Hartford Multifactor REIT ETF ETF.com segment: Equity: U.S. Real Estate Competing ETFs: KBWY, VNQ, SCHH, IYR, XLRE Related ETF Channels: Sectors, U.S., Real Estate, Smart-Beta ETFs, Equity, Multi-factor, REIT, Broadbased, North America Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. C 78 FUND DESCRIPTION tracks an index of U.S. REITS across multiple property types. The strategy utilizes a proprietary factor-based model, including quality, momentum, and value factors. FACTSET ANALYTICS INSIGHT invests in U.S. using a proprietary weighting and selection model based on multiple factors. The fund s goal is to provide better returns than vanilla marketcap-weighted indexes while maintaining a similar risk profile over a complete market cycle. s strategy utilizes three popular factors quality, momentum, and value though further insight into the specific methodology is left opaque. The fund reaches broadly across the REIT space, diversifying across multiple REIT sectors. The fund heavily tilts towards mid- and small-caps relative to our vanilla cap-weighted benchmark. 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 April 3, 2019 the Hartford Multifactor REIT ETF MSCI ESG Fund Quality Score is 3.18 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 Hartford 10/03/16 Open-Ended Fund 0.45% $29.69M $50.10K 0.38% $7.31B 30.30 2.25 4.91% 06/25/19 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 11st percentile within its peer group and in the 1st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Number of Holdings INDEX DATA Index Tracked 57 Hartford Risk-Optimized Multifactor REIT Index Index Weighting Methodology Index Selection Methodology Multi-Factor Multi-Factor Thomson Reuters US Residential & Commercial
1 Year Daily Price ($) 17.00 16.00 15.00 14.00 May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar Apr 2 000k PERFORMANCE [as of 04/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 2.81% 15.08% 16.13% 16.80% -- -- -- (NAV) 3.19% 15.37% 16.07% 17.32% -- -- -- Hartford Risk-Optimized Multifactor REIT Index Thomson Reuters US Residential & Commercial 3.24% 15.49% 16.23% 17.86% -- -- -- -- -- -- -- -- -- -- 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 Commercial Specialized Residential 52.27% 35.58% 11.44% TOP 10 HOLDINGS Xenia Hotels & Resorts, In 2.14% Gaming and Leisure Prop Sabra Health Care REIT, I Lexington Realty Trust Digital Realty Trust, Inc. EPR Properties CyrusOne, Inc. 2.11% Corporate Office Propertie 2.06% MGM Growth Properties L American Assets Trust, In 2.05% Total Top 10 Weighting 20.94%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.45% -0.42% -0.33% -0.60% 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 Medium Portfolio Disclosure Daily
Daily Spread 0.8% FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/05/19 0.6% 0.4% 0.2% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 5.0% 2.5% TRADABILITY Avg. Daily Share 2,717 0.0% Average Daily $ $50.10K -2.5% Median Daily Share 739-5.0% 1 500k 1 250k 1 000k 750k 500k 250k Median Daily ($) Average Spread (%) Average Spread ($) $14.08K 0.38% $0.06 May Jul Aug Oct Dec Feb Apr Median Premium / Discount (12 Mo) 0.05% Max. Premium / Discount (12 Mo) 3.22% / -3.42% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 0.01 Creation Unit Cost (%) 0.02% Underlying / Unit 0.26% Open Interest on ETF Options -- Net Asset Value (Yesterday) $15.62 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Commercial Specialized Residential 52.27% 39.50% 35.58% 40.98% 11.44% 12.70% Xenia Hotels & Resorts, Inc. Sabra Health Care REIT, Inc. Digital Realty Trust, Inc. CyrusOne, Inc. MGM Growth Properties LLC Class A Gaming and Leisure Properties, Inc. Lexington Realty Trust EPR Properties Corporate Office Properties Trust 2.14% 2.11% 2.06% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.94 1.06 1.08 1.01 0.23% Thomson Reuters US Residential & Commercial American Assets Trust, Inc. 2.05% Total Top 10 Weighting 20.94% MSCI ESG RATINGS MSCI ESG Quality Score 3.18 / 10 COUNTRIES Peer Group Percentile Rank 11.39 Global Percentile Rank 1.40 United States 100.00% 100.00% REGIONS North America 100.00% 100.00% SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 4.25% 8.26% 89.38 ECONOMIC DEVELOPMENT Developed Countries 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings 57 172 48 Shared Holdings Weight 27.44% BENCHMARK COMPARISON SUMMARY Number of Holdings 57 172 Weighted Average Market Cap $7.31B $23.50B Price / Earnings Ratio Price / Book Ratio Dividend Yield 30.30 35.55 2.25 2.38 5.14% 4.26% Concentration Medium Medium
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