Hartford Multifactor US Equity ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: GSLC, SPHD, FEX, JKD, CFO Related ETF Channels: North America, U.S., Smart-Beta ETFs, Multi-factor, Large Cap, Broad-based, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 75 FUND DESCRIPTION The Hartford Multifactor US Equity ETF tracks an index of US large-cap stocks. The index relies on value, momentum and quality factors, among others. FACTSET ANALYTICS INSIGHT charges a reasonable fee for a complex strategy focused on US large-cap stocks. aim is clear: better returns than vanilla cap-weighted indexes and actively managed strategies over a full market cycle. To get there, the fund s index uses 3 popular factors value, momentum and quality along with meaningful single-stock size caps and volatility and sector constraints at the portfolio level. In contrast with some peer funds, these factors are considered in concert (rather than independently) to minimize counteraction. The index design described above is consistent with portfolio attributes relative to our cap-weighted benchmark: a bias to midcaps and value stocks, along with lower beta and modest sector bets.on Oct. 24 2016, the fund name and index name changed to reflect Hartford s acquisition of Lattice (the former issuer and index provider). There were no changes to the investment objectives or index methodology resulting from the change. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 15, 2018 the Hartford Multifactor US Equity ETF MSCI ESG Fund Quality Score is 4.90 out of 10. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings Hartford 02/25/15 Open-Ended Fund 0.19% $185.71M $1.27M 0.17% $68.52B 13.74 2.65 1.56% 12/20/18 347 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 20th percentile within its peer group and in the 28th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. INDEX DATA Index Tracked Lattice Risk-Optimized US Large Cap Equity Strategy Index Index Weighting Methodology Multi-Factor Index Selection Methodology Multi-Factor MSCI USA Large Cap Index
1 Year Daily Price ($) 34.00 33.00 32.00 31.00 30.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 800k PERFORMANCE [as of 11/15/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -0.85% -4.79% -0.23% 6.41% 11.23% -- -- (NAV) -1.61% -6.11% -0.33% 5.16% 11.14% -- -- Lattice Risk-Optimized US Large Cap Equity Strategy Index -- -- -- -- -- -- -- MSCI USA Large Cap Index -- -- -- -- -- -- -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Financials 17.43% Consumer Non-Cyclicals 8.34% Technology 17.06% Energy 6.71% Consumer Cyclicals 14.05% Basic Materials 4.42% Healthcare 13.96% Telecommunications Serv 3.75% Industrials 10.40% Utilities 2.51% TOP 10 HOLDINGS Express Scripts Holding C 1.37% United Continental Holdin 1.09% VMware, Inc. Class A 1.34% Verizon Communications 1.03% Marathon Petroleum Corp 1.33% Micron Technology, Inc. 0.99% HP Inc. 1.24% Sprint Corp. 0.98% Centene Corporation 1.23% Best Buy Co., Inc. 0.92% Total Top 10 Weighting 11.52%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.19% -0.25% -0.19% -0.31% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes No Policy N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.5% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/16/18 0.4% 0.3% 0.2% 0.1% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 2.0% 1.0% TRADABILITY Avg. Daily Share 40,229 0.0% Average Daily $ $1.27M -1.0% Median Daily Share 27,833-2.0% 500k 400k 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $883.46K 0.17% $0.06 Dec Feb Apr Jun Aug Oct Nov Median Premium / Discount (12 Mo) 0.07% Max. Premium / Discount (12 Mo) 1.80% / -1.03% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.56 Creation Unit Cost (%) 0.05% Underlying / Unit 0.01% Open Interest on ETF Options -- Net Asset Value (Yesterday) $30.70 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 17.43% 14.73% Technology 17.06% 27.59% Consumer Cyclicals 14.05% 12.48% Healthcare 13.96% 14.48% Industrials 10.40% 9.12% Express Scripts Holding Company VMware, Inc. Class A Marathon Petroleum Corporation HP Inc. Centene Corporation United Continental Holdings, Inc. Verizon Communications Inc. Micron Technology, Inc. 1.37% 1.34% 1.33% 1.24% 1.23% 1.09% 1.03% 0.99% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.92 0.95 0.93 0.95 0.26% MSCI USA Large Cap Index Consumer Non- Cyclicals 8.34% 7.67% Energy 6.71% 6.29% Sprint Corp. Best Buy Co., Inc. Total Top 10 Weighting 0.98% 0.92% 11.52% MSCI ESG RATINGS MSCI ESG Quality Score 4.90 / 10 Basic Materials 4.42% 1.29% Peer Group Percentile Rank 20.00 Telecommunications Services 3.75% 2.22% Utilities 2.51% 2.26% Global Percentile Rank SRI Screening Criteria Exposure 28.03 3.99% COUNTRIES Exposure to Sustainable Impact Solutions 4.86% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 198.62 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 347 299 Shared Holdings 196 ECONOMIC DEVELOPMENT Shared Holdings Weight 35.60% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 347 299 Weighted Average Market Cap $68.52B $271.04B Price / Earnings Ratio Price / Book Ratio Dividend Yield 13.74 24.17 2.65 3.66 1.90% 1.80% Concentration Low Low
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