Hartford Disciplined US Equity ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% | |||
Automobiles & Components - 2.0% | |||
201 | Autoliv, Inc. | $ 22,148 | |
1,976 | BorgWarner, Inc. | 70,840 | |
7,182 | Ford Motor Co. | 87,549 | |
5,728 | Gentex Corp. | 187,076 | |
5,911 | Tesla, Inc.* | 1,468,765 | |
1,817 | Thor Industries, Inc. | 214,860 | |
2,051,238 | |||
Banks - 3.8% | |||
11,915 | Bank of America Corp. | 401,178 | |
4,145 | Citigroup, Inc. | 213,219 | |
11,616 | JP Morgan Chase & Co. | 1,975,882 | |
30,947 | New York Community Bancorp, Inc. | 316,588 | |
766 | PNC Financial Services Group, Inc. | 118,615 | |
1,771 | Popular, Inc. | 145,346 | |
8,035 | Regions Financial Corp. | 155,718 | |
2,835 | Truist Financial Corp. | 104,668 | |
7,370 | Wells Fargo & Co. | 362,751 | |
3,793,965 | |||
Capital Goods - 6.0% | |||
976 | 3M Co. | 106,696 | |
321 | AGCO Corp. | 38,973 | |
3,690 | BWX Technologies, Inc. | 283,134 | |
243 | Caterpillar, Inc. | 71,848 | |
1,747 | Cummins, Inc. | 418,529 | |
533 | Deere & Co. | 213,131 | |
1,034 | Eaton Corp. PLC | 249,008 | |
1,800 | EMCOR Group, Inc. | 387,774 | |
1,468 | EnerSys | 148,209 | |
3,183 | Ferguson PLC | 614,542 | |
87 | General Electric Co. | 11,104 | |
1,064 | Hubbell, Inc. | 349,981 | |
179 | Huntington Ingalls Industries, Inc. | 46,476 | |
68 | Illinois Tool Works, Inc. | 17,812 | |
3,189 | Lincoln Electric Holdings, Inc. | 693,480 | |
209 | Lockheed Martin Corp. | 94,727 | |
5,776 | MSC Industrial Direct Co., Inc. Class A | 584,878 | |
4,836 | Mueller Industries, Inc. | 228,017 | |
164 | Northrop Grumman Corp. | 76,775 | |
8,067 | PACCAR, Inc. | 787,742 | |
353 | Rockwell Automation, Inc. | 109,599 | |
1,407 | Toro Co. | 135,058 | |
237 | TransDigm Group, Inc. | 239,749 | |
2,472 | Vertiv Holdings Co. | 118,730 | |
243 | Watts Water Technologies, Inc. Class A | 50,627 | |
6,076,599 | |||
Commercial & Professional Services - 2.0% | |||
4,335 | Booz Allen Hamilton Holding Corp. | 554,490 | |
270 | Cintas Corp. | 162,718 | |
235 | Clean Harbors, Inc.* | 41,010 | |
5,108 | Copart, Inc.* | 250,292 | |
4,473 | Robert Half, Inc. | 393,266 | |
3,924 | Rollins, Inc. | 171,361 | |
1,382 | Science Applications International Corp. | 171,810 | |
637 | Veralto Corp. | 52,400 | |
876 | Verisk Analytics, Inc. | 209,241 | |
2,006,588 | |||
Consumer Discretionary Distribution & Retail - 4.8% | |||
420 | Academy Sports & Outdoors, Inc. | 27,720 | |
18,389 | Amazon.com, Inc.* | 2,794,025 | |
750 | AutoNation, Inc.* | 112,635 | |
2,342 | Best Buy Co., Inc. | 183,332 | |
821 | Dick's Sporting Goods, Inc. | 120,646 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Consumer Discretionary Distribution & Retail - 4.8% - (continued) | |||
1,251 | Genuine Parts Co. | $ 173,263 | |
2,760 | Home Depot, Inc. | 956,478 | |
2,133 | Lowe's Cos., Inc. | 474,699 | |
50 | Pool Corp. | 19,935 | |
4,862,733 | |||
Consumer Durables & Apparel - 1.0% | |||
671 | Crocs, Inc.* | 62,678 | |
556 | DR Horton, Inc. | 84,501 | |
1,158 | Polaris, Inc. | 109,744 | |
3,761 | Ralph Lauren Corp. | 542,336 | |
2,570 | Skechers USA, Inc. Class A* | 160,214 | |
1,168 | Tapestry, Inc. | 42,994 | |
464 | Toll Brothers, Inc. | 47,694 | |
1,050,161 | |||
Consumer Services - 2.2% | |||
2,323 | Airbnb, Inc. Class A* | 316,253 | |
60 | Booking Holdings, Inc.* | 212,833 | |
474 | Boyd Gaming Corp. | 29,677 | |
40 | Chipotle Mexican Grill, Inc.* | 91,478 | |
222 | Choice Hotels International, Inc. | 25,153 | |
3,254 | Darden Restaurants, Inc. | 534,632 | |
274 | DoorDash, Inc. Class A* | 27,096 | |
1,049 | Duolingo, Inc.* | 237,966 | |
1,309 | McDonald's Corp. | 388,132 | |
1,718 | Starbucks Corp. | 164,945 | |
175 | Wingstop, Inc. | 44,902 | |
1,128 | Yum! Brands, Inc. | 147,384 | |
2,220,451 | |||
Consumer Staples Distribution & Retail - 2.2% | |||
11,851 | Albertsons Cos., Inc. Class A | 272,573 | |
1,294 | Casey's General Stores, Inc. | 355,514 | |
1,000 | Costco Wholesale Corp. | 660,080 | |
7,972 | Kroger Co. | 364,400 | |
1,241 | Sprouts Farmers Market, Inc.* | 59,704 | |
3,398 | Walmart, Inc. | 535,695 | |
2,247,966 | |||
Energy - 3.2% | |||
702 | APA Corp. | 25,188 | |
626 | Cheniere Energy, Inc. | 106,864 | |
4,208 | Chevron Corp. | 627,665 | |
192 | Chord Energy Corp. | 31,916 | |
1,652 | Civitas Resources, Inc. | 112,964 | |
3,952 | ConocoPhillips | 458,709 | |
448 | Coterra Energy, Inc. | 11,433 | |
485 | Devon Energy Corp. | 21,971 | |
2,915 | EOG Resources, Inc. | 352,569 | |
7,938 | Exxon Mobil Corp. | 793,641 | |
2,334 | Marathon Petroleum Corp. | 346,272 | |
376 | Phillips 66 | 50,061 | |
621 | Pioneer Natural Resources Co. | 139,651 | |
440 | Valero Energy Corp. | 57,200 | |
2,192 | Williams Cos., Inc. | 76,347 | |
3,212,451 | |||
Equity Real Estate Investment Trusts (REITs) - 4.3% | |||
2,232 | Americold Realty Trust, Inc. REIT | 67,563 | |
1,604 | AvalonBay Communities, Inc. REIT | 300,301 | |
2,080 | Boston Properties, Inc. REIT | 145,954 | |
541 | Equinix, Inc. REIT | 435,716 | |
11,478 | Gaming & Leisure Properties, Inc. REIT | 566,439 | |
3,236 | Iron Mountain, Inc. REIT | 226,455 | |
3,191 | Lamar Advertising Co. Class A, REIT | 339,139 |
1 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Equity Real Estate Investment Trusts (REITs) - 4.3% - (continued) | |||
255 | NET Lease Office Properties REIT | $ 4,712 | |
21,762 | Omega Healthcare Investors, Inc. REIT | 667,223 | |
11,889 | PotlatchDeltic Corp. REIT | 583,750 | |
1,131 | Public Storage REIT | 344,955 | |
209 | Simon Property Group, Inc. REIT | 29,812 | |
3,607 | Spirit Realty Capital, Inc. REIT | 157,590 | |
3,382 | STAG Industrial, Inc. REIT | 132,777 | |
3,884 | Weyerhaeuser Co. REIT | 135,047 | |
3,780 | WP Carey, Inc. REIT | 244,982 | |
4,382,415 | |||
Financial Services - 7.6% | |||
30,588 | AGNC Investment Corp. REIT | 300,068 | |
5,492 | Annaly Capital Management, Inc. REIT | 106,380 | |
5,349 | Bank of New York Mellon Corp. | 278,415 | |
2,132 | Berkshire Hathaway, Inc. Class B* | 760,399 | |
336 | BlackRock, Inc. | 272,765 | |
259 | Block, Inc.* | 20,034 | |
6,257 | Cboe Global Markets, Inc. | 1,117,250 | |
1,542 | CME Group, Inc. | 324,745 | |
1,571 | Houlihan Lokey, Inc. | 188,379 | |
670 | Interactive Brokers Group, Inc. Class A | 55,543 | |
2,426 | Intercontinental Exchange, Inc. | 311,571 | |
2,176 | Janus Henderson Group PLC | 65,606 | |
1,194 | Mastercard, Inc. Class A | 509,253 | |
272 | Moody's Corp. | 106,232 | |
628 | Morgan Stanley | 58,561 | |
294 | MSCI, Inc. | 166,301 | |
2,350 | OneMain Holdings, Inc. | 115,620 | |
2,220 | PayPal Holdings, Inc.* | 136,330 | |
13,774 | Radian Group, Inc. | 393,248 | |
27,660 | Rithm Capital Corp. REIT | 295,409 | |
36,250 | Starwood Property Trust, Inc. REIT | 761,975 | |
166 | State Street Corp. | 12,858 | |
5,001 | T Rowe Price Group, Inc. | 538,558 | |
975 | Tradeweb Markets, Inc. Class A | 88,608 | |
2,262 | Visa, Inc. Class A | 588,912 | |
7,528 | Western Union Co. | 89,734 | |
7,662,754 | |||
Food, Beverage & Tobacco - 4.2% | |||
16,268 | Altria Group, Inc. | 656,251 | |
5,277 | Archer-Daniels-Midland Co. | 381,105 | |
3,420 | Bunge Global SA | 345,249 | |
712 | Coca-Cola Co. | 41,958 | |
1,388 | Hershey Co. | 258,779 | |
5,742 | Ingredion, Inc. | 623,179 | |
2,926 | Mondelez International, Inc. Class A | 211,930 | |
8,799 | PepsiCo, Inc. | 1,494,422 | |
2,010 | Philip Morris International, Inc. | 189,101 | |
4,201,974 | |||
Health Care Equipment & Services - 3.4% | |||
5,818 | Abbott Laboratories | 640,387 | |
244 | Align Technology, Inc.* | 66,856 | |
1,345 | AMN Healthcare Services, Inc.* | 100,714 | |
729 | Becton Dickinson & Co. | 177,752 | |
1,652 | Cardinal Health, Inc. | 166,521 | |
1,042 | Cencora, Inc. | 214,006 | |
1,388 | Dexcom, Inc.* | 172,237 | |
1,268 | Doximity, Inc. Class A* | 35,555 | |
548 | Haemonetics Corp.* | 46,859 | |
432 | HCA Healthcare, Inc. | 116,934 | |
393 | IDEXX Laboratories, Inc.* | 218,135 | |
240 | McKesson Corp. | 111,115 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Health Care Equipment & Services - 3.4% - (continued) | |||
2,878 | Medtronic PLC | $ 237,090 | |
2,068 | Quest Diagnostics, Inc. | 285,136 | |
588 | ResMed, Inc. | 101,148 | |
1,217 | UnitedHealth Group, Inc. | 640,714 | |
324 | Veeva Systems, Inc. Class A* | 62,376 | |
3,393,535 | |||
Household & Personal Products - 1.4% | |||
574 | Colgate-Palmolive Co. | 45,754 | |
947 | Kimberly-Clark Corp. | 115,070 | |
8,291 | Procter & Gamble Co. | 1,214,963 | |
1,375,787 | |||
Insurance - 2.1% | |||
3,775 | Aflac, Inc. | 311,438 | |
200 | Erie Indemnity Co. Class A | 66,984 | |
1,302 | Fidelity National Financial, Inc. | 66,428 | |
628 | First American Financial Corp. | 40,468 | |
4,872 | Marsh & McLennan Cos., Inc. | 923,098 | |
10,144 | Old Republic International Corp. | 298,234 | |
1,601 | Travelers Cos., Inc. | 304,974 | |
2,978 | Unum Group | 134,665 | |
2,146,289 | |||
Materials - 1.9% | |||
180 | Linde PLC | 73,928 | |
2,491 | LyondellBasell Industries NV Class A | 236,844 | |
3,774 | Packaging Corp. of America | 614,822 | |
1,237 | Reliance Steel & Aluminum Co. | 345,964 | |
2,372 | RPM International, Inc. | 264,787 | |
557 | Sherwin-Williams Co. | 173,728 | |
4,524 | Sonoco Products Co. | 252,756 | |
1,962,829 | |||
Media & Entertainment - 7.0% | |||
23,272 | Alphabet, Inc. Class A* | 3,250,866 | |
17,100 | Comcast Corp. Class A | 749,835 | |
2,113 | Electronic Arts, Inc. | 289,079 | |
4,320 | Meta Platforms, Inc. Class A* | 1,529,107 | |
910 | Netflix, Inc.* | 443,061 | |
3,109 | New York Times Co. Class A | 152,310 | |
1,003 | News Corp. Class A | 24,624 | |
92 | Nexstar Media Group, Inc. | 14,421 | |
200 | Omnicom Group, Inc. | 17,302 | |
3,095 | Pinterest, Inc. Class A* | 114,639 | |
1,267 | ROBLOX Corp. Class A* | 57,927 | |
118 | Roku, Inc.* | 10,816 | |
2,925 | Snap, Inc. Class A* | 49,520 | |
780 | Take-Two Interactive Software, Inc.* | 125,541 | |
2,304 | TKO Group Holdings, Inc. | 187,960 | |
1,204 | Trade Desk, Inc. Class A* | 86,640 | |
7,103,648 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.8% | |||
8,542 | AbbVie, Inc. | 1,323,754 | |
206 | Alnylam Pharmaceuticals, Inc.* | 39,430 | |
444 | Amgen, Inc. | 127,881 | |
13,741 | Bristol-Myers Squibb Co. | 705,051 | |
1,913 | Danaher Corp. | 442,553 | |
849 | Eli Lilly & Co. | 494,899 | |
305 | Exact Sciences Corp.* | 22,564 | |
5,373 | Exelixis, Inc.* | 128,898 | |
10,954 | Gilead Sciences, Inc. | 887,384 | |
12,123 | Johnson & Johnson | 1,900,159 | |
8,920 | Merck & Co., Inc. | 972,458 | |
95 | Moderna, Inc.* | 9,448 |
2 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.8% - (continued) | |||
19,233 | Pfizer, Inc. | $ 553,718 | |
512 | Thermo Fisher Scientific, Inc. | 271,764 | |
168 | Vertex Pharmaceuticals, Inc.* | 68,358 | |
1,400 | West Pharmaceutical Services, Inc. | 492,968 | |
2,075 | Zoetis, Inc. | 409,543 | |
8,850,830 | |||
Real Estate Management & Development - 0.1% | |||
1,045 | Zillow Group, Inc. Class C* | 60,464 | |
Semiconductors & Semiconductor Equipment - 7.1% | |||
2,112 | Advanced Micro Devices, Inc.* | 311,330 | |
80 | Analog Devices, Inc. | 15,885 | |
2,150 | Applied Materials, Inc. | 348,451 | |
1,634 | Broadcom, Inc. | 1,823,952 | |
669 | Diodes, Inc.* | 53,868 | |
573 | KLA Corp. | 333,085 | |
318 | Lam Research Corp. | 249,077 | |
465 | Micron Technology, Inc. | 39,683 | |
4,693 | NVIDIA Corp. | 2,324,067 | |
728 | NXP Semiconductors NV | 167,207 | |
1,050 | ON Semiconductor Corp.* | 87,707 | |
3,004 | QUALCOMM, Inc. | 434,469 | |
1,234 | Skyworks Solutions, Inc. | 138,726 | |
4,688 | Texas Instruments, Inc. | 799,116 | |
7,126,623 | |||
Software & Services - 12.3% | |||
2,321 | Accenture PLC Class A | 814,462 | |
946 | Adobe, Inc.* | 564,384 | |
4,355 | Altair Engineering, Inc. Class A* | 366,473 | |
567 | Bentley Systems, Inc. Class B | 29,586 | |
90 | Cadence Design Systems, Inc.* | 24,513 | |
9,003 | Cognizant Technology Solutions Corp. Class A | 679,997 | |
611 | Crowdstrike Holdings, Inc. Class A* | 156,000 | |
2,301 | Datadog, Inc. Class A* | 279,295 | |
6,533 | Dolby Laboratories, Inc. Class A | 563,014 | |
7,659 | DoubleVerify Holdings, Inc.* | 281,698 | |
7,379 | Dropbox, Inc. Class A* | 217,533 | |
36 | Fair Isaac Corp.* | 41,904 | |
459 | HubSpot, Inc.* | 266,468 | |
2,219 | International Business Machines Corp. | 362,917 | |
466 | Intuit, Inc. | 291,264 | |
535 | Manhattan Associates, Inc.* | 115,196 | |
14,357 | Microsoft Corp. | 5,398,806 | |
498 | MongoDB, Inc.* | 203,607 | |
2,370 | Oracle Corp. | 249,869 | |
128 | Palo Alto Networks, Inc.* | 37,745 | |
1,926 | Procore Technologies, Inc.* | 133,318 | |
1,540 | Salesforce, Inc.* | 405,236 | |
467 | ServiceNow, Inc.* | 329,931 | |
1,678 | Smartsheet, Inc. Class A* | 80,242 | |
1,219 | Splunk, Inc.* | 185,715 | |
90 | Synopsys, Inc.* | 46,342 | |
535 | Workday, Inc. Class A* | 147,692 | |
1,588 | Workiva, Inc.* | 161,230 | |
234 | Zoom Video Communications, Inc. Class A* | 16,827 | |
12,451,264 | |||
Technology Hardware & Equipment - 7.4% | |||
31,961 | Apple, Inc. | 6,153,451 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Technology Hardware & Equipment - 7.4% - (continued) | |||
215 | Arrow Electronics, Inc.* | $ 26,284 | |
8,400 | Cisco Systems, Inc. | 424,368 | |
1,045 | Dell Technologies, Inc. Class C | 79,943 | |
3,830 | Flex Ltd.* | 116,662 | |
3,690 | HP, Inc. | 111,032 | |
3,051 | Jabil, Inc. | 388,697 | |
538 | Motorola Solutions, Inc. | 168,442 | |
654 | NetApp, Inc. | 57,657 | |
7,526,536 | |||
Telecommunication Services - 1.6% | |||
15,793 | AT&T, Inc. | 265,006 | |
36,928 | Verizon Communications, Inc. | 1,392,186 | |
1,657,192 | |||
Transportation - 1.1% | |||
1,941 | Expeditors International of Washington, Inc. | 246,895 | |
834 | FedEx Corp. | 210,977 | |
970 | Landstar System, Inc. | 187,841 | |
140 | Ryder System, Inc. | 16,109 | |
4,427 | Uber Technologies, Inc.* | 272,570 | |
1,314 | United Parcel Service, Inc. Class B | 206,600 | |
1,140,992 | |||
Utilities - 2.2% | |||
2,020 | Consolidated Edison, Inc. | 183,759 | |
773 | Constellation Energy Corp. | 90,356 | |
982 | DTE Energy Co. | 108,275 | |
6,772 | Edison International | 484,130 | |
1,146 | National Fuel Gas Co. | 57,495 | |
4,754 | NextEra Energy, Inc. | 288,758 | |
7,987 | PG&E Corp. | 144,006 | |
201 | Pinnacle West Capital Corp. | 14,440 | |
6,426 | Public Service Enterprise Group, Inc. | 392,950 | |
6,887 | Southern Co. | 482,917 | |
2,247,086 | |||
Total Common Stocks (cost $92,465,241) | $ 100,812,370 | ||
Total Investments (cost $92,465,241) | 99.7% | $ 100,812,370 | |
Other Assets and Liabilities | 0.3% | 282,055 | |
Total Net Assets | 100.0% | $ 101,094,425 |
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. |
3 |
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 11 | 03/15/2024 | $ 265,100 | $ 3,297 | ||||
Total futures contracts | $ 3,297 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,051,238 | $ 2,051,238 | $ — | $ — | ||||
Banks | 3,793,965 | 3,793,965 | — | — | ||||
Capital Goods | 6,076,599 | 6,076,599 | — | — | ||||
Commercial & Professional Services | 2,006,588 | 2,006,588 | — | — | ||||
Consumer Discretionary Distribution & Retail | 4,862,733 | 4,862,733 | — | — | ||||
Consumer Durables & Apparel | 1,050,161 | 1,050,161 | — | — | ||||
Consumer Services | 2,220,451 | 2,220,451 | — | — | ||||
Consumer Staples Distribution & Retail | 2,247,966 | 2,247,966 | — | — | ||||
Energy | 3,212,451 | 3,212,451 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 4,382,415 | 4,382,415 | — | — | ||||
Financial Services | 7,662,754 | 7,662,754 | — | — | ||||
Food, Beverage & Tobacco | 4,201,974 | 4,201,974 | — | — | ||||
Health Care Equipment & Services | 3,393,535 | 3,393,535 | — | — | ||||
Household & Personal Products | 1,375,787 | 1,375,787 | — | — | ||||
Insurance | 2,146,289 | 2,146,289 | — | — | ||||
Materials | 1,962,829 | 1,962,829 | — | — | ||||
Media & Entertainment | 7,103,648 | 7,103,648 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 8,850,830 | 8,850,830 | — | — | ||||
Real Estate Management & Development | 60,464 | 60,464 | — | — | ||||
Semiconductors & Semiconductor Equipment | 7,126,623 | 7,126,623 | — | — | ||||
Software & Services | 12,451,264 | 12,451,264 | — | — | ||||
Technology Hardware & Equipment | 7,526,536 | 7,526,536 | — | — | ||||
Telecommunication Services | 1,657,192 | 1,657,192 | — | — | ||||
Transportation | 1,140,992 | 1,140,992 | — | — | ||||
Utilities | 2,247,086 | 2,247,086 | — | — | ||||
Futures Contracts(2) | 3,297 | 3,297 | — | — | ||||
Total | $ 100,815,667 | $ 100,815,667 | $ — | $ — |
(1) | For the period ended December 31, 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. |
4 |
Hartford Longevity Economy ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 2.0% | |||
2,129 | Ford Motor Co. | $ 25,953 | |
797 | General Motors Co. | 28,628 | |
149 | Gentex Corp. | 4,866 | |
167 | Patrick Industries, Inc. | 16,759 | |
468 | Thor Industries, Inc. | 55,341 | |
613 | Winnebago Industries, Inc. | 44,675 | |
176,222 | |||
Banks - 3.9% | |||
1,090 | Bank of America Corp. | 36,700 | |
1,191 | Citigroup, Inc. | 61,265 | |
52 | City Holding Co. | 5,734 | |
7 | First Citizens BancShares, Inc. Class A | 9,933 | |
42 | Huntington Bancshares, Inc. | 534 | |
227 | International Bancshares Corp. | 12,331 | |
469 | JP Morgan Chase & Co. | 79,777 | |
97 | M&T Bank Corp. | 13,297 | |
1,837 | New York Community Bancorp, Inc. | 18,792 | |
778 | OFG Bancorp | 29,159 | |
32 | Pathward Financial, Inc. | 1,694 | |
91 | PNC Financial Services Group, Inc. | 14,091 | |
112 | Popular, Inc. | 9,192 | |
904 | Regions Financial Corp. | 17,519 | |
621 | Wells Fargo & Co. | 30,566 | |
340,584 | |||
Capital Goods - 2.5% | |||
43 | 3M Co. | 4,701 | |
281 | BWX Technologies, Inc. | 21,561 | |
61 | Curtiss-Wright Corp. | 13,590 | |
97 | General Dynamics Corp. | 25,188 | |
265 | General Electric Co. | 33,822 | |
19 | Honeywell International, Inc. | 3,985 | |
658 | Howmet Aerospace, Inc. | 35,611 | |
27 | Huntington Ingalls Industries, Inc. | 7,010 | |
61 | Lockheed Martin Corp. | 27,648 | |
49 | Northrop Grumman Corp. | 22,939 | |
29 | TransDigm Group, Inc. | 29,336 | |
225,391 | |||
Commercial & Professional Services - 0.1% | |||
95 | Parsons Corp.* | 5,958 | |
28 | Veralto Corp. | 2,303 | |
8,261 | |||
Consumer Discretionary Distribution & Retail - 8.1% | |||
443 | Amazon.com, Inc.* | 67,310 | |
310 | Best Buy Co., Inc. | 24,267 | |
188 | Buckle, Inc. | 8,934 | |
139 | Dick's Sporting Goods, Inc. | 20,426 | |
146 | Dillard's, Inc. Class A | 58,933 | |
1,245 | eBay, Inc. | 54,307 | |
183 | Home Depot, Inc. | 63,419 | |
805 | Kohl's Corp. | 23,087 | |
273 | Lowe's Cos., Inc. | 60,756 | |
3,694 | Macy's, Inc. | 74,323 | |
3,265 | Nordstrom, Inc. | 60,239 | |
483 | Ollie's Bargain Outlet Holdings, Inc.* | 36,655 | |
278 | Ross Stores, Inc. | 38,472 | |
580 | TJX Cos., Inc. | 54,410 | |
107 | Tractor Supply Co. | 23,008 | |
595 | Upbound Group, Inc. | 20,212 | |
68 | Williams-Sonoma, Inc. | 13,721 | |
32 | Winmark Corp. | 13,362 | |
715,841 | |||
Consumer Durables & Apparel - 3.9% | |||
29 | Deckers Outdoor Corp.* | 19,384 | |
337 | DR Horton, Inc. | 51,217 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Consumer Durables & Apparel - 3.9% - (continued) | |||
85 | Garmin Ltd. | $ 10,926 | |
19 | Helen of Troy Ltd.* | 2,295 | |
201 | KB Home | 12,554 | |
276 | La-Z-Boy, Inc. | 10,190 | |
295 | Lennar Corp. Class A | 43,967 | |
9 | Lululemon Athletica, Inc.* | 4,602 | |
106 | M/I Homes, Inc.* | 14,600 | |
167 | MDC Holdings, Inc. | 9,227 | |
514 | Newell Brands, Inc. | 4,461 | |
6 | NVR, Inc.* | 42,003 | |
84 | Polaris, Inc. | 7,961 | |
536 | PulteGroup, Inc. | 55,326 | |
225 | Ralph Lauren Corp. | 32,445 | |
49 | Skechers USA, Inc. Class A* | 3,055 | |
111 | Sturm Ruger & Co., Inc. | 5,045 | |
145 | Toll Brothers, Inc. | 14,905 | |
35 | Whirlpool Corp. | 4,262 | |
348,425 | |||
Consumer Services - 3.2% | |||
17 | Booking Holdings, Inc.* | 60,303 | |
152 | Boyd Gaming Corp. | 9,517 | |
261 | Darden Restaurants, Inc. | 42,882 | |
98 | Expedia Group, Inc.* | 14,875 | |
77 | Grand Canyon Education, Inc.* | 10,167 | |
78 | Hilton Worldwide Holdings, Inc. | 14,203 | |
100 | Marriott International, Inc. Class A | 22,551 | |
98 | McDonald's Corp. | 29,058 | |
111 | Monarch Casino & Resort, Inc. | 7,676 | |
79 | Perdoceo Education Corp. | 1,387 | |
249 | Red Rock Resorts, Inc. Class A | 13,279 | |
74 | Starbucks Corp. | 7,105 | |
27 | Texas Roadhouse, Inc. | 3,300 | |
36 | Vail Resorts, Inc. | 7,685 | |
301 | Yum! Brands, Inc. | 39,329 | |
283,317 | |||
Consumer Staples Distribution & Retail - 3.4% | |||
1,547 | Albertsons Cos., Inc. Class A | 35,581 | |
53 | Casey's General Stores, Inc. | 14,561 | |
84 | Costco Wholesale Corp. | 55,447 | |
107 | Dollar Tree, Inc.* | 15,199 | |
38 | Ingles Markets, Inc. Class A | 3,282 | |
1,019 | Kroger Co. | 46,578 | |
328 | PriceSmart, Inc. | 24,856 | |
244 | Sysco Corp. | 17,844 | |
60 | Target Corp. | 8,545 | |
418 | Walgreens Boots Alliance, Inc. | 10,914 | |
418 | Walmart, Inc. | 65,898 | |
298,705 | |||
Equity Real Estate Investment Trusts (REITs) - 1.1% | |||
240 | Apple Hospitality, Inc. REIT | 3,986 | |
6 | AvalonBay Communities, Inc. REIT | 1,123 | |
587 | Host Hotels & Resorts, Inc. REIT | 11,429 | |
452 | Iron Mountain, Inc. REIT | 31,631 | |
206 | Omega Healthcare Investors, Inc. REIT | 6,316 | |
85 | Simon Property Group, Inc. REIT | 12,125 | |
105 | Tanger, Inc. REIT | 2,911 | |
164 | Ventas, Inc. REIT | 8,174 | |
80 | VICI Properties, Inc. REIT | 2,550 | |
201 | Welltower, Inc. REIT | 18,124 | |
98,369 | |||
Financial Services - 4.0% | |||
14 | American Express Co. | 2,623 | |
16 | Ameriprise Financial, Inc. | 6,077 | |
411 | Artisan Partners Asset Management, Inc. Class A | 18,158 | |
253 | Bank of New York Mellon Corp. | 13,169 |
5 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Financial Services - 4.0% - (continued) | |||
93 | Berkshire Hathaway, Inc. Class B* | $ 33,169 | |
28 | BlackRock, Inc. | 22,730 | |
241 | Capital One Financial Corp. | 31,600 | |
20 | CME Group, Inc. | 4,212 | |
114 | Evercore, Inc. Class A | 19,500 | |
59 | FirstCash Holdings, Inc. | 6,395 | |
107 | Goldman Sachs Group, Inc. | 41,277 | |
136 | Houlihan Lokey, Inc. | 16,308 | |
92 | Intercontinental Exchange, Inc. | 11,816 | |
223 | Jackson Financial, Inc. Class A | 11,418 | |
311 | Janus Henderson Group PLC | 9,377 | |
55 | Moody's Corp. | 21,481 | |
260 | Morgan Stanley | 24,245 | |
101 | Nelnet, Inc. Class A | 8,910 | |
644 | PROG Holdings, Inc.* | 19,906 | |
185 | Raymond James Financial, Inc. | 20,627 | |
141 | SEI Investments Co. | 8,960 | |
58 | T Rowe Price Group, Inc. | 6,246 | |
358,204 | |||
Food, Beverage & Tobacco - 1.9% | |||
147 | Cal-Maine Foods, Inc. | 8,436 | |
181 | Coca-Cola Co. | 10,666 | |
12 | Coca-Cola Consolidated, Inc. | 11,141 | |
39 | General Mills, Inc. | 2,540 | |
99 | Hershey Co. | 18,458 | |
220 | John B Sanfilippo & Son, Inc. | 22,669 | |
232 | Kellanova | 12,971 | |
71 | McCormick & Co., Inc. | 4,858 | |
323 | Mondelez International, Inc. Class A | 23,395 | |
326 | Monster Beverage Corp.* | 18,781 | |
178 | PepsiCo, Inc. | 30,231 | |
61 | WK Kellogg Co. | 802 | |
164,948 | |||
Health Care Equipment & Services - 11.4% | |||
348 | Abbott Laboratories | 38,304 | |
217 | AMN Healthcare Services, Inc.* | 16,249 | |
123 | Becton Dickinson & Co. | 29,991 | |
686 | Boston Scientific Corp.* | 39,658 | |
593 | Cardinal Health, Inc. | 59,774 | |
319 | Cencora, Inc. | 65,516 | |
170 | Centene Corp.* | 12,616 | |
23 | Chemed Corp. | 13,449 | |
84 | Cigna Group | 25,154 | |
85 | Cooper Cos., Inc. | 32,167 | |
38 | CorVel Corp.* | 9,394 | |
153 | CVS Health Corp. | 12,081 | |
100 | Elevance Health, Inc. | 47,156 | |
198 | Encompass Health Corp. | 13,211 | |
36 | Haemonetics Corp.* | 3,078 | |
229 | HCA Healthcare, Inc. | 61,986 | |
105 | Henry Schein, Inc.* | 7,949 | |
363 | Hologic, Inc.* | 25,936 | |
79 | Humana, Inc. | 36,167 | |
72 | IDEXX Laboratories, Inc.* | 39,964 | |
116 | Intuitive Surgical, Inc.* | 39,134 | |
173 | Laboratory Corp. of America Holdings | 39,321 | |
115 | McKesson Corp. | 53,243 | |
293 | Medtronic PLC | 24,137 | |
122 | Molina Healthcare, Inc.* | 44,080 | |
1,023 | Patterson Cos., Inc. | 29,104 | |
30 | Penumbra, Inc.* | 7,546 | |
128 | Quest Diagnostics, Inc. | 17,649 | |
130 | ResMed, Inc. | 22,363 | |
16 | STERIS PLC | 3,518 | |
123 | Stryker Corp. | 36,834 | |
104 | UnitedHealth Group, Inc. | 54,753 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Health Care Equipment & Services - 11.4% - (continued) | |||
26 | Veeva Systems, Inc. Class A* | $ 5,005 | |
374 | Zimmer Biomet Holdings, Inc. | 45,516 | |
1,012,003 | |||
Household & Personal Products - 1.8% | |||
380 | BellRing Brands, Inc.* | 21,064 | |
268 | Church & Dwight Co., Inc. | 25,342 | |
48 | Clorox Co. | 6,844 | |
404 | Colgate-Palmolive Co. | 32,203 | |
32 | Inter Parfums, Inc. | 4,608 | |
261 | Kimberly-Clark Corp. | 31,714 | |
250 | Procter & Gamble Co. | 36,635 | |
158,410 | |||
Insurance - 1.1% | |||
491 | Aflac, Inc. | 40,507 | |
80 | American International Group, Inc. | 5,420 | |
130 | Arch Capital Group Ltd.* | 9,655 | |
3 | Markel Group, Inc.* | 4,260 | |
599 | Old Republic International Corp. | 17,611 | |
62 | Principal Financial Group, Inc. | 4,877 | |
34 | Travelers Cos., Inc. | 6,477 | |
164 | Unum Group | 7,416 | |
96,223 | |||
Media & Entertainment - 9.8% | |||
605 | Alphabet, Inc. Class A* | 84,512 | |
49 | Atlanta Braves Holdings, Inc. Class C* | 1,939 | |
4,181 | Cargurus, Inc.* | 101,013 | |
3,317 | Cars.com, Inc.* | 62,923 | |
21 | Charter Communications, Inc. Class A* | 8,162 | |
1,247 | Comcast Corp. Class A | 54,681 | |
333 | Electronic Arts, Inc. | 45,558 | |
2,286 | Eventbrite, Inc. Class A* | 19,111 | |
393 | Fox Corp. Class A | 11,660 | |
597 | IAC, Inc.* | 31,271 | |
131 | Madison Square Garden Sports Corp.* | 23,820 | |
378 | Match Group, Inc.* | 13,797 | |
277 | Meta Platforms, Inc. Class A* | 98,047 | |
93 | Netflix, Inc.* | 45,280 | |
101 | New York Times Co. Class A | 4,948 | |
174 | News Corp. Class A | 4,272 | |
2,103 | Pinterest, Inc. Class A* | 77,895 | |
623 | Shutterstock, Inc. | 30,078 | |
470 | TKO Group Holdings, Inc. | 38,343 | |
540 | TripAdvisor, Inc.* | 11,626 | |
1,812 | Yelp, Inc.* | 85,780 | |
187 | Ziff Davis, Inc.* | 12,565 | |
867,281 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.5% | |||
55 | 10X Genomics, Inc. Class A* | 3,078 | |
226 | AbbVie, Inc. | 35,023 | |
187 | Agilent Technologies, Inc. | 25,999 | |
124 | Amgen, Inc. | 35,714 | |
345 | Amphastar Pharmaceuticals, Inc.* | 21,338 | |
155 | Biogen, Inc.* | 40,109 | |
905 | Bristol-Myers Squibb Co. | 46,436 | |
78 | Bruker Corp. | 5,731 | |
81 | Corcept Therapeutics, Inc.* | 2,631 | |
85 | Danaher Corp. | 19,664 | |
1,331 | Dynavax Technologies Corp.* | 18,607 | |
137 | Eli Lilly & Co. | 79,860 | |
117 | Exact Sciences Corp.* | 8,656 | |
538 | Exelixis, Inc.* | 12,907 | |
682 | Gilead Sciences, Inc. | 55,249 | |
87 | IQVIA Holdings, Inc.* | 20,130 | |
371 | Johnson & Johnson | 58,151 | |
55 | Medpace Holdings, Inc.* | 16,859 |
6 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.5% - (continued) | |||
593 | Merck & Co., Inc. | $ 64,649 | |
21 | Mettler-Toledo International, Inc.* | 25,472 | |
1,333 | Pfizer, Inc. | 38,377 | |
58 | Prestige Consumer Healthcare, Inc.* | 3,551 | |
26 | Regeneron Pharmaceuticals, Inc.* | 22,836 | |
46 | Thermo Fisher Scientific, Inc. | 24,416 | |
142 | Vertex Pharmaceuticals, Inc.* | 57,778 | |
1,854 | Viatris, Inc. | 20,079 | |
75 | West Pharmaceutical Services, Inc. | 26,409 | |
235 | Zoetis, Inc. | 46,382 | |
836,091 | |||
Semiconductors & Semiconductor Equipment - 8.3% | |||
86 | Advanced Micro Devices, Inc.* | 12,677 | |
329 | Allegro MicroSystems, Inc.* | 9,959 | |
235 | Analog Devices, Inc. | 46,662 | |
86 | Broadcom, Inc. | 95,997 | |
261 | Diodes, Inc.* | 21,016 | |
617 | Intel Corp. | 31,004 | |
26 | MACOM Technology Solutions Holdings, Inc.* | 2,417 | |
97 | Marvell Technology, Inc. | 5,850 | |
659 | Microchip Technology, Inc. | 59,429 | |
310 | Micron Technology, Inc. | 26,455 | |
35 | Monolithic Power Systems, Inc. | 22,077 | |
81 | NVIDIA Corp. | 40,113 | |
295 | NXP Semiconductors NV | 67,756 | |
477 | ON Semiconductor Corp.* | 39,844 | |
296 | Power Integrations, Inc. | 24,304 | |
48 | Qorvo, Inc.* | 5,405 | |
464 | QUALCOMM, Inc. | 67,108 | |
233 | Rambus, Inc.* | 15,902 | |
407 | Skyworks Solutions, Inc. | 45,755 | |
704 | SMART Global Holdings, Inc.* | 13,327 | |
397 | Texas Instruments, Inc. | 67,673 | |
76 | Universal Display Corp. | 14,536 | |
735,266 | |||
Software & Services - 11.9% | |||
2,306 | A10 Networks, Inc. | 30,370 | |
3,284 | Adeia, Inc. | 40,689 | |
54 | Adobe, Inc.* | 32,216 | |
57 | ANSYS, Inc.* | 20,684 | |
5 | Appfolio, Inc. Class A* | 866 | |
111 | Cadence Design Systems, Inc.* | 30,233 | |
1,008 | CommVault Systems, Inc.* | 80,489 | |
20 | Crowdstrike Holdings, Inc. Class A* | 5,106 | |
800 | Dolby Laboratories, Inc. Class A | 68,944 | |
764 | Dropbox, Inc. Class A* | 22,523 | |
66 | Fair Isaac Corp.* | 76,825 | |
1,028 | Fortinet, Inc.* | 60,169 | |
32 | HubSpot, Inc.* | 18,577 | |
325 | InterDigital, Inc. | 35,276 | |
25 | Intuit, Inc. | 15,626 | |
70 | Manhattan Associates, Inc.* | 15,072 | |
212 | Microsoft Corp. | 79,721 | |
220 | N-able, Inc.* | 2,915 | |
575 | Oracle Corp. | 60,622 | |
103 | Palantir Technologies, Inc. Class A* | 1,769 | |
140 | Palo Alto Networks, Inc.* | 41,283 | |
636 | Progress Software Corp. | 34,535 | |
63 | PTC, Inc.* | 11,022 | |
84 | Qualys, Inc.* | 16,488 | |
77 | Roper Technologies, Inc. | 41,978 | |
99 | Salesforce, Inc.* | 26,051 | |
77 | ServiceNow, Inc.* | 54,400 | |
52 | Synopsys, Inc.* | 26,775 | |
897 | Teradata Corp.* | 39,028 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Software & Services - 11.9% - (continued) | |||
200 | VeriSign, Inc.* | $ 41,192 | |
83 | Workday, Inc. Class A* | 22,913 | |
1,054,357 | |||
Technology Hardware & Equipment - 10.0% | |||
362 | Apple, Inc. | 69,696 | |
205 | Arrow Electronics, Inc.* | 25,061 | |
798 | Avnet, Inc. | 40,219 | |
32 | CDW Corp. | 7,274 | |
1,008 | Dell Technologies, Inc. Class C | 77,112 | |
172 | Flex Ltd.* | 5,239 | |
3,868 | Hewlett Packard Enterprise Co. | 65,679 | |
2,291 | HP, Inc. | 68,936 | |
62 | Insight Enterprises, Inc.* | 10,986 | |
2,082 | IonQ, Inc.* | 25,796 | |
369 | Jabil, Inc. | 47,011 | |
896 | NetApp, Inc. | 78,991 | |
1,813 | Pure Storage, Inc. Class A* | 64,652 | |
852 | Seagate Technology Holdings PLC | 72,735 | |
246 | Super Micro Computer, Inc.* | 69,928 | |
301 | TE Connectivity Ltd. | 42,291 | |
955 | Western Digital Corp.* | 50,013 | |
3,271 | Xerox Holdings Corp. | 59,957 | |
881,576 | |||
Telecommunication Services - 0.3% | |||
31 | T-Mobile U.S., Inc. | 4,970 | |
456 | Verizon Communications, Inc. | 17,191 | |
22,161 | |||
Transportation - 0.4% | |||
625 | Uber Technologies, Inc.* | 38,481 | |
Utilities - 1.2% | |||
14 | Atmos Energy Corp. | 1,623 | |
104 | Consolidated Edison, Inc. | 9,461 | |
71 | Constellation Energy Corp. | 8,299 | |
244 | Edison International | 17,444 | |
20 | Entergy Corp. | 2,024 | |
235 | Exelon Corp. | 8,436 | |
1,672 | PG&E Corp. | 30,146 | |
376 | PPL Corp. | 10,190 | |
88 | Public Service Enterprise Group, Inc. | 5,381 | |
229 | Southern Co. | 16,057 | |
109,061 | |||
Total Common Stocks (cost $7,884,012) | $ 8,829,177 | ||
Total Investments (cost $7,884,012) | 99.8% | $ 8,829,177 | |
Other Assets and Liabilities | 0.2% | 17,084 | |
Total Net Assets | 100.0% | $ 8,846,261 |
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. |
7 |
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
* | Non-income producing. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 176,222 | $ 176,222 | $ — | $ — | ||||
Banks | 340,584 | 340,584 | — | — | ||||
Capital Goods | 225,391 | 225,391 | — | — | ||||
Commercial & Professional Services | 8,261 | 8,261 | — | — | ||||
Consumer Discretionary Distribution & Retail | 715,841 | 715,841 | — | — | ||||
Consumer Durables & Apparel | 348,425 | 348,425 | — | — | ||||
Consumer Services | 283,317 | 283,317 | — | — | ||||
Consumer Staples Distribution & Retail | 298,705 | 298,705 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 98,369 | 98,369 | — | — | ||||
Financial Services | 358,204 | 358,204 | — | — | ||||
Food, Beverage & Tobacco | 164,948 | 164,948 | — | — | ||||
Health Care Equipment & Services | 1,012,003 | 1,012,003 | — | — | ||||
Household & Personal Products | 158,410 | 158,410 | — | — | ||||
Insurance | 96,223 | 96,223 | — | — | ||||
Media & Entertainment | 867,281 | 867,281 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 836,091 | 836,091 | — | — | ||||
Semiconductors & Semiconductor Equipment | 735,266 | 735,266 | — | — | ||||
Software & Services | 1,054,357 | 1,054,357 | — | — | ||||
Technology Hardware & Equipment | 881,576 | 881,576 | — | — | ||||
Telecommunication Services | 22,161 | 22,161 | — | — | ||||
Transportation | 38,481 | 38,481 | — | — | ||||
Utilities | 109,061 | 109,061 | — | — | ||||
Total | $ 8,829,177 | $ 8,829,177 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
8 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% | |||
Australia - 10.4% | |||
432,792 | AGL Energy Ltd. | $ 2,799,591 | |
133,847 | Ampol Ltd. | 3,301,597 | |
364,136 | ANZ Group Holdings Ltd. | 6,440,294 | |
1,284,157 | Aurizon Holdings Ltd. | 3,329,728 | |
378,121 | Bendigo & Adelaide Bank Ltd. | 2,494,964 | |
213,963 | BHP Group Ltd. | 7,359,739 | |
443,313 | BlueScope Steel Ltd. | 7,078,372 | |
454,509 | Brambles Ltd. | 4,217,824 | |
15,908 | Cochlear Ltd. | 3,242,009 | |
815,109 | Coles Group Ltd. | 8,960,212 | |
241,052 | Dexus REIT | 1,263,220 | |
126,467 | EBOS Group Ltd. | 2,842,576 | |
1,172,912 | Endeavour Group Ltd. | 4,169,752 | |
326,188 | Fortescue Ltd. | 6,459,107 | |
574,853 | Glencore PLC | 3,459,655 | |
729,685 | GPT Group REIT | 2,310,258 | |
702,923 | Harvey Norman Holdings Ltd.(1) | 2,014,485 | |
162,438 | Iluka Resources Ltd. | 731,541 | |
2,540,579 | Incitec Pivot Ltd. | 4,923,320 | |
577,446 | Insurance Australia Group Ltd. | 2,230,154 | |
162,893 | JB Hi-Fi Ltd. | 5,894,285 | |
741,401 | Medibank Pvt Ltd. | 1,800,986 | |
923,043 | Mirvac Group REIT | 1,316,362 | |
1,574,969 | New Hope Corp. Ltd. | 5,545,348 | |
32,230 | Pro Medicus Ltd. | 2,107,506 | |
72,230 | Rio Tinto PLC | 5,379,242 | |
354,426 | Sonic Healthcare Ltd. | 7,758,308 | |
2,143,105 | South32 Ltd. | 4,869,616 | |
2,329,012 | Stockland REIT | 7,071,944 | |
173,401 | Technology One Ltd. | 1,818,580 | |
2,317,836 | Telstra Group Ltd. | 6,263,037 | |
891,193 | Viva Energy Group Ltd.(2) | 2,122,288 | |
55,587 | Washington H Soul Pattinson & Co. Ltd. | 1,242,959 | |
154,816 | Wesfarmers Ltd. | 6,025,629 | |
1,558,501 | Whitehaven Coal Ltd. | 7,912,015 | |
111,268 | Woodside Energy Group Ltd. | 2,358,190 | |
313,455 | Woolworths Group Ltd. | 7,956,557 | |
854,211 | Yancoal Australia Ltd.(1) | 2,885,210 | |
159,956,460 | |||
Austria - 0.3% | |||
28,802 | Andritz AG | 1,794,430 | |
125,997 | Mondi PLC | 2,469,547 | |
10,202 | voestalpine AG | 321,861 | |
4,585,838 | |||
Belgium - 1.0% | |||
6,321 | Ackermans & van Haaren NV | 1,108,820 | |
53,027 | Ageas SA | 2,302,634 | |
34,521 | Colruyt Group NV | 1,555,852 | |
10,623 | Shurgard Self Storage Ltd. REIT | 526,418 | |
31,980 | Solvay SA | 979,610 | |
31,980 | Syensqo SA* | 3,329,896 | |
63,125 | UCB SA | 5,501,779 | |
15,305,009 | |||
Brazil - 0.4% | |||
190,153 | Yara International ASA | 6,763,026 | |
Canada - 13.1% | |||
27,142 | Agnico Eagle Mines Ltd. | 1,495,424 | |
106,180 | Alimentation Couche-Tard, Inc. | 6,283,350 | |
32,605 | AltaGas Ltd. | 687,905 | |
148,094 | ARC Resources Ltd. | 2,209,168 | |
982,714 | B2Gold Corp. | 3,122,684 | |
73,207 | Bank of Montreal | 7,279,061 | |
55,867 | Bank of Nova Scotia | 2,732,763 | |
53,147 | Barrick Gold Corp. | 964,917 | |
93,429 | BCE, Inc. | 3,696,490 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Canada - 13.1% - (continued) | |||
25,156 | Brookfield Infrastructure Corp. Class A | $ 891,697 | |
42,709 | Canadian Imperial Bank of Commerce | 2,066,460 | |
62,495 | Canadian Tire Corp. Ltd. Class A | 6,669,419 | |
81,211 | Canadian Utilities Ltd. Class A | 1,964,067 | |
22,788 | CCL Industries, Inc. Class B | 1,029,832 | |
36,571 | CGI, Inc.* | 3,936,943 | |
139,302 | Choice Properties REIT | 1,473,732 | |
974 | Constellation Software, Inc. | 2,426,705 | |
63,486 | Dollarama, Inc. | 4,597,511 | |
168,094 | Element Fleet Management Corp. | 2,748,450 | |
95,908 | Emera, Inc. | 3,658,556 | |
118,568 | Empire Co. Ltd. Class A | 3,151,682 | |
9,357 | Fairfax Financial Holdings Ltd. | 8,675,130 | |
88,881 | Finning International, Inc. | 2,582,982 | |
6,723 | FirstService Corp. | 1,094,412 | |
76,202 | Fortis, Inc. | 3,150,137 | |
51,984 | George Weston Ltd. | 6,485,187 | |
306,638 | Great-West Lifeco, Inc. | 10,199,562 | |
163,836 | Hydro One Ltd.(2) | 4,932,724 | |
67,441 | iA Financial Corp., Inc. | 4,620,010 | |
27,648 | IGM Financial, Inc. | 734,079 | |
43,454 | Imperial Oil Ltd. | 2,487,417 | |
48,731 | Intact Financial Corp. | 7,533,977 | |
122,983 | Loblaw Cos. Ltd. | 11,964,401 | |
149,143 | Manulife Financial Corp. | 3,311,775 | |
119,278 | Metro, Inc. | 6,204,519 | |
46,912 | National Bank of Canada | 3,593,290 | |
56,557 | Northland Power, Inc. | 1,032,403 | |
77,487 | Nutrien Ltd. | 4,386,777 | |
42,295 | Open Text Corp. | 1,786,295 | |
269,426 | Power Corp. of Canada(1) | 7,741,962 | |
166,503 | Quebecor, Inc. Class B | 3,980,111 | |
34,097 | Restaurant Brands International, Inc. | 2,677,129 | |
26,779 | Rogers Communications, Inc. Class B | 1,259,746 | |
70,240 | Royal Bank of Canada | 7,137,995 | |
13,128 | Saputo, Inc. | 267,120 | |
71,426 | Stantec, Inc. | 5,762,398 | |
110,863 | Sun Life Financial, Inc. | 5,777,723 | |
95,994 | TELUS Corp. | 1,716,623 | |
1,916 | TFI International, Inc. | 261,899 | |
7,620 | Thomson Reuters Corp. | 1,119,538 | |
169,625 | TMX Group Ltd. | 4,122,919 | |
34,730 | Toromont Industries Ltd. | 3,057,905 | |
57,574 | Toronto-Dominion Bank | 3,738,424 | |
44,014 | Tourmaline Oil Corp. | 1,989,075 | |
39,934 | West Fraser Timber Co. Ltd. | 3,433,125 | |
201,905,585 | |||
China - 1.1% | |||
2,149,500 | BOC Hong Kong Holdings Ltd. | 5,835,834 | |
443,800 | ESR Group Ltd.(2) | 613,819 | |
1,326,000 | SITC International Holdings Co. Ltd. | 2,289,091 | |
524,200 | Wilmar International Ltd. | 1,418,690 | |
169,000 | Xinyi Glass Holdings Ltd. | 189,592 | |
5,192,200 | Yangzijiang Shipbuilding Holdings Ltd. | 5,864,891 | |
16,211,917 | |||
Denmark - 1.8% | |||
4,651 | AP Moller - Maersk AS Class B | 8,366,955 | |
2,318 | Carlsberg AS Class B | 290,868 | |
30,885 | Coloplast AS Class B | 3,533,193 | |
204,993 | H Lundbeck AS | 995,143 | |
115,407 | Novo Nordisk AS Class B | 11,938,567 | |
15,811 | Novozymes AS Class B | 869,466 | |
13,001 | Topdanmark AS | 621,118 | |
67,620 | Tryg AS | 1,471,971 | |
28,087,281 |
9 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Finland - 1.3% | |||
43,829 | Elisa OYJ | $ 2,027,166 | |
53,704 | Fortum OYJ | 774,773 | |
110,670 | Kesko OYJ Class B | 2,191,361 | |
84,835 | Kone OYJ Class B | 4,232,079 | |
24,443 | Mandatum OYJ* | 109,894 | |
89,940 | Metsa Board OYJ Class B | 714,343 | |
549,177 | Nokia OYJ ADR | 1,878,185 | |
154,843 | Nordea Bank Abp | 1,916,284 | |
84,532 | Orion OYJ Class B | 3,666,965 | |
24,443 | Sampo OYJ Class A | 1,069,508 | |
48,080 | TietoEVRY OYJ | 1,144,023 | |
19,724,581 | |||
France - 5.0% | |||
8,626 | Air Liquide SA | 1,678,197 | |
25,099 | Arkema SA | 2,855,738 | |
102,495 | AXA SA | 3,338,891 | |
28,908 | BioMerieux | 3,212,483 | |
17,040 | BNP Paribas SA | 1,178,147 | |
283,075 | Bouygues SA | 10,669,284 | |
498,886 | Carrefour SA | 9,128,880 | |
35,049 | Cie de Saint-Gobain SA | 2,580,867 | |
201,146 | Cie Generale des Etablissements Michelin SCA | 7,212,481 | |
76,861 | Danone SA | 4,982,197 | |
44,574 | Eiffage SA | 4,777,136 | |
6,247 | EssilorLuxottica SA | 1,253,176 | |
23,101 | Eurazeo SE | 1,833,506 | |
18,648 | Ipsen SA | 2,222,688 | |
54,223 | La Francaise des Jeux SAEM(2) | 1,967,032 | |
2,635 | L'Oreal SA | 1,311,731 | |
884,259 | Orange SA | 10,064,914 | |
16,751 | SEB SA | 2,090,951 | |
43,377 | TotalEnergies SE | 2,951,651 | |
34,311 | Verallia SA(2) | 1,321,252 | |
38,656 | Vivendi SE | 413,178 | |
77,044,380 | |||
Germany - 4.2% | |||
17,718 | Allianz SE | 4,735,492 | |
8,573 | BASF SE | 461,955 | |
146,997 | Bayer AG | 5,460,848 | |
62,289 | Bayerische Motoren Werke AG | 6,934,425 | |
30,778 | Brenntag SE | 2,829,390 | |
16,857 | Daimler Truck Holding AG | 633,489 | |
81,757 | Deutsche Post AG | 4,050,984 | |
195,652 | E.ON SE | 2,625,943 | |
156,964 | Fresenius Medical Care AG | 6,581,896 | |
167,817 | Fresenius SE & Co. KGaA | 5,203,591 | |
5,776 | Hannover Rueck SE | 1,380,093 | |
26,274 | Heidelberg Materials AG | 2,349,168 | |
11,926 | HOCHTIEF AG | 1,321,358 | |
2,658 | Knorr-Bremse AG | 172,646 | |
5,546 | Mercedes-Benz Group AG | 383,206 | |
52,493 | Merck KGaA | 8,355,840 | |
9,194 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3,809,573 | |
41,631 | Talanx AG | 2,973,104 | |
1,027,038 | Telefonica Deutschland Holding AG | 2,668,386 | |
13,680 | Wacker Chemie AG | 1,727,258 | |
64,658,645 | |||
Hong Kong - 3.0% | |||
287,200 | Bank of East Asia Ltd. | 354,561 | |
1,229,500 | CK Asset Holdings Ltd. | 6,172,260 | |
583,980 | CLP Holdings Ltd. | 4,820,038 | |
243,000 | Hang Lung Properties Ltd. | 338,583 | |
163,910 | Hang Seng Bank Ltd. | 1,911,239 | |
707,000 | Henderson Land Development Co. Ltd. | 2,177,530 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Hong Kong - 3.0% - (continued) | |||
1,829,000 | HKT Trust & HKT Ltd. | $ 2,183,028 | |
787,000 | Hong Kong & China Gas Co. Ltd. | 602,706 | |
79,726 | Jardine Matheson Holdings Ltd. | 3,285,508 | |
768,053 | Link REIT | 4,313,109 | |
844,000 | NWS Holdings Ltd. | 795,518 | |
1,694,770 | PCCW Ltd. | 902,888 | |
221,000 | Power Assets Holdings Ltd. | 1,280,679 | |
1,749,591 | Sino Land Co. Ltd. | 1,902,277 | |
620,000 | Sun Hung Kai Properties Ltd. | 6,705,342 | |
478,000 | Swire Pacific Ltd. Class A | 4,046,308 | |
667,400 | Swire Properties Ltd. | 1,350,433 | |
5,012,792 | WH Group Ltd.(2) | 3,235,488 | |
46,377,495 | |||
Ireland - 0.3% | |||
118,686 | Glanbia PLC | 1,954,798 | |
6,803 | Kerry Group PLC Class A | 591,125 | |
70,025 | Smurfit Kappa Group PLC | 2,775,430 | |
5,321,353 | |||
Israel - 2.6% | |||
563,578 | Bank Hapoalim BM | 5,088,150 | |
698,458 | Bank Leumi Le-Israel BM | 5,646,397 | |
2,664,148 | Bezeq The Israeli Telecommunication Corp. Ltd. | 3,644,531 | |
34,275 | Check Point Software Technologies Ltd.* | 5,236,877 | |
15,143 | Elbit Systems Ltd. | 3,229,699 | |
86,710 | First International Bank Of Israel Ltd. | 3,559,038 | |
806,955 | ICL Group Ltd. | 4,103,237 | |
293,459 | Israel Discount Bank Ltd. Class A | 1,475,078 | |
111,353 | Mizrahi Tefahot Bank Ltd. | 4,329,312 | |
10,919 | Strauss Group Ltd.* | 206,227 | |
89,980 | Tower Semiconductor Ltd.* | 2,766,194 | |
39,284,740 | |||
Italy - 2.1% | |||
2,155,159 | A2A SpA | 4,425,715 | |
187,626 | Assicurazioni Generali SpA | 3,959,723 | |
39,509 | Buzzi SpA | 1,201,945 | |
2,860 | DiaSorin SpA | 294,573 | |
185,128 | Eni SpA(1) | 3,138,692 | |
672,365 | Hera SpA | 2,207,388 | |
132,272 | Italgas SpA | 756,872 | |
459,115 | Pirelli & C SpA(2) | 2,498,785 | |
108,349 | Prysmian SpA | 4,927,544 | |
66,168 | Recordati Industria Chimica e Farmaceutica SpA | 3,569,106 | |
98,137 | UniCredit SpA | 2,663,019 | |
499,487 | Unipol Gruppo SpA | 2,848,177 | |
32,491,539 | |||
Japan - 18.3% | |||
186,815 | ABC-Mart, Inc. | 3,266,413 | |
121,700 | Air Water, Inc. | 1,663,038 | |
18,300 | Aisin Corp. | 640,331 | |
35,000 | Ajinomoto Co., Inc. | 1,350,546 | |
143,182 | Alfresa Holdings Corp. | 2,433,931 | |
111,100 | Amada Co. Ltd. | 1,158,441 | |
253,765 | Astellas Pharma, Inc. | 3,034,812 | |
44,900 | BIPROGY, Inc. | 1,406,111 | |
123,893 | Bridgestone Corp. | 5,132,183 | |
205,600 | Brother Industries Ltd. | 3,282,046 | |
37,597 | Canon Marketing Japan, Inc. | 1,140,337 | |
277,803 | Canon, Inc. | 7,133,259 | |
63,800 | Chugai Pharmaceutical Co. Ltd. | 2,417,503 | |
21,800 | COMSYS Holdings Corp. | 480,905 | |
174,000 | Concordia Financial Group Ltd. | 795,577 | |
88,800 | Dai Nippon Printing Co. Ltd. | 2,628,475 | |
160,400 | Daiwa House Industry Co. Ltd. | 4,860,468 | |
21,600 | Eisai Co. Ltd. | 1,080,460 | |
432,100 | ENEOS Holdings, Inc. | 1,717,611 |
10 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Japan - 18.3% - (continued) | |||
74,220 | FUJIFILM Holdings Corp. | $ 4,460,676 | |
19,748 | Fujitsu Ltd. | 2,980,130 | |
221,400 | Haseko Corp. | 2,877,038 | |
18,673 | Hitachi Ltd. | 1,347,031 | |
226,500 | Honda Motor Co. Ltd. | 2,355,292 | |
58,000 | Idemitsu Kosan Co. Ltd. | 315,754 | |
54,671 | ITOCHU Corp. | 2,236,400 | |
55,700 | Iwatani Corp. | 2,541,624 | |
458,900 | Japan Post Bank Co. Ltd. | 4,674,283 | |
263,081 | Japan Post Holdings Co. Ltd. | 2,350,337 | |
2,100 | Japan Post Insurance Co. Ltd. | 37,299 | |
169,200 | Japan Tobacco, Inc. | 4,374,621 | |
275,500 | Kajima Corp. | 4,605,020 | |
94,651 | KDDI Corp. | 3,011,806 | |
67,000 | Kinden Corp. | 1,138,686 | |
341,000 | Kuraray Co. Ltd. | 3,447,975 | |
50,400 | Kyocera Corp. | 735,730 | |
69,122 | Lawson, Inc. | 3,570,829 | |
41,600 | Marubeni Corp. | 657,580 | |
77,400 | MatsukiyoCocokara & Co. | 1,370,888 | |
55,600 | McDonald's Holdings Co. Japan Ltd. | 2,409,675 | |
142,050 | Medipal Holdings Corp. | 2,302,846 | |
109,332 | MEIJI Holdings Co. Ltd. | 2,597,197 | |
191,900 | Mitsubishi Chemical Group Corp. | 1,176,065 | |
143,700 | Mitsubishi Corp. | 2,296,978 | |
163,300 | Mitsubishi Electric Corp. | 2,315,482 | |
375,776 | Mitsubishi HC Capital, Inc. | 2,523,654 | |
140,200 | Mitsubishi UFJ Financial Group, Inc. | 1,204,797 | |
36,600 | Mitsui & Co. Ltd. | 1,375,421 | |
120,100 | Mitsui Chemicals, Inc. | 3,562,620 | |
351,800 | Mizuho Financial Group, Inc. | 6,020,127 | |
28,300 | MS&AD Insurance Group Holdings, Inc. | 1,113,291 | |
158,917 | NEC Corp. | 9,412,377 | |
31,100 | Nikon Corp. | 307,956 | |
37,100 | NIPPON EXPRESS HOLDINGS, Inc. | 2,108,947 | |
1,790,550 | Nippon Telegraph & Telephone Corp. | 2,188,337 | |
13,200 | Nissin Foods Holdings Co. Ltd. | 460,755 | |
149,400 | Niterra Co. Ltd. | 3,549,018 | |
369,800 | Obayashi Corp. | 3,200,142 | |
15,400 | OBIC Business Consultants Co. Ltd. | 704,568 | |
273,400 | Ono Pharmaceutical Co. Ltd. | 4,879,234 | |
20,400 | Oracle Corp. | 1,572,904 | |
44,546 | Osaka Gas Co. Ltd. | 930,543 | |
70,200 | Otsuka Corp. | 2,894,542 | |
198,900 | Otsuka Holdings Co. Ltd. | 7,461,924 | |
32,800 | Panasonic Holdings Corp. | 324,906 | |
84,266 | Resona Holdings, Inc. | 428,264 | |
375,400 | Ricoh Co. Ltd. | 2,883,801 | |
85,600 | Rinnai Corp. | 1,984,259 | |
13,000 | Rohto Pharmaceutical Co. Ltd. | 262,158 | |
299,300 | Santen Pharmaceutical Co. Ltd. | 2,982,810 | |
101,600 | Sanwa Holdings Corp. | 1,541,152 | |
85,200 | SCSK Corp. | 1,689,738 | |
142,900 | Sega Sammy Holdings, Inc. | 1,998,857 | |
375,700 | Seiko Epson Corp. | 5,624,307 | |
173,165 | Sekisui Chemical Co. Ltd. | 2,496,509 | |
273,748 | Sekisui House Ltd. | 6,081,563 | |
44,340 | Shimamura Co. Ltd. | 4,956,720 | |
317,900 | Shizuoka Financial Group, Inc. | 2,694,641 | |
357,600 | SoftBank Corp. | 4,463,025 | |
290,800 | Sohgo Security Services Co. Ltd. | 1,673,265 | |
65,100 | Sojitz Corp. | 1,470,730 | |
35,700 | Square Enix Holdings Co. Ltd. | 1,282,090 | |
175,293 | Subaru Corp. | 3,215,404 | |
45,717 | Sugi Holdings Co. Ltd. | 2,101,983 | |
43,300 | SUMCO Corp. | 649,439 | |
70,200 | Sumitomo Corp. | 1,531,673 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Japan - 18.3% - (continued) | |||
31,700 | Sumitomo Electric Industries Ltd. | $ 403,726 | |
227,629 | Sumitomo Forestry Co. Ltd. | 6,786,244 | |
110,200 | Sumitomo Mitsui Financial Group, Inc. | 5,377,898 | |
70,000 | Sumitomo Mitsui Trust Holdings, Inc. | 1,343,595 | |
160,300 | Sumitomo Rubber Industries Ltd. | 1,741,946 | |
81,700 | Sundrug Co. Ltd. | 2,626,361 | |
21,007 | Suntory Beverage & Food Ltd. | 692,882 | |
56,282 | Suzuken Co. Ltd. | 1,863,957 | |
41,015 | Taisei Corp. | 1,402,854 | |
32,400 | Taisho Pharmaceutical Holdings Co. Ltd. | 1,986,792 | |
118,900 | Takeda Pharmaceutical Co. Ltd. | 3,419,071 | |
12,900 | Tokio Marine Holdings, Inc. | 322,912 | |
314,896 | Tokyo Gas Co. Ltd. | 7,232,467 | |
170,600 | TOPPAN Holdings, Inc. | 4,761,746 | |
90,500 | Tosoh Corp. | 1,156,125 | |
35,519 | Toyo Suisan Kaisha Ltd. | 1,834,149 | |
48,200 | Toyota Boshoku Corp. | 764,984 | |
42,200 | Tsuruha Holdings, Inc. | 3,868,882 | |
1,180,557 | Yamada Holdings Co. Ltd. | 3,671,132 | |
154,338 | Yamaha Motor Co. Ltd. | 1,378,839 | |
145,300 | Yamato Holdings Co. Ltd. | 2,685,339 | |
125,080 | Yamazaki Baking Co. Ltd. | 2,853,293 | |
130,400 | Yokohama Rubber Co. Ltd. | 2,990,376 | |
85,353 | Zensho Holdings Co. Ltd. | 4,473,495 | |
281,257,205 | |||
Jordan - 0.2% | |||
126,769 | Hikma Pharmaceuticals PLC | 2,891,115 | |
Luxembourg - 0.2% | |||
43,600 | Eurofins Scientific SE | 2,840,639 | |
Netherlands - 3.3% | |||
94,597 | ABN AMRO Bank NV GDR(2) | 1,420,109 | |
101,343 | ASR Nederland NV | 4,780,203 | |
43,730 | EXOR NV | 4,371,725 | |
25,443 | Heineken Holding NV | 2,152,890 | |
44,416 | JDE Peet's NV | 1,195,202 | |
326,254 | Koninklijke Ahold Delhaize NV | 9,375,716 | |
2,030,265 | Koninklijke KPN NV | 6,992,840 | |
14,079 | Koninklijke Philips NV | 327,922 | |
18,925 | Koninklijke Vopak NV | 636,363 | |
35,814 | NN Group NV | 1,414,339 | |
78,208 | OCI NV | 2,266,939 | |
111,574 | Randstad NV | 6,990,753 | |
59,151 | Shell PLC | 1,939,057 | |
50,342 | Wolters Kluwer NV | 7,157,045 | |
51,021,103 | |||
New Zealand - 0.4% | |||
166,028 | Contact Energy Ltd. | 842,016 | |
173,484 | Fisher & Paykel Healthcare Corp. Ltd. | 2,592,256 | |
221,791 | Fletcher Building Ltd. | 667,405 | |
63,209 | Infratil Ltd. | 401,409 | |
657,428 | Spark New Zealand Ltd. | 2,157,746 | |
6,660,832 | |||
Norway - 1.0% | |||
210,363 | Equinor ASA | 6,672,946 | |
25,878 | Kongsberg Gruppen ASA | 1,185,898 | |
304,738 | Orkla ASA | 2,365,720 | |
405,489 | Telenor ASA | 4,655,515 | |
14,880,079 | |||
Portugal - 0.5% | |||
170,597 | Galp Energia SGPS SA | 2,513,923 | |
192,239 | Jeronimo Martins SGPS SA | 4,892,702 | |
7,406,625 |
11 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Singapore - 2.7% | |||
1,258,500 | CapitaLand Ascendas REIT | $ 2,890,801 | |
167,900 | City Developments Ltd. | 846,437 | |
137,209 | DBS Group Holdings Ltd. | 3,475,212 | |
2,689,500 | Frasers Logistics & Commercial Trust REIT(3) | 2,344,724 | |
107,400 | Jardine Cycle & Carriage Ltd. | 2,423,034 | |
49,960 | Keppel REIT | 35,223 | |
243,200 | Keppel Corp. Ltd. | 1,303,483 | |
502,200 | Mapletree Industrial Trust REIT | 955,592 | |
494,452 | Oversea-Chinese Banking Corp. Ltd. | 4,872,925 | |
1,058,700 | Sembcorp Industries Ltd. | 4,261,767 | |
425,400 | Singapore Airlines Ltd. | 2,115,552 | |
1,213,700 | Singapore Technologies Engineering Ltd. | 3,579,177 | |
2,153,100 | Suntec REIT | 2,007,667 | |
265,500 | United Overseas Bank Ltd. | 5,726,234 | |
225,000 | UOL Group Ltd. | 1,071,185 | |
333,400 | Venture Corp. Ltd. | 3,439,901 | |
41,348,914 | |||
Spain - 1.3% | |||
11,740 | ACS Actividades de Construccion y Servicios SA | 520,819 | |
249,849 | Banco Bilbao Vizcaya Argentaria SA | 2,270,341 | |
46,618 | Enagas SA | 786,095 | |
330,494 | Endesa SA | 6,739,381 | |
141,489 | Iberdrola SA | 1,855,232 | |
47,579 | Industria de Diseno Textil SA | 2,072,368 | |
955,595 | Mapfre SA | 2,051,027 | |
53,086 | Naturgy Energy Group SA | 1,583,319 | |
138,939 | Redeia Corp. SA | 2,288,372 | |
20,166,954 | |||
Sweden - 4.0% | |||
96,480 | Axfood AB | 2,613,557 | |
56,079 | Boliden AB* | 1,750,060 | |
103,810 | Essity AB Class B | 2,575,202 | |
111,506 | Getinge AB Class B | 2,481,759 | |
79,128 | H & M Hennes & Mauritz AB Class B | 1,386,763 | |
112,406 | Industrivarden AB Class C | 3,661,782 | |
26,206 | L E Lundbergforetagen AB Class B | 1,425,515 | |
14,281 | Saab AB Class B | 861,011 | |
480,071 | Securitas AB Class B(1) | 4,695,982 | |
384,586 | Skandinaviska Enskilda Banken AB Class A | 5,296,818 | |
81,434 | Skanska AB Class B | 1,473,478 | |
213,675 | SKF AB Class B | 4,268,051 | |
172,249 | Svenska Handelsbanken AB Class A | 1,870,702 | |
187,833 | Swedbank AB Class A | 3,789,146 | |
98,857 | Swedish Orphan Biovitrum AB* | 2,619,092 | |
452,064 | Tele2 AB Class B | 3,881,941 | |
1,735,273 | Telefonaktiebolaget LM Ericsson Class B | 10,866,711 | |
1,288,386 | Telia Co. AB | 3,289,409 | |
96,371 | Volvo AB Class B | 2,502,547 | |
61,309,526 | |||
Switzerland - 6.3% | |||
8,955 | ABB Ltd. | 396,865 | |
110,045 | Adecco Group AG | 5,396,016 | |
22,208 | Baloise Holding AG | 3,477,710 | |
23,356 | Banque Cantonale Vaudoise | 3,010,902 | |
512 | Barry Callebaut AG | 863,219 | |
18,979 | BKW AG | 3,371,188 | |
2,849 | Bucher Industries AG | 1,195,588 | |
21,668 | DKSH Holding AG | 1,503,489 | |
596 | Emmi AG | 645,109 | |
27,080 | Galenica AG(2) | 2,340,724 | |
4,131 | Geberit AG | 2,645,528 | |
3,123 | Georg Fischer AG | 226,716 | |
82 | Givaudan SA | 339,438 | |
26,274 | Helvetia Holding AG | 3,618,079 | |
36,722 | Kuehne & Nagel International AG | 12,644,253 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Switzerland - 6.3% - (continued) | |||
85,291 | Logitech International SA | $ 8,082,707 | |
106,586 | Novartis AG | 10,747,881 | |
27,376 | PSP Swiss Property AG | 3,825,126 | |
21,317 | Sandoz Group AG* | 685,366 | |
8,776 | Schindler Holding AG | 2,080,214 | |
8,059 | SFS Group AG | 997,740 | |
25,594 | SGS SA | 2,205,892 | |
4,696 | Sonova Holding AG | 1,531,019 | |
16,224 | Swatch Group AG | 4,406,590 | |
1,361 | Swiss Life Holding AG | 944,364 | |
42,180 | Swiss Prime Site AG | 4,502,909 | |
17,200 | Swisscom AG | 10,340,640 | |
8,463 | Zurich Insurance Group AG | 4,420,287 | |
96,445,559 | |||
United Kingdom - 10.6% | |||
267,018 | 3i Group PLC | 8,240,950 | |
39,691 | Admiral Group PLC | 1,358,052 | |
106,541 | AstraZeneca PLC ADR | 7,175,536 | |
906,416 | B&M European Value Retail SA | 6,473,104 | |
752,555 | BAE Systems PLC | 10,653,658 | |
43,498 | Barratt Developments PLC | 311,969 | |
26,826 | BP PLC ADR | 949,640 | |
24,949 | British American Tobacco PLC | 730,083 | |
1,037,400 | BT Group PLC | 1,634,582 | |
59,178 | Bunzl PLC | 2,406,539 | |
5,404,570 | Centrica PLC | 9,690,425 | |
899,500 | CK Hutchison Holdings Ltd. | 4,820,879 | |
761,213 | ConvaTec Group PLC(2) | 2,369,702 | |
79,798 | DCC PLC | 5,877,755 | |
9,230 | Dechra Pharmaceuticals PLC | 453,948 | |
885,340 | DS Smith PLC | 3,468,283 | |
8,303 | Games Workshop Group PLC | 1,044,706 | |
402,815 | Howden Joinery Group PLC | 4,177,905 | |
1,380,780 | HSBC Holdings PLC | 11,186,184 | |
369,141 | IG Group Holdings PLC | 3,602,296 | |
285,890 | Imperial Brands PLC | 6,583,834 | |
111,783 | Inchcape PLC | 1,019,594 | |
63,281 | Intertek Group PLC | 3,425,274 | |
1,595,911 | J Sainsbury PLC | 6,156,297 | |
2,328,816 | Kingfisher PLC | 7,223,027 | |
3,982,986 | Lloyds Banking Group PLC | 2,422,480 | |
1,337,538 | Man Group PLC | 3,966,046 | |
235,365 | National Grid PLC | 3,174,457 | |
755,809 | NatWest Group PLC | 2,113,930 | |
30,770 | Next PLC | 3,184,333 | |
168,146 | Pearson PLC | 2,066,786 | |
35,523 | Reckitt Benckiser Group PLC | 2,454,431 | |
54,094 | RELX PLC | 2,144,625 | |
418,128 | Sage Group PLC | 6,249,770 | |
131,935 | Schroders PLC | 723,052 | |
379,286 | Smith & Nephew PLC | 5,214,695 | |
64,239 | Spectris PLC | 3,094,693 | |
133,136 | Standard Chartered PLC | 1,131,365 | |
1,507,958 | Tesco PLC | 5,584,410 | |
69,282 | Unilever PLC | 3,356,185 | |
2,106,559 | Vodafone Group PLC | 1,841,138 | |
216,842 | Wise PLC Class A* | 2,415,999 | |
162,172,617 | |||
United States - 3.7% | |||
14,317 | CSL Ltd. | 2,800,342 | |
300,161 | GSK PLC ADR | 11,123,967 | |
22,650 | Holcim AG* | 1,776,692 | |
35,335 | Nestle SA | 4,093,763 | |
77,098 | QIAGEN NV* | 3,348,366 | |
35,676 | Roche Holding AG | 10,363,907 | |
99,987 | Sanofi SA | 9,914,051 |
12 |
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
United States - 3.7% - (continued) | |||
159,569 | Signify NV(2) | $ 5,344,443 | |
302,690 | Stellantis NV | 7,071,852 | |
4,315 | Swiss Re AG | 484,793 | |
56,322,176 | |||
Total Common Stocks (cost $1,375,163,380) | $ 1,522,441,193 | ||
PREFERRED STOCKS - 0.3% | |||
Germany - 0.3% | |||
29,288 | FUCHS SE (Preference Shares)(4) | $ 1,303,826 | |
31,865 | Henkel AG & Co. KGaA (Preference Shares)(4) | 2,564,648 | |
Total Preferred Stocks (cost $3,726,900) | $ 3,868,474 | ||
WARRANTS - 0.0% | |||
Canada - 0.0% | |||
1,030 | Constellation Software, Inc. Expires 03/31/2040*(5) | $ — | |
Total Warrants (cost $—) | $ — | ||
Total Long-Term Investments (cost $1,378,890,280) | $ 1,526,309,667 | ||
SHORT-TERM INVESTMENTS - 0.7% | |||
Securities Lending Collateral - 0.7% | |||
1,770,178 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.25%(6) | $ 1,770,178 | |
5,900,593 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.31%(6) | 5,900,593 | |
1,770,178 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(6) | 1,770,178 | |
1,770,178 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(6) | 1,770,178 | |
Total Short-Term Investments (cost $11,211,127) | $ 11,211,127 | ||
Total Investments (cost $1,390,101,407) | 100.1% | $ 1,537,520,794 | |
Other Assets and Liabilities | (0.1)% | (1,471,333) | |
Total Net Assets | 100.0% | $ 1,536,049,461 |
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 December 31, 2023, the aggregate value of these securities was $28,166,366, representing 1.8% 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 December 31, 2023, the aggregate value of this security was $2,344,724, representing 0.2% of net assets. |
(4) | Currently no rate available. |
(5) | Investment valued using significant unobservable inputs. |
(6) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 53 | 03/15/2024 | $ 5,968,860 | $ 179,158 | ||||
Total futures contracts | $ 179,158 |
† 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)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 159,956,460 | $ 159,956,460 | $ — | $ — | ||||
Austria | 4,585,838 | 4,585,838 | — | — | ||||
Belgium | 15,305,009 | 15,305,009 | — | — | ||||
Brazil | 6,763,026 | 6,763,026 | — | — | ||||
Canada | 201,905,585 | 201,905,585 | — | — | ||||
China | 16,211,917 | 16,211,917 | — | — | ||||
Denmark | 28,087,281 | 28,087,281 | — | — | ||||
Finland | 19,724,581 | 19,724,581 | — | — | ||||
France | 77,044,380 | 77,044,380 | — | — | ||||
Germany | 64,658,645 | 64,658,645 | — | — | ||||
Hong Kong | 46,377,495 | 46,377,495 | — | — | ||||
Ireland | 5,321,353 | 5,321,353 | — | — | ||||
Israel | 39,284,740 | 39,284,740 | — | — | ||||
Italy | 32,491,539 | 32,491,539 | — | — | ||||
Japan | 281,257,205 | 281,257,205 | — | — | ||||
Jordan | 2,891,115 | 2,891,115 | — | — | ||||
Luxembourg | 2,840,639 | 2,840,639 | — | — | ||||
Netherlands | 51,021,103 | 51,021,103 | — | — | ||||
New Zealand | 6,660,832 | 6,660,832 | — | — | ||||
Norway | 14,880,079 | 14,880,079 | — | — | ||||
Portugal | 7,406,625 | 7,406,625 | — | — | ||||
Singapore | 41,348,914 | 41,348,914 | — | — | ||||
Spain | 20,166,954 | 20,166,954 | — | — | ||||
Sweden | 61,309,526 | 61,309,526 | — | — | ||||
Switzerland | 96,445,559 | 96,445,559 | — | — | ||||
United Kingdom | 162,172,617 | 162,172,617 | — | — | ||||
United States | 56,322,176 | 56,322,176 | — | — | ||||
Preferred Stocks | 3,868,474 | 3,868,474 | — | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 11,211,127 | 11,211,127 | — | — | ||||
Futures Contracts(2) | 179,158 | 179,158 | — | — | ||||
Total | $ 1,537,699,952 | $ 1,537,699,952 | $ — | $ — |
(1) | For the period ended December 31, 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 December 31, 2023 is not presented.
14 |
Hartford Multifactor Diversified International ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% | |||
Australia - 8.9% | |||
3,255 | AGL Energy Ltd. | $ 21,056 | |
7,548 | ANZ Group Holdings Ltd. | 133,498 | |
4,715 | BHP Group Ltd. | 162,183 | |
6,774 | BlueScope Steel Ltd. | 108,160 | |
2,692 | Brambles Ltd. | 24,982 | |
9,266 | Coles Group Ltd. | 101,858 | |
514 | EBOS Group Ltd. | 11,553 | |
6,236 | Fortescue Ltd. | 123,484 | |
5,933 | Glencore PLC | 35,707 | |
6,658 | Incitec Pivot Ltd. | 12,902 | |
5,460 | JB Hi-Fi Ltd. | 197,570 | |
856 | Rio Tinto PLC | 63,750 | |
6,222 | Sonic Healthcare Ltd. | 136,198 | |
28,173 | South32 Ltd. | 64,015 | |
36,607 | Stockland REIT | 111,156 | |
12,666 | Telstra Group Ltd. | 34,225 | |
1,345 | Wesfarmers Ltd. | 52,349 | |
8,635 | Whitehaven Coal Ltd. | 43,837 | |
1,688 | Woodside Energy Group Ltd. | 35,775 | |
2,723 | Woolworths Group Ltd. | 69,119 | |
1,543,377 | |||
Austria - 0.2% | |||
450 | Andritz AG | 28,036 | |
306 | Erste Group Bank AG | 12,416 | |
40,452 | |||
Belgium - 0.1% | |||
98 | Solvay SA | 3,002 | |
98 | Syensqo SA* | 10,204 | |
59 | UCB SA | 5,142 | |
18,348 | |||
Brazil - 0.9% | |||
2,851 | Telefonica Brasil SA | 31,365 | |
1,658 | Vale SA ADR | 26,296 | |
2,685 | Yara International ASA | 95,495 | |
153,156 | |||
Canada - 5.0% | |||
732 | Alimentation Couche-Tard, Inc. | 43,317 | |
905 | Bank of Montreal | 89,985 | |
506 | Bank of Nova Scotia | 24,751 | |
329 | Canadian Tire Corp. Ltd. Class A | 35,111 | |
142 | Fairfax Financial Holdings Ltd. | 131,652 | |
1,130 | Finning International, Inc. | 32,839 | |
701 | George Weston Ltd. | 87,452 | |
1,429 | Great-West Lifeco, Inc. | 47,532 | |
942 | Loblaw Cos. Ltd. | 91,642 | |
254 | Nutrien Ltd. | 14,380 | |
3,103 | Power Corp. of Canada | 89,165 | |
916 | Royal Bank of Canada | 93,087 | |
725 | Sun Life Financial, Inc. | 37,784 | |
630 | Toronto-Dominion Bank | 40,908 | |
39 | West Fraser Timber Co. Ltd. | 3,353 | |
862,958 | |||
China - 11.1% | |||
340,000 | Agricultural Bank of China Ltd. Class H | 131,061 | |
394,000 | Bank of China Ltd. Class H | 150,363 | |
120,000 | Bank of Communications Co. Ltd. Class H | 74,841 | |
500 | BOC Hong Kong Holdings Ltd. | 1,358 | |
148,000 | China CITIC Bank Corp. Ltd. Class H | 69,749 | |
226,000 | China Construction Bank Corp. Class H | 134,583 | |
74,000 | China Minsheng Banking Corp. Ltd. Class H | 25,114 | |
36,000 | China Petroleum & Chemical Corp. Class H | 18,856 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
China - 11.1% - (continued) | |||
121,000 | China Railway Group Ltd. Class H | $ 53,926 | |
6,000 | China Resources Land Ltd. | 21,515 | |
19,000 | China Shenhua Energy Co. Ltd. Class H | 65,089 | |
1,166,000 | China Tower Corp. Ltd. Class H(1) | 122,445 | |
42,000 | CITIC Ltd. | 41,954 | |
46,000 | COSCO SHIPPING Holdings Co. Ltd. Class H | 46,244 | |
56,000 | CSPC Pharmaceutical Group Ltd. | 52,066 | |
228,000 | Industrial & Commercial Bank of China Ltd. Class H | 111,539 | |
130,000 | Lenovo Group Ltd. | 181,801 | |
345,000 | People's Insurance Co. Group of China Ltd. Class H | 106,038 | |
178,000 | PetroChina Co. Ltd. Class H | 117,625 | |
62,000 | PICC Property & Casualty Co. Ltd. Class H | 73,683 | |
1,500 | Ping An Insurance Group Co. of China Ltd. Class H | 6,791 | |
92,000 | Postal Savings Bank of China Co. Ltd. Class H(1) | 43,947 | |
57,700 | Shanghai Pharmaceuticals Holding Co. Ltd. Class H | 84,386 | |
50,000 | Sinopharm Group Co. Ltd. Class H | 130,946 | |
55,000 | Yangzijiang Shipbuilding Holdings Ltd. | 62,126 | |
1,928,046 | |||
Denmark - 1.2% | |||
58 | AP Moller - Maersk AS Class B | 104,340 | |
942 | Novo Nordisk AS Class B | 97,447 | |
201,787 | |||
Finland - 0.3% | |||
574 | Fortum OYJ | 8,281 | |
325 | Kone OYJ Class B | 16,213 | |
1,653 | Nordea Bank Abp | 20,457 | |
44,951 | |||
France - 3.4% | |||
199 | Air Liquide SA | 38,716 | |
1,171 | AXA SA | 38,147 | |
977 | BNP Paribas SA | 67,550 | |
802 | Cie de Saint-Gobain SA | 59,056 | |
2,708 | Cie Generale des Etablissements Michelin SCA | 97,100 | |
320 | Danone SA | 20,743 | |
901 | Engie SA | 15,843 | |
43 | EssilorLuxottica SA | 8,626 | |
38 | L'Oreal SA | 18,917 | |
41 | LVMH Moet Hennessy Louis Vuitton SE | 33,225 | |
7,951 | Orange SA | 90,501 | |
269 | Societe Generale SA | 7,139 | |
1,113 | TotalEnergies SE | 75,736 | |
300 | Veolia Environnement SA | 9,464 | |
19 | Vinci SA | 2,399 | |
583,162 | |||
Germany - 2.3% | |||
290 | Allianz SE | 77,508 | |
1,091 | Bayer AG | 40,530 | |
790 | Bayerische Motoren Werke AG | 87,948 | |
1,299 | Deutsche Post AG | 64,364 | |
1,788 | E.ON SE | 23,998 | |
265 | Fresenius SE & Co. KGaA | 8,217 | |
211 | Mercedes-Benz Group AG | 14,579 | |
510 | Merck KGaA | 81,182 | |
398,326 | |||
Hong Kong - 1.8% | |||
14,500 | CK Asset Holdings Ltd. | 72,792 | |
5,000 | CLP Holdings Ltd. | 41,269 | |
6,200 | Link REIT | 34,817 | |
8,092 | Sino Land Co. Ltd. | 8,798 |
15 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Hong Kong - 1.8% - (continued) | |||
6,000 | Sun Hung Kai Properties Ltd. | $ 64,891 | |
133,500 | WH Group Ltd.(1) | 86,167 | |
308,734 | |||
India - 0.7% | |||
1,620 | Dr Reddy's Laboratories Ltd. ADR | 112,720 | |
885 | Infosys Ltd. ADR | 16,266 | |
128,986 | |||
Indonesia - 2.1% | |||
58,300 | Adaro Energy Indonesia Tbk. PT | 9,012 | |
269,000 | Astra International Tbk. PT | 98,711 | |
100,300 | Bank Mandiri Persero Tbk. PT | 39,411 | |
79,300 | Bank Negara Indonesia Persero Tbk. PT | 27,683 | |
89,300 | Bank Rakyat Indonesia Persero Tbk. PT | 33,204 | |
219,100 | Indofood Sukses Makmur Tbk. PT | 91,784 | |
105,200 | Kalbe Farma Tbk. PT | 11,000 | |
82,000 | Telkom Indonesia Persero Tbk. PT | 21,037 | |
26,100 | United Tractors Tbk. PT | 38,352 | |
370,194 | |||
Israel - 2.5% | |||
2,975 | Amot Investments Ltd. | 16,094 | |
5,396 | Bank Hapoalim BM | 48,717 | |
4,848 | Bank Leumi Le-Israel BM | 39,192 | |
66,121 | Bezeq The Israeli Telecommunication Corp. Ltd. | 90,453 | |
1,459 | FIBI Holdings Ltd. | 63,815 | |
777 | First International Bank Of Israel Ltd. | 31,892 | |
7,362 | ICL Group Ltd. | 37,435 | |
2,577 | Israel Discount Bank Ltd. Class A | 12,953 | |
3,413 | Mivne Real Estate KD Ltd. | 10,189 | |
36,972 | Oil Refineries Ltd. | 12,547 | |
605 | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 33,905 | |
3,059 | ZIM Integrated Shipping Services Ltd.(2) | 30,192 | |
427,384 | |||
Italy - 0.9% | |||
2,616 | A2A SpA | 5,372 | |
5,994 | Enel SpA | 44,561 | |
607 | Prysmian SpA | 27,605 | |
3,173 | UniCredit SpA | 86,102 | |
163,640 | |||
Japan - 14.7% | |||
7,300 | Alfresa Holdings Corp. | 124,092 | |
1,100 | Astellas Pharma, Inc. | 13,155 | |
1,300 | Bridgestone Corp. | 53,852 | |
1,700 | Brother Industries Ltd. | 27,137 | |
1,900 | Canon, Inc. | 48,787 | |
3,400 | Daiwa House Industry Co. Ltd. | 103,027 | |
200 | FUJIFILM Holdings Corp. | 12,020 | |
200 | Fujitsu Ltd. | 30,182 | |
800 | Hitachi Ltd. | 57,710 | |
8,600 | Honda Motor Co. Ltd. | 89,428 | |
400 | Horiba Ltd. | 31,295 | |
700 | Isuzu Motors Ltd. | 9,017 | |
1,500 | ITOCHU Corp. | 61,360 | |
3,600 | Japan Tobacco, Inc. | 93,077 | |
1,300 | Kajima Corp. | 21,730 | |
1,900 | KDDI Corp. | 60,458 | |
200 | Kuraray Co. Ltd. | 2,022 | |
500 | Lawson, Inc. | 25,830 | |
2,000 | Marubeni Corp. | 31,614 | |
1,500 | Mazda Motor Corp. | 16,210 | |
3,900 | Medipal Holdings Corp. | 63,225 | |
300 | MEIJI Holdings Co. Ltd. | 7,126 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Japan - 14.7% - (continued) | |||
4,200 | Mitsubishi Corp. | $ 67,135 | |
4,500 | Mitsubishi Electric Corp. | 63,807 | |
1,600 | Mitsubishi UFJ Financial Group, Inc. | 13,749 | |
1,900 | Mitsui & Co. Ltd. | 71,402 | |
6,500 | Mizuho Financial Group, Inc. | 111,230 | |
1,700 | NEC Corp. | 100,688 | |
1,900 | Nihon Kohden Corp. | 60,148 | |
800 | Nippon Steel Corp. | 18,329 | |
34,800 | Nippon Telegraph & Telephone Corp. | 42,531 | |
1,200 | Niterra Co. Ltd. | 28,506 | |
600 | Ono Pharmaceutical Co. Ltd. | 10,708 | |
1,900 | Otsuka Holdings Co. Ltd. | 71,280 | |
6,300 | Panasonic Holdings Corp. | 62,406 | |
2,000 | Ricoh Co. Ltd. | 15,364 | |
2,900 | Sanwa Holdings Corp. | 43,990 | |
4,000 | Seiko Epson Corp. | 59,881 | |
2,300 | Sekisui House Ltd. | 51,097 | |
300 | Seven & i Holdings Co. Ltd. | 11,906 | |
900 | Shimamura Co. Ltd. | 100,610 | |
200 | Shin-Etsu Chemical Co. Ltd. | 8,394 | |
5,600 | SoftBank Corp. | 69,891 | |
1,200 | Sohgo Security Services Co. Ltd. | 6,905 | |
2,800 | Subaru Corp. | 51,360 | |
200 | Sumitomo Corp. | 4,364 | |
500 | Sumitomo Electric Industries Ltd. | 6,368 | |
2,500 | Sumitomo Forestry Co. Ltd. | 74,532 | |
2,200 | Sumitomo Mitsui Financial Group, Inc. | 107,363 | |
1,000 | Takeda Pharmaceutical Co. Ltd. | 28,756 | |
900 | Tokio Marine Holdings, Inc. | 22,529 | |
5,400 | Tokyo Gas Co. Ltd. | 124,026 | |
600 | TOPPAN Holdings, Inc. | 16,747 | |
5,700 | Yamaha Motor Co. Ltd. | 50,923 | |
2,559,279 | |||
Malaysia - 2.2% | |||
26,600 | CIMB Group Holdings Bhd. | 33,865 | |
600 | Heineken Malaysia Bhd. | 3,152 | |
2,400 | Kuala Lumpur Kepong Bhd. | 11,397 | |
29,425 | Malayan Banking Bhd. | 56,929 | |
28,300 | Petronas Chemicals Group Bhd. | 44,097 | |
6,800 | Petronas Gas Bhd. | 25,750 | |
50,975 | RHB Bank Bhd. | 60,460 | |
44,600 | Sime Darby Bhd. | 22,810 | |
39,400 | Tenaga Nasional Bhd. | 86,088 | |
113,200 | YTL Corp. Bhd. | 46,561 | |
391,109 | |||
Mexico - 1.1% | |||
2,084 | America Movil SAB de CV ADR | 38,596 | |
186 | Arca Continental SAB de CV | 2,031 | |
948 | Coca-Cola Femsa SAB de CV ADR | 89,719 | |
34,142 | Fibra Uno Administracion SA de CV REIT | 61,492 | |
191,838 | |||
Netherlands - 0.9% | |||
600 | ING Groep NV | 8,965 | |
4,993 | Koninklijke Ahold Delhaize NV | 143,486 | |
152,451 | |||
New Zealand - 1.5% | |||
3,087 | Fisher & Paykel Healthcare Corp. Ltd. | 46,127 | |
13,692 | Fletcher Building Ltd. | 41,201 | |
55,354 | Spark New Zealand Ltd. | 181,678 | |
269,006 |
16 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Norway - 1.2% | |||
2,005 | Equinor ASA | $ 63,601 | |
6,598 | Europris ASA(1) | 49,863 | |
3,447 | Norsk Hydro ASA | 23,216 | |
3,007 | Orkla ASA | 23,344 | |
3,543 | Telenor ASA | 40,678 | |
200,702 | |||
Philippines - 0.7% | |||
4,740 | BDO Unibank, Inc. | 11,171 | |
3,460 | International Container Terminal Services, Inc. | 15,421 | |
8,680 | Manila Electric Co. | 62,543 | |
40,480 | Metropolitan Bank & Trust Co. | 37,501 | |
126,636 | |||
Poland - 0.6% | |||
8,616 | Powszechny Zaklad Ubezpieczen SA | 103,574 | |
Portugal - 0.1% | |||
465 | Jeronimo Martins SGPS SA | 11,835 | |
Russia - 0.0% | |||
698 | Gazprom PJSC*(3) | — | |
Singapore - 1.9% | |||
1,900 | CapitaLand Ascendas REIT | 4,364 | |
1,706 | DBS Group Holdings Ltd. | 43,209 | |
1,900 | Jardine Cycle & Carriage Ltd. | 42,866 | |
7,342 | Oversea-Chinese Banking Corp. Ltd. | 72,357 | |
9,400 | Singapore Airlines Ltd. | 46,747 | |
510 | STMicroelectronics NV | 25,566 | |
4,100 | United Overseas Bank Ltd. | 88,428 | |
600 | Venture Corp. Ltd. | 6,191 | |
329,728 | |||
South Africa - 0.2% | |||
542 | Gold Fields Ltd. ADR | 7,838 | |
493 | Remgro Ltd. | 4,380 | |
488 | Standard Bank Group Ltd. | 5,553 | |
3,673 | Woolworths Holdings Ltd. | 14,501 | |
32,272 | |||
South Korea - 5.9% | |||
174 | Coway Co. Ltd. | 7,728 | |
898 | DB HiTek Co. Ltd. | 40,859 | |
511 | DB Insurance Co. Ltd. | 33,210 | |
964 | Doosan Bobcat, Inc. | 37,725 | |
222 | Hyundai Glovis Co. Ltd. | 33,009 | |
140 | Hyundai Mobis Co. Ltd. | 25,763 | |
43 | Hyundai Motor Co. | 6,794 | |
2,637 | Kia Corp. | 204,752 | |
2,169 | KT Corp. | 57,934 | |
1,000 | KT&G Corp. | 67,474 | |
88 | LG Electronics, Inc. | 6,956 | |
7 | LG Innotek Co. Ltd. | 1,302 | |
14,393 | LG Uplus Corp. | 114,326 | |
104 | POSCO Holdings, Inc. | 40,335 | |
147 | Samsung Electro-Mechanics Co. Ltd. | 17,486 | |
2,687 | Samsung Electronics Co. Ltd. | 163,778 | |
460 | Samsung Fire & Marine Insurance Co. Ltd. | 93,936 | |
501 | Samsung SDS Co. Ltd. | 66,131 | |
116 | SK Hynix, Inc. | 12,745 | |
1,032,243 | |||
Spain - 1.1% | |||
11,054 | Banco Bilbao Vizcaya Argentaria SA | 100,446 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Spain - 1.1% - (continued) | |||
2,869 | Endesa SA | $ 58,504 | |
1,927 | Iberdrola SA | 25,267 | |
184,217 | |||
Sweden - 2.3% | |||
305 | Assa Abloy AB Class B | 8,786 | |
171 | Boliden AB | 5,336 | |
2,366 | H & M Hennes & Mauritz AB Class B | 41,465 | |
1,396 | Industrivarden AB Class C | 45,477 | |
235 | Sandvik AB | 5,086 | |
500 | Securitas AB Class B | 4,891 | |
2,541 | Skandinaviska Enskilda Banken AB Class A | 34,996 | |
925 | SKF AB Class B | 18,476 | |
18,802 | Telefonaktiebolaget LM Ericsson Class B | 117,743 | |
4,705 | Volvo AB Class B | 122,179 | |
404,435 | |||
Switzerland - 2.2% | |||
489 | Kuehne & Nagel International AG | 168,374 | |
1,257 | Novartis AG | 126,753 | |
251 | Sandoz Group AG* | 8,070 | |
108 | Swisscom AG | 64,929 | |
22 | Zurich Insurance Group AG | 11,491 | |
379,617 | |||
Taiwan - 7.5% | |||
22,000 | ASE Technology Holding Co. Ltd. | 96,773 | |
47,000 | Chicony Electronics Co. Ltd. | 267,998 | |
27,800 | Hon Hai Precision Industry Co. Ltd. | 94,658 | |
3,000 | International Games System Co. Ltd. | 70,771 | |
28,000 | King Yuan Electronics Co. Ltd. | 77,457 | |
15,000 | Lite-On Technology Corp. | 57,184 | |
1,000 | Makalot Industrial Co. Ltd. | 11,551 | |
1,000 | MediaTek, Inc. | 33,072 | |
4,000 | Micro-Star International Co. Ltd. | 26,588 | |
6,000 | Novatek Microelectronics Corp. | 101,074 | |
27,000 | Pegatron Corp. | 76,802 | |
15,000 | Pou Chen Corp. | 15,102 | |
13,000 | Powertech Technology, Inc. | 59,725 | |
1,000 | President Chain Store Corp. | 8,781 | |
17,000 | Qisda Corp. | 26,588 | |
5,000 | Quanta Computer, Inc. | 36,575 | |
15,000 | Tripod Technology Corp. | 95,306 | |
19,000 | Uni-President Enterprises Corp. | 46,122 | |
19,000 | United Microelectronics Corp. | 32,564 | |
15,000 | Wistron Corp. | 48,191 | |
6,000 | Zhen Ding Technology Holding Ltd. | 21,310 | |
1,304,192 | |||
Thailand - 2.4% | |||
15,678 | Advanced Info Service PCL NVDR | 99,674 | |
112,500 | AP Thailand PCL NVDR | 37,245 | |
18,400 | Bangchak Corp. PCL NVDR | 23,450 | |
5,700 | Bangkok Dusit Medical Services PCL NVDR | 4,634 | |
59,600 | Banpu PCL NVDR | 11,874 | |
155,500 | Krung Thai Bank PCL NVDR | 83,826 | |
1,100 | PTT Exploration & Production PCL NVDR | 4,818 | |
12,000 | PTT PCL NVDR | 12,569 | |
842,500 | Sansiri PCL NVDR | 43,689 | |
8,200 | SCB X PCL NVDR | 25,465 | |
117,300 | Supalai PCL NVDR | 63,921 | |
34,200 | WHA Corp. PCL NVDR | 5,310 | |
416,475 | |||
Turkey - 1.9% | |||
69,668 | Akbank TAS | 86,147 |
17 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Turkey - 1.9% - (continued) | |||
4,247 | BIM Birlesik Magazalar AS | $ 43,248 | |
25,704 | Haci Omer Sabanci Holding AS | 52,611 | |
7,594 | KOC Holding AS | 36,461 | |
11,506 | Mavi Giyim Sanayi Ve Ticaret AS Class B(1) | 45,387 | |
360 | Migros Ticaret AS | 4,083 | |
3,174 | Sok Marketler Ticaret AS | 5,798 | |
280 | Tofas Turk Otomobil Fabrikasi AS | 1,991 | |
15,497 | Turkiye Is Bankasi AS Class C | 12,257 | |
2,089 | Turkiye Petrol Rafinerileri AS | 10,115 | |
17,239 | Turkiye Sise ve Cam Fabrikalari AS | 26,745 | |
22,452 | Yapi ve Kredi Bankasi AS | 14,854 | |
339,697 | |||
United Kingdom - 4.6% | |||
3,621 | 3i Group PLC | 111,755 | |
909 | AstraZeneca PLC ADR | 61,221 | |
4,672 | B&M European Value Retail SA | 33,365 | |
7,002 | BAE Systems PLC | 99,125 | |
134 | BP PLC ADR | 4,744 | |
80,010 | Centrica PLC | 143,458 | |
9,000 | CK Hutchison Holdings Ltd. | 48,236 | |
19,200 | HSBC Holdings PLC | 154,907 | |
1,668 | Imperial Brands PLC | 38,413 | |
6,056 | J Sainsbury PLC | 23,361 | |
21,660 | Kingfisher PLC | 67,180 | |
37,111 | Lloyds Banking Group PLC | 22,571 | |
808,336 | |||
United States - 4.0% | |||
3,305 | GSK PLC ADR | 122,483 | |
439 | Nestle SA | 50,861 | |
508 | Roche Holding AG | 147,574 | |
1,495 | Sanofi SA | 148,234 | |
178 | Schneider Electric SE | 35,743 | |
8,420 | Stellantis NV | 196,720 | |
701,615 | |||
Total Common Stocks (cost $15,270,628) | $ 17,112,758 | ||
PREFERRED STOCKS - 0.8% | |||
Brazil - 0.7% | |||
12,274 | Gerdau SA (Preference Shares)(4) | $ 60,036 | |
8,197 | Petroleo Brasileiro SA (Preference Shares)(4) | 62,841 | |
122,877 | |||
Chile - 0.1% | |||
2,259 | Embotelladora Andina SA (Preference Shares)(4) | 5,665 | |
Total Preferred Stocks (cost $124,046) | $ 128,542 | ||
Total Long-Term Investments (cost $15,394,674) | $ 17,241,300 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Securities Lending Collateral - 0.1% | |||
4,542 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.25%(5) | $ 4,542 | |
15,140 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.31%(5) | 15,140 | |
4,542 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | 4,542 | |
4,542 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(5) | 4,542 | |
Total Short-Term Investments (cost $28,766) | $ 28,766 | ||
Total Investments (cost $15,423,440) | 99.3% | $ 17,270,066 | |
Other Assets and Liabilities | 0.7% | 115,665 | |
Total Net Assets | 100.0% | $ 17,385,731 |
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 December 31, 2023, the aggregate value of these securities was $347,809, representing 2.0% of net assets. |
(2) | Represents entire or partial securities on loan. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no rate available. |
(5) | Current yield as of period end. |
18 |
Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 1 | 03/15/2024 | $ 112,620 | $ 4,513 | ||||
Total futures contracts | $ 4,513 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 1,543,377 | $ 1,543,377 | $ — | $ — | ||||
Austria | 40,452 | 40,452 | — | — | ||||
Belgium | 18,348 | 18,348 | — | — | ||||
Brazil | 153,156 | 153,156 | — | — | ||||
Canada | 862,958 | 862,958 | — | — | ||||
China | 1,928,046 | 1,928,046 | — | — | ||||
Denmark | 201,787 | 201,787 | — | — | ||||
Finland | 44,951 | 44,951 | — | — | ||||
France | 583,162 | 583,162 | — | — | ||||
Germany | 398,326 | 398,326 | — | — | ||||
Hong Kong | 308,734 | 308,734 | — | — | ||||
India | 128,986 | 128,986 | — | — | ||||
Indonesia | 370,194 | 370,194 | — | — | ||||
Israel | 427,384 | 427,384 | — | — | ||||
Italy | 163,640 | 163,640 | — | — | ||||
Japan | 2,559,279 | 2,559,279 | — | — | ||||
Malaysia | 391,109 | 391,109 | — | — | ||||
Mexico | 191,838 | 191,838 | — | — | ||||
Netherlands | 152,451 | 152,451 | — | — | ||||
New Zealand | 269,006 | 269,006 | — | — | ||||
Norway | 200,702 | 200,702 | — | — | ||||
Philippines | 126,636 | 126,636 | — | — | ||||
Poland | 103,574 | 103,574 | — | — | ||||
Portugal | 11,835 | 11,835 | — | — | ||||
Russia | — | — | — | — | ||||
Singapore | 329,728 | 329,728 | — | — | ||||
South Africa | 32,272 | 32,272 | — | — | ||||
South Korea | 1,032,243 | 1,032,243 | — | — | ||||
Spain | 184,217 | 184,217 | — | — | ||||
Sweden | 404,435 | 404,435 | — | — | ||||
Switzerland | 379,617 | 379,617 | — | — | ||||
Taiwan | 1,304,192 | 1,304,192 | — | — | ||||
Thailand | 416,475 | 416,475 | — | — | ||||
Turkey | 339,697 | 339,697 | — | — | ||||
United Kingdom | 808,336 | 808,336 | — | — | ||||
United States | 701,615 | 701,615 | — | — | ||||
Preferred Stocks | 128,542 | 128,542 | — | — | ||||
Short-Term Investments | 28,766 | 28,766 | — | — | ||||
Futures Contracts(2) | 4,513 | 4,513 | — | — | ||||
Total | $ 17,274,579 | $ 17,274,579 | $ — | $ — |
(1) | For the period ended December 31, 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 December 31, 2023 is not presented.
19 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% | |||
Brazil - 2.0% | |||
2,328 | Banco do Brasil SA | $ 26,546 | |
1,869 | Equatorial Energia SA | 13,743 | |
2,036 | Raia Drogasil SA | 12,323 | |
4,162 | Suzano SA | 47,664 | |
7,129 | Telefonica Brasil SA | 78,428 | |
12,760 | TIM SA | 47,099 | |
9,318 | Vale SA ADR | 147,783 | |
373,586 | |||
Chile - 0.9% | |||
204,877 | Banco de Chile | 24,279 | |
467 | Banco Santander Chile ADR | 9,102 | |
4,781 | Cencosud SA | 9,061 | |
136,663 | Colbun SA | 21,878 | |
13,432 | Empresas CMPC SA | 26,148 | |
494,145 | Enel Chile SA | 32,247 | |
779 | Sociedad Quimica y Minera de Chile SA ADR(1) | 46,911 | |
169,626 | |||
China - 20.2% | |||
408,000 | Agricultural Bank of China Ltd. Class H | 157,274 | |
8,900 | Alibaba Group Holding Ltd. | 86,167 | |
2,000 | Anhui Conch Cement Co. Ltd. Class H | 4,621 | |
3,800 | ANTA Sports Products Ltd. | 36,863 | |
433,000 | Bank of China Ltd. Class H | 165,247 | |
197,000 | Bank of Communications Co. Ltd. Class H | 122,864 | |
2,500 | BYD Co. Ltd. Class H | 68,643 | |
217,000 | China CITIC Bank Corp. Ltd. Class H | 102,267 | |
325,000 | China Construction Bank Corp. Class H | 193,538 | |
134,000 | China Everbright Bank Co. Ltd. Class H | 39,813 | |
20,000 | China Life Insurance Co. Ltd. Class H | 25,920 | |
26,000 | China Merchants Bank Co. Ltd. Class H | 90,567 | |
220,500 | China Minsheng Banking Corp. Ltd. Class H | 74,831 | |
16,000 | China Overseas Land & Investment Ltd. | 28,195 | |
29,200 | China Pacific Insurance Group Co. Ltd. Class H | 58,934 | |
148,000 | China Petroleum & Chemical Corp. Class H | 77,520 | |
206,000 | China Railway Group Ltd. Class H | 91,807 | |
20,000 | China Resources Land Ltd. | 71,716 | |
12,000 | China Resources Power Holdings Co. Ltd. | 24,035 | |
33,500 | China Shenhua Energy Co. Ltd. Class H | 114,762 | |
1,596,000 | China Tower Corp. Ltd. Class H(2) | 167,601 | |
39,600 | China Vanke Co. Ltd. Class H | 36,615 | |
92,000 | CITIC Ltd. | 91,899 | |
142,000 | COSCO SHIPPING Holdings Co. Ltd. Class H | 142,754 | |
110,000 | CSPC Pharmaceutical Group Ltd. | 102,273 | |
3,100 | ENN Energy Holdings Ltd. | 22,828 | |
20,000 | GCL Technology Holdings Ltd. | 3,176 | |
10,000 | Guangzhou Automobile Group Co. Ltd. Class H | 4,649 | |
16,400 | Guotai Junan Securities Co. Ltd. Class H(2) | 18,461 | |
28,800 | Haier Smart Home Co. Ltd. Class H | 81,326 | |
271,000 | Industrial & Commercial Bank of China Ltd. Class H | 132,575 | |
5,306 | JD.com, Inc. Class A | 76,445 | |
152,000 | Lenovo Group Ltd. | 212,567 | |
7,000 | Longfor Group Holdings Ltd.(2) | 11,206 | |
830 | Meituan Class B*(2) | 8,705 | |
2,380 | NetEase, Inc. | 42,854 | |
21,300 | New China Life Insurance Co. Ltd. Class H | 41,517 | |
1,800 | Nongfu Spring Co. Ltd. Class H(2) | 10,408 | |
373,000 | People's Insurance Co. Group of China Ltd. Class H | 114,644 | |
228,000 | PetroChina Co. Ltd. Class H | 150,666 | |
90,000 | PICC Property & Casualty Co. Ltd. Class H | 106,960 | |
17,500 | Ping An Insurance Group Co. of China Ltd. Class H | 79,224 | |
183,000 | Postal Savings Bank of China Co. Ltd. Class H(2) | 87,416 | |
80,900 | Shanghai Pharmaceuticals Holding Co. Ltd. Class H | 118,316 | |
57,200 | Sinopharm Group Co. Ltd. Class H | 149,802 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
China - 20.2% - (continued) | |||
1,900 | Tencent Holdings Ltd. | $ 71,440 | |
7,400 | Tianqi Lithium Corp. Class H | 40,892 | |
479 | Yum China Holdings, Inc. | 20,378 | |
12,000 | Zijin Mining Group Co. Ltd. Class H | 19,548 | |
20,200 | ZTE Corp. Class H | 45,116 | |
338 | ZTO Express Cayman, Inc. | 7,012 | |
3,854,857 | |||
Hong Kong - 0.3% | |||
116,000 | Sino Biopharmaceutical Ltd. | 51,549 | |
India - 18.0% | |||
12,568 | Apollo Tyres Ltd. | 68,576 | |
6,021 | Aurobindo Pharma Ltd. | 78,434 | |
3,114 | Axis Bank Ltd. | 41,250 | |
1,002 | Bajaj Auto Ltd. | 81,848 | |
247 | Balkrishna Industries Ltd. | 7,624 | |
30,435 | Bank of Baroda | 84,524 | |
7,285 | Bharti Airtel Ltd. | 90,365 | |
138 | Britannia Industries Ltd. | 8,853 | |
5,814 | Cipla Ltd. | 87,077 | |
41,067 | Coal India Ltd. | 185,561 | |
196 | Divi's Laboratories Ltd. | 9,195 | |
1,815 | Dr Reddy's Laboratories Ltd. ADR | 126,288 | |
298 | Eicher Motors Ltd. | 14,838 | |
1,843 | Embassy Office Parks REIT | 7,190 | |
50,167 | GAIL India Ltd. | 97,725 | |
6,132 | HCL Technologies Ltd. | 108,037 | |
2,694 | Hero MotoCorp Ltd. | 134,016 | |
8,767 | Hindalco Industries Ltd. | 64,778 | |
1,463 | Hindustan Unilever Ltd. | 46,836 | |
1,160 | ICICI Bank Ltd. ADR | 27,654 | |
22,113 | Indian Oil Corp. Ltd. | 34,506 | |
1,872 | Indraprastha Gas Ltd. | 9,411 | |
4,993 | Infosys Ltd. ADR | 91,771 | |
17,469 | ITC Ltd. | 97,008 | |
2,865 | Jindal Steel & Power Ltd. | 25,757 | |
2,297 | JSW Steel Ltd. | 24,298 | |
2,289 | Larsen & Toubro Ltd. | 96,991 | |
6,617 | Mahindra & Mahindra Ltd. | 137,519 | |
720 | Maruti Suzuki India Ltd. | 89,140 | |
711 | Max Healthcare Institute Ltd. | 5,864 | |
377 | Mphasis Ltd. | 12,412 | |
13 | MRF Ltd. | 20,243 | |
33,578 | NTPC Ltd. | 125,554 | |
31,196 | Oil & Natural Gas Corp. Ltd. | 76,871 | |
43,030 | Power Finance Corp. Ltd. | 197,843 | |
35,079 | Power Grid Corp. of India Ltd. | 99,992 | |
37,475 | REC Ltd. | 185,925 | |
10,488 | Samvardhana Motherson International Ltd. | 12,849 | |
1,293 | Shriram Finance Ltd. | 31,905 | |
3,372 | State Bank of India | 26,017 | |
5,009 | Sun Pharmaceutical Industries Ltd. | 75,812 | |
294 | Tata Communications Ltd. | 6,255 | |
2,465 | Tata Consultancy Services Ltd. | 112,370 | |
7,210 | Tata Motors Ltd. | 67,578 | |
68,975 | Tata Steel Ltd. | 115,713 | |
3,955 | Tech Mahindra Ltd. | 60,487 | |
242 | Titan Co. Ltd. | 10,689 | |
1,130 | Torrent Pharmaceuticals Ltd. | 31,308 | |
306 | Tube Investments of India Ltd. | 13,024 | |
1,786 | TVS Motor Co. Ltd. | 43,479 | |
31,177 | Vedanta Ltd. | 96,869 | |
2,856 | Wipro Ltd. ADR | 15,908 | |
3,422,037 |
20 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Indonesia - 3.3% | |||
164,800 | Adaro Energy Indonesia Tbk. PT | $ 25,474 | |
268,800 | Astra International Tbk. PT | 98,637 | |
30,300 | Bank Central Asia Tbk. PT | 18,499 | |
141,200 | Bank Mandiri Persero Tbk. PT | 55,482 | |
192,200 | Bank Negara Indonesia Persero Tbk. PT | 67,096 | |
293,200 | Bank Rakyat Indonesia Persero Tbk. PT | 109,019 | |
26,100 | Indah Kiat Pulp & Paper Tbk. PT | 14,112 | |
22,900 | Indofood CBP Sukses Makmur Tbk. PT | 15,728 | |
168,900 | Indofood Sukses Makmur Tbk. PT | 70,754 | |
247,700 | Kalbe Farma Tbk. PT | 25,901 | |
192,200 | Sumber Alfaria Trijaya Tbk. PT | 36,575 | |
235,900 | Telkom Indonesia Persero Tbk. PT | 60,519 | |
27,700 | United Tractors Tbk. PT | 40,704 | |
638,500 | |||
Malaysia - 3.3% | |||
70,100 | CELCOMDIGI Bhd. | 62,243 | |
63,746 | CIMB Group Holdings Bhd. | 81,157 | |
2,800 | Heineken Malaysia Bhd. | 14,710 | |
3,500 | IHH Healthcare Bhd. | 4,593 | |
3,100 | Kuala Lumpur Kepong Bhd. | 14,721 | |
47,144 | Malayan Banking Bhd. | 91,210 | |
9,800 | Maxis Bhd. | 8,211 | |
1,200 | MISC Bhd. | 1,904 | |
54,900 | Petronas Chemicals Group Bhd. | 85,546 | |
9,200 | Petronas Gas Bhd. | 34,838 | |
28,800 | Public Bank Bhd. | 26,888 | |
33,394 | RHB Bank Bhd. | 39,608 | |
6,900 | Telekom Malaysia Bhd. | 8,334 | |
50,400 | Tenaga Nasional Bhd. | 110,123 | |
13,200 | TIME dotCom Bhd. | 15,513 | |
87,700 | YTL Corp. Bhd. | 36,072 | |
635,671 | |||
Mexico - 3.2% | |||
6,613 | America Movil SAB de CV ADR | 122,473 | |
5,582 | Arca Continental SAB de CV | 60,970 | |
987 | Coca-Cola Femsa SAB de CV ADR | 93,410 | |
51,682 | Fibra Uno Administracion SA de CV REIT | 93,082 | |
833 | Fomento Economico Mexicano SAB de CV ADR | 108,582 | |
9,234 | Grupo Bimbo SAB de CV Class A | 46,817 | |
6,530 | Grupo Financiero Banorte SAB de CV Class O | 65,977 | |
10,469 | Kimberly-Clark de Mexico SAB de CV Class A | 23,523 | |
614,834 | |||
Philippines - 2.2% | |||
34,048 | Bank of the Philippine Islands | 63,823 | |
38,096 | BDO Unibank, Inc. | 89,779 | |
13,300 | International Container Terminal Services, Inc. | 59,277 | |
5,660 | Jollibee Foods Corp. | 25,696 | |
8,200 | Manila Electric Co. | 59,084 | |
45,190 | Metropolitan Bank & Trust Co. | 41,865 | |
1,255 | PLDT, Inc. | 28,987 | |
3,495 | SM Investments Corp. | 55,036 | |
423,547 | |||
Poland - 2.7% | |||
23 | LPP SA | 94,696 | |
5,671 | ORLEN SA | 94,463 | |
1,412 | PGE Polska Grupa Energetyczna SA* | 3,116 | |
9,136 | Powszechna Kasa Oszczednosci Bank Polski SA* | 116,911 | |
16,573 | Powszechny Zaklad Ubezpieczen SA | 199,226 | |
508,412 | |||
Russia - 0.0% | |||
70,980 | Gazprom PJSC*(3) | — |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Russia - 0.0% - (continued) | |||
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 - 3.4% | |||
1,472 | Absa Group Ltd. | 13,177 | |
19,564 | FirstRand Ltd. | 78,641 | |
8,705 | Gold Fields Ltd. ADR | 125,874 | |
17,404 | Growthpoint Properties Ltd. REIT | 11,116 | |
1,482 | Mr Price Group Ltd. | 12,708 | |
15,085 | MTN Group Ltd. | 95,274 | |
51 | Naspers Ltd. Class N | 8,723 | |
1,517 | Nedbank Group Ltd. | 17,937 | |
11,203 | Old Mutual Ltd. | 8,001 | |
5,270 | Remgro Ltd. | 46,823 | |
549 | Sasol Ltd. | 5,562 | |
615 | Shoprite Holdings Ltd. | 9,250 | |
3,063 | Sibanye Stillwater Ltd. ADR(1) | 16,632 | |
10,584 | Standard Bank Group Ltd. | 120,439 | |
19,572 | Woolworths Holdings Ltd. | 77,271 | |
647,428 | |||
South Korea - 13.1% | |||
2,351 | Coway Co. Ltd. | 104,416 | |
2,746 | DB HiTek Co. Ltd. | 124,944 | |
969 | DB Insurance Co. Ltd. | 62,975 | |
2,227 | Doosan Bobcat, Inc. | 87,150 | |
1,583 | Hana Financial Group, Inc. | 53,344 | |
1,953 | Hankook Tire & Technology Co. Ltd. | 68,846 | |
137 | Hotel Shilla Co. Ltd. | 6,957 | |
499 | Hyundai Glovis Co. Ltd. | 74,197 | |
599 | Hyundai Mobis Co. Ltd. | 110,228 | |
671 | Hyundai Motor Co. | 106,024 | |
80 | Hyundai Steel Co. | 2,267 | |
60 | KB Financial Group, Inc. | 2,520 | |
2,844 | Kia Corp. | 220,825 | |
1,296 | Korean Air Lines Co. Ltd.* | 24,050 | |
3,093 | KT Corp. | 82,615 | |
1,248 | KT&G Corp. | 84,208 | |
163 | Kumho Petrochemical Co. Ltd. | 16,820 | |
277 | LG Corp. | 18,475 | |
1,155 | LG Electronics, Inc. | 91,295 | |
225 | LG Innotek Co. Ltd. | 41,841 | |
17,025 | LG Uplus Corp. | 135,232 | |
247 | LS Corp. | 17,874 | |
34 | NCSoft Corp. | 6,349 | |
305 | Orion Corp. | 27,495 | |
298 | POSCO Holdings, Inc. | 115,577 | |
351 | Samsung C&T Corp. | 35,294 | |
710 | Samsung Electro-Mechanics Co. Ltd. | 84,457 | |
3,260 | Samsung Electronics Co. Ltd. | 198,703 | |
664 | Samsung Engineering Co. Ltd.* | 14,952 | |
516 | Samsung Fire & Marine Insurance Co. Ltd. | 105,372 | |
253 | Samsung Life Insurance Co. Ltd. | 13,574 | |
89 | Samsung SDI Co. Ltd. | 32,618 | |
790 | Samsung SDS Co. Ltd. | 104,278 | |
583 | Shinhan Financial Group Co. Ltd. | 18,175 | |
1,363 | SK Hynix, Inc. | 149,751 | |
4,308 | Woori Financial Group, Inc. | 43,485 | |
2,487,183 |
21 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Taiwan - 17.5% | |||
2,000 | Accton Technology Corp. | $ 34,082 | |
35,000 | Acer, Inc. | 61,354 | |
1,000 | Advantech Co. Ltd. | 12,121 | |
38,000 | ASE Technology Holding Co. Ltd. | 167,153 | |
2,000 | Asustek Computer, Inc. | 31,899 | |
6,000 | Catcher Technology Co. Ltd. | 37,927 | |
21,000 | Cheng Shin Rubber Industry Co. Ltd. | 30,723 | |
40,000 | Chicony Electronics Co. Ltd. | 228,084 | |
11,000 | Chunghwa Telecom Co. Ltd. | 43,010 | |
53,000 | Compal Electronics, Inc. | 68,818 | |
3,000 | Delta Electronics, Inc. | 30,645 | |
7,000 | Far EasTone Telecommunications Co. Ltd. | 18,201 | |
1,240 | Feng TAY Enterprise Co. Ltd. | 7,071 | |
1,000 | Fubon Financial Holding Co. Ltd. | 2,111 | |
1,000 | Gigabyte Technology Co. Ltd. | 8,667 | |
3,000 | Gold Circuit Electronics Ltd. | 21,310 | |
48,224 | Hon Hai Precision Industry Co. Ltd. | 164,201 | |
5,000 | International Games System Co. Ltd. | 117,952 | |
39,000 | Inventec Corp. | 67,096 | |
41,000 | King Yuan Electronics Co. Ltd. | 113,419 | |
500 | Largan Precision Co. Ltd. | 46,757 | |
21,245 | Lite-On Technology Corp. | 80,991 | |
7,000 | Makalot Industrial Co. Ltd. | 80,856 | |
4,000 | MediaTek, Inc. | 132,288 | |
14,000 | Micro-Star International Co. Ltd. | 93,058 | |
9,000 | Novatek Microelectronics Corp. | 151,610 | |
32,000 | Pegatron Corp. | 91,025 | |
89,000 | Pou Chen Corp. | 89,608 | |
19,000 | Powerchip Semiconductor Manufacturing Corp. | 18,232 | |
21,000 | Powertech Technology, Inc. | 96,479 | |
3,000 | President Chain Store Corp. | 26,344 | |
49,000 | Qisda Corp. | 76,636 | |
11,000 | Quanta Computer, Inc. | 80,465 | |
5,000 | Realtek Semiconductor Corp. | 76,815 | |
10,000 | Sino-American Silicon Products, Inc. | 63,863 | |
17,484 | SinoPac Financial Holdings Co. Ltd. | 11,223 | |
14,000 | Synnex Technology International Corp. | 32,023 | |
22,000 | Taishin Financial Holding Co. Ltd. | 12,975 | |
15,000 | Taiwan Mobile Co. Ltd. | 48,191 | |
1,099 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 114,296 | |
16,000 | Tripod Technology Corp. | 101,660 | |
17,000 | Unimicron Technology Corp. | 97,489 | |
25,000 | Uni-President Enterprises Corp. | 60,687 | |
65,000 | United Microelectronics Corp. | 111,403 | |
6,000 | Vanguard International Semiconductor Corp. | 15,933 | |
27,125 | Winbond Electronics Corp. | 26,912 | |
27,686 | Wistron Corp. | 88,947 | |
1,000 | Wiwynn Corp. | 59,465 | |
1,000 | Yuanta Financial Holding Co. Ltd. | 899 | |
23,000 | Zhen Ding Technology Holding Ltd. | 81,687 | |
3,334,661 | |||
Thailand - 3.9% | |||
23,363 | Advanced Info Service PCL NVDR | 148,532 | |
117,400 | AP Thailand PCL NVDR | 38,867 | |
8,900 | Bangchak Corp. PCL NVDR | 11,343 | |
87,100 | Bangkok Dusit Medical Services PCL NVDR | 70,813 | |
57,100 | Banpu PCL NVDR | 11,376 | |
3,300 | Bumrungrad Hospital PCL NVDR | 21,463 | |
21,000 | CP ALL PCL NVDR | 34,454 | |
39,600 | Home Product Center PCL NVDR | 13,574 | |
109,900 | Krung Thai Bank PCL NVDR | 59,244 | |
8,000 | PTT Exploration & Production PCL NVDR | 35,040 | |
28,500 | PTT Oil & Retail Business PCL NVDR | 15,948 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Thailand - 3.9% - (continued) | |||
67,300 | PTT PCL NVDR | $ 70,489 | |
1,229,200 | Sansiri PCL NVDR | 63,742 | |
8,200 | SCB X PCL NVDR | 25,466 | |
5,100 | Siam Cement PCL NVDR | 45,722 | |
89,800 | Supalai PCL NVDR | 48,935 | |
128,200 | WHA Corp. PCL NVDR | 19,907 | |
734,915 | |||
Turkey - 2.4% | |||
86,493 | Akbank TAS | 106,952 | |
7,019 | BIM Birlesik Magazalar AS | 71,476 | |
1,924 | Dogus Otomotiv Servis ve Ticaret AS | 16,742 | |
1,776 | Ford Otomotiv Sanayi AS | 44,469 | |
7,521 | Haci Omer Sabanci Holding AS | 15,394 | |
12,570 | KOC Holding AS | 60,352 | |
9,685 | Mavi Giyim Sanayi Ve Ticaret AS Class B(2) | 38,203 | |
1,670 | Tofas Turk Otomobil Fabrikasi AS | 11,874 | |
2,318 | Turk Hava Yollari AO* | 17,942 | |
4,153 | Turkcell Iletisim Hizmetleri AS | 7,889 | |
12,891 | Turkiye Is Bankasi AS Class C | 10,196 | |
5,617 | Turkiye Petrol Rafinerileri AS | 27,197 | |
14,228 | Turkiye Sise ve Cam Fabrikalari AS | 22,074 | |
7,207 | Yapi ve Kredi Bankasi AS | 4,768 | |
455,528 | |||
United Kingdom - 0.2% | |||
2,191 | Anglogold Ashanti PLC | 40,950 | |
1,068 | Investec PLC | 7,240 | |
48,190 | |||
United States - 0.4% | |||
13,753 | JBS SA | 70,526 | |
Total Common Stocks (cost $16,718,016) | $ 18,471,050 | ||
PREFERRED STOCKS - 3.3% | |||
Brazil - 2.8% | |||
20,180 | Banco Bradesco SA (Preference Shares)(4) | $ 70,997 | |
13,489 | Cia Energetica de Minas Gerais (Preference Shares)(4) | 31,879 | |
21,087 | Gerdau SA (Preference Shares)(4) | 103,143 | |
13,627 | Itau Unibanco Holding SA (Preference Shares)(4) | 95,296 | |
26,619 | Itausa SA (Preference Shares)(4) | 56,826 | |
22,140 | Petroleo Brasileiro SA (Preference Shares)(4) | 169,733 | |
527,874 | |||
Chile - 0.1% | |||
10,245 | Embotelladora Andina SA (Preference Shares)(4) | 25,692 | |
Colombia - 0.4% | |||
10,218 | Bancolombia SA (Preference Shares)(4) | 78,916 | |
Total Preferred Stocks (cost $505,789) | $ 632,482 | ||
Total Long-Term Investments (cost $17,223,805) | $ 19,103,532 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Securities Lending Collateral - 0.2% | |||
6,369 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.25%(5) | $ 6,369 | |
21,231 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.31%(5) | 21,231 | |
6,369 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | 6,369 |
22 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% - (continued) | |||
Securities Lending Collateral - 0.2% - (continued) | |||
6,369 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(5) | $ 6,369 | |
Total Short-Term Investments (cost $40,338) | $ 40,338 | ||
Total Investments (cost $17,264,143) | 100.5% | $ 19,143,870 | |
Other Assets and Liabilities | (0.5)% | (98,320) | |
Total Net Assets | 100.0% | $ 19,045,550 |
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 December 31, 2023, the aggregate value of these securities was $342,000, representing 1.8% of net assets. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no rate available. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 2 | 03/15/2024 | $ 103,370 | $ 3,717 | ||||
Total futures contracts | $ 3,717 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
23 |
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 373,586 | $ 373,586 | $ — | $ — | ||||
Chile | 169,626 | 169,626 | — | — | ||||
China | 3,854,857 | 3,854,857 | — | — | ||||
Hong Kong | 51,549 | 51,549 | — | — | ||||
India | 3,422,037 | 3,422,037 | — | — | ||||
Indonesia | 638,500 | 638,500 | — | — | ||||
Malaysia | 635,671 | 635,671 | — | — | ||||
Mexico | 614,834 | 614,834 | — | — | ||||
Philippines | 423,547 | 423,547 | — | — | ||||
Poland | 508,412 | 508,412 | — | — | ||||
Russia | — | — | — | — | ||||
South Africa | 647,428 | 647,428 | — | — | ||||
South Korea | 2,487,183 | 2,487,183 | — | — | ||||
Taiwan | 3,334,661 | 3,334,661 | — | — | ||||
Thailand | 734,915 | 734,915 | — | — | ||||
Turkey | 455,528 | 455,528 | — | — | ||||
United Kingdom | 48,190 | 48,190 | — | — | ||||
United States | 70,526 | 70,526 | — | — | ||||
Preferred Stocks | 632,482 | 632,482 | — | — | ||||
Short-Term Investments | 40,338 | 40,338 | — | — | ||||
Futures Contracts(2) | 3,717 | 3,717 | — | — | ||||
Total | $ 19,147,587 | $ 19,147,587 | $ — | $ — |
(1) | For the period ended December 31, 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 December 31, 2023 is not presented.
24 |
Hartford Multifactor Small Cap ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% | |||
Automobiles & Components - 1.6% | |||
4,986 | Garrett Motion, Inc.* | $ 48,215 | |
739 | LCI Industries | 92,900 | |
1,938 | Patrick Industries, Inc. | 194,478 | |
4,658 | Standard Motor Products, Inc. | 185,435 | |
823 | Winnebago Industries, Inc. | 59,980 | |
581,008 | |||
Banks - 8.5% | |||
1,733 | American National Bankshares, Inc. | 84,484 | |
1,263 | Ameris Bancorp | 67,002 | |
2,212 | Associated Banc-Corp. | 47,315 | |
1,546 | Banner Corp. | 82,804 | |
454 | Capital City Bank Group, Inc. | 13,361 | |
870 | Cathay General Bancorp | 38,776 | |
910 | Central Pacific Financial Corp. | 17,909 | |
322 | City Holding Co. | 35,504 | |
1,293 | CNB Financial Corp. | 29,209 | |
456 | Community Trust Bancorp, Inc. | 20,000 | |
561 | Enterprise Financial Services Corp. | 25,049 | |
142 | Esquire Financial Holdings, Inc. | 7,094 | |
541 | Farmers National Banc Corp.(1) | 7,817 | |
1,135 | Financial Institutions, Inc. | 24,175 | |
172 | First Bancorp | 6,366 | |
5,354 | First BanCorp | 88,073 | |
4,210 | First Busey Corp. | 104,492 | |
2,052 | First Financial Corp. | 88,298 | |
1,689 | First Hawaiian, Inc. | 38,611 | |
389 | First Merchants Corp. | 14,424 | |
5,540 | Fulton Financial Corp. | 91,188 | |
187 | Great Southern Bancorp, Inc. | 11,098 | |
4,831 | Hanmi Financial Corp. | 93,721 | |
756 | Heartland Financial USA, Inc. | 28,433 | |
9,264 | Heritage Commerce Corp. | 91,899 | |
2,843 | Heritage Financial Corp. | 60,812 | |
2,873 | Hilltop Holdings, Inc. | 101,158 | |
5,995 | Hope Bancorp, Inc. | 72,420 | |
3,444 | Independent Bank Corp. | 89,613 | |
2,339 | International Bancshares Corp. | 127,054 | |
1,788 | Midland States Bancorp, Inc. | 49,277 | |
1,630 | NBT Bancorp, Inc. | 68,313 | |
5,884 | Northeast Community Bancorp, Inc. | 104,382 | |
2,233 | Northrim BanCorp, Inc. | 127,750 | |
4,992 | Northwest Bancshares, Inc. | 62,300 | |
2,376 | OceanFirst Financial Corp. | 41,247 | |
5,241 | OFG Bancorp | 196,433 | |
325 | Park National Corp. | 43,179 | |
734 | Peoples Bancorp, Inc. | 24,780 | |
1,452 | Preferred Bank | 106,069 | |
1,013 | Renasant Corp. | 34,118 | |
3,235 | S&T Bancorp, Inc. | 108,114 | |
653 | Simmons First National Corp. Class A | 12,956 | |
4,412 | Towne Bank | 131,301 | |
903 | TriCo Bancshares | 38,802 | |
6,441 | TrustCo Bank Corp. | 199,993 | |
1,295 | Trustmark Corp. | 36,105 | |
3,341 | Univest Financial Corp. | 73,602 | |
337 | WaFd, Inc. | 11,108 | |
2,758 | WesBanco, Inc. | 86,518 | |
3,164,506 | |||
Capital Goods - 6.7% | |||
74 | Alamo Group, Inc. | 15,554 | |
352 | American Woodmark Corp.* | 32,683 | |
2,688 | Apogee Enterprises, Inc. | 143,566 | |
2,072 | Argan, Inc. | 96,949 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Capital Goods - 6.7% - (continued) | |||
987 | BlueLinx Holdings, Inc.* | $ 111,837 | |
828 | Core & Main, Inc. Class A* | 33,459 | |
1,799 | Encore Wire Corp. | 384,266 | |
157 | Federal Signal Corp. | 12,048 | |
2,992 | GMS, Inc.* | 246,631 | |
10,295 | Hudson Technologies, Inc.* | 138,880 | |
1,040 | IES Holdings, Inc.* | 82,389 | |
1,792 | Insteel Industries, Inc. | 68,616 | |
184 | Kadant, Inc. | 51,577 | |
189 | Limbach Holdings, Inc.* | 8,594 | |
2,034 | LSI Industries, Inc. | 28,639 | |
335 | McGrath RentCorp | 40,073 | |
1,972 | Miller Industries, Inc. | 83,396 | |
375 | MYR Group, Inc.* | 54,236 | |
857 | Preformed Line Products Co. | 114,718 | |
3,702 | Quanex Building Products Corp. | 113,170 | |
8,008 | Rush Enterprises, Inc. Class A | 402,802 | |
84 | Standex International Corp. | 13,304 | |
1,196 | Tennant Co. | 110,857 | |
3,753 | Wabash National Corp. | 96,152 | |
2,484,396 | |||
Commercial & Professional Services - 4.3% | |||
857 | Barrett Business Services, Inc. | 99,241 | |
3,056 | Brady Corp. Class A | 179,357 | |
1,591 | CSG Systems International, Inc. | 84,657 | |
1,588 | Deluxe Corp. | 34,063 | |
7,358 | Ennis, Inc. | 161,214 | |
526 | Healthcare Services Group, Inc.* | 5,455 | |
4,602 | Heidrick & Struggles International, Inc. | 135,897 | |
6,973 | HNI Corp. | 291,680 | |
4,098 | Kelly Services, Inc. Class A | 88,599 | |
2,960 | Kforce, Inc. | 199,977 | |
1,166 | RCM Technologies, Inc.* | 33,861 | |
14,253 | Resources Connection, Inc. | 201,965 | |
1,016 | Steelcase, Inc. Class A | 13,736 | |
518 | TrueBlue, Inc.* | 7,946 | |
339 | UniFirst Corp. | 62,006 | |
1,599,654 | |||
Consumer Discretionary Distribution & Retail - 5.4% | |||
7,124 | Aaron's Co., Inc. | 77,509 | |
7,844 | Buckle, Inc. | 372,747 | |
1,950 | Build-A-Bear Workshop, Inc. | 44,830 | |
3,184 | Caleres, Inc. | 97,844 | |
1,350 | Camping World Holdings, Inc. Class A | 35,451 | |
621 | Dillard's, Inc. Class A | 250,667 | |
735 | Group 1 Automotive, Inc. | 223,984 | |
7,882 | Haverty Furniture Cos., Inc. | 279,811 | |
1,794 | Hibbett, Inc. | 129,204 | |
285 | J Jill, Inc.* | 7,347 | |
566 | MarineMax, Inc.* | 22,017 | |
2,090 | Nordstrom, Inc. | 38,561 | |
1,197 | ODP Corp.* | 67,391 | |
52 | Penske Automotive Group, Inc. | 8,347 | |
1,220 | Shoe Carnival, Inc. | 36,856 | |
604 | Signet Jewelers Ltd. | 64,785 | |
7,413 | Upbound Group, Inc. | 251,820 | |
2,009,171 | |||
Consumer Durables & Apparel - 6.8% | |||
1,494 | Acushnet Holdings Corp. | 94,376 | |
669 | Carter's, Inc. | 50,101 | |
1,011 | Century Communities, Inc. | 92,142 | |
1,335 | Dream Finders Homes, Inc. Class A* | 47,433 |
25 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Consumer Durables & Apparel - 6.8% - (continued) | |||
8,740 | Ethan Allen Interiors, Inc. | $ 278,981 | |
548 | Green Brick Partners, Inc.* | 28,463 | |
325 | JAKKS Pacific, Inc.* | 11,554 | |
1,210 | Johnson Outdoors, Inc. Class A | 64,638 | |
3,610 | Kontoor Brands, Inc. | 225,336 | |
5,833 | La-Z-Boy, Inc. | 215,354 | |
8,021 | Levi Strauss & Co. Class A | 132,667 | |
1,182 | M/I Homes, Inc.* | 162,809 | |
5,067 | MDC Holdings, Inc. | 279,952 | |
7,432 | Movado Group, Inc. | 224,075 | |
1,521 | Oxford Industries, Inc. | 152,100 | |
11,921 | Smith & Wesson Brands, Inc. | 161,649 | |
579 | Steven Madden Ltd. | 24,318 | |
3,945 | Sturm Ruger & Co., Inc. | 179,300 | |
2,159 | Tri Pointe Homes, Inc.* | 76,429 | |
848 | Worthington Enterprises, Inc. | 48,802 | |
2,550,479 | |||
Consumer Services - 1.0% | |||
11,760 | Perdoceo Education Corp. | 206,506 | |
2,784 | Stride, Inc.* | 165,286 | |
371,792 | |||
Consumer Staples Distribution & Retail - 2.2% | |||
1,255 | Andersons, Inc. | 72,213 | |
3,896 | Ingles Markets, Inc. Class A | 336,498 | |
299 | PriceSmart, Inc. | 22,658 | |
5,759 | SpartanNash Co. | 132,169 | |
3,917 | Weis Markets, Inc. | 250,531 | |
814,069 | |||
Energy - 2.0% | |||
1,031 | California Resources Corp. | 56,375 | |
2,534 | CNX Resources Corp.* | 50,680 | |
3,998 | Comstock Resources, Inc. | 35,382 | |
1,918 | CONSOL Energy, Inc. | 192,817 | |
4,356 | CVR Energy, Inc. | 131,987 | |
558 | Dorian LPG Ltd. | 24,479 | |
19,259 | Evolution Petroleum Corp. | 111,895 | |
5,765 | FutureFuel Corp. | 35,051 | |
226 | Gulfport Energy Corp.* | 30,103 | |
321 | Par Pacific Holdings, Inc.* | 11,675 | |
2,403 | Peabody Energy Corp. | 58,441 | |
360 | Riley Exploration Permian, Inc. | 9,806 | |
748,691 | |||
Equity Real Estate Investment Trusts (REITs) - 3.1% | |||
68 | Alexander's, Inc. REIT | 14,523 | |
6,704 | Alpine Income Property Trust, Inc. REIT | 113,365 | |
3,597 | Armada Hoffler Properties, Inc. REIT | 44,495 | |
1,686 | Brandywine Realty Trust REIT | 9,104 | |
1,752 | Broadstone Net Lease, Inc. REIT | 30,170 | |
3,313 | BRT Apartments Corp. REIT | 61,589 | |
381 | Centerspace REIT | 22,174 | |
3,307 | COPT Defense Properties REIT | 84,758 | |
6,136 | CTO Realty Growth, Inc. REIT | 106,337 | |
22,279 | Diversified Healthcare Trust REIT | 83,324 | |
731 | Easterly Government Properties, Inc. REIT | 9,825 | |
528 | Empire State Realty Trust, Inc. Class A, REIT | 5,116 | |
1,583 | EPR Properties REIT | 76,696 | |
7,757 | Equity Commonwealth REIT | 148,934 | |
3,435 | Getty Realty Corp. REIT | 100,371 | |
2,288 | Global Net Lease, Inc. REIT | 22,766 | |
94 | Innovative Industrial Properties, Inc. REIT | 9,477 | |
1,562 | LTC Properties, Inc. REIT | 50,172 | |
10,745 | LXP Industrial Trust REIT | 106,590 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Equity Real Estate Investment Trusts (REITs) - 3.1% - (continued) | |||
2,440 | Physicians Realty Trust REIT | $ 32,476 | |
3,885 | Piedmont Office Realty Trust, Inc. Class A, REIT | 27,622 | |
626 | UMH Properties, Inc. REIT | 9,590 | |
1,169,474 | |||
Financial Services - 4.0% | |||
3,966 | A-Mark Precious Metals, Inc. | 119,971 | |
325 | Arbor Realty Trust, Inc. REIT(1) | 4,934 | |
988 | Bread Financial Holdings, Inc. | 32,545 | |
553 | Cass Information Systems, Inc. | 24,913 | |
5,468 | Chicago Atlantic Real Estate Finance, Inc. REIT | 88,472 | |
5,044 | Enact Holdings, Inc. | 145,721 | |
409 | EVERTEC, Inc. | 16,744 | |
3,816 | EZCORP, Inc. Class A* | 33,352 | |
1,374 | Franklin BSP Realty Trust, Inc. REIT | 18,563 | |
8,904 | Jackson Financial, Inc. Class A | 455,885 | |
356 | Merchants Bancorp | 15,158 | |
3,597 | Oppenheimer Holdings, Inc. Class A | 148,628 | |
189 | PennyMac Financial Services, Inc. | 16,702 | |
2,219 | PROG Holdings, Inc.* | 68,589 | |
2,210 | TPG, Inc. | 95,406 | |
12,273 | UWM Holdings Corp.(1) | 87,752 | |
3,135 | Virtu Financial, Inc. Class A | 63,515 | |
3,877 | Waterstone Financial, Inc. | 55,053 | |
1,491,903 | |||
Food, Beverage & Tobacco - 3.2% | |||
7,056 | Cal-Maine Foods, Inc. | 404,944 | |
341 | Coca-Cola Consolidated, Inc. | 316,584 | |
2,476 | John B Sanfilippo & Son, Inc. | 255,127 | |
1,336 | Universal Corp. | 89,940 | |
12,419 | Vector Group Ltd. | 140,086 | |
1,206,681 | |||
Health Care Equipment & Services - 9.1% | |||
949 | Addus HomeCare Corp.* | 88,115 | |
112 | Atrion Corp. | 42,425 | |
1,163 | Avanos Medical, Inc.* | 26,086 | |
4,372 | Computer Programs & Systems, Inc.* | 48,966 | |
915 | CorVel Corp.* | 226,197 | |
13,286 | Cross Country Healthcare, Inc.* | 300,795 | |
12,205 | Embecta Corp. | 231,041 | |
9,380 | GoodRx Holdings, Inc. Class A* | 62,846 | |
2,945 | HealthStream, Inc. | 79,603 | |
272 | Integer Holdings Corp.* | 26,950 | |
1,594 | iRadimed Corp. | 75,667 | |
2,980 | LeMaitre Vascular, Inc. | 169,145 | |
1,919 | National HealthCare Corp. | 177,354 | |
2,373 | National Research Corp. | 93,876 | |
30,287 | OraSure Technologies, Inc.* | 248,353 | |
4,062 | Owens & Minor, Inc.* | 78,275 | |
11,166 | Patterson Cos., Inc. | 317,673 | |
11,146 | Premier, Inc. Class A | 249,225 | |
1,676 | Select Medical Holdings Corp. | 39,386 | |
3,820 | Semler Scientific, Inc.* | 169,188 | |
5,678 | Tactile Systems Technology, Inc.* | 81,195 | |
1,377 | UFP Technologies, Inc.* | 236,899 | |
3,974 | Varex Imaging Corp.* | 81,467 | |
9,790 | Veradigm, Inc.* | 102,697 | |
13,506 | Zynex, Inc.* | 147,080 | |
3,400,504 | |||
Household & Personal Products - 0.7% | |||
2,283 | Medifast, Inc. | 153,463 |
26 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Household & Personal Products - 0.7% - (continued) | |||
249 | Nu Skin Enterprises, Inc. Class A | $ 4,836 | |
1,698 | Oil-Dri Corp. of America | 113,902 | |
272,201 | |||
Insurance - 4.1% | |||
3,514 | American Equity Investment Life Holding Co.* | 196,081 | |
8,904 | CNO Financial Group, Inc. | 248,422 | |
4,680 | Employers Holdings, Inc. | 184,392 | |
30,947 | Genworth Financial, Inc. Class A* | 206,726 | |
2,117 | Horace Mann Educators Corp. | 69,226 | |
519 | National Western Life Group, Inc. Class A | 250,688 | |
1,564 | Safety Insurance Group, Inc. | 118,848 | |
4,599 | Stewart Information Services Corp. | 270,191 | |
1,544,574 | |||
Materials - 6.9% | |||
2,811 | AdvanSix, Inc. | 84,218 | |
1,415 | Alpha Metallurgical Resources, Inc. | 479,572 | |
2,085 | Arch Resources, Inc. | 345,985 | |
3,208 | Core Molding Technologies, Inc.* | 59,444 | |
3,506 | Greif, Inc. Class A | 229,959 | |
1,824 | Mercer International, Inc. | 17,291 | |
1,585 | Myers Industries, Inc. | 30,987 | |
339 | NewMarket Corp. | 185,036 | |
1,397 | Olympic Steel, Inc. | 93,180 | |
14,132 | Ramaco Resources, Inc. Class A | 242,788 | |
6,558 | Ryerson Holding Corp. | 227,431 | |
64 | Stepan Co. | 6,051 | |
15,456 | SunCoke Energy, Inc. | 165,997 | |
566 | Sylvamo Corp. | 27,796 | |
6,114 | Warrior Met Coal, Inc. | 372,771 | |
848 | Worthington Steel, Inc.* | 23,829 | |
2,592,335 | |||
Media & Entertainment - 1.6% | |||
1,706 | Cargurus, Inc.* | 41,217 | |
4,266 | Entravision Communications Corp. Class A | 17,789 | |
3,644 | John Wiley & Sons, Inc. Class A | 115,661 | |
8,424 | Playstudios, Inc.* | 22,829 | |
3,652 | Scholastic Corp. | 137,680 | |
754 | Shutterstock, Inc. | 36,403 | |
2,634 | Sinclair, Inc. | 34,321 | |
5,532 | TEGNA, Inc. | 84,640 | |
4,340 | Thryv Holdings, Inc.* | 88,319 | |
578,859 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.6% | |||
4,943 | ACADIA Pharmaceuticals, Inc.* | 154,765 | |
6,188 | Amphastar Pharmaceuticals, Inc.* | 382,728 | |
495 | Arcturus Therapeutics Holdings, Inc.* | 15,607 | |
41,782 | Assertio Holdings, Inc.* | 44,707 | |
18,064 | Catalyst Pharmaceuticals, Inc.* | 303,656 | |
4,639 | Collegium Pharmaceutical, Inc.* | 142,788 | |
9,924 | Corcept Therapeutics, Inc.* | 322,332 | |
14,842 | Dynavax Technologies Corp.* | 207,491 | |
5,196 | Eagle Pharmaceuticals, Inc.* | 27,175 | |
2,413 | Harmony Biosciences Holdings, Inc.* | 77,940 | |
3,301 | Harrow, Inc.* | 36,971 | |
2,612 | Harvard Bioscience, Inc.* | 13,974 | |
12,463 | Innoviva, Inc.* | 199,907 | |
14,878 | Ironwood Pharmaceuticals, Inc.* | 170,204 | |
11,666 | Kiniksa Pharmaceuticals Ltd. Class A* | 204,622 | |
2,228 | Maravai LifeSciences Holdings, Inc. Class A* | 14,593 | |
12,779 | Organogenesis Holdings, Inc.* | 52,266 | |
6,419 | Phibro Animal Health Corp. Class A | 74,332 | |
2,915 | Prestige Consumer Healthcare, Inc.* | 178,456 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.6% - (continued) | |||
26,628 | SIGA Technologies, Inc. | $ 149,117 | |
6,668 | Supernus Pharmaceuticals, Inc.* | 192,972 | |
3,081 | UroGen Pharma Ltd.* | 46,215 | |
1,153 | Vir Biotechnology, Inc.* | 11,599 | |
18,845 | Voyager Therapeutics, Inc.* | 159,052 | |
1,845 | Zymeworks, Inc.* | 19,170 | |
3,202,639 | |||
Real Estate Management & Development - 1.6% | |||
6,216 | Forestar Group, Inc.* | 205,563 | |
7,717 | Kennedy-Wilson Holdings, Inc. | 95,537 | |
2,433 | Marcus & Millichap, Inc. | 106,273 | |
2,833 | Newmark Group, Inc. Class A | 31,050 | |
5,747 | RMR Group, Inc. Class A | 162,238 | |
600,661 | |||
Semiconductors & Semiconductor Equipment - 2.7% | |||
10,938 | Amkor Technology, Inc. | 363,907 | |
450 | Cohu, Inc.* | 15,926 | |
4,843 | Kulicke & Soffa Industries, Inc. | 265,009 | |
755 | NVE Corp. | 59,215 | |
9,374 | Photronics, Inc.* | 294,062 | |
998,119 | |||
Software & Services - 1.9% | |||
9,443 | A10 Networks, Inc. | 124,364 | |
10,035 | Adeia, Inc. | 124,334 | |
7,193 | Hackett Group, Inc. | 163,784 | |
2,146 | InterDigital, Inc. | 232,927 | |
1,316 | Progress Software Corp. | 71,459 | |
716,868 | |||
Technology Hardware & Equipment - 6.0% | |||
5,054 | Bel Fuse, Inc. Class B | 337,455 | |
5,538 | Benchmark Electronics, Inc. | 153,070 | |
2,277 | Climb Global Solutions, Inc. | 124,848 | |
899 | CompoSecure, Inc.*(1) | 4,855 | |
1,562 | Daktronics, Inc.* | 13,246 | |
3,990 | ePlus, Inc.* | 318,562 | |
2,707 | Immersion Corp. | 19,111 | |
767 | Kimball Electronics, Inc.* | 20,671 | |
795 | Methode Electronics, Inc. | 18,070 | |
1,136 | OSI Systems, Inc.* | 146,601 | |
1,812 | PC Connection, Inc. | 121,784 | |
616 | Plexus Corp.* | 66,608 | |
12,363 | Richardson Electronics Ltd. | 165,046 | |
4,563 | Sanmina Corp.* | 234,401 | |
2,993 | ScanSource, Inc.* | 118,553 | |
12,214 | Vishay Intertechnology, Inc. | 292,770 | |
2,072 | Vishay Precision Group, Inc.* | 70,593 | |
2,226,244 | |||
Telecommunication Services - 1.1% | |||
1,016 | Cogent Communications Holdings, Inc. | 77,277 | |
4,047 | EchoStar Corp. Class A* | 67,059 | |
1,492 | IDT Corp. Class B* | 50,862 | |
13,763 | Spok Holdings, Inc. | 213,051 | |
408,249 | |||
Transportation - 5.2% | |||
1,637 | ArcBest Corp. | 196,784 | |
2,939 | Covenant Logistics Group, Inc. | 135,311 | |
4,190 | Eagle Bulk Shipping, Inc. | 232,126 | |
8,496 | Genco Shipping & Trading Ltd. | 140,949 | |
2,234 | Hub Group, Inc. Class A* | 205,394 | |
3,105 | Marten Transport Ltd. | 65,143 | |
2,357 | Matson, Inc. | 258,327 |
27 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Transportation - 5.2% - (continued) | |||
18,171 | Pangaea Logistics Solutions Ltd. | $ 149,729 | |
11,629 | Schneider National, Inc. Class B | 295,958 | |
3,441 | Universal Logistics Holdings, Inc. | 96,417 | |
4,156 | Werner Enterprises, Inc. | 176,090 | |
1,952,228 | |||
Utilities - 1.1% | |||
630 | Avista Corp. | 22,516 | |
8,137 | Genie Energy Ltd. Class B | 228,894 | |
293 | Northwest Natural Holding Co. | 11,409 | |
1,129 | Otter Tail Corp. | 95,931 | |
1,077 | Unitil Corp. | 56,618 | |
415,368 | |||
Total Common Stocks (cost $33,010,475) | $ 37,100,673 | ||
SHORT-TERM INVESTMENTS - 0.3% | |||
Securities Lending Collateral - 0.3% | |||
15,912 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.25%(2) | $ 15,912 | |
53,040 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.31%(2) | 53,040 | |
15,912 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(2) | 15,912 | |
15,912 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(2) | 15,912 | |
Total Short-Term Investments (cost $100,776) | $ 100,776 | ||
Total Investments (cost $33,111,251) | 99.7% | $ 37,201,449 | |
Other Assets and Liabilities | 0.3% | 123,580 | |
Total Net Assets | 100.0% | $ 37,325,029 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(2) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
E-Mini Russell 2000 | 2 | 03/15/2024 | $ 204,770 | $ 14,566 | ||||
Total futures contracts | $ 14,566 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
28 |
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 581,008 | $ 581,008 | $ — | $ — | ||||
Banks | 3,164,506 | 3,164,506 | — | — | ||||
Capital Goods | 2,484,396 | 2,484,396 | — | — | ||||
Commercial & Professional Services | 1,599,654 | 1,599,654 | — | — | ||||
Consumer Discretionary Distribution & Retail | 2,009,171 | 2,009,171 | — | — | ||||
Consumer Durables & Apparel | 2,550,479 | 2,550,479 | — | — | ||||
Consumer Services | 371,792 | 371,792 | — | — | ||||
Consumer Staples Distribution & Retail | 814,069 | 814,069 | — | — | ||||
Energy | 748,691 | 748,691 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 1,169,474 | 1,169,474 | — | — | ||||
Financial Services | 1,491,903 | 1,491,903 | — | — | ||||
Food, Beverage & Tobacco | 1,206,681 | 1,206,681 | — | — | ||||
Health Care Equipment & Services | 3,400,504 | 3,400,504 | — | — | ||||
Household & Personal Products | 272,201 | 272,201 | — | — | ||||
Insurance | 1,544,574 | 1,544,574 | — | — | ||||
Materials | 2,592,335 | 2,592,335 | — | — | ||||
Media & Entertainment | 578,859 | 578,859 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,202,639 | 3,202,639 | — | — | ||||
Real Estate Management & Development | 600,661 | 600,661 | — | — | ||||
Semiconductors & Semiconductor Equipment | 998,119 | 998,119 | — | — | ||||
Software & Services | 716,868 | 716,868 | — | — | ||||
Technology Hardware & Equipment | 2,226,244 | 2,226,244 | — | — | ||||
Telecommunication Services | 408,249 | 408,249 | — | — | ||||
Transportation | 1,952,228 | 1,952,228 | — | — | ||||
Utilities | 415,368 | 415,368 | — | — | ||||
Short-Term Investments | 100,776 | 100,776 | — | — | ||||
Futures Contracts(2) | 14,566 | 14,566 | — | — | ||||
Total | $ 37,216,015 | $ 37,216,015 | $ — | $ — |
(1) | For the period ended December 31, 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. |
29 |
Hartford Multifactor US Equity ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 0.4% | |||
11,581 | BorgWarner, Inc. | $ 415,179 | |
23,175 | Gentex Corp. | 756,895 | |
4,872 | Thor Industries, Inc. | 576,114 | |
1,748,188 | |||
Banks - 2.2% | |||
78,593 | Bank of America Corp. | 2,646,226 | |
2,249 | Citigroup, Inc. | 115,689 | |
28,303 | JP Morgan Chase & Co. | 4,814,340 | |
118,709 | New York Community Bancorp, Inc. | 1,214,393 | |
8,790,648 | |||
Capital Goods - 7.9% | |||
5,799 | 3M Co. | 633,947 | |
5,206 | AAON, Inc. | 384,567 | |
28,070 | Allison Transmission Holdings, Inc. | 1,632,271 | |
889 | AMETEK, Inc. | 146,587 | |
4,851 | Builders FirstSource, Inc.* | 809,826 | |
9,288 | BWX Technologies, Inc. | 712,668 | |
10,397 | Carrier Global Corp. | 597,308 | |
1,741 | Caterpillar, Inc. | 514,761 | |
4,208 | Cummins, Inc. | 1,008,111 | |
1,055 | Donaldson Co., Inc. | 68,944 | |
2,565 | Eaton Corp. PLC | 617,703 | |
4,647 | EMCOR Group, Inc. | 1,001,103 | |
19,547 | Fastenal Co. | 1,266,059 | |
10,017 | Ferguson PLC | 1,933,982 | |
3,198 | Fortive Corp. | 235,469 | |
677 | General Dynamics Corp. | 175,797 | |
2,173 | General Electric Co. | 277,340 | |
1,467 | Graco, Inc. | 127,277 | |
3,880 | Hubbell, Inc. | 1,276,248 | |
901 | Huntington Ingalls Industries, Inc. | 233,936 | |
555 | IDEX Corp. | 120,496 | |
4,864 | Illinois Tool Works, Inc. | 1,274,076 | |
5,333 | Johnson Controls International PLC | 307,394 | |
1,356 | Lennox International, Inc. | 606,837 | |
4,374 | Lincoln Electric Holdings, Inc. | 951,170 | |
1,812 | Lockheed Martin Corp. | 821,271 | |
13,548 | Masco Corp. | 907,445 | |
16,048 | MSC Industrial Direct Co., Inc. Class A | 1,625,021 | |
8,823 | Mueller Industries, Inc. | 416,004 | |
1,810 | Northrop Grumman Corp. | 847,333 | |
8,379 | Otis Worldwide Corp. | 749,669 | |
4,224 | Owens Corning | 626,124 | |
18,996 | PACCAR, Inc. | 1,854,959 | |
4,754 | Pentair PLC | 345,663 | |
627 | Quanta Services, Inc. | 135,307 | |
1,572 | Rockwell Automation, Inc. | 488,075 | |
3,348 | Simpson Manufacturing Co., Inc. | 662,837 | |
2,711 | Snap-on, Inc. | 783,045 | |
2,888 | Toro Co. | 277,219 | |
2,028 | Trane Technologies PLC | 494,629 | |
3,462 | UFP Industries, Inc. | 434,654 | |
3,354 | Watsco, Inc. | 1,437,088 | |
1,275 | Watts Water Technologies, Inc. Class A | 265,634 | |
1,737 | WW Grainger, Inc. | 1,439,435 | |
31,525,289 | |||
Commercial & Professional Services - 2.4% | |||
9,312 | Booz Allen Hamilton Holding Corp. | 1,191,098 | |
289 | Broadridge Financial Solutions, Inc. | 59,462 | |
2,179 | CACI International, Inc. Class A* | 705,691 | |
1,183 | Cintas Corp. | 712,947 | |
6,315 | Copart, Inc.* | 309,435 | |
3,593 | FTI Consulting, Inc.* | 715,546 | |
1,507 | Maximus, Inc. | 126,377 | |
2,922 | MSA Safety, Inc. | 493,321 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Commercial & Professional Services - 2.4% - (continued) | |||
6,490 | Republic Services, Inc. | $ 1,070,266 | |
22,080 | Rollins, Inc. | 964,234 | |
5,201 | Science Applications International Corp. | 646,588 | |
1,948 | TriNet Group, Inc.* | 231,676 | |
4,042 | Verisk Analytics, Inc. | 965,472 | |
2,775 | Waste Connections, Inc. | 414,224 | |
5,621 | Waste Management, Inc. | 1,006,721 | |
9,613,058 | |||
Consumer Discretionary Distribution & Retail - 4.3% | |||
15,673 | Amazon.com, Inc.* | 2,381,356 | |
5,808 | AutoNation, Inc.* | 872,245 | |
386 | AutoZone, Inc.* | 998,045 | |
2,449 | Best Buy Co., Inc. | 191,708 | |
5,113 | Dick's Sporting Goods, Inc. | 751,355 | |
4,183 | Genuine Parts Co. | 579,345 | |
11,876 | Home Depot, Inc. | 4,115,628 | |
5,314 | Lowe's Cos., Inc. | 1,182,631 | |
6,781 | Murphy USA, Inc. | 2,417,833 | |
2,124 | O'Reilly Automotive, Inc.* | 2,017,970 | |
5,650 | TJX Cos., Inc. | 530,027 | |
3,301 | Tractor Supply Co. | 709,814 | |
827 | Williams-Sonoma, Inc. | 166,872 | |
16,914,829 | |||
Consumer Durables & Apparel - 3.1% | |||
10,668 | DR Horton, Inc. | 1,621,323 | |
2,147 | Hasbro, Inc. | 109,626 | |
9,407 | KB Home | 587,561 | |
6,018 | Lennar Corp. Class A | 896,923 | |
8,520 | Mattel, Inc.* | 160,858 | |
7,057 | Meritage Homes Corp. | 1,229,329 | |
207 | NVR, Inc.* | 1,449,093 | |
5,968 | Polaris, Inc. | 565,587 | |
18,613 | PulteGroup, Inc. | 1,921,234 | |
7,936 | Ralph Lauren Corp. | 1,144,371 | |
24,016 | Skechers USA, Inc. Class A* | 1,497,157 | |
10,388 | Toll Brothers, Inc. | 1,067,783 | |
12,250,845 | |||
Consumer Services - 2.3% | |||
153 | Booking Holdings, Inc.* | 542,725 | |
128 | Chipotle Mexican Grill, Inc.* | 292,731 | |
5,767 | Darden Restaurants, Inc. | 947,518 | |
2,136 | Domino's Pizza, Inc. | 880,523 | |
527 | Duolingo, Inc.* | 119,550 | |
15,937 | McDonald's Corp. | 4,725,480 | |
629 | Starbucks Corp. | 60,390 | |
1,791 | Texas Roadhouse, Inc. | 218,914 | |
11,095 | Yum! Brands, Inc. | 1,449,673 | |
9,237,504 | |||
Consumer Staples Distribution & Retail - 3.0% | |||
51,585 | Albertsons Cos., Inc. Class A | 1,186,455 | |
2,776 | Casey's General Stores, Inc. | 762,678 | |
4,706 | Costco Wholesale Corp. | 3,106,337 | |
39,817 | Kroger Co. | 1,820,035 | |
27,768 | Sprouts Farmers Market, Inc.* | 1,335,918 | |
22,949 | Walmart, Inc. | 3,617,910 | |
11,829,333 | |||
Energy - 2.7% | |||
5,091 | Baker Hughes Co. | 174,010 | |
3,303 | Cheniere Energy, Inc. | 563,855 | |
20,083 | Chevron Corp. | 2,995,580 | |
2,472 | ConocoPhillips | 286,925 | |
26,746 | Coterra Energy, Inc. | 682,558 | |
4,703 | EOG Resources, Inc. | 568,828 | |
29,663 | Exxon Mobil Corp. | 2,965,707 |
30 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Energy - 2.7% - (continued) | |||
6,300 | Marathon Petroleum Corp. | $ 934,668 | |
4,667 | Phillips 66 | 621,365 | |
1,600 | Pioneer Natural Resources Co. | 359,808 | |
1,517 | Valero Energy Corp. | 197,210 | |
15,605 | Williams Cos., Inc. | 543,522 | |
10,894,036 | |||
Equity Real Estate Investment Trusts (REITs) - 2.9% | |||
6,664 | Agree Realty Corp. REIT | 419,499 | |
11,038 | American Homes 4 Rent Class A, REIT | 396,927 | |
20,097 | Americold Realty Trust, Inc. REIT | 608,336 | |
2,501 | AvalonBay Communities, Inc. REIT | 468,237 | |
5,763 | Digital Realty Trust, Inc. REIT | 775,585 | |
1,560 | EastGroup Properties, Inc. REIT | 286,322 | |
1,392 | Equinix, Inc. REIT | 1,121,103 | |
672 | Equity LifeStyle Properties, Inc. REIT | 47,403 | |
1,009 | Equity Residential REIT | 61,710 | |
3,821 | First Industrial Realty Trust, Inc. REIT | 201,252 | |
6,714 | Gaming & Leisure Properties, Inc. REIT | 331,336 | |
13,356 | Invitation Homes, Inc. REIT | 455,573 | |
18,698 | Iron Mountain, Inc. REIT | 1,308,486 | |
157 | NET Lease Office Properties REIT | 2,901 | |
23,302 | Omega Healthcare Investors, Inc. REIT | 714,439 | |
1,765 | Phillips Edison & Co., Inc. REIT | 64,387 | |
14,877 | PotlatchDeltic Corp. REIT | 730,461 | |
2,242 | Public Storage REIT | 683,810 | |
12,363 | Realty Income Corp. REIT | 709,884 | |
1,776 | Spirit Realty Capital, Inc. REIT | 77,594 | |
20,101 | STAG Industrial, Inc. REIT | 789,165 | |
11,175 | VICI Properties, Inc. REIT | 356,259 | |
4,747 | Welltower, Inc. REIT | 428,037 | |
12,935 | Weyerhaeuser Co. REIT | 449,750 | |
2,067 | WP Carey, Inc. REIT | 133,962 | |
11,622,418 | |||
Financial Services - 4.3% | |||
10,767 | Berkshire Hathaway, Inc. Class B* | 3,840,158 | |
9,463 | Cboe Global Markets, Inc. | 1,689,713 | |
5,114 | CME Group, Inc. | 1,077,008 | |
793 | FactSet Research Systems, Inc. | 378,301 | |
2,024 | Fiserv, Inc.* | 268,868 | |
5,555 | Houlihan Lokey, Inc. | 666,100 | |
929 | Interactive Brokers Group, Inc. Class A | 77,014 | |
4,560 | Intercontinental Exchange, Inc. | 585,641 | |
5,888 | Mastercard, Inc. Class A | 2,511,291 | |
11,569 | MGIC Investment Corp. | 223,166 | |
1,334 | Moody's Corp. | 521,007 | |
40,334 | Radian Group, Inc. | 1,151,536 | |
4,511 | Tradeweb Markets, Inc. Class A | 409,960 | |
11,271 | Visa, Inc. Class A | 2,934,405 | |
2,850 | Voya Financial, Inc. | 207,936 | |
30,276 | Western Union Co. | 360,890 | |
16,902,994 | |||
Food, Beverage & Tobacco - 3.1% | |||
17,879 | Altria Group, Inc. | 721,239 | |
815 | Archer-Daniels-Midland Co. | 58,859 | |
50,680 | Coca-Cola Co. | 2,986,573 | |
13,136 | Flowers Foods, Inc. | 295,691 | |
6,474 | General Mills, Inc. | 421,716 | |
3,067 | Hershey Co. | 571,812 | |
5,942 | Ingredion, Inc. | 644,885 | |
340 | J M Smucker Co. | 42,969 | |
18,608 | Kellanova | 1,040,373 | |
2,469 | McCormick & Co., Inc. | 168,929 | |
9,712 | Mondelez International, Inc. Class A | 703,440 | |
2,975 | Monster Beverage Corp.* | 171,390 | |
22,316 | PepsiCo, Inc. | 3,790,150 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Food, Beverage & Tobacco - 3.1% - (continued) | |||
8,104 | Philip Morris International, Inc. | $ 762,424 | |
4,499 | WK Kellogg Co. | 59,117 | |
12,439,567 | |||
Health Care Equipment & Services - 6.5% | |||
9,746 | Abbott Laboratories | 1,072,742 | |
9,856 | AMN Healthcare Services, Inc.* | 738,017 | |
11,342 | Baxter International, Inc. | 438,482 | |
5,624 | Becton Dickinson & Co. | 1,371,300 | |
12,368 | Boston Scientific Corp.* | 714,994 | |
20,982 | Cardinal Health, Inc. | 2,114,986 | |
12,726 | Cencora, Inc. | 2,613,666 | |
1,229 | Chemed Corp. | 718,658 | |
2,484 | Cigna Group | 743,834 | |
794 | Cooper Cos., Inc. | 300,481 | |
3,108 | CVS Health Corp. | 245,408 | |
506 | DaVita, Inc.* | 53,009 | |
1,633 | Elevance Health, Inc. | 770,058 | |
8,489 | Encompass Health Corp. | 566,386 | |
3,930 | Haemonetics Corp.* | 336,054 | |
1,621 | HCA Healthcare, Inc. | 438,772 | |
5,519 | Henry Schein, Inc.* | 417,844 | |
10,051 | Hologic, Inc.* | 718,144 | |
2,293 | Humana, Inc. | 1,049,758 | |
206 | IDEXX Laboratories, Inc.* | 114,340 | |
4,710 | Laboratory Corp. of America Holdings | 1,070,536 | |
4,314 | McKesson Corp. | 1,997,296 | |
9,798 | Medtronic PLC | 807,159 | |
8,739 | Quest Diagnostics, Inc. | 1,204,933 | |
448 | ResMed, Inc. | 77,065 | |
585 | STERIS PLC | 128,612 | |
1,826 | Stryker Corp. | 546,814 | |
7,654 | UnitedHealth Group, Inc. | 4,029,601 | |
4,873 | Zimmer Biomet Holdings, Inc. | 593,044 | |
25,991,993 | |||
Household & Personal Products - 1.9% | |||
10,774 | Church & Dwight Co., Inc. | 1,018,790 | |
5,537 | Clorox Co. | 789,521 | |
12,064 | Colgate-Palmolive Co. | 961,621 | |
8,439 | Kimberly-Clark Corp. | 1,025,423 | |
25,710 | Procter & Gamble Co. | 3,767,543 | |
7,562,898 | |||
Insurance - 4.6% | |||
16,530 | Aflac, Inc. | 1,363,725 | |
2,476 | Allstate Corp. | 346,590 | |
7,466 | American International Group, Inc. | 505,821 | |
2,388 | Aon PLC Class A | 694,956 | |
19,924 | Arch Capital Group Ltd.* | 1,479,755 | |
4,775 | Arthur J Gallagher & Co. | 1,073,802 | |
2,336 | Assurant, Inc. | 393,593 | |
850 | Axis Capital Holdings Ltd. | 47,065 | |
8,451 | Brown & Brown, Inc. | 600,951 | |
3,660 | Chubb Ltd. | 827,160 | |
1,586 | Everest Group Ltd. | 560,778 | |
5,100 | First American Financial Corp. | 328,644 | |
1,255 | Globe Life, Inc. | 152,759 | |
4,158 | Loews Corp. | 289,355 | |
549 | Markel Group, Inc.* | 779,525 | |
7,227 | Marsh & McLennan Cos., Inc. | 1,369,300 | |
42,490 | Old Republic International Corp. | 1,249,206 | |
1,231 | Primerica, Inc. | 253,291 | |
1,898 | Progressive Corp. | 302,313 | |
1,681 | Reinsurance Group of America, Inc. | 271,952 | |
885 | RenaissanceRe Holdings Ltd. | 173,460 | |
5,583 | RLI Corp. | 743,209 | |
4,577 | Selective Insurance Group, Inc. | 455,320 |
31 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Insurance - 4.6% - (continued) | |||
7,689 | Travelers Cos., Inc. | $ 1,464,678 | |
18,418 | Unum Group | 832,862 | |
724 | White Mountains Insurance Group Ltd. | 1,089,627 | |
2,082 | Willis Towers Watson PLC | 502,178 | |
18,151,875 | |||
Materials - 2.8% | |||
2,415 | Air Products & Chemicals, Inc. | 661,227 | |
3,539 | AptarGroup, Inc. | 437,491 | |
4,773 | Commercial Metals Co. | 238,841 | |
1,619 | Eagle Materials, Inc. | 328,398 | |
1,269 | Ecolab, Inc. | 251,706 | |
2,268 | International Paper Co. | 81,988 | |
2,243 | Linde PLC | 921,223 | |
4,128 | LyondellBasell Industries NV Class A | 392,490 | |
6,634 | Newmont Corp. | 274,581 | |
6,971 | Packaging Corp. of America | 1,135,646 | |
1,782 | PPG Industries, Inc. | 266,498 | |
7,916 | Reliance Steel & Aluminum Co. | 2,213,947 | |
2,165 | Royal Gold, Inc. | 261,878 | |
11,535 | RPM International, Inc. | 1,287,652 | |
6,624 | Sherwin-Williams Co. | 2,066,026 | |
1,686 | Sonoco Products Co. | 94,197 | |
311 | Vulcan Materials Co. | 70,600 | |
10,984,389 | |||
Media & Entertainment - 5.1% | |||
29,596 | Alphabet, Inc. Class A* | 4,134,265 | |
1,273 | Charter Communications, Inc. Class A* | 494,790 | |
45,462 | Comcast Corp. Class A | 1,993,509 | |
19,758 | Electronic Arts, Inc. | 2,703,092 | |
13,141 | Fox Corp. Class A | 389,893 | |
12,543 | Meta Platforms, Inc. Class A* | 4,439,720 | |
23,666 | New York Times Co. Class A | 1,159,397 | |
11,358 | Omnicom Group, Inc. | 982,581 | |
181,125 | Sirius XM Holdings, Inc.(1) | 990,754 | |
9,716 | Take-Two Interactive Software, Inc.* | 1,563,790 | |
19,307 | TKO Group Holdings, Inc. | 1,575,065 | |
20,426,856 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.0% | |||
29,118 | AbbVie, Inc. | 4,512,416 | |
16,760 | Alkermes PLC* | 464,922 | |
5,197 | Amgen, Inc. | 1,496,840 | |
24,001 | Bristol-Myers Squibb Co. | 1,231,491 | |
9,118 | Eli Lilly & Co. | 5,315,065 | |
31,025 | Exelixis, Inc.* | 744,290 | |
28,348 | Gilead Sciences, Inc. | 2,296,471 | |
8,988 | Intra-Cellular Therapies, Inc.* | 643,721 | |
30,659 | Johnson & Johnson | 4,805,492 | |
46,706 | Merck & Co., Inc. | 5,091,888 | |
1,632 | Mural Oncology PLC* | 9,661 | |
30,760 | Pfizer, Inc. | 885,580 | |
1,250 | Regeneron Pharmaceuticals, Inc.* | 1,097,863 | |
537 | United Therapeutics Corp.* | 118,081 | |
4,354 | Vertex Pharmaceuticals, Inc.* | 1,771,599 | |
5,795 | Viatris, Inc. | 62,760 | |
1,035 | West Pharmaceutical Services, Inc. | 364,444 | |
3,661 | Zoetis, Inc. | 722,572 | |
31,635,156 | |||
Semiconductors & Semiconductor Equipment - 5.6% | |||
5,730 | Analog Devices, Inc. | 1,137,749 | |
4,631 | Applied Materials, Inc. | 750,546 | |
5,927 | Broadcom, Inc. | 6,616,014 | |
853 | First Solar, Inc.* | 146,955 | |
19,453 | Intel Corp. | 977,513 | |
1,644 | KLA Corp. | 955,657 | |
1,467 | Lam Research Corp. | 1,149,042 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Semiconductors & Semiconductor Equipment - 5.6% - (continued) | |||
7,809 | Microchip Technology, Inc. | $ 704,216 | |
5,915 | Micron Technology, Inc. | 504,786 | |
4,845 | NVIDIA Corp. | 2,399,341 | |
5,942 | NXP Semiconductors NV | 1,364,758 | |
6,334 | Power Integrations, Inc. | 520,085 | |
2,103 | QUALCOMM, Inc. | 304,157 | |
22,211 | Rambus, Inc.* | 1,515,901 | |
5,552 | Skyworks Solutions, Inc. | 624,156 | |
6,230 | Teradyne, Inc. | 676,080 | |
11,407 | Texas Instruments, Inc. | 1,944,437 | |
22,291,393 | |||
Software & Services - 10.5% | |||
4,605 | Accenture PLC Class A | 1,615,941 | |
6,906 | Adobe, Inc.* | 4,120,120 | |
13,014 | Akamai Technologies, Inc.* | 1,540,207 | |
10,061 | Altair Engineering, Inc. Class A* | 846,633 | |
583 | ANSYS, Inc.* | 211,559 | |
15,379 | Box, Inc. Class A* | 393,856 | |
4,447 | Cadence Design Systems, Inc.* | 1,211,229 | |
22,658 | Cognizant Technology Solutions Corp. Class A | 1,711,359 | |
22,284 | Dolby Laboratories, Inc. Class A | 1,920,435 | |
1,861 | DoubleVerify Holdings, Inc.* | 68,448 | |
54,678 | Dropbox, Inc. Class A* | 1,611,907 | |
1,324 | Fair Isaac Corp.* | 1,541,149 | |
13,296 | Fortinet, Inc.* | 778,215 | |
2,741 | Gartner, Inc.* | 1,236,492 | |
20,963 | Gen Digital, Inc. | 478,376 | |
738 | Guidewire Software, Inc.* | 80,472 | |
256 | HubSpot, Inc.* | 148,618 | |
15,858 | International Business Machines Corp. | 2,593,576 | |
828 | Intuit, Inc. | 517,525 | |
3,332 | Manhattan Associates, Inc.* | 717,446 | |
15,225 | Microsoft Corp. | 5,725,209 | |
19,919 | Oracle Corp. | 2,100,060 | |
3,620 | Palo Alto Networks, Inc.* | 1,067,466 | |
3,509 | Roper Technologies, Inc. | 1,913,002 | |
13,151 | Salesforce, Inc.* | 3,460,554 | |
280 | ServiceNow, Inc.* | 197,817 | |
3,044 | SPS Commerce, Inc.* | 590,049 | |
1,429 | Synopsys, Inc.* | 735,806 | |
5,542 | Teradata Corp.* | 241,132 | |
7,954 | VeriSign, Inc.* | 1,638,206 | |
2,937 | Workday, Inc. Class A* | 810,788 | |
41,823,652 | |||
Technology Hardware & Equipment - 9.5% | |||
2,963 | Advanced Energy Industries, Inc. | 322,730 | |
19,611 | Amphenol Corp. Class A | 1,944,038 | |
24,480 | Apple, Inc. | 4,713,134 | |
798 | Arista Networks, Inc.* | 187,937 | |
14,628 | Arrow Electronics, Inc.* | 1,788,273 | |
23,460 | Avnet, Inc. | 1,182,384 | |
11,020 | Badger Meter, Inc. | 1,701,157 | |
13,477 | Belden, Inc. | 1,041,098 | |
2,299 | CDW Corp. | 522,609 | |
42,776 | Cisco Systems, Inc. | 2,161,044 | |
27,027 | Corning, Inc. | 822,972 | |
32,951 | Dell Technologies, Inc. Class C | 2,520,751 | |
2,289 | F5, Inc.* | 409,685 | |
1,015 | Fabrinet* | 193,185 | |
29,331 | Flex Ltd.* | 893,422 | |
88,961 | Hewlett Packard Enterprise Co. | 1,510,558 | |
53,215 | HP, Inc. | 1,601,239 | |
10,199 | Insight Enterprises, Inc.* | 1,807,161 | |
15,133 | Jabil, Inc. | 1,927,944 | |
21,139 | Juniper Networks, Inc. | 623,178 | |
4,628 | Keysight Technologies, Inc.* | 736,269 |
32 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Technology Hardware & Equipment - 9.5% - (continued) | |||
3,620 | Littelfuse, Inc. | $ 968,567 | |
7,687 | Motorola Solutions, Inc. | 2,406,723 | |
25,041 | NetApp, Inc. | 2,207,615 | |
478 | Novanta, Inc.* | 80,500 | |
5,930 | Pure Storage, Inc. Class A* | 211,464 | |
9,511 | TE Connectivity Ltd. | 1,336,296 | |
515 | Teledyne Technologies, Inc.* | 229,839 | |
53,404 | Vontier Corp. | 1,845,108 | |
37,896,880 | |||
Telecommunication Services - 0.8% | |||
14,576 | AT&T, Inc. | 244,585 | |
4,580 | T-Mobile U.S., Inc. | 734,312 | |
52,550 | Verizon Communications, Inc. | 1,981,135 | |
2,960,032 | |||
Transportation - 1.5% | |||
3,470 | CH Robinson Worldwide, Inc. | 299,773 | |
12,686 | Expeditors International of Washington, Inc. | 1,613,659 | |
3,671 | FedEx Corp. | 928,653 | |
3,974 | JB Hunt Transport Services, Inc. | 793,767 | |
8,761 | Landstar System, Inc. | 1,696,567 | |
890 | Old Dominion Freight Line, Inc. | 360,744 | |
1,747 | Ryder System, Inc. | 201,010 | |
5,894,173 | |||
Utilities - 4.4% | |||
6,179 | Alliant Energy Corp. | 316,983 | |
11,826 | Ameren Corp. | 855,493 | |
6,040 | American Electric Power Co., Inc. | 490,569 | |
9,419 | Atmos Energy Corp. | 1,091,662 | |
14,907 | CenterPoint Energy, Inc. | 425,893 | |
13,698 | CMS Energy Corp. | 795,443 | |
17,080 | Consolidated Edison, Inc. | 1,553,768 | |
1,104 | Constellation Energy Corp. | 129,047 | |
3,292 | Dominion Energy, Inc. | 154,724 | |
9,357 | DTE Energy Co. | 1,031,703 | |
8,464 | Duke Energy Corp. | 821,346 | |
13,247 | Edison International | 947,028 | |
3,705 | Entergy Corp. | 374,909 | |
2,512 | Eversource Energy | 155,041 | |
10,014 | Exelon Corp. | 359,503 | |
18,564 | FirstEnergy Corp. | 680,556 | |
10,233 | Hawaiian Electric Industries, Inc. | 145,206 | |
3,200 | IDACORP, Inc. | 314,624 | |
11,695 | NiSource, Inc. | 310,502 | |
4,697 | OGE Energy Corp. | 164,066 | |
35,808 | PG&E Corp. | 645,618 | |
12,202 | Pinnacle West Capital Corp. | 876,592 | |
13,913 | Portland General Electric Co. | 602,989 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Utilities - 4.4% - (continued) | |||
23,861 | PPL Corp. | $ 646,633 | |
17,272 | Public Service Enterprise Group, Inc. | 1,056,183 | |
2,841 | Sempra | 212,308 | |
18,243 | Southern Co. | 1,279,199 | |
6,541 | WEC Energy Group, Inc. | 550,556 | |
8,520 | Xcel Energy, Inc. | 527,473 | |
17,515,617 | |||
Total Common Stocks (cost $350,163,194) | $ 396,903,623 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Securities Lending Collateral - 0.2% | |||
153,364 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.25%(2) | $ 153,364 | |
511,216 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.31%(2) | 511,216 | |
153,365 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(2) | 153,365 | |
153,365 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(2) | 153,365 | |
Total Short-Term Investments (cost $971,310) | $ 971,310 | ||
Total Investments (cost $351,134,504) | 100.0% | $ 397,874,933 | |
Other Assets and Liabilities | (0.0)% | (66,061) | |
Total Net Assets | 100.0% | $ 397,808,872 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(2) | Current yield as of period end. |
Futures Contracts Outstanding at December 31, 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 | 03/15/2024 | $ 723,000 | $ 23,941 | ||||
Total futures contracts | $ 23,941 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
33 |
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,748,188 | $ 1,748,188 | $ — | $ — | ||||
Banks | 8,790,648 | 8,790,648 | — | — | ||||
Capital Goods | 31,525,289 | 31,525,289 | — | — | ||||
Commercial & Professional Services | 9,613,058 | 9,613,058 | — | — | ||||
Consumer Discretionary Distribution & Retail | 16,914,829 | 16,914,829 | — | — | ||||
Consumer Durables & Apparel | 12,250,845 | 12,250,845 | — | — | ||||
Consumer Services | 9,237,504 | 9,237,504 | — | — | ||||
Consumer Staples Distribution & Retail | 11,829,333 | 11,829,333 | — | — | ||||
Energy | 10,894,036 | 10,894,036 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 11,622,418 | 11,622,418 | — | — | ||||
Financial Services | 16,902,994 | 16,902,994 | — | — | ||||
Food, Beverage & Tobacco | 12,439,567 | 12,439,567 | — | — | ||||
Health Care Equipment & Services | 25,991,993 | 25,991,993 | — | — | ||||
Household & Personal Products | 7,562,898 | 7,562,898 | — | — | ||||
Insurance | 18,151,875 | 18,151,875 | — | — | ||||
Materials | 10,984,389 | 10,984,389 | — | — | ||||
Media & Entertainment | 20,426,856 | 20,426,856 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 31,635,156 | 31,635,156 | — | — | ||||
Semiconductors & Semiconductor Equipment | 22,291,393 | 22,291,393 | — | — | ||||
Software & Services | 41,823,652 | 41,823,652 | — | — | ||||
Technology Hardware & Equipment | 37,896,880 | 37,896,880 | — | — | ||||
Telecommunication Services | 2,960,032 | 2,960,032 | — | — | ||||
Transportation | 5,894,173 | 5,894,173 | — | — | ||||
Utilities | 17,515,617 | 17,515,617 | — | — | ||||
Short-Term Investments | 971,310 | 971,310 | — | — | ||||
Futures Contracts(2) | 23,941 | 23,941 | — | — | ||||
Total | $ 397,898,874 | $ 397,898,874 | $ — | $ — |
(1) | For the period ended December 31, 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. |
34 |
Hartford US Quality Growth ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% | |||
Capital Goods - 5.1% | |||
65 | Atkore, Inc.* | $ 10,400 | |
510 | Builders FirstSource, Inc.* | 85,140 | |
745 | Fastenal Co. | 48,254 | |
160 | Ferguson PLC | 30,891 | |
205 | MSC Industrial Direct Co., Inc. Class A | 20,758 | |
90 | WW Grainger, Inc. | 74,582 | |
270,025 | |||
Commercial & Professional Services - 1.3% | |||
785 | Robert Half, Inc. | 69,017 | |
Consumer Discretionary Distribution & Retail - 10.6% | |||
1,390 | Amazon.com, Inc.* | 211,197 | |
135 | Best Buy Co., Inc. | 10,568 | |
295 | Home Depot, Inc. | 102,232 | |
300 | Lowe's Cos., Inc. | 66,765 | |
1,050 | Macy's, Inc. | 21,126 | |
30 | O'Reilly Automotive, Inc.* | 28,502 | |
5 | TJX Cos., Inc. | 469 | |
110 | Ulta Beauty, Inc.* | 53,899 | |
125 | Wayfair, Inc. Class A* | 7,713 | |
275 | Williams-Sonoma, Inc. | 55,489 | |
557,960 | |||
Consumer Durables & Apparel - 1.3% | |||
70 | Lululemon Athletica, Inc.* | 35,790 | |
225 | NIKE, Inc. Class B | 24,428 | |
160 | Tapestry, Inc. | 5,890 | |
66,108 | |||
Consumer Services - 1.4% | |||
15 | Booking Holdings, Inc.* | 53,208 | |
15 | Domino's Pizza, Inc. | 6,184 | |
45 | McDonald's Corp. | 13,343 | |
72,735 | |||
Consumer Staples Distribution & Retail - 4.0% | |||
175 | Costco Wholesale Corp. | 115,514 | |
595 | Walmart, Inc. | 93,802 | |
209,316 | |||
Energy - 3.8% | |||
175 | Chesapeake Energy Corp. | 13,465 | |
175 | Chevron Corp. | 26,103 | |
570 | EOG Resources, Inc. | 68,941 | |
560 | Exxon Mobil Corp. | 55,989 | |
5,625 | Southwestern Energy Co.* | 36,844 | |
201,342 | |||
Financial Services - 4.6% | |||
155 | Jack Henry & Associates, Inc. | 25,329 | |
235 | Mastercard, Inc. Class A | 100,230 | |
25 | MSCI, Inc. | 14,141 | |
395 | Visa, Inc. Class A | 102,838 | |
242,538 | |||
Food, Beverage & Tobacco - 1.8% | |||
545 | PepsiCo, Inc. | 92,563 | |
Health Care Equipment & Services - 5.6% | |||
440 | AMN Healthcare Services, Inc.* | 32,947 | |
5 | Chemed Corp. | 2,924 | |
535 | Edwards Lifesciences Corp.* | 40,794 | |
190 | IDEXX Laboratories, Inc.* | 105,459 | |
65 | Inspire Medical Systems, Inc.* | 13,223 | |
70 | Shockwave Medical, Inc.* | 13,339 | |
165 | UnitedHealth Group, Inc. | 86,868 | |
295,554 | |||
Household & Personal Products - 0.6% | |||
230 | Procter & Gamble Co. | 33,704 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Materials - 2.1% | |||
20 | CF Industries Holdings, Inc. | $ 1,590 | |
465 | Louisiana-Pacific Corp. | 32,936 | |
235 | Reliance Steel & Aluminum Co. | 65,725 | |
40 | Sherwin-Williams Co. | 12,476 | |
112,727 | |||
Media & Entertainment - 10.1% | |||
1,750 | Alphabet, Inc. Class A* | 244,457 | |
655 | Match Group, Inc.* | 23,907 | |
405 | Meta Platforms, Inc. Class A* | 143,354 | |
2,820 | Pinterest, Inc. Class A* | 104,453 | |
3,395 | Sirius XM Holdings, Inc. | 18,571 | |
534,742 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.2% | |||
660 | AbbVie, Inc. | 102,280 | |
175 | Eli Lilly & Co. | 102,011 | |
220 | Incyte Corp.* | 13,814 | |
600 | Johnson & Johnson | 94,044 | |
885 | Merck & Co., Inc. | 96,482 | |
55 | Mettler-Toledo International, Inc.* | 66,713 | |
35 | Waters Corp.* | 11,523 | |
486,867 | |||
Semiconductors & Semiconductor Equipment - 12.4% | |||
280 | Applied Materials, Inc. | 45,380 | |
105 | Broadcom, Inc. | 117,206 | |
35 | Cirrus Logic, Inc.* | 2,912 | |
105 | KLA Corp. | 61,036 | |
65 | Lam Research Corp. | 50,912 | |
110 | Lattice Semiconductor Corp.* | 7,589 | |
10 | Monolithic Power Systems, Inc. | 6,308 | |
350 | NVIDIA Corp. | 173,327 | |
675 | QUALCOMM, Inc. | 97,625 | |
340 | Teradyne, Inc. | 36,897 | |
305 | Texas Instruments, Inc. | 51,990 | |
651,182 | |||
Software & Services - 20.1% | |||
105 | Accenture PLC Class A | 36,846 | |
175 | Adobe, Inc.* | 104,405 | |
270 | Atlassian Corp. Class A* | 64,222 | |
165 | Autodesk, Inc.* | 40,174 | |
680 | Box, Inc. Class A* | 17,415 | |
305 | Cadence Design Systems, Inc.* | 83,073 | |
410 | DocuSign, Inc.* | 24,375 | |
1,775 | Dropbox, Inc. Class A* | 52,327 | |
70 | Fair Isaac Corp.* | 81,481 | |
890 | Fortinet, Inc.* | 52,092 | |
80 | Gartner, Inc.* | 36,089 | |
50 | HubSpot, Inc.* | 29,027 | |
5 | Intuit, Inc. | 3,125 | |
185 | Manhattan Associates, Inc.* | 39,834 | |
560 | Microsoft Corp. | 210,582 | |
160 | Nutanix, Inc. Class A* | 7,630 | |
90 | Qualys, Inc.* | 17,665 | |
125 | Salesforce, Inc.* | 32,892 | |
40 | ServiceNow, Inc.* | 28,260 | |
40 | Synopsys, Inc.* | 20,596 | |
320 | Teradata Corp.* | 13,923 | |
305 | VeriSign, Inc.* | 62,818 | |
1,058,851 | |||
Technology Hardware & Equipment - 5.2% | |||
1,260 | Apple, Inc. | 242,588 | |
340 | NetApp, Inc. | 29,974 | |
60 | Pure Storage, Inc. Class A* | 2,140 | |
274,702 |
35 |
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.9% - (continued) | |||
Transportation - 0.7% | |||
75 | CH Robinson Worldwide, Inc. | $ 6,479 | |
160 | Landstar System, Inc. | 30,984 | |
37,463 | |||
Total Common Stocks (cost $4,994,260) | $ 5,267,396 | ||
Total Investments (cost $4,994,260) | 99.9% | $ 5,267,396 | |
Other Assets and Liabilities | 0.1% | 4,478 | |
Total Net Assets | 100.0% | $ 5,271,874 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Capital Goods | $ 270,025 | $ 270,025 | $ — | $ — | ||||
Commercial & Professional Services | 69,017 | 69,017 | — | — | ||||
Consumer Discretionary Distribution & Retail | 557,960 | 557,960 | — | — | ||||
Consumer Durables & Apparel | 66,108 | 66,108 | — | — | ||||
Consumer Services | 72,735 | 72,735 | — | — | ||||
Consumer Staples Distribution & Retail | 209,316 | 209,316 | — | — | ||||
Energy | 201,342 | 201,342 | — | — | ||||
Financial Services | 242,538 | 242,538 | — | — | ||||
Food, Beverage & Tobacco | 92,563 | 92,563 | — | — | ||||
Health Care Equipment & Services | 295,554 | 295,554 | — | — | ||||
Household & Personal Products | 33,704 | 33,704 | — | — | ||||
Materials | 112,727 | 112,727 | — | — | ||||
Media & Entertainment | 534,742 | 534,742 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 486,867 | 486,867 | — | — | ||||
Semiconductors & Semiconductor Equipment | 651,182 | 651,182 | — | — | ||||
Software & Services | 1,058,851 | 1,058,851 | — | — | ||||
Technology Hardware & Equipment | 274,702 | 274,702 | — | — | ||||
Transportation | 37,463 | 37,463 | — | — | ||||
Total | $ 5,267,396 | $ 5,267,396 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
36 |
Hartford US Value ETF
Schedule of Investments
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 0.0% | |||
10 | Thor Industries, Inc. | $ 1,183 | |
Banks - 12.9% | |||
2,345 | Bank of America Corp. | 78,956 | |
2,375 | Citigroup, Inc. | 122,170 | |
125 | Fifth Third Bancorp | 4,311 | |
25 | First Citizens BancShares, Inc. Class A | 35,474 | |
1,110 | Huntington Bancshares, Inc. | 14,119 | |
770 | JP Morgan Chase & Co. | 130,977 | |
210 | M&T Bank Corp. | 28,787 | |
5,490 | New York Community Bancorp, Inc. | 56,163 | |
335 | PNC Financial Services Group, Inc. | 51,875 | |
360 | Popular, Inc. | 29,545 | |
1,500 | Regions Financial Corp. | 29,070 | |
825 | U.S. Bancorp | 35,706 | |
1,330 | Wells Fargo & Co. | 65,463 | |
682,616 | |||
Capital Goods - 6.8% | |||
175 | 3M Co. | 19,131 | |
10 | Atkore, Inc.* | 1,600 | |
655 | Boise Cascade Co. | 84,731 | |
595 | Builders FirstSource, Inc.* | 99,329 | |
85 | Carrier Global Corp. | 4,883 | |
25 | Caterpillar, Inc. | 7,392 | |
160 | Ferguson PLC | 30,891 | |
10 | Illinois Tool Works, Inc. | 2,619 | |
220 | MSC Industrial Direct Co., Inc. Class A | 22,277 | |
810 | Mueller Industries, Inc. | 38,192 | |
105 | Owens Corning | 15,564 | |
270 | UFP Industries, Inc. | 33,899 | |
360,508 | |||
Commercial & Professional Services - 0.1% | |||
60 | ManpowerGroup, Inc. | 4,768 | |
Consumer Discretionary Distribution & Retail - 1.8% | |||
120 | Best Buy Co., Inc. | 9,393 | |
135 | Dick's Sporting Goods, Inc. | 19,838 | |
40 | Home Depot, Inc. | 13,862 | |
65 | Lowe's Cos., Inc. | 14,466 | |
1,940 | Macy's, Inc. | 39,033 | |
96,592 | |||
Consumer Durables & Apparel - 4.0% | |||
280 | DR Horton, Inc. | 42,555 | |
420 | KB Home | 26,233 | |
210 | Lennar Corp. Class A | 31,298 | |
95 | Meritage Homes Corp. | 16,549 | |
660 | PulteGroup, Inc. | 68,125 | |
170 | Ralph Lauren Corp. | 24,514 | |
209,274 | |||
Consumer Staples Distribution & Retail - 2.4% | |||
1,680 | Albertsons Cos., Inc. Class A | 38,640 | |
1,150 | Kroger Co. | 52,566 | |
235 | Walmart, Inc. | 37,048 | |
128,254 | |||
Energy - 10.7% | |||
110 | Chesapeake Energy Corp. | 8,463 | |
210 | Chevron Corp. | 31,324 | |
90 | Chord Energy Corp. | 14,961 | |
125 | Civitas Resources, Inc. | 8,547 | |
355 | ConocoPhillips | 41,205 | |
215 | Coterra Energy, Inc. | 5,487 | |
560 | EOG Resources, Inc. | 67,732 | |
445 | Exxon Mobil Corp. | 44,491 | |
155 | HF Sinclair Corp. | 8,613 | |
630 | Marathon Petroleum Corp. | 93,467 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Energy - 10.7% - (continued) | |||
690 | PBF Energy, Inc. Class A | $ 30,332 | |
670 | Phillips 66 | 89,204 | |
140 | Pioneer Natural Resources Co. | 31,483 | |
670 | Valero Energy Corp. | 87,100 | |
562,409 | |||
Equity Real Estate Investment Trusts (REITs) - 4.9% | |||
80 | Crown Castle, Inc. REIT | 9,215 | |
65 | Equinix, Inc. REIT | 52,350 | |
340 | Host Hotels & Resorts, Inc. REIT | 6,620 | |
775 | Iron Mountain, Inc. REIT | 54,234 | |
25 | Lamar Advertising Co. Class A, REIT | 2,657 | |
585 | PotlatchDeltic Corp. REIT | 28,724 | |
110 | Prologis, Inc. REIT | 14,663 | |
20 | Public Storage REIT | 6,100 | |
245 | Simon Property Group, Inc. REIT | 34,947 | |
35 | VICI Properties, Inc. REIT | 1,116 | |
1,360 | Weyerhaeuser Co. REIT | 47,287 | |
257,913 | |||
Financial Services - 12.5% | |||
710 | Ally Financial, Inc. | 24,793 | |
95 | American Express Co. | 17,797 | |
535 | Bank of New York Mellon Corp. | 27,847 | |
25 | Berkshire Hathaway, Inc. Class B* | 8,917 | |
25 | BlackRock, Inc. | 20,295 | |
560 | Capital One Financial Corp. | 73,427 | |
165 | Discover Financial Services | 18,546 | |
450 | Essent Group Ltd. | 23,733 | |
180 | Evercore, Inc. Class A | 30,789 | |
155 | Fiserv, Inc.* | 20,590 | |
90 | Goldman Sachs Group, Inc. | 34,719 | |
1,160 | Janus Henderson Group PLC | 34,974 | |
95 | Mastercard, Inc. Class A | 40,519 | |
2,630 | MGIC Investment Corp. | 50,733 | |
70 | Moody's Corp. | 27,339 | |
175 | Morgan Stanley | 16,319 | |
90 | OneMain Holdings, Inc. | 4,428 | |
1,845 | Radian Group, Inc. | 52,675 | |
35 | Raymond James Financial, Inc. | 3,903 | |
420 | State Street Corp. | 32,533 | |
725 | Synchrony Financial | 27,688 | |
160 | T Rowe Price Group, Inc. | 17,230 | |
135 | Visa, Inc. Class A | 35,147 | |
1,235 | Western Union Co. | 14,721 | |
659,662 | |||
Food, Beverage & Tobacco - 0.5% | |||
190 | Altria Group, Inc. | 7,665 | |
265 | Archer-Daniels-Midland Co. | 19,138 | |
26,803 | |||
Health Care Equipment & Services - 5.9% | |||
65 | AMN Healthcare Services, Inc.* | 4,867 | |
5 | Cardinal Health, Inc. | 504 | |
170 | Cigna Group | 50,906 | |
190 | CVS Health Corp. | 15,002 | |
110 | Elevance Health, Inc. | 51,872 | |
235 | HCA Healthcare, Inc. | 63,610 | |
94 | Humana, Inc. | 43,034 | |
20 | IDEXX Laboratories, Inc.* | 11,101 | |
109 | McKesson Corp. | 50,465 | |
40 | UnitedHealth Group, Inc. | 21,059 | |
312,420 | |||
Insurance - 4.7% | |||
249 | Aflac, Inc. | 20,542 | |
915 | American International Group, Inc. | 61,991 | |
125 | Arch Capital Group Ltd.* | 9,284 |
37 |
Hartford US Value ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Insurance - 4.7% - (continued) | |||
113 | Chubb Ltd. | $ 25,538 | |
40 | Fidelity National Financial, Inc. | 2,041 | |
95 | Marsh & McLennan Cos., Inc. | 18,000 | |
140 | MetLife, Inc. | 9,258 | |
522 | Old Republic International Corp. | 15,347 | |
380 | Principal Financial Group, Inc. | 29,895 | |
55 | Travelers Cos., Inc. | 10,477 | |
1,000 | Unum Group | 45,220 | |
247,593 | |||
Materials - 4.4% | |||
375 | Commercial Metals Co. | 18,765 | |
395 | Louisiana-Pacific Corp. | 27,978 | |
190 | LyondellBasell Industries NV Class A | 18,065 | |
255 | Nucor Corp. | 44,380 | |
250 | Reliance Steel & Aluminum Co. | 69,920 | |
445 | Steel Dynamics, Inc. | 52,555 | |
231,663 | |||
Media & Entertainment - 4.8% | |||
385 | Alphabet, Inc. Class A* | 53,781 | |
1,145 | Comcast Corp. Class A | 50,208 | |
325 | Meta Platforms, Inc. Class A* | 115,037 | |
40 | Netflix, Inc.* | 19,475 | |
175 | Omnicom Group, Inc. | 15,139 | |
253,640 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 4.6% | |||
105 | AbbVie, Inc. | 16,272 | |
15 | Amgen, Inc. | 4,320 | |
585 | Bristol-Myers Squibb Co. | 30,016 | |
55 | Eli Lilly & Co. | 32,061 | |
645 | Gilead Sciences, Inc. | 52,252 | |
95 | Johnson & Johnson | 14,890 | |
420 | Merck & Co., Inc. | 45,788 | |
1,270 | Pfizer, Inc. | 36,563 | |
30 | Vertex Pharmaceuticals, Inc.* | 12,207 | |
244,369 | |||
Real Estate Management & Development - 0.4% | |||
45 | CBRE Group, Inc. Class A* | 4,189 | |
275 | Zillow Group, Inc. Class C* | 15,912 | |
20,101 | |||
Semiconductors & Semiconductor Equipment - 4.3% | |||
200 | Applied Materials, Inc. | 32,414 | |
35 | Broadcom, Inc. | 39,069 | |
60 | KLA Corp. | 34,878 | |
60 | Lam Research Corp. | 46,996 | |
125 | Microchip Technology, Inc. | 11,272 | |
110 | NXP Semiconductors NV | 25,265 | |
60 | ON Semiconductor Corp.* | 5,012 | |
215 | QUALCOMM, Inc. | 31,095 | |
226,001 | |||
Technology Hardware & Equipment - 4.2% | |||
10 | Apple, Inc. | 1,925 | |
625 | Avnet, Inc. | 31,500 | |
290 | Cisco Systems, Inc. | 14,651 | |
1,070 | Dell Technologies, Inc. Class C | 81,855 | |
1,160 | Hewlett Packard Enterprise Co. | 19,697 | |
1,665 | HP, Inc. | 50,100 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Technology Hardware & Equipment - 4.2% - (continued) | |||
5 | Jabil, Inc. | $ 637 | |
220 | NetApp, Inc. | 19,395 | |
219,760 | |||
Telecommunication Services - 1.0% | |||
1,390 | Verizon Communications, Inc. | 52,403 | |
Transportation - 1.5% | |||
55 | Expeditors International of Washington, Inc. | 6,996 | |
175 | FedEx Corp. | 44,270 | |
200 | Ryder System, Inc. | 23,012 | |
45 | United Parcel Service, Inc. Class B | 7,075 | |
81,353 | |||
Utilities - 7.4% | |||
60 | Ameren Corp. | 4,340 | |
95 | Atmos Energy Corp. | 11,010 | |
470 | CenterPoint Energy, Inc. | 13,428 | |
420 | Consolidated Edison, Inc. | 38,207 | |
160 | DTE Energy Co. | 17,642 | |
435 | Duke Energy Corp. | 42,212 | |
485 | Edison International | 34,673 | |
170 | Entergy Corp. | 17,202 | |
305 | Exelon Corp. | 10,949 | |
380 | National Fuel Gas Co. | 19,065 | |
265 | NextEra Energy, Inc. | 16,096 | |
1,485 | PG&E Corp. | 26,775 | |
40 | Pinnacle West Capital Corp. | 2,874 | |
305 | PPL Corp. | 8,266 | |
480 | Public Service Enterprise Group, Inc. | 29,352 | |
530 | Sempra | 39,607 | |
790 | Southern Co. | 55,395 | |
30 | Xcel Energy, Inc. | 1,857 | |
388,950 | |||
Total Common Stocks (cost $4,957,594) | $ 5,268,235 | ||
Total Investments (cost $4,957,594) | 99.8% | $ 5,268,235 | |
Other Assets and Liabilities | 0.2% | 9,620 | |
Total Net Assets | 100.0% | $ 5,277,855 |
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. |
38 |
Hartford US Value ETF
Schedule of Investments – (continued)
December 31, 2023 (Unaudited)
December 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,183 | $ 1,183 | $ — | $ — | ||||
Banks | 682,616 | 682,616 | — | — | ||||
Capital Goods | 360,508 | 360,508 | — | — | ||||
Commercial & Professional Services | 4,768 | 4,768 | — | — | ||||
Consumer Discretionary Distribution & Retail | 96,592 | 96,592 | — | — | ||||
Consumer Durables & Apparel | 209,274 | 209,274 | — | — | ||||
Consumer Staples Distribution & Retail | 128,254 | 128,254 | — | — | ||||
Energy | 562,409 | 562,409 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 257,913 | 257,913 | — | — | ||||
Financial Services | 659,662 | 659,662 | — | — | ||||
Food, Beverage & Tobacco | 26,803 | 26,803 | — | — | ||||
Health Care Equipment & Services | 312,420 | 312,420 | — | — | ||||
Insurance | 247,593 | 247,593 | — | — | ||||
Materials | 231,663 | 231,663 | — | — | ||||
Media & Entertainment | 253,640 | 253,640 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 244,369 | 244,369 | — | — | ||||
Real Estate Management & Development | 20,101 | 20,101 | — | — | ||||
Semiconductors & Semiconductor Equipment | 226,001 | 226,001 | — | — | ||||
Technology Hardware & Equipment | 219,760 | 219,760 | — | — | ||||
Telecommunication Services | 52,403 | 52,403 | — | — | ||||
Transportation | 81,353 | 81,353 | — | — | ||||
Utilities | 388,950 | 388,950 | — | — | ||||
Total | $ 5,268,235 | $ 5,268,235 | $ — | $ — |
(1) | For the period ended December 31, 2023, there were no transfers in and out of Level 3. |
39 |
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 |
40 |