Hartford Disciplined US Equity ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% | |||
Automobiles & Components - 1.9% | |||
195 | Autoliv, Inc. | $ 16,583 | |
2,533 | BorgWarner, Inc. | 123,889 | |
15,845 | Ford Motor Co. | 239,735 | |
977 | General Motors Co. | 37,673 | |
3,447 | Tesla, Inc.* | 902,321 | |
129 | Thor Industries, Inc. | 13,351 | |
1,333,552 | |||
Banks - 2.6% | |||
7,410 | Bank of America Corp. | 212,593 | |
3,640 | Citigroup, Inc. | 167,586 | |
1,950 | Huntington Bancshares, Inc. | 21,021 | |
6,629 | JP Morgan Chase & Co. | 964,122 | |
5,524 | New York Community Bancorp, Inc. | 62,090 | |
975 | PNC Financial Services Group, Inc. | 122,801 | |
3,837 | Regions Financial Corp. | 68,375 | |
1,947 | Truist Financial Corp. | 59,091 | |
329 | U.S. Bancorp | 10,870 | |
3,769 | Wells Fargo & Co. | 160,861 | |
1,849,410 | |||
Capital Goods - 5.7% | |||
2,803 | 3M Co. | 280,552 | |
584 | AGCO Corp. | 76,749 | |
325 | Axon Enterprise, Inc.* | 63,414 | |
1,753 | BWX Technologies, Inc. | 125,462 | |
511 | Carlisle Cos., Inc. | 131,087 | |
584 | Caterpillar, Inc. | 143,693 | |
1,497 | Cummins, Inc. | 367,004 | |
651 | Deere & Co. | 263,779 | |
192 | Eaton Corp. PLC | 38,611 | |
67 | GATX Corp. | 8,626 | |
129 | Honeywell International, Inc. | 26,767 | |
709 | Hubbell, Inc. | 235,076 | |
651 | Illinois Tool Works, Inc. | 162,854 | |
1,560 | Lincoln Electric Holdings, Inc. | 309,863 | |
388 | Lockheed Martin Corp. | 178,627 | |
2,795 | MSC Industrial Direct Co., Inc. Class A | 266,308 | |
190 | Northrop Grumman Corp. | 86,602 | |
5,461 | PACCAR, Inc. | 456,813 | |
586 | Plug Power, Inc.* | 6,089 | |
842 | Raytheon Technologies Corp. | 82,482 | |
193 | Rockwell Automation, Inc. | 63,584 | |
391 | Timken Co. | 35,788 | |
1,237 | Toro Co. | 125,741 | |
195 | Trane Technologies PLC | 37,296 | |
1,874 | Triton International Ltd. | 156,029 | |
1,040 | UFP Industries, Inc. | 100,932 | |
1,106 | Vertiv Holdings Co. | 27,396 | |
1,105 | Watts Water Technologies, Inc. Class A | 203,022 | |
4,060,246 | |||
Commercial & Professional Services - 1.5% | |||
1,234 | Booz Allen Hamilton Holding Corp. Class A | 137,714 | |
193 | Cintas Corp. | 95,937 | |
1,049 | Concentrix Corp. | 84,707 | |
977 | Copart, Inc.* | 89,112 | |
255 | Paycom Software, Inc. | 81,916 | |
6,174 | Robert Half International, Inc. | 464,408 | |
192 | Science Applications International Corp. | 21,596 | |
582 | Waste Management, Inc. | 100,931 | |
1,076,321 | |||
Consumer Discretionary Distribution & Retail - 4.7% | |||
1,757 | Academy Sports & Outdoors, Inc. | 94,966 | |
15,015 | Amazon.com, Inc.* | 1,957,356 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Consumer Discretionary Distribution & Retail - 4.7% - (continued) | |||
323 | Best Buy Co., Inc. | $ 26,470 | |
197 | Genuine Parts Co. | 33,338 | |
2,466 | Home Depot, Inc. | 766,038 | |
1,039 | Lowe's Cos., Inc. | 234,502 | |
10 | MercadoLibre, Inc.* | 11,846 | |
132 | TJX Cos., Inc. | 11,192 | |
586 | Tractor Supply Co. | 129,565 | |
130 | Ulta Beauty, Inc.* | 61,177 | |
66 | Williams-Sonoma, Inc. | 8,259 | |
3,334,709 | |||
Consumer Durables & Apparel - 0.7% | |||
324 | Crocs, Inc.* | 36,431 | |
1,039 | DR Horton, Inc. | 126,436 | |
2,535 | Hasbro, Inc. | 164,192 | |
1,820 | NIKE, Inc. Class B | 200,873 | |
527,932 | |||
Consumer Services - 2.5% | |||
1,232 | Airbnb, Inc. Class A* | 157,893 | |
64 | Booking Holdings, Inc.* | 172,821 | |
323 | Boyd Gaming Corp. | 22,407 | |
452 | Choice Hotels International, Inc. | 53,119 | |
193 | H&R Block, Inc. | 6,151 | |
1,419 | McDonald's Corp. | 423,444 | |
5,980 | Starbucks Corp. | 592,379 | |
129 | Texas Roadhouse, Inc. | 14,484 | |
383 | Vail Resorts, Inc. | 96,424 | |
2,013 | Yum! Brands, Inc. | 278,901 | |
1,818,023 | |||
Consumer Staples Distribution & Retail - 1.8% | |||
258 | Casey's General Stores, Inc. | 62,921 | |
651 | Costco Wholesale Corp. | 350,485 | |
1,298 | Dollar General Corp. | 220,374 | |
974 | Kroger Co. | 45,778 | |
642 | Target Corp. | 84,680 | |
3,247 | Walmart, Inc. | 510,364 | |
1,274,602 | |||
Energy - 3.5% | |||
4,027 | Chevron Corp. | 633,648 | |
1,234 | Civitas Resources, Inc. | 85,603 | |
3,637 | ConocoPhillips | 376,830 | |
4,095 | Coterra Energy, Inc. | 103,603 | |
1,822 | EOG Resources, Inc. | 208,510 | |
9,033 | Exxon Mobil Corp. | 968,789 | |
1,169 | Kinder Morgan, Inc. | 20,130 | |
457 | Marathon Petroleum Corp. | 53,286 | |
259 | Pioneer Natural Resources Co. | 53,660 | |
65 | Valero Energy Corp. | 7,625 | |
2,511,684 | |||
Equity Real Estate Investment Trusts (REITs) - 3.9% | |||
4,744 | Agree Realty Corp. REIT | 310,210 | |
10,921 | Americold Realty Trust, Inc. REIT | 352,748 | |
3,574 | Apartment Income Corp. REIT | 128,986 | |
5,719 | Apple Hospitality, Inc. REIT | 86,414 | |
651 | AvalonBay Communities, Inc. REIT | 123,215 | |
713 | Boston Properties, Inc. REIT | 41,062 | |
126 | Equinix, Inc. REIT | 98,777 | |
587 | Equity Residential REIT | 38,724 | |
67 | Essex Property Trust, Inc. REIT | 15,698 | |
2,857 | Gaming & Leisure Properties, Inc. REIT | 138,450 | |
8,645 | Host Hotels & Resorts, Inc. REIT | 145,495 | |
844 | Iron Mountain, Inc. REIT | 47,956 |
1 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Equity Real Estate Investment Trusts (REITs) - 3.9% - (continued) | |||
2,342 | Lamar Advertising Co. Class A, REIT | $ 232,444 | |
2,143 | NNN, Inc. REIT | 91,699 | |
977 | Omega Healthcare Investors, Inc. REIT | 29,984 | |
846 | Phillips Edison & Co., Inc. REIT | 28,832 | |
4,485 | PotlatchDeltic Corp. REIT | 237,032 | |
324 | Prologis, Inc. REIT | 39,732 | |
255 | Public Storage REIT | 74,429 | |
3,641 | Realty Income Corp. REIT | 217,695 | |
388 | Spirit Realty Capital, Inc. REIT | 15,280 | |
259 | Terreno Realty Corp. REIT | 15,566 | |
3,056 | VICI Properties, Inc. REIT | 96,050 | |
2,990 | WP Carey, Inc. REIT | 202,005 | |
2,808,483 | |||
Financial Services - 6.6% | |||
34,552 | AGNC Investment Corp. REIT | 350,012 | |
1,103 | American Express Co. | 192,143 | |
129 | Ameriprise Financial, Inc. | 42,849 | |
13,970 | Annaly Capital Management, Inc. REIT | 279,540 | |
4,421 | Bank of New York Mellon Corp. | 196,823 | |
1,367 | Berkshire Hathaway, Inc. Class B* | 466,147 | |
324 | BlackRock, Inc. | 223,929 | |
1,237 | Cboe Global Markets, Inc. | 170,718 | |
1,104 | Charles Schwab Corp. | 62,575 | |
197 | Goldman Sachs Group, Inc. | 63,540 | |
1,299 | Houlihan Lokey, Inc. | 127,705 | |
2,925 | Interactive Brokers Group, Inc. Class A | 242,980 | |
1,754 | Jack Henry & Associates, Inc. | 293,497 | |
258 | Jefferies Financial Group, Inc. | 8,558 | |
66 | LPL Financial Holdings, Inc. | 14,350 | |
1,040 | Mastercard, Inc. Class A | 409,032 | |
2,792 | Morgan Stanley | 238,437 | |
519 | MSCI, Inc. | 243,561 | |
1,169 | PayPal Holdings, Inc.* | 78,007 | |
587 | State Street Corp. | 42,957 | |
323 | Tradeweb Markets, Inc. Class A | 22,119 | |
2,990 | Visa, Inc. Class A | 710,065 | |
1,429 | Voya Financial, Inc. | 102,473 | |
8,841 | Western Union Co. | 103,705 | |
4,685,722 | |||
Food, Beverage & Tobacco - 5.0% | |||
8,904 | Altria Group, Inc. | 403,351 | |
4,486 | Archer-Daniels-Midland Co. | 338,962 | |
192 | Bunge Ltd. | 18,115 | |
3,444 | Coca-Cola Co. | 207,398 | |
1,106 | Hershey Co. | 276,168 | |
2,472 | Ingredion, Inc. | 261,909 | |
517 | J M Smucker Co. | 76,345 | |
1,363 | Kellogg Co. | 91,866 | |
1,625 | Lancaster Colony Corp. | 326,771 | |
1,820 | Monster Beverage Corp.* | 104,541 | |
5,394 | PepsiCo., Inc. | 999,077 | |
4,486 | Philip Morris International, Inc. | 437,923 | |
648 | Tyson Foods, Inc. Class A | 33,074 | |
3,575,500 | |||
Health Care Equipment & Services - 3.3% | |||
3,249 | Abbott Laboratories | 354,206 | |
123 | Align Technology, Inc.* | 43,498 | |
586 | AmerisourceBergen Corp. | 112,764 | |
67 | Cigna Group | 18,800 | |
586 | Dexcom, Inc.* | 75,307 | |
1,492 | Hologic, Inc.* | 120,807 | |
4,677 | Medtronic PLC | 412,044 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Health Care Equipment & Services - 3.3% - (continued) | |||
126 | Penumbra, Inc.* | $ 43,351 | |
2,403 | Quest Diagnostics, Inc. | 337,765 | |
1,038 | ResMed, Inc. | 226,803 | |
1,042 | UnitedHealth Group, Inc. | 500,827 | |
453 | Veeva Systems, Inc. Class A* | 89,572 | |
2,335,744 | |||
Household & Personal Products - 1.3% | |||
4,937 | Colgate-Palmolive Co. | 380,347 | |
1,042 | Estee Lauder Cos., Inc. Class A | 204,628 | |
2,341 | Procter & Gamble Co. | 355,223 | |
940,198 | |||
Insurance - 1.8% | |||
2,601 | Aflac, Inc. | 181,550 | |
330 | American Financial Group, Inc. | 39,188 | |
65 | Aon PLC Class A | 22,438 | |
192 | Arthur J Gallagher & Co. | 42,157 | |
260 | Chubb Ltd. | 50,066 | |
197 | Erie Indemnity Co. Class A | 41,372 | |
2,731 | Marsh & McLennan Cos., Inc. | 513,646 | |
714 | Old Republic International Corp. | 17,971 | |
2,340 | Principal Financial Group, Inc. | 177,466 | |
778 | Travelers Cos., Inc. | 135,107 | |
258 | Willis Towers Watson PLC | 60,759 | |
1,281,720 | |||
Materials - 2.1% | |||
391 | Air Products & Chemicals, Inc. | 117,116 | |
63 | Avery Dennison Corp. | 10,823 | |
1,432 | CF Industries Holdings, Inc. | 99,409 | |
325 | Corteva, Inc. | 18,622 | |
1,042 | Dow, Inc. | 55,497 | |
1,037 | FMC Corp. | 108,201 | |
713 | Freeport-McMoRan, Inc. | 28,520 | |
2,989 | Graphic Packaging Holding Co. | 71,826 | |
2,793 | Huntsman Corp. | 75,467 | |
388 | Linde PLC | 147,859 | |
2,142 | LyondellBasell Industries NV Class A | 196,700 | |
1,168 | Mosaic Co. | 40,880 | |
1,106 | Packaging Corp. of America | 146,169 | |
652 | Reliance Steel & Aluminum Co. | 177,077 | |
1,366 | RPM International, Inc. | 122,571 | |
1,298 | Sonoco Products Co. | 76,608 | |
1,493,345 | |||
Media & Entertainment - 7.4% | |||
327 | Activision Blizzard, Inc.* | 27,566 | |
19,432 | Alphabet, Inc. Class A* | 2,326,010 | |
6,044 | Comcast Corp. Class A | 251,128 | |
1,167 | Electronic Arts, Inc. | 151,360 | |
4,417 | Interpublic Group of Cos., Inc. | 170,408 | |
842 | Live Nation Entertainment, Inc.* | 76,715 | |
1,233 | Match Group, Inc.* | 51,601 | |
2,144 | Meta Platforms, Inc. Class A* | 615,285 | |
779 | Netflix, Inc.* | 343,142 | |
6,566 | New York Times Co. Class A | 258,569 | |
518 | Nexstar Media Group, Inc. | 86,273 | |
1,042 | Omnicom Group, Inc. | 99,146 | |
455 | ROBLOX Corp. Class A* | 18,337 | |
6,432 | Snap, Inc. Class A* | 76,155 | |
15,729 | TEGNA, Inc. | 255,439 | |
192 | Trade Desk, Inc. Class A* | 14,826 | |
1,170 | Walt Disney Co.* | 104,458 |
2 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Media & Entertainment - 7.4% - (continued) | |||
3,187 | World Wrestling Entertainment, Inc. Class A | $ 345,694 | |
204 | Ziff Davis, Inc.* | 14,292 | |
5,286,404 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.1% | |||
5,654 | AbbVie, Inc. | 761,763 | |
2,144 | Agilent Technologies, Inc. | 257,816 | |
194 | Alnylam Pharmaceuticals, Inc.* | 36,848 | |
909 | Amgen, Inc. | 201,816 | |
9,876 | Bristol-Myers Squibb Co. | 631,570 | |
2,007 | Danaher Corp. | 481,680 | |
644 | Eli Lilly & Co. | 302,023 | |
7,082 | Gilead Sciences, Inc. | 545,810 | |
196 | Horizon Therapeutics PLC* | 20,159 | |
1,947 | Incyte Corp.* | 121,201 | |
5,684 | Johnson & Johnson | 940,816 | |
7,602 | Merck & Co., Inc. | 877,195 | |
260 | Moderna, Inc.* | 31,590 | |
7,606 | Organon & Co. | 158,281 | |
12,671 | Pfizer, Inc. | 464,772 | |
131 | Regeneron Pharmaceuticals, Inc.* | 94,129 | |
717 | Thermo Fisher Scientific, Inc. | 374,095 | |
262 | Vertex Pharmaceuticals, Inc.* | 92,200 | |
13,453 | Viatris, Inc. | 134,261 | |
6,528,025 | |||
Semiconductors & Semiconductor Equipment - 6.6% | |||
1,037 | Analog Devices, Inc. | 202,018 | |
390 | Applied Materials, Inc. | 56,371 | |
1,035 | Broadcom, Inc. | 897,790 | |
194 | Diodes, Inc.* | 17,943 | |
327 | Enphase Energy, Inc.* | 54,766 | |
5,264 | Intel Corp. | 176,028 | |
131 | KLA Corp. | 63,538 | |
128 | Microchip Technology, Inc. | 11,467 | |
1,494 | Micron Technology, Inc. | 94,286 | |
3,248 | NVIDIA Corp. | 1,373,969 | |
322 | NXP Semiconductors NV | 65,907 | |
649 | ON Semiconductor Corp.* | 61,382 | |
2,077 | Power Integrations, Inc. | 196,630 | |
1,949 | QUALCOMM, Inc. | 232,009 | |
2,987 | Rambus, Inc.* | 191,676 | |
1,624 | Skyworks Solutions, Inc. | 179,761 | |
4,552 | Texas Instruments, Inc. | 819,451 | |
4,694,992 | |||
Software & Services - 13.2% | |||
1,300 | Accenture PLC Class A | 401,154 | |
717 | Adobe, Inc.* | 350,606 | |
388 | Autodesk, Inc.* | 79,389 | |
195 | BILL Holdings, Inc.* | 22,786 | |
4,487 | Box, Inc. Class A* | 131,828 | |
972 | Cadence Design Systems, Inc.* | 227,953 | |
6,240 | Cognizant Technology Solutions Corp. Class A | 407,347 | |
715 | Crowdstrike Holdings, Inc. Class A* | 105,012 | |
972 | Datadog, Inc. Class A* | 95,625 | |
6,954 | Dolby Laboratories, Inc. Class A | 581,911 | |
13,257 | Dropbox, Inc. Class A* | 353,564 | |
652 | Dynatrace, Inc.* | 33,558 | |
647 | Elastic NV* | 41,486 | |
67 | Fair Isaac Corp.* | 54,217 | |
713 | Five9, Inc.* | 58,787 | |
3,442 | Gen Digital, Inc. | 63,849 | |
2,081 | GoDaddy, Inc. Class A* | 156,346 | |
197 | HubSpot, Inc.* | 104,822 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Software & Services - 13.2% - (continued) | |||
2,408 | International Business Machines Corp. | $ 322,214 | |
648 | Intuit, Inc. | 296,907 | |
10,005 | Microsoft Corp. | 3,407,103 | |
400 | MongoDB, Inc.* | 164,396 | |
5,263 | Oracle Corp. | 626,771 | |
515 | Palo Alto Networks, Inc.* | 131,588 | |
714 | PTC, Inc.* | 101,602 | |
909 | Salesforce, Inc.* | 192,035 | |
777 | Splunk, Inc.* | 82,432 | |
132 | Synopsys, Inc.* | 57,474 | |
1,431 | VeriSign, Inc.* | 323,363 | |
389 | Workday, Inc. Class A* | 87,871 | |
2,079 | Workiva, Inc.* | 211,351 | |
1,624 | Zoom Video Communications, Inc. Class A* | 110,237 | |
195 | Zscaler, Inc.* | 28,529 | |
9,414,113 | |||
Technology Hardware & Equipment - 8.0% | |||
22,472 | Apple, Inc. | 4,358,894 | |
129 | CDW Corp. | 23,672 | |
13,585 | Cisco Systems, Inc. | 702,888 | |
1,040 | HP, Inc. | 31,938 | |
388 | Jabil, Inc. | 41,877 | |
1,494 | Juniper Networks, Inc. | 46,807 | |
520 | Keysight Technologies, Inc.* | 87,074 | |
4,291 | National Instruments Corp. | 246,303 | |
2,275 | Seagate Technology Holdings PLC | 140,754 | |
5,680,207 | |||
Telecommunication Services - 1.8% | |||
26,581 | AT&T, Inc. | 423,967 | |
455 | T-Mobile U.S., Inc.* | 63,199 | |
22,358 | Verizon Communications, Inc. | 831,494 | |
1,318,660 | |||
Transportation - 2.2% | |||
1,300 | CH Robinson Worldwide, Inc. | 122,655 | |
2,339 | Expeditors International of Washington, Inc. | 283,323 | |
2,017 | Landstar System, Inc. | 388,353 | |
389 | Old Dominion Freight Line, Inc. | 143,833 | |
261 | Ryder System, Inc. | 22,130 | |
1,106 | Uber Technologies, Inc.* | 47,746 | |
3,576 | U-Haul Holding Co. | 197,825 | |
2,080 | United Parcel Service, Inc. Class B | 372,840 | |
1,578,705 | |||
Utilities - 2.7% | |||
2,601 | AES Corp. | 53,919 | |
9,750 | Clearway Energy, Inc. Class C | 278,460 | |
193 | CMS Energy Corp. | 11,339 | |
1,037 | DTE Energy Co. | 114,091 | |
2,805 | Duke Energy Corp. | 251,721 | |
4,613 | Edison International | 320,373 | |
716 | National Fuel Gas Co. | 36,774 | |
1,821 | New Jersey Resources Corp. | 85,951 | |
6,953 | OGE Energy Corp. | 249,682 | |
528 | Ormat Technologies, Inc. | 42,483 | |
1,106 | PG&E Corp.* | 19,111 | |
4,222 | PNM Resources, Inc. | 190,412 |
3 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Utilities - 2.7% - (continued) | |||
1,037 | Sempra Energy | $ 150,977 | |
2,014 | Southern Co. | 141,483 | |
1,946,776 | |||
Total Common Stocks (cost $68,997,573) | $ 71,355,073 | ||
Total Investments (cost $68,997,573) | 99.9% | $ 71,355,073 | |
Other Assets and Liabilities | 0.1% | 72,010 | |
Total Net Assets | 100.0% | $ 71,427,083 |
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 June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,333,552 | $ 1,333,552 | $ — | $ — | ||||
Banks | 1,849,410 | 1,849,410 | — | — | ||||
Capital Goods | 4,060,246 | 4,060,246 | — | — | ||||
Commercial & Professional Services | 1,076,321 | 1,076,321 | — | — | ||||
Consumer Discretionary Distribution & Retail | 3,334,709 | 3,334,709 | — | — | ||||
Consumer Durables & Apparel | 527,932 | 527,932 | — | — | ||||
Consumer Services | 1,818,023 | 1,818,023 | — | — | ||||
Consumer Staples Distribution & Retail | 1,274,602 | 1,274,602 | — | — | ||||
Energy | 2,511,684 | 2,511,684 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 2,808,483 | 2,808,483 | — | — | ||||
Financial Services | 4,685,722 | 4,685,722 | — | — | ||||
Food, Beverage & Tobacco | 3,575,500 | 3,575,500 | — | — | ||||
Health Care Equipment & Services | 2,335,744 | 2,335,744 | — | — | ||||
Household & Personal Products | 940,198 | 940,198 | — | — | ||||
Insurance | 1,281,720 | 1,281,720 | — | — | ||||
Materials | 1,493,345 | 1,493,345 | — | — | ||||
Media & Entertainment | 5,286,404 | 5,286,404 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 6,528,025 | 6,528,025 | — | — | ||||
Semiconductors & Semiconductor Equipment | 4,694,992 | 4,694,992 | — | — | ||||
Software & Services | 9,414,113 | 9,414,113 | — | — | ||||
Technology Hardware & Equipment | 5,680,207 | 5,680,207 | — | — | ||||
Telecommunication Services | 1,318,660 | 1,318,660 | — | — | ||||
Transportation | 1,578,705 | 1,578,705 | — | — | ||||
Utilities | 1,946,776 | 1,946,776 | — | — | ||||
Total | $ 71,355,073 | $ 71,355,073 | $ — | $ — |
(1) | For the period ended June 30, 2023, there were no transfers in and out of Level 3. |
4 |
Hartford Longevity Economy ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% | |||
Automobiles & Components - 1.5% | |||
87 | BorgWarner, Inc. | $ 4,255 | |
385 | Ford Motor Co. | 5,825 | |
317 | General Motors Co. | 12,224 | |
56 | LCI Industries | 7,076 | |
349 | Patrick Industries, Inc. | 27,920 | |
462 | Thor Industries, Inc. | 47,817 | |
451 | Winnebago Industries, Inc. | 30,077 | |
135,194 | |||
Banks - 3.9% | |||
581 | Bank of America Corp. | 16,669 | |
1,393 | Citigroup, Inc. | 64,134 | |
493 | Citizens Financial Group, Inc. | 12,857 | |
366 | FNB Corp. | 4,187 | |
119 | Heritage Financial Corp. | 1,924 | |
215 | Hilltop Holdings, Inc. | 6,764 | |
1,860 | Huntington Bancshares, Inc. | 20,051 | |
314 | International Bancshares Corp. | 13,879 | |
499 | JP Morgan Chase & Co. | 72,574 | |
118 | M&T Bank Corp. | 14,604 | |
524 | OFG Bancorp | 13,666 | |
89 | Peoples Bancorp, Inc. | 2,363 | |
37 | PNC Financial Services Group, Inc. | 4,660 | |
1,828 | Regions Financial Corp. | 32,575 | |
305 | S&T Bancorp, Inc. | 8,293 | |
288 | Towne Bank | 6,693 | |
99 | Truist Financial Corp. | 3,005 | |
357 | U.S. Bancorp | 11,795 | |
710 | Wells Fargo & Co. | 30,303 | |
134 | WesBanco, Inc. | 3,432 | |
344,428 | |||
Capital Goods - 2.4% | |||
113 | 3M Co. | 11,310 | |
51 | AAR Corp.* | 2,946 | |
126 | BWX Technologies, Inc. | 9,018 | |
118 | General Dynamics Corp. | 25,388 | |
44 | HEICO Corp. | 7,785 | |
292 | Howmet Aerospace, Inc. | 14,471 | |
28 | Huntington Ingalls Industries, Inc. | 6,373 | |
6 | L3Harris Technologies, Inc. | 1,175 | |
91 | Lockheed Martin Corp. | 41,894 | |
218 | Moog, Inc. Class A | 23,638 | |
47 | Northrop Grumman Corp. | 21,423 | |
191 | Raytheon Technologies Corp. | 18,710 | |
393 | Textron, Inc. | 26,579 | |
210,710 | |||
Consumer Discretionary Distribution & Retail - 7.5% | |||
219 | Academy Sports & Outdoors, Inc. | 11,837 | |
634 | Best Buy Co., Inc. | 51,956 | |
959 | Buckle, Inc. | 33,181 | |
225 | Caleres, Inc. | 5,384 | |
175 | Dick's Sporting Goods, Inc. | 23,133 | |
217 | Dillard's, Inc. Class A | 70,803 | |
487 | eBay, Inc. | 21,764 | |
230 | Foot Locker, Inc. | 6,235 | |
185 | Hibbett, Inc. | 6,714 | |
258 | Home Depot, Inc. | 80,145 | |
1,718 | Kohl's Corp. | 39,600 | |
303 | Lowe's Cos., Inc. | 68,387 | |
3,977 | Macy's, Inc. | 63,831 | |
3,284 | Nordstrom, Inc. | 67,223 | |
297 | ODP Corp.* | 13,906 | |
119 | Ross Stores, Inc. | 13,343 | |
79 | Signet Jewelers Ltd. | 5,156 | |
369 | TJX Cos., Inc. | 31,288 | |
88 | Tractor Supply Co. | 19,457 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Consumer Discretionary Distribution & Retail - 7.5% - (continued) | |||
42 | Ulta Beauty, Inc.* | $ 19,765 | |
81 | Williams-Sonoma, Inc. | 10,136 | |
663,244 | |||
Consumer Durables & Apparel - 4.1% | |||
146 | Century Communities, Inc. | 11,187 | |
548 | DR Horton, Inc. | 66,686 | |
64 | Garmin Ltd. | 6,675 | |
414 | KB Home | 21,408 | |
73 | Kontoor Brands, Inc. | 3,073 | |
715 | La-Z-Boy, Inc. | 20,478 | |
525 | Lennar Corp. Class A | 65,788 | |
1,003 | Levi Strauss & Co. Class A | 14,473 | |
44 | M/I Homes, Inc.* | 3,836 | |
563 | MDC Holdings, Inc. | 26,331 | |
11 | Meritage Homes Corp. | 1,565 | |
282 | Newell Brands, Inc. | 2,453 | |
6 | NVR, Inc.* | 38,104 | |
291 | PulteGroup, Inc. | 22,605 | |
140 | Ralph Lauren Corp. | 17,262 | |
70 | Steven Madden Ltd. | 2,288 | |
312 | Sturm Ruger & Co., Inc. | 16,524 | |
66 | Tapestry, Inc. | 2,825 | |
156 | Toll Brothers, Inc. | 12,335 | |
56 | Whirlpool Corp. | 8,332 | |
364,228 | |||
Consumer Services - 2.5% | |||
15 | Booking Holdings, Inc.* | 40,505 | |
135 | Boyd Gaming Corp. | 9,365 | |
121 | Darden Restaurants, Inc. | 20,217 | |
179 | Expedia Group, Inc.* | 19,581 | |
79 | Hilton Worldwide Holdings, Inc. | 11,498 | |
99 | Marriott International, Inc. Class A | 18,185 | |
42 | Marriott Vacations Worldwide Corp. | 5,154 | |
47 | McDonald's Corp. | 14,025 | |
39 | Monarch Casino & Resort, Inc. | 2,748 | |
1,567 | Perdoceo Education Corp.* | 19,227 | |
427 | Red Rock Resorts, Inc. Class A | 19,975 | |
98 | SeaWorld Entertainment, Inc.* | 5,489 | |
85 | Starbucks Corp. | 8,420 | |
19 | Vail Resorts, Inc. | 4,783 | |
172 | Yum! Brands, Inc. | 23,831 | |
223,003 | |||
Consumer Staples Distribution & Retail - 2.9% | |||
44 | Costco Wholesale Corp. | 23,689 | |
139 | Dollar General Corp. | 23,600 | |
154 | Dollar Tree, Inc.* | 22,099 | |
247 | Ingles Markets, Inc. Class A | 20,415 | |
835 | Kroger Co. | 39,245 | |
286 | PriceSmart, Inc. | 21,181 | |
37 | Sysco Corp. | 2,745 | |
166 | Target Corp. | 21,895 | |
311 | Walgreens Boots Alliance, Inc. | 8,860 | |
410 | Walmart, Inc. | 64,444 | |
61 | Weis Markets, Inc. | 3,917 | |
252,090 | |||
Equity Real Estate Investment Trusts (REITs) - 0.5% | |||
768 | Apple Hospitality, Inc. REIT | 11,604 | |
836 | Healthpeak Properties, Inc. REIT | 16,804 | |
51 | LTC Properties, Inc. REIT | 1,684 | |
226 | Sunstone Hotel Investors, Inc. REIT | 2,287 | |
256 | Ventas, Inc. REIT | 12,101 | |
44,480 | |||
Financial Services - 4.2% | |||
38 | Ameriprise Financial, Inc. | 12,622 |
5 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Financial Services - 4.2% - (continued) | |||
631 | Bank of New York Mellon Corp. | $ 28,092 | |
118 | Berkshire Hathaway, Inc. Class B* | 40,238 | |
165 | Capital One Financial Corp. | 18,046 | |
49 | CME Group, Inc. | 9,079 | |
167 | Discover Financial Services | 19,514 | |
97 | Evercore, Inc. Class A | 11,988 | |
88 | Goldman Sachs Group, Inc. | 28,384 | |
146 | Intercontinental Exchange, Inc. | 16,510 | |
1,123 | Jackson Financial, Inc. Class A | 34,375 | |
216 | Jefferies Financial Group, Inc. | 7,165 | |
231 | Morgan Stanley | 19,727 | |
322 | Nasdaq, Inc. | 16,052 | |
236 | Raymond James Financial, Inc. | 24,490 | |
362 | State Street Corp. | 26,491 | |
1,056 | Synchrony Financial | 35,819 | |
651 | TPG, Inc. | 19,048 | |
367,640 | |||
Food, Beverage & Tobacco - 2.0% | |||
684 | Cal-Maine Foods, Inc. | 30,780 | |
300 | Coca-Cola Co. | 18,066 | |
35 | Coca-Cola Consolidated, Inc. | 22,261 | |
77 | General Mills, Inc. | 5,906 | |
36 | Hershey Co. | 8,989 | |
5 | J M Smucker Co. | 738 | |
133 | Kellogg Co. | 8,964 | |
105 | Lamb Weston Holdings, Inc. | 12,070 | |
132 | Monster Beverage Corp.* | 7,582 | |
211 | PepsiCo., Inc. | 39,081 | |
511 | Tyson Foods, Inc. Class A | 26,082 | |
180,519 | |||
Health Care Equipment & Services - 12.2% | |||
553 | Abbott Laboratories | 60,288 | |
332 | AmerisourceBergen Corp. | 63,887 | |
78 | Becton Dickinson & Co. | 20,593 | |
517 | Boston Scientific Corp.* | 27,965 | |
303 | Cardinal Health, Inc. | 28,655 | |
151 | Centene Corp.* | 10,185 | |
5 | Chemed Corp. | 2,708 | |
228 | Cigna Group | 63,977 | |
28 | Cooper Cos., Inc. | 10,736 | |
591 | Cross Country Healthcare, Inc.* | 16,595 | |
236 | CVS Health Corp. | 16,315 | |
22 | Dexcom, Inc.* | 2,827 | |
122 | Elevance Health, Inc. | 54,203 | |
271 | Embecta Corp. | 5,854 | |
147 | Encompass Health Corp. | 9,953 | |
38 | Globus Medical, Inc. Class A* | 2,262 | |
216 | HCA Healthcare, Inc. | 65,552 | |
196 | Henry Schein, Inc.* | 15,896 | |
813 | Hologic, Inc.* | 65,829 | |
121 | Humana, Inc. | 54,103 | |
34 | IDEXX Laboratories, Inc.* | 17,076 | |
204 | Laboratory Corp. of America Holdings | 49,231 | |
105 | McKesson Corp. | 44,868 | |
255 | Medtronic PLC | 22,465 | |
64 | Merit Medical Systems, Inc.* | 5,353 | |
123 | Molina Healthcare, Inc.* | 37,052 | |
678 | NextGen Healthcare, Inc.* | 10,997 | |
1,759 | Patterson Cos., Inc. | 58,504 | |
544 | Quest Diagnostics, Inc. | 76,465 | |
86 | ResMed, Inc. | 18,791 | |
124 | Stryker Corp. | 37,831 | |
34 | UFP Technologies, Inc.* | 6,591 | |
92 | UnitedHealth Group, Inc. | 44,219 | |
50 | Universal Health Services, Inc. Class B | 7,888 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Health Care Equipment & Services - 12.2% - (continued) | |||
265 | Veradigm, Inc.* | $ 3,339 | |
274 | Zimmer Biomet Holdings, Inc. | 39,894 | |
1,078,947 | |||
Household & Personal Products - 2.0% | |||
88 | Church & Dwight Co., Inc. | 8,820 | |
174 | Clorox Co. | 27,673 | |
436 | Colgate-Palmolive Co. | 33,590 | |
24 | Estee Lauder Cos., Inc. Class A | 4,713 | |
12 | Inter Parfums, Inc. | 1,623 | |
337 | Kimberly-Clark Corp. | 46,526 | |
190 | Medifast, Inc. | 17,510 | |
255 | Procter & Gamble Co. | 38,694 | |
179,149 | |||
Insurance - 2.5% | |||
489 | Aflac, Inc. | 34,132 | |
886 | American International Group, Inc. | 50,981 | |
80 | Axis Capital Holdings Ltd. | 4,306 | |
41 | Chubb Ltd. | 7,895 | |
118 | Fidelity National Financial, Inc. | 4,248 | |
2,672 | Genworth Financial, Inc. Class A* | 13,360 | |
180 | MetLife, Inc. | 10,175 | |
569 | Old Republic International Corp. | 14,322 | |
519 | Principal Financial Group, Inc. | 39,361 | |
127 | Travelers Cos., Inc. | 22,055 | |
471 | Unum Group | 22,467 | |
223,302 | |||
Media & Entertainment - 9.3% | |||
134 | Activision Blizzard, Inc.* | 11,296 | |
773 | Alphabet, Inc. Class A* | 92,528 | |
530 | Cargurus, Inc.* | 11,994 | |
2,790 | Cars.com, Inc.* | 55,298 | |
4 | Charter Communications, Inc. Class A* | 1,470 | |
1,342 | Comcast Corp. Class A | 55,760 | |
280 | Electronic Arts, Inc. | 36,316 | |
315 | Fox Corp. Class A | 10,710 | |
504 | Liberty Media Corp.-Liberty Braves Class C* | 19,969 | |
179 | Liberty Media Corp.-Liberty Formula One Class C* | 13,475 | |
147 | Live Nation Entertainment, Inc.* | 13,393 | |
21 | Madison Square Garden Sports Corp. | 3,949 | |
569 | Match Group, Inc.* | 23,813 | |
453 | Meta Platforms, Inc. Class A* | 130,002 | |
66 | Netflix, Inc.* | 29,072 | |
118 | News Corp. Class A | 2,301 | |
706 | Paramount Global Class B | 11,232 | |
1,916 | Pinterest, Inc. Class A* | 52,383 | |
1,243 | QuinStreet, Inc.* | 10,976 | |
154 | Scholastic Corp. | 5,989 | |
722 | Shutterstock, Inc. | 35,140 | |
369 | Sinclair, Inc. | 5,100 | |
4,962 | Sirius XM Holdings, Inc.(1) | 22,478 | |
711 | TripAdvisor, Inc.* | 11,724 | |
39 | Walt Disney Co.* | 3,482 | |
724 | World Wrestling Entertainment, Inc. Class A | 78,532 | |
996 | Yelp, Inc.* | 36,264 | |
514 | Ziff Davis, Inc.* | 36,011 | |
820,657 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.2% | |||
371 | AbbVie, Inc. | 49,985 | |
328 | Agilent Technologies, Inc. | 39,442 | |
193 | Amgen, Inc. | 42,850 | |
102 | Biogen, Inc.* | 29,055 | |
22 | BioMarin Pharmaceutical, Inc.* | 1,907 | |
994 | Bristol-Myers Squibb Co. | 63,566 | |
114 | Bruker Corp. | 8,427 | |
89 | Danaher Corp. | 21,360 |
6 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.2% - (continued) | |||
138 | Eli Lilly & Co. | $ 64,719 | |
678 | Gilead Sciences, Inc. | 52,253 | |
27 | Horizon Therapeutics PLC* | 2,777 | |
609 | Incyte Corp.* | 37,910 | |
60 | IQVIA Holdings, Inc.* | 13,486 | |
379 | Johnson & Johnson | 62,732 | |
751 | Merck & Co., Inc. | 86,658 | |
32 | Mettler-Toledo International, Inc.* | 41,972 | |
293 | Moderna, Inc.* | 35,600 | |
1,250 | Organon & Co. | 26,013 | |
1,918 | Pfizer, Inc. | 70,352 | |
41 | Prestige Consumer Healthcare, Inc.* | 2,437 | |
51 | Regeneron Pharmaceuticals, Inc.* | 36,646 | |
61 | Thermo Fisher Scientific, Inc. | 31,827 | |
23 | United Therapeutics Corp.* | 5,077 | |
98 | Vertex Pharmaceuticals, Inc.* | 34,487 | |
6,325 | Viatris, Inc. | 63,123 | |
1,103 | Vir Biotechnology, Inc.* | 27,057 | |
126 | Waters Corp.* | 33,584 | |
34 | Zoetis, Inc. | 5,855 | |
991,157 | |||
Semiconductors & Semiconductor Equipment - 6.4% | |||
25 | Allegro MicroSystems, Inc.* | 1,128 | |
140 | Analog Devices, Inc. | 27,273 | |
93 | Broadcom, Inc. | 80,671 | |
255 | Cirrus Logic, Inc.* | 20,658 | |
277 | Diodes, Inc.* | 25,620 | |
2,037 | Intel Corp. | 68,117 | |
5 | MACOM Technology Solutions Holdings, Inc.* | 328 | |
507 | Microchip Technology, Inc. | 45,422 | |
755 | Micron Technology, Inc. | 47,648 | |
11 | NVIDIA Corp. | 4,653 | |
248 | NXP Semiconductors NV | 50,761 | |
374 | ON Semiconductor Corp.* | 35,373 | |
374 | QUALCOMM, Inc. | 44,521 | |
428 | Skyworks Solutions, Inc. | 47,375 | |
347 | Texas Instruments, Inc. | 62,467 | |
562,015 | |||
Software & Services - 11.5% | |||
3,448 | A10 Networks, Inc. | 50,306 | |
4,985 | Adeia, Inc. | 54,885 | |
45 | Adobe, Inc.* | 22,005 | |
113 | Agilysys, Inc.* | 7,756 | |
20 | ANSYS, Inc.* | 6,605 | |
71 | Autodesk, Inc.* | 14,527 | |
424 | Box, Inc. Class A* | 12,457 | |
168 | Cadence Design Systems, Inc.* | 39,399 | |
518 | CommVault Systems, Inc.* | 37,617 | |
315 | Consensus Cloud Solutions, Inc.* | 9,765 | |
795 | Dolby Laboratories, Inc. Class A | 66,526 | |
1,571 | Dropbox, Inc. Class A* | 41,899 | |
74 | Fair Isaac Corp.* | 59,882 | |
457 | Fortinet, Inc.* | 34,545 | |
171 | Gen Digital, Inc. | 3,172 | |
300 | InterDigital, Inc. | 28,965 | |
21 | Intuit, Inc. | 9,622 | |
217 | Microsoft Corp. | 73,897 | |
791 | Oracle Corp. | 94,200 | |
45 | Palo Alto Networks, Inc.* | 11,498 | |
1,094 | Progress Software Corp. | 63,561 | |
345 | PTC, Inc.* | 49,093 | |
56 | Roper Technologies, Inc. | 26,925 | |
24 | Salesforce, Inc.* | 5,070 | |
39 | ServiceNow, Inc.* | 21,917 | |
66 | Synopsys, Inc.* | 28,737 | |
739 | Teradata Corp.* | 39,470 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Software & Services - 11.5% - (continued) | |||
47 | VeriSign, Inc.* | $ 10,621 | |
624 | VMware, Inc. Class A* | 89,663 | |
30 | Zoom Video Communications, Inc. Class A* | 2,036 | |
1,016,621 | |||
Technology Hardware & Equipment - 10.6% | |||
432 | Apple, Inc. | 83,795 | |
51 | Arrow Electronics, Inc.* | 7,305 | |
965 | Avid Technology, Inc.* | 24,607 | |
1,025 | Avnet, Inc. | 51,711 | |
273 | Benchmark Electronics, Inc. | 7,052 | |
146 | CDW Corp. | 26,791 | |
1,685 | Dell Technologies, Inc. Class C | 91,175 | |
4,502 | Hewlett Packard Enterprise Co. | 75,634 | |
2,389 | HP, Inc. | 73,366 | |
90 | Insight Enterprises, Inc.* | 13,171 | |
386 | Jabil, Inc. | 41,661 | |
1,079 | NetApp, Inc. | 82,436 | |
935 | Pure Storage, Inc. Class A* | 34,427 | |
72 | Sanmina Corp.* | 4,339 | |
835 | Seagate Technology Holdings PLC | 51,661 | |
717 | Super Micro Computer, Inc.* | 178,712 | |
105 | TE Connectivity Ltd. | 14,717 | |
1,797 | Western Digital Corp.* | 68,160 | |
631 | Xerox Holdings Corp. | 9,396 | |
940,116 | |||
Telecommunication Services - 1.0% | |||
3,154 | AT&T, Inc. | 50,306 | |
1,036 | Verizon Communications, Inc. | 38,529 | |
88,835 | |||
Transportation - 0.3% | |||
98 | Avis Budget Group, Inc.* | 22,410 | |
Utilities - 1.4% | |||
48 | American Electric Power Co., Inc. | 4,042 | |
9 | CenterPoint Energy, Inc. | 262 | |
63 | Consolidated Edison, Inc. | 5,695 | |
64 | Duke Energy Corp. | 5,743 | |
195 | Edison International | 13,543 | |
112 | Entergy Corp. | 10,905 | |
105 | Evergy, Inc. | 6,134 | |
178 | Exelon Corp. | 7,252 | |
253 | FirstEnergy Corp. | 9,837 | |
554 | NRG Energy, Inc. | 20,714 | |
46 | OGE Energy Corp. | 1,652 | |
1,087 | PG&E Corp.* | 18,783 | |
384 | PPL Corp. | 10,161 | |
43 | Southern Co. | 3,021 | |
129 | UGI Corp. | 3,479 | |
36 | Xcel Energy, Inc. | 2,239 | |
123,462 | |||
Total Common Stocks (cost $8,654,055) | $ 8,832,207 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Securities Lending Collateral - 0.2% | |||
3,315 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) | $ 3,315 | |
11,052 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) | 11,052 | |
3,316 | Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) | 3,316 |
7 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% - (continued) | |||
Securities Lending Collateral - 0.2% - (continued) | |||
3,316 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) | $ 3,316 | |
Total Short-Term Investments (cost $20,999) | $ 20,999 | ||
Total Investments (cost $8,675,054) | 100.1% | $ 8,853,206 | |
Other Assets and Liabilities | (0.1)% | (9,859) | |
Total Net Assets | 100.0% | $ 8,843,347 |
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. |
† | 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 June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 135,194 | $ 135,194 | $ — | $ — | ||||
Banks | 344,428 | 344,428 | — | — | ||||
Capital Goods | 210,710 | 210,710 | — | — | ||||
Consumer Discretionary Distribution & Retail | 663,244 | 663,244 | — | — | ||||
Consumer Durables & Apparel | 364,228 | 364,228 | — | — | ||||
Consumer Services | 223,003 | 223,003 | — | — | ||||
Consumer Staples Distribution & Retail | 252,090 | 252,090 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 44,480 | 44,480 | — | — | ||||
Financial Services | 367,640 | 367,640 | — | — | ||||
Food, Beverage & Tobacco | 180,519 | 180,519 | — | — | ||||
Health Care Equipment & Services | 1,078,947 | 1,078,947 | — | — | ||||
Household & Personal Products | 179,149 | 179,149 | — | — | ||||
Insurance | 223,302 | 223,302 | — | — | ||||
Media & Entertainment | 820,657 | 820,657 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 991,157 | 991,157 | — | — | ||||
Semiconductors & Semiconductor Equipment | 562,015 | 562,015 | — | — | ||||
Software & Services | 1,016,621 | 1,016,621 | — | — | ||||
Technology Hardware & Equipment | 940,116 | 940,116 | — | — | ||||
Telecommunication Services | 88,835 | 88,835 | — | — | ||||
Transportation | 22,410 | 22,410 | — | — | ||||
Utilities | 123,462 | 123,462 | — | — | ||||
Short-Term Investments | 20,999 | 20,999 | — | — | ||||
Total | $ 8,853,206 | $ 8,853,206 | $ — | $ — |
(1) | For the period ended June 30, 2023, there were no transfers in and out of Level 3. |
8 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% | |||
Australia - 10.5% | |||
688,695 | AGL Energy Ltd. | $ 4,955,626 | |
176,212 | Ampol Ltd. | 3,511,828 | |
113,868 | Ansell Ltd. | 2,026,033 | |
376,324 | ANZ Group Holdings Ltd. | 5,939,357 | |
1,341,723 | Aurizon Holdings Ltd. | 3,501,022 | |
502,457 | Bendigo & Adelaide Bank Ltd. | 2,873,016 | |
221,672 | BHP Group Ltd. | 6,638,543 | |
453,073 | BlueScope Steel Ltd. | 6,197,634 | |
285,553 | Brambles Ltd. | 2,739,029 | |
7,457 | Cochlear Ltd. | 1,137,047 | |
820,710 | Coles Group Ltd. | 10,062,949 | |
1,041,482 | Dexus REIT | 5,407,447 | |
65,060 | EBOS Group Ltd. | 1,464,819 | |
935,514 | Endeavour Group Ltd. | 3,929,394 | |
704,962 | Fortescue Metals Group Ltd. | 10,408,141 | |
562,760 | Glencore PLC | 3,180,243 | |
1,300,513 | GPT Group REIT | 3,583,942 | |
622,936 | Harvey Norman Holdings Ltd.(1) | 1,443,008 | |
164,903 | Iluka Resources Ltd. | 1,219,519 | |
1,907,772 | Incitec Pivot Ltd. | 3,479,549 | |
149,867 | JB Hi-Fi Ltd. | 4,364,455 | |
630,248 | Medibank Pvt Ltd. | 1,476,726 | |
867,988 | Metcash Ltd. | 2,172,439 | |
1,217,729 | Mirvac Group REIT | 1,831,914 | |
1,638,232 | New Hope Corp. Ltd. | 5,288,872 | |
56,394 | Premier Investments Ltd. | 760,533 | |
30,689 | Pro Medicus Ltd. | 1,340,903 | |
30,900 | Ramsay Health Care Ltd. | 1,157,806 | |
113,711 | Rio Tinto PLC | 7,207,366 | |
286,861 | Sonic Healthcare Ltd. | 6,792,057 | |
1,982,370 | South32 Ltd. | 4,961,563 | |
1,196,274 | Stockland REIT | 3,209,088 | |
171,533 | Technology One Ltd. | 1,786,932 | |
2,257,493 | Telstra Group Ltd. | 6,461,611 | |
400,964 | Vicinity Ltd. REIT | 492,434 | |
752,627 | Viva Energy Group Ltd.(2) | 1,507,968 | |
55,557 | Washington H Soul Pattinson & Co. Ltd. | 1,175,273 | |
167,591 | Wesfarmers Ltd. | 5,504,220 | |
1,321,296 | Whitehaven Coal Ltd. | 5,901,584 | |
344,739 | Woolworths Group Ltd. | 9,117,062 | |
156,208,952 | |||
Austria - 0.4% | |||
30,582 | Andritz AG | 1,703,282 | |
117,995 | Mondi PLC | 1,798,656 | |
140,320 | Raiffeisen Bank International AG* | 2,222,855 | |
11,557 | voestalpine AG | 414,826 | |
6,139,619 | |||
Belgium - 1.3% | |||
6,423 | Ackermans & van Haaren NV | 1,056,730 | |
51,208 | Ageas SA | 2,073,259 | |
64,521 | Etablissements Franz Colruyt NV | 2,403,902 | |
4,569 | Melexis NV | 448,132 | |
356,757 | Proximus SADP | 2,656,051 | |
9,285 | Shurgard Self Storage Ltd. REIT | 423,735 | |
42,411 | Solvay SA | 4,733,464 | |
70,021 | UCB SA(1) | 6,203,106 | |
19,998,379 | |||
Brazil - 0.3% | |||
128,033 | Yara International ASA | 4,529,265 | |
Canada - 10.1% | |||
111,722 | Alimentation Couche-Tard, Inc. | 5,735,330 | |
67,699 | Atco Ltd. Class I | 2,017,796 | |
411,404 | B2Gold Corp. | 1,467,468 | |
75,463 | Bank of Montreal | 6,822,893 | |
18,731 | Bank of Nova Scotia | 938,213 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Canada - 10.1% - (continued) | |||
100,127 | BCE, Inc. | $ 4,570,316 | |
49,437 | Canadian Apartment Properties REIT | 1,900,144 | |
26,511 | Canadian Imperial Bank of Commerce | 1,133,166 | |
26,071 | Canadian Tire Corp. Ltd. Class A | 3,568,471 | |
17,979 | Canadian Utilities Ltd. Class A | 466,170 | |
26,206 | CGI, Inc.* | 2,766,657 | |
115,603 | Choice Properties REIT | 1,185,515 | |
991 | Constellation Software, Inc. | 2,055,588 | |
33,452 | Dollarama, Inc. | 2,268,138 | |
63,979 | Emera, Inc. | 2,637,970 | |
144,502 | Empire Co. Ltd. Class A | 4,109,284 | |
12,966 | Fairfax Financial Holdings Ltd. | 9,723,055 | |
43,075 | Finning International, Inc. | 1,326,511 | |
59,238 | Fortis, Inc. | 2,555,751 | |
43,972 | George Weston Ltd. | 5,204,530 | |
16,637 | Granite REIT | 985,459 | |
274,130 | Great-West Lifeco, Inc. | 7,969,606 | |
156,176 | Hydro One Ltd.(2) | 4,467,230 | |
51,524 | iA Financial Corp., Inc. | 3,514,106 | |
25,805 | IGM Financial, Inc. | 786,485 | |
14,692 | Intact Financial Corp. | 2,271,001 | |
119,595 | Loblaw Cos. Ltd. | 10,961,256 | |
3,060 | Lumine Group, Inc.* | 42,018 | |
211,236 | Manulife Financial Corp. | 3,997,241 | |
119,654 | Metro, Inc. | 6,765,549 | |
18,247 | Nutrien Ltd. | 1,078,479 | |
46,370 | Open Text Corp. | 1,930,842 | |
248,419 | Power Corp. of Canada(1) | 6,694,594 | |
143,247 | Quebecor, Inc. Class B | 3,534,491 | |
28,054 | Rogers Communications, Inc. Class B | 1,281,378 | |
70,527 | Royal Bank of Canada | 6,743,303 | |
22,141 | Saputo, Inc. | 496,614 | |
54,537 | Stantec, Inc. | 3,564,636 | |
65,526 | Sun Life Financial, Inc. | 3,419,781 | |
106,402 | TELUS Corp. | 2,072,960 | |
4,621 | Thomson Reuters Corp. | 624,642 | |
133,731 | TMX Group Ltd. | 3,012,674 | |
31,457 | Toromont Industries Ltd. | 2,587,164 | |
62,104 | Toronto-Dominion Bank | 3,853,663 | |
44,677 | Tourmaline Oil Corp. | 2,107,492 | |
39,476 | West Fraser Timber Co. Ltd. | 3,395,249 | |
150,610,879 | |||
China - 1.5% | |||
1,862,000 | BOC Hong Kong Holdings Ltd. | 5,690,593 | |
1,527,000 | SITC International Holdings Co. Ltd. | 2,786,425 | |
561,100 | Wilmar International Ltd. | 1,575,483 | |
1,986,000 | Xinyi Glass Holdings Ltd. | 3,091,800 | |
8,205,200 | Yangzijiang Shipbuilding Holdings Ltd. | 9,094,322 | |
22,238,623 | |||
Denmark - 1.8% | |||
3,623 | AP Moller - Maersk AS Class B | 6,356,979 | |
2,352 | Carlsberg AS Class B | 375,811 | |
41,110 | Coloplast AS Class B | 5,139,315 | |
77,036 | Novo Nordisk AS Class B | 12,409,559 | |
14,884 | Novozymes AS Class B | 693,293 | |
11,656 | Topdanmark AS | 572,480 | |
71,258 | Tryg AS | 1,541,608 | |
27,089,045 | |||
Finland - 1.1% | |||
46,938 | Elisa Oyj | 2,506,187 | |
114,361 | Kesko Oyj Class B | 2,152,246 | |
87,417 | Kojamo Oyj | 822,106 | |
82,712 | Kone Oyj Class B | 4,316,123 | |
90,334 | Metsa Board Oyj Class B | 666,228 | |
79,571 | Nordea Bank Abp | 864,125 |
9 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Finland - 1.1% - (continued) | |||
69,458 | Orion Oyj Class B | $ 2,881,106 | |
24,817 | Sampo Oyj Class A | 1,113,339 | |
51,890 | TietoEVRY Oyj | 1,431,152 | |
16,752,612 | |||
France - 5.3% | |||
8,762 | Air Liquide SA | 1,569,644 | |
31,206 | Amundi SA(2) | 1,840,173 | |
8,787 | Arkema SA | 827,325 | |
112,634 | AXA SA | 3,320,933 | |
28,923 | BioMerieux | 3,033,067 | |
47,608 | BNP Paribas SA | 2,997,997 | |
255,756 | Bouygues SA | 8,582,959 | |
484,893 | Carrefour SA(1) | 9,181,115 | |
34,731 | Cie de Saint-Gobain | 2,111,695 | |
204,206 | Cie Generale des Etablissements Michelin SCA | 6,028,665 | |
86,757 | Danone SA | 5,313,759 | |
43,842 | Eiffage SA | 4,571,748 | |
375,204 | Engie SA | 6,233,547 | |
5,963 | EssilorLuxottica SA(1) | 1,122,873 | |
25,028 | Eurazeo SE | 1,759,843 | |
20,306 | Ipsen SA | 2,441,355 | |
2,771 | L'Oreal SA | 1,291,192 | |
761,474 | Orange SA | 8,890,883 | |
17,006 | SEB SA | 1,756,094 | |
44,607 | TotalEnergies SE | 2,557,411 | |
23,459 | Verallia SA(2) | 879,914 | |
120,316 | Vivendi SE | 1,103,412 | |
11,034 | Wendel SE | 1,131,581 | |
78,547,185 | |||
Germany - 4.4% | |||
7,049 | Allianz SE | 1,639,606 | |
25,587 | Aurubis AG | 2,192,478 | |
18,550 | BASF SE | 899,986 | |
154,213 | Bayer AG | 8,525,047 | |
49,820 | Bayerische Motoren Werke AG | 6,115,871 | |
31,796 | Brenntag SE | 2,476,827 | |
78,343 | Covestro AG*(2) | 4,066,769 | |
81,723 | Deutsche Post AG | 3,988,119 | |
490,091 | E.ON SE | 6,245,173 | |
165,841 | Fresenius Medical Care AG & Co. KGaA | 7,919,419 | |
162,303 | Fresenius SE & Co. KGaA | 4,492,333 | |
20,206 | Heidelberg Materials AG | 1,657,765 | |
2,692 | Knorr-Bremse AG | 205,529 | |
27,115 | LEG Immobilien SE* | 1,557,221 | |
55,456 | Merck KGaA | 9,169,156 | |
2,997 | SAP SE | 409,174 | |
24,801 | Siemens Healthineers AG(2) | 1,403,223 | |
847,203 | Telefonica Deutschland Holding AG | 2,381,918 | |
35,670 | United Internet AG(3) | 502,016 | |
65,847,630 | |||
Hong Kong - 3.0% | |||
290,600 | Bank of East Asia Ltd. | 401,232 | |
541,000 | CK Asset Holdings Ltd. | 2,996,121 | |
272,980 | CLP Holdings Ltd. | 2,121,390 | |
167,010 | Hang Seng Bank Ltd. | 2,376,236 | |
800,000 | Henderson Land Development Co. Ltd. | 2,378,583 | |
1,619,609 | HK Electric Investments & HK Electric Investments Ltd. | 969,294 | |
1,644,000 | HKT Trust & HKT Ltd. | 1,911,140 | |
486,000 | Hong Kong & China Gas Co. Ltd. | 419,853 | |
122,326 | Jardine Matheson Holdings Ltd. | 6,195,812 | |
366,500 | Kerry Properties Ltd. | 759,508 | |
729,353 | Link REIT | 4,048,548 | |
1,032,400 | Man Wah Holdings Ltd. | 689,004 | |
512,000 | NWS Holdings Ltd. | 580,823 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Hong Kong - 3.0% - (continued) | |||
1,898,770 | PCCW Ltd. | $ 983,718 | |
228,000 | Power Assets Holdings Ltd. | 1,194,319 | |
1,229,591 | Sino Land Co. Ltd. | 1,510,982 | |
600,000 | Sun Hung Kai Properties Ltd. | 7,556,849 | |
248,500 | Swire Pacific Ltd. Class A | 1,904,196 | |
682,600 | Swire Properties Ltd. | 1,677,625 | |
5,916,792 | WH Group Ltd.(2) | 3,133,334 | |
43,808,567 | |||
Ireland - 0.3% | |||
26,491 | Glanbia PLC | 395,953 | |
6,518 | Kerry Group PLC Class A | 635,594 | |
79,867 | Smurfit Kappa Group PLC | 2,660,229 | |
3,691,776 | |||
Israel - 2.2% | |||
515,895 | Bank Hapoalim BM | 4,223,417 | |
677,891 | Bank Leumi Le-Israel BM | 5,039,953 | |
2,570,055 | Bezeq The Israeli Telecommunication Corp. Ltd. | 3,134,526 | |
35,078 | Check Point Software Technologies Ltd.* | 4,406,498 | |
3,242 | Elbit Systems Ltd. | 674,443 | |
68,854 | First International Bank Of Israel Ltd. | 2,675,527 | |
803,836 | ICL Group Ltd. | 4,353,899 | |
99,498 | Mizrahi Tefahot Bank Ltd. | 3,305,920 | |
29,714 | Strauss Group Ltd.* | 668,114 | |
56,904 | Tower Semiconductor Ltd.* | 2,096,169 | |
176,274 | ZIM Integrated Shipping Services Ltd.(1) | 2,184,035 | |
32,762,501 | |||
Italy - 2.7% | |||
2,163,892 | A2A SpA | 3,949,630 | |
192,254 | Assicurazioni Generali SpA | 3,905,530 | |
52,434 | Brembo SpA | 776,851 | |
27,779 | Buzzi SpA | 695,240 | |
23,970 | De' Longhi SpA | 523,548 | |
7,062 | DiaSorin SpA | 735,023 | |
586,717 | Eni SpA | 8,437,909 | |
693,248 | Hera SpA | 2,058,741 | |
313,291 | Italgas SpA | 1,854,268 | |
466,102 | Pirelli & C SpA*(2) | 2,300,533 | |
123,116 | Prysmian SpA | 5,141,754 | |
55,218 | Recordati Industria Chimica e Farmaceutica SpA | 2,635,625 | |
308,922 | Snam SpA | 1,613,382 | |
413,141 | Terna - Rete Elettrica Nazionale | 3,518,453 | |
328,186 | Unipol Gruppo SpA | 1,751,228 | |
39,897,715 | |||
Japan - 19.2% | |||
60,105 | ABC-Mart, Inc. | 3,246,547 | |
55,000 | AGC, Inc. | 1,964,680 | |
120,300 | Air Water, Inc. | 1,659,239 | |
94,100 | Aisin Corp. | 2,882,213 | |
35,000 | Ajinomoto Co., Inc. | 1,386,100 | |
174,782 | Alfresa Holdings Corp. | 2,604,770 | |
112,800 | Amada Co. Ltd. | 1,102,753 | |
76,888 | Aozora Bank Ltd. | 1,422,749 | |
361,865 | Astellas Pharma, Inc. | 5,380,343 | |
43,300 | BIPROGY, Inc. | 1,058,421 | |
128,193 | Bridgestone Corp. | 5,225,815 | |
206,700 | Brother Industries Ltd. | 3,002,502 | |
45,597 | Canon Marketing Japan, Inc. | 1,127,819 | |
277,303 | Canon, Inc. | 7,271,445 | |
91,400 | Chiba Bank Ltd. | 552,631 | |
67,900 | Chugai Pharmaceutical Co. Ltd. | 1,919,531 | |
33,000 | COMSYS Holdings Corp. | 649,452 | |
174,200 | Concordia Financial Group Ltd. | 678,071 | |
93,800 | Dai Nippon Printing Co. Ltd. | 2,646,531 | |
63,000 | Dai-ichi Life Holdings, Inc. | 1,193,441 | |
28,900 | Daiwa House Industry Co. Ltd. | 758,216 |
10 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Japan - 19.2% - (continued) | |||
9,700 | Eisai Co. Ltd. | $ 652,595 | |
1,257,500 | ENEOS Holdings, Inc. | 4,301,436 | |
79,120 | FUJIFILM Holdings Corp. | 4,675,434 | |
38,848 | Fujitsu Ltd. | 4,997,949 | |
88,200 | Fukuoka Financial Group, Inc. | 1,814,222 | |
218,000 | Haseko Corp. | 2,674,190 | |
24,373 | Hitachi Ltd. | 1,500,136 | |
109,300 | Honda Motor Co. Ltd. | 3,282,743 | |
275,500 | Idemitsu Kosan Co. Ltd. | 5,501,041 | |
122,000 | Iida Group Holdings Co. Ltd. | 2,047,753 | |
54,671 | ITOCHU Corp. | 2,151,133 | |
86,000 | Itochu Techno-Solutions Corp. | 2,163,462 | |
36,000 | Iwatani Corp. | 1,893,963 | |
733,600 | Japan Post Bank Co. Ltd. | 5,704,960 | |
799,981 | Japan Post Holdings Co. Ltd. | 5,736,882 | |
193,600 | Japan Post Insurance Co. Ltd. | 2,901,957 | |
172,600 | Japan Tobacco, Inc. | 3,765,232 | |
275,900 | Kajima Corp. | 4,142,270 | |
94,851 | KDDI Corp. | 2,920,310 | |
99,900 | Kewpie Corp. | 1,628,425 | |
45,600 | Kinden Corp. | 613,795 | |
213,200 | Kuraray Co. Ltd. | 2,062,893 | |
13,900 | Kyocera Corp. | 749,264 | |
66,822 | Lawson, Inc. | 2,952,863 | |
95,200 | Marubeni Corp. | 1,607,140 | |
24,600 | MatsukiyoCocokara & Co. | 1,374,713 | |
132,500 | Mazda Motor Corp. | 1,277,467 | |
53,500 | McDonald's Holdings Co. Japan Ltd. | 2,076,556 | |
147,150 | Medipal Holdings Corp. | 2,393,536 | |
115,732 | MEIJI Holdings Co. Ltd. | 2,576,716 | |
47,900 | Mitsubishi Corp. | 2,296,655 | |
170,700 | Mitsubishi Electric Corp. | 2,393,945 | |
98,876 | Mitsubishi HC Capital, Inc. | 584,561 | |
237,300 | Mitsubishi UFJ Financial Group, Inc. | 1,748,535 | |
56,100 | Mitsui & Co. Ltd. | 2,100,233 | |
117,400 | Mitsui Chemicals, Inc. | 3,435,048 | |
360,700 | Mizuho Financial Group, Inc. | 5,487,801 | |
28,300 | MS&AD Insurance Group Holdings, Inc. | 997,798 | |
161,517 | NEC Corp. | 7,783,346 | |
31,100 | Nikon Corp. | 399,683 | |
38,900 | NIPPON EXPRESS HOLDINGS, Inc. | 2,181,102 | |
15,600 | Nippon Steel Corp. | 324,229 | |
2,840,150 | Nippon Telegraph & Telephone Corp. | 3,350,369 | |
151,100 | Niterra Co. Ltd. | 3,013,950 | |
46,400 | Obayashi Corp. | 399,361 | |
15,400 | OBIC Business Consultants Co. Ltd. | 560,446 | |
99,700 | Ono Pharmaceutical Co. Ltd. | 1,797,614 | |
21,000 | Oracle Corp. Japan | 1,553,188 | |
297,552 | Osaka Gas Co. Ltd. | 4,544,547 | |
8,600 | Otsuka Corp. | 332,433 | |
116,100 | Otsuka Holdings Co. Ltd. | 4,234,013 | |
25,600 | Panasonic Holdings Corp. | 310,579 | |
471,866 | Resona Holdings, Inc. | 2,253,635 | |
92,400 | Ricoh Co. Ltd. | 781,534 | |
100,000 | Rinnai Corp. | 2,166,257 | |
13,000 | Rohto Pharmaceutical Co. Ltd. | 291,507 | |
308,600 | Santen Pharmaceutical Co. Ltd. | 2,616,593 | |
113,300 | Sanwa Holdings Corp. | 1,462,353 | |
99,500 | Sega Sammy Holdings, Inc. | 2,114,810 | |
379,500 | Seiko Epson Corp. | 5,878,856 | |
100,865 | Sekisui Chemical Co. Ltd. | 1,445,963 | |
279,248 | Sekisui House Ltd. | 5,613,554 | |
16,089 | Seven & i Holdings Co. Ltd. | 690,713 | |
40,140 | Shimamura Co. Ltd. | 3,782,522 | |
323,000 | Shizuoka Financial Group, Inc. | 2,321,908 | |
339,000 | SoftBank Corp. | 3,611,997 | |
90,700 | Sohgo Security Services Co. Ltd. | 510,935 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Japan - 19.2% - (continued) | |||
34,700 | Square Enix Holdings Co. Ltd. | $ 1,605,657 | |
183,293 | Subaru Corp. | 3,427,827 | |
48,217 | Sugi Holdings Co. Ltd. | 2,141,718 | |
76,500 | Sumitomo Corp. | 1,609,551 | |
101,700 | Sumitomo Electric Industries Ltd. | 1,236,288 | |
237,629 | Sumitomo Forestry Co. Ltd. | 5,726,376 | |
91,200 | Sumitomo Heavy Industries Ltd. | 2,169,340 | |
111,900 | Sumitomo Mitsui Financial Group, Inc. | 4,768,341 | |
36,800 | Sumitomo Mitsui Trust Holdings, Inc. | 1,301,819 | |
66,800 | Sumitomo Pharma Co. Ltd. | 295,328 | |
213,000 | Sumitomo Rubber Industries Ltd. | 2,054,326 | |
85,400 | Sundrug Co. Ltd. | 2,521,792 | |
23,407 | Suntory Beverage & Food Ltd. | 844,067 | |
60,182 | Suzuken Co. Ltd. | 1,629,309 | |
45,095 | Taisei Corp. | 1,566,555 | |
33,700 | Taisho Pharmaceutical Holdings Co. Ltd. | 1,262,803 | |
76,200 | Takeda Pharmaceutical Co. Ltd. | 2,386,670 | |
12,900 | Tokio Marine Holdings, Inc. | 295,870 | |
321,496 | Tokyo Gas Co. Ltd. | 6,991,123 | |
184,200 | TOPPAN, Inc. | 3,950,739 | |
14,500 | Toshiba Corp. | 453,153 | |
96,800 | Tosoh Corp. | 1,137,878 | |
37,519 | Toyo Suisan Kaisha Ltd. | 1,688,076 | |
108,900 | Toyota Boshoku Corp. | 1,932,978 | |
29,700 | Tsuruha Holdings, Inc. | 2,199,734 | |
1,203,557 | Yamada Holdings Co. Ltd. | 3,534,020 | |
90,746 | Yamaha Motor Co. Ltd. | 2,587,989 | |
173,480 | Yamazaki Baking Co. Ltd. | 2,341,713 | |
132,100 | Yokohama Rubber Co. Ltd. | 2,878,991 | |
78,153 | Zensho Holdings Co. Ltd. | 3,461,150 | |
285,248,059 | |||
Jordan - 0.3% | |||
200,892 | Hikma Pharmaceuticals PLC | 4,828,416 | |
Luxembourg - 0.2% | |||
52,752 | Eurofins Scientific SE | 3,347,250 | |
Netherlands - 4.0% | |||
90,592 | ABN AMRO Bank NV GDR(2) | 1,406,435 | |
426,296 | Aegon NV | 2,153,362 | |
128,004 | ASR Nederland NV | 5,759,265 | |
23,733 | Heineken Holding NV | 2,062,354 | |
33,547 | JDE Peet's NV | 997,710 | |
337,082 | Koninklijke Ahold Delhaize NV | 11,496,071 | |
2,021,656 | Koninklijke KPN NV | 7,210,196 | |
14,300 | Koninklijke Philips NV* | 309,031 | |
65,333 | Koninklijke Vopak NV | 2,330,089 | |
220,300 | NN Group NV | 8,150,180 | |
128,462 | OCI NV* | 3,079,141 | |
101,220 | Randstad NV | 5,334,924 | |
62,779 | Shell PLC | 1,869,646 | |
52,628 | Wolters Kluwer NV | 6,677,616 | |
58,836,020 | |||
New Zealand - 0.4% | |||
222,876 | Contact Energy Ltd. | 1,106,014 | |
135,721 | Fisher & Paykel Healthcare Corp. Ltd. | 2,037,162 | |
218,613 | Fletcher Building Ltd. | 727,599 | |
605,418 | Spark New Zealand Ltd. | 1,881,994 | |
5,752,769 | |||
Norway - 1.1% | |||
204,625 | Equinor ASA | 5,960,999 | |
26,060 | Kongsberg Gruppen ASA | 1,187,514 | |
346,131 | Norsk Hydro ASA | 2,061,236 | |
403,519 | Orkla ASA | 2,903,922 | |
432,389 | Telenor ASA | 4,391,068 | |
16,504,739 |
11 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Portugal - 0.6% | |||
210,998 | Galp Energia SGPS SA | $ 2,467,732 | |
209,233 | Jeronimo Martins SGPS SA | 5,761,618 | |
8,229,350 | |||
Singapore - 2.7% | |||
410,600 | CapitaLand Ascendas REIT | 825,235 | |
167,200 | City Developments Ltd. | 830,224 | |
137,509 | DBS Group Holdings Ltd. | 3,201,617 | |
1,079,900 | Frasers Logistics & Commercial Trust REIT | 997,432 | |
199,700 | Jardine Cycle & Carriage Ltd. | 5,135,080 | |
232,900 | Keppel Corp. Ltd. | 1,154,734 | |
658,152 | Oversea-Chinese Banking Corp. Ltd. | 5,971,926 | |
1,109,900 | Sembcorp Industries Ltd. | 4,715,650 | |
423,600 | Singapore Airlines Ltd. | 2,237,958 | |
1,361,900 | Singapore Technologies Engineering Ltd. | 3,703,249 | |
2,295,400 | Suntec REIT | 2,187,953 | |
263,800 | United Overseas Bank Ltd. | 5,457,864 | |
241,200 | UOL Group Ltd. | 1,144,201 | |
208,800 | Venture Corp. Ltd. | 2,269,515 | |
39,832,638 | |||
South Africa - 0.1% | |||
26,784 | Anglo American PLC | 760,378 | |
Spain - 1.6% | |||
22,293 | Acciona SA | 3,779,588 | |
374,738 | Banco Bilbao Vizcaya Argentaria SA | 2,874,958 | |
59,968 | Enagas SA | 1,177,652 | |
76,622 | Endesa SA | 1,642,634 | |
178,728 | Iberdrola SA | 2,330,158 | |
62,919 | Industria de Diseno Textil SA | 2,434,139 | |
837,878 | Mapfre SA(1) | 1,662,794 | |
52,000 | Naturgy Energy Group SA | 1,546,515 | |
243,732 | Redeia Corp. SA | 4,091,051 | |
197,836 | Repsol SA | 2,877,136 | |
24,416,625 | |||
Sweden - 4.1% | |||
12,467 | Assa Abloy AB Class B | 298,941 | |
109,531 | Axfood AB | 2,314,071 | |
146,904 | Billerud AB | 1,114,704 | |
93,263 | Boliden AB | 2,690,055 | |
254,162 | Electrolux AB Class B | 3,463,717 | |
104,351 | Essity AB Class B | 2,773,663 | |
217,972 | Getinge AB Class B | 3,813,042 | |
83,622 | H & M Hennes & Mauritz AB Class B | 1,433,635 | |
26,597 | L E Lundbergforetagen AB Class B | 1,129,744 | |
14,502 | Saab AB Class B | 783,014 | |
497,530 | Securitas AB Class B | 4,074,649 | |
391,143 | Skandinaviska Enskilda Banken AB Class A | 4,314,730 | |
139,861 | Skanska AB Class B | 1,957,171 | |
206,969 | SKF AB Class B | 3,594,695 | |
975,306 | SSAB AB Class B | 6,745,055 | |
176,974 | Svenska Handelsbanken AB Class A | 1,480,177 | |
187,061 | Swedbank AB Class A | 3,149,347 | |
93,414 | Swedish Orphan Biovitrum AB* | 1,819,624 | |
69,662 | Tele2 AB Class B | 574,771 | |
1,603,669 | Telefonaktiebolaget LM Ericsson Class B | 8,672,133 | |
1,352,939 | Telia Co. AB | 2,962,329 | |
91,508 | Volvo AB Class B | 1,889,243 | |
61,048,510 | |||
Switzerland - 6.2% | |||
9,091 | ABB Ltd. | 357,482 | |
105,341 | Adecco Group AG | 3,441,701 | |
23,430 | Baloise Holding AG | 3,441,236 | |
27,002 | Banque Cantonale Vaudoise(1) | 2,852,165 | |
721 | Barry Callebaut AG | 1,391,792 | |
17,454 | BKW AG | 3,082,470 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
Switzerland - 6.2% - (continued) | |||
3,053 | Bucher Industries AG | $ 1,347,941 | |
17,735 | DKSH Holding AG | 1,319,247 | |
778 | Emmi AG | 750,477 | |
24,835 | Galenica AG(2) | 2,005,621 | |
3,745 | Geberit AG | 1,959,464 | |
2,394 | Georg Fischer AG | 179,687 | |
18,228 | Helvetia Holding AG | 2,465,308 | |
41,635 | Kuehne & Nagel International AG | 12,318,543 | |
88,233 | Logitech International SA | 5,250,685 | |
122,832 | Novartis AG | 12,356,653 | |
25,834 | PSP Swiss Property AG | 2,884,722 | |
5,823 | Schindler Holding AG | 1,308,247 | |
7,503 | SFS Group AG | 987,932 | |
27,875 | SGS SA | 2,634,673 | |
4,330 | Sonova Holding AG | 1,152,860 | |
16,894 | Swatch Group AG | 4,930,446 | |
1,378 | Swiss Life Holding AG | 805,560 | |
36,419 | Swiss Prime Site AG | 3,160,940 | |
17,149 | Swisscom AG | 10,692,128 | |
206,497 | UBS Group AG | 4,176,564 | |
9,007 | Zurich Insurance Group AG | 4,277,733 | |
91,532,277 | |||
United Kingdom - 9.9% | |||
194,205 | 3i Group PLC | 4,810,899 | |
2,164,963 | Abrdn PLC | 6,005,796 | |
54,944 | Admiral Group PLC | 1,454,341 | |
100,816 | AstraZeneca PLC ADR | 7,215,401 | |
55,155 | Aviva PLC | 277,120 | |
999,941 | B&M European Value Retail SA | 7,081,006 | |
775,929 | BAE Systems PLC | 9,144,650 | |
26,513 | British American Tobacco PLC | 879,087 | |
86,163 | British Land Co. PLC REIT | 331,697 | |
1,167,260 | BT Group PLC | 1,815,670 | |
53,836 | Bunzl PLC | 2,052,649 | |
709,000 | CK Hutchison Holdings Ltd. | 4,329,129 | |
49,716 | Computacenter PLC | 1,447,428 | |
880,898 | ConvaTec Group PLC(2) | 2,298,097 | |
41,588 | DCC PLC | 2,325,352 | |
9,366 | Dechra Pharmaceuticals PLC | 438,909 | |
950,700 | DS Smith PLC | 3,285,174 | |
418,182 | Howden Joinery Group PLC | 3,415,358 | |
1,398,317 | HSBC Holdings PLC | 11,052,280 | |
258,393 | IG Group Holdings PLC | 2,224,000 | |
287,101 | Imperial Brands PLC | 6,345,630 | |
150,759 | Inchcape PLC | 1,490,215 | |
34,889 | Intertek Group PLC | 1,891,790 | |
1,744,951 | J Sainsbury PLC | 5,967,616 | |
1,930,984 | Kingfisher PLC | 5,688,138 | |
4,206,816 | Lloyds Banking Group PLC | 2,331,341 | |
1,357,870 | Man Group PLC | 3,772,029 | |
247,191 | National Grid PLC | 3,269,943 | |
949,593 | NatWest Group PLC | 2,907,096 | |
4,546 | Next PLC | 398,790 | |
170,696 | Pearson PLC | 1,783,859 | |
22,783 | Reckitt Benckiser Group PLC | 1,712,422 | |
57,132 | RELX PLC | 1,903,758 | |
642,507 | Sage Group PLC | 7,554,245 | |
386,259 | Schroders PLC | 2,147,452 | |
344,074 | Segro PLC REIT | 3,135,561 | |
245,475 | Smith & Nephew PLC | 3,957,236 | |
64,408 | Spectris PLC | 2,943,771 | |
2,395 | Spirax-Sarco Engineering PLC | 315,602 | |
53,337 | SSE PLC | 1,248,383 | |
604,719 | Standard Chartered PLC | 5,250,972 | |
1,782,157 | Tesco PLC | 5,628,115 | |
984,944 | Tritax Big Box PLC REIT | 1,565,262 | |
27,639 | Unilever PLC | 1,439,815 |
12 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.8% - (continued) | |||
United Kingdom - 9.9% - (continued) | |||
39,855 | United Utilities Group PLC | $ 487,240 | |
238,136 | Vodafone Group PLC | 223,947 | |
147,244,271 | |||
United States - 3.5% | |||
16,112 | CSL Ltd. | 2,974,887 | |
306,256 | GSK PLC ADR | 10,914,964 | |
36,189 | Nestle SA | 4,352,469 | |
76,052 | QIAGEN NV* | 3,424,622 | |
36,120 | Roche Holding AG | 11,042,106 | |
111,326 | Sanofi | 11,927,048 | |
108,207 | Signify NV(2) | 3,030,443 | |
250,872 | Stellantis NV | 4,403,856 | |
52,070,395 | |||
Total Common Stocks (cost $1,425,414,924) | $ 1,467,774,445 | ||
PREFERRED STOCKS - 0.1% | |||
Germany - 0.1% | |||
28,826 | Fuchs Petrolub SE (Preference Shares) | $ 1,139,089 | |
Total Preferred Stocks (cost $1,343,120) | $ 1,139,089 | ||
Total Long-Term Investments (cost $1,426,758,044) | $ 1,468,913,534 | ||
SHORT-TERM INVESTMENTS - 1.4% | |||
Securities Lending Collateral - 1.4% | |||
3,116,288 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(4) | $ 3,116,288 | |
10,387,626 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(4) | 10,387,626 | |
3,116,288 | Invesco Government & Agency Portfolio, Institutional Class, 5.08%(4) | 3,116,288 | |
3,116,288 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(4) | 3,116,288 | |
Total Short-Term Investments (cost $19,736,490) | $ 19,736,490 | ||
Total Investments (cost $1,446,494,534) | 100.3% | $ 1,488,650,024 | |
Other Assets and Liabilities | (0.3)% | (3,815,798) | |
Total Net Assets | 100.0% | $ 1,484,834,226 |
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) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2023, the aggregate value of these securities was $28,339,740, representing 1.9% of net assets. |
(3) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2023, the aggregate value of this security was $502,016, representing 0.0% of net assets. |
(4) | Current yield as of period end. |
Futures Contracts Outstanding at June 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 109 | 09/15/2023 | $ 11,747,475 | $ 73,914 | ||||
Total futures contracts | $ 73,914 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
13 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 156,208,952 | $ 156,208,952 | $ — | $ — | ||||
Austria | 6,139,619 | 6,139,619 | — | — | ||||
Belgium | 19,998,379 | 19,998,379 | — | — | ||||
Brazil | 4,529,265 | 4,529,265 | — | — | ||||
Canada | 150,610,879 | 150,610,879 | — | — | ||||
China | 22,238,623 | 22,238,623 | — | — | ||||
Denmark | 27,089,045 | 27,089,045 | — | — | ||||
Finland | 16,752,612 | 16,752,612 | — | — | ||||
France | 78,547,185 | 78,547,185 | — | — | ||||
Germany | 65,847,630 | 65,847,630 | — | — | ||||
Hong Kong | 43,808,567 | 43,808,567 | — | — | ||||
Ireland | 3,691,776 | 3,691,776 | — | — | ||||
Israel | 32,762,501 | 32,762,501 | — | — | ||||
Italy | 39,897,715 | 39,897,715 | — | — | ||||
Japan | 285,248,059 | 285,248,059 | — | — | ||||
Jordan | 4,828,416 | 4,828,416 | — | — | ||||
Luxembourg | 3,347,250 | 3,347,250 | — | — | ||||
Netherlands | 58,836,020 | 58,836,020 | — | — | ||||
New Zealand | 5,752,769 | 5,752,769 | — | — | ||||
Norway | 16,504,739 | 16,504,739 | — | — | ||||
Portugal | 8,229,350 | 8,229,350 | — | — | ||||
Singapore | 39,832,638 | 39,832,638 | — | — | ||||
South Africa | 760,378 | 760,378 | — | — | ||||
Spain | 24,416,625 | 24,416,625 | — | — | ||||
Sweden | 61,048,510 | 61,048,510 | — | — | ||||
Switzerland | 91,532,277 | 91,532,277 | — | — | ||||
United Kingdom | 147,244,271 | 147,244,271 | — | — | ||||
United States | 52,070,395 | 52,070,395 | — | — | ||||
Preferred Stocks | 1,139,089 | 1,139,089 | — | — | ||||
Short-Term Investments | 19,736,490 | 19,736,490 | — | — | ||||
Futures Contracts(2) | 73,914 | 73,914 | — | — | ||||
Total | $ 1,488,723,938 | $ 1,488,723,938 | $ — | $ — |
(1) | For the period ended June 30, 2023, 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. |
14 |
Hartford Multifactor Diversified International ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% | |||
Australia - 9.3% | |||
3,509 | AGL Energy Ltd. | $ 25,250 | |
8,346 | ANZ Group Holdings Ltd. | 131,721 | |
5,177 | BHP Group Ltd. | 155,039 | |
7,174 | BlueScope Steel Ltd. | 98,134 | |
1,415 | Brambles Ltd. | 13,573 | |
9,893 | Coles Group Ltd. | 121,301 | |
19,420 | Dexus REIT | 100,830 | |
1,005 | EBOS Group Ltd. | 22,627 | |
7,624 | Fortescue Metals Group Ltd. | 112,562 | |
6,116 | Glencore PLC | 34,562 | |
23,556 | GPT Group REIT | 64,915 | |
4,841 | Incitec Pivot Ltd. | 8,829 | |
5,796 | JB Hi-Fi Ltd. | 168,792 | |
2,008 | Rio Tinto PLC | 127,273 | |
5,970 | Sonic Healthcare Ltd. | 141,353 | |
29,944 | South32 Ltd. | 74,945 | |
19,684 | Stockland REIT | 52,804 | |
11,122 | Telstra Group Ltd. | 31,834 | |
11,835 | Vicinity Ltd. REIT | 14,535 | |
1,450 | Wesfarmers Ltd. | 47,623 | |
7,867 | Whitehaven Coal Ltd. | 35,138 | |
2,939 | Woolworths Group Ltd. | 77,726 | |
1,661,366 | |||
Austria - 0.2% | |||
553 | Andritz AG | 30,800 | |
330 | Erste Group Bank AG | 11,553 | |
42,353 | |||
Belgium - 0.1% | |||
106 | Solvay SA | 11,830 | |
64 | UCB SA | 5,670 | |
17,500 | |||
Brazil - 1.3% | |||
5,804 | Telefonica Brasil SA | 52,060 | |
8,009 | Vale SA ADR | 107,481 | |
2,012 | Yara International ASA | 71,176 | |
230,717 | |||
Canada - 5.0% | |||
506 | Alimentation Couche-Tard, Inc. | 25,976 | |
1,276 | Bank of Montreal | 115,368 | |
141 | Canadian Tire Corp. Ltd. Class A | 19,299 | |
3,862 | Empire Co. Ltd. Class A | 109,826 | |
146 | Fairfax Financial Holdings Ltd. | 109,484 | |
353 | Finning International, Inc. | 10,871 | |
976 | George Weston Ltd. | 115,519 | |
1,020 | Great-West Lifeco, Inc. | 29,654 | |
1,299 | Loblaw Cos. Ltd. | 119,057 | |
3,190 | Manulife Financial Corp. | 60,365 | |
967 | Power Corp. of Canada | 26,060 | |
1,115 | Royal Bank of Canada | 106,609 | |
186 | Sun Life Financial, Inc. | 9,707 | |
588 | Toronto-Dominion Bank | 36,486 | |
42 | West Fraser Timber Co. Ltd. | 3,612 | |
897,893 | |||
China - 11.7% | |||
384,000 | Agricultural Bank of China Ltd. Class H | 150,923 | |
430,000 | Bank of China Ltd. Class H | 172,294 | |
136,000 | Bank of Communications Co. Ltd. Class H | 90,070 | |
2,500 | BOC Hong Kong Holdings Ltd. | 7,640 | |
162,000 | China CITIC Bank Corp. Ltd. Class H | 76,074 | |
251,000 | China Construction Bank Corp. Class H* | 162,388 | |
68,500 | China Minsheng Banking Corp. Ltd. Class H | 25,349 | |
25,000 | China Overseas Land & Investment Ltd. | 54,488 | |
208,000 | China Petroleum & Chemical Corp. Class H | 121,828 | |
109,000 | China Railway Group Ltd. Class H | 71,910 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
China - 11.7% - (continued) | |||
2,800 | China Resources Gas Group Ltd. | $ 9,576 | |
6,000 | China Resources Land Ltd. | 25,419 | |
21,500 | China Shenhua Energy Co. Ltd. Class H | 65,708 | |
794,000 | China Tower Corp. Ltd. Class H(1) | 88,148 | |
64,000 | CSPC Pharmaceutical Group Ltd. | 55,616 | |
6,600 | Haier Smart Home Co. Ltd. Class H | 20,760 | |
276,000 | Industrial & Commercial Bank of China Ltd. Class H | 147,217 | |
150,000 | Lenovo Group Ltd. | 156,382 | |
354,000 | People's Insurance Co. Group of China Ltd. Class H | 128,290 | |
210,000 | PetroChina Co. Ltd. Class H | 145,241 | |
68,000 | PICC Property & Casualty Co. Ltd. Class H | 75,579 | |
3,000 | Ping An Insurance Group Co. of China Ltd. Class H | 19,083 | |
112,000 | Postal Savings Bank of China Co. Ltd. Class H(1) | 68,887 | |
6,000 | Xinyi Glass Holdings Ltd. | 9,341 | |
115,100 | Yangzijiang Shipbuilding Holdings Ltd. | 127,572 | |
2,075,783 | |||
Denmark - 1.4% | |||
50 | AP Moller - Maersk AS Class B | 87,731 | |
995 | Novo Nordisk AS Class B | 160,282 | |
248,013 | |||
Finland - 0.3% | |||
424 | Kone Oyj Class B | 22,126 | |
1,782 | Nordea Bank Abp | 19,352 | |
398 | Orion Oyj Class B | 16,509 | |
57,987 | |||
France - 3.3% | |||
142 | Air Liquide SA | 25,438 | |
1,262 | AXA SA | 37,209 | |
1,053 | BNP Paribas SA | 66,310 | |
1,541 | Carrefour SA | 29,178 | |
444 | Cie de Saint-Gobain | 26,996 | |
2,067 | Cie Generale des Etablissements Michelin SCA | 61,023 | |
321 | Danone SA | 19,661 | |
5,305 | Engie SA | 88,136 | |
41 | L'Oreal SA | 19,105 | |
43 | LVMH Moet Hennessy Louis Vuitton SE | 40,486 | |
8,269 | Orange SA | 96,548 | |
720 | Societe Generale SA | 18,695 | |
1,170 | TotalEnergies SE | 67,078 | |
595,863 | |||
Germany - 2.5% | |||
126 | Allianz SE | 29,308 | |
250 | BASF SE | 12,129 | |
2,098 | Bayer AG | 115,979 | |
637 | Bayerische Motoren Werke AG | 78,198 | |
224 | Covestro AG*(1) | 11,628 | |
905 | Deutsche Post AG | 44,164 | |
3,170 | E.ON SE | 40,395 | |
229 | Fresenius SE & Co. KGaA | 6,338 | |
626 | Merck KGaA | 103,504 | |
441,643 | |||
Hong Kong - 1.6% | |||
2,000 | CK Asset Holdings Ltd. | 11,076 | |
1,400 | Jardine Matheson Holdings Ltd. | 70,910 | |
6,500 | Link REIT | 36,081 | |
48,000 | Sino Biopharmaceutical Ltd. | 20,887 | |
6,092 | Sino Land Co. Ltd. | 7,486 | |
8,500 | Sun Hung Kai Properties Ltd. | 107,055 | |
56,000 | WH Group Ltd.(1) | 29,656 | |
283,151 | |||
India - 0.5% | |||
867 | Dr Reddy's Laboratories Ltd. ADR | 54,716 | |
1,841 | Infosys Ltd. ADR | 29,585 | |
84,301 |
15 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Indonesia - 1.9% | |||
48,400 | Adaro Energy Indonesia Tbk PT | $ 7,199 | |
183,900 | Astra International Tbk PT | 83,103 | |
164,300 | Bukit Asam Tbk PT | 29,370 | |
25,200 | Indo Tambangraya Megah Tbk PT | 40,550 | |
99,200 | Indofood Sukses Makmur Tbk PT | 48,633 | |
318,300 | Kalbe Farma Tbk PT | 43,523 | |
378,400 | Perusahaan Gas Negara Tbk PT | 32,937 | |
113,600 | Sumber Alfaria Trijaya Tbk PT | 19,549 | |
75,900 | Telkom Indonesia Persero Tbk PT | 20,250 | |
3,800 | United Tractors Tbk PT | 5,899 | |
331,013 | |||
Ireland - 0.2% | |||
494 | CRH PLC | 27,217 | |
Israel - 2.2% | |||
2,907 | Bank Hapoalim BM | 23,798 | |
7,079 | Bank Leumi Le-Israel BM | 52,631 | |
68,215 | Bezeq The Israeli Telecommunication Corp. Ltd. | 83,197 | |
984 | FIBI Holdings Ltd. | 39,642 | |
787 | First International Bank Of Israel Ltd. | 30,581 | |
7,542 | ICL Group Ltd. | 40,851 | |
4,023 | Phoenix Holdings Ltd. | 40,382 | |
610 | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 36,015 | |
3,655 | ZIM Integrated Shipping Services Ltd.(2) | 45,286 | |
392,383 | |||
Italy - 0.7% | |||
5,131 | Eni SpA | 73,792 | |
7,831 | Intesa Sanpaolo SpA | 20,505 | |
667 | Prysmian SpA | 27,856 | |
122,153 | |||
Japan - 15.4% | |||
900 | AGC, Inc. | 32,149 | |
8,400 | Alfresa Holdings Corp. | 125,185 | |
800 | Alps Alpine Co. Ltd. | 6,957 | |
5,300 | Astellas Pharma, Inc. | 78,802 | |
1,400 | Bridgestone Corp. | 57,071 | |
3,300 | Brother Industries Ltd. | 47,935 | |
2,100 | Canon, Inc. | 55,066 | |
1,800 | Dai-ichi Life Holdings, Inc. | 34,098 | |
200 | Daiwa House Industry Co. Ltd. | 5,247 | |
700 | Fujitsu Ltd. | 90,058 | |
900 | Hitachi Ltd. | 55,394 | |
3,100 | Honda Motor Co. Ltd. | 93,106 | |
4,100 | Iida Group Holdings Co. Ltd. | 68,818 | |
4,200 | INFRONEER Holdings, Inc. | 39,375 | |
500 | Isuzu Motors Ltd. | 6,019 | |
1,600 | ITOCHU Corp. | 62,955 | |
9,000 | Japan Post Holdings Co. Ltd. | 64,541 | |
3,900 | Japan Tobacco, Inc. | 85,078 | |
2,800 | KDDI Corp. | 86,207 | |
500 | Lawson, Inc. | 22,095 | |
1,700 | Marubeni Corp. | 28,699 | |
1,600 | Mazda Motor Corp. | 15,426 | |
12,700 | Mebuki Financial Group, Inc. | 30,016 | |
1,800 | Medipal Holdings Corp. | 29,279 | |
700 | MEIJI Holdings Co. Ltd. | 15,585 | |
1,500 | Mitsubishi Corp. | 71,920 | |
3,300 | Mitsubishi Electric Corp. | 46,280 | |
1,700 | Mitsubishi UFJ Financial Group, Inc. | 12,526 | |
2,700 | Mitsui & Co. Ltd. | 101,081 | |
7,800 | Mizuho Financial Group, Inc. | 118,672 | |
1,600 | NEC Corp. | 77,102 | |
2,200 | Nihon Kohden Corp. | 58,480 | |
800 | Nippon Steel Corp. | 16,627 | |
62,500 | Nippon Telegraph & Telephone Corp. | 73,728 | |
700 | Nippon Yusen KK | 15,450 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Japan - 15.4% - (continued) | |||
1,800 | Niterra Co. Ltd. | $ 35,904 | |
200 | Osaka Gas Co. Ltd. | 3,055 | |
700 | Otsuka Holdings Co. Ltd. | 25,528 | |
1,700 | Panasonic Holdings Corp. | 20,624 | |
4,600 | Seiko Epson Corp. | 71,259 | |
2,000 | Sekisui House Ltd. | 40,205 | |
300 | Seven & i Holdings Co. Ltd. | 12,879 | |
1,200 | Shimamura Co. Ltd. | 113,080 | |
6,300 | SoftBank Corp. | 67,126 | |
1,900 | Subaru Corp. | 35,533 | |
200 | Sumitomo Corp. | 4,208 | |
500 | Sumitomo Electric Industries Ltd. | 6,078 | |
2,700 | Sumitomo Forestry Co. Ltd. | 65,065 | |
1,200 | Sumitomo Heavy Industries Ltd. | 28,544 | |
2,700 | Sumitomo Mitsui Financial Group, Inc. | 115,054 | |
600 | Takeda Pharmaceutical Co. Ltd. | 18,793 | |
1,000 | Tokio Marine Holdings, Inc. | 22,936 | |
4,800 | Tokyo Gas Co. Ltd. | 104,379 | |
700 | TOPPAN, Inc. | 15,014 | |
19,200 | Yamada Holdings Co. Ltd. | 56,377 | |
2,000 | Yamaha Motor Co. Ltd. | 57,038 | |
2,745,706 | |||
Malaysia - 2.1% | |||
28,700 | CELCOMDIGI Bhd | 25,272 | |
2,000 | CIMB Group Holdings Bhd | 2,168 | |
600 | Heineken Malaysia Bhd | 3,355 | |
30,425 | Malayan Banking Bhd | 56,255 | |
34,600 | Petronas Chemicals Group Bhd | 44,478 | |
7,700 | Petronas Gas Bhd | 27,550 | |
51,375 | RHB Bank Bhd | 59,768 | |
104,300 | Sime Darby Bhd | 45,809 | |
52,500 | Tenaga Nasional Bhd | 101,794 | |
366,449 | |||
Mexico - 1.0% | |||
3,061 | America Movil SAB de CV ADR* | 66,240 | |
1,266 | Coca-Cola Femsa SAB de CV ADR | 105,471 | |
171,711 | |||
Netherlands - 1.5% | |||
5,383 | Koninklijke Ahold Delhaize NV | 183,585 | |
2,224 | NN Group NV | 82,279 | |
265,864 | |||
New Zealand - 1.0% | |||
3,328 | Fisher & Paykel Healthcare Corp. Ltd. | 49,953 | |
2,210 | Fletcher Building Ltd. | 7,355 | |
16,770 | Goodman Property Trust REIT | 22,809 | |
32,723 | Spark New Zealand Ltd. | 101,722 | |
181,839 | |||
Norway - 1.8% | |||
1,609 | Elkem ASA(1) | 3,730 | |
2,365 | Equinor ASA | 68,896 | |
8,809 | Europris ASA(1) | 58,872 | |
2,642 | Golden Ocean Group Ltd.(2) | 19,947 | |
11,905 | Norsk Hydro ASA | 70,895 | |
5,936 | Telenor ASA | 60,282 | |
3,243 | Veidekke ASA | 34,811 | |
317,433 | |||
Philippines - 0.9% | |||
725 | Globe Telecom, Inc. | 22,735 | |
3,730 | International Container Terminal Services, Inc. | 13,772 | |
8,200 | Manila Electric Co. | 49,765 | |
2,775 | PLDT, Inc. | 65,957 | |
152,229 |
16 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Poland - 0.7% | |||
1,697 | Polski Koncern Naftowy ORLEN SA | $ 26,903 | |
10,857 | Powszechny Zaklad Ubezpieczen SA | 105,311 | |
132,214 | |||
Russia - 0.0% | |||
698 | Gazprom PJSC(3) | — | |
Singapore - 1.2% | |||
506 | DBS Group Holdings Ltd. | 11,781 | |
2,000 | Jardine Cycle & Carriage Ltd. | 51,428 | |
7,542 | Oversea-Chinese Banking Corp. Ltd. | 68,435 | |
48 | STMicroelectronics NV(4) | 2,400 | |
2,900 | United Overseas Bank Ltd. | 59,999 | |
1,100 | Venture Corp. Ltd. | 11,956 | |
205,999 | |||
South Africa - 0.1% | |||
7,058 | Woolworths Holdings Ltd. | 26,657 | |
South Korea - 5.5% | |||
188 | Coway Co. Ltd. | 6,271 | |
251 | DB Insurance Co. Ltd. | 14,211 | |
1,713 | Fila Holdings Corp. | 52,002 | |
4,260 | GS Holdings Corp. | 118,490 | |
626 | Hana Financial Group, Inc. | 18,623 | |
108 | HMM Co. Ltd. | 1,545 | |
78 | Hyundai Glovis Co. Ltd. | 11,703 | |
1,838 | Hyundai Marine & Fire Insurance Co. Ltd. | 43,312 | |
1,585 | Kia Corp. | 106,457 | |
1,078 | KT&G Corp. | 67,741 | |
95 | LG Electronics, Inc. | 9,135 | |
28 | LG Innotek Co. Ltd. | 6,577 | |
14,735 | LG Uplus Corp. | 119,991 | |
27 | Orion Corp. | 2,459 | |
169 | POSCO Holdings, Inc. | 49,764 | |
158 | Samsung Electro-Mechanics Co. Ltd. | 17,327 | |
3,091 | Samsung Electronics Co. Ltd. | 169,370 | |
125 | Samsung Fire & Marine Insurance Co. Ltd. | 21,819 | |
372 | Samsung SDS Co. Ltd. | 34,697 | |
168 | Shinsegae, Inc. | 22,708 | |
909 | SK Hynix, Inc. | 79,472 | |
973,674 | |||
Spain - 0.9% | |||
14,831 | Banco Bilbao Vizcaya Argentaria SA | 113,782 | |
4,132 | Banco Santander SA | 15,260 | |
2,258 | Iberdrola SA | 29,438 | |
158,480 | |||
Sweden - 3.1% | |||
587 | Assa Abloy AB Class B | 14,076 | |
1,057 | Axfood AB | 22,331 | |
982 | Boliden AB | 28,325 | |
459 | Getinge AB Class B | 8,029 | |
1,657 | H & M Hennes & Mauritz AB Class B | 28,408 | |
708 | Sandvik AB | 13,778 | |
539 | Securitas AB Class B | 4,414 | |
2,498 | Skandinaviska Enskilda Banken AB Class A | 27,556 | |
1,822 | SKF AB Class B | 31,645 | |
24,934 | SSAB AB Class B | 172,440 | |
20,404 | Telefonaktiebolaget LM Ericsson Class B | 110,338 | |
4,659 | Volvo AB Class B | 96,188 | |
557,528 | |||
Switzerland - 2.1% | |||
1,976 | Novartis AG | 198,782 | |
134 | Swatch Group AG | 39,107 | |
117 | Swisscom AG | 72,948 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Switzerland - 2.1% - (continued) | |||
2,663 | UBS Group AG | $ 53,861 | |
24 | Zurich Insurance Group AG | 11,398 | |
376,096 | |||
Taiwan - 7.5% | |||
92,000 | Acer, Inc. | 92,607 | |
26,000 | ASE Technology Holding Co. Ltd. | 92,247 | |
12,000 | Asustek Computer, Inc. | 121,177 | |
11,000 | Catcher Technology Co. Ltd. | 61,985 | |
7,000 | Gigabyte Technology Co. Ltd. | 54,729 | |
20,800 | Hon Hai Precision Industry Co. Ltd. | 75,468 | |
4,000 | International Games System Co. Ltd. Class C | 79,372 | |
19,000 | Lite-On Technology Corp. | 63,141 | |
33,000 | Macronix International Co. Ltd. | 34,648 | |
14,000 | Micro-Star International Co. Ltd. | 79,340 | |
9,000 | Novatek Microelectronics Corp. | 123,248 | |
29,000 | Pegatron Corp. | 69,650 | |
55,000 | Pou Chen Corp. | 55,628 | |
20,000 | Powertech Technology, Inc. | 67,428 | |
1,000 | President Chain Store Corp. | 9,071 | |
5,000 | Quanta Computer, Inc. | 24,402 | |
71,000 | Wistron Corp. | 206,996 | |
2,000 | Yang Ming Marine Transport Corp.* | 4,046 | |
8,000 | Zhen Ding Technology Holding Ltd. | 26,971 | |
1,342,154 | |||
Thailand - 2.4% | |||
13,902 | Advanced Info Service PCL NVDR | 83,910 | |
75,800 | AP Thailand PCL NVDR | 24,586 | |
19,800 | Bangchak Corp. PCL NVDR | 20,384 | |
280,300 | Bangkok Chain Hospital PCL NVDR | 139,933 | |
30,400 | Bangkok Dusit Medical Services PCL NVDR | 23,793 | |
66,200 | Krung Thai Bank PCL NVDR | 36,223 | |
5,400 | PTT PCL NVDR | 5,102 | |
153,800 | Supalai PCL NVDR | 87,625 | |
421,556 | |||
Turkey - 1.3% | |||
4,927 | BIM Birlesik Magazalar AS | 32,223 | |
7,849 | Eregli Demir ve Celik Fabrikalari TAS* | 11,056 | |
39,356 | Haci Omer Sabanci Holding AS | 69,473 | |
8,759 | KOC Holding AS | 34,841 | |
16,706 | Turkiye Is Bankasi AS Class C | 9,010 | |
43,249 | Turkiye Sise ve Cam Fabrikalari AS | 73,757 | |
230,360 | |||
United Kingdom - 4.3% | |||
2,263 | 3i Group PLC | 56,060 | |
23,642 | Abrdn PLC | 65,585 | |
980 | AstraZeneca PLC ADR | 70,139 | |
5,037 | B&M European Value Retail SA | 35,669 | |
7,526 | BAE Systems PLC | 88,697 | |
12,000 | CK Hutchison Holdings Ltd. | 73,272 | |
20,400 | HSBC Holdings PLC | 158,793 | |
1,798 | Imperial Brands PLC | 39,740 | |
20,216 | J Sainsbury PLC | 69,137 | |
23,763 | Kingfisher PLC | 69,999 | |
6,218 | NatWest Group PLC | 19,036 | |
2,241 | Standard Chartered PLC | 19,459 | |
765,586 | |||
United States - 3.4% | |||
2,346 | GSK PLC ADR | 83,611 | |
505 | Nestle SA | 60,737 | |
506 | Roche Holding AG | 154,687 | |
1,636 | Sanofi | 175,275 |
17 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
United States - 3.4% - (continued) | |||
192 | Schneider Electric SE | $ 34,869 | |
5,421 | Stellantis NV | 95,161 | |
604,340 | |||
Total Common Stocks (cost $16,628,308) | $ 17,505,211 | ||
PREFERRED STOCKS - 0.8% | |||
Brazil - 0.8% | |||
42,390 | Cia Paranaense de Energia (Preference Shares) | $ 72,847 | |
12,189 | Gerdau SA (Preference Shares) | 63,345 | |
926 | Petroleo Brasileiro SA (Preference Shares) | 5,669 | |
141,861 | |||
Chile - 0.0% | |||
2,435 | Embotelladora Andina SA (Preference Shares) | 6,378 | |
Total Preferred Stocks (cost $135,461) | $ 148,239 | ||
Total Long-Term Investments (cost $16,763,769) | $ 17,653,450 | ||
SHORT-TERM INVESTMENTS - 0.4% | |||
Securities Lending Collateral - 0.4% | |||
10,191 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(5) | $ 10,191 | |
33,972 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(5) | 33,972 | |
10,192 | Invesco Government & Agency Portfolio, Institutional Class, 5.08%(5) | 10,192 | |
10,192 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(5) | 10,192 | |
Total Short-Term Investments (cost $64,547) | $ 64,547 | ||
Total Investments (cost $16,828,316) | 99.6% | $ 17,717,997 | |
Other Assets and Liabilities | 0.4% | 78,418 | |
Total Net Assets | 100.0% | $ 17,796,415 |
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) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2023, the aggregate value of these securities was $260,921, representing 1.5% of net assets. |
(2) | Represents entire or partial securities on loan. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2023, the aggregate value of this security was $2,400, representing 0.0% of net assets. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at June 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 1 | 09/15/2023 | $ 107,775 | $ 678 | ||||
Total futures contracts | $ 678 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
18 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 1,661,366 | $ 1,661,366 | $ — | $ — | ||||
Austria | 42,353 | 42,353 | — | — | ||||
Belgium | 17,500 | 17,500 | — | — | ||||
Brazil | 230,717 | 230,717 | — | — | ||||
Canada | 897,893 | 897,893 | — | — | ||||
China | 2,075,783 | 2,075,783 | — | — | ||||
Denmark | 248,013 | 248,013 | — | — | ||||
Finland | 57,987 | 57,987 | — | — | ||||
France | 595,863 | 595,863 | — | — | ||||
Germany | 441,643 | 441,643 | — | — | ||||
Hong Kong | 283,151 | 283,151 | — | — | ||||
India | 84,301 | 84,301 | — | — | ||||
Indonesia | 331,013 | 331,013 | — | — | ||||
Ireland | 27,217 | 27,217 | — | — | ||||
Israel | 392,383 | 392,383 | — | — | ||||
Italy | 122,153 | 122,153 | — | — | ||||
Japan | 2,745,706 | 2,745,706 | — | — | ||||
Malaysia | 366,449 | 366,449 | — | — | ||||
Mexico | 171,711 | 171,711 | — | — | ||||
Netherlands | 265,864 | 265,864 | — | — | ||||
New Zealand | 181,839 | 181,839 | — | — | ||||
Norway | 317,433 | 317,433 | — | — | ||||
Philippines | 152,229 | 152,229 | — | — | ||||
Poland | 132,214 | 132,214 | — | — | ||||
Russia | — | — | — | — | ||||
Singapore | 205,999 | 205,999 | — | — | ||||
South Africa | 26,657 | 26,657 | — | — | ||||
South Korea | 973,674 | 973,674 | — | — | ||||
Spain | 158,480 | 158,480 | — | — | ||||
Sweden | 557,528 | 557,528 | — | — | ||||
Switzerland | 376,096 | 376,096 | — | — | ||||
Taiwan | 1,342,154 | 1,342,154 | — | — | ||||
Thailand | 421,556 | 421,556 | — | — | ||||
Turkey | 230,360 | 230,360 | — | — | ||||
United Kingdom | 765,586 | 765,586 | — | — | ||||
United States | 604,340 | 604,340 | — | — | ||||
Preferred Stocks | 148,239 | 148,239 | — | — | ||||
Short-Term Investments | 64,547 | 64,547 | — | — | ||||
Futures Contracts(2) | 678 | 678 | — | — | ||||
Total | $ 17,718,675 | $ 17,718,675 | $ — | $ — |
(1) | For the period ended June 30, 2023, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended June 30, 2023 is not presented.
19 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% | |||
Brazil - 2.5% | |||
2,260 | Banco do Brasil SA | $ 23,143 | |
6,993 | BB Seguridade Participacoes SA | 44,605 | |
6,342 | Equatorial Energia SA | 42,267 | |
885 | Hypera SA | 8,441 | |
2,156 | Raia Drogasil SA | 13,229 | |
2,302 | Suzano SA | 21,102 | |
14,099 | Telefonica Brasil SA | 126,464 | |
5,936 | Transmissora Alianca de Energia Eletrica SA | 46,317 | |
10,749 | Vale SA ADR | 144,252 | |
469,820 | |||
Chile - 0.8% | |||
103,492 | Banco de Chile | 10,798 | |
1,008 | Cia Cervecerias Unidas SA ADR | 16,360 | |
13,116 | Empresas CMPC SA | 25,082 | |
1,552 | Empresas COPEC SA | 11,512 | |
1,057 | Sociedad Quimica y Minera de Chile SA ADR | 76,759 | |
140,511 | |||
China - 20.7% | |||
479,000 | Agricultural Bank of China Ltd. Class H | 188,260 | |
9,900 | Alibaba Group Holding Ltd.* | 102,580 | |
21,000 | Anhui Conch Cement Co. Ltd. Class H | 55,738 | |
4,200 | ANTA Sports Products Ltd. | 42,902 | |
476,000 | Bank of China Ltd. Class H | 190,726 | |
221,000 | Bank of Communications Co. Ltd. Class H | 146,363 | |
231,000 | China CITIC Bank Corp. Ltd. Class H | 108,476 | |
279,000 | China Construction Bank Corp. Class H* | 180,503 | |
139,000 | China Everbright Bank Co. Ltd. Class H | 39,909 | |
15,000 | China Gas Holdings Ltd. | 17,169 | |
23,000 | China Life Insurance Co. Ltd. Class H | 38,330 | |
10,000 | China Longyuan Power Group Corp. Ltd. Class H | 10,298 | |
4,000 | China Mengniu Dairy Co. Ltd.* | 15,058 | |
20,000 | China Merchants Bank Co. Ltd. Class H | 90,856 | |
219,500 | China Minsheng Banking Corp. Ltd. Class H | 81,228 | |
37,500 | China Overseas Land & Investment Ltd. | 81,732 | |
21,600 | China Pacific Insurance Group Co. Ltd. Class H | 55,815 | |
250,000 | China Petroleum & Chemical Corp. Class H | 146,428 | |
152,000 | China Railway Group Ltd. Class H | 100,278 | |
14,900 | China Resources Gas Group Ltd. | 50,956 | |
20,000 | China Resources Land Ltd. | 84,731 | |
38,500 | China Shenhua Energy Co. Ltd. Class H | 117,663 | |
1,148,000 | China Tower Corp. Ltd. Class H(1) | 127,448 | |
24,000 | China Vanke Co. Ltd. Class H | 32,218 | |
26,400 | Chow Tai Fook Jewellery Group Ltd. | 47,433 | |
23,000 | CITIC Ltd. | 27,442 | |
126,000 | CSPC Pharmaceutical Group Ltd. | 109,494 | |
2,700 | ENN Energy Holdings Ltd. | 33,627 | |
32,000 | Guangzhou Automobile Group Co. Ltd. Class H | 19,069 | |
10,400 | Guotai Junan Securities Co. Ltd. Class H(1) | 12,196 | |
33,400 | Haier Smart Home Co. Ltd. Class H | 105,060 | |
299,000 | Industrial & Commercial Bank of China Ltd. Class H | 159,485 | |
3,106 | JD.com, Inc. Class A | 52,476 | |
170,000 | Lenovo Group Ltd. | 177,232 | |
1,500 | Li Ning Co. Ltd. | 8,068 | |
2,500 | Longfor Group Holdings Ltd.(1) | 6,074 | |
730 | Meituan Class B*(1) | 11,393 | |
1,980 | NetEase, Inc. | 38,556 | |
9,400 | New China Life Insurance Co. Ltd. Class H | 24,770 | |
2,400 | Nongfu Spring Co. Ltd. Class H(1) | 13,246 | |
381,000 | People's Insurance Co. Group of China Ltd. Class H | 138,075 | |
248,000 | PetroChina Co. Ltd. Class H | 171,523 | |
86,000 | PICC Property & Casualty Co. Ltd. Class H | 95,585 | |
20,000 | Ping An Insurance Group Co. of China Ltd. Class H | 127,223 | |
192,000 | Postal Savings Bank of China Co. Ltd. Class H(1) | 118,092 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
China - 20.7% - (continued) | |||
37,200 | Shandong Weigao Group Medical Polymer Co. Ltd. Class H | $ 48,609 | |
2,300 | Tencent Holdings Ltd. | 97,323 | |
7,600 | Xiaomi Corp. Class B*(1) | 10,396 | |
2,000 | Yankuang Energy Group Co. Ltd. Class H(2) | 5,729 | |
1,379 | Yum China Holdings, Inc. | 77,708 | |
5,700 | Zhuzhou CRRC Times Electric Co. Ltd. Class H | 21,239 | |
2,000 | Zijin Mining Group Co. Ltd. Class H | 2,935 | |
7,400 | ZTE Corp. Class H | 29,651 | |
488 | ZTO Express Cayman, Inc. | 12,236 | |
3,907,610 | |||
Hong Kong - 0.4% | |||
185,000 | Sino Biopharmaceutical Ltd. | 80,500 | |
India - 15.2% | |||
3,259 | Axis Bank Ltd. | 39,228 | |
1,005 | Bajaj Auto Ltd. | 57,475 | |
528 | Balkrishna Industries Ltd. | 15,256 | |
28,088 | Bank of Baroda | 65,173 | |
1,506 | Bharat Forge Ltd. | 15,362 | |
9,668 | Bharti Airtel Ltd. | 103,561 | |
146 | Britannia Industries Ltd. | 8,942 | |
7,250 | Cipla Ltd. | 89,697 | |
44,859 | Coal India Ltd. | 126,315 | |
378 | Divi's Laboratories Ltd. | 16,512 | |
1,900 | Dr Reddy's Laboratories Ltd. ADR | 119,909 | |
387 | Eicher Motors Ltd. | 16,889 | |
1,455 | Embassy Office Parks REIT | 5,173 | |
65,900 | GAIL India Ltd. | 84,387 | |
11,899 | HCL Technologies Ltd. | 172,307 | |
2,910 | Hero MotoCorp Ltd. | 103,227 | |
1,894 | Hindalco Industries Ltd. | 9,719 | |
2,384 | Hindustan Unilever Ltd. | 77,828 | |
1,099 | Housing Development Finance Corp. Ltd. | 37,804 | |
1,228 | ICICI Bank Ltd. ADR | 28,342 | |
37,054 | Indian Oil Corp. Ltd. | 41,238 | |
1,982 | Indraprastha Gas Ltd. | 11,436 | |
6,244 | Infosys Ltd. ADR | 100,341 | |
8,362 | ITC Ltd. | 46,032 | |
3,239 | Jindal Steel & Power Ltd. | 22,941 | |
2,432 | JSW Steel Ltd. | 23,266 | |
3,130 | Larsen & Toubro Ltd. | 94,452 | |
7,271 | Mahindra & Mahindra Ltd. | 128,835 | |
434 | Maruti Suzuki India Ltd. | 51,787 | |
753 | Max Healthcare Institute Ltd.* | 5,502 | |
399 | Mphasis Ltd. | 9,217 | |
55 | MRF Ltd. | 67,889 | |
37,189 | NTPC Ltd. | 85,746 | |
33,017 | Oil & Natural Gas Corp. Ltd. | 64,516 | |
13,725 | Petronet LNG Ltd. | 37,259 | |
45,460 | Power Finance Corp. Ltd. | 119,640 | |
28,896 | Power Grid Corp. of India Ltd. | 89,873 | |
57,159 | REC Ltd. | 114,720 | |
6,722 | Sun Pharmaceutical Industries Ltd. | 86,168 | |
3,322 | Tata Consultancy Services Ltd. | 133,722 | |
83,704 | Tata Steel Ltd. | 114,277 | |
4,366 | Tech Mahindra Ltd. | 60,184 | |
256 | Titan Co. Ltd. | 9,510 | |
1,196 | Torrent Pharmaceuticals Ltd. | 27,772 | |
369 | Tube Investments of India Ltd. | 14,281 | |
2,023 | TVS Motor Co. Ltd. | 32,690 | |
17,811 | Vedanta Ltd. | 60,346 | |
7,765 | Wipro Ltd. ADR | 36,651 | |
2,883,397 |
20 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Indonesia - 3.8% | |||
166,100 | Adaro Energy Indonesia Tbk PT | $ 24,706 | |
287,700 | Astra International Tbk PT | 130,010 | |
32,100 | Bank Central Asia Tbk PT | 19,591 | |
57,600 | Bank Mandiri Persero Tbk PT | 19,978 | |
227,600 | Bank Rakyat Indonesia Persero Tbk PT | 82,357 | |
204,000 | Bukit Asam Tbk PT | 36,466 | |
24,000 | Indo Tambangraya Megah Tbk PT | 38,619 | |
21,000 | Indofood CBP Sukses Makmur Tbk PT | 15,863 | |
179,900 | Indofood Sukses Makmur Tbk PT | 88,195 | |
719,100 | Kalbe Farma Tbk PT | 98,326 | |
284,500 | Perusahaan Gas Negara Tbk PT | 24,764 | |
291,200 | Sumber Alfaria Trijaya Tbk PT | 50,111 | |
257,500 | Telkom Indonesia Persero Tbk PT | 68,701 | |
7,600 | Unilever Indonesia Tbk PT | 2,159 | |
16,600 | United Tractors Tbk PT | 25,771 | |
725,617 | |||
Malaysia - 3.1% | |||
16,800 | Alliance Bank Malaysia Bhd | 11,986 | |
4,900 | AMMB Holdings Bhd | 3,800 | |
76,400 | CELCOMDIGI Bhd | 67,274 | |
53,146 | CIMB Group Holdings Bhd | 57,615 | |
2,500 | Heineken Malaysia Bhd | 13,980 | |
5,600 | IHH Healthcare Bhd | 7,067 | |
1,600 | Kuala Lumpur Kepong Bhd | 7,528 | |
50,344 | Malayan Banking Bhd | 93,084 | |
10,400 | Maxis Bhd | 9,135 | |
3,400 | MISC Bhd | 5,216 | |
61,000 | Petronas Chemicals Group Bhd | 78,415 | |
9,100 | Petronas Gas Bhd | 32,559 | |
17,200 | Public Bank Bhd | 14,187 | |
29,594 | RHB Bank Bhd | 34,429 | |
50,800 | Sime Darby Bhd | 22,312 | |
7,300 | Telekom Malaysia Bhd | 7,679 | |
53,500 | Tenaga Nasional Bhd | 103,733 | |
14,500 | TIME dotCom Bhd | 16,154 | |
586,153 | |||
Mexico - 3.7% | |||
8,544 | America Movil SAB de CV ADR* | 184,892 | |
5,722 | Arca Continental SAB de CV | 58,613 | |
1,597 | Coca-Cola Femsa SAB de CV ADR | 133,046 | |
6,236 | Fibra Uno Administracion SA de CV REIT | 9,087 | |
229 | Fomento Economico Mexicano SAB de CV ADR | 25,382 | |
2,087 | Gruma SAB de CV Class B | 33,446 | |
14,700 | Grupo Bimbo SAB de CV Series A | 78,803 | |
6,014 | Grupo Financiero Banorte SAB de CV Class O | 49,380 | |
12,384 | Kimberly-Clark de Mexico SAB de CV Class A | 27,576 | |
24,185 | Wal-Mart de Mexico SAB de CV | 95,736 | |
695,961 | |||
Philippines - 2.7% | |||
23,115 | ACEN Corp.* | 2,257 | |
4,588 | Bank of the Philippine Islands | 9,043 | |
41,206 | BDO Unibank, Inc. | 102,792 | |
2,123 | Globe Telecom, Inc. | 66,575 | |
14,540 | International Container Terminal Services, Inc. | 53,683 | |
4,830 | Jollibee Foods Corp. | 20,930 | |
8,750 | Manila Electric Co. | 53,103 | |
37,060 | Metropolitan Bank & Trust Co. | 37,396 | |
4,125 | PLDT, Inc. | 98,044 | |
3,705 | SM Investments Corp. | 62,086 | |
3,940 | Universal Robina Corp. | 9,815 | |
515,724 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Poland - 3.0% | |||
27 | LPP SA* | $ 93,102 | |
28,803 | Orange Polska SA* | 49,525 | |
8,685 | Polski Koncern Naftowy ORLEN SA | 137,683 | |
8,734 | Powszechna Kasa Oszczednosci Bank Polski SA | 77,711 | |
21,797 | Powszechny Zaklad Ubezpieczen SA | 211,428 | |
569,449 | |||
Russia - 0.0% | |||
70,980 | Gazprom PJSC*(3) | — | |
3,097 | Gazprom PJSC ADR*(3) | — | |
310 | LUKOIL PJSC*(3) | — | |
87 | LUKOIL PJSC ADR*(3) | — | |
387 | MMC Norilsk Nickel PJSC*(3) | — | |
7 | MMC Norilsk Nickel PJSC ADR*(3) | — | |
64,472 | Sberbank of Russia PJSC*(3) | — | |
172 | Yandex NV Class A*(3) | — | |
— | |||
South Africa - 3.6% | |||
2,954 | Absa Group Ltd. | 26,256 | |
12,273 | FirstRand Ltd. | 44,502 | |
1,173 | Foschini Group Ltd. | 5,838 | |
5,269 | Gold Fields Ltd. ADR | 72,870 | |
17,874 | Growthpoint Properties Ltd. REIT | 11,032 | |
1,114 | Mr Price Group Ltd. | 8,503 | |
8,454 | MTN Group Ltd. | 61,823 | |
3,184 | MultiChoice Group | 16,094 | |
573 | Naspers Ltd. Class N | 103,097 | |
14,732 | Old Mutual Ltd. | 9,452 | |
4,909 | Remgro Ltd. | 38,212 | |
2,296 | Shoprite Holdings Ltd. | 27,419 | |
9,294 | Standard Bank Group Ltd. | 87,350 | |
9,362 | Vodacom Group Ltd. | 58,081 | |
30,290 | Woolworths Holdings Ltd. | 114,402 | |
684,931 | |||
South Korea - 11.7% | |||
2,255 | BNK Financial Group, Inc. | 11,860 | |
2,135 | Coway Co. Ltd. | 71,213 | |
725 | DB Insurance Co. Ltd. | 41,046 | |
321 | E-MART, Inc. | 18,734 | |
3,157 | Fila Holdings Corp. | 95,837 | |
2,768 | GS Holdings Corp. | 76,991 | |
1,811 | Hana Financial Group, Inc. | 53,877 | |
225 | Hankook Tire & Technology Co. Ltd. | 5,874 | |
1,739 | HMM Co. Ltd. | 24,878 | |
369 | Hotel Shilla Co. Ltd. | 20,555 | |
146 | Hyundai Glovis Co. Ltd. | 21,906 | |
2,369 | Hyundai Marine & Fire Insurance Co. Ltd. | 55,825 | |
317 | Hyundai Mobis Co. Ltd. | 55,935 | |
312 | Hyundai Motor Co. | 48,896 | |
2,206 | Kia Corp. | 148,166 | |
1,749 | KT&G Corp. | 109,906 | |
75 | Kumho Petrochemical Co. Ltd. | 7,553 | |
73 | LG Chem Ltd. | 36,953 | |
323 | LG Corp. | 21,572 | |
1,105 | LG Electronics, Inc. | 106,252 | |
258 | LG Innotek Co. Ltd. | 60,601 | |
14,499 | LG Uplus Corp. | 118,069 | |
156 | NCSoft Corp. | 34,926 | |
410 | Orion Corp. | 37,339 | |
332 | POSCO Holdings, Inc. | 97,762 | |
401 | Samsung C&T Corp. | 32,168 | |
719 | Samsung Electro-Mechanics Co. Ltd. | 78,849 | |
3,821 | Samsung Electronics Co. Ltd. | 209,370 |
21 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
South Korea - 11.7% - (continued) | |||
366 | Samsung Fire & Marine Insurance Co. Ltd. | $ 63,886 | |
98 | Samsung SDI Co. Ltd. | 49,757 | |
888 | Samsung SDS Co. Ltd. | 82,826 | |
617 | Shinhan Financial Group Co. Ltd. | 15,921 | |
535 | Shinsegae, Inc. | 72,313 | |
2,069 | SK Hynix, Inc. | 180,889 | |
94 | SK, Inc. | 10,608 | |
3,032 | Woori Financial Group, Inc. | 27,130 | |
2,206,243 | |||
Taiwan - 17.2% | |||
118,000 | Acer, Inc. | 118,779 | |
34,000 | ASE Technology Holding Co. Ltd. | 120,631 | |
15,000 | Asustek Computer, Inc. | 151,471 | |
16,000 | Catcher Technology Co. Ltd. | 90,160 | |
1,815 | Cathay Financial Holding Co. Ltd. | 2,515 | |
22,000 | Cheng Shin Rubber Industry Co. Ltd. | 28,361 | |
16,000 | China Steel Corp. | 15,104 | |
17,000 | Chunghwa Telecom Co. Ltd. | 63,591 | |
86,000 | Compal Electronics, Inc. | 80,769 | |
3,000 | Delta Electronics, Inc. | 33,184 | |
13,000 | Far EasTone Telecommunications Co. Ltd. | 32,808 | |
2,000 | Feng TAY Enterprise Co. Ltd. | 12,619 | |
15,600 | Fubon Financial Holding Co. Ltd. | 30,454 | |
18,000 | Gigabyte Technology Co. Ltd. | 140,731 | |
46,224 | Hon Hai Precision Industry Co. Ltd. | 167,712 | |
5,000 | International Games System Co. Ltd. Class C | 99,215 | |
67,000 | Inventec Corp. | 92,935 | |
500 | Largan Precision Co. Ltd. | 34,195 | |
38,245 | Lite-On Technology Corp. | 127,096 | |
1,025 | Lotes Co. Ltd. | 28,304 | |
65,000 | Macronix International Co. Ltd. | 68,246 | |
2,000 | MediaTek, Inc. | 44,181 | |
20,000 | Micro-Star International Co. Ltd. | 113,343 | |
6,000 | Nan Ya Plastics Corp. | 13,967 | |
19,000 | Nanya Technology Corp. | 43,192 | |
10,000 | Novatek Microelectronics Corp. | 136,942 | |
39,000 | Pegatron Corp. | 93,667 | |
97,000 | Pou Chen Corp. | 98,107 | |
33,000 | Powerchip Semiconductor Manufacturing Corp. | 32,794 | |
31,000 | Powertech Technology, Inc. | 104,513 | |
6,000 | President Chain Store Corp. | 54,424 | |
31,000 | Quanta Computer, Inc. | 151,295 | |
4,000 | Realtek Semiconductor Corp. | 49,768 | |
22,044 | SinoPac Financial Holdings Co. Ltd. | 12,280 | |
30,000 | Synnex Technology International Corp. | 55,869 | |
17,000 | Taiwan Mobile Co. Ltd. | 52,183 | |
1,171 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 118,177 | |
23,000 | Uni-President Enterprises Corp. | 56,347 | |
34,000 | United Microelectronics Corp. | 52,947 | |
7,000 | Vanguard International Semiconductor Corp. | 19,779 | |
28,000 | Winbond Electronics Corp.* | 24,678 | |
95,686 | Wistron Corp. | 278,967 | |
13,000 | WPG Holdings Ltd. | 22,832 | |
1,000 | Yang Ming Marine Transport Corp.* | 2,023 | |
21,580 | Yuanta Financial Holding Co. Ltd. | 16,006 | |
20,000 | Zhen Ding Technology Holding Ltd. | 67,428 | |
3,254,589 | |||
Thailand - 4.1% | |||
24,577 | Advanced Info Service PCL NVDR | 148,342 | |
66,100 | AP Thailand PCL NVDR | 21,440 | |
9,400 | Bangchak Corp. PCL NVDR | 9,677 | |
228,500 | Bangkok Chain Hospital PCL NVDR | 114,073 | |
138,300 | Bangkok Dusit Medical Services PCL NVDR | 108,245 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Thailand - 4.1% - (continued) | |||
51,200 | Banpu PCL NVDR | $ 12,780 | |
4,800 | Bumrungrad Hospital PCL NVDR | 30,597 | |
23,200 | CP ALL PCL NVDR | 40,897 | |
42,700 | Home Product Center PCL NVDR | 16,861 | |
43,400 | Krung Thai Bank PCL NVDR | 23,747 | |
14,200 | PTT Exploration & Production PCL NVDR | 60,076 | |
54,200 | PTT Oil & Retail Business PCL NVDR | 32,408 | |
55,500 | PTT PCL NVDR | 52,440 | |
5,900 | Siam Cement PCL NVDR | 53,583 | |
100,600 | Supalai PCL NVDR | 57,316 | |
782,482 | |||
Turkey - 2.1% | |||
10,280 | Akbank TAS | 7,965 | |
5,625 | Aksa Akrilik Kimya Sanayii AS | 15,621 | |
14,650 | BIM Birlesik Magazalar AS | 95,812 | |
34,641 | Eregli Demir ve Celik Fabrikalari TAS* | 48,792 | |
21,624 | Haci Omer Sabanci Holding AS | 38,172 | |
14,918 | KOC Holding AS | 59,340 | |
2,690 | Turk Hava Yollari AO* | 19,987 | |
19,270 | Turkcell Iletisim Hizmetleri AS | 26,832 | |
16,318 | Turkiye Is Bankasi AS Class C | 8,801 | |
4,081 | Turkiye Petrol Rafinerileri AS | 12,414 | |
41,246 | Turkiye Sise ve Cam Fabrikalari AS | 70,341 | |
404,077 | |||
United Kingdom - 0.5% | |||
9,602 | Investec PLC | 53,811 | |
4,588 | Pepco Group NV* | 41,578 | |
95,389 | |||
United States - 0.3% | |||
15,474 | JBS SA | 56,007 | |
Total Common Stocks (cost $17,670,410) | $ 18,058,460 | ||
PREFERRED STOCKS - 3.7% | |||
Brazil - 2.9% | |||
11,956 | Cia Energetica de Minas Gerais (Preference Shares) | $ 31,873 | |
91,885 | Cia Paranaense de Energia (Preference Shares) | 157,903 | |
22,779 | Gerdau SA (Preference Shares) | 118,381 | |
14,721 | Itau Unibanco Holding SA (Preference Shares) | 86,727 | |
25,558 | Itausa SA (Preference Shares) | 51,074 | |
16,054 | Petroleo Brasileiro SA (Preference Shares) | 98,274 | |
544,232 | |||
Chile - 0.4% | |||
27,826 | Embotelladora Andina SA (Preference Shares) | 72,882 | |
Colombia - 0.4% | |||
12,128 | Bancolombia SA (Preference Shares) | 81,294 | |
Total Preferred Stocks (cost $597,524) | $ 698,408 | ||
Total Long-Term Investments (cost $18,267,934) | $ 18,756,868 | ||
Total Investments (cost $18,267,934) | 99.1% | $ 18,756,868 | |
Other Assets and Liabilities | 0.9% | 163,953 | |
Total Net Assets | 100.0% | $ 18,920,821 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
22 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
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) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2023, the aggregate value of these securities was $298,845, representing 1.6% of net assets. |
(2) | Represents entire or partial securities on loan. |
(3) | Investment valued using significant unobservable inputs. |
Futures Contracts Outstanding at June 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 4 | 09/15/2023 | $ 199,580 | $ (1,337) | ||||
Total futures contracts | $ (1,337) |
† 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 June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 469,820 | $ 469,820 | $ — | $ — | ||||
Chile | 140,511 | 140,511 | — | — | ||||
China | 3,907,610 | 3,907,610 | — | — | ||||
Hong Kong | 80,500 | 80,500 | — | — | ||||
India | 2,883,397 | 2,883,397 | — | — | ||||
Indonesia | 725,617 | 725,617 | — | — | ||||
Malaysia | 586,153 | 586,153 | — | — | ||||
Mexico | 695,961 | 695,961 | — | — | ||||
Philippines | 515,724 | 515,724 | — | — | ||||
Poland | 569,449 | 569,449 | — | — | ||||
Russia | — | — | — | — | ||||
South Africa | 684,931 | 684,931 | — | — | ||||
South Korea | 2,206,243 | 2,206,243 | — | — | ||||
Taiwan | 3,254,589 | 3,254,589 | — | — | ||||
Thailand | 782,482 | 782,482 | — | — | ||||
Turkey | 404,077 | 404,077 | — | — | ||||
United Kingdom | 95,389 | 95,389 | — | — | ||||
United States | 56,007 | 56,007 | — | — | ||||
Preferred Stocks | 698,408 | 698,408 | — | — | ||||
Total | $ 18,756,868 | $ 18,756,868 | $ — | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (1,337) | $ (1,337) | $ — | $ — | ||||
Total | $ (1,337) | $ (1,337) | $ — | $ — |
(1) | For the period ended June 30, 2023, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended June 30, 2023 is not presented.
23 |
Hartford Multifactor Small Cap ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% | |||
Automobiles & Components - 1.3% | |||
4,903 | Garrett Motion, Inc.* | $ 37,116 | |
781 | LCI Industries | 98,687 | |
1,095 | Patrick Industries, Inc. | 87,600 | |
4,925 | Standard Motor Products, Inc. | 184,786 | |
720 | Winnebago Industries, Inc. | 48,017 | |
456,206 | |||
Banks - 6.2% | |||
1,623 | Ameris Bancorp | 55,523 | |
2,345 | Associated Banc-Corp. | 38,059 | |
1,647 | Banner Corp. | 71,925 | |
485 | Capital City Bank Group, Inc. | 14,860 | |
981 | Cathay General Bancorp | 31,578 | |
1,044 | Central Pacific Financial Corp. | 16,401 | |
357 | City Holding Co. | 32,126 | |
560 | Community Trust Bancorp, Inc. | 19,919 | |
565 | Enterprise Financial Services Corp. | 22,092 | |
112 | Esquire Financial Holdings, Inc. | 5,123 | |
571 | Farmers National Banc Corp. | 7,063 | |
158 | First Bancorp | 4,701 | |
5,888 | First BanCorp | 71,951 | |
4,505 | First Busey Corp. | 90,551 | |
2,163 | First Financial Corp. | 70,233 | |
1,700 | First Hawaiian, Inc. | 30,617 | |
312 | First Merchants Corp. | 8,808 | |
6,000 | Fulton Financial Corp. | 71,520 | |
240 | Great Southern Bancorp, Inc. | 12,175 | |
5,153 | Hanmi Financial Corp. | 76,934 | |
819 | Heartland Financial USA, Inc. | 22,826 | |
9,391 | Heritage Commerce Corp. | 77,757 | |
2,891 | Heritage Financial Corp. | 46,747 | |
3,055 | Hilltop Holdings, Inc. | 96,110 | |
6,230 | Hope Bancorp, Inc. | 52,457 | |
2,042 | Independent Bank Corp. | 34,632 | |
2,496 | International Bancshares Corp. | 110,323 | |
1,045 | Midland States Bancorp, Inc. | 20,806 | |
132 | National Bank Holdings Corp. Class A | 3,833 | |
1,649 | NBT Bancorp, Inc. | 52,521 | |
5,003 | Northwest Bancshares, Inc. | 53,032 | |
2,585 | OceanFirst Financial Corp. | 40,378 | |
1,503 | OFG Bancorp | 39,198 | |
314 | Park National Corp. | 32,128 | |
776 | Peoples Bancorp, Inc. | 20,603 | |
1,431 | Preferred Bank | 78,691 | |
958 | Renasant Corp. | 25,033 | |
3,411 | S&T Bancorp, Inc. | 92,745 | |
855 | Simmons First National Corp. Class A | 14,749 | |
1,461 | South Plains Financial, Inc. | 32,887 | |
4,702 | Towne Bank | 109,275 | |
944 | TriCo Bancshares | 31,341 | |
5,019 | TrustCo Bank Corp. NY | 143,594 | |
2,662 | Trustmark Corp. | 56,221 | |
3,451 | Univest Financial Corp. | 62,394 | |
291 | Washington Federal, Inc. | 7,717 | |
2,929 | WesBanco, Inc. | 75,012 | |
2,185,169 | |||
Capital Goods - 8.1% | |||
78 | Alamo Group, Inc. | 14,345 | |
537 | Apogee Enterprises, Inc. | 25,491 | |
2,214 | Argan, Inc. | 87,254 | |
1,892 | BlueLinx Holdings, Inc.* | 177,432 | |
4,843 | Boise Cascade Co. | 437,565 | |
1,883 | Encore Wire Corp. | 350,106 | |
115 | Federal Signal Corp. | 7,363 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Capital Goods - 8.1% - (continued) | |||
3,099 | GMS, Inc.* | $ 214,451 | |
10,171 | GrafTech International Ltd. | 51,262 | |
22,073 | Hudson Technologies, Inc.* | 212,342 | |
2,065 | Insteel Industries, Inc. | 64,263 | |
185 | Kadant, Inc. | 41,088 | |
2,016 | LSI Industries, Inc. | 25,321 | |
676 | McGrath RentCorp | 62,516 | |
4,737 | Mueller Industries, Inc. | 413,445 | |
384 | MYR Group, Inc.* | 53,123 | |
946 | Preformed Line Products Co. | 147,671 | |
4,336 | Quanex Building Products Corp. | 116,422 | |
2,026 | Rush Enterprises, Inc. Class A | 123,059 | |
1,537 | Titan Machinery, Inc.* | 45,341 | |
1,216 | Veritiv Corp. | 152,742 | |
218 | Wabash National Corp. | 5,590 | |
2,828,192 | |||
Commercial & Professional Services - 3.9% | |||
857 | Barrett Business Services, Inc. | 74,730 | |
3,203 | Brady Corp. Class A | 152,367 | |
7,597 | Conduent, Inc.* | 25,830 | |
1,647 | CSG Systems International, Inc. | 86,863 | |
1,522 | Deluxe Corp. | 26,605 | |
6,117 | Ennis, Inc. | 124,664 | |
556 | Healthcare Services Group, Inc. | 8,301 | |
4,750 | Heidrick & Struggles International, Inc. | 125,733 | |
7,597 | HNI Corp. | 214,083 | |
4,390 | Kelly Services, Inc. Class A | 77,308 | |
3,164 | Kforce, Inc. | 198,256 | |
12,476 | Resources Connection, Inc. | 195,998 | |
1,041 | TrueBlue, Inc.* | 18,436 | |
355 | UniFirst Corp. | 55,029 | |
1,384,203 | |||
Consumer Discretionary Distribution & Retail - 6.0% | |||
7,413 | Aaron's Co., Inc. | 104,820 | |
4,666 | Big 5 Sporting Goods Corp. | 42,741 | |
8,030 | Buckle, Inc. | 277,838 | |
2,136 | Build-A-Bear Workshop, Inc. | 45,753 | |
3,853 | Caleres, Inc. | 92,202 | |
1,426 | Camping World Holdings, Inc. Class A(1) | 42,923 | |
949 | Dillard's, Inc. Class A | 309,640 | |
769 | Group 1 Automotive, Inc. | 198,479 | |
8,199 | Haverty Furniture Cos., Inc. | 247,774 | |
2,990 | Hibbett, Inc. | 108,507 | |
2,645 | J Jill, Inc.* | 56,682 | |
690 | MarineMax, Inc.* | 23,570 | |
3,872 | Nordstrom, Inc. | 79,260 | |
1,233 | ODP Corp.* | 57,729 | |
4,662 | Sally Beauty Holdings, Inc.* | 57,576 | |
1,346 | Shoe Carnival, Inc. | 31,604 | |
537 | Signet Jewelers Ltd. | 35,045 | |
360 | Sonic Automotive, Inc. Class A | 17,161 | |
5,125 | Sportsman's Warehouse Holdings, Inc.* | 29,212 | |
8,024 | Upbound Group, Inc. | 249,787 | |
2,108,303 | |||
Consumer Durables & Apparel - 5.4% | |||
1,541 | Acushnet Holdings Corp. | 84,262 | |
627 | Carter's, Inc. | 45,520 | |
537 | Century Communities, Inc. | 41,145 | |
8,910 | Ethan Allen Interiors, Inc. | 251,975 | |
553 | Green Brick Partners, Inc.* | 31,410 | |
343 | JAKKS Pacific, Inc.* | 6,850 | |
1,241 | Johnson Outdoors, Inc. Class A | 76,260 |
24 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Consumer Durables & Apparel - 5.4% - (continued) | |||
196 | KB Home | $ 10,135 | |
3,613 | Kontoor Brands, Inc. | 152,107 | |
3,949 | La-Z-Boy, Inc. | 113,099 | |
8,270 | Levi Strauss & Co. Class A | 119,336 | |
1,672 | MDC Holdings, Inc. | 78,200 | |
8,033 | Movado Group, Inc. | 215,525 | |
1,548 | Oxford Industries, Inc. | 152,354 | |
15,645 | Smith & Wesson Brands, Inc. | 204,011 | |
561 | Steven Madden Ltd. | 18,339 | |
4,043 | Sturm Ruger & Co., Inc. | 214,117 | |
3,009 | Vista Outdoor, Inc.* | 83,259 | |
1,897,904 | |||
Consumer Services - 0.8% | |||
15 | Graham Holdings Co. Class B | 8,572 | |
13,010 | Perdoceo Education Corp.* | 159,633 | |
3,117 | Stride, Inc.* | 116,046 | |
284,251 | |||
Consumer Staples Distribution & Retail - 3.2% | |||
1,270 | Andersons, Inc. | 58,611 | |
3,768 | Ingles Markets, Inc. Class A | 311,425 | |
8,071 | SpartanNash Co. | 181,678 | |
7,412 | Sprouts Farmers Market, Inc.* | 272,243 | |
3,294 | United Natural Foods, Inc.* | 64,398 | |
3,834 | Weis Markets, Inc. | 246,181 | |
1,134,536 | |||
Energy - 2.0% | |||
2,196 | Arch Resources, Inc. | 247,621 | |
4,462 | Comstock Resources, Inc. | 51,759 | |
1,923 | CONSOL Energy, Inc. | 130,398 | |
3,109 | CVR Energy, Inc. | 93,146 | |
555 | Dorian LPG Ltd. | 14,236 | |
2,498 | Peabody Energy Corp. | 54,107 | |
31,777 | VAALCO Energy, Inc. | 119,481 | |
710,748 | |||
Equity Real Estate Investment Trusts (REITs) - 3.4% | |||
81 | Alexander's, Inc. REIT | 14,893 | |
5,291 | Alpine Income Property Trust, Inc. REIT | 85,979 | |
3,526 | Armada Hoffler Properties, Inc. REIT | 41,184 | |
2,132 | Brandywine Realty Trust REIT | 9,914 | |
3,342 | BRT Apartments Corp. REIT | 66,172 | |
199 | Centerspace REIT | 12,211 | |
19,130 | City Office, Inc. REIT | 106,554 | |
593 | Corporate Office Properties Trust REIT | 14,084 | |
6,503 | CTO Realty Growth, Inc. REIT | 111,461 | |
40,525 | Diversified Healthcare Trust REIT | 91,181 | |
4,851 | Equity Commonwealth REIT | 98,281 | |
69,914 | Franklin Street Properties Corp. Class C, REIT | 101,375 | |
3,453 | Getty Realty Corp. REIT | 116,780 | |
2,251 | Global Net Lease, Inc. REIT | 23,140 | |
1,086 | LTC Properties, Inc. REIT | 35,860 | |
11,226 | LXP Industrial Trust REIT | 109,453 | |
3,870 | Piedmont Office Realty Trust, Inc. Class A, REIT | 28,135 | |
4,528 | RPT Realty REIT | 47,318 | |
542 | UMH Properties, Inc. REIT | 8,661 | |
868 | Universal Health Realty Income Trust REIT | 41,299 | |
970 | Urstadt Biddle Properties, Inc. Class A, REIT | 20,622 | |
1,184,557 | |||
Financial Services - 3.8% | |||
4,409 | A-Mark Precious Metals, Inc. | 165,051 | |
9,618 | Bridge Investment Group Holdings, Inc. Class A | 109,164 | |
497 | Cass Information Systems, Inc. | 19,274 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Financial Services - 3.8% - (continued) | |||
17,203 | Cherry Hill Mortgage Investment Corp. REIT(1) | $ 83,091 | |
2,723 | Enact Holdings, Inc. | 68,429 | |
431 | EVERTEC, Inc. | 15,874 | |
3,599 | EZCORP, Inc. Class A* | 30,160 | |
7,763 | Jackson Financial, Inc. Class A | 237,625 | |
323 | Merchants Bancorp | 8,262 | |
4,106 | Oppenheimer Holdings, Inc. Class A | 164,979 | |
199 | PennyMac Financial Services, Inc. | 13,992 | |
392 | Perella Weinberg Partners | 3,265 | |
571 | Radian Group, Inc. | 14,435 | |
7,767 | TPG, Inc. | 227,262 | |
12,960 | UWM Holdings Corp.(1) | 72,576 | |
3,197 | Virtu Financial, Inc. Class A | 54,637 | |
4,203 | Waterstone Financial, Inc. | 60,901 | |
1,348,977 | |||
Food, Beverage & Tobacco - 2.5% | |||
5,498 | Cal-Maine Foods, Inc. | 247,410 | |
336 | Coca-Cola Consolidated, Inc. | 213,703 | |
1,182 | John B Sanfilippo & Son, Inc. | 138,613 | |
1,402 | Universal Corp. | 70,016 | |
15,703 | Vector Group Ltd. | 201,155 | |
870,897 | |||
Health Care Equipment & Services - 8.3% | |||
3,761 | AdaptHealth Corp.* | 45,771 | |
934 | Addus HomeCare Corp.* | 86,582 | |
119 | Atrion Corp. | 67,318 | |
1,145 | Avanos Medical, Inc.* | 29,266 | |
4,364 | Computer Programs & Systems, Inc.* | 107,747 | |
887 | CorVel Corp.* | 171,634 | |
13,409 | Cross Country Healthcare, Inc.* | 376,525 | |
15,616 | DocGo, Inc.* | 146,322 | |
2,915 | Fulgent Genetics, Inc.* | 107,942 | |
3,026 | HealthStream, Inc. | 74,319 | |
5,902 | Hims & Hers Health, Inc.* | 55,479 | |
311 | Integer Holdings Corp.* | 27,558 | |
3,077 | LeMaitre Vascular, Inc. | 207,021 | |
1,925 | National HealthCare Corp. | 119,004 | |
2,422 | National Research Corp. | 105,381 | |
3,004 | NextGen Healthcare, Inc.* | 48,725 | |
755 | Orthofix Medical, Inc.* | 13,635 | |
7,336 | Owens & Minor, Inc.* | 139,677 | |
12,883 | Patterson Cos., Inc. | 428,489 | |
1,627 | Select Medical Holdings Corp. | 51,836 | |
6,871 | Sensus Healthcare, Inc.* | 21,644 | |
480 | Silk Road Medical, Inc.* | 15,595 | |
854 | UFP Technologies, Inc.* | 165,548 | |
2,616 | Varex Imaging Corp.* | 61,659 | |
10,406 | Veradigm, Inc.* | 131,116 | |
13,058 | Zynex, Inc.* | 125,226 | |
2,931,019 | |||
Household & Personal Products - 0.1% | |||
209 | Central Garden & Pet Co. Class A* | 7,620 | |
175 | Medifast, Inc. | 16,128 | |
480 | Nu Skin Enterprises, Inc. Class A | 15,936 | |
39,684 | |||
Insurance - 3.9% | |||
3,550 | American Equity Investment Life Holding Co. | 184,990 | |
497 | Assured Guaranty Ltd. | 27,733 | |
9,262 | CNO Financial Group, Inc. | 219,231 | |
4,917 | Employers Holdings, Inc. | 183,945 | |
32,144 | Genworth Financial, Inc. Class A* | 160,720 | |
2,498 | Horace Mann Educators Corp. | 74,091 |
25 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Insurance - 3.9% - (continued) | |||
391 | National Western Life Group, Inc. Class A | $ 162,484 | |
1,617 | Safety Insurance Group, Inc. | 115,971 | |
3,055 | Stewart Information Services Corp. | 125,683 | |
4,309 | United Fire Group, Inc. | 97,642 | |
774 | Universal Insurance Holdings, Inc. | 11,943 | |
1,364,433 | |||
Materials - 6.1% | |||
3,183 | AdvanSix, Inc. | 111,341 | |
1,608 | Alpha Metallurgical Resources, Inc. | 264,291 | |
5,793 | FutureFuel Corp. | 51,268 | |
3,753 | Greif, Inc. Class A | 258,544 | |
1,542 | Kronos Worldwide, Inc. | 13,462 | |
4,309 | Mercer International, Inc. | 34,774 | |
1,553 | Myers Industries, Inc. | 30,175 | |
40 | NewMarket Corp. | 16,085 | |
3,294 | Olympic Steel, Inc. | 161,406 | |
1,024 | Pactiv Evergreen, Inc. | 7,752 | |
11,193 | Ramaco Resources, Inc. Class A | 94,469 | |
2,238 | Ramaco Resources, Inc. Class B* | 23,751 | |
7,187 | Ryerson Holding Corp. | 311,772 | |
2,421 | Schnitzer Steel Industries, Inc. Class A | 72,606 | |
429 | Stepan Co. | 40,995 | |
16,582 | SunCoke Energy, Inc. | 130,500 | |
404 | Sylvamo Corp. | 16,342 | |
5,220 | TimkenSteel Corp.* | 112,595 | |
7,873 | Tredegar Corp. | 52,513 | |
453 | Tronox Holdings PLC | 5,758 | |
6,477 | Warrior Met Coal, Inc. | 252,279 | |
916 | Worthington Industries, Inc. | 63,634 | |
2,126,312 | |||
Media & Entertainment - 2.1% | |||
709 | AMC Networks, Inc. Class A* | 8,473 | |
11,555 | Entravision Communications Corp. Class A | 50,726 | |
5,363 | John Wiley & Sons, Inc. Class A | 182,503 | |
2,321 | Scholastic Corp. | 90,264 | |
12,503 | Sciplay Corp. Class A* | 246,059 | |
725 | Shutterstock, Inc. | 35,286 | |
2,478 | Sinclair, Inc. | 34,246 | |
4,022 | Thryv Holdings, Inc.* | 98,941 | |
746,498 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.2% | |||
5,853 | Amphastar Pharmaceuticals, Inc.* | 336,372 | |
43,843 | Assertio Holdings, Inc.*(1) | 237,629 | |
18,353 | Catalyst Pharmaceuticals, Inc.* | 246,664 | |
4,669 | Collegium Pharmaceutical, Inc.* | 100,337 | |
11,163 | Corcept Therapeutics, Inc.* | 248,377 | |
10,024 | Dynavax Technologies Corp.* | 129,510 | |
6,123 | Eagle Pharmaceuticals, Inc.* | 119,031 | |
1,152 | Emergent BioSolutions, Inc.* | 8,467 | |
2,748 | Harmony Biosciences Holdings, Inc.* | 96,702 | |
5,435 | Harrow Health, Inc.* | 103,482 | |
12,308 | Innoviva, Inc.* | 156,681 | |
15,258 | Ironwood Pharmaceuticals, Inc.* | 162,345 | |
5,483 | Kiniksa Pharmaceuticals Ltd. Class A* | 77,201 | |
2,542 | Maravai LifeSciences Holdings, Inc. Class A* | 31,597 | |
14,255 | Organogenesis Holdings, Inc.* | 47,327 | |
10,546 | Phibro Animal Health Corp. Class A | 144,480 | |
2,847 | Prestige Consumer Healthcare, Inc.* | 169,197 | |
19,948 | Puma Biotechnology, Inc.* | 70,417 | |
27,003 | SIGA Technologies, Inc. | 136,365 | |
7,239 | Supernus Pharmaceuticals, Inc.* | 217,604 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.2% - (continued) | |||
3,738 | Vanda Pharmaceuticals, Inc.* | $ 24,634 | |
15,494 | Vir Biotechnology, Inc.* | 380,068 | |
3,244,487 | |||
Real Estate Management & Development - 1.7% | |||
16,900 | Douglas Elliman, Inc. | 37,517 | |
7,605 | Forestar Group, Inc.* | 171,493 | |
8,298 | Kennedy-Wilson Holdings, Inc. | 135,506 | |
2,633 | Marcus & Millichap, Inc. | 82,966 | |
3,198 | Newmark Group, Inc. Class A | 19,892 | |
5,684 | RMR Group, Inc. Class A | 131,698 | |
579,072 | |||
Semiconductors & Semiconductor Equipment - 3.7% | |||
11,891 | Amkor Technology, Inc. | 353,757 | |
687 | Axcelis Technologies, Inc.* | 125,948 | |
405 | Cohu, Inc.* | 16,832 | |
6,117 | Kulicke & Soffa Industries, Inc. | 363,656 | |
9,160 | Magnachip Semiconductor Corp.* | 102,409 | |
817 | NVE Corp. | 79,608 | |
10,042 | Photronics, Inc.* | 258,983 | |
1,301,193 | |||
Software & Services - 1.5% | |||
10,142 | A10 Networks, Inc. | 147,972 | |
2,521 | Adeia, Inc. | 27,756 | |
631 | Consensus Cloud Solutions, Inc.* | 19,561 | |
7,665 | Hackett Group, Inc. | 171,313 | |
1,351 | Progress Software Corp. | 78,493 | |
18,695 | Rimini Street, Inc.* | 89,549 | |
534,644 | |||
Technology Hardware & Equipment - 9.6% | |||
2,453 | Aviat Networks, Inc.* | 81,857 | |
5,290 | Bel Fuse, Inc. Class B | 303,699 | |
1,533 | Belden, Inc. | 146,631 | |
2,401 | Benchmark Electronics, Inc. | 62,018 | |
4,277 | ePlus, Inc.* | 240,795 | |
2,605 | Immersion Corp. | 18,443 | |
867 | Kimball Electronics, Inc.* | 23,955 | |
4,184 | Methode Electronics, Inc. | 140,248 | |
1,289 | OSI Systems, Inc.* | 151,883 | |
1,347 | PC Connection, Inc. | 60,750 | |
639 | Plexus Corp.* | 62,775 | |
13,568 | Richardson Electronics Ltd. | 223,872 | |
4,875 | Sanmina Corp.* | 293,816 | |
5,697 | ScanSource, Inc.* | 168,403 | |
3,136 | Super Micro Computer, Inc.* | 781,648 | |
15,356 | Vishay Intertechnology, Inc. | 451,466 | |
2,197 | Vishay Precision Group, Inc.* | 81,619 | |
2,350 | Vontier Corp. | 75,694 | |
3,369,572 | |||
Telecommunication Services - 1.0% | |||
1,086 | Cogent Communications Holdings, Inc. | 73,077 | |
3,909 | EchoStar Corp. Class A* | 67,782 | |
1,460 | IDT Corp. Class B* | 37,741 | |
16,743 | Telephone & Data Systems, Inc. | 137,795 | |
2,816 | U.S. Cellular Corp.* | 49,646 | |
366,041 | |||
Transportation - 5.1% | |||
1,744 | ArcBest Corp. | 172,307 | |
2,981 | Covenant Logistics Group, Inc. | 130,657 | |
4,285 | Eagle Bulk Shipping, Inc.(1) | 205,851 | |
13,619 | Genco Shipping & Trading Ltd. | 191,075 | |
2,268 | Hub Group, Inc. Class A* | 182,166 |
26 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Transportation - 5.1% - (continued) | |||
3,249 | Marten Transport Ltd. | $ 69,854 | |
2,482 | Matson, Inc. | 192,926 | |
12,649 | Schneider National, Inc. Class B | 363,279 | |
3,514 | Universal Logistics Holdings, Inc. | 101,238 | |
4,135 | Werner Enterprises, Inc. | 182,684 | |
1,792,037 | |||
Utilities - 0.5% | |||
625 | Avista Corp. | 24,544 | |
234 | Northwest Natural Holding Co. | 10,074 | |
1,120 | Otter Tail Corp. | 88,435 | |
1,082 | Unitil Corp. | 54,868 | |
177,921 | |||
Total Common Stocks (cost $36,077,964) | $ 34,966,856 | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Securities Lending Collateral - 1.2% | |||
66,175 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) | $ 66,175 | |
220,583 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) | 220,583 | |
66,175 | Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) | 66,175 | |
66,175 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) | 66,175 | |
Total Short-Term Investments (cost $419,108) | $ 419,108 | ||
Total Investments (cost $36,497,072) | 100.6% | $ 35,385,964 | |
Other Assets and Liabilities | (0.6)% | (218,715) | |
Total Net Assets | 100.0% | $ 35,167,249 |
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 June 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-Mini Russell 2000 | 2 | 09/15/2023 | $ 190,370 | $ 1,701 | ||||
Total futures contracts | $ 1,701 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
27 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 456,206 | $ 456,206 | $ — | $ — | ||||
Banks | 2,185,169 | 2,185,169 | — | — | ||||
Capital Goods | 2,828,192 | 2,828,192 | — | — | ||||
Commercial & Professional Services | 1,384,203 | 1,384,203 | — | — | ||||
Consumer Discretionary Distribution & Retail | 2,108,303 | 2,108,303 | — | — | ||||
Consumer Durables & Apparel | 1,897,904 | 1,897,904 | — | — | ||||
Consumer Services | 284,251 | 284,251 | — | — | ||||
Consumer Staples Distribution & Retail | 1,134,536 | 1,134,536 | — | — | ||||
Energy | 710,748 | 710,748 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 1,184,557 | 1,184,557 | — | — | ||||
Financial Services | 1,348,977 | 1,348,977 | — | — | ||||
Food, Beverage & Tobacco | 870,897 | 870,897 | — | — | ||||
Health Care Equipment & Services | 2,931,019 | 2,931,019 | — | — | ||||
Household & Personal Products | 39,684 | 39,684 | — | — | ||||
Insurance | 1,364,433 | 1,364,433 | — | — | ||||
Materials | 2,126,312 | 2,126,312 | — | — | ||||
Media & Entertainment | 746,498 | 746,498 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,244,487 | 3,244,487 | — | — | ||||
Real Estate Management & Development | 579,072 | 579,072 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,301,193 | 1,301,193 | — | — | ||||
Software & Services | 534,644 | 534,644 | — | — | ||||
Technology Hardware & Equipment | 3,369,572 | 3,369,572 | — | — | ||||
Telecommunication Services | 366,041 | 366,041 | — | — | ||||
Transportation | 1,792,037 | 1,792,037 | — | — | ||||
Utilities | 177,921 | 177,921 | — | — | ||||
Short-Term Investments | 419,108 | 419,108 | — | — | ||||
Futures Contracts(2) | 1,701 | 1,701 | — | — | ||||
Total | $ 35,387,665 | $ 35,387,665 | $ — | $ — |
(1) | For the period ended June 30, 2023, 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. |
28 |
Hartford Multifactor US Equity ETF
Schedule of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 0.3% | |||
13,409 | BorgWarner, Inc. | $ 655,834 | |
13,104 | Gentex Corp. | 383,423 | |
2,531 | Thor Industries, Inc. | 261,959 | |
1,301,216 | |||
Banks - 2.7% | |||
63,882 | Bank of America Corp. | 1,832,775 | |
4,976 | Bank OZK | 199,836 | |
31,981 | Citigroup, Inc. | 1,472,405 | |
13,911 | Huntington Bancshares, Inc. | 149,961 | |
32,205 | JP Morgan Chase & Co. | 4,683,895 | |
4,662 | M&T Bank Corp. | 576,969 | |
14,413 | New York Community Bancorp, Inc. | 162,002 | |
1,107 | PNC Financial Services Group, Inc. | 139,427 | |
3,251 | Prosperity Bancshares, Inc. | 183,616 | |
7,452 | U.S. Bancorp | 246,214 | |
1,858 | United Bankshares, Inc. | 55,127 | |
51,121 | Wells Fargo & Co. | 2,181,844 | |
11,884,071 | |||
Capital Goods - 6.8% | |||
14,709 | 3M Co. | 1,472,224 | |
9,801 | A O Smith Corp. | 713,317 | |
34,100 | Allison Transmission Holdings, Inc. | 1,925,286 | |
7,063 | BWX Technologies, Inc. | 505,499 | |
9,583 | Carrier Global Corp. | 476,371 | |
2,900 | Caterpillar, Inc. | 713,545 | |
5,032 | Cummins, Inc. | 1,233,645 | |
5,381 | Donaldson Co., Inc. | 336,366 | |
28,492 | Fastenal Co. | 1,680,743 | |
12,073 | Ferguson PLC | 1,899,204 | |
860 | General Dynamics Corp. | 185,029 | |
1,635 | IDEX Corp. | 351,950 | |
4,470 | Illinois Tool Works, Inc. | 1,118,215 | |
3,152 | Lincoln Electric Holdings, Inc. | 626,082 | |
3,537 | Lockheed Martin Corp. | 1,628,364 | |
13,070 | Masco Corp. | 749,956 | |
23,814 | MSC Industrial Direct Co., Inc. Class A | 2,268,998 | |
3,561 | Northrop Grumman Corp. | 1,623,104 | |
14,113 | Otis Worldwide Corp. | 1,256,198 | |
23,996 | PACCAR, Inc. | 2,007,265 | |
2,309 | Snap-on, Inc. | 665,431 | |
7,805 | Toro Co. | 793,378 | |
1,112 | Trane Technologies PLC | 212,681 | |
16,157 | UFP Industries, Inc. | 1,568,037 | |
4,908 | Watsco, Inc. | 1,872,255 | |
3,038 | Watts Water Technologies, Inc. Class A | 558,172 | |
2,329 | WW Grainger, Inc. | 1,836,626 | |
30,277,941 | |||
Commercial & Professional Services - 1.8% | |||
11,421 | Booz Allen Hamilton Holding Corp. Class A | 1,274,584 | |
1,184 | Broadridge Financial Solutions, Inc. | 196,106 | |
4,715 | FTI Consulting, Inc.* | 896,793 | |
2,618 | Jacobs Solutions, Inc. | 311,254 | |
19,221 | ManpowerGroup, Inc. | 1,526,147 | |
7,512 | Maximus, Inc. | 634,839 | |
1,926 | Republic Services, Inc. | 295,006 | |
6,979 | Robert Half International, Inc. | 524,960 | |
21,616 | Rollins, Inc. | 925,813 | |
504 | Verisk Analytics, Inc. Class A | 113,919 | |
659 | Waste Connections, Inc. | 94,191 | |
6,005 | Waste Management, Inc. | 1,041,387 | |
7,834,999 | |||
Consumer Discretionary Distribution & Retail - 5.6% | |||
11,822 | Academy Sports & Outdoors, Inc. | 638,979 | |
16,553 | Amazon.com, Inc.* | 2,157,849 | |
692 | AutoZone, Inc.* | 1,725,405 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Consumer Discretionary Distribution & Retail - 5.6% - (continued) | |||
27,300 | Best Buy Co., Inc. | $ 2,237,235 | |
640 | Dick's Sporting Goods, Inc. | 84,602 | |
10,154 | eBay, Inc. | 453,782 | |
22,870 | Foot Locker, Inc. | 620,006 | |
10,282 | Genuine Parts Co. | 1,740,023 | |
13,171 | Home Depot, Inc. | 4,091,439 | |
4,264 | LKQ Corp. | 248,463 | |
3,166 | Lowe's Cos., Inc. | 714,566 | |
12,098 | Murphy USA, Inc. | 3,763,809 | |
2,299 | O'Reilly Automotive, Inc.* | 2,196,235 | |
2,757 | Pool Corp. | 1,032,883 | |
10,324 | TJX Cos., Inc. | 875,372 | |
9,152 | Tractor Supply Co. | 2,023,507 | |
24,604,155 | |||
Consumer Durables & Apparel - 1.3% | |||
9,198 | DR Horton, Inc. | 1,119,305 | |
8,713 | Garmin Ltd. | 908,679 | |
2,361 | Lennar Corp. Class A | 295,857 | |
7,434 | NIKE, Inc. Class B | 820,490 | |
172 | NVR, Inc.* | 1,092,307 | |
9,751 | Ralph Lauren Corp. | 1,202,298 | |
5,193 | Skechers USA, Inc. Class A* | 273,463 | |
5,712,399 | |||
Consumer Services - 1.6% | |||
3,005 | Domino's Pizza, Inc. | 1,012,655 | |
28,447 | H&R Block, Inc. | 906,606 | |
11,800 | McDonald's Corp. | 3,521,238 | |
6,598 | Starbucks Corp. | 653,598 | |
7,454 | Yum! Brands, Inc. | 1,032,751 | |
7,126,848 | |||
Consumer Staples Distribution & Retail - 3.0% | |||
8,662 | BJ's Wholesale Club Holdings, Inc.* | 545,793 | |
5,145 | Casey's General Stores, Inc. | 1,254,763 | |
4,729 | Costco Wholesale Corp. | 2,545,999 | |
3,949 | Dollar General Corp. | 670,461 | |
76,834 | Kroger Co. | 3,611,198 | |
2,003 | Target Corp. | 264,196 | |
28,835 | Walmart, Inc. | 4,532,285 | |
13,424,695 | |||
Energy - 2.9% | |||
19,468 | Chevron Corp. | 3,063,290 | |
894 | ConocoPhillips | 92,627 | |
122,690 | Coterra Energy, Inc. | 3,104,057 | |
37,309 | Exxon Mobil Corp. | 4,001,390 | |
10,937 | HF Sinclair Corp. | 487,900 | |
3,008 | Marathon Petroleum Corp. | 350,733 | |
6,202 | Phillips 66 | 591,547 | |
7,973 | Valero Energy Corp. | 935,233 | |
12,626,777 | |||
Equity Real Estate Investment Trusts (REITs) - 1.3% | |||
2,512 | Agree Realty Corp. REIT | 164,260 | |
1,057 | Alexandria Real Estate Equities, Inc. REIT | 119,959 | |
28,201 | Americold Realty Trust, Inc. REIT | 910,892 | |
389 | Crown Castle, Inc. REIT | 44,323 | |
11,703 | Digital Realty Trust, Inc. REIT | 1,332,620 | |
948 | Equinix, Inc. REIT | 743,175 | |
8,666 | Iron Mountain, Inc. REIT | 492,402 | |
2,390 | PotlatchDeltic Corp. REIT | 126,311 | |
4,643 | Public Storage REIT | 1,355,199 | |
6,244 | WP Carey, Inc. REIT | 421,845 | |
5,710,986 | |||
Financial Services - 3.0% | |||
29,458 | Bank of New York Mellon Corp. | 1,311,470 | |
7,754 | Berkshire Hathaway, Inc. Class B* | 2,644,114 |
29 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Financial Services - 3.0% - (continued) | |||
1,730 | Charles Schwab Corp. | $ 98,056 | |
19,009 | Franklin Resources, Inc. | 507,730 | |
640 | Goldman Sachs Group, Inc. | 206,426 | |
18,130 | Houlihan Lokey, Inc. | 1,782,360 | |
9,263 | Interactive Brokers Group, Inc. Class A | 769,477 | |
747 | Intercontinental Exchange, Inc. | 84,471 | |
17,846 | Janus Henderson Group PLC | 486,303 | |
1,329 | Mastercard, Inc. Class A | 522,696 | |
2,928 | Nasdaq, Inc. | 145,961 | |
5,363 | Raymond James Financial, Inc. | 556,519 | |
8,315 | State Street Corp. | 608,492 | |
7,099 | Visa, Inc. Class A | 1,685,871 | |
11,220 | Voya Financial, Inc. | 804,586 | |
90,657 | Western Union Co. | 1,063,407 | |
13,277,939 | |||
Food, Beverage & Tobacco - 3.8% | |||
15,902 | Altria Group, Inc. | 720,361 | |
6,582 | Archer-Daniels-Midland Co. | 497,336 | |
19,727 | Campbell Soup Co. | 901,721 | |
28,284 | Coca-Cola Co. | 1,703,262 | |
20,391 | Conagra Brands, Inc. | 687,585 | |
50,514 | Flowers Foods, Inc. | 1,256,788 | |
19,576 | General Mills, Inc. | 1,501,479 | |
2,797 | Hershey Co. | 698,411 | |
2,450 | Ingredion, Inc. | 259,577 | |
9,861 | J M Smucker Co. | 1,456,174 | |
30,459 | Kellogg Co. | 2,052,937 | |
2,919 | Lancaster Colony Corp. | 586,982 | |
18,609 | PepsiCo., Inc. | 3,446,759 | |
11,563 | Philip Morris International, Inc. | 1,128,780 | |
16,898,152 | |||
Health Care Equipment & Services - 4.9% | |||
35,843 | Abbott Laboratories | 3,907,604 | |
14,872 | AmerisourceBergen Corp. | 2,861,819 | |
9,363 | AMN Healthcare Services, Inc.* | 1,021,690 | |
2,574 | Becton Dickinson & Co. | 679,562 | |
5,686 | Cardinal Health, Inc. | 537,725 | |
507 | Chemed Corp. | 274,627 | |
4,069 | Cigna Group | 1,141,761 | |
7,313 | CVS Health Corp. | 505,547 | |
1,803 | Elevance Health, Inc. | 801,055 | |
5,019 | Henry Schein, Inc.* | 407,041 | |
7,108 | Hologic, Inc.* | 575,535 | |
2,650 | Humana, Inc. | 1,184,894 | |
863 | Laboratory Corp. of America Holdings | 208,268 | |
3,926 | McKesson Corp. | 1,677,619 | |
24,355 | Premier, Inc. Class A | 673,659 | |
15,705 | Quest Diagnostics, Inc. | 2,207,495 | |
6,702 | QuidelOrtho Corp.* | 555,328 | |
5,584 | UnitedHealth Group, Inc. | 2,683,894 | |
21,905,123 | |||
Household & Personal Products - 1.7% | |||
922 | Church & Dwight Co., Inc. | 92,412 | |
11,186 | Clorox Co. | 1,779,022 | |
11,427 | Colgate-Palmolive Co. | 880,336 | |
10,782 | Kimberly-Clark Corp. | 1,488,563 | |
21,422 | Procter & Gamble Co. | 3,250,574 | |
7,490,907 | |||
Insurance - 5.2% | |||
14,285 | Aflac, Inc. | 997,093 | |
5,831 | Allstate Corp. | 635,812 | |
12,569 | American International Group, Inc. | 723,220 | |
714 | Aon PLC Class A | 246,473 | |
10,001 | Arch Capital Group Ltd.* | 748,575 | |
1,411 | Arthur J Gallagher & Co. | 309,813 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Insurance - 5.2% - (continued) | |||
29,596 | Axis Capital Holdings Ltd. | $ 1,593,153 | |
5,942 | Chubb Ltd. | 1,144,191 | |
3,858 | Erie Indemnity Co. Class A | 810,219 | |
2,507 | Everest Re Group Ltd. | 857,043 | |
15,196 | Fidelity National Financial, Inc. | 547,056 | |
2,550 | First American Financial Corp. | 145,401 | |
3,618 | Hanover Insurance Group, Inc. | 408,943 | |
11,974 | Kemper Corp. | 577,865 | |
3,426 | Loews Corp. | 203,436 | |
4,932 | Marsh & McLennan Cos., Inc. | 927,611 | |
3,387 | MetLife, Inc. | 191,467 | |
70,602 | Old Republic International Corp. | 1,777,052 | |
15,590 | Principal Financial Group, Inc. | 1,182,346 | |
9,150 | Progressive Corp. | 1,211,185 | |
1,520 | RenaissanceRe Holdings Ltd. | 283,510 | |
13,811 | RLI Corp. | 1,884,787 | |
5,966 | Selective Insurance Group, Inc. | 572,438 | |
10,513 | Travelers Cos., Inc. | 1,825,688 | |
13,632 | Unum Group | 650,246 | |
13,421 | W R Berkley Corp. | 799,355 | |
263 | White Mountains Insurance Group Ltd. | 365,283 | |
6,586 | Willis Towers Watson PLC | 1,551,003 | |
23,170,264 | |||
Materials - 4.3% | |||
2,933 | Air Products & Chemicals, Inc. | 878,521 | |
41,155 | Amcor PLC | 410,727 | |
4,551 | AptarGroup, Inc. | 527,279 | |
4,228 | Avery Dennison Corp. | 726,370 | |
1,177 | Berry Global Group, Inc. | 75,728 | |
11,758 | CF Industries Holdings, Inc. | 816,240 | |
20,289 | Commercial Metals Co. | 1,068,419 | |
14,558 | Dow, Inc. | 775,359 | |
2,196 | FMC Corp. | 229,131 | |
14,044 | Graphic Packaging Holding Co. | 337,477 | |
25,743 | Huntsman Corp. | 695,576 | |
41,169 | International Paper Co. | 1,309,586 | |
4,240 | LyondellBasell Industries NV Class A | 389,359 | |
30,152 | Newmont Corp. | 1,286,284 | |
8,806 | Nucor Corp. | 1,444,008 | |
12,647 | Packaging Corp. of America | 1,671,428 | |
9,020 | Reliance Steel & Aluminum Co. | 2,449,742 | |
4,795 | RPM International, Inc. | 430,255 | |
449 | Sherwin-Williams Co. | 119,218 | |
25,377 | Silgan Holdings, Inc. | 1,189,928 | |
10,891 | Sonoco Products Co. | 642,787 | |
14,963 | Steel Dynamics, Inc. | 1,629,920 | |
19,103,342 | |||
Media & Entertainment - 5.7% | |||
23,642 | Activision Blizzard, Inc.* | 1,993,021 | |
29,060 | Alphabet, Inc. Class A* | 3,478,482 | |
639 | Charter Communications, Inc. Class A* | 234,749 | |
94,184 | Comcast Corp. Class A | 3,913,345 | |
18,746 | Electronic Arts, Inc. | 2,431,356 | |
17,516 | Fox Corp. Class A | 595,544 | |
19,721 | Interpublic Group of Cos., Inc. | 760,836 | |
12,965 | Meta Platforms, Inc. Class A* | 3,720,696 | |
10,931 | New York Times Co. Class A | 430,463 | |
31,125 | News Corp. Class A | 606,938 | |
21,518 | Omnicom Group, Inc. | 2,047,438 | |
135,359 | Sirius XM Holdings, Inc.(1) | 613,176 | |
84,605 | TEGNA, Inc. | 1,373,985 | |
3,162 | Walt Disney Co.* | 282,303 | |
25,136 | World Wrestling Entertainment, Inc. Class A | 2,726,502 | |
25,208,834 |
30 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.7% | |||
26,871 | AbbVie, Inc. | $ 3,620,330 | |
10,097 | Amgen, Inc. | 2,241,736 | |
3,745 | Biogen, Inc.* | 1,066,763 | |
37,436 | Bristol-Myers Squibb Co. | 2,394,032 | |
6,146 | Danaher Corp. | 1,475,040 | |
11,978 | Eli Lilly & Co. | 5,617,442 | |
43,874 | Gilead Sciences, Inc. | 3,381,369 | |
4,208 | Horizon Therapeutics PLC* | 432,793 | |
23,571 | Incyte Corp.* | 1,467,295 | |
29,676 | Johnson & Johnson | 4,911,971 | |
49,939 | Merck & Co., Inc. | 5,762,461 | |
7,539 | Moderna, Inc.* | 915,988 | |
46,881 | Organon & Co. | 975,594 | |
116,904 | Pfizer, Inc. | 4,288,039 | |
3,811 | Regeneron Pharmaceuticals, Inc.* | 2,738,356 | |
3,573 | Thermo Fisher Scientific, Inc. | 1,864,213 | |
3,292 | United Therapeutics Corp.* | 726,709 | |
4,894 | Vertex Pharmaceuticals, Inc.* | 1,722,248 | |
177,049 | Viatris, Inc. | 1,766,949 | |
452 | Waters Corp.* | 120,476 | |
47,489,804 | |||
Semiconductors & Semiconductor Equipment - 4.7% | |||
3,198 | Analog Devices, Inc. | 623,002 | |
1,915 | Applied Materials, Inc. | 276,794 | |
5,696 | Broadcom, Inc. | 4,940,881 | |
10,777 | Cirrus Logic, Inc.* | 873,045 | |
2,791 | Diodes, Inc.* | 258,140 | |
78,091 | Intel Corp. | 2,611,363 | |
2,704 | KLA Corp. | 1,311,494 | |
640 | Lam Research Corp. | 411,431 | |
7,146 | Micron Technology, Inc. | 450,984 | |
3,347 | NVIDIA Corp. | 1,415,848 | |
9,576 | Power Integrations, Inc. | 906,560 | |
12,202 | QUALCOMM, Inc. | 1,452,526 | |
7,171 | Rambus, Inc.* | 460,163 | |
11,709 | Skyworks Solutions, Inc. | 1,296,069 | |
6,587 | Teradyne, Inc. | 733,331 | |
16,456 | Texas Instruments, Inc. | 2,962,409 | |
20,984,040 | |||
Software & Services - 8.6% | |||
13,424 | Accenture PLC Class A | 4,142,378 | |
7,892 | Adobe, Inc.* | 3,859,109 | |
27,005 | Akamai Technologies, Inc.* | 2,426,939 | |
2,633 | Black Knight, Inc.* | 157,269 | |
17,626 | Box, Inc. Class A* | 517,852 | |
2,767 | Cadence Design Systems, Inc.* | 648,917 | |
32,409 | Cognizant Technology Solutions Corp. Class A | 2,115,660 | |
22,015 | Dolby Laboratories, Inc. Class A | 1,842,215 | |
101,515 | Dropbox, Inc. Class A* | 2,707,405 | |
767 | Fair Isaac Corp.* | 620,664 | |
2,274 | Gartner, Inc.* | 796,605 | |
16,061 | Gen Digital, Inc. | 297,932 | |
15,694 | International Business Machines Corp. | 2,100,014 | |
14,579 | Microsoft Corp. | 4,964,733 | |
31,742 | Oracle Corp. | 3,780,155 | |
1,918 | Roper Technologies, Inc. | 922,174 | |
7,643 | Salesforce, Inc.* | 1,614,660 | |
240 | Synopsys, Inc.* | 104,498 | |
11,867 | VeriSign, Inc.* | 2,681,586 | |
8,121 | VMware, Inc. Class A* | 1,166,907 | |
9,288 | Zoom Video Communications, Inc. Class A* | 630,469 | |
38,098,141 | |||
Technology Hardware & Equipment - 9.9% | |||
14,255 | Amphenol Corp. Class A | 1,210,962 | |
23,215 | Apple, Inc. | 4,503,014 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Technology Hardware & Equipment - 9.9% - (continued) | |||
878 | Arista Networks, Inc.* | $ 142,289 | |
9,549 | Arrow Electronics, Inc.* | 1,367,703 | |
56,259 | Avnet, Inc. | 2,838,267 | |
7,595 | CDW Corp. | 1,393,682 | |
107,050 | Cisco Systems, Inc. | 5,538,767 | |
57,384 | Corning, Inc. | 2,010,735 | |
56,987 | Dell Technologies, Inc. Class C | 3,083,567 | |
7,773 | Fabrinet* | 1,009,557 | |
157,164 | Hewlett Packard Enterprise Co. | 2,640,355 | |
88,790 | HP, Inc. | 2,726,741 | |
5,589 | Insight Enterprises, Inc.* | 817,894 | |
4,726 | IPG Photonics Corp.* | 641,885 | |
16,059 | Jabil, Inc. | 1,733,248 | |
54,044 | Juniper Networks, Inc. | 1,693,198 | |
12,904 | Keysight Technologies, Inc.* | 2,160,775 | |
7,711 | Motorola Solutions, Inc. | 2,261,482 | |
16,339 | National Instruments Corp. | 937,859 | |
43,123 | NetApp, Inc. | 3,294,597 | |
25,095 | Seagate Technology Holdings PLC | 1,552,628 | |
3,223 | TE Connectivity Ltd. | 451,736 | |
44,010,941 | |||
Telecommunication Services - 2.4% | |||
193,426 | AT&T, Inc. | 3,085,145 | |
12,810 | Liberty Global PLC Class C* | 227,634 | |
98,899 | Lumen Technologies, Inc. | 223,512 | |
8,771 | T-Mobile U.S., Inc.* | 1,218,292 | |
151,587 | Verizon Communications, Inc. | 5,637,520 | |
10,392,103 | |||
Transportation - 3.2% | |||
23,322 | CH Robinson Worldwide, Inc. | 2,200,431 | |
26,228 | Expeditors International of Washington, Inc. | 3,176,998 | |
811 | FedEx Corp. | 201,047 | |
6,118 | JB Hunt Transport Services, Inc. | 1,107,542 | |
24,947 | Knight-Swift Transportation Holdings, Inc. | 1,386,055 | |
15,558 | Landstar System, Inc. | 2,995,537 | |
526 | Old Dominion Freight Line, Inc. | 194,488 | |
13,967 | Ryder System, Inc. | 1,184,262 | |
5,322 | U-Haul Holding Co. | 294,413 | |
8,921 | United Parcel Service, Inc. Class B | 1,599,089 | |
14,339,862 | |||
Utilities - 4.4% | |||
11,692 | Ameren Corp. | 954,886 | |
13,120 | American Electric Power Co., Inc. | 1,104,704 | |
2,828 | American Water Works Co., Inc. | 403,697 | |
9,150 | Atmos Energy Corp. | 1,064,511 | |
18,642 | CMS Energy Corp. | 1,095,217 | |
21,525 | Consolidated Edison, Inc. | 1,945,860 | |
5,133 | Dominion Energy, Inc. | 265,838 | |
10,311 | Duke Energy Corp. | 925,309 | |
9,115 | Edison International | 633,037 | |
3,445 | Entergy Corp. | 335,440 | |
8,024 | Evergy, Inc. | 468,762 | |
9,425 | Eversource Energy | 668,421 | |
5,480 | Exelon Corp. | 223,255 | |
18,997 | FirstEnergy Corp. | 738,603 | |
31,311 | Hawaiian Electric Industries, Inc. | 1,133,458 | |
2,171 | IDACORP, Inc. | 222,745 | |
14,373 | National Fuel Gas Co. | 738,197 | |
21,522 | NRG Energy, Inc. | 804,708 | |
18,682 | OGE Energy Corp. | 670,871 | |
568 | ONE Gas, Inc. | 43,628 | |
1,395 | Pinnacle West Capital Corp. | 113,637 | |
14,203 | Portland General Electric Co. | 665,126 | |
13,857 | PPL Corp. | 366,656 | |
9,889 | Southern Co. | 694,702 |
31 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Utilities - 4.4% - (continued) | |||
13,040 | Spire, Inc. | $ 827,258 | |
14,525 | UGI Corp. | 391,739 | |
11,647 | WEC Energy Group, Inc. | 1,027,731 | |
15,952 | Xcel Energy, Inc. | 991,736 | |
19,519,732 | |||
Total Common Stocks (cost $421,337,148) | $ 442,393,271 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Securities Lending Collateral - 0.2% | |||
90,137 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) | $ 90,137 | |
300,459 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) | 300,459 | |
90,138 | Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) | 90,138 | |
90,138 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) | 90,138 | |
Total Short-Term Investments (cost $570,872) | $ 570,872 | ||
Total Investments (cost $421,908,020) | 100.0% | $ 442,964,143 | |
Other Assets and Liabilities | 0.0% | 193,190 | |
Total Net Assets | 100.0% | $ 443,157,333 |
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 June 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 3 | 09/15/2023 | $ 673,238 | $ 16,956 | ||||
Total futures contracts | $ 16,956 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
32 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,301,216 | $ 1,301,216 | $ — | $ — | ||||
Banks | 11,884,071 | 11,884,071 | — | — | ||||
Capital Goods | 30,277,941 | 30,277,941 | — | — | ||||
Commercial & Professional Services | 7,834,999 | 7,834,999 | — | — | ||||
Consumer Discretionary Distribution & Retail | 24,604,155 | 24,604,155 | — | — | ||||
Consumer Durables & Apparel | 5,712,399 | 5,712,399 | — | — | ||||
Consumer Services | 7,126,848 | 7,126,848 | — | — | ||||
Consumer Staples Distribution & Retail | 13,424,695 | 13,424,695 | — | — | ||||
Energy | 12,626,777 | 12,626,777 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 5,710,986 | 5,710,986 | — | — | ||||
Financial Services | 13,277,939 | 13,277,939 | — | — | ||||
Food, Beverage & Tobacco | 16,898,152 | 16,898,152 | — | — | ||||
Health Care Equipment & Services | 21,905,123 | 21,905,123 | — | — | ||||
Household & Personal Products | 7,490,907 | 7,490,907 | — | — | ||||
Insurance | 23,170,264 | 23,170,264 | — | — | ||||
Materials | 19,103,342 | 19,103,342 | — | — | ||||
Media & Entertainment | 25,208,834 | 25,208,834 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 47,489,804 | 47,489,804 | — | — | ||||
Semiconductors & Semiconductor Equipment | 20,984,040 | 20,984,040 | — | — | ||||
Software & Services | 38,098,141 | 38,098,141 | — | — | ||||
Technology Hardware & Equipment | 44,010,941 | 44,010,941 | — | — | ||||
Telecommunication Services | 10,392,103 | 10,392,103 | — | — | ||||
Transportation | 14,339,862 | 14,339,862 | — | — | ||||
Utilities | 19,519,732 | 19,519,732 | — | — | ||||
Short-Term Investments | 570,872 | 570,872 | — | — | ||||
Futures Contracts(2) | 16,956 | 16,956 | — | — | ||||
Total | $ 442,981,099 | $ 442,981,099 | $ — | $ — |
(1) | For the period ended June 30, 2023, 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. |
33 |
Hartford Multifactor ETFs
GLOSSARY: (abbreviations used in preceding Schedule of Investments) (Unaudited)
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 |
KGaA | Kommanditgesellschaft Auf Aktien |
MSCI | Morgan Stanley Capital International |
NVDR | Non-Voting Depositary Receipt |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
Tbk | Terbuka |
34 |
Hartford Multifactor ETFs
Notes to the Schedules of Investments
June 30, 2023 (Unaudited)
June 30, 2023 (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 from Authorized Participants 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 the Funds 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 per share of each Fund, 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. | |
With respect to a Fund's investments that do not have readily available market prices, the Trust's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager" or "HFMC") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). | |
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board (“Valuation Procedures”). | |
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. | |
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 ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, sell or redeem shares of a Fund. | |
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service 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. 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. 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 quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. |
35 |
Hartford Multifactor ETFs
Notes to the Schedules of Investments – (continued)
June 30, 2023 (Unaudited)
June 30, 2023 (Unaudited)
United States 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. |
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.
Geopolitical events, including the invasion of Ukraine by Russia, have injected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions.
The banking sector has recently been subject to increased market volatility. As a result, a Fund’s investments in the banking sector may be subject to increased volatility risk.
For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent shareholder report.
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