Adir Yeoshua Ltd. | 19,226 | |
457 | Delek Automotive Systems Ltd. | 6,461 | |
222 | Electra Consumer Products Ltd. | 12,839 | |
57 | Fox Wizel Ltd. | 10,254 | |
862 | Harel Insurance Investments & Financial Services Ltd. | 9,788 | |
6,008 | Mivne Real Estate KD Ltd. | 25,828 | |
2,521 | Phoenix Holdings Ltd. | 32,586 | |
227 | Rami Levy Chain Stores Hashikma Marketing Ltd. | 17,015 | |
2,653 | Shufersal Ltd. | 22,077 | |
111 | Strauss Group Ltd. | 3,459 | |
175,396 | |||
Italy - 0.7% | |||
6,284 | A2A S.p.A. | 12,291 | |
453 | Assicurazioni Generali S.p.A. | 9,597 | |
1,276 | Enel S.p.A. | 10,224 | |
240 | Prysmian S.p.A. | 9,037 | |
41,149 | |||
Japan - 14.3% | |||
300 | Aisin Corp. | 11,489 | |
300 | Alfresa Holdings Corp. | 3,994 | |
1,600 | Astellas Pharma, Inc. | 25,989 | |
400 | Bridgestone Corp. | 17,191 | |
700 | Brother Industries Ltd. | 13,440 | |
1,100 | Canon, Inc. | 26,756 | |
400 | Daiwa House Industry Co., Ltd. | 11,491 | |
500 | ENEOS Holdings, Inc. | 1,868 | |
500 | FUJIFILM Holdings Corp. | 37,020 | |
300 | Fujitsu Ltd. | 51,400 | |
400 | Haseko Corp. | 4,953 | |
800 | Hitachi Ltd. | 43,281 | |
1,300 | Honda Motor Co., Ltd. | 36,464 | |
300 | Iida Group Holdings Co., Ltd. | 6,972 | |
300 | ITOCHU Corp. | 9,165 | |
600 | Iwatani Corp. | 30,220 | |
200 | Kajima Corp. | 2,294 | |
1,000 | KDDI Corp. | 29,195 | |
600 | Konica Minolta, Inc. | 2,730 | |
2,300 | Marubeni Corp. | 22,360 | |
100 | MEIJI Holdings Co., Ltd. | 5,957 | |
500 | Mitsubishi Corp. | 15,857 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
Japan - 14.3% - (continued) | |||
1,000 | Mitsubishi Electric Corp. | $ 12,666 | |
5,500 | Mitsubishi UFJ Financial Group, Inc. | 29,846 | |
600 | Mitsui & Co., Ltd. | 14,191 | |
100 | Mitsui Chemicals, Inc. | 2,683 | |
1,500 | Mizuho Financial Group, Inc. | 19,057 | |
200 | NEC Corp. | 9,222 | |
300 | Nihon Kohden Corp. | 8,219 | |
800 | Nippon Telegraph & Telephone Corp. | 21,884 | |
300 | Nippon Yusen KK | 22,821 | |
1,000 | Osaka Gas Co., Ltd. | 16,508 | |
200 | Otsuka Holdings Co., Ltd. | 7,241 | |
1,900 | Panasonic Corp. | 20,872 | |
1,000 | Sanwa Holdings Corp. | 10,655 | |
400 | Seiko Epson Corp. | 7,194 | |
400 | Sekisui Chemical Co., Ltd. | 6,676 | |
600 | Sekisui House Ltd. | 12,864 | |
800 | Seven & i Holdings Co., Ltd. | 35,125 | |
200 | Shimamura Co., Ltd. | 16,777 | |
1,000 | Softbank Corp. | 12,631 | |
500 | Subaru Corp. | 8,932 | |
600 | Sumitomo Mitsui Financial Group, Inc. | 20,545 | |
3,000 | Sumitomo Rubber Industries Ltd. | 30,533 | |
100 | Taisei Corp. | 3,035 | |
700 | Tokyo Gas Co., Ltd. | 12,534 | |
500 | Toyota Motor Corp. | 9,142 | |
2,800 | Yamada Denki Co., Ltd. | 9,556 | |
400 | Yamaha Motor Co., Ltd. | 9,584 | |
700 | Yokohama Rubber Co., Ltd. | 11,203 | |
812,282 | |||
Luxembourg - 0.0% | |||
16 | Eurofins Scientific SE | 1,980 | |
Malaysia - 1.9% | |||
10,600 | DiGi.Com Bhd | 11,093 | |
14,200 | Hartalega Holdings Bhd | 19,531 | |
11,400 | Kossan Rubber Industries | 5,254 | |
11,243 | Malayan Banking Bhd | 22,400 | |
1,900 | Petronas Gas Bhd | 8,209 | |
7,816 | RHB Bank Bhd | 10,075 | |
5,800 | Tenaga Nasional Bhd | 13,003 | |
29,300 | Top Glove Corp. Bhd | 18,216 | |
107,781 | |||
Mexico - 1.2% | |||
1,500 | America Movil S.A.B. de C.V. Class L ADR | 31,665 | |
620 | Coca-Cola Femsa SAB de CV | 33,970 | |
1,600 | Grupo Bimbo S.A.B. de C.V. Series A | 4,932 | |
70,567 | |||
Netherlands - 1.4% | |||
1,689 | Koninklijke Ahold Delhaize N.V. | 57,881 | |
420 | NN Group N.V. | 22,740 | |
57 | Universal Music Group N.V. | 1,606 | |
82,227 | |||
New Zealand - 1.1% | |||
996 | Fisher & Paykel Healthcare Corp. Ltd. Class C | 22,340 | |
5,694 | Goodman Property Trust REIT | 10,058 | |
10,520 | Spark New Zealand Ltd. | 32,812 | |
65,210 | |||
Norway - 2.6% | |||
116 | Atea ASA | 2,157 | |
78 | Entra ASA(1) | 1,754 | |
4,351 | Europris ASA(1) | 34,785 |
12 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
Norway - 2.6% - (continued) | |||
232 | Kongsberg Gruppen ASA | $ 7,524 | |
2,720 | Norsk Hydro ASA | 21,444 | |
1,428 | Orkla ASA | 14,309 | |
1,974 | Telenor ASA | 31,026 | |
928 | Veidekke ASA | 13,933 | |
452 | Yara International ASA | 22,809 | |
149,741 | |||
Philippines - 2.0% | |||
435 | Globe Telecom, Inc. | 28,339 | |
2,370 | Manila Electric Co. | 13,720 | |
23,800 | Metropolitan Bank & Trust Co. | 25,997 | |
1,275 | PLDT, Inc. | 45,307 | |
113,363 | |||
Poland - 1.5% | |||
2,324 | Polski Koncern Naftowy ORLEN S.A. | 42,866 | |
18,090 | Polskie Gornictwo Naftowe i Gazownictwo S.A. | 28,277 | |
1,636 | Powszechny Zaklad Ubezpieczen S.A. | 14,349 | |
85,492 | |||
Russia - 0.1% | |||
349 | Gazprom PJSC ADR | 3,225 | |
Singapore - 0.9% | |||
1,106 | DBS Group Holdings Ltd. | 26,793 | |
1,842 | Oversea-Chinese Banking Corp. Ltd. | 15,576 | |
500 | Venture Corp. Ltd. | 6,791 | |
49,160 | |||
South Africa - 0.1% | |||
226 | Kumba Iron Ore Ltd. | 6,515 | |
South Korea - 3.0% | |||
24 | Coway Co., Ltd.* | 1,502 | |
10 | Hankook Tire & Technology Co., Ltd.* | 334 | |
149 | Kia Motors Corp.* | 10,303 | |
397 | Korea Electric Power Corp.* | 7,381 | |
208 | KT&G Corp.* | 13,823 | |
196 | LG Electronics, Inc.* | 22,753 | |
1,983 | LG Uplus Corp. | 22,687 | |
13 | POSCO | 3,002 | |
668 | Samsung Electronics Co., Ltd. | 44,000 | |
7 | Samsung Fire & Marine Insurance Co., Ltd.* | 1,189 | |
84 | SK Hynix, Inc.* | 9,257 | |
238 | SK Square Co., Ltd.* | 13,294 | |
394 | SK Telecom Co., Ltd. | 19,190 | |
168,715 | |||
Spain - 0.5% | |||
419 | Banco Bilbao Vizcaya Argentaria S.A. | 2,502 | |
1,038 | Iberdrola S.A. | 12,288 | |
2,453 | Telefonica S.A. | 10,745 | |
25,535 | |||
Sweden - 4.5% | |||
66 | Assa Abloy AB Class B | 2,013 | |
722 | Axfood AB | 20,766 | |
271 | Boliden AB | 10,476 | |
1,505 | Electrolux AB Class B | 36,487 | |
660 | Getinge AB Class B | 28,802 | |
578 | Industrivarden AB Class C | 18,137 | |
2,304 | Investor AB Class B | 57,957 | |
247 | L E Lundbergforetagen AB Class B | 13,859 | |
113 | Securitas AB Class B | 1,556 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
Sweden - 4.5% - (continued) | |||
731 | Skanska AB Class B | $ 18,909 | |
3,174 | Telefonaktiebolaget LM Ericsson Class B | 34,983 | |
420 | Volvo AB Class B | 9,726 | |
253,671 | |||
Switzerland - 3.2% | |||
2 | Geberit AG | 1,636 | |
121 | Kuehne + Nagel International AG | 39,096 | |
208 | Logitech International S.A. | 17,550 | |
153 | Nestle S.A. | 21,400 | |
170 | Novartis AG | 14,978 | |
143 | Roche Holding AG | 59,497 | |
19 | Swiss Life Holding AG | 11,657 | |
838 | UBS Group AG | 15,102 | |
180,916 | |||
Taiwan - 7.5% | |||
36,000 | Acer, Inc. | 39,621 | |
1,000 | ASE Technology Holding Co., Ltd. | 3,849 | |
3,000 | Asustek Computer, Inc. | 40,771 | |
17,000 | AU Optronics Corp. | 14,071 | |
12,000 | Cathay Financial Holding Co., Ltd. | 27,108 | |
42,000 | Compal Electronics, Inc. | 36,737 | |
10,000 | Fubon Financial Holding Co., Ltd. | 27,578 | |
8,800 | Hon Hai Precision Industry Co., Ltd. | 33,079 | |
45,000 | Innolux Corp. | 31,879 | |
13,000 | Lite-On Technology Corp. | 29,978 | |
2,000 | Micro-Star International Co., Ltd. | 11,602 | |
12,000 | Pegatron Corp. | 29,971 | |
15,000 | Pou Chen Corp. | 17,973 | |
1,000 | Powertech Technology, Inc. | 3,531 | |
9,000 | Quanta Computer, Inc. | 30,806 | |
2,000 | Sino-American Silicon Products, Inc. | 17,060 | |
5,000 | Synnex Technology International Corp. | 11,964 | |
3,000 | United Microelectronics Corp. | 7,048 | |
7,000 | Wistron Corp. | 7,375 | |
6,000 | Yuanta Financial Holding Co., Ltd. | 5,487 | |
427,488 | |||
Thailand - 2.3% | |||
3,200 | Advanced Info Service PCL NVDR | 22,033 | |
5,300 | PTT PCL NVDR | 6,029 | |
1,200 | Siam Cement PCL NVDR | 13,866 | |
32,400 | Sri Trang Agro-Industry PCL NVDR | 30,067 | |
43,000 | Sri Trang Gloves Thailand PCL | 38,939 | |
8,200 | Supalai PCL | 5,572 | |
22,500 | Thai Union Group PCL | 13,134 | |
129,640 | |||
Turkey - 0.7% | |||
715 | BIM Birlesik Magazalar AS | 3,300 | |
13,522 | Eregli Demir ve Celik Fabrikalari T.A.S. | 28,674 | |
102 | Ford Otomotiv Sanayi AS | 1,829 | |
2,835 | Turkcell Iletisim Hizmetleri AS | 3,941 | |
37,744 | |||
United Kingdom - 9.6% | |||
356 | Anglo American plc | 14,543 | |
71 | Ashtead Group plc | 5,714 | |
405 | AstraZeneca plc ADR | 23,591 | |
852 | Aviva plc | 4,736 | |
3,638 | B&M European Value Retail S.A. | 31,240 | |
5,958 | BAE Systems plc | 44,368 | |
5,002 | BT Group plc | 11,487 |
13 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
United Kingdom - 9.6% - (continued) | |||
137 | Ferguson plc | $ 24,318 | |
1,285 | GlaxoSmithKline plc ADR | 56,669 | |
557 | Hikma Pharmaceuticals plc | 16,741 | |
475 | Howden Joinery Group plc | 5,798 | |
6,400 | HSBC Holdings plc | 38,500 | |
1,275 | Imperial Brands plc | 27,916 | |
6,587 | Kingfisher plc | 30,182 | |
715 | Mondi plc | 17,684 | |
492 | National Grid plc | 7,062 | |
176 | RELX plc | 5,726 | |
616 | Rio Tinto plc | 40,816 | |
8,494 | Royal Mail plc | 58,214 | |
1,673 | Segro plc REIT | 32,551 | |
306 | Spectris plc | 15,161 | |
332 | SSE plc | 7,415 | |
1,261 | Tate & Lyle plc | 11,296 | |
2,702 | Tritax Big Box plc REIT | 9,113 | |
53 | Unilever plc | 2,832 | |
543,673 | |||
Total Common Stocks (cost $5,105,219) | $ 5,656,194 | ||
Total Investments (cost $5,105,219) | 99.6% | $ 5,656,194 | |
Other Assets and Liabilities | 0.4% | 22,116 | |
Total Net Assets | 100.0% | $ 5,678,310 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2021, the aggregate value of these securities was $38,734, representing 0.7% of net assets. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
14 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 462,884 | $ 462,884 | $ — | $ — | ||||
Austria | 19,814 | 19,814 | — | — | ||||
Belgium | 67,486 | 67,486 | — | — | ||||
Brazil | 86,838 | 86,838 | — | — | ||||
Canada | 296,618 | 296,618 | — | — | ||||
Chile | 9,771 | 9,771 | — | — | ||||
China | 456,021 | 456,021 | — | — | ||||
Denmark | 90,286 | 90,286 | — | — | ||||
Finland | 19,715 | 19,715 | — | — | ||||
France | 214,102 | 214,102 | — | — | ||||
Germany | 154,680 | 154,680 | — | — | ||||
Hong Kong | 168,008 | 168,008 | — | — | ||||
India | 25,227 | 25,227 | — | — | ||||
Indonesia | 53,274 | 53,274 | — | — | ||||
Israel | 175,396 | 175,396 | — | — | ||||
Italy | 41,149 | 41,149 | — | — | ||||
Japan | 812,282 | 812,282 | — | — | ||||
Luxembourg | 1,980 | 1,980 | — | — | ||||
Malaysia | 107,781 | 107,781 | — | — | ||||
Mexico | 70,567 | 70,567 | — | — | ||||
Netherlands | 82,227 | 82,227 | — | — | ||||
New Zealand | 65,210 | 65,210 | — | — | ||||
Norway | 149,741 | 149,741 | — | — | ||||
Philippines | 113,363 | 113,363 | — | — | ||||
Poland | 85,492 | 85,492 | — | — | ||||
Russia | 3,225 | 3,225 | — | — | ||||
Singapore | 49,160 | 49,160 | — | — | ||||
South Africa | 6,515 | 6,515 | — | — | ||||
South Korea | 168,715 | 168,715 | — | — | ||||
Spain | 25,535 | 25,535 | — | — | ||||
Sweden | 253,671 | 253,671 | — | — | ||||
Switzerland | 180,916 | 180,916 | — | — | ||||
Taiwan | 427,488 | 427,488 | — | — | ||||
Thailand | 129,640 | 129,640 | — | — | ||||
Turkey | 37,744 | 37,744 | — | — | ||||
United Kingdom | 543,673 | 543,673 | — | — | ||||
Total | $ 5,656,194 | $ 5,656,194 | $ — | $ — |
(1) | For the period ended December 31, 2021, there were no transfers in and out of Level 3. |
15 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% | |||
Brazil - 2.7% | |||
12,033 | BB Seguridade Participacoes S.A. | $ 44,827 | |
9,957 | Equatorial Energia S.A. | 40,418 | |
2,900 | JBS S.A. | 19,759 | |
12,210 | Lojas Renner S.A. | 53,575 | |
14,500 | Magazine Luiza S.A. | 18,795 | |
8,100 | Raia Drogasil S.A. | 35,338 | |
29,130 | Telefonica Brasil S.A. | 252,024 | |
14,159 | TOTVS S.A. | 72,803 | |
25,373 | Transmissora Alianca de Energia Eletrica S.A. UNIT | 165,676 | |
1,876 | Vale S.A. | 26,257 | |
18,674 | Vale S.A. ADR | 261,809 | |
20,600 | Vibra Energia S.A. | 79,145 | |
864 | XP, Inc.* | 24,895 | |
1,095,321 | |||
Cayman Islands - 0.0% | |||
2,000 | Wuxi Biologics Cayman, Inc.*(1) | 23,742 | |
Chile - 2.1% | |||
2,585,332 | Banco de Chile | 201,971 | |
1,779 | Banco de Credito e Inversiones S.A. | 51,971 | |
3,863,120 | Banco Santander Chile | 155,296 | |
6,325 | Cia Cervecerias Unidas S.A. | 51,446 | |
208,194 | Colbun S.A. | 16,934 | |
18,000 | Empresas CMPC S.A. | 30,169 | |
21,163 | Empresas COPEC S.A. | 163,591 | |
220,475 | Enel Americas S.A. | 24,066 | |
31,844 | Falabella S.A. | 103,867 | |
1,000 | Sociedad Quimica y Minera de Chile S.A. | 50,430 | |
849,741 | |||
China - 24.8% | |||
7,500 | AAC Technologies Holdings, Inc. | 29,629 | |
946,000 | Agricultural Bank of China Ltd. Class H | 325,190 | |
20,200 | Alibaba Group Holding Ltd.* | 308,067 | |
41,500 | Anhui Conch Cement Co., Ltd. Class H | 207,332 | |
10,400 | ANTA Sports Products Ltd. | 155,941 | |
37 | Baidu, Inc. ADR* | 5,505 | |
1,062,000 | Bank of China Ltd. Class H | 382,774 | |
575,000 | Bank of Communications Co., Ltd. Class H | 347,376 | |
41 | BeiGene Ltd.* | 11,108 | |
2,000 | BYD Co., Ltd. Class H | 68,391 | |
36,000 | China Conch Venture Holdings Ltd. | 175,930 | |
560,000 | China Construction Bank Corp. Class H | 387,876 | |
410,000 | China Everbright Bank Co., Ltd. Class H | 145,146 | |
44,000 | China Life Insurance Co., Ltd. Class H | 72,917 | |
16,000 | China Longyuan Power Group Corp. Ltd. Class H | 37,351 | |
23,000 | China Mengniu Dairy Co., Ltd. | 130,395 | |
37,500 | China Merchants Bank Co., Ltd. Class H | 291,244 | |
487,000 | China Minsheng Banking Corp. Ltd. Class H | 186,147 | |
24,200 | China Pacific Insurance Group Co., Ltd. Class H | 65,650 | |
556,000 | China Petroleum & Chemical Corp. Class H | 258,877 | |
328,000 | China Railway Group Ltd. Class H | 173,334 | |
123,500 | China Shenhua Energy Co., Ltd. Class H | 289,571 | |
1,294,000 | China Tower Corp. Ltd. Class H(1) | 142,740 | |
47,400 | China Vanke Co., Ltd. Class H | 110,288 | |
104,000 | Chinasoft International Ltd. | 135,531 | |
181,000 | CITIC Ltd. | 178,764 | |
3,000 | CITIC Securities Co., Ltd. Class H | 7,831 | |
56,071 | Country Garden Holdings Co., Ltd. | 49,769 | |
10,000 | Country Garden Services Holdings Co., Ltd. | 59,900 | |
112,000 | CSPC Pharmaceutical Group Ltd. | 121,678 | |
12,900 | ENN Energy Holdings Ltd. | 242,900 | |
24,800 | Fuyao Glass Industry Group Co., Ltd. Class H(1) | 128,194 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
China - 24.8% - (continued) | |||
3,600 | GF Securities Co., Ltd. Class H | $ 6,862 | |
7,500 | Great Wall Motor Co., Ltd. Class H | 25,782 | |
31,400 | Guotai Junan Securities Co., Ltd. Class H*(1) | 48,733 | |
81,400 | Haier Smart Home Co., Ltd. Class H | 344,026 | |
14,600 | Huatai Securities Co., Ltd. Class H(1) | 24,307 | |
514,000 | Industrial & Commercial Bank of China Ltd. Class H | 290,086 | |
4,975 | JD.com, Inc. ADR* | 348,598 | |
12,000 | Jiangxi Copper Co., Ltd. Class H | 19,209 | |
16,000 | Kingdee International Software Group Co., Ltd.* | 49,254 | |
330,000 | Lenovo Group Ltd. | 379,257 | |
20,000 | Li Ning Co., Ltd. | 218,950 | |
19,000 | Longfor Properties Co., Ltd.(1) | 89,440 | |
7,500 | Meituan Class B*(1) | 216,834 | |
921 | NetEase, Inc. ADR | 93,739 | |
678,000 | PetroChina Co., Ltd. Class H | 301,766 | |
150,000 | PICC Property & Casualty Co., Ltd. Class H | 122,558 | |
47,000 | Ping An Insurance Group Co. of China Ltd. Class H | 338,500 | |
293,000 | Postal Savings Bank of China Co., Ltd. Class H(1) | 205,573 | |
60,400 | Shandong Weigao Group Medical Polymer Co., Ltd. Class H | 75,381 | |
15,500 | Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H | 68,292 | |
15,500 | Shenzhou International Group Holdings Ltd. | 298,020 | |
4,800 | Sunny Optical Technology Group Co., Ltd. | 151,826 | |
4,800 | Tencent Holdings Ltd. | 281,241 | |
1,006 | Trip.com Group Ltd. ADR* | 24,768 | |
1,019 | Vipshop Holdings Ltd. ADR* | 8,560 | |
4,900 | WuXi AppTec Co., Ltd. Class H(1) | 84,848 | |
59,000 | Xiaomi Corp. Class B*(1) | 143,029 | |
63,494 | Xinyi Solar Holdings Ltd. | 107,665 | |
22,000 | Yanzhou Coal Mining Co., Ltd. Class H | 43,739 | |
5,651 | Yum China Holdings, Inc. | 281,646 | |
20,000 | Zhongsheng Group Holdings Ltd. | 155,971 | |
16,000 | Zijin Mining Group Co., Ltd. Class H | 19,045 | |
8,400 | ZTE Corp. Class H | 23,003 | |
2,468 | ZTO Express Cayman, Inc. ADR | 69,647 | |
10,193,501 | |||
Cyprus - 0.3% | |||
7,011 | Polymetal International plc | 124,541 | |
Hong Kong - 1.8% | |||
34,000 | China Gas Holdings Ltd. | 70,649 | |
64,500 | China Overseas Land & Investment Ltd. | 152,722 | |
32,000 | China Resources Gas Group Ltd. | 180,804 | |
20,000 | China Resources Land Ltd. | 84,142 | |
11,000 | Geely Automobile Holdings Ltd. | 30,053 | |
126,000 | Sino Biopharmaceutical Ltd. | 88,242 | |
48,000 | Wharf Holdings Ltd. | 147,455 | |
754,067 | |||
India - 4.8% | |||
1,715 | Axis Bank Ltd. GDR* | 79,233 | |
5,367 | Dr. Reddy's Laboratories Ltd. ADR | 351,055 | |
13,666 | ICICI Bank Ltd. ADR | 270,450 | |
17,186 | Infosys Ltd. ADR | 434,978 | |
4,334 | Reliance Industries Ltd. GDR(1) | 277,159 | |
1,888 | State Bank of India GDR | 116,490 | |
44,378 | Wipro Ltd. ADR | 433,129 | |
1,962,494 | |||
Indonesia - 4.0% | |||
626,400 | Astra International Tbk PT | 250,516 | |
583,500 | Bank Central Asia Tbk PT | 298,863 | |
52,100 | Bank Mandiri Persero Tbk PT | 25,680 |
16 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Indonesia - 4.0% - (continued) | |||
744,200 | Bank Rakyat Indonesia Persero Tbk PT | $ 214,605 | |
34,400 | Indofood CBP Sukses Makmur Tbk PT | 20,998 | |
12,300 | Indofood Sukses Makmur Tbk PT | 5,459 | |
1,483,900 | Kalbe Farma Tbk PT | 168,146 | |
515,400 | Merdeka Copper Gold Tbk PT* | 140,670 | |
1,342,200 | Sarana Menara Nusantara Tbk PT | 105,945 | |
787,300 | Telekomunikasi Indonesia Persero Tbk PT | 223,167 | |
188,700 | Unilever Indonesia Tbk PT | 54,416 | |
80,500 | United Tractors Tbk PT | 125,106 | |
1,633,571 | |||
Malaysia - 3.6% | |||
81,146 | CIMB Group Holdings Bhd | 106,156 | |
254,000 | DiGi.Com Bhd | 265,828 | |
73,400 | Hartalega Holdings Bhd | 100,956 | |
16,400 | Inari Amertron Bhd | 15,747 | |
105,893 | Malayan Banking Bhd | 210,973 | |
2,800 | Malaysian Pacific Industries Bhd | 33,175 | |
10,500 | Maxis Bhd | 12,224 | |
10,300 | MISC Bhd | 17,430 | |
3,300 | Nestle Malaysia Bhd | 106,304 | |
59,400 | Petronas Chemicals Group Bhd | 127,184 | |
5,600 | Petronas Dagangan Bhd | 27,691 | |
22,100 | Petronas Gas Bhd | 95,487 | |
36,600 | Public Bank Bhd | 36,547 | |
89,400 | Tenaga Nasional Bhd | 200,431 | |
47,000 | TIME dotCom Bhd | 51,896 | |
101,100 | Top Glove Corp. Bhd | 62,854 | |
1,470,883 | |||
Mexico - 4.4% | |||
21,437 | America Movil S.A.B. de C.V. Class L ADR | 452,535 | |
17,900 | Arca Continental S.A.B. de C.V. | 113,724 | |
2,900 | Coca-Cola Femsa SAB de CV | 158,891 | |
3,000 | Fomento Economico Mexicano S.A.B. de C.V. ADR | 233,130 | |
9,941 | Gruma S.A.B. de C.V. Class B | 127,117 | |
57,500 | Grupo Bimbo S.A.B. de C.V. Series A | 177,262 | |
18,000 | Grupo Financiero Inbursa S.A.B. de C.V. Class O* | 21,611 | |
20,600 | Grupo Mexico S.A.B. de C.V. Series B | 89,849 | |
800 | Grupo Televisa S.A.B. | 7,496 | |
42,700 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 64,911 | |
5,100 | Orbia Advance Corp. S.A.B. de C.V. | 13,023 | |
92,682 | Wal-Mart de Mexico S.A.B. de C.V. | 345,186 | |
1,804,735 | |||
Philippines - 2.9% | |||
7,425 | Ayala Corp. | 121,002 | |
94,600 | Ayala Land, Inc. | 68,085 | |
18,790 | Bank of the Philippine Islands | 33,956 | |
18,980 | BDO Unibank, Inc. | 44,926 | |
3,010 | Globe Telecom, Inc. | 196,092 | |
8,010 | International Container Terminal Services, Inc. | 31,416 | |
16,240 | Manila Electric Co. | 94,015 | |
41,800 | Metropolitan Bank & Trust Co. | 45,659 | |
6,820 | PLDT, Inc. | 242,346 | |
9,195 | SM Investments Corp. | 170,042 | |
203,900 | SM Prime Holdings, Inc. | 135,553 | |
1,183,092 | |||
Poland - 2.7% | |||
11,096 | Cyfrowy Polsat S.A. | 95,587 | |
198 | Dino Polska S.A.*(1) | 18,044 | |
2,765 | KGHM Polska Miedz S.A. | 95,633 | |
40 | LPP S.A. | 170,703 | |
9,109 | Orange Polska S.A.* | 19,098 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Poland - 2.7% - (continued) | |||
8,688 | Polski Koncern Naftowy ORLEN S.A. | $ 160,248 | |
84,621 | Polskie Gornictwo Naftowe i Gazownictwo S.A. | 132,273 | |
14,277 | Powszechna Kasa Oszczednosci Bank Polski S.A.* | 159,157 | |
30,741 | Powszechny Zaklad Ubezpieczen S.A. | 269,624 | |
1,120,367 | |||
Russia - 1.8% | |||
36,433 | Gazprom PJSC ADR | 336,641 | |
375 | LUKOIL PJSC ADR | 33,562 | |
3,661 | MMC Norilsk Nickel PJSC ADR | 113,235 | |
15,218 | Sberbank of Russia PJSC ADR | 244,249 | |
162 | Yandex N.V. Class A* | 9,801 | |
737,488 | |||
South Africa - 2.3% | |||
25,238 | FirstRand Ltd. | 96,145 | |
1,399 | Foschini Group Ltd.* | 10,861 | |
1,611 | Kumba Iron Ore Ltd. | 46,441 | |
5,986 | Mr. Price Group Ltd. | 74,825 | |
4,944 | MTN Group Ltd.* | 52,881 | |
15,923 | MultiChoice Group Ltd. | 121,747 | |
1,084 | Naspers Ltd. Class N | 167,898 | |
3,088 | Sanlam Ltd. | 11,485 | |
4,489 | Shoprite Holdings Ltd. | 58,751 | |
22,372 | Vodacom Group Ltd. | 188,704 | |
36,739 | Woolworths Holdings Ltd. | 119,379 | |
949,117 | |||
South Korea - 15.1% | |||
3,739 | BNK Financial Group, Inc. | 26,421 | |
3,848 | Coway Co., Ltd. | 240,834 | |
813 | DB HiTek Co., Ltd. | 49,720 | |
374 | DB Insurance Co., Ltd. | 16,989 | |
2,659 | Fila Holdings Corp. | 80,189 | |
3,101 | GS Holdings Corp. | 101,997 | |
1,797 | Hana Financial Group, Inc. | 63,566 | |
4,054 | Hankook Tire & Technology Co., Ltd. | 135,389 | |
11,450 | Hanon Systems | 129,550 | |
280 | Hansol Chemical Co., Ltd. | 71,958 | |
1,821 | Hotel Shilla Co., Ltd. | 119,485 | |
40 | Hyosung TNC Corp. | 17,531 | |
645 | Hyundai Mobis Co., Ltd. | 138,088 | |
563 | Hyundai Motor Co. | 98,984 | |
563 | Iljin Materials Co., Ltd. | 63,937 | |
3,472 | Industrial Bank of Korea* | 30,083 | |
679 | Kakao Corp.* | 64,259 | |
4,248 | Kangwon Land, Inc.* | 85,943 | |
1,428 | KB Financial Group, Inc. | 66,069 | |
3,012 | Kia Motors Corp. | 208,275 | |
6,850 | Korea Electric Power Corp.* | 127,348 | |
161 | Korea Zinc Co., Ltd. | 69,208 | |
3,450 | KT&G Corp.* | 229,274 | |
41 | LG Chem Ltd. | 21,211 | |
10,646 | LG Display Co., Ltd.* | 220,308 | |
2,247 | LG Electronics, Inc.* | 260,851 | |
69 | LG Household & Health Care Ltd. | 63,674 | |
447 | LG Innotek Co., Ltd. | 136,873 | |
17,782 | LG Uplus Corp. | 203,437 | |
536 | Mando Corp.* | 28,587 | |
764 | NAVER Corp. | 243,259 | |
324 | NCSoft Corp. | 175,253 | |
183 | Orion Corp. | 15,933 | |
1,409 | Pearl Abyss Corp.* | 163,924 | |
279 | POSCO | 64,425 | |
830 | Samsung C&T Corp. | 83,087 |
17 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
South Korea - 15.1% - (continued) | |||
1,486 | Samsung Electro-Mechanics Co., Ltd. | $ 246,885 | |
6,389 | Samsung Electronics Co., Ltd. | 420,828 | |
685 | Samsung Fire & Marine Insurance Co., Ltd. | 116,400 | |
241 | Samsung SDI Co., Ltd.* | 132,791 | |
2,009 | Samsung SDS Co., Ltd. | 264,487 | |
1,956 | Samsung Securities Co., Ltd. | 73,880 | |
2,705 | Shinhan Financial Group Co., Ltd. | 83,738 | |
482 | Shinsegae, Inc.* | 102,989 | |
4,583 | SK Hynix, Inc.* | 505,046 | |
2,302 | SK Square Co., Ltd.* | 128,583 | |
3,438 | SK Telecom Co., Ltd. | 167,453 | |
1,738 | Woori Financial Group, Inc. | 18,568 | |
812 | Yuhan Corp. | 42,419 | |
6,219,986 | |||
Taiwan - 19.1% | |||
8,000 | Accton Technology Corp. | 75,180 | |
185,000 | Acer, Inc. | 203,609 | |
14,000 | Advantech Co., Ltd. | 200,636 | |
31,000 | ASE Technology Holding Co., Ltd. | 119,330 | |
24,000 | Asustek Computer, Inc. | 326,165 | |
17,000 | Catcher Technology Co., Ltd. | 96,161 | |
66,000 | Cathay Financial Holding Co., Ltd. | 149,095 | |
70,000 | Cheng Shin Rubber Industry Co., Ltd. | 91,336 | |
138,000 | China Development Financial Holding Corp. | 87,288 | |
7,000 | China Steel Corp. | 8,944 | |
60,000 | Chunghwa Telecom Co., Ltd. | 252,648 | |
335,000 | Compal Electronics, Inc. | 293,021 | |
81,000 | CTBC Financial Holding Co., Ltd. | 75,973 | |
19,000 | Delta Electronics, Inc. | 188,853 | |
16,000 | E Ink Holdings, Inc. | 87,324 | |
3,000 | Eclat Textile Co., Ltd. | 68,421 | |
5,000 | Elite Material Co., Ltd. | 50,240 | |
70,000 | Far EasTone Telecommunications Co., Ltd. | 163,444 | |
10,000 | Feng TAY Enterprise Co., Ltd. | 83,674 | |
92,000 | First Financial Holding Co., Ltd. | 81,469 | |
38,000 | Foxconn Technology Co., Ltd. | 89,139 | |
41,000 | Fubon Financial Holding Co., Ltd. | 113,070 | |
56,224 | Hon Hai Precision Industry Co., Ltd. | 211,345 | |
62,000 | Innolux Corp. | 43,922 | |
246,000 | Inventec Corp. | 221,842 | |
1,000 | Largan Precision Co., Ltd. | 89,095 | |
121,245 | Lite-On Technology Corp. | 279,591 | |
8,000 | MediaTek, Inc. | 344,092 | |
104,000 | Mega Financial Holding Co., Ltd. | 133,632 | |
29,000 | Micro-Star International Co., Ltd. | 168,233 | |
1,000 | momo.com, Inc. | 58,734 | |
7,000 | Nan Ya Plastics Corp. | 21,607 | |
13,000 | Novatek Microelectronics Corp. | 253,262 | |
1,000 | Parade Technologies Ltd. | 76,445 | |
78,000 | Pegatron Corp. | 194,810 | |
2,000 | Phison Electronics Corp. | 37,012 | |
88,000 | Pou Chen Corp. | 105,440 | |
32,000 | Powertech Technology, Inc. | 113,001 | |
3,000 | President Chain Store Corp. | 29,656 | |
99,000 | Quanta Computer, Inc. | 338,862 | |
6,000 | Realtek Semiconductor Corp. | 125,782 | |
10,000 | Simplo Technology Co., Ltd. | 118,733 | |
2,000 | Sino-American Silicon Products, Inc. | 17,060 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Taiwan - 19.1% - (continued) | |||
10,000 | SinoPac Financial Holdings Co., Ltd. | $ 5,837 | |
137,000 | Synnex Technology International Corp. | 327,806 | |
24,044 | Taishin Financial Holding Co., Ltd. | 16,468 | |
37,000 | Taiwan Cement Corp. | 64,192 | |
105,060 | Taiwan Cooperative Financial Holding Co., Ltd. | 96,641 | |
58,000 | Taiwan Mobile Co., Ltd. | 209,636 | |
2,910 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 350,102 | |
29,000 | Teco Electric and Machinery Co., Ltd. | 33,175 | |
16,000 | Uni-President Enterprises Corp. | 39,672 | |
65,000 | United Microelectronics Corp. | 152,709 | |
13,000 | Vanguard International Semiconductor Corp. | 74,240 | |
133,686 | Wistron Corp. | 140,852 | |
2,000 | Wiwynn Corp. | 80,601 | |
136,000 | WPG Holdings Ltd. | 258,561 | |
80,000 | Yuanta Financial Holding Co., Ltd. | 73,156 | |
13,000 | Zhen Ding Technology Holding Ltd. | 47,222 | |
7,858,046 | |||
Thailand - 4.1% | |||
57,847 | Advanced Info Service PCL NVDR | 398,288 | |
43,300 | Bangkok Chain Hospital PCL NVDR | 26,054 | |
340,900 | Bangkok Dusit Medical Services PCL NVDR | 234,716 | |
5,300 | Bumrungrad Hospital PCL | 22,371 | |
33,800 | Central Retail Corp. PCL | 32,378 | |
44,900 | Com7 PCL NVDR | 109,881 | |
68,900 | CP ALL PCL NVDR | 121,691 | |
11,000 | Hana Microelectronics PCL NVDR | 29,142 | |
369,800 | Home Product Center PCL NVDR | 160,518 | |
19,100 | Intouch Holdings PCL NVDR | 45,885 | |
4,600 | KCE Electronics PCL NVDR | 12,118 | |
94,500 | Land & Houses PCL | 24,895 | |
11,700 | PTT Exploration & Production PCL NVDR | 41,329 | |
98,200 | PTT PCL NVDR | 111,708 | |
17,800 | Siam Cement PCL NVDR | 205,682 | |
108,000 | Sri Trang Gloves Thailand PCL | 97,800 | |
7,300 | Thai Union Group PCL | 4,261 | |
1,678,717 | |||
Turkey - 1.9% | |||
61,499 | Akbank T.A.S. | 33,343 | |
26,815 | BIM Birlesik Magazalar AS | 123,779 | |
117,710 | Eregli Demir ve Celik Fabrikalari T.A.S. | 249,607 | |
5,282 | Ford Otomotiv Sanayi AS | 94,704 | |
13,856 | Petkim Petrokimya Holding AS* | 8,139 | |
7,619 | Tofas Turk Otomobil Fabrikasi AS | 43,431 | |
122,668 | Turkcell Iletisim Hizmetleri AS | 170,519 | |
43,191 | Turkiye Garanti Bankasi AS | 36,655 | |
23,926 | Turkiye Sise ve Cam Fabrikalari AS | 24,107 | |
784,284 | |||
Total Common Stocks (cost $38,249,688) | $ 40,443,693 | ||
PREFERRED STOCKS - 1.1% | |||
Brazil - 0.9% | |||
35,811 | Banco Bradesco S.A. | $ 123,506 | |
5,647 | Bradespar S.A. (Preference Shares) | 25,336 | |
34,049 | Itau S.A. | 54,589 |
18 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
PREFERRED STOCKS - 1.1% - (continued) | |||
Brazil - 0.9% - (continued) | |||
35,517 | Itau Unibanco Holding S.A. | $ 133,587 | |
8,200 | Petroleo Brasileiro S.A. | 41,883 | |
378,901 | |||
Colombia - 0.2% | |||
11,426 | Bancolombia S.A. | 89,836 | |
Total Preferred Stocks (cost $526,090) | $ 468,737 | ||
Total Long-Term Investments (cost $38,775,778) | $ 40,912,430 | ||
Total Investments (cost $38,775,778) | 99.5% | $ 40,912,430 | |
Other Assets and Liabilities | 0.5% | 192,207 | |
Total Net Assets | 100.0% | $ 41,104,637 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2021, the aggregate value of these securities was $1,402,643, representing 3.4% of net assets. |
Futures Contracts Outstanding at December 31, 2021 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 4 | 03/18/2022 | $ 245,260 | $ 1,073 | ||||
Total futures contracts | $ 1,073 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 1,095,321 | $ 1,095,321 | $ — | $ — | ||||
Cayman Islands | 23,742 | 23,742 | — | — | ||||
Chile | 849,741 | 849,741 | — | — | ||||
China | 10,193,501 | 10,193,501 | — | — | ||||
Cyprus | 124,541 | 124,541 | — | — | ||||
Hong Kong | 754,067 | 754,067 | — | — | ||||
India | 1,962,494 | 1,962,494 | — | — | ||||
Indonesia | 1,633,571 | 1,633,571 | — | — | ||||
Malaysia | 1,470,883 | 1,470,883 | — | — | ||||
Mexico | 1,804,735 | 1,804,735 | — | — | ||||
Philippines | 1,183,092 | 1,183,092 | — | — | ||||
Poland | 1,120,367 | 1,120,367 | — | — | ||||
Russia | 737,488 | 737,488 | — | — | ||||
South Africa | 949,117 | 949,117 | — | — | ||||
South Korea | 6,219,986 | 6,219,986 | — | — | ||||
Taiwan | 7,858,046 | 7,858,046 | — | — | ||||
Thailand | 1,678,717 | 1,678,717 | — | — | ||||
Turkey | 784,284 | 784,284 | — | — | ||||
Preferred Stocks | 468,737 | 468,737 | — | — | ||||
Futures Contracts(2) | 1,073 | 1,073 | — | — | ||||
Total | $ 40,913,503 | $ 40,913,503 | $ — | $ — |
(1) | For the period ended December 31, 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. |
19 |
Hartford Multifactor Small Cap ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% | |||
Automobiles & Components - 0.2% | |||
1,341 | Standard Motor Products, Inc. | $ 70,255 | |
Banks - 10.2% | |||
1,032 | Ameris Bancorp | 51,270 | |
1,658 | Associated Banc-Corp. | 37,454 | |
1,005 | Bankwell Financial Group, Inc. | 33,004 | |
834 | Banner Corp. | 50,599 | |
3,929 | BCB Bancorp, Inc. | 60,624 | |
984 | Cadence Bank | 29,313 | |
762 | Cathay General Bancorp | 32,758 | |
938 | Central Pacific Financial Corp. | 26,423 | |
731 | Central Valley Community Bancorp | 15,183 | |
281 | City Holding Co. | 22,983 | |
2,498 | Civista Bancshares, Inc. | 60,951 | |
305 | Community Trust Bancorp, Inc. | 13,301 | |
2,017 | CVB Financial Corp. | 43,184 | |
302 | Eagle Bancorp, Inc. | 17,619 | |
110 | Farmers National Banc Corp. | 2,041 | |
2,719 | Financial Institutions, Inc. | 86,464 | |
9,856 | First BanCorp | 145,142 | |
3,413 | First Busey Corp. | 92,561 | |
942 | First Financial Corp. | 42,663 | |
1,424 | First Hawaiian, Inc. | 38,918 | |
5,731 | First Interstate BancSystem, Inc. Class A | 233,080 | |
320 | First Merchants Corp. | 13,405 | |
2,043 | FNB Corp. | 24,782 | |
4,731 | Fulton Financial Corp. | 80,427 | |
101 | Great Southern Bancorp, Inc. | 5,984 | |
4,832 | Hanmi Financial Corp. | 114,422 | |
694 | Heartland Financial USA, Inc. | 35,123 | |
915 | Heritage Financial Corp. | 22,363 | |
2,147 | Hilltop Holdings, Inc. | 75,446 | |
731 | HomeStreet, Inc. | 38,012 | |
7,506 | Hope Bancorp, Inc. | 110,413 | |
1,659 | Independent Bank Corp. | 53,323 | |
319 | Midland States Bancorp, Inc. | 7,908 | |
209 | National Bank Holdings Corp. Class A | 9,183 | |
526 | NBT Bancorp, Inc. | 20,262 | |
2,984 | Northwest Bancshares, Inc. | 42,253 | |
1,530 | OceanFirst Financial Corp. | 33,966 | |
2,029 | Old National Bancorp | 36,766 | |
235 | Park National Corp. | 32,268 | |
851 | PCB Bancorp | 18,688 | |
208 | Peoples Bancorp, Inc. | 6,617 | |
904 | Preferred Bank | 64,898 | |
4,234 | Primis Financial Corp. | 63,679 | |
207 | QCR Holdings, Inc. | 11,592 | |
813 | Renasant Corp. | 30,853 | |
1,491 | Republic Bancorp, Inc. Class A | 75,802 | |
174 | ServisFirst Bancshares, Inc. | 14,780 | |
3,115 | Shore Bancshares, Inc. | 64,948 | |
3,507 | Simmons First National Corp. Class A | 103,737 | |
3,418 | Towne Bank | 107,975 | |
622 | TriCo Bancshares | 26,721 | |
1,268 | TrustCo Bank Corp. NY | 42,237 | |
2,516 | Trustmark Corp. | 81,669 | |
3,978 | Umpqua Holdings Corp. | 76,537 | |
499 | Univest Financial Corp. | 14,930 | |
652 | Walker & Dunlop, Inc. | 98,374 | |
318 | Washington Federal, Inc. | 10,615 | |
179 | Washington Trust Bancorp, Inc. | 10,090 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Banks - 10.2% - (continued) | |||
2,448 | Waterstone Financial, Inc. | $ 53,513 | |
443 | WesBanco, Inc. | 15,501 | |
2,885,597 | |||
Capital Goods - 7.9% | |||
266 | Alamo Group, Inc. | 39,150 | |
6,933 | Alpha Pro Tech Ltd.*(1) | 41,390 | |
912 | Applied Industrial Technologies, Inc. | 93,662 | |
2,408 | Atkore International Group, Inc* | 267,745 | |
2,422 | BlueLinx Holdings, Inc.* | 231,931 | |
3,620 | Boise Cascade Co. | 257,744 | |
1,000 | Comfort Systems USA, Inc. | 98,940 | |
300 | Encore Wire Corp. | 42,930 | |
1,355 | Federal Signal Corp. | 58,726 | |
1,012 | Global Industrial Co. | 41,391 | |
2,733 | GMS, Inc.* | 164,281 | |
6,455 | GrafTech International Ltd. | 76,363 | |
2,209 | Great Lakes Dredge & Dock Corp.* | 34,725 | |
300 | Greenbrier Cos., Inc. | 13,767 | |
1,247 | IES Holdings, Inc.* | 63,148 | |
267 | Kadant, Inc. | 61,538 | |
508 | McGrath Rent Corp. | 40,772 | |
1,930 | Miller Industries, Inc. | 64,462 | |
1,356 | Mueller Industries, Inc. | 80,492 | |
2,514 | MYR Group, Inc.* | 277,923 | |
609 | National Presto Industries, Inc. | 49,956 | |
743 | Primoris Services Corp. | 17,817 | |
1,496 | Sterling Construction Co., Inc.* | 39,345 | |
772 | Veritiv Corp.* | 94,624 | |
2,252,822 | |||
Commercial & Professional Services - 4.7% | |||
247 | Barrett Business Services, Inc. | 17,058 | |
2,160 | Brady Corp. Class A | 116,424 | |
4,603 | Deluxe Corp. | 147,802 | |
4,888 | Ennis, Inc. | 95,463 | |
1,661 | Healthcare Services Group, Inc. | 29,549 | |
1,972 | Herman Miller, Inc. | 77,283 | |
5,419 | HNI Corp. | 227,869 | |
1,954 | Kelly Services, Inc. Class A | 32,768 | |
2,706 | Kforce, Inc. | 203,545 | |
4,398 | Kimball International, Inc. Class B | 44,991 | |
962 | ManTech International Corp. Class A | 70,159 | |
4,944 | Resources Connection, Inc. | 88,201 | |
9,412 | Steelcase, Inc. Class A | 110,309 | |
372 | UniFirst Corp. | 78,269 | |
1,339,690 | |||
Consumer Durables & Apparel - 3.8% | |||
1,188 | Acushnet Holdings Corp. | 63,059 | |
5,487 | Ethan Allen Interiors, Inc. | 144,253 | |
521 | Green Brick Partners, Inc.* | 15,802 | |
897 | Johnson Outdoors, Inc. Class A | 84,040 | |
2,595 | Kontoor Brands, Inc. | 132,994 | |
1,382 | Lakeland Industries, Inc.* | 29,989 | |
425 | MDC Holdings, Inc. | 23,728 | |
2,992 | Nautilus, Inc.* | 18,341 | |
11,627 | Smith & Wesson Brands, Inc. | 206,960 | |
2,706 | Sturm Ruger & Co., Inc. | 184,062 | |
1,355 | Superior Group of Cos., Inc. | 29,729 | |
1,158 | Tupperware Brands Corp.* | 17,706 | |
1,315 | Vera Bradley, Inc.* | 11,191 | |
2,249 | Vista Outdoor, Inc.* | 103,611 | |
1,065,465 |
20 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Consumer Services - 0.9% | |||
2,203 | American Public Education, Inc.* | $ 49,017 | |
6,816 | Perdoceo Education Corp.* | 80,156 | |
3,882 | Stride, Inc.* | 129,387 | |
258,560 | |||
Diversified Financials - 2.7% | |||
259 | A-Mark Precious Metals, Inc. | 15,825 | |
1,450 | B. Riley Financial, Inc. | 128,847 | |
7,146 | Cherry Hill Mortgage Investment Corp. REIT | 59,097 | |
4,053 | Cowen, Inc. Class A | 146,313 | |
702 | Moelis & Co. Class A | 43,882 | |
3,053 | Oppenheimer Holdings, Inc. Class A | 141,568 | |
112 | Regional Management Corp. | 6,435 | |
3,279 | Victory Capital Holdings, Inc. Class A | 119,782 | |
3,155 | Virtu Financial, Inc. Class A | 90,959 | |
752,708 | |||
Energy - 2.6% | |||
1,040 | Centrus Energy Corp. Class A* | 51,906 | |
1,309 | Civitas Resources, Inc. | 64,102 | |
6,802 | CONSOL Energy, Inc.* | 154,473 | |
57 | Dorian LPG Ltd. | 723 | |
1,355 | Equitrans Midstream Corp. | 14,011 | |
7,855 | Magnolia Oil & Gas Corp. Class A | 148,224 | |
648 | Oasis Petroleum, Inc. | 81,642 | |
1,852 | Renewable Energy Group, Inc.* | 78,599 | |
5,794 | TechnipFMC plc* | 34,301 | |
10,293 | W&T Offshore, Inc.* | 33,246 | |
2,572 | World Fuel Services Corp. | 68,081 | |
729,308 | |||
Food & Staples Retailing - 3.8% | |||
975 | Andersons, Inc. | 37,742 | |
3,682 | Ingles Markets, Inc. Class A | 317,904 | |
4,613 | SpartanNash Co. | 118,831 | |
7,144 | Sprouts Farmers Market, Inc.* | 212,034 | |
3,374 | United Natural Foods, Inc.* | 165,596 | |
3,346 | Weis Markets, Inc. | 220,434 | |
1,072,541 | |||
Food, Beverage & Tobacco - 1.9% | |||
379 | Coca-Cola Consolidated, Inc. | 234,673 | |
1,424 | John B Sanfilippo & Son, Inc. | 128,388 | |
887 | Universal Corp. | 48,714 | |
11,701 | Vector Group Ltd. | 134,327 | |
546,102 | |||
Health Care Equipment & Services - 10.4% | |||
429 | Addus HomeCare Corp.* | 40,116 | |
8,800 | Allscripts Healthcare Solutions, Inc.* | 162,360 | |
1,630 | Apollo Medical Holdings, Inc.* | 119,772 | |
15 | Atrion Corp. | 10,574 | |
123 | BioLife Solutions, Inc.* | 4,584 | |
11,634 | Castlight Health, Inc. Class B* | 17,916 | |
7,645 | Co-Diagnostics, Inc.* | 68,270 | |
11,204 | Community Health Systems, Inc.* | 149,125 | |
3,278 | Computer Programs & Systems, Inc.* | 96,045 | |
429 | Corvel Corp.* | 89,232 | |
10,600 | Cross Country Healthcare, Inc.* | 294,256 | |
1,699 | Fulgent Genetics, Inc.* | 170,902 | |
1,351 | Hanger, Inc.* | 24,494 | |
611 | ICU Medical, Inc.* | 145,015 | |
7,572 | InfuSystem Holdings, Inc.* | 128,951 | |
663 | Integer Holdings Corp.* | 56,746 | |
1,371 | Joint Corp.* | 90,061 | |
2,794 | LeMaitre Vascular, Inc. | 140,343 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Health Care Equipment & Services - 10.4% - (continued) | |||
425 | Magellan Health, Inc.* | $ 40,371 | |
12,200 | Meridian Bioscience, Inc.* | 248,880 | |
889 | Merit Medical Systems, Inc.* | 55,385 | |
945 | ModivCare, Inc.* | 140,134 | |
1,825 | National HealthCare Corp. | 123,991 | |
2,415 | NextGen Healthcare, Inc.* | 42,963 | |
1,516 | Orthofix Medical, Inc.* | 47,132 | |
7,287 | Owens & Minor, Inc. | 316,984 | |
3,785 | Patterson Cos., Inc. | 111,090 | |
1,412 | Sharps Compliance Corp.* | 10,068 | |
2,945,760 | |||
Household & Personal Products - 1.0% | |||
1,266 | Central Garden & Pet Co. Class A* | 60,578 | |
2,201 | Nu Skin Enterprises, Inc. Class A | 111,701 | |
1,171 | USANA Health Sciences, Inc.* | 118,505 | |
290,784 | |||
Insurance - 5.5% | |||
660 | American Equity Investment Life Holding Co. | 25,687 | |
1,426 | American National Group, Inc. | 269,286 | |
499 | Assured Guaranty Ltd. | 25,050 | |
7,844 | CNO Financial Group, Inc. | 187,001 | |
3,456 | Donegal Group, Inc. Class A | 49,386 | |
3,800 | Employers Holdings, Inc. | 157,244 | |
1,059 | HCI Group, Inc. | 88,469 | |
2,130 | Horace Mann Educators Corp. | 82,431 | |
3,543 | Mercury General Corp. | 187,992 | |
1,341 | Safety Insurance Group, Inc. | 114,025 | |
2,110 | Stewart Information Services Corp. | 168,230 | |
14,922 | Tiptree, Inc. | 206,371 | |
1,561,172 | |||
Materials - 3.5% | |||
3,996 | Commercial Metals Co. | 145,015 | |
2,560 | Greif, Inc. Class A | 154,547 | |
319 | Hawkins, Inc. | 12,585 | |
1,718 | Kronos Worldwide, Inc. | 25,787 | |
1,711 | Myers Industries, Inc. | 34,237 | |
893 | Olympic Steel, Inc. | 20,986 | |
3,841 | Schnitzer Steel Industries, Inc. Class A | 199,425 | |
2,762 | Schweitzer-Mauduit International, Inc. | 82,584 | |
2,282 | Silgan Holdings, Inc. | 97,761 | |
374 | Stepan Co. | 46,484 | |
335 | SunCoke Energy, Inc. | 2,208 | |
2,656 | Tredegar Corp. | 31,394 | |
1,027 | Trinseo plc | 53,876 | |
236 | Tronox Holdings plc Class A | 5,671 | |
1,558 | Worthington Industries, Inc. | 85,160 | |
997,720 | |||
Media & Entertainment - 2.5% | |||
3,524 | AMC Networks, Inc. Class A* | 121,367 | |
20,701 | Entravision Communications Corp. Class A | 140,353 | |
831 | Gray Television, Inc. | 16,753 | |
3,678 | John Wiley & Sons, Inc. Class A | 210,639 | |
2,960 | Lee Enterprises, Inc.* | 102,238 | |
6,741 | TEGNA, Inc. | 125,113 | |
716,463 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.8% | |||
4,078 | Amphastar Pharmaceuticals, Inc.* | 94,977 | |
9,371 | BioDelivery Sciences International, Inc.* | 29,050 | |
43,111 | Catalyst Pharmaceuticals, Inc.* | 291,862 | |
3,692 | Collegium Pharmaceutical, Inc.* | 68,967 | |
10,447 | Corcept Therapeutics, Inc.* | 206,851 |
21 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.8% - (continued) | |||
749 | Eagle Pharmaceuticals, Inc.* | $ 38,139 | |
334 | Emergent BioSolutions, Inc.* | 14,519 | |
3,580 | Harrow Health, Inc.* | 30,931 | |
5,242 | Harvard Bioscience, Inc.* | 36,956 | |
525 | Innoviva, Inc.* | 9,056 | |
3,305 | Inotiv, Inc.* | 139,041 | |
11,526 | Ironwood Pharmaceuticals, Inc.* | 134,393 | |
4,398 | MiMedx Group, Inc.* | 26,564 | |
7,681 | Organogenesis Holdings, Inc.* | 70,972 | |
35,945 | Ovid therapeutics, Inc.* | 115,383 | |
472 | Pacira BioSciences, Inc.* | 28,400 | |
7,868 | Phibro Animal Health Corp. Class A | 160,665 | |
2,105 | Prestige Consumer Healthcare, Inc.* | 127,668 | |
1,103 | Sage Therapeutics, Inc.* | 46,922 | |
14,055 | SIGA Technologies, Inc.* | 105,694 | |
6,524 | Supernus Pharmaceuticals, Inc.* | 190,240 | |
15,902 | Vanda Pharmaceuticals, Inc.* | 249,502 | |
2,216,752 | |||
Real Estate - 6.4% | |||
19,120 | Apartment Investment and Management Co. Class A* | 147,606 | |
11,921 | Bluerock Residential Growth REIT, Inc. REIT | 314,595 | |
7,850 | Brandywine Realty Trust | 105,347 | |
246 | Centerspace REIT | 27,281 | |
7,306 | City Office, Inc. REIT | 144,074 | |
2,488 | CTO Realty Growth, Inc. | 152,813 | |
5,850 | Douglas Elliman, Inc. * | 67,281 | |
5,376 | Farmland Partners, Inc. REIT | 64,243 | |
978 | Forestar Group, Inc.* | 21,272 | |
21,791 | Geo Group, Inc. REIT* | 168,880 | |
756 | Getty Realty Corp. REIT | 24,260 | |
3,091 | Independence Realty Trust, Inc. REIT | 79,841 | |
1,200 | Industrial Logistics Properties Trust | 30,060 | |
1,715 | iStar, Inc. REIT(1) | 44,299 | |
538 | Kennedy-Wilson Holdings, Inc. | 12,847 | |
778 | Marcus & Millichap, Inc. REIT* | 40,036 | |
179 | NexPoint Residential Trust, Inc. REIT | 15,006 | |
3,991 | Piedmont Office Realty Trust, Inc. Class A, REIT | 73,355 | |
514 | PotlatchDeltic Corp. REIT | 30,953 | |
404 | Preferred Apartment Communities, Inc. REIT | 7,296 | |
2,443 | RMR Group, Inc. Class A | 84,723 | |
3,812 | RPT Realty REIT | 51,005 | |
4,379 | UMH Properties, Inc. | 119,678 | |
1,826,751 | |||
Retailing - 7.5% | |||
3,234 | 1-800-Flowers.com, Inc. Class A* | 75,579 | |
2,571 | Abercrombie & Fitch Co. Class A* | 89,548 | |
498 | Asbury Automotive Group, Inc.* | 86,019 | |
8,177 | Big 5 Sporting Goods Corp.(1) | 155,445 | |
4,507 | Big Lots, Inc. | 203,040 | |
5,390 | Buckle, Inc. | 228,051 | |
541 | Citi Trends, Inc.* | 51,260 | |
7,279 | Haverty Furniture Cos., Inc. | 222,519 | |
3,053 | Hibbett Sports, Inc. | 219,602 | |
1,627 | MarineMax, Inc.* | 96,058 | |
666 | Murphy USA, Inc. | 132,694 | |
4,197 | Rent-A-Center, Inc. Class A | 201,624 | |
9,586 | Sally Beauty Holdings, Inc.* | 176,957 | |
179 | Shutterstock, Inc. | 19,847 | |
165 | Sleep Number Corp.* | 12,639 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Retailing - 7.5% - (continued) | |||
5,141 | Sportsman's Warehouse Holdings, Inc.* | $ 60,664 | |
2,239 | Zumiez, Inc.* | 107,450 | |
2,138,996 | |||
Semiconductors & Semiconductor Equipment - 2.4% | |||
7,210 | Amkor Technology, Inc. | 178,736 | |
513 | Axcelis Technologies, Inc.* | 38,249 | |
803 | Diodes, Inc.* | 88,178 | |
2,202 | Kulicke & Soffa Industries, Inc. | 133,309 | |
7,557 | Magnachip Semiconductor Corp.* | 158,470 | |
4,793 | Photronics, Inc.* | 90,348 | |
687,290 | |||
Software & Services - 1.7% | |||
3,236 | CSG Systems International, Inc. | 186,458 | |
428 | Evertec, Inc. | 21,392 | |
510 | ExlService Holdings, Inc.* | 73,833 | |
12,578 | Information Services Group, Inc. | 95,844 | |
873 | TTEC Holdings, Inc. | 79,050 | |
1,724 | Xperi Holding Corp. | 32,601 | |
489,178 | |||
Technology Hardware & Equipment - 6.6% | |||
4,223 | Aviat Networks, Inc.* | 135,474 | |
1,276 | Avnet, Inc. | 52,609 | |
9,632 | Daktronics, Inc.* | 48,642 | |
2,802 | ePlus, Inc.* | 150,972 | |
414 | Fabrinet* | 49,047 | |
2,720 | Insight Enterprises, Inc.* | 289,952 | |
444 | Kimball Electronics, Inc.* | 9,661 | |
2,833 | Methode Electronics, Inc. | 139,299 | |
2,404 | NETGEAR, Inc.* | 70,221 | |
852 | OSI Systems, Inc.* | 79,406 | |
369 | PC Connection, Inc. | 15,915 | |
1,331 | Plexus Corp.* | 127,630 | |
3,691 | Sanmina Corp.* | 153,029 | |
3,429 | Super Micro Computer, Inc.* | 150,704 | |
3,646 | Turtle Beach Corp.* | 81,160 | |
6,894 | Vishay Intertechnology, Inc. | 150,772 | |
460 | Vishay Precision Group, Inc.* | 17,075 | |
6,297 | Xerox Holdings Corp. | 142,564 | |
1,864,132 | |||
Telecommunication Services - 2.3% | |||
6,084 | IDT Corp. Class B* | 268,669 | |
10,682 | Telephone & Data Systems, Inc. | 215,242 | |
5,057 | United States Cellular Corp.* | 159,397 | |
643,308 | |||
Transportation - 2.4% | |||
1,009 | ArcBest Corp. | 120,929 | |
1,645 | Hub Group, Inc. Class A* | 138,575 | |
2,380 | Marten Transport Ltd. | 40,841 | |
11 | Matson, Inc. | 990 | |
8,349 | Radiant Logistics, Inc.* | 60,864 | |
1,033 | Ryder System, Inc. | 85,150 | |
3,320 | Schneider National, Inc. Class B | 89,341 | |
3,049 | Werner Enterprises, Inc. | 145,316 | |
682,006 | |||
Utilities - 0.8% | |||
649 | Avista Corp. | 27,576 | |
137 | Chesapeake Utilities Corp. | 19,976 |
22 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Utilities - 0.8% - (continued) | |||
206 | MGE Energy, Inc. | $ 16,943 | |
263 | Northwest Natural Holding Co. | 12,829 | |
761 | Otter Tail Corp. | 54,351 | |
459 | Southwest Gas Holdings, Inc.* | 32,153 | |
1,177 | Unitil Corp. | 54,130 | |
217,958 | |||
Total Common Stocks (cost $28,382,336) | $ 28,251,318 | ||
SHORT-TERM INVESTMENTS - 0.8% | |||
Securities Lending Collateral - 0.8% | |||
7,491 | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | $ 7,491 | |
196,134 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) | 196,134 | |
11,427 | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) | 11,427 | |
Total Short-Term Investments (cost $215,052) | $ 215,052 | ||
Total Investments (cost $28,597,388) | 100.3% | $ 28,466,370 | |
Other Assets and Liabilities | (0.3)% | (87,436) | |
Total Net Assets | 100.0% | $ 28,378,934 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(2) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 2021 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-Mini Russell 2000 | 1 | 03/18/2022 | $ 112,140 | $ 1,673 | ||||
Total futures contracts | $ 1,673 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
23 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 70,255 | $ 70,255 | $ — | $ — | ||||
Banks | 2,885,597 | 2,885,597 | — | — | ||||
Capital Goods | 2,252,822 | 2,252,822 | — | — | ||||
Commercial & Professional Services | 1,339,690 | 1,339,690 | — | — | ||||
Consumer Durables & Apparel | 1,065,465 | 1,065,465 | — | — | ||||
Consumer Services | 258,560 | 258,560 | — | — | ||||
Diversified Financials | 752,708 | 752,708 | — | — | ||||
Energy | 729,308 | 729,308 | — | — | ||||
Food & Staples Retailing | 1,072,541 | 1,072,541 | — | — | ||||
Food, Beverage & Tobacco | 546,102 | 546,102 | — | — | ||||
Health Care Equipment & Services | 2,945,760 | 2,945,760 | — | — | ||||
Household & Personal Products | 290,784 | 290,784 | — | — | ||||
Insurance | 1,561,172 | 1,561,172 | — | — | ||||
Materials | 997,720 | 997,720 | — | — | ||||
Media & Entertainment | 716,463 | 716,463 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,216,752 | 2,216,752 | — | — | ||||
Real Estate | 1,826,751 | 1,826,751 | — | — | ||||
Retailing | 2,138,996 | 2,138,996 | — | — | ||||
Semiconductors & Semiconductor Equipment | 687,290 | 687,290 | — | — | ||||
Software & Services | 489,178 | 489,178 | — | — | ||||
Technology Hardware & Equipment | 1,864,132 | 1,864,132 | — | — | ||||
Telecommunication Services | 643,308 | 643,308 | — | — | ||||
Transportation | 682,006 | 682,006 | — | — | ||||
Utilities | 217,958 | 217,958 | — | — | ||||
Short-Term Investments | 215,052 | 215,052 | — | — | ||||
Futures Contracts(2) | 1,673 | 1,673 | — | — | ||||
Total | $ 28,468,043 | $ 28,468,043 | $ — | $ — |
(1) | For the period ended December 31, 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. |
24 |
Hartford Multifactor US Equity ETF
Schedule of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 0.3% | |||
44,171 | Ford Motor Co. | $ 917,432 | |
4,631 | Gentex Corp. | 161,390 | |
1,078,822 | |||
Banks - 3.4% | |||
59,893 | Bank of America Corp. | 2,664,640 | |
1,579 | Citigroup, Inc. | 95,356 | |
285 | First Citizens BancShares, Inc. Class A | 236,504 | |
20,082 | JP Morgan Chase & Co. | 3,179,985 | |
3,050 | M&T Bank Corp. | 468,419 | |
63,639 | People's United Financial, Inc. | 1,134,047 | |
6,077 | PNC Financial Services Group, Inc. | 1,218,560 | |
1,653 | Popular, Inc. | 135,612 | |
11,238 | South State Corp. | 900,276 | |
6,680 | U.S. Bancorp | 375,216 | |
12,400 | UMB Financial Corp. | 1,315,764 | |
2,518 | United Bankshares, Inc. | 91,353 | |
12,098 | Valley National Bancorp | 166,347 | |
20,009 | Wells Fargo & Co. | 960,032 | |
16,631 | Zions Bancorp NA | 1,050,414 | |
13,992,525 | |||
Capital Goods - 6.0% | |||
6,336 | 3M Co. | 1,125,464 | |
18,430 | A.O. Smith Corp. | 1,582,215 | |
1,339 | Acuity Brands, Inc. | 283,493 | |
3,456 | Allegion plc | 457,713 | |
2,829 | BWX Technologies, Inc. | 135,452 | |
2,188 | Carlisle Cos., Inc. | 542,887 | |
9,697 | Carrier Global Corp. | 525,965 | |
2,290 | Cummins, Inc. | 499,541 | |
16,261 | Fastenal Co. | 1,041,680 | |
925 | Generac Holdings, Inc.* | 325,526 | |
4,343 | General Dynamics Corp. | 905,385 | |
4,150 | Graco, Inc. | 334,573 | |
6,821 | Huntington Ingalls Industries, Inc. | 1,273,753 | |
612 | Illinois Tool Works, Inc. | 151,042 | |
11,038 | Johnson Controls International plc | 897,500 | |
4,680 | L3Harris Technologies, Inc. | 997,963 | |
2,415 | Lennox International, Inc. | 783,329 | |
4,957 | Lockheed Martin Corp. | 1,761,767 | |
3,295 | Masco Corp. | 231,375 | |
13,982 | MSC Industrial Direct Co., Inc. Class A | 1,175,327 | |
6,557 | Northrop Grumman Corp. | 2,538,018 | |
3,039 | Otis Worldwide Corp. | 264,606 | |
2,191 | Quanta Services, Inc. | 251,220 | |
4,328 | Snap-on, Inc. | 932,165 | |
7,750 | Toro Co. | 774,302 | |
2,308 | Trane Technologies plc | 466,285 | |
8,358 | UFP Industries, Inc. | 769,020 | |
744 | Valmont Industries, Inc. | 186,372 | |
6,197 | Watsco, Inc. | 1,938,917 | |
2,533 | WW Grainger, Inc. | 1,312,702 | |
24,465,557 | |||
Commercial & Professional Services - 2.2% | |||
8,951 | Booz Allen Hamilton Holding Corp. | 758,955 | |
1,647 | Equifax, Inc. | 482,225 | |
11,091 | FTI Consulting, Inc.* | 1,701,581 | |
8,242 | Jacobs Engineering Group, Inc. | 1,147,534 | |
5,837 | ManpowerGroup, Inc. | 568,115 | |
10,607 | Republic Services, Inc. | 1,479,146 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Commercial & Professional Services - 2.2% - (continued) | |||
5,035 | Robert Half International, Inc. | $ 561,503 | |
3,922 | Waste Connections, Inc. | 534,451 | |
11,103 | Waste Management, Inc. | 1,853,091 | |
9,086,601 | |||
Consumer Durables & Apparel - 1.4% | |||
5,700 | Carter's, Inc. | 576,954 | |
8,286 | Garmin Ltd. | 1,128,305 | |
15,625 | Newell Brands, Inc. | 341,250 | |
17,753 | NIKE, Inc. Class B | 2,958,892 | |
3,857 | Whirlpool Corp. | 905,084 | |
5,910,485 | |||
Consumer Services - 1.4% | |||
4,713 | Domino's Pizza, Inc. | 2,659,688 | |
55,495 | H&R Block, Inc. | 1,307,462 | |
3,228 | McDonald's Corp. | 865,330 | |
1,290 | Service Corp. International/US | 91,577 | |
660 | Starbucks Corp. | 77,200 | |
5,544 | Yum! Brands, Inc. | 769,840 | |
5,771,097 | |||
Diversified Financials - 2.7% | |||
22,075 | Bank of New York Mellon Corp. | 1,282,116 | |
12,391 | Berkshire Hathaway, Inc. Class B* | 3,704,909 | |
5,105 | Cboe Global Markets, Inc. | 665,692 | |
10,019 | Charles Schwab Corp. | 842,598 | |
12,765 | Franklin Resources, Inc. | 427,500 | |
14,048 | Houlihan Lokey, Inc. | 1,454,249 | |
18,223 | Invesco Ltd. | 419,494 | |
3,793 | Janus Henderson Group plc | 159,078 | |
9,199 | Jefferies Financial Group, Inc. | 356,921 | |
535 | Nasdaq, Inc. | 112,355 | |
10,578 | Raymond James Financial, Inc. | 1,062,031 | |
29,924 | SLM Corp. | 588,605 | |
11,075,548 | |||
Energy - 0.5% | |||
34,464 | Coterra Energy, Inc. | 654,816 | |
23,996 | Exxon Mobil Corp. | 1,468,315 | |
2,123,131 | |||
Food & Staples Retailing - 2.1% | |||
9,518 | BJ's Wholesale Club Holdings, Inc.* | 637,420 | |
1,419 | Casey's General Stores, Inc. | 280,040 | |
1,954 | Costco Wholesale Corp. | 1,109,286 | |
68,079 | Kroger Co. | 3,081,256 | |
22,986 | Walmart, Inc. | 3,325,844 | |
8,433,846 | |||
Food, Beverage & Tobacco - 4.3% | |||
9,473 | Altria Group, Inc. | 448,925 | |
15,205 | Archer-Daniels-Midland Co. | 1,027,706 | |
15,559 | Bunge Ltd. | 1,452,588 | |
5,560 | Campbell Soup Co. | 241,638 | |
30,673 | Coca-Cola Co. | 1,816,148 | |
2,824 | Conagra Brands, Inc. | 96,440 | |
69,541 | Flowers Foods, Inc. | 1,910,291 | |
18,048 | General Mills, Inc. | 1,216,074 | |
6,455 | Hershey Co. | 1,248,849 | |
5,046 | Hormel Foods Corp. | 246,295 | |
12,474 | JM Smucker Co. | 1,694,219 | |
21,688 | Kellogg Co. | 1,397,141 |
25 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Food, Beverage & Tobacco - 4.3% - (continued) | |||
17,396 | PepsiCo., Inc. | $ 3,021,859 | |
9,554 | Philip Morris International, Inc. | 907,630 | |
7,547 | Tyson Foods, Inc. Class A | 657,797 | |
17,383,600 | |||
Health Care Equipment & Services - 7.3% | |||
24,235 | Abbott Laboratories | 3,410,834 | |
870 | AmerisourceBergen Corp. | 115,614 | |
14,663 | AMN Healthcare Services, Inc.* | 1,793,725 | |
4,674 | Anthem, Inc. | 2,166,586 | |
16,141 | Baxter International, Inc. | 1,385,544 | |
2,058 | Becton Dickinson and Co. | 517,546 | |
31,649 | Cardinal Health, Inc. | 1,629,607 | |
4,563 | Centene Corp.* | 375,991 | |
15,122 | Cerner Corp. | 1,404,380 | |
2,843 | Cigna Corp. | 652,838 | |
1,558 | Cooper Cos., Inc. | 652,709 | |
32,008 | CVS Health Corp. | 3,301,945 | |
1,477 | Globus Medical, Inc. Class A* | 106,639 | |
2,395 | Henry Schein, Inc.* | 185,684 | |
3,515 | Humana, Inc. | 1,630,468 | |
1,308 | IDEXX Laboratories, Inc.* | 861,266 | |
1,340 | Laboratory Corp. of America Holdings* | 421,041 | |
925 | Molina Healthcare, Inc.* | 294,224 | |
36,925 | Premier, Inc. Class A | 1,520,202 | |
10,041 | Quest Diagnostics, Inc. | 1,737,193 | |
354 | Quidel Corp.* | 47,787 | |
3,803 | ResMed, Inc. | 990,605 | |
563 | STERIS plc | 137,040 | |
8,546 | UnitedHealth Group, Inc. | 4,291,289 | |
29,630,757 | |||
Household & Personal Products - 1.3% | |||
4,942 | Clorox Co. | 861,687 | |
7,404 | Colgate-Palmolive Co. | 631,858 | |
5,587 | Kimberly-Clark Corp. | 798,494 | |
19,535 | Procter & Gamble Co. | 3,195,535 | |
5,487,574 | |||
Insurance - 3.4% | |||
12,662 | Aflac, Inc. | 739,334 | |
15,053 | Allstate Corp. | 1,770,985 | |
2,237 | American Financial Group, Inc. | 307,185 | |
796 | Arthur J Gallagher & Co. | 135,057 | |
1,191 | Assurant, Inc. | 185,629 | |
1,095 | Chubb Ltd. | 211,674 | |
13,805 | Cincinnati Financial Corp. | 1,572,804 | |
2,866 | Everest Re Group Ltd. | 785,055 | |
4,000 | Fidelity National Financial, Inc. | 208,720 | |
7,947 | Hanover Insurance Group, Inc. | 1,041,534 | |
7,085 | Kemper Corp. | 416,527 | |
171 | Markel Corp.* | 211,014 | |
80,763 | Old Republic International Corp. | 1,985,155 | |
7,190 | Principal Financial Group, Inc. | 520,053 | |
10,181 | Progressive Corp. | 1,045,080 | |
10,655 | Prudential Financial, Inc. | 1,153,297 | |
10,413 | Selective Insurance Group, Inc. | 853,241 | |
4,076 | Travelers Cos., Inc. | 637,609 | |
13,779,953 | |||
Materials - 2.1% | |||
6,090 | Amcor plc | 73,141 | |
2,580 | AptarGroup, Inc. | 315,998 | |
6,599 | Avery Dennison Corp. | 1,429,145 | |
14,400 | International Paper Co. | 676,512 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Materials - 2.1% - (continued) | |||
3,237 | Louisiana-Pacific Corp. | $ 253,619 | |
15,438 | Newmont Corp. | 957,465 | |
9,769 | Nucor Corp. | 1,115,131 | |
1,063 | Packaging Corp. of America | 144,727 | |
1,199 | PPG Industries, Inc. | 206,756 | |
8,442 | Reliance Steel & Aluminum Co. | 1,369,461 | |
1,923 | RPM International, Inc. | 194,223 | |
5,216 | Sealed Air Corp. | 351,924 | |
1,273 | Sherwin-Williams Co. | 448,300 | |
11,124 | Sonoco Products Co. | 643,968 | |
4,537 | Steel Dynamics, Inc. | 281,612 | |
1,301 | Sylvamo Corp.* | 36,285 | |
8,498,267 | |||
Media & Entertainment - 5.9% | |||
15,112 | Activision Blizzard, Inc. | 1,005,401 | |
1,283 | Alphabet, Inc. Class A* | 3,716,902 | |
1,016 | Charter Communications, Inc. Class A* | 662,402 | |
55,114 | Comcast Corp. Class A | 2,773,888 | |
1,311 | Electronic Arts, Inc. | 172,921 | |
53,619 | Fox Corp. Class A | 1,978,541 | |
10,661 | IAC/InterActiveCorp* | 1,393,499 | |
18,477 | Interpublic Group of Cos., Inc. | 691,964 | |
9,141 | Meta Platforms, Inc. Class A* | 3,074,575 | |
1,793 | Netflix, Inc.* | 1,080,175 | |
62,895 | News Corp. Class A | 1,403,187 | |
35,084 | Omnicom Group, Inc. | 2,570,605 | |
2,868 | Take-Two Interactive Software, Inc.* | 509,701 | |
6,559 | Walt Disney Co.* | 1,015,924 | |
15,840 | Ziff Davis, Inc.* | 1,756,022 | |
23,805,707 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.5% | |||
23,034 | AbbVie, Inc. | 3,118,804 | |
2,992 | Agilent Technologies, Inc. | 477,673 | |
8,124 | Amgen, Inc. | 1,827,656 | |
953 | Biogen, Inc.* | 228,644 | |
294 | Bio-Rad Laboratories, Inc. Class A* | 222,138 | |
1,579 | Bio-Techne Corp. | 816,880 | |
14,915 | Bristol-Myers Squibb Co. | 929,950 | |
2,038 | Danaher Corp. | 670,522 | |
16,869 | Eli Lilly & Co. | 4,659,555 | |
22,733 | Gilead Sciences, Inc. | 1,650,643 | |
11,090 | Jazz Pharmaceuticals plc* | 1,412,866 | |
23,312 | Johnson & Johnson | 3,987,984 | |
25,624 | Merck & Co., Inc. | 1,963,823 | |
271 | Mettler-Toledo International, Inc.* | 459,944 | |
1,284 | PerkinElmer, Inc. | 258,161 | |
66,231 | Pfizer, Inc. | 3,910,941 | |
1,448 | Regeneron Pharmaceuticals, Inc.* | 914,441 | |
4,797 | Thermo Fisher Scientific, Inc. | 3,200,750 | |
5,335 | United Therapeutics Corp.* | 1,152,787 | |
3,397 | Waters Corp.* | 1,265,722 | |
2,003 | West Pharmaceutical Services, Inc. | 939,427 | |
1,517 | Zoetis, Inc. | 370,193 | |
34,439,504 | |||
Real Estate - 4.6% | |||
2,352 | Alexandria Real Estate Equities, Inc. REIT | 524,402 | |
17,391 | American Homes 4 Rent Class A, REIT | 758,422 | |
1,338 | American Tower Corp. REIT | 391,365 | |
5,902 | Americold Realty Trust REIT | 193,527 | |
2,130 | AvalonBay Communities, Inc. REIT | 538,017 | |
1,181 | Camden Property Trust REIT | 211,021 | |
4,603 | Crown Castle International Corp. REIT | 960,830 |
26 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Real Estate - 4.6% - (continued) | |||
26,228 | CubeSmart REIT | $ 1,492,635 | |
4,216 | Digital Realty Trust, Inc. REIT | 745,684 | |
7,917 | Duke Realty Corp. REIT | 519,672 | |
385 | Equinix, Inc. REIT | 325,648 | |
10,037 | Equity Residential REIT | 908,348 | |
381 | Essex Property Trust, Inc. REIT | 134,200 | |
12,017 | Extra Space Storage, Inc. REIT | 2,724,614 | |
25,324 | Iron Mountain, Inc. REIT | 1,325,205 | |
11,265 | Kilroy Realty Corp. REIT | 748,672 | |
10,718 | Life Storage, Inc. REIT | 1,641,783 | |
3,164 | Mid-America Apartment Communities, Inc. REIT | 725,948 | |
11,224 | National Storage Affiliates Trust REIT | 776,701 | |
7,930 | Public Storage REIT | 2,970,261 | |
18,616,955 | |||
Retailing - 7.4% | |||
6,237 | Advance Auto Parts, Inc. | 1,496,132 | |
643 | Amazon.com, Inc.* | 2,143,981 | |
3,536 | AutoNation, Inc.* | 413,182 | |
1,136 | AutoZone, Inc.* | 2,381,499 | |
10,159 | Best Buy Co., Inc. | 1,032,154 | |
4,377 | Dick's Sporting Goods, Inc.(1) | 503,311 | |
10,197 | Dollar General Corp. | 2,404,758 | |
6,826 | Dollar Tree, Inc.* | 959,189 | |
26,918 | eBay, Inc. | 1,790,047 | |
9,884 | Foot Locker, Inc. | 431,239 | |
12,673 | Genuine Parts Co. | 1,776,755 | |
9,898 | Home Depot, Inc. | 4,107,769 | |
2,159 | Lowe's Cos., Inc. | 558,058 | |
2,751 | O'Reilly Automotive, Inc.* | 1,942,839 | |
4,201 | Pool Corp. | 2,377,766 | |
13,331 | Target Corp. | 3,085,327 | |
10,509 | Tractor Supply Co. | 2,507,447 | |
589 | Williams-Sonoma, Inc. | 99,618 | |
30,011,071 | |||
Semiconductors & Semiconductor Equipment - 3.6% | |||
724 | Analog Devices, Inc. | 127,257 | |
6,268 | Applied Materials, Inc. | 986,333 | |
4,070 | Broadcom, Inc. | 2,708,219 | |
1,898 | Entegris, Inc. | 263,025 | |
67,183 | Intel Corp. | 3,459,925 | |
1,905 | KLA Corp. | 819,360 | |
518 | Lam Research Corp. | 372,520 | |
7,182 | NVIDIA Corp. | 2,112,298 | |
883 | Qorvo, Inc.* | 138,092 | |
3,240 | QUALCOMM, Inc. | 592,499 | |
1,074 | Skyworks Solutions, Inc. | 166,620 | |
798 | Synaptics, Inc.* | 231,029 | |
1,972 | Teradyne, Inc. | 322,481 | |
10,201 | Texas Instruments, Inc. | 1,922,582 | |
1,704 | Xilinx, Inc. | 361,299 | |
14,583,539 | |||
Software & Services - 13.4% | |||
11,552 | Accenture plc Class A | 4,788,882 | |
4,880 | Adobe, Inc.* | 2,767,253 | |
11,314 | Akamai Technologies, Inc.* | 1,324,190 | |
2,005 | Aspen Technology, Inc.* | 305,161 | |
7,167 | Automatic Data Processing, Inc. | 1,767,239 | |
10,958 | Broadridge Financial Solutions, Inc. | 2,003,341 | |
928 | Cadence Design Systems, Inc.* | 172,933 | |
13,830 | Citrix Systems, Inc. | 1,308,180 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Software & Services - 13.4% - (continued) | |||
12,697 | Cloudflare, Inc. Class A* | $ 1,669,655 | |
2,542 | Cognizant Technology Solutions Corp. Class A | 225,526 | |
5,285 | Consensus Cloud Solutions, Inc.* | 305,843 | |
17,331 | Dolby Laboratories, Inc. Class A | 1,650,258 | |
21,492 | Dropbox, Inc. Class A* | 527,414 | |
1,554 | EPAM Systems, Inc.* | 1,038,771 | |
3,090 | Fortinet, Inc.* | 1,110,546 | |
2,556 | Gartner, Inc.* | 854,522 | |
15,809 | International Business Machines Corp. | 2,113,031 | |
2,803 | Intuit, Inc. | 1,802,946 | |
9,324 | Jack Henry & Associates, Inc. | 1,557,015 | |
3,208 | Kyndryl Holdings, Inc.* | 58,065 | |
4,428 | Mastercard, Inc. Class A | 1,591,069 | |
31,238 | MAXIMUS, Inc. | 2,488,731 | |
13,230 | Microsoft Corp. | 4,449,514 | |
60,152 | Nortonlifelock, Inc. | 1,562,749 | |
37,346 | Oracle Corp. | 3,256,945 | |
16,537 | Paychex, Inc. | 2,257,300 | |
8,619 | PayPal Holdings, Inc.* | 1,625,371 | |
4,923 | salesforce.com, Inc.* | 1,251,082 | |
590 | Synopsys, Inc.* | 217,415 | |
12,931 | Teradata Corp.* | 549,180 | |
777 | Tyler Technologies, Inc.* | 417,987 | |
5,036 | VeriSign, Inc.* | 1,278,237 | |
10,157 | Visa, Inc. Class A | 2,201,123 | |
18,481 | VMware, Inc. Class A | 2,141,578 | |
97,237 | Western Union Co. | 1,734,708 | |
1,624 | Zoom Video Communications, Inc. Class A* | 298,670 | |
54,672,430 | |||
Technology Hardware & Equipment - 8.4% | |||
3,841 | Amphenol Corp. Class A | 335,934 | |
21,058 | Apple, Inc. | 3,739,269 | |
4,701 | Arrow Electronics, Inc.* | 631,203 | |
8,377 | CDW Corp. | 1,715,442 | |
71,762 | Cisco Systems, Inc. | 4,547,558 | |
27,216 | Corning, Inc. | 1,013,252 | |
21,605 | Dell Technologies, Inc. Class C* | 1,213,553 | |
75,093 | Hewlett Packard Enterprise Co. | 1,184,217 | |
116,026 | HP, Inc. | 4,370,699 | |
15,671 | Jabil, Inc. | 1,102,455 | |
39,968 | Juniper Networks, Inc. | 1,427,257 | |
7,512 | Keysight Technologies, Inc.* | 1,551,303 | |
10,041 | Motorola Solutions, Inc. | 2,728,140 | |
21,415 | NetApp, Inc. | 1,969,966 | |
35,875 | Seagate Technology Holdings plc | 4,053,158 | |
12,981 | SYNNEX Corp. | 1,484,507 | |
1,562 | Zebra Technologies Corp. Class A* | 929,702 | |
33,997,615 | |||
Telecommunication Services - 2.5% | |||
119,067 | AT&T, Inc. | 2,929,048 | |
61,252 | Lumen Technologies, Inc. | 768,713 | |
11,759 | T-Mobile U.S., Inc.* | 1,363,809 | |
97,662 | Verizon Communications, Inc. | 5,074,517 | |
10,136,087 | |||
Transportation - 2.7% | |||
2,328 | AMERCO | 1,690,663 | |
16,504 | CH Robinson Worldwide, Inc. | 1,776,326 | |
16,058 | Expeditors International of Washington, Inc. | 2,156,429 | |
2,096 | FedEx Corp. | 542,109 | |
2,600 | J.B. Hunt Transport Services, Inc. | 531,440 |
27 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Transportation - 2.7% - (continued) | |||
3,185 | Knight-Swift Transportation Holdings, Inc. | $ 194,094 | |
8,168 | Landstar System, Inc. | 1,462,235 | |
11,735 | United Parcel Service, Inc. Class B | 2,515,280 | |
10,868,576 | |||
Utilities - 4.4% | |||
14,672 | Alliant Energy Corp. | 901,888 | |
11,341 | Ameren Corp. | 1,009,462 | |
9,819 | American Electric Power Co., Inc. | 873,596 | |
5,424 | Atmos Energy Corp. | 568,273 | |
14,923 | CMS Energy Corp. | 970,741 | |
15,640 | Consolidated Edison, Inc. | 1,334,405 | |
10,023 | Dominion Energy, Inc. | 787,407 | |
1,199 | DTE Energy Co. | 143,328 | |
6,208 | Duke Energy Corp. | 651,219 | |
1,303 | Entergy Corp. | 146,783 | |
5,576 | Evergy, Inc. | 382,569 | |
9,081 | Exelon Corp. | 524,519 | |
35,727 | FirstEnergy Corp. | 1,485,886 | |
40,460 | Hawaiian Electric Industries, Inc. | 1,679,090 | |
5,005 | IDACORP, Inc. | 567,117 | |
2,817 | MDU Resources Group, Inc. | 86,876 | |
28,284 | National Fuel Gas Co. | 1,808,479 | |
2,116 | OGE Energy Corp. | 81,212 | |
16,592 | Portland General Electric Co. | 878,049 | |
1,992 | Public Service Enterprise Group, Inc. | 132,926 | |
9,093 | Southern Co. | 623,598 | |
16,087 | UGI Corp. | 738,554 | |
8,008 | WEC Energy Group, Inc. | 777,337 | |
10,914 | Xcel Energy, Inc. | 738,878 | |
17,892,192 | |||
Total Common Stocks (cost $341,213,335) | $ 405,741,439 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Securities Lending Collateral - 0.1% | |||
16,336 | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | $ 16,336 | |
427,735 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) | 427,735 | |
24,920 | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) | 24,920 | |
Total Short-Term Investments (cost $468,991) | $ 468,991 | ||
Total Investments (cost $341,682,326) | 99.9% | $ 406,210,430 | |
Other Assets and Liabilities | 0.1% | 273,687 | |
Total Net Assets | 100.0% | $ 406,484,117 |
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. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(2) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 2021 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 3 | 03/18/2022 | $ 713,775 | $ 11,972 | ||||
Total futures contracts | $ 11,972 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
28 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,078,822 | $ 1,078,822 | $ — | $ — | ||||
Banks | 13,992,525 | 13,992,525 | — | — | ||||
Capital Goods | 24,465,557 | 24,465,557 | — | — | ||||
Commercial & Professional Services | 9,086,601 | 9,086,601 | — | — | ||||
Consumer Durables & Apparel | 5,910,485 | 5,910,485 | — | — | ||||
Consumer Services | 5,771,097 | 5,771,097 | — | — | ||||
Diversified Financials | 11,075,548 | 11,075,548 | — | — | ||||
Energy | 2,123,131 | 2,123,131 | — | — | ||||
Food & Staples Retailing | 8,433,846 | 8,433,846 | — | — | ||||
Food, Beverage & Tobacco | 17,383,600 | 17,383,600 | — | — | ||||
Health Care Equipment & Services | 29,630,757 | 29,630,757 | — | — | ||||
Household & Personal Products | 5,487,574 | 5,487,574 | — | — | ||||
Insurance | 13,779,953 | 13,779,953 | — | — | ||||
Materials | 8,498,267 | 8,498,267 | — | — | ||||
Media & Entertainment | 23,805,707 | �� | 23,805,707 | — | — | |||
Pharmaceuticals, Biotechnology & Life Sciences | 34,439,504 | 34,439,504 | — | — | ||||
Real Estate | 18,616,955 | 18,616,955 | — | — | ||||
Retailing | 30,011,071 | 30,011,071 | — | — | ||||
Semiconductors & Semiconductor Equipment | 14,583,539 | 14,583,539 | — | — | ||||
Software & Services | 54,672,430 | 54,672,430 | — | — | ||||
Technology Hardware & Equipment | 33,997,615 | 33,997,615 | — | — | ||||
Telecommunication Services | 10,136,087 | 10,136,087 | — | — | ||||
Transportation | 10,868,576 | 10,868,576 | — | — | ||||
Utilities | 17,892,192 | 17,892,192 | — | — | ||||
Short-Term Investments | 468,991 | 468,991 | — | — | ||||
Futures Contracts(2) | 11,972 | 11,972 | — | — | ||||
Total | $ 406,222,402 | $ 406,222,402 | $ — | $ — |
(1) | For the period ended December 31, 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. |
29 |
Hartford Multifactor ETFs
GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations: | |
EAFE | Europe, Australasia and Far East |
S&P | Standard & Poor's |
Other Abbreviations: | |
ADR | American Depositary Receipt |
Bhd | Berhad |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
Tbk | Terbuka |
30 |
Hartford Multifactor ETFs
Notes to the Schedules of Investments
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
1. | Investment Valuation and Fair Value Measurements: |
The net asset value (“NAV”) of each Fund's shares 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 creation and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV for the shares of each Fund 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, sell or redeem shares of the Fund. | |
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives 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 which approximates fair value. | |
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 close of the relevant exchange. 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 close of the relevant exchange. Over-the-counter derivatives and other instruments that do not trade on an exchange 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 investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded 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 Non-Traded 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. |
31 |
Hartford Multifactor ETFs
Notes to the Schedules of Investments – (continued)
December 31, 2021 (Unaudited)
December 31, 2021 (Unaudited)
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 Trust’s most recent Semi-annual or Annual Report.
32 |