# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001752724-23-038342
**Filing Date:** 2023-2
**Character Count:** 618045
**Document Hash:** 679925ee821d1499e0e553b27ac15a02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038342.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038342

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 23664223

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor Developed Markets (ex-US) ETF (Series ID: S000047583)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000149406 | Hartford Multifactor Developed Markets (ex-US) ETF | RODM            |

## Nport-Ex

Hartford Disciplined US Equity ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** |
|  | **Automobiles & Components - 1.8%** | **Automobiles & Components - 1.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Autoliv, Inc. | $766 |
| 1668 | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19399 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| &nbsp;&nbsp;&nbsp;&nbsp;979 | Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26697 |
| &nbsp;&nbsp;&nbsp;&nbsp;305 | Tesla, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37570 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85441 |
|  | **Banks - 2.6%** | **Banks - 2.6%** |
| &nbsp;&nbsp;723 | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23946 |
| &nbsp;&nbsp;225 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10177 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| &nbsp;&nbsp;447 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59943 |
| &nbsp;&nbsp;&nbsp;&nbsp;95 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15004 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| &nbsp;&nbsp;100 | Umpqua Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 |
| &nbsp;&nbsp;395 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16309 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129146 |
|  | **Capital Goods - 7.4%** | **Capital Goods - 7.4%** |
| &nbsp;&nbsp;429 | 3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51446 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4 | Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16769 |
| &nbsp;&nbsp;140 | Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33921 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| &nbsp;&nbsp;&nbsp;&nbsp;80 | Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7685 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11165 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 |
| &nbsp;&nbsp;&nbsp;&nbsp;55 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11786 |
| &nbsp;&nbsp;&nbsp;&nbsp;57 | Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13377 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 |
| &nbsp;&nbsp;&nbsp;&nbsp;42 | L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8745 |
| &nbsp;&nbsp;145 | Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20951 |
| &nbsp;&nbsp;&nbsp;&nbsp;67 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32595 |
| &nbsp;&nbsp;269 | MSC Industrial Direct Co., Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21977 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27280 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | nVent Electric plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
| &nbsp;&nbsp;&nbsp;&nbsp;95 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7439 |
| &nbsp;&nbsp;150 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14845 |
| &nbsp;&nbsp;135 | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13624 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10282 |
| &nbsp;&nbsp;295 | Triton International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20290 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358738 |
|  | **Commercial & Professional Services - 1.0%** | **Commercial & Professional Services - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Booz Allen Hamilton Holding Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6774 |
| &nbsp;&nbsp;245 | Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18088 |
| &nbsp;&nbsp;135 | Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48132 |
|  | **Consumer Durables & Apparel - 1.0%** | **Consumer Durables & Apparel - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Crocs, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 |
| &nbsp;&nbsp;370 | Mattel, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
| &nbsp;&nbsp;193 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22583 |
| &nbsp;&nbsp;117 | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12363 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | Tempur Sealy International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47712 |
|  | **Consumer Services - 4.2%** | **Consumer Services - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;97 | Airbnb, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8294 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Consumer Services - 4.2% - (continued)** | **Consumer Services - 4.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | Booking Holdings, Inc.<sup>\*</sup> | $2015 |
| &nbsp;&nbsp;&nbsp;&nbsp;120 | Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | Chipotle Mexican Grill, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1387 |
| &nbsp;&nbsp;&nbsp;&nbsp;115 | Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12954 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4229 |
| &nbsp;&nbsp;&nbsp;&nbsp;51 | Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17666 |
| &nbsp;&nbsp;155 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Marriott International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
| &nbsp;&nbsp;247 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65092 |
| &nbsp;&nbsp;319 | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31645 |
| &nbsp;&nbsp;&nbsp;&nbsp;40 | Texas Roadhouse, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| &nbsp;&nbsp;290 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37143 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206209 |
|  | **Diversified Financials - 6.5%** | **Diversified Financials - 6.5%** |
| 2059 | AGNC Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21311 |
| &nbsp;&nbsp;110 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16252 |
| &nbsp;&nbsp;750 | Annaly Capital Management, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15810 |
| &nbsp;&nbsp;280 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12746 |
| &nbsp;&nbsp;197 | Berkshire Hathaway, Inc. Class B<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60853 |
| &nbsp;&nbsp;175 | Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21957 |
| &nbsp;&nbsp;160 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13322 |
| &nbsp;&nbsp;107 | CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17993 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Evercore, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636 |
| &nbsp;&nbsp;&nbsp;&nbsp;37 | FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14845 |
| &nbsp;&nbsp;&nbsp;&nbsp;40 | Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13735 |
| &nbsp;&nbsp;195 | Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16996 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Interactive Brokers Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 |
| &nbsp;&nbsp;137 | Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14055 |
| &nbsp;&nbsp;&nbsp;&nbsp;58 | LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12538 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
| &nbsp;&nbsp;135 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11478 |
| &nbsp;&nbsp;&nbsp;&nbsp;36 | Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7797 |
| &nbsp;&nbsp;&nbsp;&nbsp;23 | MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10699 |
| &nbsp;&nbsp;100 | Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 |
| &nbsp;&nbsp;&nbsp;&nbsp;80 | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7079 |
| &nbsp;&nbsp;165 | OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 |
| &nbsp;&nbsp;&nbsp;&nbsp;57 | T Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6216 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316492 |
|  | **Energy - 3.7%** | **Energy - 3.7%** |
| &nbsp;&nbsp;185 | Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 |
| &nbsp;&nbsp;305 | Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54744 |
| &nbsp;&nbsp;210 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24780 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
| &nbsp;&nbsp;130 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16837 |
| &nbsp;&nbsp;623 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68717 |
| &nbsp;&nbsp;&nbsp;&nbsp;12 | Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 |
| &nbsp;&nbsp;140 | Williams Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178994 |
|  | **Food & Staples Retailing - 1.1%** | **Food & Staples Retailing - 1.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;65 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29672 |
| &nbsp;&nbsp;165 | Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 |
| &nbsp;&nbsp;135 | Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19142 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56170 |
|  | **Food, Beverage & Tobacco - 4.6%** | **Food, Beverage & Tobacco - 4.6%** |
| &nbsp;&nbsp;465 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21255 |
| &nbsp;&nbsp;230 | Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21356 |
| &nbsp;&nbsp;103 | Bunge Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10276 |
| &nbsp;&nbsp;406 | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25826 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11579 |

---

*1* 

------

Hartford Disciplined US Equity ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Food, Beverage & Tobacco - 4.6% - (continued)** | **Food, Beverage & Tobacco - 4.6% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;175 | Kellogg Co. | $12467 |
| &nbsp;&nbsp;&nbsp;&nbsp;115 | Keurig Dr Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4101 |
| &nbsp;&nbsp;&nbsp;&nbsp;376 | PepsiCo., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67928 |
| &nbsp;&nbsp;&nbsp;&nbsp;344 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34816 |
| &nbsp;&nbsp;&nbsp;&nbsp;209 | Tyson Foods, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13010 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222614 |
|  | **Health Care Equipment & Services - 3.7%** | **Health Care Equipment & Services - 3.7%** |
| &nbsp;&nbsp;345 | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | DexCom, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
| &nbsp;&nbsp;200 | Hologic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14962 |
| &nbsp;&nbsp;255 | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19819 |
| &nbsp;&nbsp;133 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20806 |
| &nbsp;&nbsp;&nbsp;&nbsp;75 | ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15610 |
| &nbsp;&nbsp;&nbsp;&nbsp;90 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47716 |
| &nbsp;&nbsp;&nbsp;&nbsp;23 | Veeva Systems, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178953 |
|  | **Household & Personal Products - 1.1%** | **Household & Personal Products - 1.1%** |
| &nbsp;&nbsp;135 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10637 |
| &nbsp;&nbsp;&nbsp;&nbsp;27 | Estee Lauder Cos., Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6699 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| &nbsp;&nbsp;226 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34252 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52267 |
|  | **Insurance - 2.0%** | **Insurance - 2.0%** |
| &nbsp;&nbsp;134 | Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 |
| &nbsp;&nbsp;&nbsp;&nbsp;55 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 |
| &nbsp;&nbsp;&nbsp;&nbsp;36 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7942 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| &nbsp;&nbsp;197 | Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32600 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 |
| &nbsp;&nbsp;&nbsp;&nbsp;86 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97916 |
|  | **Materials - 1.6%** | **Materials - 1.6%** |
| 1195 | Amcor plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14232 |
| &nbsp;&nbsp;&nbsp;&nbsp;77 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Dow, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 |
| &nbsp;&nbsp;195 | LyondellBasell Industries N.V. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16191 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| &nbsp;&nbsp;130 | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16628 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6822 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76060 |
|  | **Media & Entertainment - 5.1%** | **Media & Entertainment - 5.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;90 | Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 |
| 1433 | Alphabet, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126434 |
| &nbsp;&nbsp;412 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14408 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Live Nation Entertainment, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| &nbsp;&nbsp;100 | Match Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 |
| &nbsp;&nbsp;195 | Meta Platforms, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23466 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Netflix, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14744 |
| &nbsp;&nbsp;357 | New York Times Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11588 |
| &nbsp;&nbsp;&nbsp;&nbsp;32 | Nexstar Media Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | Paramount Global Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Media & Entertainment - 5.1% - (continued)** | **Media & Entertainment - 5.1% - (continued)** |
| 1160 | Sirius XM Holdings, Inc. | $6774 |
| &nbsp;&nbsp;&nbsp;&nbsp;400 | Snap, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3580 |
| &nbsp;&nbsp;&nbsp;&nbsp;855 | TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18118 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Trade Desk, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;&nbsp;110 | Walt Disney Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9557 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246960 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4%** | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4%** |
| &nbsp;&nbsp;502 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81128 |
| &nbsp;&nbsp;&nbsp;&nbsp;55 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 |
| &nbsp;&nbsp;110 | Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28890 |
| &nbsp;&nbsp;100 | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8288 |
| &nbsp;&nbsp;585 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42091 |
| &nbsp;&nbsp;125 | Corteva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7348 |
| &nbsp;&nbsp;153 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40609 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Exact Sciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| &nbsp;&nbsp;205 | Exelixis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
| &nbsp;&nbsp;708 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60782 |
| &nbsp;&nbsp;105 | Horizon Therapeutics plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11949 |
| &nbsp;&nbsp;170 | Incyte Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13654 |
| &nbsp;&nbsp;370 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65360 |
| &nbsp;&nbsp;440 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48818 |
| &nbsp;&nbsp;&nbsp;&nbsp;26 | Moderna, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670 |
| &nbsp;&nbsp;&nbsp;&nbsp;60 | Neurocrine Biosciences, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 |
| &nbsp;&nbsp;905 | Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25277 |
| &nbsp;&nbsp;957 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 | Seagen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
| &nbsp;&nbsp;&nbsp;&nbsp;71 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39099 |
| &nbsp;&nbsp;&nbsp;&nbsp;17 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555964 |
|  | **Real Estate - 4.5%** | **Real Estate - 4.5%** |
| &nbsp;&nbsp;255 | Agree Realty Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18087 |
| &nbsp;&nbsp;&nbsp;&nbsp;2 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| &nbsp;&nbsp;779 | Americold Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22053 |
| 1775 | Broadstone Net Lease, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28773 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | Crown Castle, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
| &nbsp;&nbsp;115 | EPR Properties REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 |
| &nbsp;&nbsp;&nbsp;&nbsp;27 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17686 |
| &nbsp;&nbsp;180 | Gaming and Leisure Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9376 |
| &nbsp;&nbsp;100 | Host Hotels & Resorts, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 |
| &nbsp;&nbsp;105 | Iron Mountain, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
| &nbsp;&nbsp;&nbsp;&nbsp;40 | Kimco Realty Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
| &nbsp;&nbsp;105 | Lamar Advertising Co. Class A REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9912 |
| &nbsp;&nbsp;360 | Medical Properties Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
| &nbsp;&nbsp;155 | National Retail Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093 |
| &nbsp;&nbsp;110 | Omega Healthcare Investors, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
| &nbsp;&nbsp;325 | Phillips Edison & Co., Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10348 |
| &nbsp;&nbsp;380 | Physicians Realty Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 |
| &nbsp;&nbsp;&nbsp;&nbsp;60 | Prologis, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Public Storage REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 |
| &nbsp;&nbsp;270 | Rayonier, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899 |
| &nbsp;&nbsp;215 | Realty Income Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13637 |
| &nbsp;&nbsp;&nbsp;&nbsp;65 | Regency Centers Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | STORE Capital Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
| &nbsp;&nbsp;230 | VICI Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7452 |
| &nbsp;&nbsp;&nbsp;&nbsp;40 | Weyerhaeuser Co. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 |
| &nbsp;&nbsp;160 | WP Carey, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12504 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Zillow Group, Inc. Class C<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219203 |
|  | **Retailing - 3.8%** | **Retailing - 3.8%** |
| 1137 | Amazon.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95508 |

---

*2* 

------

Hartford Disciplined US Equity ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Retailing - 3.8% - (continued)** | **Retailing - 3.8% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | AutoNation, Inc.<sup>\*</sup> | $3219 |
| &nbsp;&nbsp;&nbsp;&nbsp;140 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11230 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
| &nbsp;&nbsp;&nbsp;&nbsp;142 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44852 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9962 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19123 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 | Ulta Beauty, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186130 |
|  | **Semiconductors & Semiconductor Equipment - 5.7%** | **Semiconductors & Semiconductor Equipment - 5.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | Advanced Micro Devices, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13943 |
| &nbsp;&nbsp;128 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12465 |
| &nbsp;&nbsp;&nbsp;&nbsp;72 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40257 |
| &nbsp;&nbsp;&nbsp;&nbsp;31 | Enphase Energy, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8214 |
| &nbsp;&nbsp;668 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17655 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16966 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 |
| &nbsp;&nbsp;397 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58018 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | ON Semiconductor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Onto Innovation, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| &nbsp;&nbsp;160 | Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475 |
| &nbsp;&nbsp;180 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19789 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | SolarEdge Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 |
| &nbsp;&nbsp;118 | Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10307 |
| &nbsp;&nbsp;275 | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45436 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278002 |
|  | **Software & Services - 15.2%** | **Software & Services - 15.2%** |
| &nbsp;&nbsp;117 | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31220 |
| &nbsp;&nbsp;&nbsp;&nbsp;76 | Adobe, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25576 |
| &nbsp;&nbsp;&nbsp;&nbsp;56 | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13376 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Box, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
| &nbsp;&nbsp;100 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13413 |
| &nbsp;&nbsp;&nbsp;&nbsp;55 | Cadence Design Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 |
| &nbsp;&nbsp;365 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20874 |
| &nbsp;&nbsp;&nbsp;&nbsp;57 | Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 |
| &nbsp;&nbsp;&nbsp;&nbsp;40 | Crowdstrike Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Datadog, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| &nbsp;&nbsp;420 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29627 |
| &nbsp;&nbsp;845 | Dropbox, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18911 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Dynatrace, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | GoDaddy, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | HubSpot, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
| &nbsp;&nbsp;215 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30291 |
| &nbsp;&nbsp;&nbsp;&nbsp;37 | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14401 |
| &nbsp;&nbsp;133 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23349 |
| &nbsp;&nbsp;110 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38250 |
| &nbsp;&nbsp;240 | MAXIMUS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17599 |
| &nbsp;&nbsp;922 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221114 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | MongoDB, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
| &nbsp;&nbsp;665 | Nortonlifelock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14251 |
| &nbsp;&nbsp;375 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30653 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Palo Alto Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11861 |
| &nbsp;&nbsp;162 | Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18721 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Paycom Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 |
| &nbsp;&nbsp;&nbsp;&nbsp;95 | PayPal Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6766 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Qualys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Rapid7, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| &nbsp;&nbsp;&nbsp;&nbsp;68 | Salesforce, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9016 |
| &nbsp;&nbsp;&nbsp;&nbsp;12 | ServiceNow, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4659 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Splunk, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Synopsys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7982 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Software & Services - 15.2% - (continued)** | **Software & Services - 15.2% - (continued)** | **Software & Services - 15.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;25 | Twilio, Inc. Class A<sup>\*</sup> | Twilio, Inc. Class A<sup>\*</sup> | $1224 |
| &nbsp;&nbsp;&nbsp;&nbsp;231 | Visa, Inc. Class A | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47993 |
| 1838 | Western Union Co. | Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25309 |
| &nbsp;&nbsp;&nbsp;&nbsp;150 | Zoom Video Communications, Inc. Class A<sup>\*</sup> | Zoom Video Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10161 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Zscaler, Inc.<sup>\*</sup> | Zscaler, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738264 |
|  | **Technology Hardware & Equipment - 6.9%** | **Technology Hardware & Equipment - 6.9%** | **Technology Hardware & Equipment - 6.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | Allison Transmission Holdings, Inc. | Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 |
| 1833 | Apple, Inc. | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238162 |
| &nbsp;&nbsp;100 | Avnet, Inc. | Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158 |
| &nbsp;&nbsp;&nbsp;&nbsp;13 | CDW Corp. | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 |
| 1046 | Cisco Systems, Inc. | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49831 |
| &nbsp;&nbsp;&nbsp;&nbsp;95 | Dell Technologies, Inc. Class C | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821 |
| &nbsp;&nbsp;515 | HP, Inc. | HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13838 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Keysight Technologies, Inc.<sup>\*</sup> | Keysight Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 | Motorola Solutions, Inc. | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| &nbsp;&nbsp;&nbsp;&nbsp;90 | Pure Storage, Inc. Class A<sup>\*</sup> | Pure Storage, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 |
| &nbsp;&nbsp;&nbsp;&nbsp;20 | Seagate Technology Holdings plc | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
| &nbsp;&nbsp;465 | Vontier Corp. | Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8989 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336588 |
|  | **Telecommunication Services - 1.7%** | **Telecommunication Services - 1.7%** | **Telecommunication Services - 1.7%** |
| 1063 | AT&T, Inc. | AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19570 |
| 1634 | Verizon Communications, Inc. | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64379 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83949 |
|  | **Transportation - 1.9%** | **Transportation - 1.9%** | **Transportation - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | CSX Corp. | CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
| &nbsp;&nbsp;&nbsp;&nbsp;75 | Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7794 |
| &nbsp;&nbsp;165 | Landstar System, Inc. | Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26878 |
| &nbsp;&nbsp;&nbsp;&nbsp;13 | Old Dominion Freight Line, Inc. | Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Southwest Airlines Co. | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
| &nbsp;&nbsp;105 | Uber Technologies, Inc.<sup>\*</sup> | Uber Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| &nbsp;&nbsp;&nbsp;&nbsp;85 | U-Haul Holding Co. | U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726 |
| &nbsp;&nbsp;&nbsp;&nbsp;83 | Union Pacific Corp. | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187 |
| &nbsp;&nbsp;156 | United Parcel Service, Inc. Class B | United Parcel Service, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27119 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92252 |
|  | **Utilities - 1.3%** | **Utilities - 1.3%** | **Utilities - 1.3%** |
| &nbsp;&nbsp;330 | Clearway Energy, Inc. | Clearway Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10517 |
| &nbsp;&nbsp;&nbsp;&nbsp;65 | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 |
| &nbsp;&nbsp;265 | Edison International | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16859 |
| &nbsp;&nbsp;100 | Exelon Corp. | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323 |
| &nbsp;&nbsp;160 | NRG Energy, Inc. | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
| &nbsp;&nbsp;310 | OGE Energy Corp. | OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12261 |
| &nbsp;&nbsp;&nbsp;&nbsp;90 | Ormat Technologies, Inc. | Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7783 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64669 |
|  | Total Common Stocks<br> (cost $4,989,449) |  | &nbsp;&nbsp;&nbsp;&nbsp;$4856825 |
|  | Total Investments<br> (cost $4,989,449) | &nbsp;&nbsp;&nbsp;99.8% | &nbsp;&nbsp;&nbsp;&nbsp;$4856825 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9186 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$4866011 |

---

---

| | |
|:---|:---|
| 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. |

---

*3* 

------

Hartford Disciplined US Equity ETF

------

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. <br> <sup>†</sup> 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, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$85441 | &nbsp;&nbsp;&nbsp;&nbsp;$85441 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$4856825 | &nbsp;&nbsp;$4856825 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3.

*4* 

------

Hartford Longevity Economy ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** |
|  | **Automobiles & Components - 1.9%** | **Automobiles & Components - 1.9%** |
| 2307 | Ford Motor Co. | $26830 |
| &nbsp;&nbsp;&nbsp;&nbsp;365 | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12279 |
| &nbsp;&nbsp;&nbsp;&nbsp;305 | Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10614 |
| &nbsp;&nbsp;&nbsp;&nbsp;606 | Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45747 |
| &nbsp;&nbsp;&nbsp;&nbsp;674 | Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130990 |
|  | **Banks - 4.2%** | **Banks - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;498 | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16494 |
| &nbsp;&nbsp;&nbsp;&nbsp;181 | Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11439 |
| &nbsp;&nbsp;&nbsp;&nbsp;974 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44054 |
| &nbsp;&nbsp;&nbsp;&nbsp;295 | Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11614 |
| &nbsp;&nbsp;&nbsp;&nbsp;663 | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21753 |
| &nbsp;&nbsp;&nbsp;&nbsp;314 | FNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098 |
| &nbsp;&nbsp;&nbsp;&nbsp;259 | Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7936 |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| &nbsp;&nbsp;&nbsp;&nbsp;317 | International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14506 |
| &nbsp;&nbsp;&nbsp;&nbsp;177 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23736 |
| &nbsp;&nbsp;&nbsp;&nbsp;232 | KeyCorp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 |
| &nbsp;&nbsp;&nbsp;&nbsp;152 | NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 |
| &nbsp;&nbsp;&nbsp;&nbsp;544 | Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7897 |
| &nbsp;&nbsp;&nbsp;&nbsp;852 | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18369 |
| &nbsp;&nbsp;&nbsp;&nbsp;267 | S&T Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9126 |
| &nbsp;&nbsp;&nbsp;&nbsp;16 | SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;140 | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
| &nbsp;&nbsp;&nbsp;&nbsp;155 | Trustmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5411 |
| &nbsp;&nbsp;&nbsp;&nbsp;433 | U.S. Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18883 |
| &nbsp;&nbsp;&nbsp;&nbsp;733 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30265 |
| &nbsp;&nbsp;&nbsp;&nbsp;369 | WesBanco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13646 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291454 |
|  | **Capital Goods - 2.4%** | **Capital Goods - 2.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | 3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 |
| &nbsp;&nbsp;&nbsp;&nbsp;100 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24811 |
| &nbsp;&nbsp;&nbsp;&nbsp;27 | Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228 |
| &nbsp;&nbsp;&nbsp;&nbsp;79 | L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16449 |
| &nbsp;&nbsp;&nbsp;&nbsp;91 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44271 |
| &nbsp;&nbsp;&nbsp;&nbsp;87 | Moog, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635 |
| &nbsp;&nbsp;&nbsp;&nbsp;81 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44195 |
| &nbsp;&nbsp;&nbsp;&nbsp;150 | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15138 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164123 |
|  | **Consumer Durables & Apparel - 1.8%** | **Consumer Durables & Apparel - 1.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;245 | D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21839 |
| &nbsp;&nbsp;&nbsp;&nbsp;279 | La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367 |
| &nbsp;&nbsp;&nbsp;&nbsp;163 | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14752 |
| &nbsp;&nbsp;&nbsp;&nbsp;606 | Levi Strauss & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 |
| &nbsp;&nbsp;&nbsp;&nbsp;305 | Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989 |
| &nbsp;&nbsp;&nbsp;&nbsp;232 | Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21618 |
| &nbsp;&nbsp;&nbsp;&nbsp;133 | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14054 |
| &nbsp;&nbsp;&nbsp;&nbsp;631 | Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31941 |
| &nbsp;&nbsp;&nbsp;&nbsp;33 | Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128633 |
|  | **Consumer Services - 2.5%** | **Consumer Services - 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | Booking Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10076 |
| &nbsp;&nbsp;&nbsp;&nbsp;46 | Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508 |
| &nbsp;&nbsp;&nbsp;&nbsp;96 | Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10813 |
| &nbsp;&nbsp;&nbsp;&nbsp;153 | Expedia Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13403 |
| &nbsp;&nbsp;&nbsp;&nbsp;167 | Golden Entertainment, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |
| &nbsp;&nbsp;&nbsp;&nbsp;13 | Graham Holdings Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7855 |
| &nbsp;&nbsp;&nbsp;&nbsp;418 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15261 |
| &nbsp;&nbsp;&nbsp;&nbsp;43 | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;102 | Marriott International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15187 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13177 |
| &nbsp;&nbsp;&nbsp;&nbsp;39 | Monarch Casino & Resort, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 |
| &nbsp;&nbsp;2211 | Perdoceo Education Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30733 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Consumer Services - 2.5% - (continued)** | **Consumer Services - 2.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;225 | Red Rock Resorts, Inc. Class A | $9002 |
| &nbsp;&nbsp;&nbsp;&nbsp;167 | SeaWorld Entertainment, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8936 |
| &nbsp;&nbsp;&nbsp;&nbsp;141 | Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5132 |
| &nbsp;&nbsp;&nbsp;&nbsp;147 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18828 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175590 |
|  | **Diversified Financials - 4.0%** | **Diversified Financials - 4.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;38 | Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11832 |
| &nbsp;&nbsp;&nbsp;&nbsp;669 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30453 |
| &nbsp;&nbsp;&nbsp;&nbsp;67 | Berkshire Hathaway, Inc. Class B<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20696 |
| &nbsp;&nbsp;&nbsp;&nbsp;233 | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21660 |
| &nbsp;&nbsp;&nbsp;&nbsp;246 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20482 |
| &nbsp;&nbsp;&nbsp;&nbsp;87 | CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14630 |
| &nbsp;&nbsp;&nbsp;&nbsp;130 | Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12718 |
| &nbsp;&nbsp;&nbsp;&nbsp;91 | Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31247 |
| &nbsp;&nbsp;&nbsp;&nbsp;76 | Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7797 |
| &nbsp;&nbsp;&nbsp;&nbsp;257 | Jackson Financial, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
| &nbsp;&nbsp;&nbsp;&nbsp;27 | LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836 |
| &nbsp;&nbsp;&nbsp;&nbsp;141 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11988 |
| &nbsp;&nbsp;&nbsp;&nbsp;84 | Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
| &nbsp;&nbsp;&nbsp;&nbsp;94 | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| &nbsp;&nbsp;&nbsp;&nbsp;89 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 |
| &nbsp;&nbsp;&nbsp;&nbsp;165 | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12799 |
| &nbsp;&nbsp;&nbsp;&nbsp;161 | StoneX Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15343 |
| &nbsp;&nbsp;&nbsp;&nbsp;517 | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16989 |
| &nbsp;&nbsp;&nbsp;&nbsp;313 | TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275754 |
|  | **Food & Staples Retailing - 3.1%** | **Food & Staples Retailing - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;125 | BJ's Wholesale Club Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 |
| &nbsp;&nbsp;&nbsp;&nbsp;62 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28303 |
| &nbsp;&nbsp;&nbsp;&nbsp;318 | Ingles Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30674 |
| &nbsp;&nbsp;&nbsp;&nbsp;755 | Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33658 |
| &nbsp;&nbsp;&nbsp;&nbsp;273 | PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16593 |
| &nbsp;&nbsp;&nbsp;&nbsp;270 | SpartanNash Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 |
| &nbsp;&nbsp;&nbsp;&nbsp;118 | Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9021 |
| &nbsp;&nbsp;&nbsp;&nbsp;592 | Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22117 |
| &nbsp;&nbsp;&nbsp;&nbsp;320 | Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45373 |
| &nbsp;&nbsp;&nbsp;&nbsp;129 | Weis Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10615 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212789 |
|  | **Food, Beverage & Tobacco - 1.1%** | **Food, Beverage & Tobacco - 1.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;113 | General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 |
| &nbsp;&nbsp;&nbsp;&nbsp;51 | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11810 |
| &nbsp;&nbsp;&nbsp;&nbsp;267 | Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19021 |
| &nbsp;&nbsp;&nbsp;&nbsp;607 | Tyson Foods, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37786 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78092 |
|  | **Health Care Equipment & Services - 12.7%** | **Health Care Equipment & Services - 12.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;368 | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40403 |
| &nbsp;&nbsp;&nbsp;&nbsp;156 | Allscripts Healthcare Solutions, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752 |
| &nbsp;&nbsp;&nbsp;&nbsp;339 | AmerisourceBergen Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56176 |
| &nbsp;&nbsp;&nbsp;&nbsp;110 | AMN Healthcare Services, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11310 |
| &nbsp;&nbsp;&nbsp;&nbsp;260 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13252 |
| &nbsp;&nbsp;&nbsp;&nbsp;95 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24158 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Boston Scientific Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
| &nbsp;&nbsp;&nbsp;&nbsp;226 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17373 |
| &nbsp;&nbsp;&nbsp;&nbsp;220 | Centene Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18042 |
| &nbsp;&nbsp;&nbsp;&nbsp;163 | Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54008 |
| &nbsp;&nbsp;&nbsp;&nbsp;419 | Cross Country Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11133 |
| &nbsp;&nbsp;&nbsp;&nbsp;435 | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40538 |
| &nbsp;&nbsp;&nbsp;&nbsp;92 | Edwards Lifesciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6864 |
| &nbsp;&nbsp;&nbsp;&nbsp;117 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60018 |
| &nbsp;&nbsp;&nbsp;&nbsp;64 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
| &nbsp;&nbsp;&nbsp;&nbsp;80 | HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19197 |
| &nbsp;&nbsp;&nbsp;&nbsp;205 | Henry Schein, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16373 |
| &nbsp;&nbsp;&nbsp;&nbsp;850 | Hologic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63588 |
| &nbsp;&nbsp;&nbsp;&nbsp;110 | Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56341 |

---

*5* 

------

Hartford Longevity Economy ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Health Care Equipment & Services - 12.7% - (continued)** | **Health Care Equipment & Services - 12.7% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;124 | Laboratory Corp. of America Holdings | $29200 |
| &nbsp;&nbsp;&nbsp;&nbsp;115 | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43139 |
| &nbsp;&nbsp;&nbsp;&nbsp;291 | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22617 |
| &nbsp;&nbsp;&nbsp;&nbsp;589 | Meridian Bioscience, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | Molina Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3391 |
| &nbsp;&nbsp;&nbsp;&nbsp;462 | NextGen Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 |
| &nbsp;&nbsp;1484 | Patterson Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41596 |
| &nbsp;&nbsp;&nbsp;&nbsp;229 | Premier, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010 |
| &nbsp;&nbsp;&nbsp;&nbsp;489 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76499 |
| &nbsp;&nbsp;&nbsp;&nbsp;180 | QuidelOrtho Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15421 |
| &nbsp;&nbsp;&nbsp;&nbsp;66 | ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13737 |
| &nbsp;&nbsp;&nbsp;&nbsp;64 | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11820 |
| &nbsp;&nbsp;&nbsp;&nbsp;32 | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7824 |
| &nbsp;&nbsp;&nbsp;&nbsp;70 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37113 |
| &nbsp;&nbsp;&nbsp;&nbsp;67 | Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887069 |
|  | **Household & Personal Products - 1.9%** | **Household & Personal Products - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;168 | Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13543 |
| &nbsp;&nbsp;&nbsp;&nbsp;33 | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
| &nbsp;&nbsp;&nbsp;&nbsp;425 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33486 |
| &nbsp;&nbsp;&nbsp;&nbsp;268 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36381 |
| &nbsp;&nbsp;&nbsp;&nbsp;52 | Medifast, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998 |
| &nbsp;&nbsp;&nbsp;&nbsp;395 | Nu Skin Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16653 |
| &nbsp;&nbsp;&nbsp;&nbsp;163 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24704 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135396 |
|  | **Insurance - 5.3%** | **Insurance - 5.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;212 | Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15251 |
| &nbsp;&nbsp;&nbsp;&nbsp;224 | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30374 |
| &nbsp;&nbsp;&nbsp;&nbsp;732 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46292 |
| &nbsp;&nbsp;&nbsp;&nbsp;165 | Arch Capital Group Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10359 |
| &nbsp;&nbsp;&nbsp;&nbsp;431 | Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23347 |
| &nbsp;&nbsp;&nbsp;&nbsp;69 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15221 |
| &nbsp;&nbsp;&nbsp;&nbsp;215 | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22014 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | Markel Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 |
| &nbsp;&nbsp;&nbsp;&nbsp;712 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51528 |
| &nbsp;&nbsp;&nbsp;&nbsp;488 | Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 |
| &nbsp;&nbsp;&nbsp;&nbsp;274 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22994 |
| &nbsp;&nbsp;&nbsp;&nbsp;494 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49133 |
| &nbsp;&nbsp;&nbsp;&nbsp;154 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28874 |
| &nbsp;&nbsp;&nbsp;&nbsp;734 | Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30116 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370463 |
|  | **Media & Entertainment - 6.7%** | **Media & Entertainment - 6.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;288 | Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22046 |
| &nbsp;&nbsp;1378 | Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13063 |
| &nbsp;&nbsp;&nbsp;&nbsp;638 | Alphabet, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56291 |
| &nbsp;&nbsp;1464 | Cargurus, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | Charter Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 |
| &nbsp;&nbsp;&nbsp;&nbsp;925 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32347 |
| &nbsp;&nbsp;&nbsp;&nbsp;86 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 |
| &nbsp;&nbsp;&nbsp;&nbsp;299 | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081 |
| &nbsp;&nbsp;&nbsp;&nbsp;179 | IAC, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7948 |
| &nbsp;&nbsp;&nbsp;&nbsp;47 | John Wiley & Sons, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
| &nbsp;&nbsp;&nbsp;&nbsp;314 | Liberty Media Corp-Liberty Braves Class C<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 |
| &nbsp;&nbsp;&nbsp;&nbsp;71 | Live Nation Entertainment, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 |
| &nbsp;&nbsp;&nbsp;&nbsp;575 | Match Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23857 |
| &nbsp;&nbsp;&nbsp;&nbsp;416 | Meta Platforms, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50061 |
| &nbsp;&nbsp;&nbsp;&nbsp;550 | Pinterest, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13354 |
| &nbsp;&nbsp;&nbsp;&nbsp;167 | Scholastic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
| &nbsp;&nbsp;3905 | Sirius XM Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22805 |
| &nbsp;&nbsp;&nbsp;&nbsp;395 | TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8370 |
| &nbsp;&nbsp;&nbsp;&nbsp;181 | TripAdvisor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 |
| &nbsp;&nbsp;&nbsp;&nbsp;26 | Walt Disney Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
| &nbsp;&nbsp;&nbsp;&nbsp;387 | Warner Bros Discovery, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 |
| &nbsp;&nbsp;&nbsp;&nbsp;970 | World Wrestling Entertainment, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66464 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Media & Entertainment - 6.7% - (continued)** | **Media & Entertainment - 6.7% - (continued)** |
| 1458 | Yelp, Inc.<sup>\*</sup> | $39862 |
| &nbsp;&nbsp;&nbsp;&nbsp;447 | Ziff Davis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35358 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467026 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 12.2%** | **Pharmaceuticals, Biotechnology & Life Sciences - 12.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;364 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58826 |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25291 |
| &nbsp;&nbsp;&nbsp;&nbsp;179 | Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47012 |
| &nbsp;&nbsp;&nbsp;&nbsp;302 | Avantor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6369 |
| &nbsp;&nbsp;&nbsp;&nbsp;18 | Biogen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |
| &nbsp;&nbsp;&nbsp;&nbsp;100 | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8288 |
| &nbsp;&nbsp;&nbsp;&nbsp;997 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71734 |
| &nbsp;&nbsp;&nbsp;&nbsp;63 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16721 |
| &nbsp;&nbsp;&nbsp;&nbsp;127 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46462 |
| &nbsp;&nbsp;&nbsp;&nbsp;218 | Exelixis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 |
| &nbsp;&nbsp;&nbsp;&nbsp;814 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69882 |
| &nbsp;&nbsp;&nbsp;&nbsp;168 | Innoviva, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 |
| &nbsp;&nbsp;&nbsp;&nbsp;52 | IQVIA Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10654 |
| &nbsp;&nbsp;&nbsp;&nbsp;315 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55645 |
| &nbsp;&nbsp;&nbsp;&nbsp;747 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82880 |
| &nbsp;&nbsp;&nbsp;&nbsp;12 | Mettler-Toledo International, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17345 |
| &nbsp;&nbsp;&nbsp;&nbsp;66 | Moderna, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11855 |
| &nbsp;&nbsp;1533 | Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42817 |
| &nbsp;&nbsp;&nbsp;&nbsp;98 | PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13741 |
| &nbsp;&nbsp;1419 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72709 |
| &nbsp;&nbsp;&nbsp;&nbsp;79 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56998 |
| &nbsp;&nbsp;&nbsp;&nbsp;189 | Royalty Pharma plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7469 |
| &nbsp;&nbsp;&nbsp;&nbsp;47 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25882 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | United Therapeutics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
| &nbsp;&nbsp;&nbsp;&nbsp;97 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28012 |
| &nbsp;&nbsp;&nbsp;&nbsp;127 | Waters Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43508 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237 |
| &nbsp;&nbsp;&nbsp;&nbsp;43 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848128 |
|  | **Real Estate - 1.3%** | **Real Estate - 1.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;763 | Apple Hospitality, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12040 |
| &nbsp;&nbsp;&nbsp;&nbsp;44 | LTC Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
| &nbsp;&nbsp;&nbsp;&nbsp;217 | PotlatchDeltic Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9546 |
| &nbsp;&nbsp;&nbsp;&nbsp;249 | Ventas, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11218 |
| &nbsp;&nbsp;&nbsp;&nbsp;456 | VICI Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14774 |
| &nbsp;&nbsp;&nbsp;&nbsp;209 | Welltower, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 |
| &nbsp;&nbsp;&nbsp;&nbsp;918 | Weyerhaeuser Co. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28458 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91299 |
|  | **Retailing - 8.9%** | **Retailing - 8.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;149 | Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7828 |
| &nbsp;&nbsp;&nbsp;&nbsp;426 | Amazon.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35784 |
| &nbsp;&nbsp;&nbsp;&nbsp;501 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40185 |
| &nbsp;&nbsp;&nbsp;&nbsp;258 | Buckle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 |
| &nbsp;&nbsp;1060 | Caleres, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23617 |
| &nbsp;&nbsp;&nbsp;&nbsp;589 | Chewy, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21840 |
| &nbsp;&nbsp;&nbsp;&nbsp;773 | Designer Brands, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7560 |
| &nbsp;&nbsp;&nbsp;&nbsp;24 | Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 |
| &nbsp;&nbsp;&nbsp;&nbsp;67 | Dillard's, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21654 |
| &nbsp;&nbsp;&nbsp;&nbsp;72 | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17730 |
| &nbsp;&nbsp;&nbsp;&nbsp;132 | Dollar Tree, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18670 |
| &nbsp;&nbsp;&nbsp;&nbsp;377 | DoorDash Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18405 |
| &nbsp;&nbsp;1166 | eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48354 |
| &nbsp;&nbsp;&nbsp;&nbsp;33 | Etsy, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 |
| &nbsp;&nbsp;&nbsp;&nbsp;159 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50222 |
| &nbsp;&nbsp;&nbsp;&nbsp;171 | Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318 |
| &nbsp;&nbsp;&nbsp;&nbsp;284 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56584 |
| &nbsp;&nbsp;1863 | Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38471 |
| &nbsp;&nbsp;2028 | Overstock.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39262 |
| 10952 | Qurate Retail, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17852 |
| &nbsp;&nbsp;1970 | Revolve Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43852 |
| &nbsp;&nbsp;&nbsp;&nbsp;843 | Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44443 |

---

*6* 

------

Hartford Longevity Economy ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Retailing - 8.9% - (continued)** | **Retailing - 8.9% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | Signet Jewelers Ltd. | $1088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | Ulta Beauty, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | Wayfair, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5746 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620474 |
|  | **Semiconductors & Semiconductor Equipment - 5.2%** | **Semiconductors & Semiconductor Equipment - 5.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;460 | Alpha & Omega Semiconductor Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13142 |
| &nbsp;&nbsp;&nbsp;&nbsp;69 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11318 |
| &nbsp;&nbsp;&nbsp;&nbsp;80 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44730 |
| &nbsp;&nbsp;&nbsp;&nbsp;181 | Cirrus Logic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13481 |
| &nbsp;&nbsp;2161 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57115 |
| &nbsp;&nbsp;&nbsp;&nbsp;216 | Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15174 |
| &nbsp;&nbsp;&nbsp;&nbsp;854 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42683 |
| &nbsp;&nbsp;&nbsp;&nbsp;33 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11669 |
| &nbsp;&nbsp;&nbsp;&nbsp;110 | NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17383 |
| &nbsp;&nbsp;&nbsp;&nbsp;416 | ON Semiconductor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25946 |
| &nbsp;&nbsp;&nbsp;&nbsp;325 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35731 |
| &nbsp;&nbsp;&nbsp;&nbsp;283 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25790 |
| &nbsp;&nbsp;&nbsp;&nbsp;203 | SMART Global Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| &nbsp;&nbsp;&nbsp;&nbsp;272 | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44940 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362123 |
|  | **Software & Services - 12.6%** | **Software & Services - 12.6%** |
| &nbsp;&nbsp;3862 | A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64225 |
| &nbsp;&nbsp;&nbsp;&nbsp;65 | ACI Worldwide, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
| &nbsp;&nbsp;&nbsp;&nbsp;36 | Adobe, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12115 |
| &nbsp;&nbsp;&nbsp;&nbsp;14 | ANSYS, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | Autodesk, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
| &nbsp;&nbsp;&nbsp;&nbsp;64 | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15287 |
| &nbsp;&nbsp;&nbsp;&nbsp;523 | Box, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16281 |
| &nbsp;&nbsp;&nbsp;&nbsp;102 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13681 |
| &nbsp;&nbsp;&nbsp;&nbsp;253 | Cadence Design Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40642 |
| &nbsp;&nbsp;&nbsp;&nbsp;338 | CommVault Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21240 |
| &nbsp;&nbsp;2255 | Conduent, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9133 |
| &nbsp;&nbsp;&nbsp;&nbsp;229 | Consensus Cloud Solutions, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12311 |
| &nbsp;&nbsp;&nbsp;&nbsp;31 | Crowdstrike Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
| &nbsp;&nbsp;&nbsp;&nbsp;525 | CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30030 |
| &nbsp;&nbsp;&nbsp;&nbsp;438 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30896 |
| &nbsp;&nbsp;&nbsp;&nbsp;733 | Dropbox, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | ExlService Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | Fair Isaac Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796 |
| &nbsp;&nbsp;&nbsp;&nbsp;740 | Fortinet, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36179 |
| &nbsp;&nbsp;&nbsp;&nbsp;640 | InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31667 |
| &nbsp;&nbsp;&nbsp;&nbsp;35 | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13623 |
| &nbsp;&nbsp;&nbsp;&nbsp;215 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| &nbsp;&nbsp;&nbsp;&nbsp;51 | MAXIMUS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 |
| &nbsp;&nbsp;&nbsp;&nbsp;189 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45326 |
| &nbsp;&nbsp;1358 | Nortonlifelock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29102 |
| &nbsp;&nbsp;&nbsp;&nbsp;650 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53131 |
| &nbsp;&nbsp;&nbsp;&nbsp;163 | Palo Alto Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22745 |
| &nbsp;&nbsp;&nbsp;&nbsp;262 | Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30277 |
| &nbsp;&nbsp;1040 | Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52468 |
| &nbsp;&nbsp;&nbsp;&nbsp;108 | Qualys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12121 |
| &nbsp;&nbsp;&nbsp;&nbsp;68 | Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29382 |
| &nbsp;&nbsp;&nbsp;&nbsp;29 | ServiceNow, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11260 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 | SPS Commerce, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
| &nbsp;&nbsp;&nbsp;&nbsp;116 | Synopsys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37038 |
| &nbsp;&nbsp;&nbsp;&nbsp;760 | Teradata Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25582 |
| &nbsp;&nbsp;&nbsp;&nbsp;119 | Verint Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 |
| &nbsp;&nbsp;&nbsp;&nbsp;42 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
| &nbsp;&nbsp;&nbsp;&nbsp;388 | VMware, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47631 |
| &nbsp;&nbsp;2700 | Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37179 |
| &nbsp;&nbsp;&nbsp;&nbsp;122 | Zoom Video Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876102 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Technology Hardware & Equipment - 8.9%** | **Technology Hardware & Equipment - 8.9%** | **Technology Hardware & Equipment - 8.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;370 | Apple, Inc. | Apple, Inc. | $48074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | Arrow Electronics, Inc.<sup>\*</sup> | Arrow Electronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5542 |
| &nbsp;&nbsp;&nbsp;&nbsp;944 | Avid Technology, Inc.<sup>\*</sup> | Avid Technology, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25101 |
| &nbsp;&nbsp;&nbsp;&nbsp;931 | Avnet, Inc. | Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | CDW Corp. | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| 1553 | Dell Technologies, Inc. Class C | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62462 |
| &nbsp;&nbsp;&nbsp;&nbsp;411 | ePlus, Inc.<sup>\*</sup> | ePlus, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18199 |
| &nbsp;&nbsp;4423 | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70591 |
| &nbsp;&nbsp;2069 | HP, Inc. | HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55594 |
| &nbsp;&nbsp;&nbsp;&nbsp;94 | Jabil, Inc. | Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6411 |
| &nbsp;&nbsp;&nbsp;&nbsp;804 | NetApp, Inc. | NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48288 |
| &nbsp;&nbsp;1338 | Pure Storage, Inc. Class A<sup>\*</sup> | Pure Storage, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35805 |
| &nbsp;&nbsp;&nbsp;&nbsp;203 | Sanmina Corp.<sup>\*</sup> | Sanmina Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11630 |
| &nbsp;&nbsp;&nbsp;&nbsp;344 | ScanSource, Inc.<sup>\*</sup> | ScanSource, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10052 |
| &nbsp;&nbsp;&nbsp;&nbsp;893 | Seagate Technology Holdings plc | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46981 |
| &nbsp;&nbsp;&nbsp;&nbsp;857 | Super Micro Computer, Inc.<sup>\*</sup> | Super Micro Computer, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70360 |
| &nbsp;&nbsp;&nbsp;&nbsp;31 | TE Connectivity Ltd. | TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559 |
| &nbsp;&nbsp;1383 | Western Digital Corp.<sup>\*</sup> | Western Digital Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43633 |
| &nbsp;&nbsp;&nbsp;&nbsp;974 | Xerox Holdings Corp. | Xerox Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14220 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618784 |
|  | **Telecommunication Services - 1.3%** | **Telecommunication Services - 1.3%** | **Telecommunication Services - 1.3%** |
| &nbsp;&nbsp;2589 | AT&T, Inc. | AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47663 |
| &nbsp;&nbsp;&nbsp;&nbsp;533 | Lumen Technologies, Inc. | Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 |
| &nbsp;&nbsp;&nbsp;&nbsp;287 | Telephone & Data Systems, Inc. | Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011 |
| &nbsp;&nbsp;&nbsp;&nbsp;895 | Verizon Communications, Inc. | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35263 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88719 |
|  | **Transportation - 0.6%** | **Transportation - 0.6%** | **Transportation - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;233 | Ryder System, Inc. | Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19472 |
| &nbsp;&nbsp;&nbsp;&nbsp;843 | Schneider National, Inc. Class B | Schneider National, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19726 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39198 |
|  | **Utilities - 1.2%** | **Utilities - 1.2%** | **Utilities - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;82 | American Electric Power Co., Inc. | American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7786 |
| &nbsp;&nbsp;&nbsp;&nbsp;74 | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
| &nbsp;&nbsp;&nbsp;&nbsp;45 | Consolidated Edison, Inc. | Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289 |
| &nbsp;&nbsp;&nbsp;&nbsp;27 | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
| &nbsp;&nbsp;&nbsp;&nbsp;124 | Edison International | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7889 |
| &nbsp;&nbsp;&nbsp;&nbsp;50 | Entergy Corp. | Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 |
| &nbsp;&nbsp;&nbsp;&nbsp;76 | Evergy, Inc. | Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 |
| &nbsp;&nbsp;&nbsp;&nbsp;514 | Exelon Corp. | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22220 |
| &nbsp;&nbsp;&nbsp;&nbsp;87 | FirstEnergy Corp. | FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
| &nbsp;&nbsp;&nbsp;&nbsp;822 | NRG Energy, Inc. | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26156 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87396 |
|  | Total Common Stocks<br> (cost $7,961,010) |  | &nbsp;&nbsp;&nbsp;&nbsp;$6949602 |
| **SHORT-TERM INVESTMENTS - 0.3%** | **SHORT-TERM INVESTMENTS - 0.3%** | **SHORT-TERM INVESTMENTS - 0.3%** | **SHORT-TERM INVESTMENTS - 0.3%** |
|  | **Securities Lending Collateral - 0.3%** | **Securities Lending Collateral - 0.3%** | **Securities Lending Collateral - 0.3%** |
| &nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$3288 |
| 10962 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10962 |
| &nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
| &nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
|  | Total Short-Term Investments<br> (cost $20,828) | Total Short-Term Investments<br> (cost $20,828) | &nbsp;&nbsp;&nbsp;&nbsp;$20828 |
|  | Total Investments<br> (cost $7,981,838) | 100.1% | &nbsp;&nbsp;&nbsp;&nbsp;$6970430 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4474) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$6965956 |

---

*7* 

------

Hartford Longevity Economy ETF

------

---

| | |
|:---|:---|
| 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. |
| <sup>(1)</sup> | Represents entire or partial securities on loan. |
| <sup>(2)</sup> | Current yield as of period end. |
| <sup>†</sup> | 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, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;$130990 | &nbsp;&nbsp;$130990 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$6970430 | &nbsp;&nbsp;$6970430 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3.

*8* 

------

Hartford Multifactor Developed Markets (ex-US) ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** |
|  | **Australia - 9.8%** | **Australia - 9.8%** |
| 1330176 | AGL Energy Ltd. | $7279615 |
| &nbsp;&nbsp;&nbsp;&nbsp;181681 | Ampol Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3484293 |
| &nbsp;&nbsp;&nbsp;&nbsp;170628 | Ansell Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3267689 |
| &nbsp;&nbsp;&nbsp;&nbsp;264804 | ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4248788 |
| &nbsp;&nbsp;&nbsp;&nbsp;11611 | ASX Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535589 |
| 1659100 | Aurizon Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4196693 |
| &nbsp;&nbsp;614130 | Bendigo & Adelaide Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085593 |
| &nbsp;&nbsp;198010 | BHP Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6127218 |
| &nbsp;&nbsp;437149 | BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992262 |
| &nbsp;&nbsp;299502 | Brambles Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451505 |
| &nbsp;&nbsp;&nbsp;&nbsp;4765 | Cochlear Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659590 |
| &nbsp;&nbsp;793723 | Coles Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999762 |
| &nbsp;&nbsp;228664 | Computershare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062795 |
| &nbsp;&nbsp;&nbsp;&nbsp;15586 | CSL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041521 |
| 1061539 | Dexus REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579091 |
| &nbsp;&nbsp;936362 | Endeavour Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076661 |
| &nbsp;&nbsp;762683 | Fortescue Metals Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10608048 |
| &nbsp;&nbsp;201260 | Glencore plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337337 |
| 1701030 | GPT Group REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844925 |
| &nbsp;&nbsp;955110 | Harvey Norman Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675033 |
| &nbsp;&nbsp;755120 | Incitec Pivot Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925438 |
| &nbsp;&nbsp;198984 | JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660775 |
| &nbsp;&nbsp;681329 | Medibank Pvt Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363028 |
| 1083896 | Metcash Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925475 |
| &nbsp;&nbsp;&nbsp;&nbsp;28061 | Mineral Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469083 |
| 2206196 | Mirvac Group REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186761 |
| &nbsp;&nbsp;&nbsp;&nbsp;73461 | Premier Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237469 |
| &nbsp;&nbsp;&nbsp;&nbsp;64509 | Ramsay Health Care Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830417 |
| &nbsp;&nbsp;371227 | Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7544875 |
| &nbsp;&nbsp;786483 | South32 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133414 |
| 1170573 | Stockland REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881581 |
| 2191690 | Telstra Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930315 |
| &nbsp;&nbsp;899049 | Viva Energy Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664454 |
| &nbsp;&nbsp;166343 | Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178901 |
| &nbsp;&nbsp;&nbsp;&nbsp;26782 | Woodside Energy Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643669 |
| &nbsp;&nbsp;299151 | Woolworths Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808292 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139937955 |
|  | **Austria - 0.2%** | **Austria - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;46176 | Andritz AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639014 |
| &nbsp;&nbsp;&nbsp;&nbsp;8595 | Vienna Insurance Group AG Wiener Versicherung Gruppe | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205017 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844031 |
|  | **Belgium - 0.9%** | **Belgium - 0.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;8536 | Ackermans & van Haaren N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459429 |
| &nbsp;&nbsp;&nbsp;&nbsp;43453 | Ageas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920860 |
| &nbsp;&nbsp;&nbsp;&nbsp;5887 | Cofinimmo S.A. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525879 |
| &nbsp;&nbsp;125797 | Etablissements Franz Colruyt N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859670 |
| &nbsp;&nbsp;314122 | Proximus S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015878 |
| &nbsp;&nbsp;&nbsp;&nbsp;47413 | UCB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722246 |
| &nbsp;&nbsp;&nbsp;&nbsp;2617 | VGP N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217295 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13721257 |
|  | **Canada - 9.9%** | **Canada - 9.9%** |
| &nbsp;&nbsp;114199 | Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014827 |
| &nbsp;&nbsp;&nbsp;&nbsp;44285 | Atco Ltd. Class I | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385142 |
| &nbsp;&nbsp;408100 | B2Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448733 |
| &nbsp;&nbsp;&nbsp;&nbsp;71876 | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506742 |
| &nbsp;&nbsp;&nbsp;&nbsp;54750 | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680627 |
| &nbsp;&nbsp;&nbsp;&nbsp;98921 | BCE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343194 |
| &nbsp;&nbsp;&nbsp;&nbsp;98375 | Canadian Apartment Properties REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098745 |
| &nbsp;&nbsp;&nbsp;&nbsp;25508 | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031088 |
| &nbsp;&nbsp;&nbsp;&nbsp;27311 | Canadian Tire Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852140 |
| &nbsp;&nbsp;&nbsp;&nbsp;26574 | CGI, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288979 |
| &nbsp;&nbsp;134362 | Choice Properties Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463658 |
| &nbsp;&nbsp;&nbsp;&nbsp;1008 | Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572657 |
| &nbsp;&nbsp;&nbsp;&nbsp;33916 | Dollarama, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982219 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Canada - 9.9% - (continued)** | **Canada - 9.9% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;65178 | Emera, Inc. | $2489362 |
| &nbsp;&nbsp;&nbsp;&nbsp;121175 | Empire Co., Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3189122 |
| &nbsp;&nbsp;&nbsp;&nbsp;56241 | Enbridge, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2196593 |
| &nbsp;&nbsp;&nbsp;&nbsp;13913 | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8235876 |
| &nbsp;&nbsp;&nbsp;&nbsp;40683 | Finning International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010657 |
| &nbsp;&nbsp;&nbsp;&nbsp;54792 | Fortis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2190952 |
| &nbsp;&nbsp;&nbsp;&nbsp;46821 | George Weston Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804982 |
| &nbsp;&nbsp;&nbsp;&nbsp;37373 | Granite Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905404 |
| &nbsp;&nbsp;288085 | Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654903 |
| &nbsp;&nbsp;159086 | Hydro One Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258496 |
| &nbsp;&nbsp;&nbsp;&nbsp;52894 | iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094511 |
| &nbsp;&nbsp;&nbsp;&nbsp;26125 | IGM Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728828 |
| &nbsp;&nbsp;&nbsp;&nbsp;15269 | Intact Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196451 |
| &nbsp;&nbsp;112161 | Loblaw Cos., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910266 |
| &nbsp;&nbsp;218761 | Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3899094 |
| &nbsp;&nbsp;127665 | Metro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7063762 |
| &nbsp;&nbsp;&nbsp;&nbsp;7204 | Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525566 |
| &nbsp;&nbsp;&nbsp;&nbsp;44284 | Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311247 |
| &nbsp;&nbsp;293700 | Power Corp. of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903830 |
| &nbsp;&nbsp;153153 | Quebecor, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413573 |
| &nbsp;&nbsp;&nbsp;&nbsp;28454 | Rogers Communications, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330772 |
| &nbsp;&nbsp;&nbsp;&nbsp;46125 | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333527 |
| &nbsp;&nbsp;&nbsp;&nbsp;25420 | Saputo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628863 |
| &nbsp;&nbsp;&nbsp;&nbsp;60329 | Stantec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888775 |
| &nbsp;&nbsp;&nbsp;&nbsp;63255 | Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934113 |
| &nbsp;&nbsp;101852 | TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964200 |
| &nbsp;&nbsp;&nbsp;&nbsp;13264 | Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512054 |
| &nbsp;&nbsp;&nbsp;&nbsp;26379 | TMX Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638387 |
| &nbsp;&nbsp;&nbsp;&nbsp;39312 | Toromont Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834920 |
| &nbsp;&nbsp;&nbsp;&nbsp;59150 | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827212 |
| &nbsp;&nbsp;&nbsp;&nbsp;36128 | Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821665 |
| &nbsp;&nbsp;&nbsp;&nbsp;36849 | West Fraser Timber Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658937 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142025651 |
|  | **China - 0.6%** | **China - 0.6%** |
| 8513300 | Yangzijiang Shipbuilding Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8632634 |
|  | **Denmark - 2.2%** | **Denmark - 2.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3941 | AP Moller - Maersk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834636 |
| &nbsp;&nbsp;&nbsp;&nbsp;1181 | Carlsberg A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156476 |
| &nbsp;&nbsp;&nbsp;&nbsp;41900 | Coloplast A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882826 |
| &nbsp;&nbsp;&nbsp;&nbsp;96094 | Novo Nordisk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12936009 |
| &nbsp;&nbsp;&nbsp;&nbsp;20978 | Novozymes A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059460 |
| &nbsp;&nbsp;&nbsp;&nbsp;7939 | SimCorp A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544850 |
| &nbsp;&nbsp;&nbsp;&nbsp;18472 | Topdanmark A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968687 |
| &nbsp;&nbsp;102426 | Tryg A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430612 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31813556 |
|  | **Finland - 1.6%** | **Finland - 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;34131 | Elisa Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801644 |
| &nbsp;&nbsp;118366 | Kesko Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604843 |
| &nbsp;&nbsp;106055 | Kojamo Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561983 |
| &nbsp;&nbsp;&nbsp;&nbsp;87494 | Kone Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510154 |
| &nbsp;&nbsp;100178 | Metsa Board Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937109 |
| &nbsp;&nbsp;&nbsp;&nbsp;91697 | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982842 |
| &nbsp;&nbsp;&nbsp;&nbsp;99072 | Orion Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417838 |
| &nbsp;&nbsp;&nbsp;&nbsp;44081 | Sampo Oyj Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296758 |
| &nbsp;&nbsp;&nbsp;&nbsp;79134 | TietoEVRY Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239766 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22352937 |
|  | **France - 7.0%** | **France - 7.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;9425 | Air Liquide S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331789 |
| &nbsp;&nbsp;&nbsp;&nbsp;18379 | Amundi S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039594 |
| &nbsp;&nbsp;&nbsp;&nbsp;17554 | Arkema S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571450 |
| &nbsp;&nbsp;116620 | AXA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242874 |
| &nbsp;&nbsp;&nbsp;&nbsp;39035 | BioMerieux | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079355 |
| &nbsp;&nbsp;&nbsp;&nbsp;46645 | BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650884 |
| &nbsp;&nbsp;334676 | Bouygues S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10015406 |
| &nbsp;&nbsp;&nbsp;&nbsp;1442 | Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240003 |

---

*9* 

------

Hartford Multifactor Developed Markets (ex-US) ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **France - 7.0% - (continued)** | **France - 7.0% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;540796 | Carrefour S.A. | $9026849 |
| &nbsp;&nbsp;&nbsp;&nbsp;40063 | Cie de Saint-Gobain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1951867 |
| &nbsp;&nbsp;&nbsp;&nbsp;201586 | Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5590479 |
| &nbsp;&nbsp;&nbsp;&nbsp;91793 | Danone S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4822868 |
| &nbsp;&nbsp;&nbsp;&nbsp;23749 | Dassault Aviation S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4009754 |
| &nbsp;&nbsp;&nbsp;&nbsp;44466 | Eiffage S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4362185 |
| &nbsp;&nbsp;103919 | Electricite de France S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330890 |
| &nbsp;&nbsp;395758 | Engie S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654723 |
| &nbsp;&nbsp;&nbsp;&nbsp;25625 | Eurazeo SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588934 |
| &nbsp;&nbsp;&nbsp;&nbsp;24506 | Gaztransport Et Technigaz S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610171 |
| &nbsp;&nbsp;&nbsp;&nbsp;34820 | Ipsen S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734744 |
| &nbsp;&nbsp;&nbsp;&nbsp;4648 | L'Oreal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654848 |
| &nbsp;&nbsp;604539 | Orange S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988045 |
| &nbsp;&nbsp;124282 | Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11916369 |
| &nbsp;&nbsp;&nbsp;&nbsp;34074 | SEB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845597 |
| &nbsp;&nbsp;&nbsp;&nbsp;4407 | Somfy S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672582 |
| &nbsp;&nbsp;&nbsp;&nbsp;84041 | TotalEnergies SE<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260478 |
| &nbsp;&nbsp;&nbsp;&nbsp;36175 | Verallia S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223094 |
| &nbsp;&nbsp;122012 | Vivendi S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99576589 |
|  | **Germany - 3.9%** | **Germany - 3.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;8803 | Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887455 |
| &nbsp;&nbsp;&nbsp;&nbsp;34119 | Aurubis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780534 |
| &nbsp;&nbsp;102275 | Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5274816 |
| &nbsp;&nbsp;&nbsp;&nbsp;19499 | Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735163 |
| &nbsp;&nbsp;&nbsp;&nbsp;30245 | Brenntag SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927700 |
| &nbsp;&nbsp;&nbsp;&nbsp;60838 | Covestro AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373167 |
| &nbsp;&nbsp;&nbsp;&nbsp;79895 | Deutsche Post AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999725 |
| &nbsp;&nbsp;410307 | E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087358 |
| &nbsp;&nbsp;186139 | Fresenius Medical Care AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072937 |
| &nbsp;&nbsp;107387 | Fresenius SE & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008479 |
| &nbsp;&nbsp;&nbsp;&nbsp;98229 | K&S AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926340 |
| &nbsp;&nbsp;&nbsp;&nbsp;28462 | LEG Immobilien SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848687 |
| &nbsp;&nbsp;&nbsp;&nbsp;57807 | Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11160534 |
| &nbsp;&nbsp;&nbsp;&nbsp;12119 | Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3818 | SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392766 |
| &nbsp;&nbsp;&nbsp;&nbsp;39390 | Siemens Healthineers AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964480 |
| 1221816 | Telefonica Deutschland Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003072 |
| &nbsp;&nbsp;&nbsp;&nbsp;15904 | Vonovia SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55223340 |
|  | **Hong Kong - 4.2%** | **Hong Kong - 4.2%** |
| &nbsp;&nbsp;535000 | Bank of East Asia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648447 |
| 1953500 | BOC Hong Kong Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6657711 |
| 1275520 | Chow Tai Fook Jewellery Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601718 |
| &nbsp;&nbsp;670000 | CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124754 |
| &nbsp;&nbsp;723000 | CK Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339880 |
| &nbsp;&nbsp;372480 | CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717857 |
| &nbsp;&nbsp;232510 | Hang Seng Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866751 |
| &nbsp;&nbsp;838000 | Henderson Land Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925772 |
| 1061609 | HK Electric Investments & HK Electric Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703210 |
| 1818000 | HKT Trust & HKT Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229132 |
| &nbsp;&nbsp;&nbsp;&nbsp;40326 | Jardine Matheson Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052593 |
| &nbsp;&nbsp;252000 | Kerry Logistics Network Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453312 |
| &nbsp;&nbsp;374500 | Kerry Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815700 |
| &nbsp;&nbsp;276978 | Link REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033433 |
| &nbsp;&nbsp;512000 | NWS Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442796 |
| 2389770 | PCCW Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077776 |
| &nbsp;&nbsp;246000 | Power Assets Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347414 |
| 1163715 | Sino Land Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455212 |
| 1603000 | SITC International Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565440 |
| &nbsp;&nbsp;519000 | Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101801 |
| &nbsp;&nbsp;350600 | Swire Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891217 |
| 6217292 | WH Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616488 |
| 2085000 | Xinyi Glass Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59552603 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Ireland - 0.3%** | **Ireland - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;42501 | DCC plc | $2085879 |
| &nbsp;&nbsp;&nbsp;&nbsp;26927 | Glanbia plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6614 | Kerry Group plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594632 |
| &nbsp;&nbsp;&nbsp;&nbsp;54219 | Smurfit Kappa Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1999821 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022887 |
|  | **Israel - 2.0%** | **Israel - 2.0%** |
| &nbsp;&nbsp;511891 | Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601724 |
| &nbsp;&nbsp;642079 | Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333523 |
| 1483154 | Bezeq The Israeli Telecommunication Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549335 |
| &nbsp;&nbsp;&nbsp;&nbsp;10418 | Check Point Software Technologies Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314335 |
| &nbsp;&nbsp;&nbsp;&nbsp;3748 | Elbit Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608008 |
| &nbsp;&nbsp;&nbsp;&nbsp;39875 | First International Bank of Israel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570816 |
| &nbsp;&nbsp;440986 | ICL Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180698 |
| &nbsp;&nbsp;&nbsp;&nbsp;93860 | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029801 |
| &nbsp;&nbsp;&nbsp;&nbsp;22580 | Strauss Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596992 |
| &nbsp;&nbsp;&nbsp;&nbsp;58845 | Tower Semiconductor Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558261 |
| &nbsp;&nbsp;215404 | ZIM Integrated Shipping Services Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702795 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29046288 |
|  | **Italy - 3.0%** | **Italy - 3.0%** |
| 2451481 | A2A S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257346 |
| &nbsp;&nbsp;255908 | Assicurazioni Generali S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537850 |
| &nbsp;&nbsp;129384 | Brembo S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442988 |
| &nbsp;&nbsp;&nbsp;&nbsp;49667 | De' Longhi S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112089 |
| &nbsp;&nbsp;&nbsp;&nbsp;6542 | DiaSorin S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910446 |
| &nbsp;&nbsp;540842 | Eni S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7668857 |
| &nbsp;&nbsp;800444 | Hera S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151915 |
| &nbsp;&nbsp;498669 | Italgas S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762140 |
| &nbsp;&nbsp;419758 | Pirelli & C. S.p.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793738 |
| &nbsp;&nbsp;118935 | Prysmian S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399509 |
| &nbsp;&nbsp;&nbsp;&nbsp;80177 | Recordati Industria Chimica e Farmaceutica S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315794 |
| &nbsp;&nbsp;293257 | Snam S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416853 |
| &nbsp;&nbsp;403062 | Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968157 |
| 1081699 | Unipol Gruppo S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261950 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42999632 |
|  | **Japan - 18.5%** | **Japan - 18.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;51505 | ABC-Mart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915930 |
| &nbsp;&nbsp;&nbsp;&nbsp;55000 | AGC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832013 |
| &nbsp;&nbsp;146100 | Air Water, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699674 |
| &nbsp;&nbsp;&nbsp;&nbsp;99700 | Aisin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667331 |
| &nbsp;&nbsp;&nbsp;&nbsp;47500 | Ajinomoto Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451154 |
| &nbsp;&nbsp;153082 | Alfresa Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944488 |
| &nbsp;&nbsp;&nbsp;&nbsp;34600 | Amada Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271146 |
| &nbsp;&nbsp;&nbsp;&nbsp;75188 | Aozora Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478744 |
| &nbsp;&nbsp;366665 | Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575909 |
| &nbsp;&nbsp;&nbsp;&nbsp;41400 | Azbil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043276 |
| &nbsp;&nbsp;&nbsp;&nbsp;9900 | BIPROGY, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250980 |
| &nbsp;&nbsp;136493 | Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852694 |
| &nbsp;&nbsp;185300 | Brother Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818577 |
| &nbsp;&nbsp;&nbsp;&nbsp;55097 | Canon Marketing Japan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248133 |
| &nbsp;&nbsp;364103 | Canon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7879769 |
| &nbsp;&nbsp;&nbsp;&nbsp;17400 | COMSYS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305286 |
| &nbsp;&nbsp;105700 | Dai Nippon Printing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122892 |
| &nbsp;&nbsp;&nbsp;&nbsp;64600 | Dai-ichi Life Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465856 |
| &nbsp;&nbsp;&nbsp;&nbsp;36700 | Daiwa House Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845286 |
| &nbsp;&nbsp;192417 | Daiwa Securities Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850196 |
| 1707300 | ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796888 |
| &nbsp;&nbsp;&nbsp;&nbsp;87420 | FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389386 |
| &nbsp;&nbsp;&nbsp;&nbsp;38448 | Fujitsu Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132908 |
| &nbsp;&nbsp;232600 | Haseko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596687 |
| &nbsp;&nbsp;&nbsp;&nbsp;29673 | Hitachi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504733 |
| &nbsp;&nbsp;116000 | Honda Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665596 |
| &nbsp;&nbsp;333800 | Idemitsu Kosan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7766615 |
| &nbsp;&nbsp;238500 | Iida Group Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616950 |
| &nbsp;&nbsp;&nbsp;&nbsp;57271 | ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799580 |
| &nbsp;&nbsp;&nbsp;&nbsp;87600 | Itochu Techno-Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038213 |

---

*10* 

------

Hartford Multifactor Developed Markets (ex-US) ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Japan - 18.5% - (continued)** | **Japan - 18.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;44100 | Iwatani Corp. | $1935193 |
| &nbsp;&nbsp;&nbsp;&nbsp;616500 | Japan Post Bank Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5270469 |
| &nbsp;&nbsp;&nbsp;&nbsp;231181 | Japan Post Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1943956 |
| &nbsp;&nbsp;&nbsp;&nbsp;73600 | Japan Post Insurance Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1294673 |
| &nbsp;&nbsp;&nbsp;&nbsp;117800 | Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2375731 |
| &nbsp;&nbsp;&nbsp;&nbsp;290200 | Kajima Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3378280 |
| &nbsp;&nbsp;&nbsp;&nbsp;96451 | KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910818 |
| &nbsp;&nbsp;111500 | Kewpie Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019667 |
| &nbsp;&nbsp;&nbsp;&nbsp;78400 | Kinden Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854441 |
| &nbsp;&nbsp;187600 | Kuraray Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504269 |
| &nbsp;&nbsp;&nbsp;&nbsp;17300 | Kyocera Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859067 |
| &nbsp;&nbsp;&nbsp;&nbsp;94122 | Lawson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588114 |
| &nbsp;&nbsp;334900 | Marubeni Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845341 |
| &nbsp;&nbsp;&nbsp;&nbsp;10500 | MatsukiyoCocokara & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525219 |
| &nbsp;&nbsp;&nbsp;&nbsp;20600 | McDonald's Holdings Co. Japan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779848 |
| &nbsp;&nbsp;283150 | Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736134 |
| &nbsp;&nbsp;&nbsp;&nbsp;57116 | MEIJI Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917593 |
| &nbsp;&nbsp;&nbsp;&nbsp;76100 | Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470244 |
| &nbsp;&nbsp;171000 | Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702289 |
| &nbsp;&nbsp;108976 | Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536022 |
| &nbsp;&nbsp;240500 | Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620406 |
| &nbsp;&nbsp;&nbsp;&nbsp;57800 | Mitsui & Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687850 |
| &nbsp;&nbsp;115900 | Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613229 |
| &nbsp;&nbsp;260800 | Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668535 |
| &nbsp;&nbsp;&nbsp;&nbsp;69800 | MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234531 |
| &nbsp;&nbsp;164517 | NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779198 |
| &nbsp;&nbsp;155900 | NGK Spark Plug Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881808 |
| &nbsp;&nbsp;413900 | Nikon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689010 |
| &nbsp;&nbsp;&nbsp;&nbsp;40900 | Nippon Express Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337231 |
| &nbsp;&nbsp;115206 | Nippon Telegraph & Telephone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284740 |
| &nbsp;&nbsp;175600 | Nippon Yusen KK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138967 |
| &nbsp;&nbsp;&nbsp;&nbsp;79300 | NTT Data Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161147 |
| &nbsp;&nbsp;&nbsp;&nbsp;10300 | Obayashi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77907 |
| &nbsp;&nbsp;&nbsp;&nbsp;15400 | OBIC Business Consultants Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501292 |
| &nbsp;&nbsp;&nbsp;&nbsp;95900 | Ono Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240780 |
| &nbsp;&nbsp;&nbsp;&nbsp;21400 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381849 |
| &nbsp;&nbsp;344251 | Osaka Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557275 |
| &nbsp;&nbsp;&nbsp;&nbsp;9200 | Otsuka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289712 |
| &nbsp;&nbsp;117800 | Otsuka Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843488 |
| &nbsp;&nbsp;&nbsp;&nbsp;12600 | Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106046 |
| &nbsp;&nbsp;463466 | Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540290 |
| &nbsp;&nbsp;&nbsp;&nbsp;99200 | Ricoh Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757091 |
| &nbsp;&nbsp;&nbsp;&nbsp;34200 | Rinnai Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547925 |
| &nbsp;&nbsp;&nbsp;&nbsp;13000 | Rohto Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228580 |
| &nbsp;&nbsp;379200 | Santen Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086595 |
| &nbsp;&nbsp;130600 | Sanwa Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208554 |
| &nbsp;&nbsp;&nbsp;&nbsp;10500 | Secom Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600261 |
| &nbsp;&nbsp;101100 | Sega Sammy Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530158 |
| &nbsp;&nbsp;397800 | Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806683 |
| &nbsp;&nbsp;102465 | Sekisui Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432778 |
| &nbsp;&nbsp;279548 | Sekisui House Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943918 |
| &nbsp;&nbsp;&nbsp;&nbsp;16089 | Seven & i Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690164 |
| &nbsp;&nbsp;&nbsp;&nbsp;50440 | Shimamura Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007875 |
| &nbsp;&nbsp;198000 | Softbank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232930 |
| &nbsp;&nbsp;&nbsp;&nbsp;18000 | Sohgo Security Services Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490432 |
| &nbsp;&nbsp;188893 | Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902577 |
| &nbsp;&nbsp;&nbsp;&nbsp;46417 | Sugi Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065010 |
| &nbsp;&nbsp;&nbsp;&nbsp;78100 | Sumitomo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299842 |
| &nbsp;&nbsp;212500 | Sumitomo Dainippon Pharma Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608909 |
| &nbsp;&nbsp;&nbsp;&nbsp;88000 | Sumitomo Electric Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003418 |
| &nbsp;&nbsp;&nbsp;&nbsp;88629 | Sumitomo Forestry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567103 |
| &nbsp;&nbsp;&nbsp;&nbsp;41700 | Sumitomo Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835612 |
| &nbsp;&nbsp;&nbsp;&nbsp;92500 | Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3712759 |
| &nbsp;&nbsp;&nbsp;&nbsp;9300 | Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323380 |
| &nbsp;&nbsp;318900 | Sumitomo Rubber Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784287 |
| &nbsp;&nbsp;&nbsp;&nbsp;60000 | Sundrug Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780287 |
| &nbsp;&nbsp;&nbsp;&nbsp;24607 | Suntory Beverage & Food Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839225 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Japan - 18.5% - (continued)** | **Japan - 18.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;59882 | Suzuken Co., Ltd. | $1620211 |
| &nbsp;&nbsp;&nbsp;&nbsp;48900 | Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575088 |
| &nbsp;&nbsp;&nbsp;&nbsp;67700 | Taisho Pharmaceutical Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2975937 |
| &nbsp;&nbsp;&nbsp;&nbsp;15700 | TIS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414082 |
| &nbsp;&nbsp;&nbsp;&nbsp;12900 | Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276439 |
| &nbsp;&nbsp;&nbsp;&nbsp;243396 | Tokyo Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4768492 |
| &nbsp;&nbsp;229900 | Toppan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404635 |
| &nbsp;&nbsp;&nbsp;&nbsp;12800 | Toshiba Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446538 |
| &nbsp;&nbsp;102100 | Tosoh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214877 |
| &nbsp;&nbsp;&nbsp;&nbsp;51019 | Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972010 |
| &nbsp;&nbsp;146900 | Toyota Boshoku Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966163 |
| 1828757 | Yamada Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472618 |
| &nbsp;&nbsp;&nbsp;&nbsp;92346 | Yamaha Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106646 |
| &nbsp;&nbsp;214680 | Yamazaki Baking Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560963 |
| &nbsp;&nbsp;167700 | Yokohama Rubber Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615685 |
| &nbsp;&nbsp;&nbsp;&nbsp;83653 | Zensho Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098537 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264684823 |
|  | **Luxembourg - 0.3%** | **Luxembourg - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;56192 | Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021648 |
| &nbsp;&nbsp;&nbsp;&nbsp;9413 | Shurgard Self Storage S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430472 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452120 |
|  | **Netherlands - 4.3%** | **Netherlands - 4.3%** |
| &nbsp;&nbsp;405698 | Aegon N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051464 |
| &nbsp;&nbsp;106352 | ASR Nederland N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033908 |
| &nbsp;&nbsp;&nbsp;&nbsp;34027 | JDE Peet's N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981239 |
| &nbsp;&nbsp;369284 | Koninklijke Ahold Delhaize N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10578132 |
| 2118276 | Koninklijke KPN N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533507 |
| &nbsp;&nbsp;&nbsp;&nbsp;12829 | Koninklijke Philips N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191739 |
| &nbsp;&nbsp;136253 | Koninklijke Vopak N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035292 |
| &nbsp;&nbsp;212748 | NN Group N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8664426 |
| &nbsp;&nbsp;140007 | OCI N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993697 |
| &nbsp;&nbsp;&nbsp;&nbsp;51984 | QIAGEN N.V.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592442 |
| &nbsp;&nbsp;120331 | Randstad N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314986 |
| &nbsp;&nbsp;&nbsp;&nbsp;69430 | Signify N.V.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325231 |
| &nbsp;&nbsp;&nbsp;&nbsp;56793 | Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925459 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61221522 |
|  | **New Zealand - 0.6%** | **New Zealand - 0.6%** |
| &nbsp;&nbsp;266991 | Contact Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301899 |
| &nbsp;&nbsp;230633 | Fisher & Paykel Healthcare Corp. Ltd. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296522 |
| &nbsp;&nbsp;342668 | Fletcher Building Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034092 |
| &nbsp;&nbsp;705461 | Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401610 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034123 |
|  | **Norway - 1.6%** | **Norway - 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;49538 | Austevoll Seafood ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444791 |
| &nbsp;&nbsp;208497 | Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445868 |
| &nbsp;&nbsp;&nbsp;&nbsp;27483 | Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159470 |
| &nbsp;&nbsp;258782 | Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926088 |
| &nbsp;&nbsp;402491 | Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898458 |
| &nbsp;&nbsp;&nbsp;&nbsp;24076 | Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940457 |
| &nbsp;&nbsp;437235 | Telenor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065651 |
| &nbsp;&nbsp;&nbsp;&nbsp;78644 | Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437631 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22318414 |
|  | **Portugal - 0.5%** | **Portugal - 0.5%** |
| &nbsp;&nbsp;121130 | Galp Energia SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630170 |
| &nbsp;&nbsp;234011 | Jeronimo Martins SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039917 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670087 |
|  | **Singapore - 1.9%** | **Singapore - 1.9%** |
| &nbsp;&nbsp;142909 | DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3614281 |
| 1240100 | Frasers Logistics & Commercial Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072559 |
| &nbsp;&nbsp;204100 | Keppel Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104806 |
| &nbsp;&nbsp;706000 | Olam Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768536 |
| &nbsp;&nbsp;598452 | Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434794 |
| 1381100 | Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449661 |
| 2242600 | Suntec Real Estate Investment Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307477 |

---

*11* 

------

Hartford Multifactor Developed Markets (ex-US) ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Singapore - 1.9% - (continued)** | **Singapore - 1.9% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;230600 | United Overseas Bank Ltd. | $5278422 |
| &nbsp;&nbsp;&nbsp;&nbsp;147300 | UOL Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738037 |
| &nbsp;&nbsp;&nbsp;&nbsp;242200 | Venture Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3080772 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26849345 |
|  | **South Africa - 0.2%** | **South Africa - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;421272 | Mediclinic International plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2523606 |
|  | **Spain - 1.9%** | **Spain - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;22094 | Acciona S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053369 |
| &nbsp;&nbsp;&nbsp;&nbsp;60816 | Enagas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007663 |
| &nbsp;&nbsp;238320 | Grifols S.A.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2739316 |
| &nbsp;&nbsp;196617 | Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293545 |
| &nbsp;&nbsp;&nbsp;&nbsp;50509 | Laboratorios Farmaceuticos Rovi S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943840 |
| 1484660 | Mapfre S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867950 |
| &nbsp;&nbsp;&nbsp;&nbsp;51781 | Naturgy Energy Group S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343450 |
| &nbsp;&nbsp;243407 | Red Electrica Corp. S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223958 |
| &nbsp;&nbsp;230594 | Repsol S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3654605 |
| &nbsp;&nbsp;994484 | Telefonica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592712 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27720408 |
|  | **Sweden - 4.0%** | **Sweden - 4.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;12643 | Assa Abloy AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271437 |
| &nbsp;&nbsp;101190 | Axfood AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776546 |
| &nbsp;&nbsp;107321 | BillerudKorsnas AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309132 |
| &nbsp;&nbsp;&nbsp;&nbsp;92586 | Boliden AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476584 |
| &nbsp;&nbsp;396498 | Electrolux AB Class B<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357166 |
| &nbsp;&nbsp;113228 | Essity AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969933 |
| &nbsp;&nbsp;224530 | Getinge AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661053 |
| &nbsp;&nbsp;235805 | Investor AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267325 |
| &nbsp;&nbsp;&nbsp;&nbsp;39468 | L E Lundbergforetagen AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682205 |
| &nbsp;&nbsp;&nbsp;&nbsp;31271 | Saab AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232593 |
| &nbsp;&nbsp;707580 | Securitas AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905385 |
| &nbsp;&nbsp;138940 | Skandinaviska Enskilda Banken AB Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599487 |
| &nbsp;&nbsp;136725 | Skanska AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165135 |
| 1071968 | SSAB AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576147 |
| &nbsp;&nbsp;169377 | Swedish Orphan Biovitrum AB<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506370 |
| &nbsp;&nbsp;&nbsp;&nbsp;80551 | Tele2 AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657890 |
| 1055758 | Telefonaktiebolaget LM Ericsson Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6170705 |
| 1443095 | Telia Co. AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692395 |
| &nbsp;&nbsp;&nbsp;&nbsp;23447 | Volvo AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424137 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57701625 |
|  | **Switzerland - 7.4%** | **Switzerland - 7.4%** |
| &nbsp;&nbsp;110151 | Adecco Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626459 |
| &nbsp;&nbsp;&nbsp;&nbsp;7989 | Allreal Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298687 |
| &nbsp;&nbsp;&nbsp;&nbsp;31901 | Baloise Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920312 |
| &nbsp;&nbsp;&nbsp;&nbsp;14452 | Banque Cantonale Vaudoise | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | Barry Callebaut AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988435 |
| &nbsp;&nbsp;&nbsp;&nbsp;11537 | BKW AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577422 |
| &nbsp;&nbsp;&nbsp;&nbsp;4229 | Bucher Industries AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768026 |
| &nbsp;&nbsp;&nbsp;&nbsp;24717 | DKSH Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875414 |
| &nbsp;&nbsp;&nbsp;&nbsp;1107 | Emmi AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936858 |
| &nbsp;&nbsp;&nbsp;&nbsp;33069 | Galenica AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700349 |
| &nbsp;&nbsp;&nbsp;&nbsp;4451 | Geberit AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095126 |
| &nbsp;&nbsp;&nbsp;&nbsp;26449 | Helvetia Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081714 |
| &nbsp;&nbsp;&nbsp;&nbsp;40008 | Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9305795 |
| &nbsp;&nbsp;&nbsp;&nbsp;85675 | Logitech International S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283847 |
| &nbsp;&nbsp;&nbsp;&nbsp;37566 | Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350217 |
| &nbsp;&nbsp;125385 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11328288 |
| &nbsp;&nbsp;&nbsp;&nbsp;32101 | PSP Swiss Property AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764547 |
| &nbsp;&nbsp;&nbsp;&nbsp;31310 | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830907 |
| &nbsp;&nbsp;&nbsp;&nbsp;9638 | Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737590 |
| &nbsp;&nbsp;&nbsp;&nbsp;9074 | SFS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858166 |
| &nbsp;&nbsp;&nbsp;&nbsp;1131 | SGS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628243 |
| &nbsp;&nbsp;&nbsp;&nbsp;8919 | Sonova Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114069 |
| &nbsp;&nbsp;&nbsp;&nbsp;5386 | Swatch Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531040 |
| &nbsp;&nbsp;&nbsp;&nbsp;6196 | Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193096 |
| &nbsp;&nbsp;&nbsp;&nbsp;48350 | Swiss Prime Site AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188557 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** | **COMMON STOCKS - 99.1% - (continued)** |
|  | **Switzerland - 7.4% - (continued)** | **Switzerland - 7.4% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;10333 | Swiss Re AG | $965843 |
| &nbsp;&nbsp;&nbsp;&nbsp;19586 | Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10724457 |
| &nbsp;&nbsp;&nbsp;&nbsp;209399 | UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3893979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9679 | Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4627131 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106580885 |
|  | **United Kingdom - 12.3%** | **United Kingdom - 12.3%** |
| &nbsp;&nbsp;190604 | 3i Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075759 |
| &nbsp;&nbsp;&nbsp;&nbsp;98201 | Admiral Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524353 |
| &nbsp;&nbsp;&nbsp;&nbsp;29380 | Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143818 |
| &nbsp;&nbsp;&nbsp;&nbsp;98952 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708946 |
| &nbsp;&nbsp;131252 | Aviva plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699106 |
| 1004499 | B&M European Value Retail S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969788 |
| 1138289 | BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11720766 |
| &nbsp;&nbsp;&nbsp;&nbsp;26881 | British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061079 |
| &nbsp;&nbsp;&nbsp;&nbsp;50494 | British Land Co. plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239981 |
| 1183708 | BT Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595461 |
| &nbsp;&nbsp;&nbsp;&nbsp;54588 | Bunzl plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811668 |
| &nbsp;&nbsp;&nbsp;&nbsp;50433 | Computacenter plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159325 |
| &nbsp;&nbsp;737789 | ConvaTec Group plc<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064294 |
| &nbsp;&nbsp;&nbsp;&nbsp;10459 | Dechra Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329374 |
| 2174692 | Direct Line Insurance Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789071 |
| &nbsp;&nbsp;&nbsp;&nbsp;87330 | DS Smith plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337734 |
| &nbsp;&nbsp;&nbsp;&nbsp;22479 | Ferguson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822976 |
| &nbsp;&nbsp;314495 | GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051354 |
| &nbsp;&nbsp;&nbsp;&nbsp;26872 | Halma plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638083 |
| &nbsp;&nbsp;315391 | Hikma Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5888039 |
| &nbsp;&nbsp;424070 | Howden Joinery Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864800 |
| 1549003 | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9609019 |
| &nbsp;&nbsp;271657 | IG Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555391 |
| &nbsp;&nbsp;324291 | Imperial Brands plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078759 |
| &nbsp;&nbsp;102663 | Inchcape plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012646 |
| &nbsp;&nbsp;&nbsp;&nbsp;36773 | Intertek Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784410 |
| 2272467 | J Sainsbury plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950942 |
| 1947393 | Kingfisher plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530689 |
| &nbsp;&nbsp;&nbsp;&nbsp;88900 | Land Securities Group plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664512 |
| 4266112 | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330309 |
| 1636420 | Man Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206578 |
| &nbsp;&nbsp;&nbsp;&nbsp;73237 | Mondi plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241725 |
| &nbsp;&nbsp;244343 | National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931561 |
| &nbsp;&nbsp;889656 | NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838084 |
| &nbsp;&nbsp;&nbsp;&nbsp;22033 | Reckitt Benckiser Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525012 |
| &nbsp;&nbsp;104455 | RELX plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2874848 |
| &nbsp;&nbsp;109818 | Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7659165 |
| 1857846 | Royal Mail plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760132 |
| &nbsp;&nbsp;&nbsp;&nbsp;28517 | RS GROUP plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307184 |
| &nbsp;&nbsp;772960 | Sage Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6932543 |
| &nbsp;&nbsp;370200 | Schroders plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941568 |
| &nbsp;&nbsp;451564 | Segro plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147772 |
| &nbsp;&nbsp;&nbsp;&nbsp;67797 | Shell plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896924 |
| &nbsp;&nbsp;&nbsp;&nbsp;90281 | Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204907 |
| &nbsp;&nbsp;&nbsp;&nbsp;73442 | Softcat plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045986 |
| &nbsp;&nbsp;127998 | Spectris plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4622145 |
| &nbsp;&nbsp;&nbsp;&nbsp;2427 | Spirax-Sarco Engineering plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309899 |
| &nbsp;&nbsp;264859 | SSE plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454415 |
| &nbsp;&nbsp;668625 | Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005897 |
| 1852178 | Tesco plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995144 |
| 1365823 | Tritax Big Box plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277127 |
| &nbsp;&nbsp;&nbsp;&nbsp;30349 | Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526715 |
| &nbsp;&nbsp;289448 | Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293304 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176011087 |
|  | Total Common Stocks<br> (cost $1,480,412,965) | &nbsp;&nbsp;&nbsp;&nbsp;$1417517405 |

---

*12* 

------

Hartford Multifactor Developed Markets (ex-US) ETF

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** |
|  | **Germany - 0.1%** | **Germany - 0.1%** | **Germany - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;41594 | Fuchs Petrolub SE (Preference Shares) | Fuchs Petrolub SE (Preference Shares) | $1453367 |
|  | Total Preferred Stocks<br> (cost $1,935,030) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1453367 |
|  | Total Long-Term Investments<br> (cost $1,482,347,995) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1418970772 |
| **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** |
|  | **Securities Lending Collateral - 0.9%** | **Securities Lending Collateral - 0.9%** | **Securities Lending Collateral - 0.9%** |
| 1998806 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(3)</sup> | $1998806 |
| 6662688 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6662688 |
| 1998806 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1998806 |
| 1998806 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998806 |
|  | Total Short-Term Investments<br> (cost $12,659,106) | Total Short-Term Investments<br> (cost $12,659,106) | &nbsp;&nbsp;&nbsp;&nbsp;$12659106 |
|  | Total Investments<br> (cost $1,495,007,101) | 100.1% | &nbsp;&nbsp;&nbsp;&nbsp;$1431629878 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1947330) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1429682548 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing.

<sup>(1)</sup> 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, 2022, the aggregate value of these securities was $25,023,385, representing 1.8% of net assets.

<sup>(2)</sup> Represents entire or partial securities on loan.

<sup>(3)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;MSCI EAFE Index Future | &nbsp;&nbsp;68 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$6627960 | &nbsp;&nbsp;$(93154) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(93154) |

---

<sup>†</sup> 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

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;$139937955 | &nbsp;&nbsp;$139937955 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13721257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13721257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142025651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142025651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8632634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8632634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31813556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31813556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22352937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22352937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99576589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99576589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55223340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55223340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59552603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59552603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29046288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29046288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42999632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42999632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264684823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264684823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61221522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61221522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22318414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22318414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26849345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26849345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27720408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27720408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57701625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57701625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106580885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106580885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176011087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176011087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12659106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12659106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$1431629878 | &nbsp;&nbsp;$1431629878 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(93154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(93154) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(93154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(93154) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

*14* 

------

Hartford Multifactor Diversified International ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9%** | **COMMON STOCKS - 98.9%** | **COMMON STOCKS - 98.9%** |
|  | **Australia - 8.6%** | **Australia - 8.6%** |
| 28231 | AGL Energy Ltd. | $154499 |
| &nbsp;&nbsp;&nbsp;&nbsp;3838 | ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61581 |
| &nbsp;&nbsp;&nbsp;&nbsp;2697 | Aurizon Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6822 |
| &nbsp;&nbsp;&nbsp;&nbsp;3845 | Bendigo & Adelaide Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25579 |
| &nbsp;&nbsp;&nbsp;&nbsp;4791 | BHP Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148253 |
| &nbsp;&nbsp;&nbsp;&nbsp;3486 | BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39810 |
| &nbsp;&nbsp;&nbsp;1600 | Brambles Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13096 |
| &nbsp;&nbsp;&nbsp;9812 | Coles Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111255 |
| &nbsp;&nbsp;&nbsp;&nbsp;862 | Computershare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15316 |
| &nbsp;&nbsp;20114 | Dexus REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105712 |
| &nbsp;&nbsp;&nbsp;7342 | Endeavour Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31965 |
| &nbsp;&nbsp;&nbsp;7670 | Fortescue Metals Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106681 |
| &nbsp;&nbsp;&nbsp;3583 | Glencore plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23808 |
| &nbsp;&nbsp;21930 | GPT Group REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62462 |
| &nbsp;&nbsp;&nbsp;5251 | JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149383 |
| &nbsp;&nbsp;30426 | Metcash Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | Ramsay Health Care Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623 |
| &nbsp;&nbsp;&nbsp;5981 | Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121559 |
| &nbsp;&nbsp;12482 | South32 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33859 |
| &nbsp;&nbsp;10346 | Stockland REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25469 |
| &nbsp;&nbsp;11322 | Telstra Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30635 |
| &nbsp;&nbsp;&nbsp;1407 | Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43805 |
| &nbsp;&nbsp;&nbsp;2213 | Woolworths Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445658 |
|  | **Belgium - 0.0%** | **Belgium - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | UCB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | **Brazil - 1.8%** | **Brazil - 1.8%** |
| &nbsp;&nbsp;23891 | JBS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99505 |
| &nbsp;&nbsp;&nbsp;5830 | Telefonica Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42347 |
| &nbsp;&nbsp;&nbsp;3725 | TIM S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8748 |
| &nbsp;&nbsp;&nbsp;1934 | Transmissora Alianca de Energia Eletrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 |
| &nbsp;&nbsp;&nbsp;7780 | Vale S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132027 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295327 |
|  | **Canada - 5.5%** | **Canada - 5.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;469 | Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20595 |
| &nbsp;&nbsp;&nbsp;1242 | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112435 |
| &nbsp;&nbsp;&nbsp;&nbsp;406 | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19878 |
| &nbsp;&nbsp;&nbsp;&nbsp;176 | Canadian Tire Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18380 |
| &nbsp;&nbsp;&nbsp;&nbsp;328 | Dollarama, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170 |
| &nbsp;&nbsp;&nbsp;3790 | Empire Co., Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99746 |
| &nbsp;&nbsp;&nbsp;&nbsp;198 | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117207 |
| &nbsp;&nbsp;&nbsp;&nbsp;743 | George Weston Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92119 |
| &nbsp;&nbsp;&nbsp;1082 | Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24995 |
| &nbsp;&nbsp;&nbsp;1778 | Loblaw Cos., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157100 |
| &nbsp;&nbsp;&nbsp;3190 | Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | Metro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 |
| &nbsp;&nbsp;&nbsp;3090 | Power Corp. of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72635 |
| &nbsp;&nbsp;&nbsp;&nbsp;454 | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
| &nbsp;&nbsp;&nbsp;&nbsp;579 | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37463 |
| &nbsp;&nbsp;&nbsp;&nbsp;258 | West Fraser Timber Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18617 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917280 |
|  | **China - 10.4%** | **China - 10.4%** |
| 359000 | Agricultural Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123271 |
| &nbsp;&nbsp;16000 | Anhui Conch Cement Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55964 |
| 430000 | Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156465 |
| 148000 | Bank of Communications Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85141 |
| 126000 | China CITIC Bank Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55857 |
| 222000 | China Construction Bank Corp. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139089 |
| &nbsp;&nbsp;&nbsp;2000 | China National Building Material Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 |
| 208000 | China Petroleum & Chemical Corp. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100470 |
| 112000 | China Railway Group Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59121 |
| &nbsp;&nbsp;33000 | China Shenhua Energy Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95343 |
| 412000 | China Tower Corp. Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44341 |
| &nbsp;&nbsp;&nbsp;4300 | China Vanke Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **China - 10.4% - (continued)** | **China - 10.4% - (continued)** |
| 77000 | CITIC Ltd. | $81292 |
| 56000 | COSCO Shipping Holdings Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57112 |
| &nbsp;&nbsp;&nbsp;&nbsp;7200 | Haier Smart Home Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24538 |
| 279000 | Industrial & Commercial Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143701 |
| 128000 | Lenovo Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105123 |
| 201000 | People's Insurance Co., Group of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66700 |
| 214000 | PetroChina Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97884 |
| &nbsp;&nbsp;70000 | PICC Property & Casualty Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66458 |
| 111000 | Postal Savings Bank of China Co., Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68975 |
| 118200 | Yangzijiang Shipbuilding Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119857 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757050 |
|  | **Denmark - 1.9%** | **Denmark - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | AP Moller - Maersk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118811 |
| &nbsp;&nbsp;&nbsp;1468 | Novo Nordisk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197620 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316431 |
|  | **Finland - 0.6%** | **Finland - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;387 | Kone Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19949 |
| &nbsp;&nbsp;&nbsp;1782 | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 |
| &nbsp;&nbsp;&nbsp;&nbsp;434 | Orion Oyj Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23734 |
| &nbsp;&nbsp;&nbsp;&nbsp;882 | Sampo Oyj Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45955 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108738 |
|  | **France - 4.3%** | **France - 4.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;255 | Air Liquide S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36032 |
| &nbsp;&nbsp;&nbsp;1191 | AXA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33118 |
| &nbsp;&nbsp;&nbsp;1024 | BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58195 |
| &nbsp;&nbsp;&nbsp;&nbsp;183 | Cie de Saint-Gobain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916 |
| &nbsp;&nbsp;&nbsp;2034 | Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56408 |
| &nbsp;&nbsp;&nbsp;&nbsp;932 | Danone S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48968 |
| &nbsp;&nbsp;&nbsp;5305 | Engie S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | L'Oreal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31202 |
| &nbsp;&nbsp;&nbsp;7624 | Orange S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75517 |
| &nbsp;&nbsp;&nbsp;1956 | Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187545 |
| &nbsp;&nbsp;&nbsp;&nbsp;192 | Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26786 |
| &nbsp;&nbsp;&nbsp;1170 | TotalEnergies SE<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73235 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726319 |
|  | **Germany - 3.0%** | **Germany - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;257 | Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55103 |
| &nbsp;&nbsp;&nbsp;&nbsp;306 | BASF SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15150 |
| &nbsp;&nbsp;&nbsp;2035 | Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104955 |
| &nbsp;&nbsp;&nbsp;&nbsp;636 | Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56596 |
| &nbsp;&nbsp;&nbsp;&nbsp;224 | Covestro AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738 |
| &nbsp;&nbsp;&nbsp;&nbsp;901 | Deutsche Post AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33829 |
| &nbsp;&nbsp;&nbsp;1726 | Deutsche Telekom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34333 |
| &nbsp;&nbsp;&nbsp;3312 | E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32993 |
| &nbsp;&nbsp;&nbsp;&nbsp;649 | Fresenius Medical Care AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21174 |
| &nbsp;&nbsp;&nbsp;&nbsp;168 | Fresenius SE & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | LEG Immobilien SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456 |
| &nbsp;&nbsp;&nbsp;&nbsp;696 | Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | RWE AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510425 |
|  | **Hong Kong - 2.6%** | **Hong Kong - 2.6%** |
| &nbsp;&nbsp;&nbsp;8000 | BOC Hong Kong Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27265 |
| &nbsp;&nbsp;34000 | China Overseas Land & Investment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89738 |
| &nbsp;&nbsp;&nbsp;6000 | China Resources Land Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27483 |
| &nbsp;&nbsp;&nbsp;4000 | CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24625 |
| &nbsp;&nbsp;11500 | CK Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69030 |
| &nbsp;&nbsp;&nbsp;2500 | Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45164 |
| &nbsp;&nbsp;63142 | Sino Land Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78958 |
| &nbsp;&nbsp;&nbsp;4500 | Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61576 |
| &nbsp;&nbsp;24500 | WH Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14251 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438090 |

---

*15* 

------

Hartford Multifactor Diversified International ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **India - 0.5%** | **India - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | Dr. Reddy's Laboratories Ltd. ADR | $44764 |
| &nbsp;&nbsp;&nbsp;&nbsp;2439 | Infosys Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43926 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88690 |
|  | **Indonesia - 1.5%** | **Indonesia - 1.5%** |
| 183900 | Astra International Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67335 |
| 157400 | Bukit Asam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37309 |
| &nbsp;&nbsp;13900 | Indo Tambangraya Megah Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34845 |
| &nbsp;&nbsp;76400 | Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33004 |
| 122200 | Telkom Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29436 |
| &nbsp;&nbsp;27000 | United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45224 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247153 |
|  | **Israel - 2.1%** | **Israel - 2.1%** |
| &nbsp;&nbsp;&nbsp;3910 | Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35150 |
| &nbsp;&nbsp;&nbsp;6709 | Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55729 |
| &nbsp;&nbsp;14635 | Bezeq The Israeli Telecommunication Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25156 |
| &nbsp;&nbsp;&nbsp;&nbsp;895 | FIBI Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37185 |
| &nbsp;&nbsp;&nbsp;&nbsp;792 | First International Bank of Israel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31200 |
| &nbsp;&nbsp;&nbsp;&nbsp;512 | Harel Insurance Investments & Financial Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
| &nbsp;&nbsp;&nbsp;4624 | ICL Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33351 |
| &nbsp;&nbsp;&nbsp;3518 | Phoenix Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37388 |
| &nbsp;&nbsp;&nbsp;&nbsp;573 | Rami Levy Chain Stores Hashikma Marketing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39948 |
| &nbsp;&nbsp;&nbsp;2760 | ZIM Integrated Shipping Services Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47444 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347051 |
|  | **Italy - 0.5%** | **Italy - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;882 | Assicurazioni Generali S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15640 |
| &nbsp;&nbsp;&nbsp;4513 | Eni S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63992 |
| &nbsp;&nbsp;&nbsp;5660 | Intesa Sanpaolo S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12552 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92184 |
|  | **Japan - 15.0%** | **Japan - 15.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;500 | AGC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16655 |
| &nbsp;&nbsp;&nbsp;&nbsp;600 | Aisin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16052 |
| &nbsp;&nbsp;&nbsp;8600 | Alfresa Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109239 |
| &nbsp;&nbsp;&nbsp;5300 | Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80598 |
| &nbsp;&nbsp;&nbsp;2200 | Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78216 |
| &nbsp;&nbsp;&nbsp;3400 | Brother Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51717 |
| &nbsp;&nbsp;&nbsp;5500 | Canon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119029 |
| &nbsp;&nbsp;&nbsp;&nbsp;200 | Daiwa House Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
| &nbsp;&nbsp;&nbsp;1100 | ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 |
| &nbsp;&nbsp;&nbsp;&nbsp;400 | FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20084 |
| &nbsp;&nbsp;&nbsp;&nbsp;700 | Fujitsu Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93452 |
| &nbsp;&nbsp;&nbsp;1100 | Haseko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12280 |
| &nbsp;&nbsp;&nbsp;&nbsp;800 | Hitachi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40568 |
| &nbsp;&nbsp;&nbsp;3400 | Honda Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78130 |
| &nbsp;&nbsp;&nbsp;1200 | Idemitsu Kosan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27921 |
| &nbsp;&nbsp;&nbsp;2900 | Iida Group Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43980 |
| &nbsp;&nbsp;&nbsp;&nbsp;500 | Isuzu Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 |
| &nbsp;&nbsp;&nbsp;1600 | ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50275 |
| &nbsp;&nbsp;&nbsp;2800 | KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84502 |
| &nbsp;&nbsp;&nbsp;4000 | Marubeni Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45928 |
| &nbsp;&nbsp;&nbsp;2200 | Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29029 |
| &nbsp;&nbsp;&nbsp;&nbsp;300 | MEIJI Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15325 |
| &nbsp;&nbsp;&nbsp;1900 | Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61675 |
| &nbsp;&nbsp;&nbsp;3900 | Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38824 |
| &nbsp;&nbsp;&nbsp;1100 | Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 |
| &nbsp;&nbsp;&nbsp;2200 | Mitsui & Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64243 |
| &nbsp;&nbsp;&nbsp;&nbsp;200 | Mitsui OSK Lines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4987 |
| &nbsp;&nbsp;&nbsp;5100 | Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71739 |
| &nbsp;&nbsp;&nbsp;2600 | NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91333 |
| &nbsp;&nbsp;&nbsp;1800 | NGK Spark Plug Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33273 |
| &nbsp;&nbsp;&nbsp;2200 | Nihon Kohden Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53439 |
| &nbsp;&nbsp;&nbsp;5300 | Nikon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47238 |
| &nbsp;&nbsp;&nbsp;2600 | Nippon Telegraph & Telephone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74131 |
| &nbsp;&nbsp;&nbsp;3100 | Nippon Yusen KK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73068 |
| &nbsp;&nbsp;&nbsp;4500 | Osaka Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72644 |
| &nbsp;&nbsp;&nbsp;1100 | Otsuka Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35890 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Japan - 15.0% - (continued)** | **Japan - 15.0% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;1700 | Panasonic Holdings Corp. | $14308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4600 | Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67146 |
| &nbsp;&nbsp;&nbsp;&nbsp;1900 | Sekisui House Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | Seven & i Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17159 |
| &nbsp;&nbsp;&nbsp;&nbsp;1200 | Shimamura Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119141 |
| &nbsp;&nbsp;&nbsp;&nbsp;5900 | Softbank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66537 |
| &nbsp;&nbsp;&nbsp;2000 | Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30732 |
| &nbsp;&nbsp;&nbsp;&nbsp;100 | Sumitomo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 |
| &nbsp;&nbsp;&nbsp;&nbsp;700 | Sumitomo Electric Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7982 |
| &nbsp;&nbsp;&nbsp;&nbsp;800 | Sumitomo Forestry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14145 |
| &nbsp;&nbsp;&nbsp;2400 | Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96331 |
| &nbsp;&nbsp;&nbsp;1000 | Suzuken Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27057 |
| &nbsp;&nbsp;&nbsp;&nbsp;100 | Takeda Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116 |
| &nbsp;&nbsp;&nbsp;2200 | Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47145 |
| &nbsp;&nbsp;&nbsp;3300 | Tokyo Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64652 |
| &nbsp;&nbsp;&nbsp;1700 | Toppan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25176 |
| &nbsp;&nbsp;&nbsp;1600 | Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21979 |
| &nbsp;&nbsp;19500 | Yamada Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69017 |
| &nbsp;&nbsp;&nbsp;1700 | Yamaha Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38781 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522748 |
|  | **Luxembourg - 0.1%** | **Luxembourg - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;129 | Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 |
|  | **Malaysia - 2.4%** | **Malaysia - 2.4%** |
| &nbsp;&nbsp;&nbsp;8100 | DiGi.Com Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7355 |
| 128100 | Hartalega Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49437 |
| &nbsp;&nbsp;&nbsp;&nbsp;400 | Kuala Lumpur Kepong Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
| &nbsp;&nbsp;30525 | Malayan Banking Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60288 |
| &nbsp;&nbsp;30900 | Petronas Chemicals Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60327 |
| &nbsp;&nbsp;&nbsp;7200 | Petronas Gas Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27983 |
| &nbsp;&nbsp;50709 | RHB Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66653 |
| 161900 | Sime Darby Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84533 |
| &nbsp;&nbsp;19100 | Tenaga Nasional Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41756 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400362 |
|  | **Mexico - 0.9%** | **Mexico - 0.9%** |
| &nbsp;&nbsp;&nbsp;3217 | America Movil S.A.B. de C.V. Class L ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58549 |
| &nbsp;&nbsp;&nbsp;1325 | Coca-Cola Femsa S.A.B. de C.V. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89941 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148490 |
|  | **Netherlands - 2.0%** | **Netherlands - 2.0%** |
| &nbsp;&nbsp;&nbsp;5842 | Koninklijke Ahold Delhaize N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167344 |
| &nbsp;&nbsp;&nbsp;2120 | NN Group N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86340 |
| &nbsp;&nbsp;&nbsp;5605 | Stellantis N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333028 |
|  | **New Zealand - 1.1%** | **New Zealand - 1.1%** |
| &nbsp;&nbsp;&nbsp;3328 | Fisher & Paykel Healthcare Corp. Ltd. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47568 |
| &nbsp;&nbsp;&nbsp;2108 | Fletcher Building Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 |
| &nbsp;&nbsp;16657 | Goodman Property Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21280 |
| &nbsp;&nbsp;31166 | Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181309 |
|  | **Norway - 2.4%** | **Norway - 2.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;566 | Atea ASA<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 |
| &nbsp;&nbsp;&nbsp;1834 | Elkem ASA<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553 |
| &nbsp;&nbsp;&nbsp;2321 | Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82888 |
| &nbsp;&nbsp;&nbsp;9502 | Europris ASA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66218 |
| &nbsp;&nbsp;&nbsp;2867 | Golden Ocean Group Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24914 |
| &nbsp;&nbsp;&nbsp;&nbsp;815 | Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34384 |
| &nbsp;&nbsp;&nbsp;1228 | Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 |
| &nbsp;&nbsp;&nbsp;4462 | Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32132 |
| &nbsp;&nbsp;&nbsp;6714 | Telenor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62431 |
| &nbsp;&nbsp;&nbsp;3692 | Veidekke ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36279 |
| &nbsp;&nbsp;&nbsp;&nbsp;986 | Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404588 |
|  | **Philippines - 1.3%** | **Philippines - 1.3%** |
| &nbsp;&nbsp;&nbsp;1405 | Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54962 |

---

*16* 

------

Hartford Multifactor Diversified International ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Philippines - 1.3% - (continued)** | **Philippines - 1.3% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;2940 | International Container Terminal Services, Inc. | $10551 |
| &nbsp;&nbsp;&nbsp;&nbsp;9590 | Manila Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51420 |
| &nbsp;&nbsp;&nbsp;&nbsp;4175 | PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98667 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215600 |
|  | **Poland - 1.0%** | **Poland - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3131 | Asseco Poland S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51823 |
| &nbsp;&nbsp;&nbsp;3893 | Polski Koncern Naftowy ORLEN S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57016 |
| &nbsp;&nbsp;&nbsp;8414 | Powszechny Zaklad Ubezpieczen S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67945 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176784 |
|  | **Portugal - 0.1%** | **Portugal - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;696 | Jeronimo Martins SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 |
|  | **Russia - 0.0%** | **Russia - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;698 | Gazprom PJSC<sup>\*(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | **Singapore - 0.2%** | **Singapore - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;506 | DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12797 |
| &nbsp;&nbsp;&nbsp;&nbsp;142 | Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 |
| &nbsp;&nbsp;&nbsp;&nbsp;400 | United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 |
| &nbsp;&nbsp;&nbsp;1300 | Venture Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16536 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39779 |
|  | **South Korea - 3.7%** | **South Korea - 3.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;475 | Cheil Worldwide, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
| &nbsp;&nbsp;&nbsp;&nbsp;161 | Coway Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117 |
| &nbsp;&nbsp;&nbsp;1307 | GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45272 |
| &nbsp;&nbsp;&nbsp;&nbsp;695 | HMM Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10745 |
| &nbsp;&nbsp;&nbsp;1506 | Hyundai Marine & Fire Insurance Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35074 |
| &nbsp;&nbsp;&nbsp;1605 | Kia Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75268 |
| &nbsp;&nbsp;&nbsp;1106 | KT&G Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80031 |
| &nbsp;&nbsp;&nbsp;4710 | LG Display Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46374 |
| &nbsp;&nbsp;&nbsp;&nbsp;100 | LG Electronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 |
| &nbsp;&nbsp;&nbsp;&nbsp;204 | LG Innotek Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40735 |
| &nbsp;&nbsp;10613 | LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | Samsung Electro-Mechanics Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
| &nbsp;&nbsp;&nbsp;2421 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | Samsung Fire & Marine Insurance Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
| &nbsp;&nbsp;&nbsp;&nbsp;897 | SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53203 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629834 |
|  | **Spain - 0.5%** | **Spain - 0.5%** |
| &nbsp;&nbsp;&nbsp;1304 | Banco Bilbao Vizcaya Argentaria S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7841 |
| &nbsp;&nbsp;&nbsp;2221 | Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25908 |
| &nbsp;&nbsp;11711 | Telefonica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42308 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76057 |
|  | **Sweden - 3.0%** | **Sweden - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;499 | Assa Abloy AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 |
| &nbsp;&nbsp;&nbsp;3463 | Axfood AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95021 |
| &nbsp;&nbsp;&nbsp;&nbsp;967 | Boliden AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36311 |
| &nbsp;&nbsp;&nbsp;3909 | Electrolux AB Class B<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52815 |
| &nbsp;&nbsp;&nbsp;&nbsp;357 | Getinge AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 |
| &nbsp;&nbsp;&nbsp;2311 | Investor AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41822 |
| &nbsp;&nbsp;&nbsp;&nbsp;539 | Securitas AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 |
| &nbsp;&nbsp;12221 | SSAB AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63571 |
| &nbsp;&nbsp;&nbsp;&nbsp;358 | Tele2 AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924 |
| &nbsp;&nbsp;19876 | Telefonaktiebolaget LM Ericsson Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116172 |
| &nbsp;&nbsp;19391 | Telia Co. AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49615 |
| &nbsp;&nbsp;&nbsp;1641 | Volvo AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29684 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510557 |
|  | **Switzerland - 3.5%** | **Switzerland - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;457 | Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106298 |
| &nbsp;&nbsp;&nbsp;&nbsp;779 | Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90210 |
| &nbsp;&nbsp;&nbsp;1969 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177895 |
| &nbsp;&nbsp;&nbsp;&nbsp;501 | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157307 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Switzerland - 3.5% - (continued)** | **Switzerland - 3.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;2816 | UBS Group AG | $52366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11473 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595549 |
|  | **Taiwan - 6.1%** | **Taiwan - 6.1%** |
| 113000 | Acer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86582 |
| 10000 | ASE Technology Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30551 |
| &nbsp;&nbsp;18000 | Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157245 |
| &nbsp;&nbsp;40400 | AU Optronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19717 |
| &nbsp;&nbsp;&nbsp;8000 | Catcher Technology Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43988 |
| &nbsp;&nbsp;16305 | Cathay Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21220 |
| 114000 | Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85494 |
| &nbsp;&nbsp;&nbsp;2200 | Evergreen Marine Corp. Taiwan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11667 |
| &nbsp;&nbsp;20800 | Hon Hai Precision Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67606 |
| &nbsp;&nbsp;23530 | Innolux Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459 |
| &nbsp;&nbsp;11000 | Inventec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395 |
| &nbsp;&nbsp;38000 | Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78879 |
| &nbsp;&nbsp;33000 | Macronix International Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36237 |
| &nbsp;&nbsp;14000 | Micro-Star International Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54432 |
| &nbsp;&nbsp;&nbsp;5000 | Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51325 |
| &nbsp;&nbsp;29000 | Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59914 |
| &nbsp;&nbsp;16000 | Pou Chen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17803 |
| &nbsp;&nbsp;14000 | Powertech Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36076 |
| &nbsp;&nbsp;&nbsp;1000 | President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
| &nbsp;&nbsp;&nbsp;5000 | Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11762 |
| &nbsp;&nbsp;43000 | Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82823 |
| &nbsp;&nbsp;&nbsp;7000 | WPG Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955 |
| &nbsp;&nbsp;&nbsp;2000 | Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262 |
| &nbsp;&nbsp;&nbsp;8000 | Zhen Ding Technology Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27330 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022572 |
|  | **Thailand - 2.7%** | **Thailand - 2.7%** |
| &nbsp;&nbsp;13202 | Advanced Info Service PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74329 |
| &nbsp;&nbsp;81200 | AP Thailand PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27196 |
| &nbsp;&nbsp;19800 | Bangchak Corp. PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008 |
| 293100 | Bangkok Chain Hospital PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173482 |
| &nbsp;&nbsp;31500 | Bangkok Dusit Medical Services PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26375 |
| &nbsp;&nbsp;69400 | Krung Thai Bank PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35466 |
| &nbsp;&nbsp;39100 | PTT PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37536 |
| &nbsp;&nbsp;&nbsp;3900 | Siam Cement PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38510 |
| &nbsp;&nbsp;23500 | Supalai PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16488 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447390 |
|  | **Turkey - 2.4%** | **Turkey - 2.4%** |
| &nbsp;&nbsp;13231 | Aksa Akrilik Kimya Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64991 |
| &nbsp;&nbsp;&nbsp;4927 | BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36032 |
| &nbsp;&nbsp;33173 | Eregli Demir ve Celik Fabrikalari T.A.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73117 |
| &nbsp;&nbsp;40261 | Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96956 |
| &nbsp;&nbsp;19517 | Turkiye Is Bankasi A/S Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13314 |
| &nbsp;&nbsp;49182 | Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112764 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397174 |
|  | **United Kingdom - 7.2%** | **United Kingdom - 7.2%** |
| &nbsp;&nbsp;&nbsp;1490 | 3i Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24044 |
| &nbsp;&nbsp;&nbsp;1127 | Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43876 |
| &nbsp;&nbsp;&nbsp;1156 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78377 |
| &nbsp;&nbsp;&nbsp;5037 | B&M European Value Retail S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24921 |
| &nbsp;&nbsp;18063 | BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | Ferguson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526 |
| &nbsp;&nbsp;&nbsp;4992 | GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175419 |
| &nbsp;&nbsp;22800 | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141825 |
| &nbsp;&nbsp;&nbsp;3741 | Imperial Brands plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93196 |
| &nbsp;&nbsp;23088 | Kingfisher plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65571 |
| &nbsp;&nbsp;&nbsp;5654 | Man Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14534 |
| &nbsp;&nbsp;&nbsp;6218 | NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19836 |
| &nbsp;&nbsp;&nbsp;1892 | Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131956 |
| &nbsp;&nbsp;&nbsp;&nbsp;732 | Sage Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 |
| &nbsp;&nbsp;&nbsp;5430 | Segro plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49876 |
| &nbsp;&nbsp;&nbsp;2718 | SSE plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55974 |

---

*17* 

------

Hartford Multifactor Diversified International ETF

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **United Kingdom - 7.2% - (continued)** | **United Kingdom - 7.2% - (continued)** | **United Kingdom - 7.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;5587 | Standard Chartered plc | Standard Chartered plc | $41829 |
| 13180 | Tesco plc | Tesco plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35545 |
| &nbsp;&nbsp;&nbsp;&nbsp;8119 | Tritax Big Box plc REIT | Tritax Big Box plc REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13536 |
| &nbsp;&nbsp;&nbsp;&nbsp;6495 | Vodafone Group plc | Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6582 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214980 |
|  | Total Common Stocks<br> (cost $17,069,285) |  | &nbsp;&nbsp;&nbsp;&nbsp;$16636366 |
| **PREFERRED STOCKS - 0.5%** | **PREFERRED STOCKS - 0.5%** | **PREFERRED STOCKS - 0.5%** | **PREFERRED STOCKS - 0.5%** |
|  | **Brazil - 0.5%** | **Brazil - 0.5%** | **Brazil - 0.5%** |
| &nbsp;&nbsp;41399 | Cia Paranaense de Energia (Preference Shares) | Cia Paranaense de Energia (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;$62023 |
| &nbsp;&nbsp;&nbsp;1094 | Gerdau S.A. (Preference Shares) | Gerdau S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086 |
| &nbsp;&nbsp;&nbsp;4612 | Petroleo Brasileiro S.A. (Preference Shares) | Petroleo Brasileiro S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21401 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89510 |
|  | Total Preferred Stocks<br> (cost $91,631) |  | &nbsp;&nbsp;&nbsp;&nbsp;$89510 |
|  | Total Long-Term Investments<br> (cost $17,160,916) |  | &nbsp;&nbsp;&nbsp;&nbsp;$16725876 |
| **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** |
|  | **Securities Lending Collateral - 1.2%** | **Securities Lending Collateral - 1.2%** | **Securities Lending Collateral - 1.2%** |
| &nbsp;&nbsp;30166 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$30166 |
| 100551 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100551 |
| &nbsp;&nbsp;30165 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30165 |
| &nbsp;&nbsp;30165 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30165 |
|  | Total Short-Term Investments<br> (cost $191,047) | Total Short-Term Investments<br> (cost $191,047) | &nbsp;&nbsp;&nbsp;&nbsp;$191047 |
|  | Total Investments<br> (cost $17,351,963) | 100.6% | &nbsp;&nbsp;&nbsp;&nbsp;$16916923 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.6)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92784) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$16824139 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing.

<sup>(1)</sup> 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, 2022, the aggregate value of these securities was $209,076, representing 1.2% of net assets.

<sup>(2)</sup> Represents entire or partial securities on loan.

<sup>(3)</sup> Investment valued using significant unobservable inputs.

<sup>(4)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;MSCI EAFE Index Future | &nbsp;&nbsp;1 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$97470 | &nbsp;&nbsp;$(1677) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(1677) |

---

<sup>†</sup> For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

*18* 

------

Hartford Multifactor Diversified International ETF

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;$1445658 | &nbsp;&nbsp;$1445658 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Russia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$16916923 | &nbsp;&nbsp;$16916923 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1677) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1677) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> 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, 2022 is not presented.

*19* 

------

Hartford Multifactor Emerging Markets ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.3%** | **COMMON STOCKS - 97.3%** | **COMMON STOCKS - 97.3%** |
|  | **Brazil - 3.2%** | **Brazil - 3.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213 | Banco do Brasil S.A. | $21135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7721 | Equatorial Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | Hypera S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11729 |
| &nbsp;&nbsp;&nbsp;&nbsp;33823 | JBS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140872 |
| &nbsp;&nbsp;&nbsp;&nbsp;22183 | Telefonica Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161128 |
| &nbsp;&nbsp;&nbsp;&nbsp;51846 | TIM S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121765 |
| &nbsp;&nbsp;&nbsp;&nbsp;11137 | Transmissora Alianca de Energia Eletrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73132 |
| &nbsp;&nbsp;&nbsp;&nbsp;19008 | Vale S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322566 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891841 |
|  | **Chile - 0.3%** | **Chile - 0.3%** |
| &nbsp;&nbsp;161724 | Banco de Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16705 |
| &nbsp;&nbsp;&nbsp;&nbsp;3658 | Empresas COPEC S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | Sociedad Quimica y Minera de Chile S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44710 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88590 |
|  | **China - 20.8%** | **China - 20.8%** |
| &nbsp;&nbsp;738000 | Agricultural Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253408 |
| &nbsp;&nbsp;&nbsp;&nbsp;14600 | Alibaba Group Holding Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161340 |
| &nbsp;&nbsp;&nbsp;&nbsp;45000 | Anhui Conch Cement Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157400 |
| &nbsp;&nbsp;&nbsp;&nbsp;2600 | ANTA Sports Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34078 |
| &nbsp;&nbsp;732000 | Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266354 |
| &nbsp;&nbsp;343000 | Bank of Communications Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197320 |
| &nbsp;&nbsp;&nbsp;&nbsp;2500 | BYD Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61692 |
| &nbsp;&nbsp;362000 | China CITIC Bank Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160478 |
| &nbsp;&nbsp;423000 | China Construction Bank Corp. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265020 |
| &nbsp;&nbsp;231000 | China Everbright Bank Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70440 |
| &nbsp;&nbsp;&nbsp;&nbsp;20000 | China Life Insurance Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34337 |
| &nbsp;&nbsp;&nbsp;&nbsp;34000 | China Longyuan Power Group Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41558 |
| &nbsp;&nbsp;&nbsp;&nbsp;9000 | China Mengniu Dairy Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40820 |
| &nbsp;&nbsp;&nbsp;&nbsp;31000 | China Merchants Bank Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173371 |
| &nbsp;&nbsp;314500 | China Minsheng Banking Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108796 |
| &nbsp;&nbsp;&nbsp;&nbsp;44000 | China National Building Material Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36136 |
| &nbsp;&nbsp;&nbsp;&nbsp;15600 | China Pacific Insurance Group Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34738 |
| &nbsp;&nbsp;394000 | China Petroleum & Chemical Corp. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190313 |
| &nbsp;&nbsp;249000 | China Railway Group Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131440 |
| &nbsp;&nbsp;&nbsp;&nbsp;64000 | China Shenhua Energy Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184908 |
| 1532000 | China Tower Corp. Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164880 |
| &nbsp;&nbsp;&nbsp;&nbsp;37500 | China Vanke Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75913 |
| &nbsp;&nbsp;140000 | CITIC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147804 |
| &nbsp;&nbsp;&nbsp;&nbsp;93000 | COSCO Shipping Holdings Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94847 |
| &nbsp;&nbsp;136000 | CSPC Pharmaceutical Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142884 |
| &nbsp;&nbsp;&nbsp;&nbsp;4100 | ENN Energy Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57574 |
| &nbsp;&nbsp;&nbsp;&nbsp;68000 | Guangzhou Automobile Group Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45827 |
| &nbsp;&nbsp;&nbsp;&nbsp;23000 | Guotai Junan Securities Co., Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25903 |
| &nbsp;&nbsp;&nbsp;&nbsp;52400 | Haier Smart Home Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178584 |
| &nbsp;&nbsp;&nbsp;&nbsp;11000 | Huatai Securities Co., Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12586 |
| &nbsp;&nbsp;519000 | Industrial & Commercial Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267315 |
| &nbsp;&nbsp;&nbsp;&nbsp;5256 | JD.com, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148287 |
| &nbsp;&nbsp;258000 | Lenovo Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211889 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000 | Li Ning Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17361 |
| &nbsp;&nbsp;&nbsp;&nbsp;8000 | Longfor Group Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24907 |
| &nbsp;&nbsp;&nbsp;&nbsp;2500 | Meituan Class B<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55958 |
| &nbsp;&nbsp;&nbsp;&nbsp;1680 | NetEase, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24646 |
| &nbsp;&nbsp;&nbsp;&nbsp;16100 | New China Life Insurance Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39399 |
| &nbsp;&nbsp;&nbsp;&nbsp;26000 | New Oriental Education & Technology Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3200 | Nongfu Spring Co., Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18081 |
| &nbsp;&nbsp;478000 | People's Insurance Co., Group of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158620 |
| &nbsp;&nbsp;394000 | PetroChina Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180216 |
| &nbsp;&nbsp;136000 | PICC Property & Casualty Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129118 |
| &nbsp;&nbsp;&nbsp;&nbsp;30000 | Ping An Insurance Group Co. of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198528 |
| &nbsp;&nbsp;303000 | Postal Savings Bank of China Co., Ltd. Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188284 |
| &nbsp;&nbsp;&nbsp;&nbsp;3300 | Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141218 |
| &nbsp;&nbsp;131000 | Want Want China Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87614 |
| &nbsp;&nbsp;&nbsp;&nbsp;15200 | Xiaomi Corp. Class B<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21305 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **China - 20.8% - (continued)** | **China - 20.8% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | Yankuang Energy Group Co., Ltd. Class H | $6099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 | Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | Zhuzhou CRRC Times Electric Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | ZTO Express Cayman, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17297 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711672 |
|  | **Hong Kong - 2.3%** | **Hong Kong - 2.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;64000 | China Overseas Land & Investment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168918 |
| &nbsp;&nbsp;&nbsp;&nbsp;23300 | China Resources Gas Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87469 |
| &nbsp;&nbsp;&nbsp;&nbsp;26000 | China Resources Land Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119091 |
| &nbsp;&nbsp;&nbsp;&nbsp;4500 | Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81295 |
| &nbsp;&nbsp;262000 | Sino Biopharmaceutical Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153408 |
| &nbsp;&nbsp;&nbsp;&nbsp;8000 | Wharf Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23523 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633704 |
|  | **India - 14.9%** | **India - 14.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | ACC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2783 | Asian Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103876 |
| &nbsp;&nbsp;&nbsp;&nbsp;11201 | Aurobindo Pharma Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | Axis Bank Ltd. GDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16415 |
| &nbsp;&nbsp;&nbsp;&nbsp;1692 | Bajaj Auto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | Balkrishna Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21176 |
| &nbsp;&nbsp;&nbsp;&nbsp;2826 | Bharat Electronics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 |
| &nbsp;&nbsp;&nbsp;&nbsp;14787 | Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144081 |
| &nbsp;&nbsp;&nbsp;&nbsp;14318 | Bharti Infratel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32961 |
| &nbsp;&nbsp;&nbsp;&nbsp;10672 | Cipla Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138795 |
| &nbsp;&nbsp;&nbsp;&nbsp;69624 | Coal India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | Divi's Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31232 |
| &nbsp;&nbsp;&nbsp;&nbsp;2934 | Dr. Reddy's Laboratories Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | Eicher Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25984 |
| &nbsp;&nbsp;&nbsp;&nbsp;11372 | Embassy Office Parks REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46193 |
| &nbsp;&nbsp;&nbsp;&nbsp;98911 | GAIL India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114836 |
| &nbsp;&nbsp;&nbsp;&nbsp;13292 | HCL Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166981 |
| &nbsp;&nbsp;&nbsp;&nbsp;4257 | Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140932 |
| &nbsp;&nbsp;&nbsp;&nbsp;4014 | Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124260 |
| &nbsp;&nbsp;&nbsp;&nbsp;1623 | Housing Development Finance Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51745 |
| &nbsp;&nbsp;&nbsp;&nbsp;2087 | ICICI Bank Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45684 |
| &nbsp;&nbsp;141867 | Indian Oil Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131184 |
| &nbsp;&nbsp;&nbsp;&nbsp;12085 | Infosys Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217651 |
| &nbsp;&nbsp;&nbsp;&nbsp;13134 | ITC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52636 |
| &nbsp;&nbsp;&nbsp;&nbsp;3770 | JSW Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4883 | Larsen & Toubro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123111 |
| &nbsp;&nbsp;&nbsp;&nbsp;5219 | Mahindra & Mahindra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78805 |
| &nbsp;&nbsp;&nbsp;&nbsp;1722 | Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174731 |
| &nbsp;&nbsp;&nbsp;&nbsp;2299 | Mphasis Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | MRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93105 |
| &nbsp;&nbsp;&nbsp;&nbsp;47955 | NTPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96484 |
| &nbsp;&nbsp;&nbsp;&nbsp;57889 | Oil & Natural Gas Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | Page Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60064 |
| &nbsp;&nbsp;&nbsp;&nbsp;24490 | Petronet LNG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | Pidilite Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576 |
| &nbsp;&nbsp;&nbsp;&nbsp;45153 | Power Grid Corp. of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116635 |
| &nbsp;&nbsp;&nbsp;&nbsp;1146 | Reliance Industries Ltd. GDR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70479 |
| &nbsp;&nbsp;&nbsp;&nbsp;10199 | Sun Pharmaceutical Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123453 |
| &nbsp;&nbsp;&nbsp;&nbsp;6227 | Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245128 |
| &nbsp;&nbsp;&nbsp;&nbsp;84150 | Tata Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114584 |
| &nbsp;&nbsp;&nbsp;&nbsp;7703 | Tech Mahindra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94637 |
| &nbsp;&nbsp;&nbsp;&nbsp;1209 | Titan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37959 |
| &nbsp;&nbsp;&nbsp;&nbsp;2322 | Torrent Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | Tube Investments of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19425 |
| &nbsp;&nbsp;&nbsp;&nbsp;4682 | TVS Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61427 |
| &nbsp;&nbsp;&nbsp;&nbsp;12993 | Vedanta Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48435 |
| &nbsp;&nbsp;&nbsp;&nbsp;15516 | Wipro Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72305 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079167 |

---

*20* 

------

Hartford Multifactor Emerging Markets ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **Indonesia - 3.8%** | **Indonesia - 3.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;72000 | Adaro Energy Indonesia Tbk PT | $17806 |
| &nbsp;&nbsp;&nbsp;&nbsp;449800 | Astra International Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164693 |
| &nbsp;&nbsp;&nbsp;&nbsp;182200 | Bank Central Asia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100068 |
| &nbsp;&nbsp;&nbsp;&nbsp;40600 | Bank Mandiri Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25884 |
| &nbsp;&nbsp;&nbsp;&nbsp;346900 | Bank Rakyat Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110081 |
| &nbsp;&nbsp;&nbsp;&nbsp;245800 | Bukit Asam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58263 |
| &nbsp;&nbsp;&nbsp;&nbsp;17000 | Indo Tambangraya Megah Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42616 |
| &nbsp;&nbsp;&nbsp;&nbsp;36800 | Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23639 |
| &nbsp;&nbsp;274100 | Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118408 |
| 1123200 | Kalbe Farma Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150794 |
| &nbsp;&nbsp;103800 | Sumber Alfaria Trijaya Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17670 |
| &nbsp;&nbsp;460300 | Telkom Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110880 |
| &nbsp;&nbsp;100100 | Unilever Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30221 |
| &nbsp;&nbsp;&nbsp;&nbsp;42600 | United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71354 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042377 |
|  | **Malaysia - 3.8%** | **Malaysia - 3.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;71046 | CIMB Group Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93545 |
| &nbsp;&nbsp;&nbsp;&nbsp;93600 | DiGi.Com Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84994 |
| &nbsp;&nbsp;190700 | Hartalega Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73596 |
| &nbsp;&nbsp;&nbsp;&nbsp;16200 | Hong Leong Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75612 |
| &nbsp;&nbsp;&nbsp;&nbsp;8600 | IHH Healthcare Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12143 |
| &nbsp;&nbsp;&nbsp;&nbsp;2400 | Kuala Lumpur Kepong Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12183 |
| &nbsp;&nbsp;&nbsp;&nbsp;79944 | Malayan Banking Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157892 |
| &nbsp;&nbsp;&nbsp;&nbsp;7800 | MISC Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13280 |
| &nbsp;&nbsp;&nbsp;&nbsp;83700 | Petronas Chemicals Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163410 |
| &nbsp;&nbsp;&nbsp;&nbsp;14100 | Petronas Gas Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54800 |
| &nbsp;&nbsp;&nbsp;&nbsp;28600 | Public Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28048 |
| &nbsp;&nbsp;&nbsp;&nbsp;46664 | RHB Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61336 |
| &nbsp;&nbsp;125600 | Sime Darby Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65580 |
| &nbsp;&nbsp;&nbsp;&nbsp;67400 | Tenaga Nasional Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147347 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043766 |
|  | **Mexico - 3.8%** | **Mexico - 3.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;15444 | America Movil S.A.B. de C.V. Class L ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281081 |
| &nbsp;&nbsp;&nbsp;&nbsp;10835 | Arca Continental S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2604 | Coca-Cola Femsa S.A.B. de C.V. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | Fomento Economico Mexicano S.A.B. de C.V. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28045 |
| &nbsp;&nbsp;&nbsp;&nbsp;3520 | Gruma S.A.B. de C.V. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47022 |
| &nbsp;&nbsp;&nbsp;&nbsp;27908 | Grupo Bimbo S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117863 |
| &nbsp;&nbsp;&nbsp;&nbsp;9400 | Grupo Financiero Banorte S.A.B. de C.V. Class O | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67647 |
| &nbsp;&nbsp;&nbsp;&nbsp;7991 | Grupo Mexico S.A.B. de C.V. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28171 |
| &nbsp;&nbsp;&nbsp;&nbsp;20764 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35237 |
| &nbsp;&nbsp;&nbsp;&nbsp;48747 | Wal-Mart de Mexico S.A.B. de C.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172302 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041998 |
|  | **Philippines - 2.7%** | **Philippines - 2.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;23115 | ACEN Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3161 |
| &nbsp;&nbsp;&nbsp;&nbsp;64336 | BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3403 | Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133122 |
| &nbsp;&nbsp;&nbsp;&nbsp;39860 | International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143053 |
| &nbsp;&nbsp;&nbsp;&nbsp;13650 | Manila Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73189 |
| &nbsp;&nbsp;&nbsp;&nbsp;6650 | PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157158 |
| &nbsp;&nbsp;&nbsp;&nbsp;5645 | SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91167 |
| &nbsp;&nbsp;&nbsp;&nbsp;31900 | SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20321 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743199 |
|  | **Poland - 3.1%** | **Poland - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;5276 | Asseco Poland S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87327 |
| &nbsp;&nbsp;&nbsp;&nbsp;7610 | Cyfrowy Polsat S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30553 |
| &nbsp;&nbsp;&nbsp;&nbsp;1153 | Dino Polska S.A.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98654 |
| &nbsp;&nbsp;&nbsp;&nbsp;45090 | Orange Polska S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68114 |
| &nbsp;&nbsp;&nbsp;&nbsp;16685 | Polski Koncern Naftowy ORLEN S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3004 | Powszechna Kasa Oszczednosci Bank Polski S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20745 |
| &nbsp;&nbsp;&nbsp;&nbsp;36321 | Powszechny Zaklad Ubezpieczen S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293300 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843058 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **Russia - 0.0%** | **Russia - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;70980 | Gazprom PJSC<sup>\*(2)</sup> | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | Gazprom PJSC ADR<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | Lukoil PJSC<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | Lukoil PJSC ADR<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | MMC Norilsk Nickel PJSC<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | MMC Norilsk Nickel PJSC ADR<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;64472 | Sberbank of Russia PJSC<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | Yandex N.V. Class A<sup>\*(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | **South Africa - 2.9%** | **South Africa - 2.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;23679 | FirstRand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | Grindrod Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| &nbsp;&nbsp;&nbsp;&nbsp;9418 | Investec plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716 |
| &nbsp;&nbsp;&nbsp;&nbsp;2440 | Mr. Price Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22792 |
| &nbsp;&nbsp;&nbsp;&nbsp;8805 | MTN Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4977 | MultiChoice Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | Naspers Ltd. Class N | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146902 |
| &nbsp;&nbsp;&nbsp;&nbsp;1481 | Remgro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11579 |
| &nbsp;&nbsp;&nbsp;&nbsp;3925 | Shoprite Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52133 |
| &nbsp;&nbsp;&nbsp;&nbsp;12941 | Standard Bank Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127615 |
| &nbsp;&nbsp;&nbsp;&nbsp;15684 | Vodacom Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113102 |
| &nbsp;&nbsp;&nbsp;&nbsp;18188 | Woolworths Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71010 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794631 |
|  | **South Korea - 11.9%** | **South Korea - 11.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;6554 | Cheil Worldwide, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119470 |
| &nbsp;&nbsp;&nbsp;&nbsp;3119 | Coway Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 | DB HiTek Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | DB Insurance Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | E-Mart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18368 |
| &nbsp;&nbsp;&nbsp;&nbsp;2734 | GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94701 |
| &nbsp;&nbsp;&nbsp;&nbsp;1433 | Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47653 |
| &nbsp;&nbsp;&nbsp;&nbsp;2147 | Hankook Tire & Technology Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | Hanmi Pharm Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6127 |
| &nbsp;&nbsp;&nbsp;&nbsp;2900 | Hanon Systems | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18554 |
| &nbsp;&nbsp;&nbsp;&nbsp;3066 | HMM Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | Hotel Shilla Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | Hyundai Glovis Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13577 |
| &nbsp;&nbsp;&nbsp;&nbsp;4069 | Hyundai Marine & Fire Insurance Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | Hyundai Mobis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81183 |
| &nbsp;&nbsp;&nbsp;&nbsp;1089 | Hyundai Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3448 | Kia Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | Korea Zinc Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | Krafton, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26705 |
| &nbsp;&nbsp;&nbsp;&nbsp;2781 | KT&G Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | Kumho Petrochemical Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | LG Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30882 |
| &nbsp;&nbsp;&nbsp;&nbsp;11695 | LG Display Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115147 |
| &nbsp;&nbsp;&nbsp;&nbsp;1733 | LG Electronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | LG Innotek Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117813 |
| &nbsp;&nbsp;&nbsp;&nbsp;22725 | LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | NCSoft Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | Orion Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | Samsung C&T Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59690 |
| &nbsp;&nbsp;&nbsp;&nbsp;1163 | Samsung Electro-Mechanics Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120025 |
| &nbsp;&nbsp;&nbsp;&nbsp;6165 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | Samsung Fire & Marine Insurance Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95057 |
| &nbsp;&nbsp;&nbsp;&nbsp;1388 | Samsung SDS Co., Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | Shinhan Financial Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | Shinsegae, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100388 |
| &nbsp;&nbsp;&nbsp;&nbsp;3717 | SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220463 |

---

*21* 

------

Hartford Multifactor Emerging Markets ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **South Korea - 11.9% - (continued)** | **South Korea - 11.9% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | SK, Inc. | $20178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 | Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | Yuhan Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29493 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272028 |
|  | **Taiwan - 15.7%** | **Taiwan - 15.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;181000 | Acer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138685 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000 | Advantech Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21539 |
| &nbsp;&nbsp;&nbsp;&nbsp;38000 | ASE Technology Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116094 |
| &nbsp;&nbsp;&nbsp;&nbsp;30000 | Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262075 |
| &nbsp;&nbsp;&nbsp;&nbsp;84600 | AU Optronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41288 |
| &nbsp;&nbsp;&nbsp;&nbsp;21000 | Catcher Technology Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115469 |
| &nbsp;&nbsp;&nbsp;&nbsp;63815 | Cathay Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83050 |
| &nbsp;&nbsp;&nbsp;&nbsp;31000 | Cheng Shin Rubber Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34192 |
| &nbsp;&nbsp;112000 | China Development Financial Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45914 |
| &nbsp;&nbsp;&nbsp;&nbsp;20000 | China Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19391 |
| &nbsp;&nbsp;&nbsp;&nbsp;40000 | Chunghwa Telecom Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147061 |
| &nbsp;&nbsp;259000 | Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194236 |
| &nbsp;&nbsp;&nbsp;&nbsp;75000 | CTBC Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4000 | Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37286 |
| &nbsp;&nbsp;&nbsp;&nbsp;6000 | Evergreen Marine Corp. Taiwan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31820 |
| &nbsp;&nbsp;&nbsp;&nbsp;53000 | Far EasTone Telecommunications Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113637 |
| &nbsp;&nbsp;&nbsp;&nbsp;8860 | First Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639 |
| &nbsp;&nbsp;&nbsp;&nbsp;5000 | Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11469 |
| &nbsp;&nbsp;&nbsp;&nbsp;17000 | Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48010 |
| &nbsp;&nbsp;&nbsp;&nbsp;30600 | Fubon Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56052 |
| &nbsp;&nbsp;&nbsp;&nbsp;47224 | Hon Hai Precision Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153493 |
| &nbsp;&nbsp;&nbsp;&nbsp;83595 | Innolux Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30054 |
| &nbsp;&nbsp;169000 | Inventec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144336 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000 | Largan Precision Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66373 |
| &nbsp;&nbsp;&nbsp;&nbsp;84245 | Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174874 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000 | Lotes Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26874 |
| &nbsp;&nbsp;&nbsp;&nbsp;98000 | Macronix International Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107612 |
| &nbsp;&nbsp;&nbsp;&nbsp;3000 | MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61004 |
| &nbsp;&nbsp;&nbsp;&nbsp;16800 | Mega Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16589 |
| &nbsp;&nbsp;&nbsp;&nbsp;31000 | Micro-Star International Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120528 |
| &nbsp;&nbsp;&nbsp;&nbsp;20000 | Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46201 |
| &nbsp;&nbsp;&nbsp;&nbsp;29000 | Nanya Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48309 |
| &nbsp;&nbsp;&nbsp;&nbsp;13000 | Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133445 |
| &nbsp;&nbsp;&nbsp;&nbsp;62000 | Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128093 |
| &nbsp;&nbsp;&nbsp;&nbsp;83000 | Pou Chen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92356 |
| &nbsp;&nbsp;&nbsp;&nbsp;30000 | Powerchip Semiconductor Manufacturing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31088 |
| &nbsp;&nbsp;&nbsp;&nbsp;40000 | Powertech Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103073 |
| &nbsp;&nbsp;&nbsp;&nbsp;10000 | President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88497 |
| &nbsp;&nbsp;&nbsp;&nbsp;49000 | Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115264 |
| &nbsp;&nbsp;&nbsp;&nbsp;5000 | Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45713 |
| &nbsp;&nbsp;&nbsp;&nbsp;62940 | SinoPac Financial Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34300 |
| &nbsp;&nbsp;&nbsp;&nbsp;99000 | Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190685 |
| &nbsp;&nbsp;&nbsp;&nbsp;29611 | Taiwan Cooperative Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25049 |
| &nbsp;&nbsp;&nbsp;&nbsp;37000 | Taiwan Mobile Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114002 |
| &nbsp;&nbsp;&nbsp;&nbsp;1743 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129836 |
| &nbsp;&nbsp;&nbsp;&nbsp;27000 | Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58506 |
| &nbsp;&nbsp;&nbsp;&nbsp;43000 | United Microelectronics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56941 |
| &nbsp;&nbsp;&nbsp;&nbsp;9000 | Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22694 |
| &nbsp;&nbsp;&nbsp;&nbsp;34000 | Winbond Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21682 |
| &nbsp;&nbsp;110686 | Wistron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105876 |
| &nbsp;&nbsp;&nbsp;&nbsp;75000 | WPG Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117372 |
| &nbsp;&nbsp;&nbsp;&nbsp;3000 | Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 |
| &nbsp;&nbsp;&nbsp;&nbsp;28580 | Yuanta Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20178 |
| &nbsp;&nbsp;&nbsp;&nbsp;26000 | Zhen Ding Technology Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88822 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304947 |
|  | **Thailand - 4.5%** | **Thailand - 4.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;45326 | Advanced Info Service PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255192 |
| &nbsp;&nbsp;351500 | Bangkok Chain Hospital PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208048 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **Thailand - 4.5% - (continued)** | **Thailand - 4.5% - (continued)** | **Thailand - 4.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;236100 | Bangkok Dusit Medical Services PCL NVDR | Bangkok Dusit Medical Services PCL NVDR | $197688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | Bumrungrad Hospital PCL NVDR | Bumrungrad Hospital PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44683 |
| &nbsp;&nbsp;&nbsp;&nbsp;15600 | Com7 PCL NVDR | Com7 PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15314 |
| &nbsp;&nbsp;&nbsp;&nbsp;32700 | CP ALL PCL NVDR | CP ALL PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64437 |
| &nbsp;&nbsp;&nbsp;&nbsp;64600 | Home Product Center PCL NVDR | Home Product Center PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28910 |
| &nbsp;&nbsp;&nbsp;&nbsp;75000 | Krung Thai Bank PCL NVDR | Krung Thai Bank PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38328 |
| &nbsp;&nbsp;&nbsp;&nbsp;16200 | PTT Exploration & Production PCL NVDR | PTT Exploration & Production PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82555 |
| &nbsp;&nbsp;&nbsp;&nbsp;87900 | PTT Oil & Retail Business PCL NVDR | PTT Oil & Retail Business PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60402 |
| &nbsp;&nbsp;&nbsp;&nbsp;88500 | PTT PCL NVDR | PTT PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84961 |
| &nbsp;&nbsp;&nbsp;&nbsp;15300 | Siam Cement PCL NVDR | Siam Cement PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151079 |
| &nbsp;&nbsp;&nbsp;&nbsp;8900 | Supalai PCL NVDR | Supalai PCL NVDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6244 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237841 |
|  | **Turkey - 3.6%** | **Turkey - 3.6%** | **Turkey - 3.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;21660 | Aksa Akrilik Kimya Sanayii AS | Aksa Akrilik Kimya Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106394 |
| &nbsp;&nbsp;&nbsp;&nbsp;26156 | BIM Birlesik Magazalar AS | BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191285 |
| &nbsp;&nbsp;&nbsp;&nbsp;86556 | Eregli Demir ve Celik Fabrikalari T.A.S. | Eregli Demir ve Celik Fabrikalari T.A.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190780 |
| &nbsp;&nbsp;&nbsp;&nbsp;33790 | Haci Omer Sabanci Holding AS | Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81372 |
| &nbsp;&nbsp;&nbsp;&nbsp;16761 | KOC Holding AS | KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74943 |
| &nbsp;&nbsp;&nbsp;&nbsp;4203 | Turk Hava Yollari AO<sup>\*</sup> | Turk Hava Yollari AO<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31636 |
| &nbsp;&nbsp;&nbsp;&nbsp;26041 | Turkcell Iletisim Hizmetleri AS | Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52695 |
| &nbsp;&nbsp;&nbsp;&nbsp;11243 | Turkiye Is Bankasi A/S Class C | Turkiye Is Bankasi A/S Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7670 |
| &nbsp;&nbsp;111901 | Turkiye Sise ve Cam Fabrikalari AS | Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256566 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993341 |
|  | Total Common Stocks<br> (cost $28,240,974) |  | &nbsp;&nbsp;&nbsp;&nbsp;$26722160 |
| **PREFERRED STOCKS - 2.4%** | **PREFERRED STOCKS - 2.4%** | **PREFERRED STOCKS - 2.4%** | **PREFERRED STOCKS - 2.4%** |
|  | **Brazil - 2.1%** | **Brazil - 2.1%** | **Brazil - 2.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;24358 | Banco Bradesco S.A. (Preference Shares) | Banco Bradesco S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;$69894 |
| &nbsp;&nbsp;&nbsp;&nbsp;12930 | Cia Energetica de Minas Gerais (Preference Shares) | Cia Energetica de Minas Gerais (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27282 |
| &nbsp;&nbsp;&nbsp;&nbsp;87803 | Cia Paranaense de Energia (Preference Shares) | Cia Paranaense de Energia (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131544 |
| &nbsp;&nbsp;&nbsp;&nbsp;16534 | Gerdau S.A. (Preference Shares) | Gerdau S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91975 |
| &nbsp;&nbsp;&nbsp;&nbsp;22419 | Itau Unibanco Holding S.A. (Preference Shares) | Itau Unibanco Holding S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106156 |
| &nbsp;&nbsp;&nbsp;&nbsp;15959 | Itausa S.A. (Preference Shares) | Itausa S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25723 |
| &nbsp;&nbsp;&nbsp;&nbsp;24666 | Petroleo Brasileiro S.A. (Preference Shares) | Petroleo Brasileiro S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114459 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567033 |
|  | **Colombia - 0.3%** | **Colombia - 0.3%** | **Colombia - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;13470 | Bancolombia S.A. (Preference Shares) | Bancolombia S.A. (Preference Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93200 |
|  | Total Preferred Stocks<br> (cost $675,655) |  | &nbsp;&nbsp;&nbsp;&nbsp;$660233 |
|  | Total Long-Term Investments<br> (cost $28,916,629) |  | &nbsp;&nbsp;&nbsp;&nbsp;$27382393 |
|  | Total Investments<br> (cost $28,916,629) | &nbsp;&nbsp;&nbsp;99.7% | &nbsp;&nbsp;&nbsp;&nbsp;$27382393 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73940 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$27456333 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

*22* 

------

Hartford Multifactor Emerging Markets ETF

------

\* Non-income producing.

<sup>(1)</sup> 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, 2022, the aggregate value of these securities was $681,037, representing 2.5% of net assets.

<sup>(2)</sup> Investment valued using significant unobservable inputs.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;MSCI Emerging Markets Index Future | &nbsp;&nbsp;3 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$143910 | &nbsp;&nbsp;$(1479) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(1479) |

---

<sup>†</sup> 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, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;$891841 | &nbsp;&nbsp;&nbsp;&nbsp;$891841 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Russia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$27382393 | &nbsp;&nbsp;$27382393 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1479) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1479) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> 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, 2022 is not presented.

*23* 

------

Hartford Multifactor Small Cap ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6%** | **COMMON STOCKS - 99.6%** | **COMMON STOCKS - 99.6%** |
|  | **Automobiles & Components - 0.6%** | **Automobiles & Components - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | LCI Industries | $24869 |
| &nbsp;&nbsp;&nbsp;&nbsp;4304 | Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2793 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177441 |
|  | **Banks - 9.5%** | **Banks - 9.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1428 | Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67316 |
| &nbsp;&nbsp;&nbsp;2201 | Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50821 |
| &nbsp;&nbsp;&nbsp;1789 | Bankwell Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52650 |
| &nbsp;&nbsp;&nbsp;1473 | Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93094 |
| &nbsp;&nbsp;&nbsp;4879 | BCB Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87773 |
| &nbsp;&nbsp;&nbsp;&nbsp;838 | Cathay General Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34182 |
| &nbsp;&nbsp;&nbsp;&nbsp;948 | Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19225 |
| &nbsp;&nbsp;&nbsp;&nbsp;319 | City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29696 |
| &nbsp;&nbsp;&nbsp;&nbsp;434 | Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19934 |
| &nbsp;&nbsp;&nbsp;&nbsp;447 | Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19699 |
| &nbsp;&nbsp;&nbsp;&nbsp;122 | Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 |
| &nbsp;&nbsp;&nbsp;&nbsp;477 | Farmers National Banc Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 |
| &nbsp;&nbsp;&nbsp;2304 | Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56125 |
| &nbsp;&nbsp;11751 | First BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152515 |
| &nbsp;&nbsp;&nbsp;3990 | First Busey Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98633 |
| &nbsp;&nbsp;&nbsp;2006 | First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92436 |
| &nbsp;&nbsp;&nbsp;1590 | First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41404 |
| &nbsp;&nbsp;&nbsp;&nbsp;332 | First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13649 |
| &nbsp;&nbsp;&nbsp;5373 | Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90428 |
| &nbsp;&nbsp;&nbsp;&nbsp;166 | Great Southern Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 |
| &nbsp;&nbsp;&nbsp;5208 | Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128898 |
| &nbsp;&nbsp;&nbsp;&nbsp;757 | Heartland Financial USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35291 |
| &nbsp;&nbsp;&nbsp;2587 | Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79266 |
| &nbsp;&nbsp;&nbsp;2710 | Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81327 |
| &nbsp;&nbsp;&nbsp;&nbsp;767 | HomeStreet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21154 |
| &nbsp;&nbsp;&nbsp;9405 | Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120478 |
| &nbsp;&nbsp;&nbsp;1727 | Independent Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41310 |
| &nbsp;&nbsp;&nbsp;2307 | International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105568 |
| &nbsp;&nbsp;&nbsp;&nbsp;471 | Midland States Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12538 |
| &nbsp;&nbsp;&nbsp;&nbsp;147 | National Bank Holdings Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184 |
| &nbsp;&nbsp;&nbsp;1506 | NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65391 |
| &nbsp;&nbsp;&nbsp;&nbsp;220 | Northrim BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12005 |
| &nbsp;&nbsp;&nbsp;4518 | Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63162 |
| &nbsp;&nbsp;&nbsp;2396 | OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50915 |
| &nbsp;&nbsp;&nbsp;&nbsp;302 | Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42507 |
| &nbsp;&nbsp;&nbsp;2581 | PCB Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45658 |
| &nbsp;&nbsp;&nbsp;1223 | Preferred Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91260 |
| &nbsp;&nbsp;&nbsp;&nbsp;139 | QCR Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 |
| &nbsp;&nbsp;&nbsp;&nbsp;852 | Renasant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32027 |
| &nbsp;&nbsp;&nbsp;1643 | Republic Bancorp, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67232 |
| &nbsp;&nbsp;&nbsp;3055 | S&T Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104420 |
| &nbsp;&nbsp;&nbsp;&nbsp;605 | Simmons First National Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13056 |
| &nbsp;&nbsp;&nbsp;4272 | Towne Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131748 |
| &nbsp;&nbsp;&nbsp;&nbsp;811 | TriCo Bancshares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41353 |
| &nbsp;&nbsp;&nbsp;1417 | TrustCo Bank Corp. NY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53265 |
| &nbsp;&nbsp;&nbsp;3385 | Trustmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118170 |
| &nbsp;&nbsp;&nbsp;3110 | Univest Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81264 |
| &nbsp;&nbsp;&nbsp;&nbsp;228 | Washington Federal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7649 |
| &nbsp;&nbsp;&nbsp;&nbsp;218 | Washington Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10285 |
| &nbsp;&nbsp;&nbsp;3934 | Waterstone Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67822 |
| &nbsp;&nbsp;&nbsp;2619 | WesBanco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96851 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877117 |
|  | **Capital Goods - 7.1%** | **Capital Goods - 7.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 |
| &nbsp;&nbsp;&nbsp;1981 | Argan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73059 |
| &nbsp;&nbsp;&nbsp;3037 | BlueLinx Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215961 |
| &nbsp;&nbsp;&nbsp;4381 | Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300843 |
| &nbsp;&nbsp;&nbsp;2260 | Encore Wire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310886 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Capital Goods - 7.1% - (continued)** | **Capital Goods - 7.1% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | Federal Signal Corp. | $7528 |
| &nbsp;&nbsp;&nbsp;&nbsp;1459 | Global Industrial Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34330 |
| &nbsp;&nbsp;&nbsp;&nbsp;3080 | GMS, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153384 |
| &nbsp;&nbsp;&nbsp;&nbsp;9183 | GrafTech International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43711 |
| 19255 | Hudson Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194861 |
| &nbsp;&nbsp;&nbsp;&nbsp;1807 | Insteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49729 |
| &nbsp;&nbsp;&nbsp;&nbsp;167 | Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29664 |
| &nbsp;&nbsp;&nbsp;&nbsp;626 | McGrath Rent Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61811 |
| &nbsp;&nbsp;&nbsp;4290 | Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253110 |
| &nbsp;&nbsp;&nbsp;1121 | MYR Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103211 |
| &nbsp;&nbsp;&nbsp;3765 | Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89155 |
| &nbsp;&nbsp;&nbsp;1777 | Rush Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92902 |
| &nbsp;&nbsp;&nbsp;1078 | Veritiv Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131203 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156393 |
|  | **Commercial & Professional Services - 4.3%** | **Commercial & Professional Services - 4.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;716 | Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66788 |
| &nbsp;&nbsp;&nbsp;3053 | Brady Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143796 |
| &nbsp;&nbsp;&nbsp;1414 | Deluxe Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24010 |
| &nbsp;&nbsp;&nbsp;5400 | Ennis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119664 |
| &nbsp;&nbsp;&nbsp;1728 | Healthcare Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20736 |
| &nbsp;&nbsp;&nbsp;4113 | Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115041 |
| &nbsp;&nbsp;&nbsp;6878 | HNI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195541 |
| &nbsp;&nbsp;&nbsp;6747 | Kelly Services, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114024 |
| &nbsp;&nbsp;&nbsp;3082 | Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168986 |
| &nbsp;&nbsp;&nbsp;4615 | RCM Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56949 |
| &nbsp;&nbsp;11199 | Resources Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205838 |
| &nbsp;&nbsp;&nbsp;1117 | TrueBlue, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21871 |
| &nbsp;&nbsp;&nbsp;&nbsp;319 | UniFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61564 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314808 |
|  | **Consumer Durables & Apparel - 5.0%** | **Consumer Durables & Apparel - 5.0%** |
| &nbsp;&nbsp;&nbsp;1384 | Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58765 |
| &nbsp;&nbsp;&nbsp;5885 | Bassett Furniture Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102281 |
| &nbsp;&nbsp;&nbsp;&nbsp;540 | Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40289 |
| &nbsp;&nbsp;&nbsp;&nbsp;481 | Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24055 |
| &nbsp;&nbsp;&nbsp;7163 | Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189246 |
| &nbsp;&nbsp;&nbsp;&nbsp;495 | Green Brick Partners, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11994 |
| &nbsp;&nbsp;&nbsp;1101 | Johnson Outdoors, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72798 |
| &nbsp;&nbsp;&nbsp;3093 | Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123689 |
| &nbsp;&nbsp;&nbsp;&nbsp;292 | La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
| &nbsp;&nbsp;&nbsp;7124 | Levi Strauss & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110565 |
| &nbsp;&nbsp;&nbsp;&nbsp;687 | MDC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21709 |
| &nbsp;&nbsp;&nbsp;7075 | Movado Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228169 |
| &nbsp;&nbsp;&nbsp;1434 | Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133620 |
| &nbsp;&nbsp;13734 | Smith & Wesson Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119211 |
| &nbsp;&nbsp;&nbsp;3783 | Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191496 |
| &nbsp;&nbsp;&nbsp;2791 | Vista Outdoor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68017 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502567 |
|  | **Consumer Services - 0.8%** | **Consumer Services - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | Graham Holdings Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10272 |
| &nbsp;&nbsp;11216 | Perdoceo Education Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155902 |
| &nbsp;&nbsp;&nbsp;2837 | Stride, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88741 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254915 |
|  | **Diversified Financials - 1.5%** | **Diversified Financials - 1.5%** |
| &nbsp;&nbsp;&nbsp;1720 | A-Mark Precious Metals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59736 |
| &nbsp;&nbsp;&nbsp;6553 | Bridge Investment Group Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78964 |
| &nbsp;&nbsp;&nbsp;8475 | Cherry Hill Mortgage Investment Corp. REIT<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49155 |
| &nbsp;&nbsp;&nbsp;1211 | Cowen, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46769 |
| &nbsp;&nbsp;&nbsp;3574 | Oppenheimer Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151287 |
| &nbsp;&nbsp;&nbsp;2739 | Virtu Financial, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55903 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441814 |

---

*24* 

------

Hartford Multifactor Small Cap ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Energy - 4.4%** | **Energy - 4.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1359 | Alpha Metallurgical Resources, Inc. | $198944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2035 | Arch Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44432 |
| &nbsp;&nbsp;&nbsp;&nbsp;1252 | CONSOL Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | CVR Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | Dorian LPG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10479 |
| &nbsp;&nbsp;&nbsp;2124 | NACCO Industries, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80712 |
| &nbsp;&nbsp;&nbsp;&nbsp;661 | Peabody Energy Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17464 |
| &nbsp;&nbsp;&nbsp;9360 | Ramaco Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82274 |
| &nbsp;&nbsp;&nbsp;4896 | Sitio Royalties Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141250 |
| &nbsp;&nbsp;34255 | VAALCO Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156203 |
| &nbsp;&nbsp;&nbsp;5386 | Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186571 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320749 |
|  | **Food & Staples Retailing - 4.1%** | **Food & Staples Retailing - 4.1%** |
| &nbsp;&nbsp;&nbsp;1202 | Andersons, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42058 |
| &nbsp;&nbsp;&nbsp;3336 | Ingles Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321791 |
| &nbsp;&nbsp;&nbsp;6330 | SpartanNash Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191419 |
| &nbsp;&nbsp;&nbsp;6274 | Sprouts Farmers Market, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203089 |
| &nbsp;&nbsp;&nbsp;4308 | United Natural Foods, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166763 |
| &nbsp;&nbsp;&nbsp;3739 | Weis Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307682 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232802 |
|  | **Food, Beverage & Tobacco - 1.8%** | **Food, Beverage & Tobacco - 1.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;288 | Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15682 |
| &nbsp;&nbsp;&nbsp;&nbsp;418 | Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214167 |
| &nbsp;&nbsp;&nbsp;1054 | John B Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85711 |
| &nbsp;&nbsp;&nbsp;1194 | Universal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63055 |
| &nbsp;&nbsp;14555 | Vector Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172622 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551237 |
|  | **Health Care Equipment & Services - 8.0%** | **Health Care Equipment & Services - 8.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;489 | AdaptHealth Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398 |
| &nbsp;&nbsp;&nbsp;&nbsp;438 | Addus HomeCare Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43577 |
| &nbsp;&nbsp;&nbsp;8977 | Allscripts Healthcare Solutions, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | Atrion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53707 |
| &nbsp;&nbsp;38431 | Co-Diagnostics, Inc.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96846 |
| &nbsp;&nbsp;&nbsp;3986 | Computer Programs & Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108499 |
| &nbsp;&nbsp;&nbsp;&nbsp;810 | Corvel Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117717 |
| &nbsp;&nbsp;11954 | Cross Country Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317618 |
| &nbsp;&nbsp;&nbsp;2437 | Fulgent Genetics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72574 |
| &nbsp;&nbsp;&nbsp;&nbsp;344 | Haemonetics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27056 |
| &nbsp;&nbsp;&nbsp;1109 | InfuSystem Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9626 |
| &nbsp;&nbsp;&nbsp;&nbsp;528 | Integer Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36147 |
| &nbsp;&nbsp;&nbsp;&nbsp;710 | iRadimed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20086 |
| &nbsp;&nbsp;&nbsp;3062 | LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140913 |
| &nbsp;&nbsp;&nbsp;8959 | Meridian Bioscience, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297528 |
| &nbsp;&nbsp;&nbsp;&nbsp;934 | Merit Medical Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65959 |
| &nbsp;&nbsp;&nbsp;1696 | National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100912 |
| &nbsp;&nbsp;&nbsp;2556 | NextGen Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48002 |
| &nbsp;&nbsp;&nbsp;&nbsp;606 | Orthofix Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12441 |
| &nbsp;&nbsp;&nbsp;6141 | Owens & Minor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119934 |
| &nbsp;&nbsp;11288 | Patterson Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316403 |
| &nbsp;&nbsp;&nbsp;1412 | Select Medical Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35060 |
| &nbsp;&nbsp;&nbsp;5276 | Sensus Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39148 |
| &nbsp;&nbsp;&nbsp;&nbsp;671 | Utah Medical Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67456 |
| &nbsp;&nbsp;&nbsp;2372 | Varex Imaging Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48151 |
| &nbsp;&nbsp;&nbsp;3344 | Zynex, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46515 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409627 |
|  | **Household & Personal Products - 0.5%** | **Household & Personal Products - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;623 | Central Garden & Pet Co. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22303 |
| &nbsp;&nbsp;&nbsp;2328 | Nu Skin Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98149 |
| &nbsp;&nbsp;&nbsp;&nbsp;711 | USANA Health Sciences, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158277 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Insurance - 4.6%** | **Insurance - 4.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2826 | American Equity Investment Life Holding Co. | $128922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27706 |
| &nbsp;&nbsp;&nbsp;&nbsp;8452 | CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193128 |
| &nbsp;&nbsp;&nbsp;&nbsp;5136 | Donegal Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72931 |
| &nbsp;&nbsp;&nbsp;&nbsp;4554 | Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196414 |
| 25488 | Genworth Financial, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134832 |
| &nbsp;&nbsp;&nbsp;2743 | Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102506 |
| &nbsp;&nbsp;&nbsp;&nbsp;349 | National Western Life Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98069 |
| &nbsp;&nbsp;&nbsp;4203 | ProAssurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73426 |
| &nbsp;&nbsp;&nbsp;1677 | Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141304 |
| &nbsp;&nbsp;&nbsp;2557 | Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109261 |
| &nbsp;&nbsp;&nbsp;3956 | United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108236 |
| &nbsp;&nbsp;&nbsp;&nbsp;857 | Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395811 |
|  | **Materials - 3.8%** | **Materials - 3.8%** |
| &nbsp;&nbsp;&nbsp;2897 | AdvanSix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110144 |
| &nbsp;&nbsp;&nbsp;3408 | Greif, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228540 |
| &nbsp;&nbsp;&nbsp;&nbsp;388 | Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14977 |
| &nbsp;&nbsp;&nbsp;1807 | Kronos Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16986 |
| &nbsp;&nbsp;&nbsp;3547 | Mercer International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41287 |
| &nbsp;&nbsp;&nbsp;1342 | Myers Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29833 |
| &nbsp;&nbsp;&nbsp;3537 | Olympic Steel, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118772 |
| &nbsp;&nbsp;&nbsp;5650 | Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170969 |
| &nbsp;&nbsp;&nbsp;4686 | Schnitzer Steel Industries, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143626 |
| &nbsp;&nbsp;&nbsp;&nbsp;371 | Stepan Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39497 |
| &nbsp;&nbsp;&nbsp;1386 | SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11961 |
| &nbsp;&nbsp;&nbsp;4505 | TimkenSteel Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81856 |
| &nbsp;&nbsp;&nbsp;3071 | Tredegar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31386 |
| &nbsp;&nbsp;&nbsp;1506 | Trinseo plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34201 |
| &nbsp;&nbsp;&nbsp;&nbsp;328 | Tronox Holdings plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 |
| &nbsp;&nbsp;&nbsp;1600 | Worthington Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79536 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158068 |
|  | **Media & Entertainment - 2.2%** | **Media & Entertainment - 2.2%** |
| &nbsp;&nbsp;&nbsp;2130 | Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20192 |
| &nbsp;&nbsp;&nbsp;1025 | AMC Networks, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16062 |
| &nbsp;&nbsp;21435 | Entravision Communications Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102888 |
| &nbsp;&nbsp;&nbsp;4937 | John Wiley & Sons, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197776 |
| &nbsp;&nbsp;&nbsp;1728 | Scholastic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68187 |
| &nbsp;&nbsp;&nbsp;5796 | Sciplay Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93200 |
| &nbsp;&nbsp;&nbsp;&nbsp;841 | Sinclair Broadcast Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13044 |
| &nbsp;&nbsp;&nbsp;3722 | Thryv Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70718 |
| &nbsp;&nbsp;&nbsp;1378 | World Wrestling Entertainment, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676487 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 9.3%** | **Pharmaceuticals, Biotechnology & Life Sciences - 9.3%** |
| &nbsp;&nbsp;&nbsp;5295 | Amphastar Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148366 |
| &nbsp;&nbsp;37779 | Assertio Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162450 |
| &nbsp;&nbsp;21032 | Catalyst Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391195 |
| &nbsp;&nbsp;&nbsp;2968 | Collegium Pharmaceutical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68858 |
| &nbsp;&nbsp;&nbsp;9765 | Corcept Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198327 |
| &nbsp;&nbsp;&nbsp;5188 | Eagle Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151645 |
| &nbsp;&nbsp;&nbsp;&nbsp;888 | Emergent BioSolutions, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10487 |
| &nbsp;&nbsp;&nbsp;2337 | Harmony Biosciences Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128769 |
| &nbsp;&nbsp;11475 | Innoviva, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152044 |
| &nbsp;&nbsp;14180 | Ironwood Pharmaceuticals, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175690 |
| &nbsp;&nbsp;&nbsp;2091 | iTeos Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40837 |
| &nbsp;&nbsp;&nbsp;2136 | Maravai LifeSciences Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30566 |
| &nbsp;&nbsp;&nbsp;9866 | Organogenesis Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26540 |
| &nbsp;&nbsp;&nbsp;&nbsp;639 | Pacira BioSciences, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24672 |
| &nbsp;&nbsp;&nbsp;6781 | Phibro Animal Health Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90933 |
| &nbsp;&nbsp;&nbsp;2594 | Prestige Consumer Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162384 |
| &nbsp;&nbsp;20507 | SIGA Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150932 |
| &nbsp;&nbsp;&nbsp;7285 | Supernus Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259856 |

---

*25* 

------

Hartford Multifactor Small Cap ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 9.3% - (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences - 9.3% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;7407 | uniQure N.V.<sup>\*</sup> | $167917 |
| 14042 | Vanda Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103770 |
| &nbsp;&nbsp;&nbsp;&nbsp;6855 | Vir Biotechnology, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819738 |
|  | **Real Estate - 4.5%** | **Real Estate - 4.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2908 | Armada Hoffler Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33442 |
| &nbsp;&nbsp;&nbsp;3748 | Brandywine Realty Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 |
| &nbsp;&nbsp;&nbsp;3188 | BRT Apartments Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62612 |
| &nbsp;&nbsp;&nbsp;&nbsp;269 | Centerspace REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15782 |
| &nbsp;&nbsp;16309 | City Office, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136669 |
| &nbsp;&nbsp;&nbsp;&nbsp;582 | Corporate Office Properties Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15097 |
| &nbsp;&nbsp;&nbsp;5887 | CTO Realty Growth, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107614 |
| &nbsp;&nbsp;&nbsp;&nbsp;830 | Forestar Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12790 |
| &nbsp;&nbsp;56771 | Franklin Street Properties Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154985 |
| &nbsp;&nbsp;&nbsp;&nbsp;791 | Getty Realty Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26775 |
| &nbsp;&nbsp;&nbsp;&nbsp;505 | Industrial Logistics Properties Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| &nbsp;&nbsp;&nbsp;1287 | iStar, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9820 |
| &nbsp;&nbsp;&nbsp;6986 | Kennedy-Wilson Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109890 |
| &nbsp;&nbsp;&nbsp;1000 | LTC Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35530 |
| &nbsp;&nbsp;&nbsp;3899 | LXP Industrial Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39068 |
| &nbsp;&nbsp;&nbsp;2170 | Marcus & Millichap, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74757 |
| &nbsp;&nbsp;&nbsp;2909 | Newmark Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23185 |
| &nbsp;&nbsp;&nbsp;&nbsp;136 | NexPoint Residential Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919 |
| &nbsp;&nbsp;&nbsp;4583 | Piedmont Office Realty Trust, Inc. Class A REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42026 |
| &nbsp;&nbsp;&nbsp;3453 | PotlatchDeltic Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151897 |
| &nbsp;&nbsp;&nbsp;4536 | RMR Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128142 |
| &nbsp;&nbsp;&nbsp;4074 | RPT Realty REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | Safehold, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
| &nbsp;&nbsp;&nbsp;5205 | UMH Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83801 |
| &nbsp;&nbsp;&nbsp;&nbsp;713 | Universal Health Realty Income Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34032 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371326 |
|  | **Retailing - 8.3%** | **Retailing - 8.3%** |
| &nbsp;&nbsp;&nbsp;6291 | Aaron's Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75177 |
| &nbsp;&nbsp;&nbsp;3471 | Abercrombie & Fitch Co. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79521 |
| &nbsp;&nbsp;&nbsp;3416 | Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179477 |
| &nbsp;&nbsp;&nbsp;&nbsp;316 | Asbury Automotive Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56643 |
| &nbsp;&nbsp;10718 | Big 5 Sporting Goods Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94640 |
| &nbsp;&nbsp;&nbsp;7006 | Buckle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317722 |
| &nbsp;&nbsp;&nbsp;1795 | Build-A-Bear Workshop, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42793 |
| &nbsp;&nbsp;&nbsp;6314 | Caleres, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140676 |
| &nbsp;&nbsp;&nbsp;1167 | Camping World Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26047 |
| &nbsp;&nbsp;&nbsp;7589 | Cato Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70805 |
| &nbsp;&nbsp;&nbsp;3264 | Designer Brands, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31922 |
| &nbsp;&nbsp;&nbsp;&nbsp;751 | Dillard's, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242723 |
| &nbsp;&nbsp;&nbsp;&nbsp;158 | Foot Locker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 |
| &nbsp;&nbsp;&nbsp;&nbsp;656 | Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118323 |
| &nbsp;&nbsp;&nbsp;9842 | Haverty Furniture Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294276 |
| &nbsp;&nbsp;&nbsp;2852 | Hibbett, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194563 |
| &nbsp;&nbsp;&nbsp;2371 | MarineMax, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74023 |
| &nbsp;&nbsp;&nbsp;1291 | Nordstrom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20837 |
| &nbsp;&nbsp;&nbsp;1095 | Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125848 |
| &nbsp;&nbsp;&nbsp;6786 | Rent-A-Center, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153024 |
| &nbsp;&nbsp;&nbsp;4441 | Sally Beauty Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55601 |
| &nbsp;&nbsp;&nbsp;1105 | Shoe Carnival, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26421 |
| &nbsp;&nbsp;&nbsp;&nbsp;170 | Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 |
| &nbsp;&nbsp;&nbsp;&nbsp;458 | Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31144 |
| &nbsp;&nbsp;&nbsp;4448 | Sportsman's Warehouse Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41856 |
| &nbsp;&nbsp;&nbsp;&nbsp;302 | Zumiez, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515561 |
|  | **Semiconductors & Semiconductor Equipment - 2.6%** | **Semiconductors & Semiconductor Equipment - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;780 | Alpha & Omega Semiconductor Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22285 |
| &nbsp;&nbsp;&nbsp;9845 | Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236083 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Semiconductors & Semiconductor Equipment - 2.6% - (continued)** | **Semiconductors & Semiconductor Equipment - 2.6% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | Axcelis Technologies, Inc.<sup>\*</sup> | $47378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | Cohu, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5315 | Kulicke & Soffa Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235242 |
| 10233 | Magnachip Semiconductor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96088 |
| &nbsp;&nbsp;&nbsp;&nbsp;8758 | Photronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147397 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794857 |
|  | **Software & Services - 2.5%** | **Software & Services - 2.5%** |
| &nbsp;&nbsp;&nbsp;9104 | A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151399 |
| &nbsp;&nbsp;&nbsp;6440 | Conduent, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26082 |
| &nbsp;&nbsp;&nbsp;3633 | CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207808 |
| &nbsp;&nbsp;&nbsp;&nbsp;650 | Evertec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21047 |
| &nbsp;&nbsp;&nbsp;5908 | Hackett Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120346 |
| &nbsp;&nbsp;20575 | Information Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94645 |
| &nbsp;&nbsp;&nbsp;1231 | Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62104 |
| &nbsp;&nbsp;&nbsp;5822 | Rimini Street, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22182 |
| &nbsp;&nbsp;&nbsp;&nbsp;915 | TTEC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40379 |
| &nbsp;&nbsp;&nbsp;&nbsp;746 | Xperi, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752415 |
|  | **Technology Hardware & Equipment - 7.3%** | **Technology Hardware & Equipment - 7.3%** |
| &nbsp;&nbsp;&nbsp;2633 | Aviat Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82123 |
| &nbsp;&nbsp;&nbsp;2234 | Bel Fuse, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73543 |
| &nbsp;&nbsp;&nbsp;&nbsp;318 | Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22864 |
| &nbsp;&nbsp;&nbsp;2054 | Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54821 |
| &nbsp;&nbsp;&nbsp;4182 | ePlus, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185179 |
| &nbsp;&nbsp;&nbsp;4128 | Garrett Motion, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31455 |
| &nbsp;&nbsp;&nbsp;1830 | Insight Enterprises, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183494 |
| &nbsp;&nbsp;&nbsp;&nbsp;692 | Kimball Electronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15632 |
| &nbsp;&nbsp;&nbsp;3711 | Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164657 |
| &nbsp;&nbsp;&nbsp;1168 | OSI Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92880 |
| &nbsp;&nbsp;&nbsp;1267 | PC Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59422 |
| &nbsp;&nbsp;&nbsp;&nbsp;980 | Plexus Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100872 |
| &nbsp;&nbsp;&nbsp;6082 | Richardson Electronics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129729 |
| &nbsp;&nbsp;&nbsp;4683 | Sanmina Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268289 |
| &nbsp;&nbsp;&nbsp;4953 | ScanSource, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144727 |
| &nbsp;&nbsp;&nbsp;3657 | Super Micro Computer, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300240 |
| &nbsp;&nbsp;13638 | Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294172 |
| &nbsp;&nbsp;&nbsp;&nbsp;469 | Vishay Precision Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18127 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222226 |
|  | **Telecommunication Services - 1.0%** | **Telecommunication Services - 1.0%** |
| &nbsp;&nbsp;&nbsp;4016 | EchoStar Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66987 |
| &nbsp;&nbsp;&nbsp;&nbsp;681 | IDT Corp. Class B<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19183 |
| &nbsp;&nbsp;16116 | Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169057 |
| &nbsp;&nbsp;&nbsp;2788 | United States Cellular Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58130 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313357 |
|  | **Transportation - 5.4%** | **Transportation - 5.4%** |
| &nbsp;&nbsp;&nbsp;1508 | ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105620 |
| &nbsp;&nbsp;&nbsp;&nbsp;323 | Atlas Air Worldwide Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32558 |
| &nbsp;&nbsp;&nbsp;2828 | Covenant Logistics Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97764 |
| &nbsp;&nbsp;&nbsp;4374 | Eagle Bulk Shipping, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218438 |
| &nbsp;&nbsp;12662 | Genco Shipping & Trading Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194488 |
| &nbsp;&nbsp;&nbsp;1990 | Hub Group, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158185 |
| &nbsp;&nbsp;&nbsp;2894 | Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57243 |
| &nbsp;&nbsp;&nbsp;2160 | Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135022 |
| &nbsp;&nbsp;26441 | Pangaea Logistics Solutions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136171 |
| &nbsp;&nbsp;11174 | Schneider National, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261472 |
| &nbsp;&nbsp;&nbsp;2251 | Universal Logistics Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75273 |
| &nbsp;&nbsp;&nbsp;3752 | Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151056 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623290 |
|  | **Utilities - 0.5%** | **Utilities - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;618 | Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27402 |
| &nbsp;&nbsp;&nbsp;&nbsp;235 | Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11184 |

---

*26* 

------

Hartford Multifactor Small Cap ETF

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** | **COMMON STOCKS - 99.6% - (continued)** |
|  | **Utilities - 0.5% - (continued)** | **Utilities - 0.5% - (continued)** | **Utilities - 0.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | Otter Tail Corp. | Otter Tail Corp. | $56244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | Unitil Corp. | Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50487 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145317 |
|  | Total Common Stocks<br> (cost $32,055,473) |  | &nbsp;&nbsp;&nbsp;&nbsp;$30186200 |
| **SHORT-TERM INVESTMENTS - 1.0%** | **SHORT-TERM INVESTMENTS - 1.0%** | **SHORT-TERM INVESTMENTS - 1.0%** | **SHORT-TERM INVESTMENTS - 1.0%** |
|  | **Securities Lending Collateral - 1.0%** | **Securities Lending Collateral - 1.0%** | **Securities Lending Collateral - 1.0%** |
| 48965 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | $48965 |
| 163218 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163218 |
| &nbsp;&nbsp;48965 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48965 |
| &nbsp;&nbsp;48965 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48965 |
|  | Total Short-Term Investments<br> (cost $310,113) | Total Short-Term Investments<br> (cost $310,113) | &nbsp;&nbsp;&nbsp;&nbsp;$310113 |
|  | Total Investments<br> (cost $32,365,586) | 100.6% | &nbsp;&nbsp;&nbsp;&nbsp;$30496313 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.6)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184760) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$30311553 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing. <br> <sup>(1)</sup> Represents entire or partial securities on loan. <br> <sup>(2)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;E-Mini Russell 2000 | &nbsp;&nbsp;1 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$88545 | &nbsp;&nbsp;$(2044) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(2044) |

---

<sup>†</sup> For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

*27* 

------

Hartford Multifactor Small Cap ETF

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$177441 | &nbsp;&nbsp;&nbsp;&nbsp;$177441 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$30496313 | &nbsp;&nbsp;$30496313 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2044) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2044) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

*28* 

------

Hartford Multifactor US Equity ETF

#### Schedule of Investments<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** | **COMMON STOCKS - 99.8%** |
|  | **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** |
| 20606 | Gentex Corp. | $561926 |
|  | **Banks - 2.3%** | **Banks - 2.3%** |
| 78914 | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2613632 |
| 11484 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519421 |
| 28186 | CVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725789 |
| 12172 | First Interstate BancSystem, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470448 |
| &nbsp;&nbsp;26952 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3614263 |
| &nbsp;&nbsp;&nbsp;&nbsp;787 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114162 |
| &nbsp;&nbsp;&nbsp;5882 | New York Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50585 |
| &nbsp;&nbsp;&nbsp;1669 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263602 |
| &nbsp;&nbsp;&nbsp;2999 | Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217967 |
| &nbsp;&nbsp;&nbsp;8370 | SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639133 |
| &nbsp;&nbsp;&nbsp;1096 | U.S. Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47797 |
| &nbsp;&nbsp;&nbsp;5573 | United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225651 |
| &nbsp;&nbsp;10934 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451465 |
| &nbsp;&nbsp;&nbsp;3506 | Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172355 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10126270 |
|  | **Capital Goods - 5.2%** | **Capital Goods - 5.2%** |
| &nbsp;&nbsp;&nbsp;9766 | 3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171139 |
| &nbsp;&nbsp;&nbsp;3026 | A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173208 |
| &nbsp;&nbsp;13943 | BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809809 |
| &nbsp;&nbsp;&nbsp;1704 | Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401548 |
| &nbsp;&nbsp;&nbsp;1888 | Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77880 |
| &nbsp;&nbsp;&nbsp;&nbsp;350 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83846 |
| &nbsp;&nbsp;&nbsp;5110 | Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238102 |
| &nbsp;&nbsp;29613 | Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401287 |
| &nbsp;&nbsp;&nbsp;4372 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084737 |
| &nbsp;&nbsp;&nbsp;3190 | Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735869 |
| &nbsp;&nbsp;&nbsp;1936 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426501 |
| &nbsp;&nbsp;&nbsp;5447 | L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134120 |
| &nbsp;&nbsp;&nbsp;2251 | Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325247 |
| &nbsp;&nbsp;&nbsp;5382 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618289 |
| &nbsp;&nbsp;&nbsp;8359 | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390115 |
| &nbsp;&nbsp;18924 | MSC Industrial Direct Co., Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546091 |
| &nbsp;&nbsp;&nbsp;5632 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072876 |
| &nbsp;&nbsp;&nbsp;9331 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730711 |
| &nbsp;&nbsp;&nbsp;9957 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985444 |
| &nbsp;&nbsp;&nbsp;&nbsp;626 | Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55501 |
| &nbsp;&nbsp;&nbsp;3335 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762014 |
| &nbsp;&nbsp;11556 | UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915813 |
| &nbsp;&nbsp;&nbsp;5403 | Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347508 |
| &nbsp;&nbsp;&nbsp;&nbsp;904 | Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132192 |
| &nbsp;&nbsp;&nbsp;2746 | WW Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527462 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147309 |
|  | **Commercial & Professional Services - 2.4%** | **Commercial & Professional Services - 2.4%** |
| &nbsp;&nbsp;15140 | Booz Allen Hamilton Holding Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582433 |
| &nbsp;&nbsp;&nbsp;1015 | CACI International, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305099 |
| &nbsp;&nbsp;&nbsp;9764 | FTI Consulting, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550523 |
| &nbsp;&nbsp;&nbsp;5742 | Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689442 |
| &nbsp;&nbsp;&nbsp;4331 | Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455578 |
| &nbsp;&nbsp;14472 | ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204215 |
| &nbsp;&nbsp;&nbsp;8033 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036176 |
| &nbsp;&nbsp;&nbsp;5165 | Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381332 |
| &nbsp;&nbsp;27370 | Rollins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000100 |
| &nbsp;&nbsp;&nbsp;1254 | Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139106 |
| &nbsp;&nbsp;&nbsp;2209 | Verisk Analytics, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389712 |
| &nbsp;&nbsp;&nbsp;4703 | Waste Connections, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623430 |
| &nbsp;&nbsp;&nbsp;8785 | Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735337 |
|  | **Consumer Durables & Apparel - 1.1%** | **Consumer Durables & Apparel - 1.1%** |
| &nbsp;&nbsp;&nbsp;3143 | D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280167 |
| &nbsp;&nbsp;&nbsp;6415 | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592040 |
| &nbsp;&nbsp;55694 | Mattel, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993581 |
| &nbsp;&nbsp;22587 | Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295438 |
| &nbsp;&nbsp;&nbsp;2534 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296503 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Consumer Durables & Apparel - 1.1% - (continued)** | **Consumer Durables & Apparel - 1.1% - (continued)** |
| 14119 | Ralph Lauren Corp. | $1491955 |
| &nbsp;&nbsp;&nbsp;&nbsp;7687 | VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212238 |
| &nbsp;&nbsp;&nbsp;&nbsp;5012 | Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 708998 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870920 |
|  | **Consumer Services - 2.0%** | **Consumer Services - 2.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3552 | Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1230413 |
| &nbsp;&nbsp;50817 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855329 |
| &nbsp;&nbsp;15536 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094202 |
| &nbsp;&nbsp;&nbsp;7095 | Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490548 |
| &nbsp;&nbsp;&nbsp;9421 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206642 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877134 |
|  | **Diversified Financials - 1.5%** | **Diversified Financials - 1.5%** |
| &nbsp;&nbsp;11382 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518109 |
| &nbsp;&nbsp;14576 | Berkshire Hathaway, Inc. Class B<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502526 |
| &nbsp;&nbsp;&nbsp;&nbsp;429 | CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72141 |
| &nbsp;&nbsp;&nbsp;8234 | Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717675 |
| &nbsp;&nbsp;10350 | Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636422 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6446873 |
|  | **Energy - 2.7%** | **Energy - 2.7%** |
| &nbsp;&nbsp;23693 | Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252656 |
| &nbsp;&nbsp;&nbsp;4084 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481912 |
| &nbsp;&nbsp;67977 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670195 |
| &nbsp;&nbsp;&nbsp;2367 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306574 |
| &nbsp;&nbsp;43578 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806653 |
| &nbsp;&nbsp;&nbsp;1699 | Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388035 |
| &nbsp;&nbsp;&nbsp;&nbsp;860 | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109100 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12015125 |
|  | **Food & Staples Retailing - 2.7%** | **Food & Staples Retailing - 2.7%** |
| &nbsp;&nbsp;&nbsp;9124 | BJ's Wholesale Club Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603644 |
| &nbsp;&nbsp;&nbsp;2075 | Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465526 |
| &nbsp;&nbsp;&nbsp;6342 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895123 |
| &nbsp;&nbsp;61615 | Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746797 |
| &nbsp;&nbsp;31398 | Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173029 |
| &nbsp;&nbsp;29813 | Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227185 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12111304 |
|  | **Food, Beverage & Tobacco - 3.8%** | **Food, Beverage & Tobacco - 3.8%** |
| &nbsp;&nbsp;&nbsp;1797 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82141 |
| &nbsp;&nbsp;&nbsp;2435 | Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226090 |
| &nbsp;&nbsp;18967 | Campbell Soup Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076377 |
| &nbsp;&nbsp;44868 | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854054 |
| &nbsp;&nbsp;14609 | Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565368 |
| &nbsp;&nbsp;46980 | Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350205 |
| &nbsp;&nbsp;17237 | General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445322 |
| &nbsp;&nbsp;&nbsp;3632 | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841062 |
| &nbsp;&nbsp;11794 | Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537217 |
| &nbsp;&nbsp;&nbsp;2157 | JM Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341798 |
| &nbsp;&nbsp;27867 | Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985245 |
| &nbsp;&nbsp;21413 | PepsiCo., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868473 |
| &nbsp;&nbsp;&nbsp;9895 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001473 |
| &nbsp;&nbsp;13602 | Tyson Foods, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846725 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17021550 |
|  | **Health Care Equipment & Services - 5.8%** | **Health Care Equipment & Services - 5.8%** |
| &nbsp;&nbsp;11384 | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249849 |
| &nbsp;&nbsp;14716 | AmerisourceBergen Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438589 |
| &nbsp;&nbsp;16254 | AMN Healthcare Services, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671236 |
| &nbsp;&nbsp;&nbsp;3997 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203727 |
| &nbsp;&nbsp;&nbsp;3209 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816049 |
| &nbsp;&nbsp;&nbsp;1552 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119302 |
| &nbsp;&nbsp;&nbsp;&nbsp;831 | Centene Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68150 |
| &nbsp;&nbsp;&nbsp;1084 | Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553306 |
| &nbsp;&nbsp;&nbsp;3211 | Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063933 |
| &nbsp;&nbsp;18312 | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706495 |
| &nbsp;&nbsp;&nbsp;2758 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414771 |
| &nbsp;&nbsp;&nbsp;9905 | Henry Schein, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791112 |

---

*29* 

------

Hartford Multifactor US Equity ETF

#### Schedule of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Health Care Equipment & Services - 5.8% - (continued)** | **Health Care Equipment & Services - 5.8% - (continued)** |
| 11809 | Hologic, Inc.<sup>\*</sup> | $883431 |
| &nbsp;&nbsp;&nbsp;&nbsp;2615 | Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1339377 |
| &nbsp;&nbsp;&nbsp;&nbsp;1060 | Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249609 |
| &nbsp;&nbsp;&nbsp;&nbsp;4125 | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1547370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | Molina Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119540 |
| 35108 | Premier, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228078 |
| &nbsp;&nbsp;17700 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768988 |
| &nbsp;&nbsp;17656 | QuidelOrtho Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512590 |
| &nbsp;&nbsp;&nbsp;1354 | ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281808 |
| &nbsp;&nbsp;&nbsp;6795 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602573 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25629883 |
|  | **Household & Personal Products - 1.7%** | **Household & Personal Products - 1.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;745 | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134845 |
| &nbsp;&nbsp;&nbsp;6353 | Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512115 |
| &nbsp;&nbsp;&nbsp;6106 | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856855 |
| &nbsp;&nbsp;13461 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060592 |
| &nbsp;&nbsp;&nbsp;9837 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335373 |
| &nbsp;&nbsp;24986 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786878 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7686658 |
|  | **Insurance - 7.0%** | **Insurance - 7.0%** |
| &nbsp;&nbsp;&nbsp;7457 | Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536456 |
| &nbsp;&nbsp;17576 | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383306 |
| &nbsp;&nbsp;16529 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045294 |
| &nbsp;&nbsp;16605 | Arch Capital Group Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042462 |
| &nbsp;&nbsp;&nbsp;&nbsp;611 | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115198 |
| &nbsp;&nbsp;&nbsp;4280 | Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535257 |
| &nbsp;&nbsp;43975 | Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382126 |
| &nbsp;&nbsp;&nbsp;7328 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616557 |
| &nbsp;&nbsp;20505 | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099507 |
| &nbsp;&nbsp;&nbsp;1933 | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480776 |
| &nbsp;&nbsp;&nbsp;6666 | Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208246 |
| &nbsp;&nbsp;&nbsp;&nbsp;269 | F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 |
| &nbsp;&nbsp;&nbsp;3876 | Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145815 |
| &nbsp;&nbsp;&nbsp;1637 | First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85681 |
| &nbsp;&nbsp;&nbsp;8922 | Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205630 |
| &nbsp;&nbsp;12175 | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710168 |
| &nbsp;&nbsp;&nbsp;&nbsp;990 | Markel Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304315 |
| &nbsp;&nbsp;&nbsp;2432 | Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402447 |
| &nbsp;&nbsp;27149 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964773 |
| &nbsp;&nbsp;69423 | Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676565 |
| &nbsp;&nbsp;&nbsp;7281 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611021 |
| &nbsp;&nbsp;&nbsp;9777 | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268175 |
| &nbsp;&nbsp;15390 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530689 |
| &nbsp;&nbsp;&nbsp;&nbsp;419 | RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55002 |
| &nbsp;&nbsp;10741 | Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951760 |
| &nbsp;&nbsp;11662 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186508 |
| &nbsp;&nbsp;23526 | Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965272 |
| &nbsp;&nbsp;&nbsp;3993 | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976608 |
| &nbsp;&nbsp;10478 | WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760388 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31251385 |
|  | **Materials - 4.2%** | **Materials - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;936 | Air Products and Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288531 |
| &nbsp;&nbsp;86804 | Amcor plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033836 |
| &nbsp;&nbsp;&nbsp;1920 | AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211162 |
| &nbsp;&nbsp;11337 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965912 |
| &nbsp;&nbsp;20182 | Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974791 |
| &nbsp;&nbsp;19628 | Dow, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989055 |
| &nbsp;&nbsp;&nbsp;2221 | Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49417 |
| &nbsp;&nbsp;36950 | Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015386 |
| &nbsp;&nbsp;22734 | International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787278 |
| &nbsp;&nbsp;13241 | LyondellBasell Industries N.V. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099400 |
| &nbsp;&nbsp;42754 | Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017989 |
| &nbsp;&nbsp;13271 | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749250 |
| &nbsp;&nbsp;11565 | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479279 |
| &nbsp;&nbsp;11049 | Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236760 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Materials - 4.2% - (continued)** | **Materials - 4.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;4037 | RPM International, Inc. | $393406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98017 |
| 17215 | Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892426 |
| 23110 | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2257847 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18539742 |
|  | **Media & Entertainment - 3.5%** | **Media & Entertainment - 3.5%** |
| &nbsp;&nbsp;25304 | Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937021 |
| &nbsp;&nbsp;31503 | Alphabet, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779510 |
| &nbsp;&nbsp;&nbsp;&nbsp;554 | Charter Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187861 |
| &nbsp;&nbsp;31635 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106276 |
| &nbsp;&nbsp;11523 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407880 |
| &nbsp;&nbsp;18794 | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570774 |
| &nbsp;&nbsp;23416 | Liberty Global plc Class C<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454973 |
| &nbsp;&nbsp;16794 | Meta Platforms, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020990 |
| &nbsp;&nbsp;12451 | Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015628 |
| 185127 | Sirius XM Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081141 |
| &nbsp;&nbsp;&nbsp;4352 | Take-Two Interactive Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453174 |
| &nbsp;&nbsp;91779 | TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944797 |
| &nbsp;&nbsp;&nbsp;9436 | Walt Disney Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779825 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 11.9%** | **Pharmaceuticals, Biotechnology & Life Sciences - 11.9%** |
| &nbsp;&nbsp;33276 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377734 |
| &nbsp;&nbsp;&nbsp;8735 | Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294160 |
| &nbsp;&nbsp;38835 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794178 |
| &nbsp;&nbsp;&nbsp;2025 | Corteva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119030 |
| &nbsp;&nbsp;&nbsp;8871 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354541 |
| &nbsp;&nbsp;14670 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366873 |
| &nbsp;&nbsp;24617 | Exelixis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394857 |
| &nbsp;&nbsp;45431 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900251 |
| &nbsp;&nbsp;&nbsp;9072 | Incyte Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728663 |
| &nbsp;&nbsp;30583 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402487 |
| &nbsp;&nbsp;61364 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808336 |
| &nbsp;&nbsp;&nbsp;1787 | Moderna, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320981 |
| &nbsp;&nbsp;83230 | Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324614 |
| 112364 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757531 |
| &nbsp;&nbsp;&nbsp;4109 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964603 |
| &nbsp;&nbsp;&nbsp;3150 | Seagen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404807 |
| &nbsp;&nbsp;&nbsp;5060 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786491 |
| &nbsp;&nbsp;&nbsp;3848 | United Therapeutics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070090 |
| &nbsp;&nbsp;&nbsp;4922 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421375 |
| &nbsp;&nbsp;&nbsp;1105 | Waters Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378551 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52970153 |
|  | **Real Estate - 1.4%** | **Real Estate - 1.4%** |
| &nbsp;&nbsp;&nbsp;4130 | Agree Realty Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292941 |
| &nbsp;&nbsp;&nbsp;1718 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363976 |
| &nbsp;&nbsp;10534 | Americold Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298218 |
| &nbsp;&nbsp;&nbsp;8545 | Broadstone Net Lease, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138514 |
| &nbsp;&nbsp;&nbsp;2634 | Crown Castle, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357276 |
| &nbsp;&nbsp;10518 | Digital Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054640 |
| &nbsp;&nbsp;&nbsp;&nbsp;572 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374677 |
| &nbsp;&nbsp;&nbsp;1174 | Equity Residential REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69266 |
| &nbsp;&nbsp;&nbsp;3447 | Extra Space Storage, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507329 |
| &nbsp;&nbsp;&nbsp;8493 | Iron Mountain, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423376 |
| &nbsp;&nbsp;&nbsp;3381 | Public Storage REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947322 |
| &nbsp;&nbsp;&nbsp;2811 | Realty Income Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178302 |
| &nbsp;&nbsp;&nbsp;&nbsp;466 | SBA Communications Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130624 |
| &nbsp;&nbsp;&nbsp;3466 | Weyerhaeuser Co. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107446 |
| &nbsp;&nbsp;10495 | WP Carey, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820184 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6064091 |
|  | **Retailing - 6.5%** | **Retailing - 6.5%** |
| &nbsp;&nbsp;&nbsp;1539 | Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226279 |
| &nbsp;&nbsp;21046 | Amazon.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767864 |
| &nbsp;&nbsp;&nbsp;6661 | AutoNation, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714725 |
| &nbsp;&nbsp;&nbsp;&nbsp;932 | AutoZone, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298480 |
| &nbsp;&nbsp;27328 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191979 |

---

*30* 

------

Hartford Multifactor US Equity ETF

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Retailing - 6.5% - (continued)** | **Retailing - 6.5% - (continued)** |
| 11097 | Dollar General Corp. | $2732636 |
| 12610 | Dollar Tree, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1783559 |
| 11015 | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1911213 |
| 13525 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4272007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | Lithia Motors, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92747 |
| &nbsp;&nbsp;&nbsp;&nbsp;5194 | LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277412 |
| &nbsp;&nbsp;&nbsp;4510 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898572 |
| &nbsp;&nbsp;10247 | Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864446 |
| &nbsp;&nbsp;&nbsp;2472 | O'Reilly Automotive, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086442 |
| &nbsp;&nbsp;&nbsp;&nbsp;549 | Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165979 |
| &nbsp;&nbsp;10635 | Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585040 |
| &nbsp;&nbsp;&nbsp;7603 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605199 |
| &nbsp;&nbsp;10154 | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284345 |
| &nbsp;&nbsp;&nbsp;&nbsp;563 | Ulta Beauty, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264087 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29023011 |
|  | **Semiconductors & Semiconductor Equipment - 3.9%** | **Semiconductors & Semiconductor Equipment - 3.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;939 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154024 |
| &nbsp;&nbsp;&nbsp;2477 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241210 |
| &nbsp;&nbsp;&nbsp;7546 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219195 |
| &nbsp;&nbsp;&nbsp;8996 | Cirrus Logic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670022 |
| &nbsp;&nbsp;80264 | Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121378 |
| &nbsp;&nbsp;&nbsp;2976 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122041 |
| &nbsp;&nbsp;&nbsp;&nbsp;425 | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178628 |
| &nbsp;&nbsp;14664 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732907 |
| &nbsp;&nbsp;&nbsp;1187 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419735 |
| &nbsp;&nbsp;12546 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833472 |
| &nbsp;&nbsp;&nbsp;8827 | Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633072 |
| &nbsp;&nbsp;11809 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298282 |
| &nbsp;&nbsp;&nbsp;5856 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533657 |
| &nbsp;&nbsp;10319 | Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901365 |
| &nbsp;&nbsp;12997 | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147364 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17206352 |
|  | **Software & Services - 12.0%** | **Software & Services - 12.0%** |
| &nbsp;&nbsp;15039 | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013007 |
| &nbsp;&nbsp;&nbsp;8951 | Adobe, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012280 |
| &nbsp;&nbsp;19480 | Akamai Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642164 |
| &nbsp;&nbsp;&nbsp;5043 | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204571 |
| &nbsp;&nbsp;&nbsp;2342 | Black Knight, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144618 |
| &nbsp;&nbsp;13638 | Box, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424551 |
| &nbsp;&nbsp;10427 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398573 |
| &nbsp;&nbsp;&nbsp;6343 | Cadence Design Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018940 |
| &nbsp;&nbsp;33486 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915064 |
| &nbsp;&nbsp;&nbsp;7673 | Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021737 |
| &nbsp;&nbsp;15453 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090055 |
| &nbsp;&nbsp;61413 | Dropbox, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374423 |
| &nbsp;&nbsp;&nbsp;2295 | ExlService Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388842 |
| &nbsp;&nbsp;&nbsp;&nbsp;507 | Fiserv, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51242 |
| &nbsp;&nbsp;10089 | Fortinet, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493251 |
| &nbsp;&nbsp;&nbsp;1697 | Gartner, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570430 |
| &nbsp;&nbsp;21868 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080982 |
| &nbsp;&nbsp;&nbsp;&nbsp;588 | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228861 |
| &nbsp;&nbsp;15112 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653063 |
| &nbsp;&nbsp;&nbsp;9016 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135134 |
| &nbsp;&nbsp;26399 | MAXIMUS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935839 |
| &nbsp;&nbsp;17789 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266158 |
| &nbsp;&nbsp;77291 | Nortonlifelock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656346 |
| &nbsp;&nbsp;26733 | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185155 |
| &nbsp;&nbsp;&nbsp;1384 | Palo Alto Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193123 |
| &nbsp;&nbsp;15087 | Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743454 |
| &nbsp;&nbsp;&nbsp;6612 | Qualys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742065 |
| &nbsp;&nbsp;&nbsp;1731 | Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747948 |
| &nbsp;&nbsp;&nbsp;&nbsp;368 | ServiceNow, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142883 |
| &nbsp;&nbsp;&nbsp;2796 | Synopsys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892735 |
| &nbsp;&nbsp;&nbsp;5775 | Teradata Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194386 |
| &nbsp;&nbsp;&nbsp;7697 | VeriSign, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581272 |
| &nbsp;&nbsp;17132 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559344 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Software & Services - 12.0% - (continued)** | **Software & Services - 12.0% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;9125 | VMware, Inc. Class A<sup>\*</sup> | $1120185 |
| 214179 | Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2949245 |
| &nbsp;&nbsp;&nbsp;&nbsp;9166 | Zoom Video Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620905 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53392831 |
|  | **Technology Hardware & Equipment - 8.5%** | **Technology Hardware & Equipment - 8.5%** |
| 32840 | Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366144 |
| &nbsp;&nbsp;10825 | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824216 |
| &nbsp;&nbsp;27423 | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563070 |
| &nbsp;&nbsp;&nbsp;&nbsp;765 | Arista Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92833 |
| &nbsp;&nbsp;12539 | Arrow Electronics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311203 |
| &nbsp;&nbsp;60555 | Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517877 |
| &nbsp;&nbsp;&nbsp;5717 | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020942 |
| &nbsp;&nbsp;&nbsp;5697 | Ciena Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290433 |
| &nbsp;&nbsp;54321 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587852 |
| &nbsp;&nbsp;47824 | Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527499 |
| &nbsp;&nbsp;66984 | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694096 |
| 219117 | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497107 |
| 129802 | HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487780 |
| &nbsp;&nbsp;13602 | Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927656 |
| &nbsp;&nbsp;55668 | Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779149 |
| &nbsp;&nbsp;&nbsp;9183 | Keysight Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570936 |
| &nbsp;&nbsp;&nbsp;1639 | Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360908 |
| &nbsp;&nbsp;&nbsp;8122 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093121 |
| &nbsp;&nbsp;29068 | NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745824 |
| &nbsp;&nbsp;&nbsp;&nbsp;659 | Rogers Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78645 |
| &nbsp;&nbsp;40514 | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131442 |
| &nbsp;&nbsp;&nbsp;4649 | TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533705 |
| &nbsp;&nbsp;72148 | Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394621 |
| &nbsp;&nbsp;&nbsp;8160 | Western Digital Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257448 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37654507 |
|  | **Telecommunication Services - 2.5%** | **Telecommunication Services - 2.5%** |
| 177062 | AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259711 |
| 135793 | Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708840 |
| &nbsp;&nbsp;&nbsp;8614 | T-Mobile U.S., Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205960 |
| 147865 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825881 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000392 |
|  | **Transportation - 2.6%** | **Transportation - 2.6%** |
| &nbsp;&nbsp;20428 | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870388 |
| &nbsp;&nbsp;18226 | Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894046 |
| &nbsp;&nbsp;&nbsp;3976 | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688643 |
| &nbsp;&nbsp;&nbsp;5060 | J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882262 |
| &nbsp;&nbsp;14424 | Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755962 |
| &nbsp;&nbsp;14754 | Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403427 |
| &nbsp;&nbsp;16706 | Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396120 |
| &nbsp;&nbsp;10786 | United Parcel Service, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875038 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765886 |
|  | **Utilities - 4.5%** | **Utilities - 4.5%** |
| &nbsp;&nbsp;11470 | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633259 |
| &nbsp;&nbsp;10341 | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919522 |
| &nbsp;&nbsp;12173 | American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155826 |
| &nbsp;&nbsp;&nbsp;&nbsp;602 | American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91757 |
| &nbsp;&nbsp;&nbsp;7550 | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846128 |
| &nbsp;&nbsp;19081 | CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208400 |
| &nbsp;&nbsp;17904 | Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706430 |
| &nbsp;&nbsp;10604 | Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650237 |
| &nbsp;&nbsp;&nbsp;1743 | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204855 |
| &nbsp;&nbsp;&nbsp;8469 | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872222 |
| &nbsp;&nbsp;&nbsp;9668 | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615078 |
| &nbsp;&nbsp;&nbsp;3557 | Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400163 |
| &nbsp;&nbsp;&nbsp;8131 | Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511684 |
| &nbsp;&nbsp;&nbsp;6276 | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526180 |
| &nbsp;&nbsp;23077 | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997619 |
| &nbsp;&nbsp;13828 | FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579946 |
| &nbsp;&nbsp;19089 | Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798875 |
| &nbsp;&nbsp;&nbsp;1948 | IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210092 |

---

*31* 

------

Hartford Multifactor US Equity ETF

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** | **COMMON STOCKS - 99.8% - (continued)** |
|  | **Utilities - 4.5% - (continued)** | **Utilities - 4.5% - (continued)** | **Utilities - 4.5% - (continued)** |
| 12732 | National Fuel Gas Co. | National Fuel Gas Co. | $805936 |
| 10864 | NiSource, Inc. | NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297891 |
| 37402 | NRG Energy, Inc. | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1190132 |
| 12680 | OGE Energy Corp. | OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501494 |
| &nbsp;&nbsp;&nbsp;&nbsp;1479 | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112463 |
| &nbsp;&nbsp;&nbsp;&nbsp;9743 | Portland General Electric Co. | Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477407 |
| &nbsp;&nbsp;&nbsp;8425 | Southern Co. | Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601629 |
| &nbsp;&nbsp;&nbsp;1513 | Southwest Gas Holdings, Inc. | Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93624 |
| &nbsp;&nbsp;10548 | Spire, Inc. | Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726335 |
| &nbsp;&nbsp;10611 | UGI Corp. | UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393350 |
| &nbsp;&nbsp;11044 | WEC Energy Group, Inc. | WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035485 |
| &nbsp;&nbsp;13440 | Xcel Energy, Inc. | Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942278 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20106297 |
|  | Total Common Stocks<br> (cost $444,737,726) |  | &nbsp;&nbsp;&nbsp;&nbsp;$443984761 |
| **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** |
|  | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** |
| 164900 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$164900 |
| 549669 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549669 |
| 164901 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164901 |
| 164901 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164901 |
|  | Total Short-Term Investments<br> (cost $1,044,371) | Total Short-Term Investments<br> (cost $1,044,371) | &nbsp;&nbsp;&nbsp;$1044371 |
|  | Total Investments<br> (cost $445,782,097) | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$445029132 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67822 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$445096954 |

---

---

| | |
|:---|:---|
| 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. <br> <sup>(1)</sup> Represents entire or partial securities on loan. <br> <sup>(2)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;S&P 500 (E-Mini) Future | &nbsp;&nbsp;5 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$965250 | &nbsp;&nbsp;$(37067) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(37067) |

---

<sup>†</sup> For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

*32* 

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Hartford Multifactor US Equity ETF

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$561926 | &nbsp;&nbsp;&nbsp;&nbsp;$561926 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10126270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10126270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6446873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6446873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12015125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12015125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12111304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12111304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17021550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17021550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25629883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25629883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7686658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7686658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31251385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31251385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18539742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18539742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52970153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52970153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6064091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6064091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29023011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29023011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17206352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17206352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53392831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53392831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37654507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37654507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11765886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20106297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20106297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$445029132 | &nbsp;&nbsp;$445029132 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37067) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37067) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the period ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

*33* 

------

Hartford Multifactor ETFs

#### GLOSSARY: (abbreviations used in preceding Schedule of Investments)

------

---

| | |
|:---|:---|
| **Index Abbreviations:** | **Index Abbreviations:** |
| EAFE | Europe, Australasia and Far East |
| S&P | Standard & Poor's |
| **Other Abbreviations:** | **Other Abbreviations:** |
| ADR | American Depositary Receipt |
| Bhd | Berhad |
| GDR | Global Depositary Receipt |
| KGaA | Kommanditgesellschaft Auf Aktien |
| NVDR | Non-Voting Depositary Receipt |
| PJSC | Private Joint Stock Company |
| PT | Perseroan Terbatas |
| REIT | Real Estate Investment Trust |
| Tbk | Terbuka |

---

*34* 

------

Hartford Multifactor ETFs

#### Notes to the Schedules of Investments<br> December 31, 2022 (Unaudited)

------

---

| | |
|:---|:---|
| **1.** | **Investment Valuation and Fair Value Measurements:** |
|  | The net asset value per share ("NAV") is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the "NYSE Close") on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept creation and redemption orders from Authorized Participants and calculate each Fund's NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund's net assets attributable to the shares by the number of shares outstanding. Information that becomes known to a Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
|  | For purposes of calculating the NAV, portfolio securities and other assets held in a Fund's portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
|  | With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). |
|  | If market prices are not readily available or deemed unreliable, a Fund will use the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board of the Trust ("Valuation Procedures"). |
|  | The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment's fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. |
|  | Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund. |
|  | Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. |
|  | Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. |
|  | Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund. |
|  | Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date. |
|  | Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. |
|  | Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. |

---

------

Hartford Multifactor ETFs

#### Notes to the Schedules of Investments – (continued)<br> December 31, 2022 (Unaudited)

------

U.S. Generally Accepted Accounting Principles ("U.S. GAAP") defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund's investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange
traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by
observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests,
which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require
significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments
along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been
halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices
are a reasonable representation of exit price.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund's Schedule of Investments.

Geopolitical events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund's investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

**Item A.2. Information about the Series.**

- **a. Name of Series:** Hartford Multifactor Developed Markets (ex-US) ETF

- **b. EDGAR series identifier (if any):** S000047583

- **c. LEI of Series:** 5493007Y640K05LXPU24

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1443387976.96

**Total Liabilities:** $13733569.96

**Net Assets:** $1429654407.00

**Cash Not Reported:** $4588435.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149406 | 4.44%                | 9.29%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $404596.69               | $52726906.67                               |
| Month 2  | $749150.43               | $115266118.01                              |
| Month 3  | $-4615307.74             | $9273626.44                                |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| B2Gold Corp                                            | B2Gold Corp                                                         | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    408100 | NS      | $1448733.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                            | Swedish Orphan Biovitrum AB                                         | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |    169377 | NS      | $3506369.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd                             | Harvey Norman Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |    955110 | NS      | $2675033.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                         | Kingfisher PLC                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1947393 | NS      | $5530689.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                             | BOC Hong Kong Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1953500 | NS      | $6657710.81   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Ltd                                   | Kerry Properties Ltd                                                | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |    374500 | NS      | $815700.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                               | L E Lundbergforetagen AB                                            | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |     39468 | NS      | $1682205.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba Corp                                           | Toshiba Corp                                                        | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |     12800 | NS      | $446537.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                    | Imperial Brands PLC                                                 | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    324291 | NS      | $8078759.44   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Aozora Bank Ltd                                        | Aozora Bank Ltd                                                     | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     75188 | NS      | $1478743.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                      | LEG Immobilien SE                                                   | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     28462 | NS      | $1848686.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                               | Kone Oyj                                                            | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     87494 | NS      | $4510154.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                           | BT Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1183708 | NS      | $1595460.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                       | Seiko Epson Corp                                                    | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |    397800 | NS      | $5806683.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                            | ITOCHU Corp                                                         | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     57271 | NS      | $1799579.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                          | SoftBank Corp                                                       | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    198000 | NS      | $2232930.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      4648 | NS      | $1654848.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Etablissements Franz Colruyt NV                        | Etablissements Franz Colruyt NV                                     | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |    125797 | NS      | $2859669.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                         | Sumitomo Rubber Industries Ltd                                      | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |    318900 | NS      | $2784287.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                     | MS&AD Insurance Group Holdings Inc                                  | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     69800 | NS      | $2234531.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                              | Amundi SA                                                           | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |     18379 | NS      | $1039593.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of East Asia Ltd/The                              | Bank of East Asia Ltd/The                                           | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |    535000 | NS      | $648447.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                             | Yokohama Rubber Co Ltd/The                                          | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |    167700 | NS      | $2615685.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                              | Ampol Ltd                                                           | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |    181681 | NS      | $3484293.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp                                             | Azbil Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41400 | NS      | $1043275.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                    | Yamaha Motor Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     92346 | NS      | $2106646.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strauss Group Ltd                                      | Strauss Group Ltd                                                   | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |     22580 | NS      | $596992.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                               | Aegon NV                                                            | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    405698 | NS      | $2051463.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                               | Volvo AB                                                            | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     23447 | NS      | $424136.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                   | Swire Properties Ltd                                                | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |    350600 | NS      | $891216.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                             | Skanska AB                                                          | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |    136725 | NS      | $2165135.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                          | Marubeni Corp                                                       | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    334900 | NS      | $3845340.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Haseko Corp                                            | Haseko Corp                                                         | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |    232600 | NS      | $2596686.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                             | Suzuken Co Ltd/Aichi Japan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59882 | NS      | $1620211.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                        | Atco Ltd/Canada                                                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |     44285 | NS      | $1385142.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                | ASX Ltd                                                             | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |     11611 | NS      | $535589.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals Inc                                   | Mitsui Chemicals Inc                                                | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |    115900 | NS      | $2613229.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                        | BAE Systems PLC                                                     | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |   1138289 | NS      | $11720765.72  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                               | Snam SpA                                                            | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    293257 | NS      | $1416853.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                             | Aisin Corp                                                          | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     99700 | NS      | $2667331.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                           | Ricoh Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     99200 | NS      | $757091.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN INC                                             | TOPPAN INC                                                          | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |    229900 | NS      | $3404635.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                    | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     71876 | NS      | $6506742.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                           | Cochlear Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      4765 | NS      | $659590.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                | Toromont Industries Ltd                                             | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |     39312 | NS      | $2834920.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                              | Enagas SA                                                           | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |     60816 | NS      | $1007663.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd           | Bezeq The Israeli Telecommunication Corp Ltd                        | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |   1483154 | NS      | $2549335.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                           | British American Tobacco PLC                                        | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     26881 | NS      | $1061078.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                              | Land Securities Group PLC                                           | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |     88900 | NS      | $664511.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    240500 | NS      | $1620406.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP PLC                                           | RS GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     28517 | NS      | $307184.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Logistics Network Ltd                            | Kerry Logistics Network Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    252000 | NS      | $453312.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                           | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     51984 | NS      | $2592442.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                            | Rohto Pharmaceutical Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $228580.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                              | Tesco PLC                                                           | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   1852178 | NS      | $4995143.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Electrolux AB                                          | Electrolux AB                                                       | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |    396498 | NS      | $5357165.74   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                    | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    403062 | NS      | $2968157.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                            | Otsuka Corp                                                         | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      9200 | NS      | $289711.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                           | Gaztransport Et Technigaz SA                                        | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |     24506 | NS      | $2610170.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                         | Wesfarmers Ltd                                                      | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    166343 | NS      | $5178900.81   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                  | Check Point Software Technologies Ltd                               | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |     10418 | NS      | $1314334.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                        | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     30349 | NS      | $1526715.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                            | Japan Post Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     73600 | NS      | $1294672.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                      | Sonova Holding AG                                                   | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      8919 | NS      | $2114069.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                              | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      3818 | NS      | $392765.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                    | Tourmaline Oil Corp                                                 | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |     36128 | NS      | $1821664.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                                    | Sanwa Holdings Corp                                                 | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |    130600 | NS      | $1208553.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                            | Italgas SpA                                                         | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    498669 | NS      | $2762140.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                             | Acciona SA                                                          | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |     22094 | NS      | $4053369.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Swiss Life Holding AG                                  | Swiss Life Holding AG                                               | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      6196 | NS      | $3193096.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                       | ASR Nederland NV                                                    | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |    106352 | NS      | $5033907.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmi AG                                                | Emmi AG                                                             | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |      1107 | NS      | $936857.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                           | Ferguson PLC                                                        | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |     22479 | NS      | $2822975.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                           | Carrefour SA                                                        | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    540796 | NS      | $9026849.27   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                            | Daiwa House Industry Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36700 | NS      | $845286.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                      | Constellation Software Inc/Canada                                   | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      1008 | NS      | $1572657.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                       | CLP Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    372480 | NS      | $2717856.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                 | BKW AG                                                              | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |     11537 | NS      | $1577421.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     46645 | NS      | $2650883.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    511891 | NS      | $4601723.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                           | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     67797 | NS      | $1896923.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohgo Security Services Co Ltd                         | Sohgo Security Services Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $490431.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                           | Quebecor Inc                                                        | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    153153 | NS      | $3413572.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                                 | Ramsay Health Care Ltd                                              | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     64509 | NS      | $2830416.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC-Mart Inc                                           | ABC-Mart Inc                                                        | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |     51505 | NS      | $2915929.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                            | Covestro AG                                                         | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     60838 | NS      | $2373166.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                               | Jeronimo Martins SGPS SA                                            | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |    234011 | NS      | $5039917.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SimCorp A/S                                            | SimCorp A/S                                                         | CUSIP: 000000000<br>LEI: 5299000WVEJNSG42AK88 | Long             | EC               | CORP              | DK        |      7939 | NS      | $544849.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                          | TMX Group Ltd                                                       | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     26379 | NS      | $2638386.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                             | ANDRITZ AG                                                          | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     46176 | NS      | $2639014.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                | Bank Leumi Le-Israel BM                                             | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    642079 | NS      | $5333522.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                            | Randstad NV                                                         | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |    120331 | NS      | $7314985.63   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     96094 | NS      | $12936009.24  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Incitec Pivot Ltd                                      | Incitec Pivot Ltd                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |    755120 | NS      | $1925438.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                              | West Fraser Timber Co Ltd                                           | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     36849 | NS      | $2658937.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NWS Holdings Ltd                                       | NWS Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | EC               | CORP              | BM        |    512000 | NS      | $442795.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co PLC/The                                | British Land Co PLC/The                                             | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |     50494 | NS      | $239980.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                               | Mizrahi Tefahot Bank Ltd                                            | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     93860 | NS      | $3029801.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                     | Hang Seng Bank Ltd                                                  | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |    232510 | NS      | $3866750.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                             | Getinge AB                                                          | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |    224530 | NS      | $4661052.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                        | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    196617 | NS      | $2293544.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                          | Sumitomo Heavy Industries Ltd                                       | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     41700 | NS      | $835611.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                 | DBS Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    142909 | NS      | $3614280.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Investments Ltd                                | Premier Investments Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     73461 | NS      | $1237468.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                    | Helvetia Holding AG                                                 | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |     26449 | NS      | $3081714.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                            | Fujitsu Ltd                                                         | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     38448 | NS      | $5132907.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd                                          | UOL Group Ltd                                                       | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |    147300 | NS      | $738037.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                           | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     59150 | NS      | $3827211.71   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     25508 | NS      | $1031088.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                          | ICL Group Ltd                                                       | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |    440986 | NS      | $3180698.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                  | Dexus                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   1061539 | NS      | $5579090.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                   | ZIM Integrated Shipping Services Ltd                                | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |    215404 | NS      | $3702794.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Orange SA                                              | Orange SA                                                           | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    604539 | NS      | $5988045.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                | Bank of Nova Scotia/The                                             | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     54750 | NS      | $2680626.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                          | Proximus SADP                                                       | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    314122 | NS      | $3015878.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                            | Hitachi Ltd                                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     29673 | NS      | $1504733.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                             | Vivendi SE                                                          | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    122012 | NS      | $1160756.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                           | Metro Inc/CN                                                        | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |    127665 | NS      | $7063762.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                            | Reckitt Benckiser Group PLC                                         | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     22033 | NS      | $1525011.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                          | Jardine Matheson Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     40326 | NS      | $2052593.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                             | Dai Nippon Printing Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    105700 | NS      | $2122892.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                     | Barry Callebaut AG                                                  | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       500 | NS      | $988434.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                               | Tele2 AB                                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     80551 | NS      | $657890.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                           | Santen Pharmaceutical Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    379200 | NS      | $3086595.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group PLC                                            | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   4266112 | NS      | $2330308.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                            | Ageas SA/NV                                                         | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     43453 | NS      | $1920860.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                           | Enbridge Inc                                                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     56241 | NS      | $2196593.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                              | Orkla ASA                                                           | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    402491 | NS      | $2898458.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     31310 | NS      | $9830906.83   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Brembo SpA                                             | Brembo SpA                                                          | CUSIP: 000000000<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | IT        |    129384 | NS      | $1442988.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                   | Woolworths Group Ltd                                                | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    299151 | NS      | $6808292.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                           | Securitas AB                                                        | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |    707580 | NS      | $5905384.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Metcash Ltd                                            | Metcash Ltd                                                         | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |   1083896 | NS      | $2925475.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                              | Canon Inc                                                           | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |    364103 | NS      | $7879768.97   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                      | Telefonica Deutschland Holding AG                                   | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |   1221816 | NS      | $3003071.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                             | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     39390 | NS      | $1964480.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                 | Otsuka Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    117800 | NS      | $3843487.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                       | Tokyo Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |    243396 | NS      | $4768491.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                      | Nippon Telegraph & Telephone Corp                                   | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    115206 | NS      | $3284739.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                              | Essity AB                                                           | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |    113228 | NS      | $2969932.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |   1818000 | NS      | $2229131.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                           | 3i Group PLC                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    190604 | NS      | $3075759.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                         | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     30245 | NS      | $1927699.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                          | Dollarama Inc                                                       | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     33916 | NS      | $1982219.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    314495 | NS      | $11051354.30  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DKSH Holding AG                                        | DKSH Holding AG                                                     | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     24717 | NS      | $1875414.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                          | Empire Co Ltd                                                       | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |    121175 | NS      | $3189121.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     84041 | NS      | $5260477.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Dechra Pharmaceuticals PLC                             | Dechra Pharmaceuticals PLC                                          | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |     10459 | NS      | $329374.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                 | Canadian Tire Corp Ltd                                              | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     27311 | NS      | $2852139.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BIPROGY Inc                                            | BIPROGY Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $250979.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    889656 | NS      | $2838084.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                 | OCI NV                                                              | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |    140007 | NS      | $4993696.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                       | Medibank Pvt Ltd                                                    | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    681329 | NS      | $1363027.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                   | Power Corp of Canada                                                | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    293700 | NS      | $6903830.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                 | Sumitomo Pharma Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |    212500 | NS      | $1608909.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                            | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    104455 | NS      | $2874848.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     12829 | NS      | $191739.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard Inc                                        | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    114199 | NS      | $5014827.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                              | Finning International Inc                                           | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     40683 | NS      | $1010657.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                 | SGS SA                                                              | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      1131 | NS      | $2628242.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                             | Eurazeo SE                                                          | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |     25625 | NS      | $1588934.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EAFE MAR23                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        68 | NC      | $-93153.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                                 | Japan Post Bank Co Ltd                                              | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    616500 | NS      | $5270468.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Government Fund | Goldman Sachs Financial Square Funds - Government Fund              | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1998806 | NS      | $1998806.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage SA                               | Shurgard Self Storage SA                                            | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |      9413 | NS      | $430471.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                             | Dai-ichi Life Holdings Inc                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     64600 | NS      | $1465856.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Portfolio                  | Invesco Government & Agency Portfolio                               | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1998806 | NS      | $1998806.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rinnai Corp                                            | Rinnai Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34200 | NS      | $2547925.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp Ltd                                        | Keppel Corp Ltd                                                     | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    204100 | NS      | $1104806.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                              | Orion Oyj                                                           | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     99072 | NS      | $5417838.09   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Smith PLC                                           | DS Smith PLC                                                        | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |     87330 | NS      | $337733.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                            | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |    102426 | NS      | $2430611.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                      | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |     12119 | NS      | $2406370.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                             | Daiwa Securities Group Inc                                          | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    192417 | NS      | $850196.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co Ltd                                         | Kuraray Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |    187600 | NS      | $1504269.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                        | Kerry Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      6614 | NS      | $594632.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe   | Vienna Insurance Group AG Wiener Versicherung Gruppe                | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      8595 | NS      | $205016.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                           | Spirax-Sarco Engineering PLC                                        | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      2427 | NS      | $309898.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                              | Power Assets Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |    246000 | NS      | $1347414.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                              | Woodside Energy Group Ltd                                           | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     26782 | NS      | $643668.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                       | Sino Land Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |   1163715 | NS      | $1455212.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                     | Sumitomo Mitsui Trust Holdings Inc                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      9300 | NS      | $323380.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    116620 | NS      | $3242874.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                            | NIPPON EXPRESS HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40900 | NS      | $2337231.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                              | Elisa Oyj                                                           | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |     34131 | NS      | $1801644.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Somfy SA                                               | Somfy SA                                                            | CUSIP: 000000000<br>LEI: 969500D830K8WFLKFS83 | Long             | EC               | CORP              | FR        |      4407 | NS      | $672581.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Properties Real Estate Investment Trust         | Choice Properties Real Estate Investment Trust                      | CUSIP: 17039A106<br>LEI: 5493007MYGFSLOZGT937 | Long             | EC               |  | CA        |    134362 | NS      | $1463657.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                           | Amada Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     34600 | NS      | $271146.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     98952 | NS      | $6708945.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                     | SITC International Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |   1603000 | NS      | $3565439.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                      | Admiral Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     98201 | NS      | $2524353.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                   | Dassault Aviation SA                                                | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |     23749 | NS      | $4009754.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                              | Stockland                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   1170573 | NS      | $2881581.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pirelli & C SpA                                        | Pirelli & C SpA                                                     | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |    419758 | NS      | $1793738.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co Ltd                                       | Shimamura Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50440 | NS      | $5007874.49   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cofinimmo SA                                           | Cofinimmo SA                                                        | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               |  | BE        |      5887 | NS      | $525878.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                  | Great-West Lifeco Inc                                               | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |    288085 | NS      | $6654902.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PLC                        | Direct Line Insurance Group PLC                                     | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |   2174692 | NS      | $5789070.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                      | Telstra Group Ltd                                                   | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   2191690 | NS      | $5930315.41   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                            | Suntory Beverage & Food Ltd                                         | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     24607 | NS      | $839224.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                            | Subaru Corp                                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    188893 | NS      | $2902577.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                          | Endeavour Group Ltd/Australia                                       | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    936362 | NS      | $4076660.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                            | Sun Hung Kai Properties Ltd                                         | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    519000 | NS      | $7101800.78   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                        | Mitsui & Co Ltd                                                     | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     57800 | NS      | $1687850.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                    | Astellas Pharma Inc                                                 | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    366665 | NS      | $5575909.07   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                     | Smith & Nephew PLC                                                  | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     90281 | NS      | $1204906.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                 | Zensho Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     83653 | NS      | $2098536.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     46125 | NS      | $4333527.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                | Sekisui Chemical Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    102465 | NS      | $1432778.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                              | Emera Inc                                                           | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     65178 | NS      | $2489362.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Marketing Japan Inc                              | Canon Marketing Japan Inc                                           | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     55097 | NS      | $1248133.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      9425 | NS      | $1331788.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                              | Nestle SA                                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     37566 | NS      | $4350217.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd                                 | Yamada Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |   1828757 | NS      | $6472617.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                | Saab AB                                                             | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     31271 | NS      | $1232592.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                                       | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |     34027 | NS      | $981239.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                              | Kesko Oyj                                                           | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |    118366 | NS      | $2604843.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fletcher Building Ltd                                  | Fletcher Building Ltd                                               | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |    342668 | NS      | $1034092.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                   | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     56793 | NS      | $5925458.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSYS Holdings Corp                                   | COMSYS Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |     17400 | NS      | $305286.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                | A2A SpA                                                             | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |   2451481 | NS      | $3257345.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                             | Geberit AG                                                          | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      4451 | NS      | $2095125.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                       | Osaka Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |    344251 | NS      | $5557274.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisho Pharmaceutical Holdings Co Ltd                  | Taisho Pharmaceutical Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67700 | NS      | $2975936.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings Inc                                | Sega Sammy Holdings Inc                                             | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |    101100 | NS      | $1530158.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                   | Koninklijke Vopak NV                                                | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |    136253 | NS      | $4035292.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| De' Longhi SpA                                         | De' Longhi SpA                                                      | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |     49667 | NS      | $1112088.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                       | McDonald's Holdings Co Japan Ltd                                    | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |     20600 | NS      | $779847.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                           | Secom Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     10500 | NS      | $600261.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUCHS PETROLUB SE                                      | FUCHS PETROLUB SE                                                   | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |     41594 | NS      | $1453367.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                              | Link REIT                                                           | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |    276978 | NS      | $2033432.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                          | Assa Abloy AB                                                       | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     12643 | NS      | $271437.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                               | Engie SA                                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    395758 | NS      | $5654723.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                              | Hikma Pharmaceuticals PLC                                           | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    315391 | NS      | $5888039.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                     | Sage Group PLC/The                                                  | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |    772960 | NS      | $6932543.46   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                              | Repsol SA                                                           | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    230594 | NS      | $3654604.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                    | Resona Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    463466 | NS      | $2540290.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd                                                         | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      7204 | NS      | $525565.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First International Bank Of Israel Ltd/The             | First International Bank Of Israel Ltd/The                          | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |     39875 | NS      | $1570816.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                    | Fresenius Medical Care AG & Co KGaA                                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |    186139 | NS      | $6072937.15   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Business Consultants Co Ltd                       | OBIC Business Consultants Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15400 | NS      | $501292.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                                  | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |   2118276 | NS      | $6533506.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                   | Thomson Reuters Corp                                                | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     13264 | NS      | $1512053.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                  | Kongsberg Gruppen ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     27483 | NS      | $1159469.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                    | BlueScope Steel Ltd                                                 | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |    437149 | NS      | $4992261.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                 | Fresenius SE & Co KGaA                                              | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |    107387 | NS      | $3008479.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                              | Arkema SA                                                           | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     17554 | NS      | $1571449.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                          | Schroders PLC                                                       | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    370200 | NS      | $1941567.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                             | Salmar ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |     24076 | NS      | $940457.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Logistics & Commercial Trust                   | Frasers Logistics & Commercial Trust                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |   1240100 | NS      | $1072558.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                                          | NTT Data Corp                                                       | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |     79300 | NS      | $1161147.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                             | Japan Post Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    231181 | NS      | $1943956.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Water Inc                                          | Air Water Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    146100 | NS      | $1699674.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iwatani Corp                                           | Iwatani Corp                                                        | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |     44100 | NS      | $1935192.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                | SSE PLC                                                             | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    264859 | NS      | $5454414.98   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                            | Bayerische Motoren Werke AG                                         | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     19499 | NS      | $1735162.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp                                             | Nikon Corp                                                          | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |    413900 | NS      | $3689009.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC U.S. Government Money Market Fund                 | HSBC U.S. Government Money Market Fund                              | CUSIP: 40428X107<br>LEI: 213800MK2OTSN7TSAV83 | Long             | STIV             | RF                | US        |   6662688 | NS      | $6662687.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                          | Novozymes A/S                                                       | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     20978 | NS      | $1059459.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                          | GPT Group/The                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   1701030 | NS      | $4844924.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                      | Japan Tobacco Inc                                                   | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |    117800 | NS      | $2375730.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                            | Swisscom AG                                                         | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |     19586 | NS      | $10724456.98  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                              | Aviva PLC                                                           | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    131252 | NS      | $699106.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inchcape PLC                                           | Inchcape PLC                                                        | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |    102663 | NS      | $1012645.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediclinic International PLC                           | Mediclinic International PLC                                        | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |    421272 | NS      | $2523606.39   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG                                                | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      9638 | NS      | $1737590.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Austevoll Seafood ASA                                  | Austevoll Seafood ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     49538 | NS      | $444791.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                    | Fisher & Paykel Healthcare Corp Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    230633 | NS      | $3296522.09   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                            | Bendigo & Adelaide Bank Ltd                                         | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |    614130 | NS      | $4085592.91   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |    103919 | NS      | $1330890.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                  | PSP Swiss Property AG                                               | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |     32101 | NS      | $3764546.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                          | Rio Tinto PLC                                                       | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    109818 | NS      | $7659164.95   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                              | Ono Pharmaceutical Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     95900 | NS      | $2240779.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                   | Galp Energia SGPS SA                                                | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |    121130 | NS      | $1630169.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                            | Bouygues SA                                                         | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |    334676 | NS      | $10015405.79  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                     | Honda Motor Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    116000 | NS      | $2665595.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    369284 | NS      | $10578131.80  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                                                | BCE Inc                                                             | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     98921 | NS      | $4343193.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                                            | Kajima Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    290200 | NS      | $3378280.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                  | Mineral Resources Ltd                                               | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |     28061 | NS      | $1469082.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    666269 | NS      | $666268.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                        | J Sainsbury PLC                                                     | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   2272467 | NS      | $5950941.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Glanbia PLC                                            | Glanbia PLC                                                         | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     26927 | NS      | $342554.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                           | Mirvac Group                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   2206196 | NS      | $3186760.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                  | IG Group Holdings PLC                                               | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    271657 | NS      | $2555390.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Topdanmark AS                                          | Topdanmark AS                                                       | CUSIP: 000000000<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |     18472 | NS      | $968687.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify NV                                             | Signify NV                                                          | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     69430 | NS      | $2325230.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                              | Logitech International SA                                           | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     85675 | NS      | $5283847.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                                      | Sekisui House Ltd                                                   | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |    279548 | NS      | $4943917.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Allreal Holding AG                                     | Allreal Holding AG                                                  | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |      7989 | NS      | $1298687.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                            | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |     34820 | NS      | $3734743.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Spark Plug Co Ltd                                  | NGK Spark Plug Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |    155900 | NS      | $2881807.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                | CSL Ltd                                                             | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     15586 | NS      | $3041521.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                                 | FUJIFILM Holdings Corp                                              | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     87420 | NS      | $4389385.73   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                 | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     92500 | NS      | $3712759.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                             | Boliden AB                                                          | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     92586 | NS      | $3476584.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                                  | Spark New Zealand Ltd                                               | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    705461 | NS      | $2401610.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                              | Mondi PLC                                                           | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     73237 | NS      | $1241724.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                  | Yangzijiang Shipbuilding Holdings Ltd                               | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   8513300 | NS      | $8632633.46   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                           | WH Group Ltd                                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   6217292 | NS      | $3616487.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                           | Carlsberg AS                                                        | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      1181 | NS      | $156475.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaSorin SpA                                           | DiaSorin SpA                                                        | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |      6542 | NS      | $910445.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                          | Hydro One Ltd                                                       | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |    159086 | NS      | $4258496.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                            | Swiss Re AG                                                         | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     10333 | NS      | $965842.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                           | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      9679 | NS      | $4627131.11   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                              | Danone SA                                                           | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     91793 | NS      | $4822867.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                          | Telefonica SA                                                       | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    994484 | NS      | $3592712.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      8803 | NS      | $1887455.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Group AG                                           | SFS Group AG                                                        | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |      9074 | NS      | $858165.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                             | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    410307 | NS      | $4087358.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp Japan                                      | Oracle Corp Japan                                                   | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |     21400 | NS      | $1381848.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                                               | Hera SpA                                                            | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    800444 | NS      | $2151914.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd                                           | JB Hi-Fi Ltd                                                        | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |    198984 | NS      | $5660774.99   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    209399 | NS      | $3893979.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                             | Tosoh Corp                                                          | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    102100 | NS      | $1214877.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                          | BHP Group Ltd                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    198010 | NS      | $6127218.43   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali SpA                             | Assicurazioni Generali SpA                                          | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    255908 | NS      | $4537850.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VGP NV                                                 | VGP NV                                                              | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |      2617 | NS      | $217294.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                 | UCB SA                                                              | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     47413 | NS      | $3722246.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                 | Standard Chartered PLC                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    668625 | NS      | $5005896.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                      | George Weston Ltd                                                   | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     46821 | NS      | $5804981.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                         | Fairfax Financial Holdings Ltd                                      | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |     13913 | NS      | $8235875.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                             | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    540842 | NS      | $7668856.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sugi Holdings Co Ltd                                   | Sugi Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |     46417 | NS      | $2065010.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Group PLC/Jersey                                   | Man Group PLC/Jersey                                                | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   1636420 | NS      | $4206578.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                          | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     44466 | NS      | $4362184.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |    118935 | NS      | $4399508.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                             | Kojamo Oyj                                                          | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |    106055 | NS      | $1561982.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                             | BioMerieux                                                          | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |     39035 | NS      | $4079355.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                            | Softcat PLC                                                         | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     73442 | NS      | $1045986.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bucher Industries AG                                   | Bucher Industries AG                                                | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      4229 | NS      | $1768025.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                                  | Red Electrica Corp SA                                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    243407 | NS      | $4223957.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                      | Computershare Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    228664 | NS      | $4062794.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                                | Tritax Big Box REIT PLC                                             | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |   1365823 | NS      | $2277127.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                       | Bridgestone Corp                                                    | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    136493 | NS      | $4852693.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Real Estate Investment Trust                   | Granite Real Estate Investment Trust                                | CUSIP: 387437114<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               |  | CA        |     37373 | NS      | $1905403.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    102275 | NS      | $5274816.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                  | Intact Financial Corp                                               | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     15269 | NS      | $2196450.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                 | Sun Life Financial Inc                                              | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     63255 | NS      | $2934113.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud AB                                            | Billerud AB                                                         | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |    107321 | NS      | $1309131.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                 | Sanofi                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    124282 | NS      | $11916369.13  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                               | Mitsubishi Electric Corp                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    171000 | NS      | $1702288.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                           | Capgemini SE                                                        | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      1442 | NS      | $240002.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                     | ENEOS Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |   1707300 | NS      | $5796888.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                | Smurfit Kappa Group PLC                                             | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |     54219 | NS      | $1999821.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                         | Open Text Corp                                                      | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     44284 | NS      | $1311246.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                              | Sampo Oyj                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     44081 | NS      | $2296757.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                            | Galenica AG                                                         | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     33069 | NS      | $2700349.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                          | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |    101852 | NS      | $1964199.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S                                              | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      3941 | NS      | $8834636.22   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                          | Sumitomo Corp                                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     78100 | NS      | $1299841.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                | SSAB AB                                                             | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |   1071968 | NS      | $5576147.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                 | ANZ Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    264804 | NS      | $4248787.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                        | Norsk Hydro ASA                                                     | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    258782 | NS      | $1926088.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                              | CK Hutchison Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    723000 | NS      | $4339880.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                        | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |   1004499 | NS      | $4969788.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                                   | Aurizon Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |   1659100 | NS      | $4196692.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lawson Inc                                             | Lawson Inc                                                          | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |     94122 | NS      | $3588113.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                | AGC Inc                                                             | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     55000 | NS      | $1832013.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medipal Holdings Corp                                  | Medipal Holdings Corp                                               | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |    283150 | NS      | $3736133.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                             | Fortescue Metals Group Ltd                                          | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    762683 | NS      | $10608048.51  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                 | Singapore Technologies Engineering Ltd                              | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |   1381100 | NS      | $3449660.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                        | Kuehne + Nagel International AG                                     | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |     40008 | NS      | $9305795.07   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Baloise Holding AG                                     | Baloise Holding AG                                                  | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |     31901 | NS      | $4920312.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                       | Oversea-Chinese Banking Corp Ltd                                    | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    598452 | NS      | $5434793.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                      | Henderson Land Development Co Ltd                                   | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |    838000 | NS      | $2925771.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                             | Merck KGaA                                                          | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |     57807 | NS      | $11160533.86  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd                                 | Yamazaki Baking Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    214680 | NS      | $2560963.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                | CGI Inc                                                             | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     26574 | NS      | $2288978.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| K+S AG                                                 | K+S AG                                                              | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     98229 | NS      | $1926340.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA           | Cie Generale des Etablissements Michelin SCA                        | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    201586 | NS      | $5590479.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                         | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    212748 | NS      | $8664426.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Iida Group Holdings Co Ltd                             | Iida Group Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |    238500 | NS      | $3616950.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                               | United Overseas Bank Ltd                                            | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    230600 | NS      | $5278422.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Techno-Solutions Corp                           | Itochu Techno-Solutions Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87600 | NS      | $2038212.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                 | Toyo Suisan Kaisha Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51019 | NS      | $1972010.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                | Panasonic Holdings Corp                                             | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     12600 | NS      | $106046.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG                                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     79895 | NS      | $2999724.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                              | Mitsubishi HC Capital Inc                                           | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    108976 | NS      | $536022.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                           | Glencore PLC                                                        | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    201260 | NS      | $1337336.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundrug Co Ltd                                         | Sundrug Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60000 | NS      | $1780287.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |   1055758 | NS      | $6170705.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                       | Ajinomoto Co Inc                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     47500 | NS      | $1451153.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                            | Stantec Inc                                                         | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     60329 | NS      | $2888774.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                  | Idemitsu Kosan Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |    333800 | NS      | $7766614.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    138940 | NS      | $1599486.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                                 | Brother Industries Ltd                                              | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    185300 | NS      | $2818576.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsa Board Oyj                                        | Metsa Board Oyj                                                     | CUSIP: 000000000<br>LEI: 743700KKB8Q035K38488 | Long             | EC               | CORP              | FI        |    100178 | NS      | $937109.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xinyi Glass Holdings Ltd                               | Xinyi Glass Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |   2085000 | NS      | $3884188.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                | TIS Inc                                                             | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     15700 | NS      | $414081.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    260800 | NS      | $3668534.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties REIT                     | Canadian Apartment Properties REIT                                  | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |     98375 | NS      | $3098745.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                    | Cie de Saint-Gobain                                                 | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     40063 | NS      | $1951866.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                      | Chow Tai Fook Jewellery Group Ltd                                   | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |   1275520 | NS      | $2601717.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd  | HK Electric Investments & HK Electric Investments Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |   1061609 | NS      | $703209.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                      | IGM Financial Inc                                                   | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     26125 | NS      | $728827.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                 | Eurofins Scientific SE                                              | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     56192 | NS      | $4021647.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                        | Adecco Group AG                                                     | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |    110151 | NS      | $3626458.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                 | MatsukiyoCocokara & Co                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $525218.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                              | KDDI Corp                                                           | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     96451 | NS      | $2910818.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                     | Vodafone Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    289448 | NS      | $293304.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Boshoku Corp                                    | Toyota Boshoku Corp                                                 | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |    146900 | NS      | $1966163.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                              | Seven & i Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     16089 | NS      | $690164.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConvaTec Group PLC                                     | ConvaTec Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    737789 | NS      | $2064294.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                      | Fortis Inc/Canada                                                   | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     54792 | NS      | $2190952.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                          | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     15904 | NS      | $373757.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                           | Kyocera Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $859067.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                | Manulife Financial Corp                                             | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    218761 | NS      | $3899094.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                            | South32 Ltd                                                         | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    786483 | NS      | $2133413.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                            | Telia Co AB                                                         | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |   1443095 | NS      | $3692395.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                          | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |    238320 | NS      | $2739316.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Distributions Services PLC               | International Distributions Services PLC                            | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |   1857846 | NS      | $4760132.01   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp                                            | Kinden Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78400 | NS      | $854440.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                | Naturgy Energy Group SA                                             | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     51781 | NS      | $1343449.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntec Real Estate Investment Trust                    | Suntec Real Estate Investment Trust                                 | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               |  | SG        |   2242600 | NS      | $2307476.89   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley Institutional Liquidity Funds - Government Portfolio | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1998806 | NS      | $1998806.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd                               | Sumitomo Forestry Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     88629 | NS      | $1567103.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    125385 | NS      | $11328288.10  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                              | Segro PLC                                                           | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |    451564 | NS      | $4147772.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     91697 | NS      | $982841.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    244343 | NS      | $2931561.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                | DCC PLC                                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     42501 | NS      | $2085878.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                       | Sumitomo Electric Industries Ltd                                    | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     88000 | NS      | $1003418.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                             | Saputo Inc                                                          | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     25420 | NS      | $628863.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                               | NEC Corp                                                            | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    164517 | NS      | $5779198.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                   | Sonic Healthcare Ltd                                                | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |    371227 | NS      | $7544875.35   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansell Ltd                                             | Ansell Ltd                                                          | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |    170628 | NS      | $3267689.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Computacenter PLC                                      | Computacenter PLC                                                   | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |     50433 | NS      | $1159324.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                  | CK Asset Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    670000 | NS      | $4124754.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                 | SEB SA                                                              | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |     34074 | NS      | $2845597.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectris PLC                                           | Spectris PLC                                                        | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |    127998 | NS      | $4622144.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TietoEVRY Oyj                                          | TietoEVRY Oyj                                                       | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |     79134 | NS      | $2239765.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                                             | Aurubis AG                                                          | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |     34119 | NS      | $2780533.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfresa Holdings Corp                                  | Alfresa Holdings Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    153082 | NS      | $1944487.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                            | Taisei Corp                                                         | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     48900 | NS      | $1575088.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans & van Haaren NV                              | Ackermans & van Haaren NV                                           | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      8536 | NS      | $1459428.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olam Group Ltd                                         | Olam Group Ltd                                                      | CUSIP: 000000000<br>LEI: 9845006F83F5EEC2A704 | Long             | EC               | CORP              | SG        |    706000 | NS      | $768535.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                              | Bunzl PLC                                                           | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     54588 | NS      | $1811667.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                      | Elbit Systems Ltd                                                   | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      3748 | NS      | $608007.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S                                                       | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |     41900 | NS      | $4882826.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd                                  | MEIJI Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |     57116 | NS      | $2917593.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                    | Swiss Prime Site AG                                                 | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |     48350 | NS      | $4188556.53   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Gruppo SpA                                      | Unipol Gruppo SpA                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |   1081699 | NS      | $5261950.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                           | Brambles Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    299502 | NS      | $2451504.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                              | Tokio Marine Holdings Inc                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     12900 | NS      | $276439.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                              | Rogers Communications Inc                                           | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     28454 | NS      | $1330772.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                  | iA Financial Corp Inc                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     52894 | NS      | $3094510.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                              | Axfood AB                                                           | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |    101190 | NS      | $2776546.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                    | Swatch Group AG/The                                                 | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      5386 | NS      | $1531039.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                         | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    208497 | NS      | $7445867.89   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                 | Yara International ASA                                              | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     78644 | NS      | $3437631.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                                       | Venture Corp Ltd                                                    | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |    242200 | NS      | $3080772.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                      | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |     80177 | NS      | $3315793.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                         | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    437235 | NS      | $4065650.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viva Energy Group Ltd                                  | Viva Energy Group Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    899049 | NS      | $1664453.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                     | Anglo American PLC                                                  | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     29380 | NS      | $1143818.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd                                     | Contact Energy Ltd                                                  | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |    266991 | NS      | $1301898.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                               | Howden Joinery Group PLC                                            | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |    424070 | NS      | $2864800.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                          | Obayashi Corp                                                       | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     10300 | NS      | $77906.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                | Tower Semiconductor Ltd                                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     58845 | NS      | $2558260.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                        | Nippon Yusen KK                                                     | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |    175600 | NS      | $4138966.99   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                     | Intertek Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     36773 | NS      | $1784409.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia SA                                            | Verallia SA                                                         | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |     36175 | NS      | $1223093.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                        | Coles Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    793723 | NS      | $8999761.67   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi SA                     | Laboratorios Farmaceuticos Rovi SA                                  | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |     50509 | NS      | $1943839.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                              | Banque Cantonale Vaudoise                                           | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |     14452 | NS      | $1386311.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                              | Mapfre SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |   1484660 | NS      | $2867949.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Investor AB                                            | Investor AB                                                         | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    235805 | NS      | $4267324.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd                                         | AGL Energy Ltd                                                      | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |   1330176 | NS      | $7279615.03   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                              | Halma PLC                                                           | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     26872 | NS      | $638082.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                         | Loblaw Cos Ltd                                                      | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |    112161 | NS      | $9910266.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                        | Mitsubishi Corp                                                     | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     76100 | NS      | $2470243.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corp                                            | Kewpie Corp                                                         | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |    111500 | NS      | $2019667.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW Ltd                                               | PCCW Ltd                                                            | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |   2389770 | NS      | $1077776.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   1549003 | NS      | $9609019.43   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Lattice Strategies Trust

**Signature:** John Stanziani

**Name of Signer:** John Stanziani

**Title:** Assistant Treasurer