UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
Investment Company Act file number: 811-07589
THE HARTFORD MUTUAL FUNDS, INC.
(Exact name of registrant as specified in charter)
690 Lee Road, Wayne, Pennsylvania 19087
(Address of Principal Executive Offices) (Zip Code)
Thomas R. Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)
Copy to:
John V. O’Hanlon, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant’s telephone number, including area code: (610) 386-4068
Date of fiscal year end: October 31
Date of reporting period: April 30, 2022
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a) |
Equity Funds
■ The Hartford Capital Appreciation Fund |
■ Hartford Core Equity Fund |
■ The Hartford Dividend and Growth Fund |
■ The Hartford Equity Income Fund |
■ The Hartford Growth Opportunities Fund |
■ The Hartford Healthcare Fund |
■ The Hartford MidCap Fund |
■ The Hartford MidCap Value Fund |
■ Hartford Quality Value Fund |
■ The Hartford Small Cap Growth Fund |
■ Hartford Small Cap Value Fund |
■ The Hartford Small Company Fund |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -12.23% | -8.91% | 10.65% | 11.85% |
Class A3 | -17.05% | -13.92% | 9.41% | 11.22% |
Class C2 | -12.58% | -9.62% | 9.82% | 11.03% |
Class C4 | -13.28% | -10.34% | 9.82% | 11.03% |
Class I2 | -12.11% | -8.66% | 10.96% | 12.18% |
Class R32 | -12.38% | -9.24% | 10.26% | 11.49% |
Class R42 | -12.25% | -8.97% | 10.61% | 11.84% |
Class R52 | -12.13% | -8.68% | 10.94% | 12.17% |
Class R62 | -12.08% | -8.59% | 11.05% | 12.28% |
Class Y2 | -12.14% | -8.69% | 10.99% | 12.25% |
Class F2 | -12.06% | -8.57% | 11.05% | 12.23% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.04% | 1.04% |
Class C | 1.82% | 1.82% |
Class I | 0.77% | 0.77% |
Class R3 | 1.41% | 1.41% |
Class R4 | 1.10% | 1.10% |
Class R5 | 0.80% | 0.80% |
Class R6 | 0.69% | 0.69% |
Class Y | 0.80% | 0.80% |
Class F | 0.69% | 0.69% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 6.9% |
Consumer Discretionary | 12.0 |
Consumer Staples | 7.8 |
Energy | 1.5 |
Financials | 14.2 |
Health Care | 16.4 |
Industrials | 13.7 |
Information Technology | 17.8 |
Materials | 4.3 |
Real Estate | 2.9 |
Utilities | 0.9 |
Total | 98.4% |
Short-Term Investments | 1.7 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 04/30/1998 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -11.77% | -3.59% | 13.17% | 13.69% |
Class A3 | -16.62% | -8.90% | 11.90% | 13.05% |
Class C2 | -12.10% | -4.30% | 12.33% | 12.87% |
Class C4 | -12.96% | -5.23% | 12.33% | 12.87% |
Class I2 | -11.66% | -3.34% | 13.46% | 13.90% |
Class R32 | -11.93% | -3.93% | 12.77% | 13.36% |
Class R42 | -11.77% | -3.61% | 13.15% | 13.73% |
Class R52 | -11.66% | -3.35% | 13.45% | 14.04% |
Class R62 | -11.62% | -3.26% | 13.56% | 14.12% |
Class Y2 | -11.65% | -3.34% | 13.49% | 14.09% |
Class F2 | -11.62% | -3.24% | 13.57% | 13.96% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.70% | 0.70% |
Class C | 1.45% | 1.45% |
Class I | 0.45% | 0.45% |
Class R3 | 1.07% | 1.07% |
Class R4 | 0.76% | 0.76% |
Class R5 | 0.46% | 0.46% |
Class R6 | 0.36% | 0.36% |
Class Y | 0.45% | 0.45% |
Class F | 0.36% | 0.36% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.6% |
Consumer Discretionary | 10.9 |
Consumer Staples | 6.9 |
Energy | 3.1 |
Financials | 10.8 |
Health Care | 17.0 |
Industrials | 8.8 |
Information Technology | 26.9 |
Materials | 1.0 |
Real Estate | 2.1 |
Utilities | 2.5 |
Total | 98.6% |
Short-Term Investments | 1.2 |
Other Assets & Liabilities | 0.2 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
3 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -2.08% | 6.33% | 12.48% | 12.45% |
Class A3 | -7.47% | 0.49% | 11.21% | 11.81% |
Class C2 | -2.44% | 5.52% | 11.62% | 11.60% |
Class C4 | -3.37% | 4.52% | 11.62% | 11.60% |
Class I2 | -1.95% | 6.60% | 12.77% | 12.72% |
Class R32 | -2.23% | 5.95% | 12.07% | 12.07% |
Class R42 | -2.10% | 6.25% | 12.41% | 12.41% |
Class R52 | -1.95% | 6.60% | 12.75% | 12.75% |
Class R62 | -1.93% | 6.70% | 12.86% | 12.85% |
Class Y2 | -1.92% | 6.66% | 12.81% | 12.83% |
Class F2 | -1.94% | 6.66% | 12.86% | 12.77% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.97% |
Class C | 1.75% | 1.75% |
Class I | 0.71% | 0.71% |
Class R3 | 1.35% | 1.35% |
Class R4 | 1.03% | 1.03% |
Class R5 | 0.73% | 0.73% |
Class R6 | 0.63% | 0.63% |
Class Y | 0.74% | 0.69% |
Class F | 0.63% | 0.63% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 6.5% |
Consumer Discretionary | 5.4 |
Consumer Staples | 6.7 |
Energy | 4.1 |
Financials | 17.3 |
Health Care | 17.1 |
Industrials | 8.6 |
Information Technology | 18.0 |
Materials | 3.6 |
Real Estate | 3.5 |
Utilities | 5.0 |
Total | 95.8% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 1.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
4 |
April 30, 2022 (Unaudited)
Inception 08/28/2003 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | 0.19% | 6.97% | 10.45% | 11.19% |
Class A3 | -5.32% | 1.08% | 9.21% | 10.56% |
Class C2 | -0.15% | 6.14% | 9.62% | 10.36% |
Class C4 | -1.07% | 5.16% | 9.62% | 10.36% |
Class I2 | 0.35% | 7.22% | 10.73% | 11.47% |
Class R32 | 0.03% | 6.57% | 10.05% | 10.80% |
Class R42 | 0.19% | 6.90% | 10.39% | 11.13% |
Class R52 | 0.34% | 7.22% | 10.72% | 11.47% |
Class R62 | 0.39% | 7.31% | 10.83% | 11.57% |
Class Y2 | 0.35% | 7.21% | 10.76% | 11.54% |
Class F2 | 0.40% | 7.32% | 10.83% | 11.52% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.97% |
Class C | 1.74% | 1.74% |
Class I | 0.73% | 0.73% |
Class R3 | 1.35% | 1.35% |
Class R4 | 1.04% | 1.04% |
Class R5 | 0.74% | 0.74% |
Class R6 | 0.65% | 0.65% |
Class Y | 0.74% | 0.74% |
Class F | 0.64% | 0.64% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.4% |
Consumer Discretionary | 3.3 |
Consumer Staples | 11.7 |
Energy | 7.0 |
Financials | 17.1 |
Health Care | 20.0 |
Industrials | 12.3 |
Information Technology | 9.2 |
Materials | 3.6 |
Real Estate | 3.0 |
Utilities | 7.0 |
Total | 96.6% |
Short-Term Investments | 2.6 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (Unaudited)
Inception 03/31/1963 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -29.91% | -26.20% | 13.75% | 14.16% |
Class A3 | -33.77% | -30.26% | 12.47% | 13.52% |
Class C2 | -30.19% | -26.78% | 12.90% | 13.33% |
Class C4 | -30.53% | -27.14% | 12.90% | 13.33% |
Class I2 | -29.85% | -26.05% | 14.03% | 14.44% |
Class R32 | -30.05% | -26.49% | 13.35% | 13.79% |
Class R42 | -29.96% | -26.28% | 13.69% | 14.13% |
Class R52 | -29.85% | -26.05% | 14.02% | 14.47% |
Class R62 | -29.81% | -25.97% | 14.14% | 14.58% |
Class Y2 | -29.84% | -26.06% | 14.08% | 14.55% |
Class F2 | -29.80% | -25.96% | 14.15% | 14.50% |
Russell 3000 Growth Index | -18.39% | -6.83% | 16.58% | 15.18% |
Russell 1000 Growth Index | -17.84% | -5.35% | 17.28% | 15.56% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.06% | 1.06% |
Class C | 1.83% | 1.83% |
Class I | 0.82% | 0.82% |
Class R3 | 1.45% | 1.45% |
Class R4 | 1.14% | 1.14% |
Class R5 | 0.84% | 0.84% |
Class R6 | 0.73% | 0.73% |
Class Y | 0.84% | 0.84% |
Class F | 0.73% | 0.73% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 20.4% |
Consumer Discretionary | 21.8 |
Financials | 1.0 |
Health Care | 12.5 |
Industrials | 7.1 |
Information Technology | 32.3 |
Materials | 1.3 |
Real Estate | 1.2 |
Total | 97.6% |
Short-Term Investments | 2.1 |
Other Assets & Liabilities | 0.3 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
6 |
April 30, 2022 (Unaudited)
Inception 05/01/2000 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -13.83% | -9.88% | 9.58% | 13.93% |
Class A3 | -18.56% | -14.84% | 8.34% | 13.29% |
Class C2 | -14.14% | -10.57% | 8.76% | 13.09% |
Class C4 | -14.88% | -11.35% | 8.76% | 13.09% |
Class I2 | -13.70% | -9.65% | 9.88% | 14.26% |
Class R32 | -13.98% | -10.22% | 9.21% | 13.58% |
Class R42 | -13.85% | -9.94% | 9.54% | 13.93% |
Class R52 | -13.71% | -9.67% | 9.87% | 14.26% |
Class R62 | -13.67% | -9.57% | 9.97% | 14.38% |
Class Y2 | -13.71% | -9.66% | 9.92% | 14.35% |
Class F2 | -13.67% | -9.56% | 9.98% | 14.31% |
S&P Composite 1500 Health Care Index | -3.03% | 6.98% | 13.55% | 15.44% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.24% | 1.24% |
Class C | 2.01% | 2.01% |
Class I | 0.98% | 0.98% |
Class R3 | 1.59% | 1.59% |
Class R4 | 1.29% | 1.29% |
Class R5 | 1.00% | 1.00% |
Class R6 | 0.88% | 0.88% |
Class Y | 0.99% | 0.99% |
Class F | 0.88% | 0.88% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Subsector(1) | |
as of 04/30/2022 | |
Subsector | Percentage of Net Assets |
Equity Securities | |
Biotechnology | 12.0% |
Consumer Finance | 0.1 |
Health Care Equipment & Supplies | 21.2 |
Health Care Providers & Services | 23.4 |
Insurance | 0.1 |
Life Sciences Tools & Services | 10.8 |
Pharmaceuticals | 31.3 |
Total | 98.9% |
Short-Term Investments | 1.1 |
Other Assets & Liabilities | (0.0) * |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
7 |
April 30, 2022 (Unaudited)
Inception 12/31/1997 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -18.81% | -18.79% | 9.27% | 11.54% |
Class A3 | -23.28% | -23.26% | 8.04% | 10.91% |
Class C2 | -19.09% | -19.41% | 8.45% | 10.72% |
Class C4 | -19.75% | -20.06% | 8.45% | 10.72% |
Class I2 | -18.72% | -18.63% | 9.54% | 11.81% |
Class R32 | -18.96% | -19.09% | 8.89% | 11.17% |
Class R42 | -18.83% | -18.85% | 9.22% | 11.52% |
Class R52 | -18.70% | -18.60% | 9.56% | 11.85% |
Class R62 | -18.67% | -18.51% | 9.66% | 11.97% |
Class Y2 | -18.68% | -18.54% | 9.62% | 11.94% |
Class F2 | -18.68% | -18.51% | 9.66% | 11.87% |
S&P MidCap 400 Index | -9.88% | -7.03% | 9.29% | 11.40% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.07% | 1.07% |
Class C | 1.84% | 1.84% |
Class I | 0.85% | 0.85% |
Class R3 | 1.45% | 1.45% |
Class R4 | 1.15% | 0.15% |
Class R5 | 0.83% | 0.83% |
Class R6 | 0.73% | 0.73% |
Class Y | 0.84% | 0.79% |
Class F | 0.73% | 0.73% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Classes I and Y and in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.8% |
Consumer Discretionary | 10.1 |
Consumer Staples | 1.3 |
Energy | 2.4 |
Financials | 13.3 |
Health Care | 18.1 |
Industrials | 17.7 |
Information Technology | 23.1 |
Materials | 5.0 |
Real Estate | 3.4 |
Utilities | 2.8 |
Total | 100.0% |
Short-Term Investments | 1.1 |
Other Assets & Liabilities | (1.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
8 |
April 30, 2022 (Unaudited)
Inception 04/30/2001 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | 0.34% | 3.07% | 8.40% | 10.02% |
Class A3 | -5.18% | -2.60% | 7.18% | 9.40% |
Class C2 | -0.08% | 2.29% | 7.57% | 9.21% |
Class C4 | -0.99% | 1.36% | 7.57% | 9.21% |
Class I2 | 0.51% | 3.44% | 8.73% | 10.36% |
Class R32 | 0.22% | 2.74% | 8.08% | 9.72% |
Class R42 | 0.37% | 3.05% | 8.41% | 10.06% |
Class R52 | 0.52% | 3.37% | 8.72% | 10.38% |
Class Y2 | 0.46% | 3.35% | 8.77% | 10.46% |
Class F2 | 0.52% | 3.44% | 8.85% | 10.43% |
Russell Midcap Value Index | -4.84% | 0.00% | 8.61% | 11.40% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.18% | 1.18% |
Class C | 1.96% | 1.96% |
Class I | 0.85% | 0.85% |
Class R3 | 1.49% | 1.49% |
Class R4 | 1.19% | 1.19% |
Class R5 | 0.89% | 0.89% |
Class Y | 0.88% | 0.88% |
Class F | 0.77% | 0.77% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.4% |
Consumer Discretionary | 9.5 |
Consumer Staples | 2.6 |
Energy | 5.9 |
Financials | 18.5 |
Health Care | 11.1 |
Industrials | 19.3 |
Information Technology | 8.0 |
Materials | 4.1 |
Real Estate | 10.1 |
Utilities | 5.7 |
Total | 98.2% |
Short-Term Investments | 2.8 |
Other Assets & Liabilities | (1.0) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
9 |
April 30, 2022 (Unaudited)
Inception 01/02/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -0.87% | 5.81% | 9.82% | 10.66% |
Class A3 | -6.32% | -0.01% | 8.59% | 10.04% |
Class C2 | -1.25% | 5.03% | 8.99% | 9.83% |
Class C4 | -2.18% | 4.05% | 8.99% | 9.83% |
Class I2 | -0.75% | 6.13% | 10.18% | 11.01% |
Class R32 | -0.99% | 5.57% | 9.54% | 10.37% |
Class R42 | -0.85% | 5.89% | 9.87% | 10.71% |
Class R52 | -0.72% | 6.17% | 10.18% | 11.03% |
Class R62 | -0.63% | 6.36% | 10.31% | 11.12% |
Class Y2 | -0.74% | 6.22% | 10.21% | 11.07% |
Class F2 | -0.67% | 6.33% | 10.30% | 11.08% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.96% |
Class C | 1.80% | 1.71% |
Class I | 0.65% | 0.65% |
Class R3 | 1.27% | 1.18% |
Class R4 | 0.97% | 0.88% |
Class R5 | 0.67% | 0.63% |
Class R6 | 0.56% | 0.46% |
Class Y | 0.66% | 0.57% |
Class F | 0.56% | 0.46% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.8% |
Consumer Discretionary | 6.2 |
Consumer Staples | 7.2 |
Energy | 5.1 |
Financials | 20.7 |
Health Care | 18.1 |
Industrials | 11.0 |
Information Technology | 10.1 |
Materials | 3.8 |
Real Estate | 4.4 |
Utilities | 5.3 |
Total | 96.7% |
Short-Term Investments | 2.5 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
10 |
April 30, 2022 (Unaudited)
Inception 01/04/1988 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -25.87% | -25.51% | 6.64% | 9.94% |
Class A3 | -29.94% | -29.61% | 5.44% | 9.32% |
Class C2 | -26.14% | -26.03% | 5.91% | 9.18% |
Class C4 | -26.65% | -26.54% | 5.91% | 9.18% |
Class I2 | -25.76% | -25.27% | 7.02% | 10.30% |
Class R32 | -25.97% | -25.73% | 6.35% | 9.66% |
Class R42 | -25.86% | -25.49% | 6.68% | 10.00% |
Class R52 | -25.76% | -25.29% | 7.00% | 10.33% |
Class R62 | -25.71% | -25.19% | 7.12% | 10.43% |
Class Y2 | -25.74% | -25.25% | 7.06% | 10.42% |
Class F2 | -25.70% | -25.18% | 7.12% | 10.36% |
Russell 2000 Growth Index | -26.77% | -26.44% | 7.08% | 9.95% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.19% | 1.19% |
Class C | 1.90% | 1.90% |
Class I | 0.84% | 0.84% |
Class R3 | 1.48% | 1.48% |
Class R4 | 1.18% | 1.18% |
Class R5 | 0.87% | 0.87% |
Class R6 | 0.77% | 0.77% |
Class Y | 0.87% | 0.83% |
Class F | 0.77% | 0.77% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.1% |
Consumer Discretionary | 13.4 |
Consumer Staples | 5.4 |
Energy | 2.4 |
Financials | 4.9 |
Health Care | 21.7 |
Industrials | 17.9 |
Information Technology | 23.5 |
Materials | 2.8 |
Real Estate | 5.6 |
Total | 99.7% |
Short-Term Investments | 0.8 |
Other Assets & Liabilities | (0.5) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
11 |
April 30, 2022 (Unaudited)
Inception 01/01/2005 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -8.14% | -10.03% | 7.01% | 9.06% |
Class A3 | -13.19% | -14.98% | 5.80% | 8.45% |
Class C2 | -8.60% | -10.78% | 6.19% | 8.24% |
Class C4 | -9.46% | -11.61% | 6.19% | 8.24% |
Class I2 | -8.08% | -9.83% | 7.35% | 9.31% |
Class R32 | -8.28% | -10.16% | 6.84% | 8.86% |
Class R42 | -8.11% | -9.90% | 7.09% | 9.15% |
Class R52 | -8.02% | -9.69% | 7.42% | 9.48% |
Class R62 | -8.01% | -9.67% | 7.49% | 9.54% |
Class Y2 | -8.06% | -9.67% | 7.45% | 9.52% |
Class F2 | -7.98% | -9.60% | 7.50% | 9.38% |
Russell 2000 Value Index | -9.50% | -6.59% | 6.75% | 9.81% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.30% | 1.30% |
Class C | 2.09% | 2.05% |
Class I | 0.97% | 0.97% |
Class R3 | 1.56% | 1.50% |
Class R4 | 1.26% | 1.20% |
Class R5 | 0.96% | 0.90% |
Class R6 | 0.85% | 0.80% |
Class Y | 0.95% | 0.85% |
Class F | 0.84% | 0.80% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Consumer Discretionary | 10.3% |
Consumer Staples | 4.6 |
Energy | 3.0 |
Financials | 33.8 |
Health Care | 5.7 |
Industrials | 21.1 |
Information Technology | 11.6 |
Materials | 3.2 |
Real Estate | 3.5 |
Utilities | 1.7 |
Total | 98.5% |
Short-Term Investments | 1.0 |
Other Assets & Liabilities | 0.5 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
12 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -25.45% | -26.61% | 12.22% | 10.58% |
Class A3 | -29.55% | -30.65% | 10.96% | 9.95% |
Class C2 | -25.74% | -27.22% | 11.33% | 9.74% |
Class C4 | -26.19% | -27.67% | 11.33% | 9.74% |
Class I2 | -25.32% | -26.40% | 12.53% | 10.87% |
Class R32 | -25.53% | -26.84% | 11.94% | 10.34% |
Class R42 | -25.43% | -26.62% | 12.28% | 10.67% |
Class R52 | -25.31% | -26.42% | 12.61% | 11.00% |
Class R62 | -25.28% | -26.32% | 12.69% | 11.09% |
Class Y2 | -25.31% | -26.37% | 12.65% | 11.07% |
Class F2 | -25.29% | -26.34% | 12.69% | 10.94% |
Russell 2000 Growth Index | -26.77% | -26.44% | 7.08% | 9.95% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.23% | 1.23% |
Class C | 2.05% | 2.05% |
Class I | 0.96% | 0.96% |
Class R3 | 1.57% | 1.57% |
Class R4 | 1.26% | 1.26% |
Class R5 | 0.97% | 0.97% |
Class R6 | 0.85% | 0.85% |
Class Y | 0.91% | 0.91% |
Class F | 0.85% | 0.85% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.1% |
Consumer Discretionary | 10.5 |
Consumer Staples | 2.0 |
Energy | 4.7 |
Financials | 4.2 |
Health Care | 20.5 |
Industrials | 15.7 |
Information Technology | 25.2 |
Materials | 1.8 |
Real Estate | 6.1 |
Total | 94.8% |
Short-Term Investments | 5.8 |
Other Assets & Liabilities | (0.6) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
13 |
Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership. |
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership. |
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership. |
Russell 2000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership. |
Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on their market capitalization. |
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization. |
Russell Midcap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap value segment of the US equity universe. It includes those Russell Midcap Index companies with lower price-to-book ratios and lower forecasted growth values. |
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks. |
S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector. |
S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies. |
14 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Capital Appreciation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 877.70 | $ 4.84 | $ 1,000.00 | $ 1,019.64 | $ 5.21 | 1.04% | ||||||
Class C | $ 1,000.00 | $ 874.40 | $ 8.55 | $ 1,000.00 | $ 1,015.67 | $ 9.20 | 1.84% | ||||||
Class I | $ 1,000.00 | $ 879.10 | $ 3.64 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class R3 | $ 1,000.00 | $ 876.20 | $ 6.56 | $ 1,000.00 | $ 1,017.80 | $ 7.05 | 1.41% | ||||||
Class R4 | $ 1,000.00 | $ 877.50 | $ 5.12 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class R5 | $ 1,000.00 | $ 878.90 | $ 3.73 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class R6 | $ 1,000.00 | $ 879.20 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class Y | $ 1,000.00 | $ 879.00 | $ 3.73 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class F | $ 1,000.00 | $ 879.40 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Hartford Core Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 882.30 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class C | $ 1,000.00 | $ 879.00 | $ 6.76 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class I | $ 1,000.00 | $ 883.40 | $ 2.10 | $ 1,000.00 | $ 1,022.56 | $ 2.26 | 0.45% | ||||||
Class R3 | $ 1,000.00 | $ 880.70 | $ 4.94 | $ 1,000.00 | $ 1,019.54 | $ 5.31 | 1.06% | ||||||
Class R4 | $ 1,000.00 | $ 882.30 | $ 3.41 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R5 | $ 1,000.00 | $ 883.40 | $ 2.15 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class R6 | $ 1,000.00 | $ 883.80 | $ 1.68 | $ 1,000.00 | $ 1,023.01 | $ 1.81 | 0.36% | ||||||
Class Y | $ 1,000.00 | $ 883.50 | $ 2.10 | $ 1,000.00 | $ 1,022.56 | $ 2.26 | 0.45% | ||||||
Class F | $ 1,000.00 | $ 883.80 | $ 1.68 | $ 1,000.00 | $ 1,023.01 | $ 1.81 | 0.36% |
15 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Dividend and Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 979.20 | $ 4.66 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class C | $ 1,000.00 | $ 975.60 | $ 8.48 | $ 1,000.00 | $ 1,016.22 | $ 8.65 | 1.73% | ||||||
Class I | $ 1,000.00 | $ 980.50 | $ 3.44 | $ 1,000.00 | $ 1,021.32 | $ 3.51 | 0.70% | ||||||
Class R3 | $ 1,000.00 | $ 977.70 | $ 6.47 | $ 1,000.00 | $ 1,018.25 | $ 6.61 | 1.32% | ||||||
Class R4 | $ 1,000.00 | $ 979.00 | $ 5.06 | $ 1,000.00 | $ 1,019.69 | $ 5.16 | 1.03% | ||||||
Class R5 | $ 1,000.00 | $ 980.50 | $ 3.53 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class R6 | $ 1,000.00 | $ 980.70 | $ 3.09 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class Y | $ 1,000.00 | $ 980.80 | $ 3.29 | $ 1,000.00 | $ 1,021.47 | $ 3.36 | 0.67% | ||||||
Class F | $ 1,000.00 | $ 980.60 | $ 3.04 | $ 1,000.00 | $ 1,021.72 | $ 3.11 | 0.62% | ||||||
The Hartford Equity Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,001.90 | $ 4.81 | $ 1,000.00 | $ 1,019.98 | $ 4.86 | 0.97% | ||||||
Class C | $ 1,000.00 | $ 998.50 | $ 8.67 | $ 1,000.00 | $ 1,016.12 | $ 8.75 | 1.75% | ||||||
Class I | $ 1,000.00 | $ 1,003.50 | $ 3.63 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 1,000.30 | $ 6.74 | $ 1,000.00 | $ 1,018.05 | $ 6.81 | 1.36% | ||||||
Class R4 | $ 1,000.00 | $ 1,001.90 | $ 5.21 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class R5 | $ 1,000.00 | $ 1,003.40 | $ 3.78 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Class R6 | $ 1,000.00 | $ 1,003.90 | $ 3.23 | $ 1,000.00 | $ 1,021.57 | $ 3.26 | 0.65% | ||||||
Class Y | $ 1,000.00 | $ 1,003.50 | $ 3.63 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class F | $ 1,000.00 | $ 1,004.00 | $ 3.18 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
The Hartford Growth Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 700.90 | $ 4.51 | $ 1,000.00 | $ 1,019.49 | $ 5.36 | 1.07% | ||||||
Class C | $ 1,000.00 | $ 698.10 | $ 7.83 | $ 1,000.00 | $ 1,015.57 | $ 9.30 | 1.86% | ||||||
Class I | $ 1,000.00 | $ 701.50 | $ 3.59 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class R3 | $ 1,000.00 | $ 699.50 | $ 6.11 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 700.40 | $ 4.85 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 701.60 | $ 3.59 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class R6 | $ 1,000.00 | $ 701.90 | $ 3.12 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 701.60 | $ 3.54 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class F | $ 1,000.00 | $ 702.00 | $ 3.12 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
The Hartford Healthcare Fund | |||||||||||||
Class A | $ 1,000.00 | $ 861.40 | $ 5.77 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 858.10 | $ 9.35 | $ 1,000.00 | $ 1,014.73 | $ 10.14 | 2.03% | ||||||
Class I | $ 1,000.00 | $ 862.40 | $ 4.66 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class R3 | $ 1,000.00 | $ 859.90 | $ 7.42 | $ 1,000.00 | $ 1,016.81 | $ 8.05 | 1.61% | ||||||
Class R4 | $ 1,000.00 | $ 861.20 | $ 6.05 | $ 1,000.00 | $ 1,018.30 | $ 6.56 | 1.31% | ||||||
Class R5 | $ 1,000.00 | $ 862.40 | $ 4.66 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class R6 | $ 1,000.00 | $ 862.80 | $ 4.11 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class Y | $ 1,000.00 | $ 862.40 | $ 4.62 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class F | $ 1,000.00 | $ 863.00 | $ 4.11 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
The Hartford MidCap Fund | |||||||||||||
Class A | $ 1,000.00 | $ 811.90 | $ 4.90 | $ 1,000.00 | $ 1,019.39 | $ 5.46 | 1.09% | ||||||
Class C | $ 1,000.00 | $ 809.10 | $ 8.35 | $ 1,000.00 | $ 1,015.57 | $ 9.30 | 1.86% | ||||||
Class I | $ 1,000.00 | $ 812.80 | $ 3.86 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R3 | $ 1,000.00 | $ 810.40 | $ 6.51 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 811.70 | $ 5.12 | $ 1,000.00 | $ 1,019.14 | $ 5.71 | 1.14% | ||||||
Class R5 | $ 1,000.00 | $ 813.00 | $���3.87 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R6 | $ 1,000.00 | $ 813.30 | $ 3.33 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 813.00 | $ 3.51 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class F | $ 1,000.00 | $ 813.20 | $ 3.33 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% |
16 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford MidCap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,003.40 | $ 5.71 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class C | $ 1,000.00 | $ 999.20 | $ 9.62 | $ 1,000.00 | $ 1,015.17 | $ 9.69 | 1.94% | ||||||
Class I | $ 1,000.00 | $ 1,005.70 | $ 4.18 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class R3 | $ 1,000.00 | $ 1,002.20 | $ 7.35 | $ 1,000.00 | $ 1,017.46 | $ 7.40 | 1.48% | ||||||
Class R4 | $ 1,000.00 | $ 1,003.70 | $ 5.86 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class R5 | $ 1,000.00 | $ 1,005.20 | $ 4.38 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class Y | $ 1,000.00 | $ 1,004.60 | $ 4.32 | $ 1,000.00 | $ 1,020.48 | $ 4.36 | 0.87% | ||||||
Class F | $ 1,000.00 | $ 1,005.20 | $ 3.78 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Hartford Quality Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 991.30 | $ 4.64 | $ 1,000.00 | $ 1,020.13 | $ 4.71 | 0.94% | ||||||
Class C | $ 1,000.00 | $ 987.50 | $ 8.43 | $ 1,000.00 | $ 1,016.31 | $ 8.55 | 1.71% | ||||||
Class I | $ 1,000.00 | $ 992.50 | $ 3.11 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R3 | $ 1,000.00 | $ 990.10 | $ 5.82 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class R4 | $ 1,000.00 | $ 991.50 | $ 4.35 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class R5 | $ 1,000.00 | $ 992.80 | $ 3.11 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R6 | $ 1,000.00 | $ 993.70 | $ 2.27 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 992.60 | $ 2.82 | $ 1,000.00 | $ 1,021.97 | $ 2.86 | 0.57% | ||||||
Class F | $ 1,000.00 | $ 993.30 | $ 2.27 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
The Hartford Small Cap Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 741.30 | $ 5.23 | $ 1,000.00 | $ 1,018.79 | $ 6.06 | 1.21% | ||||||
Class C | $ 1,000.00 | $ 738.60 | $ 8.49 | $ 1,000.00 | $ 1,015.03 | $ 9.84 | 1.97% | ||||||
Class I | $ 1,000.00 | $ 742.40 | $ 3.84 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 740.30 | $ 6.47 | $ 1,000.00 | $ 1,017.36 | $ 7.50 | 1.50% | ||||||
Class R4 | $ 1,000.00 | $ 741.40 | $ 5.23 | $ 1,000.00 | $ 1,018.79 | $ 6.06 | 1.21% | ||||||
Class R5 | $ 1,000.00 | $ 742.40 | $ 3.93 | $ 1,000.00 | $ 1,020.28 | $ 4.56 | 0.91% | ||||||
Class R6 | $ 1,000.00 | $ 742.90 | $ 3.41 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Class Y | $ 1,000.00 | $ 742.60 | $ 3.67 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 743.00 | $ 3.42 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Hartford Small Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 917.80 | $ 5.94 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 914.00 | $ 9.73 | $ 1,000.00 | $ 1,014.63 | $ 10.24 | 2.05% | ||||||
Class I | $ 1,000.00 | $ 919.20 | $ 4.57 | $ 1,000.00 | $ 1,020.03 | $ 4.81 | 0.96% | ||||||
Class R3 | $ 1,000.00 | $ 917.20 | $ 6.75 | $ 1,000.00 | $ 1,017.75 | $ 7.10 | 1.42% | ||||||
Class R4 | $ 1,000.00 | $ 918.90 | $ 5.47 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 919.80 | $ 4.09 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R6 | $ 1,000.00 | $ 919.90 | $ 3.81 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class Y | $ 1,000.00 | $ 920.00 | $ 4.05 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 920.20 | $ 3.81 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
The Hartford Small Company Fund | |||||||||||||
Class A | $ 1,000.00 | $ 745.90 | $ 5.41 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 742.60 | $ 9.03 | $ 1,000.00 | $ 1,014.43 | $ 10.44 | 2.09% | ||||||
Class I | $ 1,000.00 | $ 746.80 | $ 4.24 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% | ||||||
Class R3 | $ 1,000.00 | $ 744.70 | $ 6.83 | $ 1,000.00 | $ 1,016.96 | $ 7.90 | 1.58% | ||||||
Class R4 | $ 1,000.00 | $ 745.70 | $ 5.54 | $ 1,000.00 | $ 1,018.45 | $ 6.41 | 1.28% | ||||||
Class R5 | $ 1,000.00 | $ 746.90 | $ 4.24 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% | ||||||
Class R6 | $ 1,000.00 | $ 747.20 | $ 3.73 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class Y | $ 1,000.00 | $ 746.90 | $ 4.03 | $ 1,000.00 | $ 1,020.18 | $ 4.66 | 0.93% | ||||||
Class F | $ 1,000.00 | $ 747.10 | $ 3.73 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% |
17 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% | |||
Automobiles & Components - 0.7% | |||
8,048 | Tesla, Inc.* | $ 7,007,876 | |
172,302 | Thor Industries, Inc.(1) | 13,189,718 | |
226,921 | Visteon Corp.* | 23,760,898 | |
43,958,492 | |||
Banks - 3.3% | |||
965,415 | Bank of America Corp. | 34,446,007 | |
1,063,312 | Cadence Bank | 26,625,332 | |
581,213 | JP Morgan Chase & Co. | 69,373,584 | |
148,030 | PNC Financial Services Group, Inc. | 24,587,783 | |
402,868 | Western Alliance Bancorp | 30,662,284 | |
452,757 | Zions Bancorp NA | 25,585,298 | |
211,280,288 | |||
Capital Goods - 9.5% | |||
592,507 | AerCap Holdings N.V.* | 27,676,002 | |
239,825 | AMETEK, Inc. | 30,280,304 | |
326,959 | Builders FirstSource, Inc.* | 20,130,866 | |
206,545 | Esab Corp.* | 9,707,615 | |
151,659 | HEICO Corp. | 21,418,801 | |
806,800 | HF Global, Inc.*(2)(3)(4) | 16,967,004 | |
436,027 | Honeywell International, Inc. | 84,375,585 | |
148,499 | IDEX Corp. | 28,188,080 | |
201,232 | John Bean Technologies Corp. | 23,723,240 | |
355,847 | Johnson Controls International plc | 21,304,560 | |
114,156 | Lockheed Martin Corp. | 49,329,091 | |
259,852 | Middleby Corp.* | 39,988,624 | |
182,124 | Northrop Grumman Corp. | 80,025,286 | |
789,987 | Otis Worldwide Corp. | 57,542,653 | |
155,396 | Snap-on, Inc. | 33,020,096 | |
606,872 | Spirit AeroSystems Holdings, Inc. Class A | 25,512,899 | |
452,985 | Westinghouse Air Brake Technologies Corp. | 40,727,881 | |
609,918,587 | |||
Commercial & Professional Services - 2.2% | |||
289,187 | Clean Harbors, Inc.* | 30,344,392 | |
232,167 | Copart, Inc.* | 26,385,780 | |
244,179 | CoStar Group, Inc.* | 15,534,668 | |
345,677 | Leidos Holdings, Inc. | 35,781,026 | |
165,162 | Verisk Analytics, Inc. | 33,701,306 | |
141,747,172 | |||
Consumer Durables & Apparel - 3.5% | |||
109,771 | Garmin Ltd. | 12,046,269 | |
179,331 | Lennar Corp. Class A | 13,717,028 | |
165,536 | Lululemon Athletica, Inc.* | 58,704,032 | |
596,172 | NIKE, Inc. Class B | 74,342,648 | |
3,004 | NVR, Inc.* | 13,146,135 | |
533,446 | Peloton Interactive, Inc. Class A* | 9,367,312 | |
521,761 | Steven Madden Ltd. | 21,423,507 | |
472,776 | VF Corp. | 24,584,352 | |
227,331,283 | |||
Consumer Services - 3.4% | |||
296,426 | Airbnb, Inc. Class A* | 45,415,428 | |
1,712,335 | Denny's Corp.* | 21,952,135 | |
761,562 | DraftKings, Inc. Class A* | 10,418,168 | |
315,369 | Hilton Worldwide Holdings, Inc.* | 48,973,652 | |
272,074 | McDonald's Corp. | 67,789,958 | |
646,124 | Six Flags Entertainment Corp.* | 24,727,165 | |
219,276,506 | |||
Diversified Financials - 3.7% | |||
552,512 | American Express Co. | 96,529,371 | |
561,158 | Bank of New York Mellon Corp. | 23,602,305 | |
38,363 | BlackRock, Inc. | 23,964,599 | |
82,431 | Moody's Corp. | 26,087,763 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Diversified Financials - 3.7% - (continued) | |||
199,117 | T Rowe Price Group, Inc. | $ 24,499,356 | |
195,870 | Tradeweb Markets, Inc. Class A | 13,943,985 | |
471,961 | Voya Financial, Inc. | 29,799,618 | |
238,426,997 | |||
Energy - 1.5% | |||
160,903 | Chevron Corp. | 25,208,673 | |
93,891 | Diamondback Energy, Inc. | 11,851,861 | |
1,415,125 | Marathon Oil Corp. | 35,264,915 | |
540,632 | TotalEnergies SE ADR | 26,334,185 | |
98,659,634 | |||
Food & Staples Retailing - 1.1% | |||
463,399 | Sysco Corp. | 39,611,346 | |
766,780 | U.S. Foods Holding Corp.* | 28,846,264 | |
68,457,610 | |||
Food, Beverage & Tobacco - 3.6% | |||
1,359,852 | Coca-Cola Co. | 87,860,038 | |
479,639 | General Mills, Inc. | 33,924,866 | |
492,236 | PepsiCo., Inc. | 84,521,844 | |
275,768 | Philip Morris International, Inc. | 27,576,800 | |
233,883,548 | |||
Health Care Equipment & Services - 9.7% | |||
38,464 | ABIOMED, Inc.* | 11,023,013 | |
682,791 | Baxter International, Inc. | 48,519,129 | |
33,795 | DexCom, Inc.* | 13,807,961 | |
625,378 | Encompass Health Corp. | 43,044,768 | |
177,519 | Enovis Corp.* | 11,515,658 | |
118,202 | Insulet Corp.* | 28,249,096 | |
478,343 | Integra LifeSciences Holdings Corp.* | 29,255,458 | |
145,103 | Intuitive Surgical, Inc.* | 34,723,148 | |
1,073,779 | Medtronic plc | 112,059,576 | |
114,380 | Molina Healthcare, Inc.* | 35,852,411 | |
232,302 | Stryker Corp. | 56,045,181 | |
38,747 | Teleflex, Inc. | 11,066,918 | |
304,446 | UnitedHealth Group, Inc. | 154,826,013 | |
187,132 | Veeva Systems, Inc. Class A* | 34,048,667 | |
624,036,997 | |||
Household & Personal Products - 3.1% | |||
1,603,005 | Colgate-Palmolive Co. | 123,511,535 | |
494,349 | Procter & Gamble Co. | 79,367,732 | |
202,879,267 | |||
Insurance - 6.4% | |||
6,586,362 | Aegon N.V. ADR(1) | 33,853,901 | |
24,182 | Alleghany Corp.* | 20,228,243 | |
157,944 | Assurant, Inc. | 28,726,855 | |
437,033 | Brown & Brown, Inc. | 27,087,305 | |
630,673 | Chubb Ltd. | 130,202,441 | |
193,720 | Hanover Insurance Group, Inc. | 28,441,971 | |
466,776 | Kemper Corp. | 21,546,380 | |
499,196 | Marsh & McLennan Cos., Inc. | 80,719,993 | |
695,099 | MetLife, Inc. | 45,654,102 | |
416,461,191 | |||
Materials - 4.3% | |||
75,347 | Albemarle Corp. | 14,529,162 | |
391,637 | Celanese Corp. | 57,547,141 | |
418,633 | Ecolab, Inc. | 70,891,312 | |
609,657 | FMC Corp. | 80,803,939 | |
180,476 | Linde plc | 56,301,293 | |
280,072,847 | |||
Media & Entertainment - 6.9% | |||
61,543 | Activision Blizzard, Inc. | 4,652,651 |
18 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Media & Entertainment - 6.9% - (continued) | |||
62,155 | Alphabet, Inc. Class A* | $ 141,849,520 | |
735,771 | Cargurus, Inc.* | 24,044,996 | |
762,678 | Comcast Corp. Class A | 30,324,077 | |
122,883 | Electronic Arts, Inc. | 14,506,338 | |
259,706 | Match Group, Inc.* | 20,555,730 | |
239,193 | Meta Platforms, Inc. Class A* | 47,951,021 | |
770,862 | Omnicom Group, Inc. | 58,685,724 | |
251,499 | Pinterest, Inc. Class A* | 5,160,760 | |
212,771 | Roku, Inc.* | 19,766,426 | |
783,526 | Snap, Inc. Class A* | 22,299,150 | |
167,956 | Spotify Technology S.A.* | 17,072,727 | |
218,298 | Walt Disney Co.* | 24,368,606 | |
260,426 | ZoomInfo Technologies, Inc. Class A* | 12,344,192 | |
443,581,918 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.7% | |||
46,566 | Alnylam Pharmaceuticals, Inc.* | 6,213,301 | |
173,438 | Apellis Pharmaceuticals, Inc.* | 7,549,756 | |
801,295 | AstraZeneca plc ADR | 53,205,988 | |
327,456 | Danaher Corp. | 82,234,025 | |
50,235 | Eli Lilly & Co. | 14,675,151 | |
445,118 | Exact Sciences Corp.* | 24,503,746 | |
108,567 | Illumina, Inc.* | 32,206,401 | |
62,659 | Jazz Pharmaceuticals plc* | 10,039,225 | |
456,939 | Johnson & Johnson | 82,459,212 | |
1,763,217 | Pfizer, Inc. | 86,521,058 | |
206,708 | PTC Therapeutics, Inc.* | 7,302,994 | |
51,441 | Seagen, Inc.* | 6,739,285 | |
112,936 | Ultragenyx Pharmaceutical, Inc.* | 7,983,446 | |
33,832 | Vertex Pharmaceuticals, Inc.* | 9,243,579 | |
430,877,167 | |||
Real Estate - 2.9% | |||
261,303 | American Tower Corp. REIT | 62,979,249 | |
57,011 | AvalonBay Communities, Inc. REIT | 12,968,862 | |
699,926 | Gaming and Leisure Properties, Inc. REIT | 31,062,716 | |
338,229 | Ryman Hospitality Properties, Inc. REIT* | 31,617,647 | |
1,142,745 | VICI Properties, Inc. REIT | 34,065,229 | |
157,256 | Welltower, Inc. REIT | 14,280,417 | |
59,721 | WeWork, Inc. Class A*(1) | 418,644 | |
187,392,764 | |||
Retailing - 4.4% | |||
36,494 | Amazon.com, Inc.* | 90,710,581 | |
15,726 | AutoZone, Inc.* | 30,751,721 | |
245,425 | Chewy, Inc. Class A*(1) | 7,132,051 | |
207,339 | Etsy, Inc.* | 19,321,921 | |
1,479,052 | TJX Cos., Inc. | 90,636,307 | |
316,327 | Tory Burch LLC*(2)(3)(4) | 12,877,659 | |
86,018 | Ulta Beauty, Inc.* | 34,131,942 | |
285,562,182 | |||
Semiconductors & Semiconductor Equipment - 1.7% | |||
183,189 | Advanced Micro Devices, Inc.* | 15,666,323 | |
192,470 | MKS Instruments, Inc. | 21,937,731 | |
248,479 | NVIDIA Corp. | 46,085,400 | |
39,339 | SolarEdge Technologies, Inc.* | 9,850,879 | |
66,225 | Synaptics, Inc.* | 9,830,439 | |
72,200 | Universal Display Corp. | 9,222,106 | |
112,592,878 | |||
Software & Services - 12.0% | |||
138,692 | Accenture plc Class A | 41,657,529 | |
233,590 | Block, Inc. Class A* | 23,251,549 | |
372,997 | Cognizant Technology Solutions Corp. Class A | 30,175,457 | |
140,503 | DocuSign, Inc. Class A* | 11,380,743 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Software & Services - 12.0% - (continued) | |||
243,923 | Dynatrace, Inc.* | $ 9,356,886 | |
532,655 | Fidelity National Information Services, Inc. | 52,812,743 | |
100,753 | Five9, Inc.* | 11,092,905 | |
351,498 | Genpact Ltd. | 14,154,825 | |
93,825 | Guidewire Software, Inc.* | 8,157,146 | |
59,285 | Intuit, Inc. | 24,825,594 | |
244,526 | Mastercard, Inc. Class A | 88,855,858 | |
377,895 | Microsoft Corp. | 104,873,420 | |
71,123 | MongoDB, Inc. Class A* | 25,243,686 | |
122,130 | Okta, Inc.* | 14,571,330 | |
47,646 | Palo Alto Networks, Inc.* | 26,742,747 | |
76,909 | Paycom Software, Inc.* | 21,647,576 | |
132,507 | RingCentral, Inc. Class A* | 11,243,219 | |
68,687 | salesforce.com, Inc.* | 12,084,791 | |
12,640 | Sharecare, Inc. Earnout*(2)(3)(4) | 3,463 | |
11,689 | Shopify, Inc. Class A* | 4,989,099 | |
106,043 | Synopsys, Inc.* | 30,412,072 | |
253,141 | UiPath, Inc. Class A* | 4,513,504 | |
578,161 | Visa, Inc. | 123,223,454 | |
1,407,192 | Western Union Co. | 23,584,538 | |
96,811 | WEX, Inc.* | 16,093,861 | |
185,949 | Workday, Inc. Class A* | 38,435,658 | |
773,383,653 | |||
Technology Hardware & Equipment - 4.0% | |||
460,202 | Apple, Inc. | 72,550,845 | |
301,122 | Arista Networks, Inc.* | 34,800,669 | |
252,594 | CDW Corp. | 41,218,289 | |
499,627 | Cisco Systems, Inc. | 24,471,730 | |
126,431 | F5, Inc.* | 21,165,814 | |
950,122 | Flex Ltd.* | 15,667,512 | |
248,946 | II-VI, Inc.* | 15,237,985 | |
390,028 | Lumentum Holdings, Inc.* | 31,674,174 | |
256,787,018 | |||
Transportation - 2.0% | |||
82,375 | J.B. Hunt Transport Services, Inc. | 14,073,769 | |
980,935 | Southwest Airlines Co.* | 45,829,283 | |
415,642 | Uber Technologies, Inc.* | 13,084,410 | |
231,483 | Union Pacific Corp. | 54,234,152 | |
127,221,614 | |||
Utilities - 0.9% | |||
308,933 | Dominion Energy, Inc. | 25,221,290 | |
357,204 | Eversource Energy | 31,219,630 | |
56,440,920 | |||
Total Common Stocks (cost $5,754,770,185) | $ 6,290,230,533 | ||
CONVERTIBLE PREFERRED STOCKS - 0.1% | |||
Commercial & Professional Services - 0.0% | |||
33,739 | Rubicon Global Holdings LLC Series C*(2)(3)(4) | $ 1,432,389 | |
Software & Services - 0.1% | |||
566,622 | Essence Group Holdings Corp. Series 3*(2)(3)(4) | 1,155,909 | |
77,707 | Lookout, Inc. Series F*(2)(3)(4) | 669,057 | |
1,824,966 | |||
Total Convertible Preferred Stocks (cost $2,457,101) | $ 3,257,355 |
19 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 0.8% | |||
Other Investment Pools & Funds - 0.8% | |||
201,030 | iShares Russell 1000 Growth ETF (1) | $ 49,001,063 | |
Total Exchange-Traded Funds (cost $51,729,221) | $ 49,001,063 | ||
Total Long-Term Investments (Cost $5,808,956,507) | $ 6,342,488,951 | ||
SHORT-TERM INVESTMENTS - 1.7% | |||
Repurchase Agreements - 1.4% | |||
$ 91,914,751 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $91,916,589; collateralized by U.S. Treasury Bond at 1.750%, maturing 08/15/2041, with a market value of $48,987,759 and U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $44,765,336 | $ 91,914,751 | |
Securities Lending Collateral - 0.3% | |||
5,725,536 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 5,725,536 | |
13,888,971 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 13,888,971 | |
19,614,507 | |||
Total Short-Term Investments (cost $111,529,258) | $ 111,529,258 | ||
Total Investments (cost $5,920,485,765) | 100.1% | $ 6,454,018,209 | |
Other Assets and Liabilities | (0.1)% | (5,711,470) | |
Total Net Assets | 100.0% | $ 6,448,306,739 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $33,105,481, which represented 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $33,105,481 or 0.5% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 566,622 | $ 895,999 | $ 1,155,909 | ||||
06/2015 | HF Global, Inc. | 806,800 | 10,846,942 | 16,967,004 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 77,707 | 887,655 | 669,057 | ||||
09/2015 | Rubicon Global Holdings LLC Series C Convertible Preferred | 33,739 | 673,447 | 1,432,389 | ||||
07/2021 | Sharecare, Inc. Earnout | 12,640 | — | 3,463 | ||||
11/2013 | Tory Burch LLC | 316,327 | 24,792,580 | 12,877,659 | ||||
$ 38,096,623 | $ 33,105,481 |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 398 | 06/17/2022 | $ 102,301,920 | $ (5,817,240) | ||||
Total futures contracts | $ (5,817,240) |
20 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 43,958,492 | $ 43,958,492 | $ — | $ — | ||||
Banks | 211,280,288 | 211,280,288 | — | — | ||||
Capital Goods | 609,918,587 | 592,951,583 | — | 16,967,004 | ||||
Commercial & Professional Services | 141,747,172 | 141,747,172 | — | — | ||||
Consumer Durables & Apparel | 227,331,283 | 227,331,283 | — | — | ||||
Consumer Services | 219,276,506 | 219,276,506 | — | — | ||||
Diversified Financials | 238,426,997 | 238,426,997 | — | — | ||||
Energy | 98,659,634 | 98,659,634 | — | — | ||||
Food & Staples Retailing | 68,457,610 | 68,457,610 | — | — | ||||
Food, Beverage & Tobacco | 233,883,548 | 233,883,548 | — | — | ||||
Health Care Equipment & Services | 624,036,997 | 624,036,997 | — | — | ||||
Household & Personal Products | 202,879,267 | 202,879,267 | — | — | ||||
Insurance | 416,461,191 | 416,461,191 | — | — | ||||
Materials | 280,072,847 | 280,072,847 | — | — | ||||
Media & Entertainment | 443,581,918 | 443,581,918 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 430,877,167 | 430,877,167 | — | — | ||||
Real Estate | 187,392,764 | 187,392,764 | — | — | ||||
Retailing | 285,562,182 | 272,684,523 | — | 12,877,659 | ||||
Semiconductors & Semiconductor Equipment | 112,592,878 | 112,592,878 | — | — | ||||
Software & Services | 773,383,653 | 773,380,190 | — | 3,463 | ||||
Technology Hardware & Equipment | 256,787,018 | 256,787,018 | — | — | ||||
Transportation | 127,221,614 | 127,221,614 | — | — | ||||
Utilities | 56,440,920 | 56,440,920 | — | — | ||||
Convertible Preferred Stocks | 3,257,355 | — | — | 3,257,355 | ||||
Exchange-Traded Funds | 49,001,063 | 49,001,063 | — | — | ||||
Short-Term Investments | 111,529,258 | 19,614,507 | 91,914,751 | — | ||||
Total | $ 6,454,018,209 | $���6,328,997,977 | $ 91,914,751 | $ 33,105,481 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (5,817,240) | $ (5,817,240) | $ — | $ — | ||||
Total | $ (5,817,240) | $ (5,817,240) | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $37,516 were transferred into Level 3 due to the unavailability of significant observable inputs. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
21 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% | |||
Automobiles & Components - 1.7% | |||
5,130,760 | Ford Motor Co. | $ 72,651,562 | |
130,186 | Tesla, Inc.* | 113,360,761 | |
186,012,323 | |||
Banks - 4.6% | |||
5,792,823 | Bank of America Corp. | 206,687,924 | |
1,870,925 | JP Morgan Chase & Co. | 223,313,608 | |
432,768 | PNC Financial Services Group, Inc. | 71,882,765 | |
501,884,297 | |||
Capital Goods - 7.3% | |||
920,873 | AMETEK, Inc. | 116,269,425 | |
359,805 | Deere & Co. | 135,844,378 | |
1,050,412 | Fortune Brands Home & Security, Inc. | 74,841,855 | |
483,810 | IDEX Corp. | 91,836,814 | |
532,303 | Illinois Tool Works, Inc. | 104,922,244 | |
1,881,720 | Johnson Controls International plc | 112,658,576 | |
1,598,940 | Raytheon Technologies Corp. | 151,755,396 | |
788,128,688 | |||
Commercial & Professional Services - 1.5% | |||
906,222 | Leidos Holdings, Inc. | 93,803,039 | |
516,523 | Republic Services, Inc. Class A | 69,353,543 | |
163,156,582 | |||
Consumer Durables & Apparel - 1.2% | |||
1,064,107 | NIKE, Inc. Class B | 132,694,143 | |
Consumer Services - 2.8% | |||
397,680 | Airbnb, Inc. Class A* | 60,928,553 | |
40,189 | Booking Holdings, Inc.* | 88,830,148 | |
625,493 | McDonald's Corp. | 155,847,836 | |
305,606,537 | |||
Diversified Financials - 4.2% | |||
1,032,297 | American Express Co. | 180,352,609 | |
1,503,324 | Charles Schwab Corp. | 99,715,481 | |
2,112,381 | Morgan Stanley | 170,236,785 | |
450,304,875 | |||
Energy - 3.1% | |||
1,165,802 | ConocoPhillips | 111,357,407 | |
1,906,321 | EOG Resources, Inc. | 222,582,040 | |
333,939,447 | |||
Food & Staples Retailing - 1.1% | |||
1,395,596 | Sysco Corp. | 119,295,546 | |
Food, Beverage & Tobacco - 2.5% | |||
659,107 | Constellation Brands, Inc. Class A | 162,199,642 | |
1,236,730 | Monster Beverage Corp.* | 105,963,026 | |
268,162,668 | |||
Health Care Equipment & Services - 8.1% | |||
961,009 | Abbott Laboratories | 109,074,521 | |
1,558,651 | Baxter International, Inc. | 110,757,740 | |
504,099 | Becton Dickinson and Co. | 124,608,232 | |
1,478,019 | Hologic, Inc.* | 106,402,588 | |
369,372 | Laboratory Corp. of America Holdings* | 88,752,704 | |
660,143 | UnitedHealth Group, Inc. | 335,715,723 | |
875,311,508 | |||
Household & Personal Products - 3.3% | |||
1,197,559 | Colgate-Palmolive Co. | 92,271,921 | |
1,660,045 | Procter & Gamble Co. | 266,520,225 | |
358,792,146 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Insurance - 2.0% | |||
620,673 | Chubb Ltd. | $ 128,137,941 | |
856,032 | Progressive Corp. | 91,903,595 | |
220,041,536 | |||
Materials - 1.0% | |||
858,219 | PPG Industries, Inc. | 109,843,450 | |
Media & Entertainment - 7.6% | |||
243,786 | Alphabet, Inc. Class A* | 556,365,971 | |
596,532 | Meta Platforms, Inc. Class A* | 119,586,770 | |
1,322,503 | Walt Disney Co.* | 147,631,010 | |
823,583,751 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.9% | |||
521,089 | Danaher Corp. | 130,861,081 | |
765,910 | Eli Lilly & Co. | 223,745,289 | |
4,063,297 | Pfizer, Inc. | 199,385,984 | |
215,141 | Regeneron Pharmaceuticals, Inc.* | 141,801,584 | |
324,852 | Thermo Fisher Scientific, Inc. | 179,617,168 | |
335,058 | Vertex Pharmaceuticals, Inc.* | 91,544,547 | |
966,955,653 | |||
Real Estate - 2.1% | |||
415,782 | AvalonBay Communities, Inc. REIT | 94,582,089 | |
821,585 | Prologis, Inc. REIT | 131,691,860 | |
226,273,949 | |||
Retailing - 5.2% | |||
161,255 | Amazon.com, Inc.* | 400,820,266 | |
2,687,673 | TJX Cos., Inc. | 164,700,601 | |
565,520,867 | |||
Semiconductors & Semiconductor Equipment - 4.7% | |||
1,031,633 | Advanced Micro Devices, Inc.* | 88,225,254 | |
307,018 | KLA Corp. | 98,018,567 | |
246,301 | NVIDIA Corp. | 45,681,447 | |
814,518 | QUALCOMM, Inc. | 113,780,019 | |
976,756 | Texas Instruments, Inc. | 166,292,709 | |
511,997,996 | |||
Software & Services - 12.3% | |||
869,108 | Fidelity National Information Services, Inc. | 86,172,058 | |
560,422 | Global Payments, Inc. | 76,766,606 | |
1,005,637 | GoDaddy, Inc. Class A* | 81,265,526 | |
526,297 | Mastercard, Inc. Class A | 191,245,804 | |
2,154,979 | Microsoft Corp. | 598,049,772 | |
165,406 | Palo Alto Networks, Inc.* | 92,839,080 | |
717,178 | salesforce.com, Inc.* | 126,180,297 | |
395,406 | Workday, Inc. Class A* | 81,730,420 | |
1,334,249,563 | |||
Technology Hardware & Equipment - 9.9% | |||
3,504,805 | Apple, Inc. | 552,532,508 | |
648,636 | CDW Corp. | 105,844,423 | |
2,684,015 | Corning, Inc. | 94,450,488 | |
507,932 | F5, Inc.* | 85,032,896 | |
658,606 | Motorola Solutions, Inc. | 140,737,516 | |
1,265,221 | NetApp, Inc. | 92,677,438 | |
1,071,275,269 | |||
Telecommunication Services - 1.0% | |||
2,382,342 | Verizon Communications, Inc. | 110,302,435 |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Utilities - 2.5% | |||
1,517,184 | American Electric Power Co., Inc. | $ 150,368,106 | |
1,123,951 | Duke Energy Corp. | 123,814,442 | |
274,182,548 | |||
Total Common Stocks (cost $7,575,805,277) | $ 10,697,515,777 | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Repurchase Agreements - 1.2% | |||
$ 127,199,073 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $127,201,617; collateralized by U.S. Treasury Bond at 2.125%, maturing 02/15/2041, with a market value of $13,652,487, U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $116,090,715 | $ 127,199,073 | |
Total Short-Term Investments (cost $127,199,073) | $ 127,199,073 | ||
Total Investments (cost $7,703,004,350) | 99.8% | $ 10,824,714,850 | |
Other Assets and Liabilities | 0.2% | 20,469,393 | |
Total Net Assets | 100.0% | $ 10,845,184,243 |
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. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 186,012,323 | $ 186,012,323 | $ — | $ — | ||||
Banks | 501,884,297 | 501,884,297 | — | — | ||||
Capital Goods | 788,128,688 | 788,128,688 | — | — | ||||
Commercial & Professional Services | 163,156,582 | 163,156,582 | — | — | ||||
Consumer Durables & Apparel | 132,694,143 | 132,694,143 | — | — | ||||
Consumer Services | 305,606,537 | 305,606,537 | — | — | ||||
Diversified Financials | 450,304,875 | 450,304,875 | — | — | ||||
Energy | 333,939,447 | 333,939,447 | — | — | ||||
Food & Staples Retailing | 119,295,546 | 119,295,546 | — | — | ||||
Food, Beverage & Tobacco | 268,162,668 | 268,162,668 | — | — | ||||
Health Care Equipment & Services | 875,311,508 | 875,311,508 | — | — | ||||
Household & Personal Products | 358,792,146 | 358,792,146 | — | — | ||||
Insurance | 220,041,536 | 220,041,536 | — | — | ||||
Materials | 109,843,450 | 109,843,450 | — | — | ||||
Media & Entertainment | 823,583,751 | 823,583,751 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 966,955,653 | 966,955,653 | — | — | ||||
Real Estate | 226,273,949 | 226,273,949 | — | — | ||||
Retailing | 565,520,867 | 565,520,867 | — | — | ||||
Semiconductors & Semiconductor Equipment | 511,997,996 | 511,997,996 | — | — | ||||
Software & Services | 1,334,249,563 | 1,334,249,563 | — | — | ||||
Technology Hardware & Equipment | 1,071,275,269 | 1,071,275,269 | — | — | ||||
Telecommunication Services | 110,302,435 | 110,302,435 | — | — | ||||
Utilities | 274,182,548 | 274,182,548 | — | — | ||||
Short-Term Investments | 127,199,073 | — | 127,199,073 | — | ||||
Total | $ 10,824,714,850 | $ 10,697,515,777 | $ 127,199,073 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
23 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% | |||
Banks - 5.5% | |||
7,311,530 | Bank of America Corp. | $ 260,875,390 | |
3,372,788 | JP Morgan Chase & Co. | 402,575,976 | |
1,142,604 | PNC Financial Services Group, Inc. | 189,786,524 | |
853,237,890 | |||
Capital Goods - 6.2% | |||
486,946 | General Dynamics Corp. | 115,177,337 | |
2,392,123 | Ingersoll Rand, Inc. | 105,157,727 | |
3,249,513 | Johnson Controls International plc | 194,548,343 | |
461,063 | Lockheed Martin Corp. | 199,234,544 | |
2,986,673 | Otis Worldwide Corp. | 217,549,261 | |
1,393,805 | Raytheon Technologies Corp. | 132,286,033 | |
963,953,245 | |||
Commercial & Professional Services - 1.0% | |||
974,675 | Waste Management, Inc. | 160,275,557 | |
Consumer Services - 2.5% | |||
1,354,208 | Hilton Worldwide Holdings, Inc.* | 210,294,960 | |
688,207 | McDonald's Corp. | 171,473,656 | |
381,768,616 | |||
Diversified Financials - 5.6% | |||
1,369,520 | American Express Co. | 239,268,839 | |
187,216 | BlackRock, Inc. | 116,950,091 | |
2,687,163 | Charles Schwab Corp. | 178,239,522 | |
862,680 | Northern Trust Corp. | 88,899,174 | |
653,893 | S&P Global, Inc. | 246,190,714 | |
869,548,340 | |||
Energy - 4.1% | |||
1,691,588 | Chevron Corp. | 265,021,092 | |
2,219,400 | ConocoPhillips | 211,997,088 | |
3,418,104 | TotalEnergies SE ADR | 166,495,846 | |
643,514,026 | |||
Food & Staples Retailing - 2.8% | |||
2,335,196 | Sysco Corp. | 199,612,554 | |
1,563,247 | Walmart, Inc. | 239,161,159 | |
438,773,713 | |||
Food, Beverage & Tobacco - 3.1% | |||
4,342,849 | Coca-Cola Co. | 280,591,474 | |
3,189,596 | Mondelez International, Inc. Class A | 205,665,150 | |
486,256,624 | |||
Health Care Equipment & Services - 8.8% | |||
474,005 | Anthem, Inc. | 237,917,330 | |
2,197,808 | Baxter International, Inc. | 156,176,237 | |
809,334 | Becton Dickinson and Co. | 200,059,271 | |
616,175 | HCA Healthcare, Inc. | 132,200,346 | |
2,071,125 | Medtronic plc | 216,142,605 | |
856,673 | UnitedHealth Group, Inc. | 435,661,054 | |
1,378,156,843 | |||
Household & Personal Products - 0.8% | |||
1,622,150 | Colgate-Palmolive Co. | 124,986,657 | |
Insurance - 6.2% | |||
3,578,675 | American International Group, Inc. | 209,388,274 | |
1,448,908 | Chubb Ltd. | 299,127,057 | |
2,235,899 | MetLife, Inc. | 146,853,846 | |
1,178,367 | Principal Financial Group, Inc. | 80,293,928 | |
2,070,755 | Prudential Financial, Inc. | 224,697,625 | |
960,360,730 | |||
Materials - 3.6% | |||
1,369,175 | Celanese Corp. | 201,186,574 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Materials - 3.6% - (continued) | |||
1,463,059 | FMC Corp. | $ 193,913,840 | |
1,272,484 | PPG Industries, Inc. | 162,865,227 | |
557,965,641 | |||
Media & Entertainment - 4.6% | |||
202,801 | Alphabet, Inc. Class A* | 462,830,414 | |
6,256,872 | Comcast Corp. Class A | 248,773,231 | |
711,603,645 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.3% | |||
935,797 | Agilent Technologies, Inc. | 111,612,508 | |
2,692,415 | AstraZeneca plc ADR | 178,776,356 | |
3,319,096 | Bristol-Myers Squibb Co. | 249,828,356 | |
2,318,827 | Merck & Co., Inc. | 205,656,767 | |
2,047,586 | Novartis AG ADR | 180,248,996 | |
7,333,805 | Pfizer, Inc. | 359,869,811 | |
1,285,992,794 | |||
Real Estate - 3.5% | |||
758,799 | American Tower Corp. REIT | 182,885,735 | |
7,615,001 | Host Hotels & Resorts, Inc. REIT | 154,965,270 | |
570,250 | Public Storage REIT | 211,847,875 | |
549,698,880 | |||
Retailing - 2.9% | |||
505,265 | Home Depot, Inc. | 151,781,606 | |
771,371 | Lowe's Cos., Inc. | 152,523,188 | |
2,522,043 | TJX Cos., Inc. | 154,550,795 | |
458,855,589 | |||
Semiconductors & Semiconductor Equipment - 2.6% | |||
172,090 | Broadcom, Inc. | 95,404,975 | |
1,473,494 | Micron Technology, Inc. | 100,477,556 | |
1,182,827 | Texas Instruments, Inc. | 201,376,297 | |
397,258,828 | |||
Software & Services - 10.3% | |||
340,701 | Accenture plc Class A | 102,332,952 | |
3,177,771 | Cognizant Technology Solutions Corp. Class A | 257,081,674 | |
2,735,285 | Fidelity National Information Services, Inc. | 271,203,508 | |
2,643,963 | Microsoft Corp. | 733,752,612 | |
1,112,114 | Visa, Inc. | 237,024,857 | |
1,601,395,603 | |||
Technology Hardware & Equipment - 5.1% | |||
2,681,853 | Apple, Inc. | 422,794,126 | |
4,551,283 | Cisco Systems, Inc. | 222,921,841 | |
4,279,133 | HP, Inc. | 156,744,642 | |
802,460,609 | |||
Telecommunication Services - 1.9% | |||
6,556,024 | Verizon Communications, Inc. | 303,543,911 | |
Transportation - 1.4% | |||
1,449,645 | Ryanair Holdings plc ADR* | 126,583,001 | |
408,896 | Union Pacific Corp. | 95,800,244 | |
222,383,245 | |||
Utilities - 5.0% | |||
1,209,271 | Constellation Energy Corp. | 71,600,936 | |
2,063,295 | Dominion Energy, Inc. | 168,447,404 | |
1,731,721 | Duke Energy Corp. | 190,766,385 | |
3,767,332 | Exelon Corp. | 176,235,791 | |
1,094,191 | Sempra Energy | 176,558,660 | |
783,609,176 | |||
Total Common Stocks (cost $10,193,332,463) | $ 14,935,600,162 |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Repurchase Agreements - 3.1% | |||
$ 484,545,006 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $484,554,697; collateralized by U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $494,235,959 | $ 484,545,006 | |
Total Short-Term Investments (cost $484,545,006) | $ 484,545,006 | ||
Total Investments (cost $10,677,877,469) | 98.9% | $ 15,420,145,168 | |
Other Assets and Liabilities | 1.1% | 167,982,128 | |
Total Net Assets | 100.0% | $ 15,588,127,296 |
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. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 853,237,890 | $ 853,237,890 | $ — | $ — | ||||
Capital Goods | 963,953,245 | 963,953,245 | — | — | ||||
Commercial & Professional Services | 160,275,557 | 160,275,557 | — | — | ||||
Consumer Services | 381,768,616 | 381,768,616 | — | — | ||||
Diversified Financials | 869,548,340 | 869,548,340 | — | — | ||||
Energy | 643,514,026 | 643,514,026 | — | — | ||||
Food & Staples Retailing | 438,773,713 | 438,773,713 | — | — | ||||
Food, Beverage & Tobacco | 486,256,624 | 486,256,624 | — | — | ||||
Health Care Equipment & Services | 1,378,156,843 | 1,378,156,843 | — | — | ||||
Household & Personal Products | 124,986,657 | 124,986,657 | — | — | ||||
Insurance | 960,360,730 | 960,360,730 | — | — | ||||
Materials | 557,965,641 | 557,965,641 | — | — | ||||
Media & Entertainment | 711,603,645 | 711,603,645 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,285,992,794 | 1,285,992,794 | — | — | ||||
Real Estate | 549,698,880 | 549,698,880 | — | — | ||||
Retailing | 458,855,589 | 458,855,589 | — | — | ||||
Semiconductors & Semiconductor Equipment | 397,258,828 | 397,258,828 | — | — | ||||
Software & Services | 1,601,395,603 | 1,601,395,603 | — | — | ||||
Technology Hardware & Equipment | 802,460,609 | 802,460,609 | — | — | ||||
Telecommunication Services | 303,543,911 | 303,543,911 | — | — | ||||
Transportation | 222,383,245 | 222,383,245 | — | — | ||||
Utilities | 783,609,176 | 783,609,176 | — | — | ||||
Short-Term Investments | 484,545,006 | — | 484,545,006 | — | ||||
Total | $ 15,420,145,168 | $ 14,935,600,162 | $ 484,545,006 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.6% | |||
Banks - 6.6% | |||
855,563 | JP Morgan Chase & Co. | $ 102,120,000 | |
307,691 | M&T Bank Corp. | 51,273,628 | |
335,105 | PNC Financial Services Group, Inc. | 55,660,940 | |
520,571 | Royal Bank of Canada | 52,577,813 | |
1,227,393 | Truist Financial Corp. | 59,344,452 | |
320,976,833 | |||
Capital Goods - 11.2% | |||
129,505 | Caterpillar, Inc. | 27,265,983 | |
455,703 | Eaton Corp. plc | 66,086,049 | |
396,746 | General Dynamics Corp. | 93,842,331 | |
286,246 | Honeywell International, Inc. | 55,391,463 | |
299,713 | Hubbell, Inc. | 58,551,932 | |
1,165,528 | Johnson Controls International plc | 69,780,161 | |
236,633 | L3Harris Technologies, Inc. | 54,960,381 | |
108,430 | Northrop Grumman Corp. | 47,644,142 | |
737,120 | Raytheon Technologies Corp. | 69,960,059 | |
543,482,501 | |||
Diversified Financials - 4.3% | |||
766,055 | Ares Management Corp. Class A | 50,728,162 | |
88,012 | BlackRock, Inc. | 54,979,336 | |
1,245,615 | Morgan Stanley | 100,384,113 | |
206,091,611 | |||
Energy - 7.0% | |||
1,198,899 | ConocoPhillips | 114,518,833 | |
1,373,198 | Coterra Energy, Inc. | 39,534,370 | |
305,466 | Phillips 66 | 26,502,230 | |
448,376 | Pioneer Natural Resources Co. | 104,233,969 | |
1,016,901 | TC Energy Corp. | 53,787,742 | |
338,577,144 | |||
Food, Beverage & Tobacco - 7.7% | |||
511,490 | Archer-Daniels-Midland Co. | 45,809,044 | |
599,453 | Kellogg Co. | 41,062,531 | |
1,770,640 | Mondelez International, Inc. Class A | 114,170,867 | |
171,429 | Nestle S.A. ADR | 22,052,627 | |
288,313 | PepsiCo., Inc. | 49,506,225 | |
974,592 | Philip Morris International, Inc. | 97,459,200 | |
370,060,494 | |||
Health Care Equipment & Services - 9.4% | |||
205,316 | Anthem, Inc. | 103,054,260 | |
887,246 | Baxter International, Inc. | 63,047,701 | |
256,662 | Becton Dickinson and Co. | 63,444,280 | |
491,249 | Medtronic plc | 51,266,745 | |
337,157 | UnitedHealth Group, Inc. | 171,461,192 | |
452,274,178 | |||
Household & Personal Products - 4.0% | |||
343,056 | Kimberly-Clark Corp. | 47,626,464 | |
633,003 | Procter & Gamble Co. | 101,628,632 | |
984,492 | Unilever plc ADR | 45,542,600 | |
194,797,696 | |||
Insurance - 6.2% | |||
583,182 | Chubb Ltd. | 120,397,924 | |
1,591,067 | MetLife, Inc. | 104,501,281 | |
691,179 | Progressive Corp. | 74,204,977 | |
299,104,182 | |||
Materials - 3.6% | |||
242,197 | Celanese Corp. | 35,588,427 | |
556,202 | LyondellBasell Industries N.V. Class A | 58,974,098 | |
488,228 | PPG Industries, Inc. | 62,488,302 | |
206,900 | Rio Tinto plc ADR(1) | 14,714,728 | |
171,765,555 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.6% - (continued) | |||
Media & Entertainment - 1.7% | |||
2,114,427 | Comcast Corp. Class A | $ 84,069,618 | |
Pharmaceuticals, Biotechnology & Life Sciences - 10.6% | |||
837,901 | AstraZeneca plc ADR | 55,636,626 | |
240,992 | Eli Lilly & Co. | 70,400,993 | |
813,380 | Johnson & Johnson | 146,782,555 | |
875,750 | Merck & Co., Inc. | 77,670,267 | |
2,297,414 | Pfizer, Inc. | 112,734,105 | |
129,170 | Roche Holding AG | 47,898,008 | |
511,122,554 | |||
Real Estate - 3.0% | |||
380,510 | Crown Castle International Corp. REIT | 70,474,257 | |
1,136,757 | Gaming and Leisure Properties, Inc. REIT | 50,449,276 | |
263,493 | Welltower, Inc. REIT | 23,927,799 | |
144,851,332 | |||
Retailing - 3.3% | |||
162,288 | Home Depot, Inc. | 48,751,315 | |
329,876 | Lowe's Cos., Inc. | 65,226,382 | |
719,071 | TJX Cos., Inc. | 44,064,671 | |
158,042,368 | |||
Semiconductors & Semiconductor Equipment - 4.0% | |||
474,650 | Analog Devices, Inc. | 73,276,467 | |
67,808 | Broadcom, Inc. | 37,592,077 | |
144,180 | NXP Semiconductors N.V. | 24,640,362 | |
336,712 | Texas Instruments, Inc. | 57,325,218 | |
192,834,124 | |||
Software & Services - 0.5% | |||
232,700 | Fidelity National Information Services, Inc. | 23,072,205 | |
Technology Hardware & Equipment - 4.7% | |||
2,338,272 | Cisco Systems, Inc. | 114,528,563 | |
1,598,375 | Corning, Inc. | 56,246,816 | |
468,862 | TE Connectivity Ltd. | 58,504,600 | |
229,279,979 | |||
Telecommunication Services - 0.7% | |||
728,030 | Verizon Communications, Inc. | 33,707,789 | |
Transportation - 1.1% | |||
469,053 | Canadian National Railway Co. | 55,162,517 | |
Utilities - 7.0% | |||
662,171 | American Electric Power Co., Inc. | 65,627,768 | |
431,883 | Constellation Energy Corp. | 25,571,792 | |
670,269 | Dominion Energy, Inc. | 54,720,761 | |
448,933 | Duke Energy Corp. | 49,454,459 | |
1,533,725 | Exelon Corp. | 71,747,656 | |
456,982 | Sempra Energy | 73,738,616 | |
340,861,052 | |||
Total Common Stocks (cost $3,364,247,858) | $ 4,670,133,732 |
26 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.6% | |||
Repurchase Agreements - 2.6% | |||
$ 122,953,771 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $122,956,230; collateralized by U.S. Treasury Government Bond at 4.250%, maturing 11/15/2040, with a market value of $114,092,219; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $11,320,741 | $ 122,953,771 | |
Securities Lending Collateral - 0.0% | |||
91,096 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 91,096 | |
220,979 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 220,979 | |
312,075 | |||
Total Short-Term Investments (cost $123,265,846) | $ 123,265,846 | ||
Total Investments (cost $3,487,513,704) | 99.2% | $ 4,793,399,578 | |
Other Assets and Liabilities | 0.8% | 40,669,078 | |
Total Net Assets | 100.0% | $ 4,834,068,656 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 320,976,833 | $ 320,976,833 | $ — | $ — | ||||
Capital Goods | 543,482,501 | 543,482,501 | — | — | ||||
Diversified Financials | 206,091,611 | 206,091,611 | — | — | ||||
Energy | 338,577,144 | 338,577,144 | — | — | ||||
Food, Beverage & Tobacco | 370,060,494 | 370,060,494 | — | — | ||||
Health Care Equipment & Services | 452,274,178 | 452,274,178 | — | — | ||||
Household & Personal Products | 194,797,696 | 194,797,696 | — | — | ||||
Insurance | 299,104,182 | 299,104,182 | — | — | ||||
Materials | 171,765,555 | 171,765,555 | — | — | ||||
Media & Entertainment | 84,069,618 | 84,069,618 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 511,122,554 | 463,224,546 | 47,898,008 | — | ||||
Real Estate | 144,851,332 | 144,851,332 | — | — | ||||
Retailing | 158,042,368 | 158,042,368 | — | — | ||||
Semiconductors & Semiconductor Equipment | 192,834,124 | 192,834,124 | — | — | ||||
Software & Services | 23,072,205 | 23,072,205 | — | — | ||||
Technology Hardware & Equipment | 229,279,979 | 229,279,979 | — | — | ||||
Telecommunication Services | 33,707,789 | 33,707,789 | — | — | ||||
Transportation | 55,162,517 | 55,162,517 | — | — | ||||
Utilities | 340,861,052 | 340,861,052 | — | — | ||||
Short-Term Investments | 123,265,846 | 312,075 | 122,953,771 | — | ||||
Total | $ 4,793,399,578 | $ 4,622,547,799 | $ 170,851,779 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
27 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.9% | |||
Automobiles & Components - 1.7% | |||
35,703 | Tesla, Inc.* | $ 31,088,744 | |
763,282 | Thor Industries, Inc. | 58,429,237 | |
89,517,981 | |||
Capital Goods - 3.2% | |||
1,630,959 | Johnson Controls International plc | 97,645,515 | |
441,592 | Middleby Corp.* | 67,956,593 | |
165,602,108 | |||
Commercial & Professional Services - 2.8% | |||
592,125 | Copart, Inc.* | 67,295,006 | |
1,230,122 | CoStar Group, Inc.* | 78,260,362 | |
145,555,368 | |||
Consumer Durables & Apparel - 4.9% | |||
860,158 | Lennar Corp. Class A | 65,793,486 | |
421,399 | Lululemon Athletica, Inc.* | 149,440,727 | |
2,421,013 | Peloton Interactive, Inc. Class A* | 42,512,988 | |
257,747,201 | |||
Consumer Services - 3.7% | |||
948,703 | Airbnb, Inc. Class A* | 145,350,786 | |
3,597,726 | DraftKings, Inc. Class A*(1) | 49,216,892 | |
194,567,678 | |||
Diversified Financials - 1.0% | |||
721,775 | Tradeweb Markets, Inc. Class A | 51,383,162 | |
Health Care Equipment & Services - 6.0% | |||
172,944 | ABIOMED, Inc.* | 49,562,292 | |
156,861 | DexCom, Inc.* | 64,090,267 | |
273,813 | Insulet Corp.* | 65,438,569 | |
106,946 | Intuitive Surgical, Inc.* | 25,592,178 | |
586,950 | Veeva Systems, Inc. Class A* | 106,795,552 | |
311,478,858 | |||
Materials - 1.3% | |||
351,036 | Albemarle Corp. | 67,690,272 | |
Media & Entertainment - 20.4% | |||
183,650 | Alphabet, Inc. Class A* | 419,124,193 | |
566,337 | Electronic Arts, Inc. | 66,856,083 | |
1,147,028 | Match Group, Inc.* | 90,787,266 | |
487,684 | Meta Platforms, Inc. Class A* | 97,766,011 | |
583,584 | Roku, Inc.* | 54,214,954 | |
3,503,719 | Snap, Inc. Class A* | 99,715,843 | |
794,478 | Spotify Technology S.A.* | 80,758,689 | |
897,993 | Walt Disney Co.* | 100,242,959 | |
1,213,950 | ZoomInfo Technologies, Inc. Class A* | 57,541,230 | |
1,067,007,228 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.5% | |||
304,729 | Danaher Corp. | 76,526,594 | |
219,880 | Eli Lilly & Co. | 64,233,544 | |
1,345,828 | Exact Sciences Corp.* | 74,087,831 | |
410,023 | Illumina, Inc.* | 121,633,323 | |
121,360 | Reata Pharmaceuticals, Inc. Class A* | 3,080,117 | |
339,561,409 | |||
Real Estate - 1.2% | |||
254,253 | AvalonBay Communities, Inc. REIT | 57,837,473 | |
448,214 | WeWork, Inc. Class A*(1) | 3,141,980 | |
60,979,453 | |||
Retailing - 11.5% | |||
166,371 | Amazon.com, Inc.* | 413,536,749 | |
525,351 | Etsy, Inc.* | 48,957,460 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.9% - (continued) | |||
Retailing - 11.5% - (continued) | |||
171,581 | Tory Burch LLC*(2)(3)(4) | $ 6,985,061 | |
332,948 | Ulta Beauty, Inc.* | 132,113,766 | |
601,593,036 | |||
Semiconductors & Semiconductor Equipment - 6.9% | |||
730,848 | Advanced Micro Devices, Inc.* | 62,502,121 | |
1,127,552 | NVIDIA Corp. | 209,127,069 | |
183,795 | SolarEdge Technologies, Inc.* | 46,024,106 | |
345,750 | Universal Display Corp. | 44,162,648 | |
361,815,944 | |||
Software & Services - 21.6% | |||
1,087,295 | Block, Inc. Class A* | 108,229,344 | |
624,532 | DocuSign, Inc. Class A* | 50,587,092 | |
478,828 | Five9, Inc.* | 52,718,963 | |
3,708,500 | ironSource Ltd.* | 14,203,555 | |
1,887,545 | ironSource Ltd. Class A*(1) | 7,229,297 | |
697,270 | Mastercard, Inc. Class A | 253,373,973 | |
195,672 | MongoDB, Inc. Class A* | 69,449,863 | |
539,739 | Okta, Inc.* | 64,396,260 | |
219,866 | Palo Alto Networks, Inc.* | 123,406,389 | |
344,461 | Paycom Software, Inc.* | 96,955,438 | |
623,821 | RingCentral, Inc. Class A* | 52,931,212 | |
326,300 | salesforce.com, Inc.* | 57,409,222 | |
1,162,216 | UiPath, Inc. Class A* | 20,722,311 | |
777,652 | Workday, Inc. Class A* | 160,740,668 | |
1,132,353,587 | |||
Technology Hardware & Equipment - 3.1% | |||
1,397,413 | Arista Networks, Inc.* | 161,499,021 | |
Transportation - 1.1% | |||
1,913,889 | Uber Technologies, Inc.* | 60,249,226 | |
Total Common Stocks (cost $5,825,318,895) | $ 5,068,601,532 | ||
CONVERTIBLE PREFERRED STOCKS - 0.7% | |||
Commercial & Professional Services - 0.4% | |||
470,535 | Rubicon Global Holdings LLC Series C*(2)(3)(4) | $ 19,976,563 | |
Software & Services - 0.3% | |||
5,668,755 | Essence Group Holdings Corp. Series 3*(2)(3)(4) | 11,564,260 | |
743,470 | Lookout, Inc. Series F*(2)(3)(4) | 6,401,277 | |
17,965,537 | |||
Total Convertible Preferred Stocks (cost $26,848,848) | $ 37,942,100 | ||
Total Long-Term Investments (Cost $5,852,167,743) | $ 5,106,543,632 | ||
SHORT-TERM INVESTMENTS - 2.1% | |||
Repurchase Agreements - 1.9% | |||
$ 97,425,283 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $97,427,232; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $5,592,378, U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $93,781,466 | $ 97,425,283 |
28 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.1% - (continued) | |||
Securities Lending Collateral - 0.2% | |||
3,094,763 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | $ 3,094,763 | |
7,507,258 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 7,507,258 | |
10,602,021 | |||
Total Short-Term Investments (cost $108,027,304) | $ 108,027,304 | ||
Total Investments (cost $5,960,195,047) | 99.7% | $ 5,214,570,936 | |
Other Assets and Liabilities | 0.3% | 16,112,699 | |
Total Net Assets | 100.0% | $ 5,230,683,635 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $44,927,161, which represented 0.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $44,927,161 or 0.9% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 5,668,755 | $ 8,964,002 | $ 11,564,260 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 743,470 | 8,492,732 | 6,401,277 | ||||
09/2015 | Rubicon Global Holdings LLC Series C Convertible Preferred | 470,535 | 9,392,114 | 19,976,563 | ||||
11/2013 | Tory Burch LLC | 171,581 | 13,447,917 | 6,985,061 | ||||
$ 40,296,765 | $ 44,927,161 |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
29 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 89,517,981 | $ 89,517,981 | $ — | $ — | ||||
Capital Goods | 165,602,108 | 165,602,108 | — | — | ||||
Commercial & Professional Services | 145,555,368 | 145,555,368 | — | — | ||||
Consumer Durables & Apparel | 257,747,201 | 257,747,201 | — | — | ||||
Consumer Services | 194,567,678 | 194,567,678 | — | — | ||||
Diversified Financials | 51,383,162 | 51,383,162 | — | — | ||||
Health Care Equipment & Services | 311,478,858 | 311,478,858 | — | — | ||||
Materials | 67,690,272 | 67,690,272 | — | — | ||||
Media & Entertainment | 1,067,007,228 | 1,067,007,228 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 339,561,409 | 339,561,409 | — | — | ||||
Real Estate | 60,979,453 | 60,979,453 | — | — | ||||
Retailing | 601,593,036 | 594,607,975 | — | 6,985,061 | ||||
Semiconductors & Semiconductor Equipment | 361,815,944 | 361,815,944 | — | — | ||||
Software & Services | 1,132,353,587 | 1,132,353,587 | — | — | ||||
Technology Hardware & Equipment | 161,499,021 | 161,499,021 | — | — | ||||
Transportation | 60,249,226 | 60,249,226 | — | — | ||||
Convertible Preferred Stocks | 37,942,100 | — | — | 37,942,100 | ||||
Short-Term Investments | 108,027,304 | 10,602,021 | 97,425,283 | — | ||||
Total | $ 5,214,570,936 | $ 5,072,218,492 | $ 97,425,283 | $ 44,927,161 |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
30 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% | |||
Biotechnology - 12.0% | |||
403,646 | 89bio, Inc.* | $ 875,912 | |
453,057 | Abcam plc* | 7,030,157 | |
322,294 | Alkermes plc* | 9,298,182 | |
36,198 | Alnylam Pharmaceuticals, Inc.* | 4,829,899 | |
287,815 | Amicus Therapeutics, Inc.* | 2,037,730 | |
80,290 | Apellis Pharmaceuticals, Inc.* | 3,495,024 | |
12,030 | Argenx SE ADR* | 3,456,460 | |
60,385 | Ascendis Pharma A/S ADR* | 5,511,339 | |
48,979 | Blueprint Medicines Corp.* | 2,857,925 | |
89,659 | Celldex Therapeutics, Inc.* | 2,739,082 | |
1,072,300 | Everest Medicines Ltd.*(1) | 2,455,717 | |
177,438 | Exact Sciences Corp.* | 9,767,962 | |
20,750 | Genmab A/S* | 7,296,560 | |
197,821 | Genus plc | 6,215,306 | |
73,919 | Horizon Therapeutics plc* | 7,285,457 | |
424,576 | ImmunoGen, Inc.* | 2,050,702 | |
688,700 | InnoCare Pharma Ltd.*(1)(2) | 953,382 | |
596,673 | Ironwood Pharmaceuticals, Inc.* | 7,160,076 | |
36,070 | Karuna Therapeutics, Inc.* | 4,020,362 | |
60,761 | Kymera Therapeutics, Inc.* | 1,904,857 | |
111,275 | Merus N.V.* | 2,270,010 | |
36,962 | Mirati Therapeutics, Inc.* | 2,283,882 | |
49,555 | Moderna, Inc.* | 6,660,687 | |
216,972 | Myovant Sciences Ltd.*(2) | 2,020,009 | |
102,088 | PTC Therapeutics, Inc.* | 3,606,769 | |
14,461 | Regeneron Pharmaceuticals, Inc.* | 9,531,390 | |
24,409 | Relay Therapeutics, Inc.* | 581,666 | |
100,762 | Revolution Medicines, Inc.* | 2,012,217 | |
102,203 | Sage Therapeutics, Inc.* | 3,221,439 | |
41,080 | Sarepta Therapeutics, Inc.* | 2,970,906 | |
60,687 | Seagen, Inc.* | 7,950,604 | |
54,429 | Stoke Therapeutics, Inc.* | 785,955 | |
62,063 | Ultragenyx Pharmaceutical, Inc.* | 4,387,233 | |
217,288 | Veracyte, Inc.* | 4,447,885 | |
78,878 | Vertex Pharmaceuticals, Inc.* | 21,551,047 | |
165,523,790 | |||
Consumer Finance - 0.1% | |||
111,468 | Orion Acquisition Corp.* | 1,101,861 | |
Health Care Distributors - 1.1% | |||
181,509 | AdaptHealth Corp.* | 2,297,904 | |
441,956 | Covetrus, Inc.* | 6,098,993 | |
205,142 | Owens & Minor, Inc. | 7,280,489 | |
15,677,386 | |||
Health Care Equipment - 19.3% | |||
253,606 | Baxter International, Inc. | 18,021,242 | |
138,263 | Becton Dickinson and Co. | 34,177,231 | |
971,317 | Boston Scientific Corp.* | 40,902,159 | |
48,866 | DexCom, Inc.* | 19,965,670 | |
59,560 | DiaSorin S.p.A. | 7,801,868 | |
334,151 | Edwards Lifesciences Corp.* | 35,346,493 | |
156,893 | Glaukos Corp.* | 7,419,470 | |
168,865 | Hologic, Inc.* | 12,156,591 | |
106,668 | Inari Medical, Inc.* | 8,608,108 | |
60,033 | Insulet Corp.* | 14,347,287 | |
307,324 | Koninklijke Philips N.V. | 8,030,720 | |
560,317 | Smith & Nephew plc | 9,081,931 | |
145,384 | Stryker Corp. | 35,075,344 | |
49,325 | Teleflex, Inc. | 14,088,206 | |
1,089,000 | Venus MedTech Hangzhou, Inc. Class H*(1)(2) | 1,999,192 | |
267,021,512 | |||
Health Care Facilities - 2.7% | |||
428,552 | Cano Health, Inc.* | 2,271,325 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% - (continued) | |||
Health Care Facilities - 2.7% - (continued) | |||
183,708 | Encompass Health Corp. | $ 12,644,622 | |
107,466 | HCA Healthcare, Inc. | 23,056,830 | |
37,972,777 | |||
Health Care Services - 1.9% | |||
324,739 | agilon health, Inc.* | 5,770,612 | |
49,548 | Amedisys, Inc.* | 6,324,802 | |
56,852 | Laboratory Corp. of America Holdings* | 13,660,399 | |
25,755,813 | |||
Health Care Supplies - 1.9% | |||
38,927 | Align Technology, Inc.* | 11,285,327 | |
2,695,498 | ConvaTec Group plc(1) | 7,130,370 | |
68,293 | Haemonetics Corp.* | 3,460,406 | |
49,628 | Quidel Corp.* | 4,993,569 | |
26,869,672 | |||
Life & Health Insurance - 0.1% | |||
224,610 | Oscar Health, Inc. Class A*(2) | 1,653,130 | |
Life Sciences Tools & Services - 10.8% | |||
199,360 | Agilent Technologies, Inc. | 23,777,667 | |
18,505 | Bio-Techne Corp. | 7,026,163 | |
205,079 | Danaher Corp. | 51,501,489 | |
56,235 | Illumina, Inc.* | 16,682,113 | |
233,906 | NanoString Technologies, Inc.* | 4,392,755 | |
262,722 | NeoGenomics, Inc.* | 2,482,723 | |
41,756 | Stevanato Group S.p.A.* | 668,096 | |
292,240 | Syneos Health, Inc.* | 21,359,821 | |
14,572 | Tecan Group AG | 4,379,144 | |
34,935 | Waters Corp.* | 10,586,004 | |
440,915 | WuXi AppTec Co., Ltd. Class H(1) | 5,997,233 | |
148,853,208 | |||
Managed Health Care - 17.7% | |||
350,298 | Centene Corp.* | 28,216,504 | |
2,377,116 | Hapvida Participacoes e Investimentos S.A.(1) | 4,216,731 | |
112,040 | Humana, Inc. | 49,808,502 | |
63,226 | Molina Healthcare, Inc.* | 19,818,190 | |
280,997 | UnitedHealth Group, Inc. | 142,901,024 | |
244,960,951 | |||
Pharmaceuticals - 31.3% | |||
169,043 | Aclaris Therapeutics, Inc.* | 2,082,610 | |
43,634 | Arvinas, Inc.* | 2,398,561 | |
183,000 | Astellas Pharma, Inc. | 2,786,306 | |
224,143 | AstraZeneca plc ADR | 14,883,095 | |
883,388 | Bristol-Myers Squibb Co. | 66,492,615 | |
383,400 | Chugai Pharmaceutical Co., Ltd. | 11,488,637 | |
2,386,000 | CSPC Pharmaceutical Group Ltd. | 2,439,316 | |
661,525 | Daiichi Sankyo Co., Ltd. | 16,656,468 | |
145,795 | Eisai Co., Ltd. | 6,349,508 | |
169,455 | Elanco Animal Health, Inc.* | 4,288,906 | |
347,607 | Eli Lilly & Co. | 101,546,433 | |
180,847 | Hikma Pharmaceuticals plc | 4,248,171 | |
1,046,800 | Hypera S.A. | 7,923,069 | |
156,692 | Intra-Cellular Therapies, Inc.* | 7,930,182 | |
326,700 | Kyowa Kirin Co., Ltd. | 6,885,782 | |
152,974 | Novartis AG | 13,518,197 | |
282,845 | Ono Pharmaceutical Co., Ltd. | 7,266,441 | |
2,017,490 | Pfizer, Inc. | 98,998,234 | |
81,918 | UCB S.A. | 9,311,835 | |
256,771 | Zoetis, Inc. | 45,512,660 | |
433,007,026 | |||
Total Common Stocks (cost $1,155,327,067) | $ 1,368,397,126 |
31 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Repurchase Agreements - 0.8% | |||
$ 11,576,268 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $11,576,500; collateralized by U.S. Treasury Bond at 1.375%,maturing 11/15/2040, with a market value of $11,807,860 | $ 11,576,268 | |
Securities Lending Collateral - 0.3% | |||
1,029,691 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(3) | 1,029,691 | |
2,497,820 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(3) | 2,497,820 | |
3,527,511 | |||
Total Short-Term Investments (cost $15,103,779) | $ 15,103,779 | ||
Total Investments (cost $1,170,430,846) | 100.0% | $ 1,383,500,905 | |
Other Assets and Liabilities | (0.0)% | (403,992) | |
Total Net Assets | 100.0% | $ 1,383,096,913 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $22,752,625, representing 1.6% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
185,128 | USD | 24,155,440 | JPY | SSG | 05/06/2022 | $ (1,041) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 165,523,790 | $ 141,572,668 | $ 23,951,122 | $ — | ||||
Consumer Finance | 1,101,861 | 1,101,861 | — | — | ||||
Health Care Distributors | 15,677,386 | 15,677,386 | — | — | ||||
Health Care Equipment | 267,021,512 | 240,107,801 | 26,913,711 | — | ||||
Health Care Facilities | 37,972,777 | 37,972,777 | — | — | ||||
Health Care Services | 25,755,813 | 25,755,813 | — | — | ||||
Health Care Supplies | 26,869,672 | 19,739,302 | 7,130,370 | — | ||||
Life & Health Insurance | 1,653,130 | 1,653,130 | — | — | ||||
Life Sciences Tools & Services | 148,853,208 | 138,476,831 | 10,376,377 | — | ||||
Managed Health Care | 244,960,951 | 244,960,951 | — | — | ||||
Pharmaceuticals | 433,007,026 | 352,056,365 | 80,950,661 | — | ||||
Short-Term Investments | 15,103,779 | 3,527,511 | 11,576,268 | — | ||||
Total | $ 1,383,500,905 | $ 1,222,602,396 | $ 160,898,509 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,041) | $ — | $ (1,041) | $ — | ||||
Total | $ (1,041) | $ — | $ (1,041) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
32 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% | |||
Automobiles & Components - 0.1% | |||
5,858,588 | Arrival S.A.*(1) | $ 11,307,075 | |
Banks - 5.7% | |||
717,584 | Cullen/Frost Bankers, Inc. | 94,929,187 | |
167,516 | First Citizens BancShares, Inc. Class A | 107,106,380 | |
726,494 | First Republic Bank | 108,407,435 | |
794,984 | M&T Bank Corp. | 132,476,134 | |
1,256,589 | Prosperity Bancshares, Inc. | 82,155,789 | |
525,074,925 | |||
Capital Goods - 10.7% | |||
742,337 | Axon Enterprise, Inc.* | 83,290,211 | |
1,113,333 | Builders FirstSource, Inc.* | 68,547,913 | |
802,413 | Graco, Inc. | 49,765,654 | |
789,876 | IDEX Corp. | 149,934,262 | |
3,737,909 | Ingersoll Rand, Inc. | 164,318,480 | |
490,551 | Lennox International, Inc. | 104,580,568 | |
858,471 | Lincoln Electric Holdings, Inc. | 115,661,798 | |
379,408 | Middleby Corp.* | 58,387,097 | |
281,757 | Watsco, Inc. | 75,167,133 | |
1,206,407 | Westinghouse Air Brake Technologies Corp. | 108,468,053 | |
978,121,169 | |||
Commercial & Professional Services - 3.5% | |||
5,930,065 | Dun & Bradstreet Holdings, Inc.* | 93,635,726 | |
2,530,223 | GFL Environmental, Inc. | 76,235,619 | |
424,037 | Robert Half International, Inc. | 41,687,078 | |
691,654 | Science Applications International Corp. | 57,566,363 | |
544,789 | TransUnion | 47,679,933 | |
316,804,719 | |||
Consumer Durables & Apparel - 5.2% | |||
1,125,210 | Carter's, Inc. | 94,787,690 | |
39,197 | NVR, Inc.* | 171,534,303 | |
5,435,288 | Under Armour, Inc. Class C* | 77,126,737 | |
3,356,202 | Vizio Holding Corp. Class A*(1) | 24,298,903 | |
2,172,699 | YETI Holdings, Inc.* | 106,179,800 | |
473,927,433 | |||
Consumer Services - 2.4% | |||
1,115,012 | Choice Hotels International, Inc. | 156,614,586 | |
660,447 | Hyatt Hotels Corp. Class A* | 62,716,047 | |
219,330,633 | |||
Diversified Financials - 2.4% | |||
347,566 | Credit Acceptance Corp.*(1) | 178,127,575 | |
636,717 | Hamilton Lane, Inc. Class A | 43,666,052 | |
221,793,627 | |||
Energy - 2.4% | |||
1,938,965 | Coterra Energy, Inc. | 55,822,802 | |
2,212,501 | Marathon Oil Corp. | 55,135,525 | |
1,451,961 | Targa Resources Corp. | 106,588,457 | |
217,546,784 | |||
Food, Beverage & Tobacco - 1.3% | |||
1,828,136 | Lamb Weston Holdings, Inc. | 120,839,790 | |
Health Care Equipment & Services - 5.4% | |||
1,067,386 | Inari Medical, Inc.* | 86,138,050 | |
205,335 | Insulet Corp.* | 49,073,012 | |
2,114,238 | Integra LifeSciences Holdings Corp.* | 129,306,796 | |
234,479 | Molina Healthcare, Inc.* | 73,497,443 | |
619,037 | Nevro Corp.* | 38,188,392 | |
397,999 | Teleflex, Inc. | 113,676,474 | |
489,880,167 | |||
Insurance - 5.2% | |||
1,762,422 | Fidelity National Financial, Inc. | 70,179,644 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Insurance - 5.2% - (continued) | |||
827,893 | Globe Life, Inc. | $ 81,199,745 | |
123,238 | Markel Corp.* | 166,775,521 | |
70,403 | White Mountains Insurance Group Ltd. | 73,783,752 | |
1,195,078 | WR Berkley Corp. | 79,460,736 | |
471,399,398 | |||
Materials - 5.0% | |||
6,111,186 | Element Solutions, Inc. | 126,012,655 | |
649,647 | FMC Corp. | 86,104,214 | |
2,135,776 | Silgan Holdings, Inc. | 94,764,381 | |
1,770,549 | Steel Dynamics, Inc. | 151,824,577 | |
458,705,827 | |||
Media & Entertainment - 2.8% | |||
104,478 | Cable One, Inc. | 121,842,243 | |
2,700,169 | Cargurus, Inc.* | 88,241,523 | |
499,141 | Roku, Inc.* | 46,370,199 | |
256,453,965 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 12.7% | |||
311,248 | Alnylam Pharmaceuticals, Inc.* | 41,529,821 | |
2,329,182 | Apellis Pharmaceuticals, Inc.* | 101,389,292 | |
116,255 | Bio-Techne Corp. | 44,140,861 | |
1,552,167 | Exact Sciences Corp.* | 85,446,793 | |
501,816 | ICON plc ADR* | 113,515,797 | |
5,812,814 | Iovance Biotherapeutics, Inc.* | 88,064,132 | |
1,196,675 | Jazz Pharmaceuticals plc* | 191,731,269 | |
2,345,662 | PTC Therapeutics, Inc.* | 82,872,238 | |
1,583,365 | Reata Pharmaceuticals, Inc. Class A*(2) | 40,185,804 | |
2,403,116 | Sage Therapeutics, Inc.* | 75,746,216 | |
1,126,884 | Syneos Health, Inc.* | 82,363,952 | |
1,288,132 | Ultragenyx Pharmaceutical, Inc.* | 91,058,051 | |
693,473 | United Therapeutics Corp.* | 123,133,066 | |
1,161,177,292 | |||
Real Estate - 3.4% | |||
638,244 | Life Storage, Inc. REIT | 84,560,948 | |
273,805 | PS Business Parks, Inc. REIT | 51,256,296 | |
1,521,610 | Redfin Corp.*(1) | 16,965,951 | |
1,086,879 | Rexford Industrial Realty, Inc. REIT | 84,820,037 | |
2,587,665 | STORE Capital Corp. REIT | 73,567,316 | |
311,170,548 | |||
Retailing - 2.4% | |||
973,641 | CarMax, Inc.* | 83,518,925 | |
1,759,623 | Chewy, Inc. Class A*(1) | 51,134,644 | |
895,662 | Etsy, Inc.* | 83,466,742 | |
218,120,311 | |||
Semiconductors & Semiconductor Equipment - 2.5% | |||
1,106,353 | MKS Instruments, Inc. | 126,102,115 | |
665,090 | Synaptics, Inc.* | 98,725,960 | |
224,828,075 | |||
Software & Services - 11.7% | |||
698,724 | Black Knight, Inc.* | 45,969,052 | |
2,094,976 | Digital Turbine, Inc.* | 66,305,990 | |
98,171 | Fair Isaac Corp.* | 36,667,850 | |
4,546,691 | Genpact Ltd. | 183,095,247 | |
990,612 | Guidewire Software, Inc.* | 86,123,807 | |
3,298,561 | Informatica, Inc. Class A*(1) | 64,189,997 | |
1,492,741 | LiveRamp Holdings, Inc.* | 46,752,648 | |
663,772 | Nuvei Corp.*(3) | 37,111,493 | |
2,423,600 | Olo, Inc. Class A* | 25,908,284 | |
1,071,357 | Q2 Holdings, Inc.* | 55,421,298 | |
1,660,676 | Shift4 Payments, Inc. Class A* | 87,119,063 |
33 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Software & Services - 11.7% - (continued) | |||
3,049,543 | Teradata Corp.* | $ 126,098,603 | |
1,257,147 | WEX, Inc.* | 208,988,117 | |
1,069,751,449 | |||
Technology Hardware & Equipment - 8.9% | |||
528,297 | CDW Corp. | 86,207,504 | |
9,354,779 | CommScope Holding Co., Inc.* | 56,409,317 | |
974,011 | F5, Inc.* | 163,059,181 | |
9,592,561 | Flex Ltd.* | 158,181,331 | |
3,082,512 | II-VI, Inc.* | 188,680,560 | |
1,997,094 | Lumentum Holdings, Inc.* | 162,184,004 | |
814,721,897 | |||
Transportation - 3.5% | |||
186,149 | AMERCO | 99,679,066 | |
41,019 | CH Robinson Worldwide, Inc. | 4,354,167 | |
365,679 | Expeditors International of Washington, Inc. | 36,227,818 | |
563,241 | J.B. Hunt Transport Services, Inc. | 96,229,725 | |
1,737,484 | Knight-Swift Transportation Holdings, Inc. | 83,208,109 | |
319,698,885 | |||
Utilities - 2.8% | |||
1,052,063 | Black Hills Corp. | 77,053,094 | |
1,655,787 | NiSource, Inc. | 48,216,517 | |
3,810,106 | UGI Corp. | 130,686,636 | |
255,956,247 | |||
Total Common Stocks (cost $7,662,409,207) | $ 9,136,610,216 | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Repurchase Agreements - 0.1% | |||
$ 4,374,897 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $4,374,985; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $4,462,478 | $ 4,374,897 | |
Securities Lending Collateral - 1.0% | |||
27,572,843 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(4) | 27,572,843 | |
66,886,041 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(4) | 66,886,041 | |
94,458,884 | |||
Total Short-Term Investments (cost $98,833,781) | $ 98,833,781 | ||
Total Investments (cost $7,761,242,988) | 101.1% | $ 9,235,443,997 | |
Other Assets and Liabilities | (1.1)% | (104,100,775) | |
Total Net Assets | 100.0% | $ 9,131,343,222 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(3) | 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 April 30, 2022, the aggregate value of this security was $37,111,493, representing 0.4% of net assets. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
34 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 11,307,075 | $ 11,307,075 | $ — | $ — | ||||
Banks | 525,074,925 | 525,074,925 | — | — | ||||
Capital Goods | 978,121,169 | 978,121,169 | — | — | ||||
Commercial & Professional Services | 316,804,719 | 316,804,719 | — | — | ||||
Consumer Durables & Apparel | 473,927,433 | 473,927,433 | — | — | ||||
Consumer Services | 219,330,633 | 219,330,633 | — | — | ||||
Diversified Financials | 221,793,627 | 221,793,627 | — | — | ||||
Energy | 217,546,784 | 217,546,784 | — | — | ||||
Food, Beverage & Tobacco | 120,839,790 | 120,839,790 | — | — | ||||
Health Care Equipment & Services | 489,880,167 | 489,880,167 | — | — | ||||
Insurance | 471,399,398 | 471,399,398 | — | — | ||||
Materials | 458,705,827 | 458,705,827 | — | — | ||||
Media & Entertainment | 256,453,965 | 256,453,965 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,161,177,292 | 1,161,177,292 | — | — | ||||
Real Estate | 311,170,548 | 311,170,548 | — | — | ||||
Retailing | 218,120,311 | 218,120,311 | — | — | ||||
Semiconductors & Semiconductor Equipment | 224,828,075 | 224,828,075 | — | — | ||||
Software & Services | 1,069,751,449 | 1,069,751,449 | — | — | ||||
Technology Hardware & Equipment | 814,721,897 | 814,721,897 | — | — | ||||
Transportation | 319,698,885 | 319,698,885 | — | — | ||||
Utilities | 255,956,247 | 255,956,247 | — | — | ||||
Short-Term Investments | 98,833,781 | 94,458,884 | 4,374,897 | — | ||||
Total | $ 9,235,443,997 | $ 9,231,069,100 | $ 4,374,897 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% | |||
Automobiles & Components - 2.5% | |||
295,126 | Ford Motor Co. | $ 4,178,984 | |
309,171 | Gentex Corp. | 9,074,169 | |
88,535 | Visteon Corp.* | 9,270,500 | |
22,523,653 | |||
Banks - 7.5% | |||
445,727 | Cadence Bank | 11,161,004 | |
88,370 | M&T Bank Corp. | 14,725,977 | |
134,314 | SouthState Corp. | 10,401,276 | |
233,129 | Synovus Financial Corp. | 9,684,178 | |
165,634 | Western Alliance Bancorp | 12,606,404 | |
142,986 | Zions Bancorp NA | 8,080,139 | |
66,658,978 | |||
Capital Goods - 15.2% | |||
315,111 | AerCap Holdings N.V.* | 14,718,835 | |
223,515 | Builders FirstSource, Inc.* | 13,761,819 | |
101,776 | Esab Corp.* | 4,783,472 | |
406,885 | Howmet Aerospace, Inc. | 13,882,916 | |
275,442 | Ingersoll Rand, Inc. | 12,108,430 | |
204,419 | JELD-WEN Holding, Inc.* | 4,249,871 | |
205,400 | Johnson Controls International plc | 12,297,298 | |
59,334 | L3Harris Technologies, Inc. | 13,780,915 | |
82,814 | Middleby Corp.* | 12,744,246 | |
62,753 | Regal-Beloit Corp. | 7,984,692 | |
304,644 | Spirit AeroSystems Holdings, Inc. Class A | 12,807,234 | |
142,255 | Westinghouse Air Brake Technologies Corp. | 12,790,147 | |
135,909,875 | |||
Commercial & Professional Services - 3.4% | |||
133,578 | Clean Harbors, Inc.* | 14,016,340 | |
160,426 | Leidos Holdings, Inc. | 16,605,695 | |
30,622,035 | |||
Consumer Durables & Apparel - 1.6% | |||
89,472 | Columbia Sportswear Co. | 7,351,019 | |
166,981 | Steven Madden Ltd. | 6,856,240 | |
14,207,259 | |||
Consumer Services - 1.8% | |||
255,681 | Six Flags Entertainment Corp.* | 9,784,912 | |
74,709 | Wyndham Hotels & Resorts, Inc. | 6,571,404 | |
16,356,316 | |||
Diversified Financials - 1.5% | |||
211,379 | Voya Financial, Inc. | 13,346,470 | |
Energy - 5.9% | |||
667,536 | Coterra Energy, Inc. | 19,218,362 | |
257,737 | Delek U.S. Holdings, Inc.* | 6,237,235 | |
73,080 | Diamondback Energy, Inc. | 9,224,888 | |
734,725 | Marathon Oil Corp. | 18,309,347 | |
52,989,832 | |||
Food & Staples Retailing - 1.3% | |||
308,036 | U.S. Foods Holding Corp.* | 11,588,314 | |
Food, Beverage & Tobacco - 1.3% | |||
307,966 | Keurig Dr Pepper, Inc. | 11,517,928 | |
Health Care Equipment & Services - 9.6% | |||
79,976 | Acadia Healthcare Co., Inc.* | 5,428,771 | |
271,710 | Centene Corp.* | 21,886,241 | |
282,722 | Encompass Health Corp. | 19,459,755 | |
73,699 | Enovis Corp.* | 4,780,854 | |
153,790 | Haemonetics Corp.* | 7,792,539 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% - (continued) | |||
Health Care Equipment & Services - 9.6% - (continued) | |||
250,702 | Integra LifeSciences Holdings Corp.* | $ 15,332,934 | |
34,208 | Molina Healthcare, Inc.* | 10,722,498 | |
85,403,592 | |||
Insurance - 9.5% | |||
3,344,105 | Aegon N.V. ADR | 17,188,700 | |
15,519 | Alleghany Corp.* | 12,981,643 | |
114,238 | Arthur J Gallagher & Co. | 19,247,961 | |
59,013 | Assurant, Inc. | 10,733,284 | |
93,983 | Hanover Insurance Group, Inc. | 13,798,584 | |
233,811 | Kemper Corp. | 10,792,716 | |
84,742,888 | |||
Materials - 4.1% | |||
81,691 | Celanese Corp. | 12,003,676 | |
86,771 | FMC Corp. | 11,500,628 | |
67,542 | Reliance Steel & Aluminum Co. | 13,390,201 | |
36,894,505 | |||
Media & Entertainment - 3.4% | |||
297,338 | Cargurus, Inc.* | 9,717,006 | |
112,729 | Electronic Arts, Inc. | 13,307,658 | |
102,466 | Omnicom Group, Inc. | 7,800,737 | |
30,825,401 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 1.5% | |||
183,239 | Syneos Health, Inc.* | 13,392,939 | |
Real Estate - 10.1% | |||
294,635 | Americold Realty Trust REIT | 7,772,471 | |
331,404 | Essential Properties Realty Trust, Inc. REIT | 7,953,696 | |
334,632 | Gaming and Leisure Properties, Inc. REIT | 14,850,968 | |
776,054 | Host Hotels & Resorts, Inc. REIT | 15,792,699 | |
154,895 | Ryman Hospitality Properties, Inc. REIT* | 14,479,585 | |
319,477 | Welltower, Inc. REIT | 29,011,706 | |
89,861,125 | |||
Retailing - 3.6% | |||
72,571 | CarMax, Inc.* | 6,225,140 | |
95,806 | Dollar Tree, Inc.* | 15,563,685 | |
101,063 | Ross Stores, Inc. | 10,083,056 | |
31,871,881 | |||
Semiconductors & Semiconductor Equipment - 2.9% | |||
98,933 | Cirrus Logic, Inc.* | 7,499,121 | |
84,958 | MKS Instruments, Inc. | 9,683,513 | |
75,816 | Qorvo, Inc.* | 8,626,345 | |
25,808,979 | |||
Software & Services - 1.3% | |||
47,640 | FleetCor Technologies, Inc.* | 11,887,133 | |
Technology Hardware & Equipment - 3.8% | |||
50,346 | F5, Inc.* | 8,428,424 | |
65,129 | II-VI, Inc.* | 3,986,546 | |
156,583 | Lumentum Holdings, Inc.* | 12,716,106 | |
172,075 | Western Digital Corp.* | 9,132,020 | |
34,263,096 | |||
Transportation - 0.7% | |||
534,248 | JetBlue Airways Corp.* | 5,882,070 | |
Utilities - 5.7% | |||
219,891 | Alliant Energy Corp. | 12,931,790 | |
177,863 | Evergy, Inc. | 12,068,005 |
36 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% - (continued) | |||
Utilities - 5.7% - (continued) | |||
194,244 | Portland General Electric Co. | $ 9,193,568 | |
104,219 | Sempra Energy | 16,816,778 | |
51,010,141 | |||
Total Common Stocks (cost $737,586,403) | $ 877,564,410 | ||
SHORT-TERM INVESTMENTS - 2.8% | |||
Repurchase Agreements - 2.8% | |||
$ 24,658,339 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $24,658,832; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $25,151,535 | $ 24,658,339 | |
Total Short-Term Investments (cost $24,658,339) | $ 24,658,339 | ||
Total Investments (cost $762,244,742) | 101.0% | $ 902,222,749 | |
Other Assets and Liabilities | (1.0)% | (8,842,397) | |
Total Net Assets | 100.0% | $ 893,380,352 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 22,523,653 | $ 22,523,653 | $ — | $ — | ||||
Banks | 66,658,978 | 66,658,978 | — | — | ||||
Capital Goods | 135,909,875 | 135,909,875 | — | — | ||||
Commercial & Professional Services | 30,622,035 | 30,622,035 | — | — | ||||
Consumer Durables & Apparel | 14,207,259 | 14,207,259 | — | — | ||||
Consumer Services | 16,356,316 | 16,356,316 | — | — | ||||
Diversified Financials | 13,346,470 | 13,346,470 | — | — | ||||
Energy | 52,989,832 | 52,989,832 | — | — | ||||
Food & Staples Retailing | 11,588,314 | 11,588,314 | — | — | ||||
Food, Beverage & Tobacco | 11,517,928 | 11,517,928 | — | — | ||||
Health Care Equipment & Services | 85,403,592 | 85,403,592 | — | — | ||||
Insurance | 84,742,888 | 84,742,888 | — | — | ||||
Materials | 36,894,505 | 36,894,505 | — | — | ||||
Media & Entertainment | 30,825,401 | 30,825,401 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 13,392,939 | 13,392,939 | — | — | ||||
Real Estate | 89,861,125 | 89,861,125 | — | — | ||||
Retailing | 31,871,881 | 31,871,881 | — | — | ||||
Semiconductors & Semiconductor Equipment | 25,808,979 | 25,808,979 | — | — | ||||
Software & Services | 11,887,133 | 11,887,133 | — | — | ||||
Technology Hardware & Equipment | 34,263,096 | 34,263,096 | — | — | ||||
Transportation | 5,882,070 | 5,882,070 | — | — | ||||
Utilities | 51,010,141 | 51,010,141 | — | — | ||||
Short-Term Investments | 24,658,339 | — | 24,658,339 | — | ||||
Total | $ 902,222,749 | $ 877,564,410 | $ 24,658,339 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
37 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% | |||
Banks - 8.9% | |||
177,992 | Bank of America Corp. | $ 6,350,755 | |
43,695 | Bank of Nova Scotia | 2,766,767 | |
68,318 | JP Morgan Chase & Co. | 8,154,436 | |
27,115 | PNC Financial Services Group, Inc. | 4,503,802 | |
21,775,760 | |||
Capital Goods - 8.3% | |||
20,220 | Honeywell International, Inc. | 3,912,772 | |
74,188 | Johnson Controls International plc | 4,441,636 | |
8,513 | Lockheed Martin Corp. | 3,678,638 | |
21,686 | Otis Worldwide Corp. | 1,579,608 | |
33,851 | Raytheon Technologies Corp. | 3,212,798 | |
38,650 | Westinghouse Air Brake Technologies Corp. | 3,475,022 | |
20,300,474 | |||
Commercial & Professional Services - 1.1% | |||
16,225 | Waste Management, Inc. | 2,668,039 | |
Consumer Services - 3.3% | |||
22,378 | Hilton Worldwide Holdings, Inc.* | 3,475,080 | |
18,216 | McDonald's Corp. | 4,538,698 | |
8,013,778 | |||
Diversified Financials - 3.0% | |||
29,205 | American Express Co. | 5,102,406 | |
34,237 | Charles Schwab Corp. | 2,270,940 | |
7,373,346 | |||
Energy - 5.1% | |||
37,960 | Chevron Corp. | 5,947,193 | |
27,113 | EOG Resources, Inc. | 3,165,714 | |
69,102 | TotalEnergies SE ADR | 3,365,959 | |
12,478,866 | |||
Food & Staples Retailing - 1.3% | |||
38,699 | Sysco Corp. | 3,307,991 | |
Food, Beverage & Tobacco - 4.5% | |||
43,566 | Coca-Cola Co. | 2,814,799 | |
63,608 | Mondelez International, Inc. Class A | 4,101,444 | |
42,175 | Philip Morris International, Inc. | 4,217,500 | |
11,133,743 | |||
Health Care Equipment & Services - 10.8% | |||
10,145 | Anthem, Inc. | 5,092,080 | |
29,429 | Baxter International, Inc. | 2,091,225 | |
18,518 | Becton Dickinson and Co. | 4,577,464 | |
78,712 | Koninklijke Philips N.V. ADR | 2,029,195 | |
43,921 | Medtronic plc | 4,583,596 | |
15,946 | UnitedHealth Group, Inc. | 8,109,338 | |
26,482,898 | |||
Household & Personal Products - 1.4% | |||
45,353 | Colgate-Palmolive Co. | 3,494,449 | |
Insurance - 8.8% | |||
62,869 | American International Group, Inc. | 3,678,465 | |
25,236 | Chubb Ltd. | 5,209,972 | |
21,097 | Marsh & McLennan Cos., Inc. | 3,411,385 | |
40,733 | MetLife, Inc. | 2,675,344 | |
53,845 | Principal Financial Group, Inc. | 3,668,998 | |
27,381 | Prudential Financial, Inc. | 2,971,112 | |
21,615,276 | |||
Materials - 3.8% | |||
22,012 | Celanese Corp. | 3,234,443 | |
26,818 | FMC Corp. | 3,554,458 | |
20,257 | PPG Industries, Inc. | 2,592,693 | |
9,381,594 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Media & Entertainment - 2.8% | |||
100,257 | Comcast Corp. Class A | $ 3,986,218 | |
39,208 | Omnicom Group, Inc. | 2,984,905 | |
6,971,123 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.3% | |||
65,817 | AstraZeneca plc ADR | 4,370,249 | |
48,119 | Merck & Co., Inc. | 4,267,674 | |
32,275 | Novartis AG ADR | 2,841,168 | |
133,132 | Pfizer, Inc. | 6,532,787 | |
18,011,878 | |||
Real Estate - 4.4% | |||
10,414 | American Tower Corp. REIT | 2,509,982 | |
140,567 | Host Hotels & Resorts, Inc. REIT | 2,860,539 | |
7,462 | Public Storage REIT | 2,772,133 | |
87,170 | VICI Properties, Inc. REIT | 2,598,538 | |
10,741,192 | |||
Retailing - 2.9% | |||
571,800 | Allstar Co.*(1)(2)(3) | — | |
12,083 | Lowe's Cos., Inc. | 2,389,171 | |
10,103 | Target Corp. | 2,310,051 | |
40,463 | TJX Cos., Inc. | 2,479,573 | |
7,178,795 | |||
Semiconductors & Semiconductor Equipment - 3.9% | |||
4,087 | Broadcom, Inc. | 2,265,792 | |
58,082 | Intel Corp. | 2,531,794 | |
27,450 | Texas Instruments, Inc. | 4,673,363 | |
9,470,949 | |||
Software & Services - 4.6% | |||
10,572 | Accenture plc Class A | 3,175,406 | |
47,031 | Cognizant Technology Solutions Corp. Class A | 3,804,808 | |
44,015 | Fidelity National Information Services, Inc. | 4,364,087 | |
11,344,301 | |||
Technology Hardware & Equipment - 1.6% | |||
77,964 | Cisco Systems, Inc. | 3,818,677 | |
Telecommunication Services - 2.0% | |||
105,768 | Verizon Communications, Inc. | 4,897,058 | |
Transportation - 1.6% | |||
86,947 | Southwest Airlines Co.* | 4,062,164 | |
Utilities - 5.3% | |||
42,777 | Dominion Energy, Inc. | 3,492,314 | |
26,537 | Duke Energy Corp. | 2,923,316 | |
27,125 | Eversource Energy | 2,370,725 | |
25,692 | Sempra Energy | 4,145,661 | |
12,932,016 | |||
Total Common Stocks (cost $189,839,573) | $ 237,454,367 |
38 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.5% | |||
Repurchase Agreements - 2.5% | |||
$ 6,041,343 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $6,041,464; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $4,018,033, U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $2,144,176 | $ 6,041,343 | |
Total Short-Term Investments (cost $6,041,343) | $ 6,041,343 | ||
Total Investments (cost $195,880,916) | 99.2% | $ 243,495,710 | |
Other Assets and Liabilities | 0.8% | 1,909,346 | |
Total Net Assets | 100.0% | $ 245,405,056 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. |
* | Non-income producing. |
(1) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 571,800 | $ — | $ — |
(3) | Investment valued using significant unobservable inputs. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
39 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 21,775,760 | $ 21,775,760 | $ — | $ — | ||||
Capital Goods | 20,300,474 | 20,300,474 | — | — | ||||
Commercial & Professional Services | 2,668,039 | 2,668,039 | — | — | ||||
Consumer Services | 8,013,778 | 8,013,778 | — | — | ||||
Diversified Financials | 7,373,346 | 7,373,346 | — | — | ||||
Energy | 12,478,866 | 12,478,866 | — | — | ||||
Food & Staples Retailing | 3,307,991 | 3,307,991 | — | — | ||||
Food, Beverage & Tobacco | 11,133,743 | 11,133,743 | — | — | ||||
Health Care Equipment & Services | 26,482,898 | 26,482,898 | — | — | ||||
Household & Personal Products | 3,494,449 | 3,494,449 | — | — | ||||
Insurance | 21,615,276 | 21,615,276 | — | — | ||||
Materials | 9,381,594 | 9,381,594 | — | — | ||||
Media & Entertainment | 6,971,123 | 6,971,123 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 18,011,878 | 18,011,878 | — | — | ||||
Real Estate | 10,741,192 | 10,741,192 | — | — | ||||
Retailing | 7,178,795 | 7,178,795 | — | — | ||||
Semiconductors & Semiconductor Equipment | 9,470,949 | 9,470,949 | — | — | ||||
Software & Services | 11,344,301 | 11,344,301 | — | — | ||||
Technology Hardware & Equipment | 3,818,677 | 3,818,677 | — | — | ||||
Telecommunication Services | 4,897,058 | 4,897,058 | — | — | ||||
Transportation | 4,062,164 | 4,062,164 | — | — | ||||
Utilities | 12,932,016 | 12,932,016 | — | — | ||||
Short-Term Investments | 6,041,343 | — | 6,041,343 | — | ||||
Total | $ 243,495,710 | $ 237,454,367 | $ 6,041,343 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
40 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% | |||
Automobiles & Components - 2.4% | |||
62,949 | Fox Factory Holding Corp.* | $ 5,154,264 | |
76,588 | Patrick Industries, Inc. | 4,767,603 | |
58,132 | Thor Industries, Inc. | 4,450,005 | |
14,371,872 | |||
Banks - 2.8% | |||
357,819 | MGIC Investment Corp. | 4,673,116 | |
105,082 | Synovus Financial Corp. | 4,365,106 | |
60,359 | Triumph Bancorp, Inc.* | 4,191,329 | |
43,739 | Western Alliance Bancorp | 3,328,976 | |
16,558,527 | |||
Capital Goods - 11.0% | |||
79,423 | Altra Industrial Motion Corp. | 3,097,497 | |
75,175 | Applied Industrial Technologies, Inc. | 7,870,071 | |
49,770 | Armstrong World Industries, Inc. | 4,213,528 | |
34,813 | Boise Cascade Co. | 2,631,167 | |
45,755 | Chart Industries, Inc.* | 7,724,359 | |
35,129 | Curtiss-Wright Corp. | 5,020,285 | |
173,793 | Hydrofarm Holdings Group, Inc.* | 1,659,723 | |
61,589 | ITT, Inc. | 4,324,780 | |
56,858 | John Bean Technologies Corp. | 6,702,990 | |
93,746 | SPX Corp.* | 3,927,957 | |
316,813 | WillScot Mobile Mini Holdings Corp.* | 11,120,136 | |
227,531 | Zurn Water Solutions Corp. | 7,103,518 | |
65,396,011 | |||
Commercial & Professional Services - 6.9% | |||
79,775 | ASGN, Inc.* | 9,050,474 | |
26,991 | CACI International, Inc. Class A* | 7,160,712 | |
55,697 | Casella Waste Systems, Inc. Class A* | 4,580,521 | |
34,344 | Clean Harbors, Inc.* | 3,603,716 | |
45,363 | Exponent, Inc. | 4,346,229 | |
54,335 | Insperity, Inc. | 5,762,227 | |
48,428 | Tetra Tech, Inc. | 6,745,052 | |
41,248,931 | |||
Consumer Durables & Apparel - 4.0% | |||
62,575 | Crocs, Inc.* | 4,156,857 | |
15,127 | Deckers Outdoor Corp.* | 4,020,000 | |
51,979 | PVH Corp. | 3,783,032 | |
27,086 | TopBuild Corp.* | 4,906,358 | |
266,973 | Under Armour, Inc. Class C* | 3,788,347 | |
59,843 | YETI Holdings, Inc.* | 2,924,527 | |
23,579,121 | |||
Consumer Services - 5.5% | |||
144,850 | BJ's Restaurants, Inc.* | 4,025,382 | |
26,735 | Churchill Downs, Inc. | 5,425,601 | |
329,919 | GAN Ltd.* | 1,230,598 | |
306,073 | Mister Car Wash, Inc.* | 4,407,451 | |
92,275 | Penn National Gaming, Inc.* | 3,374,497 | |
99,721 | Texas Roadhouse, Inc. | 8,210,030 | |
62,336 | Wingstop, Inc. | 5,719,951 | |
32,393,510 | |||
Diversified Financials - 1.7% | |||
110,368 | OneMain Holdings, Inc. | 5,069,202 | |
77,342 | Stifel Financial Corp. | 4,783,603 | |
9,852,805 | |||
Energy - 2.4% | |||
232,919 | Magnolia Oil & Gas Corp. Class A | 5,413,037 | |
105,419 | Ovintiv, Inc. | 5,396,399 | |
46,243 | PDC Energy, Inc. | 3,224,987 | |
14,034,423 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Food & Staples Retailing - 1.4% | |||
173,879 | Performance Food Group Co.* | $ 8,563,541 | |
Food, Beverage & Tobacco - 3.5% | |||
6,576 | Boston Beer Co., Inc. Class A* | 2,466,000 | |
49,687 | Freshpet, Inc.* | 4,638,281 | |
33,027 | Lancaster Colony Corp. | 5,125,130 | |
103,694 | Simply Good Foods Co.* | 4,318,855 | |
286,778 | Sovos Brands, Inc.* | 4,330,348 | |
20,878,614 | |||
Health Care Equipment & Services - 10.7% | |||
16,751 | Amedisys, Inc.* | 2,138,265 | |
55,970 | AtriCure, Inc.* | 2,906,522 | |
165,659 | Covetrus, Inc.* | 2,286,094 | |
69,076 | Glaukos Corp.* | 3,266,604 | |
80,372 | Globus Medical, Inc. Class A* | 5,322,234 | |
108,082 | Health Catalyst, Inc.* | 1,798,484 | |
48,774 | Inari Medical, Inc.* | 3,936,062 | |
91,157 | Integra LifeSciences Holdings Corp.* | 5,575,162 | |
40,014 | LHC Group, Inc.* | 6,636,322 | |
19,363 | ModivCare, Inc.* | 2,013,171 | |
38,745 | Nevro Corp.* | 2,390,179 | |
53,752 | Omnicell, Inc.* | 5,868,106 | |
158,244 | Owens & Minor, Inc. | 5,616,080 | |
416,423 | R1 RCM, Inc.* | 9,377,846 | |
42,816 | Tandem Diabetes Care, Inc.* | 4,130,888 | |
63,262,019 | |||
Household & Personal Products - 0.5% | |||
211,685 | Beauty Health Co.* | 2,773,074 | |
Insurance - 0.4% | |||
96,855 | James River Group Holdings Ltd. | 2,296,432 | |
Materials - 2.8% | |||
217,603 | Axalta Coating Systems Ltd.* | 5,520,588 | |
38,441 | Ingevity Corp.* | 2,302,616 | |
174,160 | Livent Corp.* | 3,720,057 | |
42,492 | Louisiana-Pacific Corp. | 2,741,584 | |
162,838 | Ranpak Holdings Corp.* | 2,455,597 | |
16,740,442 | |||
Media & Entertainment - 2.1% | |||
129,236 | Bumble, Inc. Class A* | 3,100,372 | |
90,817 | Cardlytics, Inc.* | 3,099,584 | |
71,837 | Ziff Davis, Inc.*(1) | 6,347,517 | |
12,547,473 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.0% | |||
193,455 | Aclaris Therapeutics, Inc.* | 2,383,366 | |
147,841 | Akero Therapeutics, Inc.* | 1,550,852 | |
58,504 | ALX Oncology Holdings, Inc.* | 747,681 | |
82,266 | Apellis Pharmaceuticals, Inc.* | 3,581,039 | |
27,731 | Arrowhead Pharmaceuticals, Inc.* | 1,140,021 | |
59,193 | Arvinas, Inc.* | 3,253,839 | |
101,452 | Avidity Biosciences, Inc.* | 1,450,764 | |
22,627 | Biohaven Pharmaceutical Holding Co., Ltd.* | 2,017,650 | |
59,850 | Blueprint Medicines Corp.* | 3,492,247 | |
123,025 | Celldex Therapeutics, Inc.* | 3,758,414 | |
121,332 | Cytokinetics, Inc.* | 4,837,507 | |
30,333 | Fate Therapeutics, Inc.* | 866,310 | |
17,800 | Harmony Biosciences Holdings, Inc.* | 801,712 | |
226,798 | Heron Therapeutics, Inc.*(1) | 1,025,127 | |
416,527 | ImmunoGen, Inc.* | 2,011,825 | |
35,759 | Intellia Therapeutics, Inc.* | 1,753,264 | |
127,383 | KalVista Pharmaceuticals, Inc.* | 1,621,586 | |
66,013 | Kymera Therapeutics, Inc.* | 2,069,507 |
41 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.0% - (continued) | |||
19,639 | Mirati Therapeutics, Inc.* | $ 1,213,494 | |
57,846 | Morphic Holding, Inc.* | 1,753,312 | |
96,080 | NanoString Technologies, Inc.* | 1,804,382 | |
21,264 | Neurocrine Biosciences, Inc.* | 1,914,398 | |
55,745 | Pacira BioSciences, Inc.* | 4,156,905 | |
100,001 | PTC Therapeutics, Inc.* | 3,533,035 | |
96,496 | Revolution Medicines, Inc.* | 1,927,025 | |
99,175 | Stoke Therapeutics, Inc.* | 1,432,087 | |
146,301 | Syndax Pharmaceuticals, Inc.* | 2,453,468 | |
47,853 | Turning Point Therapeutics, Inc.* | 1,408,792 | |
31,040 | Ultragenyx Pharmaceutical, Inc.* | 2,194,218 | |
11,016 | United Therapeutics Corp.* | 1,956,001 | |
67,410 | Veracyte, Inc.* | 1,379,883 | |
65,489,711 | |||
Real Estate - 5.6% | |||
211,903 | Essential Properties Realty Trust, Inc. REIT | 5,085,672 | |
256,701 | Independence Realty Trust, Inc. REIT | 6,997,669 | |
121,342 | Phillips Edison & Co., Inc. REIT | 4,108,640 | |
35,514 | PS Business Parks, Inc. REIT | 6,648,221 | |
50,539 | Rexford Industrial Realty, Inc. REIT | 3,944,064 | |
70,474 | Ryman Hospitality Properties, Inc. REIT* | 6,587,909 | |
33,372,175 | |||
Retailing - 1.5% | |||
94,899 | Ollie's Bargain Outlet Holdings, Inc.* | 4,559,897 | |
57,576 | Shutterstock, Inc. | 4,359,655 | |
8,919,552 | |||
Semiconductors & Semiconductor Equipment - 4.7% | |||
84,340 | Axcelis Technologies, Inc.* | 4,592,313 | |
50,905 | Cirrus Logic, Inc.* | 3,858,599 | |
121,111 | Lattice Semiconductor Corp.* | 5,818,172 | |
18,606 | MKS Instruments, Inc. | 2,120,712 | |
83,275 | Power Integrations, Inc. | 6,662,000 | |
32,657 | Synaptics, Inc.* | 4,847,605 | |
27,899,401 | |||
Software & Services - 15.4% | |||
67,449 | Alarm.com Holdings, Inc.* | 4,119,785 | |
71,047 | Blackbaud, Inc.* | 4,121,437 | |
46,214 | Concentrix Corp. | 7,277,781 | |
44,305 | Consensus Cloud Solutions, Inc.* | 2,335,760 | |
111,234 | Digital Turbine, Inc.* | 3,520,556 | |
86,326 | DigitalOcean Holdings, Inc.* | 3,403,834 | |
49,535 | ExlService Holdings, Inc.* | 6,744,190 | |
27,533 | Five9, Inc.* | 3,031,383 | |
61,386 | LiveRamp Holdings, Inc.* | 1,922,610 | |
42,684 | Manhattan Associates, Inc.* | 5,572,396 | |
223,974 | Olo, Inc. Class A* | 2,394,282 | |
75,007 | Perficient, Inc.* | 7,456,446 | |
48,764 | Q2 Holdings, Inc.* | 2,522,562 | |
75,072 | Rapid7, Inc.* | 7,170,877 | |
280,576 | Repay Holdings Corp.* | 3,754,107 | |
82,632 | Shift4 Payments, Inc. Class A* | 4,334,875 | |
65,148 | Sprout Social, Inc. Class A* | 3,992,269 | |
137,253 | Varonis Systems, Inc.* | 5,929,330 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Software & Services - 15.4% - (continued) | |||
129,140 | Veritone, Inc.*(1) | $ 1,398,586 | |
454,209 | Verra Mobility Corp.* | 6,372,552 | |
38,846 | Workiva, Inc.* | 3,749,027 | |
91,124,645 | |||
Technology Hardware & Equipment - 3.4% | |||
44,690 | Fabrinet * | 4,388,111 | |
97,733 | II-VI, Inc.*(1) | 5,982,237 | |
51,378 | Insight Enterprises, Inc.* | 5,105,432 | |
61,191 | Lumentum Holdings, Inc.* | 4,969,321 | |
20,445,101 | |||
Total Common Stocks (cost $523,092,365) | $ 591,747,380 | ||
SHORT-TERM INVESTMENTS - 0.8% | |||
Repurchase Agreements - 0.4% | |||
$ 2,080,061 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $2,080,103; collateralized by U.S. Treasury Bond at 4.500%, maturing 05/15/2038, with a market value of $2,121,675 | $ 2,080,061 | |
Securities Lending Collateral - 0.4% | |||
775,965 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 775,965 | |
1,882,333 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 1,882,333 | |
2,658,298 | |||
Total Short-Term Investments (cost $4,738,359) | $ 4,738,359 | ||
Total Investments (cost $527,830,724) | 100.5% | $ 596,485,739 | |
Other Assets and Liabilities | (0.5)% | (2,862,008) | |
Total Net Assets | 100.0% | $ 593,623,731 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
42 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 14,371,872 | $ 14,371,872 | $ — | $ — | ||||
Banks | 16,558,527 | 16,558,527 | — | — | ||||
Capital Goods | 65,396,011 | 65,396,011 | — | — | ||||
Commercial & Professional Services | 41,248,931 | 41,248,931 | — | — | ||||
Consumer Durables & Apparel | 23,579,121 | 23,579,121 | — | — | ||||
Consumer Services | 32,393,510 | 32,393,510 | — | — | ||||
Diversified Financials | 9,852,805 | 9,852,805 | — | — | ||||
Energy | 14,034,423 | 14,034,423 | — | — | ||||
Food & Staples Retailing | 8,563,541 | 8,563,541 | — | — | ||||
Food, Beverage & Tobacco | 20,878,614 | 20,878,614 | — | — | ||||
Health Care Equipment & Services | 63,262,019 | 63,262,019 | — | — | ||||
Household & Personal Products | 2,773,074 | 2,773,074 | — | — | ||||
Insurance | 2,296,432 | 2,296,432 | — | — | ||||
Materials | 16,740,442 | 16,740,442 | — | — | ||||
Media & Entertainment | 12,547,473 | 12,547,473 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 65,489,711 | 65,489,711 | — | — | ||||
Real Estate | 33,372,175 | 33,372,175 | — | — | ||||
Retailing | 8,919,552 | 8,919,552 | — | — | ||||
Semiconductors & Semiconductor Equipment | 27,899,401 | 27,899,401 | — | — | ||||
Software & Services | 91,124,645 | 91,124,645 | — | — | ||||
Technology Hardware & Equipment | 20,445,101 | 20,445,101 | — | — | ||||
Short-Term Investments | 4,738,359 | 2,658,298 | 2,080,061 | — | ||||
Total | $ 596,485,739 | $ 594,405,678 | $ 2,080,061 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
43 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% | |||
Banks - 19.7% | |||
66,547 | Bank OZK | $ 2,556,736 | |
105,949 | Berkshire Hills Bancorp, Inc. | 2,621,178 | |
99,985 | Cadence Bank | 2,503,624 | |
25,003 | Federal Agricultural Mortgage Corp. Class C | 2,561,057 | |
86,309 | First Hawaiian, Inc. | 2,037,756 | |
89,273 | First Interstate BancSystem, Inc. Class A | 2,903,158 | |
194,757 | FNB Corp. | 2,243,601 | |
130,552 | Home BancShares, Inc. | 2,822,534 | |
80,029 | Pacific Premier Bancorp, Inc. | 2,509,710 | |
146,347 | Radian Group, Inc. | 3,130,362 | |
65,344 | Sandy Spring Bancorp, Inc. | 2,566,059 | |
28,455,775 | |||
Capital Goods - 10.2% | |||
60,990 | Air Lease Corp. | 2,456,677 | |
34,892 | EnerSys | 2,284,030 | |
82,414 | Kennametal, Inc. | 2,120,512 | |
33,538 | McGrath Rent Corp. | 2,799,082 | |
80,860 | nVent Electric plc | 2,731,451 | |
197,936 | REV Group, Inc. | 2,359,397 | |
14,751,149 | |||
Commercial & Professional Services - 10.9% | |||
193,253 | BrightView Holdings, Inc.* | 2,446,583 | |
164,870 | CoreCivic, Inc. REIT* | 2,049,334 | |
75,046 | Deluxe Corp. | 2,032,246 | |
67,828 | Herman Miller, Inc. | 2,152,182 | |
34,240 | Kforce, Inc. | 2,398,512 | |
93,254 | Loomis AB | 2,323,492 | |
28,941 | Science Applications International Corp. | 2,408,759 | |
15,811,108 | |||
Consumer Durables & Apparel - 5.6% | |||
26,929 | Carter's, Inc. | 2,268,499 | |
44,715 | Kontoor Brands, Inc. | 1,776,527 | |
52,427 | Steven Madden Ltd. | 2,152,652 | |
28,920 | Sturm Ruger & Co., Inc. | 1,970,898 | |
8,168,576 | |||
Consumer Services - 2.9% | |||
67,205 | Adtalem Global Education, Inc.* | 1,969,779 | |
85,401 | H&R Block, Inc. | 2,226,404 | |
4,196,183 | |||
Diversified Financials - 8.1% | |||
184,203 | Greenhill & Co., Inc. | 2,230,698 | |
125,010 | Navient Corp. | 1,986,409 | |
237,625 | New Residential Investment Corp. REIT | 2,471,300 | |
64,699 | PRA Group, Inc.* | 2,719,299 | |
87,863 | PROG Holdings, Inc.* | 2,325,734 | |
11,733,440 | |||
Energy - 3.0% | |||
115,329 | ChampionX Corp. | 2,433,442 | |
92,109 | DMC Global, Inc.* | 1,841,259 | |
4,274,701 | |||
Health Care Equipment & Services - 5.7% | |||
151,867 | NextGen Healthcare, Inc.* | 2,862,693 | |
52,699 | NuVasive, Inc.* | 2,710,837 | |
73,392 | Premier, Inc. Class A | 2,657,524 | |
8,231,054 | |||
Household & Personal Products - 4.6% | |||
62,172 | Edgewell Personal Care Co. | 2,371,240 | |
78,304 | Energizer Holdings, Inc. | 2,371,828 | |
10,490 | Medifast, Inc. | 1,870,997 | |
6,614,065 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Insurance - 6.0% | |||
45,460 | Kemper Corp. | $ 2,098,434 | |
349,567 | Lancashire Holdings Ltd. | 1,852,667 | |
111,276 | ProAssurance Corp. | 2,734,051 | |
313,759 | Siriuspoint Ltd.* | 1,970,406 | |
8,655,558 | |||
Materials - 3.2% | |||
37,118 | Compass Minerals International, Inc. | 2,194,787 | |
97,591 | Schweitzer-Mauduit International, Inc. | 2,455,390 | |
4,650,177 | |||
Real Estate - 3.5% | |||
111,642 | Pebblebrook Hotel Trust REIT | 2,726,298 | |
143,583 | Piedmont Office Realty Trust, Inc. Class A, REIT | 2,311,686 | |
5,037,984 | |||
Retailing - 1.8% | |||
58,141 | Monro, Inc. | 2,658,788 | |
Semiconductors & Semiconductor Equipment - 5.1% | |||
74,294 | Ichor Holdings Ltd.* | 2,162,698 | |
109,766 | Rambus, Inc.* | 2,734,271 | |
32,013 | Silicon Motion Technology Corp. ADR | 2,430,747 | |
7,327,716 | |||
Software & Services - 4.6% | |||
43,799 | CSG Systems International, Inc. | 2,692,324 | |
33,703 | InterDigital, Inc. | 1,916,016 | |
132,721 | Xperi Holding Corp. | 2,070,448 | |
6,678,788 | |||
Technology Hardware & Equipment - 1.9% | |||
68,015 | Plantronics, Inc.* | 2,711,078 | |
Utilities - 1.7% | |||
52,950 | Portland General Electric Co. | 2,506,123 | |
Total Common Stocks (cost $132,839,197) | $ 142,462,263 | ||
SHORT-TERM INVESTMENTS - 1.0% | |||
Repurchase Agreements - 1.0% | |||
$ 1,453,532 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $1,453,561 ; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $ 1,482,659 | $ 1,453,532 | |
Total Short-Term Investments (cost $1,453,532) | $ 1,453,532 | ||
Total Investments (cost $134,292,729) | 99.5% | $ 143,915,795 | |
Other Assets and Liabilities | 0.5% | 655,764 | |
Total Net Assets | 100.0% | $ 144,571,559 |
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. |
44 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 28,455,775 | $ 28,455,775 | $ — | $ — | ||||
Capital Goods | 14,751,149 | 14,751,149 | — | — | ||||
Commercial & Professional Services | 15,811,108 | 13,487,616 | 2,323,492 | — | ||||
Consumer Durables & Apparel | 8,168,576 | 8,168,576 | — | — | ||||
Consumer Services | 4,196,183 | 4,196,183 | — | — | ||||
Diversified Financials | 11,733,440 | 11,733,440 | — | — | ||||
Energy | 4,274,701 | 4,274,701 | — | — | ||||
Health Care Equipment & Services | 8,231,054 | 8,231,054 | — | — | ||||
Household & Personal Products | 6,614,065 | 6,614,065 | — | — | ||||
Insurance | 8,655,558 | 6,802,891 | 1,852,667 | — | ||||
Materials | 4,650,177 | 4,650,177 | — | — | ||||
Real Estate | 5,037,984 | 5,037,984 | — | — | ||||
Retailing | 2,658,788 | 2,658,788 | — | — | ||||
Semiconductors & Semiconductor Equipment | 7,327,716 | 7,327,716 | — | — | ||||
Software & Services | 6,678,788 | 6,678,788 | — | — | ||||
Technology Hardware & Equipment | 2,711,078 | 2,711,078 | — | — | ||||
Utilities | 2,506,123 | 2,506,123 | — | — | ||||
Short-Term Investments | 1,453,532 | — | 1,453,532 | — | ||||
Total | $ 143,915,795 | $ 138,286,104 | $ 5,629,691 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
45 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% | |||
Banks - 1.7% | |||
153,257 | Ameris Bancorp | $ 6,390,817 | |
136,520 | Synovus Financial Corp. | 5,671,041 | |
12,061,858 | |||
Capital Goods - 14.3% | |||
55,327 | Acuity Brands, Inc. | 9,542,801 | |
201,070 | Applied Industrial Technologies, Inc. | 21,050,018 | |
23,003 | Chart Industries, Inc.* | 3,883,367 | |
79,285 | Curtiss-Wright Corp. | 11,330,619 | |
99,706 | Esab Corp.* | 4,686,182 | |
416,427 | Fluor Corp.* | 10,306,568 | |
103,049 | Helios Technologies, Inc. | 6,922,832 | |
107,713 | Kornit Digital Ltd.* | 7,162,915 | |
77,543 | Middleby Corp.* | 11,933,092 | |
71,363 | WESCO International, Inc.* | 8,796,204 | |
185,079 | Zurn Water Solutions Corp. | 5,778,166 | |
101,392,764 | |||
Commercial & Professional Services - 1.4% | |||
112,201 | TriNet Group, Inc.* | 9,952,229 | |
Consumer Durables & Apparel - 2.2% | |||
92,690 | Crocs, Inc.* | 6,157,397 | |
178,541 | Skyline Champion Corp.* | 9,112,732 | |
15,270,129 | |||
Consumer Services - 4.0% | |||
129,161 | Boyd Gaming Corp. | 7,824,573 | |
204,784 | Chegg, Inc.* | 5,066,356 | |
477,750 | Mister Car Wash, Inc.* | 6,879,600 | |
96,348 | Wingstop, Inc. | 8,840,893 | |
28,611,422 | |||
Diversified Financials - 0.8% | |||
147,940 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 5,916,121 | |
Energy - 4.7% | |||
162,560 | Cactus, Inc. Class A | 8,116,621 | |
166,819 | Chesapeake Energy Corp. | 13,682,494 | |
388,724 | Magnolia Oil & Gas Corp. Class A | 9,033,946 | |
39,334 | PDC Energy, Inc. | 2,743,153 | |
33,576,214 | |||
Food, Beverage & Tobacco - 0.9% | |||
65,789 | Freshpet, Inc.* | 6,141,403 | |
Health Care Equipment & Services - 11.9% | |||
99,706 | Enovis Corp.* | 6,467,928 | |
111,590 | Globus Medical, Inc. Class A* | 7,389,490 | |
108,194 | Health Catalyst, Inc.* | 1,800,348 | |
95,926 | Inari Medical, Inc.* | 7,741,228 | |
74,464 | Inspire Medical Systems, Inc.* | 15,321,713 | |
158,707 | Integra LifeSciences Holdings Corp.* | 9,706,520 | |
65,669 | LHC Group, Inc.* | 10,891,204 | |
182,661 | Owens & Minor, Inc. | 6,482,639 | |
536,042 | R1 RCM, Inc.* | 12,071,666 | |
62,638 | Tandem Diabetes Care, Inc.* | 6,043,314 | |
83,916,050 | |||
Household & Personal Products - 1.1% | |||
306,233 | elf Beauty, Inc.* | 7,450,649 | |
Materials - 1.8% | |||
189,613 | Cabot Corp. | 12,486,016 | |
Media & Entertainment - 4.1% | |||
105,902 | Cardlytics, Inc.* | 3,614,435 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% - (continued) | |||
Media & Entertainment - 4.1% - (continued) | |||
383,917 | Cargurus, Inc.* | $ 12,546,407 | |
193,531 | Criteo S.A. ADR* | 4,795,698 | |
95,360 | Ziff Davis, Inc.* | 8,426,010 | |
29,382,550 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.6% | |||
225,754 | Aclaris Therapeutics, Inc.* | 2,781,289 | |
259,023 | Amicus Therapeutics, Inc.* | 1,833,883 | |
101,626 | Apellis Pharmaceuticals, Inc.* | 4,423,780 | |
41,167 | Ascendis Pharma A/S ADR* | 3,757,312 | |
45,511 | Blueprint Medicines Corp.* | 2,655,567 | |
131,728 | Celldex Therapeutics, Inc.* | 4,024,290 | |
72,705 | Crinetics Pharmaceuticals, Inc.* | 1,477,366 | |
130,112 | Cytokinetics, Inc.* | 5,187,566 | |
70,470 | Fate Therapeutics, Inc.* | 2,012,623 | |
70,378 | Intellia Therapeutics, Inc.* | 3,450,633 | |
67,015 | Intra-Cellular Therapies, Inc.* | 3,391,629 | |
25,148 | Karuna Therapeutics, Inc.* | 2,802,996 | |
85,529 | Kymera Therapeutics, Inc.* | 2,681,334 | |
27,191 | Madrigal Pharmaceuticals, Inc.* | 1,903,370 | |
183,353 | Myovant Sciences Ltd.*(1) | 1,707,017 | |
91,375 | NanoString Technologies, Inc.* | 1,716,023 | |
50,365 | Pacira BioSciences, Inc.* | 3,755,718 | |
119,546 | PTC Therapeutics, Inc.* | 4,223,560 | |
50,903 | RAPT Therapeutics, Inc.* | 770,162 | |
105,157 | Revolution Medicines, Inc.* | 2,099,985 | |
90,974 | Rocket Pharmaceuticals, Inc.* | 935,213 | |
71,439 | Turning Point Therapeutics, Inc.* | 2,103,164 | |
50,641 | Veracyte, Inc.* | 1,036,621 | |
60,731,101 | |||
Real Estate - 6.1% | |||
293,804 | Essential Properties Realty Trust, Inc. REIT | 7,051,296 | |
383,245 | Independence Realty Trust, Inc. REIT | 10,447,259 | |
363,229 | Pebblebrook Hotel Trust REIT | 8,870,052 | |
200,579 | Phillips Edison & Co., Inc. REIT | 6,791,605 | |
103,548 | Ryman Hospitality Properties, Inc. REIT* | 9,679,667 | |
42,839,879 | |||
Retailing - 4.3% | |||
3,136,600 | Allstar Co.(2)(3)(4)(5) | — | |
53,188 | Floor & Decor Holdings, Inc. Class A* | 4,240,147 | |
258,408 | National Vision Holdings, Inc.* | 9,729,061 | |
223,965 | Revolve Group, Inc.* | 9,464,761 | |
79,098 | Shutterstock, Inc. | 5,989,301 | |
26,907 | Tory Burch LLC(3)(4)(5) | 1,095,402 | |
30,518,672 | |||
Semiconductors & Semiconductor Equipment - 2.7% | |||
43,195 | Ambarella, Inc.* | 3,545,445 | |
44,252 | MKS Instruments, Inc. | 5,043,843 | |
71,327 | Synaptics, Inc.* | 10,587,780 | |
19,177,068 | |||
Software & Services - 17.8% | |||
60,324 | Concentrix Corp. | 9,499,824 | |
279,729 | Digital Turbine, Inc.* | 8,853,423 | |
114,663 | Five9, Inc.* | 12,624,396 | |
436,480 | Jamf Holding Corp.*(1) | 13,443,584 | |
167,687 | LiveRamp Holdings, Inc.* | 5,251,957 | |
50,841 | Manhattan Associates, Inc.* | 6,637,293 | |
112,708 | New Relic, Inc.* | 7,131,035 | |
472,890 | Olo, Inc. Class A* | 5,055,194 | |
102,471 | Perficient, Inc.* | 10,186,642 | |
145,699 | Rapid7, Inc.* | 13,917,168 | |
360,535 | Repay Holdings Corp.* | 4,823,958 |
46 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% - (continued) | |||
Software & Services - 17.8% - (continued) | |||
104,152 | Shift4 Payments, Inc. Class A* | $ 5,463,814 | |
277,377 | Varonis Systems, Inc.* | 11,982,687 | |
813,251 | Verra Mobility Corp.* | 11,409,912 | |
126,280,887 | |||
Technology Hardware & Equipment - 4.7% | |||
324,452 | Calix, Inc.* | 12,948,879 | |
211,927 | II-VI, Inc.* | 12,972,052 | |
57,481 | Novanta, Inc.* | 7,397,805 | |
33,318,736 | |||
Total Common Stocks (cost $708,748,097) | $ 659,023,748 | ||
EXCHANGE-TRADED FUNDS - 1.7% | |||
Other Investment Pools & Funds - 1.7% | |||
53,645 | iShares Russell 2000 Growth ETF (1) | $ 12,048,130 | |
Total Exchange-Traded Funds (cost $13,476,865) | $ 12,048,130 | ||
Total Long-Term Investments (Cost $722,224,962) | $ 671,071,878 | ||
SHORT-TERM INVESTMENTS - 5.8% | |||
Repurchase Agreements - 4.2% | |||
$ 29,341,893 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $29,342,480; collateralized by U.S. Treasury Inflation Index Government Bond at 2.125%, maturing 02/15/2041, with a market value of $29,928,850 | $ 29,341,893 | |
Securities Lending Collateral - 1.6% | |||
3,344,560 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(6) | 3,344,560 | |
8,113,215 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(6) | 8,113,215 | |
11,457,775 | |||
Total Short-Term Investments (cost $40,799,668) | $ 40,799,668 | ||
Total Investments (cost $763,024,630) | 100.6% | $ 711,871,546 | |
Other Assets and Liabilities | (0.6)% | (4,163,390) | |
Total Net Assets | 100.0% | $ 707,708,156 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $1,095,402, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,095,402 or 0.2% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 3,136,600 | $ — | $ — | ||||
11/2013 | Tory Burch LLC | 26,907 | 2,108,912 | 1,095,402 | ||||
$ 2,108,912 | $ 1,095,402 |
(5) | Investment valued using significant unobservable inputs. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
47 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 12,061,858 | $ 12,061,858 | $ — | $ — | ||||
Capital Goods | 101,392,764 | 101,392,764 | — | — | ||||
Commercial & Professional Services | 9,952,229 | 9,952,229 | — | — | ||||
Consumer Durables & Apparel | 15,270,129 | 15,270,129 | — | — | ||||
Consumer Services | 28,611,422 | 28,611,422 | — | — | ||||
Diversified Financials | 5,916,121 | 5,916,121 | — | — | ||||
Energy | 33,576,214 | 33,576,214 | — | — | ||||
Food, Beverage & Tobacco | 6,141,403 | 6,141,403 | — | — | ||||
Health Care Equipment & Services | 83,916,050 | 83,916,050 | — | — | ||||
Household & Personal Products | 7,450,649 | 7,450,649 | — | — | ||||
Materials | 12,486,016 | 12,486,016 | — | — | ||||
Media & Entertainment | 29,382,550 | 29,382,550 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 60,731,101 | 60,731,101 | — | — | ||||
Real Estate | 42,839,879 | 42,839,879 | — | — | ||||
Retailing | 30,518,672 | 29,423,270 | — | 1,095,402 | ||||
Semiconductors & Semiconductor Equipment | 19,177,068 | 19,177,068 | — | — | ||||
Software & Services | 126,280,887 | 126,280,887 | — | — | ||||
Technology Hardware & Equipment | 33,318,736 | 33,318,736 | — | — | ||||
Exchange-Traded Funds | 12,048,130 | 12,048,130 | — | — | ||||
Short-Term Investments | 40,799,668 | 11,457,775 | 29,341,893 | — | ||||
Total | $ 711,871,546 | $ 681,434,251 | $ 29,341,893 | $ 1,095,402 |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
48 |
Counterparty Abbreviations: | |
SSG | State Street Global Markets LLC |
Currency Abbreviations: | |
JPY | Japan Yen |
USD | United States Dollar |
Other Abbreviations: | |
ADR | American Depositary Receipt |
ETF | Exchange-Traded Fund |
REIT | Real Estate Investment Trust |
49 |
April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 6,362,103,458 | $ 10,697,515,777 | $ 14,935,600,162 | $ 4,670,445,807 | $ 5,117,145,653 | $ 1,371,924,637 | |||||
Repurchase agreements | 91,914,751 | 127,199,073 | 484,545,006 | 122,953,771 | 97,425,283 | 11,576,268 | |||||
Cash | 22,343,476 | 30,915,068 | 117,769,650 | 29,882,208 | 23,679,317 | 2,813,964 | |||||
Cash collateral held for securities on loan | 1,032,343 | — | — | 16,425 | 558,001 | 185,658 | |||||
Foreign currency | 1,222 | — | — | 605,607 | — | 385,596 | |||||
Receivables: | |||||||||||
Investment securities sold | 5,435,503 | — | — | 4,359,976 | 9,276,872 | 4,844,390 | |||||
Fund shares sold | 1,130,119 | 19,060,567 | 56,952,660 | 7,817,629 | 5,631,211 | 946,712 | |||||
Dividends and interest | 3,620,461 | 9,735,398 | 14,948,697 | 5,100,556 | 665,521 | 1,185,753 | |||||
Securities lending income | 5,334 | 38 | 40 | 3,124 | 2,260 | 15,804 | |||||
Variation margin on futures contracts | 1,371,137 | — | — | — | — | — | |||||
Tax reclaims | 531,452 | — | 3,581,425 | 2,604,093 | 55,282 | 296,667 | |||||
Other assets | 126,003 | 209,362 | 401,048 | 135,368 | 154,838 | 90,588 | |||||
Total assets | 6,489,615,259 | 10,884,635,283 | 15,613,798,688 | 4,843,924,564 | 5,254,594,238 | 1,394,266,037 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | — | — | — | — | — | 1,041 | |||||
Obligation to return securities lending collateral | 20,646,850 | — | — | 328,500 | 11,160,022 | 3,713,169 | |||||
Payables: | |||||||||||
Investment securities purchased | 10,619,326 | 22,037,413 | — | 2,123,488 | — | 4,498,678 | |||||
Fund shares redeemed | 3,923,854 | 11,519,554 | 14,758,476 | 3,646,463 | 7,261,328 | 1,267,959 | |||||
Investment management fees | 3,759,727 | 3,152,434 | 7,949,457 | 2,522,666 | 3,429,029 | 1,046,743 | |||||
Transfer agent fees | 1,623,917 | 1,890,220 | 1,975,526 | 794,410 | 1,506,753 | 451,941 | |||||
Accounting services fees | 267,546 | 418,942 | 469,189 | 169,307 | 278,908 | 68,500 | |||||
Board of Directors' fees | 28,934 | 37,169 | 29,468 | 14,488 | 34,728 | 7,048 | |||||
Distribution fees | 181,287 | 132,209 | 194,501 | 87,319 | 113,166 | 41,519 | |||||
Accrued expenses | 257,079 | 263,099 | 294,775 | 169,267 | 126,669 | 72,526 | |||||
Total liabilities | 41,308,520 | 39,451,040 | 25,671,392 | 9,855,908 | 23,910,603 | 11,169,124 | |||||
Net assets | $ 6,448,306,739 | $ 10,845,184,243 | $ 15,588,127,296 | $ 4,834,068,656 | $ 5,230,683,635 | $ 1,383,096,913 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 5,447,315,094 | $ 7,418,912,900 | $ 10,413,767,355 | $ 3,263,393,667 | $ 5,684,618,002 | $ 1,175,966,600 | |||||
Distributable earnings (loss) | 1,000,991,645 | 3,426,271,343 | 5,174,359,941 | 1,570,674,989 | (453,934,367) | 207,130,313 | |||||
Net assets | $ 6,448,306,739 | $ 10,845,184,243 | $ 15,588,127,296 | $ 4,834,068,656 | $ 5,230,683,635 | $ 1,383,096,913 | |||||
Shares authorized | 1,540,000,000 | 825,000,000 | 1,230,000,000 | 675,000,000 | 19,850,000,000 | 485,000,000 | |||||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0001 | $ 0.0010 | |||||
Class A: Net asset value per share | $ 36.84 | $ 42.31 | $ 31.87 | $ 22.04 | $ 34.73 | $ 34.48 | |||||
Maximum offering price per share | 38.98 | 44.77 | 33.72 | 23.32 | 36.75 | 36.49 | |||||
Shares outstanding | 129,037,731 | 35,956,018 | 145,041,149 | 83,990,248 | 69,402,630 | 21,182,446 | |||||
Net Assets | $ 4,753,798,492 | $ 1,521,469,470 | $ 4,622,677,196 | $ 1,851,529,896 | $ 2,410,093,852 | $ 730,398,328 | |||||
Class C: Net asset value per share | $ 23.84 | $ 38.15 | $ 30.51 | $ 21.92 | $ 8.78 | $ 24.35 | |||||
Shares outstanding | 4,561,202 | 12,825,783 | 6,207,857 | 6,473,471 | 20,087,206 | 4,151,120 | |||||
Net Assets | $ 108,737,646 | $ 489,343,757 | $ 189,374,219 | $ 141,905,734 | $ 176,333,587 | $ 101,066,360 | |||||
Class I: Net asset value per share | $ 37.12 | $ 42.43 | $ 31.68 | $ 21.88 | $ 38.40 | $ 37.42 | |||||
Shares outstanding | 15,965,146 | 94,655,636 | 118,296,508 | 64,217,427 | 33,675,732 | 9,342,937 | |||||
Net Assets | $ 592,561,389 | $ 4,016,387,292 | $ 3,747,829,610 | $ 1,405,295,967 | $ 1,293,314,682 | $ 349,620,115 | |||||
Class R3: Net asset value per share | $ 42.35 | $ 42.94 | $ 32.43 | $ 22.09 | $ 34.27 | $ 35.33 | |||||
Shares outstanding | 853,145 | 1,492,318 | 1,836,169 | 1,344,788 | 1,058,553 | 718,711 | |||||
Net Assets | $ 36,129,073 | $ 64,080,598 | $ 59,538,052 | $ 29,707,623 | $ 36,273,159 | $ 25,393,496 | |||||
Class R4: Net asset value per share | $ 44.54 | $ 43.74 | $ 32.71 | $ 22.13 | $ 38.45 | $ 38.39 | |||||
Shares outstanding | 679,606 | 4,220,407 | 3,021,695 | 1,937,031 | 1,299,202 | 521,798 | |||||
Net Assets | $ 30,270,994 | $ 184,587,220 | $ 98,838,044 | $ 42,868,299 | $ 49,959,045 | $ 20,032,349 |
50 |
April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Class R5: Net asset value per share | $ 45.72 | $ 42.79 | $ 32.87 | $ 22.27 | $ 42.24 | $ 41.35 | |||||
Shares outstanding | 659,050 | 4,272,883 | 7,950,402 | 3,330,976 | 388,371 | 247,022 | |||||
Net Assets | $ 30,131,283 | $ 182,845,012 | $ 261,308,882 | $ 74,167,215 | $ 16,402,925 | $ 10,214,099 | |||||
Class R6: Net asset value per share | $ 46.09 | $ 42.99 | $ 32.87 | $ 22.33 | $ 43.52 | $ 42.22 | |||||
Shares outstanding | 676,928 | 23,670,272 | 16,752,205 | 3,922,762 | 1,132,613 | 132,129 | |||||
Net Assets | $ 31,198,515 | $ 1,017,689,675 | $ 550,661,317 | $ 87,611,499 | $ 49,294,362 | $ 5,579,039 | |||||
Class Y: Net asset value per share | $ 46.06 | $ 42.97 | $ 32.88 | $ 22.34 | $ 43.40 | $ 42.12 | |||||
Shares outstanding | 2,156,145 | 15,964,047 | 27,407,191 | 5,249,335 | 9,053,613 | 2,444,851 | |||||
Net Assets | $ 99,301,399 | $ 686,039,938 | $ 901,069,620 | $ 117,267,874 | $ 392,949,949 | $ 102,975,314 | |||||
Class F: Net asset value per share | $ 37.11 | $ 42.47 | $ 31.65 | $ 21.88 | $ 38.71 | $ 37.66 | |||||
Shares outstanding | 20,646,265 | 63,171,060 | 162,907,516 | 49,524,900 | 20,824,003 | 1,004,191 | |||||
Net Assets | $ 766,177,948 | $ 2,682,741,281 | $ 5,156,830,356 | $ 1,083,714,549 | $ 806,062,074 | $ 37,817,813 | |||||
Cost of investments | $ 5,920,485,765 | $ 7,703,004,350 | $ 10,677,877,469 | $ 3,487,513,704 | $ 5,960,195,047 | $ 1,170,430,846 | |||||
Cost of foreign currency | $ 1,233 | $ — | $ — | $ 608,737 | $ — | $ 379,366 | |||||
(1) Includes Investment in securities on loan, at market value | $ 19,210,739 | $ — | $ — | $ 320,040 | $ 9,203,673 | $ 5,225,175 |
51 |
April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 9,190,883,296 | $ 877,564,410 | $ 237,454,367 | $ 594,405,678 | $ 142,462,263 | $ 682,529,653 | |||||
Repurchase agreements | 4,374,897 | 24,658,339 | 6,041,343 | 2,080,061 | 1,453,532 | 29,341,893 | |||||
Investments in affiliated investments, at market value | 40,185,804 | — | — | — | — | — | |||||
Cash | 1,069,499 | 5,992,529 | 1,489,444 | 518,581 | 353,263 | 7,124,586 | |||||
Cash collateral held for securities on loan | 4,971,520 | — | — | 139,910 | — | 603,041 | |||||
Receivables: | |||||||||||
From affiliates | — | — | 2,386 | — | 2,167 | — | |||||
Investment securities sold | 29,728,590 | 2,801,076 | — | 1,253,331 | 872,073 | 3,923,453 | |||||
Fund shares sold | 9,465,842 | 2,028,467 | 313,035 | 422,269 | 69,356 | 1,305,012 | |||||
Dividends and interest | 1,263,650 | 178,855 | 255,591 | 11,581 | 31,065 | 40,717 | |||||
Securities lending income | 72,924 | 170 | — | 705 | — | 2,797 | |||||
Tax reclaims | — | — | 77,166 | — | — | — | |||||
Other assets | 175,152 | 102,008 | 75,581 | 78,681 | 68,146 | 77,894 | |||||
Total assets | 9,282,191,174 | 913,325,854 | 245,708,913 | 598,910,797 | 145,311,865 | 724,949,046 | |||||
Liabilities: | |||||||||||
Obligation to return securities lending collateral | 99,430,404 | — | — | 2,798,208 | — | 12,060,816 | |||||
Payables: | |||||||||||
Investment securities purchased | 27,220,057 | 18,383,661 | — | 359,881 | 523,350 | 3,201,725 | |||||
Fund shares redeemed | 14,435,966 | 728,366 | 93,919 | 1,428,003 | 63,072 | 1,127,542 | |||||
Investment management fees | 5,917,257 | 536,882 | 94,387 | 393,365 | 88,804 | 507,482 | |||||
Transfer agent fees | 2,410,104 | 151,242 | 76,028 | 199,214 | 39,489 | 191,445 | |||||
Accounting services fees | 482,241 | 36,364 | 10,914 | 38,565 | 7,487 | 41,121 | |||||
Board of Directors' fees | 67,200 | 2,401 | 669 | 4,376 | 604 | 4,274 | |||||
Distribution fees | 137,727 | 14,662 | 7,018 | 7,521 | 2,113 | 14,169 | |||||
Accrued expenses | 746,996 | 91,924 | 20,922 | 57,933 | 15,387 | 92,316 | |||||
Total liabilities | 150,847,952 | 19,945,502 | 303,857 | 5,287,066 | 740,306 | 17,240,890 | |||||
Net assets | $ 9,131,343,222 | $ 893,380,352 | $ 245,405,056 | $ 593,623,731 | $ 144,571,559 | $ 707,708,156 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 7,042,836,420 | $ 690,119,517 | $ 187,526,632 | $ 527,629,166 | $ 132,476,151 | $ 777,892,203 | |||||
Distributable earnings (loss) | 2,088,506,802 | 203,260,835 | 57,878,424 | 65,994,565 | 12,095,408 | (70,184,047) | |||||
Net assets | $ 9,131,343,222 | $ 893,380,352 | $ 245,405,056 | $ 593,623,731 | $ 144,571,559 | $ 707,708,156 | |||||
Shares authorized | 1,105,000,000 | 475,000,000 | 22,110,000,000 | 22,100,000,000 | 860,000,000 | 525,000,000 | |||||
Par value | $ 0.0050 | $ 0.0010 | $ 0.0001 | $ 0.0001 | $ 0.0010 | $ 0.0010 | |||||
Class A: Net asset value per share | $ 26.47 | $ 16.93 | $ 24.47 | $ 38.57 | $ 11.48 | $ 17.42 | |||||
Maximum offering price per share | 28.01 | 17.92 | 25.89 | 40.81 | 12.15 | 18.43 | |||||
Shares outstanding | 99,917,777 | 21,872,055 | 7,480,426 | 4,707,154 | 4,757,764 | 20,611,102 | |||||
Net Assets | $ 2,644,946,258 | $ 370,296,996 | $ 183,042,689 | $ 181,560,201 | $ 54,639,925 | $ 358,955,924 | |||||
Class C: Net asset value per share | $ 15.05 | $ 13.01 | $ 20.56 | $ 21.03 | $ 9.79 | $ 7.99 | |||||
Shares outstanding | 17,421,212 | 628,699 | 189,657 | 160,828 | 263,152 | 726,532 | |||||
Net Assets | $ 262,118,513 | $ 8,181,223 | $ 3,899,144 | $ 3,381,728 | $ 2,577,279 | $ 5,806,227 | |||||
Class I: Net asset value per share | $ 27.88 | $ 17.14 | $ 24.09 | $ 41.71 | $ 11.50 | $ 19.27 | |||||
Shares outstanding | 76,117,588 | 1,700,250 | 1,063,709 | 1,888,386 | 2,808,079 | 2,151,588 | |||||
Net Assets | $ 2,122,391,676 | $ 29,134,579 | $ 25,626,532 | $ 78,772,967 | $ 32,303,933 | $ 41,464,931 | |||||
Class R3: Net asset value per share | $ 30.55 | $ 17.96 | $ 24.93 | $ 37.49 | $ 12.00 | $ 19.75 | |||||
Shares outstanding | 2,369,332 | 353,270 | 41,021 | 170,281 | 79,166 | 561,049 | |||||
Net Assets | $ 72,378,974 | $ 6,343,744 | $ 1,022,579 | $ 6,383,772 | $ 950,040 | $ 11,079,009 | |||||
Class R4: Net asset value per share | $ 32.61 | $ 18.45 | $ 25.20 | $ 40.88 | $ 12.19 | $ 22.00 | |||||
Shares outstanding | 3,595,648 | 527,676 | 183,162 | 321,203 | 17,260 | 448,789 | |||||
Net Assets | $ 117,257,306 | $ 9,734,194 | $ 4,615,623 | $ 13,129,945 | $ 210,323 | $ 9,873,909 | |||||
Class R5: Net asset value per share | $ 34.21 | $ 18.76 | $ 25.45 | $ 44.59 | $ 12.14 | $ 24.18 | |||||
Shares outstanding | 4,187,198 | 104,460 | 12,684 | 1,077,335 | 139,341 | 208,271 | |||||
Net Assets | $ 143,225,818 | $ 1,959,473 | $ 322,758 | $ 48,043,478 | $ 1,691,980 | $ 5,035,990 | |||||
Class R6: Net asset value per share | $ 34.79 | $ — | $ 25.51 | $ 45.67 | $ 12.13 | $ 24.99 | |||||
Shares outstanding | 26,506,910 | — | 486,680 | 1,550,168 | 588,174 | 215,300 | |||||
Net Assets | $ 922,094,745 | $ — | $ 12,415,401 | $ 70,792,133 | $ 7,135,780 | $ 5,381,191 |
52 |
April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Class Y: Net asset value per share | $ 34.70 | $ 18.80 | $ 25.47 | $ 45.62 | $ 12.11 | $ 24.92 | |||||
Shares outstanding | 18,297,802 | 843,332 | 106,449 | 3,557,347 | 241,659 | 891,340 | |||||
Net Assets | $ 635,012,859 | $ 15,857,021 | $ 2,711,530 | $ 162,300,316 | $ 2,927,140 | $ 22,216,062 | |||||
Class F: Net asset value per share | $ 28.05 | $ 17.13 | $ 23.97 | $ 42.04 | $ 11.49 | $ 19.48 | |||||
Shares outstanding | 78,854,615 | 26,375,377 | 490,136 | 696,065 | 3,667,521 | 12,723,309 | |||||
Net Assets | $ 2,211,917,073 | $ 451,873,122 | $ 11,748,800 | $ 29,259,191 | $ 42,135,159 | $ 247,894,913 | |||||
Cost of investments | $ 7,571,857,718 | $ 762,244,742 | $ 195,880,916 | $ 527,830,724 | $ 134,292,729 | $ 763,024,630 | |||||
Cost of investments in affiliated investments | $ 189,385,270 | $ — | $ — | $ — | $ — | $ — | |||||
Cost of foreign currency | $ — | $ — | $ — | $ — | $ — | $ — | |||||
(1) Includes Investment in securities on loan, at market value | $ 92,456,805 | $ — | $ — | $ 2,296,260 | $ — | $ 12,949,933 |
53 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ 45,402,099 | $ 80,147,974 | $ 153,126,940 | $ 65,653,652 | $ 6,490,405 | $ 7,609,550 | |||||
Interest | 64,536 | 36,740 | 244,482 | 53,611 | 48,124 | 12,427 | |||||
Securities lending | 75,245 | 38 | 123 | 19,028 | 64,359 | 181,843 | |||||
Less: Foreign tax withheld | (57,472) | — | (1,704,688) | (621,716) | — | (236,337) | |||||
Total investment income, net | 45,484,408 | 80,184,752 | 151,666,857 | 65,104,575 | 6,602,888 | 7,567,483 | |||||
Expenses: | |||||||||||
Investment management fees | 23,837,495 | 20,072,208 | 45,866,549 | 14,997,608 | 23,755,697 | 6,603,913 | |||||
Transfer agent fees | |||||||||||
Class A | 2,700,677 | 724,108 | 1,951,655 | 726,611 | 1,442,598 | 473,627 | |||||
Class C | 95,030 | 246,322 | 96,073 | 82,314 | 152,221 | 84,702 | |||||
Class I | 288,217 | 2,190,629 | 1,395,460 | 643,742 | 966,305 | 233,346 | |||||
Class R3 | 45,049 | 73,653 | 65,192 | 34,729 | 49,216 | 31,989 | |||||
Class R4 | 28,588 | 169,731 | 81,828 | 36,530 | 54,660 | 19,658 | |||||
Class R5 | 18,665 | 111,078 | 135,676 | 44,697 | 12,578 | 6,810 | |||||
Class R6 | 423 | 11,692 | 9,318 | 1,625 | 1,241 | 118 | |||||
Class Y | 62,750 | 417,793 | 490,658 | 51,707 | 266,121 | 62,213 | |||||
Class F | 2,690 | 14,696 | 12,180 | 5,617 | 3,687 | 572 | |||||
Distribution fees | |||||||||||
Class A | 6,620,500 | 2,068,519 | 5,942,357 | 2,339,432 | 3,858,696 | 1,009,699 | |||||
Class C | 655,253 | 2,772,566 | 909,980 | 763,006 | 1,235,169 | 594,233 | |||||
Class R3 | 102,383 | 175,519 | 160,577 | 79,362 | 111,854 | 72,773 | |||||
Class R4 | 42,933 | 273,129 | 129,824 | 56,069 | 80,382 | 28,993 | |||||
Custodian fees | 14,483 | 19,575 | 21,757 | 9,568 | 20,146 | 21,022 | |||||
Registration and filing fees | 88,957 | 195,578 | 257,805 | 101,041 | 146,355 | 74,680 | |||||
Accounting services fees | 522,188 | 849,707 | 985,545 | 336,461 | 533,104 | 126,747 | |||||
Board of Directors' fees | 87,439 | 141,435 | 165,942 | 55,286 | 90,464 | 19,551 | |||||
Audit and tax fees | 19,493 | 10,407 | 10,471 | 10,469 | 18,158 | 11,995 | |||||
Other expenses | 288,277 | 390,666 | 483,297 | 197,315 | 260,606 | 82,172 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 35,521,490 | 30,929,011 | 59,172,144 | 20,573,189 | 33,059,258 | 9,558,813 | |||||
Transfer agent fee waivers | — | (52,063) | (275,763) | — | — | — | |||||
Distribution fee reimbursements | (115,749) | (46,809) | (60,607) | (8,902) | (116,727) | (13,672) | |||||
Commission recapture | (28,635) | (1,171) | (28,657) | (5,558) | (39,064) | (4,752) | |||||
Total waivers, reimbursements and fees paid indirectly | (144,384) | (100,043) | (365,027) | (14,460) | (155,791) | (18,424) | |||||
Total expenses | 35,377,106 | 30,828,968 | 58,807,117 | 20,558,729 | 32,903,467 | 9,540,389 | |||||
Net Investment Income (Loss) | 10,107,302 | 49,355,784 | 92,859,740 | 44,545,846 | (26,300,579) | (1,972,906) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 533,354,202 | 284,440,109 | 434,475,999 | 252,214,475 | 317,026,203 | (2,024,987) | |||||
Futures contracts | (15,581,894) | — | — | — | — | — | |||||
Foreign currency contracts | — | — | — | — | — | (16) | |||||
Other foreign currency transactions | (35,992) | — | — | (50,342) | (35,639) | (18,306) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 517,736,316 | 284,440,109 | 434,475,999 | 252,164,133 | 316,990,564 | (2,043,309) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (1,425,420,371) | (1,790,481,419) | (863,810,958) | (280,806,464) | (2,593,709,072) | (225,842,846) | |||||
Futures contracts | (12,418,293) | — | — | — | — | — | |||||
Foreign currency contracts | — | — | — | — | — | (1,041) | |||||
Translation of other assets and liabilities in foreign currencies | (47,913) | — | — | (141,192) | (2,777) | (21,067) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (1,437,886,577) | (1,790,481,419) | (863,810,958) | (280,947,656) | (2,593,711,849) | (225,864,954) |
54 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (920,150,261) | (1,506,041,310) | (429,334,959) | (28,783,523) | (2,276,721,285) | (227,908,263) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (910,042,959) | $ (1,456,685,526) | $ (336,475,219) | $ 15,762,323 | $ (2,303,021,864) | $ (229,881,169) |
55 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ 42,103,889 | $ 5,991,478 | $ 2,824,502 | $ 2,323,372 | $ 1,746,491 | $ 2,163,506 | |||||
Interest | 3,642 | 3,486 | 3,143 | 1,790 | 527 | 10,029 | |||||
Securities lending | 397,891 | 1,644 | — | 8,803 | 1,302 | 39,539 | |||||
Less: Foreign tax withheld | (10,565) | — | (36,795) | — | — | — | |||||
Total investment income, net | 42,494,857 | 5,996,608 | 2,790,850 | 2,333,965 | 1,748,320 | 2,213,074 | |||||
Expenses: | |||||||||||
Investment management fees | 42,627,303 | 3,169,286 | 531,438 | 2,677,287 | 574,248 | 3,393,566 | |||||
Transfer agent fees | |||||||||||
Class A | 1,575,695 | 262,688 | 134,775 | 197,922 | 53,963 | 306,499 | |||||
Class C | 204,858 | 7,936 | 4,226 | 5,029 | 3,643 | 8,578 | |||||
Class I | 2,611,572 | 10,584 | 9,415 | 49,281 | 21,896 | 32,162 | |||||
Class R3 | 96,233 | 7,605 | 1,187 | 8,214 | 1,024 | 14,841 | |||||
Class R4 | 133,242 | 8,749 | 3,805 | 14,732 | 51 | 10,466 | |||||
Class R5 | 136,256 | 1,241 | 189 | 37,452 | 193 | 3,585 | |||||
Class R6 | 16,551 | — | 5 | 1,167 | 42 | 100 | |||||
Class Y | 409,025 | 8,708 | 973 | 114,427 | 1,106 | 13,090 | |||||
Class F | 26,267 | 3,934 | 95 | 219 | 111 | 2,773 | |||||
Distribution fees | |||||||||||
Class A | 3,888,622 | 465,154 | 232,955 | 274,659 | 75,184 | 542,855 | |||||
Class C | 1,644,155 | 43,168 | 18,526 | 28,133 | 14,691 | 37,765 | |||||
Class R3 | 218,712 | 17,283 | 2,698 | 18,669 | 2,432 | 33,728 | |||||
Class R4 | 195,944 | 12,866 | 5,812 | 21,665 | 179 | 15,391 | |||||
Custodian fees | 26,427 | 2,609 | 1,295 | 2,979 | 2,344 | 6,091 | |||||
Registration and filing fees | 133,407 | 66,295 | 59,294 | 63,651 | 64,389 | 95,142 | |||||
Accounting services fees | 922,785 | 70,745 | 22,764 | 69,688 | 16,407 | 76,661 | |||||
Board of Directors' fees | 155,498 | 9,992 | 2,629 | 9,917 | 1,991 | 11,122 | |||||
Audit and tax fees | 10,407 | 10,500 | 10,438 | 10,411 | 10,508 | 14,681 | |||||
Other expenses | 709,207 | 88,622 | 17,498 | 48,529 | 11,616 | 86,163 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 55,742,166 | 4,267,965 | 1,060,017 | 3,654,031 | 856,018 | 4,705,259 | |||||
Expense waivers | — | — | (10,363) | — | (10,965) | — | |||||
Transfer agent fee waivers | (764,759) | — | — | (49,052) | — | — | |||||
Distribution fee reimbursements | (49,842) | (4,228) | (5,293) | (10,197) | (3,310) | (10,663) | |||||
Commission recapture | (61,617) | (11,052) | (306) | (3,847) | (888) | (10,033) | |||||
Total waivers, reimbursements and fees paid indirectly | (876,218) | (15,280) | (15,962) | (63,096) | (15,163) | (20,696) | |||||
Total expenses | 54,865,948 | 4,252,685 | 1,044,055 | 3,590,935 | 840,855 | 4,684,563 | |||||
Net Investment Income (Loss) | (12,371,091) | 1,743,923 | 1,746,795 | (1,256,970) | 907,465 | (2,471,489) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 712,024,473 | 66,917,875 | 8,996,215 | 12,073 | 4,379,298 | (14,877,723) | |||||
Investments in affiliated investments | (238,629) | — | — | — | — | — | |||||
Other foreign currency transactions | — | — | (533) | — | 1,408 | — | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 711,785,844 | 66,917,875 | 8,995,682 | 12,073 | 4,380,706 | (14,877,723) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (2,942,962,366) | (65,190,324) | (13,413,086) | (211,264,611) | (16,694,624) | (227,035,941) | |||||
Investments in affiliated investments | (89,924,231) | — | — | — | — | — | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (3,032,886,597) | (65,190,324) | (13,413,086) | (211,264,611) | (16,694,624) | (227,035,941) | |||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (2,321,100,753) | 1,727,551 | (4,417,404) | (211,252,538) | (12,313,918) | (241,913,664) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (2,333,471,844) | $ 3,471,474 | $ (2,670,609) | $ (212,509,508) | $ (11,406,453) | $ (244,385,153) |
56 |
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 10,107,302 | $ 12,609,296 | $ 49,355,784 | $ 79,881,660 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 517,736,316 | 1,117,743,666 | 284,440,109 | 366,960,795 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,437,886,577) | 961,196,796 | (1,790,481,419) | 2,963,652,462 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (910,042,959) | 2,091,549,758 | (1,456,685,526) | 3,410,494,917 | |||
Distributions to Shareholders: | |||||||
Class A | (796,677,678) | (256,624,217) | (51,017,296) | (7,166,565) | |||
Class C | (29,128,173) | (12,630,524) | (16,212,319) | — | |||
Class I | (102,158,238) | (33,651,291) | (152,148,956) | (26,510,048) | |||
Class R3 | (5,487,633) | (1,911,571) | (1,879,952) | (145,253) | |||
Class R4 | (4,376,163) | (1,459,215) | (6,771,983) | (972,045) | |||
Class R5 | (4,206,771) | (1,629,937) | (6,967,997) | (1,462,901) | |||
Class R6 | (4,348,041) | (638,212) | (34,560,185) | (6,940,312) | |||
Class Y | (14,390,368) | (4,992,537) | (28,782,055) | (5,937,551) | |||
Class F | (127,204,207) | (42,410,229) | (106,456,492) | (21,751,271) | |||
Total distributions | (1,087,977,272) | (355,947,733) | (404,797,235) | (70,885,946) | |||
Capital Share Transactions: | |||||||
Sold | 180,991,156 | 338,608,621 | 1,556,862,600 | 3,592,112,670 | |||
Issued on reinvestment of distributions | 1,052,622,485 | 343,956,936 | 386,652,441 | 67,490,064 | |||
Redeemed | (522,472,883) | (1,039,938,487) | (1,901,472,986) | (2,927,339,187) | |||
Net increase (decrease) from capital share transactions | 711,140,758 | (357,372,930) | 42,042,055 | 732,263,547 | |||
Net Increase (Decrease) in Net Assets | (1,286,879,473) | 1,378,229,095 | (1,819,440,706) | 4,071,872,518 | |||
Net Assets: | |||||||
Beginning of period | 7,735,186,212 | 6,356,957,117 | 12,664,624,949 | 8,592,752,431 | |||
End of period | $ 6,448,306,739 | $ 7,735,186,212 | $ 10,845,184,243 | $ 12,664,624,949 |
57 |
The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 92,859,740 | $ 153,413,163 | $ 44,545,846 | $ 77,254,659 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 434,475,999 | 700,951,873 | 252,164,133 | 364,677,577 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (863,810,958) | 3,492,438,056 | (280,947,656) | 993,091,679 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (336,475,219) | 4,346,803,092 | 15,762,323 | 1,435,023,915 | |||
Distributions to Shareholders: | |||||||
Class A | (249,354,903) | (124,272,767) | (146,927,087) | (41,652,685) | |||
Class C | (8,858,630) | (3,956,164) | (11,880,142) | (3,698,845) | |||
Class I | (177,858,643) | (71,985,276) | (110,456,320) | (33,459,498) | |||
Class R3 | (3,265,591) | (1,696,101) | (2,551,739) | (781,704) | |||
Class R4 | (5,374,348) | (2,690,217) | (3,561,971) | (1,147,861) | |||
Class R5 | (13,997,424) | (6,848,052) | (6,396,295) | (2,137,950) | |||
Class R6 | (26,207,746) | (9,408,231) | (6,550,706) | (2,007,112) | |||
Class Y | (49,378,742) | (30,895,801) | (9,393,957) | (2,882,683) | |||
Class F | (267,776,178) | (117,659,277) | (92,247,285) | (30,248,716) | |||
Total distributions | (802,072,205) | (369,411,886) | (389,965,502) | (118,017,054) | |||
Capital Share Transactions: | |||||||
Sold | 2,993,603,004 | 4,029,585,831 | 452,916,595 | 771,725,035 | |||
Issued on reinvestment of distributions | 764,670,618 | 354,750,045 | 376,824,797 | 113,763,031 | |||
Redeemed | (1,698,700,982) | (2,883,515,258) | (516,582,455) | (999,427,216) | |||
Net increase (decrease) from capital share transactions | 2,059,572,640 | 1,500,820,618 | 313,158,937 | (113,939,150) | |||
Net Increase (Decrease) in Net Assets | 921,025,216 | 5,478,211,824 | (61,044,242) | 1,203,067,711 | |||
Net Assets: | |||||||
Beginning of period | 14,667,102,080 | 9,188,890,256 | 4,895,112,898 | 3,692,045,187 | |||
End of period | $ 15,588,127,296 | $ 14,667,102,080 | $ 4,834,068,656 | $ 4,895,112,898 |
58 |
The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (26,300,579) | $ (54,382,771) | $ (1,972,906) | $ (5,610,496) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 316,990,564 | 1,724,280,446 | (2,043,309) | 183,832,310 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (2,593,711,849) | 264,840,372 | (225,864,954) | 154,285,853 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,303,021,864) | 1,934,738,047 | (229,881,169) | 332,507,667 | |||
Distributions to Shareholders: | |||||||
Class A | (697,296,088) | (423,673,541) | (86,098,976) | (93,880,300) | |||
Class C | (147,140,068) | (94,842,287) | (17,656,083) | (22,672,232) | |||
Class I | (370,501,893) | (234,064,363) | (41,655,813) | (44,908,247) | |||
Class R3 | (10,091,141) | (7,102,825) | (3,035,400) | (3,747,674) | |||
Class R4 | (13,268,156) | (9,398,654) | (2,247,542) | (2,881,694) | |||
Class R5 | (4,087,402) | (2,988,257) | (1,042,154) | (1,201,964) | |||
Class R6 | (11,501,636) | (5,296,402) | (497,706) | (438,736) | |||
Class Y | (90,278,847) | (53,966,607) | (9,938,908) | (10,597,239) | |||
Class F | (210,961,202) | (109,670,067) | (4,255,546) | (4,009,747) | |||
Total distributions | (1,555,126,433) | (941,003,003) | (166,428,128) | (184,337,833) | |||
Capital Share Transactions: | |||||||
Sold | 521,750,663 | 1,412,684,010 | 81,827,534 | 254,406,423 | |||
Issued on reinvestment of distributions | 1,448,395,084 | 867,858,722 | 157,999,339 | 175,117,607 | |||
Redeemed | (964,782,750) | (1,585,916,069) | (189,050,107) | (314,733,008) | |||
Net increase (decrease) from capital share transactions | 1,005,362,997 | 694,626,663 | 50,776,766 | 114,791,022 | |||
Net Increase (Decrease) in Net Assets | (2,852,785,300) | 1,688,361,707 | (345,532,531) | 262,960,856 | |||
Net Assets: | |||||||
Beginning of period | 8,083,468,935 | 6,395,107,228 | 1,728,629,444 | 1,465,668,588 | |||
End of period | $ 5,230,683,635 | $ 8,083,468,935 | $ 1,383,096,913 | $ 1,728,629,444 |
59 |
The Hartford MidCap Fund | The Hartford MidCap Value Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (12,371,091) | $ 68,229,033 | $ 1,743,923 | $ 1,874,621 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 711,785,844 | 1,707,213,123 | 66,917,875 | 100,036,552 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (3,032,886,597) | 2,690,020,087 | (65,190,324) | 189,407,923 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,333,471,844) | 4,465,462,243 | 3,471,474 | 291,319,096 | |||
Distributions to Shareholders: | |||||||
Class A | (400,817,530) | (347,506,316) | (25,970,530) | (837,738) | |||
Class C | (68,607,269) | (72,065,078) | (795,151) | — | |||
Class I | (448,017,894) | (475,898,575) | (1,896,364) | (113,371) | |||
Class R3 | (9,696,452) | (10,341,121) | (473,508) | — | |||
Class R4 | (17,297,892) | (21,473,620) | (688,695) | (19,877) | |||
Class R5 | (27,009,142) | (36,606,303) | (143,466) | (9,446) | |||
Class R6 | (146,841,604) | (171,635,482) | — | — | |||
Class Y | (87,412,620) | (114,448,304) | (1,035,456) | (91,721) | |||
Class F | (329,341,310) | (294,576,639) | (32,934,199) | (2,424,869) | |||
Total distributions | (1,535,041,713) | (1,544,551,438) | (63,937,369) | (3,497,022) | |||
Capital Share Transactions: | |||||||
Sold | 784,177,762 | 2,014,553,894 | 90,961,488 | 146,817,585 | |||
Issued on reinvestment of distributions | 1,475,446,806 | 1,483,163,109 | 63,653,004 | 3,487,144 | |||
Redeemed | (3,186,059,796) | (5,460,496,113) | (76,112,321) | (162,560,509) | |||
Net increase (decrease) from capital share transactions | (926,435,228) | (1,962,779,110) | 78,502,171 | (12,255,780) | |||
Net Increase (Decrease) in Net Assets | (4,794,948,785) | 958,131,695 | 18,036,276 | 275,566,294 | |||
Net Assets: | |||||||
Beginning of period | 13,926,292,007 | 12,968,160,312 | 875,344,076 | 599,777,782 | |||
End of period | $ 9,131,343,222 | $ 13,926,292,007 | $ 893,380,352 | $ 875,344,076 |
60 |
Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,746,795 | $ 3,150,999 | $ (1,256,970) | $ (4,024,977) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 8,995,682 | 13,598,905 | 12,073 | 174,617,463 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (13,413,086) | 56,452,184 | (211,264,611) | 106,905,409 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,670,609) | 73,202,088 | (212,509,508) | 277,497,895 | |||
Distributions to Shareholders: | |||||||
Class A | (11,405,295) | (3,241,327) | (47,491,758) | (16,552,797) | |||
Class C | (212,434) | (63,247) | (2,240,437) | (1,531,478) | |||
Class I | (1,405,148) | (300,872) | (21,579,489) | (7,507,522) | |||
Class R3 | (64,011) | (17,729) | (1,607,651) | (683,476) | |||
Class R4 | (276,389) | (91,734) | (3,548,265) | (2,012,020) | |||
Class R5 | (19,958) | (5,775) | (12,344,930) | (5,481,575) | |||
Class R6 | (16,459) | (13,682) | (13,516,765) | (6,037,686) | |||
Class Y | (108,987) | (10,318) | (42,116,476) | (17,719,809) | |||
Class F | (807,377) | (258,522) | (6,354,143) | (3,391,955) | |||
Total distributions | (14,316,058) | (4,003,206) | (150,799,914) | (60,918,318) | |||
Capital Share Transactions: | |||||||
Sold | 31,292,563 | 21,527,878 | 80,974,945 | 158,407,323 | |||
Issued on reinvestment of distributions | 14,094,650 | 3,936,286 | 143,128,874 | 58,369,869 | |||
Redeemed | (15,274,704) | (31,941,068) | (157,754,351) | (342,794,035) | |||
Net increase (decrease) from capital share transactions | 30,112,509 | (6,476,904) | 66,349,468 | (126,016,843) | |||
Net Increase (Decrease) in Net Assets | 13,125,842 | 62,721,978 | (296,959,954) | 90,562,734 | |||
Net Assets: | |||||||
Beginning of period | 232,279,214 | 169,557,236 | 890,583,685 | 800,020,951 | |||
End of period | $ 245,405,056 | $ 232,279,214 | $ 593,623,731 | $ 890,583,685 |
61 |
Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 907,465 | $ 1,454,248 | $ (2,471,489) | $ (8,422,124) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 4,380,706 | 17,243,277 | (14,877,723) | 219,723,239 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (16,694,624) | 29,174,321 | (227,035,941) | 8,069,059 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (11,406,453) | 47,871,846 | (244,385,153) | 219,370,174 | |||
Distributions to Shareholders: | |||||||
Class A | (3,964,811) | (363,877) | (107,539,494) | (42,313,500) | |||
Class C | (206,679) | (3,950) | (3,410,978) | (1,604,568) | |||
Class I | (2,259,354) | (54,057) | (11,875,080) | (3,566,682) | |||
Class R3 | (57,161) | (3,498) | (2,994,326) | (1,394,856) | |||
Class R4 | (3,408) | (362) | (2,607,622) | (1,251,522) | |||
Class R5 | (1,609) | (148) | (1,072,566) | (377,954) | |||
Class R6 | (216,927) | (3,866) | (945,537) | (128,962) | |||
Class Y | (122,885) | (3,913) | (7,555,025) | (1,778,231) | |||
Class F | (5,116,335) | (666,330) | (66,272,191) | (24,289,826) | |||
Total distributions | (11,949,169) | (1,100,001) | (204,272,819) | (76,706,101) | |||
Capital Share Transactions: | |||||||
Sold | 33,205,972 | 82,135,100 | 89,797,615 | 307,799,887 | |||
Issued on reinvestment of distributions | 11,837,401 | 1,094,882 | 202,875,469 | 76,133,999 | |||
Redeemed | (53,781,256) | (32,701,037) | (130,210,001) | (262,911,327) | |||
Net increase (decrease) from capital share transactions | (8,737,883) | 50,528,945 | 162,463,083 | 121,022,559 | |||
Net Increase (Decrease) in Net Assets | (32,093,505) | 97,300,790 | (286,194,889) | 263,686,632 | |||
Net Assets: | |||||||
Beginning of period | 176,665,064 | 79,364,274 | 993,903,045 | 730,216,413 | |||
End of period | $ 144,571,559 | $ 176,665,064 | $ 707,708,156 | $ 993,903,045 |
62 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Capital Appreciation Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 48.89 | $ 0.05 | $ (5.22) | $ (5.17) | $ (0.05) | $ (6.83) | $ (6.88) | $ 36.84 | (12.23)% (4) | $ 4,753,798 | 1.04% (5) | 1.04% (5) | 0.23% (5) | 58% | ||||||||||||||
C | 34.14 | (0.08) | (3.39) | (3.47) | — | (6.83) | (6.83) | 23.84 | (12.56) (4) | 108,738 | 1.84 (5) | 1.84 (5) | (0.57) (5) | 58 | ||||||||||||||
I | 49.25 | 0.10 | (5.24) | (5.14) | (0.16) | (6.83) | (6.99) | 37.12 | (12.09) (4) | 592,561 | 0.78 (5) | 0.78 (5) | 0.49 (5) | 58 | ||||||||||||||
R3 | 55.21 | (0.03) | (6.00) | (6.03) | — | (6.83) | (6.83) | 42.35 | (12.38) (4) | 36,129 | 1.41 (5) | 1.41 (5) | (0.14) (5) | 58 | ||||||||||||||
R4 | 57.63 | 0.04 | (6.30) | (6.26) | — | (6.83) | (6.83) | 44.54 | (12.25) (4) | 30,271 | 1.11 (5) | 1.10 (5) | 0.16 (5) | 58 | ||||||||||||||
R5 | 59.02 | 0.12 | (6.46) | (6.34) | (0.13) | (6.83) | (6.96) | 45.72 | (12.11) (4) | 30,131 | 0.80 (5) | 0.80 (5) | 0.46 (5) | 58 | ||||||||||||||
R6 | 59.48 | 0.14 | (6.51) | (6.37) | (0.19) | (6.83) | (7.02) | 46.09 | (12.08) (4) | 31,199 | 0.69 (5) | 0.69 (5) | 0.56 (5) | 58 | ||||||||||||||
Y | 59.41 | 0.12 | (6.50) | (6.38) | (0.14) | (6.83) | (6.97) | 46.06 | (12.10) (4) | 99,301 | 0.80 (5) | 0.80 (5) | 0.47 (5) | 58 | ||||||||||||||
F | 49.26 | 0.12 | (5.25) | (5.13) | (0.19) | (6.83) | (7.02) | 37.11 | (12.06) (4) | 766,178 | 0.69 (5) | 0.69 (5) | 0.57 (5) | 58 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 38.39 | $ 0.05 | $ 12.59 | $ 12.64 | $ (0.15) | $ (1.99) | $ (2.14) | $ 48.89 | 33.83% | $ 5,710,869 | 1.04% | 1.04% | 0.12% | 62% | ||||||||||||||
C | 27.45 | (0.21) | 8.89 | 8.68 | — | (1.99) | (1.99) | 34.14 | 32.74 | 148,862 | 1.83 | 1.83 | (0.66) | 62 | ||||||||||||||
I | 38.66 | 0.18 | 12.66 (13) | 12.84 (13) | (0.26) | (1.99) | (2.25) | 49.25 | 34.15 | 721,608 | 0.77 | 0.77 | 0.38 | 62 | ||||||||||||||
R3 | 43.14 | (0.13) | 14.19 | 14.06 | — | (1.99) | (1.99) | 55.21 | 33.32 | 45,054 | 1.41 | 1.41 | (0.25) | 62 | ||||||||||||||
R4 | 44.91 | 0.03 | 14.78 (13) | 14.81 (13) | (0.10) | (1.99) | (2.09) | 57.63 | 33.72 | 36,750 | 1.10 | 1.10 | 0.06 | 62 | ||||||||||||||
R5 | 45.94 | 0.20 | 15.11 (13) | 15.31 (13) | (0.24) | (1.99) | (2.23) | 59.02 | 34.11 | 36,529 | 0.80 | 0.80 | 0.36 | 62 | ||||||||||||||
R6 | 46.27 | 0.26 | 15.22 | 15.48 | (0.28) | (1.99) | (2.27) | 59.48 | 34.27 | 19,261 | 0.69 | 0.69 | 0.46 | 62 | ||||||||||||||
Y | 46.24 | 0.21 | 15.21 | 15.42 | (0.26) | (1.99) | (2.25) | 59.41 | 34.14 | 122,539 | 0.80 | 0.79 | 0.37 | 62 | ||||||||||||||
F | 38.66 | 0.21 | 12.67 | 12.88 | (0.29) | (1.99) | (2.28) | 49.26 | 34.28 | 893,713 | 0.69 | 0.69 | 0.47 | 62 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 37.12 | $ 0.18 | $ 2.90 | $ 3.08 | $ (0.17) | $ (1.64) | $ (1.81) | $ 38.39 | 8.57% | $ 4,645,677 | 1.07% | 1.07% | 0.48% | 84% | ||||||||||||||
C | 27.08 | (0.07) | 2.08 | 2.01 | — | (1.64) | (1.64) | 27.45 | 7.78 | 177,309 | 1.85 | 1.85 | (0.27) | 84 | ||||||||||||||
I | 37.36 | 0.28 | 2.93 | 3.21 | (0.27) | (1.64) | (1.91) | 38.66 | 8.88 | 584,048 | 0.79 | 0.79 | 0.77 | 84 | ||||||||||||||
R3 | 41.47 | 0.06 | 3.25 | 3.31 | — | (1.64) | (1.64) | 43.14 | 8.25 | 42,449 | 1.42 | 1.42 | 0.14 | 84 | ||||||||||||||
R4 | 43.06 | 0.20 | 3.39 | 3.59 | (0.10) | (1.64) | (1.74) | 44.91 | 8.59 | 32,732 | 1.10 | 1.10 | 0.46 | 84 | ||||||||||||||
R5 | 44.04 | 0.33 | 3.47 | 3.80 | (0.26) | (1.64) | (1.90) | 45.94 | 8.88 | 34,188 | 0.81 | 0.81 | 0.75 | 84 | ||||||||||||||
R6 | 44.34 | 0.43 | 3.44 | 3.87 | (0.30) | (1.64) | (1.94) | 46.27 | 9.03 | 12,531 | 0.70 | 0.70 | 1.00 | 84 | ||||||||||||||
Y | 44.32 | 0.36 | 3.49 | 3.85 | (0.29) | (1.64) | (1.93) | 46.24 | 8.97 | 103,152 | 0.80 | 0.75 | 0.83 | 84 | ||||||||||||||
F | 37.36 | 0.31 | 2.93 | 3.24 | (0.30) | (1.64) | (1.94) | 38.66 | 9.00 | 724,872 | 0.70 | 0.70 | 0.85 | 84 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 37.88 | $ 0.15 | $ 4.81 | $ 4.96 | $ (0.11) | $ (5.61) | $ (5.72) | $ 37.12 | 16.32% | $ 4,831,749 | 1.07% | 1.07% | 0.42% | 68% | ||||||||||||||
C | 29.30 | (0.09) | 3.48 | 3.39 | — | (5.61) | (5.61) | 27.08 | 15.45 | 278,394 | 1.83 | 1.83 | (0.33) | 68 | ||||||||||||||
I | 38.08 | 0.25 | 4.84 | 5.09 | (0.20) | (5.61) | (5.81) | 37.36 | 16.66 | 658,302 | 0.79 | 0.79 | 0.70 | 68 | ||||||||||||||
R3 | 41.62 | 0.03 | 5.43 | 5.46 | — | (5.61) | (5.61) | 41.47 | 15.91 | 50,957 | 1.42 | 1.42 | 0.07 | 68 | ||||||||||||||
R4 | 42.94 | 0.16 | 5.63 | 5.79 | (0.06) | (5.61) | (5.67) | 43.06 | 16.27 | 38,634 | 1.11 | 1.11 | 0.39 | 68 | ||||||||||||||
R5 | 43.80 | 0.28 | 5.75 | 6.03 | (0.18) | (5.61) | (5.79) | 44.04 | 16.64 | 38,808 | 0.80 | 0.80 | 0.68 | 68 | ||||||||||||||
R6 | 44.07 | 0.33 | 5.78 | 6.11 | (0.23) | (5.61) | (5.84) | 44.34 | 16.74 | 80,535 | 0.70 | 0.70 | 0.78 | 68 | ||||||||||||||
Y | 44.06 | 0.32 | 5.77 | 6.09 | (0.22) | (5.61) | (5.83) | 44.32 | 16.71 | 187,754 | 0.78 | 0.74 | 0.75 | 68 | ||||||||||||||
F | 38.09 | 0.28 | 4.83 | 5.11 | (0.23) | (5.61) | (5.84) | 37.36 | 16.75 | 776,505 | 0.70 | 0.70 | 0.79 | 68 |
63 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Capital Appreciation Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 41.86 | $ 0.15 | $ 1.45 | $ 1.60 | $ (0.26) | $ (5.32) | $ (5.58) | $ 37.88 | 3.92% | $ 4,742,846 | 1.07% | 1.06% | 0.38% | 108% | ||||||||||||||
C | 33.62 | (0.11) | 1.16 | 1.05 | (0.05) | (5.32) | (5.37) | 29.30 | 3.15 | 426,256 | 1.81 | 1.81 | (0.34) | 108 | ||||||||||||||
I | 42.04 | 0.26 | 1.44 | 1.70 | (0.34) | (5.32) | (5.66) | 38.08 | 4.19 | 734,580 | 0.78 | 0.78 | 0.66 | 108 | ||||||||||||||
R3 | 45.39 | 0.02 | 1.56 | 1.58 | (0.03) | (5.32) | (5.35) | 41.62 | 3.57 | 61,882 | 1.42 | 1.41 | 0.04 | 108 | ||||||||||||||
R4 | 46.69 | 0.15 | 1.62 | 1.77 | (0.20) | (5.32) | (5.52) | 42.94 | 3.87 | 51,635 | 1.10 | 1.10 | 0.34 | 108 | ||||||||||||||
R5 | 47.54 | 0.30 | 1.63 | 1.93 | (0.35) | (5.32) | (5.67) | 43.80 | 4.18 | 34,288 | 0.80 | 0.80 | 0.65 | 108 | ||||||||||||||
R6 | 47.80 | 0.35 | 1.64 | 1.99 | (0.40) | (5.32) | (5.72) | 44.07 | 4.29 | 70,935 | 0.70 | 0.70 | 0.75 | 108 | ||||||||||||||
Y | 47.78 | 0.34 | 1.64 | 1.98 | (0.38) | (5.32) | (5.70) | 44.06 | 4.28 | 175,731 | 0.71 | 0.71 | 0.74 | 108 | ||||||||||||||
F | 42.06 | 0.30 | 1.45 | 1.75 | (0.40) | (5.32) | (5.72) | 38.09 | 4.28 | 880,110 | 0.70 | 0.70 | 0.75 | 108 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 34.49 | $ 0.13 | $ 7.39 | $ 7.52 | $ (0.15) | $ — | $ (0.15) | $ 41.86 | 21.86% | $ 4,613,982 | 1.09% (6) | 1.08% (6) | 0.34% | 123% | ||||||||||||||
C | 27.80 | (0.12) | 5.94 | 5.82 | — | — | — | 33.62 | 20.97 | 1,241,267 | 1.82 (6) | 1.82 (6) | (0.39) | 123 | ||||||||||||||
I | 34.65 | 0.25 | 7.40 | 7.65 | (0.26) | — | (0.26) | 42.04 | 22.20 | 846,019 | 0.81 (6) | 0.81 (6) | 0.63 | 123 | ||||||||||||||
R3 | 37.38 | 0.01 | 8.01 | 8.02 | (0.01) | — | (0.01) | 45.39 | 21.47 | 75,201 | 1.42 (6) | 1.40 (6) | 0.03 | 123 | ||||||||||||||
R4 | 38.39 | 0.14 | 8.23 | 8.37 | (0.07) | — | (0.07) | 46.69 | 21.82 | 74,374 | 1.11 (6) | 1.11 (6) | 0.33 | 123 | ||||||||||||||
R5 | 39.15 | 0.28 | 8.37 | 8.65 | (0.26) | — | (0.26) | 47.54 | 22.20 | 40,582 | 0.81 (6) | 0.80 (6) | 0.63 | 123 | ||||||||||||||
R6 | 39.36 | 0.31 | 8.42 | 8.73 | (0.29) | — | (0.29) | 47.80 | 22.33 | 70,142 | 0.71 (6) | 0.71 (6) | 0.71 | 123 | ||||||||||||||
Y | 39.36 | 0.30 | 8.41 | 8.71 | (0.29) | — | (0.29) | 47.78 | 22.27 | 184,502 | 0.72 (6) | 0.72 (6) | 0.70 | 123 | ||||||||||||||
F (7) | 38.15 | 0.18 | 3.73 | 3.91 | — | — | — | 42.06 | 10.28 (4) | 1,103,972 | 0.71 (5)(6) | 0.71 (5)(6) | 0.65 (5) | 123 | ||||||||||||||
Hartford Core Equity Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 49.41 | $ 0.15 | $ (5.76) | $ (5.61) | $ (0.24) | $ (1.25) | $ (1.49) | $ 42.31 | (11.77)% (4) | $ 1,521,469 | 0.69% (5) | 0.69% (5) | 0.63% (5) | 12% | ||||||||||||||
C | 44.63 | (0.03) | (5.20) | (5.23) | — | (1.25) | (1.25) | 38.15 | (12.10) (4) | 489,344 | 1.45 (5) | 1.45 (5) | (0.13) (5) | 12 | ||||||||||||||
I | 49.59 | 0.20 | (5.76) | (5.56) | (0.35) | (1.25) | (1.60) | 42.43 | (11.66) (4) | 4,016,387 | 0.45 (5) | 0.45 (5) | 0.86 (5) | 12 | ||||||||||||||
R3 | 50.06 | 0.06 | (5.85) | (5.79) | (0.08) | (1.25) | (1.33) | 42.94 | (11.93) (4) | 64,081 | 1.07 (5) | 1.06 (5) | 0.26 (5) | 12 | ||||||||||||||
R4 | 51.01 | 0.14 | (5.94) | (5.80) | (0.22) | (1.25) | (1.47) | 43.74 | (11.77) (4) | 184,587 | 0.76 (5) | 0.73 (5) | 0.59 (5) | 12 | ||||||||||||||
R5 | 49.99 | 0.20 | (5.81) | (5.61) | (0.34) | (1.25) | (1.59) | 42.79 | (11.66) (4) | 182,845 | 0.46 (5) | 0.46 (5) | 0.86 (5) | 12 | ||||||||||||||
R6 | 50.24 | 0.23 | (5.84) | (5.61) | (0.39) | (1.25) | (1.64) | 42.99 | (11.62) (4) | 1,017,690 | 0.36 (5) | 0.36 (5) | 0.96 (5) | 12 | ||||||||||||||
Y | 50.20 | 0.21 | (5.84) | (5.63) | (0.35) | (1.25) | (1.60) | 42.97 | (11.65) (4) | 686,040 | 0.46 (5) | 0.45 (5) | 0.88 (5) | 12 | ||||||||||||||
F | 49.65 | 0.23 | (5.77) | (5.54) | (0.39) | (1.25) | (1.64) | 42.47 | (11.62) (4) | 2,682,741 | 0.36 (5) | 0.36 (5) | 0.96 (5) | 12 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 36.04 | $ 0.23 | $ 13.36 | $ 13.59 | $ (0.22) | $ — | $ (0.22) | $ 49.41 | 37.85% | $ 1,681,155 | 0.70% | 0.70% | 0.52% | 13% | ||||||||||||||
C | 32.62 | (0.09) | 12.10 | 12.01 | — | — | — | 44.63 | 36.82 | 583,876 | 1.45 | 1.45 | (0.23) | 13 | ||||||||||||||
I | 36.16 | 0.34 | 13.40 | 13.74 | (0.31) | — | (0.31) | 49.59 | 38.19 | 4,700,782 | 0.45 | 0.45 | 0.77 | 13 | ||||||||||||||
R3 | 36.54 | 0.07 | 13.56 | 13.63 | (0.11) | — | (0.11) | 50.06 | 37.38 | 71,617 | 1.07 | 1.06 | 0.16 | 13 | ||||||||||||||
R4 | 37.20 | 0.23 | 13.79 | 14.02 | (0.21) | — | (0.21) | 51.01 | 37.82 | 239,198 | 0.76 | 0.72 | 0.50 | 13 | ||||||||||||||
R5 | 36.44 | 0.34 | 13.51 | 13.85 | (0.30) | — | (0.30) | 49.99 | 38.17 | 225,017 | 0.46 | 0.46 | 0.76 | 13 | ||||||||||||||
R6 | 36.62 | 0.39 | 13.57 | 13.96 | (0.34) | — | (0.34) | 50.24 | 38.31 | 1,045,661 | 0.36 | 0.36 | 0.86 | 13 | ||||||||||||||
Y | 36.60 | 0.35 | 13.56 | 13.91 | (0.31) | — | (0.31) | 50.20 | 38.20 | 903,952 | 0.46 | 0.44 | 0.78 | 13 | ||||||||||||||
F | 36.19 | 0.38 | 13.42 | 13.80 | (0.34) | — | (0.34) | 49.65 | 38.33 | 3,213,368 | 0.36 | 0.36 | 0.86 | 13 |
64 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Core Equity Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 33.40 | $ 0.26 | $ 3.23 | $ 3.49 | $ (0.23) | $ (0.62) | $ (0.85) | $ 36.04 | 10.58% | $ 1,140,994 | 0.73% | 0.72% | 0.77% | 22% | ||||||||||||||
C | 30.35 | 0.01 | 2.92 | 2.93 | (0.04) | (0.62) | (0.66) | 32.62 | 9.74 | 443,989 | 1.47 | 1.47 | 0.03 | 22 | ||||||||||||||
I | 33.50 | 0.35 | 3.24 | 3.59 | (0.31) | (0.62) | (0.93) | 36.16 | 10.87 | 2,936,718 | 0.46 | 0.46 | 1.03 | 22 | ||||||||||||||
R3 | 33.86 | 0.15 | 3.26 | 3.41 | (0.11) | (0.62) | (0.73) | 36.54 | 10.17 | 46,674 | 1.07 | 1.07 | 0.43 | 22 | ||||||||||||||
R4 | 34.44 | 0.27 | 3.33 | 3.60 | (0.22) | (0.62) | (0.84) | 37.20 | 10.58 | 169,267 | 0.78 | 0.73 | 0.77 | 22 | ||||||||||||||
R5 | 33.75 | 0.36 | 3.25 | 3.61 | (0.30) | (0.62) | (0.92) | 36.44 | 10.85 | 188,738 | 0.47 | 0.47 | 1.04 | 22 | ||||||||||||||
R6 | 33.91 | 0.38 | 3.29 | 3.67 | (0.34) | (0.62) | (0.96) | 36.62 | 10.96 | 746,018 | 0.38 | 0.38 | 1.10 | 22 | ||||||||||||||
Y | 33.90 | 0.36 | 3.28 | 3.64 | (0.32) | (0.62) | (0.94) | 36.60 | 10.89 | 668,655 | 0.47 | 0.45 | 1.05 | 22 | ||||||||||||||
F | 33.52 | 0.38 | 3.25 | 3.63 | (0.34) | (0.62) | (0.96) | 36.19 | 10.97 | 2,251,700 | 0.38 | 0.38 | 1.12 | 22 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 30.17 | $ 0.27 | $ 4.40 | $ 4.67 | $ (0.21) | $ (1.23) | $ (1.44) | $ 33.40 | 16.60% | $ 881,587 | 0.74% | 0.73% | 0.88% | 15% | ||||||||||||||
C | 27.53 | 0.04 | 4.01 | 4.05 | — | (1.23) | (1.23) | 30.35 | 15.71 | 366,553 | 1.47 | 1.47 | 0.14 | 15 | ||||||||||||||
I | 30.26 | 0.35 | 4.40 | 4.75 | (0.28) | (1.23) | (1.51) | 33.50 | 16.91 | 1,740,669 | 0.47 | 0.47 | 1.14 | 15 | ||||||||||||||
R3 | 30.52 | 0.16 | 4.48 | 4.64 | (0.07) | (1.23) | (1.30) | 33.86 | 16.18 | 34,158 | 1.10 | 1.10 | 0.52 | 15 | ||||||||||||||
R4 | 31.03 | 0.28 | 4.54 | 4.82 | (0.18) | (1.23) | (1.41) | 34.44 | 16.59 | 150,159 | 0.77 | 0.74 | 0.88 | 15 | ||||||||||||||
R5 | 30.47 | 0.35 | 4.44 | 4.79 | (0.28) | (1.23) | (1.51) | 33.75 | 16.90 | 231,879 | 0.49 | 0.49 | 1.13 | 15 | ||||||||||||||
R6 | 30.61 | 0.38 | 4.46 | 4.84 | (0.31) | (1.23) | (1.54) | 33.91 | 17.01 | 259,706 | 0.38 | 0.38 | 1.22 | 15 | ||||||||||||||
Y | 30.61 | 0.37 | 4.45 | 4.82 | (0.30) | (1.23) | (1.53) | 33.90 | 16.94 | 371,580 | 0.46 | 0.43 | 1.18 | 15 | ||||||||||||||
F | 30.28 | 0.38 | 4.40 | 4.78 | (0.31) | (1.23) | (1.54) | 33.52 | 17.00 | 1,655,619 | 0.38 | 0.38 | 1.21 | 15 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 28.53 | $ 0.22 | $ 2.42 | $ 2.64 | $ (0.25) | $ (0.75) | $ (1.00) | $ 30.17 | 9.41% | $ 666,354 | 0.74% | 0.74% | 0.73% | 22% | ||||||||||||||
C | 26.13 | — | 2.22 | 2.22 | (0.07) | (0.75) | (0.82) | 27.53 | 8.61 | 293,064 | 1.48 | 1.48 | — | 22 | ||||||||||||||
I | 28.60 | 0.30 | 2.43 | 2.73 | (0.32) | (0.75) | (1.07) | 30.26 | 9.72 | 1,130,600 | 0.47 | 0.47 | 1.00 | 22 | ||||||||||||||
R3 | 28.85 | 0.12 | 2.44 | 2.56 | (0.14) | (0.75) | (0.89) | 30.52 | 9.02 | 34,765 | 1.10 | 1.10 | 0.38 | 22 | ||||||||||||||
R4 | 29.32 | 0.22 | 2.48 | 2.70 | (0.24) | (0.75) | (0.99) | 31.03 | 9.37 | 144,866 | 0.79 | 0.76 | 0.72 | 22 | ||||||||||||||
R5 | 28.81 | 0.30 | 2.44 | 2.74 | (0.33) | (0.75) | (1.08) | 30.47 | 9.69 | 201,510 | 0.49 | 0.49 | 0.99 | 22 | ||||||||||||||
R6 | 28.93 | 0.33 | 2.45 | 2.78 | (0.35) | (0.75) | (1.10) | 30.61 | 9.80 | 146,643 | 0.39 | 0.39 | 1.08 | 22 | ||||||||||||||
Y | 28.93 | 0.32 | 2.45 | 2.77 | (0.34) | (0.75) | (1.09) | 30.61 | 9.77 | 216,788 | 0.42 | 0.42 | 1.06 | 22 | ||||||||||||||
F | 28.63 | 0.33 | 2.42 | 2.75 | (0.35) | (0.75) | (1.10) | 30.28 | 9.80 | 635,245 | 0.39 | 0.39 | 1.09 | 22 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 23.87 | $ 0.27 | $ 4.70 | $ 4.97 | $ (0.12) | $ (0.19) | $ (0.31) | $ 28.53 | 21.06% | $ 631,817 | 0.75% | 0.75% | 1.05% | 39% | ||||||||||||||
C | 21.94 | 0.07 | 4.33 | 4.40 | (0.02) | (0.19) | (0.21) | 26.13 | 20.20 | 316,886 | 1.50 | 1.50 | 0.30 | 39 | ||||||||||||||
I | 23.93 | 0.34 | 4.71 | 5.05 | (0.19) | (0.19) | (0.38) | 28.60 | 21.37 | 982,686 | 0.52 | 0.52 | 1.30 | 39 | ||||||||||||||
R3 | 24.18 | 0.19 | 4.77 | 4.96 | (0.10) | (0.19) | (0.29) | 28.85 | 20.71 | 43,004 | 1.11 | 1.09 | 0.72 | 39 | ||||||||||||||
R4 | 24.54 | 0.27 | 4.84 | 5.11 | (0.14) | (0.19) | (0.33) | 29.32 | 21.05 | 172,584 | 0.81 | 0.79 | 1.01 | 39 | ||||||||||||||
R5 | 24.10 | 0.35 | 4.75 | 5.10 | (0.20) | (0.19) | (0.39) | 28.81 | 21.41 | 192,359 | 0.51 | 0.49 | 1.31 | 39 | ||||||||||||||
R6 | 24.19 | 0.37 | 4.77 | 5.14 | (0.21) | (0.19) | (0.40) | 28.93 | 21.52 | 118,527 | 0.41 | 0.41 | 1.38 | 39 | ||||||||||||||
Y | 24.20 | 0.35 | 4.78 | 5.13 | (0.21) | (0.19) | (0.40) | 28.93 | 21.47 | 148,542 | 0.42 | 0.42 | 1.33 | 39 | ||||||||||||||
F (7) | 26.05 | 0.26 | 2.32 | 2.58 | — | — | — | 28.63 | 9.90 (4) | 585,057 | 0.41 (5) | 0.41 (5) | 1.39 (5) | 39 |
65 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Dividend and Growth Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 34.32 | $ 0.17 | $ (0.81) | $ (0.64) | $ (0.19) | $ (1.62) | $ (1.81) | $ 31.87 | (2.08)% (4) | $ 4,622,677 | 0.95% (5) | 0.95% (5) | 1.02% (5) | 9% | ||||||||||||||
C | 32.94 | 0.04 | (0.77) | (0.73) | (0.08) | (1.62) | (1.70) | 30.51 | (2.44) (4) | 189,374 | 1.73 (5) | 1.73 (5) | 0.25 (5) | 9 | ||||||||||||||
I | 34.12 | 0.21 | (0.80) | (0.59) | (0.23) | (1.62) | (1.85) | 31.68 | (1.95) (4) | 3,747,830 | 0.70 (5) | 0.70 (5) | 1.27 (5) | 9 | ||||||||||||||
R3 | 34.88 | 0.11 | (0.82) | (0.71) | (0.12) | (1.62) | (1.74) | 32.43 | (2.23) (4) | 59,538 | 1.33 (5) | 1.32 (5) | 0.66 (5) | 9 | ||||||||||||||
R4 | 35.17 | 0.16 | (0.82) | (0.66) | (0.18) | (1.62) | (1.80) | 32.71 | (2.10) (4) | 98,838 | 1.03 (5) | 1.03 (5) | 0.94 (5) | 9 | ||||||||||||||
R5 | 35.33 | 0.21 | (0.82) | (0.61) | (0.23) | (1.62) | (1.85) | 32.87 | (1.95) (4) | 261,309 | 0.72 (5) | 0.72 (5) | 1.25 (5) | 9 | ||||||||||||||
R6 | 35.34 | 0.23 | (0.83) | (0.60) | (0.25) | (1.62) | (1.87) | 32.87 | (1.93) (4) | 550,661 | 0.63 (5) | 0.63 (5) | 1.35 (5) | 9 | ||||||||||||||
Y | 35.34 | 0.22 | (0.82) | (0.60) | (0.24) | (1.62) | (1.86) | 32.88 | (1.92) (4) | 901,070 | 0.73 (5) | 0.67 (5) | 1.30 (5) | 9 | ||||||||||||||
F | 34.10 | 0.22 | (0.80) | (0.58) | (0.25) | (1.62) | (1.87) | 31.65 | (1.94) (4) | 5,156,830 | 0.62 (5) | 0.62 (5) | 1.35 (5) | 9 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 24.26 | $ 0.33 | $ 10.63 | $ 10.96 | $ (0.33) | $ (0.57) | $ (0.90) | $ 34.32 | 46.01% | $ 4,733,858 | 0.97% | 0.97% | 1.07% | 18% | ||||||||||||||
C | 23.31 | 0.09 | 10.22 | 10.31 | (0.11) | (0.57) | (0.68) | 32.94 | 44.92 | 169,569 | 1.75 | 1.75 | 0.30 | 18 | ||||||||||||||
I | 24.12 | 0.40 | 10.58 | 10.98 | (0.41) | (0.57) | (0.98) | 34.12 | 46.39 | 3,178,645 | 0.71 | 0.71 | 1.30 | 18 | ||||||||||||||
R3 | 24.65 | 0.22 | 10.80 | 11.02 | (0.22) | (0.57) | (0.79) | 34.88 | 45.43 | 66,751 | 1.35 | 1.35 | 0.70 | 18 | ||||||||||||||
R4 | 24.84 | 0.32 | 10.89 | 11.21 | (0.31) | (0.57) | (0.88) | 35.17 | 45.92 | 106,561 | 1.03 | 1.03 | 1.01 | 18 | ||||||||||||||
R5 | 24.95 | 0.41 | 10.95 | 11.36 | (0.41) | (0.57) | (0.98) | 35.33 | 46.35 | 265,832 | 0.73 | 0.73 | 1.30 | 18 | ||||||||||||||
R6 | 24.95 | 0.44 | 10.96 | 11.40 | (0.44) | (0.57) | (1.01) | 35.34 | 46.52 | 470,425 | 0.63 | 0.63 | 1.37 | 18 | ||||||||||||||
Y | 24.95 | 0.44 | 10.94 | 11.38 | (0.42) | (0.57) | (0.99) | 35.34 | 46.47 | 929,283 | 0.74 | 0.67 | 1.38 | 18 | ||||||||||||||
F | 24.10 | 0.43 | 10.58 | 11.01 | (0.44) | (0.57) | (1.01) | 34.10 | 46.55 | 4,746,178 | 0.63 | 0.63 | 1.40 | 18 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 25.93 | $ 0.39 | $ (0.94) | $ (0.55) | $ (0.37) | $ (0.75) | $ (1.12) | $ 24.26 | (2.20)% | $ 3,385,907 | 1.00% | 1.00% | 1.61% | 28% | ||||||||||||||
C | 24.96 | 0.20 | (0.92) | (0.72) | (0.18) | (0.75) | (0.93) | 23.31 | (3.01) | 138,431 | 1.78 | 1.78 | 0.84 | 28 | ||||||||||||||
I | 25.80 | 0.45 | (0.94) | (0.49) | (0.44) | (0.75) | (1.19) | 24.12 | (1.97) | 1,681,761 | 0.73 | 0.73 | 1.86 | 28 | ||||||||||||||
R3 | 26.32 | 0.31 | (0.95) | (0.64) | (0.28) | (0.75) | (1.03) | 24.65 | (2.54) | 54,642 | 1.35 | 1.35 | 1.26 | 28 | ||||||||||||||
R4 | 26.52 | 0.39 | (0.97) | (0.58) | (0.35) | (0.75) | (1.10) | 24.84 | (2.26) | 82,299 | 1.05 | 1.05 | 1.56 | 28 | ||||||||||||||
R5 | 26.64 | 0.47 | (0.98) | (0.51) | (0.43) | (0.75) | (1.18) | 24.95 | (1.97) | 177,851 | 0.74 | 0.74 | 1.86 | 28 | ||||||||||||||
R6 | 26.64 | 0.49 | (0.97) | (0.48) | (0.46) | (0.75) | (1.21) | 24.95 | (1.87) | 196,065 | 0.65 | 0.65 | 1.94 | 28 | ||||||||||||||
Y | 26.64 | 0.48 | (0.97) | (0.49) | (0.45) | (0.75) | (1.20) | 24.95 | (1.91) | 735,618 | 0.73 | 0.68 | 1.92 | 28 | ||||||||||||||
F | 25.78 | 0.48 | (0.95) | (0.47) | (0.46) | (0.75) | (1.21) | 24.10 | (1.89) | 2,736,317 | 0.64 | 0.64 | 1.96 | 28 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 25.63 | $ 0.40 | $ 2.63 | $ 3.03 | $ (0.38) | $ (2.35) | $ (2.73) | $ 25.93 | 13.75% | $ 3,739,696 | 1.00% | 0.99% | 1.65% | 22% | ||||||||||||||
C | 24.75 | 0.21 | 2.53 | 2.74 | (0.18) | (2.35) | (2.53) | 24.96 | 12.92 | 192,715 | 1.77 | 1.77 | 0.89 | 22 | ||||||||||||||
I | 25.51 | 0.46 | 2.63 | 3.09 | (0.45) | (2.35) | (2.80) | 25.80 | 14.08 | 1,079,962 | 0.73 | 0.73 | 1.89 | 22 | ||||||||||||||
R3 | 25.97 | 0.32 | 2.67 | 2.99 | (0.29) | (2.35) | (2.64) | 26.32 | 13.33 | 66,115 | 1.36 | 1.35 | 1.30 | 22 | ||||||||||||||
R4 | 26.14 | 0.40 | 2.69 | 3.09 | (0.36) | (2.35) | (2.71) | 26.52 | 13.71 | 111,451 | 1.04 | 1.04 | 1.61 | 22 | ||||||||||||||
R5 | 26.25 | 0.47 | 2.71 | 3.18 | (0.44) | (2.35) | (2.79) | 26.64 | 14.05 | 193,707 | 0.74 | 0.74 | 1.89 | 22 | ||||||||||||||
R6 | 26.25 | 0.50 | 2.71 | 3.21 | (0.47) | (2.35) | (2.82) | 26.64 | 14.16 | 119,159 | 0.64 | 0.64 | 1.98 | 22 | ||||||||||||||
Y | 26.25 | 0.49 | 2.70 | 3.19 | (0.45) | (2.35) | (2.80) | 26.64 | 14.10 | 696,309 | 0.71 | 0.68 | 1.96 | 22 | ||||||||||||||
F | 25.50 | 0.49 | 2.61 | 3.10 | (0.47) | (2.35) | (2.82) | 25.78 | 14.15 | 2,844,206 | 0.64 | 0.64 | 2.00 | 22 |
66 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Dividend and Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 27.46 | $ 0.39 | $ 0.80 | $ 1.19 | $ (0.38) | $ (2.64) | $ (3.02) | $ 25.63 | 4.38% | $ 3,521,062 | 0.99% | 0.99% | 1.49% | 31% | ||||||||||||||
C | 26.62 | 0.19 | 0.77 | 0.96 | (0.19) | (2.64) | (2.83) | 24.75 | 3.58 | 228,076 | 1.76 | 1.75 | 0.76 | 31 | ||||||||||||||
I | 27.35 | 0.46 | 0.79 | 1.25 | (0.45) | (2.64) | (3.09) | 25.51 | 4.68 | 847,646 | 0.73 | 0.73 | 1.75 | 31 | ||||||||||||||
R3 | 27.78 | 0.30 | 0.81 | 1.11 | (0.28) | (2.64) | (2.92) | 25.97 | 4.03 | 72,723 | 1.35 | 1.35 | 1.13 | 31 | ||||||||||||||
R4 | 27.95 | 0.39 | 0.80 | 1.19 | (0.36) | (2.64) | (3.00) | 26.14 | 4.32 | 131,649 | 1.04 | 1.04 | 1.44 | 31 | ||||||||||||||
R5 | 28.05 | 0.47 | 0.82 | 1.29 | (0.45) | (2.64) | (3.09) | 26.25 | 4.65 | 146,918 | 0.74 | 0.74 | 1.74 | 31 | ||||||||||||||
R6 | 28.05 | 0.49 | 0.82 | 1.31 | (0.47) | (2.64) | (3.11) | 26.25 | 4.76 | 74,795 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
Y | 28.05 | 0.49 | 0.81 | 1.30 | (0.46) | (2.64) | (3.10) | 26.25 | 4.72 | 616,454 | 0.68 | 0.68 | 1.80 | 31 | ||||||||||||||
F | 27.33 | 0.48 | 0.80 | 1.28 | (0.47) | (2.64) | (3.11) | 25.50 | 4.77 | 2,591,584 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 23.49 | $ 0.39 | $ 4.75 | $ 5.14 | $ (0.38) | $ (0.79) | $ (1.17) | $ 27.46 | 22.40% | $ 3,619,123 | 1.00% | 1.00% | 1.52% | 26% | ||||||||||||||
C | 22.80 | 0.19 | 4.62 | 4.81 | (0.20) | (0.79) | (0.99) | 26.62 | 21.54 | 449,961 | 1.74 | 1.74 | 0.78 | 26 | ||||||||||||||
I | 23.38 | 0.44 | 4.74 | 5.18 | (0.42) | (0.79) | (1.21) | 27.35 | 22.67 | 775,427 | 0.80 | 0.80 | 1.75 | 26 | ||||||||||||||
R3 | 23.75 | 0.30 | 4.81 | 5.11 | (0.29) | (0.79) | (1.08) | 27.78 | 21.97 | 77,175 | 1.35 | 1.35 | 1.17 | 26 | ||||||||||||||
R4 | 23.89 | 0.38 | 4.84 | 5.22 | (0.37) | (0.79) | (1.16) | 27.95 | 22.34 | 142,563 | 1.05 | 1.05 | 1.47 | 26 | ||||||||||||||
R5 | 23.97 | 0.46 | 4.86 | 5.32 | (0.45) | (0.79) | (1.24) | 28.05 | 22.72 | 132,739 | 0.74 | 0.74 | 1.76 | 26 | ||||||||||||||
R6 | 23.97 | 0.46 | 4.88 | 5.34 | (0.47) | (0.79) | (1.26) | 28.05 | 22.83 | 10,957 | 0.65 | 0.64 | 1.75 | 26 | ||||||||||||||
Y | 23.97 | 0.50 | 4.84 | 5.34 | (0.47) | (0.79) | (1.26) | 28.05 | 22.81 | 605,049 | 0.66 | 0.66 | 1.94 | 26 | ||||||||||||||
F (7) | 25.51 | 0.29 | 1.86 | 2.15 | (0.33) | — | (0.33) | 27.33 | 8.49 (4) | 2,570,906 | 0.64 (5) | 0.64 (5) | 1.66 (5) | 26 | ||||||||||||||
The Hartford Equity Income Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 23.85 | $ 0.19 | $ (0.13) | $ 0.06 | $ (0.21) | $ (1.66) | $ (1.87) | $ 22.04 | 0.19% (4) | $ 1,851,530 | 0.97% (5) | 0.97% (5) | 1.69% (5) | 14% | ||||||||||||||
C | 23.72 | 0.10 | (0.12) | (0.02) | (0.12) | (1.66) | (1.78) | 21.92 | (0.15) (4) | 141,906 | 1.75 (5) | 1.75 (5) | 0.92 (5) | 14 | ||||||||||||||
I | 23.68 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 21.88 | 0.35 (4) | 1,405,296 | 0.73 (5) | 0.73 (5) | 1.92 (5) | 14 | ||||||||||||||
R3 | 23.89 | 0.15 | (0.13) | 0.02 | (0.16) | (1.66) | (1.82) | 22.09 | 0.03 (4) | 29,708 | 1.36 (5) | 1.36 (5) | 1.31 (5) | 14 | ||||||||||||||
R4 | 23.93 | 0.18 | (0.12) | 0.06 | (0.20) | (1.66) | (1.86) | 22.13 | 0.19 (4) | 42,868 | 1.05 (5) | 1.05 (5) | 1.60 (5) | 14 | ||||||||||||||
R5 | 24.07 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 22.27 | 0.34 (4) | 74,167 | 0.76 (5) | 0.76 (5) | 1.91 (5) | 14 | ||||||||||||||
R6 | 24.13 | 0.23 | (0.12) | 0.11 | (0.25) | (1.66) | (1.91) | 22.33 | 0.39 (4) | 87,611 | 0.65 (5) | 0.65 (5) | 2.01 (5) | 14 | ||||||||||||||
Y | 24.14 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 22.34 | 0.35 (4) | 117,268 | 0.73 (5) | 0.73 (5) | 1.93 (5) | 14 | ||||||||||||||
F | 23.68 | 0.23 | (0.12) | 0.11 | (0.25) | (1.66) | (1.91) | 21.88 | 0.40 (4) | 1,083,715 | 0.64 (5) | 0.64 (5) | 2.02 (5) | 14 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 17.55 | $ 0.34 | $ 6.50 | $ 6.84 | $ (0.34) | $ (0.20) | $ (0.54) | $ 23.85 | 39.45% | $ 1,864,492 | 0.98% | 0.98% | 1.57% | 24% | ||||||||||||||
C | 17.46 | 0.18 | 6.44 | 6.62 | (0.16) | (0.20) | (0.36) | 23.72 | 38.31 | 162,393 | 1.75 | 1.75 | 0.85 | 24 | ||||||||||||||
I | 17.44 | 0.39 | 6.44 | 6.83 | (0.39) | (0.20) | (0.59) | 23.68 | 39.69 | 1,360,339 | 0.74 | 0.74 | 1.81 | 24 | ||||||||||||||
R3 | 17.59 | 0.26 | 6.50 | 6.76 | (0.26) | (0.20) | (0.46) | 23.89 | 38.83 | 33,485 | 1.36 | 1.35 | 1.21 | 24 | ||||||||||||||
R4 | 17.62 | 0.33 | 6.50 | 6.83 | (0.32) | (0.20) | (0.52) | 23.93 | 39.25 | 49,923 | 1.05 | 1.05 | 1.52 | 24 | ||||||||||||||
R5 | 17.71 | 0.40 | 6.55 | 6.95 | (0.39) | (0.20) | (0.59) | 24.07 | 39.75 | 80,991 | 0.75 | 0.75 | 1.80 | 24 | ||||||||||||||
R6 | 17.76 | 0.42 | 6.56 | 6.98 | (0.41) | (0.20) | (0.61) | 24.13 | 39.82 | 81,643 | 0.65 | 0.65 | 1.90 | 24 | ||||||||||||||
Y | 17.76 | 0.40 | 6.57 | 6.97 | (0.39) | (0.20) | (0.59) | 24.14 | 39.77 | 120,502 | 0.74 | 0.73 | 1.81 | 24 | ||||||||||||||
F | 17.44 | 0.41 | 6.44 | 6.85 | (0.41) | (0.20) | (0.61) | 23.68 | 39.81 | 1,141,345 | 0.65 | 0.65 | 1.92 | 24 |
67 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Equity Income Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 19.99 | $ 0.34 | $ (1.21) | $ (0.87) | $ (0.31) | $ (1.26) | $ (1.57) | $ 17.55 | (4.68)% | $ 1,365,895 | 1.00% | 1.00% | 1.89% | 31% | ||||||||||||||
C | 19.88 | 0.21 | (1.20) | (0.99) | (0.17) | (1.26) | (1.43) | 17.46 | (5.38) | 191,917 | 1.76 | 1.76 | 1.15 | 31 | ||||||||||||||
I | 19.88 | 0.38 | (1.20) | (0.82) | (0.36) | (1.26) | (1.62) | 17.44 | (4.44) | 977,950 | 0.74 | 0.74 | 2.13 | 31 | ||||||||||||||
R3 | 20.02 | 0.28 | (1.20) | (0.92) | (0.25) | (1.26) | (1.51) | 17.59 | (4.97) | 31,778 | 1.36 | 1.36 | 1.55 | 31 | ||||||||||||||
R4 | 20.06 | 0.33 | (1.21) | (0.88) | (0.30) | (1.26) | (1.56) | 17.62 | (4.72) | 41,386 | 1.05 | 1.05 | 1.85 | 31 | ||||||||||||||
R5 | 20.16 | 0.39 | (1.22) | (0.83) | (0.36) | (1.26) | (1.62) | 17.71 | (4.46) | 56,329 | 0.77 | 0.77 | 2.14 | 31 | ||||||||||||||
R6 | 20.21 | 0.40 | (1.21) | (0.81) | (0.38) | (1.26) | (1.64) | 17.76 | (4.34) | 55,448 | 0.66 | 0.66 | 2.22 | 31 | ||||||||||||||
Y | 20.22 | 0.40 | (1.23) | (0.83) | (0.37) | (1.26) | (1.63) | 17.76 | (4.40) | 81,615 | 0.76 | 0.71 | 2.20 | 31 | ||||||||||||||
F | 19.87 | 0.40 | (1.19) | (0.79) | (0.38) | (1.26) | (1.64) | 17.44 | (4.31) | 889,727 | 0.66 | 0.66 | 2.23 | 31 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 19.39 | $ 0.38 | $ 2.02 | $ 2.40 | $ (0.36) | $ (1.44) | $ (1.80) | $ 19.99 | 13.88% | $ 1,565,663 | 1.00% | 1.00% | 2.01% | 21% | ||||||||||||||
C | 19.29 | 0.24 | 2.00 | 2.24 | (0.21) | (1.44) | (1.65) | 19.88 | 13.00 | 292,388 | 1.76 | 1.76 | 1.27 | 21 | ||||||||||||||
I | 19.29 | 0.43 | 2.01 | 2.44 | (0.41) | (1.44) | (1.85) | 19.88 | 14.17 | 959,142 | 0.75 | 0.75 | 2.26 | 21 | ||||||||||||||
R3 | 19.41 | 0.32 | 2.02 | 2.34 | (0.29) | (1.44) | (1.73) | 20.02 | 13.48 | 43,474 | 1.36 | 1.36 | 1.66 | 21 | ||||||||||||||
R4 | 19.44 | 0.37 | 2.04 | 2.41 | (0.35) | (1.44) | (1.79) | 20.06 | 13.85 | 53,957 | 1.07 | 1.07 | 1.96 | 21 | ||||||||||||||
R5 | 19.54 | 0.43 | 2.04 | 2.47 | (0.41) | (1.44) | (1.85) | 20.16 | 14.14 | 81,758 | 0.76 | 0.76 | 2.25 | 21 | ||||||||||||||
R6 | 19.58 | 0.45 | 2.05 | 2.50 | (0.43) | (1.44) | (1.87) | 20.21 | 14.29 | 52,201 | 0.66 | 0.66 | 2.33 | 21 | ||||||||||||||
Y | 19.58 | 0.45 | 2.05 | 2.50 | (0.42) | (1.44) | (1.86) | 20.22 | 14.21 | 105,015 | 0.73 | 0.71 | 2.34 | 21 | ||||||||||||||
F | 19.29 | 0.44 | 2.01 | 2.45 | (0.43) | (1.44) | (1.87) | 19.87 | 14.24 | 922,012 | 0.66 | 0.66 | 2.34 | 21 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.64 | $ 0.38 | $ (0.24) | $ 0.14 | $ (0.35) | $ (1.04) | $ (1.39) | $ 19.39 | 0.49% | $ 1,508,580 | 1.00% | 1.00% | 1.90% | 22% | ||||||||||||||
C | 20.53 | 0.23 | (0.23) | — | (0.20) | (1.04) | (1.24) | 19.29 | (0.22) | 330,741 | 1.75 | 1.75 | 1.16 | 22 | ||||||||||||||
I | 20.54 | 0.43 | (0.24) | 0.19 | (0.40) | (1.04) | (1.44) | 19.29 | 0.77 | 1,157,708 | 0.74 | 0.74 | 2.14 | 22 | ||||||||||||||
R3 | 20.66 | 0.31 | (0.25) | 0.06 | (0.27) | (1.04) | (1.31) | 19.41 | 0.12 | 46,820 | 1.36 | 1.36 | 1.53 | 22 | ||||||||||||||
R4 | 20.69 | 0.37 | (0.24) | 0.13 | (0.34) | (1.04) | (1.38) | 19.44 | 0.43 | 70,446 | 1.06 | 1.06 | 1.83 | 22 | ||||||||||||||
R5 | 20.78 | 0.43 | (0.23) | 0.20 | (0.40) | (1.04) | (1.44) | 19.54 | 0.78 | 79,557 | 0.76 | 0.76 | 2.13 | 22 | ||||||||||||||
R6 | 20.83 | 0.45 | (0.24) | 0.21 | (0.42) | (1.04) | (1.46) | 19.58 | 0.83 | 34,957 | 0.66 | 0.66 | 2.22 | 22 | ||||||||||||||
Y | 20.83 | 0.45 | (0.25) | 0.20 | (0.41) | (1.04) | (1.45) | 19.58 | 0.79 | 140,057 | 0.70 | 0.70 | 2.19 | 22 | ||||||||||||||
F | 20.54 | 0.45 | (0.24) | 0.21 | (0.42) | (1.04) | (1.46) | 19.29 | 0.85 | 774,529 | 0.65 | 0.65 | 2.23 | 22 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 17.97 | $ 0.35 | $ 3.24 | $ 3.59 | $ (0.32) | $ (0.60) | $ (0.92) | $ 20.64 | 20.51% | $ 1,685,398 | 1.00% | 1.00% | 1.83% | 16% | ||||||||||||||
C | 17.89 | 0.21 | 3.21 | 3.42 | (0.18) | (0.60) | (0.78) | 20.53 | 19.56 | 449,104 | 1.74 | 1.74 | 1.09 | 16 | ||||||||||||||
I | 17.89 | 0.39 | 3.23 | 3.62 | (0.37) | (0.60) | (0.97) | 20.54 | 20.76 | 1,111,235 | 0.78 | 0.78 | 2.03 | 16 | ||||||||||||||
R3 | 17.99 | 0.28 | 3.24 | 3.52 | (0.25) | (0.60) | (0.85) | 20.66 | 20.06 | 57,341 | 1.37 | 1.37 | 1.46 | 16 | ||||||||||||||
R4 | 18.02 | 0.34 | 3.24 | 3.58 | (0.31) | (0.60) | (0.91) | 20.69 | 20.39 | 79,632 | 1.06 | 1.06 | 1.77 | 16 | ||||||||||||||
R5 | 18.09 | 0.40 | 3.26 | 3.66 | (0.37) | (0.60) | (0.97) | 20.78 | 20.77 | 83,048 | 0.76 | 0.76 | 2.06 | 16 | ||||||||||||||
R6 | 18.13 | 0.41 | 3.28 | 3.69 | (0.39) | (0.60) | (0.99) | 20.83 | 20.91 | 29,284 | 0.66 | 0.66 | 2.10 | 16 | ||||||||||||||
Y | 18.13 | 0.45 | 3.23 | 3.68 | (0.38) | (0.60) | (0.98) | 20.83 | 20.88 | 141,479 | 0.67 | 0.67 | 2.35 | 16 | ||||||||||||||
F (7) | 19.22 | 0.24 | 1.37 | 1.61 | (0.29) | — | (0.29) | 20.54 | 8.45 (4) | 674,626 | 0.66 (5) | 0.66 (5) | 1.84 (5) | 16 |
68 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Growth Opportunities Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 62.10 | $ (0.20) | $ (15.21) | $ (15.41) | $ — | $ (11.96) | $ (11.96) | $ 34.73 | (29.91)% (4) | $ 2,410,094 | 1.08% (5) | 1.07% (5) | (0.87)% (5) | 54% | ||||||||||||||
C | 25.14 | (0.10) | (4.30) | (4.40) | — | (11.96) | (11.96) | 8.78 | (30.19) (4) | 176,334 | 1.86 (5) | 1.86 (5) | (1.66) (5) | 54 | ||||||||||||||
I | 67.29 | (0.16) | (16.77) | (16.93) | — | (11.96) | (11.96) | 38.40 | (29.85) (4) | 1,293,315 | 0.85 (5) | 0.85 (5) | (0.65) (5) | 54 | ||||||||||||||
R3 | 61.55 | (0.28) | (15.04) | (15.32) | — | (11.96) | (11.96) | 34.27 | (30.05) (4) | 36,273 | 1.45 (5) | 1.45 (5) | (1.25) (5) | 54 | ||||||||||||||
R4 | 67.45 | (0.24) | (16.80) | (17.04) | — | (11.96) | (11.96) | 38.45 | (29.96) (4) | 49,959 | 1.15 (5) | 1.15 (5) | (0.96) (5) | 54 | ||||||||||||||
R5 | 72.75 | (0.18) | (18.37) | (18.55) | — | (11.96) | (11.96) | 42.24 | (29.84) (4) | 16,403 | 0.85 (5) | 0.85 (5) | (0.66) (5) | 54 | ||||||||||||||
R6 | 74.55 | (0.15) | (18.92) | (19.07) | — | (11.96) | (11.96) | 43.52 | (29.81) (4) | 49,294 | 0.74 (5) | 0.74 (5) | (0.54) (5) | 54 | ||||||||||||||
Y | 74.41 | (0.18) | (18.87) | (19.05) | — | (11.96) | (11.96) | 43.40 | (29.84) (4) | 392,950 | 0.84 (5) | 0.84 (5) | (0.65) (5) | 54 | ||||||||||||||
F | 67.69 | (0.14) | (16.88) | (17.02) | — | (11.96) | (11.96) | 38.71 | (29.80) (4) | 806,062 | 0.74 (5) | 0.74 (5) | (0.54) (5) | 54 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 54.65 | $ (0.47) | $ 15.83 | $ 15.36 | $ — | $ (7.91) | $ (7.91) | $ 62.10 | 30.45% | $ 3,650,083 | 1.07% | 1.06% | (0.80)% | 87% | ||||||||||||||
C | 26.47 | (0.38) | 6.96 | 6.58 | — | (7.91) | (7.91) | 25.14 | 29.47 | 321,097 | 1.83 | 1.83 | (1.57) | 87 | ||||||||||||||
I | 58.51 | (0.36) | 17.05 | 16.69 | — | (7.91) | (7.91) | 67.29 | 30.75 | 2,124,160 | 0.82 | 0.82 | (0.56) | 87 | ||||||||||||||
R3 | 54.41 | (0.68) | 15.73 | 15.05 | — | (7.91) | (7.91) | 61.55 | 29.96 | 51,824 | 1.45 | 1.44 | (1.18) | 87 | ||||||||||||||
R4 | 58.79 | (0.56) | 17.13 | 16.57 | — | (7.91) | (7.91) | 67.45 | 30.36 | 76,404 | 1.14 | 1.14 | (0.88) | 87 | ||||||||||||||
R5 | 62.69 | (0.39) | 18.36 | 17.97 | — | (7.91) | (7.91) | 72.75 | 30.74 | 25,000 | 0.84 | 0.84 | (0.58) | 87 | ||||||||||||||
R6 | 64.01 | (0.34) | 18.79 | 18.45 | — | (7.91) | (7.91) | 74.55 | 30.87 | 72,428 | 0.74 | 0.74 | (0.49) | 87 | ||||||||||||||
Y | 63.96 | (0.40) | 18.76 | 18.36 | — | (7.91) | (7.91) | 74.41 | 30.74 | 565,204 | 0.84 | 0.83 | (0.57) | 87 | ||||||||||||||
F | 58.77 | (0.31) | 17.14 | 16.83 | — | (7.91) | (7.91) | 67.69 | 30.87 | 1,197,268 | 0.73 | 0.73 | (0.48) | 87 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 39.45 | $ (0.30) | $ 18.03 | $ 17.73 | $ — | $ (2.53) | $ (2.53) | $ 54.65 | 47.69% | $ 2,939,376 | 1.10% | 1.09% | (0.66)% | 118% | ||||||||||||||
C | 20.50 | (0.31) | 8.81 | 8.50 | — | (2.53) | (2.53) | 26.47 | 46.64 | 322,226 | 1.85 | 1.85 | (1.41) | 118 | ||||||||||||||
I | 41.95 | (0.19) | 19.28 | 19.09 | — | (2.53) | (2.53) | 58.51 | 48.12 | 1,722,100 | 0.83 | 0.83 | (0.39) | 118 | ||||||||||||||
R3 | 39.41 | (0.44) | 17.97 | 17.53 | — | (2.53) | (2.53) | 54.41 | 47.21 | 47,880 | 1.44 | 1.43 | (0.99) | 118 | ||||||||||||||
R4 | 42.26 | (0.33) | 19.39 | 19.06 | — | (2.53) | (2.53) | 58.79 | 47.67 | 70,918 | 1.13 | 1.13 | (0.69) | 118 | ||||||||||||||
R5 | 44.78 | (0.20) | 20.64 | 20.44 | — | (2.53) | (2.53) | 62.69 | 48.09 | 23,170 | 0.85 | 0.85 | (0.40) | 118 | ||||||||||||||
R6 | 45.63 | (0.17) | 21.08 | 20.91 | — | (2.53) | (2.53) | 64.01 | 48.23 | 40,559 | 0.74 | 0.74 | (0.31) | 118 | ||||||||||||||
Y | 45.62 | (0.20) | 21.07 | 20.87 | — | (2.53) | (2.53) | 63.96 | 48.15 | 433,672 | 0.83 | 0.78 | (0.38) | 118 | ||||||||||||||
F | 42.09 | (0.15) | 19.36 | 19.21 | — | (2.53) | (2.53) | 58.77 | 48.25 | 795,206 | 0.74 | 0.74 | (0.31) | 118 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 45.89 | $ (0.25) | $ 4.35 | $ 4.10 | $ — | $ (10.54) | $ (10.54) | $ 39.45 | 13.64% | $ 2,089,246 | 1.12% | 1.11% | (0.64)% | 66% | ||||||||||||||
C | 29.36 | (0.29) | 1.97 | 1.68 | — | (10.54) | (10.54) | 20.50 | 12.79 | 281,545 | 1.86 | 1.86 | (1.39) | 66 | ||||||||||||||
I | 47.99 | (0.16) | 4.66 | 4.50 | — | (10.54) | (10.54) | 41.95 | 13.94 | 1,500,756 | 0.85 | 0.85 | (0.38) | 66 | ||||||||||||||
R3 | 45.98 | (0.39) | 4.36 | 3.97 | — | (10.54) | (10.54) | 39.41 | 13.25 | 44,757 | 1.47 | 1.46 | (1.00) | 66 | ||||||||||||||
R4 | 48.38 | (0.29) | 4.71 | 4.42 | — | (10.54) | (10.54) | 42.26 | 13.57 | 67,104 | 1.15 | 1.15 | (0.69) | 66 | ||||||||||||||
R5 | 50.48 | (0.17) | 5.01 | 4.84 | — | (10.54) | (10.54) | 44.78 | 13.92 | 25,396 | 0.85 | 0.85 | (0.39) | 66 | ||||||||||||||
R6 | 51.18 | (0.13) | 5.12 | 4.99 | — | (10.54) | (10.54) | 45.63 | 14.03 | 22,765 | 0.75 | 0.75 | (0.29) | 66 | ||||||||||||||
Y | 51.18 | (0.15) | 5.13 | 4.98 | — | (10.54) | (10.54) | 45.62 | 14.00 | 164,390 | 0.83 | 0.79 | (0.33) | 66 | ||||||||||||||
F | 48.07 | (0.12) | 4.68 | 4.56 | — | (10.54) | (10.54) | 42.09 | 14.07 | 526,379 | 0.74 | 0.74 | (0.28) | 66 |
69 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Growth Opportunities Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 46.20 | $ (0.29) | $ 3.86 | $ 3.57 | $ — | $ (3.88) | $ (3.88) | $ 45.89 | 8.31% | $ 2,013,200 | 1.11% | 1.11% | (0.61)% | 122% | ||||||||||||||
C | 31.15 | (0.41) | 2.50 | 2.09 | — | (3.88) | (3.88) | 29.36 | 7.49 | 321,653 | 1.85 | 1.85 | (1.35) | 122 | ||||||||||||||
I | 48.01 | (0.17) | 4.03 | 3.86 | — | (3.88) | (3.88) | 47.99 | 8.62 | 1,674,141 | 0.84 | 0.84 | (0.34) | 122 | ||||||||||||||
R3 | 46.43 | (0.45) | 3.88 | 3.43 | — | (3.88) | (3.88) | 45.98 | 7.94 | 47,707 | 1.46 | 1.45 | (0.95) | 122 | ||||||||||||||
R4 | 48.52 | (0.32) | 4.06 | 3.74 | — | (3.88) | (3.88) | 48.38 | 8.28 | 79,229 | 1.15 | 1.15 | (0.65) | 122 | ||||||||||||||
R5 | 50.31 | (0.18) | 4.23 | 4.05 | — | (3.88) | (3.88) | 50.48 | 8.60 | 19,708 | 0.86 | 0.86 | (0.35) | 122 | ||||||||||||||
R6 | 50.91 | (0.14) | 4.29 | 4.15 | — | (3.88) | (3.88) | 51.18 | 8.71 | 12,061 | 0.75 | 0.75 | (0.26) | 122 | ||||||||||||||
Y | 50.92 | (0.15) | 4.29 | 4.14 | — | (3.88) | (3.88) | 51.18 | 8.68 | 127,721 | 0.78 | 0.78 | (0.28) | 122 | ||||||||||||||
F | 48.05 | (0.12) | 4.02 | 3.90 | — | (3.88) | (3.88) | 48.07 | 8.71 | 401,565 | 0.75 | 0.75 | (0.25) | 122 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 37.66 | $ (0.23) | $ 10.17 | $ 9.94 | $ — | $ (1.40) | $ (1.40) | $ 46.20 | 27.40% | $ 1,914,743 | 1.11% | 1.10% | (0.57)% | 119% | ||||||||||||||
C | 26.03 | (0.36) | 6.88 | 6.52 | — | (1.40) | (1.40) | 31.15 | 26.46 | 412,184 | 1.86 | 1.86 | (1.32) | 119 | ||||||||||||||
I | 39.00 | (0.15) | 10.56 | 10.41 | — | (1.40) | (1.40) | 48.01 | 27.67 | 1,546,058 | 0.89 | 0.89 | (0.35) | 119 | ||||||||||||||
R3 | 37.96 | (0.37) | 10.24 | 9.87 | — | (1.40) | (1.40) | 46.43 | 26.95 | 48,315 | 1.46 | 1.45 | (0.92) | 119 | ||||||||||||||
R4 | 39.50 | (0.26) | 10.68 | 10.42 | — | (1.40) | (1.40) | 48.52 | 27.33 | 81,413 | 1.15 | 1.15 | (0.62) | 119 | ||||||||||||||
R5 | 40.78 | (0.14) | 11.07 | 10.93 | — | (1.40) | (1.40) | 50.31 | 27.74 | 16,530 | 0.86 | 0.85 | (0.32) | 119 | ||||||||||||||
R6 | 41.21 | (0.12) | 11.22 | 11.10 | — | (1.40) | (1.40) | 50.91 | 27.86 | 4,554 | 0.76 | 0.75 | (0.26) | 119 | ||||||||||||||
Y | 41.23 | (0.09) | 11.18 | 11.09 | — | (1.40) | (1.40) | 50.92 | 27.83 | 104,645 | 0.77 | 0.77 | (0.22) | 119 | ||||||||||||||
F (7) | 40.07 | (0.10) | 8.08 | 7.98 | — | — | — | 48.05 | 19.92 (4) | 617,087 | 0.75 (5) | 0.75 (5) | (0.34) (5) | 119 | ||||||||||||||
The Hartford Healthcare Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 44.57 | $ (0.05) | $ (5.67) | $ (5.72) | $ — | $ (4.37) | $ (4.37) | $ 34.48 | (13.86)% (4) | $ 730,398 | 1.26% (5) | 1.25% (5) | (0.28)% (5) | 22% | ||||||||||||||
C | 32.92 | (0.15) | (4.05) | (4.20) | — | (4.37) | (4.37) | 24.35 | (14.19) (4) | 101,066 | 2.03 (5) | 2.03 (5) | (1.06) (5) | 22 | ||||||||||||||
I | 47.93 | (0.01) | (6.13) | (6.14) | — | (4.37) | (4.37) | 37.42 | (13.76) (4) | 349,620 | 1.01 (5) | 1.01 (5) | (0.03) (5) | 22 | ||||||||||||||
R3 | 45.63 | (0.13) | (5.80) | (5.93) | — | (4.37) | (4.37) | 35.33 | (14.01) (4) | 25,393 | 1.61 (5) | 1.61 (5) | (0.64) (5) | 22 | ||||||||||||||
R4 | 49.12 | (0.07) | (6.29) | (6.36) | — | (4.37) | (4.37) | 38.39 | (13.88) (4) | 20,032 | 1.31 (5) | 1.31 (5) | (0.34) (5) | 22 | ||||||||||||||
R5 | 52.49 | (0.01) | (6.76) | (6.77) | — | (4.37) | (4.37) | 41.35 | (13.76) (4) | 10,214 | 1.01 (5) | 1.01 (5) | (0.04) (5) | 22 | ||||||||||||||
R6 | 53.47 | 0.02 | (6.90) | (6.88) | — | (4.37) | (4.37) | 42.22 | (13.72) (4) | 5,579 | 0.89 (5) | 0.89 (5) | 0.08 (5) | 22 | ||||||||||||||
Y | 53.38 | (0.01) | (6.88) | (6.89) | — | (4.37) | (4.37) | 42.12 | (13.76) (4) | 102,975 | 1.00 (5) | 1.00 (5) | (0.03) (5) | 22 | ||||||||||||||
F | 48.18 | 0.02 | (6.17) | (6.15) | — | (4.37) | (4.37) | 37.66 | (13.70) (4) | 37,818 | 0.89 (5) | 0.89 (5) | 0.08 (5) | 22 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 40.91 | $ (0.15) | $ 8.98 | $ 8.83 | $ — | $ (5.17) | $ (5.17) | $ 44.57 | 22.88% | $ 883,719 | 1.25% | 1.24% | (0.36)% | 51% | ||||||||||||||
C | 31.63 | (0.36) | 6.82 | 6.46 | — | (5.17) | (5.17) | 32.92 | 21.98 | 134,574 | 2.01 | 2.01 | (1.12) | 51 | ||||||||||||||
I | 43.53 | (0.04) | 9.61 | 9.57 | — | (5.17) | (5.17) | 47.93 | 23.23 | 463,673 | 0.98 | 0.98 | (0.10) | 51 | ||||||||||||||
R3 | 41.90 | (0.31) | 9.21 | 8.90 | — | (5.17) | (5.17) | 45.63 | 22.46 | 32,550 | 1.59 | 1.59 | (0.70) | 51 | ||||||||||||||
R4 | 44.63 | (0.19) | 9.85 | 9.66 | — | (5.17) | (5.17) | 49.12 | 22.83 | 25,818 | 1.29 | 1.29 | (0.40) | 51 | ||||||||||||||
R5 | 47.24 | (0.06) | 10.48 | 10.42 | — | (5.17) | (5.17) | 52.49 | 23.21 | 12,933 | 1.00 | 1.00 | (0.11) | 51 | ||||||||||||||
R6 | 47.99 | 0.00 (8) | 10.65 | 10.65 | — | (5.17) | (5.17) | 53.47 | 23.33 | 6,091 | 0.89 | 0.89 | — (9) | 51 | ||||||||||||||
Y | 47.95 | (0.05) | 10.65 | 10.60 | — | (5.17) | (5.17) | 53.38 | 23.24 | 122,793 | 0.99 | 0.98 | (0.09) | 51 | ||||||||||||||
F | 43.70 | 0.00 (8) | 9.65 | 9.65 | — | (5.17) | (5.17) | 48.18 | 23.34 | 46,477 | 0.89 | 0.89 | — (9) | 51 |
70 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Healthcare Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 35.63 | $ (0.13) | $ 7.77 | $ 7.64 | $ — | $ (2.36) | $ (2.36) | $ 40.91 | 22.17% | $ 746,242 | 1.28% | 1.28% | (0.33)% | 49% | ||||||||||||||
C | 28.24 | (0.33) | 6.08 | 5.75 | — | (2.36) | (2.36) | 31.63 | 21.21 | 139,847 | 2.04 | 2.04 | (1.09) | 49 | ||||||||||||||
I | 37.68 | (0.02) | 8.23 | 8.21 | — | (2.36) | (2.36) | 43.53 | 22.49 | 376,518 | 0.99 | 0.99 | (0.05) | 49 | ||||||||||||||
R3 | 36.56 | (0.26) | 7.96 | 7.70 | — | (2.36) | (2.36) | 41.90 | 21.74 | 31,090 | 1.61 | 1.61 | (0.65) | 49 | ||||||||||||||
R4 | 38.69 | (0.15) | 8.45 | 8.30 | — | (2.36) | (2.36) | 44.63 | 22.12 | 25,078 | 1.30 | 1.30 | (0.35) | 49 | ||||||||||||||
R5 | 40.71 | (0.03) | 8.92 | 8.89 | — | (2.36) | (2.36) | 47.24 | 22.48 | 10,937 | 1.01 | 1.01 | (0.07) | 49 | ||||||||||||||
R6 | 41.28 | 0.02 | 9.05 | 9.07 | — | (2.36) | (2.36) | 47.99 | 22.61 | 3,885 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
Y | 41.27 | (0.01) | 9.05 | 9.04 | — | (2.36) | (2.36) | 47.95 | 22.55 | 97,263 | 1.00 | 0.95 | (0.01) | 49 | ||||||||||||||
F | 37.79 | 0.02 | 8.25 | 8.27 | — | (2.36) | (2.36) | 43.70 | 22.59 | 34,808 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 34.38 | $ (0.10) | $ 3.83 | $ 3.73 | $ — | $ (2.48) | $ (2.48) | $ 35.63 | 12.02% | $ 666,181 | 1.30% | 1.30% | (0.30)% | 35% | ||||||||||||||
C | 27.98 | (0.28) | 3.02 | 2.74 | — | (2.48) | (2.48) | 28.24 | 11.17 | 138,539 | 2.05 | 2.05 | (1.06) | 35 | ||||||||||||||
I | 36.11 | 0.00 (8) | 4.05 | 4.05 | — | (2.48) | (2.48) | 37.68 | 12.36 | 297,000 | 1.01 | 1.01 | (0.01) | 35 | ||||||||||||||
R3 | 35.32 | (0.21) | 3.93 | 3.72 | — | (2.48) | (2.48) | 36.56 | 11.66 | 33,948 | 1.62 | 1.62 | (0.62) | 35 | ||||||||||||||
R4 | 37.12 | (0.12) | 4.17 | 4.05 | — | (2.48) | (2.48) | 38.69 | 12.00 | 26,699 | 1.32 | 1.32 | (0.32) | 35 | ||||||||||||||
R5 | 38.82 | (0.01) | 4.38 | 4.37 | — | (2.48) | (2.48) | 40.71 | 12.32 | 6,170 | 1.02 | 1.02 | (0.04) | 35 | ||||||||||||||
R6 (10) | 39.22 | 0.02 | 2.04 | 2.06 | — | — | — | 41.28 | 5.25 (4) | 1,341 | 0.91 (5) | 0.91 (5) | 0.06 (5) | 35 | ||||||||||||||
Y | 39.29 | 0.01 | 4.45 | 4.46 | — | (2.48) | (2.48) | 41.27 | 12.40 | 72,515 | 0.97 | 0.96 | 0.03 | 35 | ||||||||||||||
F | 36.17 | 0.02 | 4.08 | 4.10 | — | (2.48) | (2.48) | 37.79 | 12.48 | 29,108 | 0.91 | 0.91 | 0.06 | 35 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 34.86 | $ (0.14) | $ 1.45 | $ 1.31 | $ — | $ (1.79) | $ (1.79) | $ 34.38 | 3.86% | $ 682,175 | 1.28% | 1.28% | (0.40)% | 27% | ||||||||||||||
C | 28.90 | (0.33) | 1.20 | 0.87 | — | (1.79) | (1.79) | 27.98 | 3.10 | 160,084 | 2.03 | 2.02 | (1.13) | 27 | ||||||||||||||
I | 36.43 | (0.04) | 1.51 | 1.47 | — | (1.79) | (1.79) | 36.11 | 4.15 | 379,392 | 1.00 | 1.00 | (0.11) | 27 | ||||||||||||||
R3 | 35.87 | (0.26) | 1.50 | 1.24 | — | (1.79) | (1.79) | 35.32 | 3.55 | 38,412 | 1.61 | 1.61 | (0.72) | 27 | ||||||||||||||
R4 | 37.50 | (0.16) | 1.57 | 1.41 | — | (1.79) | (1.79) | 37.12 | 3.86 | 32,373 | 1.30 | 1.30 | (0.42) | 27 | ||||||||||||||
R5 | 39.03 | (0.05) | 1.63 | 1.58 | — | (1.79) | (1.79) | 38.82 | 4.15 | 7,757 | 1.02 | 1.02 | (0.13) | 27 | ||||||||||||||
Y | 39.45 | (0.01) | 1.64 | 1.63 | — | (1.79) | (1.79) | 39.29 | 4.24 | 52,896 | 0.92 | 0.92 | (0.03) | 27 | ||||||||||||||
F | 36.45 | — | 1.51 | 1.51 | — | (1.79) | (1.79) | 36.17 | 4.26 | 76,003 | 0.90 | 0.90 | (0.01) | 27 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 30.96 | $ (0.12) | $ 7.04 | $ 6.92 | $ — | $ (3.02) | $ (3.02) | $ 34.86 | 24.28% | $ 714,694 | 1.29% | 1.29% | (0.36)% | 23% | ||||||||||||||
C | 26.34 | (0.30) | 5.88 | 5.58 | — | (3.02) | (3.02) | 28.90 | 23.37 | 242,421 | 2.04 | 2.03 | (1.10) | 23 | ||||||||||||||
I | 32.15 | (0.04) | 7.34 | 7.30 | — | (3.02) | (3.02) | 36.43 | 24.59 | 351,686 | 1.03 | 1.03 | (0.11) | 23 | ||||||||||||||
R3 | 31.87 | (0.23) | 7.25 | 7.02 | — | (3.02) | (3.02) | 35.87 | 23.87 | 45,673 | 1.61 | 1.61 | (0.68) | 23 | ||||||||||||||
R4 | 33.10 | (0.13) | 7.55 | 7.42 | — | (3.02) | (3.02) | 37.50 | 24.22 | 35,927 | 1.31 | 1.31 | (0.38) | 23 | ||||||||||||||
R5 | 34.23 | (0.03) | 7.85 | 7.82 | — | (3.02) | (3.02) | 39.03 | 24.62 | 6,888 | 1.01 | 1.01 | (0.08) | 23 | ||||||||||||||
Y | 34.54 | (0.01) | 7.94 | 7.93 | — | (3.02) | (3.02) | 39.45 | 24.72 | 45,193 | 0.93 | 0.93 | (0.02) | 23 | ||||||||||||||
F (7) | 33.96 | 0.01 | 2.48 | 2.49 | — | — | — | 36.45 | 7.33 (4) | 61,710 | 0.90 (5) | 0.90 (5) | 0.04 (5) | 23 | ||||||||||||||
The Hartford MidCap Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 37.01 | $ (0.06) | $ (6.16) | $ (6.22) | $ (0.16) | $ (4.16) | $ (4.32) | $ 26.47 | (18.81)% (4) | $ 2,644,946 | 1.09% (5) | 1.09% (5) | (0.36)% (5) | 18% | ||||||||||||||
C | 22.89 | (0.11) | (3.53) | (3.64) | (0.04) | (4.16) | (4.20) | 15.05 | (19.09) (4) | 262,119 | 1.86 (5) | 1.86 (5) | (1.17) (5) | 18 | ||||||||||||||
I | 38.77 | (0.02) | (6.48) | (6.50) | (0.23) | (4.16) | (4.39) | 27.88 | (18.72) (4) | 2,122,392 | 0.89 (5) | 0.86 (5) | (0.12) (5) | 18 | ||||||||||||||
R3 | 41.94 | (0.13) | (7.10) | (7.23) | — | (4.16) | (4.16) | 30.55 | (18.96) (4) | 72,379 | 1.46 (5) | 1.45 (5) | (0.73) (5) | 18 | ||||||||||||||
R4 | 44.51 | (0.09) | (7.56) | (7.65) | (0.09) | (4.16) | (4.25) | 32.61 | (18.83) (4) | 117,257 | 1.16 (5) | 1.14 (5) | (0.46) (5) | 18 | ||||||||||||||
R5 | 46.54 | (0.04) | (7.91) | (7.95) | (0.22) | (4.16) | (4.38) | 34.21 | (18.70) (4) | 143,226 | 0.86 (5) | 0.86 (5) | (0.18) (5) | 18 | ||||||||||||||
R6 | 47.29 | (0.03) | (8.03) | (8.06) | (0.28) | (4.16) | (4.44) | 34.79 | (18.67) (4) | 922,095 | 0.74 (5) | 0.74 (5) | (0.15) (5) | 18 | ||||||||||||||
Y | 47.18 | (0.03) | (8.03) | (8.06) | (0.26) | (4.16) | (4.42) | 34.70 | (18.70) (4) | 635,013 | 0.84 (5) | 0.78 (5) | (0.14) (5) | 18 | ||||||||||||||
F | 39.01 | 0.00 (8) | (6.52) | (6.52) | (0.28) | (4.16) | (4.44) | 28.05 | (18.68) (4) | 2,211,917 | 0.74 (5) | 0.74 (5) | (0.02) (5) | 18 |
71 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 30.63 | $ 0.10 | $ 10.24 | $ 10.34 | $ — | $ (3.96) | $ (3.96) | $ 37.01 | 35.51% | $ 3,446,674 | 1.08% | 1.08% | 0.28% | 28% | ||||||||||||||
C | 20.34 | (0.12) | 6.63 | 6.51 | — | (3.96) | (3.96) | 22.89 | 34.49 | 381,566 | 1.84 | 1.84 | (0.52) | 28 | ||||||||||||||
I | 31.87 | 0.20 | 10.66 | 10.86 | — | (3.96) | (3.96) | 38.77 | 35.79 | 3,960,713 | 0.86 | 0.85 | 0.53 | 28 | ||||||||||||||
R3 | 34.38 | (0.05) | 11.57 | 11.52 | — | (3.96) | (3.96) | 41.94 | 35.03 | 100,113 | 1.45 | 1.45 | (0.12) | 28 | ||||||||||||||
R4 | 36.18 | 0.08 | 12.21 | 12.29 | — | (3.96) | (3.96) | 44.51 | 35.45 | 189,348 | 1.15 | 1.13 | 0.18 | 28 | ||||||||||||||
R5 | 37.58 | 0.23 | 12.69 | 12.92 | — | (3.96) | (3.96) | 46.54 | 35.84 | 319,470 | 0.83 | 0.83 | 0.52 | 28 | ||||||||||||||
R6 | 38.09 | 0.26 | 12.90 | 13.16 | — | (3.96) | (3.96) | 47.29 | 36.00 | 1,659,582 | 0.74 | 0.74 | 0.57 | 28 | ||||||||||||||
Y | 38.02 | 0.24 | 12.88 | 13.12 | — | (3.96) | (3.96) | 47.18 | 35.96 | 970,296 | 0.84 | 0.77 | 0.52 | 28 | ||||||||||||||
F | 32.00 | 0.23 | 10.74 | 10.97 | — | (3.96) | (3.96) | 39.01 | 36.01 | 2,898,529 | 0.74 | 0.74 | 0.61 | 28 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 30.34 | $ (0.08) | $ 2.00 | $ 1.92 | $ — | $ (1.63) | $ (1.63) | $ 30.63 | 6.48% | $ 2,724,316 | 1.11% | 1.11% | (0.27)% | 45% | ||||||||||||||
C | 20.83 | (0.20) | 1.34 | 1.14 | — | (1.63) | (1.63) | 20.34 | 5.63 | 380,033 | 1.87 | 1.87 | (1.02) | 45 | ||||||||||||||
I | 31.43 | (0.01) | 2.08 | 2.07 | — | (1.63) | (1.63) | 31.87 | 6.74 | 3,867,925 | 0.88 | 0.87 | (0.04) | 45 | ||||||||||||||
R3 | 33.98 | (0.21) | 2.24 | 2.03 | — | (1.63) | (1.63) | 34.38 | 6.09 | 92,023 | 1.47 | 1.47 | (0.63) | 45 | ||||||||||||||
R4 | 35.57 | (0.10) | 2.34 | 2.24 | — | (1.63) | (1.63) | 36.18 | 6.42 | 205,114 | 1.16 | 1.14 | (0.30) | 45 | ||||||||||||||
R5 | 36.77 | 0.00 (8) | 2.44 | 2.44 | — | (1.63) | (1.63) | 37.58 | 6.77 | 371,791 | 0.85 | 0.85 | 0.00 (9) | 45 | ||||||||||||||
R6 | 37.22 | 0.03 | 2.47 | 2.50 | — | (1.63) | (1.63) | 38.09 | 6.85 | 1,759,581 | 0.75 | 0.75 | 0.08 | 45 | ||||||||||||||
Y | 37.17 | 0.02 | 2.46 | 2.48 | — | (1.63) | (1.63) | 38.02 | 6.81 | 1,144,624 | 0.85 | 0.79 | 0.06 | 45 | ||||||||||||||
F | 31.52 | 0.03 | 2.08 | 2.11 | — | (1.63) | (1.63) | 32.00 | 6.85 | 2,422,752 | 0.75 | 0.75 | 0.09 | 45 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 30.03 | $ (0.09) | $ 3.80 | $ 3.71 | $ — | $ (3.40) | $ (3.40) | $ 30.34 | 14.93% | $ 2,820,971 | 1.11% | 1.10% | (0.32)% | 31% | ||||||||||||||
C | 21.90 | (0.22) | 2.55 | 2.33 | — | (3.40) | (3.40) | 20.83 | 14.10 | 498,057 | 1.86 | 1.86 | (1.08) | 31 | ||||||||||||||
I | 30.91 | (0.02) | 3.94 | 3.92 | — | (3.40) | (3.40) | 31.43 | 15.25 | 4,168,592 | 0.85 | 0.85 | (0.06) | 31 | ||||||||||||||
R3 | 33.31 | (0.22) | 4.29 | 4.07 | — | (3.40) | (3.40) | 33.98 | 14.54 | 96,409 | 1.45 | 1.45 | (0.67) | 31 | ||||||||||||||
R4 | 34.59 | (0.12) | 4.50 | 4.38 | — | (3.40) | (3.40) | 35.57 | 14.89 | 266,390 | 1.16 | 1.14 | (0.36) | 31 | ||||||||||||||
R5 | 35.55 | (0.02) | 4.64 | 4.62 | — | (3.40) | (3.40) | 36.77 | 15.23 | 497,712 | 0.84 | 0.84 | (0.07) | 31 | ||||||||||||||
R6 | 35.90 | 0.02 | 4.70 | 4.72 | — | (3.40) | (3.40) | 37.22 | 15.37 | 1,731,890 | 0.74 | 0.74 | 0.04 | 31 | ||||||||||||||
Y | 35.87 | 0.00 (8) | 4.70 | 4.70 | — | (3.40) | (3.40) | 37.17 | 15.32 | 1,571,851 | 0.82 | 0.78 | 0.01 | 31 | ||||||||||||||
F | 30.96 | 0.01 | 3.95 | 3.96 | — | (3.40) | (3.40) | 31.52 | 15.36 | 2,259,594 | 0.74 | 0.74 | 0.04 | 31 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 30.36 | $ (0.12) | $ 1.20 | $ 1.08 | $ — | $ (1.41) | $ (1.41) | $ 30.03 | 3.63% | $ 2,592,610 | 1.11% | 1.10% | (0.39)% | 37% | ||||||||||||||
C | 22.67 | (0.27) | 0.91 | 0.64 | — | (1.41) | (1.41) | 21.90 | 2.84 | 580,708 | 1.85 | 1.85 | (1.14) | 37 | ||||||||||||||
I | 31.12 | (0.03) | 1.23 | 1.20 | — | (1.41) | (1.41) | 30.91 | 3.91 | 3,666,464 | 0.82 | 0.82 | (0.11) | 37 | ||||||||||||||
R3 | 33.64 | (0.26) | 1.34 | 1.08 | — | (1.41) | (1.41) | 33.31 | 3.23 | 102,632 | 1.46 | 1.46 | (0.75) | 37 | ||||||||||||||
R4 | 34.78 | (0.16) | 1.38 | 1.22 | — | (1.41) | (1.41) | 34.59 | 3.57 | 289,049 | 1.16 | 1.15 | (0.43) | 37 | ||||||||||||||
R5 | 35.59 | (0.05) | 1.42 | 1.37 | — | (1.41) | (1.41) | 35.55 | 3.89 | 468,146 | 0.85 | 0.85 | (0.13) | 37 | ||||||||||||||
R6 | 35.90 | (0.01) | 1.42 | 1.41 | — | (1.41) | (1.41) | 35.90 | 3.97 | 1,014,518 | 0.75 | 0.75 | (0.04) | 37 | ||||||||||||||
Y | 35.88 | (0.02) | 1.42 | 1.40 | — | (1.41) | (1.41) | 35.87 | 3.95 | 1,934,520 | 0.78 | 0.78 | (0.06) | 37 | ||||||||||||||
F | 31.15 | (0.01) | 1.23 | 1.22 | — | (1.41) | (1.41) | 30.96 | 3.97 | 1,648,425 | 0.75 | 0.75 | (0.03) | 37 |
72 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 24.25 | $ (0.11) | $ 7.00 | $ 6.89 | $ — | $ (0.78) | $ (0.78) | $ 30.36 | 29.02% | $ 2,482,275 | 1.13% | 1.12% | (0.38)% | 30% | ||||||||||||||
C | 18.42 | (0.23) | 5.26 | 5.03 | — | (0.78) | (0.78) | 22.67 | 28.07 | 717,521 | 1.87 | 1.87 | (1.12) | 30 | ||||||||||||||
I | 24.79 | (0.05) | 7.16 | 7.11 | — | (0.78) | (0.78) | 31.12 | 29.28 | 2,996,705 | 1.02 | 0.89 | (0.17) | 30 | ||||||||||||||
R3 | 26.88 | (0.22) | 7.76 | 7.54 | — | (0.78) | (0.78) | 33.64 | 28.59 | 90,582 | 1.47 | 1.47 | (0.73) | 30 | ||||||||||||||
R4 | 27.69 | (0.14) | 8.01 | 7.87 | — | (0.78) | (0.78) | 34.78 | 28.95 | 263,236 | 1.16 | 1.16 | (0.43) | 30 | ||||||||||||||
R5 | 28.24 | (0.04) | 8.17 | 8.13 | — | (0.78) | (0.78) | 35.59 | 29.32 | 356,166 | 0.86 | 0.86 | (0.14) | 30 | ||||||||||||||
R6 | 28.45 | (0.05) | 8.28 | 8.23 | — | (0.78) | (0.78) | 35.90 | 29.45 | 431,183 | 0.76 | 0.76 | (0.14) | 30 | ||||||||||||||
Y | 28.44 | (0.01) | 8.23 | 8.22 | — | (0.78) | (0.78) | 35.88 | 29.43 | 1,847,676 | 0.78 | 0.78 | (0.04) | 30 | ||||||||||||||
F (7) | 27.52 | (0.03) | 3.66 | 3.63 | — | — | — | 31.15 | 13.19 (4) | 1,244,732 | 0.76 (5) | 0.76 (5) | (0.15) (5) | 30 | ||||||||||||||
The Hartford MidCap Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 18.14 | $ 0.02 | $ 0.07 | $ 0.09 | $ (0.01) | $ (1.29) | $ (1.30) | $ 16.93 | 0.34% (4) | $ 370,297 | 1.15% (5) | 1.15% (5) | 0.19% (5) | 37% | ||||||||||||||
C | 14.28 | (0.04) | 0.06 | 0.02 | — | (1.29) | (1.29) | 13.01 | (0.08) (4) | 8,181 | 1.94 (5) | 1.94 (5) | (0.60) (5) | 37 | ||||||||||||||
I | 18.36 | 0.04 | 0.09 | 0.13 | (0.06) | (1.29) | (1.35) | 17.14 | 0.57 (4) | 29,135 | 0.84 (5) | 0.84 (5) | 0.49 (5) | 37 | ||||||||||||||
R3 | 19.18 | (0.01) | 0.08 | 0.07 | — | (1.29) | (1.29) | 17.96 | 0.22 (4) | 6,344 | 1.48 (5) | 1.48 (5) | (0.13) (5) | 37 | ||||||||||||||
R4 | 19.64 | 0.02 | 0.08 | 0.10 | — | (1.29) | (1.29) | 18.45 | 0.37 (4) | 9,734 | 1.18 (5) | 1.18 (5) | 0.17 (5) | 37 | ||||||||||||||
R5 | 19.97 | 0.04 | 0.09 | 0.13 | (0.05) | (1.29) | (1.34) | 18.76 | 0.52 (4) | 1,959 | 0.88 (5) | 0.88 (5) | 0.46 (5) | 37 | ||||||||||||||
Y | 20.02 | 0.05 | 0.07 | 0.12 | (0.05) | (1.29) | (1.34) | 18.80 | 0.46 (4) | 15,857 | 0.87 (5) | 0.87 (5) | 0.46 (5) | 37 | ||||||||||||||
F | 18.37 | 0.05 | 0.07 | 0.12 | (0.07) | (1.29) | (1.36) | 17.13 | 0.52 (4) | 451,873 | 0.76 (5) | 0.76 (5) | 0.57 (5) | 37 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 12.21 | $ 0.00(8) | $ 5.97 | $ 5.97 | $ (0.04) | $ — | $ (0.04) | $ 18.14 | 48.99% | $ 363,955 | 1.18% | 1.18% | 0.03% | 57% | ||||||||||||||
C | 9.66 | (0.09) | 4.71 | 4.62 | — | — | — | 14.28 | 47.83 | 8,931 | 1.96 | 1.96 | (0.73) | 57 | ||||||||||||||
I | 12.36 | 0.06 | 6.02 | 6.08 | (0.08) | — | (0.08) | 18.36 | 49.39 | 25,307 | 0.85 | 0.85 | 0.36 | 57 | ||||||||||||||
R3 | 12.91 | (0.05) | 6.32 | 6.27 | — | — | — | 19.18 | 48.57 | 6,973 | 1.49 | 1.49 | (0.28) | 57 | ||||||||||||||
R4 | 13.21 | 0.00 (8) | 6.46 | 6.46 | (0.03) | — | (0.03) | 19.64 | 48.99 | 10,502 | 1.19 | 1.19 | 0.02 | 57 | ||||||||||||||
R5 | 13.44 | 0.06 | 6.56 | 6.62 | (0.09) | — | (0.09) | 19.97 | 49.39 | 2,142 | 0.89 | 0.89 | 0.31 | 57 | ||||||||||||||
Y | 13.47 | 0.06 | 6.58 | 6.64 | (0.09) | — | (0.09) | 20.02 | 49.49 | 15,307 | 0.88 | 0.88 | 0.32 | 57 | ||||||||||||||
F | 12.36 | 0.07 | 6.04 | 6.11 | (0.10) | — | (0.10) | 18.37 | 49.64 | 442,227 | 0.77 | 0.77 | 0.43 | 57 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 14.43 | $ 0.07 | $ (1.86) | $ (1.79) | $ (0.09) | $ (0.34) | $ (0.43) | $ 12.21 | (12.86)% | $ 245,112 | 1.25% | 1.25% | 0.56% | 61% | ||||||||||||||
C | 11.51 | (0.02) | (1.49) | (1.51) | (0.00) (8) | (0.34) | (0.34) | 9.66 | (13.55) | 9,533 | 2.03 | 2.03 | (0.20) | 61 | ||||||||||||||
I | 14.60 | 0.12 | (1.88) | (1.76) | (0.14) | (0.34) | (0.48) | 12.36 | (12.58) | 19,722 | 0.91 | 0.91 | 0.91 | 61 | ||||||||||||||
R3 | 15.22 | 0.04 | (1.98) | (1.94) | (0.03) | (0.34) | (0.37) | 12.91 | (13.12) | 5,317 | 1.53 | 1.53 | 0.30 | 61 | ||||||||||||||
R4 | 15.58 | 0.08 | (2.02) | (1.94) | (0.09) | (0.34) | (0.43) | 13.21 | (12.88) | 8,857 | 1.23 | 1.23 | 0.58 | 61 | ||||||||||||||
R5 | 15.82 | 0.12 | (2.04) | (1.92) | (0.12) | (0.34) | (0.46) | 13.44 | (12.60) | 1,423 | 0.92 | 0.92 | 0.88 | 61 | ||||||||||||||
Y | 15.87 | 0.13 | (2.05) | (1.92) | (0.14) | (0.34) | (0.48) | 13.47 | (12.55) | 10,009 | 0.92 | 0.88 | 0.93 | 61 | ||||||||||||||
F | 14.60 | 0.13 | (1.88) | (1.75) | (0.15) | (0.34) | (0.49) | 12.36 | (12.51) | 299,805 | 0.82 | 0.82 | 0.98 | 61 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 14.54 | $ 0.08 | $ 1.44 | $ 1.52 | $ (0.04) | $ (1.59) | $ (1.63) | $ 14.43 | 12.74% | $ 309,996 | 1.23% | 1.23% | 0.61% | 55% | ||||||||||||||
C | 11.97 | (0.02) | 1.15 | 1.13 | — | (1.59) | (1.59) | 11.51 | 11.99 | 15,910 | 1.99 | 1.99 | (0.14) | 55 | ||||||||||||||
I | 14.68 | 0.13 | 1.46 | 1.59 | (0.08) | (1.59) | (1.67) | 14.60 | 13.20 | 31,173 | 0.89 | 0.89 | 0.95 | 55 | ||||||||||||||
R3 | 15.23 | 0.05 | 1.53 | 1.58 | — | (1.59) | (1.59) | 15.22 | 12.42 | 8,034 | 1.52 | 1.52 | 0.33 | 55 | ||||||||||||||
R4 | 15.55 | 0.09 | 1.57 | 1.66 | (0.04) | (1.59) | (1.63) | 15.58 | 12.77 | 11,865 | 1.21 | 1.21 | 0.64 | 55 | ||||||||||||||
R5 | 15.76 | 0.16 | 1.57 | 1.73 | (0.08) | (1.59) | (1.67) | 15.82 | 13.14 | 1,592 | 0.92 | 0.92 | 1.06 | 55 | ||||||||||||||
Y | 15.80 | 0.15 | 1.60 | 1.75 | (0.09) | (1.59) | (1.68) | 15.87 | 13.23 | 12,624 | 0.89 | 0.85 | 0.98 | 55 | ||||||||||||||
F | 14.69 | 0.14 | 1.46 | 1.60 | (0.10) | (1.59) | (1.69) | 14.60 | 13.27 | 314,566 | 0.80 | 0.80 | 1.03 | 55 |
73 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 15.62 | $ 0.03 | $ (0.72) | $ (0.69) | $ — | $ (0.39) | $ (0.39) | $ 14.54 | (4.56)% | $ 284,646 | 1.22% | 1.22% | 0.18% | 49% | ||||||||||||||
C | 13.03 | (0.07) | (0.60) | (0.67) | — | (0.39) | (0.39) | 11.97 | (5.26) | 17,909 | 1.98 | 1.97 | (0.57) | 49 | ||||||||||||||
I | 15.72 | 0.08 | (0.73) | (0.65) | — | (0.39) | (0.39) | 14.68 | (4.27) | 34,656 | 0.90 | 0.90 | 0.50 | 49 | ||||||||||||||
R3 | 16.39 | (0.02) | (0.75) | (0.77) | — | (0.39) | (0.39) | 15.23 | (4.84) | 9,555 | 1.52 | 1.52 | (0.13) | 49 | ||||||||||||||
R4 | 16.68 | 0.03 | (0.77) | (0.74) | — | (0.39) | (0.39) | 15.55 | (4.52) | 11,639 | 1.22 | 1.22 | 0.18 | 49 | ||||||||||||||
R5 | 16.88 | 0.08 | (0.78) | (0.70) | (0.03) | (0.39) | (0.42) | 15.76 | (4.32) | 8,087 | 0.91 | 0.91 | 0.48 | 49 | ||||||||||||||
Y | 16.93 | 0.09 | (0.79) | (0.70) | (0.04) | (0.39) | (0.43) | 15.80 | (4.23) | 11,371 | 0.86 | 0.86 | 0.52 | 49 | ||||||||||||||
F | 15.76 | 0.10 | (0.73) | (0.63) | (0.05) | (0.39) | (0.44) | 14.69 | (4.18) | 252,917 | 0.80 | 0.80 | 0.61 | 49 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 13.98 | $ 0.01 | $ 2.65 | $ 2.66 | $ — | $ (1.02) | $ (1.02) | $ 15.62 | 19.67% | $ 291,082 | 1.23% | 1.23% | 0.06% | 40% | ||||||||||||||
C | 11.90 | (0.08) | 2.23 | 2.15 | — | (1.02) | (1.02) | 13.03 | 18.66 | 35,520 | 1.96 | 1.96 | (0.67) | 40 | ||||||||||||||
I | 14.09 | 0.03 | 2.67 | 2.70 | (0.05) | (1.02) | (1.07) | 15.72 | 19.81 | 43,342 | 1.20 | 1.10 | 0.20 | 40 | ||||||||||||||
R3 | 14.67 | (0.04) | 2.78 | 2.74 | — | (1.02) | (1.02) | 16.39 | 19.26 | 11,923 | 1.52 | 1.52 | (0.23) | 40 | ||||||||||||||
R4 | 14.87 | 0.01 | 2.82 | 2.83 | — | (1.02) | (1.02) | 16.68 | 19.58 | 12,637 | 1.21 | 1.21 | 0.08 | 40 | ||||||||||||||
R5 | 15.03 | 0.06 | 2.86 | 2.92 | (0.05) | (1.02) | (1.07) | 16.88 | 20.06 | 11,445 | 0.91 | 0.91 | 0.38 | 40 | ||||||||||||||
Y | 15.07 | 0.08 | 2.86 | 2.94 | (0.06) | (1.02) | (1.08) | 16.93 | 20.10 | 28,403 | 0.82 | 0.82 | 0.48 | 40 | ||||||||||||||
F (7) | 14.97 | 0.05 | 0.74 | 0.79 | — | — | — | 15.76 | 5.28 (4) | 238,682 | 0.81 (5) | 0.81 (5) | 0.46 (5) | 40 | ||||||||||||||
Hartford Quality Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 26.27 | $ 0.18 | $ (0.38) | $ (0.20) | $ (0.35) | $ (1.25) | $ (1.60) | $ 24.47 | (0.87)% (4) | $ 183,043 | 0.94% (5) | 0.94% (5) | 1.43% (5) | 14% | ||||||||||||||
C | 22.22 | 0.07 | (0.33) | (0.26) | (0.15) | (1.25) | (1.40) | 20.56 | (1.25) (4) | 3,899 | 1.77 (5) | 1.71 (5) | 0.66 (5) | 14 | ||||||||||||||
I | 25.93 | 0.22 | (0.39) | (0.17) | (0.42) | (1.25) | (1.67) | 24.09 | (0.75) (4) | 25,627 | 0.63 (5) | 0.63 (5) | 1.74 (5) | 14 | ||||||||||||||
R3 | 26.71 | 0.15 | (0.39) | (0.24) | (0.29) | (1.25) | (1.54) | 24.93 | (0.99) (4) | 1,023 | 1.27 (5) | 1.18 (5) | 1.19 (5) | 14 | ||||||||||||||
R4 | 27.02 | 0.19 | (0.39) | (0.20) | (0.37) | (1.25) | (1.62) | 25.20 | (0.85) (4) | 4,616 | 0.96 (5) | 0.88 (5) | 1.49 (5) | 14 | ||||||||||||||
R5 | 27.30 | 0.23 | (0.40) | (0.17) | (0.43) | (1.25) | (1.68) | 25.45 | (0.72) (4) | 323 | 0.66 (5) | 0.63 (5) | 1.74 (5) | 14 | ||||||||||||||
R6 | 27.38 | 0.18 | (0.33) | (0.15) | (0.47) | (1.25) | (1.72) | 25.51 | (0.63) (4) | 12,415 | 0.55 (5) | 0.46 (5) | 1.34 (5) | 14 | ||||||||||||||
Y | 27.34 | 0.24 | (0.41) | (0.17) | (0.45) | (1.25) | (1.70) | 25.47 | (0.74) (4) | 2,712 | 0.63 (5) | 0.57 (5) | 1.80 (5) | 14 | ||||||||||||||
F | 25.84 | 0.24 | (0.39) | (0.15) | (0.47) | (1.25) | (1.72) | 23.97 | (0.67) (4) | 11,749 | 0.55 (5) | 0.46 (5) | 1.91 (5) | 14 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 18.61 | $ 0.34 | $ 7.76 | $ 8.10 | $ (0.44) | $ — | $ (0.44) | $ 26.27 | 44.08% | $ 188,344 | 0.97% | 0.94% | 1.44% | 21% | ||||||||||||||
C | 15.78 | 0.14 | 6.57 | 6.71 | (0.27) | — | (0.27) | 22.22 | 42.97 | 3,397 | 1.80 | 1.71 | 0.71 | 21 | ||||||||||||||
I | 18.37 | 0.41 | 7.65 | 8.06 | (0.50) | — | (0.50) | 25.93 | 44.56 | 20,153 | 0.65 | 0.63 | 1.73 | 21 | ||||||||||||||
R3 | 18.92 | 0.29 | 7.89 | 8.18 | (0.39) | — | (0.39) | 26.71 | 43.73 | 1,098 | 1.27 | 1.17 | 1.22 | 21 | ||||||||||||||
R4 | 19.13 | 0.37 | 7.97 | 8.34 | (0.45) | — | (0.45) | 27.02 | 44.20 | 4,775 | 0.97 | 0.88 | 1.50 | 21 | ||||||||||||||
R5 | 19.32 | 0.43 | 8.06 | 8.49 | (0.51) | — | (0.51) | 27.30 | 44.59 | 320 | 0.67 | 0.62 | 1.76 | 21 | ||||||||||||||
R6 | 19.38 | 0.48 | 8.06 | 8.54 | (0.54) | — | (0.54) | 27.38 | 44.79 | 257 | 0.56 | 0.46 | 1.95 | 21 | ||||||||||||||
Y | 19.35 | 0.44 | 8.07 | 8.51 | (0.52) | — | (0.52) | 27.34 | 44.65 | 1,753 | 0.66 | 0.57 | 1.74 | 21 | ||||||||||||||
F | 18.31 | 0.45 | 7.62 | 8.07 | (0.54) | — | (0.54) | 25.84 | 44.84 | 12,182 | 0.56 | 0.46 | 1.92 | 21 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 21.11 | $ 0.42 | $ (1.85) | $ (1.43) | $ (0.48) | $ (0.59) | $ (1.07) | $ 18.61 | (7.34)% | $ 140,154 | 1.03% | 0.91% | 2.19% | 26% | ||||||||||||||
C | 18.05 | 0.23 | (1.59) | (1.36) | (0.32) | (0.59) | (0.91) | 15.78 | (8.09) | 3,673 | 1.82 | 1.71 | 1.38 | 26 | ||||||||||||||
I | 20.85 | 0.48 | (1.82) | (1.34) | (0.55) | (0.59) | (1.14) | 18.37 | (7.02) | 10,927 | 0.67 | 0.56 | 2.53 | 26 | ||||||||||||||
R3 | 21.45 | 0.38 | (1.89) | (1.51) | (0.43) | (0.59) | (1.02) | 18.92 | (7.56) | 855 | 1.29 | 1.16 | 1.91 | 26 | ||||||||||||||
R4 | 21.68 | 0.44 | (1.91) | (1.47) | (0.49) | (0.59) | (1.08) | 19.13 | (7.34) | 3,887 | 0.98 | 0.87 | 2.21 | 26 | ||||||||||||||
R5 | 21.87 | 0.50 | (1.92) | (1.42) | (0.54) | (0.59) | (1.13) | 19.32 | (7.05) | 220 | 0.69 | 0.58 | 2.53 | 26 | ||||||||||||||
R6 | 21.93 | 0.50 | (1.89) | (1.39) | (0.57) | (0.59) | (1.16) | 19.38 | (6.92) | 485 | 0.58 | 0.46 | 2.53 | 26 | ||||||||||||||
Y | 21.91 | 0.51 | (1.93) | (1.42) | (0.55) | (0.59) | (1.14) | 19.35 | (7.05) | 382 | 0.68 | 0.57 | 2.53 | 26 | ||||||||||||||
F | 20.83 | 0.50 | (1.82) | (1.32) | (0.61) | (0.59) | (1.20) | 18.31 | (6.94) | 8,975 | 0.58 | 0.46 | 2.64 | 26 |
74 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Quality Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 20.00 | $ 0.38 | $ 1.99 | $ 2.37 | $ (0.28) | $ (0.98) | $ (1.26) | $ 21.11 | 13.10% | $ 169,771 | 1.00% | 0.90% | 1.95% | 23% | ||||||||||||||
C | 17.12 | 0.20 | 1.71 | 1.91 | — | (0.98) | (0.98) | 18.05 | 12.23 | 6,834 | 1.76 | 1.67 | 1.21 | 23 | ||||||||||||||
I | 19.78 | 0.45 | 1.94 | 2.39 | (0.34) | (0.98) | (1.32) | 20.85 | 13.49 | 12,796 | 0.65 | 0.56 | 2.30 | 23 | ||||||||||||||
R3 | 20.29 | 0.34 | 2.01 | 2.35 | (0.21) | (0.98) | (1.19) | 21.45 | 12.78 | 1,240 | 1.27 | 1.16 | 1.69 | 23 | ||||||||||||||
R4 | 20.49 | 0.40 | 2.04 | 2.44 | (0.27) | (0.98) | (1.25) | 21.68 | 13.17 | 6,014 | 0.95 | 0.86 | 1.99 | 23 | ||||||||||||||
R5 | 20.67 | 0.47 | 2.04 | 2.51 | (0.33) | (0.98) | (1.31) | 21.87 | 13.46 | 230 | 0.67 | 0.58 | 2.33 | 23 | ||||||||||||||
R6 | 20.74 | 0.47 | 2.06 | 2.53 | (0.36) | (0.98) | (1.34) | 21.93 | 13.57 | 34 | 0.56 | 0.46 | 2.26 | 23 | ||||||||||||||
Y | 20.72 | 0.47 | 2.05 | 2.52 | (0.35) | (0.98) | (1.33) | 21.91 | 13.50 | 622 | 0.64 | 0.55 | 2.29 | 23 | ||||||||||||||
F | 19.77 | 0.48 | 1.92 | 2.40 | (0.36) | (0.98) | (1.34) | 20.83 | 13.58 | 11,040 | 0.55 | 0.46 | 2.52 | 23 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.49 | $ 0.31 | $ 0.16 | $ 0.47 | $ (0.20) | $ (0.76) | $ (0.96) | $ 20.00 | 2.25% | $ 164,325 | 1.06% | 1.04% | 1.52% | 85% | ||||||||||||||
C | 17.67 | 0.14 | 0.15 | 0.29 | (0.08) | (0.76) | (0.84) | 17.12 | 1.53 | 9,082 | 1.81 | 1.79 | 0.80 | 85 | ||||||||||||||
I | 20.25 | 0.38 | 0.16 | 0.54 | (0.25) | (0.76) | (1.01) | 19.78 | 2.60 | 12,974 | 0.71 | 0.69 | 1.87 | 85 | ||||||||||||||
R3 | 20.70 | 0.26 | 0.17 | 0.43 | (0.08) | (0.76) | (0.84) | 20.29 | 2.03 | 1,075 | 1.34 | 1.30 | 1.26 | 85 | ||||||||||||||
R4 | 20.95 | 0.33 | 0.16 | 0.49 | (0.19) | (0.76) | (0.95) | 20.49 | 2.29 | 6,014 | 1.04 | 1.01 | 1.55 | 85 | ||||||||||||||
R5 | 21.13 | 0.38 | 0.17 | 0.55 | (0.25) | (0.76) | (1.01) | 20.67 | 2.57 | 504 | 0.74 | 0.72 | 1.76 | 85 | ||||||||||||||
R6 (11) | 20.99 | 0.28 | (0.53) (12) | (0.25) | — | — | — | 20.74 | (1.19) (4) | 10 | 0.61 (5) | 0.59 (5) | 1.95 (5) | 85 | ||||||||||||||
Y | 21.19 | 0.40 | 0.17 | 0.57 | (0.28) | (0.76) | (1.04) | 20.72 | 2.65 | 601 | 0.68 | 0.66 | 1.90 | 85 | ||||||||||||||
F | 20.26 | 0.39 | 0.17 | 0.56 | (0.29) | (0.76) | (1.05) | 19.77 | 2.71 | 88,336 | 0.62 | 0.60 | 1.94 | 85 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 17.94 | $ 0.19 | $ 2.64 | $ 2.83 | $ (0.14) | $ (0.14) | $ (0.28) | $ 20.49 | 15.89% | $ 180,059 | 1.20% | 1.20% | 0.95% | 39% | ||||||||||||||
C | 15.52 | 0.04 | 2.28 | 2.32 | (0.03) | (0.14) | (0.17) | 17.67 | 15.05 | 20,312 | 1.93 | 1.93 | 0.22 | 39 | ||||||||||||||
I | 17.75 | 0.24 | 2.60 | 2.84 | (0.20) | (0.14) | (0.34) | 20.25 | 16.19 | 15,561 | 0.94 | 0.94 | 1.22 | 39 | ||||||||||||||
R3 | 18.13 | 0.13 | 2.66 | 2.79 | (0.08) | (0.14) | (0.22) | 20.70 | 15.48 | 1,448 | 1.54 | 1.53 | 0.63 | 39 | ||||||||||||||
R4 | 18.34 | 0.19 | 2.70 | 2.89 | (0.14) | (0.14) | (0.28) | 20.95 | 15.87 | 7,550 | 1.20 | 1.20 | 0.96 | 39 | ||||||||||||||
R5 | 18.49 | 0.23 | 2.75 | 2.98 | (0.20) | (0.14) | (0.34) | 21.13 | 16.25 | 480 | 0.91 | 0.91 | 1.17 | 39 | ||||||||||||||
Y | 18.55 | 0.27 | 2.73 | 3.00 | (0.22) | (0.14) | (0.36) | 21.19 | 16.32 | 1,052 | 0.83 | 0.83 | 1.31 | 39 | ||||||||||||||
F (7) | 19.58 | 0.16 | 0.52 | 0.68 | — | — | — | 20.26 | 3.47 (4) | 12,030 | 0.80 (5) | 0.80 (5) | 1.17 (5) | 39 | ||||||||||||||
The Hartford Small Cap Growth Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 64.88 | $ (0.14) | $ (14.04) | $ (14.18) | $ — | $ (12.13) | $ (12.13) | $ 38.57 | (25.87)% (4) | $ 181,560 | 1.22% (5) | 1.21% (5) | (0.57)% (5) | 18% | ||||||||||||||
C | 41.34 | (0.18) | (8.00) | (8.18) | — | (12.13) | (12.13) | 21.03 | (26.14) (4) | 3,382 | 1.97 (5) | 1.97 (5) | (1.31) (5) | 18 | ||||||||||||||
I | 69.03 | (0.06) | (15.13) | (15.19) | — | (12.13) | (12.13) | 41.71 | (25.76) (4) | 78,773 | 0.89 (5) | 0.89 (5) | (0.24) (5) | 18 | ||||||||||||||
R3 | 63.50 | (0.20) | (13.68) | (13.88) | — | (12.13) | (12.13) | 37.49 | (25.97) (4) | 6,384 | 1.51 (5) | 1.50 (5) | (0.87) (5) | 18 | ||||||||||||||
R4 | 67.99 | (0.14) | (14.84) | (14.98) | — | (12.13) | (12.13) | 40.88 | (25.86) (4) | 13,130 | 1.21 (5) | 1.21 (5) | (0.57) (5) | 18 | ||||||||||||||
R5 | 72.91 | (0.07) | (16.12) | (16.19) | — | (12.13) | (12.13) | 44.59 | (25.76) (4) | 48,043 | 0.91 (5) | 0.91 (5) | (0.27) (5) | 18 | ||||||||||||||
R6 | 74.32 | (0.04) | (16.48) | (16.52) | — | (12.13) | (12.13) | 45.67 | (25.71) (4) | 70,792 | 0.79 (5) | 0.79 (5) | (0.16) (5) | 18 | ||||||||||||||
Y | 74.28 | (0.06) | (16.47) | (16.53) | — | (12.13) | (12.13) | 45.62 | (25.74) (4) | 162,300 | 0.90 (5) | 0.85 (5) | (0.21) (5) | 18 | ||||||||||||||
F | 69.43 | (0.04) | (15.22) | (15.26) | — | (12.13) | (12.13) | 42.04 | (25.70) (4) | 29,259 | 0.79 (5) | 0.79 (5) | (0.16) (5) | 18 |
75 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Cap Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 51.35 | $ (0.42) | $ 18.27 | $ 17.85 | $ — | $ (4.32) | $ (4.32) | $ 64.88 | 35.73% | $ 256,061 | 1.18% | 1.18% | (0.67)% | 48% | ||||||||||||||
C | 34.22 | (0.55) | 11.99 | 11.44 | — | (4.32) | (4.32) | 41.34 | 34.80 | 8,102 | 1.89 | 1.89 | (1.37) | 48 | ||||||||||||||
I | 54.23 | (0.22) | 19.34 | 19.12 | — | (4.32) | (4.32) | 69.03 | 36.21 | 120,135 | 0.83 | 0.83 | (0.33) | 48 | ||||||||||||||
R3 | 50.47 | (0.59) | 17.94 | 17.35 | — | (4.32) | (4.32) | 63.50 | 35.34 | 8,637 | 1.48 | 1.47 | (0.97) | 48 | ||||||||||||||
R4 | 53.64 | (0.42) | 19.09 | 18.67 | — | (4.32) | (4.32) | 67.99 | 35.74 | 21,098 | 1.17 | 1.17 | (0.64) | 48 | ||||||||||||||
R5 | 57.10 | (0.25) | 20.38 | 20.13 | — | (4.32) | (4.32) | 72.91 | 36.15 | 86,788 | 0.87 | 0.87 | (0.36) | 48 | ||||||||||||||
R6 | 58.07 | (0.18) | 20.75 | 20.57 | — | (4.32) | (4.32) | 74.32 | 36.31 | 84,908 | 0.76 | 0.76 | (0.25) | 48 | ||||||||||||||
Y | 58.07 | (0.22) | 20.75 | 20.53 | — | (4.32) | (4.32) | 74.28 | 36.24 | 268,416 | 0.87 | 0.81 | (0.31) | 48 | ||||||||||||||
F | 54.48 | (0.15) | 19.42 | 19.27 | — | (4.32) | (4.32) | 69.43 | 36.32 | 36,439 | 0.76 | 0.76 | (0.23) | 48 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 45.71 | $ (0.28) | $ 6.67 | $ 6.39 | $ — | $ (0.75) | $ (0.75) | $ 51.35 | 14.06% | $ 198,430 | 1.26% | 1.25% | (0.60)% | 58% | ||||||||||||||
C | 30.90 | (0.39) | 4.46 | 4.07 | — | (0.75) | (0.75) | 34.22 | 13.31 | 12,323 | 1.91 | 1.91 | (1.25) | 58 | ||||||||||||||
I | 48.05 | (0.09) | 7.02 | 6.93 | — | (0.75) | (0.75) | 54.23 | 14.50 | 98,673 | 0.85 | 0.85 | (0.19) | 58 | ||||||||||||||
R3 | 45.05 | (0.38) | 6.55 | 6.17 | — | (0.75) | (0.75) | 50.47 | 13.80 | 7,485 | 1.49 | 1.49 | (0.83) | 58 | ||||||||||||||
R4 | 47.69 | (0.26) | 6.96 | 6.70 | — | (0.75) | (0.75) | 53.64 | 14.13 | 31,169 | 1.19 | 1.19 | (0.52) | 58 | ||||||||||||||
R5 | 50.57 | (0.12) | 7.40 | 7.28 | — | (0.75) | (0.75) | 57.10 | 14.47 | 71,754 | 0.89 | 0.89 | (0.23) | 58 | ||||||||||||||
R6 | 51.36 | (0.06) | 7.52 | 7.46 | — | (0.75) | (0.75) | 58.07 | 14.62 | 80,327 | 0.78 | 0.78 | (0.12) | 58 | ||||||||||||||
Y | 51.39 | (0.08) | 7.51 | 7.43 | — | (0.75) | (0.75) | 58.07 | 14.58 | 255,484 | 0.88 | 0.81 | (0.16) | 58 | ||||||||||||||
F | 48.23 | (0.06) | 7.06 | 7.00 | — | (0.75) | (0.75) | 54.48 | 14.62 | 44,376 | 0.78 | 0.78 | (0.13) | 58 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 55.20 | $ (0.21) | $ 2.62 | $ 2.41 | $ — | $ (11.90) | $ (11.90) | $ 45.71 | 8.99% | $ 195,314 | 1.24% | 1.24% | (0.46)% | 48% | ||||||||||||||
C | 41.81 | (0.34) | 1.33 | 0.99 | — | (11.90) | (11.90) | 30.90 | 8.27 | 15,722 | 1.89 | 1.89 | (1.11) | 48 | ||||||||||||||
I | 57.17 | (0.02) | 2.80 | 2.78 | — | (11.90) | (11.90) | 48.05 | 9.41 | 191,482 | 0.83 | 0.83 | (0.05) | 48 | ||||||||||||||
R3 | 54.70 | (0.31) | 2.56 | 2.25 | — | (11.90) | (11.90) | 45.05 | 8.72 | 10,036 | 1.47 | 1.47 | (0.69) | 48 | ||||||||||||||
R4 | 56.99 | (0.18) | 2.78 | 2.60 | — | (11.90) | (11.90) | 47.69 | 9.05 | 42,296 | 1.17 | 1.17 | (0.39) | 48 | ||||||||||||||
R5 | 59.48 | (0.03) | 3.02 | 2.99 | — | (11.90) | (11.90) | 50.57 | 9.40 | 82,624 | 0.85 | 0.85 | (0.07) | 48 | ||||||||||||||
R6 | 60.16 | 0.00 (8) | 3.10 | 3.10 | — | (11.90) | (11.90) | 51.36 | 9.49 | 66,260 | 0.76 | 0.76 | 0.01 | 48 | ||||||||||||||
Y | 60.20 | (0.01) | 3.10 | 3.09 | — | (11.90) | (11.90) | 51.39 | 9.44 | 365,867 | 0.82 | 0.80 | (0.01) | 48 | ||||||||||||||
F | 57.30 | 0.01 | 2.82 | 2.83 | — | (11.90) | (11.90) | 48.23 | 9.49 | 46,533 | 0.76 | 0.76 | 0.02 | 48 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 57.24 | $ (0.33) | $ 1.03 | $ 0.70 | $ — | $ (2.74) | $ (2.74) | $ 55.20 | 1.20% | $ 203,297 | 1.21% | 1.20% | (0.56)% | 66% | ||||||||||||||
C | 44.29 | (0.55) | 0.81 | 0.26 | — | (2.74) | (2.74) | 41.81 | 0.53 | 23,212 | 1.88 | 1.88 | (1.22) | 66 | ||||||||||||||
I | 58.97 | (0.10) | 1.04 | 0.94 | — | (2.74) | (2.74) | 57.17 | 1.59 | 243,340 | 0.82 | 0.82 | (0.16) | 66 | ||||||||||||||
R3 | 56.89 | (0.48) | 1.03 | 0.55 | — | (2.74) | (2.74) | 54.70 | 0.94 | 13,210 | 1.47 | 1.47 | (0.82) | 66 | ||||||||||||||
R4 | 58.98 | (0.31) | 1.06 | 0.75 | — | (2.74) | (2.74) | 56.99 | 1.26 | 69,097 | 1.15 | 1.15 | (0.50) | 66 | ||||||||||||||
R5 | 61.26 | (0.12) | 1.08 | 0.96 | — | (2.74) | (2.74) | 59.48 | 1.56 | 94,887 | 0.85 | 0.85 | (0.20) | 66 | ||||||||||||||
R6 | 61.87 | (0.09) | 1.12 | 1.03 | — | (2.74) | (2.74) | 60.16 | 1.66 | 44,278 | 0.75 | 0.75 | (0.14) | 66 | ||||||||||||||
Y | 61.93 | (0.09) | 1.10 | 1.01 | — | (2.74) | (2.74) | 60.20 | 1.63 | 358,049 | 0.79 | 0.79 | (0.14) | 66 | ||||||||||||||
F | 59.06 | (0.06) | 1.04 | 0.98 | — | (2.74) | (2.74) | 57.30 | 1.66 | 47,999 | 0.75 | 0.75 | (0.10) | 66 |
76 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Cap Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 44.55 | $ (0.25) | $ 13.25 | $ 13.00 | $ — | $ (0.31) | $ (0.31) | $ 57.24 | 29.28% | $ 215,743 | 1.17% | 1.16% | (0.48)% | 56% | ||||||||||||||
C | 34.78 | (0.48) | 10.30 | 9.82 | — | (0.31) | (0.31) | 44.29 | 28.36 | 36,531 | 1.89 | 1.88 | (1.19) | 56 | ||||||||||||||
I | 45.79 | (0.18) | 13.67 | 13.49 | — | (0.31) | (0.31) | 58.97 | 29.56 | 429,401 | 1.03 | 0.95 | (0.33) | 56 | ||||||||||||||
R3 | 44.42 | (0.41) | 13.19 | 12.78 | — | (0.31) | (0.31) | 56.89 | 28.87 | 14,427 | 1.48 | 1.48 | (0.79) | 56 | ||||||||||||||
R4 | 45.90 | (0.26) | 13.65 | 13.39 | — | (0.31) | (0.31) | 58.98 | 29.27 | 76,315 | 1.16 | 1.16 | (0.48) | 56 | ||||||||||||||
R5 | 47.52 | (0.10) | 14.15 | 14.05 | — | (0.31) | (0.31) | 61.26 | 29.67 | 118,794 | 0.86 | 0.86 | (0.17) | 56 | ||||||||||||||
R6 | 47.94 | (0.06) | 14.30 | 14.24 | — | (0.31) | (0.31) | 61.87 | 29.80 | 10,596 | 0.76 | 0.76 | (0.11) | 56 | ||||||||||||||
Y | 48.00 | (0.05) | 14.29 | 14.24 | — | (0.31) | (0.31) | 61.93 | 29.76 | 370,006 | 0.78 | 0.78 | (0.09) | 56 | ||||||||||||||
F (7) | 52.62 | (0.09) | 6.53 | 6.44 | — | — | — | 59.06 | 12.24 (4) | 47,409 | 0.75 (5) | 0.75 (5) | (0.24) (5) | 56 | ||||||||||||||
Hartford Small Cap Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 13.36 | $ 0.05 | $ (1.06) | $ (1.01) | $ (0.09) | $ (0.78) | $ (0.87) | $ 11.48 | (8.22)% (4) | $ 54,640 | 1.26% (5) | 1.25% (5) | 0.87% (5) | 33% | ||||||||||||||
C | 11.48 | 0.00 (8) | (0.91) | (0.91) | — | (0.78) | (0.78) | 9.79 | (8.60) (4) | 2,577 | 2.08 (5) | 2.05 (5) | 0.08 (5) | 33 | ||||||||||||||
I | 13.40 | 0.07 | (1.07) | (1.00) | (0.12) | (0.78) | (0.90) | 11.50 | (8.08) (4) | 32,304 | 0.96 (5) | 0.96 (5) | 1.17 (5) | 33 | ||||||||||||||
R3 | 13.91 | 0.05 | (1.12) | (1.07) | (0.06) | (0.78) | (0.84) | 12.00 | (8.28) (4) | 950 | 1.54 (5) | 1.42 (5) | 0.70 (5) | 33 | ||||||||||||||
R4 | 14.13 | 0.06 | (1.12) | (1.06) | (0.10) | (0.78) | (0.88) | 12.19 | (8.11) (4) | 210 | 1.15 (5) | 1.15 (5) | 0.99 (5) | 33 | ||||||||||||||
R5 | 14.10 | 0.06 | (1.10) | (1.04) | (0.14) | (0.78) | (0.92) | 12.14 | (8.02) (4) | 1,692 | 0.86 (5) | 0.86 (5) | 0.96 (5) | 33 | ||||||||||||||
R6 | 14.10 | 0.08 | (1.12) | (1.04) | (0.15) | (0.78) | (0.93) | 12.13 | (8.01) (4) | 7,136 | 0.83 (5) | 0.80 (5) | 1.15 (5) | 33 | ||||||||||||||
Y | 14.07 | 0.09 | (1.13) | (1.04) | (0.14) | (0.78) | (0.92) | 12.11 | (8.00) (4) | 2,927 | 0.92 (5) | 0.85 (5) | 1.30 (5) | 33 | ||||||||||||||
F | 13.40 | 0.09 | (1.07) | (0.98) | (0.15) | (0.78) | (0.93) | 11.49 | (7.98) (4) | 42,135 | 0.83 (5) | 0.80 (5) | 1.38 (5) | 33 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 8.29 | $ 0.10 | $ 5.06 | $ 5.16 | $ (0.09) | $ — | $ (0.09) | $ 13.36 | 62.61% | $ 59,496 | 1.30% | 1.28% | 0.78% | 60% | ||||||||||||||
C | 7.12 | 0.00 (8) | 4.37 | 4.37 | (0.01) | — | (0.01) | 11.48 | 61.49 | 3,098 | 2.09 | 2.04 | 0.01 | 60 | ||||||||||||||
I | 8.31 | 0.15 | 5.06 | 5.21 | (0.12) | — | (0.12) | 13.40 | 63.20 | 32,905 | 0.97 | 0.96 | 1.12 | 60 | ||||||||||||||
R3 | 8.62 | 0.09 | 5.27 | 5.36 | (0.07) | — | (0.07) | 13.91 | 62.45 | 931 | 1.56 | 1.39 | 0.69 | 60 | ||||||||||||||
R4 | 8.76 | 0.12 | 5.35 | 5.47 | (0.10) | — | (0.10) | 14.13 | 62.83 | 53 | 1.26 | 1.20 | 0.88 | 60 | ||||||||||||||
R5 | 8.74 | 0.15 | 5.34 | 5.49 | (0.13) | — | (0.13) | 14.10 | 63.34 | 24 | 0.96 | 0.90 | 1.12 | 60 | ||||||||||||||
R6 | 8.74 | 0.16 | 5.35 | 5.51 | (0.15) | — | (0.15) | 14.10 | 63.49 | 1,508 | 0.85 | 0.80 | 1.24 | 60 | ||||||||||||||
Y | 8.73 | 0.17 | 5.31 | 5.48 | (0.14) | — | (0.14) | 14.07 | 63.26 | 1,947 | 0.95 | 0.85 | 1.22 | 60 | ||||||||||||||
F | 8.31 | 0.16 | 5.08 | 5.24 | (0.15) | — | (0.15) | 13.40 | 63.53 | 76,702 | 0.84 | 0.80 | 1.26 | 60 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 10.35 | $ 0.09 | $ (1.49) | $ (1.40) | $ (0.08) | $ (0.58) | $ (0.66) | $ 8.29 | (14.57)% | $ 32,996 | 1.41% | 1.29% | 1.04% | 62% | ||||||||||||||
C | 8.96 | 0.02 | (1.28) | (1.26) | (0.00) (8) | (0.58) | (0.58) | 7.12 | (15.15) | 2,020 | 2.15 | 2.04 | 0.29 | 62 | ||||||||||||||
I | 10.37 | 0.12 | (1.48) | (1.36) | (0.12) | (0.58) | (0.70) | 8.31 | (14.22) | 2,915 | 1.04 | 0.93 | 1.43 | 62 | ||||||||||||||
R3 | 10.73 | 0.08 | (1.54) | (1.46) | (0.07) | (0.58) | (0.65) | 8.62 | (14.62) | 457 | 1.63 | 1.42 | 0.92 | 62 | ||||||||||||||
R4 | 10.89 | 0.10 | (1.56) | (1.46) | (0.09) | (0.58) | (0.67) | 8.76 | (14.46) | 30 | 1.33 | 1.20 | 1.10 | 62 | ||||||||||||||
R5 | 10.87 | 0.13 | (1.56) | (1.43) | (0.12) | (0.58) | (0.70) | 8.74 | (14.21) | 10 | 1.03 | 0.90 | 1.51 | 62 | ||||||||||||||
R6 | 10.87 | 0.12 | (1.54) | (1.42) | (0.13) | (0.58) | (0.71) | 8.74 | (14.17) | 240 | 0.92 | 0.80 | 1.42 | 62 | ||||||||||||||
Y | 10.86 | 0.13 | (1.55) | (1.42) | (0.13) | (0.58) | (0.71) | 8.73 | (14.18) | 250 | 1.02 | 0.85 | 1.50 | 62 | ||||||||||||||
F | 10.38 | 0.13 | (1.49) | (1.36) | (0.13) | (0.58) | (0.71) | 8.31 | (14.22) | 40,447 | 0.91 | 0.80 | 1.53 | 62 |
77 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Small Cap Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 13.65 | $ 0.10 | $ (0.04) | $ 0.06 | $ (0.03) | $ (3.33) | $ (3.36) | $ 10.35 | 3.46% | $ 47,037 | 1.37% | 1.27% | 0.98% | 140% | ||||||||||||||
C | 12.35 | 0.02 | (0.08) | (0.06) | — | (3.33) | (3.33) | 8.96 | 2.60 | 3,719 | 2.14 | 2.04 | 0.26 | 140 | ||||||||||||||
I | 13.68 | 0.14 | (0.05) | 0.09 | (0.07) | (3.33) | (3.40) | 10.37 | 3.77 | 4,354 | 1.00 | 0.90 | 1.34 | 140 | ||||||||||||||
R3 | 14.02 | 0.09 | (0.03) | 0.06 | (0.02) | (3.33) | (3.35) | 10.73 | 3.31 | 609 | 1.62 | 1.42 | 0.82 | 140 | ||||||||||||||
R4 | 14.16 | 0.11 | (0.03) | 0.08 | (0.02) | (3.33) | (3.35) | 10.89 | 3.52 | 69 | 1.31 | 1.20 | 1.01 | 140 | ||||||||||||||
R5 | 14.16 | 0.16 | (0.05) | 0.11 | (0.07) | (3.33) | (3.40) | 10.87 | 3.82 | 11 | 1.01 | 0.90 | 1.44 | 140 | ||||||||||||||
R6 | 14.15 | 0.15 | (0.02) | 0.13 | (0.08) | (3.33) | (3.41) | 10.87 | 3.99 | 103 | 0.89 | 0.80 | 1.39 | 140 | ||||||||||||||
Y | 14.15 | 0.16 | (0.04) | 0.12 | (0.08) | (3.33) | (3.41) | 10.86 | 3.94 | 572 | 0.97 | 0.85 | 1.43 | 140 | ||||||||||||||
F | 13.68 | 0.15 | (0.04) | 0.11 | (0.08) | (3.33) | (3.41) | 10.38 | 3.99 | 48,425 | 0.89 | 0.80 | 1.43 | 140 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 14.13 | $ 0.04 | $ 0.10 | $ 0.14 | $ (0.02) | $ (0.60) | $ (0.62) | $ 13.65 | 1.00% | $ 52,406 | 1.35% | 1.29% | 0.28% | 68% | ||||||||||||||
C | 12.91 | (0.06) | 0.10 | 0.04 | — | (0.60) | (0.60) | 12.35 | 0.27 | 6,444 | 2.13 | 2.04 | (0.44) | 68 | ||||||||||||||
I | 14.15 | 0.09 | 0.10 | 0.19 | (0.06) | (0.60) | (0.66) | 13.68 | 1.33 | 3,756 | 1.02 | 0.95 | 0.62 | 68 | ||||||||||||||
R3 | 14.50 | 0.03 | 0.09 | 0.12 | — | (0.60) | (0.60) | 14.02 | 0.82 | 529 | 1.62 | 1.43 | 0.18 | 68 | ||||||||||||||
R4 | 14.61 | 0.06 | 0.10 | 0.16 | (0.01) | (0.60) | (0.61) | 14.16 | 1.07 | 48 | 1.32 | 1.20 | 0.41 | 68 | ||||||||||||||
R5 | 14.63 | 0.10 | 0.10 | 0.20 | (0.07) | (0.60) | (0.67) | 14.16 | 1.39 | 36 | 1.02 | 0.90 | 0.71 | 68 | ||||||||||||||
R6 (11) | 13.99 | 0.05 | 0.11 | 0.16 | — | — | — | 14.15 | 1.14 (4) | 10 | 0.91 (5) | 0.84 (5) | 0.47 (5) | 68 | ||||||||||||||
Y | 14.66 | 0.11 | 0.10 | 0.21 | (0.12) | (0.60) | (0.72) | 14.15 | 1.42 | 646 | 0.96 | 0.85 | 0.74 | 68 | ||||||||||||||
F | 14.16 | 0.11 | 0.09 | 0.20 | (0.08) | (0.60) | (0.68) | 13.68 | 1.42 | 38,087 | 0.90 | 0.84 | 0.80 | 68 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 11.56 | $ 0.04 | $ 2.63 | $ 2.67 | $ (0.10) | $ — | $ (0.10) | $ 14.13 | 23.19% | $ 53,057 | 1.28% | 1.27% | 0.32% | 83% | ||||||||||||||
C | 10.58 | (0.05) | 2.40 | 2.35 | (0.02) | — | (0.02) | 12.91 | 22.24 | 11,081 | 2.03 | 2.01 | (0.41) | 83 | ||||||||||||||
I | 11.58 | 0.08 | 2.63 | 2.71 | (0.14) | — | (0.14) | 14.15 | 23.53 | 3,225 | 1.01 | 1.00 | 0.60 | 83 | ||||||||||||||
R3 | 11.87 | 0.01 | 2.69 | 2.70 | (0.07) | — | (0.07) | 14.50 | 22.79 | 723 | 1.63 | 1.50 | 0.09 | 83 | ||||||||||||||
R4 | 11.94 | 0.05 | 2.70 | 2.75 | (0.08) | — | (0.08) | 14.61 | 23.11 | 113 | 1.36 | 1.20 | 0.36 | 83 | ||||||||||||||
R5 | 11.96 | 0.10 | 2.71 | 2.81 | (0.14) | — | (0.14) | 14.63 | 23.63 | 44 | 1.01 | 0.90 | 0.74 | 83 | ||||||||||||||
Y | 12.00 | 0.11 | 2.71 | 2.82 | (0.16) | — | (0.16) | 14.66 | 23.58 | 1,242 | 0.86 | 0.85 | 0.78 | 83 | ||||||||||||||
F (7) | 13.22 | 0.05 | 0.89 | 0.94 | — | — | — | 14.16 | 7.11 (4) | 86,675 | 0.88 (5) | 0.85 (5) | 0.52 (5) | 83 | ||||||||||||||
The Hartford Small Company Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 30.24 | $ (0.08) | $ (6.21) | $ (6.29) | $ — | $ (6.53) | $ (6.53) | $ 17.42 | (25.41)% (4) | $ 358,956 | 1.25% (5) | 1.25% (5) | (0.73)% (5) | 39% | ||||||||||||||
C | 17.65 | (0.08) | (3.05) | (3.13) | — | (6.53) | (6.53) | 7.99 | (25.74) (4) | 5,806 | 2.09 (5) | 2.09 (5) | (1.57) (5) | 39 | ||||||||||||||
I | 32.69 | (0.06) | (6.83) | (6.89) | — | (6.53) | (6.53) | 19.27 | (25.32) (4) | 41,465 | 0.98 (5) | 0.98 (5) | (0.46) (5) | 39 | ||||||||||||||
R3 | 33.41 | (0.13) | (7.00) | (7.13) | — | (6.53) | (6.53) | 19.75 | (25.53) (4) | 11,079 | 1.58 (5) | 1.58 (5) | (1.06) (5) | 39 | ||||||||||||||
R4 | 36.39 | (0.11) | (7.75) | (7.86) | — | (6.53) | (6.53) | 22.00 | (25.43) (4) | 9,874 | 1.28 (5) | 1.28 (5) | (0.77) (5) | 39 | ||||||||||||||
R5 | 39.26 | (0.07) | (8.48) | (8.55) | — | (6.53) | (6.53) | 24.18 | (25.31) (4) | 5,036 | 0.98 (5) | 0.98 (5) | (0.46) (5) | 39 | ||||||||||||||
R6 | 40.33 | (0.05) | (8.76) | (8.81) | — | (6.53) | (6.53) | 24.99 | (25.28) (4) | 5,381 | 0.86 (5) | 0.86 (5) | (0.32) (5) | 39 | ||||||||||||||
Y | 40.25 | (0.07) | (8.73) | (8.80) | — | (6.53) | (6.53) | 24.92 | (25.31) (4) | 22,216 | 0.93 (5) | 0.93 (5) | (0.44) (5) | 39 | ||||||||||||||
F | 32.96 | (0.04) | (6.91) | (6.95) | — | (6.53) | (6.53) | 19.48 | (25.29) (4) | 247,895 | 0.86 (5) | 0.86 (5) | (0.34) (5) | 39 |
78 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Company Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 25.50 | $ (0.30) | $ 7.82 | $ 7.52 | $ — | $ (2.78) | $ (2.78) | $ 30.24 | 30.50% | $ 502,923 | 1.23% | 1.22% | (1.02)% | 123% | ||||||||||||||
C | 15.97 | (0.33) | 4.79 | 4.46 | — | (2.78) | (2.78) | 17.65 | 29.39 | 9,324 | 2.05 | 2.05 | (1.85) | 123 | ||||||||||||||
I | 27.31 | (0.25) | 8.41 | 8.16 | — | (2.78) | (2.78) | 32.69 | 30.84 | 59,421 | 0.95 | 0.95 | (0.77) | 123 | ||||||||||||||
R3 | 28.02 | (0.45) | 8.62 | 8.17 | — | (2.78) | (2.78) | 33.41 | 30.04 | 15,527 | 1.57 | 1.57 | (1.37) | 123 | ||||||||||||||
R4 | 30.22 | (0.38) | 9.33 | 8.95 | — | (2.78) | (2.78) | 36.39 | 30.46 | 15,320 | 1.26 | 1.26 | (1.06) | 123 | ||||||||||||||
R5 | 32.33 | (0.30) | 10.01 | 9.71 | — | (2.78) | (2.78) | 39.26 | 30.85 | 6,782 | 0.97 | 0.97 | (0.78) | 123 | ||||||||||||||
R6 | 33.12 | (0.28) | 10.27 | 9.99 | — | (2.78) | (2.78) | 40.33 | 30.97 | 5,954 | 0.85 | 0.85 | (0.69) | 123 | ||||||||||||||
Y | 33.07 | (0.29) | 10.25 | 9.96 | — | (2.78) | (2.78) | 40.25 | 30.92 | 45,590 | 0.91 | 0.91 | (0.72) | 123 | ||||||||||||||
F | 27.49 | (0.21) | 8.46 | 8.25 | — | (2.78) | (2.78) | 32.96 | 30.98 | 333,061 | 0.85 | 0.85 | (0.65) | 123 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 20.35 | $ (0.14) | $ 6.57 | $ 6.43 | $ — | $ (1.28) | $ (1.28) | $ 25.50 | 33.21% | $ 389,496 | 1.32% | 1.31% | (0.66)% | 104% | ||||||||||||||
C | 13.30 | (0.20) | 4.15 | 3.95 | — | (1.28) | (1.28) | 15.97 | 32.08 | 9,058 | 2.14 | 2.14 | (1.50) | 104 | ||||||||||||||
I | 21.65 | (0.08) | 7.02 | 6.94 | — | (1.28) | (1.28) | 27.31 | 33.59 | 35,806 | 1.00 | 1.00 | (0.35) | 104 | ||||||||||||||
R3 | 22.29 | (0.21) | 7.22 | 7.01 | — | (1.28) | (1.28) | 28.02 | 32.91 | 14,013 | 1.61 | 1.55 | (0.90) | 104 | ||||||||||||||
R4 | 23.88 | (0.15) | 7.77 | 7.62 | — | (1.28) | (1.28) | 30.22 | 33.29 | 13,363 | 1.30 | 1.25 | (0.60) | 104 | ||||||||||||||
R5 | 25.40 | (0.08) | 8.29 | 8.21 | — | (1.28) | (1.28) | 32.33 | 33.64 | 3,936 | 1.01 | 0.95 | (0.30) | 104 | ||||||||||||||
R6 | 25.97 | (0.13) | 8.56 | 8.43 | — | (1.28) | (1.28) | 33.12 | 33.75 | 1,530 | 0.90 | 0.90 | (0.42) | 104 | ||||||||||||||
Y | 25.95 | (0.08) | 8.48 | 8.40 | — | (1.28) | (1.28) | 33.07 | 33.65 | 19,956 | 0.96 | 0.95 | (0.29) | 104 | ||||||||||||||
F | 21.76 | (0.06) | 7.07 | 7.01 | — | (1.28) | (1.28) | 27.49 | 33.75 | 243,057 | 0.90 | 0.90 | (0.24) | 104 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 22.20 | $ (0.13) | $ 2.28 | $ 2.15 | $ — | $ (4.00) | $ (4.00) | $ 20.35 | 14.08% | $ 311,742 | 1.33% | 1.32% | (0.66)% | 91% | ||||||||||||||
C | 16.11 | (0.19) | 1.38 | 1.19 | — | (4.00) | (4.00) | 13.30 | 13.24 | 9,929 | 2.14 | 2.13 | (1.46) | 91 | ||||||||||||||
I | 23.28 | (0.08) | 2.45 | 2.37 | — | (4.00) | (4.00) | 21.65 | 14.48 | 26,939 | 1.04 | 1.03 | (0.37) | 91 | ||||||||||||||
R3 | 23.95 | (0.19) | 2.53 | 2.34 | — | (4.00) | (4.00) | 22.29 | 13.84 | 14,142 | 1.62 | 1.55 | (0.89) | 91 | ||||||||||||||
R4 | 25.28 | (0.14) | 2.74 | 2.60 | — | (4.00) | (4.00) | 23.88 | 14.20 | 14,261 | 1.32 | 1.25 | (0.59) | 91 | ||||||||||||||
R5 | 26.53 | (0.07) | 2.94 | 2.87 | — | (4.00) | (4.00) | 25.40 | 14.56 | 3,239 | 1.02 | 0.95 | (0.29) | 91 | ||||||||||||||
R6 | 27.02 | (0.06) | 3.01 | 2.95 | — | (4.00) | (4.00) | 25.97 | 14.60 | 206 | 0.90 | 0.90 | (0.23) | 91 | ||||||||||||||
Y | 27.01 | (0.06) | 3.00 | 2.94 | — | (4.00) | (4.00) | 25.95 | 14.56 | 32,472 | 0.94 | 0.93 | (0.26) | 91 | ||||||||||||||
F | 23.35 | (0.05) | 2.46 | 2.41 | — | (4.00) | (4.00) | 21.76 | 14.63 | 193,242 | 0.90 | 0.90 | (0.23) | 91 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.34 | $ (0.20) | $ 2.06 | $ 1.86 | $ — | $ — | $ — | $ 22.20 | 9.20% | $ 283,912 | 1.34% | 1.33% | (0.87)% | 104% | ||||||||||||||
C | 14.87 | (0.27) | 1.51 | 1.24 | — | — | — | 16.11 | 8.34 | 11,729 | 2.12 | 2.10 | (1.64) | 104 | ||||||||||||||
I | 21.27 | (0.14) | 2.15 | 2.01 | — | — | — | 23.28 | 9.45 | 28,540 | 1.07 | 1.05 | (0.60) | 104 | ||||||||||||||
R3 | 21.98 | (0.27) | 2.24 | 1.97 | — | — | — | 23.95 | 8.92 | 16,386 | 1.63 | 1.55 | (1.09) | 104 | ||||||||||||||
R4 | 23.14 | (0.20) | 2.34 | 2.14 | — | — | — | 25.28 | 9.25 | 15,295 | 1.32 | 1.25 | (0.79) | 104 | ||||||||||||||
R5 | 24.21 | (0.14) | 2.46 | 2.32 | — | — | — | 26.53 | 9.58 | 2,678 | 1.03 | 0.95 | (0.51) | 104 | ||||||||||||||
R6 | 24.64 | (0.12) | 2.50 | 2.38 | — | — | — | 27.02 | 9.66 | 144 | 0.91 | 0.90 | (0.42) | 104 | ||||||||||||||
Y | 24.64 | (0.12) | 2.49 | 2.37 | — | — | — | 27.01 | 9.66 | 35,351 | 0.92 | 0.90 | (0.44) | 104 | ||||||||||||||
F | 21.30 | (0.11) | 2.16 | 2.05 | — | — | — | 23.35 | 9.63 | 115,365 | 0.91 | 0.90 | (0.45) | 104 |
79 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Company Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 15.74 | $ (0.12) | $ 4.72 | $ 4.60 | $ — | $ — | $ — | $ 20.34 | 29.16% | $ 252,187 | 1.39% | 1.37% | (0.64)% | 109% | ||||||||||||||
C | 11.60 | (0.19) | 3.46 | 3.27 | — | — | — | 14.87 | 28.19 | 26,529 | 2.12 | 2.10 | (1.40) | 109 | ||||||||||||||
I | 16.43 | (0.10) | 4.94 | 4.84 | — | — | — | 21.27 | 29.40 | 28,052 | 1.49 | 1.15 | (0.51) | 109 | ||||||||||||||
R3 | 17.05 | (0.17) | 5.10 | 4.93 | — | — | — | 21.98 | 28.91 | 23,932 | 1.63 | 1.55 | (0.84) | 109 | ||||||||||||||
R4 | 17.89 | (0.11) | 5.36 | 5.25 | — | — | — | 23.14 | 29.29 | 23,080 | 1.32 | 1.25 | (0.53) | 109 | ||||||||||||||
R5 | 18.67 | (0.04) | 5.58 | 5.54 | — | — | — | 24.21 | 29.67 | 3,263 | 1.06 | 0.95 | (0.20) | 109 | ||||||||||||||
R6 | 18.99 | (0.09) | 5.74 | 5.65 | — | — | — | 24.64 | 29.75 | 78 | 1.07 | 0.90 | (0.38) | 109 | ||||||||||||||
Y | 18.99 | (0.02) | 5.67 | 5.65 | — | — | — | 24.64 | 29.70 | 33,040 | 0.94 | 0.90 | (0.08) | 109 | ||||||||||||||
F (7) | 18.76 | (0.05) | 2.59 | 2.54 | — | — | — | 21.30 | 13.49 (4) | 81,831 | 0.92 (5) | 0.90 (5) | (0.38) (5) | 109 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Not annualized. |
(5) | Annualized. |
(6) | Includes interest expense representing less than 0.005%. |
(7) | Commenced operations on February 28, 2017. |
(8) | Amount is less than $0.01 per share. |
(9) | Amount is less than 0.01%. |
(10) | Commenced operations on February 28, 2019. |
(11) | Commenced operations on February 28, 2018. |
(12) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(13) | The “Net Realized and Unrealized Gain (Loss) on Investments” and “Total from Net Investment Income” for Classes I, R4 and R5 shares have been updated since the October 31, 2021 Annual Report to reflect a non-material change of $0.01 to these amounts. |
80 |
April 30, 2022 (Unaudited)
1. | Organization: |
The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a "Company" and collectively, the "Companies") are each an open-end registered management investment company comprised of thirty-six and fourteen series, respectively, as of April 30, 2022. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report. | |
The Hartford Mutual Funds, Inc.: |
The Hartford Capital Appreciation Fund (the "Capital Appreciation Fund") |
Hartford Core Equity Fund (the "Core Equity Fund") |
The Hartford Dividend and Growth Fund (the "Dividend and Growth Fund") |
The Hartford Equity Income Fund (the "Equity Income Fund") |
The Hartford Healthcare Fund (the "Healthcare Fund") |
The Hartford MidCap Fund (the "MidCap Fund") |
The Hartford MidCap Value Fund (the "MidCap Value Fund") |
Hartford Small Cap Value Fund (the "Small Cap Value Fund") |
The Hartford Small Company Fund (the "Small Company Fund") |
The Hartford Mutual Funds II, Inc.: |
The Hartford Growth Opportunities Fund (the "Growth Opportunities Fund") |
Hartford Quality Value Fund (the "Quality Value Fund") |
The Hartford Small Cap Growth Fund (the "Small Cap Growth Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the 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. |
81 |
April 30, 2022 (Unaudited)
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. 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) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, 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. | |
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. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. | |
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; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order |
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to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; 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. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. | |
Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund |
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has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. | |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes). |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
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b) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. |
c) | Additional Derivative Instrument Information: |
Capital Appreciation Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 5,817,240 | $ — | $ 5,817,240 | |||||
Total | $ — | $ — | $ — | $ 5,817,240 | $ — | $ 5,817,240 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (15,581,894) | $ — | $ (15,581,894) | |||||
Total | $ — | $ — | $ — | $ (15,581,894) | $ — | $ (15,581,894) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (12,418,293) | $ — | $ (12,418,293) | |||||
Total | $ — | $ — | $ — | $ (12,418,293) | $ — | $ (12,418,293) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 433 |
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The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 1,041 | $ — | $ — | $ — | $ 1,041 | |||||
Total | $ — | $ 1,041 | $ — | $ — | $ — | $ 1,041 |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on foreign currency contracts | $ — | $ (16) | $ — | $ — | $ — | $ (16) | |||||
Total | $ — | $ (16) | $ — | $ — | $ — | $ (16) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | $ — | $ (1,041) | $ — | $ — | $ — | $ (1,041) | |||||
Total | $ — | $ (1,041) | $ — | $ — | $ — | $ (1,041) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 45,585 |
d) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of April 30, 2022: | |
Capital Appreciation Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ — | $ (5,817,240) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (5,817,240) | ||
Derivatives not subject to a MNA | — | 5,817,240 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
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Healthcare Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ — | $ (1,041) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (1,041) | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ (1,041) |
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (1,041) | $ — | $ — | $ — | $ (1,041) | |||||
Total | $ (1,041) | $ — | $ — | $ — | $ (1,041) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. | |
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. |
6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each |
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Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. | |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Growth Fund, Small Cap Value Fund and Small Company Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2021. | |
During the year ended October 31, 2021, Core Equity Fund utilized $46,847,127, MidCap Value Fund utilized $32,679,852, Quality Value Fund utilized $2,486,494, and Small Cap Value Fund utilized $5,504,390 of prior year capital loss carryforwards. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Capital Appreciation Fund | $ 5,920,485,765 | $ 994,605,751 | $ (466,890,547) | $ 527,715,204 | ||||
Core Equity Fund | 7,703,004,349 | 3,309,822,086 | (188,111,585) | 3,121,710,501 | ||||
Dividend and Growth Fund | 10,677,877,469 | 4,913,121,367 | (170,853,668) | 4,742,267,699 | ||||
Equity Income Fund | 3,487,513,704 | 1,358,186,272 | (52,300,398) | 1,305,885,874 | ||||
Growth Opportunities Fund | 5,960,195,047 | 434,268,785 | (1,179,892,896) | (745,624,111) | ||||
Healthcare Fund | 1,170,430,846 | 373,518,581 | (160,449,563) | 213,069,018 | ||||
MidCap Fund | 7,761,242,988 | 2,441,306,759 | (967,105,750) | 1,474,201,009 | ||||
MidCap Value Fund | 762,244,742 | 164,648,935 | (24,670,928) | 139,978,007 | ||||
Quality Value Fund | 195,880,916 | 51,199,592 | (3,584,798) | 47,614,794 | ||||
Small Cap Growth Fund | 527,830,724 | 153,524,185 | (84,869,170) | 68,655,015 | ||||
Small Cap Value Fund | 134,292,729 | 20,129,022 | (10,505,956) | 9,623,066 | ||||
Small Company Fund | 763,024,630 | 56,861,315 | (108,014,399) | (51,153,084) |
7. | Expenses: |
a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Capital Appreciation Fund | 0.8000% on first $500 million and; | |
0.7000% on next $500 million and; | ||
0.6500% on next $4 billion and; | ||
0.6475% on next $5 billion and; | ||
0.6450% over $10 billion | ||
Core Equity Fund | 0.4500% on first $500 million and; | |
0.3500% on next $500 million and; | ||
0.3300% on next $1.5 billion and; | ||
0.3250% on next $2.5 billion and; | ||
0.3225% over $5 billion |
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Fund | Management Fee Rates | |
Dividend and Growth Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5950% on next $2.5 billion and; | ||
0.5900% on next $5 billion and; | ||
0.5850% over $10 billion | ||
Equity Income Fund | 0.7500% on first $250 million and; | |
0.7000% on next $250 million and; | ||
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5900% on next $2.5 billion and; | ||
0.5875% over $5 billion | ||
Growth Opportunities Fund | 0.8000% on first $250 million and; | |
0.7000% on next $4.75 billion and; | ||
0.6975% on next $5 billion and; | ||
0.6950% over $10 billion | ||
Healthcare Fund | 0.9000% on first $500 million and; | |
0.8500% on next $500 million and; | ||
0.8000% on next $4 billion and; | ||
0.7975% on next $5 billion and; | ||
0.7950% over $10 billion | ||
MidCap Fund | 0.8500% on first $500 million and; | |
0.7500% on next $500 million and; | ||
0.7000% on next $4 billion and; | ||
0.6975% on next $5 billion and; | ||
0.6950% over $10 billion | ||
MidCap Value Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5950% on next $2.5 billion and; | ||
0.5900% on next $5 billion and; | ||
0.5850% over $10 billion | ||
Quality Value Fund | 0.4500% on first $500 million and; | |
0.3500% on next $500 million and; | ||
0.3300% on next $4 billion and; | ||
0.3250% on next $5 billion and; | ||
0.3225% over $10 billion | ||
Small Cap Growth Fund | 0.9000% on first $100 million and; | |
0.8000% on next $150 million and; | ||
0.7000% on next $250 million and; | ||
0.6500% on next $4.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6200% over $10 billion | ||
Small Cap Value Fund | 0.7000% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $2 billion and; | ||
0.5900% on next $2 billion and; | ||
0.5800% on next $5 billion and; | ||
0.5700% over $10 billion | ||
Small Company Fund | 0.8500% on first $250 million and; | |
0.8000% on next $250 million and; | ||
0.7500% on next $500 million and; | ||
0.7000% on next $500 million and; | ||
0.6500% on next $3.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6200% over $10 billion |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the |
89 |
April 30, 2022 (Unaudited)
sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. | |
c) | Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2023 (unless the applicable Board of Directors approves its earlier termination) as follows for each of the following Funds: |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Quality Value Fund | 0.96% | 1.71% | 0.66% | 1.18% | 0.88% | 0.63% | 0.46% | 0.57% | 0.46% | |||||||||
Small Cap Value Fund | 1.30% | 2.05% | 1.00% | 1.50% | 1.20% | 0.90% | 0.80% | 0.85% | 0.80% |
d) | Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the six-month period ended April 30, 2022, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: | |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 1.04% | 1.84% | 0.78% | 1.41% | 1.10% | 0.80% | 0.69% | 0.80% | 0.69% | |||||||||
Core Equity Fund | 0.69% | 1.45% | 0.45% | 1.06% | 0.73% | 0.46% | 0.36% | 0.44% | 0.36% | |||||||||
Dividend and Growth Fund | 0.95% | 1.73% | 0.70% | 1.32% | 1.03% | 0.72% | 0.63% | 0.67% | 0.62% | |||||||||
Equity Income Fund | 0.97% | 1.75% | 0.73% | 1.36% | 1.05% | 0.76% | 0.65% | 0.73% | 0.64% | |||||||||
Growth Opportunities Fund | 1.07% | 1.86% | 0.85% | 1.45% | 1.15% | 0.85% | 0.74% | 0.84% | 0.74% | |||||||||
Healthcare Fund | 1.25% | 2.03% | 1.01% | 1.61% | 1.31% | 1.01% | 0.89% | 1.00% | 0.89% | |||||||||
MidCap Fund | 1.09% | 1.86% | 0.86% | 1.45% | 1.14% | 0.86% | 0.74% | 0.78% | 0.74% | |||||||||
MidCap Value Fund | 1.15% | 1.94% | 0.83% | 1.48% | 1.18% | 0.88% | N/A | 0.87% | 0.76% | |||||||||
Quality Value Fund | 0.94% | 1.71% | 0.63% | 1.18% | 0.88% | 0.63% | 0.46% | 0.57% | 0.46% | |||||||||
Small Cap Growth Fund | 1.21% | 1.96% | 0.88% | 1.50% | 1.21% | 0.90% | 0.79% | 0.85% | 0.79% | |||||||||
Small Cap Value Fund | 1.25% | 2.05% | 0.96% | 1.41% | 1.15% | 0.86% | 0.80% | 0.85% | 0.80% | |||||||||
Small Company Fund | 1.24% | 2.09% | 0.98% | 1.58% | 1.28% | 0.98% | 0.86% | 0.93% | 0.86% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows: |
Fund | Front-End Sales Charges | Contingent Deferred Sales Charges | ||
Capital Appreciation Fund | $ 806,324 | $ 5,305 | ||
Core Equity Fund | 1,280,628 | 16,079 | ||
Dividend and Growth Fund | 2,370,082 | 35,531 | ||
Equity Income Fund | 720,731 | 2,479 | ||
Growth Opportunities Fund | 1,109,683 | 11,802 | ||
Healthcare Fund | 277,381 | 3,144 | ||
MidCap Fund | 826,210 | 9,169 | ||
MidCap Value Fund | 262,080 | 1,801 | ||
Quality Value Fund | 54,133 | 506 | ||
Small Cap Growth Fund | 33,692 | 192 | ||
Small Cap Value Fund | 33,158 | 465 | ||
Small Company Fund | 215,775 | 1,387 |
90 |
April 30, 2022 (Unaudited)
f) | Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. |
Fund | CCO Compensation Paid by Fund | |
Capital Appreciation Fund | $ 3,191 | |
Core Equity Fund | 5,443 | |
Dividend and Growth Fund | 6,900 | |
Equity Income Fund | 2,224 | |
Growth Opportunities Fund | 2,848 | |
Healthcare Fund | 674 | |
MidCap Fund | 5,358 | |
MidCap Value Fund | 402 | |
Quality Value Fund | 107 | |
Small Cap Growth Fund | 310 | |
Small Cap Value Fund | 71 | |
Small Company Fund | 357 |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
91 |
April 30, 2022 (Unaudited)
Fund | Class I | Class Y | |||
Dividend and Growth Fund | N/A | 0.06% | |||
MidCap Fund | 0.12% | 0.06% | |||
Small Cap Growth Fund | N/A | 0.07% |
Fund | Class I | Class Y | ||
Core Equity Fund | N/A | 0.08% | ||
Dividend and Growth Fund | N/A | 0.04% | ||
MidCap Fund | 0.12% | 0.04% | ||
Small Cap Growth Fund | N/A | 0.06% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 0.10% | 0.15% | 0.09% | 0.22% | 0.17% | 0.11% | 0.00% * | 0.11% | 0.00%* | |||||||||
Core Equity Fund | 0.09% | 0.09% | 0.10% | 0.21% | 0.16% | 0.11% | 0.00% * | 0.09% | 0.00%* | |||||||||
Dividend and Growth Fund | 0.08% | 0.11% | 0.08% | 0.20% | 0.16% | 0.10% | 0.00% * | 0.05% | 0.00%* | |||||||||
Equity Income Fund | 0.08% | 0.11% | 0.09% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.09% | 0.00%* | |||||||||
Growth Opportunities Fund | 0.09% | 0.12% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
Healthcare Fund | 0.12% | 0.14% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
MidCap Fund | 0.10% | 0.12% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.05% | 0.00%* | |||||||||
MidCap Value Fund | 0.14% | 0.18% | 0.08% | 0.22% | 0.17% | 0.12% | N/A | 0.11% | 0.00%* | |||||||||
Quality Value Fund | 0.14% | 0.23% | 0.08% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.08% | 0.00%* | |||||||||
Small Cap Growth Fund | 0.18% | 0.18% | 0.10% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.06% | 0.00%* | |||||||||
Small Cap Value Fund | 0.18% | 0.25% | 0.13% | 0.21% | 0.07% | 0.03% | 0.00% * | 0.09% | 0.00%* | |||||||||
Small Company Fund | 0.14% | 0.23% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.07% | 0.00%* |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. |
92 |
April 30, 2022 (Unaudited)
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Capital Appreciation Fund | $ 19,210,739 | $ (19,210,739) | $ — | |||
Core Equity Fund | — | — | — | |||
Dividend and Growth Fund | — | — | — | |||
Equity Income Fund | 320,040 | (320,040) | — | |||
Growth Opportunities Fund | 9,203,673 | (9,203,673) | — | |||
Healthcare Fund | 5,225,175 | (5,225,175) (3) | — | |||
MidCap Fund | 92,456,805 | (92,456,805) (3) | — | |||
MidCap Value Fund | — | — | — | |||
Quality Value Fund | — | — | — | |||
Small Cap Growth Fund | 2,296,260 | (2,296,260) | — | |||
Small Cap Value Fund | — | — | — | |||
Small Company Fund | 12,949,933 | (12,949,933) (3) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
(3) | Includes non-cash collateral of $1,914,477, $3,492,016 and $1,811,608 for Healthcare Fund, MidCap Fund and Small Company Fund respectively. |
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Capital Appreciation Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 18,330,361 | $ — | $ — | $ — | $ 18,330,361 | ||||
Exchange-Traded Funds | 2,316,489 | — | — | — | 2,316,489 | ||||
Total Borrowings | $ 20,646,850 | $ — | $ — | $ — | $ 20,646,850 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 20,646,850 | ||||||||
Equity Income Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 328,500 | $ — | $ — | $ — | $ 328,500 | ||||
Total Borrowings | $ 328,500 | $ — | $ — | $ — | $ 328,500 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 328,500 | ||||||||
Growth Opportunities Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 11,160,022 | $ — | $ — | $ — | $ 11,160,022 | ||||
Total Borrowings | $ 11,160,022 | $ — | $ — | $ — | $ 11,160,022 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 11,160,022 |
93 |
April 30, 2022 (Unaudited)
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Healthcare Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 3,713,169 | $ — | $ — | $ — | $ 3,713,169 | ||||
Total Borrowings | $ 3,713,169 | $ — | $ — | $ — | $ 3,713,169 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 3,713,169 | ||||||||
MidCap Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 99,430,404 | $ — | $ — | $ — | $ 99,430,404 | ||||
Total Borrowings | $ 99,430,404 | $ — | $ — | $ — | $ 99,430,404 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 99,430,404 | ||||||||
Small Cap Growth Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 2,798,208 | $ — | $ — | $ — | $ 2,798,208 | ||||
Total Borrowings | $ 2,798,208 | $ — | $ — | $ — | $ 2,798,208 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 2,798,208 | ||||||||
Small Company Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 226,587 | $ — | $ — | $ — | $ 226,587 | ||||
Exchange-Traded Funds | 11,834,229 | — | — | — | 11,834,229 | ||||
Total Borrowings | $ 12,060,816 | $ — | $ — | $ — | $ 12,060,816 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 12,060,816 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Affiliated Security Transactions: |
If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the six-month period ended April 30, 2022, the MidCap Fund and Small Company Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below: | |
A summary of affiliate fund transactions for period ended April 30, 2022 follows: | |
Affiliated Investments | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Return of Capital | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | ||||||||||
MidCap Fund | ||||||||||||||||||||
CommScope Holding Co., Inc.* | $ 109,463,815 | $ 16,372,505 | $ 20,588,461 | $ (10,223,093) | $ — | $ (38,615,449) | $ 56,409,317 | 9,354,779 | $ — | $ — | ||||||||||
Reata Pharmaceuticals, Inc. Class A | 111,480,283 | 19,138,827 | 270,446 | (238,629) | — | (89,924,231) | 40,185,804 | 1,583,365 | — | — | ||||||||||
Total | $ 220,944,098 | $ 35,511,332 | $ 20,858,907 | $ (10,461,722) | $ — | $ (128,539,680) | $ 96,595,121 | 10,938,144 | $ — | $ — | ||||||||||
Small Company Fund | ||||||||||||||||||||
Allstar Co.(1) | $ — | $ — | $ — | $ — | $ — | $ — | $ — | 3,136,600 | $ — | $ — |
* | Not an affiliate as of April 30, 2022. |
(1) | Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in Allstar Co., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc. |
94 |
April 30, 2022 (Unaudited)
11. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Small Cap Value Fund | — | — | — | — | — | 1% | — | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Small Cap Value Fund | — | — | — | — | — | 0%* | — | — | — |
* | Percentage rounds to zero. |
Fund | Percentage of Fund* | |
Capital Appreciation Fund | 8% | |
Core Equity Fund | 3% | |
Dividend and Growth Fund | 5% | |
Equity Income Fund | 4% | |
Growth Opportunities Fund | 3% | |
MidCap Fund | 1% | |
MidCap Value Fund | 2% | |
Small Cap Growth Fund | 4% | |
Small Cap Value Fund | 22% | |
Small Company Fund | 6% |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
12. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||
Capital Appreciation Fund | $ 4,073,758,117 | $ 4,384,365,481 | $ 4,073,758,117 | $ 4,384,365,481 | ||||
Core Equity Fund | 1,422,641,841 | 1,767,653,365 | 1,422,641,841 | 1,767,653,365 | ||||
Dividend and Growth Fund | 2,506,531,420 | 1,340,093,117 | 2,506,531,420 | 1,340,093,117 | ||||
Equity Income Fund | 682,696,822 | 825,097,777 | 682,696,822 | 825,097,777 | ||||
Growth Opportunities Fund | 3,584,703,572 | 4,132,116,977 | 3,584,703,572 | 4,132,116,977 | ||||
Healthcare Fund | 334,005,116 | 444,352,436 | 334,005,116 | 444,352,436 | ||||
MidCap Fund | 2,228,916,498 | 4,661,774,807 | 2,228,916,498 | 4,661,774,807 | ||||
MidCap Value Fund | 331,616,975 | 329,205,243 | 331,616,975 | 329,205,243 | ||||
Quality Value Fund | 45,634,605 | 31,230,702 | 45,634,605 | 31,230,702 | ||||
Small Cap Growth Fund | 128,781,306 | 208,859,267 | 128,781,306 | 208,859,267 | ||||
Small Cap Value Fund | 53,564,208 | 74,029,496 | 53,564,208 | 74,029,496 | ||||
Small Company Fund | 327,158,425 | 396,167,181 | 327,158,425 | 396,167,181 |
95 |
April 30, 2022 (Unaudited)
13. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Capital Appreciation Fund | |||||||
Class A | |||||||
Shares Sold | 1,809,016 | $ 74,820,343 | 3,367,409 | $ 153,139,085 | |||
Shares Issued for Reinvested Dividends | 18,530,281 | 773,952,116 | 5,909,766 | 249,118,669 | |||
Shares Redeemed | (8,115,940) | (336,789,934) | (13,459,956) | (610,878,988) | |||
Net Increase (Decrease) | 12,223,357 | 511,982,525 | (4,182,781) | (208,621,234) | |||
Class C | |||||||
Shares Sold | 211,414 | $ 5,740,818 | 420,030 | $ 13,300,659 | |||
Shares Issued for Reinvested Dividends | 1,058,069 | 28,641,921 | 423,362 | 12,493,414 | |||
Shares Redeemed | (1,068,040) | (28,558,461) | (2,943,150) | (94,205,765) | |||
Net Increase (Decrease) | 201,443 | 5,824,278 | (2,099,758) | (68,411,692) | |||
Class I | |||||||
Shares Sold | 945,941 | $ 39,920,377 | 1,763,794 | $ 80,348,270 | |||
Shares Issued for Reinvested Dividends | 2,140,816 | 90,255,338 | 692,879 | 29,440,161 | |||
Shares Redeemed | (1,772,070) | (73,973,349) | (2,913,758) | (132,549,967) | |||
Net Increase (Decrease) | 1,314,687 | 56,202,366 | (457,085) | (22,761,536) | |||
Class R3 | |||||||
Shares Sold | 30,494 | $ 1,408,534 | 81,697 | $ 4,139,188 | |||
Shares Issued for Reinvested Dividends | 114,302 | 5,487,633 | 40,201 | 1,911,571 | |||
Shares Redeemed | (107,742) | (5,100,893) | (289,780) | (14,863,615) | |||
Net Increase (Decrease) | 37,054 | 1,795,274 | (167,882) | (8,812,856) | |||
Class R4 | |||||||
Shares Sold | 44,754 | $ 2,220,259 | 75,708 | $ 4,029,701 | |||
Shares Issued for Reinvested Dividends | 85,515 | 4,313,361 | 28,656 | 1,422,120 | |||
Shares Redeemed | (88,329) | (4,274,781) | (195,566) | (10,231,712) | |||
Net Increase (Decrease) | 41,940 | 2,258,839 | (91,202) | (4,779,891) | |||
Class R5 | |||||||
Shares Sold | 24,082 | $ 1,221,611 | 38,655 | $ 2,086,665 | |||
Shares Issued for Reinvested Dividends | 80,863 | 4,194,444 | 31,983 | 1,626,764 | |||
Shares Redeemed | (64,777) | (3,394,831) | (196,018) | (10,767,188) | |||
Net Increase (Decrease) | 40,168 | 2,021,224 | (125,380) | (7,053,759) | |||
Class R6 | |||||||
Shares Sold | 325,738 | $ 18,640,176 | 101,705 | $ 5,729,396 | |||
Shares Issued for Reinvested Dividends | 81,637 | 4,271,968 | 11,975 | 613,867 | |||
Shares Redeemed | (54,298) | (2,704,624) | (60,680) | (3,346,501) | |||
Net Increase (Decrease) | 353,077 | 20,207,520 | 53,000 | 2,996,762 | |||
Class Y | |||||||
Shares Sold | 60,554 | $ 3,172,906 | 418,089 | $ 23,154,624 | |||
Shares Issued for Reinvested Dividends | 274,840 | 14,360,979 | 97,100 | 4,973,187 | |||
Shares Redeemed | (241,684) | (12,132,095) | (683,536) | (37,544,012) | |||
Net Increase (Decrease) | 93,710 | 5,401,790 | (168,347) | (9,416,201) | |||
Class F | |||||||
Shares Sold | 807,481 | $ 33,846,132 | 1,156,081 | $ 52,681,033 | |||
Shares Issued for Reinvested Dividends | 3,014,822 | 127,144,725 | 996,586 | 42,357,183 | |||
Shares Redeemed | (1,317,587) | (55,543,915) | (2,759,017) | (125,550,739) | |||
Net Increase (Decrease) | 2,504,716 | 105,446,942 | (606,350) | (30,512,523) | |||
Total Net Increase (Decrease) | 16,810,152 | $ 711,140,758 | (7,845,785) | $ (357,372,930) | |||
Core Equity Fund | |||||||
Class A | |||||||
Shares Sold | 3,629,351 | $ 171,551,587 | 8,048,194 | $ 349,552,465 | |||
Shares Issued for Reinvested Dividends | 1,003,254 | 49,317,221 | 170,767 | 6,957,062 | |||
Shares Redeemed | (2,700,326) | (126,265,584) | (5,854,509) | (256,534,349) | |||
Net Increase (Decrease) | 1,932,279 | 94,603,224 | 2,364,452 | 99,975,178 |
96 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 818,223 | $ 34,918,092 | 2,433,951 | $ 95,569,941 | |||
Shares Issued for Reinvested Dividends | 349,431 | 15,420,372 | — | — | |||
Shares Redeemed | (1,424,945) | (60,169,034) | (2,963,058) | (117,542,554) | |||
Net Increase (Decrease) | (257,291) | (9,830,570) | (529,107) | (21,972,613) | |||
Class I | |||||||
Shares Sold | 13,838,237 | $ 653,351,691 | 38,606,478 | $ 1,683,147,371 | |||
Shares Issued for Reinvested Dividends | 2,850,367 | 140,716,905 | 587,802 | 23,982,316 | |||
Shares Redeemed | (16,824,875) | (785,161,156) | (25,621,499) | (1,138,977,250) | |||
Net Increase (Decrease) | (136,271) | 8,907,440 | 13,572,781 | 568,152,437 | |||
Class R3 | |||||||
Shares Sold | 220,097 | $ 10,707,150 | 430,551 | $ 19,338,433 | |||
Shares Issued for Reinvested Dividends | 37,639 | 1,871,543 | 3,454 | 143,013 | |||
Shares Redeemed | (196,108) | (9,402,204) | (280,505) | (12,331,610) | |||
Net Increase (Decrease) | 61,628 | 3,176,489 | 153,500 | 7,149,836 | |||
Class R4 | |||||||
Shares Sold | 293,600 | $ 14,205,752 | 1,346,774 | $ 61,759,473 | |||
Shares Issued for Reinvested Dividends | 132,063 | 6,705,623 | 22,870 | 962,136 | |||
Shares Redeemed | (894,335) | (43,393,473) | (1,230,844) | (56,219,106) | |||
Net Increase (Decrease) | (468,672) | (22,482,098) | 138,800 | 6,502,503 | |||
Class R5 | |||||||
Shares Sold | 402,212 | $ 18,355,817 | 719,073 | $ 31,981,033 | |||
Shares Issued for Reinvested Dividends | 118,899 | 5,918,731 | 30,689 | 1,262,537 | |||
Shares Redeemed | (749,290) | (34,741,331) | (1,428,140) | (63,174,300) | |||
Net Increase (Decrease) | (228,179) | (10,466,783) | (678,378) | (29,930,730) | |||
Class R6 | |||||||
Shares Sold | 4,483,383 | $ 210,821,548 | 5,638,764 | $ 249,691,246 | |||
Shares Issued for Reinvested Dividends | 647,642 | 32,411,972 | 161,700 | 6,679,826 | |||
Shares Redeemed | (2,273,030) | (108,173,950) | (5,359,583) | (240,460,323) | |||
Net Increase (Decrease) | 2,857,995 | 135,059,570 | 440,881 | 15,910,749 | |||
Class Y | |||||||
Shares Sold | 1,392,321 | $ 66,943,987 | 4,083,890 | $ 178,723,495 | |||
Shares Issued for Reinvested Dividends | 561,625 | 28,081,045 | 139,865 | 5,777,841 | |||
Shares Redeemed | (3,995,269) | (189,345,071) | (4,487,602) | (204,115,939) | |||
Net Increase (Decrease) | (2,041,323) | (94,320,039) | (263,847) | (19,614,603) | |||
Class F | |||||||
Shares Sold | 7,935,905 | $ 376,006,976 | 20,968,799 | $ 922,349,213 | |||
Shares Issued for Reinvested Dividends | 2,148,216 | 106,209,029 | 532,223 | 21,725,333 | |||
Shares Redeemed | (11,637,548) | (544,821,183) | (18,994,470) | (837,983,756) | |||
Net Increase (Decrease) | (1,553,427) | (62,605,178) | 2,506,552 | 106,090,790 | |||
Total Net Increase (Decrease) | 166,739 | $ 42,042,055 | 17,705,634 | $ 732,263,547 | |||
Dividend and Growth Fund | |||||||
Class A | |||||||
Shares Sold | 7,581,410 | $ 253,086,932 | 11,151,010 | $ 344,976,720 | |||
Shares Issued for Reinvested Dividends | 7,342,061 | 245,246,402 | 4,336,771 | 122,673,579 | |||
Shares Redeemed | (7,822,080) | (262,413,056) | (17,131,999) | (519,287,515) | |||
Net Increase (Decrease) | 7,101,391 | 235,920,278 | (1,644,218) | (51,637,216) | |||
Class C | |||||||
Shares Sold | 1,548,052 | $ 49,648,488 | 1,419,508 | $ 42,204,089 | |||
Shares Issued for Reinvested Dividends | 268,337 | 8,563,121 | 145,715 | 3,852,604 | |||
Shares Redeemed | (756,880) | (24,212,488) | (2,354,366) | (69,029,852) | |||
Net Increase (Decrease) | 1,059,509 | 33,999,121 | (789,143) | (22,973,159) | |||
Class I | |||||||
Shares Sold | 37,630,032 | $ 1,250,835,548 | 36,793,322 | $ 1,137,090,014 | |||
Shares Issued for Reinvested Dividends | 5,168,222 | 171,760,220 | 2,425,264 | 69,068,594 | |||
Shares Redeemed | (17,655,027) | (586,642,039) | (15,783,459) | (477,606,650) | |||
Net Increase (Decrease) | 25,143,227 | 835,953,729 | 23,435,127 | 728,551,958 |
97 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 176,842 | $ 6,028,930 | 324,177 | $ 10,228,653 | |||
Shares Issued for Reinvested Dividends | 96,207 | 3,263,737 | 59,719 | 1,695,081 | |||
Shares Redeemed | (350,525) | (11,895,025) | (687,387) | (21,558,216) | |||
Net Increase (Decrease) | (77,476) | (2,602,358) | (303,491) | (9,634,482) | |||
Class R4 | |||||||
Shares Sold | 453,361 | $ 15,752,226 | 676,475 | $ 21,736,412 | |||
Shares Issued for Reinvested Dividends | 127,834 | 4,379,221 | 75,716 | 2,188,661 | |||
Shares Redeemed | (589,205) | (20,350,806) | (1,035,619) | (31,590,923) | |||
Net Increase (Decrease) | (8,010) | (219,359) | (283,428) | (7,665,850) | |||
Class R5 | |||||||
Shares Sold | 1,720,946 | $ 59,439,179 | 2,526,093 | $ 79,438,301 | |||
Shares Issued for Reinvested Dividends | 186,456 | 6,424,949 | 96,696 | 2,843,393 | |||
Shares Redeemed | (1,480,865) | (50,996,348) | (2,227,663) | (69,728,112) | |||
Net Increase (Decrease) | 426,537 | 14,867,780 | 395,126 | 12,553,582 | |||
Class R6 | |||||||
Shares Sold | 4,475,903 | $ 154,563,251 | 7,406,904 | $ 227,713,097 | |||
Shares Issued for Reinvested Dividends | 724,296 | 24,975,447 | 297,938 | 8,855,913 | |||
Shares Redeemed | (1,761,230) | (60,687,206) | (2,250,013) | (70,681,330) | |||
Net Increase (Decrease) | 3,438,969 | 118,851,492 | 5,454,829 | 165,887,680 | |||
Class Y | |||||||
Shares Sold | 5,105,128 | $ 175,688,764 | 20,130,737 | $ 637,738,953 | |||
Shares Issued for Reinvested Dividends | 1,418,711 | 48,902,258 | 944,058 | 27,654,509 | |||
Shares Redeemed | (5,410,218) | (188,924,081) | (24,259,929) | (783,606,689) | |||
Net Increase (Decrease) | 1,113,621 | 35,666,941 | (3,185,134) | (118,213,227) | |||
Class F | |||||||
Shares Sold | 30,941,368 | $ 1,028,559,686 | 49,096,886 | $ 1,528,459,592 | |||
Shares Issued for Reinvested Dividends | 7,563,790 | 251,155,263 | 4,082,716 | 115,917,711 | |||
Shares Redeemed | (14,799,100) | (492,579,933) | (27,500,734) | (840,425,971) | |||
Net Increase (Decrease) | 23,706,058 | 787,135,016 | 25,678,868 | 803,951,332 | |||
Total Net Increase (Decrease) | 61,903,826 | $ 2,059,572,640 | 48,758,536 | $ 1,500,820,618 | |||
Equity Income Fund | |||||||
Class A | |||||||
Shares Sold | 4,156,602 | $ 94,647,236 | 8,289,761 | $ 180,610,904 | |||
Shares Issued for Reinvested Dividends | 6,421,213 | 143,941,976 | 1,960,721 | 40,766,669 | |||
Shares Redeemed | (4,775,749) | (109,026,884) | (9,871,460) | (212,979,569) | |||
Net Increase (Decrease) | 5,802,066 | 129,562,328 | 379,022 | 8,398,004 | |||
Class C | |||||||
Shares Sold | 530,028 | $ 12,065,497 | 649,197 | $ 14,115,367 | |||
Shares Issued for Reinvested Dividends | 520,622 | 11,576,030 | 180,050 | 3,621,924 | |||
Shares Redeemed | (1,422,740) | (32,258,527) | (4,975,576) | (107,730,675) | |||
Net Increase (Decrease) | (372,090) | (8,617,000) | (4,146,329) | (89,993,384) | |||
Class I | |||||||
Shares Sold | 8,751,088 | $ 198,027,686 | 13,408,859 | $ 286,986,093 | |||
Shares Issued for Reinvested Dividends | 4,686,815 | 104,350,208 | 1,520,952 | 31,538,766 | |||
Shares Redeemed | (6,656,858) | (150,472,181) | (13,573,736) | (290,903,554) | |||
Net Increase (Decrease) | 6,781,045 | 151,905,713 | 1,356,075 | 27,621,305 | |||
Class R3 | |||||||
Shares Sold | 112,623 | $ 2,589,681 | 178,866 | $ 3,905,700 | |||
Shares Issued for Reinvested Dividends | 113,774 | 2,551,701 | 37,851 | 778,951 | |||
Shares Redeemed | (283,220) | (6,470,992) | (622,158) | (13,765,852) | |||
Net Increase (Decrease) | (56,823) | (1,329,610) | (405,441) | (9,081,201) | |||
Class R4 | |||||||
Shares Sold | 195,071 | $ 4,450,287 | 409,910 | $ 8,975,208 | |||
Shares Issued for Reinvested Dividends | 123,436 | 2,776,233 | 41,162 | 854,303 | |||
Shares Redeemed | (467,628) | (10,836,533) | (714,299) | (15,093,697) | |||
Net Increase (Decrease) | (149,121) | (3,610,013) | (263,227) | (5,264,186) |
98 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 379,001 | $ 8,732,190 | 1,641,838 | $ 34,220,609 | |||
Shares Issued for Reinvested Dividends | 254,446 | 5,760,997 | 92,807 | 1,954,636 | |||
Shares Redeemed | (667,724) | (15,394,613) | (1,549,727) | (34,015,363) | |||
Net Increase (Decrease) | (34,277) | (901,426) | 184,918 | 2,159,882 | |||
Class R6 | |||||||
Shares Sold | 833,327 | $ 19,245,218 | 1,024,580 | $ 22,209,707 | |||
Shares Issued for Reinvested Dividends | 258,726 | 5,878,475 | 84,605 | 1,790,192 | |||
Shares Redeemed | (552,218) | (12,706,618) | (848,471) | (18,624,173) | |||
Net Increase (Decrease) | 539,835 | 12,417,075 | 260,714 | 5,375,726 | |||
Class Y | |||||||
Shares Sold | 671,229 | $ 15,547,224 | 1,290,931 | $ 27,947,876 | |||
Shares Issued for Reinvested Dividends | 344,922 | 7,838,315 | 115,344 | 2,434,785 | |||
Shares Redeemed | (758,813) | (17,672,977) | (1,008,753) | (22,141,456) | |||
Net Increase (Decrease) | 257,338 | 5,712,562 | 397,522 | 8,241,205 | |||
Class F | |||||||
Shares Sold | 4,307,047 | $ 97,611,576 | 8,946,727 | $ 192,753,571 | |||
Shares Issued for Reinvested Dividends | 4,138,889 | 92,150,862 | 1,449,703 | 30,022,805 | |||
Shares Redeemed | (7,112,536) | (161,743,130) | (13,229,490) | (284,172,877) | |||
Net Increase (Decrease) | 1,333,400 | 28,019,308 | (2,833,060) | (61,396,501) | |||
Total Net Increase (Decrease) | 14,101,373 | $ 313,158,937 | (5,069,806) | $ (113,939,150) | |||
Growth Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 2,536,459 | $ 113,895,501 | 5,209,175 | $ 302,551,393 | |||
Shares Issued for Reinvested Dividends | 14,227,375 | 671,816,665 | 7,642,117 | 408,394,711 | |||
Shares Redeemed | (6,135,334) | (272,132,927) | (7,857,838) | (457,256,332) | |||
Net Increase (Decrease) | 10,628,500 | 513,579,239 | 4,993,454 | 253,689,772 | |||
Class C | |||||||
Shares Sold | 1,613,454 | $ 19,244,660 | 1,814,685 | $ 42,859,385 | |||
Shares Issued for Reinvested Dividends | 11,422,799 | 136,730,901 | 4,008,428 | 87,303,560 | |||
Shares Redeemed | (5,721,551) | (69,939,139) | (5,222,282) | (124,561,047) | |||
Net Increase (Decrease) | 7,314,702 | 86,036,422 | 600,831 | 5,601,898 | |||
Class I | |||||||
Shares Sold | 4,164,240 | $ 203,223,576 | 6,786,614 | $ 423,546,619 | |||
Shares Issued for Reinvested Dividends | 5,786,925 | 301,903,898 | 3,207,164 | 185,309,937 | |||
Shares Redeemed | (7,842,496) | (384,000,056) | (7,861,192) | (491,248,063) | |||
Net Increase (Decrease) | 2,108,669 | 121,127,418 | 2,132,586 | 117,608,493 | |||
Class R3 | |||||||
Shares Sold | 132,003 | $ 5,616,821 | 217,459 | $ 12,458,353 | |||
Shares Issued for Reinvested Dividends | 215,984 | 10,077,826 | 133,397 | 7,088,738 | |||
Shares Redeemed | (131,465) | (5,731,764) | (388,784) | (22,241,704) | |||
Net Increase (Decrease) | 216,522 | 9,962,883 | (37,928) | (2,694,613) | |||
Class R4 | |||||||
Shares Sold | 98,451 | $ 4,643,095 | 260,470 | $ 16,275,076 | |||
Shares Issued for Reinvested Dividends | 236,765 | 12,382,831 | 149,374 | 8,675,642 | |||
Shares Redeemed | (168,810) | (8,266,667) | (483,285) | (30,586,387) | |||
Net Increase (Decrease) | 166,406 | 8,759,259 | (73,441) | (5,635,669) | |||
Class R5 | |||||||
Shares Sold | 28,704 | $ 1,527,256 | 88,508 | $ 5,974,431 | |||
Shares Issued for Reinvested Dividends | 68,446 | 3,927,412 | 44,659 | 2,790,306 | |||
Shares Redeemed | (52,417) | (2,796,778) | (159,100) | (10,438,793) | |||
Net Increase (Decrease) | 44,733 | 2,657,890 | (25,933) | (1,674,056) | |||
Class R6 | |||||||
Shares Sold | 118,842 | $ 6,939,129 | 490,627 | $ 33,816,735 | |||
Shares Issued for Reinvested Dividends | 182,244 | 10,770,646 | 77,962 | 4,986,464 | |||
Shares Redeemed | (140,018) | (8,096,483) | (230,683) | (16,066,034) | |||
Net Increase (Decrease) | 161,068 | 9,613,292 | 337,906 | 22,737,165 |
99 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 970,232 | $ 51,666,920 | 2,179,222 | $ 149,741,177 | |||
Shares Issued for Reinvested Dividends | 1,525,929 | 89,968,761 | 841,194 | 53,752,317 | |||
Shares Redeemed | (1,038,128) | (56,715,202) | (2,205,530) | (152,562,447) | |||
Net Increase (Decrease) | 1,458,033 | 84,920,479 | 814,886 | 50,931,047 | |||
Class F | |||||||
Shares Sold | 2,340,290 | $ 114,993,705 | 6,728,193 | $ 425,460,841 | |||
Shares Issued for Reinvested Dividends | 4,010,962 | 210,816,144 | 1,886,638 | 109,557,047 | |||
Shares Redeemed | (3,214,713) | (157,103,734) | (4,459,130) | (280,955,262) | |||
Net Increase (Decrease) | 3,136,539 | 168,706,115 | 4,155,701 | 254,062,626 | |||
Total Net Increase (Decrease) | 25,235,172 | $ 1,005,362,997 | 12,898,062 | $ 694,626,663 | |||
Healthcare Fund | |||||||
Class A | |||||||
Shares Sold | 670,659 | $ 25,625,037 | 1,918,507 | $ 82,032,094 | |||
Shares Issued for Reinvested Dividends | 2,140,947 | 82,554,933 | 2,232,980 | 90,190,081 | |||
Shares Redeemed | (1,455,870) | (55,662,109) | (2,567,935) | (109,917,953) | |||
Net Increase (Decrease) | 1,355,736 | 52,517,861 | 1,583,552 | 62,304,222 | |||
Class C | |||||||
Shares Sold | 133,055 | $ 3,739,599 | 368,990 | $ 11,716,851 | |||
Shares Issued for Reinvested Dividends | 637,952 | 17,422,458 | 743,990 | 22,349,458 | |||
Shares Redeemed | (707,772) | (19,129,182) | (1,445,763) | (46,040,790) | |||
Net Increase (Decrease) | 63,235 | 2,032,875 | (332,783) | (11,974,481) | |||
Class I | |||||||
Shares Sold | 868,490 | $ 35,777,309 | 2,309,673 | $ 105,781,014 | |||
Shares Issued for Reinvested Dividends | 894,258 | 37,379,994 | 924,714 | 40,077,121 | |||
Shares Redeemed | (2,093,701) | (86,319,484) | (2,209,353) | (101,145,679) | |||
Net Increase (Decrease) | (330,953) | (13,162,181) | 1,025,034 | 44,712,456 | |||
Class R3 | |||||||
Shares Sold | 67,130 | $ 2,618,285 | 151,226 | $ 6,683,795 | |||
Shares Issued for Reinvested Dividends | 76,658 | 3,032,585 | 90,203 | 3,742,540 | |||
Shares Redeemed | (138,363) | (5,424,030) | (270,146) | (11,931,278) | |||
Net Increase (Decrease) | 5,425 | 226,840 | (28,717) | (1,504,943) | |||
Class R4 | |||||||
Shares Sold | 57,662 | $ 2,451,713 | 134,157 | $ 6,296,937 | |||
Shares Issued for Reinvested Dividends | 45,986 | 1,974,634 | 58,738 | 2,616,195 | |||
Shares Redeemed | (107,416) | (4,543,451) | (229,273) | (10,763,007) | |||
Net Increase (Decrease) | (3,768) | (117,104) | (36,378) | (1,849,875) | |||
Class R5 | |||||||
Shares Sold | 24,369 | $ 1,088,855 | 79,162 | $ 3,961,571 | |||
Shares Issued for Reinvested Dividends | 22,562 | 1,042,154 | 25,326 | 1,201,964 | |||
Shares Redeemed | (46,317) | (2,140,842) | (89,603) | (4,495,885) | |||
Net Increase (Decrease) | 614 | (9,833) | 14,885 | 667,650 | |||
Class R6 | |||||||
Shares Sold | 25,595 | $ 1,203,120 | 55,913 | $ 2,913,413 | |||
Shares Issued for Reinvested Dividends | 10,556 | 497,706 | 9,082 | 438,736 | |||
Shares Redeemed | (17,931) | (823,867) | (32,048) | (1,696,505) | |||
Net Increase (Decrease) | 18,220 | 876,959 | 32,947 | 1,655,644 | |||
Class Y | |||||||
Shares Sold | 133,914 | $ 6,242,109 | 450,272 | $ 22,884,351 | |||
Shares Issued for Reinvested Dividends | 211,002 | 9,927,628 | 219,387 | 10,587,619 | |||
Shares Redeemed | (200,555) | (9,515,013) | (397,553) | (20,324,517) | |||
Net Increase (Decrease) | 144,361 | 6,654,724 | 272,106 | 13,147,453 | |||
Class F | |||||||
Shares Sold | 72,271 | $ 3,081,507 | 262,096 | $ 12,136,397 | |||
Shares Issued for Reinvested Dividends | 99,102 | 4,167,247 | 89,913 | 3,913,893 | |||
Shares Redeemed | (131,793) | (5,492,129) | (183,888) | (8,417,394) | |||
Net Increase (Decrease) | 39,580 | 1,756,625 | 168,121 | 7,632,896 | |||
Total Net Increase (Decrease) | 1,292,450 | $ 50,776,766 | 2,698,767 | $ 114,791,022 |
100 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
MidCap Fund | |||||||
Class A | |||||||
Shares Sold | 2,361,007 | $ 73,373,969 | 5,765,546 | $ 206,608,439 | |||
Shares Issued for Reinvested Dividends | 12,324,154 | 396,196,637 | 10,539,072 | 343,679,112 | |||
Shares Redeemed | (7,900,070) | (245,521,439) | (12,122,834) | (430,915,073) | |||
Net Increase (Decrease) | 6,785,091 | 224,049,167 | 4,181,784 | 119,372,478 | |||
Class C | |||||||
Shares Sold | 426,159 | $ 7,691,007 | 997,903 | $ 22,218,396 | |||
Shares Issued for Reinvested Dividends | 3,704,019 | 67,653,820 | 3,497,780 | 71,039,908 | |||
Shares Redeemed | (3,377,477) | (60,132,148) | (6,508,579) | (145,602,161) | |||
Net Increase (Decrease) | 752,701 | 15,212,679 | (2,012,896) | (52,343,857) | |||
Class I | |||||||
Shares Sold | 9,502,115 | $ 311,778,452 | 18,766,871 | $ 702,875,370 | |||
Shares Issued for Reinvested Dividends | 13,008,563 | 440,965,066 | 13,770,100 | 469,422,719 | |||
Shares Redeemed | (48,545,006) | (1,514,884,017) | (51,765,006) | (1,948,483,150) | |||
Net Increase (Decrease) | (26,034,328) | (762,140,499) | (19,228,035) | (776,185,061) | |||
Class R3 | |||||||
Shares Sold | 141,259 | $ 4,935,504 | 328,898 | $ 13,349,542 | |||
Shares Issued for Reinvested Dividends | 262,492 | 9,696,451 | 278,856 | 10,337,182 | |||
Shares Redeemed | (421,624) | (15,154,191) | (897,014) | (36,300,678) | |||
Net Increase (Decrease) | (17,873) | (522,236) | (289,260) | (12,613,954) | |||
Class R4 | |||||||
Shares Sold | 211,929 | $ 8,068,500 | 616,644 | $ 26,335,205 | |||
Shares Issued for Reinvested Dividends | 422,793 | 16,696,845 | 530,397 | 20,812,764 | |||
Shares Redeemed | (1,293,164) | (48,926,954) | (2,562,147) | (109,758,970) | |||
Net Increase (Decrease) | (658,442) | (24,161,609) | (1,415,106) | (62,611,001) | |||
Class R5 | |||||||
Shares Sold | 438,747 | $ 17,601,251 | 1,925,411 | $ 85,163,229 | |||
Shares Issued for Reinvested Dividends | 578,517 | 24,023,911 | 805,971 | 32,980,317 | |||
Shares Redeemed | (3,694,327) | (148,886,988) | (5,761,404) | (259,286,863) | |||
Net Increase (Decrease) | (2,677,063) | (107,261,826) | (3,030,022) | (141,143,317) | |||
Class R6 | |||||||
Shares Sold | 1,908,397 | $ 77,806,842 | 7,264,767 | $ 326,578,751 | |||
Shares Issued for Reinvested Dividends | 3,286,733 | 138,940,388 | 3,932,733 | 163,365,732 | |||
Shares Redeemed | (13,784,446) | (560,488,492) | (22,294,027) | (1,010,767,875) | |||
Net Increase (Decrease) | (8,589,316) | (343,741,262) | (11,096,527) | (520,823,392) | |||
Class Y | |||||||
Shares Sold | 2,088,747 | $ 85,447,414 | 4,103,182 | $ 185,837,048 | |||
Shares Issued for Reinvested Dividends | 1,893,699 | 79,823,910 | 2,564,133 | 106,283,299 | |||
Shares Redeemed | (6,252,421) | (254,012,420) | (16,202,137) | (733,248,509) | |||
Net Increase (Decrease) | (2,269,975) | (88,741,096) | (9,534,822) | (441,128,162) | |||
Class F | |||||||
Shares Sold | 6,027,145 | $ 197,474,823 | 11,833,195 | $ 445,587,914 | |||
Shares Issued for Reinvested Dividends | 8,831,655 | 301,449,778 | 7,742,034 | 265,242,076 | |||
Shares Redeemed | (10,315,009) | (338,053,147) | (20,970,331) | (786,132,834) | |||
Net Increase (Decrease) | 4,543,791 | 160,871,454 | (1,395,102) | (75,302,844) | |||
Total Net Increase (Decrease) | (28,165,414) | $ (926,435,228) | (43,819,986) | $ (1,962,779,110) | |||
MidCap Value Fund | |||||||
Class A | |||||||
Shares Sold | 1,545,416 | $ 27,166,761 | 2,474,862 | $ 41,495,746 | |||
Shares Issued for Reinvested Dividends | 1,489,117 | 25,795,951 | 56,642 | 831,510 | |||
Shares Redeemed | (1,229,069) | (21,738,933) | (2,543,440) | (41,457,915) | |||
Net Increase (Decrease) | 1,805,464 | 31,223,779 | (11,936) | 869,341 | |||
Class C | |||||||
Shares Sold | 60,254 | $ 816,950 | 43,557 | $ 579,493 | |||
Shares Issued for Reinvested Dividends | 59,365 | 792,527 | — | — | |||
Shares Redeemed | (116,385) | (1,579,185) | (405,320) | (5,295,304) | |||
Net Increase (Decrease) | 3,234 | 30,292 | (361,763) | (4,715,811) |
101 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 306,728 | $ 5,463,454 | 328,086 | $ 5,572,562 | |||
Shares Issued for Reinvested Dividends | 107,582 | 1,891,181 | 7,619 | 112,984 | |||
Shares Redeemed | (92,069) | (1,638,164) | (553,865) | (8,619,992) | |||
Net Increase (Decrease) | 322,241 | 5,716,471 | (218,160) | (2,934,446) | |||
Class R3 | |||||||
Shares Sold | 31,110 | $ 574,569 | 66,910 | $ 1,193,206 | |||
Shares Issued for Reinvested Dividends | 25,748 | 473,508 | — | — | |||
Shares Redeemed | (67,107) | (1,255,344) | (115,157) | (2,047,635) | |||
Net Increase (Decrease) | (10,249) | (207,267) | (48,247) | (854,429) | |||
Class R4 | |||||||
Shares Sold | 38,742 | $ 742,392 | 71,792 | $ 1,296,064 | |||
Shares Issued for Reinvested Dividends | 32,127 | 606,242 | 1,122 | 17,850 | |||
Shares Redeemed | (77,837) | (1,494,249) | (208,564) | (3,543,019) | |||
Net Increase (Decrease) | (6,968) | (145,615) | (135,650) | (2,229,105) | |||
Class R5 | |||||||
Shares Sold | 5,069 | $ 96,168 | 7,217 | $ 128,610 | |||
Shares Issued for Reinvested Dividends | 7,462 | 143,466 | 586 | 9,446 | |||
Shares Redeemed | (15,319) | (292,147) | (6,437) | (116,999) | |||
Net Increase (Decrease) | (2,788) | (52,513) | 1,366 | 21,057 | |||
Class Y | |||||||
Shares Sold | 115,125 | $ 2,238,981 | 473,420 | $ 8,111,667 | |||
Shares Issued for Reinvested Dividends | 52,960 | 1,020,918 | 5,606 | 90,649 | |||
Shares Redeemed | (89,528) | (1,744,675) | (457,356) | (8,763,398) | |||
Net Increase (Decrease) | 78,557 | 1,515,224 | 21,670 | (561,082) | |||
Class F | |||||||
Shares Sold | 3,019,067 | $ 53,862,213 | 5,244,142 | $ 88,440,237 | |||
Shares Issued for Reinvested Dividends | 1,871,906 | 32,929,211 | 163,610 | 2,424,705 | |||
Shares Redeemed | (2,593,479) | (46,369,624) | (5,585,121) | (92,716,247) | |||
Net Increase (Decrease) | 2,297,494 | 40,421,800 | (177,369) | (1,851,305) | |||
Total Net Increase (Decrease) | 4,486,985 | $ 78,502,171 | (930,089) | $ (12,255,780) | |||
Quality Value Fund | |||||||
Class A | |||||||
Shares Sold | 316,335 | $ 8,021,038 | 434,273 | $ 10,311,005 | |||
Shares Issued for Reinvested Dividends | 446,698 | 11,224,276 | 151,354 | 3,182,978 | |||
Shares Redeemed | (450,978) | (11,495,390) | (947,815) | (22,212,834) | |||
Net Increase (Decrease) | 312,055 | 7,749,924 | (362,188) | (8,718,851) | |||
Class C | |||||||
Shares Sold | 55,484 | $ 1,189,227 | 29,926 | $ 594,579 | |||
Shares Issued for Reinvested Dividends | 10,099 | 212,267 | 3,530 | 63,188 | |||
Shares Redeemed | (28,776) | (616,892) | (113,368) | (2,261,575) | |||
Net Increase (Decrease) | 36,807 | 784,602 | (79,912) | (1,603,808) | |||
Class I | |||||||
Shares Sold | 284,849 | $ 7,125,169 | 278,233 | $ 6,680,247 | |||
Shares Issued for Reinvested Dividends | 55,812 | 1,383,295 | 14,220 | 294,345 | |||
Shares Redeemed | (54,176) | (1,356,186) | (110,028) | (2,556,620) | |||
Net Increase (Decrease) | 286,485 | 7,152,278 | 182,425 | 4,417,972 | |||
Class R3 | |||||||
Shares Sold | 1,279 | $ 33,127 | 4,235 | $ 100,111 | |||
Shares Issued for Reinvested Dividends | 2,504 | 64,011 | 828 | 17,729 | |||
Shares Redeemed | (3,880) | (100,689) | (9,137) | (220,510) | |||
Net Increase (Decrease) | (97) | (3,551) | (4,074) | (102,670) | |||
Class R4 | |||||||
Shares Sold | 12,727 | $ 332,914 | 44,905 | $ 1,069,168 | |||
Shares Issued for Reinvested Dividends | 10,678 | 276,389 | 4,243 | 91,734 | |||
Shares Redeemed | (16,934) | (453,309) | (75,589) | (1,855,079) | |||
Net Increase (Decrease) | 6,471 | 155,994 | (26,441) | (694,177) |
102 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 224 | $ 5,859 | 123 | $ 3,003 | |||
Shares Issued for Reinvested Dividends | 763 | 19,958 | 265 | 5,775 | |||
Shares Redeemed | (24) | (632) | (64) | (1,603) | |||
Net Increase (Decrease) | 963 | 25,185 | 324 | 7,175 | |||
Class R6 | |||||||
Shares Sold | 480,811 | $ 12,799,462 | 5,718 | $ 131,614 | |||
Shares Issued for Reinvested Dividends | 627 | 16,459 | 536 | 11,697 | |||
Shares Redeemed | (4,146) | (109,528) | (21,890) | (567,870) | |||
Net Increase (Decrease) | 477,292 | 12,706,393 | (15,636) | (424,559) | |||
Class Y | |||||||
Shares Sold | 41,879 | $ 1,079,480 | 46,187 | $ 1,183,352 | |||
Shares Issued for Reinvested Dividends | 3,465 | 90,618 | 473 | 10,318 | |||
Shares Redeemed | (3,032) | (79,682) | (2,267) | (57,102) | |||
Net Increase (Decrease) | 42,312 | 1,090,416 | 44,393 | 1,136,568 | |||
Class F | |||||||
Shares Sold | 28,424 | $ 706,287 | 64,383 | $ 1,454,799 | |||
Shares Issued for Reinvested Dividends | 32,704 | 807,377 | 12,550 | 258,522 | |||
Shares Redeemed | (42,485) | (1,062,396) | (95,500) | (2,207,875) | |||
Net Increase (Decrease) | 18,643 | 451,268 | (18,567) | (494,554) | |||
Total Net Increase (Decrease) | 1,180,931 | $ 30,112,509 | (279,676) | $ (6,476,904) | |||
Small Cap Growth Fund | |||||||
Class A | |||||||
Shares Sold | 141,534 | $ 6,673,266 | 242,684 | $ 15,163,953 | |||
Shares Issued for Reinvested Dividends | 954,163 | 46,858,948 | 280,755 | 16,331,511 | |||
Shares Redeemed | (335,049) | (15,829,200) | (441,435) | (27,592,119) | |||
Net Increase (Decrease) | 760,648 | 37,703,014 | 82,004 | 3,903,345 | |||
Class C | |||||||
Shares Sold | 10,840 | $ 267,728 | 18,046 | $ 723,868 | |||
Shares Issued for Reinvested Dividends | 82,922 | 2,226,460 | 40,883 | 1,524,921 | |||
Shares Redeemed | (128,935) | (3,325,155) | (223,022) | (8,907,111) | |||
Net Increase (Decrease) | (35,173) | (830,967) | (164,093) | (6,658,322) | |||
Class I | |||||||
Shares Sold | 320,007 | $ 17,162,977 | 356,881 | $ 23,938,090 | |||
Shares Issued for Reinvested Dividends | 399,352 | 21,181,649 | 118,956 | 7,339,599 | |||
Shares Redeemed | (571,344) | (29,056,133) | (555,069) | (36,106,911) | |||
Net Increase (Decrease) | 148,015 | 9,288,493 | (79,232) | (4,829,222) | |||
Class R3 | |||||||
Shares Sold | 18,735 | $ 833,749 | 34,992 | $ 2,097,739 | |||
Shares Issued for Reinvested Dividends | 33,647 | 1,607,651 | 11,592 | 661,760 | |||
Shares Redeemed | (18,112) | (865,517) | (58,869) | (3,639,902) | |||
Net Increase (Decrease) | 34,270 | 1,575,883 | (12,285) | (880,403) | |||
Class R4 | |||||||
Shares Sold | 28,080 | $ 1,382,706 | 89,389 | $ 5,836,584 | |||
Shares Issued for Reinvested Dividends | 66,764 | 3,474,411 | 32,051 | 1,953,808 | |||
Shares Redeemed | (83,931) | (4,206,573) | (392,229) | (25,488,142) | |||
Net Increase (Decrease) | 10,913 | 650,544 | (270,789) | (17,697,750) | |||
Class R5 | |||||||
Shares Sold | 67,016 | $ 3,718,519 | 262,369 | $ 18,020,843 | |||
Shares Issued for Reinvested Dividends | 209,364 | 11,873,046 | 80,046 | 5,219,014 | |||
Shares Redeemed | (389,337) | (24,080,453) | (408,838) | (28,555,099) | |||
Net Increase (Decrease) | (112,957) | (8,488,888) | (66,423) | (5,315,242) | |||
Class R6 | |||||||
Shares Sold | 364,531 | $ 19,851,310 | 334,847 | $ 23,790,157 | |||
Shares Issued for Reinvested Dividends | 231,730 | 13,451,895 | 90,910 | 6,035,522 | |||
Shares Redeemed | (188,552) | (11,332,021) | (666,499) | (47,474,079) | |||
Net Increase (Decrease) | 407,709 | 21,971,184 | (240,742) | (17,648,400) |
103 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 470,104 | $ 25,956,297 | 710,508 | $ 50,782,835 | |||
Shares Issued for Reinvested Dividends | 629,402 | 36,511,588 | 243,023 | 16,134,292 | |||
Shares Redeemed | (1,155,657) | (66,722,007) | (1,739,428) | (123,651,652) | |||
Net Increase (Decrease) | (56,151) | (4,254,122) | (785,897) | (56,734,525) | |||
Class F | |||||||
Shares Sold | 99,929 | $ 5,128,393 | 272,698 | $ 18,053,254 | |||
Shares Issued for Reinvested Dividends | 111,234 | 5,943,226 | 51,104 | 3,169,442 | |||
Shares Redeemed | (39,914) | (2,337,292) | (613,475) | (41,379,020) | |||
Net Increase (Decrease) | 171,249 | 8,734,327 | (289,673) | (20,156,324) | |||
Total Net Increase (Decrease) | 1,328,523 | $ 66,349,468 | (1,827,130) | $ (126,016,843) | |||
Small Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 411,672 | $ 5,347,447 | 1,188,590 | $ 15,684,280 | |||
Shares Issued for Reinvested Dividends | 301,029 | 3,859,002 | 34,939 | 359,520 | |||
Shares Redeemed | (408,165) | (5,135,025) | (750,779) | (9,444,203) | |||
Net Increase (Decrease) | 304,536 | 4,071,424 | 472,750 | 6,599,597 | |||
Class C | |||||||
Shares Sold | 25,775 | $ 283,465 | 108,329 | $ 1,209,656 | |||
Shares Issued for Reinvested Dividends | 18,966 | 206,536 | 441 | 3,924 | |||
Shares Redeemed | (51,517) | (564,852) | (122,556) | (1,345,622) | |||
Net Increase (Decrease) | (6,776) | (74,851) | (13,786) | (132,042) | |||
Class I | |||||||
Shares Sold | 563,505 | $ 7,117,059 | 2,537,268 | $ 33,866,723 | |||
Shares Issued for Reinvested Dividends | 175,561 | 2,258,974 | 5,247 | 53,996 | |||
Shares Redeemed | (386,543) | (4,909,812) | (437,736) | (5,819,619) | |||
Net Increase (Decrease) | 352,523 | 4,466,221 | 2,104,779 | 28,101,100 | |||
Class R3 | |||||||
Shares Sold | 8,951 | $ 118,703 | 29,282 | $ 397,377 | |||
Shares Issued for Reinvested Dividends | 4,272 | 57,161 | 326 | 3,498 | |||
Shares Redeemed | (1,001) | (12,943) | (15,655) | (197,530) | |||
Net Increase (Decrease) | 12,222 | 162,921 | 13,953 | 203,345 | |||
Class R4 | |||||||
Shares Sold | 13,453 | $ 178,010 | 822 | $ 11,178 | |||
Shares Issued for Reinvested Dividends | 250 | 3,408 | 33 | 362 | |||
Shares Redeemed | (188) | (2,399) | (584) | (8,365) | |||
Net Increase (Decrease) | 13,515 | 179,019 | 271 | 3,175 | |||
Class R5 | |||||||
Shares Sold | 139,797 | $ 1,900,433 | 3,061 | $ 44,058 | |||
Shares Issued for Reinvested Dividends | 119 | 1,609 | 14 | 148 | |||
Shares Redeemed | (2,292) | (29,455) | (2,457) | (34,282) | |||
Net Increase (Decrease) | 137,624 | 1,872,587 | 618 | 9,924 | |||
Class R6 | |||||||
Shares Sold | 533,778 | $ 7,253,468 | 88,436 | $ 1,245,447 | |||
Shares Issued for Reinvested Dividends | 15,967 | 216,927 | 357 | 3,866 | |||
Shares Redeemed | (68,564) | (905,409) | (9,262) | (115,115) | |||
Net Increase (Decrease) | 481,181 | 6,564,986 | 79,531 | 1,134,198 | |||
Class Y | |||||||
Shares Sold | 122,758 | $ 1,638,265 | 124,042 | $ 1,700,660 | |||
Shares Issued for Reinvested Dividends | 9,047 | 122,651 | 342 | 3,688 | |||
Shares Redeemed | (28,462) | (391,280) | (14,694) | (205,546) | |||
Net Increase (Decrease) | 103,343 | 1,369,636 | 109,690 | 1,498,802 | |||
Class F | |||||||
Shares Sold | 749,084 | $ 9,369,122 | 2,116,114 | $ 27,975,721 | |||
Shares Issued for Reinvested Dividends | 397,291 | 5,111,133 | 64,774 | 665,880 | |||
Shares Redeemed | (3,203,232) | (41,830,081) | (1,320,995) | (15,530,755) | |||
Net Increase (Decrease) | (2,056,857) | (27,349,826) | 859,893 | 13,110,846 | |||
Total Net Increase (Decrease) | (658,689) | $ (8,737,883) | 3,627,699 | $ 50,528,945 |
104 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Small Company Fund | |||||||
Class A | |||||||
Shares Sold | 962,328 | $ 20,539,719 | 1,809,812 | $ 54,140,187 | |||
Shares Issued for Reinvested Dividends | 4,820,379 | 106,674,987 | 1,517,800 | 41,967,161 | |||
Shares Redeemed | (1,804,966) | (39,190,037) | (1,970,509) | (58,538,530) | |||
Net Increase (Decrease) | 3,977,741 | 88,024,669 | 1,357,103 | 37,568,818 | |||
Class C | |||||||
Shares Sold | 19,213 | $ 201,868 | 105,496 | $ 1,863,781 | |||
Shares Issued for Reinvested Dividends | 334,733 | 3,410,930 | 98,681 | 1,604,546 | |||
Shares Redeemed | (155,666) | (1,534,325) | (243,229) | (4,261,364) | |||
Net Increase (Decrease) | 198,280 | 2,078,473 | (39,052) | (793,037) | |||
Class I | |||||||
Shares Sold | 449,169 | $ 10,655,627 | 722,263 | $ 23,465,518 | |||
Shares Issued for Reinvested Dividends | 469,224 | 11,477,212 | 113,755 | 3,392,187 | |||
Shares Redeemed | (584,542) | (13,323,421) | (329,416) | (10,447,336) | |||
Net Increase (Decrease) | 333,851 | 8,809,418 | 506,602 | 16,410,369 | |||
Class R3 | |||||||
Shares Sold | 66,374 | $ 1,520,158 | 136,144 | $ 4,520,959 | |||
Shares Issued for Reinvested Dividends | 119,201 | 2,994,327 | 45,509 | 1,394,856 | |||
Shares Redeemed | (89,288) | (2,089,878) | (217,034) | (7,087,863) | |||
Net Increase (Decrease) | 96,287 | 2,424,607 | (35,381) | (1,172,048) | |||
Class R4 | |||||||
Shares Sold | 35,287 | $ 924,675 | 130,342 | $ 4,726,037 | |||
Shares Issued for Reinvested Dividends | 93,263 | 2,607,622 | 37,589 | 1,251,351 | |||
Shares Redeemed | (100,803) | (2,803,254) | (189,059) | (6,753,577) | |||
Net Increase (Decrease) | 27,747 | 729,043 | (21,128) | (776,189) | |||
Class R5 | |||||||
Shares Sold | 45,151 | $ 1,338,470 | 84,862 | $ 3,272,537 | |||
Shares Issued for Reinvested Dividends | 34,948 | 1,072,566 | 10,551 | 377,953 | |||
Shares Redeemed | (44,582) | (1,353,567) | (44,399) | (1,705,756) | |||
Net Increase (Decrease) | 35,517 | 1,057,469 | 51,014 | 1,944,734 | |||
Class R6 | |||||||
Shares Sold | 55,209 | $ 1,583,798 | 129,943 | $ 5,123,929 | |||
Shares Issued for Reinvested Dividends | 29,818 | 945,536 | 3,508 | 128,962 | |||
Shares Redeemed | (17,359) | (546,584) | (32,019) | (1,254,201) | |||
Net Increase (Decrease) | 67,668 | 1,982,750 | 101,432 | 3,998,690 | |||
Class Y | |||||||
Shares Sold | 150,049 | $ 4,702,346 | 2,592,104 | $ 111,577,676 | |||
Shares Issued for Reinvested Dividends | 235,140 | 7,437,476 | 47,078 | 1,728,226 | |||
Shares Redeemed | (626,568) | (17,847,390) | (2,109,893) | (87,145,029) | |||
Net Increase (Decrease) | (241,379) | (5,707,568) | 529,289 | 26,160,873 | |||
Class F | |||||||
Shares Sold | 2,066,387 | $ 48,330,954 | 3,078,986 | $ 99,109,263 | |||
Shares Issued for Reinvested Dividends | 2,680,211 | 66,254,813 | 808,547 | 24,288,757 | |||
Shares Redeemed | (2,129,612) | (51,521,545) | (2,624,084) | (85,717,671) | |||
Net Increase (Decrease) | 2,616,986 | 63,064,222 | 1,263,449 | 37,680,349 | |||
Total Net Increase (Decrease) | 7,112,698 | $ 162,463,083 | 3,713,328 | $ 121,022,559 |
14. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2021 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2022, none of the Funds had borrowings under this facility. |
105 |
April 30, 2022 (Unaudited)
15. | Indemnifications: |
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
16. | Subsequent Events: |
In connection with the preparation of the financial statements of the Funds as of and for the period ended April 30, 2022, events and transactions subsequent to April 30, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. | |
Effective June 22, 2022, The Hartford MidCap Value Fund has registered Class R6 shares. |
106 |
107 |
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Global Equity Funds
■ Hartford Climate Opportunities Fund |
■ Hartford Emerging Markets Equity Fund |
■ Hartford Global Impact Fund |
■ Hartford International Equity Fund |
■ The Hartford International Growth Fund |
■ The Hartford International Opportunities Fund |
■ The Hartford International Value Fund |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 02/29/2016 Sub-advised by Wellington Management Company LLP (“Wellington Management”) and Schroder Investment Management North America Inc. (Schroder Investment Management North America Limited serves as a sub-sub-adviser) | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -16.38% | -11.33% | 10.59% | 12.65% |
Class A4 | -20.98% | -16.21% | 9.35% | 11.62% |
Class C3 | -16.72% | -12.06% | 10.22% | 12.19% |
Class C5 | -17.52% | -12.90% | 10.22% | 12.19% |
Class I3 | -16.26% | -11.07% | 10.91% | 12.97% |
Class R33 | -16.33% | -11.30% | 10.92% | 12.86% |
Class R43 | -16.25% | -11.16% | 10.81% | 12.81% |
Class R53 | -16.25% | -11.08% | 10.91% | 12.95% |
Class R63 | -16.20% | -10.96% | 11.05% | 13.08% |
Class Y3 | -16.21% | -11.00% | 10.99% | 13.02% |
Class F3 | -16.22% | -10.92% | 11.03% | 13.05% |
MSCI ACWI Index (Net) | -11.63% | -5.44% | 9.46% | 11.64% |
1 | Not annualized. |
2 | Inception: 02/29/2016 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 5.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.23% | 1.19% |
Class C | 2.06% | 1.94% |
Class I | 0.96% | 0.89% |
Class R3 | 1.56% | 1.41% |
Class R4 | 1.26% | 1.11% |
Class R5 | 0.96% | 0.81% |
Class R6 | 0.84% | 0.69% |
Class Y | 0.95% | 0.79% |
Class F | 0.84% | 0.69% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.3% |
Consumer Discretionary | 7.7 |
Consumer Staples | 3.9 |
Energy | 0.2 |
Financials | 5.5 |
Health Care | 1.4 |
Industrials | 35.2 |
Information Technology | 13.8 |
Materials | 5.3 |
Real Estate | 2.8 |
Utilities | 18.5 |
Total | 96.6% |
Short-Term Investments | 3.0 |
Other Assets & Liabilities | 0.4 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 05/31/2011 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -13.25% | -16.03% | 3.55% | 3.17% |
Class A3 | -18.02% | -20.65% | 2.39% | 2.59% |
Class C2 | -13.54% | -16.66% | 2.74% | 2.41% |
Class C4 | -14.39% | -17.49% | 2.74% | 2.41% |
Class I2 | -13.04% | -15.75% | 3.89% | 3.54% |
Class R32 | -13.35% | -16.21% | 3.27% | 2.92% |
Class R42 | -13.27% | -16.07% | 3.58% | 3.20% |
Class R52 | -13.01% | -15.90% | 3.84% | 3.44% |
Class R62 | -13.02% | -15.58% | 4.03% | 3.64% |
Class Y2 | -13.07% | -15.71% | 3.92% | 3.59% |
Class F2 | -13.01% | -15.67% | 4.02% | 3.60% |
MSCI Emerging Markets Index (Net) | -14.15% | -18.33% | 4.32% | 2.89% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.44% | 1.44% |
Class C | 2.27% | 2.20% |
Class I | 1.12% | 1.12% |
Class R3 | 1.74% | 1.70% |
Class R4 | 1.44% | 1.44% |
Class R5 | 1.14% | 1.14% |
Class R6 | 1.02% | 0.98% |
Class Y | 1.13% | 1.10% |
Class F | 1.02% | 0.98% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.3% |
Consumer Discretionary | 14.1 |
Consumer Staples | 4.4 |
Energy | 4.6 |
Financials | 24.3 |
Health Care | 4.3 |
Industrials | 4.0 |
Information Technology | 19.5 |
Materials | 7.3 |
Real Estate | 2.8 |
Utilities | 2.5 |
Total | 96.1% |
Short-Term Investments | 3.2 |
Other Assets & Liabilities | 0.7 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
3 |
April 30, 2022 (Unaudited)
Inception 02/28/2017 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -18.72% | -13.41% | 10.42% | 10.63% |
Class A4 | -23.19% | -18.17% | 9.17% | 9.43% |
Class C3 | -19.01% | -14.04% | 9.73% | 9.92% |
Class C5 | -19.80% | -14.88% | 9.73% | 9.92% |
Class I3 | -18.57% | -13.13% | 10.84% | 11.04% |
Class R33 | -18.76% | -13.56% | 10.35% | 10.57% |
Class R43 | -18.64% | -13.31% | 10.56% | 10.77% |
Class R53 | -18.54% | -13.05% | 10.82% | 11.02% |
Class R63 | -18.48% | -12.94% | 10.95% | 11.15% |
Class Y3 | -18.54% | -13.06% | 10.91% | 11.11% |
Class F3 | -18.53% | -12.98% | 10.96% | 11.16% |
MSCI ACWI Index (Net) | -11.63% | -5.44% | 9.46% | 9.72% |
1 | Not annualized. |
2 | Inception: 02/28/2017 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 5.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.32% | 1.19% |
Class C | 2.09% | 1.94% |
Class I | 0.94% | 0.89% |
Class R3 | 1.54% | 1.41% |
Class R4 | 1.24% | 1.11% |
Class R5 | 0.96% | 0.81% |
Class R6 | 0.84% | 0.69% |
Class Y | 0.95% | 0.79% |
Class F | 0.84% | 0.69% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 5.8% |
Consumer Discretionary | 6.5 |
Consumer Staples | 2.7 |
Financials | 8.9 |
Health Care | 17.3 |
Industrials | 18.7 |
Information Technology | 16.2 |
Materials | 4.2 |
Real Estate | 9.2 |
Utilities | 5.0 |
Total | 94.5% |
Short-Term Investments | 5.8 |
Other Assets & Liabilities | (0.3) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
4 |
April 30, 2022 (Unaudited)
Inception 06/30/2008 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -12.70% | -12.97% | 3.46% | 4.87% |
Class A3 | -17.50% | -17.76% | 2.29% | 4.28% |
Class C2 | -13.14% | -13.69% | 2.65% | 4.07% |
Class C4 | -13.99% | -14.53% | 2.65% | 4.07% |
Class I2 | -12.61% | -12.68% | 3.80% | 5.23% |
Class R32 | -12.88% | -13.22% | 3.16% | 4.59% |
Class R42 | -12.72% | -12.99% | 3.45% | 4.89% |
Class R52 | -12.61% | -12.77% | 3.84% | 5.19% |
Class R62 | -12.55% | -12.61% | 4.02% | 5.38% |
Class Y2 | -12.56% | -12.69% | 3.88% | 5.31% |
Class F2 | -12.54% | -12.60% | 3.94% | 5.31% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.94% | 0.94% |
Class C | 1.72% | 1.72% |
Class I | 0.61% | 0.61% |
Class R3 | 1.24% | 1.24% |
Class R4 | 0.94% | 0.94% |
Class R5 | 0.63% | 0.63% |
Class R6 | 0.53% | 0.53% |
Class Y | 0.63% | 0.63% |
Class F | 0.52% | 0.52% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.5% |
Consumer Discretionary | 11.9 |
Consumer Staples | 9.5 |
Energy | 4.9 |
Financials | 17.4 |
Health Care | 8.8 |
Industrials | 14.9 |
Information Technology | 11.4 |
Materials | 5.9 |
Real Estate | 2.3 |
Utilities | 2.3 |
Total | 97.8% |
Short-Term Investments | 4.3 |
Other Assets & Liabilities | (2.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (Unaudited)
Inception 04/30/2001 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -24.87% | -24.68% | 4.61% | 5.75% |
Class A3 | -29.00% | -28.82% | 3.43% | 5.15% |
Class C2 | -25.14% | -25.27% | 3.83% | 4.96% |
Class C4 | -25.88% | -26.01% | 3.83% | 4.96% |
Class I2 | -24.81% | -24.50% | 4.92% | 6.09% |
Class R32 | -24.98% | -24.91% | 4.32% | 5.52% |
Class R42 | -24.90% | -24.71% | 4.61% | 5.82% |
Class R52 | -24.78% | -24.48% | 4.93% | 6.15% |
Class R62 | -24.72% | -24.39% | 5.06% | 6.24% |
Class Y2 | -24.72% | -24.42% | 4.98% | 6.20% |
Class F2 | -24.75% | -24.40% | 5.05% | 6.15% |
MSCI ACWI ex USA Growth Index (Net) | -18.00% | -16.23% | 6.32% | 5.95% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.26% | 1.26% |
Class C | 2.09% | 2.05% |
Class I | 1.04% | 0.98% |
Class R3 | 1.56% | 1.56% |
Class R4 | 1.26% | 1.26% |
Class R5 | 0.95% | 0.95% |
Class R6 | 0.85% | 0.85% |
Class Y | 0.95% | 0.95% |
Class F | 0.84% | 0.84% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 9.3% |
Consumer Discretionary | 17.7 |
Consumer Staples | 7.3 |
Energy | 2.9 |
Financials | 7.7 |
Health Care | 6.2 |
Industrials | 15.7 |
Information Technology | 23.4 |
Materials | 5.6 |
Total | 95.8% |
Short-Term Investments | 5.7 |
Other Assets & Liabilities | (1.5) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
6 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -15.46% | -12.28% | 4.79% | 5.60% |
Class A3 | -20.11% | -17.10% | 3.61% | 5.01% |
Class C2 | -15.75% | -12.90% | 4.00% | 4.82% |
Class C4 | -16.51% | -13.68% | 4.00% | 4.82% |
Class I2 | -15.33% | -11.99% | 5.11% | 5.95% |
Class R32 | -15.57% | -12.53% | 4.48% | 5.32% |
Class R42 | -15.46% | -12.27% | 4.79% | 5.64% |
Class R52 | -15.31% | -11.99% | 5.11% | 5.96% |
Class R62 | -15.30% | -11.92% | 5.22% | 6.06% |
Class Y2 | -15.32% | -11.97% | 5.15% | 6.04% |
Class F2 | -15.30% | -11.88% | 5.23% | 6.01% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.07% | 1.07% |
Class C | 1.84% | 1.84% |
Class I | 0.77% | 0.77% |
Class R3 | 1.40% | 1.40% |
Class R4 | 1.10% | 1.10% |
Class R5 | 0.79% | 0.79% |
Class R6 | 0.69% | 0.69% |
Class Y | 0.79% | 0.77% |
Class F | 0.68% | 0.68% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.8% |
Consumer Discretionary | 7.9 |
Consumer Staples | 8.3 |
Energy | 7.5 |
Financials | 17.3 |
Health Care | 10.0 |
Industrials | 14.1 |
Information Technology | 11.2 |
Materials | 8.7 |
Real Estate | 5.1 |
Utilities | 4.2 |
Total | 96.1% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
7 |
April 30, 2022 (Unaudited)
Inception 05/28/2010 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -7.07% | -1.94% | 3.03% | 6.56% |
Class A3 | -12.18% | -7.34% | 1.88% | 5.96% |
Class C2 | -7.50% | -2.68% | 2.28% | 5.81% |
Class C4 | -8.40% | -3.63% | 2.28% | 5.81% |
Class I2 | -7.00% | -1.71% | 3.33% | 6.91% |
Class R32 | -7.23% | -2.30% | 2.68% | 6.25% |
Class R42 | -7.10% | -1.96% | 2.99% | 6.57% |
Class R52 | -6.98% | -1.64% | 3.32% | 6.91% |
Class R62 | -6.92% | -1.58% | 3.42% | 7.17% |
Class Y2 | -6.97% | -1.63% | 3.37% | 7.14% |
Class F2 | -6.97% | -1.62% | 3.43% | 6.96% |
MSCI EAFE Value Index (Net) | -5.14% | -3.53% | 2.68% | 4.65% |
MSCI EAFE Index (Net) | -11.80% | -8.15% | 4.77% | 5.77% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.22% | 1.22% |
Class C | 1.97% | 1.97% |
Class I | 0.95% | 0.93% |
Class R3 | 1.56% | 1.56% |
Class R4 | 1.26% | 1.26% |
Class R5 | 0.94% | 0.94% |
Class R6 | 0.84% | 0.84% |
Class Y | 0.91% | 0.91% |
Class F | 0.84% | 0.84% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class I. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 7.7% |
Consumer Discretionary | 12.0 |
Consumer Staples | 3.9 |
Energy | 11.1 |
Financials | 25.6 |
Health Care | 5.9 |
Industrials | 13.7 |
Information Technology | 4.1 |
Materials | 8.1 |
Real Estate | 2.2 |
Utilities | 2.0 |
Total | 96.3% |
Short-Term Investments | 5.7 |
Other Assets & Liabilities | (2.0) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
8 |
MSCI ACWI (All Country World) ex USA Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed market countries (excluding the US) and emerging market countries. |
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries. |
MSCI ACWI (All Country World) Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets and emerging markets countries. |
MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed market countries, excluding the US and Canada. |
MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed market countries, excluding the US and Canada. |
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries. |
9 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Climate Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 836.20 | $ 5.33 | $ 1,000.00 | $ 1,018.99 | $ 5.86 | 1.17% | ||||||
Class C | $ 1,000.00 | $ 832.80 | $ 8.81 | $ 1,000.00 | $ 1,015.17 | $ 9.69 | 1.94% | ||||||
Class I | $ 1,000.00 | $ 837.40 | $ 4.06 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 836.70 | $ 4.83 | $ 1,000.00 | $ 1,019.54 | $ 5.31 | 1.06% | ||||||
Class R4 | $ 1,000.00 | $ 837.50 | $ 4.33 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class R5 | $ 1,000.00 | $ 837.50 | $ 3.69 | $ 1,000.00 | $ 1,020.78 | $ 4.06 | 0.81% | ||||||
Class R6 | $ 1,000.00 | $ 838.00 | $ 3.14 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class Y | $ 1,000.00 | $ 837.90 | $ 3.60 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Class F | $ 1,000.00 | $ 837.80 | $ 3.14 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Hartford Emerging Markets Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 867.50 | $ 6.72 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class C | $ 1,000.00 | $ 864.60 | $ 10.17 | $ 1,000.00 | $ 1,013.88 | $ 10.99 | 2.20% | ||||||
Class I | $ 1,000.00 | $ 869.60 | $ ��5.24 | $ 1,000.00 | $ 1,019.19 | $ 5.66 | 1.13% | ||||||
Class R3 | $ 1,000.00 | $ 866.50 | $ 7.87 | $ 1,000.00 | $ 1,016.36 | $ 8.50 | 1.70% | ||||||
Class R4 | $ 1,000.00 | $ 867.30 | $ 6.67 | $ 1,000.00 | $ 1,017.65 | $ 7.20 | 1.44% | ||||||
Class R5 | $ 1,000.00 | $ 869.90 | $ 5.29 | $ 1,000.00 | $ 1,019.14 | $ 5.71 | 1.14% | ||||||
Class R6 | $ 1,000.00 | $ 869.80 | $ 4.54 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% | ||||||
Class Y | $ 1,000.00 | $ 869.30 | $ 5.10 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class F | $ 1,000.00 | $ 869.90 | $ 4.54 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% |
10 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Global Impact Fund | |||||||||||||
Class A | $ 1,000.00 | $ 812.80 | $ 5.35 | $ 1,000.00 | $ 1,018.89 | $ 5.96 | 1.19% | ||||||
Class C | $ 1,000.00 | $ 809.90 | $ 8.71 | $ 1,000.00 | $ 1,015.17 | $ 9.69 | 1.94% | ||||||
Class I | $ 1,000.00 | $ 814.30 | $ 3.91 | $ 1,000.00 | $ 1,020.48 | $ 4.36 | 0.87% | ||||||
Class R3 | $ 1,000.00 | $ 812.40 | $ 6.33 | $ 1,000.00 | $ 1,017.80 | $ 7.05 | 1.41% | ||||||
Class R4 | $ 1,000.00 | $ 813.60 | $ 4.99 | $ 1,000.00 | $ 1,019.29 | $ 5.56 | 1.11% | ||||||
Class R5 | $ 1,000.00 | $ 814.60 | $ 3.64 | $ 1,000.00 | $ 1,020.78 | $ 4.06 | 0.81% | ||||||
Class R6 | $ 1,000.00 | $ 815.20 | $ 3.11 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class Y | $ 1,000.00 | $ 814.60 | $ 3.55 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Class F | $ 1,000.00 | $ 814.70 | $ 3.10 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Hartford International Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 873.00 | $ 4.37 | $ 1,000.00 | $ 1,020.13 | $ 4.71 | 0.94% | ||||||
Class C | $ 1,000.00 | $ 868.60 | $ 8.15 | $ 1,000.00 | $ 1,016.07 | $ 8.80 | 1.76% | ||||||
Class I | $ 1,000.00 | $ 874.60 | $ 2.93 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R3 | $ 1,000.00 | $ 871.80 | $ 5.76 | $ 1,000.00 | $ 1,018.65 | $ 6.21 | 1.24% | ||||||
Class R4 | $ 1,000.00 | $ 872.80 | $ 4.41 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class R5 | $ 1,000.00 | $ 873.90 | $ 2.97 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class R6 | $ 1,000.00 | $ 874.50 | $ 2.46 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Class Y | $ 1,000.00 | $ 874.40 | $ 2.93 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class F | $ 1,000.00 | $ 874.60 | $ 2.46 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
The Hartford International Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 751.30 | $ 5.56 | $ 1,000.00 | $ 1,018.45 | $ 6.41 | 1.28% | ||||||
Class C | $ 1,000.00 | $ 748.60 | $ 8.88 | $ 1,000.00 | $ 1,014.63 | $ 10.24 | 2.05% | ||||||
Class I | $ 1,000.00 | $ 751.90 | $ 4.34 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class R3 | $ 1,000.00 | $ 750.20 | $ 6.77 | $ 1,000.00 | $ 1,017.06 | $ 7.80 | 1.56% | ||||||
Class R4 | $ 1,000.00 | $ 751.00 | $ 5.52 | $ 1,000.00 | $ 1,018.50 | $ 6.36 | 1.27% | ||||||
Class R5 | $ 1,000.00 | $ 752.20 | $ 4.21 | $ 1,000.00 | $ 1,019.98 | $ 4.86 | 0.97% | ||||||
Class R6 | $ 1,000.00 | $ 752.80 | $ 3.69 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class Y | $ 1,000.00 | $ 752.80 | $ 4.13 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class F | $ 1,000.00 | $ 752.50 | $ 3.69 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
The Hartford International Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 845.90 | $ 4.90 | $ 1,000.00 | $ 1,019.49 | $ 5.36 | 1.07% | ||||||
Class C | $ 1,000.00 | $ 842.50 | $ 8.45 | $ 1,000.00 | $ 1,015.62 | $ 9.25 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 846.70 | $ 3.52 | $ 1,000.00 | $ 1,020.98 | $ 3.86 | 0.77% | ||||||
Class R3 | $ 1,000.00 | $ 844.30 | $ 6.40 | $ 1,000.00 | $ 1,017.85 | $ 7.00 | 1.40% | ||||||
Class R4 | $ 1,000.00 | $ 845.40 | $ 5.03 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class R5 | $ 1,000.00 | $ 846.50 | $ 3.66 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class R6 | $ 1,000.00 | $ 847.00 | $ 3.16 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class Y | $ 1,000.00 | $ 846.80 | $ 3.48 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Class F | $ 1,000.00 | $ 847.00 | $ 3.16 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
The Hartford International Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 929.30 | $ 5.74 | $ 1,000.00 | $ 1,018.84 | $ 6.01 | 1.20% | ||||||
Class C | $ 1,000.00 | $ 925.00 | $ 9.36 | $ 1,000.00 | $ 1,015.08 | $ 9.79 | 1.96% | ||||||
Class I | $ 1,000.00 | $ 930.00 | $ 4.35 | $ 1,000.00 | $ 1,020.28 | $ 4.56 | 0.91% | ||||||
Class R3 | $ 1,000.00 | $ 927.10 | $ 7.41 | $ 1,000.00 | $ 1,017.11 | $ 7.75 | 1.55% | ||||||
Class R4 | $ 1,000.00 | $ 929.00 | $ 5.89 | $ 1,000.00 | $ 1,018.70 | $ 6.16 | 1.23% | ||||||
Class R5 | $ 1,000.00 | $ 930.20 | $ 4.45 | $ 1,000.00 | $ 1,020.18 | $ 4.66 | 0.93% | ||||||
Class R6 | $ 1,000.00 | $ 930.80 | $ 3.97 | $ 1,000.00 | $ 1,020.68 | $ 4.16 | 0.83% | ||||||
Class Y | $ 1,000.00 | $ 930.30 | $ 4.26 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class F | $ 1,000.00 | $ 930.30 | $ 3.97 | $ 1,000.00 | $ 1,020.68 | $ 4.16 | 0.83% |
11 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.5% | |||
Australia - 0.5% | |||
3,911 | Macquarie Group Ltd. | $ 563,039 | |
Austria - 0.5% | |||
6,496 | Lenzing AG | 589,764 | |
Belgium - 0.5% | |||
17,101 | Umicore S.A.(1) | 657,421 | |
Canada - 1.1% | |||
11,881 | Canadian National Railway Co. | 1,397,253 | |
Chile - 0.5% | |||
31,602 | Antofagasta plc | 604,986 | |
China - 3.4% | |||
1,156,692 | China Longyuan Power Group Corp. Ltd. Class H | 2,231,042 | |
7,400 | Contemporary Amperex Technology Co., Ltd. Class A* | 452,392 | |
97,800 | LONGi Green Energy Technology Co., Ltd. Class A | 991,983 | |
59,500 | Shenzhen Inovance Technology Co., Ltd. Class A | 515,688 | |
4,191,105 | |||
Denmark - 1.6% | |||
78,050 | Vestas Wind Systems A/S | 1,990,353 | |
France - 3.4% | |||
12,433 | Cie de Saint-Gobain | 725,318 | |
11,146 | Legrand S.A. | 987,694 | |
9,041 | Schneider Electric SE | 1,297,104 | |
40,735 | Veolia Environnement S.A. | 1,188,508 | |
4,198,624 | |||
Germany - 5.1% | |||
17,222 | Bayerische Motoren Werke AG | 1,406,448 | |
42,607 | Infineon Technologies AG | 1,209,324 | |
8,304 | Knorr-Bremse AG | 592,196 | |
4,901 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1,167,127 | |
16,251 | Siemens AG | 1,998,141 | |
6,373,236 | |||
Ireland - 1.0% | |||
5,426 | Aptiv plc* | 577,327 | |
7,804 | Kingspan Group plc | 726,451 | |
1,303,778 | |||
Israel - 1.3% | |||
6,295 | SolarEdge Technologies, Inc.* | 1,576,331 | |
Italy - 1.4% | |||
117,580 | Enel S.p.A. | 764,610 | |
28,398 | Prysmian S.p.A. | 923,642 | |
1,688,252 | |||
Japan - 7.9% | |||
10,200 | Daifuku Co., Ltd. | 627,184 | |
8,300 | Daikin Industries Ltd. | 1,268,386 | |
18,302 | East Japan Railway Co. | 954,390 | |
24,372 | Hitachi Ltd. | 1,155,877 | |
2,000 | Keyence Corp. | 804,008 | |
125,380 | Kubota Corp. | 2,130,038 | |
27,700 | Nabtesco Corp. | 631,770 | |
6,100 | Nidec Corp. | 394,359 | |
57,400 | Sekisui Chemical Co., Ltd. | 777,261 | |
3,400 | Shimano, Inc. | 602,427 | |
28,000 | Sumitomo Forestry Co., Ltd. | 428,368 | |
9,774,068 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.5% - (continued) | |||
Netherlands - 1.2% | |||
19,743 | Aalberts N.V. | $ 959,357 | |
6,438 | Alfen Beheer B.V.*(2) | 578,992 | |
1,538,349 | |||
Norway - 2.0% | |||
18,576 | Borregaard ASA | 354,335 | |
43,565 | Marine Harvest ASA | 1,230,581 | |
108,582 | Norsk Hydro ASA | 911,820 | |
2,496,736 | |||
South Korea - 1.4% | |||
3,017 | Samsung SDI Co., Ltd. | 1,437,161 | |
2,527 | SK IE Technology Co., Ltd.*(2) | 248,918 | |
1,686,079 | |||
Spain - 2.4% | |||
18,048 | Corp. Acciona Energias Renovables S.A. | 667,184 | |
131,315 | Iberdrola S.A. | 1,508,915 | |
38,469 | Siemens Gamesa Renewable Energy S.A.* | 612,756 | |
31,086 | Soltec Power Holdings S.A.*(1) | 132,829 | |
2,921,684 | |||
Sweden - 1.3% | |||
76,709 | Hexagon AB Class B | 989,770 | |
63,861 | Nibe Industrier AB Class B | 626,119 | |
1,615,889 | |||
Switzerland - 0.8% | |||
12,207 | Swiss Re AG | 1,001,057 | |
Taiwan - 1.1% | |||
147,000 | Chroma ATE, Inc. | 817,170 | |
67,000 | Giant Manufacturing Co., Ltd. | 560,152 | |
1,377,322 | |||
United Kingdom - 5.3% | |||
27,959 | Atlantica Sustainable Infrastructure plc | 863,933 | |
5,220 | Croda International plc | 507,001 | |
74,868 | ITM Power plc* | 308,442 | |
239,408 | Kingfisher plc | 754,990 | |
166,182 | National Grid plc | 2,468,961 | |
62,761 | Persimmon plc | 1,634,564 | |
6,537,891 | |||
United States - 52.8% | |||
5,573 | Acuity Brands, Inc. | 961,231 | |
35,105 | AECOM | 2,477,009 | |
1,241 | Alphabet, Inc. Class A* | 2,832,198 | |
684 | Amazon.com, Inc.* | 1,700,171 | |
19,638 | American Water Works Co., Inc. | 3,025,823 | |
15,472 | Array Technologies, Inc.* | 101,032 | |
13,679 | Aspen Technology, Inc.* | 2,168,669 | |
4,465 | Autodesk, Inc.* | 845,135 | |
20,519 | Avangrid, Inc. | 910,018 | |
8,842 | Ball Corp. | 717,617 | |
11,380 | ChargePoint Holdings, Inc.*(1) | 147,257 | |
30,905 | Consolidated Edison, Inc. | 2,866,130 | |
6,824 | Danaher Corp. | 1,713,711 | |
28,102 | Darling Ingredients, Inc.* | 2,062,406 | |
10,336 | Deere & Co. | 3,902,357 | |
4,414 | Eaton Corp. plc | 640,118 | |
33,364 | Eversource Energy | 2,916,014 | |
47,215 | Exelon Corp. | 2,208,718 | |
14,431 | First Solar, Inc.* | 1,053,896 | |
8,219 | Fluence Energy, Inc.*(1) | 75,368 | |
14,917 | FMC Corp. | 1,977,099 | |
8,346 | Green Plains, Inc.* | 234,272 |
12 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.5% - (continued) | |||
United States - 52.8% - (continued) | |||
31,709 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | $ 1,268,043 | |
3,735 | Hubbell, Inc. | 729,670 | |
38,015 | Johnson Controls International plc | 2,275,958 | |
27,389 | Kroger Co. | 1,477,910 | |
5,873 | Lowe's Cos., Inc. | 1,161,268 | |
9,806 | Microsoft Corp. | 2,721,361 | |
3,806 | Moody's Corp. | 1,204,523 | |
18,066 | NextEra Energy, Inc. | 1,283,047 | |
15,116 | Owens Corning | 1,374,498 | |
9,701 | Plug Power, Inc.* | 203,915 | |
4,330 | S&P Global, Inc. | 1,630,245 | |
10,436 | Texas Instruments, Inc. | 1,776,729 | |
13,810 | Verisk Analytics, Inc. | 2,817,930 | |
20,410 | Waste Management, Inc. | 3,356,220 | |
28,265 | Westinghouse Air Brake Technologies Corp. | 2,541,306 | |
83,521 | Weyerhaeuser Co., REIT | 3,442,736 | |
6,764 | Wolfspeed, Inc.* | 620,326 | |
65,421,934 | |||
Total Common Stocks (cost $111,935,669) | $ 119,505,151 | ||
WARRANTS - 0.1% | |||
Switzerland - 0.1% | |||
5,766 | Beijing Sinohytec Co., Ltd. Expires 03/17/2023* | $ 93,185 | |
Total Warrants (cost $253,455) | $ 93,185 | ||
Total Long-Term Investments (cost $112,189,124) | $ 119,598,336 | ||
SHORT-TERM INVESTMENTS - 3.0% | |||
Other Investment Pools & Funds - 0.6% | |||
$ 683,625 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(3) | $ 683,625 | |
Repurchase Agreements - 1.6% | |||
2,030,398 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $2,030,439; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $2,071,076 | 2,030,398 | |
Securities Lending Collateral - 0.8% | |||
282,465 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(3) | 282,465 | |
685,201 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(3) | 685,201 | |
967,666 | |||
Total Short-Term Investments (cost $3,681,689) | $ 3,681,689 | ||
Total Investments (cost $115,870,813) | 99.6% | $ 123,280,025 | |
Other Assets and Liabilities | 0.4% | 504,058 | |
Total Net Assets | 100.0% | $ 123,784,083 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $827,910, representing 0.7% of net assets. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
13 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 563,039 | $ — | $ 563,039 | $ — | ||||
Austria | 589,764 | — | 589,764 | — | ||||
Belgium | 657,421 | — | 657,421 | — | ||||
Canada | 1,397,253 | 1,397,253 | — | — | ||||
Chile | 604,986 | — | 604,986 | — | ||||
China | 4,191,105 | — | 4,191,105 | — | ||||
Denmark | 1,990,353 | — | 1,990,353 | — | ||||
France | 4,198,624 | — | 4,198,624 | — | ||||
Germany | 6,373,236 | — | 6,373,236 | — | ||||
Ireland | 1,303,778 | 577,327 | 726,451 | — | ||||
Israel | 1,576,331 | 1,576,331 | — | — | ||||
Italy | 1,688,252 | — | 1,688,252 | — | ||||
Japan | 9,774,068 | — | 9,774,068 | — | ||||
Netherlands | 1,538,349 | — | 1,538,349 | — | ||||
Norway | 2,496,736 | — | 2,496,736 | — | ||||
South Korea | 1,686,079 | — | 1,686,079 | — | ||||
Spain | 2,921,684 | — | 2,921,684 | — | ||||
Sweden | 1,615,889 | — | 1,615,889 | — | ||||
Switzerland | 1,001,057 | — | 1,001,057 | — | ||||
Taiwan | 1,377,322 | — | 1,377,322 | — | ||||
United Kingdom | 6,537,891 | 863,933 | 5,673,958 | — | ||||
United States | 65,421,934 | 65,421,934 | — | — | ||||
Warrants | 93,185 | 93,185 | — | — | ||||
Short-Term Investments | 3,681,689 | 1,651,291 | 2,030,398 | — | ||||
Total | $ 123,280,025 | $ 71,581,254 | $ 51,698,771 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
14 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.9% | |||
Brazil - 3.5% | |||
745,600 | Banco do Brasil S.A. | $ 5,009,928 | |
540,021 | Cia Energetica de Minas Gerais | 1,602,384 | |
122,300 | CPFL Energia S.A. | 894,254 | |
427,624 | JBS S.A. | 3,273,813 | |
206,100 | Marfrig Global Foods S.A. | 781,637 | |
75,500 | Sao Martinho S.A. | 708,736 | |
117,254 | StoneCo Ltd. Class A* | 1,104,533 | |
182,100 | Vale S.A. | 3,067,812 | |
16,443,097 | |||
Cayman Islands - 0.6% | |||
323,768 | Hello Group, Inc. | 1,722,446 | |
68,531 | New Oriental Education & Technology Group, Inc. ADR | 860,064 | |
2,582,510 | |||
Chile - 0.3% | |||
673,872 | Cencosud S.A. | 1,078,657 | |
77,464 | Falabella S.A. | 217,560 | |
1,296,217 | |||
China - 27.5% | |||
890,300 | 3SBio, Inc.*(1) | 628,100 | |
7,064,131 | Agricultural Bank of China Ltd. Class H | 2,649,486 | |
761,800 | Alibaba Group Holding Ltd.* | 9,292,191 | |
41,867 | Alibaba Group Holding Ltd. ADR* | 4,064,867 | |
270,121 | Anhui Conch Cement Co., Ltd. Class H | 1,467,846 | |
17,596 | Autohome, Inc. | 511,516 | |
3,709,000 | BAIC Motor Corp. Ltd. Class H(1) | 1,158,252 | |
7,723 | Baidu, Inc. ADR* | 958,965 | |
21,578,205 | Bank of China Ltd. Class H | 8,466,909 | |
4,386,624 | Bank of Communications Co., Ltd. Class H | 3,052,603 | |
904,513 | Baoshan Iron & Steel Co., Ltd. Class A | 880,260 | |
19,000 | BYD Co., Ltd. Class H | 552,933 | |
745,600 | BYD Electronic International Co., Ltd. | 1,486,241 | |
7,325,345 | China Cinda Asset Management Co., Ltd. Class H | 1,235,235 | |
4,771,137 | China CITIC Bank Corp. Ltd. Class H | 2,424,927 | |
4,363,602 | China Construction Bank Corp. Class H | 3,108,626 | |
456,500 | China East Education Holdings Ltd.(1) | 232,361 | |
1,123,100 | China Energy Engineering Corp. Ltd.* | 409,061 | |
1,081,000 | China Everbright Bank Co., Ltd. Class H | 391,611 | |
2,703,600 | China Feihe Ltd.(1) | 2,570,495 | |
1,950,000 | China Galaxy Securities Co., Ltd. Class H | 1,060,649 | |
416,800 | China International Capital Corp. Ltd. Class H(1) | 835,422 | |
976,100 | China Medical System Holdings Ltd. | 1,397,528 | |
313,200 | China Merchants Bank Co., Ltd. Class H | 1,887,733 | |
1,139,100 | China National Building Material Co., Ltd. Class H | 1,515,928 | |
2,119,500 | China Railway Group Ltd. Class A | 2,272,305 | |
1,445,000 | China Resources Pharmaceutical Group Ltd.(1) | 761,484 | |
88,200 | China Resources Sanjiu Medical & Pharmaceutical Co., Ltd. Class A | 493,824 | |
1,562,000 | China Yuhua Education Corp. Ltd.(1) | 271,829 | |
64,700 | Chongqing Brewery Co., Ltd. Class A* | 1,222,037 | |
872,400 | CITIC Securities Co., Ltd. Class H | 1,916,779 | |
6,200 | Contemporary Amperex Technology Co., Ltd. Class A | 379,031 | |
1,008,149 | COSCO Shipping Holdings Co., Ltd. Class H*(2) | 1,568,439 | |
2,852,400 | CSPC Pharmaceutical Group Ltd. | 2,916,138 | |
24,508 | Daqo New Energy Corp. ADR* | 1,018,798 | |
127,700 | Do-Fluoride New Materials Co., Ltd. Class A | 603,733 | |
2,312,000 | Dongfeng Motor Group Co., Ltd. Class H | 1,686,592 | |
431,000 | Dongyue Group Ltd. | 507,409 | |
977,200 | GF Securities Co., Ltd. Class H | 1,221,358 | |
483,900 | Great Wall Motor Co., Ltd. Class H | 677,666 | |
1,465,600 | Guangzhou R&F Properties Co., Ltd. Class H(2) | 544,071 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.9% - (continued) | |||
China - 27.5% - (continued) | |||
538,700 | Haitong Securities Co., Ltd. Class H | $ 376,214 | |
116,588 | Hoshine Silicon Industry Co., Ltd. Class A | 1,392,277 | |
254,200 | Huatai Securities Co., Ltd. Class H(1) | 349,380 | |
420,090 | Huayu Automotive Systems Co., Ltd. Class A | 1,239,100 | |
157,700 | Industrial Bank Co., Ltd. Class A | 486,365 | |
22,379 | JD.com, Inc. ADR* | 1,379,889 | |
56,799 | JD.com, Inc. Class A* | 1,770,910 | |
16,797 | JOYY, Inc. | 664,657 | |
1,314,100 | KWG Group Holdings Ltd.(2) | 470,205 | |
3,350,000 | Lenovo Group Ltd. | 3,252,859 | |
534,700 | Li Ning Co., Ltd. | 4,167,541 | |
2,904,600 | Logan Group Co., Ltd.(2) | 903,691 | |
203,663 | Lufax Holding Ltd. ADR | 1,130,330 | |
32,353 | NetEase, Inc. ADR | 3,084,211 | |
116,500 | North Industries Group Red Arrow Co., Ltd. Class A* | 366,938 | |
714,000 | Orient Securities Co., Ltd.(1) | 430,479 | |
6,721,098 | People's Insurance Co., Group of China Ltd. Class H | 2,141,028 | |
3,374,200 | PetroChina Co., Ltd. Class A | 2,734,788 | |
14,773 | Pinduoduo, Inc. ADR* | 636,569 | |
1,395,300 | Powerlong Real Estate Holdings Ltd. | 473,144 | |
1,089,039 | RLX Technology, Inc.*(2) | 2,210,749 | |
281,150 | SAIC Motor Corp. Ltd. Class A | 675,475 | |
604,200 | Seazen Group Ltd. | 255,206 | |
1,244,800 | Shaanxi Coal Industry Co., Ltd. Class A | 3,252,316 | |
294,000 | Shanxi Xishan Coal & Electricity Power Co., Ltd. | 626,206 | |
476,700 | Shenzhen Overseas Chinese Town Co., Ltd. Class A | 435,482 | |
303,200 | Sichuan Kelun Pharmaceutical Co., Ltd. Class A | 778,303 | |
792,249 | Sinotruk Hong Kong Ltd. | 958,244 | |
2,016,400 | Sunac China Holdings Ltd.(2)(3)(4) | 1,176,897 | |
248,380 | Tencent Holdings Ltd. | 11,704,879 | |
430,164 | Tencent Music Entertainment Group ADR* | 1,828,197 | |
459,200 | Topsports International Holdings Ltd.(1) | 351,219 | |
215,565 | Vipshop Holdings Ltd. ADR* | 1,651,228 | |
19,274 | Weibo Corp.* | 446,000 | |
158,200 | Yihai International Holding Ltd. | 445,345 | |
654,500 | Zhongsheng Group Holdings Ltd. | 4,324,815 | |
128,872,374 | |||
Greece - 0.3% | |||
298,200 | National Bank of Greece S.A.* | 1,182,803 | |
Hong Kong - 2.4% | |||
1,092,000 | Bosideng International Holdings Ltd. | 544,658 | |
553,900 | China Gas Holdings Ltd. | 675,186 | |
1,673,400 | China Jinmao Holdings Group Ltd. | 549,971 | |
684,800 | China Traditional Chinese Medicine Co., Ltd. | 333,649 | |
577,360 | Hopson Development Holdings Ltd. | 1,113,204 | |
402,500 | Kingboard Holdings Ltd. | 1,812,102 | |
829,500 | Kunlun Energy Co., Ltd. | 688,391 | |
4,231,300 | Shimao Group Holdings Ltd.(2)(3)(4) | 2,383,375 | |
2,401,000 | Sino Biopharmaceutical Ltd. | 1,259,400 | |
2,498,600 | Sun Art Retail Group Ltd.(2) | 775,599 | |
4,660,000 | Truly International Holdings Ltd. | 1,269,223 | |
11,404,758 | |||
Hungary - 0.1% | |||
34,600 | Richter Gedeon Nyrt | 690,342 | |
India - 12.7% | |||
63,809 | Adani Total Gas Ltd. | 2,045,886 | |
46,863 | Adani Transmission Ltd.* | 1,694,651 | |
20,985 | Apollo Hospitals Enterprise Ltd. | 1,215,172 | |
13,481 | Bajaj Finserv Ltd. | 2,598,168 | |
81,930 | Balkrishna Industries Ltd. | 2,281,432 | |
402,005 | Bharat Electronics Ltd. | 1,244,216 | |
9,362 | Coforge Ltd. | 508,848 |
15 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.9% - (continued) | |||
India - 12.7% - (continued) | |||
13,939 | Deepak Nitrite Ltd. | $ 418,986 | |
47,614 | Divi's Laboratories Ltd. | 2,787,225 | |
222,900 | Hindalco Industries Ltd. | 1,387,718 | |
526,982 | ICICI Bank Ltd. | 5,065,910 | |
49,400 | Indian Railway Catering & Tourism Corp. Ltd. | 475,480 | |
208,118 | Infosys Ltd. | 4,217,965 | |
122,800 | Jindal Steel & Power Ltd. | 856,289 | |
102,194 | JSW Steel Ltd. | 961,845 | |
23,424 | L&T Technology Services Ltd.(1) | 1,238,923 | |
18,720 | Larsen & Toubro Infotech Ltd.(1) | 1,171,831 | |
55,528 | Mindtree Ltd. | 2,540,927 | |
482,800 | Oil & Natural Gas Corp. Ltd. | 1,000,557 | |
2,400 | Page Industries Ltd. | 1,423,150 | |
793,808 | Power Finance Corp. Ltd. | 1,214,439 | |
475,736 | Power Grid Corp. of India Ltd. | 1,409,775 | |
826,196 | State Bank of India | 5,306,350 | |
68,291 | Sun Pharmaceutical Industries Ltd. | 825,500 | |
29,145 | Tata Elxsi Ltd. | 2,919,080 | |
127,400 | Tata Power Co., Ltd. (The) | 399,171 | |
99,812 | Tata Steel Ltd. | 1,638,829 | |
118,311 | Tech Mahindra Ltd. | 1,932,270 | |
165,800 | Titan Co., Ltd. | 5,290,436 | |
603,300 | TV18 Broadcast Ltd.* | 420,674 | |
189,779 | United Spirits Ltd.* | 2,127,693 | |
168,359 | Vedanta Ltd. | 885,620 | |
59,505,016 | |||
Indonesia - 0.9% | |||
4,304,200 | Adaro Energy Tbk PT | 983,402 | |
4,405,500 | Astra International Tbk PT | 2,300,294 | |
3,792,300 | Perusahaan Gas Negara Persero Tbk PT* | 377,529 | |
293,200 | United Tractors Tbk PT | 612,308 | |
4,273,533 | |||
Malaysia - 1.3% | |||
951,200 | Hartalega Holdings Bhd | 961,360 | |
1,717,400 | Kossan Rubber Industries Bhd | 725,857 | |
876,300 | Petronas Chemicals Group Bhd | 2,057,146 | |
2,489,403 | Supermax Corp. Bhd | 634,716 | |
3,959,900 | Top Glove Corp. Bhd | 1,528,111 | |
5,907,190 | |||
Mexico - 1.3% | |||
79,900 | Grupo Aeroportuario del Sureste S.A.B. de C.V. | 1,742,361 | |
494,400 | Grupo Bimbo S.A.B. de C.V. Series A | 1,522,219 | |
176,300 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 1,162,000 | |
276,200 | Grupo Financiero Inbursa S.A.B. de C.V. Class O*(2) | 469,255 | |
406,000 | Orbia Advance Corp. S.A.B. de C.V. | 976,079 | |
5,871,914 | |||
Poland - 0.6% | |||
74,882 | Bank Polska Kasa Opieki S.A. | 1,645,552 | |
370 | LPP S.A. | 781,876 | |
245,878 | PGE Polska Grupa Energetyczna S.A.* | 546,816 | |
2,974,244 | |||
Qatar - 1.3% | |||
1,030,324 | Barwa Real Estate Co. | 957,529 | |
698,050 | Industries Qatar QSC | 3,599,967 | |
201,200 | Ooredoo QPSC | 413,753 | |
93,408 | Qatar Islamic Bank SAQ | 628,149 | |
1,181,912 | United Development Co. | 470,590 | |
6,069,988 | |||
Russia - 0.0% | |||
722,940 | Gazprom PJSC ADR(3)(4) | — | |
59,500 | Lukoil PJSC ADR(3)(4) | — |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.9% - (continued) | |||
Russia - 0.0% - (continued) | |||
94,256 | Magnit PJSC GDR(3)(4) | $ — | |
8,412 | Novatek PJSC GDR(3)(4) | — | |
574 | PhosAgro PJSC(3)(4) | — | |
89,080 | PhosAgro PJSC GDR(3)(4) | — | |
432,620 | Surgutneftegas PJSC ADR(3)(4) | — | |
— | |||
Saudi Arabia - 5.7% | |||
214,486 | Al Rajhi Bank | 10,098,706 | |
502,407 | Alinma Bank | 5,552,088 | |
182,108 | Riyad Bank | 1,980,912 | |
59,700 | SABIC Agri-Nutrients Co. | 2,588,040 | |
42,700 | Saudi Arabian Mining Co.* | 1,571,025 | |
18,950 | Saudi Research & Media Group* | 1,335,816 | |
113,238 | Saudi Telecom Co. | 3,502,082 | |
26,628,669 | |||
South Africa - 3.7% | |||
4,600 | Anglo American Platinum Ltd. | 511,099 | |
79,460 | Aspen Pharmacare Holdings Ltd. | 856,009 | |
15,043 | Bid Corp. Ltd. | 314,815 | |
49,200 | Impala Platinum Holdings Ltd. | 636,422 | |
113,531 | Investec Ltd. | 691,790 | |
43,500 | Kumba Iron Ore Ltd. | 1,444,134 | |
410,367 | MTN Group Ltd. | 4,352,350 | |
240,667 | MultiChoice Group Ltd. | 1,970,444 | |
94,167 | Sasol Ltd.* | 2,306,801 | |
113,900 | Shoprite Holdings Ltd. | 1,645,175 | |
782,625 | Sibanye Stillwater Ltd. | 2,707,610 | |
17,436,649 | |||
South Korea - 13.3% | |||
3,000 | AfreecaTV Co., Ltd. | 257,150 | |
3,200 | BGF retail Co., Ltd. | 457,730 | |
137,511 | BNK Financial Group, Inc. | 852,847 | |
82,169 | Daewoo Engineering & Construction Co., Ltd.* | 435,589 | |
197,663 | DGB Financial Group, Inc. | 1,393,295 | |
9,969 | E-Mart, Inc. | 1,031,575 | |
33,057 | Hana Financial Group, Inc. | 1,227,298 | |
46,786 | Hankook Tire & Technology Co., Ltd. | 1,284,124 | |
20,208 | Hyundai Mobis Co., Ltd. | 3,287,581 | |
25,400 | Hyundai Motor Co. | 3,685,228 | |
186,726 | Industrial Bank of Korea | 1,656,798 | |
107,172 | KB Financial Group, Inc. | 4,986,079 | |
94,071 | Kia Corp. | 6,170,140 | |
12,438 | Korea Gas Corp. | 406,574 | |
65,000 | KT Corp. | 1,830,156 | |
53,306 | KT Corp. ADR | 742,553 | |
88,743 | LG Display Co., Ltd. | 1,159,535 | |
12,801 | LG Electronics, Inc. | 1,159,349 | |
4,421 | LG Innotek Co., Ltd. | 1,199,585 | |
34,800 | NHN Corp.* | 960,569 | |
10,476 | POSCO Holdings, Inc. | 2,391,951 | |
407,634 | Samsung Electronics Co., Ltd. | 21,724,261 | |
14,342 | SD Biosensor, Inc. | 513,075 | |
18,500 | Shinhan Financial Group Co., Ltd. | 614,655 | |
18,400 | SK Hynix, Inc. | 1,612,357 | |
14,724 | SK Telecom Co., Ltd. | 664,173 | |
48,977 | Woori Financial Group, Inc. | 567,419 | |
62,271,646 | |||
Taiwan - 13.0% | |||
15,000 | Advanced Energy Solution Holding Co., Ltd. | 457,093 | |
1,986,200 | Cathay Financial Holding Co., Ltd. | 4,176,108 | |
95,100 | E Ink Holdings, Inc. | 543,717 | |
16,500 | eMemory Technology, Inc. | 693,444 |
16 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.9% - (continued) | |||
Taiwan - 13.0% - (continued) | |||
435,000 | Evergreen Marine Corp. Taiwan Ltd. | $ 2,091,016 | |
2,280,865 | Fubon Financial Holding Co., Ltd. | 5,727,061 | |
101,300 | Hon Hai Precision Industry Co., Ltd. | 347,062 | |
52,700 | International Games System Co., Ltd. | 1,293,895 | |
254,959 | MediaTek, Inc. | 7,028,704 | |
17,000 | momo.com, Inc. | 448,752 | |
55,800 | Nan Ya Printed Circuit Board Corp. | 741,160 | |
87,500 | Novatek Microelectronics Corp. | 1,157,500 | |
22,400 | Parade Technologies Ltd. | 1,065,267 | |
466,000 | Pegatron Corp. | 1,104,014 | |
448,400 | Pou Chen Corp. | 467,610 | |
89,300 | Realtek Semiconductor Corp. | 1,211,758 | |
829,000 | Ruentex Development Co., Ltd. | 2,169,720 | |
15,824 | Silicon Motion Technology Corp. ADR | 1,201,516 | |
1,302,676 | Taiwan Semiconductor Manufacturing Co., Ltd. | 23,555,827 | |
148,000 | Unimicron Technology Corp. | 1,038,090 | |
1,480,824 | United Microelectronics Corp. | 2,352,420 | |
251,000 | Vanguard International Semiconductor Corp. | 883,153 | |
103,300 | Wan Hai Lines Ltd. | 500,719 | |
385,000 | Winbond Electronics Corp. | 347,587 | |
60,603,193 | |||
Thailand - 3.1% | |||
247,700 | Bangkok Bank PCL | 946,297 | |
995,200 | Com7 PCL | 1,213,127 | |
697,400 | Kasikornbank PCL | 3,069,017 | |
485,300 | Kiatnakin Phatra Bank PCL | 1,023,735 | |
1,355,800 | Krung Thai Bank PCL | 601,698 | |
975,500 | PTT Exploration & Production PCL | 4,300,745 | |
722,100 | PTT Global Chemical PCL | 1,054,161 | |
224,200 | Siam Commercial Bank PCL | 752,788 | |
755,000 | Thai Vegetable Oil PCL | 710,912 | |
364,500 | Thonburi Healthcare Group PCL | 654,504 | |
9,411,500 | TMBThanachart Bank PCL | 357,225 | |
94,115 | TTB W1 | 769 | |
14,684,978 | |||
Turkey - 0.5% | |||
365,900 | Haci Omer Sabanci Holding AS(2) | 492,568 | |
146,300 | KOC Holding AS | 396,091 | |
4,517,390 | Yapi ve Kredi Bankasi AS | 1,478,353 | |
2,367,012 | |||
United Arab Emirates - 1.8% | |||
649,200 | Abu Dhabi Commercial Bank PJSC | 1,794,603 | |
559,945 | Abu Dhabi Islamic Bank PJSC | 1,333,683 | |
1,169,847 | Aldar Properties PJSC | 1,792,437 | |
442,137 | Emirates NBD Bank PJSC | 1,826,532 | |
268,735 | First Abu Dhabi Bank PJSC | 1,641,800 | |
8,389,055 | |||
Total Common Stocks (cost $438,907,616) | $ 439,455,188 | ||
PREFERRED STOCKS - 2.2% | |||
Brazil - 2.2% | |||
273,300 | Cia de Transmissao de Energia Eletrica Paulista | $ 1,390,837 | |
92,100 | Gerdau S.A. (Preference Shares) | 521,048 | |
1,363,100 | Petroleo Brasileiro S.A. | 8,348,521 | |
10,260,406 | |||
Total Preferred Stocks (cost $8,318,739) | $ 10,260,406 |
Shares or Principal Amount | Market Value† | ||
RIGHTS - 0.0% | |||
Hong Kong - 0.0% | |||
199,920 | DFZQ Right | $ — | |
Total Rights (cost $—) | $ — | ||
Total Long-Term Investments (cost $447,226,355) | $ 449,715,594 | ||
SHORT-TERM INVESTMENTS - 3.2% | |||
Repurchase Agreements - 2.6% | |||
11,970,059 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $11,970,298; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $12,209,532 | $ 11,970,059 | |
Securities Lending Collateral - 0.6% | |||
792,690 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 792,690 | |
1,922,902 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 1,922,902 | |
2,715,592 | |||
Total Short-Term Investments (cost $14,685,651) | $ 14,685,651 | ||
Total Investments (cost $461,912,006) | 99.3% | $ 464,401,245 | |
Other Assets and Liabilities | 0.7% | 3,383,501 | |
Total Net Assets | 100.0% | $ 467,784,746 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $9,999,775, representing 2.1% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
17 |
April 30, 2022 (Unaudited)
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $3,560,272, which represented 0.8% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 174 | 06/17/2022 | $ 9,199,380 | $ (250,170) | ||||
Total futures contracts | $ (250,170) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 16,443,097 | $ 16,443,097 | $ — | $ — | ||||
Cayman Islands | 2,582,510 | 2,582,510 | — | — | ||||
Chile | 1,296,217 | 1,296,217 | — | — | ||||
China | 128,872,374 | 23,958,322 | 103,737,155 | 1,176,897 | ||||
Greece | 1,182,803 | — | 1,182,803 | — | ||||
Hong Kong | 11,404,758 | — | 9,021,383 | 2,383,375 | ||||
Hungary | 690,342 | — | 690,342 | — | ||||
India | 59,505,016 | 2,045,886 | 57,459,130 | — | ||||
Indonesia | 4,273,533 | 612,308 | 3,661,225 | — | ||||
Malaysia | 5,907,190 | 5,907,190 | — | — | ||||
Mexico | 5,871,914 | 5,871,914 | — | — | ||||
Poland | 2,974,244 | — | 2,974,244 | — | ||||
Qatar | 6,069,988 | 1,512,492 | 4,557,496 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 26,628,669 | 26,628,669 | — | — | ||||
South Africa | 17,436,649 | 4,344,157 | 13,092,492 | — | ||||
South Korea | 62,271,646 | 742,553 | 61,529,093 | — | ||||
Taiwan | 60,603,193 | 1,201,516 | 59,401,677 | — | ||||
Thailand | 14,684,978 | 10,668,895 | 4,016,083 | — | ||||
Turkey | 2,367,012 | 396,091 | 1,970,921 | — | ||||
United Arab Emirates | 8,389,055 | 1,641,800 | 6,747,255 | — | ||||
Preferred Stocks | 10,260,406 | 10,260,406 | — | — | ||||
Rights | — | — | — | — | ||||
Short-Term Investments | 14,685,651 | 2,715,592 | 11,970,059 | — | ||||
Total | $ 464,401,245 | $ 118,829,615 | $ 342,011,358 | $ 3,560,272 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (250,170) | $ (250,170) | $ — | $ — | ||||
Total | $ (250,170) | $ (250,170) | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $14,049,417 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $2,560,752 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
18 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.5% | |||
Australia - 0.7% | |||
60,959 | SEEK Ltd. | $ 1,194,515 | |
Bangladesh - 0.7% | |||
330,822 | GrameenPhone Ltd. | 1,220,786 | |
Brazil - 2.5% | |||
252,400 | Telefonica Brasil S.A. | 2,715,472 | |
468,400 | YDUQS Participacoes S.A. | 1,527,242 | |
4,242,714 | |||
Canada - 3.5% | |||
111,719 | Brookfield Renewable Partners L.P.* | 3,933,406 | |
44,122 | Stantec, Inc. | 2,025,357 | |
5,958,763 | |||
China - 1.1% | |||
39,500 | Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A | 1,867,637 | |
Finland - 1.7% | |||
566,179 | Nokia Oyj* | 2,870,567 | |
France - 3.0% | |||
54,088 | Nexity S.A. | 1,642,443 | |
24,168 | Schneider Electric SE | 3,467,361 | |
5,109,804 | |||
Germany - 0.6% | |||
27,001 | Vonovia SE | 1,075,746 | |
India - 0.6% | |||
64,859 | Shriram Transport Finance Co., Ltd. | 1,007,482 | |
Indonesia - 1.9% | |||
9,992,429 | Bank Rakyat Indonesia Persero Tbk PT | 3,329,347 | |
Ireland - 1.7% | |||
21,576 | Trane Technologies plc | 3,018,267 | |
Israel - 2.0% | |||
22,519 | CyberArk Software Ltd.* | 3,538,636 | |
Japan - 1.1% | |||
80,948 | Katitas Co., Ltd. | 1,888,262 | |
Kenya - 0.9% | |||
5,608,300 | Safaricom plc | 1,617,753 | |
Netherlands - 4.5% | |||
36,139 | Aalberts N.V. | 1,756,076 | |
21,093 | Koninklijke DSM N.V. | 3,545,936 | |
58,022 | Signify N.V.(1) | 2,454,771 | |
7,756,783 | |||
Puerto Rico - 1.9% | |||
43,035 | Popular, Inc. | 3,356,300 | |
South Africa - 3.1% | |||
2,706,456 | Old Mutual Ltd. | 2,171,252 | |
335,172 | Vodacom Group Ltd. | 3,225,546 | |
5,396,798 | |||
South Korea - 1.6% | |||
5,646 | Samsung SDI Co., Ltd. | 2,689,496 | |
Spain - 2.7% | |||
23,766 | Acciona S.A.(2) | 4,652,133 | |
Sweden - 0.7% | |||
16,881 | MIPS AB | 1,198,879 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.5% - (continued) | |||
Switzerland - 1.0% | |||
30,898 | Landis+Gyr Group AG* | $ 1,724,390 | |
Taiwan - 2.3% | |||
334,000 | Chroma ATE, Inc. | 1,856,699 | |
77,891 | MediaTek, Inc. | 2,147,297 | |
4,003,996 | |||
United Kingdom - 3.9% | |||
11,155 | Croda International plc | 1,083,447 | |
25,510 | Genus plc | 801,494 | |
115,129 | Hikma Pharmaceuticals plc | 2,704,428 | |
113,056 | Nomad Foods Ltd.* | 2,087,014 | |
6,676,383 | |||
United States - 50.8% | |||
16,453 | Advanced Drainage Systems, Inc. | 1,685,774 | |
31,113 | Agilent Technologies, Inc. | 3,710,848 | |
99,660 | agilon health, Inc.* | 1,770,958 | |
18,530 | Alexandria Real Estate Equities, Inc. REIT | 3,375,425 | |
19,429 | Amedisys, Inc.* | 2,480,112 | |
32,054 | Ball Corp. | 2,601,503 | |
30,073 | Baxter International, Inc. | 2,136,987 | |
15,650 | Block, Inc. Class A* | 1,557,801 | |
30,694 | Boston Properties, Inc. REIT | 3,609,614 | |
120,207 | Boston Scientific Corp.* | 5,061,917 | |
17,366 | Danaher Corp. | 4,361,124 | |
34,286 | Darling Ingredients, Inc.* | 2,516,250 | |
20,676 | Etsy, Inc.* | 1,926,796 | |
74,514 | Evoqua Water Technologies Corp.* | 3,106,489 | |
14,800 | F5, Inc.* | 2,477,668 | |
17,463 | First Solar, Inc.* | 1,275,323 | |
31,888 | Globe Life, Inc. | 3,127,575 | |
48,485 | GoDaddy, Inc. Class A* | 3,918,073 | |
24,921 | Health Catalyst, Inc.* | 414,685 | |
16,731 | Hubbell, Inc. | 3,268,568 | |
7,136 | Illumina, Inc.* | 2,116,894 | |
10,113 | Insulet Corp.* | 2,416,906 | |
169,072 | Laureate Education, Inc. Class A | 1,915,586 | |
18,270 | Mimecast Ltd.* | 1,455,754 | |
77,479 | National Vision Holdings, Inc.* | 2,917,084 | |
56,191 | OneMain Holdings, Inc. | 2,580,853 | |
124,391 | PGT Innovations, Inc.* | 2,210,428 | |
105,107 | PowerSchool Holdings, Inc.* | 1,591,320 | |
25,450 | Rapid7, Inc.* | 2,430,984 | |
2,755 | Rivian Automotive, Inc.*(2) | 83,311 | |
23,785 | Sun Communities, Inc. REIT | 4,175,932 | |
14,932 | Tetra Tech, Inc. | 2,079,729 | |
41,118 | Upwork, Inc.* | 862,245 | |
10,842 | Watts Water Technologies, Inc. Class A | 1,381,921 | |
40,973 | Westinghouse Air Brake Technologies Corp. | 3,683,882 | |
17,926 | Xylem, Inc. | 1,443,043 | |
87,729,362 | |||
Total Common Stocks (cost $160,620,135) | $ 163,124,799 | ||
SHORT-TERM INVESTMENTS - 5.8% | |||
Repurchase Agreements - 3.4% | |||
5,941,106 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $5,941,225; collateralized by U.S. Treasury Government Bond at 4.250%, maturing 05/15/2039, with a market value of $6,059,955 | $ 5,941,106 |
19 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 5.8% - (continued) | |||
Securities Lending Collateral - 2.4% | |||
1,198,755 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(3) | $ 1,198,755 | |
2,907,933 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(3) | 2,907,933 | |
4,106,688 | |||
Total Short-Term Investments (cost $10,047,794) | $ 10,047,794 | ||
Total Investments (cost $170,667,929) | 100.3% | $ 173,172,593 | |
Other Assets and Liabilities | (0.3)% | (559,865) | |
Total Net Assets | 100.0% | $ 172,612,728 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $2,454,771, representing 1.4% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
485,327 | USD | 7,029,616,430 | IDR | SSG | 05/09/2022 | $ 708 |
20 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 1,194,515 | $ — | $ 1,194,515 | $ — | ||||
Bangladesh | 1,220,786 | 1,220,786 | — | — | ||||
Brazil | 4,242,714 | 4,242,714 | — | — | ||||
Canada | 5,958,763 | 5,958,763 | — | — | ||||
China | 1,867,637 | — | 1,867,637 | — | ||||
Finland | 2,870,567 | — | 2,870,567 | — | ||||
France | 5,109,804 | — | 5,109,804 | — | ||||
Germany | 1,075,746 | — | 1,075,746 | — | ||||
India | 1,007,482 | — | 1,007,482 | — | ||||
Indonesia | 3,329,347 | — | 3,329,347 | — | ||||
Ireland | 3,018,267 | 3,018,267 | — | — | ||||
Israel | 3,538,636 | 3,538,636 | — | — | ||||
Japan | 1,888,262 | — | 1,888,262 | — | ||||
Kenya | 1,617,753 | — | 1,617,753 | — | ||||
Netherlands | 7,756,783 | — | 7,756,783 | — | ||||
Puerto Rico | 3,356,300 | 3,356,300 | — | — | ||||
South Africa | 5,396,798 | 3,225,546 | 2,171,252 | — | ||||
South Korea | 2,689,496 | — | 2,689,496 | — | ||||
Spain | 4,652,133 | — | 4,652,133 | — | ||||
Sweden | 1,198,879 | — | 1,198,879 | — | ||||
Switzerland | 1,724,390 | — | 1,724,390 | — | ||||
Taiwan | 4,003,996 | — | 4,003,996 | — | ||||
United Kingdom | 6,676,383 | 2,087,014 | 4,589,369 | — | ||||
United States | 87,729,362 | 87,729,362 | — | — | ||||
Short-Term Investments | 10,047,794 | 4,106,688 | 5,941,106 | — | ||||
Foreign Currency Contracts(2) | 708 | — | 708 | — | ||||
Total | $ 173,173,301 | $ 118,484,076 | $ 54,689,225 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
21 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% | |||
Argentina - 0.0% | |||
42,182 | YPF S.A. ADR* | $ 178,852 | |
Australia - 2.7% | |||
36,730 | ASX Ltd. | 2,220,683 | |
715,272 | Aurizon Holdings Ltd. | 2,020,011 | |
301,045 | Austal Ltd. | 428,501 | |
115,103 | Computershare Ltd. | 2,029,274 | |
15,764 | CSL Ltd. | 3,008,561 | |
23,293 | Domino's Pizza Enterprises Ltd. | 1,221,045 | |
1,203,346 | Mirvac Group REIT | 2,033,763 | |
221,682 | OceanaGold Corp.* | 552,199 | |
137,885 | Reece Ltd. | 1,675,248 | |
363,184 | Resolute Mining Ltd.*(1) | 89,659 | |
578,856 | Tabcorp Holdings Ltd. | 2,213,670 | |
71,451 | Wesfarmers Ltd. | 2,472,424 | |
19,965,038 | |||
Austria - 0.5% | |||
109,656 | Erste Group Bank AG | 3,414,222 | |
25,199 | Zumtobel Group AG | 182,012 | |
3,596,234 | |||
Belgium - 0.5% | |||
21,079 | Ageas S.A. | 1,008,663 | |
75,295 | AGFA-Gevaert N.V.* | 301,434 | |
33,138 | Anheuser-Busch InBev S.A. | 1,906,745 | |
47,270 | bpost S.A.* | 286,409 | |
3,503,251 | |||
Brazil - 1.4% | |||
76,943 | Atacadao S.A. | 320,132 | |
232,800 | B3 S.A. - Brasil Bolsa Balcao | 626,269 | |
438,892 | Caixa Seguridade Participacoes S/A | 695,985 | |
123,700 | Cia de Saneamento Basico do Estado de Sao Paulo | 1,114,162 | |
124,600 | Localiza Rent a Car S.A. | 1,334,221 | |
585,988 | Magazine Luiza S.A. | 578,408 | |
86,716 | Petroleo Brasileiro S.A. ADR | 1,176,736 | |
77,870 | Telefonica Brasil S.A. | 837,773 | |
208,286 | Ultrapar Participacoes S.A. | 550,632 | |
158,024 | Vale S.A. ADR | 2,669,025 | |
5,011 | XP, Inc.* | 124,182 | |
10,027,525 | |||
Canada - 6.0% | |||
49,184 | ARC Resources Ltd. | 681,872 | |
35,521 | Bank of Montreal | 3,766,252 | |
37,586 | Bank of Nova Scotia | 2,380,120 | |
61,479 | Barrick Gold Corp. | 1,371,092 | |
36,692 | Cameco Corp. | 947,397 | |
33,509 | Canadian National Railway Co. | 3,940,793 | |
63,618 | Centerra Gold, Inc.(1) | 588,813 | |
38,214 | Eldorado Gold Corp.* | 371,440 | |
73,887 | Fortis, Inc. | 3,595,280 | |
26,787 | Intact Financial Corp. | 3,747,448 | |
127,230 | Kinross Gold Corp. | 646,328 | |
13,776 | Lululemon Athletica, Inc.* | 4,885,383 | |
16,891 | National Bank of Canada | 1,179,668 | |
66,964 | Pembina Pipeline Corp. | 2,533,858 | |
80,863 | Royal Bank of Canada | 8,167,185 | |
74,645 | Toronto-Dominion Bank | 5,391,593 | |
99,662 | Trican Well Service Ltd.* | 347,554 | |
44,542,076 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
Chile - 0.1% | |||
375,654 | Embotelladora Andina S.A. Class B | $ 682,799 | |
128,604 | Empresa Nacional de Telecomunicaciones S.A. | 469,770 | |
1,152,569 | |||
China - 7.6% | |||
35,000 | Airtac International Group | 949,836 | |
31,158 | Alibaba Group Holding Ltd. ADR* | 3,025,130 | |
352,500 | Anhui Conch Cement Co., Ltd. Class H | 1,915,496 | |
42,800 | ANTA Sports Products Ltd. | 491,879 | |
8,300 | Baidu, Inc. ADR* | 1,030,611 | |
983,474 | China BlueChemical Ltd. Class H | 338,069 | |
6,903,072 | China Construction Bank Corp. Class H | 4,917,742 | |
527,432 | China Merchants Bank Co., Ltd. Class H | 3,178,962 | |
7,026,671 | China Reinsurance Group Corp. Class H | 612,648 | |
450,274 | China Resources Sanjiu Medical & Pharmaceutical Co., Ltd. Class A | 2,521,042 | |
15,697,370 | China Tower Corp. Ltd. Class H(2) | 1,832,027 | |
839,485 | China Vanke Co., Ltd. Class H | 1,979,505 | |
3,085,545 | CSPC Pharmaceutical Group Ltd. | 3,154,493 | |
2,491,259 | Dongfeng Motor Group Co., Ltd. Class H | 1,817,361 | |
852,000 | Dongyue Group Ltd. | 1,003,045 | |
30,210 | GDS Holdings Ltd.*(1) | 949,198 | |
498,000 | Haidilao International Holding Ltd.(1)(2) | 966,617 | |
254,427 | Haier Smart Home Co., Ltd. Class A | 989,896 | |
196,906 | Jiangsu Hengrui Medicine Co., Ltd. Class A | 877,223 | |
226,000 | Kingdee International Software Group Co., Ltd.* | 461,174 | |
196,200 | Livzon Pharmaceutical Group, Inc. Class A | 987,330 | |
99,473 | Meituan Class B*(2) | 2,131,348 | |
109,500 | Midea Group Co., Ltd. Class A | 939,829 | |
1,286,000 | PetroChina Co., Ltd. Class H | 610,456 | |
290,500 | Ping An Insurance Group Co. of China Ltd. Class H | 1,836,167 | |
598,574 | Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 967,878 | |
122,879 | Shenzhou International Group Holdings Ltd. | 1,667,341 | |
4,542,000 | Sinopec Engineering Group Co., Ltd. Class H | 2,378,950 | |
227,820 | Tencent Holdings Ltd. | 10,735,991 | |
40,346 | ZTO Express Cayman, Inc. ADR | 1,109,919 | |
56,377,163 | |||
Cyprus - 0.0% | |||
23,552 | Ozon Holdings plc ADR*(3)(4) | — | |
Denmark - 0.9% | |||
21,412 | Carlsberg A/S Class B | 2,720,033 | |
1,376 | D/S Norden A/S | 51,126 | |
24,588 | DSV Panalpina A/S | 4,031,244 | |
6,802,403 | |||
Finland - 0.6% | |||
44,712 | Kone Oyj Class B | 2,149,650 | |
270,503 | Nokia Oyj* | 1,371,469 | |
27,536 | Orion Oyj Class B(1) | 1,080,031 | |
4,601,150 | |||
France - 9.1% | |||
122,751 | Accor S.A.* | 4,032,814 | |
44,237 | Airbus SE | 4,842,706 | |
172,088 | AXA S.A.(1) | 4,552,591 | |
29,670 | BNP Paribas S.A. | 1,538,430 | |
86,666 | Bureau Veritas S.A. | 2,489,629 | |
29,930 | Capgemini SE | 6,093,119 | |
48,803 | Carrefour S.A. | 1,034,993 | |
34,898 | Cie de Saint-Gobain | 2,035,885 | |
8,462 | Criteo S.A. ADR* | 209,688 | |
50,855 | Danone S.A.(1) | 3,075,265 | |
5,668 | Dassault Aviation S.A. | 951,120 | |
139,046 | Engie S.A.(1) | 1,640,808 |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
France - 9.1% - (continued) | |||
150,622 | Groupe Eurotunnel SE | $ 2,756,248 | |
14,126 | Imerys S.A. | 555,728 | |
11,624 | L'Oreal S.A. | 4,228,926 | |
2,086 | LVMH Moet Hennessy Louis Vuitton SE | 1,349,924 | |
38,761 | Metropole Television S.A. | 719,294 | |
105,558 | Orange S.A. | 1,256,710 | |
29,929 | Quadient S.A. | 559,710 | |
27,931 | Renault S.A.* | 682,455 | |
27,008 | Rexel S.A.* | 553,250 | |
48,287 | Schneider Electric SE | 6,927,693 | |
29,208 | SCOR SE | 825,822 | |
51,212 | Societe Generale S.A. | 1,230,831 | |
29,916 | Sodexo S.A. | 2,250,448 | |
1,446 | Sopra Steria Group | 256,272 | |
91,331 | Television Francaise | 773,499 | |
107,578 | TotalEnergies SE | 5,282,399 | |
12,585 | Vicat S.A.(1) | 378,444 | |
40,316 | Vinci S.A.(1) | 3,912,017 | |
66,996,718 | |||
Germany - 4.3% | |||
38,616 | Brenntag SE | 2,979,745 | |
102,974 | Ceconomy AG | 352,807 | |
10,802 | Continental AG* | 740,381 | |
30,356 | Daimler Truck Holding AG* | 816,416 | |
21,762 | Deutsche Boerse AG | 3,788,645 | |
220,862 | Deutsche Telekom AG | 4,068,532 | |
36,622 | Fresenius Medical Care AG & Co. KGaA | 2,277,407 | |
44,122 | Fresenius SE & Co. KGaA | 1,559,623 | |
28,564 | Fuchs Petrolub SE | 900,944 | |
7,164 | HeidelbergCement AG | 412,700 | |
120,626 | Infineon Technologies AG | 3,423,753 | |
16,089 | Mercedes-Benz Group AG | 1,123,031 | |
9,128 | Merck KGaA | 1,693,493 | |
32,350 | SAP SE | 3,278,541 | |
25,016 | Scout24 SE(2) | 1,582,219 | |
69,719 | Zalando SE*(2) | 2,743,181 | |
31,741,418 | |||
Hong Kong - 3.2% | |||
415,626 | AIA Group Ltd. | 4,083,009 | |
914,000 | China Merchants Port Holdings Co., Ltd. | 1,595,658 | |
359,178 | China Overseas Land & Investment Ltd. | 1,109,601 | |
839,201 | China Resources Gas Group Ltd. | 3,153,203 | |
180,478 | CK Asset Holdings Ltd. | 1,223,485 | |
121,247 | Dah Sing Financial Holdings Ltd. | 352,820 | |
184,889 | G-Resources Group Ltd.* | 64,216 | |
1,237,651 | HKT Trust & HKT Ltd. | 1,775,959 | |
106,402 | Hong Kong Exchanges & Clearing Ltd. | 4,513,464 | |
114,561 | iClick Interactive Asia Group Ltd. ADR* | 117,998 | |
513,648 | Pacific Basin Shipping Ltd. | 235,667 | |
329,520 | PAX Global Technology Ltd. | 284,059 | |
1,844,885 | Sino Biopharmaceutical Ltd. | 967,700 | |
248,107 | Techtronic Industries Co., Ltd. | 3,311,756 | |
533,547 | WH Group Ltd.(2) | 368,467 | |
265,539 | Yue Yuen Industrial Holdings Ltd.* | 390,577 | |
23,547,639 | |||
Hungary - 0.1% | |||
268,065 | Magyar Telekom Telecommunications plc | 290,117 | |
11,388 | OTP Bank Nyrt* | 339,697 | |
629,814 | |||
India - 2.7% | |||
31,845 | Asian Paints Ltd. | 1,342,336 | |
307,062 | Bharti Airtel Ltd.* | 2,851,290 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
India - 2.7% - (continued) | |||
176,259 | Canara Bank* | $ 524,417 | |
125,439 | ICICI Bank Ltd. ADR | 2,388,359 | |
158,205 | Infosys Ltd. | 3,206,369 | |
203,422 | Oil & Natural Gas Corp. Ltd. | 421,573 | |
48,393 | Reliance Industries Ltd. | 1,753,396 | |
66,214 | Reliance Industries Ltd. GDR(2) | 4,734,957 | |
61,365 | Tata Consultancy Services Ltd. | 2,828,210 | |
49,794 | Zee Entertainment Enterprises Ltd. | 159,870 | |
20,210,777 | |||
Indonesia - 1.0% | |||
1,305,300 | Astra International Tbk PT | 681,551 | |
6,198,825 | Bank Central Asia Tbk PT | 3,476,745 | |
2,192,315 | Bank Mandiri Persero Tbk PT | 1,346,158 | |
4,599,300 | Bank Rakyat Indonesia Persero Tbk PT | 1,532,427 | |
1,068,305 | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 101,389 | |
7,138,270 | |||
Ireland - 1.8% | |||
329,446 | AIB Group plc | 715,601 | |
156,954 | Bank of Ireland Group plc* | 951,252 | |
85,734 | Experian plc | 2,960,768 | |
29,187 | Flutter Entertainment plc* | 2,948,080 | |
66,031 | James Hardie Industries plc | 1,903,558 | |
12,832 | Linde plc*(1) | 4,024,597 | |
13,503,856 | |||
Italy - 2.2% | |||
64,363 | Assicurazioni Generali S.p.A. | 1,218,590 | |
297,039 | BPER Banca | 496,232 | |
322,979 | Davide Campari-Milano N.V. | 3,644,230 | |
153,915 | Eni S.p.A. | 2,151,545 | |
17,693 | Ferrari N.V. | 3,725,345 | |
65,916 | Moncler S.p.A. | 3,433,808 | |
141,755 | UniCredit S.p.A. | 1,311,954 | |
15,981,704 | |||
Japan - 13.2% | |||
14,580 | Adastria Co., Ltd. | 241,634 | |
22,370 | Aeon Delight Co., Ltd. | 478,134 | |
47,550 | Alfresa Holdings Corp. | 646,618 | |
59,990 | Alps Electric Co., Ltd. | 531,069 | |
65,273 | Asahi Group Holdings Ltd. | 2,460,323 | |
30,650 | ASKUL Corp. | 375,326 | |
251,850 | Astellas Pharma, Inc. | 3,834,596 | |
4,170 | Benesse Holdings, Inc. | 72,962 | |
67,920 | Chiyoda Corp.* | 224,567 | |
13,509 | Chubu Steel Plate Co., Ltd. | 83,701 | |
43,500 | Chugai Pharmaceutical Co., Ltd. | 1,303,484 | |
88,140 | Citizen Watch Co., Ltd. | 332,650 | |
14,680 | CMIC Holdings Co., Ltd. | 168,984 | |
45,760 | Cosel Co., Ltd. | 266,819 | |
65,220 | Dai-ichi Life Holdings, Inc. | 1,305,966 | |
47,980 | DeNA Co., Ltd.* | 695,426 | |
7,778 | Eisai Co., Ltd. | 338,739 | |
7,760 | Enplas Corp. | 165,988 | |
32,105 | Fuji Media Holdings, Inc. | 277,285 | |
122,000 | Hino Motors Ltd. | 629,763 | |
28,150 | Hisaka Works Ltd. | 166,228 | |
88,830 | Honda Motor Co., Ltd. | 2,336,544 | |
43,910 | Ichiyoshi Securities Co., Ltd. | 193,284 | |
108,600 | Inpex Corp. | 1,292,141 | |
84,202 | Isuzu Motors Ltd. | 982,282 | |
50,990 | Japan Airlines Co., Ltd.* | 841,818 | |
22,040 | Japan Petroleum Exploration Co., Ltd. | 439,345 |
23 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
Japan - 13.2% - (continued) | |||
109,160 | JGC Holdings Corp. | $ 1,235,275 | |
36,130 | Kamigumi Co., Ltd. | 613,448 | |
74,005 | Kao Corp. | 2,966,007 | |
145,360 | KDDI Corp. | 4,813,551 | |
8,340 | Keyence Corp. | 3,352,714 | |
167,810 | Kirin Holdings Co., Ltd. | 2,446,288 | |
19,170 | Kissei Pharmaceutical Co., Ltd. | 379,340 | |
42,350 | Kyoei Steel Ltd. | 434,510 | |
19,650 | Makino Milling Machine Co., Ltd. | 605,483 | |
32,830 | Maruichi Steel Tube Ltd. | 700,669 | |
47,830 | Maxell Holdings Ltd. | 426,487 | |
21,370 | Miraial Co., Ltd. | 272,240 | |
80,700 | Mitsubishi Estate Co., Ltd. | 1,175,522 | |
16,871 | Mitsubishi Heavy Industries Ltd. | 576,821 | |
94,510 | Mitsubishi Motors Corp.* | 236,370 | |
341,390 | Mitsubishi UFJ Financial Group, Inc. | 1,984,627 | |
40,760 | MS&AD Insurance Group Holdings, Inc. | 1,213,314 | |
56,100 | Nakayama Steel Works Ltd. | 184,231 | |
41,790 | Neturen Co., Ltd. | 188,906 | |
24,255 | Nichicon Corp. | 219,626 | |
65,040 | Nikon Corp. | 730,843 | |
418 | Nippon Building Fund, Inc. | 2,169,965 | |
35,420 | Nippon Chemi-Con Corp.* | 491,663 | |
60,544 | Nippon Television Holdings, Inc. | 581,114 | |
198,730 | Nissan Motor Co., Ltd.* | 795,625 | |
35,586 | Nitori Holdings Co., Ltd. | 3,661,063 | |
65,070 | NOK Corp. | 553,633 | |
100,965 | Nomura Holdings, Inc. | 388,761 | |
11,726 | Obic Co., Ltd. | 1,732,390 | |
14,590 | OKUMA Corp. | 521,467 | |
62,960 | Ono Pharmaceutical Co., Ltd. | 1,617,476 | |
26,500 | Paramount Bed Holdings Co., Ltd. | 441,356 | |
357,760 | Resona Holdings, Inc. | 1,555,693 | |
19,470 | Sanyo Shokai Ltd.* | 126,191 | |
30,263 | Secom Co., Ltd. | 2,129,137 | |
84,207 | Seven & i Holdings Co., Ltd. | 3,723,372 | |
10,560 | Shimamura Co., Ltd. | 936,549 | |
23,777 | Shin-Etsu Chemical Co., Ltd. | 3,267,780 | |
47,720 | Shiseido Co., Ltd. | 2,255,793 | |
250,353 | Softbank Corp. | 2,913,574 | |
38,460 | Sony Group Corp. | 3,319,137 | |
32,330 | Stanley Electric Co., Ltd. | 557,470 | |
65,930 | Subaru Corp. | 1,000,468 | |
90,170 | Sumitomo Electric Industries Ltd. | 969,402 | |
36,610 | Sumitomo Heavy Industries Ltd. | 774,718 | |
33,238 | Sumitomo Mitsui Financial Group, Inc. | 1,004,251 | |
39,600 | Sumitomo Mitsui Trust Holdings, Inc. | 1,229,085 | |
50,667 | Sumitomo Realty & Development Co., Ltd. | 1,344,118 | |
23,290 | Sumitomo Riko Co., Ltd. | 99,550 | |
55,830 | Sumitomo Rubber Industries Ltd. | 483,922 | |
129,064 | T&D Holdings, Inc. | 1,658,529 | |
32,360 | Tachi-S Co., Ltd. | 251,994 | |
36,530 | Taiheiyo Cement Corp. | 591,040 | |
40,530 | Takeda Pharmaceutical Co., Ltd. | 1,176,040 | |
7,980 | Tamron Co., Ltd. | 140,674 | |
48,780 | THK Co., Ltd. | 966,646 | |
100,330 | Tochigi Bank Ltd. | 186,842 | |
48,610 | Tokai Rika Co., Ltd. | 512,164 | |
8,200 | Tokyo Seimitsu Co., Ltd. | 282,087 | |
17,370 | Tokyo Steel Manufacturing Co., Ltd. | 179,779 | |
14,790 | Toppan, Inc. | 244,474 | |
30,150 | Toyoda Gosei Co., Ltd. | 439,044 | |
52,870 | TS Tech Co., Ltd. | 551,731 | |
15,021 | Tsuruha Holdings, Inc. | 767,694 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
Japan - 13.2% - (continued) | |||
39,920 | TV Asahi Holdings Corp. | $ 455,981 | |
51,180 | Unipres Corp. | 294,597 | |
28,180 | Ushio, Inc. | 365,370 | |
51,720 | Xebio Holdings Co., Ltd. | 365,300 | |
41,890 | Yamato Holdings Co., Ltd. | 783,846 | |
18,550 | Yamato Kogyo Co., Ltd. | 598,668 | |
14,630 | Yodogawa Steel Works Ltd. | 276,925 | |
97,176,096 | |||
Jersey - 0.1% | |||
429,743 | Centamin plc | 492,536 | |
Luxembourg - 0.1% | |||
18,875 | RTL Group S.A.* | 981,452 | |
Malaysia - 0.7% | |||
696,667 | CIMB Group Holdings Bhd | 830,402 | |
2,916,633 | DiGi.Com Bhd | 2,550,246 | |
48,019 | Nestle Malaysia Bhd | 1,469,193 | |
4,849,841 | |||
Mexico - 0.3% | |||
17,765 | America Movil S.A.B. de C.V. Class L ADR | 345,174 | |
1,621,116 | Operadora de Sites Mexicanos S.A.B. de C.V.(1) | 1,986,823 | |
2,331,997 | |||
Netherlands - 3.5% | |||
76,882 | ABN Amro Bank N.V. ADR(1)(2) | 955,733 | |
1,781 | Adyen N.V.*(2) | 2,987,259 | |
7,740 | ASML Holding N.V. | 4,392,748 | |
39,608 | Fugro N.V.* | 485,211 | |
82,878 | Heineken N.V. | 8,089,803 | |
99,403 | ING Groep N.V. | 941,765 | |
92,916 | Koninklijke Philips N.V. | 2,427,999 | |
126,741 | PostNL N.V.(1) | 415,300 | |
39,482 | QIAGEN N.V.* | 1,820,795 | |
138,340 | Universal Music Group N.V. | 3,210,375 | |
25,726,988 | |||
Norway - 0.0% | |||
28,807 | Norsk Hydro ASA | 241,907 | |
Philippines - 0.4% | |||
1,153,900 | Ayala Land, Inc. | 704,304 | |
3,191,300 | SM Prime Holdings, Inc. | 2,127,168 | |
2,831,472 | |||
Portugal - 0.4% | |||
149,468 | Jeronimo Martins SGPS S.A. | 3,111,422 | |
Russia - 0.0% | |||
47,185 | Gazprom PJSC ADR(3)(4) | — | |
3,866 | Lukoil PJSC ADR(3)(4) | — | |
55,232 | Mobile TeleSystems PJSC ADR(3)(4) | — | |
127,753 | Sberbank of Russia PJSC ADR(3)(4) | — | |
164,682 | Surgutneftegas PJSC ADR(3)(4) | — | |
364,563 | VEON Ltd. ADR* | 246,627 | |
70,320 | VK Co., Ltd. GDR*(3)(4) | — | |
14,483 | Yandex N.V. Class A*(3)(4) | — | |
246,627 | |||
South Africa - 0.5% | |||
35,252 | Astral Foods Ltd. | 341,102 | |
312,048 | FirstRand Ltd. | 1,343,891 | |
106,232 | Harmony Gold Mining Co., Ltd. ADR | 434,489 | |
21,545 | MTN Group Ltd. | 228,506 | |
505,568 | Nampak Ltd.* | 94,119 |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
South Africa - 0.5% - (continued) | |||
565,139 | Netcare Ltd. | $ 545,725 | |
946,245 | Old Mutual Ltd. | 759,124 | |
3,746,956 | |||
South Korea - 4.7% | |||
7,180 | CJ CheilJedang Corp. | 2,257,900 | |
13,735 | Coway Co., Ltd. | 769,299 | |
38,410 | Dentium Co., Ltd. | 2,046,741 | |
86,433 | DGB Financial Group, Inc. | 609,252 | |
63,476 | Hana Financial Group, Inc. | 2,356,655 | |
23,183 | Hankook Tire & Technology Co., Ltd. | 636,298 | |
4,089 | Hyundai Mobis Co., Ltd. | 665,228 | |
31,521 | KB Financial Group, Inc. | 1,466,486 | |
29,225 | Kia Corp. | 1,916,875 | |
44,182 | KT Corp. | 1,243,999 | |
3,610 | LG Energy Solution Ltd.* | 1,198,543 | |
1,615 | LG Household & Health Care Ltd. | 1,156,632 | |
6,814 | POSCO Holdings, Inc. | 1,555,819 | |
164,128 | Samsung Electronics Co., Ltd. | 8,746,963 | |
45,316 | Shinhan Financial Group Co., Ltd. | 1,505,606 | |
14,145 | SK Innovation Co., Ltd.* | 2,251,262 | |
15,405 | SK Square Co., Ltd.* | 636,300 | |
74,769 | SK Telecom Co., Ltd. | 3,372,694 | |
55,544 | Tongyang Life Insurance Co., Ltd. | 295,659 | |
34,688,211 | |||
Spain - 2.1% | |||
495,521 | CaixaBank S.A.(1) | 1,599,490 | |
165,143 | Cellnex Telecom S.A.(2) | 7,697,361 | |
252,550 | Iberdrola S.A. | 2,902,002 | |
113,889 | Industria de Diseno Textil S.A. | 2,387,941 | |
206,051 | Prosegur Cia de Seguridad S.A. | 426,452 | |
655,382 | Unicaja Banco S.A.(2) | 617,363 | |
15,630,609 | |||
Sweden - 2.2% | |||
291,286 | Assa Abloy AB Class B | 7,361,418 | |
44,920 | Atlas Copco AB Class A | 2,036,532 | |
57,162 | Atlas Copco AB Class B | 2,262,344 | |
179,863 | Sandvik AB | 3,404,503 | |
53,169 | SKF AB Class B | 868,392 | |
15,933,189 | |||
Switzerland - 6.0% | |||
34,938 | Adecco Group AG | 1,348,253 | |
39,605 | GAM Holding AG*(1) | 40,869 | |
39,560 | Holcim AG | 1,934,306 | |
18,091 | Implenia AG*(1) | 409,062 | |
70,643 | Julius Baer Group Ltd. | 3,375,875 | |
16,544 | Kuehne + Nagel International AG | 4,628,122 | |
6,646 | Lonza Group AG | 3,918,706 | |
32,454 | Nestle S.A. | 4,189,619 | |
85,035 | Novartis AG | 7,514,479 | |
3,662 | Partners Group Holding AG | 3,879,878 | |
12,385 | Roche Holding AG | 4,592,528 | |
6,361 | Schindler Holding AG | 1,222,110 | |
1,369 | SGS S.A. | 3,517,674 | |
3,041 | Swatch Group AG(1) | 780,451 | |
154,378 | UBS Group AG | 2,620,818 | |
43,972,750 | |||
Taiwan - 5.7% | |||
211,370 | Advantech Co., Ltd. | 2,627,468 | |
432,801 | ASE Technology Holding Co., Ltd. | 1,380,792 | |
138,963 | Catcher Technology Co., Ltd. | 679,987 | |
4,259,706 | CTBC Financial Holding Co., Ltd. | 4,189,927 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
Taiwan - 5.7% - (continued) | |||
262,656 | Delta Electronics, Inc. | $ 2,192,543 | |
273,312 | Foxconn Technology Co., Ltd. | 541,568 | |
2,033,865 | Hon Hai Precision Industry Co., Ltd. | 6,968,183 | |
210,745 | Hotai Motor Co., Ltd. | 4,109,736 | |
158,091 | MediaTek, Inc. | 4,358,249 | |
1,246,284 | Powerchip Semiconductor Manufacturing Corp. | 2,240,089 | |
136,000 | Simplo Technology Co., Ltd. | 1,336,456 | |
526,311 | Taiwan Semiconductor Manufacturing Co., Ltd. | 9,517,095 | |
140,757 | Yageo Corp. | 1,899,872 | |
42,041,965 | |||
Thailand - 0.8% | |||
1,280,971 | CP ALL PCL | 2,431,040 | |
424,157 | Kasikornbank PCL | 1,866,569 | |
118,300 | Kasikornbank PCL NVDR | 523,680 | |
2,989,006 | Thai Beverage PCL | 1,472,410 | |
6,293,699 | |||
Turkey - 0.3% | |||
224,941 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 447,512 | |
68,257 | Coca-Cola Icecek AS | 566,230 | |
776,720 | Turk Telekomunikasyon AS(1) | 527,290 | |
307,655 | Turkcell Iletisim Hizmetleri AS(1) | 448,380 | |
229,296 | Ulker Biskuvi Sanayi AS | 258,046 | |
2,247,458 | |||
United Kingdom - 10.4% | |||
164,120 | Anglo American plc | 7,269,034 | |
75,119 | AstraZeneca plc | 10,023,975 | |
175,117 | Babcock International Group plc* | 668,589 | |
590,638 | BAE Systems plc | 5,455,520 | |
636,564 | BP plc | 3,073,200 | |
104,536 | British Land Co. plc REIT | 673,360 | |
509,979 | BT Group plc | 1,130,922 | |
452,826 | Centrica plc* | 448,655 | |
134,702 | Compass Group plc | 2,842,460 | |
36,835 | Croda International plc | 3,577,657 | |
76,658 | Diageo plc | 3,824,380 | |
70,765 | easyJet plc* | 490,365 | |
32,387 | Endeavour Mining plc | 792,626 | |
23,053 | Go-Ahead Group plc*(4) | 277,415 | |
433,167 | Hays plc | 665,278 | |
265,967 | J Sainsbury plc | 776,026 | |
158,044 | Kingfisher plc | 498,403 | |
71,635 | Land Securities Group plc REIT | 671,834 | |
91,797 | Marks & Spencer Group plc* | 156,709 | |
295,701 | National Grid plc | 4,393,221 | |
81,843 | Pagegroup plc | 500,787 | |
132,549 | Provident Financial plc | 424,250 | |
125,338 | Prudential plc | 1,560,264 | |
56,072 | Reckitt Benckiser Group plc | 4,372,806 | |
295,793 | Shell plc | 7,940,827 | |
222,248 | SIG plc* | 114,899 | |
237,436 | Smith & Nephew plc | 3,848,495 | |
161,765 | Smiths Group plc | 2,960,185 | |
238,843 | Standard Chartered plc | 1,632,808 | |
57,519 | SThree plc | 265,157 | |
72,369 | Unilever plc | 3,358,940 | |
139,821 | WPP plc | 1,742,850 | |
76,431,897 |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
United States - 0.1% | |||
727,000 | Allstar Co.(3)(4)(5) | $ — | |
16,188 | Tory Burch LLC(3)(4)(5) | 659,008 | |
659,008 | |||
Total Common Stocks (cost $676,629,011) | $ 710,132,537 | ||
CONVERTIBLE PREFERRED STOCKS - 0.2% | |||
United States - 0.2% | |||
243,469 | Essence Group Holdings Corp. Series 3(3)(4)(5) | $ 496,677 | |
38,688 | Lookout, Inc. Series F(3)(4)(5) | 333,104 | |
15,711 | Rubicon Global Holdings LLC Series C(3)(4)(5) | 667,010 | |
1,496,791 | |||
Total Convertible Preferred Stocks (cost $1,140,534) | $ 1,496,791 | ||
EXCHANGE-TRADED FUNDS - 0.1% | |||
Other Investment Pools & Funds - 0.1% | |||
12,819 | iShares Core MSCI EAFE ETF | $ 830,800 | |
Total Exchange-Traded Funds (cost $866,975) | $ 830,800 | ||
CLOSED END FUNDS - 0.1% | |||
Canada - 0.1% | |||
45,875 | Sprott Physical Uranium Trust * | $ 603,501 | |
Total Closed End Funds (cost $299,895) | $ 603,501 | ||
PREFERRED STOCKS - 1.2% | |||
Brazil - 0.6% | |||
217,000 | Itau Unibanco Holding S.A. (Preference Shares) | $ 1,047,703 | |
1,579,801 | Itausa S.A. | 2,942,984 | |
3,990,687 | |||
Germany - 0.6% | |||
14,083 | Henkel AG & Co. KGaA (Preference Shares) | 904,288 | |
22,147 | Volkswagen AG (Preference Shares) | 3,429,826 | |
4,334,114 | |||
Total Preferred Stocks (cost $8,074,718) | $ 8,324,801 | ||
Total Long-Term Investments (cost $687,011,133) | $ 721,388,430 | ||
SHORT-TERM INVESTMENTS - 4.3% | |||
Repurchase Agreements - 1.3% | |||
9,828,250 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $9,828,447; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $10,024,836 | $ 9,828,250 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 4.3% - (continued) | |||
Securities Lending Collateral - 3.0% | |||
6,455,397 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(6) | $ 6,455,397 | |
15,659,465 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(6) | 15,659,465 | |
22,114,862 | |||
Total Short-Term Investments (cost $31,943,112) | $ 31,943,112 | ||
Total Investments (cost $718,954,245) | 102.1% | $ 753,331,542 | |
Other Assets and Liabilities | (2.1)% | (15,313,744) | |
Total Net Assets | 100.0% | $ 738,017,798 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $26,616,532, representing 3.6% of net assets. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $2,155,799, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $2,155,799 or 0.3% of net assets. |
26 |
April 30, 2022 (Unaudited)
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 727,000 | $ — | $ — | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 243,469 | 384,998 | 496,677 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 38,688 | 441,937 | 333,104 | ||||
09/2015 | Rubicon Global Holdings LLC Series C Convertible Preferred | 15,711 | 313,599 | 667,010 | ||||
11/2013 | Tory Burch LLC | 16,188 | 1,268,749 | 659,008 | ||||
$ 2,409,283 | $ 2,155,799 |
(6) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
SPI 200 Future | 96 | 06/16/2022 | $ 12,563,590 | $ 212,002 | ||||
Total futures contracts | $ 212,002 |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
23,817 | USD | 3,107,584 | JPY | SSG | 05/06/2022 | $ (134) |
27 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Argentina | $ 178,852 | $ 178,852 | $ — | $ — | ||||
Australia | 19,965,038 | 552,199 | 19,412,839 | — | ||||
Austria | 3,596,234 | — | 3,596,234 | — | ||||
Belgium | 3,503,251 | — | 3,503,251 | — | ||||
Brazil | 10,027,525 | 10,027,525 | — | — | ||||
Canada | 44,542,076 | 44,542,076 | — | — | ||||
Chile | 1,152,569 | 1,152,569 | — | — | ||||
China | 56,377,163 | 11,014,850 | 45,362,313 | — | ||||
Cyprus | — | — | — | — | ||||
Denmark | 6,802,403 | — | 6,802,403 | — | ||||
Finland | 4,601,150 | — | 4,601,150 | — | ||||
France | 66,996,718 | 209,688 | 66,787,030 | — | ||||
Germany | 31,741,418 | — | 31,741,418 | — | ||||
Hong Kong | 23,547,639 | 1,893,957 | 21,653,682 | — | ||||
Hungary | 629,814 | — | 629,814 | — | ||||
India | 20,210,777 | 2,388,359 | 17,822,418 | — | ||||
Indonesia | 7,138,270 | — | 7,138,270 | — | ||||
Ireland | 13,503,856 | 4,024,597 | 9,479,259 | — | ||||
Italy | 15,981,704 | — | 15,981,704 | — | ||||
Japan | 97,176,096 | — | 97,176,096 | — | ||||
Jersey | 492,536 | — | 492,536 | — | ||||
Luxembourg | 981,452 | — | 981,452 | — | ||||
Malaysia | 4,849,841 | 1,469,193 | 3,380,648 | — | ||||
Mexico | 2,331,997 | 2,331,997 | — | — | ||||
Netherlands | 25,726,988 | — | 25,726,988 | — | ||||
Norway | 241,907 | — | 241,907 | — | ||||
Philippines | 2,831,472 | — | 2,831,472 | — | ||||
Portugal | 3,111,422 | — | 3,111,422 | — | ||||
Russia | 246,627 | 246,627 | — | — | ||||
South Africa | 3,746,956 | 1,415,435 | 2,331,521 | — | ||||
South Korea | 34,688,211 | 1,198,543 | 33,489,668 | — | ||||
Spain | 15,630,609 | — | 15,630,609 | — | ||||
Sweden | 15,933,189 | — | 15,933,189 | — | ||||
Switzerland | 43,972,750 | — | 43,972,750 | — | ||||
Taiwan | 42,041,965 | — | 42,041,965 | — | ||||
Thailand | 6,293,699 | 2,431,040 | 3,862,659 | — | ||||
Turkey | 2,247,458 | 1,233,716 | 1,013,742 | — | ||||
United Kingdom | 76,431,897 | 1,070,041 | 75,361,856 | — | ||||
United States | 659,008 | — | — | 659,008 | ||||
Convertible Preferred Stocks | 1,496,791 | — | — | 1,496,791 | ||||
Exchange-Traded Funds | 830,800 | 830,800 | — | — | ||||
Closed End Funds | 603,501 | 603,501 | — | — | ||||
Preferred Stocks | 8,324,801 | 3,990,687 | 4,334,114 | — | ||||
Short-Term Investments | 31,943,112 | 22,114,862 | 9,828,250 | — | ||||
Futures Contracts(2) | 212,002 | 212,002 | — | — | ||||
Total | $ 753,543,544 | $ 115,133,116 | $ 636,254,629 | $ 2,155,799 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (134) | $ — | $ (134) | $ — | ||||
Total | $ (134) | $ — | $ (134) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $4,591,349 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $3,769,238 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
28 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.7% | |||
Austria - 1.7% | |||
230,053 | Erste Group Bank AG | $ 7,162,873 | |
Canada - 3.0% | |||
35,829 | Lululemon Athletica, Inc.* | 12,706,038 | |
China - 2.4% | |||
210,590 | Tencent Holdings Ltd. | 9,924,030 | |
Denmark - 2.5% | |||
63,809 | DSV Panalpina A/S | 10,461,591 | |
France - 13.1% | |||
320,056 | Accor S.A.* | 10,514,997 | |
114,773 | Airbus SE | 12,564,411 | |
44,069 | Capgemini SE | 8,971,522 | |
30,157 | L'Oreal S.A. | 10,971,414 | |
81,211 | Schneider Electric SE | 11,651,271 | |
54,673,615 | |||
Germany - 3.8% | |||
313,038 | Infineon Technologies AG | 8,885,024 | |
181,940 | Zalando SE*(1) | 7,158,658 | |
16,043,682 | |||
Hong Kong - 3.7% | |||
156,337 | Hong Kong Exchanges & Clearing Ltd. | 6,631,655 | |
645,484 | Techtronic Industries Co., Ltd. | 8,615,982 | |
15,247,637 | |||
India - 2.9% | |||
168,769 | Reliance Industries Ltd. GDR(1) | 12,068,656 | |
Ireland - 1.9% | |||
77,485 | Flutter Entertainment plc* | 7,826,497 | |
Italy - 6.7% | |||
837,961 | Davide Campari-Milano N.V. | 9,454,865 | |
46,080 | Ferrari N.V. | 9,695,296 | |
171,859 | Moncler S.p.A. | 8,952,771 | |
28,102,932 | |||
Japan - 6.2% | |||
21,760 | Keyence Corp. | 8,747,609 | |
61,792 | Shin-Etsu Chemical Co., Ltd. | 8,492,353 | |
100,460 | Sony Group Corp. | 8,669,800 | |
25,909,762 | |||
Netherlands - 9.1% | |||
4,655 | Adyen N.V.*(1) | 7,807,801 | |
20,098 | ASML Holding N.V. | 11,406,388 | |
102,768 | Heineken N.V. | 10,031,285 | |
368,703 | Universal Music Group N.V. | 8,556,273 | |
37,801,747 | |||
South Korea - 3.5% | |||
9,428 | LG Energy Solution Ltd.* | 3,130,156 | |
217,350 | Samsung Electronics Co., Ltd. | 11,583,352 | |
14,713,508 | |||
Spain - 4.8% | |||
430,193 | Cellnex Telecom S.A.(1) | 20,051,416 | |
Sweden - 4.6% | |||
416,575 | Assa Abloy AB Class B | 10,527,738 | |
466,649 | Sandvik AB | 8,832,878 | |
19,360,616 | |||
Switzerland - 6.8% | |||
169,902 | Julius Baer Group Ltd. | 8,119,246 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.7% - (continued) | |||
Switzerland - 6.8% - (continued) | |||
17,308 | Lonza Group AG | $ 10,205,383 | |
9,497 | Partners Group Holding AG | 10,062,044 | |
28,386,673 | |||
Taiwan - 9.6% | |||
3,045,584 | Hon Hai Precision Industry Co., Ltd. | 10,434,413 | |
310,253 | MediaTek, Inc.* | 8,553,048 | |
1,172,270 | Taiwan Semiconductor Manufacturing Co., Ltd. | 21,197,742 | |
40,185,203 | |||
United Kingdom - 7.4% | |||
338,891 | Anglo American plc | 15,009,812 | |
119,751 | AstraZeneca plc | 15,979,726 | |
30,989,538 | |||
Total Common Stocks (cost $352,425,859) | $ 391,616,014 | ||
PREFERRED STOCKS - 2.1% | |||
Germany - 2.1% | |||
57,461 | Volkswagen AG (Preference Shares) | $ 8,898,779 | |
Total Preferred Stocks (cost $9,343,318) | $ 8,898,779 | ||
Total Long-Term Investments (cost $361,769,177) | $ 400,514,793 | ||
SHORT-TERM INVESTMENTS - 5.7% | |||
Repurchase Agreements - 3.4% | |||
14,216,638 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $14,216,922; collateralized by U.S. Treasury Bond at 4.625%,maturing 02/15/2040, with a market value of $14,501,039 | $ 14,216,638 | |
Securities Lending Collateral - 2.3% | |||
2,818,448 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 2,818,448 | |
6,836,976 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 6,836,976 | |
9,655,424 | |||
Total Short-Term Investments (cost $23,872,062) | $ 23,872,062 | ||
Total Investments (cost $385,641,239) | 101.5% | $ 424,386,855 | |
Other Assets and Liabilities | (1.5)% | (6,403,129) | |
Total Net Assets | 100.0% | $ 417,983,726 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. |
29 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $47,086,531, representing 11.3% of net assets. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Austria | $ 7,162,873 | $ — | $ 7,162,873 | $ — | ||||
Canada | 12,706,038 | 12,706,038 | — | — | ||||
China | 9,924,030 | — | 9,924,030 | — | ||||
Denmark | 10,461,591 | — | 10,461,591 | — | ||||
France | 54,673,615 | — | 54,673,615 | — | ||||
Germany | 16,043,682 | — | 16,043,682 | — | ||||
Hong Kong | 15,247,637 | — | 15,247,637 | — | ||||
India | 12,068,656 | — | 12,068,656 | — | ||||
Ireland | 7,826,497 | — | 7,826,497 | — | ||||
Italy | 28,102,932 | 1,819,075 | 26,283,857 | — | ||||
Japan | 25,909,762 | — | 25,909,762 | — | ||||
Netherlands | 37,801,747 | — | 37,801,747 | — | ||||
South Korea | 14,713,508 | 3,130,156 | 11,583,352 | — | ||||
Spain | 20,051,416 | — | 20,051,416 | — | ||||
Sweden | 19,360,616 | — | 19,360,616 | — | ||||
Switzerland | 28,386,673 | — | 28,386,673 | — | ||||
Taiwan | 40,185,203 | — | 40,185,203 | — | ||||
United Kingdom | 30,989,538 | — | 30,989,538 | — | ||||
Preferred Stocks | 8,898,779 | — | 8,898,779 | — | ||||
Short-Term Investments | 23,872,062 | 9,655,424 | 14,216,638 | — | ||||
Total | $ 424,386,855 | $ 27,310,693 | $ 397,076,162 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
30 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.8% | |||
Australia - 2.2% | |||
5,188,244 | Goodman Group REIT | $ 86,352,553 | |
1,740,666 | South32 Ltd. | 5,797,003 | |
92,149,556 | |||
Brazil - 1.6% | |||
3,625,255 | Localiza Rent a Car S.A. | 38,819,365 | |
1,080,563 | XP, Inc. Class A* | 26,592,655 | |
65,412,020 | |||
Canada - 7.9% | |||
1,362,316 | Brookfield Asset Management, Inc. Class A | 67,954,080 | |
1,410,569 | Canadian Pacific Railway Ltd. | 103,180,764 | |
4,379,985 | Cenovus Energy, Inc. | 80,975,085 | |
39,332 | Constellation Software, Inc. | 61,903,391 | |
65,485 | Nutrien Ltd. | 6,435,081 | |
99,034 | Ritchie Bros Auctioneers, Inc. | 5,454,907 | |
325,903,308 | |||
China - 5.5% | |||
7,062,000 | China Longyuan Power Group Corp. Ltd. Class H | 13,621,275 | |
3,612,000 | China Merchants Bank Co., Ltd. Class H | 21,770,408 | |
743,284 | ENN Energy Holdings Ltd. | 9,956,344 | |
2,852,568 | Li Ning Co., Ltd. | 22,233,391 | |
1,540,000 | Meituan Class B*(1) | 32,996,649 | |
1,684,597 | Proya Cosmetics Co., Ltd. Class A | 51,418,713 | |
2,268,100 | Shandong Sinocera Functional Material Co., Ltd. Class A | 11,156,630 | |
1,354,357 | Tencent Holdings Ltd. | 63,823,918 | |
226,977,328 | |||
Denmark - 1.0% | |||
151,055 | Ascendis Pharma A/S ADR*(2) | 13,786,790 | |
76,247 | Genmab A/S* | 26,811,604 | |
40,598,394 | |||
Finland - 1.2% | |||
9,871,388 | Nokia Oyj* | 50,048,626 | |
France - 5.8% | |||
2,389,271 | AXA S.A.(2) | 63,208,210 | |
2,071,847 | Bureau Veritas S.A. | 59,517,343 | |
10,396 | Hermes International | 12,818,860 | |
2,091,779 | Klepierre S.A. REIT | 50,068,095 | |
102,525 | L'Oreal S.A. | 37,299,607 | |
20,335 | LVMH Moet Hennessy Louis Vuitton SE | 13,159,490 | |
23,579 | Schneider Electric SE | 3,382,858 | |
239,454,463 | |||
Germany - 5.1% | |||
5,334,740 | Commerzbank AG* | 34,826,919 | |
761,056 | Infineon Technologies AG | 21,601,214 | |
1,618,843 | RWE AG | 67,213,386 | |
689,632 | Siemens AG | 84,793,684 | |
208,435,203 | |||
Hong Kong - 1.3% | |||
3,940,623 | Techtronic Industries Co., Ltd. | 52,599,809 | |
India - 1.5% | |||
1,721,466 | Reliance Industries Ltd. | 62,372,885 | |
Ireland - 1.2% | |||
449,631 | CRH plc | 17,904,976 | |
49,885 | Linde plc | 15,864,166 | |
334,613 | Smurfit Kappa Group plc | 14,139,329 | |
47,908,471 | |||
Israel - 0.9% | |||
249,956 | CyberArk Software Ltd.* | 39,278,086 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.8% - (continued) | |||
Italy - 1.8% | |||
273,090 | Ferrari N.V. | $ 57,500,394 | |
1,597,344 | UniCredit S.p.A. | 14,783,546 | |
72,283,940 | |||
Japan - 9.4% | |||
496,300 | Bandai Namco Holdings, Inc. | 33,600,948 | |
1,169,300 | Dai-ichi Life Holdings, Inc. | 23,414,080 | |
221,820 | Daikin Industries Ltd. | 33,897,996 | |
230,698 | Eisai Co., Ltd. | 10,047,113 | |
115,000 | Hoya Corp. | 11,412,841 | |
257,100 | Kao Corp. | 10,304,174 | |
81,394 | Keyence Corp. | 32,720,723 | |
12,149,400 | Mitsubishi UFJ Financial Group, Inc. | 70,628,995 | |
274,200 | Mitsui Fudosan Co., Ltd. REIT | 5,811,323 | |
137,650 | Oriental Land Co., Ltd. | 20,822,330 | |
557,070 | Recruit Holdings Co., Ltd. | 20,211,386 | |
645,000 | Sony Group Corp. | 55,664,155 | |
870,700 | Subaru Corp. | 13,212,610 | |
80,525 | Sysmex Corp. | 5,282,243 | |
2,220,100 | T&D Holdings, Inc. | 28,529,253 | |
29,900 | Tokyo Electron Ltd. | 12,616,198 | |
388,176,368 | |||
Luxembourg - 1.3% | |||
1,842,816 | ArcelorMittal S.A. | 53,732,265 | |
Netherlands - 3.1% | |||
180,905 | AerCap Holdings N.V.* | 8,450,073 | |
340,151 | Koninklijke DSM N.V. | 57,182,646 | |
960,159 | Stellantis N.V.(2) | 12,890,756 | |
474,756 | Wolters Kluwer N.V. | 47,942,164 | |
126,465,639 | |||
Norway - 1.2% | |||
1,427,962 | Equinor ASA | 48,264,492 | |
Singapore - 0.2% | |||
80,489 | Sea Ltd. ADR* | 6,661,270 | |
South Korea - 2.6% | |||
2,011,038 | Samsung Electronics Co., Ltd. | 107,175,344 | |
Spain - 2.1% | |||
7,585,119 | Iberdrola S.A. | 87,159,108 | |
Sweden - 1.0% | |||
843,988 | Fastighets AB Balder Class B* | 41,834,181 | |
Switzerland - 10.0% | |||
468,977 | Cie Financiere Richemont S.A. | 54,490,758 | |
107,723 | Lonza Group AG | 63,517,125 | |
750,945 | Nestle S.A. | 96,942,551 | |
1,360,641 | Novartis AG | 120,238,814 | |
2,162 | Partners Group Holding AG | 2,290,633 | |
204,942 | Roche Holding AG | 75,995,304 | |
413,475,185 | |||
Taiwan - 3.4% | |||
7,729,440 | Taiwan Semiconductor Manufacturing Co., Ltd. | 139,768,715 | |
Thailand - 1.3% | |||
12,011,614 | Kasikornbank PCL | 52,858,978 | |
United Kingdom - 20.0% | |||
223,808 | Allfunds Group plc | 1,918,599 | |
1,561,689 | Anglo American plc | 69,168,725 | |
689,153 | AstraZeneca plc | 91,961,456 | |
8,455,210 | BAE Systems plc | 78,097,866 |
31 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.8% - (continued) | |||
United Kingdom - 20.0% - (continued) | |||
2,975,400 | CNH Industrial N.V. | $ 42,150,369 | |
2,216,697 | Diageo plc | 110,588,473 | |
12,330,925 | HSBC Holdings plc | 77,057,536 | |
2,327,866 | Intermediate Capital Group plc | 44,547,140 | |
618,788 | London Stock Exchange Group plc | 61,007,396 | |
1,591,734 | Prudential plc | 19,814,626 | |
741,492 | Rio Tinto plc | 52,390,966 | |
1,733,213 | Segro plc REIT | 29,017,629 | |
4,283,946 | Shell plc | 115,668,440 | |
668,314 | Unilever plc | 31,069,997 | |
824,459,218 | |||
United States - 1.2% | |||
779,189 | Mosaic Co. | 48,636,977 | |
Total Common Stocks (cost $3,725,168,104) | $ 3,862,089,829 | ||
EXCHANGE-TRADED FUNDS - 2.3% | |||
Other Investment Pools & Funds - 2.3% | |||
1,522,522 | iShares MSCI ACWI ex U.S. ETF | $ 74,253,398 | |
282,894 | iShares MSCI EAFE ETF | 19,417,844 | |
93,671,242 | |||
Total Exchange-Traded Funds (cost $100,973,711) | $ 93,671,242 | ||
Total Long-Term Investments (cost $3,826,141,815) | $ 3,955,761,071 | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Repurchase Agreements - 2.6% | |||
105,015,247 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $105,017,347; collateralized by U.S. Treasury Bond at 2.125%, maturing 02/15/2041, with a market value of $107,115,587 | $ 105,015,247 | |
Securities Lending Collateral - 0.5% | |||
5,952,336 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(3) | 5,952,336 | |
14,439,141 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(3) | 14,439,141 | |
20,391,477 | |||
Total Short-Term Investments (cost $125,406,724) | $ 125,406,724 | ||
Total Investments (cost $3,951,548,539) | 99.2% | $ 4,081,167,795 | |
Other Assets and Liabilities | 0.8% | 34,573,513 | |
Total Net Assets | 100.0% | $ 4,115,741,308 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $32,996,649, representing 0.8% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
102,233 | USD | 13,339,303 | JPY | SSG | 05/06/2022 | $ (575) |
32 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 92,149,556 | $ — | $ 92,149,556 | $ — | ||||
Brazil | 65,412,020 | 65,412,020 | — | — | ||||
Canada | 325,903,308 | 325,903,308 | — | — | ||||
China | 226,977,328 | — | 226,977,328 | — | ||||
Denmark | 40,598,394 | 13,786,790 | 26,811,604 | — | ||||
Finland | 50,048,626 | — | 50,048,626 | — | ||||
France | 239,454,463 | — | 239,454,463 | — | ||||
Germany | 208,435,203 | — | 208,435,203 | — | ||||
Hong Kong | 52,599,809 | — | 52,599,809 | — | ||||
India | 62,372,885 | — | 62,372,885 | — | ||||
Ireland | 47,908,471 | 15,864,166 | 32,044,305 | — | ||||
Israel | 39,278,086 | 39,278,086 | — | — | ||||
Italy | 72,283,940 | — | 72,283,940 | — | ||||
Japan | 388,176,368 | — | 388,176,368 | — | ||||
Luxembourg | 53,732,265 | — | 53,732,265 | — | ||||
Netherlands | 126,465,639 | 8,450,073 | 118,015,566 | — | ||||
Norway | 48,264,492 | — | 48,264,492 | — | ||||
Singapore | 6,661,270 | 6,661,270 | — | — | ||||
South Korea | 107,175,344 | — | 107,175,344 | — | ||||
Spain | 87,159,108 | — | 87,159,108 | — | ||||
Sweden | 41,834,181 | — | 41,834,181 | — | ||||
Switzerland | 413,475,185 | — | 413,475,185 | — | ||||
Taiwan | 139,768,715 | — | 139,768,715 | — | ||||
Thailand | 52,858,978 | — | 52,858,978 | — | ||||
United Kingdom | 824,459,218 | — | 824,459,218 | — | ||||
United States | 48,636,977 | 48,636,977 | — | — | ||||
Exchange-Traded Funds | 93,671,242 | 93,671,242 | — | — | ||||
Short-Term Investments | 125,406,724 | 20,391,477 | 105,015,247 | — | ||||
Total | $ 4,081,167,795 | $ 638,055,409 | $ 3,443,112,386 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (575) | $ — | $ (575) | $ — | ||||
Total | $ (575) | $ — | $ (575) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
33 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% | |||
Argentina - 0.1% | |||
586,754 | YPF S.A. ADR* | $ 2,487,837 | |
Australia - 0.6% | |||
3,444,319 | Austal Ltd. | 4,902,566 | |
3,092,544 | OceanaGold Corp.* | 7,703,375 | |
3,363,255 | Resolute Mining Ltd.*(1) | 830,280 | |
13,436,221 | |||
Austria - 0.6% | |||
359,188 | Erste Group Bank AG | 11,183,589 | |
255,109 | Zumtobel Group AG | 1,842,648 | |
13,026,237 | |||
Belgium - 0.9% | |||
293,227 | Ageas S.A. | 14,031,372 | |
700,924 | AGFA-Gevaert N.V.* | 2,806,066 | |
647,708 | bpost S.A.* | 3,924,462 | |
20,761,900 | |||
Brazil - 2.1% | |||
1,065,081 | Atacadao S.A. | 4,431,419 | |
6,110,666 | Caixa Seguridade Participacoes S/A | 9,690,151 | |
1,768,169 | Cia de Saneamento Basico do Estado de Sao Paulo | 15,925,842 | |
1,093,857 | Telefonica Brasil S.A. | 11,768,374 | |
2,918,445 | Ultrapar Participacoes S.A. | 7,715,304 | |
49,531,090 | |||
Canada - 3.0% | |||
669,651 | ARC Resources Ltd. | 9,283,840 | |
861,839 | Barrick Gold Corp. | 19,220,556 | |
514,449 | Cameco Corp. | 13,283,208 | |
883,044 | Centerra Gold, Inc.(1) | 8,172,960 | |
540,232 | Eldorado Gold Corp.* | 5,251,055 | |
1,771,730 | Kinross Gold Corp. | 9,000,388 | |
1,388,011 | Trican Well Service Ltd.* | 4,840,454 | |
69,052,461 | |||
Chile - 0.4% | |||
865,536 | Embotelladora Andina S.A. Class B ADR(1) | 9,269,891 | |
China - 1.1% | |||
13,262,686 | China BlueChemical Ltd. Class H | 4,559,048 | |
102,397,638 | China Reinsurance Group Corp. Class H | 8,927,946 | |
16,231,237 | Dongfeng Motor Group Co., Ltd. Class H | 11,840,606 | |
25,327,600 | |||
Denmark - 0.0% | |||
19,000 | D/S Norden A/S | 705,957 | |
Finland - 0.8% | |||
3,851,647 | Nokia Oyj* | 19,528,119 | |
France - 12.4% | |||
1,070,032 | AXA S.A.(1) | 28,307,717 | |
415,468 | BNP Paribas S.A.(1) | 21,542,587 | |
667,529 | Carrefour S.A. | 14,156,665 | |
487,856 | Cie de Saint-Gobain | 28,460,621 | |
117,681 | Criteo S.A. ADR* | 2,916,135 | |
78,176 | Dassault Aviation S.A. | 13,118,334 | |
1,979,237 | Engie S.A.(1) | 23,355,927 | |
198,477 | Imerys S.A. | 7,808,243 | |
539,163 | Metropole Television S.A. | 10,005,329 | |
1,500,622 | Orange S.A. | 17,865,500 | |
413,110 | Quadient S.A. | 7,725,681 | |
397,059 | Renault S.A.* | 9,701,582 | |
386,585 | Rexel S.A.* | 7,919,062 | |
404,979 | SCOR SE | 11,450,302 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
France - 12.4% - (continued) | |||
711,050 | Societe Generale S.A. | $ 17,089,406 | |
20,331 | Sopra Steria Group | 3,603,230 | |
1,252,081 | Television Francaise(1) | 10,604,104 | |
1,003,756 | TotalEnergies SE | 49,287,396 | |
175,236 | Vicat S.A. | 5,269,526 | |
290,187,347 | |||
Germany - 3.0% | |||
1,432,436 | Ceconomy AG | 4,907,780 | |
152,534 | Continental AG* | 10,454,850 | |
423,786 | Daimler Truck Holding AG* | 11,397,607 | |
618,335 | Fresenius SE & Co. KGaA | 21,856,878 | |
99,182 | HeidelbergCement AG | 5,713,620 | |
223,299 | Mercedes-Benz Group AG | 15,586,531 | |
69,917,266 | |||
Hong Kong - 1.7% | |||
2,498,458 | CK Asset Holdings Ltd. | 16,937,395 | |
1,681,008 | Dah Sing Financial Holdings Ltd. | 4,891,607 | |
1,719,080 | G-Resources Group Ltd.* | 597,074 | |
7,242,963 | Pacific Basin Shipping Ltd. | 3,323,148 | |
4,284,444 | PAX Global Technology Ltd. | 3,693,353 | |
7,418,637 | WH Group Ltd.(2) | 5,123,304 | |
3,700,238 | Yue Yuen Industrial Holdings Ltd.* | 5,442,625 | |
40,008,506 | |||
Hungary - 0.1% | |||
3,228,063 | Magyar Telekom Telecommunications plc | 3,493,612 | |
India - 0.7% | |||
2,451,568 | Canara Bank* | 7,294,062 | |
2,883,176 | Oil & Natural Gas Corp. Ltd. | 5,975,109 | |
689,590 | Zee Entertainment Enterprises Ltd. | 2,214,016 | |
15,483,187 | |||
Indonesia - 0.9% | |||
30,970,472 | Bank Mandiri Persero Tbk PT | 19,016,944 | |
11,906,650 | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 1,130,019 | |
20,146,963 | |||
Ireland - 1.0% | |||
4,693,433 | AIB Group plc | 10,194,771 | |
2,211,877 | Bank of Ireland Group plc* | 13,405,536 | |
23,600,307 | |||
Italy - 3.1% | |||
922,658 | Assicurazioni Generali S.p.A.(1) | 17,468,756 | |
4,198,229 | BPER Banca | 7,013,544 | |
2,141,338 | Eni S.p.A. | 29,933,315 | |
2,065,747 | UniCredit S.p.A. | 19,118,653 | |
73,534,268 | |||
Japan - 28.5% | |||
219,440 | Adastria Co., Ltd. | 3,636,777 | |
320,610 | Aeon Delight Co., Ltd. | 6,852,691 | |
672,540 | Alfresa Holdings Corp. | 9,145,670 | |
846,960 | Alps Electric Co., Ltd. | 7,497,813 | |
404,380 | ASKUL Corp. | 4,951,855 | |
53,763 | Benesse Holdings, Inc. | 940,685 | |
925,000 | Chiyoda Corp.* | 3,058,373 | |
132,571 | Chubu Steel Plate Co., Ltd. | 821,404 | |
1,204,227 | Citizen Watch Co., Ltd. | 4,544,881 | |
132,198 | CMIC Holdings Co., Ltd. | 1,521,751 | |
341,084 | Cosel Co., Ltd. | 1,988,804 | |
910,393 | Dai-ichi Life Holdings, Inc. | 18,229,722 | |
668,173 | DeNA Co., Ltd.* | 9,684,550 | |
107,860 | Eisai Co., Ltd. | 4,697,404 |
34 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Japan - 28.5% - (continued) | |||
34,006 | Enplas Corp. | $ 727,397 | |
446,034 | Fuji Media Holdings, Inc. | 3,852,315 | |
1,682,806 | Hino Motors Ltd. | 8,686,629 | |
260,902 | Hisaka Works Ltd. | 1,540,650 | |
1,237,474 | Honda Motor Co., Ltd. | 32,549,960 | |
390,016 | Ichiyoshi Securities Co., Ltd. | 1,716,778 | |
1,515,967 | Inpex Corp. | 18,037,226 | |
1,170,158 | Isuzu Motors Ltd. | 13,650,805 | |
730,130 | Japan Airlines Co., Ltd.* | 12,054,059 | |
332,459 | Japan Petroleum Exploration Co., Ltd. | 6,627,232 | |
1,547,477 | JGC Holdings Corp. | 17,511,545 | |
517,580 | Kamigumi Co., Ltd. | 8,787,937 | |
771,830 | Kirin Holdings Co., Ltd. | 11,251,525 | |
259,280 | Kissei Pharmaceutical Co., Ltd. | 5,130,682 | |
440,991 | Kyoei Steel Ltd. | 4,524,552 | |
275,460 | Makino Milling Machine Co., Ltd. | 8,487,849 | |
467,550 | Maruichi Steel Tube Ltd. | 9,978,614 | |
512,953 | Maxell Holdings Ltd. | 4,573,858 | |
189,043 | Miraial Co., Ltd. | 2,408,281 | |
1,134,991 | Mitsubishi Estate Co., Ltd. | 16,532,926 | |
234,489 | Mitsubishi Heavy Industries Ltd. | 8,017,206 | |
1,295,543 | Mitsubishi Motors Corp.* | 3,240,165 | |
4,747,247 | Mitsubishi UFJ Financial Group, Inc. | 27,597,518 | |
569,250 | MS&AD Insurance Group Holdings, Inc. | 16,945,014 | |
494,567 | Nakayama Steel Works Ltd. | 1,624,148 | |
190,083 | Neturen Co., Ltd. | 859,246 | |
316,738 | Nichicon Corp. | 2,868,028 | |
902,310 | Nikon Corp. | 10,139,094 | |
320,415 | Nippon Chemi-Con Corp.* | 4,447,658 | |
844,905 | Nippon Television Holdings, Inc. | 8,109,575 | |
2,846,714 | Nissan Motor Co., Ltd.* | 11,396,950 | |
907,386 | NOK Corp. | 7,720,285 | |
1,363,110 | Nomura Holdings, Inc. | 5,248,591 | |
204,629 | OKUMA Corp. | 7,313,730 | |
861,360 | Ono Pharmaceutical Co., Ltd. | 22,128,804 | |
307,150 | Paramount Bed Holdings Co., Ltd. | 5,115,566 | |
4,997,243 | Resona Holdings, Inc. | 21,730,143 | |
181,001 | Sanyo Shokai Ltd.* | 1,173,123 | |
151,235 | Shimamura Co., Ltd. | 13,412,787 | |
447,950 | Stanley Electric Co., Ltd. | 7,724,047 | |
913,630 | Subaru Corp. | 13,864,060 | |
1,267,520 | Sumitomo Electric Industries Ltd. | 13,626,886 | |
512,680 | Sumitomo Heavy Industries Ltd. | 10,849,016 | |
463,316 | Sumitomo Mitsui Financial Group, Inc. | 13,998,600 | |
544,001 | Sumitomo Mitsui Trust Holdings, Inc. | 16,884,433 | |
146,405 | Sumitomo Riko Co., Ltd. | 625,788 | |
773,050 | Sumitomo Rubber Industries Ltd. | 6,700,630 | |
1,738,565 | T&D Holdings, Inc. | 22,341,318 | |
293,593 | Tachi-S Co., Ltd. | 2,286,272 | |
528,500 | Taiheiyo Cement Corp. | 8,550,902 | |
553,926 | Takeda Pharmaceutical Co., Ltd. | 16,073,006 | |
86,600 | Tamron Co., Ltd. | 1,526,616 | |
680,266 | THK Co., Ltd. | 13,480,451 | |
924,721 | Tochigi Bank Ltd. | 1,722,084 | |
668,191 | Tokai Rika Co., Ltd. | 7,040,187 | |
117,119 | Tokyo Seimitsu Co., Ltd. | 4,028,995 | |
204,962 | Tokyo Steel Manufacturing Co., Ltd. | 2,121,356 | |
202,030 | Toppan, Inc. | 3,339,488 | |
421,670 | Toyoda Gosei Co., Ltd. | 6,140,354 | |
748,280 | TS Tech Co., Ltd. | 7,808,768 | |
553,579 | TV Asahi Holdings Corp. | 6,323,181 | |
453,796 | Unipres Corp. | 2,612,090 | |
391,394 | Ushio, Inc. | 5,074,651 | |
462,936 | Xebio Holdings Co., Ltd. | 3,269,732 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Japan - 28.5% - (continued) | |||
581,180 | Yamato Holdings Co., Ltd. | $ 10,875,039 | |
261,051 | Yamato Kogyo Co., Ltd. | 8,424,956 | |
160,310 | Yodogawa Steel Works Ltd. | 3,034,437 | |
665,638,174 | |||
Jersey - 0.3% | |||
6,004,175 | Centamin plc | 6,881,495 | |
Luxembourg - 0.6% | |||
261,750 | RTL Group S.A.* | 13,610,329 | |
Malaysia - 0.5% | |||
9,665,109 | CIMB Group Holdings Bhd | 11,520,461 | |
Mexico - 0.2% | |||
249,972 | America Movil S.A.B. de C.V. Class L ADR | 4,856,956 | |
Netherlands - 1.7% | |||
1,079,355 | ABN Amro Bank N.V. ADR(1)(2) | 13,417,637 | |
546,243 | Fugro N.V.* | 6,691,663 | |
1,384,666 | ING Groep N.V.(1) | 13,118,616 | |
1,797,975 | PostNL N.V.(1) | 5,891,542 | |
39,119,458 | |||
Norway - 0.1% | |||
405,360 | Norsk Hydro ASA | 3,404,019 | |
Russia - 0.1% | |||
662,901 | Gazprom PJSC ADR(3)(4) | — | |
48,850 | Lukoil PJSC ADR(3)(4) | — | |
709,487 | Mobile TeleSystems PJSC ADR(3)(4) | — | |
441,290 | Sberbank of Russia PJSC ADR(3)(4) | — | |
1,792,255 | Surgutneftegas PJSC ADR(3)(4) | — | |
4,640,281 | VEON Ltd. ADR* | 3,139,150 | |
894,717 | VK Co., Ltd. GDR*(3)(4) | — | |
3,139,150 | |||
South Africa - 1.3% | |||
250,352 | Astral Foods Ltd. | 2,422,434 | |
1,463,951 | Harmony Gold Mining Co., Ltd. ADR | 5,987,559 | |
293,222 | MTN Group Ltd. | 3,109,911 | |
4,729,343 | Nampak Ltd.* | 880,435 | |
8,083,711 | Netcare Ltd.(1) | 7,806,021 | |
13,789,346 | Old Mutual Ltd. | 11,062,490 | |
31,268,850 | |||
South Korea - 4.3% | |||
190,632 | Coway Co., Ltd. | 10,677,317 | |
1,202,288 | DGB Financial Group, Inc. | 8,474,737 | |
310,293 | Hankook Tire & Technology Co., Ltd. | 8,516,538 | |
56,779 | Hyundai Mobis Co., Ltd. | 9,237,211 | |
431,098 | KB Financial Group, Inc. | 20,056,438 | |
614,855 | KT Corp. | 17,312,007 | |
637,366 | Shinhan Financial Group Co., Ltd. | 21,176,233 | |
774,966 | Tongyang Life Insurance Co., Ltd. | 4,125,116 | |
99,575,597 | |||
Spain - 1.6% | |||
7,115,153 | CaixaBank S.A.(1) | 22,966,964 | |
2,919,722 | Prosegur Cia de Seguridad S.A. | 6,042,784 | |
9,115,950 | Unicaja Banco S.A.(2) | 8,587,127 | |
37,596,875 | |||
Sweden - 0.5% | |||
744,585 | SKF AB Class B | 12,161,069 | |
Switzerland - 6.1% | |||
480,040 | Adecco Group AG* | 18,524,684 | |
368,626 | GAM Holding AG*(1) | 380,392 |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.4% - (continued) | |||
Switzerland - 6.1% - (continued) | |||
552,447 | Holcim AG* | $ 27,012,173 | |
85,004 | Implenia AG*(1) | 1,922,054 | |
72,304 | Julius Baer Group Ltd.* | 3,455,251 | |
509,842 | Novartis AG | 45,054,351 | |
42,573 | Swatch Group AG(1) | 10,926,052 | |
2,140,473 | UBS Group AG | 36,338,021 | |
143,612,978 | |||
Taiwan - 1.3% | |||
1,972,465 | Catcher Technology Co., Ltd. | 9,651,847 | |
3,974,332 | Foxconn Technology Co., Ltd. | 7,875,145 | |
3,499,969 | Hon Hai Precision Industry Co., Ltd. | 11,991,172 | |
29,518,164 | |||
Thailand - 0.8% | |||
2,867,445 | Kasikornbank PCL | 12,618,639 | |
1,326,736 | Kasikornbank PCL NVDR | 5,873,078 | |
18,491,717 | |||
Turkey - 1.3% | |||
3,136,148 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 6,239,247 | |
949,404 | Coca-Cola Icecek AS | 7,875,839 | |
10,832,024 | Turk Telekomunikasyon AS(1) | 7,353,513 | |
4,391,661 | Turkcell Iletisim Hizmetleri AS(1) | 6,400,454 | |
3,260,446 | Ulker Biskuvi Sanayi AS | 3,669,258 | |
31,538,311 | |||
United Kingdom - 13.7% | |||
482,494 | Anglo American plc | 21,370,129 | |
2,428,438 | Babcock International Group plc* | 9,271,667 | |
2,448,475 | BAE Systems plc | 22,615,721 | |
8,985,484 | BP plc | 43,380,061 | |
1,454,635 | British Land Co. plc REIT | 9,369,908 | |
7,093,320 | BT Group plc | 15,730,043 | |
6,365,435 | Centrica plc* | 6,306,804 | |
972,557 | easyJet plc* | 6,739,325 | |
445,065 | Endeavour Mining plc | 10,892,339 | |
248,297 | Go-Ahead Group plc* | 2,987,957 | |
6,010,127 | Hays plc | 9,230,630 | |
3,764,324 | J Sainsbury plc | 10,983,371 | |
2,220,757 | Kingfisher plc | 7,003,312 | |
996,765 | Land Securities Group plc REIT | 9,348,230 | |
1,307,638 | Marks & Spencer Group plc* | 2,232,295 | |
1,160,339 | Pagegroup plc | 7,099,971 | |
1,844,272 | Provident Financial plc | 5,902,960 | |
2,465,957 | Shell plc | 66,200,815 | |
2,908,644 | SIG plc* | 1,503,731 | |
3,365,281 | Standard Chartered plc | 23,006,143 | |
774,675 | SThree plc | 3,571,178 | |
1,964,776 | WPP plc | 24,490,664 | |
319,237,254 | |||
Total Common Stocks (cost $2,269,844,970) | $ 2,230,669,626 | ||
CLOSED END FUNDS - 0.4% | |||
Canada - 0.4% | |||
640,019 | Sprott Physical Uranium Trust * | $ 8,419,664 | |
Total Closed End Funds (cost $4,944,041) | $ 8,419,664 |
Shares or Principal Amount | Market Value† | ||
PREFERRED STOCKS - 0.5% | |||
Germany - 0.5% | |||
197,678 | Henkel AG & Co. KGaA (Preference Shares) | $ 12,693,162 | |
Total Preferred Stocks (cost $15,263,701) | $ 12,693,162 | ||
Total Long-Term Investments (cost $2,290,052,712) | $ 2,251,782,452 | ||
SHORT-TERM INVESTMENTS - 5.7% | |||
Repurchase Agreements - 2.4% | |||
55,474,902 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $55,476,012; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $56,584,404 | $ 55,474,902 | |
Securities Lending Collateral - 3.3% | |||
22,483,742 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 22,483,742 | |
54,540,929 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 54,540,929 | |
77,024,671 | |||
Total Short-Term Investments (cost $132,499,573) | $ 132,499,573 | ||
Total Investments (cost $2,422,552,285) | 102.0% | $ 2,384,282,025 | |
Other Assets and Liabilities | (2.0)% | (45,632,300) | |
Total Net Assets | 100.0% | $ 2,338,649,725 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $27,128,068, representing 1.2% of net assets. |
36 |
April 30, 2022 (Unaudited)
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 274 | 06/17/2022 | $ 27,353,420 | $ (1,054,892) | ||||
Total futures contracts | $ (1,054,892) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
254,714 | USD | 33,235,084 | JPY | SSG | 05/06/2022 | $ (1,432) |
37 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Argentina | $ 2,487,837 | $ 2,487,837 | $ — | $ — | ||||
Australia | 13,436,221 | 7,703,375 | 5,732,846 | — | ||||
Austria | 13,026,237 | — | 13,026,237 | — | ||||
Belgium | 20,761,900 | — | 20,761,900 | — | ||||
Brazil | 49,531,090 | 49,531,090 | — | — | ||||
Canada | 69,052,461 | 69,052,461 | — | — | ||||
Chile | 9,269,891 | 9,269,891 | — | — | ||||
China | 25,327,600 | — | 25,327,600 | — | ||||
Denmark | 705,957 | — | 705,957 | — | ||||
Finland | 19,528,119 | — | 19,528,119 | — | ||||
France | 290,187,347 | 2,916,135 | 287,271,212 | — | ||||
Germany | 69,917,266 | — | 69,917,266 | — | ||||
Hong Kong | 40,008,506 | — | 40,008,506 | — | ||||
Hungary | 3,493,612 | — | 3,493,612 | — | ||||
India | 15,483,187 | — | 15,483,187 | — | ||||
Indonesia | 20,146,963 | — | 20,146,963 | — | ||||
Ireland | 23,600,307 | — | 23,600,307 | — | ||||
Italy | 73,534,268 | — | 73,534,268 | — | ||||
Japan | 665,638,174 | — | 665,638,174 | — | ||||
Jersey | 6,881,495 | — | 6,881,495 | — | ||||
Luxembourg | 13,610,329 | — | 13,610,329 | — | ||||
Malaysia | 11,520,461 | — | 11,520,461 | — | ||||
Mexico | 4,856,956 | 4,856,956 | — | — | ||||
Netherlands | 39,119,458 | — | 39,119,458 | — | ||||
Norway | 3,404,019 | — | 3,404,019 | — | ||||
Russia | 3,139,150 | 3,139,150 | — | — | ||||
South Africa | 31,268,850 | 17,096,449 | 14,172,401 | — | ||||
South Korea | 99,575,597 | — | 99,575,597 | — | ||||
Spain | 37,596,875 | — | 37,596,875 | — | ||||
Sweden | 12,161,069 | — | 12,161,069 | — | ||||
Switzerland | 143,612,978 | — | 143,612,978 | — | ||||
Taiwan | 29,518,164 | — | 29,518,164 | — | ||||
Thailand | 18,491,717 | — | 18,491,717 | — | ||||
Turkey | 31,538,311 | 17,423,225 | 14,115,086 | — | ||||
United Kingdom | 319,237,254 | 13,880,296 | 305,356,958 | — | ||||
Closed End Funds | 8,419,664 | 8,419,664 | — | — | ||||
Preferred Stocks | 12,693,162 | — | 12,693,162 | — | ||||
Short-Term Investments | 132,499,573 | 77,024,671 | 55,474,902 | — | ||||
Total | $ 2,384,282,025 | $ 282,801,200 | $ 2,101,480,825 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,432) | $ — | $ (1,432) | $ — | ||||
Futures Contracts(2) | (1,054,892) | (1,054,892) | — | — | ||||
Total | $ (1,056,324) | $ (1,054,892) | $ (1,432) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $34,269,281 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
38 |
Counterparty Abbreviations: | |
SSG | State Street Global Markets LLC |
Currency Abbreviations: | |
IDR | Indonesia Rupiah |
JPY | Japan Yen |
USD | United States Dollar |
Index Abbreviations: | |
EAFE | Europe, Australasia and Far East |
SPI | Share Price Index |
Other Abbreviations: | |
ACWI | All Country World Index |
ADR | American Depositary Receipt |
Bhd | Berhad |
ETF | Exchange-Traded Fund |
GDR | Global Depositary Receipt |
KGaA | Kommanditgesellschaft Auf Aktien |
MSCI | Morgan Stanley Capital International |
NVDR | Non-Voting Depositary Receipt |
Nyrt | New York REIT Inc |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
Tbk | Terbuka |
39 |
April 30, 2022 (Unaudited)
Hartford Climate Opportunities Fund | Hartford Emerging Markets Equity Fund | Hartford Global Impact Fund | Hartford International Equity Fund | ||||
Assets: | |||||||
Investments in securities, at market value(1) | $ 121,249,627 | $ 452,431,186 | $ 167,231,487 | $ 743,503,292 | |||
Repurchase agreements | 2,030,398 | 11,970,059 | 5,941,106 | 9,828,250 | |||
Cash | 493,645 | 2,906,617 | 1,444,218 | 2,454,538 | |||
Cash collateral held for securities on loan | 50,930 | 142,926 | 216,141 | 1,163,940 | |||
Foreign currency | 16,234 | 272,365 | 58,602 | 1,972,876 | |||
Unrealized appreciation on foreign currency contracts | — | — | 708 | — | |||
Receivables: | |||||||
From affiliates | 7,306 | 15,053 | 5,220 | — | |||
Investment securities sold | 876,640 | — | 484,901 | 1,736,344 | |||
Fund shares sold | 129,110 | 3,315,786 | 1,488,187 | 107,777 | |||
Dividends and interest | 161,075 | 1,455,520 | 206,312 | 2,421,291 | |||
Securities lending income | 706 | 17,814 | 867 | 14,858 | |||
Variation margin on futures contracts | — | 227,267 | — | 1,267,266 | |||
Tax reclaims | 138,010 | 6,892 | 89,082 | 1,614,869 | |||
Other assets | 84,709 | 93,941 | 88,326 | 49,683 | |||
Total assets | 125,238,390 | 472,855,426 | 177,255,157 | 766,134,984 | |||
Liabilities: | |||||||
Unrealized depreciation on foreign currency contracts | — | — | — | 134 | |||
Obligation to return securities lending collateral | 1,018,596 | 2,858,518 | 4,322,829 | 23,278,802 | |||
Payables: | |||||||
Investment securities purchased | — | — | 86,151 | 3,143,419 | |||
Fund shares redeemed | 304,848 | 149,135 | 58,130 | 597,998 | |||
Investment management fees | 68,151 | 355,266 | 92,231 | 292,036 | |||
Transfer agent fees | 20,975 | 108,368 | 44,509 | 292,905 | |||
Accounting services fees | 6,901 | 24,558 | 6,197 | 39,978 | |||
Board of Directors' fees | 363 | 1,701 | 154 | 3,967 | |||
Foreign taxes | — | 1,444,550 | — | 297,259 | |||
Distribution fees | 1,426 | 1,303 | 2,165 | 24,845 | |||
Accrued expenses | 33,047 | 127,281 | 30,063 | 145,843 | |||
Total liabilities | 1,454,307 | 5,070,680 | 4,642,429 | 28,117,186 | |||
Net assets | $ 123,784,083 | $ 467,784,746 | $ 172,612,728 | $ 738,017,798 | |||
Summary of Net Assets: | |||||||
Capital stock and paid-in-capital | $ 118,687,217 | $ 481,389,054 | $ 191,202,562 | $ 719,866,211 | |||
Distributable earnings (loss) | 5,096,866 | (13,604,308) | (18,589,834) | 18,151,587 | |||
Net assets | $ 123,784,083 | $ 467,784,746 | $ 172,612,728 | $ 738,017,798 | |||
Shares authorized | 175,000,000 | 660,000,000 | 225,000,000 | 560,000,000 | |||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | |||
Class A: Net asset value per share | $ 14.52 | $ 9.26 | $ 13.81 | $ 10.86 | |||
Maximum offering price per share | 15.37 | 9.80 | 14.61 | 11.49 | |||
Shares outstanding | 2,392,070 | 3,678,023 | 3,523,278 | 49,576,149 | |||
Net Assets | $ 34,728,580 | $ 34,068,949 | $ 48,662,157 | $ 538,405,784 | |||
Class C: Net asset value per share | $ 14.20 | $ 9.11 | $ 13.39 | $ 10.74 | |||
Shares outstanding | 134,159 | 166,475 | 149,862 | 1,201,591 | |||
Net Assets | $ 1,905,286 | $ 1,517,053 | $ 2,007,131 | $ 12,909,561 | |||
Class I: Net asset value per share | $ 14.28 | $ 9.25 | $ 13.77 | $ 11.00 | |||
Shares outstanding | 1,503,731 | 3,943,235 | 3,479,080 | 4,830,551 | |||
Net Assets | $ 21,470,736 | $ 36,459,803 | $ 47,904,358 | $ 53,127,941 | |||
Class R3: Net asset value per share | $ 14.31 | $ 9.23 | $ 13.57 | $ 10.79 | |||
Shares outstanding | 3,863 | 32,448 | 379,765 | 1,068,731 | |||
Net Assets | $ 55,285 | $ 299,482 | $ 5,152,615 | $ 11,531,352 | |||
Class R4: Net asset value per share | $ 14.28 | $ 9.44 | $ 13.78 | $ 10.90 | |||
Shares outstanding | 8,764 | 34,962 | 53,624 | 340,874 | |||
Net Assets | $ 125,107 | $ 330,165 | $ 738,883 | $ 3,714,921 |
40 |
April 30, 2022 (Unaudited)
Hartford Climate Opportunities Fund | Hartford Emerging Markets Equity Fund | Hartford Global Impact Fund | Hartford International Equity Fund | ||||
Class R5: Net asset value per share | $ 14.17 | $ 9.17 | $ 13.65 | $ 9.55 | |||
Shares outstanding | 7,299 | 4,912 | 29,526 | 163,707 | |||
Net Assets | $ 103,443 | $ 45,023 | $ 403,075 | $ 1,563,696 | |||
Class R6: Net asset value per share | $ 14.11 | $ 9.24 | $ 13.66 | $ 11.05 | |||
Shares outstanding | 7,589 | 18,696 | 592,706 | 3,972,650 | |||
Net Assets | $ 107,110 | $ 172,744 | $ 8,093,970 | $ 43,899,041 | |||
Class Y: Net asset value per share | $ 14.50 | $ 9.22 | $ 13.68 | $ 11.01 | |||
Shares outstanding | 574,650 | 30,873,901 | 2,554,204 | 1,374,048 | |||
Net Assets | $ 8,330,866 | $ 284,671,626 | $ 34,950,840 | $ 15,121,815 | |||
Class F: Net asset value per share | $ 14.66 | $ 9.18 | $ 13.75 | $ 11.06 | |||
Shares outstanding | 3,884,914 | 12,004,870 | 1,795,937 | 5,222,949 | |||
Net Assets | $ 56,957,670 | $ 110,219,901 | $ 24,699,699 | $ 57,743,687 | |||
Cost of investments | $ 115,870,813 | $ 461,912,006 | $ 170,667,929 | $ 718,954,245 | |||
Cost of foreign currency | $ 16,727 | $ 271,154 | $ 58,690 | $ 1,975,588 | |||
(1) Includes Investment in securities on loan, at market value | $ 882,272 | $ 6,850,280 | $ 3,996,596 | $ 21,308,784 |
41 |
April 30, 2022 (Unaudited)
The Hartford International Growth Fund | The Hartford International Opportunities Fund | The Hartford International Value Fund | |||
Assets: | |||||
Investments in securities, at market value(1) | $ 410,170,217 | $ 3,976,152,548 | $ 2,328,807,123 | ||
Repurchase agreements | 14,216,638 | 105,015,247 | 55,474,902 | ||
Cash | 3,181,844 | 25,665,969 | 13,483,583 | ||
Cash collateral held for securities on loan | 508,180 | 1,073,236 | 4,053,930 | ||
Foreign currency | 130,247 | 1,326,973 | 562,374 | ||
Receivables: | |||||
Investment securities sold | — | 37,274,765 | 1,951,050 | ||
Fund shares sold | 665,635 | 6,562,457 | 8,648,791 | ||
Dividends and interest | 611,175 | 11,771,233 | 16,016,553 | ||
Securities lending income | 108 | 7,715 | 119,068 | ||
Variation margin on futures contracts | — | — | 983,217 | ||
Tax reclaims | 766,642 | 5,773,989 | 2,436,232 | ||
Other assets | 81,427 | 136,925 | 210,975 | ||
Total assets | 430,332,113 | 4,170,761,057 | 2,432,747,798 | ||
Liabilities: | |||||
Unrealized depreciation on foreign currency contracts | — | 575 | 1,432 | ||
Obligation to return securities lending collateral | 10,163,604 | 21,464,713 | 81,078,601 | ||
Payables: | |||||
Investment securities purchased | — | 24,814,760 | 5,653,579 | ||
Fund shares redeemed | 1,592,842 | 3,439,883 | 5,195,612 | ||
Investment management fees | 284,195 | 2,339,313 | 1,554,871 | ||
Transfer agent fees | 170,714 | 758,587 | 389,870 | ||
Accounting services fees | 31,435 | 165,671 | 77,049 | ||
Board of Directors' fees | 3,232 | 16,348 | 4,640 | ||
Foreign taxes | — | 1,758,415 | — | ||
Distribution fees | 4,511 | 23,318 | 2,941 | ||
Accrued expenses | 97,854 | 238,166 | 139,478 | ||
Total liabilities | 12,348,387 | 55,019,749 | 94,098,073 | ||
Net assets | $ 417,983,726 | $ 4,115,741,308 | $ 2,338,649,725 | ||
Summary of Net Assets: | |||||
Capital stock and paid-in-capital | $ 399,753,233 | $ 3,980,342,551 | $ 2,738,683,818 | ||
Distributable earnings (loss) | 18,230,493 | 135,398,757 | (400,034,093) | ||
Net assets | $ 417,983,726 | $ 4,115,741,308 | $ 2,338,649,725 | ||
Shares authorized | 485,000,000 | 825,000,000 | 830,000,000 | ||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | ||
Class A: Net asset value per share | $ 14.53 | $ 16.24 | $ 15.01 | ||
Maximum offering price per share | 15.38 | 17.19 | 15.88 | ||
Shares outstanding | 8,411,010 | 28,299,589 | 3,976,241 | ||
Net Assets | $ 122,221,186 | $ 459,477,432 | $ 59,667,620 | ||
Class C: Net asset value per share | $ 13.03 | $ 13.84 | $ 14.82 | ||
Shares outstanding | 228,465 | 1,516,291 | 375,553 | ||
Net Assets | $ 2,975,949 | $ 20,983,508 | $ 5,566,301 | ||
Class I: Net asset value per share | $ 14.40 | $ 16.12 | $ 15.06 | ||
Shares outstanding | 8,340,673 | 32,472,358 | 85,923,437 | ||
Net Assets | $ 120,125,248 | $ 523,545,112 | $ 1,294,283,413 | ||
Class R3: Net asset value per share | $ 14.70 | $ 16.58 | $ 15.05 | ||
Shares outstanding | 39,288 | 1,743,919 | 43,566 | ||
Net Assets | $ 577,409 | $ 28,911,067 | $ 655,875 | ||
Class R4: Net asset value per share | $ 15.00 | $ 16.91 | $ 14.97 | ||
Shares outstanding | 108,885 | 5,030,951 | 261,664 | ||
Net Assets | $ 1,633,807 | $ 85,080,380 | $ 3,916,358 | ||
Class R5: Net asset value per share | $ 15.12 | $ 17.07 | $ 15.12 | ||
Shares outstanding | 1,343,391 | 16,864,313 | 2,259,023 | ||
Net Assets | $ 20,318,702 | $ 287,879,585 | $ 34,150,034 |
42 |
April 30, 2022 (Unaudited)
The Hartford International Growth Fund | The Hartford International Opportunities Fund | The Hartford International Value Fund | |||
Class R6: Net asset value per share | $ 15.20 | $ 17.18 | $ 15.45 | ||
Shares outstanding | 436,528 | 55,722,110 | 1,661,212 | ||
Net Assets | $ 6,637,062 | $ 957,511,372 | $ 25,662,365 | ||
Class Y: Net asset value per share | $ 15.17 | $ 17.18 | $ 15.44 | ||
Shares outstanding | 716,694 | 62,865,858 | 30,024,081 | ||
Net Assets | $ 10,869,307 | $ 1,080,134,132 | $ 463,489,603 | ||
Class F: Net asset value per share | $ 14.42 | $ 16.13 | $ 15.07 | ||
Shares outstanding | 9,195,506 | 41,676,805 | 29,936,864 | ||
Net Assets | $ 132,625,056 | $ 672,218,720 | $ 451,258,156 | ||
Cost of investments | $ 385,641,239 | $ 3,951,548,539 | $ 2,422,552,285 | ||
Cost of foreign currency | $ 130,250 | $ 1,323,602 | $ 560,937 | ||
(1) Includes Investment in securities on loan, at market value | $ — | $ 43,008,972 | $ 76,079,292 |
43 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Climate Opportunities Fund | Hartford Emerging Markets Equity Fund | Hartford Global Impact Fund | Hartford International Equity Fund | ||||
Investment Income: | |||||||
Dividends | $ 1,302,011 | $ 9,154,443 | $ 1,350,359 | $ 12,637,064 | |||
Interest | 2,301 | 4,087 | 3,333 | 5,342 | |||
Securities lending | 9,068 | 55,189 | 6,112 | 30,760 | |||
Less: Foreign tax withheld | (69,804) | (646,431) | (71,524) | (1,037,627) | |||
Total investment income, net | 1,243,576 | 8,567,288 | 1,288,280 | 11,635,539 | |||
Expenses: | |||||||
Investment management fees | 459,162 | 2,229,890 | 493,183 | 1,919,916 | |||
Transfer agent fees | |||||||
Class A | 23,892 | 37,145 | 57,967 | 510,311 | |||
Class C | 1,791 | 2,271 | 2,970 | 17,776 | |||
Class I | 13,364 | 21,244 | 24,403 | 31,585 | |||
Class R3 | 205 | 371 | 6,628 | 14,166 | |||
Class R4 | 224 | 305 | 708 | 3,787 | |||
Class R5 | 87 | 30 | 264 | 2,021 | |||
Class R6 | 5 | 2 | 124 | 934 | |||
Class Y | 5,073 | 165,377 | 3,941 | 6,071 | |||
Class F | 188 | 462 | 152 | 823 | |||
Distribution fees | |||||||
Class A | 45,375 | 47,935 | 67,661 | 749,738 | |||
Class C | 10,373 | 9,082 | 11,879 | 78,152 | |||
Class R3 | 477 | 844 | 15,063 | 32,197 | |||
Class R4 | 330 | 449 | 1,056 | 5,569 | |||
Custodian fees | 11,819 | 99,391 | 7,561 | 54,716 | |||
Registration and filing fees | 72,784 | 64,894 | 64,742 | 61,715 | |||
Accounting services fees | 14,812 | 45,728 | 13,960 | 73,159 | |||
Board of Directors' fees | 1,703 | 5,668 | 1,613 | 10,303 | |||
Audit and tax fees | 15,462 | 37,382 | 17,637 | 27,348 | |||
Other expenses | 11,795 | 37,033 | 12,213 | 61,879 | |||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 688,921 | 2,805,503 | 803,725 | 3,662,166 | |||
Expense waivers | (49,100) | (62,692) | (25,315) | — | |||
Distribution fee reimbursements | (894) | (114) | (2,534) | (15,733) | |||
Commission recapture | (345) | — | (205) | (378) | |||
Total waivers, reimbursements and fees paid indirectly | (50,339) | (62,806) | (28,054) | (16,111) | |||
Total expenses | 638,582 | 2,742,697 | 775,671 | 3,646,055 | |||
Net Investment Income (Loss) | 604,994 | 5,824,591 | 512,609 | 7,989,484 | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||
Investments | (2,335,177) | (6,922,330) | (2,066,671) | (3,917,234) | |||
Less: Foreign taxes paid on realized capital gains | — | (205,728) | — | (4,908) | |||
Futures contracts | — | (1,066,562) | — | 139,043 | |||
Other foreign currency transactions | (6,263) | (214,935) | (36,124) | (42,261) | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (2,341,440) | (8,409,555) | (2,102,795) | (3,825,360) | |||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||
Investments * | (23,597,518) | (65,992,993) | (31,858,196) | (115,120,095) | |||
Futures contracts | — | (90,521) | — | 433,753 | |||
Foreign currency contracts | — | — | 708 | (134) | |||
Translation of other assets and liabilities in foreign currencies | (13,460) | (22,129) | (15,812) | (166,440) | |||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (23,610,978) | (66,105,643) | (31,873,300) | (114,852,916) | |||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (25,952,418) | (74,515,198) | (33,976,095) | (118,678,276) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (25,347,424) | $ (68,690,607) | $ (33,463,486) | $ (110,688,792) | |||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ 604,167 | $ 20,168 | $ 94,923 |
44 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford International Growth Fund | The Hartford International Opportunities Fund | The Hartford International Value Fund | |||
Investment Income: | |||||
Dividends | $ 4,037,559 | $ 53,353,824 | $ 48,156,963 | ||
Interest | 6,922 | 49,491 | 31,197 | ||
Securities lending | 1,902 | 67,253 | 238,654 | ||
Less: Foreign tax withheld | (364,405) | (4,183,724) | (4,995,062) | ||
Total investment income, net | 3,681,978 | 49,286,844 | 43,431,752 | ||
Expenses: | |||||
Investment management fees | 2,183,909 | 14,801,531 | 9,074,383 | ||
Transfer agent fees | |||||
Class A | 133,803 | 368,619 | 36,939 | ||
Class C | 5,249 | 20,634 | 4,552 | ||
Class I | 155,805 | 253,306 | 617,447 | ||
Class R3 | 774 | 36,378 | 769 | ||
Class R4 | 1,779 | 85,311 | 3,225 | ||
Class R5 | 19,109 | 179,860 | 18,547 | ||
Class R6 | 156 | 15,358 | 215 | ||
Class Y | 7,473 | 626,560 | 168,743 | ||
Class F | 1,020 | 4,916 | 599 | ||
Distribution fees | |||||
Class A | 183,875 | 650,141 | 73,429 | ||
Class C | 20,994 | 124,705 | 33,274 | ||
Class R3 | 1,758 | 82,677 | 1,747 | ||
Class R4 | 2,616 | 125,458 | 5,120 | ||
Custodian fees | 18,462 | 94,109 | 56,168 | ||
Registration and filing fees | 69,216 | 106,575 | 153,283 | ||
Accounting services fees | 57,171 | 329,168 | 155,962 | ||
Board of Directors' fees | 7,624 | 53,798 | 24,835 | ||
Audit and tax fees | 16,044 | 17,672 | 12,022 | ||
Other expenses | 66,783 | 187,948 | 108,251 | ||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 2,953,620 | 18,164,724 | 10,549,510 | ||
Expense waivers | (10,412) | — | — | ||
Transfer agent fee waivers | — | (181,368) | (29,771) | ||
Distribution fee reimbursements | (2,536) | (7,452) | (239) | ||
Commission recapture | — | (2,046) | (2,331) | ||
Total waivers, reimbursements and fees paid indirectly | (12,948) | (190,866) | (32,341) | ||
Total expenses | 2,940,672 | 17,973,858 | 10,517,169 | ||
Net Investment Income (Loss) | 741,306 | 31,312,986 | 32,914,583 | ||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||
Investments | (19,542,759) | 9,692,688 | 39,219,968 | ||
Less: Foreign taxes paid on realized capital gains | — | (1,010,941) | — | ||
Futures contracts | — | — | (7,710,749) | ||
Foreign currency contracts | — | (380) | — | ||
Other foreign currency transactions | (128,589) | (1,290,720) | (662,793) | ||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (19,671,348) | 7,390,647 | 30,846,426 | ||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||
Investments * | (137,813,472) | (786,321,280) | (255,864,368) | ||
Futures contracts | — | — | (1,492,183) | ||
Foreign currency contracts | — | (575) | (1,432) | ||
Translation of other assets and liabilities in foreign currencies | (64,589) | (669,347) | (700,818) | ||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (137,878,061) | (786,991,202) | (258,058,801) | ||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (157,549,409) | (779,600,555) | (227,212,375) | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (156,808,103) | $ (748,287,569) | $ (194,297,792) | ||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ 2,628,220 | $ 320,296 |
45 |
Hartford Climate Opportunities Fund | Hartford Emerging Markets Equity Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 604,994 | $ 783,627 | $ 5,824,591 | $ 9,452,740 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (2,341,440) | 7,014,184 | (8,409,555) | 45,797,402 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (23,610,978) | 21,454,733 | (66,105,643) | 26,792,308 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (25,347,424) | 29,252,544 | (68,690,607) | 82,042,450 | |||
Distributions to Shareholders: | |||||||
Class A | (1,869,146) | (145,874) | (749,726) | (357,708) | |||
Class C | (106,547) | (4,889) | (22,534) | (3,128) | |||
Class I | (1,093,236) | (70,488) | (811,325) | (339,224) | |||
Class R3 | (11,865) | (1,589) | (5,693) | (2,122) | |||
Class R4 | (16,040) | (3,274) | (6,875) | (3,221) | |||
Class R5 | (10,397) | (2,495) | (1,138) | (10,847) | |||
Class R6 | (16,751) | (2,724) | (2,634) | (16,072) | |||
Class Y | (526,072) | (37,648) | (7,077,865) | (3,485,488) | |||
Class F | (4,503,763) | (791,120) | (2,822,230) | (1,212,609) | |||
Total distributions | (8,153,817) | (1,060,101) | (11,500,020) | (5,430,419) | |||
Capital Share Transactions: | |||||||
Sold | 40,337,186 | 87,432,360 | 80,190,785 | 140,044,654 | |||
Issued on reinvestment of distributions | 7,835,921 | 986,448 | 8,620,453 | 4,185,192 | |||
Redeemed | (44,541,067) | (19,183,630) | (40,675,311) | (90,258,960) | |||
Net increase (decrease) from capital share transactions | 3,632,040 | 69,235,178 | 48,135,927 | 53,970,886 | |||
Net Increase (Decrease) in Net Assets | (29,869,201) | 97,427,621 | (32,054,700) | 130,582,917 | |||
Net Assets: | |||||||
Beginning of period | 153,653,284 | 56,225,663 | 499,839,446 | 369,256,529 | |||
End of period | $ 123,784,083 | $ 153,653,284 | $ 467,784,746 | $ 499,839,446 |
46 |
Hartford Global Impact Fund | Hartford International Equity Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 512,609 | $ 301,324 | $ 7,989,484 | $ 12,177,864 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (2,102,795) | 11,547,260 | (3,825,360) | 64,574,033 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (31,873,300) | 19,737,445 | (114,852,916) | 132,828,945 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (33,463,486) | 31,586,029 | (110,688,792) | 209,580,842 | |||
Distributions to Shareholders: | |||||||
Class A | (1,421,567) | (189,333) | (20,659,482) | (6,835,200) | |||
Class C | (63,768) | — | (383,514) | (42,167) | |||
Class I | (1,265,664) | (202,896) | (2,328,487) | (876,767) | |||
Class R3 | (163,900) | (9,943) | (410,560) | (108,861) | |||
Class R4 | (24,131) | (4,869) | (149,391) | (80,094) | |||
Class R5 | (14,142) | (2,640) | (58,723) | (158,409) | |||
Class R6 | (306,485) | (44,105) | (2,020,403) | (637,579) | |||
Class Y | (262,294) | (15,334) | (425,799) | (159,071) | |||
Class F | (443,496) | (48,506) | (3,023,696) | (1,171,764) | |||
Total distributions | (3,965,447) | (517,626) | (29,460,055) | (10,069,912) | |||
Capital Share Transactions: | |||||||
Sold | 86,023,961 | 52,598,956 | 36,172,845 | 56,655,037 | |||
Issued on reinvestment of distributions | 3,837,262 | 507,891 | 28,957,344 | 9,906,402 | |||
Redeemed | (20,419,700) | (27,977,798) | (93,461,846) | (143,795,967) | |||
Net increase (decrease) from capital share transactions | 69,441,523 | 25,129,049 | (28,331,657) | (77,234,528) | |||
Net Increase (Decrease) in Net Assets | 32,012,590 | 56,197,452 | (168,480,504) | 122,276,402 | |||
Net Assets: | |||||||
Beginning of period | 140,600,138 | 84,402,686 | 906,498,302 | 784,221,900 | |||
End of period | $ 172,612,728 | $ 140,600,138 | $ 738,017,798 | $ 906,498,302 |
47 |
The Hartford International Growth Fund | The Hartford International Opportunities Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 741,306 | $ 1,228,188 | $ 31,312,986 | $ 42,365,174 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (19,671,348) | 4,068,664 | 7,390,647 | 815,142,927 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (137,878,061) | 128,643,097 | (786,991,202) | 186,255,237 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (156,808,103) | 133,939,949 | (748,287,569) | 1,043,763,338 | |||
Distributions to Shareholders: | |||||||
Class A | (833,792) | (4,940,476) | (53,507,848) | (1,966,312) | |||
Class C | (18,546) | (211,393) | (2,835,675) | — | |||
Class I | (2,003,096) | (7,211,221) | (59,136,788) | (2,750,046) | |||
Class R3 | (2,554) | (25,942) | (3,203,038) | (5,791) | |||
Class R4 | (13,555) | (74,701) | (10,054,949) | (401,758) | |||
Class R5 | (284,125) | (1,118,622) | (33,142,850) | (2,159,841) | |||
Class R6 | (78,131) | (178,937) | (97,984,207) | (6,004,017) | |||
Class Y | (125,537) | (453,767) | (122,179,381) | (7,984,680) | |||
Class F | (1,841,933) | (6,315,668) | (77,352,640) | (5,346,154) | |||
Total distributions | (5,201,269) | (20,530,727) | (459,397,376) | (26,618,599) | |||
Capital Share Transactions: | |||||||
Sold | 62,620,339 | 141,357,281 | 672,767,570 | 1,086,470,564 | |||
Issued on reinvestment of distributions | 5,192,691 | 20,462,012 | 446,942,390 | 25,801,993 | |||
Redeemed | (167,532,488) | (137,602,696) | (585,375,395) | (1,048,250,532) | |||
Net increase (decrease) from capital share transactions | (99,719,458) | 24,216,597 | 534,334,565 | 64,022,025 | |||
Net Increase (Decrease) in Net Assets | (261,728,830) | 137,625,819 | (673,350,380) | 1,081,166,764 | |||
Net Assets: | |||||||
Beginning of period | 679,712,556 | 542,086,737 | 4,789,091,688 | 3,707,924,924 | |||
End of period | $ 417,983,726 | $ 679,712,556 | $ 4,115,741,308 | $ 4,789,091,688 |
48 |
The Hartford International Value Fund | |||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||
Operations: | |||
Net investment income (loss) | $ 32,914,583 | $ 37,971,632 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 30,846,426 | 91,837,247 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (258,058,801) | 421,401,252 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (194,297,792) | 551,210,131 | |
Distributions to Shareholders: | |||
Class A | (1,670,190) | (394,527) | |
Class C | (140,820) | (57,733) | |
Class I | (41,987,512) | (16,322,708) | |
Class R3 | (17,706) | (6,595) | |
Class R4 | (117,051) | (59,329) | |
Class R5 | (1,165,270) | (657,545) | |
Class R6 | (936,188) | (661,246) | |
Class Y | (13,689,174) | (5,652,207) | |
Class F | (7,836,276) | (4,332,925) | |
Total distributions | (67,560,187) | (28,144,815) | |
Capital Share Transactions: | |||
Sold | 906,265,782 | 1,277,251,762 | |
Issued on reinvestment of distributions | 66,322,632 | 27,765,432 | |
Redeemed | (558,345,909) | (600,108,950) | |
Net increase (decrease) from capital share transactions | 414,242,505 | 704,908,244 | |
Net Increase (Decrease) in Net Assets | 152,384,526 | 1,227,973,560 | |
Net Assets: | |||
Beginning of period | 2,186,265,199 | 958,291,639 | |
End of period | $ 2,338,649,725 | $ 2,186,265,199 |
49 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Climate Opportunities Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 18.26 | $ 0.04 | $ (2.89) | $ (2.85) | $ (0.03) | $ (0.86) | $ (0.89) | $ 14.52 | (16.38)% (4) | $ 34,729 | 1.18% (5) | 1.17% (5) | 0.48% (5) | 40% | ||||||||||||||
C | 17.92 | (0.02) | (2.84) | (2.86) | — | (0.86) | (0.86) | 14.20 | (16.72) (4) | 1,905 | 1.97 (5) | 1.94 (5) | (0.27) (5) | 40 | ||||||||||||||
I | 18.00 | 0.06 | (2.84) | (2.78) | (0.08) | (0.86) | (0.94) | 14.28 | (16.26) (4) | 21,471 | 0.92 (5) | 0.89 (5) | 0.81 (5) | 40 | ||||||||||||||
R3 | 17.97 | 0.04 | (2.84) | (2.80) | — | (0.86) | (0.86) | 14.31 | (16.33) (4) | 55 | 1.51 (5) | 1.06 (5) | 0.55 (5) | 40 | ||||||||||||||
R4 | 17.96 | 0.05 | (2.83) | (2.78) | (0.04) | (0.86) | (0.90) | 14.28 | (16.25) (4) | 125 | 1.21 (5) | 0.95 (5) | 0.68 (5) | 40 | ||||||||||||||
R5 | 17.88 | 0.07 | (2.83) | (2.76) | (0.09) | (0.86) | (0.95) | 14.17 | (16.25) (4) | 103 | 0.91 (5) | 0.81 (5) | 0.85 (5) | 40 | ||||||||||||||
R6 | 17.82 | 0.08 | (2.82) | (2.74) | (0.11) | (0.86) | (0.97) | 14.11 | (16.20) (4) | 107 | 0.80 (5) | 0.69 (5) | 0.93 (5) | 40 | ||||||||||||||
Y | 18.27 | 0.07 | (2.88) | (2.81) | (0.10) | (0.86) | (0.96) | 14.50 | (16.21) (4) | 8,331 | 0.90 (5) | 0.79 (5) | 0.87 (5) | 40 | ||||||||||||||
F | 18.48 | 0.08 | (2.93) | (2.85) | (0.11) | (0.86) | (0.97) | 14.66 | (16.22) (4) | 56,958 | 0.79 (5) | 0.69 (5) | 1.00 (5) | 40 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 13.13 | $ 0.06 | $ 5.24 | $ 5.30 | $ (0.02) | $ (0.15) | $ (0.17) | $ 18.26 | 40.65% | $ 36,849 | 1.23% | 1.17% | 0.36% | 36% | ||||||||||||||
C | 12.97 | (0.07) | 5.17 | 5.10 | — | (0.15) | (0.15) | 17.92 | 39.54 | 2,146 | 2.06 | 1.93 | (0.42) | 36 | ||||||||||||||
I | 12.95 | 0.11 | 5.16 | 5.27 | (0.07) | (0.15) | (0.22) | 18.00 | 41.03 | 20,001 | 0.96 | 0.88 | 0.67 | 36 | ||||||||||||||
R3 | 12.90 | 0.07 | 5.15 | 5.22 | — | (0.15) | (0.15) | 17.97 | 40.70 | 245 | 1.56 | 1.08 | 0.44 | 36 | ||||||||||||||
R4 | 12.91 | 0.09 | 5.15 | 5.24 | (0.04) | (0.15) | (0.19) | 17.96 | 40.84 | 337 | 1.26 | 0.99 | 0.54 | 36 | ||||||||||||||
R5 | 12.87 | 0.12 | 5.12 | 5.24 | (0.08) | (0.15) | (0.23) | 17.88 | 41.09 | 195 | 0.96 | 0.81 | 0.71 | 36 | ||||||||||||||
R6 | 12.83 | 0.15 | 5.09 | 5.24 | (0.10) | (0.15) | (0.25) | 17.82 | 41.24 | 305 | 0.84 | 0.69 | 0.90 | 36 | ||||||||||||||
Y | 13.15 | 0.13 | 5.23 | 5.36 | (0.09) | (0.15) | (0.24) | 18.27 | 41.08 | 10,014 | 0.95 | 0.79 | 0.78 | 36 | ||||||||||||||
F | 13.29 | 0.14 | 5.30 | 5.44 | (0.10) | (0.15) | (0.25) | 18.48 | 41.32 | 83,559 | 0.84 | 0.69 | 0.83 | 36 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 10.92 | $ 0.07 | $ 2.42 | $ 2.49 | $ (0.05) | $ (0.23) | $ (0.28) | $ 13.13 | 23.27% | $ 9,476 | 1.49% | 1.10% | 0.58% | 36% | ||||||||||||||
C | 10.93 | (0.03) | 2.40 | 2.37 | (0.10) | (0.23) | (0.33) | 12.97 | 22.24 | 403 | 2.33 | 1.94 | (0.26) | 36 | ||||||||||||||
I | 10.78 | 0.10 | 2.39 | 2.49 | (0.09) | (0.23) | (0.32) | 12.95 | 23.58 | 3,649 | 1.21 | 0.83 | 0.86 | 36 | ||||||||||||||
R3 | 11.02 | 0.08 | 2.41 | 2.49 | (0.38) | (0.23) | (0.61) | 12.90 | 23.51 | 139 | 1.80 | 0.93 | 0.74 | 36 | ||||||||||||||
R4 | 10.93 | 0.09 | 2.39 | 2.48 | (0.27) | (0.23) | (0.50) | 12.91 | 23.48 | 229 | 1.50 | 0.93 | 0.76 | 36 | ||||||||||||||
R5 | 10.94 | 0.10 | 2.39 | 2.49 | (0.33) | (0.23) | (0.56) | 12.87 | 23.58 | 138 | 1.20 | 0.81 | 0.85 | 36 | ||||||||||||||
R6 | 10.96 | 0.11 | 2.39 | 2.50 | (0.40) | (0.23) | (0.63) | 12.83 | 23.73 | 139 | 1.08 | 0.69 | 0.97 | 36 | ||||||||||||||
Y | 10.94 | 0.10 | 2.43 | 2.53 | (0.09) | (0.23) | (0.32) | 13.15 | 23.66 | 1,663 | 1.18 | 0.79 | 0.90 | 36 | ||||||||||||||
F | 11.01 | 0.11 | 2.45 | 2.56 | (0.05) | (0.23) | (0.28) | 13.29 | 23.76 | 40,390 | 1.08 | 0.69 | 1.00 | 36 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 10.99 | $ 0.11 | $ 1.34 | $ 1.45 | $ (0.11) | $ (1.41) | $ (1.52) | $ 10.92 | 16.47% | $ 4,510 | 1.79% | 1.08% | 1.12% | 50% | ||||||||||||||
C | 10.99 | 0.12 | 1.35 | 1.47 | (0.12) | (1.41) | (1.53) | 10.93 | 16.68 | 286 | 2.38 | 0.95 | 1.19 | 50 | ||||||||||||||
I | 11.00 | 0.13 | 1.32 | 1.45 | (0.26) | (1.41) | (1.67) | 10.78 | 16.85 | 2,314 | 1.41 | 0.77 | 1.25 | 50 | ||||||||||||||
R3 | 10.98 | 0.14 | 1.43 | 1.57 | (0.12) | (1.41) | (1.53) | 11.02 | 17.77 | 112 | 1.85 | 0.75 | 1.39 | 50 | ||||||||||||||
R4 | 10.99 | 0.13 | 1.35 | 1.48 | (0.13) | (1.41) | (1.54) | 10.93 | 16.78 | 125 | 1.61 | 0.84 | 1.30 | 50 | ||||||||||||||
R5 | 10.99 | 0.13 | 1.36 | 1.49 | (0.13) | (1.41) | (1.54) | 10.94 | 16.88 | 112 | 1.35 | 0.79 | 1.35 | 50 | ||||||||||||||
R6 | 11.01 | 0.15 | 1.36 | 1.51 | (0.15) | (1.41) | (1.56) | 10.96 | 17.12 | 112 | 1.31 | 0.67 | 1.47 | 50 | ||||||||||||||
Y | 11.00 | 0.14 | 1.35 | 1.49 | (0.14) | (1.41) | (1.55) | 10.94 | 17.00 | 804 | 1.36 | 0.71 | 1.39 | 50 | ||||||||||||||
F | 11.06 | 0.16 | 1.34 | 1.50 | (0.14) | (1.41) | (1.55) | 11.01 | 16.88 | 11,696 | 1.41 | 0.69 | 1.52 | 50 |
50 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Climate Opportunities Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 13.64 | $ 0.13 | $ (1.65) | $ (1.52) | $ (0.06) | $ (1.07) | $ (1.13) | $ 10.99 | (12.08)% | $ 4,266 | 1.64% | 1.07% | 1.04% | 42% | ||||||||||||||
C | 13.62 | 0.14 | (1.65) | (1.51) | (0.05) | (1.07) | (1.12) | 10.99 | (11.95) | 1,425 | 2.34 | 0.97 | 1.13 | 42 | ||||||||||||||
I | 13.68 | 0.15 | (1.64) | (1.49) | (0.12) | (1.07) | (1.19) | 11.00 | (11.82) | 8,157 | 1.26 | 0.76 | 1.25 | 42 | ||||||||||||||
R3 | 13.63 | 0.14 | (1.65) | (1.51) | (0.07) | (1.07) | (1.14) | 10.98 | (12.02) | 1,231 | 1.96 | 0.98 | 1.13 | 42 | ||||||||||||||
R4 | 13.64 | 0.14 | (1.64) | (1.50) | (0.08) | (1.07) | (1.15) | 10.99 | (11.93) | 1,247 | 1.66 | 0.92 | 1.18 | 42 | ||||||||||||||
R5 | 13.65 | 0.15 | (1.65) | (1.50) | (0.09) | (1.07) | (1.16) | 10.99 | (11.84) | 1,241 | 1.36 | 0.87 | 1.24 | 42 | ||||||||||||||
R6 | 13.66 | 0.17 | (1.65) | (1.48) | (0.10) | (1.07) | (1.17) | 11.01 | (11.74) | 1,244 | 1.24 | 0.75 | 1.35 | 42 | ||||||||||||||
Y | 13.66 | 0.16 | (1.64) | (1.48) | (0.11) | (1.07) | (1.18) | 11.00 | (11.77) | 1,342 | 1.29 | 0.76 | 1.34 | 42 | ||||||||||||||
F | 13.68 | 0.17 | (1.67) | (1.50) | (0.05) | (1.07) | (1.12) | 11.06 | (11.78) | 9,263 | 1.24 | 0.75 | 1.38 | 42 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 11.53 | $ 0.11 | $ 2.33 | $ 2.44 | $ (0.12) | $ (0.21) | $ (0.33) | $ 13.64 | 21.76% | $ 4,336 | 1.87% | 1.18% | 0.87% | 44% | ||||||||||||||
C | 11.47 | 0.08 | 2.33 | 2.41 | (0.05) | (0.21) | (0.26) | 13.62 | 21.48 | 1,559 | 2.53 | 1.37 | 0.69 | 44 | ||||||||||||||
I | 11.55 | 0.14 | 2.34 | 2.48 | (0.14) | (0.21) | (0.35) | 13.68 | 22.12 | 19,040 | 1.53 | 0.92 | 1.18 | 44 | ||||||||||||||
R3 | 11.50 | 0.10 | 2.33 | 2.43 | (0.09) | (0.21) | (0.30) | 13.63 | 21.68 | 1,399 | 2.20 | 1.22 | 0.83 | 44 | ||||||||||||||
R4 | 11.52 | 0.12 | 2.32 | 2.44 | (0.11) | (0.21) | (0.32) | 13.64 | 21.84 | 1,404 | 1.90 | 1.11 | 0.94 | 44 | ||||||||||||||
R5 | 11.54 | 0.13 | 2.33 | 2.46 | (0.14) | (0.21) | (0.35) | 13.65 | 22.01 | 1,408 | 1.60 | 1.00 | 1.05 | 44 | ||||||||||||||
R6 | 11.55 | 0.14 | 2.33 | 2.47 | (0.15) | (0.21) | (0.36) | 13.66 | 22.09 | 1,411 | 1.50 | 0.90 | 1.16 | 44 | ||||||||||||||
Y | 11.55 | 0.14 | 2.33 | 2.47 | (0.15) | (0.21) | (0.36) | 13.66 | 22.09 | 1,469 | 1.51 | 0.90 | 1.16 | 44 | ||||||||||||||
F (6) | 11.81 | 0.08 | 1.79 | 1.87 | — | — | — | 13.68 | 15.83 (4) | 6,424 | 1.58 (5) | 0.90 (5) | 0.87 (5) | 44 | ||||||||||||||
Hartford Emerging Markets Equity Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 10.88 | $ 0.10 | $ (1.52) | $ (1.42) | $ (0.20) | $ — | $ (0.20) | $ 9.26 | (13.25)% (4) | $ 34,069 | 1.46% (5) | 1.45% (5) | 2.01% (5) | 33% | ||||||||||||||
C | 10.66 | 0.06 | (1.49) | (1.43) | (0.12) | — | (0.12) | 9.11 | (13.54) (4) | 1,517 | 2.27 (5) | 2.20 (5) | 1.25 (5) | 33 | ||||||||||||||
I | 10.87 | 0.12 | (1.51) | (1.39) | (0.23) | — | (0.23) | 9.25 | (13.04) (4) | 36,460 | 1.13 (5) | 1.13 (5) | 2.35 (5) | 33 | ||||||||||||||
R3 | 10.83 | 0.09 | (1.51) | (1.42) | (0.18) | — | (0.18) | 9.23 | (13.35) (4) | 299 | 1.74 (5) | 1.70 (5) | 1.72 (5) | 33 | ||||||||||||||
R4 | 11.09 | 0.11 | (1.56) | (1.45) | (0.20) | — | (0.20) | 9.44 | (13.27) (4) | 330 | 1.44 (5) | 1.44 (5) | 2.02 (5) | 33 | ||||||||||||||
R5 | 10.78 | 0.12 | (1.50) | (1.38) | (0.23) | — | (0.23) | 9.17 | (13.01) (4) | 45 | 1.14 (5) | 1.14 (5) | 2.31 (5) | 33 | ||||||||||||||
R6 | 10.88 | 0.13 | (1.52) | (1.39) | (0.25) | — | (0.25) | 9.24 | (13.02) (4) | 173 | 1.02 (5) | 0.98 (5) | 2.49 (5) | 33 | ||||||||||||||
Y | 10.85 | 0.12 | (1.51) | (1.39) | (0.24) | — | (0.24) | 9.22 | (13.07) (4) | 284,672 | 1.13 (5) | 1.10 (5) | 2.35 (5) | 33 | ||||||||||||||
F | 10.81 | 0.13 | (1.51) | (1.38) | (0.25) | — | (0.25) | 9.18 | (13.01) (4) | 110,220 | 1.02 (5) | 0.98 (5) | 2.48 (5) | 33 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 9.06 | $ 0.17 | $ 1.74 | $ 1.91 | $ (0.09) | $ — | $ (0.09) | $ 10.88 | 21.18% | $ 40,629 | 1.44% | 1.44% | 1.60% | 95% | ||||||||||||||
C | 8.88 | 0.09 | 1.71 | 1.80 | (0.02) | — | (0.02) | 10.66 | 20.23 | 2,029 | 2.27 | 2.20 | 0.86 | 95 | ||||||||||||||
I | 9.04 | 0.22 | 1.73 | 1.95 | (0.12) | — | (0.12) | 10.87 | 21.64 | 38,104 | 1.12 | 1.12 | 1.99 | 95 | ||||||||||||||
R3 | 9.01 | 0.16 | 1.73 | 1.89 | (0.07) | — | (0.07) | 10.83 | 20.99 | 400 | 1.74 | 1.70 | 1.47 | 95 | ||||||||||||||
R4 | 9.23 | 0.18 | 1.77 | 1.95 | (0.09) | — | (0.09) | 11.09 | 21.22 | 367 | 1.44 | 1.43 | 1.60 | 95 | ||||||||||||||
R5 | 9.00 | 0.08 | 1.82 | 1.90 | (0.12) | — | (0.12) | 10.78 | 21.24 | 52 | 1.14 | 1.13 | 0.80 | 95 | ||||||||||||||
R6 | 9.05 | 0.10 | 1.87 | 1.97 | (0.14) | — | (0.14) | 10.88 | 21.88 | 113 | 1.02 | 0.98 | 0.95 | 95 | ||||||||||||||
Y | 9.03 | 0.21 | 1.74 | 1.95 | (0.13) | — | (0.13) | 10.85 | 21.67 | �� | 302,968 | 1.13 | 1.10 | 1.97 | 95 | |||||||||||||
F | 9.00 | 0.23 | 1.72 | 1.95 | (0.14) | — | (0.14) | 10.81 | 21.78 | 115,177 | 1.02 | 0.98 | 2.15 | 95 |
51 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Emerging Markets Equity Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 8.96 | $ 0.11 | $ 0.18 | $ 0.29 | $ (0.19) | $ — | $ (0.19) | $ 9.06 | 3.12% | $ 36,749 | 1.47% | 1.41% | 1.27% | 104% | ||||||||||||||
C | 8.78 | 0.04 | 0.16 | 0.20 | (0.10) | — | (0.10) | 8.88 | 2.26 | 1,669 | 2.29 | 2.20 | 0.45 | 104 | ||||||||||||||
I | 8.94 | 0.14 | 0.18 | 0.32 | (0.22) | — | (0.22) | 9.04 | 3.45 | 26,381 | 1.14 | 1.08 | 1.61 | 104 | ||||||||||||||
R3 | 8.95 | 0.09 | 0.16 | 0.25 | (0.19) | — | (0.19) | 9.01 | 2.68 | 284 | 1.76 | 1.70 | 1.04 | 104 | ||||||||||||||
R4 | 9.01 | 0.12 | 0.16 | 0.28 | (0.06) | — | (0.06) | 9.23 | 3.12 | 328 | 1.46 | 1.39 | 1.34 | 104 | ||||||||||||||
R5 | 8.90 | 0.14 | 0.18 | 0.32 | (0.22) | — | (0.22) | 9.00 | 3.46 | 791 | 1.16 | 1.10 | 1.58 | 104 | ||||||||||||||
R6 | 8.96 | 0.15 | 0.17 | 0.32 | (0.23) | — | (0.23) | 9.05 | 3.43 | 1,065 | 1.04 | 0.98 | 1.71 | 104 | ||||||||||||||
Y | 8.93 | 0.14 | 0.18 | 0.32 | (0.22) | — | (0.22) | 9.03 | 3.47 | 244,884 | 1.14 | 1.08 | 1.62 | 104 | ||||||||||||||
F | 8.90 | 0.15 | 0.17 | 0.32 | (0.22) | — | (0.22) | 9.00 | 3.55 | 57,105 | 1.04 | 0.98 | 1.73 | 104 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 8.39 | $ 0.18 | $ 0.54 | $ 0.72 | $ (0.15) | $ — | $ (0.15) | $ 8.96 | 8.82% | $ 45,113 | 1.50% | 1.39% | 2.02% | 81% | ||||||||||||||
C | 8.18 | 0.10 | 0.54 | 0.64 | (0.04) | — | (0.04) | 8.78 | 7.93 | 2,738 | 2.34 | 2.20 | 1.20 | 81 | ||||||||||||||
I | 8.39 | 0.23 | 0.50 | 0.73 | (0.18) | — | (0.18) | 8.94 | 8.99 | 23,116 | 1.19 | 1.09 | 2.60 | 81 | ||||||||||||||
R3 | 8.38 | 0.16 | 0.54 | 0.70 | (0.13) | — | (0.13) | 8.95 | 8.45 | 220 | 1.81 | 1.69 | 1.78 | 81 | ||||||||||||||
R4 | 8.44 | 0.14 | 0.59 | 0.73 | (0.16) | — | (0.16) | 9.01 | 8.87 | 352 | 1.51 | 1.39 | 1.65 | 81 | ||||||||||||||
R5 | 8.34 | 0.22 | 0.52 | 0.74 | (0.18) | — | (0.18) | 8.90 | 9.14 | 691 | 1.21 | 1.10 | 2.51 | 81 | ||||||||||||||
R6 | 8.39 | 0.22 | 0.54 | 0.76 | (0.19) | — | (0.19) | 8.96 | 9.26 | 1,006 | 1.09 | 0.98 | 2.57 | 81 | ||||||||||||||
Y | 8.38 | 0.29 | 0.45 | 0.74 | (0.19) | — | (0.19) | 8.93 | 9.06 | 205,680 | 1.19 | 1.07 | 3.34 | 81 | ||||||||||||||
F | 8.35 | 0.28 | 0.46 | 0.74 | (0.19) | — | (0.19) | 8.90 | 9.17 | 30,845 | 1.09 | 0.98 | 3.20 | 81 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 9.85 | $ 0.20 | $ (1.52) | $ (1.32) | $ (0.14) | $ — | $ (0.14) | $ 8.39 | (13.61)% | $ 61,016 | 1.53% | 1.38% | 2.10% | 85% | ||||||||||||||
C | 9.64 | 0.08 | (1.45) | (1.37) | (0.09) | — | (0.09) | 8.18 | (14.32) | 3,682 | 2.37 | 2.20 | 0.83 | 85 | ||||||||||||||
I | 9.83 | 0.22 | (1.50) | (1.28) | (0.16) | — | (0.16) | 8.39 | (13.30) | 16,780 | 1.24 | 1.07 | 2.23 | 85 | ||||||||||||||
R3 | 9.85 | 0.13 | (1.48) | (1.35) | (0.12) | — | (0.12) | 8.38 | (13.89) | 206 | 1.85 | 1.68 | 1.37 | 85 | ||||||||||||||
R4 | 9.90 | 0.27 | (1.59) | (1.32) | (0.14) | — | (0.14) | 8.44 | (13.57) | 5,580 | 1.55 | 1.38 | 2.90 | 85 | ||||||||||||||
R5 | 9.79 | 0.18 | (1.47) | (1.29) | (0.16) | — | (0.16) | 8.34 | (13.43) | 611 | 1.26 | 1.11 | 1.88 | 85 | ||||||||||||||
R6 (7) | 10.24 | 0.11 | (1.96) | (1.85) | — | — | — | 8.39 | (18.07) (4) | 838 | 1.14 (5) | 0.98 (5) | 1.90 (5) | 85 | ||||||||||||||
Y | 9.83 | 0.20 | (1.48) | (1.28) | (0.17) | — | (0.17) | 8.38 | (13.32) | 47,966 | 1.19 | 1.02 | 2.06 | 85 | ||||||||||||||
F | 9.85 | 0.21 | (1.49) | (1.28) | (0.22) | — | (0.22) | 8.35 | (13.30) | 1,912 | 1.14 | 0.98 | 2.23 | 85 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 7.65 | $ 0.15 | $ 2.12 | $ 2.27 | $ (0.07) | $ — | $ (0.07) | $ 9.85 | 30.12% | $ 23,924 | 1.76% | 1.56% | 1.78% | 98% | ||||||||||||||
C | 7.49 | 0.08 | 2.10 | 2.18 | (0.03) | — | (0.03) | 9.64 | 29.28 | 5,560 | 2.50 | 2.33 | 0.91 | 98 | ||||||||||||||
I | 7.64 | 0.21 | 2.08 | 2.29 | (0.10) | — | (0.10) | 9.83 | 30.54 | 11,361 | 1.42 | 1.29 | 2.43 | 98 | ||||||||||||||
R3 | 7.58 | 0.12 | 2.15 | 2.27 | — | — | — | 9.85 | 29.95 | 197 | 2.11 | 1.82 | 1.41 | 98 | ||||||||||||||
R4 | 7.61 | 0.11 | 2.18 | 2.29 | — | — | — | 9.90 | 30.09 | 41 | 1.87 | 1.56 | 1.38 | 98 | ||||||||||||||
R5 | 7.59 | 0.09 | 2.20 | 2.29 | (0.09) | — | (0.09) | 9.79 | 30.66 | 876 | 1.35 | 1.17 | 0.95 | 98 | ||||||||||||||
Y | 7.64 | 0.13 | 2.17 | 2.30 | (0.11) | — | (0.11) | 9.83 | 30.64 | 38,223 | 1.32 | 1.23 | 1.62 | 98 | ||||||||||||||
F (6) | 7.96 | 0.21 | 1.68 | 1.89 | — | — | — | 9.85 | 23.74 (4) | 1,500 | 1.25 (5) | 1.03 (5) | 3.54 (5) | 98 |
52 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Global Impact Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 17.43 | $ 0.04 | $ (3.24) | $ (3.20) | $ (0.02) | $ (0.40) | $ (0.42) | $ 13.81 | (18.72)% (4) | $ 48,662 | 1.23% (5) | 1.19% (5) | 0.47% (5) | 15% | ||||||||||||||
C | 16.95 | (0.02) | (3.14) | (3.16) | — | (0.40) | (0.40) | 13.39 | (19.01) (4) | 2,007 | 2.02 (5) | 1.94 (5) | (0.26) (5) | 15 | ||||||||||||||
I | 17.40 | 0.06 | (3.22) | (3.16) | (0.07) | (0.40) | (0.47) | 13.77 | (18.57) (4) | 47,904 | 0.87 (5) | 0.87 (5) | 0.77 (5) | 15 | ||||||||||||||
R3 | 17.12 | 0.02 | (3.17) | (3.15) | — | (0.40) | (0.40) | 13.57 | (18.76) (4) | 5,153 | 1.49 (5) | 1.41 (5) | 0.30 (5) | 15 | ||||||||||||||
R4 | 17.39 | 0.05 | (3.23) | (3.18) | (0.03) | (0.40) | (0.43) | 13.78 | (18.64) (4) | 739 | 1.19 (5) | 1.11 (5) | 0.59 (5) | 15 | ||||||||||||||
R5 | 17.26 | 0.06 | (3.19) | (3.13) | (0.08) | (0.40) | (0.48) | 13.65 | (18.54) (4) | 403 | 0.89 (5) | 0.81 (5) | 0.83 (5) | 15 | ||||||||||||||
R6 | 17.28 | 0.07 | (3.19) | (3.12) | (0.10) | (0.40) | (0.50) | 13.66 | (18.48) (4) | 8,094 | 0.77 (5) | 0.69 (5) | 0.94 (5) | 15 | ||||||||||||||
Y | 17.30 | 0.05 | (3.18) | (3.13) | (0.09) | (0.40) | (0.49) | 13.68 | (18.54) (4) | 34,951 | 0.80 (5) | 0.79 (5) | 0.65 (5) | 15 | ||||||||||||||
F | 17.40 | 0.07 | (3.22) | (3.15) | (0.10) | (0.40) | (0.50) | 13.75 | (18.53) (4) | 24,700 | 0.77 (5) | 0.69 (5) | 0.90 (5) | 15 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 12.90 | $ 0.02 | $ 4.57 | $ 4.59 | $ (0.06) | $ — | $ (0.06) | $ 17.43 | 35.64% | $ 58,065 | 1.32% | 1.18% | 0.12% | 37% | ||||||||||||||
C | 12.60 | (0.10) | 4.45 | 4.35 | — | — | — | 16.95 | 34.52 | 2,715 | 2.09 | 1.93 | (0.66) | 37 | ||||||||||||||
I | 12.88 | 0.07 | 4.56 | 4.63 | (0.11) | — | (0.11) | 17.40 | 36.03 | 43,723 | 0.94 | 0.87 | 0.44 | 37 | ||||||||||||||
R3 | 12.68 | (0.02) | 4.49 | 4.47 | (0.03) | — | (0.03) | 17.12 | 35.24 | 7,359 | 1.54 | 1.40 | (0.11) | 37 | ||||||||||||||
R4 | 12.88 | 0.03 | 4.55 | 4.58 | (0.07) | — | (0.07) | 17.39 | 35.65 | 995 | 1.24 | 1.10 | 0.21 | 37 | ||||||||||||||
R5 | 12.78 | 0.08 | 4.52 | 4.60 | (0.12) | — | (0.12) | 17.26 | 36.10 | 450 | 0.96 | 0.80 | 0.50 | 37 | ||||||||||||||
R6 | 12.79 | 0.11 | 4.52 | 4.63 | (0.14) | — | (0.14) | 17.28 | 36.32 | 9,164 | 0.84 | 0.69 | 0.65 | 37 | ||||||||||||||
Y | 12.81 | 0.06 | 4.55 | 4.61 | (0.12) | — | (0.12) | 17.30 | 36.13 | 5,336 | 0.90 | 0.79 | 0.40 | 37 | ||||||||||||||
F | 12.88 | 0.10 | 4.56 | 4.66 | (0.14) | — | (0.14) | 17.40 | 36.30 | 12,792 | 0.84 | 0.69 | 0.62 | 37 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 11.32 | $ 0.06 | $ 1.56 | $ 1.62 | $ (0.04) | $ — | $ (0.04) | $ 12.90 | 14.37% | $ 41,474 | 1.50% | 1.02% | 0.56% | 85% | ||||||||||||||
C | 11.12 | (0.02) | 1.53 | 1.51 | (0.03) | — | (0.03) | 12.60 | 13.63 | 2,132 | 2.23 | 1.75 | (0.17) | 85 | ||||||||||||||
I | 11.30 | 0.10 | 1.56 | 1.66 | (0.08) | — | (0.08) | 12.88 | 14.79 | 24,403 | 1.12 | 0.66 | 0.90 | 85 | ||||||||||||||
R3 | 11.14 | 0.04 | 1.54 | 1.58 | (0.04) | — | (0.04) | 12.68 | 14.21 | 5,327 | 1.72 | 1.22 | 0.36 | 85 | ||||||||||||||
R4 | 11.28 | 0.08 | 1.56 | 1.64 | (0.04) | — | (0.04) | 12.88 | 14.59 | 894 | 1.38 | 0.87 | 0.73 | 85 | ||||||||||||||
R5 | 11.18 | 0.11 | 1.54 | 1.65 | (0.05) | — | (0.05) | 12.78 | 14.77 | 253 | 1.10 | 0.60 | 0.95 | 85 | ||||||||||||||
R6 | 11.21 | 0.10 | 1.56 | 1.66 | (0.08) | — | (0.08) | 12.79 | 14.87 | 3,111 | 1.04 | 0.59 | 0.88 | 85 | ||||||||||||||
Y | 11.17 | 0.14 | 1.55 | 1.69 | (0.05) | — | (0.05) | 12.81 | 15.15 | 2,958 | 0.93 | 0.43 | 1.27 | 85 | ||||||||||||||
F | 11.36 | 0.12 | 1.57 | 1.69 | (0.17) | — | (0.17) | 12.88 | 15.05 | 3,850 | 0.98 | 0.41 | 1.01 | 85 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 11.10 | $ 0.12 | $ 1.46 | $ 1.58 | $ (0.06) | $ (1.30) | $ (1.36) | $ 11.32 | 16.93% | $ 872 | 1.94% (8) | 1.10% (8) | 1.17% | 5% (9) | ||||||||||||||
C | 10.93 | 0.07 | 1.45 | 1.52 | (0.03) | (1.30) | (1.33) | 11.12 | 16.45 | 38 | 2.74 (8) | 1.60 (8) | 0.63 | 5 (9) | ||||||||||||||
I | 11.05 | 0.17 | 1.46 | 1.63 | (0.08) | (1.30) | (1.38) | 11.30 | 17.47 | 13,351 | 1.54 (8) | 0.73 (8) | 1.60 | 5 (9) | ||||||||||||||
R3 | 10.98 | 0.08 | 1.48 | 1.56 | (0.10) | (1.30) | (1.40) | 11.14 | 16.94 | 282 | 2.07 (8) | 1.19 (8) | 0.79 | 5 (9) | ||||||||||||||
R4 | 11.08 | 0.13 | 1.46 | 1.59 | (0.09) | (1.30) | (1.39) | 11.28 | 17.11 | 27 | 1.91 (8) | 0.95 (8) | 1.25 | 5 (9) | ||||||||||||||
R5 | 11.00 | 0.15 | 1.44 | 1.59 | (0.11) | (1.30) | (1.41) | 11.18 | 17.45 | 13 | 1.61 (8) | 0.76 (8) | 1.43 | 5 (9) | ||||||||||||||
R6 | 11.01 | 0.20 | 1.41 | 1.61 | (0.11) | (1.30) | (1.41) | 11.21 | 17.45 | 897 | 1.43 (8) | 0.63 (8) | 1.81 | 5 (9) | ||||||||||||||
Y | 10.99 | 0.23 | 1.37 | 1.60 | (0.12) | (1.30) | (1.42) | 11.17 | 17.42 | 300 | 1.54 (8) | 0.67 (8) | 2.11 | 5 (9) | ||||||||||||||
F | 11.16 | 0.16 | 1.47 | 1.63 | (0.13) | (1.30) | (1.43) | 11.36 | 17.43 | 30,632 | 1.49 (8) | 0.66 (8) | 1.54 | 5 (9) |
53 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Global Impact Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 11.63 | $ 0.09 | $ (0.27) | $ (0.18) | $ — | $ (0.35) | $ (0.35) | $ 11.10 | (1.69)% | $ 455 | 2.35% (8) | 1.20% (8) | 0.78% | 79% (10) | ||||||||||||||
C | 11.57 | 0.03 | (0.27) | (0.24) | (0.05) | (0.35) | (0.40) | 10.93 | (2.25) | 40 | 3.12 (8) | 1.64 (8) | 0.28 | 79 (10) | ||||||||||||||
I | 11.66 | 0.13 | (0.26) | (0.13) | (0.13) | (0.35) | (0.48) | 11.05 | (1.34) | 2,588 | 1.91 (8) | 0.79 (8) | 1.12 | 79 (10) | ||||||||||||||
R3 | 11.63 | 0.10 | (0.25) | (0.15) | (0.15) | (0.35) | (0.50) | 10.98 | (1.54) | 11 | 2.60 (8) | 0.98 (8) | 0.85 | 79 (10) | ||||||||||||||
R4 | 11.64 | 0.10 | (0.26) | (0.16) | (0.05) | (0.35) | (0.40) | 11.08 | (1.58) | 23 | 2.30 (8) | 1.03 (8) | 0.88 | 79 (10) | ||||||||||||||
R5 | 11.65 | 0.12 | (0.25) | (0.13) | (0.17) | (0.35) | (0.52) | 11.00 | (1.40) | 11 | 1.99 (8) | 0.85 (8) | 1.00 | 79 (10) | ||||||||||||||
R6 | 11.66 | 0.13 | (0.25) | (0.12) | (0.18) | (0.35) | (0.53) | 11.01 | (1.23) | 12 | 1.88 (8) | 0.74 (8) | 1.10 | 79 (10) | ||||||||||||||
Y | 11.65 | 0.14 | (0.27) | (0.13) | (0.18) | (0.35) | (0.53) | 10.99 | (1.31) | 22 | 1.93 (8) | 0.79 (8) | 1.15 | 79 (10) | ||||||||||||||
F | 11.66 | 0.13 | (0.26) | (0.13) | (0.02) | (0.35) | (0.37) | 11.16 | (1.26) | 26,117 | 1.88 (8) | 0.74 (8) | 1.10 | 79 (10) | ||||||||||||||
For the Period Ended October 31, 2017(6) | ||||||||||||||||||||||||||||
A | $ 10.00 | $ 0.06 | $ 1.57 | $ 1.63 | $ — | $ — | $ — | $ 11.63 | 16.30% (4) | $ 140 | 5.13% (5)(8) | 1.19% (5)(8) | 0.76% (5) | 50% (10) | ||||||||||||||
C | 10.00 | 0.01 | 1.56 | 1.57 | — | — | — | 11.57 | 15.70 (4) | 16 | 5.94 (5)(8) | 2.00 (5)(8) | 0.11 (5) | 50 (10) | ||||||||||||||
I | 10.00 | 0.09 | 1.57 | 1.66 | — | — | — | 11.66 | 16.60 (4) | 1,214 | 4.76 (5)(8) | 0.86 (5)(8) | 1.26 (5) | 50 (10) | ||||||||||||||
R3 | 10.00 | 0.07 | 1.56 | 1.63 | — | — | — | 11.63 | 16.30 (4) | 12 | 5.54 (5)(8) | 1.22 (5)(8) | 0.93 (5) | 50 (10) | ||||||||||||||
R4 | 10.00 | 0.07 | 1.57 | 1.64 | — | — | — | 11.64 | 16.40 (4) | 12 | 5.24 (5)(8) | 1.12 (5)(8) | 1.01 (5) | 50 (10) | ||||||||||||||
R5 | 10.00 | 0.09 | 1.56 | 1.65 | — | — | — | 11.65 | 16.50 (4) | 12 | 4.94 (5)(8) | 0.95 (5)(8) | 1.19 (5) | 50 (10) | ||||||||||||||
R6 | 10.00 | 0.09 | 1.57 | 1.66 | — | — | — | 11.66 | 16.60 (4) | 12 | 4.84 (5)(8) | 0.85 (5)(8) | 1.29 (5) | 50 (10) | ||||||||||||||
Y | 10.00 | 0.12 | 1.53 | 1.65 | — | — | — | 11.65 | 16.50 (4) | 12 | 4.79 (5)(8) | 0.90 (5)(8) | 1.63 (5) | 50 (10) | ||||||||||||||
F | 10.00 | 0.10 | 1.56 | 1.66 | — | — | — | 11.66 | 16.50 (4) | 26,456 | 4.74 (5)(8) | 0.85 (5)(8) | 1.28 (5) | 50 (10) | ||||||||||||||
Hartford International Equity Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 12.86 | $ 0.11 | $ (1.70) | $ (1.59) | $ (0.25) | $ (0.16) | $ (0.41) | $ 10.86 | (12.70)% (4) | $ 538,406 | 0.95% (5) | 0.94% (5) | 1.85% (5) | 16% | ||||||||||||||
C | 12.65 | 0.06 | (1.69) | (1.63) | (0.12) | (0.16) | (0.28) | 10.74 | (13.14) (4) | 12,910 | 1.76 (5) | 1.76 (5) | 1.01 (5) | 16 | ||||||||||||||
I | 13.04 | 0.13 | (1.72) | (1.59) | (0.29) | (0.16) | (0.45) | 11.00 | (12.54) (4) | 53,128 | 0.63 (5) | 0.63 (5) | 2.15 (5) | 16 | ||||||||||||||
R3 | 12.76 | 0.09 | (1.68) | (1.59) | (0.22) | (0.16) | (0.38) | 10.79 | (12.82) (4) | 11,531 | 1.25 (5) | 1.24 (5) | 1.55 (5) | 16 | ||||||||||||||
R4 | 12.89 | 0.11 | (1.71) | (1.60) | (0.23) | (0.16) | (0.39) | 10.90 | (12.72) (4) | 3,715 | 0.95 (5) | 0.95 (5) | 1.84 (5) | 16 | ||||||||||||||
R5 | 11.32 | 0.14 | (1.53) | (1.39) | (0.22) | (0.16) | (0.38) | 9.55 | (12.61) (4) | 1,564 | 0.64 (5) | 0.64 (5) | 2.58 (5) | 16 | ||||||||||||||
R6 | 13.11 | 0.13 | (1.72) | (1.59) | (0.31) | (0.16) | (0.47) | 11.05 | (12.55) (4) | 43,899 | 0.53 (5) | 0.53 (5) | 2.22 (5) | 16 | ||||||||||||||
Y | 13.05 | 0.14 | (1.73) | (1.59) | (0.29) | (0.16) | (0.45) | 11.01 | (12.56) (4) | 15,122 | 0.63 (5) | 0.63 (5) | 2.27 (5) | 16 | ||||||||||||||
F | 13.12 | 0.13 | (1.72) | (1.59) | (0.31) | (0.16) | (0.47) | 11.06 | (12.54) (4) | 57,744 | 0.53 (5) | 0.53 (5) | 2.18 (5) | 16 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 10.24 | $ 0.16 | $ 2.59 | $ 2.75 | $ (0.13) | $ — | $ (0.13) | $ 12.86 | 26.93% | $ 644,435 | 0.94% | 0.94% | 1.25% | 39% | ||||||||||||||
C | 10.05 | 0.04 | 2.58 | 2.62 | (0.02) | — | (0.02) | 12.65 | 26.06 | 17,733 | 1.72 | 1.72 | 0.34 | 39 | ||||||||||||||
I | 10.38 | 0.20 | 2.63 | 2.83 | (0.17) | — | (0.17) | 13.04 | 27.35 | 67,019 | 0.61 | 0.61 | 1.58 | 39 | ||||||||||||||
R3 | 10.16 | 0.12 | 2.58 | 2.70 | (0.10) | — | (0.10) | 12.76 | 26.61 | 14,001 | 1.24 | 1.23 | 0.96 | 39 | ||||||||||||||
R4 | 10.26 | 0.15 | 2.61 | 2.76 | (0.13) | — | (0.13) | 12.89 | 27.00 | 5,097 | 0.94 | 0.94 | 1.21 | 39 | ||||||||||||||
R5 | 9.03 | 0.17 | 2.29 | 2.46 | (0.17) | — | (0.17) | 11.32 | 27.35 | 11,309 | 0.63 | 0.63 | 1.57 | 39 | ||||||||||||||
R6 | 10.43 | 0.22 | 2.64 | 2.86 | (0.18) | — | (0.18) | 13.11 | 27.52 | 48,911 | 0.53 | 0.53 | 1.67 | 39 | ||||||||||||||
Y | 10.38 | 0.20 | 2.63 | 2.83 | (0.16) | — | (0.16) | 13.05 | 27.34 | 12,935 | 0.63 | 0.63 | 1.56 | 39 | ||||||||||||||
F | 10.44 | 0.21 | 2.65 | 2.86 | (0.18) | — | (0.18) | 13.12 | 27.50 | 85,058 | 0.52 | 0.52 | 1.67 | 39 |
54 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford International Equity Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 10.74 | $ 0.11 | $ (0.37) | $ (0.26) | $ (0.24) | $ — | $ (0.24) | $ 10.24 | (2.57)% | $ 558,506 | 0.99% | 0.99% | 1.04% | 77% | ||||||||||||||
C | 10.52 | 0.02 | (0.35) | (0.33) | (0.14) | — | (0.14) | 10.05 | (3.28) | 24,973 | 1.75 | 1.75 | 0.24 | 77 | ||||||||||||||
I | 10.88 | 0.14 | (0.36) | (0.22) | (0.28) | — | (0.28) | 10.38 | (2.21) | 54,603 | 0.63 | 0.63 | 1.36 | 77 | ||||||||||||||
R3 | 10.65 | 0.08 | (0.36) | (0.28) | (0.21) | — | (0.21) | 10.16 | (2.81) | 12,115 | 1.24 | 1.23 | 0.79 | 77 | ||||||||||||||
R4 | 10.74 | 0.11 | (0.36) | (0.25) | (0.23) | — | (0.23) | 10.26 | (2.52) | 6,419 | 0.95 | 0.95 | 1.07 | 77 | ||||||||||||||
R5 | 9.50 | 0.15 | (0.34) | (0.19) | (0.28) | — | (0.28) | 9.03 | (2.20) | 8,761 | 0.66 | 0.66 | 1.67 | 77 | ||||||||||||||
R6 | 10.93 | 0.16 | (0.37) | (0.21) | (0.29) | — | (0.29) | 10.43 | (2.11) | 37,296 | 0.55 | 0.55 | 1.53 | 77 | ||||||||||||||
Y | 10.88 | 0.13 | (0.35) | (0.22) | (0.28) | — | (0.28) | 10.38 | (2.20) | 13,601 | 0.65 | 0.65 | 1.27 | 77 | ||||||||||||||
F | 10.94 | 0.16 | (0.37) | (0.21) | (0.29) | — | (0.29) | 10.44 | (2.11) | 67,949 | 0.54 | 0.54 | 1.50 | 77 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 9.91 | $ 0.20 | $ 0.67 | $ 0.87 | $ (0.02) | $ (0.02) | $ (0.04) | $ 10.74 | 8.88% | $ 685,465 | 0.97% | 0.97% | 1.94% | 78% | ||||||||||||||
C | 9.76 | 0.11 | 0.67 | 0.78 | — | (0.02) | (0.02) | 10.52 | 8.01 | 43,009 | 1.71 | 1.71 | 1.13 | 78 | ||||||||||||||
I | 10.01 | 0.23 | 0.69 | 0.92 | (0.03) | (0.02) | (0.05) | 10.88 | 9.29 | 82,136 | 0.63 | 0.63 | 2.20 | 78 | ||||||||||||||
R3 | 9.85 | 0.17 | 0.67 | 0.84 | (0.02) | (0.02) | (0.04) | 10.65 | 8.59 | 16,410 | 1.24 | 1.24 | 1.67 | 78 | ||||||||||||||
R4 | 9.91 | 0.20 | 0.68 | 0.88 | (0.03) | (0.02) | (0.05) | 10.74 | 8.89 | 8,653 | 0.96 | 0.96 | 1.99 | 78 | ||||||||||||||
R5 | 8.75 | 0.20 | 0.60 | 0.80 | (0.03) | (0.02) | (0.05) | 9.50 | 9.27 | 1,686 | 0.65 | 0.65 | 2.23 | 78 | ||||||||||||||
R6 | 10.06 | 0.24 | 0.69 | 0.93 | (0.04) | (0.02) | (0.06) | 10.93 | 9.29 | 22,624 | 0.54 | 0.54 | 2.32 | 78 | ||||||||||||||
Y | 10.02 | 0.25 | 0.67 | 0.92 | (0.04) | (0.02) | (0.06) | 10.88 | 9.28 | 33,756 | 0.62 | 0.62 | 2.38 | 78 | ||||||||||||||
F | 10.06 | 0.25 | 0.69 | 0.94 | (0.04) | (0.02) | (0.06) | 10.94 | 9.39 | 72,152 | 0.54 | 0.54 | 2.38 | 78 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 11.42 | $ 0.13 | $ (1.28) | $ (1.15) | $ (0.18) | $ (0.18) | $ (0.36) | $ 9.91 | (10.47)% | $ 750,143 | 1.15% | 0.97% | 1.30% | 85% | ||||||||||||||
C | 11.28 | 0.07 | (1.29) | (1.22) | (0.12) | (0.18) | (0.30) | 9.76 | (11.16) | 70,348 | 1.96 | 1.75 | 0.65 | 85 | ||||||||||||||
I | 11.52 | 0.20 | (1.33) | (1.13) | (0.20) | (0.18) | (0.38) | 10.01 | (10.21) | 120,491 | 0.87 | 0.66 | 1.85 | 85 | ||||||||||||||
R3 | 11.37 | 0.02 | (1.21) | (1.19) | (0.15) | (0.18) | (0.33) | 9.85 | (10.84) | 19,595 | 1.41 | 1.27 | 0.29 | 85 | ||||||||||||||
R4 | 11.43 | 0.12 | (1.28) | (1.16) | (0.18) | (0.18) | (0.36) | 9.91 | (10.58) | 15,357 | 1.19 | 0.99 | 1.29 | 85 | ||||||||||||||
R5 | 10.09 | 0.17 | (1.13) | (0.96) | (0.20) | (0.18) | (0.38) | 8.75 | (9.97) | 1,109 | 0.91 | 0.69 | 1.75 | 85 | ||||||||||||||
R6 (7) | 11.48 | 0.11 | (1.53) | (1.42) | — | — | — | 10.06 | (12.37) (4) | 4,959 | 0.68 (5) | 0.53 (5) | 1.50 (5) | 85 | ||||||||||||||
Y | 11.51 | 0.22 | (1.31) | (1.09) | (0.22) | (0.18) | (0.40) | 10.02 | (9.92) | 27,321 | 0.83 | 0.59 | 2.02 | 85 | ||||||||||||||
F | 11.53 | 0.18 | (1.28) | (1.10) | (0.19) | (0.18) | (0.37) | 10.06 | (9.94) | 74,278 | 0.71 | 0.55 | 1.76 | 85 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 9.37 | $ 0.15 | $ 2.07 | $ 2.22 | $ (0.17) | $ — | $ (0.17) | $ 11.42 | 24.17% | $ 15,943 | 1.74% | 1.16% | 1.43% | 133% | ||||||||||||||
C | 9.25 | 0.07 | 2.06 | 2.13 | (0.10) | — | (0.10) | 11.28 | 23.29 | 4,527 | 2.47 | 1.91 | 0.71 | 133 | ||||||||||||||
I | 9.44 | 0.20 | 2.06 | 2.26 | (0.18) | — | (0.18) | 11.52 | 24.49 | 14,971 | 1.43 | 0.88 | 1.88 | 133 | ||||||||||||||
R3 | 9.37 | 0.11 | 2.07 | 2.18 | (0.18) | — | (0.18) | 11.37 | 23.76 | 93 | 2.28 | 1.46 | 1.10 | 133 | ||||||||||||||
R4 | 9.40 | 0.15 | 2.07 | 2.22 | (0.19) | — | (0.19) | 11.43 | 24.13 | 740 | 1.75 | 1.17 | 1.39 | 133 | ||||||||||||||
R5 | 9.38 | 0.21 | 1.75 | 1.96 | (1.25) | — | (1.25) | 10.09 | 24.50 | 397 | 1.38 | 0.85 | 2.28 | 133 | ||||||||||||||
Y | 9.44 | 0.18 | 2.09 | 2.27 | (0.20) | — | (0.20) | 11.51 | 24.67 | 11,822 | 1.31 | 0.78 | 1.76 | 133 | ||||||||||||||
F (6) | 9.65 | 0.08 | 1.80 | 1.88 | — | — | — | 11.53 | 19.48 (4) | 1,739 | 1.26 (5) | 0.66 (5) | 1.01 (5) | 133 |
55 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford International Growth Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 19.44 | $ 0.01 | $ (4.83) | $ (4.82) | $ (0.03) | $ (0.06) | $ (0.09) | $ 14.53 | (24.87)% (4) | $ 122,221 | 1.28% (5) | 1.28% (5) | 0.08% (5) | 13% | ||||||||||||||
C | 17.47 | (0.06) | (4.32) | (4.38) | — | (0.06) | (0.06) | 13.03 | (25.14) (4) | 2,976 | 2.10 (5) | 2.05 (5) | (0.77) (5) | 13 | ||||||||||||||
I | 19.31 | 0.02 | (4.78) | (4.76) | (0.09) | (0.06) | (0.15) | 14.40 | (24.81) (4) | 120,125 | 1.00 (5) | 1.00 (5) | 0.19 (5) | 13 | ||||||||||||||
R3 | 19.66 | (0.02) | (4.88) | (4.90) | — | (0.06) | (0.06) | 14.70 | (24.98) (4) | 577 | 1.57 (5) | 1.56 (5) | (0.22) (5) | 13 | ||||||||||||||
R4 | 20.08 | 0.00 (11) | (4.98) | (4.98) | (0.04) | (0.06) | (0.10) | 15.00 | (24.90) (4) | 1,634 | 1.27 (5) | 1.27 (5) | 0.03 (5) | 13 | ||||||||||||||
R5 | 20.26 | 0.03 | (5.02) | (4.99) | (0.09) | (0.06) | (0.15) | 15.12 | (24.78) (4) | 20,319 | 0.97 (5) | 0.97 (5) | 0.32 (5) | 13 | ||||||||||||||
R6 | 20.38 | 0.05 | (5.05) | (5.00) | (0.12) | (0.06) | (0.18) | 15.20 | (24.72) (4) | 6,637 | 0.85 (5) | 0.85 (5) | 0.54 (5) | 13 | ||||||||||||||
Y | 20.32 | 0.03 | (5.02) | (4.99) | (0.10) | (0.06) | (0.16) | 15.17 | (24.72) (4) | 10,869 | 0.96 (5) | 0.95 (5) | 0.38 (5) | 13 | ||||||||||||||
F | 19.35 | 0.04 | (4.79) | (4.75) | (0.12) | (0.06) | (0.18) | 14.42 | (24.75) (4) | 132,625 | 0.85 (5) | 0.85 (5) | 0.48 (5) | 13 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 16.10 | $ (0.01) | $ 3.93 | $ 3.92 | $ — | $ (0.58) | $ (0.58) | $ 19.44 | 24.68% | $ 167,201 | 1.26% | 1.26% | (0.05)% | 32% | ||||||||||||||
C | 14.63 | (0.15) | 3.57 | 3.42 | — | (0.58) | (0.58) | 17.47 | 23.72 | 5,153 | 2.09 | 2.05 | (0.86) | 32 | ||||||||||||||
I | 15.97 | 0.04 | 3.91 | 3.95 | (0.03) | (0.58) | (0.61) | 19.31 | 25.09 | 247,620 | 1.04 | 1.00 | 0.21 | 32 | ||||||||||||||
R3 | 16.31 | (0.06) | 3.99 | 3.93 | — | (0.58) | (0.58) | 19.66 | 24.42 | 808 | 1.56 | 1.55 | (0.33) | 32 | ||||||||||||||
R4 | 16.61 | — | 4.05 | 4.05 | — | (0.58) | (0.58) | 20.08 | 24.71 | 2,783 | 1.26 | 1.26 | (0.02) | 32 | ||||||||||||||
R5 | 16.73 | 0.05 | 4.09 | 4.14 | (0.03) | (0.58) | (0.61) | 20.26 | 25.09 | 37,334 | 0.94 | 0.94 | 0.26 | 32 | ||||||||||||||
R6 | 16.83 | 0.08 | 4.11 | 4.19 | (0.06) | (0.58) | (0.64) | 20.38 | 25.23 | 8,367 | 0.84 | 0.84 | 0.40 | 32 | ||||||||||||||
Y | 16.78 | 0.05 | 4.11 | 4.16 | (0.04) | (0.58) | (0.62) | 20.32 | 25.13 | 15,124 | 0.95 | 0.95 | 0.27 | 32 | ||||||||||||||
F | 16.00 | 0.07 | 3.92 | 3.99 | (0.06) | (0.58) | (0.64) | 19.35 | 25.29 | 195,324 | 0.84 | 0.84 | 0.37 | 32 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 14.40 | $ 0.00(11) | $ 1.78 | $ 1.78 | $ (0.08) | $ — | $ (0.08) | $ 16.10 | 12.40% | $ 137,068 | 1.36% | 1.30% | 0.00% (12) | 112% | ||||||||||||||
C | 13.12 | (0.10) | 1.61 | 1.51 | — | — | — | 14.63 | 11.51 | 5,435 | 2.14 | 2.05 | (0.76) | 112 | ||||||||||||||
I | 14.29 | 0.06 | 1.75 | 1.81 | (0.13) | — | (0.13) | 15.97 | 12.75 | 189,631 | 0.97 | 0.93 | 0.40 | 112 | ||||||||||||||
R3 | 14.59 | (0.04) | 1.80 | 1.76 | (0.04) | — | (0.04) | 16.31 | 12.08 | 711 | 1.61 | 1.57 | (0.26) | 112 | ||||||||||||||
R4 | 14.83 | 0.01 | 1.83 | 1.84 | (0.06) | — | (0.06) | 16.61 | 12.44 | 2,260 | 1.30 | 1.26 | 0.07 | 112 | ||||||||||||||
R5 | 14.96 | 0.05 | 1.85 | 1.90 | (0.13) | — | (0.13) | 16.73 | 12.76 | 30,666 | 0.99 | 0.95 | 0.35 | 112 | ||||||||||||||
R6 | 15.04 | 0.07 | 1.86 | 1.93 | (0.14) | — | (0.14) | 16.83 | 12.90 | 4,560 | 0.90 | 0.85 | 0.48 | 112 | ||||||||||||||
Y | 15.01 | 0.05 | 1.85 | 1.90 | (0.13) | — | (0.13) | 16.78 | 12.74 | 12,562 | 1.00 | 0.95 | 0.35 | 112 | ||||||||||||||
F | 14.31 | 0.07 | 1.77 | 1.84 | (0.15) | — | (0.15) | 16.00 | 12.88 | 159,194 | 0.89 | 0.85 | 0.47 | 112 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 13.85 | $ 0.09 | $ 1.51 | $ 1.60 | $ (0.08) | $ (0.97) | $ (1.05) | $ 14.40 | 12.97% | $ 128,065 | 1.38% | 1.30% | 0.66% | 64% | ||||||||||||||
C | 12.71 | (0.01) | 1.39 | 1.38 | — | (0.97) | (0.97) | 13.12 | 12.16 | 6,842 | 2.15 | 2.05 | (0.11) | 64 | ||||||||||||||
I | 13.75 | 0.14 | 1.49 | 1.63 | (0.12) | (0.97) | (1.09) | 14.29 | 13.41 | 39,175 | 0.99 | 0.94 | 1.04 | 64 | ||||||||||||||
R3 | 14.00 | 0.06 | 1.53 | 1.59 | (0.03) | (0.97) | (1.00) | 14.59 | 12.63 | 632 | 1.63 | 1.57 | 0.44 | 64 | ||||||||||||||
R4 | 14.21 | 0.09 | 1.56 | 1.65 | (0.06) | (0.97) | (1.03) | 14.83 | 12.99 | 4,102 | 1.33 | 1.27 | 0.67 | 64 | ||||||||||||||
R5 | 14.34 | 0.14 | 1.57 | 1.71 | (0.12) | (0.97) | (1.09) | 14.96 | 13.40 | 25,303 | 1.02 | 0.96 | 1.00 | 64 | ||||||||||||||
R6 | 14.41 | 0.16 | 1.57 | 1.73 | (0.13) | (0.97) | (1.10) | 15.04 | 13.48 | 3,059 | 0.91 | 0.85 | 1.09 | 64 | ||||||||||||||
Y | 14.39 | 0.15 | 1.57 | 1.72 | (0.13) | (0.97) | (1.10) | 15.01 | 13.45 | 18,100 | 0.98 | 0.92 | 1.05 | 64 | ||||||||||||||
F | 13.77 | 0.15 | 1.49 | 1.64 | (0.13) | (0.97) | (1.10) | 14.31 | 13.50 | 112,149 | 0.91 | 0.85 | 1.12 | 64 |
56 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford International Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 15.21 | $ 0.10 | $ (1.38) | $ (1.28) | $ (0.08) | $ — | $ (0.08) | $ 13.85 | (8.47)% | $ 123,681 | 1.40% | 1.30% | 0.64% | 76% | ||||||||||||||
C | 13.99 | (0.01) | (1.27) | (1.28) | — | — | — | 12.71 | (9.15) | 7,962 | 2.21 | 2.05 | (0.09) | 76 | ||||||||||||||
I | 15.09 | 0.15 | (1.37) | (1.22) | (0.12) | — | (0.12) | 13.75 | (8.16) | 35,144 | 1.04 | 0.98 | 0.98 | 76 | ||||||||||||||
R3 | 15.36 | 0.06 | (1.41) | (1.35) | (0.01) | — | (0.01) | 14.00 | (8.72) | 556 | 1.67 | 1.60 | 0.36 | 76 | ||||||||||||||
R4 | 15.59 | 0.09 | (1.39) | (1.30) | (0.08) | — | (0.08) | 14.21 | (8.41) | 8,748 | 1.36 | 1.30 | 0.59 | 76 | ||||||||||||||
R5 | 15.74 | 0.17 | (1.45) | (1.28) | (0.12) | — | (0.12) | 14.34 | (8.19) | 21,691 | 1.06 | 1.00 | 1.03 | 76 | ||||||||||||||
R6 (7) | 16.23 | 0.02 | (1.84) | (1.82) | — | — | — | 14.41 | (11.21) (4) | 583 | 0.94 (5) | 0.86 (5) | 0.22 (5) | 76 | ||||||||||||||
Y | 15.79 | 0.17 | (1.44) | (1.27) | (0.13) | — | (0.13) | 14.39 | (8.13) | 16,422 | 0.98 | 0.91 | 1.05 | 76 | ||||||||||||||
F | 15.11 | 0.16 | (1.37) | (1.21) | (0.13) | — | (0.13) | 13.77 | (8.10) | 94,527 | 0.95 | 0.89 | 1.07 | 76 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 12.24 | $ 0.09 | $ 3.02 | $ 3.11 | $ (0.14) | $ — | $ (0.14) | $ 15.21 | 25.79% | $ 124,332 | 1.48% | 1.30% | 0.71% | 82% | ||||||||||||||
C | 11.26 | (0.01) | 2.79 | 2.78 | (0.05) | — | (0.05) | 13.99 | 24.88 | 15,539 | 2.21 | 2.05 | (0.06) | 82 | ||||||||||||||
I | 12.16 | 0.15 | 2.96 | 3.11 | (0.18) | — | (0.18) | 15.09 | 26.05 | 26,644 | 1.34 | 1.00 | 1.18 | 82 | ||||||||||||||
R3 | 12.33 | 0.06 | 3.05 | 3.11 | (0.08) | — | (0.08) | 15.36 | 25.48 | 649 | 1.81 | 1.60 | 0.45 | 82 | ||||||||||||||
R4 | 12.55 | 0.10 | 3.09 | 3.19 | (0.15) | — | (0.15) | 15.59 | 25.75 | 11,579 | 1.39 | 1.30 | 0.75 | 82 | ||||||||||||||
R5 | 12.67 | 0.13 | 3.12 | 3.25 | (0.18) | — | (0.18) | 15.74 | 26.23 | 7,184 | 1.10 | 1.00 | 0.93 | 82 | ||||||||||||||
Y | 12.71 | 0.11 | 3.16 | 3.27 | (0.19) | — | (0.19) | 15.79 | 26.20 | 11,865 | 1.01 | 0.95 | 0.81 | 82 | ||||||||||||||
F (6) | 12.18 | 0.06 | 2.87 | 2.93 | — | — | — | 15.11 | 24.06 (4) | 61,131 | 0.99 (5) | 0.90 (5) | 0.65 (5) | 82 | ||||||||||||||
The Hartford International Opportunities Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 21.23 | $ 0.10 | $ (3.09) | $ (2.99) | $ (0.25) | $ (1.75) | $ (2.00) | $ 16.24 | (15.41)% (4) | $ 459,477 | 1.08% (5) | 1.07% (5) | 1.07% (5) | 57% | ||||||||||||||
C | 18.33 | 0.02 | (2.64) | (2.62) | (0.12) | (1.75) | (1.87) | 13.84 | (15.75) (4) | 20,984 | 1.85 (5) | 1.85 (5) | 0.26 (5) | 57 | ||||||||||||||
I | 21.13 | 0.13 | (3.08) | (2.95) | (0.31) | (1.75) | (2.06) | 16.12 | (15.33) (4) | 523,545 | 0.77 (5) | 0.77 (5) | 1.44 (5) | 57 | ||||||||||||||
R3 | 21.59 | 0.07 | (3.16) | (3.09) | (0.17) | (1.75) | (1.92) | 16.58 | (15.57) (4) | 28,911 | 1.41 (5) | 1.40 (5) | 0.73 (5) | 57 | ||||||||||||||
R4 | 22.02 | 0.10 | (3.22) | (3.12) | (0.24) | (1.75) | (1.99) | 16.91 | (15.46) (4) | 85,080 | 1.11 (5) | 1.10 (5) | 1.02 (5) | 57 | ||||||||||||||
R5 | 22.25 | 0.13 | (3.26) | (3.13) | (0.30) | (1.75) | (2.05) | 17.07 | (15.35) (4) | 287,880 | 0.80 (5) | 0.80 (5) | 1.34 (5) | 57 | ||||||||||||||
R6 | 22.39 | 0.15 | (3.28) | (3.13) | (0.33) | (1.75) | (2.08) | 17.18 | (15.30) (4) | 957,511 | 0.69 (5) | 0.69 (5) | 1.50 (5) | 57 | ||||||||||||||
Y | 22.38 | 0.14 | (3.28) | (3.14) | (0.31) | (1.75) | (2.06) | 17.18 | (15.32) (4) | 1,080,134 | 0.79 (5) | 0.76 (5) | 1.39 (5) | 57 | ||||||||||||||
F | 21.15 | 0.14 | (3.08) | (2.94) | (0.33) | (1.75) | (2.08) | 16.13 | (15.30) (4) | 672,219 | 0.69 (5) | 0.69 (5) | 1.49 (5) | 57 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 16.66 | $ 0.13 | $ 4.51 | $ 4.64 | $ (0.07) | $ — | $ (0.07) | $ 21.23 | 27.91% | $ 563,577 | 1.08% | 1.07% | 0.66% | 99% | ||||||||||||||
C | 14.44 | (0.03) | 3.92 | 3.89 | — | — | — | 18.33 | 26.94 | 27,868 | 1.85 | 1.85 | (0.14) | 99 | ||||||||||||||
I | 16.57 | 0.20 | 4.49 | 4.69 | (0.13) | — | (0.13) | 21.13 | 28.38 | 579,815 | 0.77 | 0.77 | 0.97 | 99 | ||||||||||||||
R3 | 16.93 | 0.06 | 4.60 | 4.66 | (0.00) (11) | — | — | 21.59 | 27.54 | 36,293 | 1.40 | 1.40 | 0.31 | 99 | ||||||||||||||
R4 | 17.27 | 0.13 | 4.69 | 4.82 | (0.07) | — | (0.07) | 22.02 | 27.94 | 110,424 | 1.10 | 1.10 | 0.63 | 99 | ||||||||||||||
R5 | 17.44 | 0.20 | 4.74 | 4.94 | (0.13) | — | (0.13) | 22.25 | 28.37 | 358,244 | 0.79 | 0.79 | 0.94 | 99 | ||||||||||||||
R6 | 17.55 | 0.23 | 4.75 | 4.98 | (0.14) | — | (0.14) | 22.39 | 28.47 | 1,037,195 | 0.69 | 0.69 | 1.06 | 99 | ||||||||||||||
Y | 17.55 | 0.21 | 4.75 | 4.96 | (0.13) | — | (0.13) | 22.38 | 28.34 | 1,299,603 | 0.79 | 0.75 | 0.97 | 99 | ||||||||||||||
F | 16.58 | 0.21 | 4.50 | 4.71 | (0.14) | — | (0.14) | 21.15 | 28.51 | 776,074 | 0.69 | 0.69 | 1.04 | 99 |
57 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford International Opportunities Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 15.70 | $ 0.05 | $ 1.12 | $ 1.17 | $ (0.21) | $ — | $ (0.21) | $ 16.66 | 7.48% | $ 450,001 | 1.12% | 1.12% | 0.29% | 100% | ||||||||||||||
C | 13.63 | (0.07) | 0.98 | 0.91 | (0.10) | — | (0.10) | 14.44 | 6.67 | 27,825 | 1.89 | 1.89 | (0.48) | 100 | ||||||||||||||
I | 15.62 | 0.10 | 1.12 | 1.22 | (0.27) | — | (0.27) | 16.57 | 7.81 | 347,719 | 0.78 | 0.78 | 0.63 | 100 | ||||||||||||||
R3 | 15.95 | 0.00 (11) | 1.13 | 1.13 | (0.15) | — | (0.15) | 16.93 | 7.10 | 37,082 | 1.42 | 1.42 | (0.01) | 100 | ||||||||||||||
R4 | 16.26 | 0.05 | 1.16 | 1.21 | (0.20) | — | (0.20) | 17.27 | 7.45 | 104,353 | 1.10 | 1.10 | 0.30 | 100 | ||||||||||||||
R5 | 16.43 | 0.11 | 1.16 | 1.27 | (0.26) | — | (0.26) | 17.44 | 7.77 | 307,347 | 0.80 | 0.80 | 0.66 | 100 | ||||||||||||||
R6 | 16.53 | 0.12 | 1.18 | 1.30 | (0.28) | — | (0.28) | 17.55 | 7.88 | 739,434 | 0.70 | 0.70 | 0.71 | 100 | ||||||||||||||
Y | 16.53 | 0.11 | 1.18 | 1.29 | (0.27) | — | (0.27) | 17.55 | 7.83 | 1,074,227 | 0.80 | 0.76 | 0.66 | 100 | ||||||||||||||
F | 15.63 | 0.11 | 1.12 | 1.23 | (0.28) | — | (0.28) | 16.58 | 7.89 | 619,937 | 0.70 | 0.70 | 0.71 | 100 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 14.66 | $ 0.21 | $ 1.36 | $ 1.57 | $ (0.18) | $ (0.35) | $ (0.53) | $ 15.70 | 11.32% | $ 464,083 | 1.12% | 1.12% | 1.42% | 92% | ||||||||||||||
C | 12.74 | 0.08 | 1.19 | 1.27 | (0.03) | (0.35) | (0.38) | 13.63 | 10.46 | 37,457 | 1.89 | 1.89 | 0.64 | 92 | ||||||||||||||
I | 14.60 | 0.25 | 1.35 | 1.60 | (0.23) | (0.35) | (0.58) | 15.62 | 11.67 | 350,647 | 0.79 | 0.79 | 1.71 | 92 | ||||||||||||||
R3 | 14.87 | 0.17 | 1.39 | 1.56 | (0.13) | (0.35) | (0.48) | 15.95 | 11.03 | 51,593 | 1.42 | 1.42 | 1.14 | 92 | ||||||||||||||
R4 | 15.16 | 0.22 | 1.41 | 1.63 | (0.18) | (0.35) | (0.53) | 16.26 | 11.34 | 133,349 | 1.12 | 1.12 | 1.44 | 92 | ||||||||||||||
R5 | 15.32 | 0.27 | 1.42 | 1.69 | (0.23) | (0.35) | (0.58) | 16.43 | 11.73 | 265,062 | 0.80 | 0.80 | 1.74 | 92 | ||||||||||||||
R6 | 15.42 | 0.30 | 1.41 | 1.71 | (0.25) | (0.35) | (0.60) | 16.53 | 11.78 | 638,619 | 0.70 | 0.70 | 1.93 | 92 | ||||||||||||||
Y | 15.41 | 0.28 | 1.43 | 1.71 | (0.24) | (0.35) | (0.59) | 16.53 | 11.80 | 981,426 | 0.78 | 0.75 | 1.80 | 92 | ||||||||||||||
F | 14.61 | 0.27 | 1.35 | 1.62 | (0.25) | (0.35) | (0.60) | 15.63 | 11.82 | 660,251 | 0.70 | 0.70 | 1.82 | 92 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 17.49 | $ 0.18 | $ (2.19) | $ (2.01) | $ (0.21) | $ (0.61) | $ (0.82) | $ 14.66 | (12.07)% | $ 480,730 | 1.10% | 1.10% | 1.05% | 76% | ||||||||||||||
C | 15.33 | 0.05 | (1.90) | (1.85) | (0.13) | (0.61) | (0.74) | 12.74 | (12.71) | 48,193 | 1.87 | 1.86 | 0.32 | 76 | ||||||||||||||
I | 17.41 | 0.24 | (2.19) | (1.95) | (0.25) | (0.61) | (0.86) | 14.60 | (11.81) | 457,499 | 0.79 | 0.79 | 1.41 | 76 | ||||||||||||||
R3 | 17.73 | 0.13 | (2.22) | (2.09) | (0.16) | (0.61) | (0.77) | 14.87 | (12.33) | 57,967 | 1.41 | 1.41 | 0.73 | 76 | ||||||||||||||
R4 | 18.06 | 0.18 | (2.26) | (2.08) | (0.21) | (0.61) | (0.82) | 15.16 | (12.07) | 157,811 | 1.11 | 1.11 | 1.04 | 76 | ||||||||||||||
R5 | 18.24 | 0.24 | (2.29) | (2.05) | (0.26) | (0.61) | (0.87) | 15.32 | (11.82) | 253,440 | 0.80 | 0.80 | 1.35 | 76 | ||||||||||||||
R6 | 18.34 | 0.27 | (2.30) | (2.03) | (0.28) | (0.61) | (0.89) | 15.42 | (11.69) | 505,433 | 0.70 | 0.70 | 1.56 | 76 | ||||||||||||||
Y | 18.34 | 0.25 | (2.30) | (2.05) | (0.27) | (0.61) | (0.88) | 15.41 | (11.77) | 1,029,715 | 0.74 | 0.74 | 1.41 | 76 | ||||||||||||||
F | 17.43 | 0.25 | (2.18) | (1.93) | (0.28) | (0.61) | (0.89) | 14.61 | (11.72) | 599,574 | 0.70 | 0.70 | 1.49 | 76 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 14.36 | $ 0.18 | $ 3.10 | $ 3.28 | $ (0.15) | $ — | $ (0.15) | $ 17.49 | 23.07% | $ 571,753 | 1.14% | 1.14% | 1.11% | 102% | ||||||||||||||
C | 12.61 | 0.05 | 2.73 | 2.78 | (0.06) | — | (0.06) | 15.33 | 22.13 | 67,778 | 1.88 | 1.88 | 0.37 | 102 | ||||||||||||||
I | 14.31 | 0.24 | 3.07 | 3.31 | (0.21) | — | (0.21) | 17.41 | 23.36 | 428,563 | 0.89 | 0.89 | 1.54 | 102 | ||||||||||||||
R3 | 14.58 | 0.14 | 3.14 | 3.28 | (0.13) | — | (0.13) | 17.73 | 22.69 | 69,884 | 1.42 | 1.42 | 0.87 | 102 | ||||||||||||||
R4 | 14.84 | 0.19 | 3.20 | 3.39 | (0.17) | — | (0.17) | 18.06 | 23.07 | 192,812 | 1.12 | 1.12 | 1.17 | 102 | ||||||||||||||
R5 | 14.98 | 0.25 | 3.22 | 3.47 | (0.21) | — | (0.21) | 18.24 | 23.47 | 240,029 | 0.82 | 0.82 | 1.52 | 102 | ||||||||||||||
R6 | 15.06 | 0.29 | 3.21 | 3.50 | (0.22) | — | (0.22) | 18.34 | 23.59 | 218,688 | 0.71 | 0.71 | 1.70 | 102 | ||||||||||||||
Y | 15.07 | 0.24 | 3.25 | 3.49 | (0.22) | — | (0.22) | 18.34 | 23.51 | 1,131,809 | 0.74 | 0.74 | 1.49 | 102 | ||||||||||||||
F (6) | 14.79 | 0.20 | 2.44 | 2.64 | — | — | — | 17.43 | 17.85 (4) | 526,321 | 0.71 (5) | 0.71 (5) | 1.75 (5) | 102 |
58 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford International Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 16.64 | $ 0.20 | $ (1.35) | $ (1.15) | $ (0.48) | $ — | $ (0.48) | $ 15.01 | (7.07)% (4) | $ 59,668 | 1.20% (5) | 1.20% (5) | 2.50% (5) | 16% | ||||||||||||||
C | 16.36 | 0.12 | (1.33) | (1.21) | (0.33) | — | (0.33) | 14.82 | (7.50) (4) | 5,566 | 1.96 (5) | 1.96 (5) | 1.56 (5) | 16 | ||||||||||||||
I | 16.72 | 0.22 | (1.36) | (1.14) | (0.52) | — | (0.52) | 15.06 | (7.00) (4) | 1,294,283 | 0.92 (5) | 0.91 (5) | 2.70 (5) | 16 | ||||||||||||||
R3 | 16.65 | 0.17 | (1.36) | (1.19) | (0.41) | — | (0.41) | 15.05 | (7.29) (4) | 656 | 1.55 (5) | 1.55 (5) | 2.07 (5) | 16 | ||||||||||||||
R4 | 16.59 | 0.19 | (1.34) | (1.15) | (0.47) | — | (0.47) | 14.97 | (7.10) (4) | 3,916 | 1.23 (5) | 1.23 (5) | 2.39 (5) | 16 | ||||||||||||||
R5 | 16.78 | 0.21 | (1.35) | (1.14) | (0.52) | — | (0.52) | 15.12 | (6.98) (4) | 34,150 | 0.93 (5) | 0.93 (5) | 2.66 (5) | 16 | ||||||||||||||
R6 | 17.14 | 0.23 | (1.39) | (1.16) | (0.53) | — | (0.53) | 15.45 | (6.92) (4) | 25,662 | 0.83 (5) | 0.83 (5) | 2.74 (5) | 16 | ||||||||||||||
Y | 17.13 | 0.23 | (1.39) | (1.16) | (0.53) | — | (0.53) | 15.44 | (6.97) (4) | 463,490 | 0.90 (5) | 0.89 (5) | 2.84 (5) | 16 | ||||||||||||||
F | 16.74 | 0.28 | (1.42) | (1.14) | (0.53) | — | (0.53) | 15.07 | (6.97) (4) | 451,258 | 0.83 (5) | 0.83 (5) | 3.46 (5) | 16 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 11.27 | $ 0.29 | $ 5.24 | $ 5.53 | $ (0.16) | $ — | $ (0.16) | $ 16.64 | 49.38% | $ 58,055 | 1.23% | 1.23% | 1.88% | 25% | ||||||||||||||
C | 11.12 | 0.15 | 5.20 | 5.35 | (0.11) | — | (0.11) | 16.36 | 48.27 | 7,693 | 1.97 | 1.97 | 1.00 | 25 | ||||||||||||||
I | 11.40 | 0.34 | 5.28 | 5.62 | (0.30) | — | (0.30) | 16.72 | 49.79 | 1,370,819 | 0.95 | 0.95 | 2.19 | 25 | ||||||||||||||
R3 | 11.36 | 0.25 | 5.26 | 5.51 | (0.22) | — | (0.22) | 16.65 | 48.84 | 704 | 1.56 | 1.56 | 1.59 | 25 | ||||||||||||||
R4 | 11.32 | 0.28 | 5.24 | 5.52 | (0.25) | — | (0.25) | 16.59 | 49.24 | 4,081 | 1.26 | 1.26 | 1.79 | 25 | ||||||||||||||
R5 | 11.44 | 0.32 | 5.31 | 5.63 | (0.29) | — | (0.29) | 16.78 | 49.76 | 37,168 | 0.94 | 0.94 | 2.09 | 25 | ||||||||||||||
R6 | 11.68 | 0.31 | 5.45 | 5.76 | (0.30) | — | (0.30) | 17.14 | 49.88 | 30,933 | 0.84 | 0.84 | 2.01 | 25 | ||||||||||||||
Y | 11.67 | 0.35 | 5.41 | 5.76 | (0.30) | — | (0.30) | 17.13 | 49.84 | 438,442 | 0.91 | 0.90 | 2.19 | 25 | ||||||||||||||
F | 11.41 | 0.32 | 5.32 | 5.64 | (0.31) | — | (0.31) | 16.74 | 49.94 | 238,372 | 0.84 | 0.84 | 2.10 | 25 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 14.53 | $ 0.16 | $ (3.00) | $ (2.84) | $ (0.42) | $ — | $ (0.42) | $ 11.27 | (20.24)% | $ 29,857 | 1.22% | 1.22% | 1.31% | 26% | ||||||||||||||
C | 14.31 | 0.05 | (2.96) | (2.91) | (0.28) | — | (0.28) | 11.12 | (20.83) | 6,692 | 1.99 | 1.99 | 0.37 | 26 | ||||||||||||||
I | 14.69 | 0.19 | (3.01) | (2.82) | (0.47) | — | (0.47) | 11.40 | (19.98) | 450,897 | 0.92 | 0.92 | 1.56 | 26 | ||||||||||||||
R3 | 14.62 | 0.11 | (3.03) | (2.92) | (0.34) | — | (0.34) | 11.36 | (20.53) | 344 | 1.57 | 1.57 | 0.88 | 26 | ||||||||||||||
R4 | 14.62 | 0.15 | (3.00) | (2.85) | (0.45) | — | (0.45) | 11.32 | (20.26) | 2,812 | 1.27 | 1.27 | 1.26 | 26 | ||||||||||||||
R5 | 14.72 | 0.20 | (3.02) | (2.82) | (0.46) | — | (0.46) | 11.44 | (19.94) | 26,420 | 0.95 | 0.95 | 1.59 | 26 | ||||||||||||||
R6 | 15.03 | 0.20 | (3.07) | (2.87) | (0.48) | — | (0.48) | 11.68 | (19.87) | 40,184 | 0.86 | 0.86 | 1.58 | 26 | ||||||||||||||
Y | 15.02 | 0.19 | (3.07) | (2.88) | (0.47) | — | (0.47) | 11.67 | (19.93) | 224,804 | 0.93 | 0.91 | 1.43 | 26 | ||||||||||||||
F | 14.70 | 0.19 | (3.00) | (2.81) | (0.48) | — | (0.48) | 11.41 | (19.91) | 176,284 | 0.86 | 0.86 | 1.53 | 26 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 15.11 | $ 0.31 | $ 0.15 | $ 0.46 | $ (0.34) | $ (0.70) | $ (1.04) | $ 14.53 | 3.90% | $ 205,566 | 1.20% | 1.20% | 2.19% | 51% | ||||||||||||||
C | 14.86 | 0.20 | 0.17 | 0.37 | (0.22) | (0.70) | (0.92) | 14.31 | 3.14 | 17,367 | 1.95 | 1.95 | 1.45 | 51 | ||||||||||||||
I | 15.28 | 0.39 | 0.12 | 0.51 | (0.40) | (0.70) | (1.10) | 14.69 | 4.20 | 1,004,021 | 0.91 | 0.91 | 2.74 | 51 | ||||||||||||||
R3 | 15.17 | 0.25 | 0.18 | 0.43 | (0.28) | (0.70) | (0.98) | 14.62 | 3.53 | 669 | 1.54 | 1.54 | 1.80 | 51 | ||||||||||||||
R4 | 15.20 | 0.31 | 0.15 | 0.46 | (0.34) | (0.70) | (1.04) | 14.62 | 3.85 | 1,396 | 1.25 | 1.25 | 2.17 | 51 | ||||||||||||||
R5 | 15.32 | 0.39 | 0.11 | 0.50 | (0.40) | (0.70) | (1.10) | 14.72 | 4.13 | 34,293 | 0.95 | 0.95 | 2.80 | 51 | ||||||||||||||
R6 (13) | 14.59 | 0.30 | 0.14 | 0.44 | — | — | — | 15.03 | 3.05 (4) | 170,365 | 0.84 (5) | 0.84 (5) | 3.15 (5) | 51 | ||||||||||||||
Y | 15.60 | 0.38 | 0.14 | 0.52 | (0.40) | (0.70) | (1.10) | 15.02 | 4.21 | 619,624 | 0.90 | 0.89 | 2.63 | 51 | ||||||||||||||
F | 15.30 | 0.36 | 0.15 | 0.51 | (0.41) | (0.70) | (1.11) | 14.70 | 4.24 | 280,593 | 0.84 | 0.84 | 2.55 | 51 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 17.87 | $ 0.28 | $ (1.88) | $ (1.60) | $ (0.55) | $ (0.61) | $ (1.16) | $ 15.11 | (9.67)% | $ 293,131 | 1.20% | 1.20% | 1.65% | 22% | ||||||||||||||
C | 17.61 | 0.15 | (1.85) | (1.70) | (0.44) | (0.61) | (1.05) | 14.86 | (10.32) | 26,524 | 1.92 | 1.92 | 0.92 | 22 | ||||||||||||||
I | 18.07 | 0.33 | (1.90) | (1.57) | (0.61) | (0.61) | (1.22) | 15.28 | (9.41) | 905,960 | 0.90 | 0.90 | 1.91 | 22 | ||||||||||||||
R3 | 17.99 | 0.23 | (1.91) | (1.68) | (0.53) | (0.61) | (1.14) | 15.17 | (10.02) | 851 | 1.55 | 1.55 | 1.32 | 22 | ||||||||||||||
R4 | 17.98 | 0.28 | (1.90) | (1.62) | (0.55) | (0.61) | (1.16) | 15.20 | (9.71) | 1,441 | 1.25 | 1.25 | 1.64 | 22 | ||||||||||||||
R5 | 18.13 | 0.34 | (1.93) | (1.59) | (0.61) | (0.61) | (1.22) | 15.32 | (9.46) | 30,210 | 0.93 | 0.93 | 1.98 | 22 | ||||||||||||||
Y | 18.43 | 0.35 | (1.95) | (1.60) | (0.62) | (0.61) | (1.23) | 15.60 | (9.39) | 685,942 | 0.87 | 0.87 | 1.99 | 22 | ||||||||||||||
F | 18.09 | 0.37 | (1.93) | (1.56) | (0.62) | (0.61) | (1.23) | 15.30 | (9.31) | 382,297 | 0.83 | 0.83 | 2.16 | 22 |
59 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford International Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 15.02 | $ 0.28 | $ 3.28 | $ 3.56 | $ (0.27) | $ (0.44) | $ (0.71) | $ 17.87 | 24.76% | $ 379,165 | 1.32% | 1.32% | 1.77% | 26% | ||||||||||||||
C | 14.80 | 0.18 | 3.24 | 3.42 | (0.17) | (0.44) | (0.61) | 17.61 | 24.01 | 34,949 | 1.93 | 1.93 | 1.14 | 26 | ||||||||||||||
I | 15.19 | 0.40 | 3.26 | 3.66 | (0.34) | (0.44) | (0.78) | 18.07 | 25.21 | 1,196,683 | 0.93 | 0.93 | 2.43 | 26 | ||||||||||||||
R3 | 15.14 | 0.25 | 3.30 | 3.55 | (0.26) | (0.44) | (0.70) | 17.99 | 24.46 | 933 | 1.57 | 1.57 | 1.51 | 26 | ||||||||||||||
R4 | 15.12 | 0.31 | 3.28 | 3.59 | (0.29) | (0.44) | (0.73) | 17.98 | 24.83 | 1,758 | 1.25 | 1.25 | 1.91 | 26 | ||||||||||||||
R5 | 15.24 | 0.46 | 3.21 | 3.67 | (0.34) | (0.44) | (0.78) | 18.13 | 25.18 | 21,727 | 0.93 | 0.93 | 2.65 | 26 | ||||||||||||||
Y | 15.48 | 0.40 | 3.34 | 3.74 | (0.35) | (0.44) | (0.79) | 18.43 | 25.29 | 736,027 | 0.86 | 0.86 | 2.37 | 26 | ||||||||||||||
F (6) | 15.50 | 0.31 | 2.28 | 2.59 | — | — | — | 18.09 | 16.71 (4) | 377,877 | 0.83 (5) | 0.83 (5) | 2.61 (5) | 26 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Not annualized. |
(5) | Annualized. |
(6) | Commenced operations on February 28, 2017. |
(7) | Commenced operations on February 28, 2018. |
(8) | Includes the Fund’s share of the Master Portfolio’s allocated expenses. |
(9) | Effective October 7, 2019, the Global Impact Fund commenced operations as a stand-alone fund. The portfolio turnover is reflective of the activity from October 7, 2019 to October 31, 2019. The blended portfolio turnover rate of the Global Impact Fund and its former master portfolio, the Global Impact Master Portfolio (the “Master Portfolio”), is 108% which reflects the portfolio turnover of the Master Portfolio from November 1, 2018 through October 4, 2019 and the Global Impact Fund from October 7, 2019 to October 31, 2019. |
(10) | The portfolio turnover of the Fund is reflective of the portfolio turnover of the Master Portfolio. |
(11) | Amount is less than $0.01 per share. |
(12) | Amount is less than 0.01%. |
(13) | Commenced operations on February 28, 2019. |
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1. | Organization: |
The Hartford Mutual Funds, Inc. (the "Company") is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2022. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report. | |
The Hartford Mutual Funds, Inc.: |
Hartford Climate Opportunities Fund (the "Climate Opportunities Fund") |
Hartford Emerging Markets Equity Fund (the "Emerging Markets Equity Fund") |
Hartford Global Impact Fund (the "Global Impact Fund") |
Hartford International Equity Fund (the "International Equity Fund") |
The Hartford International Growth Fund (the "International Growth Fund") |
The Hartford International Opportunities Fund (the "International Opportunities Fund") |
The Hartford International Value Fund (the "International Value Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the 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. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other |
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instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. 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) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, 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. | |
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. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. | |
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; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; 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 |
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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. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, such Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which such Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. |
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Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income, if any, annually and realized gains, if any, at least once a year. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing. |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended April 30, 2022, each of Emerging Markets Equity Fund, International Equity Fund and International Value Fund had used Futures Contracts. |
b) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
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Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. | |
During the six-month period ended April 30, 2022, the Global Impact Fund, International Equity Fund, International Opportunities Fund and International Value Fund had used Foreign Currency Contracts. |
c) | Additional Derivative Instrument Information: |
Emerging Markets Equity Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 250,170 | $ — | $ 250,170 | |||||
Total | $ — | $ — | $ — | $ 250,170 | $ — | $ 250,170 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (1,066,562) | $ — | $ (1,066,562) | |||||
Total | $ — | $ — | $ — | $ (1,066,562) | $ — | $ (1,066,562) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (90,521) | $ — | $ (90,521) | |||||
Total | $ — | $ — | $ — | $ (90,521) | $ — | $ (90,521) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 102 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 708 | $ — | $ — | $ — | $ 708 | |||||
Total | $ — | $ 708 | $ — | $ — | $ — | $ 708 |
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The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | $ — | $ 708 | $ — | $ — | $ — | $ 708 | |||||
Total | $ — | $ 708 | $ — | $ — | $ — | $ 708 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 80,888 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ — | $ — | $ — | $ 212,002 | $ — | $ 212,002 | |||||
Total | $ — | $ — | $ — | $ 212,002 | $ — | $ 212,002 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 134 | $ — | $ — | $ — | $ 134 | |||||
Total | $ — | $ 134 | $ — | $ — | $ — | $ 134 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ 139,043 | $ — | $ 139,043 | |||||
Total | $ — | $ — | $ — | $ 139,043 | $ — | $ 139,043 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ 433,753 | $ — | $ 433,753 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (134) | — | — | — | (134) | |||||
Total | $ — | $ (134) | $ — | $ 433,753 | $ — | $ 433,619 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 114 | |
Foreign Currency Contracts Sold at Contract Amount | $ 3,970 |
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The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 575 | $ — | $ — | $ — | $ 575 | |||||
Total | $ — | $ 575 | $ — | $ — | $ — | $ 575 |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on foreign currency contracts | $ — | $ (380) | $ — | $ — | $ — | $ (380) | |||||
Total | $ — | $ (380) | $ — | $ — | $ — | $ (380) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | $ — | $ (575) | $ — | $ — | $ — | $ (575) | |||||
Total | $ — | $ (575) | $ — | $ — | $ — | $ (575) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 361,213 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 1,054,892 | $ — | $ 1,054,892 | |||||
Unrealized depreciation on foreign currency contracts | — | 1,432 | — | — | — | 1,432 | |||||
Total | $ — | $ 1,432 | $ — | $ 1,054,892 | $ — | $ 1,056,324 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
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The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (7,710,749) | $ — | $ (7,710,749) | |||||
Total | $ — | $ — | $ — | $ (7,710,749) | $ — | $ (7,710,749) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (1,492,183) | $ — | $ (1,492,183) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (1,432) | — | — | — | (1,432) | |||||
Total | $ — | $ (1,432) | $ — | $ (1,492,183) | $ — | $ (1,493,615) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 288 | |
Foreign Currency Contracts Sold at Contract Amount | $ 42,452 |
d) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of April 30, 2022: | |
Emerging Markets Equity Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ — | $ (250,170) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (250,170) | ||
Derivatives not subject to a MNA | — | 250,170 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
Global Impact Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 708 | $ — | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 708 | — | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 708 | $ — |
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Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
State Street Global Markets LLC | $ 708 | $ — | $ — | $ — | $ 708 | |||||
Total | $ 708 | $ — | $ — | $ — | $ 708 | |||||
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
International Equity Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ — | $ (134) | ||
Futures contracts | 212,002 | — | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 212,002 | (134) | ||
Derivatives not subject to a MNA | (212,002) | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ (134) |
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (134) | $ — | $ — | $ — | $ (134) | |||||
Total | $ (134) | $ — | $ — | $ — | $ (134) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
International Opportunities Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ — | $ (575) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (575) | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ (575) |
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (575) | $ — | $ — | $ — | $ (575) | |||||
Total | $ (575) | $ — | $ — | $ — | $ (575) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
International Value Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ — | $ (1,432) | ||
Futures contracts | — | (1,054,892) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (1,056,324) | ||
Derivatives not subject to a MNA | — | 1,054,892 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ (1,432) |
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April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (1,432) | $ — | $ — | $ — | $ (1,432) | |||||
Total | $ (1,432) | $ — | $ — | $ — | $ (1,432) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. | |
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
Recent 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 could adversely affect the global energy and financial markets and, thus, could 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. |
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6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
At October 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: | |
Fund | Short-Term Capital Loss Carryforward with No Expiration | Long-Term Capital Loss Carryforward with No Expiration | ||
Emerging Markets Equity Fund | $ 8,014,081 | $ — | ||
Global Impact Fund* | 1,929,144 | 16,676,281 | ||
International Equity Fund* | 3,428,999 | 2,545,531 | ||
International Value Fund | 30,092,636 | 323,433,337 |
* | Future utilization of losses are subject to limitation under current tax laws. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Climate Opportunities Fund | $ 115,870,813 | $ 15,435,025 | $ (8,025,813) | $ 7,409,212 | ||||
Emerging Markets Equity Fund | 461,912,006 | 68,538,214 | (66,299,145) | 2,239,069 | ||||
Global Impact Fund | 170,667,929 | 14,683,027 | (12,177,655) | 2,505,372 | ||||
International Equity Fund | 718,954,245 | 105,991,326 | (71,402,161) | 34,589,165 | ||||
International Growth Fund | 385,641,239 | 69,665,643 | (30,920,027) | 38,745,616 | ||||
International Opportunities Fund | 3,951,548,539 | 412,657,335 | (283,038,654) | 129,618,681 | ||||
International Value Fund | 2,422,552,285 | 205,644,881 | (244,971,465) | (39,326,584) |
7. | Expenses: |
a) | Investment Management Agreement – Hartford Funds Management Company, LLC ("HFMC") serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP ("Wellington Management") under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund (or allocated portion of the assets in the case of Climate Opportunities Fund) in accordance with the Fund’s investment objective and policies. With respect to the Climate Opportunities Fund, HFMC has also entered into a sub-advisory agreement with Schroder Investment Management North America Inc. (“SIMNA”) and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement. SIMNA performs the daily investment of the assets for a portion of the Climate Opportunities Fund in accordance with Climate Opportunities Fund's investment objectives and policies and SIMNA may allocate assets to or from SIMNA Ltd., an affiliate of SIMNA, in connection with the daily investment of the assets for such portion of the Climate Opportunities Fund. HFMC pays a sub-advisory fee to one or more sub-advisers out of its investment management fee. With respect to Climate Opportunities Fund, SIMNA pays a sub-sub-advisory fee to SIMNA Ltd. out |
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April 30, 2022 (Unaudited)
of the sub-advisory fees received from HFMC for the Fund. | |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Climate Opportunities Fund | 0.6200% on first $500 million and; | |
0.6000% on next $500 million and; | ||
0.5800% on next $1.5 billion and; | ||
0.5750% on next $2.5 billion and; | ||
0.5700% over $5 billion | ||
Emerging Markets Equity Fund | 0.9000% on first $500 million and; | |
0.8500% on next $500 million and; | ||
0.8000% over $1 billion | ||
Global Impact Fund | 0.6200% on first $500 million and; | |
0.6000% on next $500 million and; | ||
0.5800% on next $1.5 billion and; | ||
0.5750% on next $2.5 billion and; | ||
0.5700% over $5 billion | ||
International Equity Fund | 0.4600% on first $1 billion and; | |
0.4500% on next $1 billion and; | ||
0.4400% on next $3 billion and; | ||
0.4300% over $5 billion | ||
International Growth Fund | 0.8000% on first $250 million and; | |
0.7500% on next $250 million and; | ||
0.7000% on next $500 million and; | ||
0.6500% over $1 billion | ||
International Opportunities Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6400% on next $1.5 billion and; | ||
0.6350% on next $2.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6250% over $10 billion | ||
International Value Fund | 0.8500% on first $500 million and; | |
0.8000% on next $500 million and; | ||
0.7500% on next $4 billion and; | ||
0.7475% on next $5 billion and; | ||
0.7450% over $10 billion |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
c) | Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses) through February 28, 2023 (unless the Board of Directors approves its earlier termination) as follows for each |
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of the following Funds: | |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Climate Opportunities Fund | 1.19% | 1.94% | 0.89% | 1.41% | 1.11% | 0.81% | 0.69% | 0.79% | 0.69% | |||||||||
Emerging Markets Equity Fund | 1.45% | 2.20% | 1.20% | 1.70% | 1.45% | 1.15% | 0.98% | 1.10% | 0.98% | |||||||||
Global Impact Fund | 1.19% | 1.94% | 0.89% | 1.41% | 1.11% | 0.81% | 0.69% | 0.79% | 0.69% | |||||||||
International Growth Fund | 1.30% | 2.05% | 0.98% | 1.57% | 1.27% | 1.00% | 0.85% | 0.95% | 0.85% |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
International Growth Fund | 1.30% | 2.05% | 1.00% | 1.57% | 1.27% | 1.00% | 0.85% | 0.95% | 0.85% |
d) | Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the six-month period ended April 30, 2022, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: | |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Climate Opportunities Fund | 1.17% | 1.94% | 0.89% | 1.06% | 0.95% | 0.81% | 0.69% | 0.79% | 0.69% | |||||||||
Emerging Markets Equity Fund | 1.45% | 2.20% | 1.13% | 1.70% | 1.44% | 1.14% | 0.98% | 1.10% | 0.98% | |||||||||
Global Impact Fund | 1.19% | 1.94% | 0.87% | 1.41% | 1.11% | 0.81% | 0.69% | 0.79% | 0.69% | |||||||||
International Equity Fund | 0.94% | 1.76% | 0.63% | 1.24% | 0.95% | 0.64% | 0.53% | 0.63% | 0.53% | |||||||||
International Growth Fund | 1.28% | 2.05% | 1.00% | 1.56% | 1.27% | 0.97% | 0.85% | 0.95% | 0.85% | |||||||||
International Opportunities Fund | 1.07% | 1.85% | 0.77% | 1.40% | 1.10% | 0.80% | 0.69% | 0.76% | 0.69% | |||||||||
International Value Fund | 1.20% | 1.96% | 0.91% | 1.55% | 1.23% | 0.93% | 0.83% | 0.89% | 0.83% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows: |
Fund | Front-End Sales Charges | Contingent Deferred Sales Charges | ||
Climate Opportunities Fund | $ 99,500 | $ 1,072 | ||
Emerging Markets Equity Fund | 14,921 | 119 | ||
Global Impact Fund | 66,600 | 1,296 | ||
International Equity Fund | 69,475 | 529 | ||
International Growth Fund | 57,839 | 601 | ||
International Opportunities Fund | 211,539 | 1,038 | ||
International Value Fund | 98,173 | 800 |
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April 30, 2022 (Unaudited)
f) | Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below. |
Fund | CCO Compensation Paid by Fund | |
Climate Opportunities Fund | $ 66 | |
Emerging Markets Equity Fund | 231 | |
Global Impact Fund | 70 | |
International Equity Fund | 388 | |
International Growth Fund | 268 | |
International Opportunities Fund | 2,071 | |
International Value Fund | 1,078 |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
Fund | Class I | Class Y | ||
International Opportunities Fund | N/A | 0.08% | ||
International Value Fund | 0.09% | N/A |
Fund | Class Y | |
International Opportunities Fund | 0.07% | |
International Value Fund | 0.06% |
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April 30, 2022 (Unaudited)
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Climate Opportunities Fund | 0.13% | 0.17% | 0.12% | 0.21% | 0.17% | 0.11% | 0.00% * | 0.11% | 0.00%* | |||||||||
Emerging Markets Equity Fund | 0.19% | 0.25% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
Global Impact Fund | 0.21% | 0.25% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.04% | 0.00%* | |||||||||
International Equity Fund | 0.17% | 0.23% | 0.10% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.10% | 0.00%* | |||||||||
International Growth Fund | 0.18% | 0.25% | 0.16% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
International Opportunities Fund | 0.14% | 0.17% | 0.09% | 0.22% | 0.17% | 0.11% | 0.00% * | 0.07% | 0.00%* | |||||||||
International Value Fund | 0.13% | 0.14% | 0.09% | 0.22% | 0.16% | 0.10% | 0.00% * | 0.07% | 0.00%* |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Climate Opportunities Fund | $ 882,272 | $ (882,272) | $ — | |||
Emerging Markets Equity Fund | 6,850,280 | (6,850,280) (3) | — | |||
Global Impact Fund | 3,996,596 | (3,996,596) | — | |||
International Equity Fund | 21,308,784 | (21,308,784) (3) | — | |||
International Growth Fund | — | — (3) | — | |||
International Opportunities Fund | 43,008,972 | (43,008,972) (3) | — | |||
International Value Fund | 76,079,292 | (76,079,292) (3) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
(3) | Includes non-cash collateral of $4,659,730, $3,253,091, $83,170, $24,680,067, $1,646,357 for Emerging Markets Equity Fund, International Equity Fund, International Growth Fund, International Opportunities Fund, and International Value Fund, respectively. |
75 |
April 30, 2022 (Unaudited)
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Climate Opportunities Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 1,018,596 | $ — | $ — | $ — | $ 1,018,596 | ||||
Total Borrowings | $ 1,018,596 | $ — | $ — | $ — | $ 1,018,596 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 1,018,596 | ||||||||
Emerging Markets Equity Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 2,858,518 | $ — | $ — | $ — | $ 2,858,518 | ||||
Total Borrowings | $ 2,858,518 | $ — | $ — | $ — | $ 2,858,518 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 2,858,518 | ||||||||
Global Impact Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 4,322,829 | $ — | $ — | $ — | $ 4,322,829 | ||||
Total Borrowings | $ 4,322,829 | $ — | $ — | $ — | $ 4,322,829 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 4,322,829 | ||||||||
International Equity Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 23,278,802 | $ — | $ — | $ — | $ 23,278,802 | ||||
Total Borrowings | $ 23,278,802 | $ — | $ — | $ — | $ 23,278,802 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 23,278,802 | ||||||||
International Growth Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 10,163,604 | $ — | $ — | $ — | $ 10,163,604 | ||||
Total Borrowings | $ 10,163,604 | $ — | $ — | $ — | $ 10,163,604 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 10,163,604 | ||||||||
International Opportunities Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 21,464,713 | $ — | $ — | $ — | $ 21,464,713 | ||||
Total Borrowings | $ 21,464,713 | $ — | $ — | $ — | $ 21,464,713 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 21,464,713 | ||||||||
International Value Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 81,078,601 | $ — | $ — | $ — | $ 81,078,601 | ||||
Total Borrowings | $ 81,078,601 | $ — | $ — | $ — | $ 81,078,601 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 81,078,601 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
76 |
April 30, 2022 (Unaudited)
10. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Climate Opportunities Fund | — | — | — | 17% | 7% | 9% | — | — | — | |||||||||
Emerging Markets Equity Fund | — | — | — | — | — | 19% | 5% | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Climate Opportunities Fund | — | — | — | 0%* | 0%* | 0%* | — | — | — | |||||||||
Emerging Markets Equity Fund | — | — | — | — | — | 0%* | 0%* | — | — |
* | Percentage rounds to zero. |
Fund | Percentage of Fund* | |
International Growth Fund | 4% | |
International Opportunities Fund | 4% |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
11. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||
Climate Opportunities Fund | $ 56,590,947 | $ 58,006,549 | $ 56,590,947 | $ 58,006,549 | ||||
Emerging Markets Equity Fund | 193,142,272 | 159,669,134 | 193,142,272 | 159,669,134 | ||||
Global Impact Fund | 84,657,656 | 22,166,557 | 84,657,656 | 22,166,557 | ||||
International Equity Fund | 133,267,489 | 171,382,247 | 133,267,489 | 171,382,247 | ||||
International Growth Fund | 72,296,017 | 170,911,707 | 72,296,017 | 170,911,707 | ||||
International Opportunities Fund | 2,580,109,406 | 2,524,421,009 | 2,580,109,406 | 2,524,421,009 | ||||
International Value Fund | 726,934,279 | 352,466,815 | 726,934,279 | 352,466,815 |
12. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Climate Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 584,783 | $ 9,472,027 | 1,514,018 | $ 25,396,212 | |||
Shares Issued for Reinvested Dividends | 108,845 | 1,868,184 | 9,647 | 145,707 | |||
Shares Redeemed | (319,857) | (5,031,143) | (226,983) | (3,867,044) | |||
Net Increase (Decrease) | 373,771 | 6,309,068 | 1,296,682 | 21,674,875 |
77 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 21,709 | $ 349,091 | 96,240 | $ 1,602,267 | |||
Shares Issued for Reinvested Dividends | 6,338 | 106,547 | 330 | 4,889 | |||
Shares Redeemed | (13,680) | (215,027) | (7,894) | (128,559) | |||
Net Increase (Decrease) | 14,367 | 240,611 | 88,676 | 1,478,597 | |||
Class I | |||||||
Shares Sold | 672,730 | $ 10,479,484 | 1,271,177 | $ 21,117,554 | |||
Shares Issued for Reinvested Dividends | 62,206 | 1,052,228 | 4,132 | 62,048 | |||
Shares Redeemed | (342,406) | (5,072,207) | (445,837) | (7,545,181) | |||
Net Increase (Decrease) | 392,530 | 6,459,505 | 829,472 | 13,634,421 | |||
Class R3 | |||||||
Shares Sold | 283 | $ 4,797 | 2,778 | $ 47,222 | |||
Shares Issued for Reinvested Dividends | 702 | 11,864 | 108 | 1,589 | |||
Shares Redeemed | (10,775) | (165,401) | — | — | |||
Net Increase (Decrease) | (9,790) | (148,740) | 2,886 | 48,811 | |||
Class R4 | |||||||
Shares Sold | 799 | $ 12,415 | 2,304 | $ 37,640 | |||
Shares Issued for Reinvested Dividends | 950 | 16,040 | 220 | 3,274 | |||
Shares Redeemed | (11,743) | (181,956) | (1,531) | (26,000) | |||
Net Increase (Decrease) | (9,994) | (153,501) | 993 | 14,914 | |||
Class R5 | |||||||
Shares Sold | 6,641 | $ 103,000 | — | $ — | |||
Shares Issued for Reinvested Dividends | 619 | 10,397 | 167 | 2,495 | |||
Shares Redeemed | (10,858) | (165,045) | — | — | |||
Net Increase (Decrease) | (3,598) | (51,648) | 167 | 2,495 | |||
Class R6 | |||||||
Shares Sold | 9,503 | $ 167,173 | 15,491 | $ 261,399 | |||
Shares Issued for Reinvested Dividends | 1,001 | 16,752 | 183 | 2,725 | |||
Shares Redeemed | (20,054) | (322,275) | (9,347) | (157,218) | |||
Net Increase (Decrease) | (9,550) | (138,350) | 6,327 | 106,906 | |||
Class Y | |||||||
Shares Sold | 48,058 | $ 785,030 | 520,527 | $ 8,741,714 | |||
Shares Issued for Reinvested Dividends | 29,365 | 504,614 | 2,323 | 35,497 | |||
Shares Redeemed | (50,944) | (831,594) | (101,154) | (1,740,882) | |||
Net Increase (Decrease) | 26,479 | 458,050 | 421,696 | 7,036,329 | |||
Class F | |||||||
Shares Sold | 1,175,609 | $ 18,964,169 | 1,771,820 | $ 30,228,352 | |||
Shares Issued for Reinvested Dividends | 244,318 | 4,249,295 | 47,077 | 728,224 | |||
Shares Redeemed | (2,057,767) | (32,556,419) | (334,792) | (5,718,746) | |||
Net Increase (Decrease) | (637,840) | (9,342,955) | 1,484,105 | 25,237,830 | |||
Total Net Increase (Decrease) | 136,375 | $ 3,632,040 | 4,131,004 | $ 69,235,178 | |||
Emerging Markets Equity Fund | |||||||
Class A | |||||||
Shares Sold | 204,476 | $ 2,128,388 | 665,447 | $ 7,278,159 | |||
Shares Issued for Reinvested Dividends | 71,500 | 749,321 | 35,475 | 357,229 | |||
Shares Redeemed | (332,751) | (3,401,579) | (1,024,221) | (11,104,708) | |||
Net Increase (Decrease) | (56,775) | (523,870) | (323,299) | (3,469,320) | |||
Class C | |||||||
Shares Sold | 3,078 | $ 31,062 | 67,243 | $ 711,768 | |||
Shares Issued for Reinvested Dividends | 2,181 | 22,534 | 315 | 3,126 | |||
Shares Redeemed | (29,020) | (292,852) | (65,355) | (707,126) | |||
Net Increase (Decrease) | (23,761) | (239,256) | 2,203 | 7,768 | |||
Class I | |||||||
Shares Sold | 689,558 | $ 6,986,612 | 1,104,889 | $ 12,051,683 | |||
Shares Issued for Reinvested Dividends | 77,639 | 811,325 | 33,821 | 339,223 | |||
Shares Redeemed | (329,620) | (3,381,976) | (550,763) | (5,936,934) | |||
Net Increase (Decrease) | 437,577 | 4,415,961 | 587,947 | 6,453,972 |
78 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 2,238 | $ 22,695 | 12,971 | $ 141,537 | |||
Shares Issued for Reinvested Dividends | 545 | 5,693 | 211 | 2,122 | |||
Shares Redeemed | (7,318) | (77,557) | (7,678) | (85,184) | |||
Net Increase (Decrease) | (4,535) | (49,169) | 5,504 | 58,475 | |||
Class R4 | |||||||
Shares Sold | 1,271 | $ 13,808 | 1,900 | $ 21,050 | |||
Shares Issued for Reinvested Dividends | 644 | 6,875 | 314 | 3,221 | |||
Shares Redeemed | (40) | (437) | (4,666) | (50,471) | |||
Net Increase (Decrease) | 1,875 | 20,246 | (2,452) | (26,200) | |||
Class R5 | |||||||
Shares Sold | 49 | $ 516 | 8,159 | $ 87,366 | |||
Shares Issued for Reinvested Dividends | 110 | 1,138 | 1,088 | 10,847 | |||
Shares Redeemed | (59) | (525) | (92,320) | (989,217) | |||
Net Increase (Decrease) | 100 | 1,129 | (83,073) | (891,004) | |||
Class R6 | |||||||
Shares Sold | 8,305 | $ 87,110 | 14,033 | $ 148,773 | |||
Shares Issued for Reinvested Dividends | 252 | 2,634 | 1,504 | 15,071 | |||
Shares Redeemed | (283) | (2,992) | (122,779) | (1,334,101) | |||
Net Increase (Decrease) | 8,274 | 86,752 | (107,242) | (1,170,257) | |||
Class Y | |||||||
Shares Sold | 4,193,009 | $ 43,240,923 | 4,322,840 | $ 46,970,696 | |||
Shares Issued for Reinvested Dividends | 663,591 | 6,914,616 | 341,826 | 3,421,680 | |||
Shares Redeemed | (1,907,779) | (19,360,926) | (3,850,791) | (41,045,720) | |||
Net Increase (Decrease) | 2,948,821 | 30,794,613 | 813,875 | 9,346,656 | |||
Class F | |||||||
Shares Sold | 2,773,975 | $ 27,679,671 | 7,214,889 | $ 72,633,622 | |||
Shares Issued for Reinvested Dividends | 10,252 | 106,317 | 3,280 | 32,673 | |||
Shares Redeemed | (1,432,765) | (14,156,467) | (2,908,513) | (29,005,499) | |||
Net Increase (Decrease) | 1,351,462 | 13,629,521 | 4,309,656 | 43,660,796 | |||
Total Net Increase (Decrease) | 4,663,038 | $ 48,135,927 | 5,203,119 | $ 53,970,886 | |||
Global Impact Fund | |||||||
Class A | |||||||
Shares Sold | 468,787 | $ 7,300,239 | 525,228 | $ 8,545,861 | |||
Shares Issued for Reinvested Dividends | 84,664 | 1,385,523 | 12,025 | 184,461 | |||
Shares Redeemed | (362,188) | (5,586,648) | (419,715) | (6,775,062) | |||
Net Increase (Decrease) | 191,263 | 3,099,114 | 117,538 | 1,955,260 | |||
Class C | |||||||
Shares Sold | 14,770 | $ 224,465 | 54,890 | $ 879,257 | |||
Shares Issued for Reinvested Dividends | 3,851 | 61,155 | — | — | |||
Shares Redeemed | (28,925) | (435,338) | (63,952) | (997,623) | |||
Net Increase (Decrease) | (10,304) | (149,718) | (9,062) | (118,366) | |||
Class I | |||||||
Shares Sold | 1,241,883 | $ 19,247,006 | 1,336,002 | $ 21,656,101 | |||
Shares Issued for Reinvested Dividends | 73,321 | 1,200,073 | 13,224 | 202,057 | |||
Shares Redeemed | (349,135) | (5,394,410) | (730,881) | (11,717,051) | |||
Net Increase (Decrease) | 966,069 | 15,052,669 | 618,345 | 10,141,107 | |||
Class R3 | |||||||
Shares Sold | 58,012 | $ 878,758 | 124,231 | $ 1,961,547 | |||
Shares Issued for Reinvested Dividends | 10,206 | 163,900 | 658 | 9,943 | |||
Shares Redeemed | (118,204) | (1,863,445) | (115,264) | (1,785,425) | |||
Net Increase (Decrease) | (49,986) | (820,787) | 9,625 | 186,065 | |||
Class R4 | |||||||
Shares Sold | 5,682 | $ 89,030 | 37,856 | $ 621,017 | |||
Shares Issued for Reinvested Dividends | 1,477 | 24,132 | 318 | 4,869 | |||
Shares Redeemed | (10,762) | (174,065) | (50,354) | (834,487) | |||
Net Increase (Decrease) | (3,603) | (60,903) | (12,180) | (208,601) |
79 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 4,453 | $ 71,036 | 18,812 | $ 295,332 | |||
Shares Issued for Reinvested Dividends | 871 | 14,142 | 174 | 2,640 | |||
Shares Redeemed | (1,875) | (29,276) | (12,675) | (195,836) | |||
Net Increase (Decrease) | 3,449 | 55,902 | 6,311 | 102,136 | |||
Class R6 | |||||||
Shares Sold | 110,697 | $ 1,854,018 | 335,654 | $ 5,284,679 | |||
Shares Issued for Reinvested Dividends | 18,847 | 306,485 | 2,911 | 44,105 | |||
Shares Redeemed | (67,243) | (1,026,629) | (51,344) | (835,401) | |||
Net Increase (Decrease) | 62,301 | 1,133,874 | 287,221 | 4,493,383 | |||
Class Y | |||||||
Shares Sold | 2,531,441 | $ 39,131,568 | 290,978 | $ 4,773,794 | |||
Shares Issued for Reinvested Dividends | 16,076 | 262,294 | 1,009 | 15,334 | |||
Shares Redeemed | (301,724) | (4,612,451) | (214,500) | (3,289,845) | |||
Net Increase (Decrease) | 2,245,793 | 34,781,411 | 77,487 | 1,499,283 | |||
Class F | |||||||
Shares Sold | 1,120,184 | $ 17,227,841 | 529,354 | $ 8,581,368 | |||
Shares Issued for Reinvested Dividends | 25,622 | 419,558 | 2,915 | 44,482 | |||
Shares Redeemed | (85,203) | (1,297,438) | (95,810) | (1,547,068) | |||
Net Increase (Decrease) | 1,060,603 | 16,349,961 | 436,459 | 7,078,782 | |||
Total Net Increase (Decrease) | 4,465,585 | $ 69,441,523 | 1,531,744 | $ 25,129,049 | |||
International Equity Fund | |||||||
Class A | |||||||
Shares Sold | 526,459 | $ 6,384,231 | 1,509,800 | $ 19,223,470 | |||
Shares Issued for Reinvested Dividends | 1,640,547 | 20,258,975 | 560,274 | 6,695,276 | |||
Shares Redeemed | (2,685,614) | (32,175,064) | (6,525,801) | (81,760,420) | |||
Net Increase (Decrease) | (518,608) | (5,531,858) | (4,455,727) | (55,841,674) | |||
Class C | |||||||
Shares Sold | 15,462 | $ 182,542 | 42,516 | $ 522,743 | |||
Shares Issued for Reinvested Dividends | 31,386 | 382,980 | 3,549 | 41,985 | |||
Shares Redeemed | (247,636) | (2,930,435) | (1,128,331) | (14,105,872) | |||
Net Increase (Decrease) | (200,788) | (2,364,913) | (1,082,266) | (13,541,144) | |||
Class I | |||||||
Shares Sold | 138,258 | $ 1,695,764 | 530,494 | $ 6,648,375 | |||
Shares Issued for Reinvested Dividends | 183,010 | 2,289,383 | 71,123 | 859,877 | |||
Shares Redeemed | (628,257) | (7,725,130) | (724,453) | (9,239,955) | |||
Net Increase (Decrease) | (306,989) | (3,739,983) | (122,836) | (1,731,703) | |||
Class R3 | |||||||
Shares Sold | 79,442 | $ 920,818 | 110,626 | $ 1,399,075 | |||
Shares Issued for Reinvested Dividends | 33,446 | 410,560 | 9,156 | 108,861 | |||
Shares Redeemed | (140,974) | (1,694,213) | (214,998) | (2,604,816) | |||
Net Increase (Decrease) | (28,086) | (362,835) | (95,216) | (1,096,880) | |||
Class R4 | |||||||
Shares Sold | 16,638 | $ 202,918 | 90,189 | $ 1,125,600 | |||
Shares Issued for Reinvested Dividends | 11,768 | 145,842 | 6,342 | 75,983 | |||
Shares Redeemed | (82,958) | (1,000,674) | (326,746) | (4,187,262) | |||
Net Increase (Decrease) | (54,552) | (651,914) | (230,215) | (2,985,679) | |||
Class R5 | |||||||
Shares Sold | 41,155 | $ 446,908 | 134,726 | $ 1,495,927 | |||
Shares Issued for Reinvested Dividends | 5,408 | 58,723 | 15,062 | 157,996 | |||
Shares Redeemed | (881,858) | (9,569,599) | (121,116) | (1,321,935) | |||
Net Increase (Decrease) | (835,295) | (9,063,968) | 28,672 | 331,988 | |||
Class R6 | |||||||
Shares Sold | 1,261,635 | $ 15,507,661 | 885,049 | $ 11,282,620 | |||
Shares Issued for Reinvested Dividends | 156,626 | 1,967,494 | 52,437 | 636,591 | |||
Shares Redeemed | (1,176,272) | (14,227,449) | (782,135) | (9,985,893) | |||
Net Increase (Decrease) | 241,989 | 3,247,706 | 155,351 | 1,933,318 |
80 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 576,193 | $ 6,769,144 | 260,063 | $ 3,324,027 | |||
Shares Issued for Reinvested Dividends | 33,987 | 425,389 | 13,146 | 159,071 | |||
Shares Redeemed | (227,284) | (2,799,674) | (592,794) | (7,247,621) | |||
Net Increase (Decrease) | 382,896 | 4,394,859 | (319,585) | (3,764,523) | |||
Class F | |||||||
Shares Sold | 336,201 | $ 4,062,859 | 923,061 | $ 11,633,200 | |||
Shares Issued for Reinvested Dividends | 240,066 | 3,017,998 | 96,359 | 1,170,762 | |||
Shares Redeemed | (1,838,137) | (21,339,608) | (1,045,625) | (13,342,193) | |||
Net Increase (Decrease) | (1,261,870) | (14,258,751) | (26,205) | (538,231) | |||
Total Net Increase (Decrease) | (2,581,303) | $ (28,331,657) | (6,148,027) | $ (77,234,528) | |||
International Growth Fund | |||||||
Class A | |||||||
Shares Sold | 332,244 | $ 5,816,988 | 944,065 | $ 17,938,561 | |||
Shares Issued for Reinvested Dividends | 44,269 | 827,648 | 274,449 | 4,898,908 | |||
Shares Redeemed | (564,292) | (9,579,096) | (1,135,231) | (21,660,829) | |||
Net Increase (Decrease) | (187,779) | (2,934,460) | 83,283 | 1,176,640 | |||
Class C | |||||||
Shares Sold | 17,660 | $ 287,637 | 32,549 | $ 558,605 | |||
Shares Issued for Reinvested Dividends | 1,106 | 18,523 | 13,030 | 210,431 | |||
Shares Redeemed | (85,228) | (1,293,082) | (122,256) | (2,119,402) | |||
Net Increase (Decrease) | (66,462) | (986,922) | (76,677) | (1,350,366) | |||
Class I | |||||||
Shares Sold | 2,033,426 | $ 35,233,226 | 4,014,754 | $ 77,200,503 | |||
Shares Issued for Reinvested Dividends | 107,823 | 2,001,188 | 406,046 | 7,197,750 | |||
Shares Redeemed | (6,626,420) | (110,361,336) | (3,468,352) | (65,288,383) | |||
Net Increase (Decrease) | (4,485,171) | (73,126,922) | 952,448 | 19,109,870 | |||
Class R3 | |||||||
Shares Sold | 3,624 | $ 61,849 | 13,028 | $ 249,060 | |||
Shares Issued for Reinvested Dividends | 135 | 2,554 | 1,429 | 25,844 | |||
Shares Redeemed | (5,561) | (91,442) | (16,963) | (334,752) | |||
Net Increase (Decrease) | (1,802) | (27,039) | (2,506) | (59,848) | |||
Class R4 | |||||||
Shares Sold | 5,146 | $ 96,611 | 65,848 | $ 1,297,244 | |||
Shares Issued for Reinvested Dividends | 702 | 13,551 | 3,481 | 64,164 | |||
Shares Redeemed | (35,576) | (675,274) | (66,790) | (1,326,956) | |||
Net Increase (Decrease) | (29,728) | (565,112) | 2,539 | 34,452 | |||
Class R5 | |||||||
Shares Sold | 141,154 | $ 2,605,691 | 236,790 | $ 4,651,930 | |||
Shares Issued for Reinvested Dividends | 14,578 | 284,125 | 60,150 | 1,118,622 | |||
Shares Redeemed | (654,781) | (11,088,662) | (287,805) | (5,684,447) | |||
Net Increase (Decrease) | (499,049) | (8,198,846) | 9,135 | 86,105 | |||
Class R6 | |||||||
Shares Sold | 92,976 | $ 1,680,352 | 212,134 | $ 4,171,862 | |||
Shares Issued for Reinvested Dividends | 3,988 | 78,131 | 9,554 | 178,938 | |||
Shares Redeemed | (70,876) | (1,222,064) | (82,198) | (1,631,298) | |||
Net Increase (Decrease) | 26,088 | 536,419 | 139,490 | 2,719,502 | |||
Class Y | |||||||
Shares Sold | 78,925 | $ 1,478,549 | 167,306 | $ 3,355,574 | |||
Shares Issued for Reinvested Dividends | 6,423 | 125,532 | 24,315 | 453,763 | |||
Shares Redeemed | (112,779) | (1,924,410) | (195,904) | (3,915,533) | |||
Net Increase (Decrease) | (27,431) | (320,329) | (4,283) | (106,196) | |||
Class F | |||||||
Shares Sold | 920,031 | $ 15,359,436 | 1,683,934 | $ 31,933,942 | |||
Shares Issued for Reinvested Dividends | 99,039 | 1,841,439 | 355,141 | 6,313,592 | |||
Shares Redeemed | (1,919,410) | (31,297,122) | (1,891,912) | (35,641,096) | |||
Net Increase (Decrease) | (900,340) | (14,096,247) | 147,163 | 2,606,438 | |||
Total Net Increase (Decrease) | (6,171,674) | $ (99,719,458) | 1,250,592 | $ 24,216,597 |
81 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
International Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 1,110,828 | $ 20,548,367 | 2,709,381 | $ 54,923,226 | |||
Shares Issued for Reinvested Dividends | 2,768,158 | 53,036,689 | 99,663 | 1,950,405 | |||
Shares Redeemed | (2,119,603) | (39,064,546) | (3,285,979) | (66,322,203) | |||
Net Increase (Decrease) | 1,759,383 | 34,520,510 | (476,935) | (9,448,572) | |||
Class C | |||||||
Shares Sold | 58,695 | $ 932,923 | 176,141 | $ 3,099,578 | |||
Shares Issued for Reinvested Dividends | 169,867 | 2,768,468 | — | — | |||
Shares Redeemed | (232,417) | (3,626,512) | (583,447) | (10,273,144) | |||
Net Increase (Decrease) | (3,855) | 74,879 | (407,306) | (7,173,566) | |||
Class I | |||||||
Shares Sold | 10,599,326 | $ 193,610,856 | 10,647,394 | $ 218,214,458 | |||
Shares Issued for Reinvested Dividends | 2,984,272 | 56,841,886 | 132,254 | 2,569,689 | |||
Shares Redeemed | (8,548,674) | (148,202,195) | (4,321,354) | (86,985,497) | |||
Net Increase (Decrease) | 5,034,924 | 102,250,547 | 6,458,294 | 133,798,650 | |||
Class R3 | |||||||
Shares Sold | 174,776 | $ 3,215,530 | 275,460 | $ 5,687,628 | |||
Shares Issued for Reinvested Dividends | 163,605 | 3,192,620 | 288 | 5,747 | |||
Shares Redeemed | (275,292) | (5,131,224) | (785,102) | (16,178,274) | |||
Net Increase (Decrease) | 63,089 | 1,276,926 | (509,354) | (10,484,899) | |||
Class R4 | |||||||
Shares Sold | 582,109 | $ 11,404,723 | 1,086,638 | $ 22,685,773 | |||
Shares Issued for Reinvested Dividends | 491,852 | 9,804,925 | 19,303 | 391,854 | |||
Shares Redeemed | (1,057,277) | (20,293,630) | (2,133,674) | (44,708,896) | |||
Net Increase (Decrease) | 16,684 | 916,018 | (1,027,733) | (21,631,269) | |||
Class R5 | |||||||
Shares Sold | 1,960,819 | $ 38,860,427 | 3,370,668 | $ 71,458,836 | |||
Shares Issued for Reinvested Dividends | 1,430,498 | 28,826,177 | 91,203 | 1,865,096 | |||
Shares Redeemed | (2,631,287) | (52,383,578) | (4,980,236) | (104,950,037) | |||
Net Increase (Decrease) | 760,030 | 15,303,026 | (1,518,365) | (31,626,105) | |||
Class R6 | |||||||
Shares Sold | 9,792,640 | $ 193,563,200 | 14,070,805 | $ 300,849,068 | |||
Shares Issued for Reinvested Dividends | 4,783,496 | 97,078,981 | 289,660 | 5,958,302 | |||
Shares Redeemed | (5,178,305) | (103,357,686) | (10,168,986) | (217,521,139) | |||
Net Increase (Decrease) | 9,397,831 | 187,284,495 | 4,191,479 | 89,286,231 | |||
Class Y | |||||||
Shares Sold | 5,716,816 | $ 113,941,478 | 10,716,629 | $ 228,340,557 | |||
Shares Issued for Reinvested Dividends | 5,942,312 | 120,553,567 | 382,178 | 7,861,398 | |||
Shares Redeemed | (6,860,476) | (133,723,030) | (14,255,736) | (302,674,245) | |||
Net Increase (Decrease) | 4,798,652 | 100,772,015 | (3,156,929) | (66,472,290) | |||
Class F | |||||||
Shares Sold | 5,367,205 | $ 96,690,066 | 8,982,521 | $ 181,211,440 | |||
Shares Issued for Reinvested Dividends | 3,925,992 | 74,839,077 | 267,602 | 5,199,502 | |||
Shares Redeemed | (4,317,438) | (79,592,994) | (9,935,976) | (198,637,097) | |||
Net Increase (Decrease) | 4,975,759 | 91,936,149 | (685,853) | (12,226,155) | |||
Total Net Increase (Decrease) | 26,802,497 | $ 534,334,565 | 2,867,298 | $ 64,022,025 | |||
International Value Fund | |||||||
Class A | |||||||
Shares Sold | 1,238,703 | $ 20,006,407 | 2,508,011 | $ 39,652,378 | |||
Shares Issued for Reinvested Dividends | 103,561 | 1,648,689 | 27,852 | 385,473 | |||
Shares Redeemed | (854,027) | (13,785,316) | (1,696,002) | (26,038,090) | |||
Net Increase (Decrease) | 488,237 | 7,869,780 | 839,861 | 13,999,761 | |||
Class C | |||||||
Shares Sold | 59,228 | $ 947,240 | 131,560 | $ 2,080,333 | |||
Shares Issued for Reinvested Dividends | 8,932 | 140,773 | 4,216 | 57,718 | |||
Shares Redeemed | (162,958) | (2,613,380) | (267,246) | (3,945,251) | |||
Net Increase (Decrease) | (94,798) | (1,525,367) | (131,470) | (1,807,200) |
82 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 29,099,142 | $ 474,403,631 | 62,920,650 | $ 952,277,057 | |||
Shares Issued for Reinvested Dividends | 2,598,905 | 41,478,527 | 1,169,552 | 16,233,382 | |||
Shares Redeemed | (27,753,673) | (440,911,982) | (21,653,652) | (337,953,913) | |||
Net Increase (Decrease) | 3,944,374 | 74,970,176 | 42,436,550 | 630,556,526 | |||
Class R3 | |||||||
Shares Sold | 2,863 | $ 46,195 | 21,109 | $ 312,107 | |||
Shares Issued for Reinvested Dividends | 1,107 | 17,706 | 475 | 6,595 | |||
Shares Redeemed | (2,671) | (43,113) | (9,562) | (156,202) | |||
Net Increase (Decrease) | 1,299 | 20,788 | 12,022 | 162,500 | |||
Class R4 | |||||||
Shares Sold | 31,085 | $ 499,543 | 46,216 | $ 717,399 | |||
Shares Issued for Reinvested Dividends | 4,815 | 76,458 | 2,827 | 39,047 | |||
Shares Redeemed | (20,186) | (319,323) | (51,559) | (762,651) | |||
Net Increase (Decrease) | 15,714 | 256,678 | (2,516) | (6,205) | |||
Class R5 | |||||||
Shares Sold | 249,962 | $ 4,021,600 | 359,356 | $ 5,538,116 | |||
Shares Issued for Reinvested Dividends | 72,738 | 1,165,270 | 47,237 | 657,545 | |||
Shares Redeemed | (278,797) | (4,488,289) | (501,405) | (7,778,255) | |||
Net Increase (Decrease) | 43,903 | 698,581 | (94,812) | (1,582,594) | |||
Class R6 | |||||||
Shares Sold | 153,586 | $ 2,557,170 | 645,466 | $ 10,555,486 | |||
Shares Issued for Reinvested Dividends | 41,479 | 679,003 | 46,534 | 661,246 | |||
Shares Redeemed | (338,333) | (5,529,290) | (2,328,886) | (34,205,990) | |||
Net Increase (Decrease) | (143,268) | (2,293,117) | (1,636,886) | (22,989,258) | |||
Class Y | |||||||
Shares Sold | 4,893,123 | $ 79,360,327 | 11,713,320 | $ 188,751,359 | |||
Shares Issued for Reinvested Dividends | 815,173 | 13,336,235 | 381,954 | 5,427,570 | |||
Shares Redeemed | (1,282,817) | (21,091,754) | (5,764,638) | (92,188,845) | |||
Net Increase (Decrease) | 4,425,479 | 71,604,808 | 6,330,636 | 101,990,084 | |||
Class F | |||||||
Shares Sold | 19,658,925 | $ 324,423,669 | 4,816,857 | $ 77,367,527 | |||
Shares Issued for Reinvested Dividends | 487,162 | 7,779,971 | 309,572 | 4,296,856 | |||
Shares Redeemed | (4,449,637) | (69,563,462) | (6,335,674) | (97,079,753) | |||
Net Increase (Decrease) | 15,696,450 | 262,640,178 | (1,209,245) | (15,415,370) | |||
Total Net Increase (Decrease) | 24,377,390 | $ 414,242,505 | 46,544,140 | $ 704,908,244 |
13. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2021 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2022, none of the Funds had borrowings under this facility. |
14. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
83 |
April 30, 2022 (Unaudited)
15. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |
16. | Subsequent Events: |
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements. |
84 |
85 |
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Income Funds
■ The Hartford Emerging Markets Local Debt Fund |
■ The Hartford Floating Rate Fund |
■ The Hartford Floating Rate High Income Fund |
■ The Hartford High Yield Fund |
■ The Hartford Inflation Plus Fund |
■ The Hartford Municipal Opportunities Fund |
■ Hartford Municipal Short Duration Fund |
■ The Hartford Short Duration Fund |
■ The Hartford Strategic Income Fund |
■ Hartford Sustainable Municipal Bond Fund |
■ The Hartford Total Return Bond Fund |
■ The Hartford World Bond Fund |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 05/31/2011 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks capital appreciation and income. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -12.50% | -13.97% | -1.21% | -0.75% |
Class A3 | -16.44% | -17.84% | -2.12% | -1.21% |
Class C2 | -13.00% | -14.77% | -1.97% | -1.51% |
Class C4 | -13.85% | -15.60% | -1.97% | -1.51% |
Class I2 | -12.46% | -13.83% | -0.98% | -0.51% |
Class R32 | -12.47% | -14.07% | -1.22% | -0.94% |
Class R42 | -12.58% | -14.05% | -1.23% | -0.77% |
Class R52 | -12.59% | -13.82% | -0.91% | -0.52% |
Class Y2 | -12.34% | -13.70% | -0.88% | -0.44% |
Class F2 | -12.58% | -13.90% | -0.89% | -0.47% |
JP Morgan GBI Emerging Markets Global Diversified Index | -13.17% | -15.95% | -1.28% | -1.43% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.49% | 1.18% |
Class C | 2.25% | 1.93% |
Class I | 1.15% | 0.93% |
Class R3 | 1.76% | 1.48% |
Class R4 | 1.46% | 1.18% |
Class R5 | 1.16% | 0.88% |
Class Y | 1.14% | 0.88% |
Class F | 1.04% | 0.83% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 29.0% |
Foreign Government Obligations | 57.9 |
Total | 86.9% |
Short-Term Investments | 10.1 |
Purchased Options | 0.4 |
Other Assets & Liabilities | 2.6 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 04/29/2005 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -0.76% | 0.76% | 2.76% | 3.30% |
Class A3 | -3.74% | -2.26% | 2.13% | 2.98% |
Class C2 | -1.14% | 0.01% | 1.99% | 2.53% |
Class C4 | -2.11% | -0.97% | 1.99% | 2.53% |
Class I2 | -0.60% | 1.07% | 3.05% | 3.59% |
Class R32 | -0.78% | 0.50% | 2.52% | 3.04% |
Class R42 | -0.66% | 0.75% | 2.78% | 3.30% |
Class R52 | -0.66% | 0.99% | 3.01% | 3.57% |
Class Y2 | -0.61% | 1.04% | 3.05% | 3.62% |
Class F2 | -0.50% | 1.20% | 3.12% | 3.63% |
S&P/LSTA Leveraged Loan Index | 0.60% | 2.94% | 3.96% | 4.24% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 3.00% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.02% | 1.02% |
Class C | 1.76% | 1.76% |
Class I | 0.74% | 0.74% |
Class R3 | 1.38% | 1.27% |
Class R4 | 1.09% | 1.02% |
Class R5 | 0.78% | 0.78% |
Class Y | 0.77% | 0.77% |
Class F | 0.67% | 0.67% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements, if any. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until at least 02/28/2023. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.5% |
Exchange-Traded Funds | 2.2 |
Warrants | 0.0 * |
Total | 2.7% |
Fixed Income Securities | |
Convertible Bonds | 0.3% |
Corporate Bonds | 5.7 |
Senior Floating Rate Interests | 87.2 |
Total | 93.2% |
Short-Term Investments | 12.6 |
Other Assets & Liabilities | (8.5) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
3 |
April 30, 2022 (Unaudited)
Inception 09/30/2011 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -1.13% | 0.41% | 2.95% | 3.73% |
Class A3 | -4.10% | -2.60% | 2.32% | 3.41% |
Class C2 | -1.41% | -0.35% | 2.20% | 2.97% |
Class C4 | -2.39% | -1.33% | 2.20% | 2.97% |
Class I2 | -1.00% | 0.67% | 3.15% | 3.97% |
Class R32 | -1.31% | 0.07% | 2.65% | 3.43% |
Class R42 | -1.15% | 0.40% | 2.96% | 3.73% |
Class R52 | -0.94% | 0.76% | 3.28% | 4.15% |
Class Y2 | -0.98% | 0.60% | 3.26% | 4.03% |
Class F2 | -0.94% | 0.66% | 3.24% | 4.02% |
S&P/LSTA Leveraged Loan Index | 0.60% | 2.94% | 3.96% | 4.24% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 3.00% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.17% | 1.07% |
Class C | 1.90% | 1.82% |
Class I | 0.88% | 0.82% |
Class R3 | 1.51% | 1.37% |
Class R4 | 1.22% | 1.07% |
Class R5 | 0.90% | 0.77% |
Class Y | 0.91% | 0.80% |
Class F | 0.80% | 0.77% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
4 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.3% |
Exchange-Traded Funds | 2.9 |
Warrants | 0.0 * |
Total | 3.2% |
Fixed Income Securities | |
Convertible Bonds | 0.4% |
Corporate Bonds | 7.3 |
Senior Floating Rate Interests | 85.8 |
Total | 93.5% |
Short-Term Investments | 13.1 |
Other Assets & Liabilities | (9.8) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (Unaudited)
Inception 09/30/1998 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -7.37% | -6.17% | 3.15% | 4.26% |
Class A3 | -11.54% | -10.39% | 2.21% | 3.78% |
Class C2 | -7.76% | -6.91% | 2.39% | 3.48% |
Class C4 | -8.67% | -7.82% | 2.39% | 3.48% |
Class I2 | -7.33% | -6.12% | 3.41% | 4.52% |
Class R32 | -7.52% | -6.58% | 2.83% | 3.95% |
Class R42 | -7.37% | -6.29% | 3.15% | 4.26% |
Class R52 | -7.26% | -6.04% | 3.47% | 4.58% |
Class R62 | -7.28% | -5.89% | 3.37% | 4.54% |
Class Y2 | -7.31% | -5.97% | 3.35% | 4.53% |
Class F2 | -7.21% | -5.81% | 3.55% | 4.58% |
Bloomberg US Corporate High Yield Bond Index | -7.41% | -5.22% | 3.69% | 5.26% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.00% | 0.95% |
Class C | 1.72% | 1.72% |
Class I | 0.68% | 0.68% |
Class R3 | 1.29% | 1.27% |
Class R4 | 1.00% | 0.97% |
Class R5 | 0.70% | 0.67% |
Class R6 | 0.59% | 0.55% |
Class Y | 0.69% | 0.66% |
Class F | 0.58% | 0.55% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.3% |
Escrows | 1.2 |
Total | 1.5% |
Fixed Income Securities | |
Convertible Bonds | 1.6% |
Corporate Bonds | 87.3 |
Senior Floating Rate Interests | 4.1 |
Total | 93.0% |
Short-Term Investments | 3.3 |
Other Assets & Liabilities | 2.2 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
6 |
April 30, 2022 (Unaudited)
Inception 10/31/2002 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -3.98% | -0.61% | 2.84% | 1.28% |
Class A3 | -8.30% | -5.09% | 1.90% | 0.81% |
Class C2 | -4.32% | -1.32% | 2.09% | 0.53% |
Class C4 | -5.24% | -2.27% | 2.09% | 0.53% |
Class I2 | -3.92% | -0.32% | 3.14% | 1.54% |
Class R32 | -4.14% | -0.86% | 2.52% | 0.94% |
Class R42 | -4.07% | -0.64% | 2.80% | 1.23% |
Class R52 | -3.86% | -0.33% | 3.12% | 1.54% |
Class Y2 | -3.83% | -0.32% | 3.15% | 1.59% |
Class F2 | -3.78% | -0.24% | 3.20% | 1.57% |
Bloomberg US TIPS 1-10 Year Index | -1.96% | 1.52% | 3.59% | 2.02% |
Bloomberg US TIPS Index | -3.85% | 0.75% | 3.88% | 2.27% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.85% | 0.85% |
Class C | 1.58% | 1.58% |
Class I | 0.55% | 0.55% |
Class R3 | 1.17% | 1.17% |
Class R4 | 0.87% | 0.87% |
Class R5 | 0.57% | 0.57% |
Class Y | 0.56% | 0.56% |
Class F | 0.45% | 0.45% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 4.1% |
Convertible Bonds | 0.1 |
Corporate Bonds | 1.8 |
Foreign Government Obligations | 7.4 |
Senior Floating Rate Interests | 5.0 |
U.S. Government Agencies(2) | 2.1 |
U.S. Government Securities | 79.4 |
Total | 99.9% |
Short-Term Investments | 2.8 |
Other Assets & Liabilities | (2.7) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
7 |
April 30, 2022 (Unaudited)
Inception 05/31/2007 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -7.91% | -7.88% | 1.59% | 2.36% |
Class A3 | -12.05% | -12.02% | 0.66% | 1.89% |
Class C2 | -8.25% | -8.56% | 0.85% | 1.59% |
Class C4 | -9.16% | -9.47% | 0.85% | 1.59% |
Class I2 | -7.91% | -7.77% | 1.83% | 2.61% |
Class Y2 | -7.80% | -7.66% | 1.82% | 2.61% |
Class F2 | -7.77% | -7.60% | 1.90% | 2.63% |
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index | -6.69% | -6.80% | 1.55% | 2.08% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.66% | 0.66% |
Class C | 1.42% | 1.42% |
Class I | 0.42% | 0.42% |
Class Y | 0.44% | 0.44% |
Class F | 0.35% | 0.35% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition of Municipal Bonds(1) | |
as of 04/30/2022 | |
Municipal Bonds | Percentage of Net Assets |
Airport | 4.2% |
Bond Bank | 0.1 |
Development | 3.9 |
Education | 1.4 |
Facilities | 0.0 * |
General Obligation | 12.3 |
Higher Education | 2.6 |
Housing | 0.8 |
Medical | 6.9 |
Mello-Roos District | 0.4 |
Multifamily Housing | 0.4 |
Nursing Homes | 6.9 |
Other (2) | 19.2 |
Power | 4.6 |
School District | 10.0 |
Single Family Housing | 8.3 |
Student Loan | 0.9 |
Tobacco | 2.7 |
Transportation | 8.2 |
Utilities | 2.6 |
Water | 2.1 |
U.S. Government Agencies(3) | 0.2 |
Total | 98.7% |
Short-Term Investments | 1.4 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds. |
(3) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
8 |
April 30, 2022 (Unaudited)
Inception 05/29/2015 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -4.46% | -4.53% | 0.87% | 0.90% |
Class A4 | -8.76% | -8.83% | -0.05% | 0.23% |
Class C3 | -4.78% | -5.30% | 0.43% | 0.40% |
Class C5 | -5.73% | -6.25% | 0.43% | 0.40% |
Class I3 | -4.26% | -4.31% | 1.10% | 1.13% |
Class F3 | -4.22% | -4.24% | 1.15% | 1.17% |
Bloomberg Municipal Bond Short 1-5 Year Index | -4.17% | -4.20% | 0.85% | 0.99% |
1 | Not annualized. |
2 | Inception: 05/29/2015 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 4.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.04% | 0.69% |
Class C | 1.85% | 1.44% |
Class I | 0.83% | 0.46% |
Class F | 0.74% | 0.39% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition of Municipal Bonds(1) | |
as of 04/30/2022 | |
Municipal Bonds | Percentage of Net Assets |
Airport | 4.3% |
Development | 4.3 |
Education | 1.0 |
General Obligation | 13.3 |
Higher Education | 5.0 |
Housing | 1.8 |
Medical | 7.6 |
Mello-Roos District | 0.8 |
Multifamily Housing | 0.1 |
Nursing Homes | 5.8 |
Other (2) | 16.2 |
Power | 4.4 |
School District | 9.6 |
Single Family Housing | 11.3 |
Student Loan | 1.6 |
Tobacco | 2.1 |
Transportation | 10.8 |
Utilities | 0.6 |
Water | 1.1 |
Total | 101.7% |
Short-Term Investments | 0.5 |
Other Assets & Liabilities | (2.2) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds. |
9 |
April 30, 2022 (Unaudited)
Inception 10/31/2002 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -4.02% | -4.00% | 1.45% | 1.61% |
Class A3 | -5.94% | -5.92% | 1.04% | 1.40% |
Class C2 | -4.27% | -4.61% | 0.71% | 0.86% |
Class C4 | -5.23% | -5.56% | 0.71% | 0.86% |
Class I2 | -3.88% | -3.72% | 1.74% | 1.91% |
Class R32 | -4.00% | -4.09% | 1.21% | 1.34% |
Class R42 | -3.90% | -3.86% | 1.48% | 1.64% |
Class R52 | -3.88% | -3.75% | 1.72% | 1.92% |
Class R62 | -3.71% | -3.53% | 1.82% | 1.98% |
Class Y2 | -3.85% | -3.71% | 1.75% | 1.94% |
Class F2 | -3.69% | -3.60% | 1.84% | 1.96% |
Bloomberg 1-3 Year US Government/Credit Index | -3.24% | -3.50% | 1.11% | 1.02% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 2.00% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.79% | 0.79% |
Class C | 1.52% | 1.52% |
Class I | 0.49% | 0.49% |
Class R3 | 1.14% | 1.14% |
Class R4 | 0.84% | 0.84% |
Class R5 | 0.54% | 0.54% |
Class R6 | 0.43% | 0.43% |
Class Y | 0.52% | 0.52% |
Class F | 0.43% | 0.43% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 21.2% |
Corporate Bonds | 50.3 |
Municipal Bonds | 0.5 |
Senior Floating Rate Interests | 19.9 |
U.S. Government Agencies(2) | 3.1 |
U.S. Government Securities | 1.9 |
Total | 96.9% |
Short-Term Investments | 1.8 |
Other Assets & Liabilities | 1.3 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
10 |
April 30, 2022 (Unaudited)
Inception 05/31/2007 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income and long-term total return. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -9.58% | -8.88% | 2.97% | 3.44% |
Class A3 | -13.65% | -12.98% | 2.03% | 2.97% |
Class C2 | -9.97% | -9.54% | 2.21% | 2.69% |
Class C4 | -10.85% | -10.42% | 2.21% | 2.69% |
Class I2 | -9.53% | -8.69% | 3.23% | 3.71% |
Class R32 | -9.76% | -9.22% | 2.64% | 3.11% |
Class R42 | -9.60% | -8.88% | 2.95% | 3.43% |
Class R52 | -9.35% | -8.62% | 3.28% | 3.76% |
Class R62 | -9.41% | -8.51% | 3.37% | 3.83% |
Class Y2 | -9.48% | -8.64% | 3.28% | 3.79% |
Class F2 | -9.37% | -8.48% | 3.34% | 3.77% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.91% | 0.91% |
Class C | 1.63% | 1.63% |
Class I | 0.63% | 0.63% |
Class R3 | 1.26% | 1.26% |
Class R4 | 0.96% | 0.96% |
Class R5 | 0.64% | 0.64% |
Class R6 | 0.54% | 0.54% |
Class Y | 0.64% | 0.64% |
Class F | 0.54% | 0.54% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
11 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.0% * |
Convertible Preferred Stocks | 0.5 |
Escrows | 0.1 |
Warrants | 0.0 * |
Total | 0.6% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 12.5% |
Convertible Bonds | 4.7 |
Corporate Bonds | 25.9 |
Foreign Government Obligations | 24.3 |
Municipal Bonds | 0.8 |
Senior Floating Rate Interests | 9.9 |
U.S. Government Agencies(2) | 12.9 |
U.S. Government Securities | 10.7 |
Total | 101.7% |
Short-Term Investments | 5.8 |
Other Assets & Liabilities | (8.1) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
12 |
April 30, 2022 (Unaudited)
Inception 05/29/2015 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return, through investments within a sustainability framework. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -9.02% | -8.95% | 1.73% | 2.04% |
Class A4 | -13.11% | -13.04% | 0.80% | 1.37% |
Class C3 | -9.36% | -9.63% | 1.32% | 1.55% |
Class C5 | -10.26% | -10.52% | 1.32% | 1.55% |
Class I3 | -8.94% | -8.77% | 1.98% | 2.28% |
Class F3 | -8.82% | -8.61% | 2.04% | 2.33% |
Bloomberg Municipal Bond Index | -7.90% | -7.88% | 1.80% | 2.11% |
1 | Not annualized. |
2 | Inception: 05/29/2015 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 4.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.79% | 0.69% |
Class C | 1.60% | 1.44% |
Class I | 0.61% | 0.46% |
Class F | 0.49% | 0.39% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
13 |
April 30, 2022 (Unaudited)
Composition of Municipal Bonds(1) | |
as of 04/30/2022 | |
Municipal Bonds | Percentage of Net Assets |
Airport | 3.2% |
Development | 1.6 |
Education | 1.8 |
General Obligation | 5.7 |
Higher Education | 7.6 |
Housing | 1.2 |
Medical | 8.4 |
Mello-Roos District | 0.4 |
Multifamily Housing | 0.3 |
Nursing Homes | 8.9 |
Other (2) | 13.8 |
Pollution | 0.7 |
Power | 3.8 |
School District | 8.2 |
Single Family Housing | 10.0 |
Student Loan | 4.1 |
Transportation | 8.3 |
Utilities | 1.0 |
Water | 1.0 |
U.S. Government Agencies(3) | 0.5 |
Total | 90.5% |
Short-Term Investments | 9.2 |
Other Assets & Liabilities | 0.3 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds. |
(3) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
14 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a competitive total return, with income as a secondary objective. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -10.38% | -9.37% | 1.42% | 1.99% |
Class A3 | -14.41% | -13.45% | 0.49% | 1.52% |
Class C2 | -10.80% | -10.15% | 0.62% | 1.22% |
Class C4 | -11.67% | -11.03% | 0.62% | 1.22% |
Class I2 | -10.21% | -9.07% | 1.71% | 2.28% |
Class R32 | -10.50% | -9.66% | 1.07% | 1.67% |
Class R42 | -10.36% | -9.37% | 1.38% | 1.98% |
Class R52 | -10.35% | -9.23% | 1.72% | 2.30% |
Class R62 | -10.28% | -9.02% | 1.77% | 2.37% |
Class Y2 | -10.25% | -9.10% | 1.74% | 2.36% |
Class F2 | -10.26% | -9.08% | 1.78% | 2.33% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.68% | 0.68% |
Class C | 1.48% | 1.48% |
Class I | 0.40% | 0.40% |
Class R3 | 1.04% | 1.04% |
Class R4 | 0.74% | 0.74% |
Class R5 | 0.44% | 0.44% |
Class R6 | 0.32% | 0.32% |
Class Y | 0.39% | 0.39% |
Class F | 0.32% | 0.32% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
15 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.0% * |
Preferred Stocks | 0.0 * |
Warrants | 0.0 * |
Total | 0.0% * |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 22.8% |
Corporate Bonds | 28.6 |
Foreign Government Obligations | 4.7 |
Municipal Bonds | 1.6 |
Senior Floating Rate Interests | 2.6 |
U.S. Government Agencies(2) | 38.7 |
U.S. Government Securities | 22.1 |
Total | 121.1% |
Short-Term Investments | 2.0 |
Other Assets & Liabilities | (23.1) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
16 |
April 30, 2022 (Unaudited)
Inception 05/31/2011 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks capital appreciation with income as a secondary goal. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -3.48% | -4.66% | 1.16% | 1.53% |
Class A3 | -7.82% | -8.95% | 0.23% | 1.07% |
Class C2 | -3.80% | -5.38% | 0.44% | 0.80% |
Class C4 | -4.75% | -6.32% | 0.44% | 0.80% |
Class I2 | -3.32% | -4.45% | 1.43% | 1.81% |
Class R32 | -3.65% | -5.08% | 0.83% | 1.21% |
Class R42 | -3.48% | -4.70% | 1.14% | 1.53% |
Class R52 | -3.32% | -4.46% | 1.41% | 1.82% |
Class R62 | -3.35% | -4.43% | 1.55% | 1.93% |
Class Y2 | -3.40% | -4.45% | 1.45% | 1.89% |
Class F2 | -3.26% | -4.35% | 1.53% | 1.86% |
FTSE World Government Bond Index | -12.57% | -14.15% | -0.21% | -0.42% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.99% | 0.99% |
Class C | 1.72% | 1.72% |
Class I | 0.70% | 0.70% |
Class R3 | 1.33% | 1.33% |
Class R4 | 1.03% | 1.03% |
Class R5 | 0.73% | 0.73% |
Class R6 | 0.62% | 0.62% |
Class Y | 0.72% | 0.72% |
Class F | 0.62% | 0.62% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
17 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 0.0% * |
Escrows | 0.1 |
Total | 0.1% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 7.4% |
Convertible Bonds | 0.2 |
Corporate Bonds | 15.8 |
Foreign Government Obligations | 58.0 |
Senior Floating Rate Interests | 4.1 |
U.S. Government Agencies(2) | 1.2 |
U.S. Government Securities | 5.7 |
Total | 92.4% |
Short-Term Investments | 3.4 |
Purchased Options | 0.0 * |
Other Assets & Liabilities | 4.1 |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
18 |
Bloomberg 1-3 Year US Government/Credit Index (reflects no deduction for fees, expenses or taxes) is comprised of the US Government/Credit component of the Bloomberg US Aggregate Bond Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index. |
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market. |
Bloomberg Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) measures the performance of municipal bonds with time to maturity of more than one year and less than five years. |
Bloomberg Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax-exempt bond market. |
Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. |
Bloomberg US Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the US Securities and Exchange Commission. |
Bloomberg US TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents US Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years. |
Bloomberg US TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in US currency, and have more than one year to maturity. |
FTSE World Government Bond Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of fixed-rate, local currency, investment grade sovereign bonds. |
JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure. |
S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market value-weighted index that is designed to measure the performance of the US leveraged loan market based upon market weightings, spreads and interest payments. |
“Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds. |
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. |
19 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Emerging Markets Local Debt Fund | |||||||||||||
Class A | $ 1,000.00 | $ 875.00 | $ 5.49 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class C | $ 1,000.00 | $ 870.00 | $ 8.95 | $ 1,000.00 | $ 1,015.22 | $ 9.64 | 1.93% | ||||||
Class I | $ 1,000.00 | $ 875.40 | $ 4.33 | $ 1,000.00 | $ 1,020.18 | $ 4.66 | 0.93% | ||||||
Class R3 | $ 1,000.00 | $ 875.30 | $ 5.86 | $ 1,000.00 | $ 1,018.65 | $ 6.31 | 1.26% | ||||||
Class R4 | $ 1,000.00 | $ 874.20 | $ 5.48 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class R5 | $ 1,000.00 | $ 874.10 | $ 4.09 | $ 1,000.00 | $ 1,020.58 | $ 4.41 | 0.88% | ||||||
Class Y | $ 1,000.00 | $ 876.60 | $ 4.09 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class F | $ 1,000.00 | $ 876.10 | $ 3.86 | $ 1,000.00 | $ 1,020.68 | $ 4.16 | 0.83% | ||||||
The Hartford Floating Rate Fund | |||||||||||||
Class A | $ 1,000.00 | $ 992.40 | $ 4.94 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class C | $ 1,000.00 | $ 988.60 | $ 8.63 | $ 1,000.00 | $ 1,016.12 | $ 8.75 | 1.75% | ||||||
Class I | $ 1,000.00 | $ 994.00 | $ 3.56 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class R3 | $ 1,000.00 | $ 992.20 | $ 6.17 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class R4 | $ 1,000.00 | $ 993.40 | $ 4.94 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class R5 | $ 1,000.00 | $ 993.40 | $ 3.76 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Class Y | $ 1,000.00 | $ 993.90 | $ 3.56 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class F | $ 1,000.00 | $ 995.00 | $ 3.22 | $ 1,000.00 | $ 1,021.57 | $ 3.26 | 0.65% |
20 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Floating Rate High Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 988.70 | $ 5.18 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class C | $ 1,000.00 | $ 985.90 | $ 8.86 | $ 1,000.00 | $ 1,015.87 | $ 9.00 | 1.80% | ||||||
Class I | $ 1,000.00 | $ 990.00 | $ 3.95 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class R3 | $ 1,000.00 | $ 987.90 | $ 6.65 | $ 1,000.00 | $ 1,018.10 | $ 6.76 | 1.35% | ||||||
Class R4 | $ 1,000.00 | $ 988.50 | $ 5.18 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class R5 | $ 1,000.00 | $ 990.60 | $ 3.70 | $ 1,000.00 | $ 1,021.08 | $ 3.76 | 0.75% | ||||||
Class Y | $ 1,000.00 | $ 990.20 | $ 3.85 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class F | $ 1,000.00 | $ 990.60 | $ 3.70 | $ 1,000.00 | $ 1,021.08 | $ 3.76 | 0.75% | ||||||
The Hartford High Yield Fund | |||||||||||||
Class A | $ 1,000.00 | $ 926.30 | $ 4.54 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class C | $ 1,000.00 | $ 922.40 | $ 8.24 | $ 1,000.00 | $ 1,016.22 | $ 8.65 | 1.73% | ||||||
Class I | $ 1,000.00 | $ 926.70 | $ 3.30 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class R3 | $ 1,000.00 | $ 924.80 | $ 6.06 | $ 1,000.00 | $ 1,018.50 | $ 6.36 | 1.27% | ||||||
Class R4 | $ 1,000.00 | $ 926.30 | $ 4.63 | $ 1,000.00 | $ 1,019.98 | $ 4.86 | 0.97% | ||||||
Class R5 | $ 1,000.00 | $ 927.40 | $ 3.20 | $ 1,000.00 | $ 1,021.47 | $ 3.36 | 0.67% | ||||||
Class R6 | $ 1,000.00 | $ 927.20 | $ 2.63 | $ 1,000.00 | $ 1,022.17 | $ 2.76 | 0.55% | ||||||
Class Y | $ 1,000.00 | $ 926.90 | $ 3.15 | $ 1,000.00 | $ 1,021.52 | $ 3.31 | 0.66% | ||||||
Class F | $ 1,000.00 | $ 927.90 | $ 2.63 | $ 1,000.00 | $ 1,022.07 | $ 2.76 | 0.55% | ||||||
The Hartford Inflation Plus Fund | |||||||||||||
Class A | $ 1,000.00 | $ 959.30 | $ 4.08 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class C | $ 1,000.00 | $ 955.90 | $ 7.61 | $ 1,000.00 | $ 1,017.01 | $ 7.85 | 1.57% | ||||||
Class I | $ 1,000.00 | $ 960.80 | $ 2.67 | $ 1,000.00 | $ 1,022.07 | $ 2.76 | 0.55% | ||||||
Class R3 | $ 1,000.00 | $ 957.70 | $ 5.68 | $ 1,000.00 | $ 1,018.99 | $ 5.86 | 1.17% | ||||||
Class R4 | $ 1,000.00 | $ 959.30 | $ 4.23 | $ 1,000.00 | $ 1,020.48 | $ 4.36 | 0.87% | ||||||
Class R5 | $ 1,000.00 | $ 960.60 | $ 2.77 | $ 1,000.00 | $ 1,021.97 | $ 2.86 | 0.57% | ||||||
Class Y | $ 1,000.00 | $ 960.80 | $ 2.72 | $ 1,000.00 | $ 1,022.02 | $ 2.81 | 0.56% | ||||||
Class F | $ 1,000.00 | $ 961.40 | $ 2.19 | $ 1,000.00 | $ 1,022.56 | $ 2.26 | 0.45% | ||||||
The Hartford Municipal Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 920.90 | $ 3.14 | $ 1,000.00 | $ 1,021.52 | $ 3.31 | 0.66% | ||||||
Class C | $ 1,000.00 | $ 917.50 | $ 6.75 | $ 1,000.00 | $ 1,017.75 | $ 7.10 | 1.42% | ||||||
Class I | $ 1,000.00 | $ 920.90 | $ 2.05 | $ 1,000.00 | $ 1,022.66 | $ 2.16 | 0.43% | ||||||
Class Y | $ 1,000.00 | $ 922.00 | $ 2.05 | $ 1,000.00 | $ 1,022.66 | $ 2.16 | 0.43% | ||||||
Class F | $ 1,000.00 | $ 922.30 | $ 1.62 | $ 1,000.00 | $ 1,023.11 | $ 1.71 | 0.34% | ||||||
Hartford Municipal Short Duration Fund | |||||||||||||
Class A | $ 1,000.00 | $ 955.40 | $ 3.35 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class C | $ 1,000.00 | $ 952.20 | $ 6.97 | $ 1,000.00 | $ 1,017.65 | $ 7.20 | 1.44% | ||||||
Class I | $ 1,000.00 | $ 957.40 | $ 2.23 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class F | $ 1,000.00 | $ 957.80 | $ 1.89 | $ 1,000.00 | $ 1,022.86 | $ 1.96 | 0.39% | ||||||
The Hartford Short Duration Fund | |||||||||||||
Class A | $ 1,000.00 | $ 959.80 | $ 3.74 | $ 1,000.00 | $ 1,020.98 | $ 3.86 | 0.77% | ||||||
Class C | $ 1,000.00 | $ 957.30 | $ 7.38 | $ 1,000.00 | $ 1,017.26 | $ 7.60 | 1.52% | ||||||
Class I | $ 1,000.00 | $ 961.20 | $ 2.38 | $ 1,000.00 | $ 1,022.36 | $ 2.46 | 0.49% | ||||||
Class R3 | $ 1,000.00 | $ 960.00 | $ 4.52 | $ 1,000.00 | $ 1,020.18 | $ 4.66 | 0.93% | ||||||
Class R4 | $ 1,000.00 | $ 961.00 | $ 3.50 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class R5 | $ 1,000.00 | $ 961.20 | $ 2.58 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Class R6 | $ 1,000.00 | $ 962.90 | $ 2.04 | $ 1,000.00 | $ 1,022.71 | $ 2.11 | 0.42% | ||||||
Class Y | $ 1,000.00 | $ 961.50 | $ 2.58 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Class F | $ 1,000.00 | $ 963.10 | $ 2.05 | $ 1,000.00 | $ 1,022.71 | $ 2.11 | 0.42% |
21 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Strategic Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 904.20 | $ 4.30 | $ 1,000.00 | $ 1,020.28 | $ 4.56 | 0.91% | ||||||
Class C | $ 1,000.00 | $ 900.30 | $ 7.68 | $ 1,000.00 | $ 1,016.71 | $ 8.15 | 1.63% | ||||||
Class I | $ 1,000.00 | $ 904.70 | $ 2.97 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R3 | $ 1,000.00 | $ 902.40 | $ 5.80 | $ 1,000.00 | $ 1,018.70 | $ 6.16 | 1.23% | ||||||
Class R4 | $ 1,000.00 | $ 904.00 | $ 4.34 | $ 1,000.00 | $ 1,020.23 | $ 4.61 | 0.92% | ||||||
Class R5 | $ 1,000.00 | $ 905.50 | $ 3.02 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class R6 | $ 1,000.00 | $ 905.90 | $ 2.50 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Class Y | $ 1,000.00 | $ 905.20 | $ 2.98 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class F | $ 1,000.00 | $ 906.30 | $ 2.50 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Hartford Sustainable Municipal Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 909.80 | $ 3.27 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class C | $ 1,000.00 | $ 906.40 | $ 6.81 | $ 1,000.00 | $ 1,017.65 | $ 7.20 | 1.44% | ||||||
Class I | $ 1,000.00 | $ 910.60 | $ 2.18 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class F | $ 1,000.00 | $ 911.80 | $ 1.85 | $ 1,000.00 | $ 1,022.86 | $ 1.96 | 0.39% | ||||||
The Hartford Total Return Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 896.20 | $ 3.20 | $ 1,000.00 | $ 1,021.42 | $ 3.41 | 0.68% | ||||||
Class C | $ 1,000.00 | $ 892.00 | $ 7.08 | $ 1,000.00 | $ 1,017.31 | $ 7.55 | 1.51% | ||||||
Class I | $ 1,000.00 | $ 897.90 | $ 1.84 | $ 1,000.00 | $ 1,022.86 | $ 1.96 | 0.39% | ||||||
Class R3 | $ 1,000.00 | $ 895.00 | $ 4.84 | $ 1,000.00 | $ 1,019.69 | $ 5.16 | 1.03% | ||||||
Class R4 | $ 1,000.00 | $ 896.40 | $ 3.24 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class R5 | $ 1,000.00 | $ 896.50 | $ 2.07 | $ 1,000.00 | $ 1,022.61 | $ 2.21 | 0.44% | ||||||
Class R6 | $ 1,000.00 | $ 897.20 | $ 1.51 | $ 1,000.00 | $ 1,023.21 | $ 1.61 | 0.32% | ||||||
Class Y | $ 1,000.00 | $ 897.50 | $ 1.79 | $ 1,000.00 | $ 1,022.91 | $ 1.91 | 0.38% | ||||||
Class F | $ 1,000.00 | $ 897.40 | $ 1.51 | $ 1,000.00 | $ 1,023.21 | $ 1.61 | 0.32% | ||||||
The Hartford World Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 965.20 | $ 4.87 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class C | $ 1,000.00 | $ 962.00 | $ 8.46 | $ 1,000.00 | $ 1,016.17 | $ 8.70 | 1.74% | ||||||
Class I | $ 1,000.00 | $ 966.80 | $ 3.56 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 963.50 | $ 6.48 | $ 1,000.00 | $ 1,018.20 | $ 6.66 | 1.33% | ||||||
Class R4 | $ 1,000.00 | $ 965.20 | $ 4.92 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class R5 | $ 1,000.00 | $ 965.90 | $ 3.56 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R6 | $ 1,000.00 | $ 966.50 | $ 3.02 | $ 1,000.00 | $ 1,021.72 | $ 3.11 | 0.62% | ||||||
Class Y | $ 1,000.00 | $ 966.00 | $ 3.56 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class F | $ 1,000.00 | $ 967.40 | $ 3.03 | $ 1,000.00 | $ 1,021.72 | $ 3.11 | 0.62% |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.0% | |||
Argentina - 0.4% | |||
YPF S.A. | |||
$ 240,000 | 6.95%, 07/21/2027(1) | $ 174,603 | |
78,750 | 8.50%, 03/23/2025(1) | 72,549 | |
247,152 | |||
Bermuda - 0.6% | |||
Ooredoo International Finance Ltd. | |||
200,000 | 2.63%, 04/08/2031(1) | 179,591 | |
215,000 | 3.25%, 02/21/2023(1) | 215,342 | |
394,933 | |||
Brazil - 0.3% | |||
200,000 | Banco do Brasil S.A. 4.88%, 01/11/2029(2) | 194,100 | |
British Virgin Islands - 1.1% | |||
120,000 | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL 5.25%, 04/27/2029(2) | 114,300 | |
200,000 | Gold Fields Orogen Holdings BVI Ltd. 6.13%, 05/15/2029(1) | 211,000 | |
200,000 | Huarong Finance Co., Ltd. 3.25%, 11/13/2024(1) | 189,000 | |
168,654 | Star Energy Geothermal Wayang Windu Ltd. 6.75%, 04/24/2033(1) | 175,400 | |
689,700 | |||
Bulgaria - 0.3% | |||
EUR 200,000 | Bulgarian Energy Holding 2.45%, 07/22/2028(1) | 168,235 | |
Cayman Islands - 3.2% | |||
$ 265,000 | ADCB Finance Cayman Ltd. 4.00%, 03/29/2023(2) | 267,023 | |
195,998 | Bioceanico Sovereign Certificate Ltd. 0.00%, 06/05/2034(2)(3) | 130,927 | |
200,000 | CDBL Funding 2.00%, 03/04/2026(1) | 185,003 | |
205,000 | Country Garden Holdings Co., Ltd. 5.63%, 01/14/2030(1) | 130,175 | |
200,000 | DP World Salaam 6.00%, 10/01/2025, (6.00% fixed rate until 10/01/2025; 5 year USD CMT + 5.750% thereafter)(1)(4)(5) | 202,756 | |
200,000 | Grupo Aval Ltd. 4.75%, 09/26/2022(1) | 200,360 | |
490,000 | QNB Finance Ltd. 2.63%, 05/12/2025(1) | 474,663 | |
200,000 | Sands China Ltd. 2.55%, 03/08/2027(2) | 168,886 | |
49,609 | Sparc EM SPC Panama Metro 0.01%, 12/05/2022(1)(3) | 48,556 | |
205,000 | Tencent Holdings Ltd. 3.60%, 01/19/2028(1) | 195,360 | |
2,003,709 | |||
Chile - 0.9% | |||
229,380 | Alfa Desarrollo S.p.A. 4.55%, 09/27/2051(1) | 179,845 | |
205,000 | Cia Cervecerias Unidas S.A. 3.35%, 01/19/2032(1) | 181,938 | |
200,000 | Empresa Nacional de Telecomunicaciones S.A. 4.75%, 08/01/2026(1) | 200,480 | |
562,263 | |||
China - 0.4% | |||
225,000 | Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(2) | 232,122 | |
Colombia - 0.7% | |||
200,000 | Bancolombia S.A. 3.00%, 01/29/2025 | 187,894 | |
Ecopetrol S.A. | |||
70,000 | 4.63%, 11/02/2031 | 58,485 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.0% - (continued) | |||
Colombia - 0.7% - (continued) | |||
$ 95,000 | 5.38%, 06/26/2026 | $ 93,580 | |
110,000 | 6.88%, 04/29/2030 | 108,763 | |
448,722 | |||
Cyprus - 0.1% | |||
200,000 | Interpipe Holdings plc 8.38%, 05/13/2026(2) | 81,000 | |
Dominican Republic - 0.3% | |||
200,000 | Aeropuertos Dominicanos Siglo XXI S.A. 6.75%, 03/30/2029(1) | 193,628 | |
Georgia - 0.3% | |||
200,000 | Silknet JSC 8.38%, 01/31/2027(2) | 194,500 | |
Guatemala - 0.3% | |||
200,000 | CT Trust 5.13%, 02/03/2032(2) | 186,320 | |
Hong Kong - 0.9% | |||
260,000 | AIA Group Ltd. 3.38%, 04/07/2030(1) | 247,615 | |
275,000 | CMB Wing Lung Bank Ltd. 3.75%, 11/22/2027, (3.75% fixed rate until 11/22/2022; 5 year USD CMT + 1.750% thereafter)(1)(4) | 274,747 | |
522,362 | |||
India - 0.8% | |||
285,000 | Bharti Airtel Ltd. 4.38%, 06/10/2025(1) | 283,267 | |
200,000 | Shriram Transport Finance Co., Ltd. 4.15%, 07/18/2025(1) | 183,260 | |
466,527 | |||
Indonesia - 0.6% | |||
400,000 | Freeport Indonesia PT 5.32%, 04/14/2032(2) | 387,000 | |
Ireland - 0.1% | |||
400,000 | Gtlk Europe Capital DAC 4.65%, 03/10/2027(1) | 56,000 | |
200,000 | PJSC Koks via IMH Capital DAC 5.90%, 09/23/2025(2) | 6,000 | |
62,000 | |||
Isle of Man - 0.3% | |||
200,000 | AngloGold Ashanti Holdings plc 3.38%, 11/01/2028 | 178,761 | |
Israel - 1.6% | |||
200,000 | Bank Hapoalim BM 3.26%, 01/21/2032, (3.26% fixed rate until 01/21/2027; 5 year USD CMT + 2.155% thereafter)(1)(2)(4) | 180,000 | |
200,000 | Bank Leumi Le-Israel BM 3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD CMT + 1.631% thereafter)(1)(2)(4) | 183,000 | |
Energean Israel Finance Ltd. | |||
135,000 | 4.50%, 03/30/2024(1)(2) | 131,220 | |
50,000 | 4.88%, 03/30/2026(1)(2) | 46,350 | |
15,000 | 5.38%, 03/30/2028(1)(2) | 13,777 | |
45,000 | 5.88%, 03/30/2031(1)(2) | 40,387 | |
200,000 | Israel Electric Corp. Ltd. 4.25%, 08/14/2028(1)(2) | 198,500 | |
Leviathan Bond Ltd. | |||
60,000 | 6.50%, 06/30/2027(1)(2) | 58,898 | |
105,000 | 6.75%, 06/30/2030(1)(2) | 103,047 | |
955,179 |
23 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.0% - (continued) | |||
Jersey - 0.5% | |||
Galaxy Pipeline Assets Bidco Ltd. | |||
$ 192,172 | 2.16%, 03/31/2034(2) | $ 168,966 | |
196,522 | 2.94%, 09/30/2040(1) | 164,108 | |
333,074 | |||
Luxembourg - 1.6% | |||
200,000 | Aegea Finance S.a.r.l. 6.75%, 05/20/2029(2) | 196,263 | |
200,000 | CSN Resources S.A. 5.88%, 04/08/2032(2) | 178,000 | |
200,000 | EIG Pearl Holding S.a.r.l. 3.55%, 08/31/2036(2) | 177,148 | |
191,908 | Guara Norte S.a.r.l. 5.20%, 06/15/2034(2) | 169,869 | |
200,000 | Kernel Holding S.A. 6.50%, 10/17/2024(2) | 106,000 | |
180,000 | Millicom International Cellular S.A. 5.13%, 01/15/2028(2) | 170,784 | |
235,000 | VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(1) | 4,700 | |
1,002,764 | |||
Mauritius - 0.3% | |||
200,000 | Azure Power Solar Energy Pvt Ltd. 5.65%, 12/24/2024(1) | 200,052 | |
Mexico - 1.8% | |||
200,000 | BBVA Bancomer S.A. 6.75%, 09/30/2022(1) | 202,570 | |
200,000 | Braskem Idesa SAPI 6.99%, 02/20/2032(2) | 179,474 | |
Mexico City Airport Trust | |||
200,000 | 3.88%, 04/30/2028(1) | 186,790 | |
200,000 | 4.25%, 10/31/2026(1) | 191,152 | |
200,000 | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1) | 197,000 | |
200,000 | Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(2) | 123,500 | |
1,080,486 | |||
Morocco - 0.3% | |||
200,000 | OCP S.A. 3.75%, 06/23/2031(1) | 169,111 | |
Netherlands - 3.0% | |||
405,000 | Braskem Netherlands Finance B.V. 4.50%, 01/31/2030(1) | 364,200 | |
200,000 | Embraer Netherlands Finance B.V. 6.95%, 01/17/2028(2) | 201,215 | |
194,000 | Greenko Dutch B.V. 3.85%, 03/29/2026(2)(6) | 176,404 | |
235,000 | IHS Netherlands Holdco B.V. 8.00%, 09/18/2027(1) | 235,917 | |
EUR 100,000 | Metinvest B.V. 5.63%, 06/17/2025(2) | 55,385 | |
$ 200,000 | Prosus N.V. 3.26%, 01/19/2027(1) | 179,012 | |
405,000 | Teva Pharmaceutical Finance Netherlands III B.V. 3.15%, 10/01/2026 | 347,296 | |
200,000 | VEON Holdings B.V. 3.38%, 11/25/2027(1) | 122,000 | |
200,000 | VTR Finance N.V. 6.38%, 07/15/2028(2) | 183,002 | |
1,864,431 | |||
Peru - 1.0% | |||
200,000 | Consorcio Transmantaro S.A. 5.20%, 04/11/2038(2) | 186,300 | |
295,000 | Kallpa Generacion S.A. 4.13%, 08/16/2027(2) | 274,722 | |
200,000 | SAN Miguel Industrias Pet S.A. 3.50%, 08/02/2028(2) | 173,752 | |
634,774 | |||
Saudi Arabia - 0.6% | |||
Saudi Arabian Oil Co. | |||
200,000 | 3.50%, 04/16/2029(1) | 193,800 | |
200,000 | 4.25%, 04/16/2039(1) | 191,042 | |
384,842 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.0% - (continued) | |||
Singapore - 1.3% | |||
$ 205,000 | BOC Aviation Ltd. 3.88%, 04/27/2026(2)(6) | $ 202,156 | |
200,000 | Medco Laurel Tree Pte Ltd. 6.95%, 11/12/2028(2) | 187,067 | |
200,000 | United Overseas Bank Ltd. 3.86%, 10/07/2032(2) | 194,994 | |
200,000 | Vena Energy Capital Pte Ltd. 3.13%, 02/26/2025(1) | 192,481 | |
776,698 | |||
South Korea - 1.2% | |||
200,000 | Hana Bank 3.25%, 03/30/2027(2) | 195,321 | |
200,000 | Kia Corp. 2.75%, 02/14/2027(2) | 188,738 | |
200,000 | Shinhan Bank Co., Ltd. 4.38%, 04/13/2032(2) | 196,140 | |
200,000 | Woori Bank 2.00%, 01/20/2027(2) | 185,385 | |
765,584 | |||
Spain - 0.3% | |||
250,000 | AI Candelaria Spain S.A. 5.75%, 06/15/2033(2) | 208,190 | |
Thailand - 0.6% | |||
200,000 | Bangkok Bank PCL 3.73%, 09/25/2034, (3.73% fixed rate until 09/25/2029; 5 year USD CMT + 1.900% thereafter)(1)(4) | 182,200 | |
200,000 | GC Treasury Centre Co., Ltd. 4.40%, 03/30/2032(2) | 190,332 | |
372,532 | |||
Turkey - 0.3% | |||
200,000 | Zorlu Yenilenebilir Enerji AS 9.00%, 06/01/2026(2) | 169,000 | |
United Arab Emirates - 1.5% | |||
200,000 | Emirates Semb Corp. Water & Power Co. PJSC 4.45%, 08/01/2035(1) | 199,896 | |
200,000 | National Central Cooling Co. PJSC 2.50%, 10/21/2027(1) | 182,175 | |
400,000 | NBK SPC Ltd. 1.63%, 09/15/2027, (1.63% fixed rate until 09/15/2026; 1 mo. USD SOFR + 1.050% thereafter)(2)(4) | 359,896 | |
200,000 | Sweihan PV Power Co. PJSC 3.63%, 01/31/2049(2) | 174,181 | |
916,148 | |||
United Kingdom - 0.3% | |||
200,000 | Tullow Oil plc 7.00%, 03/01/2025(1) | 162,260 | |
United States - 1.2% | |||
200,000 | BOC Aviation USA Corp. 1.63%, 04/29/2024(1) | 191,748 | |
200,000 | DAE Funding LLC 3.38%, 03/20/2028(2) | 182,000 | |
200,000 | Kosmos Energy Ltd. 7.50%, 03/01/2028(2) | 192,500 | |
200,000 | Stillwater Mining Co. 4.50%, 11/16/2029(1) | 177,000 | |
743,248 | |||
Total Corporate Bonds (cost $20,339,035) | $ 17,951,407 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% | |||
Argentina - 0.2% | |||
Argentine Bonos del Tesoro | |||
ARS 5,840,763 | 15.50%, 10/17/2026 | $ 18,796 |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% - (continued) | |||
Argentina - 0.2% - (continued) | |||
ARS 8,645,000 | 16.00%, 10/17/2023 | $ 48,531 | |
3,970,000 | Autonomous City of Buenos Aires Argentina 46.59%, 03/29/2024, BADLAR + 3.250%(7) | 33,487 | |
100,814 | |||
Brazil - 3.6% | |||
Brazil Letras do Tesouro Nacional | |||
BRL 3,188,000 | 8.24%, 01/01/2024(3) | 528,797 | |
3,441,000 | 12.06%, 07/01/2025(3) | 484,495 | |
Brazil Notas do Tesouro Nacional | |||
16,000 | 10.00%, 01/01/2025 | 3,079 | |
2,690,000 | 10.00%, 01/01/2027 | 505,720 | |
1,844,000 | 10.00%, 01/01/2029 | 337,884 | |
496,000 | 10.00%, 01/01/2031 | 88,912 | |
1,486,000 | 10.00%, 01/01/2033 | 261,765 | |
2,210,652 | |||
Chile - 1.8% | |||
Bonos de la Tesoreria de la Republica en pesos | |||
CLP 30,000,000 | 2.80%, 10/01/2033(1)(2) | 24,736 | |
25,000,000 | 4.50%, 03/01/2026 | 26,984 | |
80,000,000 | 4.70%, 09/01/2030(1)(2) | 82,313 | |
95,000,000 | 5.00%, 10/01/2028(1)(2) | 101,466 | |
505,000,000 | 5.00%, 03/01/2035 | 515,191 | |
180,000,000 | 6.00%, 01/01/2043 | 199,412 | |
$ 200,000 | Chile Government International Bond 2.75%, 01/31/2027 | 189,494 | |
1,139,596 | |||
China - 4.2% | |||
China Government Bond | |||
CNY 2,020,000 | 1.99%, 04/09/2025 | 302,549 | |
450,000 | 2.36%, 07/02/2023 | 68,446 | |
630,000 | 2.75%, 02/17/2032 | 94,929 | |
1,050,000 | 2.85%, 06/04/2027 | 160,626 | |
1,340,000 | 3.01%, 05/13/2028 | 205,742 | |
200,000 | 3.02%, 05/27/2031 | 30,651 | |
1,690,000 | 3.13%, 11/21/2029 | 261,092 | |
2,280,000 | 3.25%, 06/06/2026 | 355,154 | |
970,000 | 3.25%, 11/22/2028 | 151,202 | |
720,000 | 3.27%, 11/19/2030 | 112,747 | |
1,500,000 | 3.28%, 12/03/2027 | 234,705 | |
2,160,000 | 3.29%, 05/23/2029 | 338,179 | |
930,000 | 3.72%, 04/12/2051 | 150,003 | |
700,000 | 3.81%, 09/14/2050 | 114,586 | |
2,580,611 | |||
Colombia - 3.1% | |||
Colombian TES | |||
COP 179,100,000 | 5.75%, 11/03/2027 | 37,323 | |
164,900,000 | 6.00%, 04/28/2028 | 34,162 | |
480,500,000 | 6.25%, 07/09/2036 | 84,512 | |
502,600,000 | 7.00%, 03/26/2031 | 102,876 | |
738,600,000 | 7.00%, 06/30/2032 | 148,453 | |
1,012,000,000 | 7.25%, 10/18/2034 | 200,117 | |
297,000,000 | 7.25%, 10/26/2050 | 52,704 | |
1,618,700,000 | 7.50%, 08/26/2026 | 376,481 | |
1,458,000,000 | 7.75%, 09/18/2030 | 318,620 | |
719,600,000 | 9.25%, 05/28/2042 | 161,786 | |
1,563,900,000 | 10.00%, 07/24/2024 | 402,841 | |
1,919,875 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% - (continued) | |||
Croatia - 0.3% | |||
EUR 205,000 | Croatia Government International Bond 1.50%, 06/17/2031(1) | $ 189,303 | |
Czech Republic - 2.0% | |||
Czech Republic Government Bond | |||
CZK 2,640,000 | 0.05%, 11/29/2029 | 81,087 | |
5,140,000 | 0.95%, 05/15/2030(1) | 170,576 | |
3,200,000 | 1.20%, 03/13/2031 | 106,272 | |
610,000 | 1.50%, 04/24/2040 | 17,057 | |
2,190,000 | 1.75%, 06/23/2032 | 74,259 | |
2,750,000 | 2.00%, 10/13/2033 | 93,893 | |
9,500,000 | 2.50%, 08/25/2028(1) | 363,231 | |
7,200,000 | 2.75%, 07/23/2029 | 277,072 | |
660,000 | 4.20%, 12/04/2036(1) | 28,082 | |
1,211,529 | |||
Dominican Republic - 0.7% | |||
$ 490,000 | Dominican Republic International Bond 5.50%, 02/22/2029(2) | 457,905 | |
Egypt - 0.5% | |||
Egypt Government Bond | |||
EGP 1,620,000 | 14.48%, 04/06/2026 | 86,602 | |
2,640,000 | 14.56%, 07/06/2026 | 141,014 | |
$ 130,000 | Egypt Government International Bond 6.88%, 04/30/2040(1) | 92,374 | |
319,990 | |||
Hong Kong - 0.3% | |||
200,000 | Airport Authority 2.50%, 01/12/2032(1) | 176,757 | |
Hungary - 1.7% | |||
Hungary Government Bond | |||
HUF 32,920,000 | 2.25%, 04/20/2033 | 59,974 | |
61,780,000 | 3.00%, 08/21/2030 | 129,741 | |
116,390,000 | 3.25%, 10/22/2031 | 244,185 | |
Hungary Government International Bond | |||
EUR 305,000 | 1.13%, 04/28/2026(1) | 301,650 | |
$ 400,000 | 2.13%, 09/22/2031(1) | 320,293 | |
1,055,843 | |||
Indonesia - 4.5% | |||
Indonesia Treasury Bond | |||
IDR 1,026,000,000 | 5.13%, 04/15/2027 | 67,300 | |
1,203,000,000 | 5.50%, 04/15/2026 | 80,784 | |
2,213,000,000 | 5.63%, 05/15/2023 | 154,553 | |
7,404,000,000 | 6.13%, 05/15/2028 | 495,914 | |
2,597,000,000 | 7.00%, 05/15/2027 | 182,876 | |
2,346,000,000 | 7.13%, 06/15/2042 | 158,872 | |
5,458,000,000 | 7.50%, 08/15/2032 | 384,751 | |
2,252,000,000 | 7.50%, 06/15/2035 | 157,511 | |
3,485,000,000 | 7.50%, 05/15/2038 | 243,998 | |
5,128,000,000 | 7.50%, 04/15/2040 | 360,803 | |
3,019,000,000 | 8.25%, 06/15/2032 | 225,159 | |
705,000,000 | 8.25%, 05/15/2036 | 52,129 | |
2,251,000,000 | 8.38%, 04/15/2039 | 170,787 | |
495,000,000 | 8.75%, 05/15/2031 | 37,759 | |
2,773,196 | |||
Macedonia - 0.2% | |||
EUR 110,000 | North Macedonia Government International Bond 3.68%, 06/03/2026(2) | 111,960 | |
Malaysia - 8.3% | |||
Malaysia Government Bond | |||
MYR 5,550,000 | 3.48%, 03/15/2023 | 1,285,457 |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% - (continued) | |||
Malaysia - 8.3% - (continued) | |||
MYR 2,485,000 | 3.48%, 06/14/2024 | $ 570,767 | |
375,000 | 3.50%, 05/31/2027 | 83,387 | |
3,648,000 | 3.76%, 04/20/2023 | 847,738 | |
790,000 | 3.76%, 05/22/2040 | 155,289 | |
1,265,000 | 3.83%, 07/05/2034 | 263,793 | |
1,215,000 | 3.89%, 08/15/2029 | 267,788 | |
350,000 | 3.90%, 11/30/2026 | 80,327 | |
1,320,000 | 3.90%, 11/16/2027 | 297,791 | |
480,000 | 3.91%, 07/15/2026 | 110,361 | |
810,000 | 3.96%, 09/15/2025 | 187,362 | |
305,000 | 4.25%, 05/31/2035 | 65,390 | |
210,000 | 4.64%, 11/07/2033 | 47,602 | |
320,000 | 4.76%, 04/07/2037 | 72,474 | |
Malaysia Government Investment Issue | |||
2,070,000 | 3.47%, 10/15/2030 | 442,411 | |
700,000 | 3.66%, 10/15/2024 | 161,327 | |
455,000 | 3.73%, 03/31/2026 | 104,019 | |
35,000 | 4.13%, 08/15/2025 | 8,141 | |
340,000 | 4.13%, 07/09/2029 | 76,543 | |
5,127,967 | |||
Mexico - 8.1% | |||
Mexican Bonos | |||
MXN 14,804,100 | 5.00%, 03/06/2025 | 651,158 | |
16,585,000 | 5.50%, 03/04/2027 | 698,762 | |
13,504,800 | 5.75%, 03/05/2026 | 590,706 | |
4,108,400 | 6.50%, 06/09/2022 | 200,970 | |
11,981,200 | 7.50%, 06/03/2027 | 550,290 | |
18,431,900 | 7.75%, 05/29/2031 | 828,142 | |
2,103,000 | 7.75%, 11/23/2034 | 92,189 | |
4,644,600 | 7.75%, 11/13/2042 | 196,907 | |
650,000 | 8.00%, 12/07/2023 | 31,396 | |
4,718,600 | 8.00%, 11/07/2047 | 203,534 | |
6,376,300 | 8.50%, 05/31/2029 | 303,037 | |
10,124,200 | 8.50%, 11/18/2038 | 468,423 | |
2,437,500 | 10.00%, 12/05/2024 | 121,978 | |
1,764,500 | 10.00%, 11/20/2036 | 92,241 | |
5,029,733 | |||
Oman - 0.3% | |||
$ 200,000 | Oman Government International Bond 7.00%, 01/25/2051(1) | 192,100 | |
Peru - 2.5% | |||
Peru Government Bond | |||
PEN 1,450,000 | 5.40%, 08/12/2034 | 299,124 | |
585,000 | 5.94%, 02/12/2029 | 137,568 | |
1,435,000 | 6.15%, 08/12/2032 | 325,798 | |
1,045,000 | 6.35%, 08/12/2028 | 254,246 | |
545,000 | 6.90%, 08/12/2037 | 125,627 | |
1,045,000 | 6.95%, 08/12/2031 | 255,313 | |
532,000 | 8.20%, 08/12/2026 | 144,767 | |
1,542,443 | |||
Poland - 2.7% | |||
Republic of Poland Government Bond | |||
PLN 640,000 | 1.25%, 10/25/2030 | 97,372 | |
565,000 | 1.75%, 04/25/2032 | 85,688 | |
1,750,000 | 2.50%, 07/25/2026 | 331,758 | |
1,735,000 | 3.21%, 01/25/2026(7) | 378,333 | |
795,000 | 3.25%, 07/25/2025 | 160,560 | |
2,964,000 | 3.75%, 05/25/2027 | 582,100 | |
1,635,811 | |||
Romania - 1.4% | |||
$ 82,000 | Romania 3.00%, 02/27/2027(2) | 76,159 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% - (continued) | |||
Romania - 1.4% - (continued) | |||
Romania Government Bond | |||
RON 360,000 | 3.65%, 09/24/2031 | $ 58,504 | |
410,000 | 4.75%, 02/24/2025 | 83,565 | |
590,000 | 4.75%, 10/11/2034 | 99,416 | |
280,000 | 5.00%, 02/12/2029 | 53,122 | |
Romanian Government International Bond | |||
EUR 85,000 | 1.38%, 12/02/2029(1) | 72,528 | |
10,000 | 2.63%, 12/02/2040(2) | 6,993 | |
85,000 | 2.63%, 12/02/2040(1) | 59,445 | |
$ 394,000 | 3.00%, 02/27/2027(1) | 365,935 | |
875,667 | |||
Russia - 0.0% | |||
Russian Federal Bond - OFZ | |||
RUB 27,720,000 | 5.90%, 03/12/2031(8)(9) | 1 | |
15,930,000 | 6.00%, 10/06/2027(8)(9)(10) | — | |
16,390,000 | 6.10%, 07/18/2035(8)(9)(10) | — | |
5,670,000 | 6.90%, 05/23/2029(8)(9)(10) | — | |
24,325,000 | 7.00%, 08/16/2023(8)(9)(10) | — | |
38,215,000 | 7.05%, 01/19/2028(8)(9)(10) | 1 | |
12,370,000 | 7.25%, 05/10/2034(8)(9)(10) | — | |
18,440,000 | 7.65%, 04/10/2030(8)(9)(10) | — | |
2,075,000 | 7.70%, 03/23/2033(8)(9)(10) | — | |
20,950,000 | 7.95%, 10/07/2026(8)(9)(10) | — | |
24,755,000 | 8.15%, 02/03/2027(8)(9)(10) | 1 | |
9,680,000 | 8.50%, 09/17/2031(8)(9)(10) | — | |
3 | |||
Serbia - 0.4% | |||
EUR 285,000 | Serbia International Bond 3.13%, 05/15/2027(2) | 269,795 | |
South Africa - 6.7% | |||
Republic of South Africa Government Bond | |||
ZAR 5,221,770 | 6.50%, 02/28/2041 | 213,301 | |
3,480,000 | 7.00%, 02/28/2031 | 179,636 | |
1,060,000 | 7.75%, 02/28/2023 | 68,293 | |
5,265,000 | 8.00%, 01/31/2030 | 298,381 | |
20,180,000 | 8.25%, 03/31/2032 | 1,112,344 | |
4,985,000 | 8.50%, 01/31/2037 | 260,606 | |
15,400,000 | 8.75%, 01/31/2044 | 794,744 | |
13,870,000 | 8.88%, 02/28/2035 | 764,969 | |
3,499,000 | 9.00%, 01/31/2040 | 187,285 | |
3,461,000 | 10.50%, 12/21/2026 | 237,125 | |
4,116,684 | |||
Supranational - 0.5% | |||
14,700,000 | Asian Development Bank 0.01%, 04/30/2040(3) | 153,261 | |
MXN 7,000,000 | European Bank For Reconstruction & Development 0.00%, 01/19/2032(3) | 131,364 | |
TRY 1,000,000 | International Finance Corp. 0.00%, 05/09/2027(3) | 14,547 | |
299,172 | |||
Thailand - 3.9% | |||
Thailand Government Bond | |||
THB 11,030,000 | 1.59%, 12/17/2035 | 261,991 | |
7,352,000 | 1.60%, 12/17/2029 | 199,033 | |
2,065,000 | 1.60%, 06/17/2035 | 49,803 | |
1,095,000 | 1.88%, 06/17/2022 | 32,024 | |
3,805,000 | 2.00%, 06/17/2042 | 81,652 | |
17,095,000 | 2.13%, 12/17/2026 | 496,613 | |
6,450,000 | 2.88%, 12/17/2028 | 192,026 | |
8,165,000 | 3.30%, 06/17/2038 | 230,064 | |
8,205,000 | 3.40%, 06/17/2036 | 240,823 |
26 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 57.9% - (continued) | |||
Thailand - 3.9% - (continued) | |||
THB 9,555,000 | 3.65%, 06/20/2031 | $ 300,132 | |
7,820,000 | 3.78%, 06/25/2032 | 245,881 | |
1,770,000 | 4.88%, 06/22/2029 | 59,125 | |
2,389,167 | |||
Uruguay - 0.0% | |||
UYU 1,245,000 | Uruguay Government International Bond 8.50%, 03/15/2028(1) | 28,465 | |
Total Foreign Government Obligations (cost $43,030,779) | $ 35,755,038 | ||
Total Long-Term Investments (cost $63,369,814) | $ 53,706,445 | ||
SHORT-TERM INVESTMENTS - 10.1% | |||
Repurchase Agreements - 9.6% | |||
5,944,922 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $5,945,041; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $6,063,863 | $ 5,944,922 | |
Securities Lending Collateral - 0.5% | |||
94,407 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(11) | 94,407 | |
229,011 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(11) | 229,011 | |
323,418 | |||
Total Short-Term Investments (cost $6,268,340) | $ 6,268,340 | ||
Total Investments Excluding Purchased Options (cost $69,638,154) | 97.0% | $ 59,974,785 | |
Total Purchased Options (cost $300,925) | 0.4% | $ 235,178 | |
Total Investments (cost $69,939,079) | 97.4% | $ 60,209,963 | |
Other Assets and Liabilities | 2.6% | 1,589,127 | |
Total Net Assets | 100.0% | $ 61,799,090 |
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. |
(1) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $12,037,020, representing 19.5% of net assets. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $9,595,368, representing 15.5% of net assets. |
(3) | Security is a zero-coupon bond. |
(4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(8) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $3, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(9) | Investment valued using significant unobservable inputs. |
(10) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(11) | Current yield as of period end. |
OTC Option Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Purchased option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
EUR Call/USD Put | MSC | 1.18 | EUR | 05/05/2022 | 799,000 | EUR | 799,000 | $ 1 | $ 4,727 | $ (4,726) | |||||||||
USD Call/BRL Put | DEUT | 6.34 | USD | 07/12/2022 | 915,000 | USD | 915,000 | 1,740 | 27,936 | (26,196) | |||||||||
USD Call/BRL Put | GSC | 5.76 | USD | 01/24/2023 | 637,000 | USD | 637,000 | 26,308 | 18,027 | 8,281 | |||||||||
USD Call/CNH Put | GSC | 6.74 | USD | 07/26/2022 | 618,000 | USD | 618,000 | 5,500 | 2,892 | 2,608 | |||||||||
USD Call/INR Put | DEUT | 76.84 | USD | 08/11/2022 | 605,000 | USD | 605,000 | 10,527 | 9,303 | 1,224 |
27 |
April 30, 2022 (Unaudited)
OTC Option Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Purchased – (continued): | |||||||||||||||||||
Call – (continued): | |||||||||||||||||||
USD Call/MXN Put | MSC | 20.55 | USD | 07/21/2022 | 957,000 | USD | 957,000 | $ 26,222 | $ 21,336 | $ 4,886 | |||||||||
USD Call/MXN Put | MSC | 20.42 | USD | 10/04/2022 | 578,000 | USD | 578,000 | 26,935 | 18,892 | 8,043 | |||||||||
USD Call/ZAR Put | MSC | 16.31 | USD | 07/21/2022 | 1,273,000 | USD | 1,273,000 | 27,751 | 16,485 | 11,266 | |||||||||
Total Call | $ 124,984 | $ 119,598 | $ 5,386 | ||||||||||||||||
Put | |||||||||||||||||||
EUR Put/CZK Call | GSC | 24.25 | EUR | 07/21/2022 | 881,000 | EUR | 881,000 | $ 2,510 | $ 4,199 | $ (1,689) | |||||||||
EUR Put/PLN Call | MSC | 4.15 | USD | 09/26/2022 | 844,000 | USD | 844,000 | 5,824 | 10,503 | (4,679) | |||||||||
GBP Put/USD Call | MSC | 1.26 | GBP | 10/07/2022 | 711,000 | GBP | 711,000 | 20,831 | 9,562 | 11,269 | |||||||||
USD Put/CLP Call | MSC | 774.30 | USD | 09/08/2022 | 559,000 | USD | 559,000 | 2,124 | 8,737 | (6,613) | |||||||||
USD Put/CLP Call | MSC | 774.30 | USD | 09/08/2022 | 559,000 | USD | 559,000 | 2,124 | 8,737 | (6,613) | |||||||||
USD Put/CNH Call | CBK | 6.30 | USD | 09/14/2022 | 844,000 | USD | 844,000 | 591 | 4,258 | (3,667) | |||||||||
USD Put/CNH Call | MSC | 6.32 | USD | 09/15/2022 | 560,000 | USD | 560,000 | 448 | 2,929 | (2,481) | |||||||||
USD Put/COP Call | DEUT | 3,572.00 | USD | 10/06/2022 | 622,000 | USD | 622,000 | 3,110 | 9,954 | (6,844) | |||||||||
USD Put/HUF Call | CBK | 328.54 | USD | 09/22/2022 | 843,000 | USD | 843,000 | 3,456 | 10,900 | (7,444) | |||||||||
USD Put/HUF Call | MSC | 330.65 | USD | 09/26/2022 | 844,000 | USD | 844,000 | 4,136 | 10,873 | (6,737) | |||||||||
USD Put/MXN Call | MSC | 20.55 | USD | 07/21/2022 | 957,000 | USD | 957,000 | 17,513 | 21,336 | (3,823) | |||||||||
USD Put/MXN Call | MSC | 20.30 | USD | 08/02/2022 | 600,000 | USD | 600,000 | 7,380 | 6,498 | 882 | |||||||||
USD Put/MXN Call | DEUT | 20.91 | USD | 09/26/2022 | 563,000 | USD | 563,000 | 16,440 | 18,788 | (2,348) | |||||||||
USD Put/MXN Call | MSC | 20.42 | USD | 10/04/2022 | 578,000 | USD | 578,000 | 10,288 | 18,891 | (8,603) | |||||||||
USD Put/PLN Call | CBK | 4.11 | USD | 09/22/2022 | 843,000 | USD | 843,000 | 4,805 | 10,371 | (5,566) | |||||||||
USD Put/ZAR Call | DEUT | 15.07 | USD | 09/26/2022 | 563,000 | USD | 563,000 | 8,614 | 24,791 | (16,177) | |||||||||
Total Put | $ 110,194 | $ 181,327 | $ (71,133) | ||||||||||||||||
Total purchased OTC option contracts | $ 235,178 | $ 300,925 | $ (65,747) | ||||||||||||||||
Written option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
EUR Call/CZK Put | GSC | 25.38 | EUR | 07/21/2022 | (881,000) | EUR | (881,000) | $ (6,599) | $ (5,533) | $ (1,066) | |||||||||
USD Call/INR Put | DEUT | 79.09 | USD | 08/11/2022 | (605,000) | USD | (605,000) | (4,295) | (3,918) | (377) | |||||||||
Total Call | $ (10,894) | $ (9,451) | $ (1,443) | ||||||||||||||||
Puts | |||||||||||||||||||
EUR Put/PLN Call | MSC | 4.75 | EUR | 06/08/2022 | (289,000) | EUR | (289,000) | $ (6,220) | $ (2,688) | $ (3,532) | |||||||||
EUR Put/PLN Call | MSC | 4.39 | USD | 09/26/2022 | (844,000) | USD | (844,000) | (18,652) | (32,742) | 14,090 | |||||||||
USD Put/BRL Call | GSC | 4.58 | USD | 01/24/2023 | (637,000) | USD | (637,000) | (9,173) | (13,995) | 4,822 | |||||||||
USD Put/CAD Call | MSC | 1.27 | USD | 08/08/2022 | (1,208,000) | USD | (1,208,000) | (14,965) | (23,931) | 8,966 | |||||||||
USD Put/CLP Call | MSC | 830.80 | USD | 09/08/2022 | (559,000) | USD | (559,000) | (9,447) | (25,077) | 15,630 | |||||||||
USD Put/CLP Call | MSC | 830.80 | USD | 09/08/2022 | (559,000) | USD | (559,000) | (9,447) | (25,077) | 15,630 | |||||||||
USD Put/CNH Call | GSC | 6.49 | USD | 07/26/2022 | (618,000) | USD | (618,000) | (1,545) | (2,355) | 810 | |||||||||
USD Put/COP Call | DEUT | 3,850.00 | USD | 10/06/2022 | (622,000) | USD | (622,000) | (12,440) | (28,926) | 16,486 | |||||||||
USD Put/HUF Call | MSC | 353.40 | USD | 07/25/2022 | (627,000) | USD | (627,000) | (10,345) | (16,809) | 6,464 | |||||||||
USD Put/HUF Call | CBK | 348.95 | USD | 09/22/2022 | (843,000) | USD | (843,000) | (13,235) | (33,151) | 19,916 | |||||||||
USD Put/HUF Call | MSC | 351.00 | USD | 09/26/2022 | (844,000) | USD | (844,000) | (15,108) | (33,458) | 18,350 | |||||||||
USD Put/KRW Call | MSC | 1,190.00 | USD | 09/15/2022 | (560,000) | USD | (560,000) | (2,744) | (5,177) | 2,433 | |||||||||
USD Put/MXN Call | DEUT | 19.85 | USD | 09/26/2022 | (563,000) | USD | (563,000) | (5,123) | (6,305) | 1,182 | |||||||||
USD Put/PLN Call | GSC | 4.38 | USD | 07/25/2022 | (627,000) | USD | (627,000) | (10,596) | (15,444) | 4,848 | |||||||||
USD Put/PLN Call | CBK | 4.36 | USD | 09/22/2022 | (843,000) | USD | (843,000) | (16,017) | (31,712) | 15,695 | |||||||||
USD Put/RUB Call | MSC | 77.81 | USD | 07/12/2022 | (600,000) | USD | (600,000) | (46,883) | (25,923) | (20,960) | |||||||||
USD Put/THB Call | DEUT | 34.46 | USD | 08/01/2022 | (1,236,000) | USD | (1,236,000) | (24,473) | (20,806) | (3,667) | |||||||||
USD Put/TRY Call | MSC | 15.15 | USD | 07/20/2022 | (601,000) | USD | (601,000) | (12,681) | (54,216) | 41,535 | |||||||||
USD Put/TRY Call | MSC | 18.06 | USD | 09/14/2022 | (563,000) | USD | (563,000) | (77,131) | (57,019) | (20,112) | |||||||||
USD Put/ZAR Call | MSC | 14.67 | USD | 07/21/2022 | (1,273,000) | USD | (1,273,000) | (5,347) | (12,985) | 7,638 | |||||||||
USD Put/ZAR Call | DEUT | 14.06 | USD | 09/26/2022 | (563,000) | USD | (563,000) | (1,971) | (8,412) | 6,441 | |||||||||
Total puts | $ (323,543) | $ (476,208) | $ 152,665 | ||||||||||||||||
Total Written Option Contracts OTC option contracts | $ (334,437) | $ (485,659) | $ 151,222 |
28 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 11 | 06/30/2022 | $ 2,318,937 | $ (23,238) | ||||
U.S. Treasury 5-Year Note Future | 3 | 06/30/2022 | 338,016 | (1,216) | ||||
U.S. Treasury Ultra Bond Future | 4 | 06/21/2022 | 641,750 | (44,736) | ||||
Total | $ (69,190) | |||||||
Short position contracts: | ||||||||
Euro-BOBL Future | 6 | 06/08/2022 | $ 805,011 | $ 24,237 | ||||
Euro-BUND Future | 2 | 06/08/2022 | 324,060 | 14,894 | ||||
Euro-Schatz Future | 1 | 06/08/2022 | 116,198 | 1,687 | ||||
U.S. Treasury 10-Year Note Future | 40 | 06/21/2022 | 4,766,250 | 227,517 | ||||
U.S. Treasury 10-Year Ultra Future | 1 | 06/21/2022 | 129,000 | 1,779 | ||||
U.S. Treasury Long Bond Future | 3 | 06/21/2022 | 422,062 | 3,870 | ||||
Total | $ 273,984 | |||||||
Total futures contracts | $ 204,794 |
OTC Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||||
BOA | 8.59% Fixed | BZDIOVRA | BRL | 723,075 | 01/04/2027 | Maturity | $ — | $ — | $ 12,566 | $ 12,566 | |||||||||
BOA | BZDIOVRA | 11.17% Fixed | BRL | 2,032,340 | 01/04/2027 | Maturity | — | — | (5,931) | (5,931) | |||||||||
GSC | BZDIOVRA | 10.40% Fixed | BRL | 385,391 | 01/02/2029 | Maturity | — | — | (3,225) | (3,225) | |||||||||
GSC | BZDIOVRA | 10.81% Fixed | BRL | 1,645,301 | 01/02/2024 | Maturity | — | — | (7,005) | (7,005) | |||||||||
JPM | 5.96% Fixed | 6 Mo. MIBOR | INR | 27,615,000 | 06/15/2027 | Semi-Annual | — | — | 11,788 | 11,788 | |||||||||
JPM | BZDIOVRA | 11.23% Fixed | BRL | 1,643,852 | 01/02/2025 | Maturity | — | — | (4,583) | (4,583) | |||||||||
JPM | BZDIOVRA | 11.84% Fixed | BRL | 1,459,402 | 01/02/2025 | Maturity | — | — | 767 | 767 | |||||||||
MSC | BZDIOVRA | 7.05% Fixed | BRL | 30,390 | 07/03/2023 | Maturity | — | — | (1) | (1) | |||||||||
MSC | BZDIOVRA | 7.95% Fixed | BRL | 737,284 | 01/02/2029 | Maturity | — | — | (18,197) | (18,197) | |||||||||
MSC | BZDIOVRA | 8.77% Fixed | BRL | 1,064,756 | 07/01/2024 | Maturity | — | — | (11,600) | (11,600) | |||||||||
SCB | 5.95% Fixed | 6 Mo. MIBOR | INR | 73,860,000 | 06/15/2027 | Semi-Annual | — | — | 32,200 | 32,200 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 6,779 | $ 6,779 |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
CDX.EM.37.V1 | USD | 205,000 | (1.00%) | 06/20/2027 | Quarterly | $ 11,850 | $ 15,831 | $ 3,981 | |||||||
Total centrally cleared credit default swap contracts | $ 11,850 | $ 15,831 | $ 3,981 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
1 Mo. CLICP | 7.87% Fixed | CLP | 626,195,000 | 06/15/2024 | Semi-Annual | $ — | $ — | $ 2,538 | $ 2,538 | ||||||||
1 Mo. CLICP | 7.07% Fixed | CLP | 311,225,000 | 06/15/2024 | Semi-Annual | — | — | (3,986) | (3,986) | ||||||||
1 Mo. CLICP | 7.36% Fixed | CLP | 626,195,000 | 06/15/2024 | Semi-Annual | — | — | (4,203) | (4,203) | ||||||||
1 Mo. CLICP | 7.01% Fixed | CLP | 933,680,000 | 06/15/2024 | Semi-Annual | — | — | (13,233) | (13,233) | ||||||||
6.09% Fixed | 1 Mo. CLICP | CLP | 543,630,000 | 06/15/2027 | Semi-Annual | — | — | 15,066 | 15,066 |
29 |
April 30, 2022 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
6.29% Fixed | 1 Mo. CLICP | CLP | 815,335,000 | 06/15/2027 | Semi-Annual | $ — | $ — | $ 14,888 | $ 14,888 | ||||||||
5.62% Fixed | 1 Mo. CLICP | CLP | 150,475,000 | 06/15/2027 | Semi-Annual | — | — | 7,513 | 7,513 | ||||||||
6.21% Fixed | 1 Mo. CLICP | CLP | 271,780,000 | 06/15/2027 | Semi-Annual | — | — | 6,055 | 6,055 | ||||||||
6.52% Fixed | 1 Mo. CLICP | CLP | 543,630,000 | 06/15/2027 | Semi-Annual | — | — | 4,017 | 4,017 | ||||||||
1 Mo. CLICP | 5.96% Fixed | CLP | 75,930,000 | 06/15/2032 | Semi-Annual | — | — | (2,230) | (2,230) | ||||||||
1 Mo. CLICP | 6.15% Fixed | CLP | 227,790,000 | 06/15/2032 | Semi-Annual | — | — | (3,228) | (3,228) | ||||||||
1 Mo. CLICP | 5.90% Fixed | CLP | 153,015,000 | 06/15/2032 | Semi-Annual | — | — | (5,155) | (5,155) | ||||||||
1 Mo. CLICP | 5.73% Fixed | CLP | 153,010,000 | 06/15/2032 | Semi-Annual | — | — | (7,259) | (7,259) | ||||||||
1 Mo. MXN TIIE | 8.36% Fixed | MXN | 44,560,000 | 03/06/2024 | Lunar | — | — | (28,406) | (28,406) | ||||||||
1 Mo. MXN TIIE | 6.40% Fixed | MXN | 5,615,000 | 07/16/2026 | Lunar | — | — | (26,762) | (26,762) | ||||||||
1 Mo. MXN TIIE | 6.42% Fixed | MXN | 2,765,000 | 06/05/2028 | Lunar | — | — | (16,767) | (16,767) | ||||||||
8.31% Fixed | 1 Mo. MXN TIIE | MXN | 11,345,000 | 02/25/2032 | Lunar | — | — | 23,428 | 23,428 | ||||||||
7.06% Fixed | 3M ZAR JIBAR | ZAR | 25,665,000 | 06/15/2027 | Quarterly | — | — | 34,693 | 34,693 | ||||||||
3M ZAR JIBAR | 8.02% Fixed | ZAR | 10,990,000 | 06/15/2032 | Quarterly | — | — | (26,160) | (26,160) | ||||||||
6M CZK PRIBOR | 3.57% Fixed | CZK | 36,790,000 | 06/15/2027 | Annual | — | — | (94,081) | (94,081) | ||||||||
3.09% Fixed | 6M CZK PRIBOR | CZK | 18,775,000 | 06/15/2032 | Annual | — | — | 86,672 | 86,672 | ||||||||
0.47% Fixed | 6M EURIBOR | EUR | 210,000 | 06/15/2027 | Annual | — | (69) | 10,917 | 10,986 | ||||||||
6M HUF BUBOR | 5.51% Fixed | HUF | 357,135,000 | 06/15/2027 | Annual | — | — | (72,651) | (72,651) | ||||||||
5.18% Fixed | 6M HUF BUBOR | HUF | 130,325,000 | 06/15/2032 | Annual | — | — | 41,619 | 41,619 | ||||||||
5.30% Fixed | 6M WIBOR PLN | PLN | 1,140,000 | 06/15/2027 | Annual | — | — | 12,252 | 12,252 | ||||||||
6M WIBOR PLN | 4.11% Fixed | PLN | 3,440,000 | 06/15/2027 | Annual | — | — | (75,326) | (75,326) | ||||||||
3.87% Fixed | 6M WIBOR PLN | PLN | 605,000 | 06/15/2032 | Annual | — | — | 20,556 | 20,556 | ||||||||
Total centrally cleared interest rate swaps contracts | $ — | $ (69) | $ (99,233) | $ (99,164) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
105,000 | AUD | 78,238 | USD | UBS | 06/15/2022 | $ (3,987) | ||||
96,000 | AUD | 71,940 | USD | JPM | 06/15/2022 | (4,054) | ||||
149,000 | AUD | 112,372 | USD | BNP | 06/15/2022 | (7,007) | ||||
1,190,000 | AUD | 872,395 | USD | TDB | 06/15/2022 | (30,891) | ||||
20,093,000 | BRL | 3,846,691 | USD | MSC | 06/02/2022 | 174,396 | ||||
1,580,000 | BRL | 308,309 | USD | CBK | 06/02/2022 | 7,887 | ||||
470,000 | BRL | 93,254 | USD | JPM | 06/02/2022 | 804 | ||||
415,000 | BRL | 84,590 | USD | DEUT | 06/02/2022 | (1,539) | ||||
700,000 | BRL | 144,622 | USD | GSC | 06/02/2022 | (4,535) | ||||
960,000 | BRL | 199,709 | USD | MLI | 06/02/2022 | (7,590) | ||||
4,000,000 | BRL | 840,417 | USD | BNP | 06/02/2022 | (39,922) | ||||
2,007,000 | BRL | 339,502 | USD | CBK | 07/05/2022 | 58,204 | ||||
2,214,000 | BRL | 397,308 | USD | DEUT | 07/14/2022 | 40,255 | ||||
1,461,000 | BRL | 287,203 | USD | GSC | 01/26/2023 | (12,916) | ||||
1,645,000 | BRL | 281,919 | USD | GSC | 02/10/2023 | 26,029 | ||||
155,000 | CAD | 122,893 | USD | MSC | 06/15/2022 | (2,251) | ||||
120,000 | CAD | 95,930 | USD | BOA | 06/15/2022 | (2,530) | ||||
130,000 | CAD | 104,184 | USD | WEST | 06/15/2022 | (3,000) | ||||
847,000 | CAD | 665,880 | USD | MSC | 08/09/2022 | (6,822) | ||||
363,620,000 | CLP | 423,232 | USD | MSC | 05/03/2022 | 2,988 | ||||
113,436,000 | CLP | 136,917 | USD | BOA | 05/03/2022 | (3,952) | ||||
363,620,000 | CLP | 424,666 | USD | MSC | 06/15/2022 | (2,242) | ||||
93,300,000 | CLP | 115,456 | USD | GSC | 06/15/2022 | (7,068) | ||||
94,100,000 | CLP | 119,720 | USD | SCB | 06/15/2022 | (10,403) | ||||
110,400,000 | CLP | 139,166 | USD | BOA | 06/15/2022 | (10,912) | ||||
220,700,000 | CLP | 275,942 | USD | BNP | 06/15/2022 | (19,551) | ||||
648,785,000 | CLP | 791,099 | USD | CBK | 06/15/2022 | (37,395) | ||||
90,316,000 | CLP | 103,811 | USD | MSC | 06/22/2022 | 968 | ||||
281,832,000 | CLP | 339,230 | USD | MSC | 09/12/2022 | (16,914) | ||||
250,000 | CNH | 38,953 | USD | UBS | 06/15/2022 | (1,440) | ||||
302,000 | CNH | 47,166 | USD | BCLY | 06/15/2022 | (1,849) |
30 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
690,000 | CNH | 108,018 | USD | BMO | 06/15/2022 | $ (4,480) | ||||
2,474,000 | CNH | 377,861 | USD | CBK | 06/15/2022 | (6,624) | ||||
1,065,000 | CNH | 167,358 | USD | MSC | 06/15/2022 | (7,549) | ||||
1,657,000 | CNH | 256,451 | USD | BNP | 06/15/2022 | (7,810) | ||||
2,980,000 | CNH | 465,110 | USD | RBS | 06/15/2022 | (17,945) | ||||
4,475,000 | CNH | 693,719 | USD | DEUT | 06/15/2022 | (22,223) | ||||
9,352,000 | CNH | 1,452,009 | USD | GSC | 06/15/2022 | (48,694) | ||||
16,793,912 | CNH | 2,629,072 | USD | JPM | 06/15/2022 | (109,060) | ||||
2,504,000 | CNH | 387,882 | USD | CBK | 07/11/2022 | (12,636) | ||||
678,000 | CNH | 105,719 | USD | MSC | 07/13/2022 | (4,125) | ||||
1,807,000 | CNH | 273,610 | USD | GSC | 07/28/2022 | (3,038) | ||||
623,700,000 | COP | 161,901 | USD | RBS | 06/15/2022 | (5,541) | ||||
1,283,500,000 | COP | 330,809 | USD | GSC | 06/15/2022 | (9,039) | ||||
1,573,200,000 | COP | 415,139 | USD | BNP | 06/15/2022 | (20,742) | ||||
2,051,227,000 | COP | 536,935 | USD | CBK | 06/15/2022 | (22,698) | ||||
753,474,000 | COP | 195,708 | USD | DEUT | 10/11/2022 | (10,532) | ||||
4,070,000 | CZK | 174,532 | USD | CBK | 06/15/2022 | (1,006) | ||||
1,510,000 | CZK | 68,115 | USD | BMO | 06/15/2022 | (3,735) | ||||
6,650,000 | CZK | 293,301 | USD | GSC | 06/15/2022 | (9,774) | ||||
4,830,000 | CZK | 216,481 | USD | DEUT | 06/15/2022 | (10,552) | ||||
6,850,000 | CZK | 303,235 | USD | BCLY | 06/15/2022 | (11,183) | ||||
34,998,000 | CZK | 1,532,345 | USD | BNP | 06/15/2022 | (40,190) | ||||
2,430,000 | EGP | 128,912 | USD | GSC | 06/15/2022 | (950) | ||||
15,780,000 | EGP | 945,443 | USD | CBK | 06/15/2022 | (114,480) | ||||
168,000 | EUR | 183,009 | USD | MSC | 06/10/2022 | (5,442) | ||||
23,000 | EUR | 24,252 | USD | GSC | 06/15/2022 | 65 | ||||
5,000 | EUR | 5,574 | USD | BOA | 06/15/2022 | (287) | ||||
13,000 | EUR | 14,178 | USD | SSG | 06/15/2022 | (434) | ||||
16,000 | EUR | 17,882 | USD | MSC | 06/15/2022 | (966) | ||||
64,000 | EUR | 69,887 | USD | UBS | 06/15/2022 | (2,222) | ||||
115,000 | EUR | 127,376 | USD | CBA | 06/15/2022 | (5,791) | ||||
169,000 | EUR | 184,901 | USD | BNP | 06/15/2022 | (6,224) | ||||
143,000 | EUR | 157,964 | USD | RBC | 06/15/2022 | (6,776) | ||||
170,000 | EUR | 187,314 | USD | TDB | 06/15/2022 | (7,579) | ||||
298,000 | EUR | 329,445 | USD | SCB | 06/15/2022 | (14,381) | ||||
3,261,000 | EUR | 3,648,084 | USD | DEUT | 06/15/2022 | (200,357) | ||||
379,000 | EUR | 412,417 | USD | GSC | 07/25/2022 | (10,769) | ||||
105,000 | EUR | 117,193 | USD | GSC | 08/03/2022 | (5,861) | ||||
87,000 | EUR | 97,107 | USD | GSC | 08/04/2022 | (4,855) | ||||
114,000 | EUR | 126,791 | USD | MSC | 09/16/2022 | (5,538) | ||||
97,000 | GBP | 122,032 | USD | DEUT | 06/15/2022 | (51) | ||||
119,000 | GBP | 156,289 | USD | BCLY | 06/15/2022 | (6,643) | ||||
118,000 | GBP | 155,246 | USD | MSC | 06/15/2022 | (6,857) | ||||
198,000 | GBP | 256,950 | USD | BNP | 06/15/2022 | (7,957) | ||||
95,000 | GBP | 129,072 | USD | MSC | 08/25/2022 | (9,520) | ||||
142,000 | GBP | 185,929 | USD | MSC | 10/11/2022 | (7,113) | ||||
11,300,000 | HUF | 33,766 | USD | SSG | 06/15/2022 | (2,449) | ||||
45,300,000 | HUF | 130,482 | USD | GSC | 06/15/2022 | (4,935) | ||||
56,700,000 | HUF | 164,923 | USD | BNP | 06/15/2022 | (7,782) | ||||
721,088,000 | HUF | 2,112,628 | USD | DEUT | 06/15/2022 | (114,169) | ||||
130,559,000 | HUF | 369,437 | USD | MSC | 07/27/2022 | (9,665) | ||||
92,265,000 | HUF | 264,408 | USD | CBK | 09/26/2022 | (12,350) | ||||
90,418,000 | HUF | 257,601 | USD | MSC | 09/28/2022 | (10,659) | ||||
2,242,000,000 | IDR | 154,653 | USD | BCLY | 06/15/2022 | (439) | ||||
4,238,000,000 | IDR | 293,723 | USD | GSC | 06/15/2022 | (2,216) | ||||
7,167,000,000 | IDR | 496,235 | USD | DEUT | 06/15/2022 | (3,260) | ||||
13,947,000,000 | IDR | 969,704 | USD | BNP | 06/15/2022 | (10,373) | ||||
34,353,467,000 | IDR | 2,398,483 | USD | JPM | 06/15/2022 | (35,511) | ||||
18,260,000 | INR | 238,150 | USD | CBK | 05/02/2022 | 665 | ||||
7,516,000 | INR | 98,078 | USD | MSC | 05/02/2022 | 221 | ||||
12,120,000 | INR | 155,355 | USD | DEUT | 06/15/2022 | 2,429 |
31 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
31,770,000 | INR | 414,399 | USD | BNP | 06/15/2022 | $ (801) | ||||
12,141,000 | INR | 157,991 | USD | DEUT | 08/17/2022 | (908) | ||||
187,248,000 | KRW | 150,624 | USD | MSC | 09/19/2022 | (1,171) | ||||
16,251,000 | MXN | 816,018 | USD | MSC | 05/04/2022 | (20,307) | ||||
44,614,000 | MXN | 2,098,652 | USD | CBK | 06/15/2022 | 68,026 | ||||
15,843,000 | MXN | 760,744 | USD | GSC | 06/15/2022 | 8,672 | ||||
7,980,000 | MXN | 386,364 | USD | BNP | 06/15/2022 | 1,185 | ||||
570,000 | MXN | 28,241 | USD | BMO | 06/15/2022 | (559) | ||||
2,640,000 | MXN | 129,580 | USD | DEUT | 06/15/2022 | (1,369) | ||||
3,210,000 | MXN | 159,659 | USD | RBS | 06/15/2022 | (3,765) | ||||
550,000 | MYR | 131,422 | USD | SCB | 06/15/2022 | (5,177) | ||||
1,910,000 | MYR | 453,219 | USD | BNP | 06/15/2022 | (14,804) | ||||
3,579,000 | MYR | 850,900 | USD | DEUT | 06/15/2022 | (29,388) | ||||
85,000 | NZD | 58,660 | USD | BNP | 06/15/2022 | (3,791) | ||||
120,000 | NZD | 82,652 | USD | UBS | 06/15/2022 | (5,190) | ||||
177,000 | NZD | 120,012 | USD | SGG | 06/15/2022 | (5,756) | ||||
235,000 | PEN | 62,952 | USD | BNP | 06/15/2022 | (2,066) | ||||
2,084,000 | PEN | 555,069 | USD | CBK | 06/15/2022 | (15,124) | ||||
15,420,000 | PHP | 294,331 | USD | BNP | 06/15/2022 | 419 | ||||
7,250,000 | PHP | 140,395 | USD | MSC | 06/15/2022 | (1,813) | ||||
693,000 | PLN | 152,731 | USD | MSC | 06/10/2022 | 2,777 | ||||
208,000 | PLN | 48,581 | USD | BOA | 06/15/2022 | (1,937) | ||||
255,000 | PLN | 59,698 | USD | GSC | 06/15/2022 | (2,514) | ||||
775,000 | PLN | 180,375 | USD | DEUT | 06/15/2022 | (6,580) | ||||
832,000 | PLN | 194,770 | USD | BCLY | 06/15/2022 | (8,193) | ||||
2,025,000 | PLN | 472,351 | USD | BMO | 06/15/2022 | (18,242) | ||||
16,672,000 | PLN | 3,884,255 | USD | BNP | 06/15/2022 | (145,536) | ||||
1,621,000 | PLN | 370,362 | USD | GSC | 07/27/2022 | (8,943) | ||||
1,224,000 | PLN | 280,605 | USD | CBK | 09/26/2022 | (9,994) | ||||
1,152,000 | PLN | 262,235 | USD | MSC | 09/28/2022 | (7,614) | ||||
875,000 | RON | 192,279 | USD | BCLY | 06/15/2022 | (6,934) | ||||
6,929,000 | RON | 1,537,869 | USD | GSC | 06/15/2022 | (70,146) | ||||
3,303,000 | RSD | 30,720 | USD | CBK | 06/15/2022 | (1,080) | ||||
7,937,000 | RUB | 92,722 | USD | GSC | 05/04/2022 | 17,667 | ||||
7,937,000 | RUB | 112,723 | USD | CBK | 05/04/2022 | (2,335) | ||||
8,210,000 | RUB | 97,738 | USD | GSC | 05/05/2022 | 16,229 | ||||
10,217,000 | RUB | 131,917 | USD | CBK | 05/12/2022 | 7,973 | ||||
8,210,000 | RUB | 110,498 | USD | GSC | 06/01/2022 | (2,083) | ||||
26,964,000 | RUB | 346,523 | USD | MSC | 07/13/2022 | (6,636) | ||||
4,645,000 | RUB | 54,776 | USD | GSC | 08/24/2022 | 2,109 | ||||
29,917,000 | THB | 900,843 | USD | DEUT | 06/10/2022 | (26,822) | ||||
3,070,000 | THB | 92,166 | USD | SGG | 06/15/2022 | (2,466) | ||||
9,020,000 | THB | 268,951 | USD | MSC | 06/15/2022 | (5,401) | ||||
11,960,000 | THB | 356,771 | USD | UBS | 06/15/2022 | (7,319) | ||||
19,770,000 | THB | 594,298 | USD | CBK | 06/15/2022 | (16,650) | ||||
63,408,000 | THB | 1,906,606 | USD | SCB | 06/15/2022 | (53,925) | ||||
24,311,000 | THB | 705,567 | USD | DEUT | 08/03/2022 | 5,814 | ||||
1,919,500 | TRY | 124,302 | USD | BCLY | 06/15/2022 | 567 | ||||
4,150,000 | TRY | 270,923 | USD | GSC | 06/15/2022 | (953) | ||||
5,759,000 | TRY | 380,132 | USD | GSC | 07/21/2022 | (15,786) | ||||
6,460,000 | TRY | 357,796 | USD | MSC | 09/15/2022 | 32,581 | ||||
1,589,000 | UYU | 36,700 | USD | CBK | 06/15/2022 | 1,882 | ||||
810,000 | ZAR | 52,784 | USD | CBK | 06/15/2022 | (1,756) | ||||
7,020,000 | ZAR | 450,292 | USD | BCLY | 06/15/2022 | (8,056) | ||||
2,960,000 | ZAR | 200,731 | USD | MSC | 06/15/2022 | (14,262) | ||||
29,746,000 | ZAR | 1,948,379 | USD | GSC | 06/15/2022 | (74,483) | ||||
9,107,000 | ZAR | 591,556 | USD | MSC | 07/25/2022 | (20,242) | ||||
7,259,000 | ZAR | 461,475 | USD | CBK | 07/27/2022 | (6,188) | ||||
1,035,877 | USD | 1,413,000 | AUD | TDB | 06/15/2022 | 36,679 | ||||
250,105 | USD | 345,000 | AUD | BNP | 06/15/2022 | 6,139 | ||||
91,871 | USD | 125,000 | AUD | BOA | 06/15/2022 | 3,478 |
32 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
67,721 | USD | 95,000 | AUD | MSC | 06/15/2022 | $ 543 | ||||
498,281 | USD | 2,360,000 | BRL | GSC | 06/02/2022 | 25,989 | ||||
256,301 | USD | 1,271,000 | BRL | CBK | 06/02/2022 | 1,943 | ||||
156,799 | USD | 825,000 | BRL | DEUT | 06/02/2022 | (8,303) | ||||
461,744 | USD | 2,595,000 | BRL | CBK | 07/05/2022 | (52,480) | ||||
526,453 | USD | 2,627,000 | BRL | CBK | 07/14/2022 | 7,266 | ||||
427,228 | USD | 2,181,000 | BRL | GSC | 02/10/2023 | 18,939 | ||||
119,054 | USD | 150,000 | CAD | JPM | 06/15/2022 | 2,304 | ||||
267,106 | USD | 341,000 | CAD | TDB | 06/15/2022 | 1,695 | ||||
79,015 | USD | 100,000 | CAD | BNP | 06/15/2022 | 1,182 | ||||
117,728 | USD | 150,000 | CAD | CBK | 06/15/2022 | 978 | ||||
144,044 | USD | 185,000 | CAD | GSC | 06/15/2022 | 53 | ||||
428,393 | USD | 363,620,000 | CLP | MSC | 05/03/2022 | 2,172 | ||||
133,332 | USD | 113,436,000 | CLP | BOA | 05/03/2022 | 367 | ||||
243,307 | USD | 194,282,000 | CLP | GSC | 06/15/2022 | 17,606 | ||||
116,052 | USD | 97,600,000 | CLP | CBK | 06/15/2022 | 2,669 | ||||
28,620 | USD | 23,245,000 | CLP | BNP | 06/15/2022 | 1,616 | ||||
178,399 | USD | 153,200,000 | CLP | SCB | 06/15/2022 | 424 | ||||
753,439 | USD | 613,676,000 | CLP | MSC | 06/22/2022 | 41,488 | ||||
719,708 | USD | 4,607,000 | CNH | BNP | 06/15/2022 | 28,404 | ||||
605,521 | USD | 3,883,000 | CNH | GSC | 06/15/2022 | 22,857 | ||||
384,270 | USD | 2,459,000 | CNH | DEUT | 06/15/2022 | 15,285 | ||||
112,431 | USD | 747,000 | CNH | WEST | 06/15/2022 | 340 | ||||
826,757 | USD | 5,427,000 | CNH | CBK | 07/11/2022 | 13,474 | ||||
427,582 | USD | 2,822,000 | CNH | GSC | 07/13/2022 | 4,722 | ||||
210,600 | USD | 1,357,000 | CNH | CBK | 09/16/2022 | 7,739 | ||||
141,544 | USD | 916,000 | CNH | MSC | 09/19/2022 | 4,622 | ||||
139,409 | USD | 531,900,000 | COP | GSC | 06/15/2022 | 6,063 | ||||
179,689 | USD | 693,600,000 | COP | UBS | 06/15/2022 | 5,805 | ||||
132,515 | USD | 529,000,000 | COP | BNP | 06/15/2022 | (104) | ||||
431,001 | USD | 9,760,000 | CZK | DEUT | 06/15/2022 | 14,879 | ||||
280,326 | USD | 6,370,000 | CZK | CBK | 06/15/2022 | 8,738 | ||||
409,737 | USD | 9,308,000 | CZK | GSC | 07/25/2022 | 14,565 | ||||
139,535 | USD | 2,280,000 | EGP | GSC | 06/15/2022 | 19,472 | ||||
204,600 | USD | 178,000 | EUR | MSC | 05/09/2022 | 16,752 | ||||
152,038 | USD | 139,000 | EUR | MSC | 06/10/2022 | 5,122 | ||||
4,616,867 | USD | 4,139,000 | EUR | DEUT | 06/15/2022 | 240,866 | ||||
424,819 | USD | 385,000 | EUR | BNP | 06/15/2022 | 17,773 | ||||
429,578 | USD | 392,000 | EUR | RBC | 06/15/2022 | 15,132 | ||||
193,414 | USD | 176,000 | EUR | JPM | 06/15/2022 | 7,336 | ||||
215,896 | USD | 198,000 | EUR | BMO | 06/15/2022 | 6,558 | ||||
203,038 | USD | 186,000 | EUR | CBA | 06/15/2022 | 6,388 | ||||
153,043 | USD | 139,000 | EUR | BOA | 06/15/2022 | 6,084 | ||||
127,221 | USD | 115,000 | EUR | UBS | 06/15/2022 | 5,636 | ||||
101,262 | USD | 92,000 | EUR | MSC | 06/15/2022 | 3,995 | ||||
28,805 | USD | 26,000 | EUR | GSC | 06/15/2022 | 1,316 | ||||
55,078 | USD | 52,000 | EUR | SSG | 06/15/2022 | 100 | ||||
142,733 | USD | 126,000 | EUR | GSC | 08/03/2022 | 9,135 | ||||
141,137 | USD | 124,000 | EUR | GSC | 08/04/2022 | 9,651 | ||||
152,656 | USD | 138,000 | EUR | CBK | 09/16/2022 | 5,876 | ||||
230,915 | USD | 175,000 | GBP | BNP | 06/15/2022 | 10,847 | ||||
165,056 | USD | 123,000 | GBP | DEUT | 06/15/2022 | 10,379 | ||||
54,078 | USD | 41,000 | GBP | BCLY | 06/15/2022 | 2,519 | ||||
282,703 | USD | 216,000 | GBP | MSC | 08/25/2022 | 10,878 | ||||
528,556 | USD | 182,459,000 | HUF | BNP | 06/15/2022 | 22,880 | ||||
360,914 | USD | 123,600,000 | HUF | DEUT | 06/15/2022 | 18,363 | ||||
193,448 | USD | 68,700,000 | HUF | CBK | 06/15/2022 | 3,049 | ||||
471,046 | USD | 6,776,000,000 | IDR | GSC | 06/15/2022 | 4,965 | ||||
92,937 | USD | 1,334,000,000 | IDR | BNP | 06/15/2022 | 1,179 | ||||
875,679 | USD | 12,722,000,000 | IDR | DEUT | 06/15/2022 | 608 | ||||
98,099 | USD | 7,516,000 | INR | MSC | 05/02/2022 | (200) |
33 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
237,420 | USD | 18,260,000 | INR | CBK | 05/02/2022 | $ (1,394) | ||||
343,453 | USD | 26,257,000 | INR | CBK | 06/15/2022 | 1,626 | ||||
197,386 | USD | 15,070,000 | INR | BNP | 06/15/2022 | 1,197 | ||||
97,596 | USD | 7,516,000 | INR | MSC | 06/15/2022 | (251) | ||||
59,446 | USD | 4,604,000 | INR | GSC | 06/15/2022 | (492) | ||||
264,353 | USD | 20,490,000 | INR | UBS | 06/15/2022 | (2,396) | ||||
41,656 | USD | 840,000 | MXN | SSG | 06/15/2022 | 862 | ||||
61,445 | USD | 1,260,000 | MXN | TDB | 06/15/2022 | 253 | ||||
619,420 | USD | 12,780,000 | MXN | CBK | 06/15/2022 | (1,240) | ||||
518,139 | USD | 10,870,000 | MXN | BNP | 06/15/2022 | (9,762) | ||||
1,407,297 | USD | 29,349,000 | MXN | GSC | 06/15/2022 | (18,035) | ||||
165,087 | USD | 3,518,000 | MXN | MSC | 08/04/2022 | (4,150) | ||||
176,614 | USD | 3,693,000 | MXN | DEUT | 09/28/2022 | 827 | ||||
515,055 | USD | 2,210,000 | MYR | DEUT | 06/15/2022 | 7,778 | ||||
167,932 | USD | 710,000 | MYR | BNP | 06/15/2022 | 4,961 | ||||
242,548 | USD | 355,000 | NZD | RBC | 06/15/2022 | 13,390 | ||||
227,865 | USD | 335,000 | NZD | MSC | 06/15/2022 | 11,617 | ||||
210,123 | USD | 310,000 | NZD | BNP | 06/15/2022 | 10,013 | ||||
71,726 | USD | 105,000 | NZD | DEUT | 06/15/2022 | 3,946 | ||||
213,926 | USD | 795,000 | PEN | CBK | 06/15/2022 | 7,949 | ||||
114,692 | USD | 427,000 | PEN | RBS | 06/15/2022 | 4,061 | ||||
124,498 | USD | 465,000 | PEN | DEUT | 06/15/2022 | 4,021 | ||||
355,850 | USD | 18,401,000 | PHP | GSC | 06/15/2022 | 4,119 | ||||
107,737 | USD | 5,570,000 | PHP | DEUT | 06/15/2022 | 1,268 | ||||
73,638 | USD | 3,880,000 | PHP | BNP | 06/15/2022 | (527) | ||||
182,041 | USD | 783,000 | PLN | MSC | 06/10/2022 | 6,338 | ||||
786,664 | USD | 3,398,000 | PLN | BNP | 06/15/2022 | 24,658 | ||||
209,683 | USD | 906,000 | PLN | BCLY | 06/15/2022 | 6,511 | ||||
518,209 | USD | 2,285,000 | PLN | DEUT | 06/15/2022 | 5,794 | ||||
144,442 | USD | 625,000 | PLN | BOA | 06/15/2022 | 4,285 | ||||
46,450 | USD | 199,000 | PLN | MSC | 06/15/2022 | 1,824 | ||||
168,483 | USD | 750,000 | PLN | GSC | 06/15/2022 | 294 | ||||
112,723 | USD | 7,937,000 | RUB | GSC | 05/04/2022 | 2,334 | ||||
104,352 | USD | 7,937,000 | RUB | CBK | 05/04/2022 | (6,037) | ||||
114,028 | USD | 8,210,000 | RUB | GSC | 05/05/2022 | 60 | ||||
116,899 | USD | 10,217,000 | RUB | GSC | 05/12/2022 | (22,991) | ||||
291,503 | USD | 26,964,000 | RUB | GSC | 07/13/2022 | (48,384) | ||||
48,310 | USD | 4,645,000 | RUB | GSC | 08/24/2022 | (8,575) | ||||
129,471 | USD | 4,463,000 | THB | DEUT | 06/10/2022 | (915) | ||||
1,096,793 | USD | 36,960,000 | THB | CBK | 06/15/2022 | 16,881 | ||||
454,094 | USD | 15,230,000 | THB | DEUT | 06/15/2022 | 9,097 | ||||
445,743 | USD | 14,960,000 | THB | GSC | 06/15/2022 | 8,636 | ||||
517,765 | USD | 17,470,000 | THB | SCB | 06/15/2022 | 7,320 | ||||
56,277 | USD | 1,890,000 | THB | SGG | 06/15/2022 | 1,054 | ||||
82,840 | USD | 2,850,000 | THB | MSC | 06/15/2022 | (433) | ||||
166,039 | USD | 2,564,000 | TRY | BCLY | 06/15/2022 | (758) | ||||
279,719 | USD | 4,595,000 | TRY | GSC | 06/15/2022 | (19,200) | ||||
796,396 | USD | 12,144,000 | ZAR | GSC | 06/15/2022 | 31,367 | ||||
482,770 | USD | 7,509,000 | ZAR | MSC | 07/27/2022 | 11,802 | ||||
172,156 | USD | 2,595,000 | ZAR | DEUT | 09/28/2022 | 10,417 | ||||
Total foreign currency contracts | $ (653,245) |
34 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 17,951,407 | $ — | $ 17,951,407 | $ — | ||||
Foreign Government Obligations | 35,755,038 | — | 35,755,035 | 3 | ||||
Short-Term Investments | 6,268,340 | 323,418 | 5,944,922 | — | ||||
Purchased Options | 235,178 | — | 235,178 | — | ||||
Foreign Currency Contracts(2) | 1,526,942 | — | 1,526,942 | — | ||||
Futures Contracts(2) | 273,984 | 273,984 | — | — | ||||
Swaps - Credit Default(2) | 3,981 | — | 3,981 | — | ||||
Swaps - Interest Rate(2) | 337,604 | — | 337,604 | — | ||||
Total | $ 62,352,474 | $ 597,402 | $ 61,755,069 | $ 3 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (2,180,187) | $ — | $ (2,180,187) | $ — | ||||
Futures Contracts(2) | (69,190) | (69,190) | — | — | ||||
Swaps - Interest Rate(2) | (429,989) | — | (429,989) | — | ||||
Written Options | (334,437) | — | (334,437) | — | ||||
Total | $ (3,013,803) | $ (69,190) | $ (2,944,613) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $3,306,816 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 0.3% | |||
Airlines - 0.2% | |||
$ 5,275,000 | JetBlue Airways Corp. 0.50%, 04/01/2026(1) | $ 4,289,102 | |
Internet - 0.1% | |||
GBP 3,500,000 | Trainline plc 1.00%, 01/14/2026(2) | 3,772,973 | |
Total Convertible Bonds (cost $9,609,792) | $ 8,062,075 | ||
CORPORATE BONDS - 5.7% | |||
Commercial Banks - 0.8% | |||
$ 7,025,000 | Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(3)(4) | $ 6,812,480 | |
Freedom Mortgage Corp. | |||
2,175,000 | 6.63%, 01/15/2027(1) | 1,882,462 | |
2,490,000 | 7.63%, 05/01/2026(1) | 2,265,900 | |
1,800,000 | 8.13%, 11/15/2024(1) | 1,743,453 | |
6,389,000 | 8.25%, 04/15/2025(1) | 6,133,440 | |
18,837,735 | |||
Commercial Services - 0.5% | |||
2,025,000 | APX Group, Inc. 5.75%, 07/15/2029(1) | 1,659,184 | |
EUR 2,025,000 | Verisure Holding AB 3.25%, 02/15/2027(2) | 1,918,912 | |
$ 9,775,000 | WW International, Inc. 4.50%, 04/15/2029(1) | 7,734,469 | |
11,312,565 | |||
Construction Materials - 0.0% | |||
1,275,000 | Oscar AcquisitionCo LLC 9.50%, 04/15/2030 | 1,161,461 | |
Diversified Financial Services - 0.7% | |||
12,790,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 10,104,100 | |
5,385,000 | Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(1) | 3,325,237 | |
United Wholesale Mortgage LLC | |||
3,270,000 | 5.50%, 11/15/2025(1) | 3,003,332 | |
1,080,000 | 5.75%, 06/15/2027(1) | 936,900 | |
17,369,569 | |||
Electrical Components & Equipment - 0.1% | |||
EUR 2,770,000 | Energizer Gamma Acquisition B.V. 3.50%, 06/30/2029(1) | 2,437,230 | |
Engineering & Construction - 0.1% | |||
$ 1,825,000 | Artera Services LLC 9.03%, 12/04/2025(1) | 1,724,625 | |
Entertainment - 0.5% | |||
EUR 1,900,000 | Banijay Group SAS 6.50%, 03/01/2026(2) | 1,931,405 | |
$ 3,175,000 | Cinemark USA, Inc. 5.88%, 03/15/2026(1) | 2,960,687 | |
5,525,000 | Scientific Games International, Inc. 7.00%, 05/15/2028(1) | 5,656,426 | |
10,548,518 | |||
Internet - 0.3% | |||
3,135,000 | Photo Holdings Merger Sub, Inc. 8.50%, 10/01/2026(1) | 2,899,875 | |
United Group B.V. | |||
EUR 1,895,000 | 4.88%, 02/01/2029, 3 mo. EURIBOR + 4.875%(1)(5) | 1,908,890 | |
2,240,000 | 5.25%, 02/01/2030(1) | 2,062,220 | |
6,870,985 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 5.7% - (continued) | |||
IT Services - 0.0% | |||
$ 1,125,000 | Condor Merger Sub, Inc. 7.38%, 02/15/2030(1) | $ 1,006,538 | |
Leisure Time - 0.3% | |||
5,665,000 | Carnival Corp. 7.63%, 03/01/2026(1) | 5,551,700 | |
1,200,000 | Life Time, Inc. 8.00%, 04/15/2026(1) | 1,171,614 | |
6,723,314 | |||
Lodging - 0.1% | |||
2,300,000 | Wynn Macau Ltd. 5.13%, 12/15/2029(1) | 1,813,228 | |
Machinery-Diversified - 0.1% | |||
3,285,000 | OT Merger Corp. 7.88%, 10/15/2029(1) | 2,792,250 | |
Mining - 0.0% | |||
EUR 1,250,000 | Constellium SE 3.13%, 07/15/2029(1) | 1,151,610 | |
Oil & Gas - 0.1% | |||
1,400,000 | Petroleos Mexicanos 4.75%, 02/26/2029(2) | 1,299,699 | |
Packaging & Containers - 0.3% | |||
$ 5,965,000 | Clydesdale Acquisition Holdings, Inc. 8.75%, 04/15/2030(1) | 5,443,062 | |
EUR 1,150,000 | Mauser Packaging Solutions Holding Co. 4.75%, 04/15/2024(2) | 1,187,489 | |
6,630,551 | |||
Pharmaceuticals - 0.2% | |||
3,825,000 | Teva Pharmaceutical Finance Netherlands B.V. 4.50%, 03/01/2025 | 3,959,412 | |
Real Estate - 0.3% | |||
CIFI Holdings Group Co., Ltd. | |||
$ 1,200,000 | 4.45%, 08/17/2026(2) | 912,000 | |
2,325,000 | 5.95%, 10/20/2025(2) | 1,827,450 | |
Country Garden Holdings Co., Ltd. | |||
1,150,000 | 4.80%, 08/06/2030(2) | 707,250 | |
1,125,000 | 5.13%, 01/14/2027(2) | 757,125 | |
1,750,000 | 5.63%, 01/14/2030(2) | 1,111,250 | |
1,350,000 | Times China Holdings Ltd. 6.75%, 07/08/2025(2) | 614,250 | |
4,625,000 | Yuzhou Group Holdings Co., Ltd. 8.50%, 02/26/2024(2) | 601,250 | |
6,530,575 | |||
Retail - 1.0% | |||
1,820,000 | BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(1)(6) | 1,556,100 | |
EUR 1,475,000 | eG Global Finance plc 6.25%, 10/30/2025(2) | 1,519,404 | |
$ 8,080,000 | LSF9 Atlantis Holdings LLC / Victra Finance Corp. 7.75%, 02/15/2026(1) | 7,288,887 | |
4,250,000 | Michaels Cos., Inc. 7.88%, 05/01/2029(1) | 3,346,875 | |
Staples, Inc. | |||
6,125,000 | 7.50%, 04/15/2026(1) | 5,849,375 | |
4,950,000 | 10.75%, 04/15/2027(1) | 4,385,700 | |
23,946,341 | |||
Telecommunications - 0.3% | |||
Altice France S.A. | |||
EUR 1,750,000 | 4.13%, 01/15/2029(2) | 1,587,700 |
36 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 5.7% - (continued) | |||
Telecommunications - 0.3% - (continued) | |||
EUR 4,320,000 | 4.25%, 10/15/2029(1) | $ 3,929,268 | |
$ 2,975,000 | Frontier Communications Holdings LLC 5.88%, 11/01/2029 | 2,582,672 | |
8,099,640 | |||
Total Corporate Bonds (cost $154,268,547) | $ 134,215,846 | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) | |||
Advertising - 0.1% | |||
1,305,000 | ABG Intermediate Holdings 2 LLC 6.80%, 12/20/2029, 1 mo. USD SOFR + 6.000% | $ 1,291,950 | |
Aerospace/Defense - 0.2% | |||
4,974,531 | TransDigm, Inc. 3.01%, 05/30/2025, 1 mo. USD LIBOR + 2.250% | 4,878,771 | |
Airlines - 1.3% | |||
5,530,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | 5,623,678 | |
8,770,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | 8,671,337 | |
9,975,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 10,336,594 | |
1,995,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 2,059,000 | |
3,204,914 | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | 3,174,691 | |
29,865,300 | |||
Asset-Backed - Finance & Insurance - 0.2% | |||
EUR 4,350,000 | Kouti B.V. 3.75%, 08/31/2028, 3 mo. EURIBOR + 3.750% | 4,439,890 | |
Auto Parts & Equipment - 0.9% | |||
4,336,969 | Clarios Global L.P. 3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250% | 4,437,204 | |
First Brands Group LLC | |||
$ 9,745,438 | 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 9,705,872 | |
6,430,000 | 9.74%, 03/30/2028, 1 mo. USD LIBOR + 8.500% | 6,405,888 | |
20,548,964 | |||
Chemicals - 0.3% | |||
5,128,200 | CPC Acquisition Corp. 4.76%, 12/29/2027, 1 mo. USD LIBOR + 3.750% | 4,846,149 | |
1,960,000 | NIC Acquisition Corp. 8.76%, 12/29/2028, 1 mo. USD LIBOR + 7.750% | 1,876,700 | |
6,722,849 | |||
Commercial Services - 5.9% | |||
4,900,000 | Amentum Government Services Holdings LLC 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 4,857,125 | |
3,320,258 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | 3,280,415 | |
Belron Finance U.S. LLC | |||
4,577,697 | 3.00%, 04/13/2028, 1 mo. USD LIBOR + 2.500% | 4,551,970 | |
2,320,328 | 3.50%, 10/30/2026, 1 mo. USD LIBOR + 2.250% | 2,302,926 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Commercial Services - 5.9% - (continued) | |||
EUR 14,300,000 | Belron Luxembourg S.a.r.l. 2.50%, 04/13/2028, 3 mo. EURIBOR + 2.750% | $ 14,824,201 | |
Cast and Crew Payroll LLC | |||
$ 8,035,411 | 4.26%, 02/09/2026, 1 mo. USD LIBOR + 3.500% | 7,989,529 | |
1,995,000 | 4.45%, 12/29/2028, 1 mo. USD SOFR + 3.750% | 1,982,531 | |
22,034,275 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 21,128,887 | |
9,595,950 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 9,440,016 | |
Trans Union LLC | |||
4,942,414 | 2.51%, 11/16/2026, 1 mo. USD LIBOR + 1.750% | 4,870,156 | |
4,980,663 | 3.01%, 12/01/2028, 1 mo. USD LIBOR + 2.250% | 4,925,327 | |
EUR 26,580,000 | Verisure Holding AB 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 27,153,935 | |
$ 12,285,900 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 12,158,495 | |
20,635,307 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 18,458,282 | |
137,923,795 | |||
Construction Materials - 1.6% | |||
7,760,550 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 7,607,745 | |
19,350,000 | Oscar AcquisitionCo LLC 0.00%, 04/29/2029, 1 mo. USD LIBOR + 0.450%(8) | 18,527,625 | |
4,940,000 | Solis IV BV 4.00%, 02/26/2029, 1 mo. USD SOFR + 3.500% | 4,694,235 | |
4,681,085 | Standard Industries, Inc. 3.79%, 09/22/2028, 1 mo. USD LIBOR + 2.500% | 4,665,731 | |
3,172,898 | Wilsonart LLC 4.25%, 12/31/2026, 1 mo. USD LIBOR + 3.500% | 3,004,068 | |
38,499,404 | |||
Distribution/Wholesale - 0.9% | |||
16,340,087 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 16,093,351 | |
6,320,000 | Caldic B.V. 4.67%, 02/28/2029, 1 mo. USD SOFR + 4.000% | 6,227,855 | |
22,321,206 | |||
Diversified Financial Services - 1.8% | |||
Blackhawk Network Holdings, Inc. | |||
10,944,624 | 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 10,788,226 | |
3,010,000 | 7.56%, 06/15/2026, 3 mo. USD LIBOR + 7.000% | 2,961,087 | |
4,595,298 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 4,505,552 | |
Forefront Management Holdings LLC | |||
944,882 | 0.00%, 03/23/2029, 1 mo. USD LIBOR + 4.250%(8)(9) | 937,795 | |
5,055,118 | 4.75%, 03/23/2029, 1 mo. USD LIBOR + 4.250% | 5,017,205 |
37 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Diversified Financial Services - 1.8% - (continued) | |||
$ 2,082,451 | Minotaur Acquisition, Inc. 5.51%, 03/27/2026, 3 mo. USD LIBOR + 4.750% | $ 2,063,500 | |
15,045,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 14,935,322 | |
41,208,687 | |||
Electronics - 0.7% | |||
17,660,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(8) | 17,557,042 | |
Engineering & Construction - 1.3% | |||
Ascend Learning LLC | |||
5,491,238 | 4.26%, 12/11/2028, 1 mo. USD LIBOR + 3.500% | 5,419,632 | |
3,375,000 | 6.51%, 12/10/2029, 1 mo. USD LIBOR + 5.750% | 3,328,594 | |
14,884,219 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 14,112,919 | |
5,960,950 | Fluidra S.A. 2.80%, 01/29/2029, 1 mo. USD SOFR + 2.000% | 5,898,121 | |
2,330,000 | PowerTeam Services LLC 8.26%, 03/06/2026, 3 mo. USD LIBOR + 7.250% | 2,155,250 | |
30,914,516 | |||
Entertainment - 4.9% | |||
7,835,000 | AP Core Holdings II LLC 6.26%, 09/01/2027, 1 mo. USD LIBOR + 5.500% | 7,795,825 | |
5,193,637 | Cinemark USA, Inc. 2.52%, 03/31/2025, 3 mo. USD LIBOR + 1.750% | 5,044,321 | |
Crown Finance U.S., Inc. | |||
EUR 1,738,791 | 2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% | 1,378,964 | |
$ 33,202,958 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 25,272,432 | |
2,500,496 | 7.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000% | 2,890,423 | |
1,998,092 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 2,124,232 | |
9,903,529 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 9,846,286 | |
3,405,000 | Great Canadian Gaming Corp. 4.93%, 11/01/2026, 1 mo. USD LIBOR + 4.000% | 3,390,529 | |
3,169,075 | J&J Ventures Gaming LLC 4.76%, 04/26/2028, 1 mo. USD LIBOR + 4.000% | 3,133,423 | |
3,154,150 | Maverick Gaming LLC 8.50%, 09/03/2026, 1 mo. USD LIBOR + 7.500% | 3,091,067 | |
18,530,000 | Scientific Games International, Inc. 0.00%, 04/14/2029, 3 mo. USD LIBOR + 3.000%(8) | 18,425,861 | |
22,608,999 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 22,259,237 | |
2,925,037 | William Morris Endeavor Entertainment LLC 3.52%, 05/18/2025, 3 mo. USD LIBOR + 2.750% | 2,863,406 | |
7,345,000 | WMG Acquisition Corp. 2.89%, 01/20/2028, 1 mo. USD LIBOR + 2.125% | 7,274,194 | |
114,790,200 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Environmental Control - 0.4% | |||
$ 9,581,850 | Filtration Group Corp. 4.26%, 10/21/2028, 1 mo. USD LIBOR + 3.500% | $ 9,450,100 | |
Food - 2.1% | |||
4,114,369 | 8th Avenue Food & Provisions, Inc. 4.51%, 10/01/2025, 3 mo. USD LIBOR + 3.750% | 3,538,357 | |
Froneri International Ltd. | |||
EUR 15,370,000 | 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% | 15,453,473 | |
$ 13,317,775 | 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 12,984,831 | |
5,105,040 | Simply Good Foods USA, Inc. 3.79%, 07/07/2024, 1 mo. USD LIBOR + 3.250% | 5,095,494 | |
U.S. Foods, Inc. | |||
6,141,402 | 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 6,043,937 | |
7,132,125 | 3.26%, 11/22/2028, 1 mo. USD LIBOR + 2.750% | 7,078,634 | |
50,194,726 | |||
Food Service - 0.9% | |||
Aramark Services, Inc. | |||
2,456,810 | 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 2,409,860 | |
18,004,938 | 3.26%, 04/06/2028, 1 mo. USD LIBOR + 2.500% | 17,798,601 | |
20,208,461 | |||
Healthcare - Products - 1.8% | |||
Avantor Funding, Inc. | |||
EUR 5,865,675 | 2.75%, 06/12/2028, 1 mo. EURIBOR + 2.750% | 6,130,014 | |
$ 5,567,321 | 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 5,525,566 | |
2,046,595 | Coty, Inc. 2.70%, 04/07/2025, 3 mo. USD LIBOR + 2.250% | 1,989,945 | |
5,920,263 | Insulet Corp. 4.01%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | 5,910,376 | |
8,370,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 8,223,525 | |
15,086,263 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 14,938,116 | |
42,717,542 | |||
Healthcare - Services - 6.7% | |||
11,565,000 | Accelerated Health Systems LLC 0.00%, 02/15/2029, 1 mo. USD SOFR + 4.250%(8) | 11,514,461 | |
16,668,717 | ADMI Corp. 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 16,394,850 | |
Aveanna Healthcare LLC | |||
409,434 | 0.00%, 07/17/2028, 1 mo. USD LIBOR + 3.750%(8) | 401,331 | |
1,751,763 | 4.25%, 07/17/2028, 1 mo. USD LIBOR + 3.750% | 1,717,096 | |
5,425,000 | 7.50%, 12/10/2029, 1 mo. USD LIBOR + 7.000% | 5,180,875 | |
EUR 14,235,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 14,451,969 | |
$ 5,676,766 | Cano Health LLC 4.51%, 11/23/2027, 1 mo. USD SOFR + 4.000% | 5,591,615 |
38 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Healthcare - Services - 6.7% - (continued) | |||
$ 4,886,364 | Envision Healthcare Corp. 4.51%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | $ 2,968,466 | |
4,049,575 | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | 4,031,594 | |
EyeCare Partners LLC | |||
21,345,934 | 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 21,056,270 | |
2,215,000 | 7.76%, 11/15/2029, 1 mo. USD LIBOR + 6.750% | 2,188,243 | |
5,329,961 | Heartland Dental LLC 4.63%, 04/30/2025, 1 mo. USD LIBOR + 4.000% | 5,286,202 | |
5,333,085 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 5,298,900 | |
IQVIA, Inc. | |||
EUR 2,900,000 | 2.00%, 03/07/2024, 1 mo. EURIBOR + 2.000% | 3,005,817 | |
3,116,260 | 2.00%, 06/11/2025, 1 mo. EURIBOR + 2.000% | 3,228,324 | |
$ 11,270,774 | Loire Finco Luxembourg S.a.r.l. 4.01%, 04/21/2027, 1 mo. USD LIBOR + 3.250% | 11,062,265 | |
18,968,108 | MED ParentCo L.P. 5.01%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | 18,576,985 | |
Medical Solutions Holdings, Inc. | |||
2,249,600 | 3.50%, 11/01/2028, 1 mo. USD LIBOR + 3.500%(9) | 2,227,666 | |
11,810,400 | 4.51%, 11/01/2028, 1 mo. USD LIBOR + 3.500% | 11,695,249 | |
6,430,000 | Pediatric Associates Holding Company LLC 0.00%, 12/29/2028, 1 mo. USD LIBOR + 3.250%(8) | 6,354,962 | |
4,965,000 | WP CityMD Bidco LLC 3.75%, 12/22/2028, 1 mo. USD LIBOR + 3.250% | 4,910,186 | |
157,143,326 | |||
Holding Companies-Diversified - 0.4% | |||
420,674 | Belfor Holdings, Inc. 4.51%, 04/06/2026, 3 mo. USD LIBOR + 3.750% | 419,097 | |
EUR 7,815,000 | IVC Acquisition Ltd. 0.00%, 02/13/2026, 3 mo. EURIBOR + 4.000%(8) | 8,134,950 | |
8,554,047 | |||
Home Builders - 0.6% | |||
Tecta America Corp. | |||
$ 10,599,900 | 5.01%, 04/10/2028, 1 mo. USD LIBOR + 4.250% | 10,401,152 | |
3,800,000 | 9.26%, 04/09/2029, 1 mo. USD LIBOR + 8.500% | 3,800,000 | |
14,201,152 | |||
Home Furnishings - 0.8% | |||
20,517,785 | Mattress Firm, Inc. 5.64%, 09/25/2028, 1 mo. USD LIBOR + 4.250% | 19,568,838 | |
Housewares - 0.2% | |||
EUR 3,715,000 | Solis IV BV 4.00%, 02/26/2029, 3 mo. EURIBOR + 4.000% | 3,853,495 | |
Insurance - 5.4% | |||
Acrisure LLC | |||
$ 24,893,950 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 24,494,651 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Insurance - 5.4% - (continued) | |||
$ 3,925,163 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | $ 3,892,466 | |
Asurion LLC | |||
1,979,434 | 3.76%, 11/03/2024, 1 mo. USD LIBOR + 3.000% | 1,957,878 | |
8,352,183 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 8,308,919 | |
1,558,461 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 1,522,102 | |
8,110,683 | 4.01%, 07/31/2027, 1 mo. USD LIBOR + 3.250% | 7,918,054 | |
15,062,700 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 14,596,660 | |
9,640,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 9,341,160 | |
Hub International Ltd. | |||
18,906,367 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 18,646,404 | |
2,925,189 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 2,907,696 | |
15,039,361 | Sedgwick Claims Management Services, Inc. 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 14,879,644 | |
19,320,498 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 19,127,293 | |
127,592,927 | |||
Internet - 4.2% | |||
Adevinta ASA | |||
EUR 4,250,000 | 3.00%, 06/26/2028, 3 mo. EURIBOR + 3.000% | 4,419,110 | |
$ 1,721,988 | 3.76%, 06/26/2028, 1 mo. USD LIBOR + 2.750% | 1,702,253 | |
12,459,266 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 11,888,258 | |
MH Sub LLC | |||
18,493,982 | 4.26%, 09/13/2024, 3 mo. USD LIBOR + 3.500% | 18,364,524 | |
11,168,783 | 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 11,106,685 | |
3,695,000 | 7.01%, 02/23/2029, 1 mo. USD LIBOR + 6.250% | 3,647,889 | |
16,963,375 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 16,673,641 | |
3,988,716 | Rodan & Fields LLC 4.55%, 06/16/2025, 3 mo. USD LIBOR + 4.000% | 2,378,272 | |
31,084,150 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 28,713,984 | |
98,894,616 | |||
IT Services - 0.8% | |||
5,359,500 | Panther Commercial Holdings L.P. 5.74%, 01/07/2028, 1 mo. USD LIBOR + 4.500% | 5,322,198 | |
5,925,000 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | 5,872,208 | |
6,925,222 | Surf Holdings LLC 4.11%, 03/05/2027, 1 mo. USD LIBOR + 3.500% | 6,848,283 | |
18,042,689 | |||
Leisure Time - 2.3% | |||
Carnival Corp. | |||
8,763,251 | 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% | 8,611,471 |
39 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Leisure Time - 2.3% - (continued) | |||
$ 5,257,775 | 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | $ 5,172,336 | |
12,351,663 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | �� 12,202,454 | |
15,219,267 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 14,937,711 | |
12,344,191 | SRAM LLC 3.30%, 05/18/2028, 1 mo. USD LIBOR + 2.750% | 12,220,750 | |
53,144,722 | |||
Lodging - 1.5% | |||
36,104,385 | Caesars Resort Collection LLC 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 35,915,559 | |
Machinery-Diversified - 0.2% | |||
3,197,459 | ASP Blade Holdings, Inc. 4.76%, 10/13/2028, 1 mo. USD LIBOR + 4.000% | 3,137,506 | |
1,017,898 | Vertical U.S. Newco, Inc. 4.02%, 07/30/2027, 1 mo. USD LIBOR + 3.500% | 1,007,089 | |
4,144,595 | |||
Media - 4.9% | |||
4,239,240 | Banijay Entertainment S.A.S 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 4,210,626 | |
11,092,734 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | 10,959,621 | |
5,046,482 | Charter Communications Operating LLC 2.52%, 02/01/2027, 1 mo. USD LIBOR + 1.750% | 4,980,272 | |
CSC Holdings LLC | |||
7,425,356 | 2.80%, 07/17/2025, 3 mo. USD LIBOR + 2.250% | 7,271,280 | |
3,491,508 | 3.05%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | 3,419,513 | |
14,745,200 | DirecTV Financing LLC 5.76%, 08/02/2027, 1 mo. USD LIBOR + 5.000% | 14,669,999 | |
7,060,251 | E.W. Scripps Co. 3.33%, 05/01/2026, 1 mo. USD LIBOR + 2.563% | 6,981,952 | |
5,689,651 | Entravision Communications Corp. 3.51%, 11/29/2024, 3 mo. USD LIBOR + 2.750% | 5,554,522 | |
4,573,054 | Gray Television, Inc. 2.96%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | 4,536,378 | |
5,075,000 | MJH Healthcare Holdings LLC 4.12%, 01/28/2029, 1 mo. USD SOFR + 3.600% | 4,998,875 | |
3,262,253 | NEP/NCP Holdco, Inc. 4.01%, 10/20/2025, 3 mo. USD LIBOR + 3.250% | 3,198,020 | |
2,200,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 2,150,500 | |
EUR 2,400,000 | UPC Broadband Holding B.V. 3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000% | 2,466,052 | |
$ 10,425,000 | UPC Financing Partnership 3.55%, 01/31/2029, 1 mo. USD LIBOR + 3.000% | 10,314,286 | |
EUR 8,480,000 | Virgin Media Ireland Ltd. 3.50%, 07/15/2029, 3 mo. EURIBOR + 3.500% | 8,738,163 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Media - 4.9% - (continued) | |||
GBP 7,550,000 | Virgin Media SFA Finance Ltd. 3.97%, 11/15/2027, 1 mo. GBP LIBOR + 3.250% | $ 9,251,660 | |
EUR 9,985,000 | Ziggo B.V. 3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000% | 10,107,907 | |
113,809,626 | |||
Metal Fabricate/Hardware - 0.1% | |||
$ 1,167,025 | Ameriforge Group, Inc. 9.00%, 12/31/2023, 3 mo. USD LIBOR + 8.000% | 529,782 | |
2,867,433 | Tecomet Inc. 4.50%, 05/01/2024, 3 mo. USD LIBOR + 3.500% | 2,695,990 | |
3,225,772 | |||
Miscellaneous Manufacturing - 1.1% | |||
EUR 5,070,418 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | 5,238,260 | |
$ 3,500,000 | International Textile Group, Inc. 9.97%, 05/01/2025, 3 mo. USD LIBOR + 9.000% | 2,462,250 | |
LTI Holdings, Inc. | |||
15,347,387 | 4.26%, 09/06/2025, 3 mo. USD LIBOR + 3.500% | 15,008,517 | |
2,440,000 | 7.51%, 09/06/2026, 3 mo. USD LIBOR + 6.750% | 2,383,880 | |
25,092,907 | |||
Oil & Gas Services - 0.0% | |||
12,687,217 | PES Holdings LLC 0.00%, 12/31/2022, 3 mo. USD LIBOR + 6.990% | 380,617 | |
Packaging & Containers - 1.9% | |||
17,474,719 | BWAY Holding Co. 3.71%, 04/03/2024, 3 mo. USD LIBOR + 3.250% | 17,112,118 | |
10,515,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 10,369,157 | |
Pretium PKG Holdings, Inc. | |||
4,817,925 | 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 4,670,978 | |
1,170,000 | 7.48%, 10/01/2029, 1 mo. USD LIBOR + 6.750% | 1,123,200 | |
10,876,029 | TricorBraun Holdings, Inc. 4.01%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 10,632,842 | |
43,908,295 | |||
Pharmaceuticals - 5.1% | |||
19,150,000 | Bausch Health Cos., Inc. 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250% | 18,503,688 | |
5,749,578 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 5,735,491 | |
3,500,000 | Curium BidCo S.a.r.l. 0.00%, 12/02/2027, 1 mo. USD LIBOR + 4.250%(8) | 3,456,250 | |
6,439,639 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 6,302,797 | |
6,285,579 | Endo Luxembourg Finance Co. S.a.r.l. 5.81%, 03/27/2028, 1 mo. USD LIBOR + 5.000% | 5,815,732 | |
5,170,357 | Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | 5,147,763 |
40 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Pharmaceuticals - 5.1% - (continued) | |||
EUR 4,723,971 | Grifols S.A. 2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250% | $ 4,836,141 | |
$ 9,157,500 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 9,038,086 | |
1,328,742 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 1,320,224 | |
4,907,912 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 4,898,097 | |
Organon & Co. | |||
EUR 3,277,675 | 3.00%, 06/02/2028, 3 mo. EURIBOR + 3.000% | 3,402,667 | |
$ 4,047,434 | 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 4,024,687 | |
5,547,284 | Packaging Coordinators Midco, Inc. 4.76%, 11/30/2027, 1 mo. USD LIBOR + 3.750% | 5,512,614 | |
31,468,954 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 31,160,873 | |
2,240,000 | Pearl Intermediate Parent LLC 7.01%, 02/13/2026, 3 mo. USD LIBOR + 6.250% | 2,224,611 | |
7,402,528 | PetVet Care Centers LLC 4.26%, 02/14/2025, 1 mo. USD LIBOR + 3.500% | 7,349,303 | |
118,729,024 | |||
Pipelines - 1.1% | |||
2,513,025 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 2,497,319 | |
5,842,488 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | 5,824,260 | |
5,790,488 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% | 5,755,918 | |
10,912,089 | Traverse Midstream Partners LLC 5.94%, 09/27/2024, 1 mo. USD LIBOR + 4.250% | 10,866,586 | |
24,944,083 | |||
Real Estate - 0.6% | |||
EUR 4,055,000 | Blitz GmbH 3.50%, 04/28/2028, 3 mo. EURIBOR + 3.500% | 4,189,957 | |
9,635,000 | Foncia Management 3.50%, 03/27/2028, 3 mo. EURIBOR + 3.500% | 9,879,028 | |
14,068,985 | |||
Retail - 8.4% | |||
$ 30,400,992 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 29,786,588 | |
7,417,244 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 7,324,529 | |
EUR 1,725,000 | EG Group Ltd. 7.00%, 04/10/2027, 3 mo. EURIBOR + 7.000% | 1,785,668 | |
$ 20,975,269 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 20,739,297 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Retail - 8.4% - (continued) | |||
$ 5,397,601 | Harbor Freight Tools USA, Inc. 3.51%, 10/19/2027, 1 mo. USD LIBOR + 2.750% | $ 5,202,802 | |
7,502,197 | IRB Holding Corp. 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 7,389,663 | |
23,372,177 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 22,008,878 | |
20,645,000 | LSF9 Atlantis Holdings LLC 0.00%, 03/31/2029, 1 mo. USD LIBOR + 7.250%(8) | 20,232,100 | |
10,200,103 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 9,278,932 | |
EUR 2,825,000 | Peer Holding B.V. 3.00%, 03/08/2025, 3 mo. EURIBOR + 3.000% | 2,935,531 | |
$ 9,666,473 | Petco Health and Wellness Co., Inc. 4.26%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 9,562,945 | |
4,873,175 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 4,822,007 | |
EUR 3,150,000 | Rainbow Finco S.a.r.l. 3.75%, 01/28/2029, 3 mo. EURIBOR + 3.750% | 3,253,175 | |
$ 5,915,000 | Specialty Building Products Holdings LLC 4.30%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 5,600,795 | |
SRS Distribution, Inc. | |||
5,236,875 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 5,040,492 | |
16,422,107 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 15,806,278 | |
27,565,999 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 26,382,040 | |
197,151,720 | |||
Semiconductors - 2.0% | |||
18,775,000 | Entegris, Inc. 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(8) | 18,769,180 | |
MKS Instruments, Inc. | |||
11,870,000 | 0.00%, 10/21/2028 | 11,810,650 | |
12,575,000 | 0.00%, 04/08/2029(8) | 12,512,125 | |
3,696,425 | Synaptics, Inc. 2.75%, 12/02/2028, 1 mo. USD LIBOR + 2.250% | 3,677,019 | |
46,768,974 | |||
Software - 8.4% | |||
Athenahealth, Inc. | |||
2,180,435 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(9) | 2,147,728 | |
12,864,565 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 12,671,597 | |
11,806,192 | Camelot U.S. Acquisition Co. 3.76%, 10/30/2026, 1 mo. USD LIBOR + 3.000% | 11,651,295 | |
2,094,750 | CCC Intelligent Solutions, Inc. 3.26%, 09/21/2028, 3 mo. USD LIBOR + 2.250% | 2,065,947 | |
DCert Buyer, Inc. | |||
19,447,543 | 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 19,350,305 | |
12,370,000 | 7.76%, 02/19/2029, 1 mo. USD LIBOR + 7.000% | 12,220,570 | |
7,488,524 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 7,424,872 | |
6,053,262 | E2open LLC 4.00%, 02/04/2028, 1 mo. USD LIBOR + 3.500% | 6,021,119 |
41 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Software - 8.4% - (continued) | |||
$ 6,120,000 | EP Purchaser LLC 4.51%, 11/06/2028, 1 mo. USD LIBOR + 3.500% | $ 6,094,480 | |
Hyland Software, Inc. | |||
5,034,212 | 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 5,012,464 | |
2,446,000 | 7.01%, 07/07/2025, 1 mo. USD LIBOR + 6.250% | 2,433,770 | |
McAfee LLC | |||
EUR 5,300,000 | 4.25%, 03/01/2029, 3 mo. EURIBOR + 4.250% | 5,529,621 | |
$ 28,000,000 | 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 27,230,000 | |
Mitchell International, Inc. | |||
11,155,000 | 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 10,966,815 | |
2,865,000 | 7.00%, 10/15/2029, 1 mo. USD LIBOR + 6.500% | 2,827,039 | |
3,235,000 | Mitnick Corporate Purchaser, Inc. 0.00%, 05/02/2029, 3 mo. USD LIBOR + 4.750%(8) | 3,225,295 | |
1,940,326 | Navicure, Inc. 4.76%, 10/22/2026, 1 mo. USD LIBOR + 4.000% | 1,936,698 | |
Polaris Newco LLC | |||
EUR 2,716,350 | 4.00%, 06/02/2028, 3 mo. EURIBOR + 4.000% | 2,830,080 | |
$ 17,834,540 | 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 17,626,410 | |
11,462,400 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 11,269,029 | |
1,876,531 | Seattle Spinco, Inc. 3.51%, 06/21/2024, 3 mo. USD LIBOR + 2.750% | 1,851,911 | |
15,605,647 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 15,385,296 | |
Ultimate Software Group, Inc. | |||
6,109,226 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 6,075,503 | |
3,220,000 | 6.21%, 05/03/2027, 1 mo. USD LIBOR + 5.250% | 3,186,995 | |
197,034,839 | |||
Telecommunications - 2.8% | |||
5,354,223 | CenturyLink, Inc. 3.01%, 03/15/2027, 1 mo. USD LIBOR + 2.250% | 5,121,100 | |
19,690,056 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 19,329,137 | |
EUR 11,140,000 | Lorca Finco plc 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 11,456,932 | |
13,977,057 | Numericable Group S.A. 3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000% | 14,299,945 | |
$ 5,065,000 | Venga Finance S.a.r.l. 0.00%, 12/04/2028, 1 mo. USD LIBOR + 4.750%(8) | 4,913,050 | |
Xplornet Communications, Inc. | |||
3,310,345 | 4.76%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 3,252,414 | |
2,230,000 | 7.50%, 10/01/2029, 1 mo. USD LIBOR + 7.000% | 2,202,125 | |
5,613,809 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 5,567,046 | |
66,141,749 | |||
Textiles - 1.5% | |||
37,220,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 36,305,132 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 87.2%(7) - (continued) | |||
Transportation - 0.9% | |||
$ 20,651,822 | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | $ 20,385,000 | |
Total Senior Floating Rate Interests (cost $2,104,685,978) | $ 2,042,536,092 | ||
COMMON STOCKS - 0.5% | |||
Energy - 0.4% | |||
2,037,975 | Ascent Resources - Marcellus LLC Class A*(10)(11) | $ 3,260,760 | |
71,083 | Foresight Energy LLC* | 1,208,410 | |
418,220,006 | KCA Deutag*(10)(11)(12) | — | |
15,718 | Kelly Topco Shares*(10)(11)(12) | 1,640,016 | |
544,947 | Philadelphia Energy Solutions*(10)(11) | — | |
112,212 | Texgen Power LLC* | 2,608,929 | |
8,718,115 | |||
Insurance - 0.0% | |||
175,508 | AFG Holdings, Inc.* | 175,508 | |
Materials - 0.1% | |||
37,645 | UTEX Industries, Inc.* | 2,522,215 | |
Total Common Stocks (cost $27,407,413) | $ 11,415,838 | ||
EXCHANGE-TRADED FUNDS - 2.2% | |||
Other Investment Pools & Funds - 2.2% | |||
1,265,400 | Invesco Senior Loan ETF | $ 27,282,024 | |
546,800 | SPDR Blackstone Senior Loan ETF | 24,316,196 | |
51,598,220 | |||
Total Exchange-Traded Funds (cost $52,639,627) | $ 51,598,220 | ||
WARRANTS - 0.0% | |||
Energy - 0.0% | |||
719,301 | Ascent Resources - Marcellus LLC Expires 3/30/2023*(10)(11) | $ 45,234 | |
Materials - 0.0% | |||
7,500 | UTEX Industries, Inc. Expires 12/03/2025*(10)(11) | 145,200 | |
Total Warrants (cost $107,156) | $ 190,434 | ||
Total Long-Term Investments (Cost $2,348,718,513) | $ 2,248,018,505 | ||
SHORT-TERM INVESTMENTS - 12.6% | |||
Other Investment Pools & Funds - 12.6% | |||
294,921,260 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(13) | $ 294,921,260 | |
Total Short-Term Investments (cost $294,921,260) | $ 294,921,260 | ||
Total Investments (cost $2,643,639,773) | 108.5% | $ 2,542,939,765 | |
Other Assets and Liabilities | (8.5)% | (199,202,368) | |
Total Net Assets | 100.0% | $ 2,343,737,397 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
42 |
April 30, 2022 (Unaudited)
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $114,826,219, representing 4.9% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $19,748,157, representing 0.8% of net assets. |
(3) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(4) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(5) | Variable rate security; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(6) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(7) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(8) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(9) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $5,313,189, which represents 0.2% of total net assets. |
(10) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $5,091,210, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(11) | Investment valued using significant unobservable inputs. |
(12) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,640,016 or 0.1% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
03/2011 | KCA Deutag | 418,220,006 | $ 5,692,138 | $ — | ||||
09/2021 | Kelly Topco Shares | 15,718 | 1,251,310 | 1,640,016 | ||||
$ 6,943,448 | $ 1,640,016 |
(13) | Current yield as of period end. |
OTC Total Return Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 39,700,000 | 0.93% | 06/20/2022 | At Maturity | $ — | $ — | $ (545,476) | $ (545,476) | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 40,660,000 | 0.93% | 09/20/2022 | At Maturity | — | — | (636,033) | (636,033) | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ (1,181,509) | $ (1,181,509) |
43 |
April 30, 2022 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.38.V1 | USD | 22,720,000 | 5.00% | 06/20/2027 | Quarterly | $ 602,932 | $ 459,526 | $ (143,406) | |||||||
Total centrally cleared credit default swap contracts | $ 602,932 | $ 459,526 | $ (143,406) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
244,686,318 | USD | 229,018,905 | EUR | BCLY | 05/31/2022 | $ 2,767,408 | ||||
2,364,934 | USD | 2,205,000 | EUR | CBA | 05/31/2022 | 35,732 | ||||
12,195,802 | USD | 9,592,321 | GBP | DEUT | 05/31/2022 | 134,183 | ||||
Total foreign currency contracts | $ 2,937,323 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 8,062,075 | $ — | $ 8,062,075 | $ — | ||||
Corporate Bonds | 134,215,846 | — | 134,215,846 | — | ||||
Senior Floating Rate Interests | 2,042,536,092 | — | 2,042,536,092 | — | ||||
Common Stocks | ||||||||
Energy | 8,718,115 | — | 3,817,339 | 4,900,776 | ||||
Insurance | 175,508 | — | 175,508 | — | ||||
Materials | 2,522,215 | — | 2,522,215 | — | ||||
Exchange-Traded Funds | 51,598,220 | 51,598,220 | — | — | ||||
Warrants | 190,434 | — | — | 190,434 | ||||
Short-Term Investments | 294,921,260 | 294,921,260 | — | — | ||||
Foreign Currency Contracts(2) | 2,937,323 | — | 2,937,323 | — | ||||
Total | $ 2,545,877,088 | $ 346,519,480 | $ 2,194,266,398 | $ 5,091,210 | ||||
Liabilities | ||||||||
Swaps - Credit Default(2) | $ (143,406) | $ — | $ (143,406) | $ — | ||||
Swaps - Total Return(2) | (1,181,509) | — | (1,181,509) | — | ||||
Total | $ (1,324,915) | $ — | $ (1,324,915) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
44 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 0.4% | |||
Airlines - 0.2% | |||
$ 1,100,000 | JetBlue Airways Corp. 0.50%, 04/01/2026(1) | $ 894,410 | |
Internet - 0.2% | |||
GBP 1,100,000 | Trainline plc 1.00%, 01/14/2026(2) | 1,185,791 | |
Total Convertible Bonds (cost $2,476,134) | $ 2,080,201 | ||
CORPORATE BONDS - 7.3% | |||
Commercial Banks - 1.0% | |||
$ 2,375,000 | Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(3)(4) | $ 2,303,152 | |
Freedom Mortgage Corp. | |||
450,000 | 6.63%, 01/15/2027(1) | 389,475 | |
550,000 | 7.63%, 05/01/2026(1) | 500,500 | |
525,000 | 8.13%, 11/15/2024(1) | 508,507 | |
1,715,000 | 8.25%, 04/15/2025(1) | 1,646,400 | |
5,348,034 | |||
Commercial Services - 0.6% | |||
620,000 | APX Group, Inc. 5.75%, 07/15/2029(1) | 507,997 | |
EUR 650,000 | Verisure Holding AB 3.25%, 02/15/2027(2) | 615,948 | |
$ 2,225,000 | WW International, Inc. 4.50%, 04/15/2029(1) | 1,760,531 | |
2,884,476 | |||
Construction Materials - 0.1% | |||
575,000 | Oscar AcquisitionCo LLC 9.50%, 04/15/2030 | 523,796 | |
Diversified Financial Services - 0.9% | |||
3,570,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 2,820,300 | |
1,435,000 | Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(1) | 886,112 | |
United Wholesale Mortgage LLC | |||
850,000 | 5.50%, 11/15/2025(1) | 780,682 | |
445,000 | 5.75%, 06/15/2027(1) | 386,038 | |
4,873,132 | |||
Electrical Components & Equipment - 0.1% | |||
EUR 740,000 | Energizer Gamma Acquisition B.V. 3.50%, 06/30/2029(1) | 651,101 | |
Engineering & Construction - 0.1% | |||
$ 575,000 | Artera Services LLC 9.03%, 12/04/2025(1) | 543,375 | |
Entertainment - 0.7% | |||
EUR 600,000 | Banijay Group SAS 6.50%, 03/01/2026(2) | 609,917 | |
$ 875,000 | Cinemark USA, Inc. 5.88%, 03/15/2026(1) | 815,938 | |
2,250,000 | Scientific Games International, Inc. 7.00%, 05/15/2028(1) | 2,303,522 | |
3,729,377 | |||
Internet - 0.3% | |||
660,000 | Photo Holdings Merger Sub, Inc. 8.50%, 10/01/2026(1) | 610,500 | |
United Group B.V. | |||
EUR 395,000 | 4.88%, 02/01/2029, 3 mo. EURIBOR + 4.875%(1)(5) | 397,895 | |
670,000 | 5.25%, 02/01/2030(1) | 616,825 | |
1,625,220 | |||
IT Services - 0.1% | |||
$ 475,000 | Condor Merger Sub, Inc. 7.38%, 02/15/2030(1) | 424,983 | |
Leisure Time - 0.4% | |||
1,760,000 | Carnival Corp. 7.63%, 03/01/2026(1) | 1,724,800 | |
275,000 | Life Time, Inc. 8.00%, 04/15/2026(1) | 268,495 | |
1,993,295 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 7.3% - (continued) | |||
Lodging - 0.1% | |||
$ 775,000 | Wynn Macau Ltd. 5.13%, 12/15/2029(1) | $ 610,979 | |
Machinery-Diversified - 0.1% | |||
850,000 | OT Merger Corp. 7.88%, 10/15/2029(1) | 722,500 | |
Mining - 0.1% | |||
EUR 275,000 | Constellium SE 3.13%, 07/15/2029(1) | 253,354 | |
Oil & Gas - 0.1% | |||
500,000 | Petroleos Mexicanos 4.75%, 02/26/2029(2) | 464,178 | |
Packaging & Containers - 0.4% | |||
$ 1,990,000 | Clydesdale Acquisition Holdings, Inc. 8.75%, 04/15/2030(1) | 1,815,875 | |
EUR 250,000 | Mauser Packaging Solutions Holding Co. 4.75%, 04/15/2024(2) | 258,150 | |
2,074,025 | |||
Pharmaceuticals - 0.2% | |||
1,000,000 | Teva Pharmaceutical Finance Netherlands B.V. 4.50%, 03/01/2025 | 1,035,140 | |
Real Estate - 0.4% | |||
CIFI Holdings Group Co., Ltd. | |||
$ 200,000 | 4.45%, 08/17/2026(2) | 152,000 | |
650,000 | 5.95%, 10/20/2025(2) | 510,900 | |
Country Garden Holdings Co., Ltd. | |||
400,000 | 4.80%, 08/06/2030(2) | 246,000 | |
400,000 | 5.13%, 01/14/2027(2) | 269,200 | |
500,000 | 5.63%, 01/14/2030(2) | 317,500 | |
550,000 | Times China Holdings Ltd. 6.75%, 07/08/2025(2) | 250,250 | |
1,225,000 | Yuzhou Group Holdings Co., Ltd. 8.50%, 02/26/2024*(2)(6) | 159,250 | |
1,905,100 | |||
Retail - 1.2% | |||
470,000 | BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(1)(7) | 401,850 | |
EUR 250,000 | eG Global Finance plc 6.25%, 10/30/2025(2) | 257,526 | |
$ 2,450,000 | LSF9 Atlantis Holdings LLC / Victra Finance Corp. 7.75%, 02/15/2026(1) | 2,210,120 | |
1,175,000 | Michaels Cos., Inc. 7.88%, 05/01/2029(1) | 925,313 | |
Staples, Inc. | |||
1,050,000 | 7.50%, 04/15/2026(1) | 1,002,750 | |
1,650,000 | 10.75%, 04/15/2027(1) | 1,461,900 | |
6,259,459 | |||
Software - 0.0% | |||
205,000 | MicroStrategy, Inc. 6.13%, 06/15/2028(1) | 188,600 | |
Telecommunications - 0.4% | |||
Altice France S.A. | |||
EUR 550,000 | 4.13%, 01/15/2029(2) | 498,992 | |
905,000 | 4.25%, 10/15/2029(1) | 823,145 | |
$ 825,000 | Frontier Communications Holdings LLC 5.88%, 11/01/2029 | 716,203 | |
2,038,340 | |||
Total Corporate Bonds (cost $43,863,627) | $ 38,148,464 | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) | |||
Advertising - 0.1% | |||
410,000 | ABG Intermediate Holdings 2 LLC 6.80%, 12/20/2029, 1 mo. USD SOFR + 6.000% | $ 405,900 |
45 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Airlines - 1.3% | |||
$ 1,180,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | $ 1,199,989 | |
2,625,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | 2,595,468 | |
2,135,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 2,212,394 | |
655,241 | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | 649,062 | |
6,656,913 | |||
Asset-Backed - Finance & Insurance - 0.2% | |||
EUR 875,000 | Kouti B.V. 3.75%, 08/31/2028, 3 mo. EURIBOR + 3.750% | 893,081 | |
Auto Parts & Equipment - 0.8% | |||
First Brands Group LLC | |||
$ 2,017,387 | 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 2,009,197 | |
2,125,000 | 9.74%, 03/30/2028, 1 mo. USD LIBOR + 8.500% | 2,117,031 | |
4,126,228 | |||
Chemicals - 0.3% | |||
1,098,900 | CPC Acquisition Corp. 4.76%, 12/29/2027, 1 mo. USD LIBOR + 3.750% | 1,038,461 | |
540,000 | NIC Acquisition Corp. 8.76%, 12/29/2028, 1 mo. USD LIBOR + 7.750% | 517,050 | |
1,555,511 | |||
Commercial Services - 5.7% | |||
1,395,000 | Amentum Government Services Holdings LLC 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 1,382,794 | |
1,337,992 | Belron Finance U.S. LLC 3.50%, 10/30/2026, 1 mo. USD LIBOR + 2.250% | 1,327,957 | |
EUR 2,700,000 | Belron Luxembourg S.a.r.l. 2.50%, 04/13/2028, 3 mo. EURIBOR + 2.750% | 2,798,975 | |
$ 1,996,915 | Cast and Crew Payroll LLC 4.26%, 02/09/2026, 1 mo. USD LIBOR + 3.500% | 1,985,513 | |
5,124,250 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 4,913,694 | |
2,872,800 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 2,826,117 | |
1,050,846 | Trans Union LLC 3.01%, 12/01/2028, 1 mo. USD LIBOR + 2.250% | 1,039,171 | |
EUR 6,465,000 | Verisure Holding AB 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 6,604,597 | |
$ 2,049,300 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 2,028,049 | |
5,344,283 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 4,780,461 | |
29,687,328 | |||
Construction Materials - 1.1% | |||
5,840,000 | Oscar AcquisitionCo LLC 0.00%, 04/29/2029, 1 mo. USD LIBOR + 0.450%(9) | 5,591,800 | |
Distribution/Wholesale - 0.7% | |||
2,155,030 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 2,122,489 | |
1,375,000 | Caldic B.V. 4.67%, 02/28/2029, 1 mo. USD SOFR + 4.000% | 1,354,953 | |
3,477,442 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Diversified Financial Services - 1.4% | |||
Blackhawk Network Holdings, Inc. | |||
$ 1,608,268 | 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | $ 1,585,286 | |
560,000 | 7.56%, 06/15/2026, 3 mo. USD LIBOR + 7.000% | 550,900 | |
858,517 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 841,750 | |
4,605,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 4,571,430 | |
7,549,366 | |||
Electronics - 0.8% | |||
4,185,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(9) | 4,160,601 | |
Engineering & Construction - 1.1% | |||
730,000 | Ascend Learning LLC 6.51%, 12/10/2029, 1 mo. USD LIBOR + 5.750% | 719,963 | |
3,240,170 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 3,072,264 | |
1,278,112 | Fluidra S.A. 2.80%, 01/29/2029, 1 mo. USD SOFR + 2.000% | 1,264,641 | |
585,000 | PowerTeam Services LLC 8.26%, 03/06/2026, 3 mo. USD LIBOR + 7.250% | 541,125 | |
5,597,993 | |||
Entertainment - 4.7% | |||
1,185,000 | AP Core Holdings II LLC 6.26%, 09/01/2027, 1 mo. USD LIBOR + 5.500% | 1,179,075 | |
589,857 | Cinemark USA, Inc. 2.52%, 03/31/2025, 3 mo. USD LIBOR + 1.750% | 572,899 | |
Crown Finance U.S., Inc. | |||
EUR 202,094 | 2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% | 160,272 | |
$ 10,189,036 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 7,755,385 | |
484,940 | 7.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000% | 560,562 | |
505,748 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 537,676 | |
1,105,000 | Great Canadian Gaming Corp. 4.93%, 11/01/2026, 1 mo. USD LIBOR + 4.000% | 1,100,304 | |
646,750 | Maverick Gaming LLC 8.50%, 09/03/2026, 1 mo. USD LIBOR + 7.500% | 633,815 | |
4,120,000 | Scientific Games International, Inc. 0.00%, 04/14/2029, 3 mo. USD LIBOR + 3.000%(9) | 4,096,845 | |
4,805,150 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 4,730,814 | |
583,373 | William Morris Endeavor Entertainment LLC 3.52%, 05/18/2025, 3 mo. USD LIBOR + 2.750% | 571,081 | |
2,655,000 | WMG Acquisition Corp. 2.89%, 01/20/2028, 1 mo. USD LIBOR + 2.125% | 2,629,406 | |
24,528,134 | |||
Environmental Control - 0.4% | |||
2,392,975 | Filtration Group Corp. 4.26%, 10/21/2028, 1 mo. USD LIBOR + 3.500% | 2,360,072 | |
Food - 1.5% | |||
872,745 | 8th Avenue Food & Provisions, Inc. 4.51%, 10/01/2025, 3 mo. USD LIBOR + 3.750% | 750,561 |
46 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Food - 1.5% - (continued) | |||
Froneri International Ltd. | |||
EUR 3,990,000 | 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% | $ 4,011,669 | |
$ 1,298,795 | 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 1,266,324 | |
789,931 | Simply Good Foods USA, Inc. 3.79%, 07/07/2024, 1 mo. USD LIBOR + 3.250% | 788,454 | |
918,748 | U.S. Foods, Inc. 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 904,168 | |
7,721,176 | |||
Food Service - 0.5% | |||
Aramark Services, Inc. | |||
247,112 | 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 242,390 | |
2,307,006 | 3.26%, 04/06/2028, 1 mo. USD LIBOR + 2.500% | 2,280,568 | |
2,522,958 | |||
Healthcare - Products - 1.3% | |||
Avantor Funding, Inc. | |||
EUR 1,240,625 | 2.75%, 06/12/2028, 1 mo. EURIBOR + 2.750% | 1,296,534 | |
$ 1,171,582 | 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 1,162,795 | |
441,660 | Coty, Inc. 2.70%, 04/07/2025, 3 mo. USD LIBOR + 2.250% | 429,435 | |
1,156,263 | Insulet Corp. 4.01%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | 1,154,332 | |
2,514,309 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 2,489,619 | |
6,532,715 | |||
Healthcare - Services - 6.6% | |||
2,435,000 | Accelerated Health Systems LLC 0.00%, 02/15/2029, 1 mo. USD SOFR + 4.250%(9) | 2,424,359 | |
3,551,937 | ADMI Corp. 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 3,493,579 | |
Aveanna Healthcare LLC | |||
84,906 | 0.00%, 07/17/2028, 1 mo. USD LIBOR + 3.750%(9) | 83,225 | |
363,269 | 4.25%, 07/17/2028, 1 mo. USD LIBOR + 3.750% | 356,080 | |
1,575,000 | 7.50%, 12/10/2029, 1 mo. USD LIBOR + 7.000% | 1,504,125 | |
EUR 3,285,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 3,335,070 | |
$ 1,242,662 | Cano Health LLC 4.51%, 11/23/2027, 1 mo. USD SOFR + 4.000% | 1,224,022 | |
732,955 | Envision Healthcare Corp. 4.51%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | 445,270 | |
944,570 | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | 940,376 | |
EyeCare Partners LLC | |||
6,333,051 | 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 6,247,111 | |
460,000 | 7.76%, 11/15/2029, 1 mo. USD LIBOR + 6.750% | 454,443 | |
719,949 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 715,334 | |
EUR 600,000 | IQVIA, Inc. 2.00%, 03/07/2024, 1 mo. EURIBOR + 2.000% | 621,893 | |
$ 3,429,381 | Loire Finco Luxembourg S.a.r.l. 4.01%, 04/21/2027, 1 mo. USD LIBOR + 3.250% | 3,365,938 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Healthcare - Services - 6.6% - (continued) | |||
$ 4,389,500 | MED ParentCo L.P. 5.01%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | $ 4,298,989 | |
Medical Solutions Holdings, Inc. | |||
586,400 | 3.50%, 11/01/2028, 1 mo. USD LIBOR + 3.500%(10) | 580,683 | |
3,078,600 | 4.51%, 11/01/2028, 1 mo. USD LIBOR + 3.500% | 3,048,584 | |
1,035,000 | WP CityMD Bidco LLC 3.75%, 12/22/2028, 1 mo. USD LIBOR + 3.250% | 1,023,573 | |
34,162,654 | |||
Holding Companies-Diversified - 0.5% | |||
98,982 | Belfor Holdings, Inc. 4.51%, 04/06/2026, 3 mo. USD LIBOR + 3.750% | 98,611 | |
EUR 2,205,000 | IVC Acquisition Ltd. 0.00%, 02/13/2026, 3 mo. EURIBOR + 4.000%(9) | 2,295,274 | |
2,393,885 | |||
Home Builders - 0.7% | |||
Tecta America Corp. | |||
$ 2,982,462 | 5.01%, 04/10/2028, 1 mo. USD LIBOR + 4.250% | 2,926,541 | |
1,000,000 | 9.26%, 04/09/2029, 1 mo. USD LIBOR + 8.500% | 1,000,000 | |
3,926,541 | |||
Home Furnishings - 0.9% | |||
5,210,134 | Mattress Firm, Inc. 5.64%, 09/25/2028, 1 mo. USD LIBOR + 4.250% | 4,969,166 | |
Housewares - 0.2% | |||
EUR 785,000 | Solis IV BV 4.00%, 02/26/2029, 3 mo. EURIBOR + 4.000% | 814,265 | |
Insurance - 6.4% | |||
Acrisure LLC | |||
$ 4,022,649 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 3,958,126 | |
1,920,188 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | 1,904,192 | |
Asurion LLC | |||
3,138,605 | 3.76%, 11/03/2024, 1 mo. USD LIBOR + 3.000% | 3,104,425 | |
1,776,134 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 1,766,934 | |
573,414 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 560,036 | |
825,000 | 4.01%, 07/31/2027, 1 mo. USD LIBOR + 3.250% | 805,406 | |
5,647,260 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 5,472,533 | |
3,310,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 3,207,390 | |
Hub International Ltd. | |||
3,565,738 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 3,516,710 | |
915,365 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 909,891 | |
3,129,243 | Sedgwick Claims Management Services, Inc. 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 3,096,011 | |
5,239,961 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 5,187,562 | |
33,489,216 |
47 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Internet - 4.0% | |||
$ 2,273,049 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | $ 2,168,876 | |
MH Sub LLC | |||
5,181,215 | 4.26%, 09/13/2024, 3 mo. USD LIBOR + 3.500% | 5,144,946 | |
1,182,531 | 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 1,175,956 | |
920,000 | 7.01%, 02/23/2029, 1 mo. USD LIBOR + 6.250% | 908,270 | |
2,755,037 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 2,707,981 | |
818,656 | Rodan & Fields LLC 4.55%, 06/16/2025, 3 mo. USD LIBOR + 4.000% | 488,124 | |
8,716,650 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 8,052,005 | |
20,646,158 | |||
IT Services - 0.5% | |||
992,500 | Panther Commercial Holdings L.P. 5.74%, 01/07/2028, 1 mo. USD LIBOR + 4.500% | 985,592 | |
1,350,000 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | 1,337,971 | |
301,171 | Surf Holdings LLC 4.11%, 03/05/2027, 1 mo. USD LIBOR + 3.500% | 297,825 | |
2,621,388 | |||
Leisure Time - 2.6% | |||
Carnival Corp. | |||
2,472,839 | 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% | 2,430,009 | |
1,403,550 | 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 1,380,742 | |
2,173,687 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | 2,147,429 | |
3,554,078 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 3,488,328 | |
3,922,972 | SRAM LLC 3.30%, 05/18/2028, 1 mo. USD LIBOR + 2.750% | 3,883,742 | |
13,330,250 | |||
Lodging - 1.8% | |||
9,501,920 | Caesars Resort Collection LLC 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 9,452,225 | |
Media - 2.9% | |||
1,913,207 | Banijay Entertainment S.A.S 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 1,900,292 | |
2,355,292 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | 2,327,029 | |
4,025,325 | DirecTV Financing LLC 5.76%, 08/02/2027, 1 mo. USD LIBOR + 5.000% | 4,004,796 | |
1,615,000 | MJH Healthcare Holdings LLC 4.12%, 01/28/2029, 1 mo. USD SOFR + 3.600% | 1,590,775 | |
690,284 | NEP/NCP Holdco, Inc. 4.01%, 10/20/2025, 3 mo. USD LIBOR + 3.250% | 676,692 | |
400,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 391,000 | |
EUR 625,000 | UPC Broadband Holding B.V. 3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000% | 642,201 | |
GBP 1,525,000 | Virgin Media SFA Finance Ltd. 3.97%, 11/15/2027, 1 mo. GBP LIBOR + 3.250% | 1,868,713 | |
EUR 595,000 | Ziggo B.V. 3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000% | 602,324 | |
$ 1,300,000 | Ziggo Financing Partnership 3.05%, 04/30/2028, 1 mo. USD LIBOR + 2.500% | 1,272,375 | |
15,276,197 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Metal Fabricate/Hardware - 0.1% | |||
$ 231,492 | Ameriforge Group, Inc. 9.00%, 12/31/2023, 3 mo. USD LIBOR + 8.000% | $ 105,088 | |
623,355 | Tecomet Inc. 4.50%, 05/01/2024, 3 mo. USD LIBOR + 3.500% | 586,085 | |
691,173 | |||
Miscellaneous Manufacturing - 1.1% | |||
EUR 1,430,118 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | 1,477,458 | |
$ 750,000 | International Textile Group, Inc. 9.97%, 05/01/2025, 3 mo. USD LIBOR + 9.000% | 527,625 | |
LTI Holdings, Inc. | |||
3,127,325 | 4.26%, 09/06/2025, 3 mo. USD LIBOR + 3.500% | 3,058,274 | |
815,000 | 7.51%, 09/06/2026, 3 mo. USD LIBOR + 6.750% | 796,255 | |
5,859,612 | |||
Packaging & Containers - 2.2% | |||
5,019,687 | BWAY Holding Co. 3.71%, 04/03/2024, 3 mo. USD LIBOR + 3.250% | 4,915,529 | |
3,210,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 3,165,477 | |
Pretium PKG Holdings, Inc. | |||
852,863 | 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 826,850 | |
490,000 | 7.48%, 10/01/2029, 1 mo. USD LIBOR + 6.750% | 470,400 | |
2,186,325 | TricorBraun Holdings, Inc. 4.01%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 2,137,439 | |
11,515,695 | |||
Pharmaceuticals - 4.8% | |||
6,795,000 | Bausch Health Cos., Inc. 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250%(9) | 6,565,669 | |
1,230,094 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 1,203,955 | |
1,337,366 | Endo Luxembourg Finance Co. S.a.r.l. 5.81%, 03/27/2028, 1 mo. USD LIBOR + 5.000% | 1,237,398 | |
2,643,300 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 2,608,831 | |
179,376 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 178,226 | |
1,496,206 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 1,493,214 | |
EUR 1,186,063 | Organon & Co. 3.00%, 06/02/2028, 3 mo. EURIBOR + 3.000% | 1,231,292 | |
$ 7,769,722 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 7,693,656 | |
705,000 | Pearl Intermediate Parent LLC 7.01%, 02/13/2026, 3 mo. USD LIBOR + 6.250% | 700,157 | |
2,064,117 | PetVet Care Centers LLC 4.26%, 02/14/2025, 1 mo. USD LIBOR + 3.500% | 2,049,276 | |
24,961,674 | |||
Pipelines - 1.0% | |||
458,876 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 456,007 | |
1,288,072 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | 1,284,053 | |
1,296,750 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% | 1,289,009 | |
2,134,212 | Traverse Midstream Partners LLC 5.94%, 09/27/2024, 1 mo. USD LIBOR + 4.250% | 2,125,313 | |
5,154,382 |
48 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Real Estate - 0.5% | |||
EUR 750,000 | Blitz GmbH 3.50%, 04/28/2028, 3 mo. EURIBOR + 3.500% | $ 774,961 | |
1,865,000 | Foncia Management 3.50%, 03/27/2028, 3 mo. EURIBOR + 3.500% | 1,912,235 | |
2,687,196 | |||
Retail - 9.3% | |||
$ 5,845,292 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 5,727,158 | |
2,275,839 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 2,247,391 | |
EUR 530,000 | EG Group Ltd. 7.00%, 04/10/2027, 3 mo. EURIBOR + 7.000% | 548,640 | |
$ 4,395,511 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 4,346,061 | |
1,119,318 | Harbor Freight Tools USA, Inc. 3.51%, 10/19/2027, 1 mo. USD LIBOR + 2.750% | 1,078,922 | |
1,379,188 | IRB Holding Corp. 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 1,358,500 | |
6,935,067 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 6,530,545 | |
5,355,000 | LSF9 Atlantis Holdings LLC 0.00%, 03/31/2029, 1 mo. USD LIBOR + 7.250%(9) | 5,247,900 | |
3,164,046 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 2,878,301 | |
2,542,973 | Petco Health and Wellness Co., Inc. 4.26%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 2,515,738 | |
1,002,425 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 991,900 | |
EUR 670,000 | Rainbow Finco S.a.r.l. 3.75%, 01/28/2029, 3 mo. EURIBOR + 3.750% | 691,945 | |
$ 1,235,000 | Specialty Building Products Holdings LLC 4.30%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 1,169,397 | |
SRS Distribution, Inc. | |||
1,800,488 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 1,732,969 | |
3,356,196 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 3,230,339 | |
8,357,363 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 7,998,415 | |
48,294,121 | |||
Semiconductors - 2.1% | |||
4,795,000 | Entegris, Inc. 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(9) | 4,793,513 | |
MKS Instruments, Inc. | |||
2,230,000 | 0.00%, 10/21/2028 | 2,218,850 | |
3,265,000 | 0.00%, 04/08/2029(9) | 3,248,675 | |
771,125 | Synaptics, Inc. 2.75%, 12/02/2028, 1 mo. USD LIBOR + 2.250% | 767,077 | |
11,028,115 | |||
Software - 8.9% | |||
Athenahealth, Inc. | |||
792,754 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(10) | 780,862 | |
4,677,246 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 4,607,088 | |
2,621,253 | Camelot U.S. Acquisition Co. 3.76%, 10/30/2026, 1 mo. USD LIBOR + 3.000% | 2,586,863 | |
DCert Buyer, Inc. | |||
5,055,084 | 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 5,029,808 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 85.8%(8) - (continued) | |||
Software - 8.9% - (continued) | |||
$ 3,450,000 | 7.76%, 02/19/2029, 1 mo. USD LIBOR + 7.000% | $ 3,408,324 | |
1,655,000 | EP Purchaser LLC 4.51%, 11/06/2028, 1 mo. USD LIBOR + 3.500% | 1,648,099 | |
Hyland Software, Inc. | |||
752,798 | 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 749,546 | |
812,800 | 7.01%, 07/07/2025, 1 mo. USD LIBOR + 6.250% | 808,736 | |
McAfee LLC | |||
EUR 1,670,000 | 4.25%, 03/01/2029, 3 mo. EURIBOR + 4.250% | 1,742,352 | |
$ 9,945,000 | 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 9,671,513 | |
Mitchell International, Inc. | |||
2,380,000 | 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 2,339,849 | |
820,000 | 7.00%, 10/15/2029, 1 mo. USD LIBOR + 6.500% | 809,135 | |
730,000 | Mitnick Corporate Purchaser, Inc. 0.00%, 05/02/2029, 3 mo. USD LIBOR + 4.750%(9) | 727,810 | |
Polaris Newco LLC | |||
EUR 940,275 | 4.00%, 06/02/2028, 3 mo. EURIBOR + 4.000% | 979,643 | |
$ 5,169,873 | 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 5,109,540 | |
2,154,175 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 2,117,834 | |
1,088,763 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 1,073,390 | |
Ultimate Software Group, Inc. | |||
997,613 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 992,106 | |
1,105,000 | 6.21%, 05/03/2027, 1 mo. USD LIBOR + 5.250% | 1,093,674 | |
46,276,172 | |||
Telecommunications - 3.0% | |||
5,131,900 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 5,037,833 | |
EUR 2,315,000 | Lorca Finco plc 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 2,380,861 | |
Numericable Group S.A. | |||
3,223,910 | 3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000% | 3,298,386 | |
$ 820,019 | 3.99%, 07/31/2025, 3 mo. USD LIBOR + 2.750% | 803,963 | |
1,465,000 | Venga Finance S.a.r.l. 0.00%, 12/04/2028, 1 mo. USD LIBOR + 4.750%(9) | 1,421,050 | |
770,000 | Xplornet Communications, Inc. 7.50%, 10/01/2029, 1 mo. USD LIBOR + 7.000% | 760,375 | |
1,771,325 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 1,756,570 | |
15,459,038 | |||
Textiles - 2.7% | |||
14,365,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 14,011,908 | |
Transportation - 1.1% | |||
6,050,094 | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | 5,971,927 | |
Total Senior Floating Rate Interests (cost $457,746,819) | $ 446,360,176 |
49 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 0.3% | |||
Energy - 0.2% | |||
190,736 | Ascent Resources - Marcellus LLC Class A(11)(12) | $ 305,178 | |
13,824 | Foresight Energy LLC* | 235,001 | |
2,907 | Kelly Topco Shares*(11)(12)(13) | 303,316 | |
13,865 | Texgen Power LLC* | 322,361 | |
1,165,856 | |||
Insurance - 0.0% | |||
34,814 | AFG Holdings, Inc.* | 34,814 | |
Materials - 0.1% | |||
3,079 | UTEX Industries, Inc.* | 206,293 | |
Total Common Stocks (cost $2,429,411) | $ 1,406,963 | ||
EXCHANGE-TRADED FUNDS - 2.9% | |||
Other Investment Pools & Funds - 2.9% | |||
290,400 | Invesco Senior Loan ETF | $ 6,261,024 | |
200,200 | SPDR Blackstone Senior Loan ETF | 8,902,894 | |
15,163,918 | |||
Total Exchange-Traded Funds (cost $15,692,047) | $ 15,163,918 | ||
WARRANTS - 0.0% | |||
Energy - 0.0% | |||
94,294 | Ascent Resources - Marcellus LLC Expires 3/30/2023*(11)(12) | $ 7,555 | |
Materials - 0.0% | |||
1,875 | UTEX Industries, Inc. Expires 12/03/2025*(11)(12) | 36,300 | |
Total Warrants (cost $19,724) | $ 43,855 | ||
Total Long-Term Investments (Cost $522,227,762) | $ 503,203,577 | ||
SHORT-TERM INVESTMENTS - 13.1% | |||
Other Investment Pools & Funds - 13.1% | |||
68,126,234 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(14) | $ 68,126,234 | |
Total Short-Term Investments (cost $68,126,234) | $ 68,126,234 | ||
Total Investments (cost $590,353,996) | 109.8% | $ 571,329,811 | |
Other Assets and Liabilities | (9.8)% | (50,777,880) | |
Total Net Assets | 100.0% | $ 520,551,931 |
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. | |
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. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $32,157,924, representing 6.2% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $5,795,602, representing 1.1% of net assets. |
(3) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(4) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(5) | Variable rate security; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(6) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(7) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(8) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(9) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(10) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $1,361,545, which represents 0.3% of total net assets. |
(11) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $652,349, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(12) | Investment valued using significant unobservable inputs. |
(13) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $303,316 or 0.1% of net assets. |
50 |
April 30, 2022 (Unaudited)
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
09/2021 | Kelly Topco Shares | 2,907 | $ 231,426 | $ 303,316 |
(14) | Current yield as of period end. |
OTC Total Return Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 7,860,000 | 0.93% | 06/20/2022 | At Maturity | $ — | $ — | $ (107,996) | $ (107,996) | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 8,315,000 | 0.93% | 09/20/2022 | At Maturity | — | — | (130,069) | (130,069) | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ (238,065) | $ (238,065) |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.38.V1 | USD | 5,150,000 | 5.00% | 06/20/2027 | Quarterly | $ 136,669 | $ 104,162 | $ (32,507) | |||||||
Total centrally cleared credit default swap contracts | $ 136,669 | $ 104,162 | $ (32,507) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
51,340,694 | USD | 48,053,319 | EUR | BCLY | 05/31/2022 | $ 580,664 | ||||
815,125 | USD | 760,000 | EUR | CBA | 05/31/2022 | 12,316 | ||||
3,187,432 | USD | 2,507,000 | GBP | DEUT | 05/31/2022 | 35,070 | ||||
Total foreign currency contracts | $ 628,050 |
51 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 2,080,201 | $ — | $ 2,080,201 | $ — | ||||
Corporate Bonds | 38,148,464 | — | 38,148,464 | — | ||||
Senior Floating Rate Interests | 446,360,176 | — | 446,360,176 | — | ||||
Common Stocks | ||||||||
Energy | 1,165,856 | — | 557,362 | 608,494 | ||||
Insurance | 34,814 | — | 34,814 | — | ||||
Materials | 206,293 | — | 206,293 | — | ||||
Exchange-Traded Funds | 15,163,918 | 15,163,918 | — | — | ||||
Warrants | 43,855 | — | — | 43,855 | ||||
Short-Term Investments | 68,126,234 | 68,126,234 | — | — | ||||
Foreign Currency Contracts(2) | 628,050 | — | 628,050 | — | ||||
Total | $ 571,957,861 | $ 83,290,152 | $ 488,015,360 | $ 652,349 | ||||
Liabilities | ||||||||
Swaps - Credit Default(2) | $ (32,507) | $ — | $ (32,507) | $ — | ||||
Swaps - Total Return(2) | (238,065) | — | (238,065) | — | ||||
Total | $ (270,572) | $ — | $ (270,572) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
52 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 1.6% | |||
Airlines - 0.2% | |||
$ 975,000 | JetBlue Airways Corp. 0.50%, 04/01/2026(1) | $ 792,772 | |
Commercial Services - 0.2% | |||
EUR 900,000 | Nexi S.p.A. 1.75%, 04/24/2027(2) | 874,863 | |
Healthcare - Products - 0.6% | |||
$ 928,000 | Insulet Corp. 0.38%, 09/01/2026 | 1,141,440 | |
1,450,000 | NuVasive, Inc. 0.38%, 03/15/2025 | 1,352,125 | |
2,493,565 | |||
Machinery-Diversified - 0.1% | |||
273,000 | Middleby Corp. 1.00%, 09/01/2025 | 356,436 | |
Oil & Gas - 0.3% | |||
525,000 | Pioneer Natural Resources Co. 0.25%, 05/15/2025 | 1,155,525 | |
Retail - 0.2% | |||
975,000 | Shake Shack, Inc. 0.00%, 03/01/2028(3) | 751,238 | |
Total Convertible Bonds (cost $6,457,778) | $ 6,424,399 | ||
CORPORATE BONDS - 87.3% | |||
Advertising - 0.5% | |||
2,041,000 | Lamar Media Corp. 3.75%, 02/15/2028 | $ 1,867,515 | |
Aerospace/Defense - 1.3% | |||
TransDigm, Inc. | |||
2,150,000 | 5.50%, 11/15/2027 | 1,971,529 | |
3,480,000 | 6.25%, 03/15/2026(1) | 3,466,950 | |
5,438,479 | |||
Auto Manufacturers - 3.4% | |||
355,000 | Ford Motor Co. 4.35%, 12/08/2026 | 340,800 | |
Ford Motor Credit Co. LLC | |||
1,265,000 | 3.09%, 01/09/2023 | 1,266,113 | |
5,740,000 | 3.37%, 11/17/2023 | 5,653,900 | |
200,000 | 3.66%, 09/08/2024 | 193,500 | |
1,013,000 | 4.06%, 11/01/2024 | 990,879 | |
490,000 | 4.13%, 08/04/2025 | 470,400 | |
635,000 | 4.38%, 08/06/2023 | 635,381 | |
1,230,000 | 4.54%, 08/01/2026 | 1,176,188 | |
540,000 | 4.95%, 05/28/2027 | 525,911 | |
1,225,000 | 5.13%, 06/16/2025 | 1,221,937 | |
1,272,000 | 5.58%, 03/18/2024 | 1,286,297 | |
13,761,306 | |||
Auto Parts & Equipment - 0.8% | |||
Adient Global Holdings Ltd. | |||
EUR 1,225,000 | 3.50%, 08/15/2024(2) | 1,214,775 | |
$ 2,035,000 | 4.88%, 08/15/2026(1) | 1,814,671 | |
3,029,446 | |||
Commercial Banks - 0.6% | |||
2,515,000 | Credit Suisse Group AG 6.25%, 12/18/2024, (3.46% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(2)(4)(5)(6) | 2,438,916 | |
Commercial Services - 3.5% | |||
EUR 1,930,000 | Castor S.p.A. 5.25%, 02/15/2029, 3 mo. EURIBOR + 5.25%(1)(5) | 2,013,148 | |
$ 2,225,000 | Herc Holdings, Inc. 5.50%, 07/15/2027(1) | 2,179,832 | |
EUR 3,105,000 | La Financiere Atalian SASU 4.00%, 05/15/2024(2) | 2,653,737 | |
Nielsen Finance LLC / Nielsen Finance Co. | |||
$ 1,826,000 | 4.50%, 07/15/2029(1) | 1,725,570 | |
1,150,000 | 5.63%, 10/01/2028(1) | 1,114,408 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Commercial Services - 3.5% - (continued) | |||
$ 1,981,000 | Signal Parent, Inc. 6.13%, 04/01/2029(1) | $ 1,513,222 | |
2,360,000 | United Rentals North America, Inc. 4.88%, 01/15/2028 | 2,296,422 | |
EUR 983,000 | Verisure Holding AB 3.25%, 02/15/2027(1) | 931,502 | |
14,427,841 | |||
Construction Materials - 0.8% | |||
$ 1,635,000 | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | 1,512,375 | |
1,010,000 | Standard Industries, Inc. 4.38%, 07/15/2030(1) | 842,194 | |
1,455,000 | Victors Merger Corp. 6.38%, 05/15/2029(1) | 883,912 | |
3,238,481 | |||
Distribution/Wholesale - 0.6% | |||
1,825,000 | American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1) | 1,701,812 | |
550,000 | Performance Food Group, Inc. 5.50%, 10/15/2027(1) | 532,747 | |
2,234,559 | |||
Diversified Financial Services - 5.6% | |||
Credit Acceptance Corp. | |||
730,000 | 5.13%, 12/31/2024(1) | 721,247 | |
1,445,000 | 6.63%, 03/15/2026 | 1,459,450 | |
2,000,000 | Enact Holdings, Inc. 6.50%, 08/15/2025(1) | 1,995,000 | |
goeasy Ltd. | |||
465,000 | 4.38%, 05/01/2026(1) | 431,287 | |
1,745,000 | 5.38%, 12/01/2024(1) | 1,710,100 | |
1,640,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 1,295,600 | |
LD Holdings Group LLC | |||
690,000 | 6.13%, 04/01/2028(1) | 534,750 | |
2,395,000 | 6.50%, 11/01/2025(1) | 1,975,875 | |
1,130,000 | Nationstar Mortgage Holdings, Inc. 5.13%, 12/15/2030(1) | 983,100 | |
OneMain Finance Corp. | |||
470,000 | 4.00%, 09/15/2030 | 384,774 | |
2,610,000 | 5.38%, 11/15/2029 | 2,349,000 | |
430,000 | 6.13%, 03/15/2024 | 431,647 | |
1,650,000 | 6.88%, 03/15/2025 | 1,662,375 | |
PennyMac Financial Services, Inc. | |||
1,190,000 | 4.25%, 02/15/2029(1) | 956,677 | |
1,895,000 | 5.38%, 10/15/2025(1) | 1,790,775 | |
2,235,000 | SLM Corp. 3.13%, 11/02/2026 | 2,038,767 | |
2,760,000 | United Wholesale Mortgage LLC 5.50%, 04/15/2029(1) | 2,290,800 | |
23,011,224 | |||
Electric - 0.3% | |||
Clearway Energy Operating LLC | |||
1,205,000 | 3.75%, 02/15/2031(1) | 1,036,300 | |
390,000 | 3.75%, 01/15/2032(1) | 330,525 | |
1,366,825 | |||
Electrical Components & Equipment - 0.5% | |||
EUR 1,880,000 | Energizer Gamma Acquisition B.V. 3.50%, 06/30/2029(1) | 1,654,149 | |
$ 290,000 | Energizer Holdings, Inc. 6.50%, 12/31/2027(1) | 278,400 | |
1,932,549 | |||
Electronics - 1.2% | |||
2,111,000 | II-VI, Inc. 5.00%, 12/15/2029(1) | 1,979,063 |
53 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Electronics - 1.2% - (continued) | |||
$ 2,635,000 | Imola Merger Corp. 4.75%, 05/15/2029(1) | $ 2,450,550 | |
300,000 | Sensata Technologies B.V. 4.88%, 10/15/2023(1) | 300,765 | |
4,730,378 | |||
Entertainment - 3.1% | |||
Caesars Entertainment, Inc. | |||
1,340,000 | 6.25%, 07/01/2025(1) | 1,354,566 | |
1,355,000 | 8.13%, 07/01/2027(1) | 1,415,975 | |
440,000 | Caesars Resort Collection LLC / CRC Finco, Inc. 5.75%, 07/01/2025(1) | 449,350 | |
Cinemark USA, Inc. | |||
3,740,000 | 5.25%, 07/15/2028(1) | 3,323,177 | |
830,000 | 5.88%, 03/15/2026(1) | 773,975 | |
2,200,000 | Magallanes, Inc. 3.76%, 03/15/2027(1) | 2,121,474 | |
1,695,000 | Penn National Gaming, Inc. 5.63%, 01/15/2027(1) | 1,614,488 | |
1,901,000 | Speedway Motorsports LLC / Speedway Funding II, Inc. 4.88%, 11/01/2027(1) | 1,791,692 | |
12,844,697 | |||
Environmental Control - 0.1% | |||
340,000 | Stericycle, Inc. 3.88%, 01/15/2029(1) | 299,829 | |
Food - 2.1% | |||
1,865,000 | B&G Foods, Inc. 5.25%, 09/15/2027 | 1,709,280 | |
GBP 802,000 | Bellis Acquisition Co. plc 3.25%, 02/16/2026(1) | 883,386 | |
$ 2,225,000 | Kraft Heinz Foods Co. 3.00%, 06/01/2026 | 2,129,134 | |
1,470,000 | Performance Food Group, Inc. 4.25%, 08/01/2029(1) | 1,306,433 | |
2,720,000 | Post Holdings, Inc. 5.63%, 01/15/2028(1) | 2,571,760 | |
8,599,993 | |||
Gas - 0.6% | |||
AmeriGas Partners L.P. / AmeriGas Finance Corp. | |||
1,069,000 | 5.50%, 05/20/2025 | 1,053,000 | |
40,000 | 5.63%, 05/20/2024 | 39,950 | |
1,143,000 | 5.88%, 08/20/2026 | 1,128,850 | |
2,221,800 | |||
Healthcare - Products - 1.8% | |||
1,740,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 1,655,245 | |
Mozart Debt Merger Sub, Inc. | |||
5,125,000 | 3.88%, 04/01/2029(1) | 4,471,562 | |
1,532,000 | 5.25%, 10/01/2029(1) | 1,332,840 | |
7,459,647 | |||
Healthcare - Services - 3.7% | |||
Catalent Pharma Solutions, Inc. | |||
445,000 | 3.13%, 02/15/2029(1) | 386,144 | |
485,000 | 3.50%, 04/01/2030(1) | 421,858 | |
265,000 | 5.00%, 07/15/2027(1) | 256,719 | |
CHS/Community Health Systems, Inc. | |||
3,700,000 | 4.75%, 02/15/2031(1) | 3,135,750 | |
990,000 | 5.25%, 05/15/2030(1) | 867,883 | |
580,000 | 5.63%, 03/15/2027(1) | 552,881 | |
HCA, Inc. | |||
4,985,000 | 5.38%, 02/01/2025 | 5,121,153 | |
2,620,000 | 5.38%, 09/01/2026 | 2,681,583 | |
100,000 | 5.63%, 09/01/2028 | 103,344 | |
80,000 | 5.88%, 02/01/2029 | 83,332 | |
690,000 | 7.50%, 11/15/2095 | 799,537 | |
885,000 | IQVIA, Inc. 5.00%, 05/15/2027(1) | 876,876 | |
15,287,060 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Home Builders - 3.2% | |||
Ashton Woods USA LLC / Ashton Woods Finance Co. | |||
$ 1,025,000 | 4.63%, 08/01/2029(1) | $ 861,000 | |
1,035,000 | 4.63%, 04/01/2030(1) | 847,406 | |
1,295,000 | 6.63%, 01/15/2028(1) | 1,259,168 | |
2,490,000 | Century Communities, Inc. 3.88%, 08/15/2029(1) | 2,088,488 | |
1,160,000 | Empire Communities Corp. 7.00%, 12/15/2025(1) | 1,099,100 | |
M/I Homes, Inc. | |||
1,365,000 | 3.95%, 02/15/2030 | 1,122,656 | |
790,000 | 4.95%, 02/01/2028 | 726,800 | |
1,285,000 | STL Holding Co. LLC 7.50%, 02/15/2026(1) | 1,214,325 | |
Taylor Morrison Communities, Inc. | |||
500,000 | 5.13%, 08/01/2030(1) | 456,250 | |
1,790,000 | 5.75%, 01/15/2028(1) | 1,749,725 | |
1,816,000 | Williams Scotsman International, Inc. 4.63%, 08/15/2028(1) | 1,718,753 | |
13,143,671 | |||
Household Products/Wares - 0.3% | |||
1,400,000 | Prestige Brands, Inc. 5.13%, 01/15/2028(1) | 1,330,000 | |
Insurance - 1.9% | |||
Acrisure LLC / Acrisure Finance, Inc. | |||
2,335,000 | 7.00%, 11/15/2025(1) | 2,273,239 | |
875,000 | 10.13%, 08/01/2026(1) | 910,000 | |
725,000 | AssuredPartners, Inc. 5.63%, 01/15/2029(1) | 637,609 | |
135,000 | Genworth Holdings, Inc. 4.80%, 02/15/2024 | 135,240 | |
1,620,000 | MGIC Investment Corp. 5.25%, 08/15/2028 | 1,520,840 | |
675,000 | NMI Holdings, Inc. 7.38%, 06/01/2025(1) | 703,687 | |
1,675,000 | Radian Group, Inc. 6.63%, 03/15/2025 | 1,705,368 | |
7,885,983 | |||
Internet - 1.9% | |||
Arches Buyer, Inc. | |||
1,183,000 | 4.25%, 06/01/2028(1) | 1,051,391 | |
900,000 | 6.13%, 12/01/2028(1) | 783,000 | |
2,200,000 | Endurance International Group Holdings, Inc. 6.00%, 02/15/2029(1) | 1,780,636 | |
2,685,000 | Go Daddy Operating Co. LLC 3.50%, 03/01/2029(1) | 2,376,225 | |
EUR 2,100,000 | United Group B.V. 3.63%, 02/15/2028(2) | 1,923,721 | |
7,914,973 | |||
IT Services - 0.8% | |||
Presidio Holdings, Inc. | |||
$ 2,315,000 | 4.88%, 02/01/2027(1) | 2,196,889 | |
890,000 | 8.25%, 02/01/2028(1) | 864,341 | |
3,061,230 | |||
Leisure Time - 3.0% | |||
Carnival Corp. | |||
297,000 | 5.75%, 03/01/2027(1) | 268,938 | |
3,840,000 | 6.00%, 05/01/2029(1) | 3,446,400 | |
600,000 | 7.63%, 03/01/2026(1) | 607,213 | |
3,200,000 | MajorDrive Holdings LLC 6.38%, 06/01/2029(1) | 2,536,000 | |
1,415,000 | NCL Corp. Ltd. 5.88%, 02/15/2027(1) | 1,348,834 | |
Royal Caribbean Cruises Ltd. | |||
750,000 | 5.38%, 07/15/2027(1) | 688,125 | |
2,625,000 | 5.50%, 08/31/2026(1) | 2,442,182 | |
1,050,000 | 9.13%, 06/15/2023(1) | 1,083,952 | |
12,421,644 |
54 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Lodging - 0.6% | |||
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | |||
$ 960,000 | 5.25%, 05/15/2027(1) | $ 884,400 | |
1,690,000 | 5.50%, 03/01/2025(1) | 1,635,075 | |
2,519,475 | |||
Media - 6.1% | |||
620,000 | Belo Corp. 7.25%, 09/15/2027 | 682,000 | |
895,000 | Cable One, Inc. 4.00%, 11/15/2030(1) | 767,919 | |
CCO Holdings LLC / CCO Holdings Capital Corp. | |||
1,570,000 | 4.25%, 02/01/2031(1) | 1,323,196 | |
2,250,000 | 4.25%, 01/15/2034(1) | 1,788,750 | |
1,875,000 | 4.50%, 08/15/2030(1) | 1,635,938 | |
925,000 | 4.50%, 05/01/2032 | 783,660 | |
1,750,000 | 4.75%, 02/01/2032(1) | 1,507,188 | |
CSC Holdings LLC | |||
1,800,000 | 5.25%, 06/01/2024 | 1,759,284 | |
770,000 | 5.50%, 04/15/2027(1) | 743,381 | |
DISH DBS Corp. | |||
965,000 | 5.00%, 03/15/2023 | 956,006 | |
3,100,000 | 5.88%, 07/15/2022 | 3,103,689 | |
1,405,000 | 5.88%, 11/15/2024 | 1,362,850 | |
530,000 | 7.75%, 07/01/2026 | 498,552 | |
3,750,000 | Sirius XM Radio, Inc. 3.13%, 09/01/2026(1) | 3,454,687 | |
1,275,000 | UPC Broadband Finco B.V. 4.88%, 07/15/2031(1) | 1,120,406 | |
2,255,000 | Virgin Media Secured Finance plc 4.50%, 08/15/2030(1) | 1,957,024 | |
1,395,000 | VZ Secured Financing B.V. 5.00%, 01/15/2032(1) | 1,203,188 | |
365,000 | Ziggo B.V. 4.88%, 01/15/2030(1) | 323,481 | |
24,971,199 | |||
Metal Fabricate/Hardware - 0.6% | |||
Novelis Corp. | |||
630,000 | 3.25%, 11/15/2026(1) | 574,844 | |
650,000 | 3.88%, 08/15/2031(1) | 557,375 | |
1,310,000 | 4.75%, 01/30/2030(1) | 1,204,846 | |
2,337,065 | |||
Mining - 1.6% | |||
Constellium SE | |||
2,025,000 | 3.75%, 04/15/2029(1) | 1,751,281 | |
755,000 | 5.63%, 06/15/2028(1) | 722,912 | |
1,019,000 | 5.88%, 02/15/2026(1) | 1,008,973 | |
3,155,000 | FMG Resources August 2006 Pty Ltd. 5.88%, 04/15/2030(1) | 3,132,284 | |
6,615,450 | |||
Office/Business Equipment - 1.1% | |||
1,945,000 | CDW LLC / CDW Finance Corp. 2.67%, 12/01/2026 | 1,786,222 | |
2,000,000 | Xerox Corp. 4.63%, 03/15/2023 | 2,000,000 | |
790,000 | Xerox Holdings Corp. 5.00%, 08/15/2025(1) | 756,654 | |
4,542,876 | |||
Oil & Gas - 5.2% | |||
Apache Corp. | |||
1,125,000 | 4.38%, 10/15/2028 | 1,057,500 | |
689,000 | 5.10%, 09/01/2040 | 623,545 | |
2,050,000 | Earthstone Energy Holdings LLC 8.00%, 04/15/2027 | 2,039,750 | |
EQT Corp. | |||
740,000 | 3.13%, 05/15/2026(1) | 697,657 | |
1,020,000 | 3.90%, 10/01/2027 | 976,619 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Oil & Gas - 5.2% - (continued) | |||
$ 336,000 | 6.63%, 02/01/2025 | $ 349,393 | |
Occidental Petroleum Corp. | |||
2,320,000 | 3.00%, 02/15/2027 | 2,157,600 | |
1,545,000 | 3.20%, 08/15/2026 | 1,452,300 | |
2,280,000 | 3.40%, 04/15/2026 | 2,171,700 | |
3,436,000 | 4.20%, 03/15/2048 | 2,847,585 | |
679,000 | 4.40%, 04/15/2046 | 582,310 | |
715,000 | 5.50%, 12/01/2025 | 727,513 | |
395,000 | 6.13%, 01/01/2031 | 415,169 | |
258,000 | 6.38%, 09/01/2028 | 270,900 | |
Ovintiv Exploration, Inc. | |||
775,000 | 5.38%, 01/01/2026 | 803,778 | |
1,470,000 | 5.63%, 07/01/2024 | 1,528,234 | |
Range Resources Corp. | |||
685,000 | 4.75%, 02/15/2030(1) | 652,250 | |
1,282,000 | 4.88%, 05/15/2025 | 1,269,180 | |
770,000 | Southwestern Energy Co. 4.75%, 02/01/2032 | 728,613 | |
21,351,596 | |||
Packaging & Containers - 2.3% | |||
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | |||
680,000 | 4.13%, 08/15/2026(1) | 629,000 | |
4,330,000 | 5.25%, 08/15/2027(1) | 3,696,910 | |
300,000 | Clydesdale Acquisition Holdings, Inc. 6.63%, 04/15/2029(1) | 301,875 | |
880,000 | Graphic Packaging International LLC 3.75%, 02/01/2030(1) | 771,522 | |
1,075,000 | Mauser Packaging Solutions Holding Co. 7.25%, 04/15/2025(1) | 1,021,250 | |
Owens-Brockway Glass Container, Inc. | |||
65,000 | 5.38%, 01/15/2025(1) | 63,538 | |
1,424,000 | 5.88%, 08/15/2023(1) | 1,441,800 | |
EUR 1,645,000 | Silgan Holdings, Inc. 2.25%, 06/01/2028 | 1,506,582 | |
9,432,477 | |||
Pharmaceuticals - 1.8% | |||
Bausch Health Cos., Inc. | |||
$ 3,105,000 | 5.00%, 01/30/2028(1) | 2,290,869 | |
2,125,000 | 5.00%, 02/15/2029(1) | 1,491,346 | |
1,865,000 | 5.25%, 01/30/2030(1) | 1,294,497 | |
815,000 | 6.13%, 04/15/2025(1) | 818,056 | |
1,170,000 | 7.00%, 01/15/2028(1) | 959,049 | |
550,000 | Owens & Minor, Inc. 6.63%, 04/01/2030(1) | 540,342 | |
7,394,159 | |||
Pipelines - 6.3% | |||
1,890,000 | Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1) | 1,837,666 | |
Buckeye Partners L.P. | |||
1,520,000 | 3.95%, 12/01/2026 | 1,436,400 | |
640,000 | 4.13%, 03/01/2025(1) | 613,562 | |
900,000 | 4.13%, 12/01/2027 | 830,250 | |
655,000 | 4.50%, 03/01/2028(1) | 597,687 | |
3,395,000 | DCP Midstream Operating L.P. 5.38%, 07/15/2025 | 3,411,975 | |
2,231,000 | DT Midstream, Inc. 4.13%, 06/15/2029(1) | 2,030,210 | |
1,793,000 | EnLink Midstream LLC 5.63%, 01/15/2028(1) | 1,776,683 | |
EQM Midstream Partners L.P. | |||
1,545,000 | 4.50%, 01/15/2029(1) | 1,390,840 | |
1,130,000 | 4.75%, 01/15/2031(1) | 1,014,570 | |
435,000 | 6.00%, 07/01/2025(1) | 431,107 | |
845,000 | 6.50%, 07/01/2027(1) | 853,450 |
55 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Pipelines - 6.3% - (continued) | |||
$ 950,000 | 6.50%, 07/15/2048 | $ 874,000 | |
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. | |||
1,050,000 | 4.88%, 02/01/2031 | 1,010,344 | |
2,084,000 | 6.50%, 07/15/2027 | 2,146,812 | |
Venture Global Calcasieu Pass LLC | |||
1,200,000 | 3.88%, 08/15/2029(1) | 1,095,000 | |
970,000 | 4.13%, 08/15/2031(1) | 880,275 | |
Western Midstream Operating L.P. | |||
2,950,000 | 4.55%, 02/01/2030 | 2,710,312 | |
925,000 | 5.75%, 02/01/2050 | 815,073 | |
25,756,216 | |||
Real Estate - 0.4% | |||
CIFI Holdings Group Co., Ltd. | |||
890,000 | 4.38%, 04/12/2027(2) | 658,600 | |
875,000 | 5.95%, 10/20/2025(2) | 687,750 | |
900,000 | KWG Group Holdings Ltd. 7.40%, 01/13/2027(2) | 306,000 | |
1,652,350 | |||
Real Estate Investment Trusts - 2.1% | |||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | |||
2,150,000 | 4.25%, 02/01/2027(1) | 1,976,280 | |
945,000 | 5.25%, 10/01/2025(1) | 928,462 | |
2,425,000 | Service Properties Trust 7.50%, 09/15/2025 | 2,420,465 | |
VICI Properties L.P. / VICI Note Co., Inc. | |||
195,000 | 3.50%, 02/15/2025(1) | 187,200 | |
130,000 | 3.75%, 02/15/2027(1) | 120,250 | |
124,000 | 4.13%, 08/15/2030(1) | 111,600 | |
2,455,000 | 4.25%, 12/01/2026(1) | 2,326,432 | |
655,000 | 4.63%, 12/01/2029(1) | 613,080 | |
8,683,769 | |||
Retail - 7.3% | |||
1011778 BC ULC / New Red Finance, Inc. | |||
2,055,000 | 3.50%, 02/15/2029(1) | 1,814,637 | |
2,050,000 | 3.88%, 01/15/2028(1) | 1,886,000 | |
1,190,000 | 4.00%, 10/15/2030(1) | 1,017,093 | |
1,210,000 | 4.38%, 01/15/2028(1) | 1,104,125 | |
Ambience Merger Sub, Inc. | |||
270,000 | 4.88%, 07/15/2028(1) | 223,087 | |
290,000 | 7.13%, 07/15/2029(1) | 216,384 | |
1,255,000 | FirstCash, Inc. 5.63%, 01/01/2030(1) | 1,167,150 | |
Gap, Inc. | |||
1,315,000 | 3.63%, 10/01/2029(1) | 1,069,628 | |
1,315,000 | 3.88%, 10/01/2031(1) | 1,048,318 | |
L Brands, Inc. | |||
1,260,000 | 5.25%, 02/01/2028 | 1,209,600 | |
1,275,000 | 6.63%, 10/01/2030(1) | 1,268,121 | |
4,656,000 | LBM Acquisition LLC 6.25%, 01/15/2029(1) | 3,788,820 | |
3,410,000 | Michaels Cos., Inc. 5.25%, 05/01/2028(1) | 2,930,622 | |
2,975,000 | PetSmart, Inc. 4.75%, 02/15/2028(1) | 2,773,206 | |
2,998,000 | Specialty Building Products Holdings LLC 6.38%, 09/30/2026(1) | 2,942,537 | |
1,180,000 | SRS Distribution, Inc. 4.63%, 07/01/2028(1) | 1,080,302 | |
4,380,000 | Staples, Inc. 7.50%, 04/15/2026(1) | 4,182,900 | |
29,722,530 | |||
Semiconductors - 0.4% | |||
Sensata Technologies B.V. | |||
1,005,000 | 5.00%, 10/01/2025(1) | 997,462 | |
770,000 | 5.63%, 11/01/2024(1) | 778,663 | |
1,776,125 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 87.3% - (continued) | |||
Software - 3.4% | |||
$ 1,385,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | $ 1,284,518 | |
775,000 | CDK Global, Inc. 5.25%, 05/15/2029(1) | 781,122 | |
1,150,000 | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(1) | 1,147,125 | |
2,262,000 | Dun & Bradstreet Corp. 5.00%, 12/15/2029(1) | 2,103,660 | |
1,015,000 | Minerva Merger Sub, Inc. 6.50%, 02/15/2030(1) | 934,566 | |
Open Text Corp. | |||
1,210,000 | 3.88%, 02/15/2028(1) | 1,102,048 | |
455,000 | 3.88%, 12/01/2029(1) | 404,340 | |
Open Text Holdings, Inc. | |||
1,030,000 | 4.13%, 02/15/2030(1) | 914,125 | |
650,000 | 4.13%, 12/01/2031(1) | 563,505 | |
825,000 | PTC, Inc. 3.63%, 02/15/2025(1) | 799,219 | |
1,875,000 | ROBLOX Corp. 3.88%, 05/01/2030(1) | 1,612,500 | |
2,290,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 2,244,292 | |
13,891,020 | |||
Telecommunications - 6.3% | |||
Altice France S.A. | |||
1,105,000 | 5.13%, 07/15/2029(1) | 935,449 | |
640,000 | 5.50%, 01/15/2028(1) | 564,000 | |
1,665,000 | 8.13%, 02/01/2027(1) | 1,677,487 | |
1,280,000 | Embarq Corp. 8.00%, 06/01/2036 | 1,155,731 | |
Frontier Communications Holdings LLC | |||
1,755,000 | 5.00%, 05/01/2028(1) | 1,601,516 | |
1,085,000 | 5.88%, 10/15/2027(1) | 1,038,887 | |
1,360,161 | 5.88%, 11/01/2029 | 1,180,790 | |
1,880,000 | 6.75%, 05/01/2029(1) | 1,694,068 | |
Iliad Holding SAS | |||
755,000 | 6.50%, 10/15/2026(1) | 725,714 | |
490,000 | 7.00%, 10/15/2028(1) | 463,050 | |
EUR 1,865,000 | Kaixo Bondco Telecom S.A. 5.13%, 09/30/2029(1) | 1,732,211 | |
2,410,000 | Lorca Telecom Bondco S.A. 4.00%, 09/18/2027(1) | 2,327,163 | |
Sprint Corp. | |||
$ 2,574,000 | 7.13%, 06/15/2024 | 2,709,135 | |
10,000 | 7.63%, 02/15/2025 | 10,638 | |
1,900,000 | 7.88%, 09/15/2023 | 1,983,125 | |
T-Mobile USA, Inc. | |||
1,605,000 | 2.25%, 02/15/2026(1) | 1,472,587 | |
825,000 | 2.25%, 02/15/2026 | 756,938 | |
2,050,000 | 2.63%, 04/15/2026 | 1,906,500 | |
EUR 1,810,000 | WP/AP Telecom Holdings IV B.V. 3.75%, 01/15/2029(1) | 1,723,860 | |
25,658,849 | |||
Transportation - 0.2% | |||
$ 1,045,000 | First Student Bidco, Inc. 4.00%, 07/31/2029(1) | 930,813 | |
Total Corporate Bonds (cost $387,352,823) | $ 357,184,015 | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(7) | |||
Commercial Services - 0.3% | |||
1,276,800 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | $ 1,256,052 |
56 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(7) - (continued) | |||
Engineering & Construction - 0.5% | |||
$ 1,820,437 | Ascend Learning LLC 4.26%, 12/11/2028, 1 mo. USD LIBOR + 3.500% | $ 1,796,699 | |
Entertainment - 0.7% | |||
Crown Finance U.S., Inc. | |||
3,654,847 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 2,781,886 | |
159,082 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 169,125 | |
2,951,011 | |||
Insurance - 0.5% | |||
Hub International Ltd. | |||
1,695,596 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 1,672,282 | |
487,531 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 484,616 | |
2,156,898 | |||
Oil & Gas - 0.1% | |||
523,688 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 522,378 | |
Packaging & Containers - 0.4% | |||
1,475,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 1,454,542 | |
Pharmaceuticals - 0.1% | |||
410,000 | Owens & Minor, Inc. 4.45%, 03/29/2029 | 410,771 | |
Retail - 0.1% | |||
588,525 | SRS Distribution, Inc. 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 566,455 | |
Software - 1.4% | |||
Athenahealth, Inc. | |||
323,188 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(8) | 318,341 | |
1,906,812 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 1,878,209 | |
1,097,222 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 1,087,896 | |
2,340,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 2,275,650 | |
5,560,096 | |||
Total Senior Floating Rate Interests (cost $17,258,179) | $ 16,674,902 | ||
COMMON STOCKS - 0.3% | |||
Energy - 0.0% | |||
2,141 | Foresight Energy LLC* | $ 36,391 | |
104,555,002 | KCA Deutag*(9)(10)(11) | — | |
36,391 | |||
Telecommunication Services - 0.3% | |||
45,675 | Frontier Communications Parent, Inc.* | 1,205,363 | |
Total Common Stocks (cost $2,656,765) | $ 1,241,754 | ||
ESCROWS - 1.2%(12) | |||
Media & Entertainment - 0.8% | |||
3,460,000 | Scripps Escrow, Inc. Expires 07/15/2027(1) | $ 3,304,300 | |
Pharmaceuticals, Biotechnology & Life Sciences - 0.1% | |||
700,000 | Grifols Escrow Issuer S.A. Expires 10/15/2028(1) | 638,750 |
Shares or Principal Amount | Market Value† | ||
ESCROWS - 1.2%(12) - (continued) | |||
Semiconductors & Semiconductor Equipment - 0.3% | |||
1,260,000 | Entegris Escrow Corp. Expires 04/15/2029(1) | $ 1,214,337 | |
Total Escrows (cost $5,489,105) | $ 5,157,387 | ||
Total Long-Term Investments (Cost $419,214,650) | $ 386,682,457 | ||
SHORT-TERM INVESTMENTS - 3.3% | |||
Repurchase Agreements - 3.3% | |||
$ 13,452,852 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $13,453,121; collateralized by U.S. Treasury Note at 1.375%, maturing 11/15/2031, with a market value of $13,721,932 | $ 13,452,852 | |
Total Short-Term Investments (cost $13,452,852) | $ 13,452,852 | ||
Total Investments (cost $432,667,502) | 97.8% | $ 400,135,309 | |
Other Assets and Liabilities | 2.2% | 8,865,860 | |
Total Net Assets | 100.0% | $ 409,001,169 |
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $243,959,201, representing 59.6% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $10,758,362, representing 2.6% of net assets. |
(3) | Security is a zero-coupon bond. |
(4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
57 |
April 30, 2022 (Unaudited)
(6) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(7) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(8) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $318,341, which represents 0.1% of total net assets. |
(9) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(10) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
03/2011 | KCA Deutag | 104,555,002 | $ 1,416,929 | $ — |
(11) | Investment valued using significant unobservable inputs. |
(12) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | 52 | 06/08/2022 | $ (6,976,766) | $ 301,614 | ||||
Total futures contracts | $ 301,614 |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.37.V1 | USD | 3,965,000 | 5.00% | 12/20/2026 | Quarterly | $ 204,871 | $ 130,125 | $ (74,746) | |||||||
Total centrally cleared credit default swap contracts | $ 204,871 | $ 130,125 | $ (74,746) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
20,545,543 | USD | 19,230,000 | EUR | BCLY | 05/31/2022 | $ 232,370 | ||||
1,163,343 | USD | 915,000 | GBP | DEUT | 05/31/2022 | 12,800 | ||||
Total foreign currency contracts | $ 245,170 |
58 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 6,424,399 | $ — | $ 6,424,399 | $ — | ||||
Corporate Bonds | 357,184,015 | — | 357,184,015 | — | ||||
Senior Floating Rate Interests | 16,674,902 | — | 16,674,902 | — | ||||
Common Stocks | ||||||||
Energy | 36,391 | — | 36,391 | — | ||||
Telecommunication Services | 1,205,363 | 1,205,363 | — | — | ||||
Escrows | 5,157,387 | — | 5,157,387 | — | ||||
Short-Term Investments | 13,452,852 | — | 13,452,852 | — | ||||
Foreign Currency Contracts(2) | 245,170 | — | 245,170 | — | ||||
Futures Contracts(2) | 301,614 | 301,614 | — | — | ||||
Total | $ 400,682,093 | $ 1,506,977 | $ 399,175,116 | $ — | ||||
Liabilities | ||||||||
Swaps - Credit Default(2) | $ (74,746) | $ — | $ (74,746) | $ — | ||||
Total | $ (74,746) | $ — | $ (74,746) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
59 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1% | |||
Asset-Backed - Automobile - 0.1% | |||
$ 505,000 | Tesla Auto Lease Trust 5.48%, 05/22/2023(1) | $ 509,320 | |
Asset-Backed - Credit Card - 0.1% | |||
505,000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | 488,954 | |
Asset-Backed - Finance & Insurance - 0.2% | |||
1,172,986 | HSI Asset Securitization Corp. Trust 1.21%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(2) | 1,158,350 | |
Asset-Backed - Home Equity - 0.1% | |||
565,636 | GSAA Home Equity Trust 5.98%, 06/25/2036(3) | 186,632 | |
687,894 | Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(4) | 334,914 | |
521,546 | |||
Commercial Mortgage-Backed Securities - 0.4% | |||
5,814,950 | BANK XA 1.04%, 05/15/2062(3)(5) | 294,155 | |
Benchmark Mortgage Trust | |||
6,357,931 | 1.39%, 03/15/2062(3)(5) | 389,952 | |
2,373,640 | 1.63%, 01/15/2054(3)(5) | 240,003 | |
700,000 | BXSC Commercial Mortgage Trust 2.90%, 03/15/2035, 1 mo.USD SOFR + 2.391%(1)(2) | 693,829 | |
Commercial Mortgage Trust | |||
223,000 | 2.82%, 01/10/2039(1) | 209,847 | |
225,000 | 4.08%, 01/10/2039(1)(3) | 212,694 | |
1,749,360 | DBJPM Mortgage Trust 1.83%, 09/15/2053(3)(5) | 145,327 | |
2,185,807 | |||
Other Asset-Backed Securities - 0.3% | |||
161,047 | Aaset Trust 3.35%, 01/16/2040(1) | 141,428 | |
255,964 | CF Hippolyta LLC 1.99%, 07/15/2060(1) | 229,050 | |
1,443,000 | Tricon Residential Trust 3.86%, 04/17/2039(1) | 1,412,355 | |
1,782,833 | |||
Whole Loan Collateral CMO - 2.9% | |||
180,029 | Adjustable Rate Mortgage Trust 1.21%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2) | 180,727 | |
Angel Oak Mortgage Trust | |||
626,788 | 1.82%, 11/25/2066(1)(3) | 580,298 | |
1,334,492 | 2.88%, 12/25/2066(1)(4) | 1,282,468 | |
498,965 | Bank of America Funding Trust 6.05%, 10/25/2036(4) | 461,894 | |
85,397 | Bear Stearns Adjustable Rate Mortgage Trust 2.38%, 10/25/2035, 12 mo. USD CMT + 2.300%(2) | 86,269 | |
246,698 | Chase Mortgage Finance Trust 2.98%, 12/25/2035(3) | 242,550 | |
1,346,332 | COLT Mortgage Loan Trust 2.28%, 12/27/2066(1)(3) | 1,290,910 | |
Connecticut Avenue Securities Trust | |||
176,384 | 2.77%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2) | 176,385 | |
161,617 | 2.82%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2) | 161,617 | |
160,078 | 2.97%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2) | 160,139 | |
162,906 | 3.07%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2) | 162,906 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1% - (continued) | |||
Whole Loan Collateral CMO - 2.9% - (continued) | |||
$ 1,368,818 | CSMC Trust 2.27%, 11/25/2066(1)(3) | $ 1,287,930 | |
232,175 | Deutsche Alt-A Securities Mortgage Loan Trust 0.82%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(2) | 228,311 | |
656,160 | Ellington Financial Mortgage Trust 2.21%, 01/25/2067(1)(3) | 619,458 | |
Fannie Mae Connecticut Avenue Securities | |||
446,200 | 3.67%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2) | 451,762 | |
94,422 | 5.57%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | 99,608 | |
78,571 | 6.37%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2) | 84,299 | |
39,857 | 6.67%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2) | 41,997 | |
126,328 | GreenPoint Mortgage Funding Trust 1.62%, 10/25/2045, 12 mo. USD MTA + 1.400%(2) | 104,363 | |
262,178 | GSR Mortgage Loan Trust 2.65%, 10/25/2035(3) | 172,169 | |
310,045 | HarborView Mortgage Loan Trust 0.74%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2) | 290,214 | |
1,557,883 | IndyMac Index Mortgage Loan Trust 1.25%, 01/25/2036, 1 mo. USD LIBOR + 0.580%(2) | 1,181,446 | |
348,571 | JP Morgan Mortgage Trust 3.10%, 01/25/2037(3) | 316,776 | |
MASTR Adjustable Rate Mortgages Trust | |||
740,447 | 1.15%, 05/25/2037, 1 mo. USD LIBOR + 0.480%(2) | 366,218 | |
3,642 | 2.76%, 11/21/2034(3) | 3,603 | |
1,300,254 | New Residential Mortgage Loan Trust 2.28%, 01/25/2026(1)(3) | 1,203,732 | |
1,184,991 | Onslow Bay Financial LLC 2.31%, 11/25/2061(1)(3) | 1,121,404 | |
168,628 | Preston Ridge Partners Mortgage Trust LLC 2.36%, 11/25/2025(1)(4) | 163,215 | |
Residential Funding Mortgage Securities, Inc. | |||
79,958 | 3.99%, 02/25/2036(3) | 73,859 | |
175,996 | 6.00%, 07/25/2037 | 154,761 | |
288,567 | Structured Adjustable Rate Mortgage Loan Trust 2.73%, 06/25/2035(3) | 241,332 | |
774,938 | Towd Point Mortgage Trust 2.16%, 01/25/2052(1)(3) | 768,031 | |
Verus Securitization Trust | |||
1,151,340 | 0.94%, 07/25/2066(1)(3) | 1,092,965 | |
864,648 | 2.72%, 01/25/2067(1)(4) | 829,056 | |
587,617 | VOLT XCIV LLC 2.24%, 02/27/2051(1)(4) | 561,463 | |
229,730 | WaMu Mortgage Pass-Through Certificates Trust 1.51%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(2) | 222,655 | |
452,315 | Washington Mutual Mortgage Pass-Through Certificates Trust 1.05%, 11/25/2046, 12 mo. USD MTA + 0.830%(2) | 423,784 | |
16,890,574 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $24,597,082) | $ 23,537,384 |
60 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 0.1% | |||
Mining - 0.1% | |||
$ 790,000 | Endeavour Mining Corp. 3.00%, 02/15/2023(1)(6) | $ 899,652 | |
Total Convertible Bonds (cost $854,605) | $ 899,652 | ||
CORPORATE BONDS - 1.8% | |||
Advertising - 0.0% | |||
190,000 | Lamar Media Corp. 3.63%, 01/15/2031 | $ 165,300 | |
Commercial Services - 0.2% | |||
170,000 | Gartner, Inc. 3.75%, 10/01/2030(1) | 151,606 | |
225,000 | Nielsen Finance LLC / Nielsen Finance Co. 4.50%, 07/15/2029(1) | 212,625 | |
590,000 | Service Corp. International/US 4.00%, 05/15/2031 | 531,000 | |
895,231 | |||
Construction Materials - 0.3% | |||
1,240,000 | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | 1,147,000 | |
Standard Industries, Inc. | |||
84,000 | 3.38%, 01/15/2031(1) | 67,087 | |
566,000 | 4.38%, 07/15/2030(1) | 471,962 | |
1,686,049 | |||
Diversified Financial Services - 0.6% | |||
1,315,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 1,038,850 | |
Nationstar Mortgage Holdings, Inc. | |||
80,000 | 5.13%, 12/15/2030(1) | 69,600 | |
720,000 | 5.75%, 11/15/2031(1) | 639,000 | |
1,070,000 | PennyMac Financial Services, Inc. 4.25%, 02/15/2029(1) | 860,205 | |
1,050,000 | United Wholesale Mortgage LLC 5.50%, 04/15/2029(1) | 871,500 | |
3,479,155 | |||
Engineering & Construction - 0.0% | |||
245,000 | TopBuild Corp. 3.63%, 03/15/2029(1) | 213,456 | |
IT Services - 0.0% | |||
180,000 | Booz Allen Hamilton, Inc. 4.00%, 07/01/2029(1) | 166,030 | |
Mining - 0.1% | |||
490,000 | Anglo American Capital plc 2.88%, 03/17/2031(1) | 422,013 | |
Pharmaceuticals - 0.0% | |||
50,000 | Elanco Animal Health, Inc. 6.40%, 08/28/2028 | 51,313 | |
Pipelines - 0.2% | |||
1,311,784 | Galaxy Pipeline Assets Bidco Ltd. 2.94%, 09/30/2040(1) | 1,095,420 | |
Retail - 0.2% | |||
208,000 | FirstCash, Inc. 4.63%, 09/01/2028(1) | 189,280 | |
Gap, Inc. | |||
505,000 | 3.63%, 10/01/2029(1) | 410,770 | |
935,000 | 3.88%, 10/01/2031(1)(6) | 745,382 | |
1,345,432 | |||
Software - 0.2% | |||
510,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 472,999 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 1.8% - (continued) | |||
Software - 0.2% - (continued) | |||
$ 250,000 | MSCI, Inc. 3.88%, 02/15/2031(1) | $ 225,625 | |
245,000 | Open Text Corp. 3.88%, 02/15/2028(1) | 223,142 | |
921,766 | |||
Total Corporate Bonds (cost $11,936,802) | $ 10,441,165 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 7.4% | |||
Brazil - 0.9% | |||
Brazil Notas do Tesouro Nacional | |||
BRL 4,308,775 | 6.00%, 08/15/2050(7) | $ 895,603 | |
8,813,760 | 6.00%, 05/15/2055(7) | 1,834,046 | |
12,186,000 | 10.00%, 01/01/2029 | 2,232,891 | |
4,962,540 | |||
Canada - 2.4% | |||
CAD 9,683,517 | Canadian Government Real Return Bond 4.00%, 12/01/2031(7) | 10,027,055 | |
4,860,482 | Province of Ontario Canada 2.00%, 12/01/2036(7) | 4,006,908 | |
14,033,963 | |||
Chile - 0.2% | |||
CLP 320,757,100 | Bonos de la Tesoreria de la Republica 1.90%, 09/01/2030(7) | 375,473 | |
EUR 1,180,000 | Chile Government International Bond 1.25%, 01/22/2051 | 818,744 | |
1,194,217 | |||
Colombia - 0.5% | |||
Colombia Government International Bond | |||
1,860,000 | 3.88%, 03/22/2026 | 1,972,489 | |
$ 685,000 | 3.88%, 02/15/2061 | 435,771 | |
685,000 | 6.13%, 01/18/2041 | 603,463 | |
3,011,723 | |||
Croatia - 0.1% | |||
EUR 800,000 | Croatia Government International Bond 1.50%, 06/17/2031(8) | 738,744 | |
Egypt - 0.0% | |||
$ 330,000 | Egypt Government International Bond 7.90%, 02/21/2048(8) | 225,456 | |
Ghana - 0.1% | |||
310,000 | Ghana Government International Bond 10.75%, 10/14/2030(8) | 305,350 | |
Hungary - 0.2% | |||
EUR 1,420,000 | Hungary Government International Bond 1.63%, 04/28/2032(8) | 1,277,819 | |
Indonesia - 0.3% | |||
Indonesia Government International Bond | |||
990,000 | 1.10%, 03/12/2033 | 848,784 | |
1,050,000 | 1.40%, 10/30/2031 | 958,159 | |
1,806,943 | |||
Ivory Coast - 0.1% | |||
330,000 | Ivory Coast Government International Bond 4.88%, 01/30/2032(8) | 291,910 | |
Jordan - 0.0% | |||
$ 265,000 | Jordan Government International Bond 7.38%, 10/10/2047(8) | 230,693 |
61 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 7.4% - (continued) | |||
Macedonia - 0.3% | |||
North Macedonia Government International Bond | |||
EUR 440,000 | 2.75%, 01/18/2025(8) | $ 444,534 | |
1,085,000 | 3.68%, 06/03/2026(1) | 1,104,331 | |
1,548,865 | |||
Mexico - 0.3% | |||
Mexico Government International Bond | |||
1,360,000 | 1.45%, 10/25/2033 | 1,093,266 | |
370,000 | 3.63%, 04/09/2029 | 394,235 | |
1,487,501 | |||
Morocco - 0.0% | |||
$ 200,000 | Morocco Government International Bond 4.00%, 12/15/2050(8) | 138,282 | |
New Zealand - 0.4% | |||
New Zealand Government Bond | |||
NZD 1,825,638 | 2.50%, 09/20/2035(7)(8) | 1,519,810 | |
874,874 | 2.50%, 09/20/2040(7)(8) | 644,071 | |
2,163,881 | |||
Panama - 0.2% | |||
$ 1,520,000 | Panama Government International Bond 4.50%, 04/01/2056 | 1,288,200 | |
Romania - 0.3% | |||
Romanian Government International Bond | |||
EUR 1,417,000 | 2.12%, 07/16/2031(8) | 1,180,943 | |
100,000 | 2.75%, 04/14/2041(1) | 70,564 | |
332,000 | 3.62%, 05/26/2030(1) | 319,177 | |
1,570,684 | |||
Russia - 0.0% | |||
RUB 270,120,000 | Russian Federal Bond - OFZ 7.65%, 04/10/2030(9)(10)(11) | 4 | |
327,397,712 | Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(7)(9)(10)(11) | 4 | |
8 | |||
Saudi Arabia - 0.1% | |||
EUR 800,000 | Saudi Government International Bond 2.00%, 07/09/2039(8) | 727,848 | |
Senegal - 0.0% | |||
$ 200,000 | Senegal Government International Bond 6.75%, 03/13/2048(8) | 159,100 | |
Serbia - 0.1% | |||
EUR 655,000 | Serbia International Bond 1.65%, 03/03/2033(1) | 471,417 | |
South Korea - 0.9% | |||
KRW 6,275,299,700 | Inflation Linked Korea Treasury Bond 1.13%, 06/10/2030(7) | 4,880,321 | |
Total Foreign Government Obligations (cost $59,225,605) | $ 42,515,465 | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) | |||
Advertising - 0.1% | |||
$ 325,000 | ABG Intermediate Holdings 2 LLC 4.00%, 12/21/2028, 1 mo. USD SOFR + 3.500% | $ 322,156 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Aerospace/Defense - 0.1% | |||
$ 198,253 | Spirit Aerosystems, Inc. 4.51%, 01/15/2025, 1 mo. USD LIBOR + 3.750% | $ 197,665 | |
571,758 | TransDigm, Inc. 3.01%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | 560,323 | |
757,988 | |||
Airlines - 0.1% | |||
110,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | 108,762 | |
180,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 186,525 | |
245,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 252,860 | |
548,147 | |||
Auto Parts & Equipment - 0.1% | |||
119,100 | Adient U.S. LLC 4.01%, 04/10/2028, 1 mo. USD LIBOR + 3.250% | 118,083 | |
169,360 | Clarios Global L.P. 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | 166,467 | |
158,469 | First Brands Group LLC 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 157,825 | |
442,375 | |||
Chemicals - 0.1% | |||
193,868 | Axalta Coating Systems U.S. Holdings, Inc. 2.76%, 06/01/2024, 3 mo. USD LIBOR + 1.750% | 191,824 | |
299,250 | Diamond (BC) B.V. 3.99%, 09/29/2028, 1 mo. USD LIBOR + 2.750% | 288,310 | |
480,134 | |||
Commercial Services - 0.4% | |||
199,000 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | 196,612 | |
EUR 290,000 | Boels Topholding B.V. 3.25%, 02/06/2027, 3 mo. EURIBOR + 3.250% | 297,847 | |
$ 114,712 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 112,848 | |
320,417 | Trans Union LLC 2.51%, 11/16/2026, 1 mo. USD LIBOR + 1.750% | 315,732 | |
468,025 | United Rentals, Inc. 2.51%, 10/31/2025, 3 mo. USD LIBOR + 1.750% | 469,780 | |
EUR 430,000 | Verisure Holding AB 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% | 439,312 | |
$ 400,950 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 396,792 | |
179,550 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 160,608 | |
2,389,531 | |||
Construction Materials - 0.1% | |||
99,750 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 97,786 | |
274 | Ingersoll-Rand Services Co. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 271 | |
235,274 | Quikrete Holdings, Inc. 3.39%, 02/01/2027, 1 mo. USD LIBOR + 2.625% | 228,594 |
62 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Construction Materials - 0.1% - (continued) | |||
$ 249,375 | Rexnord LLC 3.01%, 10/04/2028, 1 mo. USD LIBOR + 2.250% | $ 248,370 | |
245,534 | Standard Industries, Inc. 3.79%, 09/22/2028, 1 mo. USD LIBOR + 2.500% | 244,728 | |
819,749 | |||
Distribution/Wholesale - 0.3% | |||
475,800 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 468,615 | |
667,450 | Core & Main L.P. 3.20%, 07/27/2028, 1 mo. USD LIBOR + 2.500% | 655,489 | |
97,500 | KAR Auction Services, Inc. 3.06%, 09/19/2026, 1 mo. USD LIBOR + 2.250% | 96,891 | |
295,378 | Univar Solutions USA, Inc. 2.51%, 06/03/2028, 1 mo. USD LIBOR + 1.750% | 294,197 | |
1,515,192 | |||
Diversified Financial Services - 0.2% | |||
216,324 | Blackhawk Network Holdings, Inc. 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 213,233 | |
350,000 | Delos Finance S.a.r.l. 2.76%, 10/06/2023, 3 mo. USD LIBOR + 1.750% | 348,439 | |
412,437 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 404,382 | |
192,209 | Russell Investments U.S. Inst'l Holdco, Inc. 5.00%, 05/30/2025, 1 mo. USD LIBOR + 3.500% | 189,987 | |
1,156,041 | |||
Electric - 0.0% | |||
122,187 | ExGen Renewables LLC 3.50%, 12/15/2027, 1 mo. USD LIBOR + 2.500% | 121,610 | |
Electrical Components & Equipment - 0.0% | |||
98,750 | Energizer Holdings, Inc. 2.94%, 12/22/2027, 1 mo. USD LIBOR + 2.250% | 97,639 | |
Electronics - 0.0% | |||
260,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(13) | 258,484 | |
Engineering & Construction - 0.1% | |||
198,529 | Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% | 195,452 | |
99,750 | Fluidra S.A. 2.80%, 01/29/2029, 1 mo. USD SOFR + 2.000% | 98,699 | |
294,151 | |||
Entertainment - 0.1% | |||
Crown Finance U.S., Inc. | |||
104,284 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 79,376 | |
4,539 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 4,825 | |
200,000 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 198,844 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Entertainment - 0.1% - (continued) | |||
$ 199,219 | Golden Entertainment, Inc. 3.77%, 10/21/2024, 3 mo. USD LIBOR + 3.000% | $ 198,348 | |
135,032 | NASCAR Holdings, Inc. 3.26%, 10/19/2026, 3 mo. USD LIBOR + 2.500% | 134,307 | |
205,000 | Scientific Games International, Inc. 0.00%, 04/14/2029, 3 mo. USD LIBOR + 3.000%(13) | 203,848 | |
273 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 269 | |
819,817 | |||
Environmental Control - 0.1% | |||
Clean Harbors, Inc. | |||
142,875 | 2.51%, 06/28/2024, 3 mo. USD LIBOR + 1.750% | 142,221 | |
344,138 | 2.76%, 10/08/2028, 1 mo. USD LIBOR + 2.000% | 342,589 | |
140,000 | Covanta Holding Corp. 3.26%, 11/30/2028, 1 mo. USD LIBOR + 2.500% | 139,213 | |
624,023 | |||
Food - 0.1% | |||
250,000 | CHG PPC Parent LLC 3.81%, 12/08/2028, 1 mo. USD LIBOR + 3.000% | 245,000 | |
157,200 | Froneri International Ltd. 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 153,270 | |
U.S. Foods, Inc. | |||
210,115 | 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 206,780 | |
239,400 | 3.26%, 11/22/2028, 1 mo. USD LIBOR + 2.750% | 237,605 | |
842,655 | |||
Food Service - 0.1% | |||
Aramark Services, Inc. | |||
218,266 | 2.51%, 03/11/2025, 1 mo. USD LIBOR + 1.750% | 214,447 | |
93,250 | 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 91,468 | |
305,915 | |||
Gas - 0.1% | |||
369,550 | UGI Energy Services LLC 4.51%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | 368,512 | |
Healthcare - Products - 0.2% | |||
399,284 | Avantor Funding, Inc. 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 396,289 | |
365,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 358,613 | |
161,716 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 160,128 | |
915,030 | |||
Healthcare - Services - 0.2% | |||
EUR 300,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 304,573 | |
$ 198,496 | Catalent Pharma Solutions, Inc. 2.69%, 02/22/2028, 1 mo. USD LIBOR + 2.000% | 197,504 |
63 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Healthcare - Services - 0.2% - (continued) | |||
$ 85,302 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | $ 84,755 | |
IQVIA, Inc. | |||
EUR 147,774 | 2.00%, 06/11/2025, 1 mo. EURIBOR + 2.000% | 153,088 | |
$ 254,025 | 2.51%, 03/07/2024, 1 mo. USD LIBOR + 1.750% | 252,501 | |
992,421 | |||
Home Builders - 0.0% | |||
154,613 | Installed Building Products, Inc. 3.01%, 12/14/2028, 1 mo. USD LIBOR + 2.250% | 154,071 | |
Insurance - 0.3% | |||
231,115 | Acrisure LLC 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 227,407 | |
Asurion LLC | |||
362,582 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 360,704 | |
205,506 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 200,712 | |
304,902 | Hub International Ltd. 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 300,709 | |
Sedgwick Claims Management Services, Inc. | |||
174,150 | 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 172,301 | |
48,500 | 5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250% | 48,422 | |
238,750 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 236,362 | |
1,546,617 | |||
Internet - 0.1% | |||
EUR 130,000 | Adevinta ASA 3.00%, 06/26/2028, 3 mo. EURIBOR + 3.000% | 135,172 | |
$ 212,205 | Go Daddy Operating Co. LLC 2.51%, 02/15/2024, 1 mo. USD LIBOR + 1.750% | 210,045 | |
330,714 | MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 328,875 | |
674,092 | |||
Investment Company Security - 0.0% | |||
105,994 | FinCo LLC 3.26%, 06/27/2025, 1 mo. USD LIBOR + 2.500% | 105,252 | |
IT Services - 0.1% | |||
179,841 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | 178,239 | |
232,917 | Science Applications International Corp. 2.64%, 10/31/2025, 1 mo. USD LIBOR + 1.875% | 232,481 | |
243,306 | Tempo Acquisition LLC 3.70%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 241,331 | |
652,051 | |||
Leisure Time - 0.2% | |||
Carnival Corp. | |||
463,990 | 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% | 455,954 | |
164,587 | 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 161,913 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Leisure Time - 0.2% - (continued) | |||
$ 307,675 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | $ 303,958 | |
129,025 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 126,638 | |
125,000 | Penn National Gaming, Inc. 0.00%, 05/03/2029, 3 mo. USD LIBOR + 2.750%(13) | 124,375 | |
1,172,838 | |||
Lodging - 0.2% | |||
Caesars Resort Collection LLC | |||
426,242 | 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 424,013 | |
241,325 | 4.26%, 07/21/2025, 1 mo. USD LIBOR + 3.500% | 240,285 | |
120,611 | Four Seasons Hotels Ltd. 2.76%, 11/30/2023, 3 mo. USD LIBOR + 2.000% | 120,216 | |
146,980 | Station Casinos LLC 3.76%, 02/08/2027, 1 mo. USD LIBOR + 2.250% | 145,004 | |
929,518 | |||
Media - 0.2% | |||
381,061 | Charter Communications Operating LLC 2.52%, 02/01/2027, 1 mo. USD LIBOR + 1.750% | 376,061 | |
286,781 | CSC Holdings LLC 2.80%, 07/17/2025, 3 mo. USD LIBOR + 2.250% | 280,831 | |
311,432 | Gray Television, Inc. 2.96%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | 308,934 | |
300,000 | Virgin Media Bristol LLC 3.05%, 01/31/2028, 1 mo. USD LIBOR + 2.500% | 295,569 | |
1,261,395 | |||
Miscellaneous Manufacturing - 0.0% | |||
EUR 197,643 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | 204,185 | |
Oil & Gas - 0.0% | |||
$ 129,675 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 129,351 | |
Packaging & Containers - 0.1% | |||
176,040 | Berry Global, Inc. 2.24%, 07/01/2026, 1 mo. USD LIBOR + 1.750% | 173,147 | |
175,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 172,573 | |
345,720 | |||
Pharmaceuticals - 0.3% | |||
Bausch Health Cos., Inc. | |||
132,278 | 3.51%, 11/27/2025, 3 mo. USD LIBOR + 2.750% | 131,352 | |
132,815 | 3.76%, 06/02/2025, 3 mo. USD LIBOR + 3.000% | 132,013 | |
423,420 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 422,383 | |
216,119 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 211,526 |
64 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Pharmaceuticals - 0.3% - (continued) | |||
$ 21,253 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | $ 21,117 | |
183,612 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 183,245 | |
183,192 | Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 182,162 | |
245,116 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 242,716 | |
1,526,514 | |||
Pipelines - 0.1% | |||
60,146 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 59,770 | |
119,798 | DT Midstream, Inc. 2.50%, 06/26/2028, 1 mo. USD LIBOR + 2.000% | 119,574 | |
101,325 | NorthRiver Midstream Finance L.P. 4.22%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | 100,604 | |
139,650 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% | 138,816 | |
418,764 | |||
Retail - 0.3% | |||
452,220 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 443,081 | |
207,208 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 204,618 | |
157,010 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 155,244 | |
162,937 | IRB Holding Corp. 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 160,493 | |
329,650 | KFC Holding Co. 2.30%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 327,521 | |
156,443 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 147,317 | |
248,127 | Pilot Travel Centers LLC 2.70%, 08/04/2028, 1 mo. USD LIBOR + 2.000% | 244,759 | |
153,214 | SRS Distribution, Inc. 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 147,469 | |
1,830,502 | |||
Semiconductors - 0.2% | |||
112,348 | CMC Materials, Inc. 2.81%, 11/17/2025, 1 mo. USD LIBOR + 2.000% | 111,786 | |
195,000 | Entegris, Inc. 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(13) | 194,940 | |
MKS Instruments, Inc. | |||
280,000 | 0.00%, 10/21/2028(13) | 278,600 | |
300,000 | 0.00%, 04/08/2029(13) | 298,500 | |
99,697 | ON Semiconductor Corp. 2.76%, 09/19/2026, 1 mo. USD LIBOR + 2.000% | 99,241 | |
983,067 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 5.0%(12) - (continued) | |||
Software - 0.3% | |||
$ 316,279 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | $ 313,590 | |
149,498 | Finastra USA, Inc. 4.74%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | 144,850 | |
295,408 | Hyland Software, Inc. 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 294,132 | |
213,925 | Polaris Newco LLC 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 211,429 | |
66,901 | Seattle Spinco, Inc. 3.51%, 06/21/2024, 3 mo. USD LIBOR + 2.750% | 66,023 | |
296,778 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 292,588 | |
241,853 | Ultimate Software Group, Inc. 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 240,518 | |
49,412 | Verint Systems, Inc. 2.46%, 06/28/2024, 3 mo. USD LIBOR + 2.000% | 49,000 | |
1,612,130 | |||
Telecommunications - 0.1% | |||
199,941 | Altice France S.A. 4.73%, 01/31/2026, 3 mo. USD LIBOR + 3.688% | 197,629 | |
252,996 | Level 3 Financing, Inc. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 244,204 | |
EUR 275,000 | Lorca Finco plc 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 282,824 | |
724,657 | |||
Transportation - 0.0% | |||
$ 229,580 | First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% | 224,988 | |
Total Senior Floating Rate Interests (cost $28,944,037) | $ 28,567,282 | ||
U.S. GOVERNMENT AGENCIES - 2.1% | |||
Mortgage-Backed Agencies - 2.1% | |||
FHLMC - 0.3% | |||
6,407,904 | 0.94%, 11/25/2030(3)(5) | $ 371,537 | |
963,087 | 0.97%, 11/25/2030(3)(5) | 57,733 | |
1,743,853 | 1.12%, 10/25/2030(3)(5) | 118,738 | |
5,220,071 | 1.21%, 06/25/2030(3)(5) | 384,762 | |
45,902 | 2.29%, 01/25/2051, 3 mo. USD SOFR + 2.000%(1)(2) | 44,574 | |
784,919 | 2.72%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2) | 785,898 | |
1,763,242 | |||
UMBS - 1.8% | |||
10,362,000 | 3.50%, 05/12/2052(14) | 10,060,855 | |
10,060,855 | |||
Total U.S. Government Agencies (cost $11,941,570) | $ 11,824,097 | ||
U.S. GOVERNMENT SECURITIES - 79.4% | |||
Other Direct Federal Obligations - 2.4% | |||
U.S. Treasury Bonds - 2.4% | |||
13,449,833 | 0.13%, 01/15/2032(7) | $ 13,688,007 |
65 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 79.4% - (continued) | |||
U.S. Treasury Securities - 77.0% | |||
U.S. Treasury Bonds - 60.3% | |||
$ 52,108,437 | 0.13%, 04/15/2025(7) | $ 53,940,375 | |
25,378,101 | 0.13%, 04/15/2026(7) | 26,178,107 | |
10,968,913 | 0.13%, 07/15/2026(7) | 11,358,395 | |
30,475,683 | 0.13%, 10/15/2026(7) | 31,487,571 | |
4,908,468 | 0.13%, 01/15/2031(7) | 4,997,146 | |
24,023,106 | 0.13%, 07/15/2031(7) | 24,498,876 | |
31,473,856 | 0.25%, 07/15/2029(7) | 32,531,488 | |
2,879,378 | 0.25%, 02/15/2050(7) | 2,739,083 | |
5,726,303 | 0.50%, 01/15/2028(7) | 5,995,227 | |
57,768,862 | 0.63%, 04/15/2023(7)(15)(16) | 59,732,101 | |
84,782,799 | 0.63%, 01/15/2026(7) | 89,280,262 | |
3,715,000 | 2.50%, 02/15/2045 | 3,299,384 | |
346,038,015 | |||
U.S. Treasury Notes - 16.7% | |||
5,010,408 | 0.13%, 01/15/2030(7) | 5,101,907 | |
19,580,448 | 0.13%, 07/15/2030(7) | 20,000,866 | |
66,267,904 | 0.88%, 01/15/2029(7) | 71,090,447 | |
96,193,220 | |||
Total U.S. Government Securities (cost $461,249,033) | $ 455,919,242 | ||
Total Long-Term Investments (Cost $598,748,734) | $ 573,704,287 | ||
SHORT-TERM INVESTMENTS - 2.8% | |||
Repurchase Agreements - 2.7% | |||
15,655,100 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $15,655,413; collateralized by U.S. Treasury Bond at 4.250%, maturing 05/15/2039, with a market value of $15,968,239 | $ 15,655,100 | |
Securities Lending Collateral - 0.1% | |||
54,737 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(17) | 54,737 | |
132,779 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(17) | 132,779 | |
187,516 | |||
Total Short-Term Investments (cost $15,842,616) | $ 15,842,616 | ||
Total Investments (cost $614,591,350) | 102.7% | $ 589,546,903 | |
Other Assets and Liabilities | (2.7)% | (15,464,841) | |
Total Net Assets | 100.0% | $ 574,082,062 |
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. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $28,748,619, representing 5.0% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Securities disclosed are interest-only strips. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(8) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $7,884,560, representing 1.4% of net assets. |
(9) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(10) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $8, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(11) | Investment valued using significant unobservable inputs. |
(12) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(13) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(14) | Represents or includes a TBA transaction. |
(15) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2022, the market value of securities pledged was $2,067,969. |
66 |
April 30, 2022 (Unaudited)
(16) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $1,654,375. |
(17) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 122 | 06/30/2022 | $ 25,719,125 | $ (23,276) | ||||
U.S. Treasury 5-Year Note Future | 137 | 06/30/2022 | 15,436,047 | (77,032) | ||||
U.S. Treasury 10-Year Note Future | 716 | 06/21/2022 | 85,315,875 | (4,572,289) | ||||
Total | $ (4,672,597) | |||||||
Short position contracts: | ||||||||
Euro-BUND Future | 102 | 06/08/2022 | $ 16,527,040 | $ 998,604 | ||||
Euro-BUXL 30-Year Bond Future | 41 | 06/08/2022 | 7,395,391 | 1,247,807 | ||||
U.S. Treasury 10-Year Ultra Future | 180 | 06/21/2022 | 23,220,000 | 484,376 | ||||
U.S. Treasury Ultra Bond Future | 57 | 06/21/2022 | 9,144,938 | 586,052 | ||||
Total | $ 3,316,839 | |||||||
Total futures contracts | $ (1,355,758) |
OTC Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||||
BOA | 2.12% Fixed | CPURNSA | USD | 8,580,000 | 01/15/2024 | At Maturity | $ — | $ — | $ 706,507 | $ 706,507 | |||||||||
BOA | 1.24% Fixed | CPURNSA | USD | 6,050,000 | 01/15/2029 | At Maturity | — | — | 1,304,702 | 1,304,702 | |||||||||
CBK | 2.84% Fixed | CPURNSA | USD | 15,300,000 | 01/15/2027 | At Maturity | — | — | 796,434 | 796,434 | |||||||||
CBK | 2.83% Fixed | CPURNSA | USD | 6,600,000 | 04/15/2026 | At Maturity | — | — | 602,375 | 602,375 | |||||||||
CBK | 2.60% Fixed | CPURNSA | USD | 18,520,000 | 01/15/2031 | At Maturity | — | — | 2,095,173 | 2,095,173 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 5,505,191 | $ 5,505,191 |
OTC Total Return Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ Depreciation | ||||||||||
iBoxx USD Liquide High Yield | GSC | USD | 2,540,000 | (0.93%) | 09/20/2022 | Quarterly | $ — | $ — | $ 157,635 | $ 157,635 | |||||||||
iBoxx USD Liquide High Yield | GSC | USD | 4,335,000 | (0.93%) | 03/20/2023 | Quarterly | — | — | 39,661 | 39,661 | |||||||||
iBoxx USD Liquide High Yield | GSC | USD | 1,445,000 | (0.93%) | 03/20/2023 | Quarterly | — | — | 7,385 | 7,385 | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ 204,681 | $ 204,681 |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
Brazil Republic | USD | 1,020,000 | (1.00%) | 06/20/2027 | Quarterly | $ 57,752 | $ 56,619 | $ (1,133) |
67 |
April 30, 2022 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices – (continued): | |||||||||||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.38.V1 | USD | 5,515,000 | 5.00% | 06/20/2027 | Quarterly | $ 158,500 | $ 111,373 | $ (47,127) | |||||||
CDX.NA.IG.37.V1 | USD | 22,230,000 | 1.00% | 12/20/2026 | Quarterly | 344,072 | 232,411 | (111,661) | |||||||
Total | $ 502,572 | $ 343,784 | $ (158,788) | ||||||||||||
Total centrally cleared credit default swap contracts | $ 560,324 | $ 400,403 | $ (159,921) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
0.94% Fixed | 12 Mo. Federal Funds Rate | USD | 13,439,000 | 08/22/2024 | Annual | $ — | $ — | $ 479,805 | $ 479,805 | ||||||||
1.03% Fixed | 12 Mo. Federal Funds Rate | USD | 9,012,000 | 09/06/2026 | Annual | 1 | — | 586,339 | 586,338 | ||||||||
1.00% Fixed | 12 Mo. Federal Funds Rate | USD | 3,322,000 | 09/29/2026 | Annual | 44,468 | — | 226,177 | 181,709 | ||||||||
MXN-TIIE-Banxico-Bloomberg | 6.91% Fixed | MXN | 147,390,000 | 09/03/2031 | Lunar | — | (281) | (942,048) | (941,767) | ||||||||
Total centrally cleared interest rate swaps contracts | $ 44,469 | $ (281) | $ 350,273 | $ 306,085 |
Bond Forward Contracts Outstanding at April 30, 2022 | |||||||||
Counterparty | Reference Obligation | Notional Amount | Expiration Date | Unrealized Appreciation/ (Depreciation) | |||||
MSC | U.S. Treasury Bonds, 0.13%, 04/15/2025(1) | USD | 13,734,924 | 04/15/2025 | $(24,733) | ||||
GSC | U.S. Treasury Bonds, 0.50%, 04/15/2024(1) | USD | 30,583,106 | 04/15/2024 | (36,465) | ||||
MSC | U.S. Treasury Bonds, 0.63%, 01/15/2026(1) | USD | 13,810,824 | 01/15/2026 | (33,859) | ||||
MSC | U.S. Treasury Bonds, 0.75%, 07/15/2028(1) | USD | 3,228,533 | 07/15/2028 | (13,095) | ||||
Total Bond Forward Contracts | $(108,152) |
(1) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
29,165,000 | BRL | 5,824,184 | USD | CBK | 05/03/2022 | $ 69,378 | ||||
1,143,000 | BRL | 225,736 | USD | CBK | 06/02/2022 | 3,004 | ||||
754,800,000 | JPY | 5,901,993 | USD | SSG | 05/31/2022 | (80,039) | ||||
114,665,000 | MXN | 5,587,337 | USD | RBC | 05/31/2022 | (1,633) | ||||
78,770,000 | NOK | 8,561,640 | USD | BOA | 05/31/2022 | (163,112) | ||||
162,000 | ZAR | 10,292 | USD | MSC | 05/31/2022 | (70) | ||||
6,026,573 | USD | 29,165,000 | BRL | CBK | 05/03/2022 | 133,012 | ||||
5,534,194 | USD | 28,022,000 | BRL | CBK | 06/02/2022 | (73,676) | ||||
14,586,031 | USD | 18,699,000 | CAD | CIBC | 05/31/2022 | 30,791 | ||||
347,850 | USD | 297,464,000 | CLP | MSC | 05/31/2022 | 1,273 | ||||
16,273,612 | USD | 15,231,603 | EUR | BCLY | 05/31/2022 | 184,055 | ||||
4,919,009 | USD | 6,156,288,000 | KRW | MSC | 05/31/2022 | 17,701 | ||||
2,166,783 | USD | 3,299,000 | NZD | BCLY | 05/31/2022 | 36,850 | ||||
Total foreign currency contracts | $ 157,534 |
68 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 23,537,384 | $ — | $ 23,537,384 | $ — | ||||
Convertible Bonds | 899,652 | — | 899,652 | — | ||||
Corporate Bonds | 10,441,165 | — | 10,441,165 | — | ||||
Foreign Government Obligations | 42,515,465 | — | 42,515,457 | 8 | ||||
Senior Floating Rate Interests | 28,567,282 | — | 28,567,282 | — | ||||
U.S. Government Agencies | 11,824,097 | — | 11,824,097 | — | ||||
U.S. Government Securities | 455,919,242 | — | 455,919,242 | — | ||||
Short-Term Investments | 15,842,616 | 187,516 | 15,655,100 | — | ||||
Foreign Currency Contracts(2) | 484,670 | — | 484,670 | — | ||||
Futures Contracts(2) | 3,316,839 | 3,316,839 | — | — | ||||
Swaps - Interest Rate(2) | 6,753,043 | — | 6,753,043 | — | ||||
Swaps- Total Return(2) | 204,681 | — | 204,681 | — | ||||
Total | $ 600,306,136 | $ 3,504,355 | $ 596,801,773 | $ 8 | ||||
Liabilities | ||||||||
Bond Forward Contracts(2) | $ (108,152) | $ — | $ (108,152) | $ — | ||||
Foreign Currency Contracts(2) | (327,136) | — | (327,136) | — | ||||
Futures Contracts(2) | (4,672,597) | (4,672,597) | — | — | ||||
Swaps - Credit Default(2) | (159,921) | — | (159,921) | — | ||||
Swaps - Interest Rate(2) | (941,767) | — | (941,767) | — | ||||
Total | $ (6,209,573) | $ (4,672,597) | $ (1,536,976) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $7,996,115 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
69 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% | |||
Alabama - 1.2% | |||
Alabama Federal Aid Highway Finance Auth | |||
$ 1,615,000 | 5.00%, 09/01/2026 | $ 1,633,441 | |
1,250,000 | 5.00%, 09/01/2034 | 1,400,102 | |
1,415,000 | Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029 | 1,571,169 | |
Black Belt Energy Gas Dist, AL | |||
1,250,000 | 4.00%, 12/01/2023 | 1,267,406 | |
1,570,000 | 4.00%, 12/01/2024 | 1,596,188 | |
2,955,000 | 4.00%, 12/01/2025 | 3,008,858 | |
3,000,000 | Jefferson County, AL, Board of Education Special Tax 5.00%, 02/01/2042 | 3,290,749 | |
2,660,000 | Jefferson County, AL, GO 5.00%, 04/01/2024 | 2,785,761 | |
State of Alabama, Docks Department, (AGM Insured) | |||
230,000 | 5.00%, 10/01/2024 | 241,403 | |
1,000,000 | 5.00%, 10/01/2032 | 1,082,690 | |
State of Alabama, Troy University, Rev, (BAM Insured) | |||
1,000,000 | 5.00%, 11/01/2025 | 1,080,025 | |
1,250,000 | 5.00%, 11/01/2026 | 1,373,786 | |
1,620,000 | 5.00%, 11/01/2027 | 1,807,631 | |
22,139,209 | |||
Alaska - 0.4% | |||
CIVICVentures, AK, Rev | |||
2,000,000 | 5.00%, 09/01/2025 | 2,070,276 | |
1,000,000 | 5.00%, 09/01/2026 | 1,033,559 | |
Northern Tobacco Securitization Corp. | |||
1,385,000 | 4.00%, 06/01/2036 | 1,395,324 | |
2,255,000 | 4.00%, 06/01/2038 | 2,263,550 | |
6,762,709 | |||
Arizona - 0.3% | |||
2,000,000 | City of Phoenix, AZ, Civic Improvement Corp. 4.00%, 07/01/2038 | 1,982,142 | |
1,965,000 | Maricopa County Industrial Dev Auth 4.00%, 10/15/2047(1) | 1,786,465 | |
53,000 | Sundance, AZ, Community Facs Dist 7.13%, 07/01/2027(1) | 52,997 | |
2,870,000 | Tempe, AZ, Industrial Dev Auth Rev 1.13%, 12/01/2026 | 2,580,562 | |
6,402,166 | |||
California - 8.5% | |||
Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured) | |||
475,000 | 4.00%, 08/01/2034 | 490,366 | |
1,000,000 | 4.00%, 08/01/2036 | 1,020,988 | |
7,960,000 | Bay Area Toll Auth 0.74%, 04/01/2056(2) | 7,766,356 | |
8,500,000 | California Community Choice Financing Auth 4.00%, 10/01/2052(3) | 8,713,416 | |
California County, CA, Tobacco Securitization Agency | |||
1,050,000 | 5.00%, 06/01/2022 | 1,051,470 | |
150,000 | 5.00%, 06/01/2030 | 164,413 | |
300,000 | 5.00%, 06/01/2032 | 326,820 | |
500,000 | 5.00%, 06/01/2033 | 543,299 | |
California Enterprise Dev Auth | |||
1,250,000 | 5.00%, 08/01/2035 | 1,314,549 | |
1,075,000 | 5.00%, 08/01/2055 | 1,096,755 | |
5,155,000 | California Health Facs Financing Auth 4.00%, 08/15/2040 | 5,165,409 | |
California Municipal Finance Auth | |||
4,935,000 | 4.00%, 10/01/2049 | 4,792,800 | |
775,000 | 5.00%, 05/15/2028 | 847,459 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
California - 8.5% - (continued) | |||
$ 800,000 | 5.00%, 05/15/2031 | $ 888,509 | |
California Public Finance Auth | |||
1,195,000 | 2.38%, 11/15/2028(1) | 1,123,101 | |
1,000,000 | 3.13%, 05/15/2029(1) | 937,436 | |
California State Communities Dev Auth Rev | |||
185,000 | 5.00%, 10/01/2022 | 187,601 | |
1,000,000 | 5.63%, 10/01/2032 | 1,016,612 | |
1,000,000 | California State Health Facs Finance Auth Rev 5.00%, 02/01/2029 | 1,097,904 | |
California State, GO Taxable | |||
2,315,000 | 4.00%, 11/01/2041 | 2,351,694 | |
17,500,000 | 5.00%, 10/01/2024 | 18,569,336 | |
1,000,000 | 5.00%, 08/01/2029 | 1,092,676 | |
5,000,000 | 5.00%, 04/01/2042 | 5,456,833 | |
1,000,000 | Cathedral City, CA, Redev Agency Successor Agency, (BAM Insured) 4.00%, 08/01/2034 | 1,041,180 | |
700,000 | City of Fontana, CA, Special Tax 4.00%, 09/01/2051 | 635,556 | |
City of Los Angeles, CA, Department of Airports | |||
6,570,000 | 3.00%, 05/15/2039 | 5,617,456 | |
4,000,000 | 4.00%, 05/15/2035 | 4,128,425 | |
1,000,000 | 5.00%, 05/15/2029 | 1,083,664 | |
Elk Grove, CA, Finance Auth Special Tax, (BAM Insured) | |||
315,000 | 5.00%, 09/01/2031 | 337,869 | |
910,000 | 5.00%, 09/01/2032 | 974,267 | |
2,600,000 | Fresno, CA, Unified School Dist, GO 0.00%, 08/01/2031(4) | 1,879,127 | |
47,955,000 | Golden State Tobacco Securitization Corp. 0.01%, 06/01/2066(4) | 5,162,672 | |
Hemet, CA, Unified School Dist Financing Auth Special Tax | |||
1,440,000 | 5.00%, 09/01/2030 | 1,497,513 | |
1,535,000 | 5.00%, 09/01/2031 | 1,594,504 | |
Inglewood, CA, Redevelopment Agency, (BAM Insured) | |||
1,000,000 | 5.00%, 05/01/2028 | 1,104,967 | |
1,000,000 | 5.00%, 05/01/2029 | 1,105,348 | |
5,225,000 | Long Beach, CA, Finance Auth Natural Gas 1.79%, 11/15/2027, 3 mo. USD LIBOR + 1.45000%(2) | 5,181,762 | |
Los Angeles Unified School District, GO | |||
18,750,000 | 5.00%, 07/01/2024 | 19,774,918 | |
2,755,000 | 5.00%, 07/01/2025 | 2,959,880 | |
2,500,000 | Los Angeles, CA, Department of Water & Power 5.00%, 07/01/2025 | 2,692,233 | |
500,000 | Oakland, CA, Airport Rev 5.00%, 05/01/2023 | 500,000 | |
Orange County, CA, Community Facs Dist, Special Tax | |||
980,000 | 5.00%, 08/15/2034 | 1,024,467 | |
1,000,000 | 5.00%, 08/15/2036 | 1,051,911 | |
2,500,000 | 5.00%, 08/15/2041 | 2,616,013 | |
1,000,000 | Rancho Cucamonga, CA, Redevelopment Agency Successor Agency, (AGM Insured) 5.00%, 09/01/2029 | 1,055,041 | |
2,000,000 | Romoland, CA, School Dist Special Tax 5.00%, 09/01/2048 | 2,107,554 | |
60,000 | San Diego, CA, Redevelopment Agency Successor Agency 5.25%, 09/01/2026 | 60,181 | |
San Diego, CA, United School Dist, GO | |||
805,000 | 4.00%, 07/01/2034 | 822,234 | |
865,000 | 4.00%, 07/01/2035 | 881,982 |
70 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
California - 8.5% - (continued) | |||
San Joaquin Hills, CA, Transportation Corridor Agency | |||
$ 1,415,000 | 4.00%, 01/15/2034 | $ 1,423,906 | |
2,665,000 | 5.00%, 01/15/2033 | 2,948,151 | |
Santa Margarita, CA, Water Dist Special Tax | |||
485,000 | 5.00%, 09/01/2022 | 489,684 | |
475,000 | 5.00%, 09/01/2023 | 488,887 | |
480,000 | 5.00%, 09/01/2024 | 492,572 | |
480,000 | 5.00%, 09/01/2025 | 492,177 | |
2,065,000 | 5.00%, 09/01/2028 | 2,148,384 | |
9,960,000 | Southern California Public Power Auth 0.32%, 07/01/2036(3) | 9,960,000 | |
2,000,000 | State of California, GO 5.00%, 08/01/2029 | 2,185,351 | |
1,500,000 | Stockton, CA, Redevelopment Agency, (AGM Insured) 5.00%, 09/01/2029 | 1,642,664 | |
155,178,302 | |||
Colorado - 1.9% | |||
Arapahoe County, CO, School Dist No. 6 Littleton, GO, (State Aid Withholding Insured) | |||
1,230,000 | 5.50%, 12/01/2032 | 1,437,665 | |
1,655,000 | 5.50%, 12/01/2034 | 1,929,446 | |
City & County of Denver, CO, Airport System Rev | |||
7,985,000 | 5.00%, 12/01/2029 | 8,701,640 | |
1,000,000 | 5.00%, 12/01/2034 | 1,118,176 | |
1,575,000 | 5.00%, 12/01/2036 | 1,776,873 | |
Colorado Health Facs Auth Rev | |||
1,320,000 | 4.00%, 12/01/2040 | 1,260,991 | |
6,665,000 | 5.00%, 08/01/2044 | 7,183,172 | |
1,470,000 | Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2031 | 1,540,138 | |
3,650,000 | E-470 Public Highway, CO, Auth Rev 0.54%, 09/01/2039, 1 mo. USD SOFR + 0.350%(2) | 3,576,579 | |
Park Creek, CO, Metropolitan Dist Rev | |||
2,000,000 | 5.00%, 12/01/2029 | 2,136,558 | |
1,195,000 | 5.00%, 12/01/2033 | 1,324,779 | |
1,035,000 | Regional, CO, Transportation Dist 5.00%, 07/15/2031 | 1,118,911 | |
1,590,000 | University of Colorado 2.00%, 06/01/2051(3) | 1,536,820 | |
Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured) | |||
230,000 | 5.00%, 12/15/2023 | 238,929 | |
125,000 | 5.00%, 12/15/2025 | 134,873 | |
50,000 | 5.00%, 12/15/2026 | 54,359 | |
225,000 | 5.00%, 12/15/2030 | 244,365 | |
160,000 | 5.00%, 12/15/2032 | 173,485 | |
35,487,759 | |||
Connecticut - 2.6% | |||
6,500,000 | City of Bridgeport, CT, GO, (AGM Insured) 5.00%, 08/15/2025 | 7,002,701 | |
Connecticut Housing Finance Auth Rev | |||
4,300,000 | 3.00%, 11/15/2050 | 4,252,575 | |
65,000 | 4.00%, 11/15/2044 | 65,692 | |
445,000 | 4.00%, 11/15/2045 | 450,999 | |
975,000 | 4.00%, 05/15/2047 | 991,898 | |
Connecticut State Health & Educational Facs Auth | |||
9,290,000 | 1.10%, 07/01/2049(3) | 8,719,007 | |
440,000 | 5.00%, 07/01/2027 | 466,006 | |
470,000 | 5.00%, 07/01/2028 | 499,749 | |
1,150,000 | 5.00%, 07/01/2029 | 1,260,560 | |
720,000 | 5.00%, 07/01/2030 | 765,151 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Connecticut - 2.6% - (continued) | |||
$ 545,000 | 5.00%, 07/01/2031 | $ 584,927 | |
950,000 | Hartford, CT, GO, (AGM ST GTD Insured) 5.00%, 07/01/2027 | 1,015,570 | |
1,500,000 | New Britain, CT, GO, (AGM Insured) 5.00%, 03/01/2031 | 1,636,903 | |
2,600,000 | New Haven, CT, GO, (AGM Insured) 5.00%, 08/01/2024 | 2,738,916 | |
State of Connecticut, GO | |||
3,090,000 | 3.00%, 01/15/2023 | 3,117,697 | |
1,000,000 | 3.00%, 06/01/2038 | 889,295 | |
250,000 | 5.00%, 03/15/2024 | 262,548 | |
1,450,000 | 5.00%, 03/15/2025 | 1,547,984 | |
750,000 | 5.00%, 05/15/2025 | 803,290 | |
2,425,000 | 5.00%, 06/15/2026 | 2,647,996 | |
2,500,000 | 5.00%, 04/15/2029 | 2,748,482 | |
State of Connecticut, Special Tax Rev | |||
1,000,000 | 5.00%, 05/01/2032 | 1,130,282 | |
750,000 | 5.00%, 05/01/2033 | 845,931 | |
2,015,000 | 5.00%, 08/01/2034 | 2,138,654 | |
Waterbury, CT, GO | |||
405,000 | 5.00%, 11/15/2031 | 450,597 | |
1,000,000 | 5.00%, 11/15/2032 | 1,110,960 | |
48,144,370 | |||
Delaware - 0.1% | |||
Delaware River & Bay Auth | |||
675,000 | 5.00%, 01/01/2028 | 758,609 | |
400,000 | 5.00%, 01/01/2030 | 461,273 | |
1,219,882 | |||
District of Columbia - 0.1% | |||
Dist of Columbia Rev | |||
735,000 | 5.00%, 07/01/2032 | 741,937 | |
270,000 | 5.00%, 07/01/2037 | 270,346 | |
755,000 | Metropolitan Washington, DC, Airports Auth System Rev 5.00%, 10/01/2028 | 828,653 | |
1,840,936 | |||
Florida - 4.5% | |||
Broward County, FL, Airport System Rev | |||
2,175,000 | 4.00%, 10/01/2044 | 2,108,172 | |
1,250,000 | 5.00%, 10/01/2024 | 1,308,993 | |
2,830,000 | 5.00%, 09/01/2028 | 3,203,638 | |
Capital Projects, FL, Finance Auth | |||
1,315,000 | 5.00%, 10/01/2027 | 1,402,080 | |
1,000,000 | 5.00%, 10/01/2028 | 1,070,615 | |
1,430,000 | City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2048 | 1,499,748 | |
City of Pompano Beach, FL | |||
1,490,000 | 1.45%, 01/01/2027 | 1,344,654 | |
3,600,000 | 2.00%, 01/01/2029 | 3,172,814 | |
City of Tampa, FL, Rev | |||
1,000,000 | 0.00%, 09/01/2036(4) | 561,545 | |
1,000,000 | 0.00%, 09/01/2038(4) | 510,093 | |
2,065,000 | Escambia County, FL, Health Facs Auth Rev 4.00%, 08/15/2050 | 1,898,831 | |
Florida Dev Finance Corp. | |||
350,000 | 5.00%, 04/01/2023 | 359,014 | |
500,000 | 5.00%, 04/01/2024 | 521,921 | |
200,000 | 5.00%, 04/01/2025 | 212,543 | |
3,380,000 | Gainesville, FL, Utilities System Rev 5.00%, 10/01/2047 | 3,719,765 | |
7,025,000 | Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2032 | 7,670,358 |
71 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Florida - 4.5% - (continued) | |||
$ 55,000 | Magnolia Creek, FL, Community Dev Dist Capital Improvement 5.90%, 05/01/2039*(5) | $ 30,250 | |
1,000,000 | Manatee County, FL, School Dist, (AGM Insured) 5.00%, 10/01/2030 | 1,104,563 | |
1,000,000 | Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026 | 1,043,432 | |
Miami-Dade County, FL, Aviation Rev | |||
1,000,000 | 5.00%, 10/01/2024 | 1,011,903 | |
2,500,000 | 5.00%, 10/01/2026 | 2,535,051 | |
530,000 | 5.00%, 10/01/2027 | 552,834 | |
2,000,000 | 5.00%, 10/01/2033 | 2,063,833 | |
Orange County, FL, Convention Center/Orlando | |||
1,000,000 | 5.00%, 10/01/2024 | 1,056,763 | |
1,520,000 | 5.00%, 10/01/2025 | 1,637,463 | |
Orange County, FL, Health Facs Auth | |||
1,190,000 | 5.00%, 08/01/2024 | 1,265,630 | |
1,280,000 | 5.00%, 08/01/2025 | 1,361,350 | |
1,350,000 | 5.00%, 08/01/2026 | 1,435,798 | |
8,075,000 | Orlando, FL, Utilities Commission 1.25%, 10/01/2046(3) | 6,930,820 | |
Osceola County, FL, Transportation Rev | |||
1,330,000 | 0.00%, 10/01/2031(4) | 902,233 | |
1,000,000 | 0.00%, 10/01/2032(4) | 646,017 | |
Palm Beach County, FL, Health Facs Auth | |||
6,265,000 | 2.63%, 06/01/2025 | 6,070,674 | |
660,000 | 6.75%, 06/01/2024 | 675,941 | |
1,000,000 | 6.80%, 06/01/2025 | 1,024,192 | |
Polk County, FL, Industrial Dev Auth | |||
1,750,000 | 5.00%, 01/01/2039 | 1,820,222 | |
4,850,000 | 5.00%, 01/01/2055 | 4,955,126 | |
Port St. Lucie, FL, Special Assessment | |||
3,000,000 | 4.00%, 07/01/2028 | 3,157,264 | |
3,000,000 | 4.00%, 07/01/2029 | 3,150,012 | |
1,150,000 | Putnam County, FL, Dev Auth 5.00%, 03/15/2042 | 1,253,456 | |
3,330,000 | Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025 | 3,156,361 | |
1,000,000 | St. Johns County, FL, Industrial Dev Auth 4.00%, 12/15/2050 | 837,951 | |
840,000 | Village Community Dev Dist No. 13 2.55%, 05/01/2031 | 746,377 | |
Volusia County, FL, Educational Facs Auth | |||
60,000 | 4.00%, 10/15/2035 | 61,186 | |
55,000 | 4.00%, 10/15/2036 | 56,026 | |
750,000 | 4.00%, 10/15/2037 | 763,503 | |
750,000 | 4.00%, 10/15/2038 | 762,292 | |
82,633,307 | |||
Georgia - 4.5% | |||
10,000,000 | Bartow County, GA, Dev Auth 1.55%, 08/01/2043(3) | 9,976,876 | |
Burke County, GA, Dev Auth Rev | |||
4,995,000 | 1.50%, 01/01/2040(3) | 4,813,750 | |
3,000,000 | 1.55%, 12/01/2049(3) | 2,993,063 | |
2,665,000 | 2.25%, 10/01/2032(3) | 2,649,566 | |
4,450,000 | 3.00%, 11/01/2045(3) | 4,474,672 | |
3,645,000 | County of Monroe, GA, Dev Auth 1.00%, 07/01/2049(3) | 3,382,626 | |
Main Street Natural Gas, Inc., GA | |||
1,100,000 | 4.00%, 12/01/2024 | 1,121,077 | |
1,250,000 | 4.00%, 12/01/2025 | 1,278,281 | |
2,150,000 | 4.00%, 08/01/2049(3) | 2,203,053 | |
15,045,000 | 4.00%, 07/01/2052(3) | 15,451,295 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Georgia - 4.5% - (continued) | |||
$ 4,165,000 | 5.00%, 05/15/2032 | $ 4,453,513 | |
Municipal Electric Auth, GA | |||
1,100,000 | 4.00%, 01/01/2051 | 1,001,963 | |
1,000,000 | 5.00%, 11/01/2022 | 1,014,926 | |
1,075,000 | 5.00%, 01/01/2024 | 1,093,591 | |
4,595,000 | 5.00%, 01/01/2028 | 4,961,134 | |
1,825,000 | 5.00%, 01/01/2028 | 1,981,597 | |
740,000 | 5.00%, 01/01/2031 | 835,901 | |
1,100,000 | 5.00%, 01/01/2032 | 1,235,005 | |
515,000 | 5.00%, 01/01/2033 | 576,953 | |
1,700,000 | 5.00%, 01/01/2056 | 1,812,948 | |
14,535,000 | State of Georgia 5.00%, 08/01/2024 | 15,390,056 | |
82,701,846 | |||
Hawaii - 0.1% | |||
2,000,000 | State of Hawaii Airports System Rev 5.00%, 08/01/2022 | 2,012,682 | |
Idaho - 0.3% | |||
4,930,000 | Idaho Health Facs Auth 4.00%, 03/01/2046 | 4,810,278 | |
Illinois - 11.8% | |||
Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO | |||
530,000 | 0.00%, 01/01/2025(4) | 488,538 | |
765,000 | 0.00%, 01/01/2027(4) | 657,136 | |
Chicago, IL, Board of Education, GO | |||
2,500,000 | 0.00%, 12/01/2025(4) | 2,198,584 | |
3,495,000 | 4.00%, 12/01/2047 | 3,050,015 | |
1,030,000 | 5.00%, 12/01/2022 | 1,047,107 | |
600,000 | 5.00%, 12/01/2023 | 620,675 | |
1,000,000 | 5.00%, 12/01/2024 | 1,055,125 | |
13,430,000 | 5.00%, 12/01/2034 | 14,110,535 | |
1,510,000 | 5.00%, 12/01/2042 | 1,526,788 | |
1,000,000 | 5.00%, 04/01/2046 | 1,033,654 | |
3,760,000 | 5.00%, 12/01/2046 | 3,892,660 | |
715,000 | 6.00%, 04/01/2046 | 777,649 | |
Chicago, IL, Metropolitan Water Reclamation Dist, GO | |||
1,000,000 | 4.00%, 12/01/2051 | 980,760 | |
2,355,000 | 5.00%, 12/01/2024 | 2,495,681 | |
1,635,000 | 5.00%, 12/01/2025 | 1,765,678 | |
Chicago, IL, Transit Auth | |||
1,000,000 | 4.00%, 12/01/2050 | 985,592 | |
1,250,000 | 4.00%, 12/01/2055 | 1,225,019 | |
415,000 | 5.00%, 06/01/2025 | 441,200 | |
8,250,000 | 5.00%, 12/01/2046 | 8,836,494 | |
1,000,000 | 5.00%, 12/01/2052 | 1,071,475 | |
1,000,000 | 5.00%, 12/01/2055 | 1,068,822 | |
City of Chicago, IL, GO, (NATL Insured) | |||
325,000 | 0.00%, 01/01/2026(4) | 286,880 | |
65,000 | 5.00%, 01/01/2023 | 66,005 | |
2,000,000 | 5.00%, 01/01/2024 | 2,066,462 | |
City of Chicago, IL, Wastewater Transmission Rev | |||
1,000,000 | 5.00%, 01/01/2028 | 1,060,633 | |
2,500,000 | 5.00%, 01/01/2029 | 2,647,613 | |
City of Chicago, IL, Waterworks Rev | |||
135,000 | 5.00%, 11/01/2023 | 136,807 | |
1,000,000 | 5.00%, 11/01/2027 | 1,102,150 | |
1,020,000 | 5.00%, 11/01/2028 | 1,070,368 | |
1,205,000 | 5.00%, 11/01/2029 | 1,221,251 | |
3,465,000 | Cook County, IL, Community Consolidated School Dist No. 15, GO 5.00%, 12/01/2024 | 3,671,100 |
72 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Illinois - 11.8% - (continued) | |||
Cook County, IL, Community High School Dist No. 212 Leyden, (BAM Insured) | |||
$ 1,775,000 | 5.00%, 12/01/2026 | $ 1,891,098 | |
310,000 | 5.00%, 12/01/2027 | 329,876 | |
1,000,000 | 5.00%, 12/01/2034 | 1,056,404 | |
Cook County, IL, GO | |||
3,100,000 | 4.00%, 11/15/2025 | 3,225,180 | |
2,970,000 | 4.00%, 11/15/2026 | 3,109,031 | |
1,000,000 | 5.00%, 11/15/2026 | 1,089,013 | |
4,300,000 | 5.00%, 11/15/2027 | 4,701,884 | |
2,940,000 | 5.00%, 11/15/2031 | 3,336,830 | |
County of Cook, IL, Sales Tax Rev | |||
1,000,000 | 5.00%, 11/15/2030 | 1,145,296 | |
1,690,000 | 5.00%, 11/15/2031 | 1,928,958 | |
Illinois State Finance Auth Rev | |||
240,000 | 5.00%, 09/01/2022 | 242,215 | |
1,000,000 | 5.00%, 10/01/2023 | 1,038,168 | |
1,000,000 | 5.00%, 11/15/2023 | 1,038,372 | |
700,000 | 5.00%, 10/01/2028 | 751,767 | |
1,000,000 | 5.00%, 11/15/2028 | 1,068,587 | |
2,650,000 | 5.00%, 11/15/2031 | 2,811,200 | |
1,420,000 | 5.00%, 08/15/2033 | 1,586,889 | |
2,500,000 | 5.00%, 11/15/2033 | 2,647,596 | |
2,135,000 | 5.00%, 11/15/2034 | 2,259,353 | |
1,045,000 | 5.00%, 08/15/2035 | 1,161,493 | |
3,035,000 | 5.00%, 05/15/2050(3) | 3,171,630 | |
Illinois State Toll Highway Auth, Taxable Rev | |||
1,000,000 | 5.00%, 01/01/2027 | 1,018,522 | |
2,500,000 | 5.00%, 01/01/2031 | 2,765,330 | |
Kane Cook & DuPage Counties, IL, GO | |||
4,200,000 | 5.00%, 01/01/2031 | 4,349,242 | |
1,700,000 | 5.00%, 01/01/2034 | 1,760,969 | |
1,700,000 | 5.00%, 01/01/2035 | 1,757,603 | |
Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO | |||
1,875,000 | 5.00%, 01/01/2027 | 1,997,154 | |
2,000,000 | 5.00%, 01/01/2029 | 2,231,452 | |
Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured) | |||
1,150,000 | 5.00%, 02/01/2025 | 1,220,383 | |
4,000,000 | 5.00%, 02/01/2026 | 4,312,009 | |
1,665,000 | 5.00%, 02/01/2034 | 1,777,747 | |
Metropolitan Pier & Exposition Auth, IL, (NATL Insured) | |||
4,000,000 | 0.00%, 12/15/2024(4) | 3,652,687 | |
2,000,000 | 0.00%, 06/15/2027(4) | 1,670,797 | |
2,980,000 | 4.00%, 12/15/2042 | 2,796,320 | |
3,895,000 | 4.85%, 12/15/2042(6) | 2,414,898 | |
1,000,000 | 5.00%, 12/15/2035 | 1,038,527 | |
Railsplitter, IL, Tobacco Settlement Auth | |||
1,000,000 | 5.00%, 06/01/2026 | 1,071,615 | |
1,940,000 | 5.00%, 06/01/2027 | 2,073,790 | |
Regional Transportation, IL, Auth Rev | |||
600,000 | 5.00%, 06/01/2035 | 650,387 | |
8,775,000 | 6.00%, 07/01/2024 | 9,105,969 | |
3,525,000 | 6.00%, 07/01/2031 | 4,174,658 | |
Sales Tax Securitization Corp., IL Rev | |||
1,000,000 | 5.00%, 01/01/2025 | 1,061,163 | |
1,400,000 | 5.00%, 01/01/2026 | 1,511,132 | |
2,560,000 | 5.00%, 01/01/2029 | 2,828,667 | |
5,545,000 | 5.00%, 01/01/2030 | 6,167,555 | |
State of Illinois, GO | |||
3,500,000 | 5.00%, 11/01/2024 | 3,667,027 | |
1,500,000 | 5.00%, 08/01/2025 | 1,513,501 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Illinois - 11.8% - (continued) | |||
$ 4,785,000 | 5.00%, 11/01/2025 | $ 5,075,749 | |
1,985,000 | 5.00%, 02/01/2026 | 2,049,235 | |
2,000,000 | 5.00%, 10/01/2026 | 2,141,848 | |
6,540,000 | 5.00%, 11/01/2026 | 7,009,341 | |
1,250,000 | 5.00%, 02/01/2027 | 1,342,555 | |
2,715,000 | 5.00%, 11/01/2028 | 2,915,553 | |
1,215,000 | 5.00%, 03/01/2029 | 1,318,630 | |
4,750,000 | 5.00%, 03/01/2030 | 5,170,805 | |
5,480,000 | 5.00%, 10/01/2031 | 5,942,450 | |
950,000 | 5.00%, 05/01/2033 | 973,255 | |
5,240,000 | 5.00%, 12/01/2034 | 5,486,130 | |
3,460,000 | 5.00%, 03/01/2046 | 3,620,616 | |
835,000 | 5.38%, 05/01/2023 | 857,877 | |
State of Illinois, Sales Tax Rev | |||
1,185,000 | 5.00%, 06/15/2024 | 1,215,894 | |
280,000 | 6.50%, 06/15/2022 | 281,437 | |
216,239,775 | |||
Indiana - 1.1% | |||
1,956,198 | City of Evansville, IN, Rev, (FNMA Insured) 3.00%, 06/01/2034 | 1,821,619 | |
Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
2,260,000 | 3.00%, 07/01/2051 | 2,228,885 | |
5,185,000 | 3.00%, 07/01/2052 | 5,064,923 | |
1,630,000 | 3.25%, 07/01/2049 | 1,626,881 | |
Indiana Municipal Power Agency | |||
1,050,000 | 5.00%, 01/01/2032 | 1,157,125 | |
870,000 | 5.00%, 01/01/2033 | 954,938 | |
180,000 | 5.00%, 01/01/2034 | 197,039 | |
Indiana State Finance Auth Rev | |||
1,625,000 | 5.00%, 03/01/2023 | 1,651,308 | |
1,000,000 | 5.00%, 12/01/2029 | 1,059,224 | |
Indianapolis, IN, Local Public Improvement Bond Bank | |||
1,000,000 | 5.00%, 01/01/2029 | 1,027,022 | |
1,000,000 | 5.00%, 01/01/2031 | 1,053,640 | |
2,000,000 | Whiting, IN, Environmental Facs Rev 5.00%, 03/01/2046(3) | 2,036,669 | |
19,879,273 | |||
Iowa - 0.2% | |||
Iowa Student Loan Liquidity Corp. | |||
180,000 | 5.00%, 12/01/2022 | 183,262 | |
650,000 | 5.00%, 12/01/2024 | 685,002 | |
2,645,000 | State of Iowa, Tobacco Settlement Auth 4.00%, 06/01/2049 | 2,504,693 | |
3,372,957 | |||
Kansas - 0.1% | |||
Wyandotte County-Kansas City, KS, System Rev | |||
1,000,000 | 5.00%, 09/01/2025 | 1,057,314 | |
1,390,000 | 5.00%, 09/01/2028 | 1,495,047 | |
2,552,361 | |||
Kentucky - 1.0% | |||
4,750,000 | County of Trimble, KY 1.30%, 09/01/2044(3) | 3,996,788 | |
Kentucky Bond Dev Corp. | |||
1,000,000 | 5.00%, 09/01/2032 | 1,125,200 | |
1,100,000 | 5.00%, 09/01/2033 | 1,235,816 | |
1,200,000 | 5.00%, 09/01/2034 | 1,346,633 | |
1,025,000 | 5.00%, 09/01/2035 | 1,148,471 | |
2,910,000 | Kentucky Economic Dev Finance Auth, (AGM Insured) 5.00%, 12/01/2047 | 2,956,311 |
73 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Kentucky - 1.0% - (continued) | |||
$ 4,000,000 | Kentucky Public Energy Auth 4.00%, 01/01/2049(3) | $ 4,081,145 | |
2,600,000 | Louisville & Jefferson County, KY, Metropolitan Gov't Rev Catholic Health Initiatives 5.00%, 12/01/2023 | 2,607,565 | |
18,497,929 | |||
Louisiana - 1.5% | |||
1,965,000 | East Baton Rouge, LA, Sewerage Commission 1.30%, 02/01/2041(3) | 1,711,392 | |
1,050,000 | Louisiana Housing Corp. Rev 4.50%, 12/01/2047 | 1,082,129 | |
Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev | |||
975,000 | 5.75%, 11/15/2030 | 997,762 | |
1,155,000 | 6.00%, 11/15/2030 | 1,191,207 | |
1,750,000 | 6.00%, 11/15/2035 | 1,782,200 | |
4,000,000 | Louisiana State, GO 5.00%, 12/01/2031 | 4,228,688 | |
New Orleans, LA, Aviation Board | |||
750,000 | 5.00%, 01/01/2026 | 797,142 | |
500,000 | 5.00%, 01/01/2027 | 536,928 | |
1,250,000 | 5.00%, 01/01/2034 | 1,292,046 | |
3,740,000 | Parish of St. John the Baptist, LA 2.38%, 06/01/2037(3) | 3,535,183 | |
Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured) | |||
1,815,000 | 5.00%, 01/01/2026 | 1,969,636 | |
1,220,000 | 5.00%, 01/01/2027 | 1,345,598 | |
2,000,000 | Shreveport, LA, Water & Sewer Rev, (AGM Insured) 5.00%, 12/01/2027 | 2,164,118 | |
State of Louisiana Gasoline & Fuels Tax Rev | |||
3,000,000 | 0.70%, 05/01/2043, 1 mo. USD SOFR + 0.500%(2) | 2,987,284 | |
2,500,000 | 3.00%, 05/01/2041 | 2,163,858 | |
27,785,171 | |||
Maine - 0.3% | |||
1,000,000 | Finance Auth of Maine Rev, (AGM Insured) 5.00%, 12/01/2023 | 1,036,882 | |
Maine Health & Higher Educational Facs Auth, (AGM Insured) | |||
520,000 | 5.00%, 07/01/2022 | 523,074 | |
535,000 | 5.00%, 07/01/2023 | 552,453 | |
675,000 | 5.00%, 07/01/2024 | 709,416 | |
1,800,000 | Maine State Housing Auth Rev 4.00%, 11/15/2050 | 1,835,880 | |
4,657,705 | |||
Maryland - 0.1% | |||
480,000 | Howard County, MD, Special Obligation 4.00%, 02/15/2028(1) | 478,282 | |
1,840,000 | State of Maryland, GO 5.00%, 03/15/2028 | 2,047,097 | |
2,525,379 | |||
Massachusetts - 2.0% | |||
1,000,000 | Massachusetts Clean Water Trust 5.00%, 02/01/2024 | 1,047,461 | |
Massachusetts Dev Finance Agency, Rev | |||
3,760,000 | 1.04%, 07/01/2049(1)(2) | 3,753,753 | |
1,000,000 | 4.00%, 10/01/2024(1) | 1,040,831 | |
1,000,000 | 4.00%, 10/01/2025(1) | 1,055,113 | |
635,000 | 4.00%, 10/01/2026(1) | 670,581 | |
165,000 | 4.00%, 07/15/2036 | 170,456 | |
1,000,000 | 5.00%, 07/01/2025 | 1,061,219 | |
1,720,000 | 5.00%, 07/01/2028 | 1,859,456 | |
1,850,000 | 5.00%, 07/01/2029 | 2,015,802 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Massachusetts - 2.0% - (continued) | |||
$ 3,350,000 | 5.00%, 07/01/2030 | $ 3,635,846 | |
955,000 | 5.00%, 07/01/2031 | 1,046,509 | |
2,760,000 | 5.00%, 07/01/2035 | 2,943,777 | |
1,500,000 | Massachusetts Dev Finance Agency, Rev 5.00%, 07/15/2040 | 1,784,507 | |
Massachusetts Educational Financing Auth | |||
500,000 | 5.00%, 01/01/2025 | 523,483 | |
1,030,000 | 5.00%, 07/01/2026 | 1,103,722 | |
1,050,000 | 5.00%, 07/01/2027 | 1,138,728 | |
1,125,000 | 5.00%, 07/01/2030 | 1,265,608 | |
1,250,000 | 5.00%, 07/01/2031 | 1,412,487 | |
Massachusetts Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) | |||
4,000,000 | 3.00%, 06/01/2047 | 3,935,038 | |
500,000 | 3.10%, 06/01/2023 | 502,464 | |
900,000 | 3.15%, 06/01/2023 | 904,815 | |
400,000 | 3.25%, 06/01/2024 | 401,415 | |
2,170,000 | Massachusetts Port Auth 5.00%, 07/01/2034 | 2,269,808 | |
200,000 | Massachusetts School Building Auth 5.00%, 11/15/2030 | 218,940 | |
35,761,819 | |||
Michigan - 1.9% | |||
5,000,000 | Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2029 | 5,463,984 | |
1,200,000 | Lincoln Park, MI, School Dist, GO, (Q-SBLF Insured) 5.00%, 05/01/2030 | 1,373,564 | |
Michigan Finance Auth Rev | |||
1,000,000 | 4.00%, 12/01/2047 | 979,448 | |
1,000,000 | 5.00%, 07/01/2027 | 1,073,106 | |
1,000,000 | 5.00%, 07/01/2028 | 1,070,904 | |
1,000,000 | 5.00%, 07/01/2029 | 1,048,832 | |
2,700,000 | 5.00%, 10/01/2030 | 2,847,423 | |
2,555,000 | 5.00%, 06/01/2033 | 2,687,102 | |
1,000,000 | 5.00%, 06/01/2034 | 1,051,704 | |
915,000 | 5.00%, 11/01/2034 | 1,030,490 | |
1,000,000 | 5.00%, 11/01/2035 | 1,124,481 | |
1,000,000 | 5.00%, 11/01/2036 | 1,121,513 | |
1,000,000 | 5.00%, 11/01/2038 | 1,119,376 | |
1,000,000 | Michigan State Building Auth Rev 5.00%, 04/15/2027 | 1,099,961 | |
Michigan State Hospital Finance Auth | |||
1,505,000 | 4.00%, 11/15/2031 | 1,524,220 | |
345,000 | 4.00%, 11/15/2032 | 348,846 | |
2,075,000 | 5.00%, 11/15/2047 | 2,263,862 | |
2,455,000 | Michigan State Housing Dev Auth 4.25%, 12/01/2049 | 2,515,992 | |
1,375,000 | Richmond, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2030 | 1,571,992 | |
370,000 | State of Michigan Rev 5.00%, 03/15/2027 | 407,335 | |
2,465,000 | Wayne County, MI, Airport Auth Rev, 5.00%, 12/01/2030 | 2,608,562 | |
34,332,697 | |||
Minnesota - 1.9% | |||
1,180,000 | Duluth, MN, Independent School Dist No. 709, (SD CRED PROG Insured) 4.00%, 02/01/2027 | 1,235,944 | |
1,961,591 | Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037 | 1,753,384 | |
1,750,000 | Minnesota Higher Education Facs Auth 4.00%, 10/01/2046 | 1,733,427 | |
Minnesota Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) | |||
300,000 | 1.45%, 07/01/2024 | 291,204 |
74 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Minnesota - 1.9% - (continued) | |||
$ 365,000 | 1.55%, 07/01/2025 | $ 349,404 | |
4,790,000 | 3.00%, 01/01/2051 | 4,724,861 | |
11,095,000 | 3.00%, 07/01/2052 | 10,898,340 | |
2,975,000 | 3.00%, 07/01/2052 | 2,916,951 | |
9,000,000 | Minnesota Housing Finance Agency, GO 5.00%, 09/01/2024 | 9,549,455 | |
St. Francis, MN, Independent School Dist No. 15, GO, (SD CRED PROG Insured) | |||
315,000 | 4.00%, 02/01/2029 | 319,010 | |
365,000 | 4.00%, 02/01/2030 | 369,484 | |
750,000 | 4.00%, 02/01/2031 | 758,824 | |
34,900,288 | |||
Mississippi - 0.4% | |||
755,000 | Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050 | 744,480 | |
State of Mississippi | |||
1,000,000 | 5.00%, 10/15/2025 | 1,072,943 | |
2,450,000 | 5.00%, 10/15/2029 | 2,623,960 | |
1,000,000 | 5.00%, 10/15/2036 | 1,113,953 | |
1,600,000 | State of Mississippi Gaming Tax Rev 5.00%, 10/15/2037 | 1,777,368 | |
7,332,704 | |||
Missouri - 0.9% | |||
City of St. Louis, MO, Airport Rev | |||
540,000 | 5.00%, 07/01/2030 | 589,320 | |
1,000,000 | 5.00%, 07/01/2032 | 1,093,956 | |
1,000,000 | 5.00%, 07/01/2047 | 1,072,138 | |
5,400,000 | Kirkwood, MO, Industrial Dev Auth Retirement Community 5.25%, 05/15/2042 | 5,411,709 | |
6,650,000 | Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 11/01/2052 | 6,598,870 | |
1,255,000 | St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2026 | 1,318,092 | |
1,000,000 | Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027*(5) | 260,000 | |
16,344,085 | |||
Montana - 0.2% | |||
1,830,000 | Montana Board of Housing 4.00%, 12/01/2043 | 1,859,654 | |
2,500,000 | Montana Facs Finance Auth Rev 5.00%, 02/15/2028 | 2,735,795 | |
4,595,449 | |||
Nebraska - 2.1% | |||
Central Plains, NE, Energy Project | |||
1,000,000 | 5.00%, 09/01/2022 | 1,010,322 | |
210,000 | 5.00%, 09/01/2025 | 222,632 | |
3,325,000 | 5.00%, 09/01/2028 | 3,614,701 | |
1,530,000 | 5.00%, 09/01/2033 | 1,694,256 | |
3,890,000 | 5.00%, 09/01/2042 | 4,260,837 | |
3,865,000 | Nebraska Investment Finance Auth 5.00%, 01/01/2024 | 4,033,772 | |
Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
4,635,000 | 3.00%, 09/01/2045 | 4,565,083 | |
8,220,000 | 3.00%, 09/01/2050 | 8,086,374 | |
7,380,000 | 3.00%, 03/01/2052 | 7,216,061 | |
4,300,000 | Washington County, NE, Rev 0.90%, 09/01/2030(3) | 4,040,473 | |
38,744,511 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Nevada - 1.5% | |||
City of North Las Vegas, NV | |||
$ 460,000 | 4.50%, 06/01/2039 | $ 462,600 | |
710,000 | 4.63%, 06/01/2043 | 712,924 | |
955,000 | 4.63%, 06/01/2049 | 947,186 | |
City of Reno, NV, Sales Tax Rev | |||
250,000 | 5.00%, 06/01/2024 | 258,552 | |
250,000 | 5.00%, 06/01/2026 | 265,148 | |
535,000 | City of Sparks, NV 2.50%, 06/15/2024(1) | 525,450 | |
Clark County, NV, School Dist, GO | |||
7,500,000 | 5.00%, 06/15/2024 | 7,878,440 | |
830,000 | 5.00%, 06/15/2026 | 895,480 | |
1,000,000 | 5.00%, 06/15/2028 | 1,108,827 | |
4,560,000 | 5.00%, 06/15/2029 | 5,144,643 | |
1,900,000 | 5.00%, 06/15/2029 | 2,101,581 | |
1,500,000 | 5.00%, 06/15/2031 | 1,702,001 | |
Las Vegas, NV, New Convention Center Auth Rev | |||
1,900,000 | 5.00%, 07/01/2029 | 2,056,037 | |
400,000 | 5.00%, 07/01/2031 | 417,302 | |
365,000 | 5.00%, 07/01/2032 | 380,632 | |
300,000 | 5.00%, 07/01/2033 | 312,656 | |
475,000 | 5.00%, 07/01/2034 | 494,938 | |
750,000 | 5.00%, 07/01/2043 | 819,850 | |
Las Vegas, NV, Special Improvement Dist | |||
275,000 | 5.00%, 06/01/2027 | 283,230 | |
300,000 | 5.00%, 06/01/2028 | 308,443 | |
530,000 | 5.00%, 06/01/2029 | 543,550 | |
10,000 | Nevada State, GO 5.00%, 03/01/2026 | 10,232 | |
27,629,702 | |||
New Hampshire - 0.2% | |||
1,320,000 | New Hampshire Business Finance Auth 4.00%, 01/01/2041 | 1,264,567 | |
1,715,000 | New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059 | 1,979,211 | |
3,243,778 | |||
New Jersey - 1.7% | |||
705,000 | City of Bayonne, NJ, GO, (AGM School Board Reserve Fund Insured) 0.00%, 07/01/2023(4) | 686,306 | |
New Jersey Economic Dev Auth | |||
565,000 | 5.00%, 03/01/2023 | 567,150 | |
1,200,000 | 5.00%, 06/15/2023 | 1,236,767 | |
830,000 | New Jersey Educational Facs Auth Rev, (AGM Insured) 4.00%, 07/01/2050 | 840,604 | |
New Jersey Higher Education Student Assistance Auth | |||
1,420,000 | 5.00%, 12/01/2025 | 1,521,945 | |
1,000,000 | 5.00%, 12/01/2026 | 1,086,139 | |
New Jersey Transportation Trust Fund Auth, (AGM Insured) | |||
5,000,000 | 0.00%, 12/15/2032(4) | 3,316,689 | |
1,000,000 | 5.00%, 12/15/2023 | 1,036,918 | |
1,610,000 | 5.00%, 12/15/2024 | 1,696,556 | |
5,715,000 | 5.00%, 06/15/2031 | 6,266,233 | |
3,365,000 | New Jersey Turnpike Auth Rev 4.00%, 01/01/2042 | 3,391,381 | |
1,000,000 | Newark Board of Education, GO, (BAM Insured) 4.00%, 07/15/2034 | 1,037,317 | |
State of New Jersey, GO | |||
3,440,000 | 5.00%, 06/01/2025 | 3,658,224 |
75 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
New Jersey - 1.7% - (continued) | |||
$ 2,000,000 | 5.00%, 06/01/2027 | $ 2,123,825 | |
2,870,000 | Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029 | 3,101,848 | |
31,567,902 | |||
New Mexico - 0.6% | |||
1,045,000 | City of Santa Fe, NM, Rev 5.00%, 05/15/2049 | 1,063,573 | |
New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured) | |||
3,975,000 | 3.00%, 01/01/2052 | 3,909,180 | |
6,010,000 | 3.00%, 03/01/2053 | 5,892,107 | |
10,864,860 | |||
New York - 12.0% | |||
6,470,000 | Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025 | 6,098,691 | |
City of New York, NY, GO | |||
785,000 | 4.00%, 03/01/2038 | 790,455 | |
4,900,000 | 5.00%, 08/01/2026 | 5,347,937 | |
1,000,000 | 5.00%, 08/01/2032 | 1,112,723 | |
5,000,000 | 5.00%, 08/01/2033 | 5,282,887 | |
2,445,000 | 5.00%, 08/01/2034 | 2,697,182 | |
1,375,000 | Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025 | 1,305,858 | |
7,500,000 | Long Island, NY, Power Auth Rev 0.85%, 09/01/2050(3) | 7,019,442 | |
Metropolitan Transportation Auth, NY, Rev, (AGM Insured) | |||
370,000 | 0.01%, 11/15/2027(4) | 307,368 | |
1,000,000 | 5.00%, 11/15/2030 | 1,096,238 | |
1,025,000 | 5.00%, 11/15/2032 | 1,102,205 | |
4,000,000 | 5.00%, 11/15/2034(3) | 4,188,562 | |
845,000 | 5.00%, 11/15/2036 | 905,751 | |
9,005,000 | 5.00%, 11/15/2045(3) | 9,757,946 | |
5,755,000 | 5.00%, 11/15/2052 | 5,954,699 | |
2,750,000 | New York City Industrial Dev Agency, (AGM Insured) 3.00%, 01/01/2039 | 2,390,306 | |
New York City Transitional Finance Auth, Future Tax Secured Rev | |||
2,000,000 | 4.00%, 11/01/2024 | 2,076,412 | |
1,875,000 | 4.00%, 05/01/2035 | 1,921,651 | |
2,000,000 | 4.00%, 11/01/2036 | 2,030,318 | |
2,525,000 | 4.00%, 11/01/2037 | 2,556,855 | |
3,460,000 | 4.00%, 05/01/2038 | 3,490,895 | |
1,000,000 | 4.00%, 05/01/2039 | 1,005,723 | |
2,000,000 | 5.00%, 08/01/2024 | 2,113,148 | |
5,250,000 | 5.00%, 11/01/2031 | 6,002,556 | |
2,345,000 | 5.00%, 11/01/2032 | 2,666,122 | |
2,995,000 | 5.00%, 05/01/2036 | 3,292,603 | |
3,335,000 | New York City Water & Sewer System 5.00%, 06/15/2044 | 3,727,957 | |
1,335,000 | New York City, NY, Housing Dev Corp. 4.50%, 02/15/2048 | 1,318,473 | |
1,180,000 | New York City, NY, Industrial Dev Agency (AGM Insured), (AGM Insured) 5.00%, 03/01/2030 | 1,316,804 | |
1,000,000 | New York City, NY, Transitional Finance Auth Building Aid Rev, (State Aid Withholding Insured) 5.00%, 07/15/2026 | 1,080,483 | |
New York Liberty Dev Corp. | |||
2,370,000 | 0.95%, 11/15/2027 | 2,014,758 | |
2,145,000 | 1.20%, 11/15/2028 | 1,786,148 | |
2,035,000 | 3.00%, 02/15/2042 | 1,717,453 | |
3,375,000 | 5.00%, 11/15/2044(1) | 3,408,484 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
New York - 12.0% - (continued) | |||
New York State Dormitory Auth Rev | |||
$ 27,275,000 | 3.00%, 03/15/2041 | $ 23,652,515 | |
2,500,000 | 5.00%, 03/15/2030 | 2,646,941 | |
2,500,000 | 5.00%, 03/15/2031 | 2,715,768 | |
2,500,000 | 5.00%, 03/15/2033 | 2,711,492 | |
3,800,000 | 5.00%, 03/15/2035 | 4,162,566 | |
5,930,000 | 5.00%, 03/15/2036 | 6,171,184 | |
4,000,000 | 5.00%, 03/15/2043 | 4,292,334 | |
2,300,000 | New York State Liberty Dev Corp. Rev 5.15%, 11/15/2034(1) | 2,353,622 | |
1,000,000 | New York State Thruway Auth Rev 4.00%, 01/01/2037 | 1,020,907 | |
New York State Urban Dev Corp. Rev | |||
4,275,000 | 3.00%, 03/15/2040 | 3,743,631 | |
15,000,000 | 4.00%, 03/15/2037 | 15,185,802 | |
3,315,000 | 5.00%, 03/15/2023 | 3,404,161 | |
1,000,000 | 5.00%, 03/15/2026 | 1,022,882 | |
New York Transportation Dev Corp. | |||
1,350,000 | 5.00%, 12/01/2023 | 1,386,694 | |
265,000 | 5.00%, 12/01/2025 | 277,402 | |
1,000,000 | 5.00%, 12/01/2029 | 1,087,115 | |
1,000,000 | 5.00%, 12/01/2030 | 1,089,024 | |
3,870,000 | 5.00%, 12/01/2033 | 4,081,948 | |
1,000,000 | New York Transportation Dev Corp. Rev 5.00%, 12/01/2031 | 1,082,363 | |
Port Auth of New York & New Jersey Rev | |||
1,190,000 | 4.00%, 07/15/2040 | 1,196,035 | |
2,750,000 | 5.00%, 10/15/2025 | 2,894,964 | |
1,000,000 | 5.00%, 10/15/2028 | 1,072,602 | |
4,500,000 | 5.00%, 11/01/2038 | 4,862,835 | |
2,250,000 | 5.00%, 11/01/2044 | 2,415,094 | |
Sales Tax Asset Receivable Corp., NY | |||
2,465,000 | 4.00%, 10/15/2032 | 2,560,873 | |
2,500,000 | 5.00%, 10/15/2029 | 2,656,406 | |
State of New York Mortgage Agency | |||
1,000,000 | 3.15%, 04/01/2024 | 1,002,021 | |
1,330,000 | 3.25%, 10/01/2024 | 1,334,378 | |
3,890,000 | 3.50%, 10/01/2032 | 3,889,408 | |
195,000 | 3.50%, 10/01/2034 | 196,018 | |
Syracuse, NY, Industrial Dev Agency | |||
320,000 | 5.00%, 01/01/2029 | 280,971 | |
2,635,000 | 5.00%, 01/01/2031 | 2,215,702 | |
2,340,000 | Town of Oyster Bay, NY, GO, (BAM Insured) 5.00%, 08/15/2024 | 2,465,909 | |
1,325,000 | Triborough, NY, Bridge & Tunnel Auth 0.00%, 11/15/2031(4) | 927,964 | |
2,000,000 | TSASC, Inc., NY 5.00%, 06/01/2026 | 2,129,275 | |
Westchester City, NY, Local Dev | |||
3,420,000 | 2.88%, 07/01/2026(1) | 3,274,435 | |
3,950,000 | 3.20%, 07/01/2028(1) | 3,711,773 | |
220,060,107 | |||
North Carolina - 1.6% | |||
North Carolina Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) | |||
2,880,000 | 3.00%, 07/01/2051 | 2,830,760 | |
1,370,000 | 4.00%, 07/01/2047 | 1,391,730 | |
North Carolina Medical Care Commission Rev | |||
245,000 | 4.00%, 01/01/2026 | 241,464 | |
565,000 | 5.00%, 01/01/2027 | 576,964 | |
795,000 | 5.00%, 01/01/2028 | 812,232 | |
275,000 | 5.00%, 01/01/2029 | 280,758 | |
1,050,000 | 5.00%, 01/01/2039 | 1,037,076 | |
3,670,000 | 5.00%, 01/01/2044 | 3,817,221 |
76 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
North Carolina - 1.6% - (continued) | |||
North Carolina Raleigh Durham Airport Auth Rev | |||
$ 1,500,000 | 5.00%, 05/01/2027 | $ 1,624,014 | |
1,000,000 | 5.00%, 05/01/2030 | 1,071,239 | |
15,000,000 | University of North Carolina at Chapel Hill 0.43%, 12/01/2041, 1 mo. USD LIBOR + 0.125%(2) | 14,948,704 | |
28,632,162 | |||
North Dakota - 1.0% | |||
North Dakota Housing Finance Agency | |||
3,415,000 | 3.00%, 07/01/2051 | 3,369,617 | |
5,590,000 | 3.00%, 01/01/2052 | 5,503,883 | |
5,635,000 | 3.00%, 07/01/2052 | 5,515,432 | |
3,055,000 | 4.25%, 07/01/2049 | 3,131,132 | |
17,520,064 | |||
Ohio - 2.6% | |||
Allen County, OH, Hospital Facs Rev | |||
2,000,000 | 5.00%, 05/01/2023 | 2,000,000 | |
2,750,000 | 5.00%, 12/01/2029 | 3,092,074 | |
380,000 | 5.00%, 12/01/2030 | 425,900 | |
American Municipal Power, Inc. | |||
1,000,000 | 4.00%, 02/15/2038 | 1,022,610 | |
500,000 | 5.00%, 02/15/2025 | 533,610 | |
300,000 | 5.00%, 02/15/2026 | 325,972 | |
400,000 | 5.00%, 02/15/2027 | 441,302 | |
Buckeye, OH, Tobacco Settlement Finance Auth | |||
18,645,000 | 0.00%, 06/01/2057(4) | 2,466,911 | |
18,255,000 | 5.00%, 06/01/2055 | 17,753,073 | |
1,385,000 | Cleveland, OH, Airport System Rev, (AGM Insured) 5.00%, 01/01/2023 | 1,412,404 | |
430,000 | Hamilton County, OH, Sales Tax Rev 5.00%, 12/01/2027 | 479,863 | |
Ohio Higher Educational Facility Commission | |||
3,200,000 | 5.00%, 07/01/2036(7) | 3,382,305 | |
2,800,000 | 5.00%, 07/01/2037(7) | 2,953,455 | |
1,710,000 | Ohio Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) 3.75%, 09/01/2050 | 1,731,407 | |
7,500,000 | Southern Ohio Port Auth Rev 6.50%, 12/01/2030(1) | 7,135,588 | |
2,210,000 | State of Ohio, Rev 5.00%, 12/15/2022 | 2,255,160 | |
47,411,634 | |||
Oklahoma - 0.4% | |||
Oklahoma Dev Finance Auth | |||
5,305,000 | 1.63%, 07/06/2023 | 5,215,740 | |
935,000 | 5.25%, 08/15/2048 | 964,284 | |
935,000 | 5.50%, 08/15/2057 | 981,952 | |
7,161,976 | |||
Oregon - 2.8% | |||
1,665,000 | Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Board Guaranty Insured) 5.00%, 06/15/2038(6) | 1,845,299 | |
Clackamas & Washington Counties, OR, School Dist No. 3, GO, (School Board Guaranty Insured) | |||
500,000 | 0.00%, 06/15/2039(4) | 249,611 | |
2,500,000 | 0.01%, 06/15/2036(4) | 1,440,338 | |
405,000 | 0.01%, 06/15/2037(4) | 222,861 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Oregon - 2.8% - (continued) | |||
$ 8,200,000 | Clackamas County, OR, School Dist No. 12, GO, (School Bond Guaranty Insured) 0.01%, 06/15/2040(4) | $ 3,821,668 | |
10,420,000 | Columbia County, OR, School Dist No. 502, GO, (School Board Guaranty Insured) 0.00%, 06/15/2050(4) | 2,960,683 | |
625,000 | Jackson County, OR, School Dist No. 4, GO, (School Bond Guaranty Insured) 0.01%, 06/15/2034(4) | 399,718 | |
1,105,000 | Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured) 0.01%, 06/15/2037(4) | 608,607 | |
850,000 | Multnomah & Clackamas Counties, OR, School Dist No. 10 JT Gresham-Barlow, GO, (School Board Guaranty Insured) 0.00%, 06/15/2038(4) | 472,591 | |
2,500,000 | Oregon Health & Science University 4.00%, 07/01/2046 | 2,461,285 | |
Port of Portland, OR, Airport Rev | |||
6,000,000 | 4.00%, 07/01/2035 | 6,055,122 | |
4,000,000 | 4.00%, 07/01/2036 | 4,031,355 | |
4,880,000 | 5.00%, 07/01/2031 | 5,310,296 | |
3,920,000 | 5.00%, 07/01/2032 | 4,249,577 | |
1,045,000 | 5.00%, 07/01/2033 | 1,171,206 | |
Salem Hospital Facs Auth, OR Rev | |||
910,000 | 5.00%, 05/15/2038 | 961,535 | |
720,000 | 5.00%, 05/15/2048 | 750,407 | |
State of Oregon Housing & Community Services Department | |||
3,030,000 | 3.00%, 01/01/2052 | 2,989,325 | |
1,640,000 | 4.50%, 01/01/2049 | 1,680,582 | |
5,945,000 | 4.50%, 07/01/2049 | 6,103,453 | |
Umatilla County, OR, School Dist No. 8R Hermiston, GO, (School Board Guaranty Insured) | |||
1,500,000 | 0.01%, 06/15/2036(4) | 899,629 | |
1,600,000 | 0.01%, 06/15/2037(4) | 917,771 | |
1,790,000 | 0.01%, 06/15/2038(4) | 979,599 | |
50,582,518 | |||
Pennsylvania - 3.8% | |||
City of Philadelphia, PA, GO | |||
1,550,000 | 5.00%, 02/01/2033 | 1,733,531 | |
2,000,000 | 5.00%, 02/01/2034 | 2,234,918 | |
1,555,000 | 5.00%, 02/01/2035 | 1,735,516 | |
City of Philadelphia, PA, Hospital & Higher Education Facs Auth, (AGM Insured) | |||
1,000,000 | 4.00%, 07/01/2039 | 990,139 | |
2,040,000 | 5.00%, 07/01/2036 | 2,260,027 | |
2,415,000 | 5.00%, 07/01/2037 | 2,672,126 | |
225,000 | City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025 | 239,406 | |
930,000 | City of Philadelphia, PA, Water & Wastewater Rev 5.00%, 11/01/2029 | 1,032,200 | |
Commonwealth Finance Auth, PA | |||
4,230,000 | 5.00%, 06/01/2026 | 4,540,285 | |
125,000 | 5.00%, 06/01/2028 | 137,252 | |
1,070,000 | 5.00%, 06/01/2029 | 1,169,776 | |
145,000 | 5.00%, 06/01/2031 | 157,487 | |
1,345,000 | County of Beaver, PA, GO, (BAM Insured) 5.00%, 11/15/2022 | 1,368,934 | |
1,000,000 | Delaware River, PA, Joint Toll Bridge Commission 5.00%, 07/01/2031 | 1,099,984 |
77 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Pennsylvania - 3.8% - (continued) | |||
Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured) | |||
$ 2,440,000 | 5.00%, 04/01/2028 | $ 2,706,598 | |
1,105,000 | 5.00%, 04/01/2029 | 1,240,162 | |
2,410,000 | Harrisburg, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 11/15/2026 | 2,642,777 | |
2,000,000 | Hempfield Area School Dist, (AGM State Aid Withholding Insured) 5.00%, 03/15/2048(7) | 2,190,746 | |
Lancaster County, PA, Hospital Auth | |||
635,000 | 5.00%, 07/01/2024 | 653,695 | |
515,000 | 5.00%, 07/01/2025 | 534,463 | |
Lancaster Industrial, PA, Dev Auth | |||
1,250,000 | 4.00%, 07/01/2051 | 1,076,302 | |
1,750,000 | 4.00%, 07/01/2056 | 1,472,200 | |
3,000,000 | Montgomery County, PA, Higher Education and Health Authority 5.00%, 05/01/2047 | 3,304,722 | |
Montgomery County, PA, Industrial Dev Auth Rev | |||
1,760,000 | 5.00%, 12/01/2044 | 1,887,025 | |
2,455,000 | 5.00%, 12/01/2046 | 2,490,133 | |
Pennsylvania Higher Educational Facs Auth | |||
1,500,000 | 5.00%, 05/01/2025 | 1,590,657 | |
920,000 | 5.00%, 05/01/2032 | 994,921 | |
Pennsylvania Turnpike Commission Rev | |||
500,000 | 5.00%, 12/01/2027 | 543,799 | |
1,000,000 | 5.00%, 12/01/2029 | 1,098,719 | |
1,590,000 | 5.00%, 12/01/2030 | 1,741,937 | |
2,000,000 | 5.00%, 12/01/2033 | 2,182,121 | |
2,615,000 | 5.00%, 12/01/2037 | 2,665,598 | |
755,000 | 5.00%, 12/01/2042 | 826,190 | |
Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured) | |||
1,560,000 | 5.00%, 09/01/2022 | 1,577,762 | |
2,000,000 | 5.00%, 09/01/2023 | 2,069,360 | |
1,105,000 | 5.00%, 09/01/2025 | 1,180,495 | |
1,100,000 | 5.00%, 09/01/2031 | 1,224,932 | |
1,060,000 | 5.00%, 09/01/2032 | 1,178,239 | |
Pittsburgh, PA, Water & Sewer Auth, (AGM Insured) | |||
195,000 | 5.00%, 09/01/2032 | 219,592 | |
950,000 | 5.00%, 09/01/2033 | 1,067,944 | |
735,000 | 5.00%, 09/01/2034 | 825,190 | |
500,000 | Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 03/01/2038 | 535,399 | |
School Dist of Philadelphia/The, (State Aid Withholding Insured) | |||
1,200,000 | 5.00%, 09/01/2024 | 1,259,868 | |
1,310,000 | 5.00%, 09/01/2025 | 1,399,501 | |
1,000,000 | 5.00%, 09/01/2026 | 1,085,676 | |
1,000,000 | 5.00%, 09/01/2027 | 1,100,194 | |
1,500,000 | Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured) 5.00%, 04/15/2059 | 1,639,641 | |
69,578,139 | |||
Puerto Rico - 0.9% | |||
975,000 | Puerto Rico Highway & Transportation Auth, (AGM Insured) 4.95%, 07/01/2026 | 981,316 | |
Puerto Rico Sales Tax Financing Corp. Sales Tax Rev | |||
10,000,000 | 4.33%, 07/01/2040 | 9,886,324 | |
4,750,000 | 5.00%, 07/01/2058 | 4,868,560 | |
15,736,200 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Rhode Island - 0.7% | |||
$ 1,975,000 | City of Cranston RI, GO, 1.00%, 08/23/2022 | $ 1,972,273 | |
Rhode Island Health & Educational Building Corp., (AGM ST APPROP Insured) | |||
2,700,000 | 5.00%, 05/15/2027 | 2,886,949 | |
2,020,000 | 5.00%, 05/15/2028 | 2,242,375 | |
4,550,000 | Rhode Island Housing & Mortgage Finance Corp., (GNMA/FNMA/FHLMC Insured) 4.00%, 10/01/2048 | 4,635,713 | |
Rhode Island Student Loan Auth | |||
225,000 | 5.00%, 12/01/2027 | 245,614 | |
1,000,000 | 5.00%, 12/01/2028 | 1,102,397 | |
13,085,321 | |||
South Carolina - 1.9% | |||
4,705,000 | County of Lancaster SC 0.00%, 11/01/2039(4) | 946,623 | |
3,485,000 | Piedmont Municipal Power Agency 5.00%, 01/01/2023 | 3,552,795 | |
South Carolina Jobs-Economic Dev Auth | |||
4,355,000 | 5.00%, 05/01/2029 | 4,819,716 | |
1,375,000 | 5.00%, 05/01/2048 | 1,476,599 | |
1,000,000 | 5.25%, 08/01/2024 | 1,038,033 | |
South Carolina Port Auth | |||
1,420,000 | 4.00%, 07/01/2034 | 1,429,577 | |
1,240,000 | 5.00%, 07/01/2029 | 1,361,911 | |
1,100,000 | 5.00%, 07/01/2030 | 1,204,107 | |
5,090,000 | 5.00%, 07/01/2031 | 5,534,257 | |
1,000,000 | 5.00%, 07/01/2033 | 1,076,737 | |
South Carolina Public Service Auth | |||
3,000,000 | 4.00%, 12/01/2033 | 3,094,415 | |
4,000,000 | 4.00%, 12/01/2037 | 4,059,386 | |
1,000,000 | 5.00%, 12/01/2026 | 1,094,207 | |
South Carolina State Public Service Auth | |||
1,460,000 | 5.00%, 12/01/2031 | 1,655,456 | |
1,400,000 | 5.00%, 12/01/2032 | 1,589,646 | |
33,933,465 | |||
South Dakota - 0.7% | |||
2,830,000 | South Dakota Housing Dev Auth, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2051 | 2,840,719 | |
South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,125,000 | 2.45%, 11/01/2023 | 1,124,643 | |
990,000 | 3.00%, 11/01/2051 | 975,790 | |
1,010,000 | 3.50%, 11/01/2046 | 1,016,104 | |
2,310,000 | 3.75%, 11/01/2050 | 2,339,311 | |
460,000 | 4.00%, 11/01/2047 | 467,775 | |
South Dakota State Educational Enhancement Funding Corp. | |||
1,395,000 | 5.00%, 06/01/2024 | 1,438,244 | |
2,000,000 | 5.00%, 06/01/2026 | 2,061,999 | |
12,264,585 | |||
Tennessee - 0.6% | |||
890,000 | Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2044 | 959,193 | |
2,940,000 | Metropolitan Gov't Nashville & Davidson County Health & Educational Facs Bd 5.00%, 07/01/2031 | 3,301,810 | |
570,000 | Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026 | 606,898 | |
Tennessee Housing Dev Agency | |||
885,000 | 3.50%, 07/01/2045 | 890,134 |
78 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Tennessee - 0.6% - (continued) | |||
$ 2,420,000 | 3.50%, 01/01/2047 | $ 2,433,735 | |
2,795,000 | 4.00%, 01/01/2049 | 2,845,293 | |
11,037,063 | |||
Texas - 8.2% | |||
2,505,000 | Arlington Higher Education Finance Corp., (PSF-GTD Insured) 5.00%, 08/15/2038 | 2,848,937 | |
1,000,000 | Arlington, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) 5.00%, 08/15/2027 | 1,056,385 | |
1,000,000 | Arlington, TX, Special Tax Rev, (AGM Insured) 5.00%, 02/15/2034 | 1,059,464 | |
Central Texas Regional Mobility Auth | |||
3,805,000 | 4.00%, 01/01/2037 | 3,857,126 | |
1,000,000 | 5.00%, 01/01/2033 | 1,101,358 | |
1,000,000 | 5.00%, 01/01/2036 | 1,093,447 | |
1,500,000 | Central Texas Turnpike System 5.00%, 08/15/2037 | 1,546,528 | |
City of Austin, TX, Airport System Rev | |||
2,100,000 | 5.00%, 11/15/2022 | 2,132,783 | |
595,000 | 5.00%, 11/15/2026 | 645,592 | |
1,125,000 | 5.00%, 11/15/2028 | 1,210,039 | |
560,000 | 5.00%, 11/15/2030 | 599,460 | |
City of Dallas, TX, Hotel Occupancy Tax Rev | |||
2,015,000 | 4.00%, 08/15/2031 | 2,089,040 | |
1,075,000 | 4.00%, 08/15/2033 | 1,108,828 | |
1,250,000 | 4.00%, 08/15/2034 | 1,286,305 | |
City of Houston, TX, Hotel Occupancy Tax & Special Rev,, (AGM-CR AMBAC Insured) | |||
1,060,000 | 0.00%, 09/01/2025(4) | 958,022 | |
1,285,000 | 0.00%, 09/01/2030(4) | 960,768 | |
330,000 | 0.00%, 09/01/2033(4) | 213,464 | |
City of San Antonio, TX, Electric & Gas Systems Rev | |||
3,685,000 | 1.75%, 02/01/2049(3) | 3,526,970 | |
3,790,000 | 5.00%, 02/01/2023(7) | 3,871,985 | |
1,965,000 | 5.00%, 02/01/2024(7) | 2,055,017 | |
1,085,000 | 5.00%, 02/01/2035 | 1,248,151 | |
1,355,000 | 5.00%, 02/01/2038 | 1,540,033 | |
2,550,000 | Clear Creek, TX, Independent School Dist, GO, (PSF-GTD Insured) 0.28%, 02/15/2038(3) | 2,359,278 | |
Clifton, TX, Higher Education Finance Corp., (PSF-GTD Insured) | |||
1,000,000 | 4.00%, 08/15/2029 | 1,061,266 | |
1,050,000 | 4.00%, 08/15/2030 | 1,095,446 | |
500,000 | 4.00%, 08/15/2031 | 520,208 | |
1,000,000 | Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2030 | 1,084,198 | |
Dallas-Fort Worth, TX, International Airport Rev | |||
1,000,000 | 5.00%, 11/01/2023 | 1,038,366 | |
1,000,000 | 5.00%, 11/01/2024 | 1,057,292 | |
1,500,000 | Grapevine-Colleyville, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 08/15/2027 | 1,620,841 | |
Harris County - Houston, TX, Sports Auth | |||
2,640,000 | 5.00%, 11/15/2030 | 2,760,433 | |
500,000 | 5.00%, 11/15/2032 | 521,959 | |
2,950,000 | 5.00%, 11/15/2034 | 3,076,173 | |
1,605,000 | Harris County, TX, Toll Road Auth Rev 5.00%, 08/15/2032 | 1,790,137 | |
Hidalgo County, TX, Regional Mobility Auth | |||
500,000 | 5.00%, 12/01/2034 | 536,562 | |
1,000,000 | 5.00%, 12/01/2035 | 1,070,666 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Texas - 8.2% - (continued) | |||
$ 1,000,000 | 5.00%, 12/01/2036 | $ 1,069,848 | |
Kerrville, TX, Health Facs Dev Corp. | |||
1,300,000 | 5.00%, 08/15/2024 | 1,365,514 | |
1,500,000 | 5.00%, 08/15/2035 | 1,594,470 | |
1,580,000 | La Joya, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2025 | 1,653,230 | |
Lower Alabama Gas Dist, Rev | |||
9,855,000 | 4.00%, 12/01/2050(3) | 10,043,819 | |
4,000,000 | 5.00%, 09/01/2031 | 4,395,149 | |
New Hope, TX, Cultural Education Facs Finance Corp. | |||
1,935,000 | 4.00%, 11/01/2055 | 1,737,623 | |
3,375,000 | 5.00%, 11/01/2031 | 3,175,281 | |
1,000,000 | 5.00%, 11/01/2046 | 825,860 | |
19,400,000 | North East Independent School Dist, (PSF-GTD Insured) 2.00%, 08/01/2052(3) | 19,325,448 | |
North Texas Tollway Auth Rev, (AGC Insured) | |||
5,000,000 | 0.00%, 01/01/2032(4) | 3,533,828 | |
1,000,000 | 5.00%, 01/01/2030 | 1,035,534 | |
1,200,000 | 5.00%, 01/01/2035 | 1,275,427 | |
1,440,000 | San Antonio, TX, Water Rev 5.00%, 05/15/2031 | 1,560,979 | |
1,000,000 | Spring Branch, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/01/2026 | 1,067,225 | |
State of Texas, GO | |||
21,545,000 | 0.47%, 06/01/2043(3) | 21,545,000 | |
1,500,000 | 4.00%, 08/01/2029 | 1,558,271 | |
1,085,000 | 4.00%, 08/01/2030 | 1,126,122 | |
2,575,000 | Tarrant County, TX, Cultural Education Facs 5.00%, 10/01/2034 | 2,654,457 | |
Texas Municipal Gas Acquisition & Supply Corp. Rev | |||
6,900,000 | 5.00%, 12/15/2032 | 7,495,623 | |
1,340,000 | 6.25%, 12/15/2026 | 1,435,079 | |
1,755,000 | Texas Transportation Commission 0.00%, 08/01/2038(4) | 854,395 | |
1,080,000 | Texas Transportation Commission State Highway Fund 0.43%, 04/01/2025 | 987,181 | |
3,000,000 | Waco Educational Finance Corp. 4.00%, 03/01/2051 | 2,869,696 | |
149,787,586 | |||
Utah - 0.5% | |||
5,705,000 | Alpine School Dist, GO, (School Board Guaranty Insured) 5.00%, 03/15/2025 | 6,113,416 | |
490,000 | Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033 | 519,976 | |
1,125,000 | State of Utah, GO 3.00%, 07/01/2034 | 1,094,661 | |
1,005,000 | Utah Housing Corp. Rev, (FHA Insured) 4.00%, 01/01/2045 | 1,019,701 | |
8,747,754 | |||
Vermont - 0.2% | |||
Vermont Housing Finance Agency | |||
725,000 | 4.00%, 11/01/2045 | 732,232 | |
900,000 | 4.00%, 11/01/2046 | 912,787 | |
1,335,000 | 4.00%, 05/01/2048 | 1,351,979 | |
2,996,998 | |||
Virginia - 2.2% | |||
880,000 | Arlington County, VA, Industrial Dev Auth Rev 5.00%, 07/01/2030 | 997,407 | |
7,545,000 | Halifax County, VA, Industrial Dev Auth 1.65%, 12/01/2041(3) | 7,360,243 |
79 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Virginia - 2.2% - (continued) | |||
$ 6,020,000 | Hampton Roads Transportation, VA, Accountability Commission 5.00%, 07/01/2026 | $ 6,601,052 | |
1,875,000 | Henrico County Economic Dev Auth 5.00%, 10/01/2047 | 1,995,497 | |
Virginia Small Business Financing Auth Rev | |||
4,580,000 | 5.00%, 07/01/2035 | 4,928,883 | |
2,820,000 | 5.00%, 12/31/2047 | 3,006,946 | |
4,300,000 | Virginia State College Building Auth 5.00%, 02/01/2025 | 4,587,887 | |
Virginia State Small Business Financing Auth Rev | |||
3,000,000 | 4.00%, 01/01/2035(7) | 2,976,659 | |
1,250,000 | 4.00%, 07/01/2035(7) | 1,238,846 | |
1,000,000 | 4.00%, 01/01/2036(7) | 987,979 | |
1,100,000 | 4.00%, 01/01/2037(7) | 1,082,061 | |
1,470,000 | 5.00%, 01/01/2027 | 1,573,315 | |
3,490,000 | 5.00%, 07/01/2034 | 3,773,004 | |
41,109,779 | |||
Washington - 0.9% | |||
2,060,000 | Chelan County, WA, Public Utility Dist No. 1, (NATL Insured) 0.00%, 06/01/2028(4) | 1,693,306 | |
1,400,000 | County of King, WA, GO 5.00%, 01/01/2031 | 1,593,301 | |
3,000,000 | Port of Seattle, WA, Rev 5.00%, 05/01/2033 | 3,229,368 | |
Washington State Health Care Facs Auth Rev | |||
780,000 | 5.00%, 07/01/2028 | 831,156 | |
2,000,000 | 5.00%, 03/01/2029 | 2,113,335 | |
1,400,000 | Washington State Housing Finance Commission 5.00%, 01/01/2049(1) | 1,315,606 | |
6,360,000 | Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2049 | 6,262,761 | |
17,038,833 | |||
West Virginia - 0.1% | |||
1,000,000 | West Virginia Housing Dev Fund 2.80%, 11/01/2022 | 1,003,417 | |
1,555,000 | West Virginia State Economic Dev Auth 2.55%, 03/01/2040(3) | 1,549,188 | |
2,552,605 | |||
Wisconsin - 3.4% | |||
1,790,000 | Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025 | 1,851,798 | |
Public Finance Auth, WI | |||
1,375,000 | 4.00%, 01/01/2042 | 1,338,379 | |
2,550,000 | 4.00%, 07/01/2046 | 2,341,607 | |
1,095,000 | 4.00%, 01/01/2047 | 1,046,915 | |
1,530,000 | 4.00%, 07/01/2050 | 1,513,154 | |
2,165,000 | 4.00%, 10/01/2051 | 2,012,707 | |
1,305,000 | 5.00%, 09/01/2025(1) | 1,334,231 | |
2,940,000 | 5.00%, 07/01/2035 | 3,142,158 | |
1,050,000 | 5.00%, 07/01/2036 | 1,121,239 | |
2,875,000 | 5.00%, 10/01/2043(1) | 2,896,819 | |
2,340,000 | 5.00%, 10/01/2044 | 2,557,805 | |
5,795,000 | 5.00%, 02/01/2052 | 5,888,395 | |
2,015,000 | 5.00%, 10/01/2053(1) | 2,014,909 | |
3,275,000 | 5.00%, 02/01/2062 | 3,289,773 | |
Univ. of Wisconsin Hospitals & Clinics | |||
1,060,000 | 4.00%, 04/01/2036 | 1,077,382 | |
1,595,000 | 4.00%, 04/01/2039 | 1,604,903 | |
1,350,000 | Wisconsin Center Dist, WI, (AGM Insured) 0.00%, 12/15/2031(4) | 928,209 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 98.5% - (continued) | |||
Wisconsin - 3.4% - (continued) | |||
Wisconsin Health & Educational Facs Auth Rev | |||
$ 7,415,000 | 0.62%, 08/15/2054(2) | $ 7,415,000 | |
1,100,000 | 4.00%, 01/01/2047 | 908,349 | |
1,200,000 | 4.00%, 08/15/2051 | 1,140,303 | |
1,700,000 | 4.00%, 08/15/2055 | 1,584,476 | |
1,670,000 | 4.00%, 01/01/2057 | 1,311,736 | |
3,000,000 | 5.00%, 11/15/2027 | 3,184,829 | |
1,700,000 | 5.00%, 12/01/2028 | 1,802,048 | |
7,275,000 | 5.00%, 11/01/2039 | 7,347,417 | |
1,000,000 | 5.00%, 11/01/2054 | 977,995 | |
Wisconsin Housing & Economic Dev Auth | |||
105,000 | 0.20%, 11/01/2038(3) | 104,113 | |
1,205,000 | 0.50%, 11/01/2050(3) | 1,102,792 | |
62,839,441 | |||
Wyoming - 0.0% | |||
735,000 | Wyoming Community Dev Auth 4.00%, 12/01/2046 | 746,163 | |
Total Municipal Bonds (cost $1,894,568,480) | $ 1,802,984,184 | ||
U.S. GOVERNMENT AGENCIES - 0.2% | |||
Mortgage-Backed Agencies - 0.2% | |||
FHLMC - 0.2% | |||
2,902,487 | FHLMC 3.15%, 10/15/2036 | $ 2,718,376 | |
Total U.S. Government Agencies (cost $2,960,107) | $ 2,718,376 | ||
Total Long-Term Investments (Cost $1,897,528,587) | $ 1,805,702,560 | ||
SHORT-TERM INVESTMENTS - 1.4% | |||
Repurchase Agreements - 1.4% | |||
26,477,179 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $26,477,709; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $27,006,737 | $ 26,477,179 | |
Total Short-Term Investments (cost $26,477,179) | $ 26,477,179 | ||
Total Investments (cost $1,924,005,766) | 100.1% | $ 1,832,179,739 | |
Other Assets and Liabilities | (0.1)% | (2,219,525) | |
Total Net Assets | 100.0% | $ 1,829,960,214 |
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. |
80 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $38,869,476, representing 2.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a zero-coupon bond. |
(5) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(6) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(7) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $21,839,108 at April 30, 2022. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 1,802,984,184 | $ — | $ 1,802,984,184 | $ — | ||||
U.S. Government Agencies | 2,718,376 | — | 2,718,376 | — | ||||
Short-Term Investments | 26,477,179 | — | 26,477,179 | — | ||||
Total | $ 1,832,179,739 | $ — | $ 1,832,179,739 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
81 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% | |||
Alabama - 2.4% | |||
$ 400,000 | Black Belt Energy Gas Dist, AL, 4.00%, 12/01/2022 | $ 403,507 | |
250,000 | State of Alabama, Docks Department, (AGM Insured) 5.00%, 10/01/2024 | 262,394 | |
350,000 | State of Alabama, Troy University, (BAM Insured) 5.00%, 11/01/2024 | 370,923 | |
1,036,824 | |||
Alaska - 0.2% | |||
100,000 | Northern Tobacco Securitization Corp. 0.50%, 06/01/2031 | 99,187 | |
Arizona - 0.8% | |||
100,000 | Maricopa County, AZ, Industrial Dev Auth 5.00%, 09/01/2022 | 101,175 | |
215,000 | Tempe, AZ, Industrial Dev Auth Rev 4.00%, 12/01/2023 | 217,986 | |
319,161 | |||
California - 5.8% | |||
130,000 | Bay Area Toll Auth 0.74%, 04/01/2056(1) | 126,838 | |
100,000 | California County, CA, Tobacco Securitization Agency 4.00%, 06/01/2022 | 100,131 | |
200,000 | California Enterprise Dev Auth 5.00%, 08/01/2025 | 209,303 | |
40,000 | California Public Finance Auth 2.38%, 11/15/2028(2) | 37,593 | |
500,000 | California State, GO Taxable 5.00%, 10/01/2024 | 530,552 | |
Cathedral City, CA, Redev Agency Successor Agency | |||
55,000 | 4.00%, 08/01/2022 | 55,282 | |
10,000 | 4.00%, 08/01/2023 | 10,177 | |
City of Fontana, CA, Special Tax | |||
100,000 | 3.00%, 09/01/2025 | 98,153 | |
125,000 | 4.00%, 09/01/2026 | 127,036 | |
120,000 | 4.00%, 09/01/2027 | 121,879 | |
300,000 | City of Los Angeles, CA, Department of Airports 5.00%, 05/15/2027 | 331,240 | |
100,000 | Foothill-Eastern Transportation Corridor Agency, CA 5.00%, 01/15/2027 | 106,490 | |
500,000 | Los Angeles, CA, Department of Water & Power 5.00%, 07/01/2025 | 538,447 | |
75,000 | Roseville, CA, Natural Gas Financing Auth 5.00%, 02/15/2023 | 76,552 | |
2,469,673 | |||
Colorado - 1.8% | |||
150,000 | Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2022 | 152,031 | |
70,000 | E-470 Public Highway, CO, Auth Rev 0.54%, 09/01/2039, 1 mo. USD SOFR + 0.350%(1) | 68,592 | |
Regional, CO, Transportation Dist | |||
325,000 | 5.00%, 01/15/2025 | 338,140 | |
60,000 | 5.00%, 07/15/2025 | 62,796 | |
30,000 | University of Colorado 2.00%, 06/01/2051(3) | 28,997 | |
105,000 | Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured) 5.00%, 12/15/2022 | 106,899 | |
757,455 | |||
Connecticut - 0.6% | |||
Connecticut State Health & Educational Facs Auth | |||
230,000 | 1.10%, 07/01/2049(3) | 215,863 | |
50,000 | 5.00%, 07/01/2023 | 51,509 | |
267,372 | |||
Florida - 5.4% | |||
250,000 | Alachua County, FL, Health Facs Auth 4.00%, 12/01/2023 | 256,436 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Florida - 5.4% - (continued) | |||
$ 175,000 | Capital Projects, FL, Finance Auth 5.00%, 10/01/2024 | $ 182,166 | |
60,000 | City of Pompano Beach, FL 1.45%, 01/01/2027 | 54,147 | |
Florida Dev Finance Corp. | |||
115,000 | 5.00%, 04/01/2023 | 117,962 | |
125,000 | 5.00%, 04/01/2025 | 132,839 | |
100,000 | JEA, FL, Electric System Rev 5.00%, 10/01/2022 | 101,402 | |
360,000 | Miami-Dade County Expressway Auth, (BAM-TCRS Insured) 5.00%, 07/01/2025 | 379,055 | |
50,000 | Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2024 | 52,360 | |
145,000 | Miami-Dade County, FL, Seaport Department Rev 5.00%, 10/01/2022 | 146,973 | |
250,000 | Orange County, FL, Convention Center/Orlando 5.00%, 10/01/2023 | 259,329 | |
135,000 | Osceola County, FL, Transportation Rev 5.00%, 10/01/2025 | 143,234 | |
115,000 | Palm Beach County, FL, Health Facs Auth 2.63%, 06/01/2025 | 111,433 | |
135,000 | Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025 | 127,961 | |
145,000 | St. Johns County, FL, Industrial Dev Auth 4.00%, 12/15/2024 | 146,287 | |
100,000 | Village Community Dev Dist No. 13 1.80%, 05/01/2026 | 93,087 | |
2,304,671 | |||
Georgia - 1.7% | |||
Burke County, GA, Dev Auth Rev | |||
250,000 | 1.55%, 12/01/2049(3) | 249,422 | |
100,000 | 3.00%, 11/01/2045(3) | 100,554 | |
Main Street Natural Gas, Inc., GA | |||
65,000 | 4.00%, 12/01/2023 | 66,046 | |
50,000 | 4.00%, 08/01/2049(3) | 51,234 | |
Municipal Electric Auth, GA | |||
100,000 | 5.00%, 11/01/2022 | 101,493 | |
140,000 | 5.00%, 01/01/2024 | 145,484 | |
714,233 | |||
Idaho - 0.3% | |||
100,000 | Idaho Health Facs Auth 5.00%, 03/01/2027 | 109,268 | |
Illinois - 14.2% | |||
40,000 | Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 0.00%, 01/01/2025(4) | 36,871 | |
Chicago, IL, Board of Education, GO, (NATL Insured) | |||
55,000 | 0.00%, 12/01/2022(4) | 54,235 | |
150,000 | 0.01%, 12/01/2024(4) | 137,728 | |
200,000 | 5.00%, 12/01/2022 | 203,322 | |
110,000 | 5.50%, 12/01/2026 | 117,623 | |
80,000 | Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.00%, 12/01/2024 | 84,779 | |
225,000 | Chicago, IL, Midway International Airport Rev 5.00%, 01/01/2023 | 228,973 | |
280,000 | Chicago, IL, O'Hare International Airport, 5.00%, 01/01/2023 | 284,944 | |
50,000 | City of Chicago, IL, GO 5.00%, 01/01/2023 | 50,773 | |
210,000 | City of Chicago, IL, Wastewater Transmission Rev, (NATL Insured) 0.01%, 01/01/2024(4) | 200,641 | |
150,000 | City of Decatur, IL, GO, (AGM Insured) 5.00%, 03/01/2023 | 152,970 | |
200,000 | Cook County, IL, GO 5.00%, 11/15/2022 | 203,283 | |
100,000 | Illinois Housing Dev Auth 3.05%, 08/01/2022 | 100,298 |
82 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Illinois - 14.2% - (continued) | |||
Illinois State Finance Auth Rev | |||
$ 45,000 | 5.00%, 10/01/2023 | $ 46,718 | |
295,000 | 5.00%, 11/15/2023 | 306,320 | |
75,000 | 5.00%, 05/15/2050(3) | 78,376 | |
85,000 | Illinois State Toll Highway Auth 5.00%, 01/01/2037 | 89,259 | |
100,000 | Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured) 5.00%, 12/01/2026 | 109,286 | |
Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured) | |||
225,000 | 0.00%, 02/01/2025(4) | 208,239 | |
205,000 | 5.00%, 02/01/2027 | 224,497 | |
Metropolitan Pier & Exposition Auth, IL, (NATL Insured) | |||
310,000 | 0.00%, 12/15/2022(4) | 305,021 | |
65,000 | 5.50%, 12/15/2023 | 67,248 | |
150,000 | Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2022 | 150,428 | |
200,000 | Regional Transportation Auth, (NATL Insured) 6.50%, 07/01/2026 | 221,923 | |
Sales Tax Securitization Corp., IL | |||
150,000 | 5.00%, 01/01/2024 | 156,500 | |
540,000 | 5.00%, 01/01/2026 | 577,414 | |
120,000 | 5.00%, 01/01/2027 | 130,050 | |
State of Illinois, GO | |||
200,000 | 5.00%, 11/01/2022 | 202,838 | |
100,000 | 5.00%, 10/01/2023 | 103,168 | |
300,000 | 5.00%, 11/01/2025 | 318,229 | |
250,000 | 5.00%, 03/01/2026 | 266,173 | |
State of Illinois, Sales Tax Rev | |||
70,000 | 5.00%, 06/15/2026 | 74,458 | |
400,000 | 5.00%, 06/15/2027 | 424,536 | |
150,000 | Village of Bolingbrook, IL, GO, (AGM Insured) 5.00%, 01/01/2023 | 153,068 | |
6,070,189 | |||
Indiana - 1.0% | |||
250,000 | Crown Point Multi School Building Corp. 5.00%, 07/15/2024 | 263,063 | |
Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
55,000 | 3.00%, 07/01/2051 | 54,243 | |
125,000 | 3.00%, 07/01/2052 | 122,105 | |
439,411 | |||
Iowa - 0.4% | |||
30,000 | Iowa Student Loan Liquidity Corp. 5.00%, 12/01/2022 | 30,544 | |
145,000 | Iowa Tobacco Settlement Auth 0.38%, 06/01/2030 | 144,792 | |
175,336 | |||
Kentucky - 0.6% | |||
40,000 | Kentucky Bond Dev Corp. 5.00%, 09/01/2023 | 41,393 | |
200,000 | Kentucky Public Energy Auth 4.00%, 01/01/2049(3) | 204,057 | |
245,450 | |||
Louisiana - 1.1% | |||
200,000 | New Orleans, LA, Aviation Board 5.00%, 01/01/2023 | 203,625 | |
170,000 | Parish of St. John the Baptist, LA 2.13%, 06/01/2037(3) | 165,103 | |
100,000 | State of Louisiana Gasoline & Fuels Tax Rev 0.70%, 05/01/2043, 1 mo. USD SOFR + 0.500%(1) | 99,576 | |
468,304 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Maine - 0.6% | |||
$ 250,000 | Maine Health & Higher Educational Facs Auth, (AGM Insured) 5.00%, 07/01/2025 | $ 267,648 | |
Maryland - 0.5% | |||
195,000 | Maryland Community Dev Administration 3.00%, 09/01/2051 | 191,405 | |
Massachusetts - 3.5% | |||
Massachusetts Dev Finance Agency, Rev | |||
100,000 | 1.04%, 07/01/2049(1)(2) | 99,834 | |
100,000 | 3.50%, 10/01/2022(2) | 100,505 | |
150,000 | 5.00%, 07/01/2022 | 150,783 | |
150,000 | 5.00%, 07/01/2024 | 156,649 | |
770,000 | 5.00%, 07/01/2025 | 816,434 | |
Massachusetts Educational Financing Auth | |||
80,000 | 5.00%, 07/01/2023 | 82,465 | |
80,000 | 5.00%, 07/01/2024 | 83,426 | |
1,490,096 | |||
Michigan - 0.6% | |||
235,000 | Delton Kellogg Schools, MI, GO, (Q-SBLF Insured) 5.00%, 05/01/2026 | 254,956 | |
Minnesota - 2.3% | |||
Minnesota Housing Finance Agency Rev | |||
490,000 | 3.00%, 01/01/2051 | 483,336 | |
75,000 | 3.00%, 07/01/2052 | 73,537 | |
400,000 | Minnesota Housing Finance Agency, GO 5.00%, 09/01/2024 | 424,420 | |
981,293 | |||
Mississippi - 0.6% | |||
20,000 | Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050 | 19,722 | |
230,000 | State of Mississippi Gaming Tax Rev, 5.00%, 10/15/2026 | 246,817 | |
266,539 | |||
Missouri - 0.9% | |||
50,000 | City of St. Louis, MO, Airport Rev, (AGM Insured) 5.00%, 07/01/2023 | 51,410 | |
100,000 | Kirkwood, MO, Industrial Dev Auth Retirement Community 5.00%, 05/15/2022 | 100,040 | |
85,000 | Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 11/01/2052 | 84,346 | |
150,000 | St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2023 | 153,594 | |
389,390 | |||
Nebraska - 1.7% | |||
Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
185,000 | 3.00%, 03/01/2052 | 180,890 | |
140,000 | 4.00%, 09/01/2048 | 142,496 | |
300,000 | Nebraska Public Power Dist 5.00%, 01/01/2026 | 326,108 | |
100,000 | Washington County, NE, Rev 0.90%, 09/01/2030(3) | 93,964 | |
743,458 | |||
Nevada - 1.6% | |||
95,000 | City of North Las Vegas, NV 3.50%, 06/01/2022 | 95,018 | |
150,000 | City of Reno, NV, Sales Tax Rev, (AGM Insured) 5.00%, 06/01/2024 | 155,897 | |
25,000 | City of Sparks, NV 2.50%, 06/15/2024(2) | 24,554 |
83 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Nevada - 1.6% - (continued) | |||
Clark County, NV, School Dist, GO | |||
$ 100,000 | 5.00%, 06/15/2025 | $ 106,970 | |
270,000 | 5.00%, 06/15/2026 | 293,508 | |
675,947 | |||
New Hampshire - 0.5% | |||
220,000 | New Hampshire Business Finance Auth 4.00%, 01/01/2024 | 223,067 | |
New Jersey - 3.7% | |||
200,000 | City of Bayonne, NJ, GO, (AGM School Board Reserve Fund Insured) 0.00%, 07/01/2023(4) | 194,697 | |
New Jersey Economic Dev Auth | |||
290,000 | 5.00%, 06/15/2022 | 291,195 | |
75,000 | 5.00%, 06/15/2023 | 77,298 | |
140,000 | New Jersey Educational Facs Auth 5.00%, 07/01/2024 | 145,489 | |
New Jersey Transportation Trust Fund Auth | |||
410,000 | 0.00%, 12/15/2026(4) | 347,338 | |
60,000 | 5.00%, 12/15/2023 | 62,215 | |
40,000 | 5.00%, 12/15/2024 | 42,150 | |
105,000 | Newark, NJ, Board of Education, GO 5.00%, 07/15/2024 | 110,210 | |
100,000 | State of New Jersey, GO 5.00%, 06/01/2025 | 106,344 | |
Tobacco Settlement Financing Corp., NJ | |||
125,000 | 5.00%, 06/01/2023 | 127,834 | |
70,000 | 5.00%, 06/01/2025 | 73,634 | |
1,578,404 | |||
New Mexico - 1.8% | |||
250,000 | City of Santa Fe, NM, Rev 2.63%, 05/15/2025 | 246,016 | |
New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured) | |||
120,000 | 3.00%, 03/01/2053 | 117,646 | |
55,000 | 3.75%, 03/01/2048 | 55,627 | |
230,000 | 3.75%, 01/01/2050 | 232,839 | |
95,000 | 4.00%, 01/01/2049 | 96,683 | |
748,811 | |||
New York - 6.8% | |||
135,000 | Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025 | 127,252 | |
755,000 | City of New York, NY 5.00%, 08/01/2024 | 795,847 | |
25,000 | Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025 | 23,743 | |
Metropolitan Transportation Auth, NY, Rev | |||
265,000 | 5.00%, 11/15/2024 | 280,946 | |
500,000 | 5.00%, 11/15/2034(3) | 523,570 | |
180,000 | New York Liberty Dev Corp. 0.95%, 11/15/2027 | 153,020 | |
450,000 | New York State Dormitory Auth 5.00%, 03/15/2026 | 485,119 | |
New York Transportation Dev Corp. | |||
310,000 | 5.00%, 12/01/2025 | 327,090 | |
200,000 | 5.00%, 12/01/2026 | 210,482 | |
2,927,069 | |||
North Carolina - 0.9% | |||
400,000 | University of North Carolina at Chapel Hill 0.43%, 12/01/2041, 1 mo. USD LIBOR + 0.125%(1) | 398,632 | |
North Dakota - 1.8% | |||
North Dakota Housing Finance Agency | |||
115,000 | 3.00%, 07/01/2052 | 112,560 | |
55,000 | 3.50%, 07/01/2046 | 55,320 | |
605,000 | 3.75%, 07/01/2050 | 612,219 | |
780,099 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Ohio - 1.5% | |||
Cleveland, OH, Airport System Rev, (AGM Insured) | |||
$ 60,000 | 5.00%, 01/01/2023 | $ 61,187 | |
150,000 | 5.00%, 01/01/2024 | 155,009 | |
250,000 | Ohio Turnpike & Infrastructure Commission 5.00%, 02/15/2024(5) | 257,717 | |
150,000 | Southern Ohio Port Auth Rev 6.25%, 12/01/2025(2) | 148,107 | |
622,020 | |||
Oklahoma - 0.5% | |||
225,000 | Oklahoma Dev Finance Auth 1.63%, 07/06/2023 | 221,214 | |
Oregon - 0.3% | |||
60,000 | Salem Hospital Facs Auth, OR, Rev 5.00%, 05/15/2025 | 62,445 | |
85,000 | State of Oregon Housing & Community Services Department 3.50%, 07/01/2048 | 85,488 | |
147,933 | |||
Pennsylvania - 3.9% | |||
100,000 | City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025 | 106,402 | |
Lehigh County, PA, Industrial Dev Auth | |||
65,000 | 1.80%, 02/15/2027(3) | 64,892 | |
55,000 | 1.80%, 09/01/2029(3) | 54,894 | |
250,000 | Montgomery County, PA, Higher Education and Health Auth 5.00%, 05/01/2024 | 262,205 | |
470,000 | Pennsylvania Higher Educational Facs Auth 5.00%, 05/01/2025 | 498,406 | |
295,000 | Pennsylvania Housing Finance Agency 3.00%, 10/01/2051 | 290,833 | |
150,000 | Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 03/01/2023 | 153,581 | |
210,000 | Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured) 5.00%, 04/15/2023 | 215,441 | |
1,646,654 | |||
Puerto Rico - 1.4% | |||
Puerto Rico Sales Tax Financing Corp. Sales Tax Rev | |||
244,000 | 0.00%, 07/01/2029(4) | 194,981 | |
408,000 | 0.01%, 07/01/2024(4) | 383,163 | |
578,144 | |||
Rhode Island - 1.6% | |||
40,000 | City of Cranston RI, GO, 1.00%, 08/23/2022 | 39,945 | |
150,000 | Rhode Island Health & Educational Building Corp., (Municipal Government Guaranteed Insured) 5.00%, 05/15/2022 | 150,175 | |
Rhode Island Student Loan Auth | |||
15,000 | 3.00%, 12/01/2024 | 14,741 | |
100,000 | 5.00%, 12/01/2023 | 103,751 | |
350,000 | 5.00%, 12/01/2027 | 383,940 | |
692,552 | |||
South Carolina - 0.7% | |||
Piedmont Municipal Power Agency | |||
15,000 | 5.00%, 01/01/2023 | 15,292 | |
70,000 | 5.00%, 01/01/2024 | 72,800 | |
150,000 | South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2024 | 157,144 | |
65,000 | South Carolina State Public Service Auth 5.00%, 12/01/2025 | 69,965 | |
315,201 |
84 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
South Dakota - 0.7% | |||
South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
$ 25,000 | 3.00%, 11/01/2051 | $ 24,641 | |
290,000 | 4.00%, 05/01/2039 | 293,722 | |
318,363 | |||
Tennessee - 2.6% | |||
250,000 | Chattanooga, TN, Health Educational & Housing Facs Board 5.00%, 08/01/2025 | 266,539 | |
150,000 | Shelby County, TN, Health Educational & Housing Facs Board 4.00%, 09/01/2022(2) | 149,327 | |
Tennessee Housing Dev Agency | |||
465,000 | 1.25%, 01/01/2026 | 440,440 | |
60,000 | 3.50%, 07/01/2045 | 60,348 | |
95,000 | 3.50%, 01/01/2047 | 95,534 | |
100,000 | 3.50%, 01/01/2048 | 100,576 | |
1,112,764 | |||
Texas - 18.7% | |||
100,000 | Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) 4.00%, 12/01/2022 | 101,217 | |
70,000 | Big Sandy, TX, Independent School Dist Upshur County, GO, (PSF-GTD Insured) 5.00%, 02/15/2024 | 73,265 | |
Central Texas Turnpike System Rev | |||
870,000 | 0.00%, 08/15/2026(4) | 760,769 | |
100,000 | 5.00%, 08/15/2024 | 104,384 | |
250,000 | City of Austin TX, Airport System Rev 5.00%, 11/15/2025(5) | 267,042 | |
350,000 | City of Dallas, TX, Hotel Occupancy Tax Rev 4.00%, 08/15/2027 | 367,598 | |
1,770,000 | City of Houston, TX 5.00%, 03/01/2027 | 1,958,408 | |
180,000 | City of Houston, TX, Airport System Rev 5.00%, 07/01/2027 | 181,088 | |
City of Houston, TX, Hotel Occupancy Tax & Special Rev | |||
40,000 | 4.00%, 09/01/2024 | 41,164 | |
30,000 | 4.00%, 09/01/2026 | 31,420 | |
105,000 | City of San Antonio, TX, Airport System Rev 5.00%, 07/01/2022 | 105,555 | |
City of San Antonio, TX, Electric & Gas Systems Rev | |||
95,000 | 1.75%, 02/01/2049(3) | 90,926 | |
145,000 | 5.00%, 02/01/2024(5) | 151,643 | |
290,000 | City of San Antonio, TX, GO 5.00%, 08/01/2024 | 306,668 | |
1,000,000 | Fort Bend Independent School Dist 3.00%, 08/01/2052(3)(5) | 1,005,844 | |
50,000 | Harris County, TX, Metropolitan Transportation Auth 5.00%, 11/01/2022 | 50,809 | |
100,000 | Hidalgo County, TX, Regional Mobility Auth 5.00%, 12/01/2028 | 107,586 | |
500,000 | North East Independent School Dist, (PSF-GTD Insured) 2.00%, 08/01/2052(3) | 498,079 | |
300,000 | San Antonio Water System 1.00%, 05/01/2043(3) | 273,778 | |
750,000 | Texas Department of Housing & Community Affairs, (GNMA/FNMA/FHLMC Insured) 3.50%, 07/01/2052 | 750,644 | |
350,000 | Texas Municipal Gas Acquisition & Supply Corp. Rev 5.00%, 12/15/2027 | 372,568 | |
425,000 | Texas Transportation Commission State Highway Fund 0.43%, 04/01/2025 | 388,474 | |
7,988,929 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 101.7% - (continued) | |||
Utah - 0.3% | |||
$ 130,000 | Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033 | $ 137,953 | |
Virginia - 0.7% | |||
190,000 | Halifax County, VA, Industrial Dev Auth 1.65%, 12/01/2041(3) | 185,347 | |
120,000 | Hampton Roads Transportation, VA, Accountability Commission 5.00%, 07/01/2026 | 131,583 | |
316,930 | |||
Washington - 0.7% | |||
195,000 | Tobacco Settlement Auth, WA 5.00%, 06/01/2024 | 200,443 | |
100,000 | Washington State Housing Finance Commission 2.38%, 01/01/2026(2) | 94,874 | |
295,317 | |||
West Virginia - 1.4% | |||
500,000 | West Virginia Parkways Auth 5.00%, 06/01/2026 | 547,645 | |
55,000 | West Virginia State Economic Dev Auth 2.55%, 03/01/2040(3) | 54,794 | |
602,439 | |||
Wisconsin - 2.6% | |||
Public Finance Auth, WI, (AGM Insured) | |||
150,000 | 4.00%, 07/01/2025 | 154,004 | |
225,000 | 4.00%, 07/01/2026 | 233,732 | |
70,000 | 4.00%, 10/01/2027 | 72,725 | |
Wisconsin Health & Educational Facs Auth Rev | |||
180,000 | 0.62%, 08/15/2054(1) | 180,000 | |
210,000 | 4.00%, 01/01/2025 | 211,098 | |
200,000 | 5.00%, 11/01/2025 | 206,067 | |
40,000 | Wisconsin Housing & Economic Dev Auth 0.50%, 11/01/2050(3) | 36,607 | |
1,094,233 | |||
Total Municipal Bonds (cost $45,347,572) | $ 43,483,994 | ||
SHORT-TERM INVESTMENTS - 0.5% | |||
Repurchase Agreements - 0.5% | |||
219,130 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $219,134; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $223,574 | $ 219,130 | |
Total Short-Term Investments (cost $219,130) | $ 219,130 | ||
Total Investments (cost $45,566,702) | 102.2% | $ 43,703,124 | |
Other Assets and Liabilities | (2.2)% | (936,563) | |
Total Net Assets | 100.0% | $ 42,766,561 |
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. |
85 |
April 30, 2022 (Unaudited)
(1) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $654,794, representing 1.5% of net assets. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a zero-coupon bond. |
(5) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,686,147 at April 30, 2022. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 43,483,994 | $ — | $ 43,483,994 | $ — | ||||
Short-Term Investments | 219,130 | — | 219,130 | — | ||||
Total | $ 43,703,124 | $ — | $ 43,703,124 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
86 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% | |||
Asset-Backed - Automobile - 1.1% | |||
$ 1,700,000 | Avid Automobile Receivables Trust 1.18%, 08/15/2025(1) | $ 1,651,959 | |
2,720,000 | CIG Auto Receivables Trust 1.49%, 08/12/2026(1) | 2,611,168 | |
Credit Acceptance Auto Loan Trust | |||
1,790,000 | 1.00%, 05/15/2030(1) | 1,713,897 | |
1,565,000 | 1.26%, 10/15/2030(1) | 1,492,008 | |
3,600,000 | Hertz Vehicle Financing LLC 1.21%, 12/26/2025(1) | 3,383,196 | |
JP Morgan Chase Bank NA | |||
2,534,004 | 0.89%, 12/26/2028(1) | 2,477,076 | |
2,370,704 | 0.99%, 01/25/2028(1) | 2,346,463 | |
5,765,307 | Lendbuzz Securitization Trust 1.46%, 06/15/2026(1) | 5,649,470 | |
21,325,237 | |||
Asset-Backed - Credit Card - 0.3% | |||
5,575,000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | 5,397,858 | |
Asset-Backed - Finance & Insurance - 1.6% | |||
2,250,000 | Apidos CLO 2.12%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(2) | 2,238,705 | |
4,029,681 | Aqua Finance Trust 1.54%, 07/17/2046(1) | 3,800,837 | |
134,778 | Bayview Koitere Fund Trust 4.00%, 11/28/2053(1)(3) | 132,938 | |
CIFC Funding Ltd. | |||
3,550,000 | 2.10%, 04/20/2031, 3 mo. USD LIBOR + 1.040%(1)(2) | 3,520,752 | |
3,425,000 | 2.25%, 01/22/2031, 3 mo. USD LIBOR + 1.110%(1)(2) | 3,402,471 | |
6,450,000 | Cologix Data Centers US Issuer LLC 3.30%, 12/26/2051(1) | 6,084,533 | |
146,804 | Conn's Receivables Funding LLC 1.71%, 06/16/2025(1) | 146,686 | |
DB Master Finance LLC | |||
7,231,875 | 2.05%, 11/20/2051(1) | 6,496,169 | |
991,575 | 4.02%, 05/20/2049(1) | 989,233 | |
255,385 | Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(3) | 249,923 | |
1,447,646 | FCI Funding LLC 1.13%, 04/15/2033(1) | 1,409,134 | |
1,600,000 | LCM 31 Ltd. 1.38%, 01/20/2032, 3 mo. USD LIBOR + 1.200%(1)(2) | 1,590,706 | |
1,250,000 | Octagon Investment Partners Ltd. 2.06%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(2) | 1,240,951 | |
31,256 | OneMain Financial Issuance Trust 3.48%, 02/14/2031(1) | 31,249 | |
609,827 | Residential Mortgage Loan Trust 2.38%, 01/26/2060(1)(3) | 600,732 | |
142,369 | Towd Point Mortgage Trust 2.25%, 07/25/2056(1)(3) | 142,217 | |
7,136 | Z Capital Credit Partners CLO Ltd. 2.49%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(2) | 7,122 | |
32,084,358 | |||
Asset-Backed - Home Equity - 0.0% | |||
153,889 | Accredited Mortgage Loan Trust 1.35%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(2) | 153,451 | |
330,247 | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 1.43%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(2) | 329,093 | |
482,544 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued) | |||
Commercial Mortgage-Backed Securities - 2.0% | |||
$ 1,390,000 | BBCMS Mortgage Trust 2.02%, 04/15/2053 | $ 1,324,297 | |
2,535,000 | BX Commercial Mortgage Trust 1.21%, 05/15/2038, 1 mo. USD LIBOR + 0.652%(1)(2) | 2,470,834 | |
1,170,881 | CF Hippolyta LLC 2.28%, 07/15/2060(1) | 1,090,857 | |
2,360,000 | CityLine Commercial Mortgage Trust 2.87%, 11/10/2031(1)(3) | 2,325,282 | |
4,394,964 | CSMC Trust 2.26%, 08/15/2037(1) | 4,127,314 | |
2,900,000 | FREMF Mortgage Trust 3.98%, 01/25/2048(1)(3) | 2,889,960 | |
GS Mortgage Securities Trust | |||
4,235,000 | 2.75%, 02/10/2037(1) | 4,061,846 | |
6,830,000 | 3.12%, 11/10/2045 | 6,844,581 | |
1,482,322 | JP Morgan Chase Commercial Mortgage Securities Trust 3.91%, 05/05/2030(1) | 1,248,857 | |
5,500,000 | Morgan Stanley Capital Trust 3.91%, 09/09/2032(1) | 5,415,003 | |
9,500,000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | 9,130,665 | |
40,929,496 | |||
Other Asset-Backed Securities - 5.9% | |||
Affirm Asset Securitization Trust | |||
1,784,904 | 1.07%, 08/15/2025(1) | 1,752,863 | |
1,555,498 | 1.90%, 01/15/2025(1) | 1,540,752 | |
514,797 | 3.46%, 10/15/2024(1) | 515,233 | |
1,068,700 | Amur Equipment Finance Receivables LLC 0.75%, 11/20/2026(1) | 1,043,555 | |
2,235,000 | Avant Loans Funding Trust 1.21%, 07/15/2030(1) | 2,151,398 | |
402,047 | Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(3) | 394,112 | |
Bayview Opportunity Master Fund Trust | |||
187,666 | 3.50%, 01/28/2055(1)(3) | 186,231 | |
326,391 | 3.50%, 06/28/2057(1)(3) | 322,913 | |
460,355 | 4.00%, 10/28/2064(1)(3) | 452,557 | |
3,000,000 | Benefit Street Partners CLO Ltd. 1.99%, 10/15/2030, 3 mo. USD LIBOR + 0.950%(1)(2) | 2,975,001 | |
5,000,000 | BSPRT Issuer Ltd. 1.77%, 02/15/2037, 1 mo. USD SOFR + 1.500%(1)(2) | 4,978,177 | |
Carlyle Global Market Strategies CLO Ltd. | |||
1,495,453 | 2.01%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(2) | 1,482,802 | |
4,115,000 | 2.04%, 07/20/2031, 3 mo. USD LIBOR + 0.980%(1)(2) | 4,083,508 | |
1,000,000 | 2.44%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(2) | 980,288 | |
4,745,000 | CIFC Funding Ltd. 2.19%, 07/15/2036, 3 mo. USD LIBOR + 1.150%(1)(2) | 4,699,420 | |
1,080,000 | Dryden Senior Loan Fund 2.01%, 04/15/2031, 3 mo. USD LIBOR + 0.970%(1)(2) | 1,069,460 | |
2,161,042 | Falcon Aerospace Ltd. 3.60%, 09/15/2039(1) | 1,916,708 | |
1,650,000 | Goldentree Loan Management U.S. CLO Ltd. 1.97%, 11/20/2030, 3 mo. USD LIBOR + 0.910%(1)(2) | 1,635,706 | |
KKR CLO Ltd. | |||
1,190,000 | 2.04%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) | 1,179,109 | |
1,450,000 | 2.22%, 01/15/2031, 3 mo. USD LIBOR + 1.180%(1)(2) | 1,443,139 | |
3,270,000 | LCM XXIV Ltd. 2.04%, 03/20/2030, 3 mo. USD LIBOR + 0.980%(1)(2) | 3,245,462 |
87 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued) | |||
Other Asset-Backed Securities - 5.9% - (continued) | |||
Marlette Funding Trust | |||
$ 1,465,000 | 1.06%, 09/15/2031(1) | $ 1,414,792 | |
7,449,000 | 1.30%, 12/15/2031(1) | 6,992,747 | |
439,706 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(3) | 432,791 | |
Neuberger Berman Loan Advisers CLO Ltd. | |||
5,415,000 | 1.97%, 10/18/2029, 3 mo. USD LIBOR + 0.930%(1)(2) | 5,377,642 | |
3,825,000 | 2.06%, 04/19/2030, 3 mo. USD LIBOR + 1.020%(1)(2) | 3,807,700 | |
Palmer Square Loan Funding Ltd. | |||
3,222,596 | 1.84%, 10/15/2029, 3 mo. USD LIBOR + 0.080%(1)(2) | 3,193,129 | |
6,049,217 | 1.86%, 07/20/2029, 3 mo. USD LIBOR + 0.800%(1)(2) | 6,000,019 | |
779,310 | Progress Residential Trust 1.05%, 04/17/2038(1) | 699,039 | |
1,613,546 | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | 1,441,884 | |
2,940,000 | SCF Equipment Leasing 0.83%, 08/21/2028(1) | 2,859,681 | |
SoFi Consumer Loan Program Trust | |||
1,010,000 | 1.30%, 09/25/2030(1) | 953,092 | |
28,167 | 2.02%, 01/25/2029(1) | 28,172 | |
Stack Infrastructure Issuer LLC | |||
935,000 | 1.88%, 03/26/2046(1) | 857,879 | |
3,285,000 | 1.89%, 08/25/2045(1) | 3,040,865 | |
3,560,000 | 3.08%, 10/25/2044(1) | 3,471,837 | |
2,770,000 | Symphony Static CLO Ltd. 2.01%, 10/25/2029, 3 mo. USD LIBOR + 0.830%(1)(2) | 2,744,461 | |
6,450,000 | TCI Symphony CLO 2.04%, 10/13/2032, 3 mo. USD LIBOR + 1.020%(1)(2) | 6,379,772 | |
324,610 | Towd Point Mortgage Trust 2.75%, 04/25/2057(1)(3) | 323,809 | |
Vantage Data Centers Issuer LLC | |||
7,080,000 | 1.65%, 09/15/2045(1) | 6,489,617 | |
4,875,000 | 2.17%, 10/15/2046(1) | 4,458,772 | |
2,506,333 | 3.19%, 07/15/2044(1) | 2,451,260 | |
1,260,413 | 4.20%, 11/16/2043(1) | 1,264,730 | |
5,450,000 | Venture CLO Ltd. 2.22%, 07/15/2032, 3 mo. USD LIBOR + 1.180%(1)(2) | 5,413,665 | |
Voya CLO Ltd. | |||
4,968,686 | 2.06%, 04/17/2030, 3 mo. USD LIBOR + 1.020%(1)(2) | 4,939,072 | |
1,650,000 | 2.10%, 04/15/2031, 3 mo. USD LIBOR + 1.060%(1)(2) | 1,638,141 | |
4,000,000 | 2.15%, 04/25/2031, 3 mo. USD LIBOR + 0.970%(1)(2) | 3,985,264 | |
118,708,226 | |||
Whole Loan Collateral CMO - 10.3% | |||
Angel Oak Mortgage Trust | |||
1,434,032 | 0.91%, 01/25/2066(1)(3) | 1,389,782 | |
5,409,073 | 0.95%, 07/25/2066(1)(3) | 5,122,582 | |
1,462,768 | 0.99%, 04/25/2053(1)(3) | 1,434,506 | |
2,007,425 | 1.04%, 01/20/2065(1)(3) | 1,881,075 | |
2,509,067 | 1.07%, 05/25/2066(1)(3) | 2,342,593 | |
4,151,884 | 1.46%, 09/25/2066(1)(3) | 3,761,315 | |
1,328,102 | 1.47%, 06/25/2065(1)(3) | 1,300,070 | |
2,161,883 | 1.69%, 04/25/2065(1)(3) | 2,117,532 | |
376,475 | 2.47%, 12/25/2059(1)(3) | 370,384 | |
Angel Oak Mortgage Trust LLC | |||
399,415 | 2.99%, 07/26/2049(1)(3) | 398,256 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued) | |||
Whole Loan Collateral CMO - 10.3% - (continued) | |||
$ 137,518 | 3.92%, 11/25/2048(1)(3) | $ 137,411 | |
Arroyo Mortgage Trust | |||
2,462,090 | 1.18%, 10/25/2048(1)(3) | 2,294,219 | |
1,578,693 | 2.96%, 10/25/2048(1)(3) | 1,539,405 | |
496,987 | 3.81%, 01/25/2049(1)(3) | 484,800 | |
BRAVO Residential Funding Trust | |||
936,908 | 0.94%, 02/25/2049(1)(3) | 882,743 | |
1,178,433 | 1.45%, 05/25/2060(1)(3) | 1,168,862 | |
Bunker Hill Loan Depositary Trust | |||
1,031,974 | 1.72%, 02/25/2055(1)(3) | 1,003,241 | |
1,028,534 | 2.72%, 11/25/2059(1)(4) | 1,021,954 | |
444,106 | CIM Trust 3.00%, 04/25/2057(1)(3) | 444,906 | |
Citigroup Mortgage Loan Trust | |||
768,167 | 3.08%, 02/25/2058(1)(3) | 763,916 | |
994,999 | 3.25%, 03/25/2061(1)(3) | 986,199 | |
COLT Mortgage Loan Trust | |||
732,408 | 0.80%, 07/27/2054(1) | 727,481 | |
2,434,071 | 0.86%, 05/25/2065(1)(3) | 2,400,394 | |
2,723,651 | 0.91%, 06/25/2066(1)(3) | 2,432,600 | |
1,806,618 | 0.92%, 08/25/2066(1)(3) | 1,605,846 | |
4,847,772 | 0.96%, 09/27/2066(1)(3) | 4,300,255 | |
6,489,257 | 1.11%, 10/25/2066(1)(3) | 5,965,199 | |
1,168,949 | 1.33%, 10/26/2065(1)(3) | 1,164,897 | |
5,977,453 | 1.39%, 01/25/2065(1)(3) | 5,558,583 | |
4,642,774 | 1.40%, 10/25/2066(1)(3) | 4,241,091 | |
29,703 | 1.85%, 03/25/2065(1)(3) | 29,654 | |
CSMC Trust | |||
2,973,904 | 0.81%, 05/25/2065(1)(3) | 2,884,419 | |
2,559,903 | 0.83%, 03/25/2056(1)(3) | 2,456,967 | |
4,150,314 | 1.02%, 04/25/2066(1)(3) | 3,936,208 | |
4,433,343 | 1.10%, 05/25/2066(1)(3) | 4,165,322 | |
3,685,699 | 1.17%, 07/25/2066(1)(3) | 3,377,410 | |
2,479,180 | 1.21%, 05/25/2065(1)(4) | 2,385,363 | |
4,843,791 | 2.00%, 01/25/2060(1)(3) | 4,610,948 | |
896,774 | 2.24%, 02/25/2050(1)(3) | 864,855 | |
Deephaven Residential Mortgage Trust | |||
740,097 | 0.72%, 05/25/2065(1)(3) | 711,001 | |
1,291,606 | 0.90%, 04/25/2066(1)(3) | 1,198,351 | |
128,922 | 1.69%, 05/25/2065(1) | 128,699 | |
Ellington Financial Mortgage Trust | |||
525,843 | 0.80%, 02/25/2066(1)(3) | 487,374 | |
974,724 | 0.93%, 06/25/2066(1)(3) | 887,956 | |
866,717 | 1.18%, 10/25/2065(1)(3) | 855,016 | |
4,564,460 | FirstKey Homes Trust 1.27%, 10/19/2037(1) | 4,157,800 | |
GCAT Trust | |||
2,448,764 | 0.87%, 01/25/2066(1)(3) | 2,352,667 | |
2,361,387 | 1.04%, 05/25/2066(1)(3) | 2,281,784 | |
3,220,419 | 1.09%, 05/25/2066(1)(3) | 3,020,215 | |
4,352,936 | 1.09%, 08/25/2066(1)(3) | 3,849,034 | |
6,282,607 | 1.26%, 07/25/2066(1)(3) | 5,914,521 | |
2,742,992 | 1.47%, 04/25/2065(1)(3) | 2,671,958 | |
717,587 | 1.56%, 04/25/2065(1)(4) | 699,672 | |
500,360 | 2.25%, 01/25/2060(1)(4) | 491,858 | |
1,159,464 | 2.65%, 10/25/2068(1)(3) | 1,130,470 | |
298,894 | Home Re Ltd. 2.27%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2) | 298,380 | |
Imperial Fund Mortgage Trust | |||
3,604,303 | 1.07%, 06/25/2056(1)(3) | 3,334,496 | |
2,689,324 | 1.07%, 09/25/2056(1)(3) | 2,465,539 | |
3,060,026 | 1.60%, 11/25/2056(1)(3) | 2,756,366 | |
2,575,000 | IMS Ecuadorian Mortgage Trust 3.40%, 08/18/2043(1) | 2,726,874 | |
5,000,000 | MF1 Ltd. 1.62%, 02/19/2037, 1 mo. USD SOFR + 1.350%(1)(2) | 4,926,250 |
88 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued) | |||
Whole Loan Collateral CMO - 10.3% - (continued) | |||
MFA Trust | |||
$ 1,077,184 | 1.01%, 01/26/2065(1)(3) | $ 1,037,132 | |
1,435,159 | 1.03%, 11/25/2064(1)(3) | 1,311,946 | |
1,325,277 | 1.15%, 04/25/2065(1)(3) | 1,267,480 | |
2,609,231 | 1.91%, 11/25/2056(1)(3) | 2,405,579 | |
MFRA Trust | |||
1,951,680 | 0.85%, 01/25/2056(1)(3) | 1,861,476 | |
736,143 | 1.48%, 03/25/2065(1)(3) | 713,140 | |
Mill City Mortgage Loan Trust | |||
4,875,788 | 1.13%, 11/25/2060(1)(3) | 4,638,855 | |
2,192,803 | 2.75%, 07/25/2059(1)(3) | 2,167,800 | |
629,104 | 2.75%, 01/25/2061(1)(3) | 628,891 | |
415,540 | 3.25%, 05/25/2062(1)(3) | 412,191 | |
659,895 | 3.50%, 05/25/2058(1)(3) | 655,096 | |
956,351 | 3.50%, 08/25/2058(1)(3) | 949,546 | |
New Residential Mortgage Loan Trust | |||
612,016 | 0.94%, 10/25/2058(1)(3) | 588,362 | |
1,431,629 | 1.42%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) | 1,414,948 | |
746,451 | 1.65%, 05/24/2060(1)(3) | 726,416 | |
1,038,090 | 2.46%, 01/26/2060(1)(3) | 1,009,009 | |
288,818 | 3.25%, 09/25/2056(1)(3) | 278,034 | |
424,424 | 3.50%, 12/25/2057(1)(3) | 422,628 | |
284,692 | 3.75%, 11/26/2035(1)(3) | 278,246 | |
197,441 | 3.75%, 03/25/2056(1)(3) | 192,984 | |
336,281 | 3.75%, 11/25/2056(1)(3) | 328,065 | |
973,179 | 3.98%, 09/25/2057(1)(3) | 966,006 | |
599,213 | 4.00%, 02/25/2057(1)(3) | 592,556 | |
598,830 | 4.00%, 03/25/2057(1)(3) | 588,712 | |
415,389 | 4.00%, 04/25/2057(1)(3) | 410,172 | |
513,460 | 4.00%, 05/25/2057(1)(3) | 502,881 | |
497,739 | 4.00%, 12/25/2057(1)(3) | 488,340 | |
1,235,211 | OBX Trust 1.05%, 07/25/2061(1)(3) | 1,118,955 | |
Onslow Bay Mortgage Loan Trust | |||
4,244,251 | 1.10%, 05/25/2061(1)(3) | 3,947,398 | |
4,883,863 | 1.96%, 10/25/2061(1)(3) | 4,494,801 | |
896,472 | 3.50%, 12/25/2049(1)(3) | 863,854 | |
124,644 | Sequoia Mortgage Trust 4.50%, 08/25/2048(1)(3) | 124,535 | |
6,103,569 | SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) | 5,813,582 | |
Starwood Mortgage Residential Trust | |||
2,745,256 | 1.13%, 06/25/2056(1)(3) | 2,571,885 | |
2,111,057 | 1.22%, 05/25/2065(1)(3) | 1,996,184 | |
478,280 | 1.49%, 04/25/2065(1)(3) | 469,675 | |
372,797 | 2.28%, 02/25/2050(1)(3) | 370,564 | |
2,144,830 | Toorak Mortgage Corp. Ltd. 1.15%, 07/25/2056(1)(3) | 1,953,695 | |
Towd Point Mortgage Trust | |||
2,910,514 | 1.75%, 10/25/2060(1) | 2,701,676 | |
523,980 | 2.75%, 10/25/2056(1)(3) | 522,264 | |
282,801 | 2.75%, 07/25/2057(1)(3) | 282,232 | |
575,108 | 2.75%, 10/25/2057(1)(3) | 565,944 | |
5,081,537 | 2.90%, 10/25/2059(1)(3) | 4,969,123 | |
1,077,322 | 3.25%, 03/25/2058(1)(3) | 1,070,921 | |
Verus Securitization Trust | |||
2,674,265 | 0.82%, 10/25/2063(1)(3) | 2,605,340 | |
1,598,167 | 0.82%, 01/25/2066(1)(3) | 1,521,438 | |
1,940,793 | 0.92%, 02/25/2064(1)(3) | 1,893,140 | |
4,062,539 | 1.01%, 09/25/2066(1)(3) | 3,727,200 | |
1,890,401 | 1.02%, 04/25/2064(1)(3) | 1,796,811 | |
1,181,367 | 1.03%, 02/25/2066(1)(3) | 1,112,304 | |
1,067,926 | 1.50%, 05/25/2065(1)(4) | 1,037,658 | |
329,458 | 2.42%, 01/25/2060(1)(4) | 326,145 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued) | |||
Whole Loan Collateral CMO - 10.3% - (continued) | |||
$ 395,637 | 2.64%, 11/25/2059(1)(4) | $ 394,777 | |
1,233,670 | Visio Trust 1.28%, 05/25/2056(1) | 1,163,234 | |
207,551,350 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $447,608,979) | $ 426,479,069 | ||
CORPORATE BONDS - 50.3% | |||
Aerospace/Defense - 0.3% | |||
2,000,000 | Boeing Co. 2.75%, 02/01/2026 | $ 1,890,053 | |
L3Harris Technologies, Inc. | |||
1,475,000 | 3.83%, 04/27/2025 | 1,475,134 | |
2,275,000 | 3.85%, 06/15/2023 | 2,293,992 | |
5,659,179 | |||
Agriculture - 0.2% | |||
5,000,000 | BAT Capital Corp. 2.79%, 09/06/2024 | 4,885,985 | |
Apparel - 0.3% | |||
2,520,000 | PVH Corp. 4.63%, 07/10/2025 | 2,536,757 | |
4,000,000 | VF Corp. 2.40%, 04/23/2025 | 3,871,132 | |
6,407,889 | |||
Auto Manufacturers - 3.1% | |||
3,575,000 | Daimler Finance NA LLC 1.45%, 03/02/2026(1) | 3,269,765 | |
Ford Motor Credit Co. LLC | |||
4,275,000 | 2.70%, 08/10/2026 | 3,811,077 | |
3,125,000 | 3.35%, 11/01/2022 | 3,125,969 | |
3,185,000 | 3.37%, 11/17/2023 | 3,137,225 | |
4,250,000 | 3.38%, 11/13/2025 | 4,005,901 | |
2,800,000 | 4.06%, 11/01/2024 | 2,738,855 | |
General Motors Financial Co., Inc. | |||
3,650,000 | 1.20%, 10/15/2024 | 3,428,001 | |
2,500,000 | 1.25%, 01/08/2026 | 2,237,336 | |
4,000,000 | 1.50%, 06/10/2026 | 3,563,405 | |
1,500,000 | 1.70%, 08/18/2023(5) | 1,470,968 | |
2,850,000 | 2.90%, 02/26/2025(5) | 2,753,548 | |
Hyundai Capital America | |||
4,250,000 | 1.00%, 09/17/2024(1) | 3,957,175 | |
2,500,000 | 2.38%, 02/10/2023(1) | 2,487,305 | |
1,825,000 | 4.13%, 06/08/2023(1) | 1,843,725 | |
2,500,000 | Nissan Motor Co., Ltd. 3.04%, 09/15/2023(1) | 2,475,914 | |
12,150,000 | Stellantis Finance U.S., Inc. 1.71%, 01/29/2027(1) | 10,787,219 | |
Volkswagen Group of America Finance LLC | |||
3,500,000 | 0.88%, 11/22/2023(1) | 3,361,159 | |
1,800,000 | 2.85%, 09/26/2024(1) | 1,767,926 | |
3,025,000 | 4.25%, 11/13/2023(1) | 3,062,240 | |
63,284,713 | |||
Auto Parts & Equipment - 0.0% | |||
795,000 | APTIV plc / APTIV Corp. 2.40%, 02/18/2025 | 764,856 | |
Beverages - 0.9% | |||
3,000,000 | Bacardi Ltd. 4.45%, 05/15/2025(1) | 3,007,799 | |
7,095,000 | Coca-Cola Europacific Partners plc 1.50%, 01/15/2027(1) | 6,351,187 | |
JDE Peet's N.V. | |||
5,325,000 | 0.80%, 09/24/2024(1) | 4,973,342 | |
5,375,000 | 1.38%, 01/15/2027(1) | 4,692,385 | |
19,024,713 |
89 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Biotechnology - 0.5% | |||
Royalty Pharma plc | |||
$ 3,800,000 | 0.75%, 09/02/2023 | $ 3,678,573 | |
6,200,000 | 1.20%, 09/02/2025 | 5,632,592 | |
9,311,165 | |||
Chemicals - 0.2% | |||
915,000 | Celanese U.S. Holdings LLC 3.50%, 05/08/2024 | 911,564 | |
2,350,000 | International Flavors & Fragrances, Inc. 1.23%, 10/01/2025(1) | 2,142,605 | |
1,791,000 | LYB International Finance LLC 1.25%, 10/01/2025 | 1,642,998 | |
4,697,167 | |||
Commercial Banks - 13.6% | |||
Banco Santander S.A. | |||
3,000,000 | 0.70%, 06/30/2024, (0.70% fixed rate until 06/30/2023; 12 mo. USD CMT + 0.450% thereafter)(6) | 2,901,009 | |
1,600,000 | 3.13%, 02/23/2023 | 1,605,052 | |
600,000 | 3.85%, 04/12/2023 | 605,350 | |
Bank of America Corp. | |||
4,700,000 | 0.98%, 09/25/2025, (0.98% fixed rate until 09/25/2024; 3 mo. USD SOFR + 0.910% thereafter)(6) | 4,376,992 | |
6,000,000 | 1.20%, 10/24/2026, (1.20% fixed rate until 10/24/2025; 3 mo. USD SOFR + 1.010% thereafter)(6) | 5,417,680 | |
2,500,000 | 1.32%, 06/19/2026, (1.32% fixed rate until 06/19/2025; 1 mo. USD SOFR + 1.150% thereafter)(6) | 2,292,194 | |
2,000,000 | 1.49%, 05/19/2024, (1.49% fixed rate until 05/19/2023; 1 mo. USD SOFR + 1.460% thereafter)(6) | 1,964,205 | |
4,300,000 | 1.53%, 12/06/2025, (1.53% fixed rate until 12/06/2024; 3 mo. USD SOFR + 0.650% thereafter)(6) | 4,032,586 | |
4,000,000 | 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(6) | 3,592,522 | |
5,125,000 | 2.02%, 02/13/2026, (2.02% fixed rate until 02/13/2025; 3 mo. USD LIBOR + 0.640% thereafter)(6) | 4,851,666 | |
3,750,000 | 3.88%, 08/01/2025 | 3,759,632 | |
4,225,000 | Banque Federative du Credit Mutuel S.A. 0.65%, 02/27/2024(1) | 4,018,661 | |
Barclays plc | |||
4,425,000 | 1.01%, 12/10/2024, (1.01% fixed rate until 12/10/2023; 12 mo. USD CMT + 0.800% thereafter)(6) | 4,222,029 | |
3,950,000 | 2.28%, 11/24/2027, (2.28% fixed rate until 11/24/2026; 12 mo. USD CMT + 1.050% thereafter)(6) | 3,556,993 | |
BNP Paribas S.A. | |||
2,915,000 | 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(6) | 2,593,943 | |
2,025,000 | 1.68%, 06/30/2027, (1.68% fixed rate until 06/30/2026; 1 mo. USD SOFR + 0.912% thereafter)(1)(6) | 1,804,971 | |
1,390,000 | 2.59%, 01/20/2028, (2.59% fixed rate until 01/20/2027; 3 mo. USD SOFR + 1.228% thereafter)(1)(6) | 1,266,319 | |
BPCE S.A. | |||
2,000,000 | 1.00%, 01/20/2026(1) | 1,789,927 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Commercial Banks - 13.6% - (continued) | |||
$ 4,860,000 | 1.65%, 10/06/2026, (1.65% fixed rate until 10/06/2025; 3 mo. USD SOFR + 1.520% thereafter)(1)(6) | $ 4,414,256 | |
840,000 | 2.05%, 10/19/2027, (2.05% fixed rate until 10/19/2026; 3 mo. USD SOFR + 1.087% thereafter)(1)(6) | 751,985 | |
3,000,000 | 2.38%, 01/14/2025(1) | 2,869,492 | |
1,500,000 | 4.00%, 09/12/2023(1) | 1,508,400 | |
4,500,000 | Canadian Imperial Bank of Commerce 3.10%, 04/02/2024 | 4,477,744 | |
Citigroup, Inc. | |||
1,695,000 | 0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(6) | 1,598,785 | |
3,550,000 | 1.12%, 01/28/2027, (1.12% fixed rate until 01/28/2026; 3 mo. USD SOFR + 0.765% thereafter)(6) | 3,171,811 | |
6,740,000 | 1.28%, 11/03/2025, (1.28% fixed rate until 11/03/2024; 3 mo. USD SOFR + 0.528% thereafter)(6) | 6,305,758 | |
4,860,000 | 1.46%, 06/09/2027, (1.46% fixed rate until 06/09/2026; 3 mo. USD SOFR + 0.770% thereafter)(6) | 4,329,306 | |
4,000,000 | Cooperatieve Rabobank UA 1.00%, 09/24/2026, (1.00% fixed rate until 09/24/2025; 12 mo. USD CMT + 0.730% thereafter)(1)(6) | 3,619,525 | |
Credit Agricole S.A. | |||
3,525,000 | 1.25%, 01/26/2027, (1.25% fixed rate until 01/26/2026; 3 mo. USD SOFR + 0.892% thereafter)(1)(6) | 3,128,387 | |
2,794,000 | 1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(1)(6) | 2,595,470 | |
Credit Suisse Group AG | |||
5,000,000 | 1.25%, 08/07/2026 | 4,433,069 | |
2,280,000 | 1.31%, 02/02/2027, (1.31% fixed rate until 02/02/2026; 3 mo. USD SOFR + 0.980% thereafter)(1)(6) | 1,997,353 | |
3,420,000 | 2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. USD SOFR + 1.560% thereafter)(1)(6) | 3,263,279 | |
Danske Bank A/S | |||
3,000,000 | 1.17%, 12/08/2023, (1.17% fixed rate until 12/08/2022; 12 mo. USD CMT + 1.030% thereafter)(1)(6) | 2,957,270 | |
7,340,000 | 1.55%, 09/10/2027, (1.55% fixed rate until 09/10/2026; 12 mo. USD CMT + 0.730% thereafter)(1)(6) | 6,507,798 | |
Deutsche Bank AG | |||
1,055,000 | 0.90%, 05/28/2024 | 996,206 | |
2,000,000 | 1.45%, 04/01/2025, (1.45% fixed rate until 04/01/2024; 3 mo. USD SOFR + 1.131% thereafter)(6) | 1,890,053 | |
3,000,000 | 2.22%, 09/18/2024, (2.22% fixed rate until 09/18/2023; 1 mo. USD SOFR + 2.159% thereafter)(6) | 2,918,705 | |
3,390,000 | 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 3 mo. USD SOFR + 1.219% thereafter)(6) | 3,000,272 | |
3,745,000 | 2.55%, 01/07/2028, (2.55% fixed rate until 01/07/2027; 3 mo. USD SOFR + 1.318% thereafter)(6) | 3,333,290 | |
2,425,000 | Discover Bank 2.45%, 09/12/2024 | 2,362,050 |
90 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Commercial Banks - 13.6% - (continued) | |||
$ 3,000,000 | DNB Bank ASA 1.54%, 05/25/2027, (1.54% fixed rate until 05/25/2026; 12 mo. USD CMT + 0.720% thereafter)(1)(6) | $ 2,700,006 | |
Fifth Third Bancorp | |||
2,430,000 | 2.38%, 01/28/2025 | 2,344,620 | |
2,000,000 | 3.65%, 01/25/2024 | 2,006,046 | |
975,000 | 4.06%, 04/25/2028 | 968,999 | |
Goldman Sachs Group, Inc. | |||
1,250,000 | 0.86%, 02/12/2026, (0.86% fixed rate until 02/12/2025; 3 mo. USD SOFR + 0.609% thereafter)(6) | 1,141,822 | |
2,360,000 | 1.09%, 12/09/2026, (1.09% fixed rate until 12/09/2025; 3 mo. USD SOFR + 0.789% thereafter)(6) | 2,112,141 | |
2,000,000 | 1.54%, 09/10/2027, (1.54% fixed rate until 09/10/2026; 3 mo. USD SOFR + 0.818% thereafter)(6) | 1,768,664 | |
2,500,000 | 3.63%, 02/20/2024 | 2,505,439 | |
HSBC Holdings plc | |||
7,455,000 | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(6) | 6,630,664 | |
4,000,000 | 2.25%, 11/22/2027, (2.25% fixed rate until 11/22/2026; 3 mo. USD SOFR + 1.100% thereafter)(6) | 3,621,440 | |
3,500,000 | 2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD SOFR + 1.402% thereafter)(6) | 3,370,029 | |
ING Groep N.V. | |||
2,470,000 | 1.73%, 04/01/2027, (1.73% fixed rate until 04/01/2026; 3 mo. USD SOFR + 1.005% thereafter)(6) | 2,223,983 | |
2,525,000 | 3.87%, 03/28/2026, (3.87% fixed rate until 03/28/2025; 3 mo. USD SOFR + 1.640% thereafter)(6) | 2,497,494 | |
Intesa Sanpaolo S.p.A. | |||
2,000,000 | 3.25%, 09/23/2024(1) | 1,960,041 | |
1,675,000 | 3.38%, 01/12/2023(1) | 1,673,930 | |
JP Morgan Chase & Co. | |||
2,345,000 | 0.56%, 02/16/2025, (0.56% fixed rate until 02/16/2024; 3 mo. USD SOFR + 0.420% thereafter)(6) | 2,222,957 | |
4,450,000 | 1.04%, 02/04/2027, (1.04% fixed rate until 02/04/2026; 3 mo. USD SOFR + 0.695% thereafter)(6) | 3,965,495 | |
4,200,000 | 1.05%, 11/19/2026, (1.05% fixed rate until 11/19/2025; 3 mo. USD SOFR + 0.800% thereafter)(6) | 3,777,420 | |
3,000,000 | 1.51%, 06/01/2024, (1.51% fixed rate until 06/01/2023; 1 mo. USD SOFR + 1.455% thereafter)(6) | 2,952,918 | |
4,600,000 | 2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6) | 4,412,924 | |
3,750,000 | 3.90%, 07/15/2025 | 3,763,383 | |
3,000,000 | 4.32%, 04/26/2028, (4.32% fixed rate until 04/26/2027; 3 mo. USD SOFR + 1.560% thereafter)(6) | 2,993,698 | |
Macquarie Group Ltd. | |||
2,340,000 | 1.34%, 01/12/2027, (1.34% fixed rate until 01/12/2026; 3 mo. USD SOFR + 1.069% thereafter)(1)(6) | 2,079,113 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Commercial Banks - 13.6% - (continued) | |||
$ 2,065,000 | 1.63%, 09/23/2027, (1.63% fixed rate until 09/23/2026; 3 mo. USD SOFR + 0.910% thereafter)(1)(6) | $ 1,819,634 | |
3,000,000 | 3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD LIBOR + 1.023% thereafter)(1)(6) | 3,000,477 | |
Morgan Stanley | |||
8,615,000 | 0.86%, 10/21/2025, (0.86% fixed rate until 10/21/2024; 3 mo. USD SOFR + 0.745% thereafter)(6) | 7,991,569 | |
3,425,000 | 0.99%, 12/10/2026, (0.99% fixed rate until 12/10/2025; 3 mo. USD SOFR + 0.720% thereafter)(6) | 3,059,200 | |
3,000,000 | 1.51%, 07/20/2027, (1.51% fixed rate until 07/20/2026; 3 mo. USD SOFR + 0.858% thereafter)(6) | 2,672,851 | |
3,000,000 | 1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(6) | 2,699,774 | |
2,675,000 | 4.00%, 07/23/2025 | 2,673,979 | |
3,425,000 | National Bank of Canada 0.55%, 11/15/2024, (0.55% fixed rate until 11/15/2023; 12 mo. USD CMT + 0.400% thereafter)(6) | 3,277,657 | |
Natwest Group plc | |||
3,335,000 | 1.64%, 06/14/2027, (1.64% fixed rate until 06/14/2026; 12 mo. USD CMT + 0.900% thereafter)(6) | 2,967,340 | |
800,000 | 6.00%, 12/19/2023 | 821,793 | |
3,385,000 | NatWest Markets plc 0.80%, 08/12/2024(1) | 3,169,431 | |
1,500,000 | Regions Financial Corp. 2.25%, 05/18/2025 | 1,440,053 | |
3,900,000 | Royal Bank of Canada 2.25%, 11/01/2024 | 3,784,903 | |
3,035,000 | Santander Holdings USA, Inc. 3.45%, 06/02/2025 | 2,981,035 | |
3,500,000 | Societe Generale S.A. 2.23%, 01/21/2026, (2.23% fixed rate until 01/21/2025; 12 mo. USD CMT + 1.050% thereafter)(1)(6) | 3,270,033 | |
Standard Chartered plc | |||
770,000 | 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(1)(6) | 728,829 | |
2,070,000 | 1.46%, 01/14/2027, (1.46% fixed rate until 01/14/2026; 12 mo. USD CMT + 1.000% thereafter)(1)(6) | 1,841,370 | |
2,000,000 | Truist Financial Corp. 1.20%, 08/05/2025 | 1,860,027 | |
740,000 | UBS AG 1.25%, 06/01/2026(1) | 666,085 | |
UBS Group AG | |||
4,230,000 | 1.01%, 07/30/2024, (1.01% fixed rate until 07/30/2023; 12 mo. USD CMT + 0.830% thereafter)(1)(6) | 4,107,575 | |
5,170,000 | 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(6) | 4,590,497 | |
2,100,000 | 4.13%, 04/15/2026(1) | 2,084,231 | |
5,230,000 | UniCredit S.p.A. 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 12 mo. USD CMT + 1.200% thereafter)(1)(6) | 4,609,887 | |
Wells Fargo & Co. | |||
1,635,000 | 0.81%, 05/19/2025, (0.81% fixed rate until 05/19/2024; 3 mo. USD SOFR + 0.510% thereafter)(6) | 1,541,234 |
91 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Commercial Banks - 13.6% - (continued) | |||
$ 7,500,000 | 2.16%, 02/11/2026, (2.16% fixed rate until 02/11/2025; 3 mo. USD LIBOR + 0.750% thereafter)(5)(6) | $ 7,118,103 | |
4,650,000 | 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(6) | 4,468,113 | |
5,000,000 | 3.53%, 03/24/2028, (3.53% fixed rate until 03/24/2027; 3 mo. USD SOFR + 1.510% thereafter)(6) | 4,804,126 | |
274,825,027 | |||
Commercial Services - 1.3% | |||
2,995,000 | Ashtead Capital, Inc. 1.50%, 08/12/2026(1) | 2,666,444 | |
3,365,000 | Equifax, Inc. 2.60%, 12/01/2024 | 3,278,694 | |
Global Payments, Inc. | |||
9,000,000 | 1.20%, 03/01/2026 | 8,090,419 | |
2,345,000 | 2.65%, 02/15/2025 | 2,264,075 | |
1,500,000 | 4.00%, 06/01/2023 | 1,512,124 | |
Howard University | |||
1,965,000 | 2.42%, 10/01/2024 | 1,906,352 | |
655,000 | 2.52%, 10/01/2025 | 618,573 | |
Howard University, (AGM Insured) | |||
500,000 | 1.99%, 10/01/2025 | 461,245 | |
1,685,000 | 2.74%, 10/01/2022 | 1,681,541 | |
1,175,000 | S&P Global, Inc. 2.45%, 03/01/2027(1) | 1,107,738 | |
2,775,000 | Sodexo, Inc. 1.63%, 04/16/2026(1) | 2,528,843 | |
26,116,048 | |||
Construction Materials - 0.2% | |||
849,000 | Carrier Global Corp. 2.24%, 02/15/2025 | 813,135 | |
2,380,000 | Lennox International, Inc. 1.35%, 08/01/2025 | 2,204,613 | |
3,017,748 | |||
Diversified Financial Services - 3.4% | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||
4,550,000 | 1.75%, 10/29/2024 | 4,235,144 | |
1,000,000 | 1.75%, 01/30/2026 | 889,648 | |
3,420,000 | 2.45%, 10/29/2026 | 3,045,613 | |
5,650,000 | 3.15%, 02/15/2024 | 5,514,119 | |
910,000 | 3.30%, 01/23/2023 | 909,741 | |
1,880,000 | 4.50%, 09/15/2023 | 1,884,220 | |
Aircastle Ltd. | |||
1,200,000 | 4.13%, 05/01/2024 | 1,194,143 | |
1,400,000 | 4.40%, 09/25/2023 | 1,406,362 | |
3,050,000 | 5.25%, 08/11/2025(1) | 3,044,159 | |
Ally Financial, Inc. | |||
2,690,000 | 3.88%, 05/21/2024 | 2,700,221 | |
3,000,000 | 5.13%, 09/30/2024 | 3,089,384 | |
Aviation Capital Group LLC | |||
2,650,000 | 3.88%, 05/01/2023(1) | 2,644,158 | |
4,000,000 | 4.88%, 10/01/2025(1) | 3,983,804 | |
Avolon Holdings Funding Ltd. | |||
4,250,000 | 2.88%, 02/15/2025(1) | 3,993,291 | |
2,000,000 | 4.25%, 04/15/2026(1) | 1,919,219 | |
2,950,000 | 5.13%, 10/01/2023(1) | 2,984,114 | |
2,490,000 | BOC Aviation USA Corp. 1.63%, 04/29/2024(1) | 2,387,263 | |
1,755,000 | Capital One Financial Corp. 3.90%, 01/29/2024 | 1,763,993 | |
2,500,000 | CNA Financial Corp. 7.25%, 11/15/2023 | 2,649,299 | |
4,125,000 | LeasePlan Corp. N.V. 2.88%, 10/24/2024(1) | 3,980,143 | |
2,000,000 | Navient Corp. 5.88%, 10/25/2024 | 1,985,000 | |
2,105,000 | OneMain Finance Corp. 6.13%, 03/15/2024 | 2,113,062 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Diversified Financial Services - 3.4% - (continued) | |||
$ 300,000 | Park Aerospace Holdings Ltd. 5.25%, 08/15/2022(1) | $ 300,873 | |
1,245,000 | Synchrony Financial 4.38%, 03/19/2024 | 1,255,699 | |
Western Union Co. | |||
4,000,000 | 1.35%, 03/15/2026 | 3,626,907 | |
4,925,000 | 2.85%, 01/10/2025 | 4,779,607 | |
68,279,186 | |||
Electric - 1.8% | |||
4,000,000 | AES Corp. 1.38%, 01/15/2026 | 3,586,108 | |
2,500,000 | Ameren Corp. 2.50%, 09/15/2024 | 2,454,660 | |
2,280,000 | Cleco Corporate Holdings LLC 3.74%, 05/01/2026 | 2,261,256 | |
2,475,000 | Dominion Energy, Inc. 3.07%, 08/15/2024(4) | 2,443,272 | |
Edison International | |||
2,750,000 | 2.95%, 03/15/2023 | 2,740,767 | |
1,840,000 | 3.55%, 11/15/2024 | 1,818,727 | |
3,230,000 | Enel Finance International N.V. 1.38%, 07/12/2026(1) | 2,893,425 | |
3,760,000 | Evergy, Inc. 2.45%, 09/15/2024 | 3,640,210 | |
890,000 | Eversource Energy 3.80%, 12/01/2023 | 898,742 | |
970,000 | FirstEnergy Corp. 3.35%, 07/15/2022 | 967,575 | |
Israel Electric Corp. Ltd. | |||
1,300,000 | 6.88%, 06/21/2023(1) | 1,348,937 | |
410,000 | 6.88%, 06/21/2023(7) | 425,434 | |
4,680,000 | Pacific Gas and Electric Co. 1.70%, 11/15/2023 | 4,546,363 | |
Public Service Enterprise Group, Inc. | |||
3,500,000 | 0.80%, 08/15/2025 | 3,190,769 | |
3,410,000 | 2.88%, 06/15/2024 | 3,356,338 | |
36,572,583 | |||
Electronics - 1.1% | |||
4,850,000 | Flex Ltd. 3.75%, 02/01/2026 | 4,736,398 | |
4,000,000 | Jabil, Inc. 1.70%, 04/15/2026 | 3,611,244 | |
870,000 | Keysight Technologies, Inc. 4.55%, 10/30/2024 | 880,628 | |
Roper Technologies, Inc. | |||
5,325,000 | 1.00%, 09/15/2025 | 4,873,349 | |
3,225,000 | 2.35%, 09/15/2024 | 3,134,713 | |
6,200,000 | SYNNEX Corp. 1.25%, 08/09/2024(1) | 5,832,075 | |
23,068,407 | |||
Entertainment - 0.6% | |||
Magallanes, Inc. | |||
5,520,000 | 3.64%, 03/15/2025(1) | 5,432,002 | |
6,490,000 | 3.76%, 03/15/2027(1) | 6,258,350 | |
11,690,352 | |||
Environmental Control - 0.1% | |||
1,140,000 | Republic Services, Inc. 0.88%, 11/15/2025 | 1,033,587 | |
Food - 0.5% | |||
3,325,000 | Conagra Brands, Inc. 4.30%, 05/01/2024 | 3,367,884 | |
4,500,000 | Kraft Heinz Foods Co. 3.00%, 06/01/2026 | 4,306,114 | |
2,105,000 | Mondelez International, Inc. 2.63%, 03/17/2027 | 1,987,056 | |
9,661,054 | |||
Gas - 0.3% | |||
975,000 | East Ohio Gas Co. 1.30%, 06/15/2025(1) | 906,285 | |
6,180,000 | NiSource, Inc. 0.95%, 08/15/2025 | 5,607,627 | |
6,513,912 |
92 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Healthcare - Products - 0.2% | |||
$ 989,000 | Boston Scientific Corp. 3.45%, 03/01/2024 | $ 990,333 | |
2,870,000 | Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026 | 2,781,711 | |
3,772,044 | |||
Healthcare - Services - 1.2% | |||
2,720,000 | Anthem, Inc. 2.38%, 01/15/2025 | 2,634,379 | |
1,960,000 | Bon Secours Mercy Health, Inc. 1.35%, 06/01/2025 | 1,808,304 | |
CommonSpirit Health | |||
2,985,000 | 1.55%, 10/01/2025 | 2,769,120 | |
3,771,000 | 2.76%, 10/01/2024 | 3,693,958 | |
4,175,000 | HCA, Inc. 3.13%, 03/15/2027(1) | 3,929,983 | |
6,225,000 | Humana, Inc. 1.35%, 02/03/2027 | 5,502,926 | |
1,905,000 | PeaceHealth Obligated Group 1.38%, 11/15/2025 | 1,761,676 | |
1,590,000 | UnitedHealth Group, Inc. 1.25%, 01/15/2026 | 1,468,355 | |
23,568,701 | |||
Home Builders - 0.1% | |||
Lennar Corp. | |||
850,000 | 4.50%, 04/30/2024 | 862,803 | |
834,000 | 4.88%, 12/15/2023 | 848,166 | |
1,710,969 | |||
Household Products - 0.4% | |||
4,125,000 | GSK Consumer Healthcare Capital UK PLC 3.13%, 03/24/2025(1) | 4,046,310 | |
3,135,000 | GSK Consumer Healthcare Capital US LLC 3.38%, 03/24/2027(1) | 3,035,558 | |
7,081,868 | |||
Insurance - 1.9% | |||
3,000,000 | American International Group, Inc. 2.50%, 06/30/2025 | 2,884,895 | |
1,080,000 | Aon Corp. / Aon Global Holdings plc 2.85%, 05/28/2027 | 1,029,318 | |
1,250,000 | Assurant, Inc. 4.20%, 09/27/2023 | 1,266,520 | |
3,000,000 | Athene Global Funding 1.73%, 10/02/2026(1) | 2,666,194 | |
Brighthouse Financial Global Funding | |||
590,000 | 1.00%, 04/12/2024(1) | 561,894 | |
3,020,000 | 1.55%, 05/24/2026(1) | 2,739,926 | |
2,865,000 | 1.75%, 01/13/2025(1) | 2,703,685 | |
CNO Global Funding Secured | |||
1,615,000 | 1.65%, 01/06/2025(1) | 1,525,164 | |
2,355,000 | 1.75%, 10/07/2026(1) | 2,128,073 | |
5,100,000 | Corebridge Financial, Inc. 3.65%, 04/05/2027 | 4,945,344 | |
Equitable Financial Life Global Funding | |||
2,000,000 | 1.00%, 01/09/2026(1) | 1,800,794 | |
2,020,000 | 1.40%, 07/07/2025(1) | 1,883,438 | |
2,315,000 | Marsh & McLennan Cos., Inc. 3.88%, 03/15/2024 | 2,343,076 | |
4,735,000 | Pacific Life Global Funding 1.20%, 06/24/2025(1) | 4,377,127 | |
785,000 | Principal Life Global Funding 1.25%, 06/23/2025(1) | 728,903 | |
3,000,000 | Radian Group, Inc. 6.63%, 03/15/2025 | 3,054,390 | |
2,250,000 | Willis North America, Inc. 3.60%, 05/15/2024 | 2,241,960 | |
38,880,701 | |||
Internet - 0.6% | |||
912,000 | Expedia Group, Inc. 4.63%, 08/01/2027 | 917,013 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Internet - 0.6% - (continued) | |||
$ 1,535,000 | Meituan 2.13%, 10/28/2025(1) | $ 1,361,453 | |
Netflix, Inc. | |||
7,550,000 | 3.63%, 06/15/2025(1) | 7,380,125 | |
2,500,000 | 4.38%, 11/15/2026 | 2,484,275 | |
12,142,866 | |||
Investment Company Security - 0.6% | |||
FS KKR Capital Corp. | |||
6,075,000 | 1.65%, 10/12/2024 | 5,690,414 | |
4,275,000 | 3.25%, 07/15/2027(5) | 3,875,707 | |
3,700,000 | Owl Rock Capital Corp. 2.63%, 01/15/2027 | 3,263,358 | |
12,829,479 | |||
Iron/Steel - 0.4% | |||
Steel Dynamics, Inc. | |||
395,000 | 2.40%, 06/15/2025 | 377,172 | |
7,000,000 | 2.80%, 12/15/2024 | 6,853,437 | |
7,230,609 | |||
IT Services - 0.9% | |||
4,225,000 | DXC Technology Co. 1.80%, 09/15/2026 | 3,779,063 | |
4,000,000 | HP, Inc. 2.20%, 06/17/2025 | 3,801,797 | |
3,850,000 | Leidos, Inc. 2.95%, 05/15/2023 | 3,830,877 | |
Seagate HDD Cayman | |||
3,150,000 | 4.75%, 06/01/2023 | 3,165,750 | |
700,000 | 4.88%, 03/01/2024 | 703,500 | |
4,150,000 | SYNNEX Corp. 1.75%, 08/09/2026(1) | 3,731,183 | |
19,012,170 | |||
Leisure Time - 0.1% | |||
2,885,000 | Royal Caribbean Cruises Ltd. 5.25%, 11/15/2022 | 2,888,606 | |
Lodging - 1.1% | |||
4,325,000 | Genting New York LLC 3.30%, 02/15/2026(1) | 3,955,760 | |
Hyatt Hotels Corp. | |||
1,525,000 | 1.30%, 10/01/2023 | 1,482,139 | |
2,570,000 | 1.80%, 10/01/2024 | 2,444,327 | |
3,000,000 | 4.85%, 03/15/2026 | 3,021,826 | |
5,090,000 | Las Vegas Sands Corp. 3.20%, 08/08/2024 | 4,890,235 | |
Marriott International, Inc. | |||
1,565,000 | 2.13%, 10/03/2022(5) | 1,560,798 | |
2,500,000 | 3.60%, 04/15/2024 | 2,508,226 | |
2,300,000 | MGM Resorts International 6.00%, 03/15/2023 | 2,328,911 | |
22,192,222 | |||
Machinery-Diversified - 0.1% | |||
1,850,000 | Otis Worldwide Corp. 2.06%, 04/05/2025 | 1,761,469 | |
Media - 0.1% | |||
1,776,000 | Cox Communications, Inc. 3.15%, 08/15/2024(1) | 1,757,189 | |
735,000 | Fox Corp. 4.03%, 01/25/2024 | 742,426 | |
2,499,615 | |||
Miscellaneous Manufacturing - 0.2% | |||
1,480,000 | Parker-Hannifin Corp. 2.70%, 06/14/2024 | 1,459,803 | |
2,780,000 | Siemens Financieringsmaatschappij N.V. 1.20%, 03/11/2026(1) | 2,537,715 | |
3,997,518 | |||
Office/Business Equipment - 0.3% | |||
CDW LLC / CDW Finance Corp. | |||
4,325,000 | 2.67%, 12/01/2026 | 3,971,933 | |
2,090,000 | 4.13%, 05/01/2025 | 2,062,830 | |
6,034,763 |
93 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Oil & Gas - 1.4% | |||
Aker BP ASA | |||
$ 2,000,000 | 2.88%, 01/15/2026(1) | $ 1,906,724 | |
5,845,000 | 3.00%, 01/15/2025(1) | 5,701,281 | |
1,250,000 | Canadian Natural Resources Ltd. 2.05%, 07/15/2025 | 1,178,324 | |
3,000,000 | Chevron USA, Inc. 3.90%, 11/15/2024 | 3,044,255 | |
2,795,000 | Coterra Energy, Inc. 4.38%, 06/01/2024(1) | 2,815,481 | |
3,400,000 | Eni S.p.A. 4.00%, 09/12/2023(1) | 3,422,448 | |
2,000,000 | Equinor ASA 1.75%, 01/22/2026 | 1,874,846 | |
2,233,000 | Hess Corp. 3.50%, 07/15/2024 | 2,219,384 | |
3,355,000 | Lundin Energy Finance B.V. 2.00%, 07/15/2026(1) | 3,028,745 | |
1,310,000 | Saudi Arabian Oil Co. 1.25%, 11/24/2023(1) | 1,272,746 | |
1,067,000 | Valero Energy Corp. 2.85%, 04/15/2025 | 1,034,082 | |
27,498,316 | |||
Packaging & Containers - 0.7% | |||
Berry Global, Inc. | |||
2,950,000 | 0.95%, 02/15/2024 | 2,815,318 | |
5,200,000 | 1.57%, 01/15/2026 | 4,734,275 | |
2,000,000 | 1.65%, 01/15/2027 | 1,775,065 | |
4,450,000 | Silgan Holdings, Inc. 1.40%, 04/01/2026(1) | 3,981,657 | |
13,306,315 | |||
Pharmaceuticals - 1.5% | |||
5,000,000 | AbbVie, Inc. 2.60%, 11/21/2024 | 4,879,499 | |
5,275,000 | Astrazeneca Finance LLC 1.20%, 05/28/2026 | 4,799,227 | |
5,000,000 | AstraZeneca plc 0.70%, 04/08/2026 | 4,474,960 | |
1,400,000 | Bayer U.S. Finance LLC 3.88%, 12/15/2023(1) | 1,411,492 | |
1,060,000 | CVS Health Corp. 2.63%, 08/15/2024 | 1,042,700 | |
2,500,000 | McKesson Corp. 1.30%, 08/15/2026 | 2,246,673 | |
5,350,000 | Teva Pharmaceutical Finance Netherlands B.V. 2.80%, 07/21/2023 | 5,188,483 | |
5,000,000 | Teva Pharmaceutical Finance Netherlands III B.V. 4.75%, 05/09/2027 | 4,575,000 | |
755,000 | Viatris, Inc. Co. 1.65%, 06/22/2025 | 693,027 | |
29,311,061 | |||
Pipelines - 1.6% | |||
Energy Transfer L.P. | |||
1,870,000 | 2.90%, 05/15/2025 | 1,805,988 | |
1,130,000 | 4.20%, 09/15/2023 | 1,141,384 | |
2,150,000 | 4.50%, 04/15/2024 | 2,168,365 | |
935,000 | EQM Midstream Partners L.P. 4.75%, 07/15/2023 | 930,325 | |
7,500,000 | Gray Oak Pipeline LLC 2.00%, 09/15/2023(1) | 7,341,140 | |
MPLX L.P. | |||
2,160,000 | 1.75%, 03/01/2026 | 1,974,183 | |
240,000 | 3.50%, 12/01/2022 | 241,172 | |
1,575,000 | ONEOK, Inc. 5.85%, 01/15/2026 | 1,659,767 | |
5,200,000 | Phillips 66 Partners L.P. 2.45%, 12/15/2024 | 5,023,927 | |
5,725,000 | Western Midstream Operating L.P. 3.60%, 02/01/2025 | 5,474,875 | |
4,500,000 | Williams Cos., Inc. 4.30%, 03/04/2024 | 4,551,146 | |
32,312,272 | |||
Real Estate Investment Trusts - 3.2% | |||
American Tower Corp. | |||
905,000 | 1.30%, 09/15/2025 | 828,537 | |
3,250,000 | 1.60%, 04/15/2026 | 2,956,123 | |
1,750,000 | 3.00%, 06/15/2023 | 1,747,957 | |
2,350,000 | 3.38%, 05/15/2024 | 2,344,726 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Real Estate Investment Trusts - 3.2% - (continued) | |||
$ 3,890,000 | Brandywine Operating Partnership L.P. 4.10%, 10/01/2024 | $ 3,910,820 | |
Crown Castle International Corp. | |||
8,600,000 | 1.05%, 07/15/2026 | 7,599,498 | |
1,500,000 | 3.15%, 07/15/2023 | 1,499,249 | |
Equinix, Inc. | |||
5,500,000 | 1.00%, 09/15/2025 | 4,985,733 | |
2,000,000 | 1.25%, 07/15/2025 | 1,840,480 | |
3,825,000 | 1.45%, 05/15/2026 | 3,451,570 | |
5,715,000 | Federal Realty Investment Trust 1.25%, 02/15/2026 | 5,186,482 | |
3,200,000 | Mid-America Apartments L.P. 1.10%, 09/15/2026 | 2,858,574 | |
SBA Tower Trust | |||
1,010,000 | 1.63%, 11/15/2026(1) | 932,550 | |
1,390,000 | 1.88%, 01/15/2026(1) | 1,288,461 | |
1,745,000 | 2.84%, 01/15/2025(1) | 1,694,151 | |
4,020,000 | Scentre Group Trust 1 / Scentre Group Trust 2 3.63%, 01/28/2026(1) | 3,944,753 | |
3,325,000 | Simon Property Group L.P. 3.50%, 09/01/2025 | 3,303,237 | |
3,700,000 | Ventas Realty L.P. 2.65%, 01/15/2025 | 3,587,905 | |
1,985,000 | VICI Properties L.P. 4.38%, 05/15/2025 | 1,982,221 | |
5,000,000 | VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1) | 4,738,150 | |
1,575,000 | Vornado Realty L.P. 2.15%, 06/01/2026 | 1,436,125 | |
2,000,000 | Welltower, Inc. 3.63%, 03/15/2024 | 2,000,580 | |
64,117,882 | |||
Retail - 0.1% | |||
2,865,000 | Nordstrom, Inc. 2.30%, 04/08/2024 | 2,743,238 | |
Semiconductors - 1.7% | |||
3,232,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 | 3,152,288 | |
1,563,000 | Broadcom, Inc. 3.46%, 09/15/2026 | 1,523,375 | |
5,275,000 | Marvell Technology, Inc. 1.65%, 04/15/2026 | 4,808,604 | |
Microchip Technology, Inc. | |||
5,915,000 | 0.97%, 02/15/2024 | 5,638,946 | |
4,775,000 | 0.98%, 09/01/2024(1) | 4,481,551 | |
2,400,000 | 2.67%, 09/01/2023 | 2,377,714 | |
860,000 | NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024(1) | 876,756 | |
6,265,000 | Qorvo, Inc. 1.75%, 12/15/2024(1) | 5,910,025 | |
Skyworks Solutions, Inc. | |||
795,000 | 0.90%, 06/01/2023 | 775,248 | |
5,610,000 | 1.80%, 06/01/2026 | 5,108,504 | |
34,653,011 | |||
Software - 1.0% | |||
Fidelity National Information Services, Inc. | |||
2,720,000 | 0.60%, 03/01/2024 | 2,581,144 | |
3,000,000 | 1.15%, 03/01/2026 | 2,714,662 | |
1,380,000 | Fiserv, Inc. 3.80%, 10/01/2023 | 1,393,171 | |
3,425,000 | Oracle Corp. 1.65%, 03/25/2026 | 3,095,737 | |
2,189,000 | PTC, Inc. 3.63%, 02/15/2025(1) | 2,120,594 | |
5,150,000 | VMware, Inc. 1.00%, 08/15/2024 | 4,845,481 | |
2,710,000 | Workday, Inc. 3.50%, 04/01/2027 | 2,644,041 | |
19,394,830 | |||
Telecommunications - 1.2% | |||
4,500,000 | AT&T, Inc. 1.70%, 03/25/2026 | 4,158,233 | |
650,000 | Motorola Solutions, Inc. 4.00%, 09/01/2024 | 656,227 | |
1,430,000 | NTT Finance Corp. 1.16%, 04/03/2026(1) | 1,292,107 | |
4,500,000 | Sprint Communications, Inc. 6.00%, 11/15/2022 | 4,567,500 |
94 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 50.3% - (continued) | |||
Telecommunications - 1.2% - (continued) | |||
$ 7,450,000 | Telecom Italia S.p.A. 5.30%, 05/30/2024(1) | $ 7,310,313 | |
2,000,000 | T-Mobile USA, Inc. 3.50%, 04/15/2025 | 1,974,908 | |
Verizon Communications, Inc. | |||
1,000,000 | 0.85%, 11/20/2025 | 913,486 | |
3,000,000 | 1.45%, 03/20/2026 | 2,751,674 | |
23,624,448 | |||
Transportation - 0.4% | |||
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
2,065,000 | 3.45%, 07/01/2024(1) | 2,045,910 | |
1,250,000 | 3.90%, 02/01/2024(1) | 1,254,095 | |
4,450,000 | TTX Co. 3.60%, 01/15/2025(1) | 4,469,096 | |
7,769,101 | |||
Trucking & Leasing - 0.9% | |||
DAE Funding LLC | |||
6,400,000 | 1.55%, 08/01/2024(1) | 5,970,737 | |
1,450,000 | 2.63%, 03/20/2025(1) | 1,358,583 | |
2,500,000 | GATX Corp. 4.35%, 02/15/2024 | 2,534,167 | |
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
3,000,000 | 1.20%, 11/15/2025(1) | 2,724,816 | |
1,500,000 | 2.70%, 03/14/2023(1) | 1,495,210 | |
1,425,000 | 2.70%, 11/01/2024(1) | 1,386,177 | |
2,000,000 | 4.13%, 08/01/2023(1) | 2,014,426 | |
17,484,116 | |||
Total Corporate Bonds (cost $1,075,674,999) | $ 1,012,631,761 | ||
MUNICIPAL BONDS - 0.5% | |||
General - 0.3% | |||
1,000,000 | Chicago, IL, Transit Auth 2.06%, 12/01/2024 | $ 964,628 | |
4,620,000 | State Board of Administration Finance Corp. 1.26%, 07/01/2025 | 4,318,804 | |
5,283,432 | |||
Higher Education - 0.1% | |||
2,630,000 | Chicago, IL, Board of Education, GO 5.28%, 12/01/2022 | 2,659,559 | |
Transportation - 0.1% | |||
1,750,000 | Alameda Corridor, CA, Transportation Auth, (NATL Insured) 0.00%, 10/01/2022(8) | 1,733,886 | |
Total Municipal Bonds (cost $9,950,722) | $ 9,676,877 | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) | |||
Advertising - 0.2% | |||
1,290,000 | ABG Intermediate Holdings 2 LLC 4.00%, 12/21/2028, 1 mo. USD SOFR + 3.500% | $ 1,278,712 | |
982,545 | Clear Channel Outdoor Holdings, Inc. 4.74%, 08/21/2026, 1 mo. USD LIBOR + 3.500% | 957,677 | |
1,354,011 | CMG Media Corp. 4.26%, 12/17/2026, 1 mo. USD LIBOR + 3.500% | 1,333,213 | |
3,569,602 | |||
Aerospace/Defense - 0.2% | |||
683,341 | Spirit Aerosystems, Inc. 4.51%, 01/15/2025, 1 mo. USD LIBOR + 3.750% | 681,312 | |
3,685,922 | TransDigm, Inc. 3.01%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | 3,612,203 | |
4,293,515 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Airlines - 0.3% | |||
$ 1,175,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | $ 1,194,904 | |
495,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | 489,431 | |
933,513 | Kestrel Bidco, Inc. 4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000% | 901,194 | |
455,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 471,494 | |
1,195,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 1,233,336 | |
1,415,700 | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | 1,402,350 | |
5,692,709 | |||
Apparel - 0.0% | |||
996,094 | Birkenstock GmbH & Co. KG 3.75%, 04/28/2028, 1 mo. USD LIBOR + 3.250% | 964,966 | |
Auto Parts & Equipment - 0.3% | |||
1,305,138 | Adient U.S. LLC 4.01%, 04/10/2028, 1 mo. USD LIBOR + 3.250% | 1,293,992 | |
Clarios Global L.P. | |||
EUR 2,013,890 | 3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250% | 2,060,435 | |
$ 1,299,527 | 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | 1,277,331 | |
560,927 | First Brands Group LLC 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 558,650 | |
5,190,408 | |||
Beverages - 0.0% | |||
606,250 | Sunshine Investments B.V. 3.22%, 03/28/2025, 3 mo. USD LIBOR + 2.750% | 600,945 | |
Chemicals - 0.5% | |||
918,075 | Axalta Coating Systems U.S. Holdings, Inc. 2.76%, 06/01/2024, 3 mo. USD LIBOR + 1.750% | 908,398 | |
910,800 | CPC Acquisition Corp. 4.76%, 12/29/2027, 1 mo. USD LIBOR + 3.750% | 860,706 | |
3,990,000 | Diamond (BC) B.V. 3.99%, 09/29/2028, 1 mo. USD LIBOR + 2.750% | 3,844,126 | |
1,159,049 | Element Solutions, Inc. 2.76%, 01/31/2026, 1 mo. USD LIBOR + 2.000% | 1,155,943 | |
Messer Industries GmbH | |||
EUR 102,778 | 2.50%, 03/02/2026, 3 mo. EURIBOR + 2.500% | 106,102 | |
$ 495,401 | 3.51%, 03/02/2026, 3 mo. USD LIBOR + 2.500% | 490,378 | |
260,666 | Starfruit Finco B.V. 4.01%, 10/01/2025, 1 mo. USD LIBOR + 3.000% | 256,646 | |
Tronox Finance LLC | |||
843,074 | 3.22%, 03/10/2028, 1 mo. USD LIBOR + 2.250% | 833,851 | |
1,430,000 | 3.37%, 04/04/2029, 1 mo.USD SOFR + 3.250% | 1,419,275 | |
9,875,425 | |||
Commercial Services - 1.6% | |||
AlixPartners LLP | |||
EUR 198,000 | 3.25%, 02/04/2028, 3 mo. EURIBOR + 3.250% | 205,338 | |
$ 1,910,700 | 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% | 1,888,727 | |
930,457 | Allied Universal Holdco LLC 4.51%, 05/12/2028, 1 mo. USD LIBOR + 3.750% | 905,353 |
95 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Commercial Services - 1.6% - (continued) | |||
Amentum Government Services Holdings LLC | |||
$ 628,800 | 4.26%, 01/29/2027, 1 mo. USD LIBOR + 3.500% | $ 624,279 | |
365,000 | 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 361,806 | |
1,238,775 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | 1,223,910 | |
Belron Finance U.S. LLC | |||
483,750 | 2.69%, 11/13/2025, 3 mo. USD LIBOR + 2.250% | 479,720 | |
782,100 | 3.00%, 04/13/2028, 1 mo. USD LIBOR + 2.500% | 777,705 | |
381,225 | 3.50%, 10/30/2026, 1 mo. USD LIBOR + 2.250% | 378,366 | |
EUR 1,675,000 | Boels Topholding B.V. 3.25%, 02/06/2027, 3 mo. EURIBOR + 3.250% | 1,720,321 | |
240,000 | Boluda Corporacion Maritima S.L. 3.50%, 07/30/2026, 3 mo. EURIBOR + 3.500% | 247,681 | |
$ 1,086,323 | Ensemble RCM LLC 4.99%, 08/03/2026, 3 mo. USD LIBOR + 3.750% | 1,081,662 | |
284 | Fly Funding S.a.r.l. 2.11%, 08/11/2025, 1 mo. USD LIBOR + 1.140% | 275 | |
1,142,742 | Hertz Corp. 4.01%, 06/30/2028, 1 mo. USD LIBOR + 3.250% | 1,137,177 | |
1,990,000 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 1,908,231 | |
1,500,000 | Parexel International Corp. 4.26%, 11/15/2028, 1 mo. USD LIBOR + 3.500% | 1,488,285 | |
1,077,300 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 1,059,794 | |
1,022,275 | Signal Parent, Inc. 4.26%, 04/03/2028, 1 mo. USD LIBOR + 3.500% | 872,133 | |
EUR 465,797 | Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625% | 477,820 | |
Trans Union LLC | |||
$ 1,288,664 | 2.51%, 11/16/2026, 1 mo. USD LIBOR + 1.750% | 1,269,824 | |
1,003,080 | 3.01%, 12/01/2028, 1 mo. USD LIBOR + 2.250% | 991,936 | |
3,488,475 | United Rentals, Inc. 2.51%, 10/31/2025, 3 mo. USD LIBOR + 1.750% | 3,501,557 | |
Verisure Holding AB | |||
EUR 1,510,000 | 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% | 1,542,701 | |
3,280,000 | 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 3,350,824 | |
$ 601,598 | Verscend Holding Corp. 4.76%, 08/27/2025, 1 mo. USD LIBOR + 4.000% | 598,970 | |
2,668,050 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 2,640,382 | |
1,568,700 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 1,403,202 | |
32,137,979 | |||
Construction Materials - 0.8% | |||
2,257,937 | ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% | 1,874,088 | |
1,341,638 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 1,315,221 | |
1,858,901 | Cornerstone Building Brands, Inc. 3.80%, 04/12/2028, 1 mo. USD LIBOR + 3.250% | 1,740,396 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Construction Materials - 0.8% - (continued) | |||
$ 1,009,934 | CP Atlas Buyer, Inc. 4.51%, 11/23/2027, 1 mo. USD LIBOR + 3.750% | $ 947,499 | |
1,220 | Ingersoll-Rand Services Co. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 1,204 | |
1,736,875 | Jeld-Wen, Inc. 3.01%, 07/28/2028, 1 mo. USD LIBOR + 2.250% | 1,711,360 | |
Quikrete Holdings, Inc. | |||
1,942,972 | 3.39%, 02/01/2027, 1 mo. USD LIBOR + 2.625% | 1,887,811 | |
1,750,000 | 3.76%, 06/11/2028, 1 mo. USD LIBOR + 3.000% | 1,702,365 | |
1,770,562 | Rexnord LLC 3.01%, 10/04/2028, 1 mo. USD LIBOR + 2.250% | 1,763,427 | |
2,095,009 | Standard Industries, Inc. 3.79%, 09/22/2028, 1 mo. USD LIBOR + 2.500% | 2,088,137 | |
572,843 | Tamko Building Products LLC 4.00%, 06/01/2026, 1 mo. USD LIBOR + 3.000% | 560,493 | |
15,592,001 | |||
Distribution/Wholesale - 0.5% | |||
2,535,000 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 2,496,722 | |
3,031,799 | Core & Main L.P. 3.20%, 07/27/2028, 1 mo. USD LIBOR + 2.500% | 2,977,469 | |
507,000 | KAR Auction Services, Inc. 3.06%, 09/19/2026, 1 mo. USD LIBOR + 2.250% | 503,831 | |
787,050 | PAI Holdco, Inc. 4.74%, 10/28/2027, 1 mo. USD LIBOR + 3.500% | 776,031 | |
2,506,062 | Univar Solutions USA, Inc. 2.51%, 06/03/2028, 1 mo. USD LIBOR + 1.750% | 2,496,038 | |
9,250,091 | |||
Diversified Financial Services - 0.7% | |||
1,965,459 | Blackhawk Network Holdings, Inc. 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 1,937,372 | |
Deerfield Dakota Holding LLC | |||
EUR 1,965,000 | 4.00%, 04/09/2027, 3 mo. EURIBOR + 4.000% | 2,054,093 | |
$ 2,746,087 | 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | 2,735,350 | |
479,500 | Delos Finance S.a.r.l. 2.76%, 10/06/2023, 3 mo. USD LIBOR + 1.750% | 477,362 | |
2,512,853 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 2,463,777 | |
607,465 | NFP Corp. 4.01%, 02/15/2027, 1 mo. USD LIBOR + 3.250% | 596,507 | |
1,988,176 | Russell Investments U.S. Inst'l Holdco, Inc. 5.00%, 05/30/2025, 1 mo. USD LIBOR + 3.500% | 1,965,192 | |
1,900,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 1,886,149 | |
14,115,802 | |||
Electric - 0.1% | |||
1,217,699 | ExGen Renewables LLC 3.50%, 12/15/2027, 1 mo. USD LIBOR + 2.500% | 1,211,952 | |
Electrical Components & Equipment - 0.0% | |||
750,500 | Energizer Holdings, Inc. 2.94%, 12/22/2027, 1 mo. USD LIBOR + 2.250% | 742,057 |
96 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Electronics - 0.2% | |||
$ 1,890,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(10) | $ 1,878,981 | |
1,091,750 | Ingram Micro, Inc. 4.51%, 06/30/2028, 1 mo. USD LIBOR + 3.500% | 1,087,110 | |
EUR 225,000 | Zephyr German BidCo GmbH 3.40%, 03/10/2028, 3 mo. EURIBOR + 3.400% | 232,090 | |
3,198,181 | |||
Engineering & Construction - 0.3% | |||
$ 759,262 | Artera Services LLC 4.51%, 03/06/2025, 1 mo. USD LIBOR + 3.500% | 709,910 | |
1,905,000 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 1,806,283 | |
2,135,518 | Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% | 2,102,417 | |
349,125 | Fluidra S.A. 2.80%, 01/29/2029, 1 mo. USD SOFR + 2.000% | 345,445 | |
887,775 | KKR Apple Bidco LLC 3.76%, 09/23/2028, 1 mo. USD LIBOR + 3.000% | 877,415 | |
5,841,470 | |||
Entertainment - 0.6% | |||
1,425,381 | Aristocrat Technologies, Inc. 2.81%, 10/19/2024, 3 mo. USD LIBOR + 1.750% | 1,422,260 | |
Crown Finance U.S., Inc. | |||
1,611,054 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 1,226,253 | |
291,405 | 7.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000% | 336,847 | |
143,909 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 152,994 | |
2,733,990 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 2,718,187 | |
1,320,312 | Golden Entertainment, Inc. 3.77%, 10/21/2024, 3 mo. USD LIBOR + 3.000% | 1,314,543 | |
535,000 | Great Canadian Gaming Corp. 4.93%, 11/01/2026, 1 mo. USD LIBOR + 4.000% | 532,726 | |
226,168 | NASCAR Holdings, Inc. 3.26%, 10/19/2026, 3 mo. USD LIBOR + 2.500% | 224,953 | |
884,014 | Penn National Gaming, Inc. 3.01%, 10/15/2025, 3 mo. USD LIBOR + 2.250% | 881,804 | |
1,855,000 | Scientific Games International, Inc. 0.00%, 04/14/2029, 3 mo. USD LIBOR + 3.000%(10) | 1,844,575 | |
2,479,834 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 2,441,471 | |
13,096,613 | |||
Environmental Control - 0.3% | |||
Clean Harbors, Inc. | |||
1,681,259 | 2.51%, 06/28/2024, 3 mo. USD LIBOR + 1.750% | 1,673,559 | |
1,496,250 | 2.76%, 10/08/2028, 1 mo. USD LIBOR + 2.000% | 1,489,517 | |
1,060,000 | Covanta Holding Corp. 3.26%, 11/30/2028, 1 mo. USD LIBOR + 2.500% | 1,054,042 | |
368,150 | Filtration Group Corp. 4.26%, 10/21/2028, 1 mo. USD LIBOR + 3.500% | 363,088 | |
474,087 | U.S. Ecology Holdings, Inc. 3.26%, 11/01/2026, 3 mo. USD LIBOR + 2.500% | 471,618 | |
5,051,824 | |||
Food - 0.5% | |||
343,463 | 8th Avenue Food & Provisions, Inc. 4.51%, 10/01/2025, 3 mo. USD LIBOR + 3.750% | 295,378 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Food - 0.5% - (continued) | |||
$ 1,311,398 | B&G Foods, Inc. 3.26%, 10/10/2026, 1 mo. USD LIBOR + 2.500% | $ 1,283,859 | |
EUR 1,290,000 | Bellis Acquisition Co. plc 2.75%, 02/16/2026, 3 mo. EURIBOR + 2.750% | 1,334,798 | |
$ 1,585,000 | CHG PPC Parent LLC 3.81%, 12/08/2028, 1 mo. USD LIBOR + 3.000% | 1,553,300 | |
Froneri International Ltd. | |||
EUR 1,015,000 | 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% | 1,020,512 | |
$ 938,287 | 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 914,830 | |
793,581 | Hostess Brands LLC 3.36%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | 782,835 | |
U.S. Foods, Inc. | |||
1,150,500 | 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 1,132,242 | |
962,587 | 3.26%, 11/22/2028, 1 mo. USD LIBOR + 2.750% | 955,368 | |
938,498 | UTZ Quality Foods LLC 3.76%, 01/20/2028, 1 mo. USD LIBOR + 3.000% | 928,962 | |
10,202,084 | |||
Food Service - 0.1% | |||
Aramark Services, Inc. | |||
554,934 | 2.51%, 03/11/2025, 1 mo. USD LIBOR + 1.750% | 545,223 | |
951,150 | 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 932,974 | |
1,231,985 | 3.26%, 04/06/2028, 1 mo. USD LIBOR + 2.500% | 1,217,866 | |
2,696,063 | |||
Gas - 0.1% | |||
2,222,163 | UGI Energy Services LLC 4.51%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | 2,215,918 | |
Hand/Machine Tools - 0.1% | |||
1,211,214 | Alliance Laundry Systems LLC 4.52%, 10/08/2027, 1 mo. USD LIBOR + 3.500% | 1,202,990 | |
Healthcare - Products - 0.6% | |||
Agiliti Health, Inc. | |||
831,700 | 3.25%, 01/04/2026, 3 mo. USD LIBOR + 2.275% | 823,383 | |
502,857 | 3.50%, 01/04/2026, 1 mo. USD LIBOR + 2.750% | 497,828 | |
Avantor Funding, Inc. | |||
EUR 709,638 | 2.75%, 06/12/2028, 1 mo. EURIBOR + 2.750% | 741,618 | |
$ 851,988 | 2.76%, 11/21/2024, 1 mo. USD LIBOR + 2.000% | 848,188 | |
3,391,430 | 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 3,365,995 | |
729,487 | Insulet Corp. 4.01%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | 728,269 | |
2,495,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 2,451,337 | |
2,237,598 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 2,215,625 | |
11,672,243 | |||
Healthcare - Services - 1.0% | |||
ADMI Corp. | |||
1,618,650 | 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 1,592,056 |
97 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Healthcare - Services - 1.0% - (continued) | |||
$ 587,050 | 4.26%, 12/23/2027, 1 mo. USD LIBOR + 3.500% | $ 579,712 | |
1,990,000 | AHP Health Partners, Inc. 4.26%, 08/24/2028, 1 mo. USD LIBOR + 3.500% | 1,976,946 | |
EUR 2,495,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 2,533,029 | |
$ 1,236,464 | Catalent Pharma Solutions, Inc. 2.69%, 02/22/2028, 1 mo. USD LIBOR + 2.000% | 1,230,282 | |
EUR 1,090,000 | Cerba Healthcare S.A.S. 3.75%, 06/30/2028, 3 mo. EURIBOR + 3.750% | 1,115,583 | |
950,000 | Elsan S.A.S. 3.50%, 06/16/2028, 3 mo. EURIBOR + 3.500% | 982,840 | |
$ 800,594 | Envision Healthcare Corp. 4.51%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | 486,361 | |
311,826 | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | 310,442 | |
EyeCare Partners LLC | |||
1,516,410 | 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 1,495,832 | |
1,044,000 | 4.76%, 11/15/2028, 1 mo. USD LIBOR + 3.750% | 1,028,340 | |
1,404,387 | Heartland Dental LLC 4.63%, 04/30/2025, 1 mo. USD LIBOR + 4.000% | 1,392,857 | |
600,527 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 596,677 | |
490,000 | ICU Medical, Inc. 3.00%, 01/08/2029, 1 mo. USD SOFR + 2.500% | 487,672 | |
IQVIA, Inc. | |||
EUR 532,882 | 2.00%, 06/11/2025, 1 mo. EURIBOR + 2.000% | 552,045 | |
$ 499,144 | 2.51%, 03/07/2024, 1 mo. USD LIBOR + 1.750% | 496,149 | |
EUR 925,000 | LGC Group Holdings Ltd. 3.00%, 04/21/2027, 3 mo. EURIBOR + 3.000% | 942,534 | |
$ 698,862 | MED ParentCo L.P. 5.01%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | 684,452 | |
Medical Solutions Holdings, Inc. | |||
80,800 | 3.50%, 11/01/2028, 1 mo. USD LIBOR + 3.500%(11) | 80,012 | |
424,200 | 4.51%, 11/01/2028, 1 mo. USD LIBOR + 3.500% | 420,064 | |
2,046,474 | Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% | 2,025,722 | |
21,009,607 | |||
Holding Companies-Diversified - 0.1% | |||
EUR 1,445,000 | IVC Acquisition Ltd. 0.00%, 02/13/2026, 3 mo. EURIBOR + 4.000%(10) | 1,504,159 | |
Home Builders - 0.1% | |||
$ 748,125 | Installed Building Products, Inc. 3.01%, 12/14/2028, 1 mo. USD LIBOR + 2.250% | 745,506 | |
1,126,488 | Tecta America Corp. 5.01%, 04/10/2028, 1 mo. USD LIBOR + 4.250% | 1,105,366 | |
1,850,872 | |||
Home Furnishings - 0.1% | |||
1,308,425 | Mattress Firm, Inc. 5.64%, 09/25/2028, 1 mo. USD LIBOR + 4.250% | 1,247,910 | |
791,135 | Weber-Stephen Products LLC 4.01%, 10/30/2027, 1 mo. USD LIBOR + 3.250% | 766,016 | |
2,013,926 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Insurance - 0.9% | |||
Acrisure LLC | |||
$ 2,179,846 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | $ 2,144,881 | |
369,075 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | 366,001 | |
915,400 | Alliant Holdings Intermediate LLC 4.05%, 11/06/2027, 1 mo. USD LIBOR + 3.500% | 908,077 | |
295,000 | AssuredPartners, Inc. 4.20%, 02/12/2027, 1 mo. USD SOFR + 3.500% | 290,575 | |
Asurion LLC | |||
1,020,177 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 1,014,893 | |
2,798,561 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 2,733,270 | |
866,250 | 4.01%, 07/31/2027, 1 mo. USD LIBOR + 3.250% | 845,677 | |
1,055,000 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 1,022,358 | |
1,240,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 1,201,560 | |
Hub International Ltd. | |||
1,333,063 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 1,314,733 | |
1,075,143 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 1,068,714 | |
978,693 | Ryan Specialty Group LLC 3.80%, 09/01/2027, 1 mo. USD LIBOR + 3.000% | 974,719 | |
Sedgwick Claims Management Services, Inc. | |||
1,730,408 | 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 1,712,031 | |
1,634,022 | 4.51%, 09/03/2026, 1 mo. USD LIBOR + 3.750% | 1,624,104 | |
164,900 | 5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250% | 164,634 | |
1,676,529 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 1,659,764 | |
19,045,991 | |||
Internet - 0.5% | |||
Adevinta ASA | |||
EUR 800,000 | 3.00%, 06/26/2028, 3 mo. EURIBOR + 3.000% | 831,833 | |
$ 545,875 | 3.76%, 06/26/2028, 1 mo. USD LIBOR + 2.750% | 539,619 | |
1,456,481 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 1,389,731 | |
Go Daddy Operating Co. LLC | |||
1,095,227 | 2.51%, 02/15/2024, 1 mo. USD LIBOR + 1.750% | 1,084,077 | |
957,938 | 2.76%, 08/10/2027, 1 mo. USD LIBOR + 2.000% | 946,442 | |
1,250,626 | MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 1,243,673 | |
2,000,000 | NortonLifeLock, Inc. 0.00%, 01/28/2029, 3 mo. USD LIBOR + 2.000%(10) | 1,965,000 | |
1,142,137 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 1,122,630 | |
504,900 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 466,401 | |
9,589,406 | |||
Investment Company Security - 0.0% | |||
523,130 | FinCo LLC 3.26%, 06/27/2025, 1 mo. USD LIBOR + 2.500% | 519,468 |
98 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
IT Services - 0.4% | |||
$ 1,895,887 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | $ 1,878,995 | |
Science Applications International Corp. | |||
1,765,508 | 2.64%, 10/31/2025, 1 mo. USD LIBOR + 1.875% | 1,762,207 | |
1,590,667 | 2.64%, 03/12/2027, 1 mo. USD LIBOR + 1.875% | 1,584,304 | |
560,721 | Surf Holdings LLC 4.11%, 03/05/2027, 1 mo. USD LIBOR + 3.500% | 554,491 | |
Tempo Acquisition LLC | |||
423,937 | 3.50%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 420,495 | |
1,633,187 | 3.70%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 1,619,925 | |
7,820,417 | |||
Leisure Time - 0.4% | |||
Carnival Corp. | |||
1,422,435 | 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% | 1,397,798 | |
1,675,800 | 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 1,648,568 | |
2,223,200 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | 2,196,344 | |
982,575 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 964,397 | |
730,000 | Penn National Gaming, Inc. 0.00%, 05/03/2029, 3 mo. USD LIBOR + 2.750%(10) | 726,350 | |
574,191 | SRAM LLC 3.30%, 05/18/2028, 1 mo. USD LIBOR + 2.750% | 568,450 | |
7,501,907 | |||
Lodging - 0.3% | |||
Caesars Resort Collection LLC | |||
2,894,893 | 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 2,879,753 | |
738,750 | 4.26%, 07/21/2025, 1 mo. USD LIBOR + 3.500% | 735,566 | |
948,792 | Four Seasons Hotels Ltd. 2.76%, 11/30/2023, 3 mo. USD LIBOR + 2.000% | 945,680 | |
974,847 | Hilton Worldwide Finance LLC 2.37%, 06/22/2026, 3 mo. USD LIBOR + 1.750% | 962,661 | |
1,000,835 | Station Casinos LLC 3.76%, 02/08/2027, 1 mo. USD LIBOR + 2.250% | 987,383 | |
6,511,043 | |||
Machinery - Construction & Mining - 0.1% | |||
1,852,847 | Brookfield WEC Holdings, Inc. 3.51%, 08/01/2025, 1 mo. USD LIBOR + 2.750% | 1,817,810 | |
Machinery-Diversified - 0.1% | |||
962,734 | Gardner Denver, Inc. 2.55%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 949,632 | |
1,856,060 | Vertical U.S. Newco, Inc. 4.02%, 07/30/2027, 1 mo. USD LIBOR + 3.500% | 1,836,348 | |
2,785,980 | |||
Media - 1.3% | |||
830,850 | Altice Financing S.A. 3.79%, 01/31/2026, 3 mo. USD LIBOR + 2.750% | 813,020 | |
Banijay Entertainment S.A.S | |||
EUR 370,000 | 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750% | 385,866 | |
$ 674,725 | 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 670,171 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Media - 1.3% - (continued) | |||
$ 2,823,662 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | $ 2,789,779 | |
1,590,700 | Charter Communications Operating LLC 2.52%, 02/01/2027, 1 mo. USD LIBOR + 1.750% | 1,569,830 | |
CSC Holdings LLC | |||
900,125 | 2.80%, 07/17/2025, 3 mo. USD LIBOR + 2.250% | 881,447 | |
1,209,375 | 2.80%, 01/15/2026, 3 mo. USD LIBOR + 2.250% | 1,185,188 | |
1,078,244 | 3.05%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | 1,056,010 | |
1,122,125 | DirecTV Financing LLC 5.76%, 08/02/2027, 1 mo. USD LIBOR + 5.000% | 1,116,402 | |
E.W. Scripps Co. | |||
688,789 | 3.33%, 05/01/2026, 1 mo. USD LIBOR + 2.563% | 681,150 | |
731,500 | 3.51%, 01/07/2028, 1 mo. USD LIBOR + 2.750% | 727,843 | |
1,193,748 | Gray Television, Inc. 2.96%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | 1,184,174 | |
1,065,296 | Nexstar Broadcasting, Inc. 2.96%, 09/18/2026, 1 mo. USD LIBOR + 2.500% | 1,054,813 | |
870,536 | Sinclair Television Group, Inc. 3.27%, 09/30/2026, 1 mo. USD LIBOR + 2.500% | 837,891 | |
2,630,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 2,570,825 | |
Virgin Media Bristol LLC | |||
2,325,000 | 3.05%, 01/31/2028, 1 mo. USD LIBOR + 2.500% | 2,290,660 | |
EUR 800,000 | 3.25%, 01/31/2029, 3 mo. EURIBOR + 3.250% | 832,617 | |
$ 585,000 | 3.80%, 01/31/2029, 1 mo. USD LIBOR + 3.250% | 581,636 | |
EUR 1,400,000 | Virgin Media SFA Finance Ltd. 2.50%, 01/31/2029, 3 mo. EURIBOR + 2.500% | 1,428,930 | |
1,310,000 | Ziggo B.V. 3.00%, 01/31/2029, 3 mo. EURIBOR + 3.000% | 1,326,125 | |
$ 1,345,000 | Ziggo Financing Partnership 3.05%, 04/30/2028, 1 mo. USD LIBOR + 2.500% | 1,316,419 | |
25,300,796 | |||
Mining - 0.0% | |||
744,375 | American Rock Salt Company LLC 4.76%, 06/09/2028, 1 mo. USD LIBOR + 4.000% | 736,745 | |
Miscellaneous Manufacturing - 0.1% | |||
EUR 1,487,723 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | 1,536,970 | |
$ 500,838 | Momentive Performance Materials USA LLC 4.02%, 05/15/2024, 3 mo. USD LIBOR + 3.250% | 496,771 | |
2,033,741 | |||
Oil & Gas - 0.0% | |||
743,138 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 741,280 | |
Packaging & Containers - 0.4% | |||
Berlin Packaging LLC | |||
1,831,535 | 3.80%, 03/11/2028, 1 mo. USD LIBOR + 3.750% | 1,801,388 | |
781,075 | 4.28%, 03/11/2028, 1 mo. USD LIBOR + 3.750% | 770,983 | |
189,261 | Berry Global, Inc. 2.24%, 07/01/2026, 1 mo. USD LIBOR + 1.750% | 186,151 |
99 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Packaging & Containers - 0.4% - (continued) | |||
$ 1,190,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | $ 1,173,495 | |
329,175 | Pretium PKG Holdings, Inc. 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 319,135 | |
1,282,082 | Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% | 1,260,454 | |
1,945,889 | TricorBraun Holdings, Inc. 4.01%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 1,902,379 | |
7,413,985 | |||
Pharmaceuticals - 1.0% | |||
Bausch Health Cos., Inc. | |||
1,015,000 | 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250%(10) | 980,744 | |
876,342 | 3.51%, 11/27/2025, 3 mo. USD LIBOR + 2.750% | 870,207 | |
638,298 | 3.76%, 06/02/2025, 3 mo. USD LIBOR + 3.000% | 634,443 | |
974,485 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 972,098 | |
4,991,814 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 4,885,738 | |
1,425,225 | Endo Luxembourg Finance Co. S.a.r.l. 5.81%, 03/27/2028, 1 mo. USD LIBOR + 5.000% | 1,318,689 | |
1,621,678 | Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | 1,614,591 | |
1,831,500 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 1,807,617 | |
149,622 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 148,663 | |
1,731,913 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 1,728,449 | |
1,807,812 | Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 1,797,653 | |
743,196 | Packaging Coordinators Midco, Inc. 4.76%, 11/30/2027, 1 mo. USD LIBOR + 3.750% | 738,551 | |
1,888,984 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 1,870,491 | |
840,000 | Prestige Brands, Inc. 2.76%, 07/03/2028, 1 mo. USD LIBOR + 2.000% | 837,547 | |
20,205,481 | |||
Pipelines - 0.3% | |||
502,297 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 499,158 | |
725,269 | Buckeye Partners L.P. 2.71%, 11/01/2026, 1 mo. USD LIBOR + 2.250% | 719,699 | |
904,478 | DT Midstream, Inc. 2.50%, 06/26/2028, 1 mo. USD LIBOR + 2.000% | 902,787 | |
2,193,284 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | 2,186,441 | |
757,525 | NorthRiver Midstream Finance L.P. 4.22%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | 752,131 | |
917,700 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% | 912,221 | |
620,562 | Traverse Midstream Partners LLC 5.94%, 09/27/2024, 1 mo. USD LIBOR + 4.250% | 617,974 | |
6,590,411 | |||
Real Estate - 0.0% | |||
EUR 640,000 | Blitz GmbH 3.50%, 04/28/2028, 3 mo. EURIBOR + 3.500% | 661,300 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Retail - 1.6% | |||
$ 905,450 | At Home Group, Inc. 4.97%, 07/24/2028, 1 mo. USD LIBOR + 4.000% | $ 810,378 | |
1,754,541 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 1,719,082 | |
1,988,977 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 1,964,115 | |
869,208 | EG Group Ltd. 5.25%, 03/31/2026, 1 mo. USD LIBOR + 4.250% | 850,086 | |
947,837 | Foundation Building Materials Holding Co. LLC 4.49%, 01/31/2028, 1 mo. USD LIBOR + 3.250% | 913,478 | |
3,071,242 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 3,036,690 | |
1,029,527 | Harbor Freight Tools USA, Inc. 3.51%, 10/19/2027, 1 mo. USD LIBOR + 2.750% | 992,371 | |
IRB Holding Corp. | |||
1,189,937 | 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 1,172,088 | |
467,940 | 3.76%, 02/05/2025, 1 mo. USD LIBOR + 2.750% | 463,391 | |
1,724,330 | KFC Holding Co. 2.30%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 1,713,191 | |
2,716,683 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 2,558,218 | |
1,708,375 | Les Schwab Tire Centers 4.00%, 11/02/2027, 1 mo. USD LIBOR + 3.250% | 1,682,032 | |
1,736,875 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 1,580,018 | |
1,351,350 | Petco Health and Wellness Co., Inc. 4.26%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 1,336,877 | |
1,141,375 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 1,129,391 | |
4,477,500 | Pilot Travel Centers LLC 2.70%, 08/04/2028, 1 mo. USD LIBOR + 2.000% | 4,416,740 | |
560,000 | Specialty Building Products Holdings LLC 4.30%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 530,253 | |
SRS Distribution, Inc. | |||
673,312 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 648,063 | |
2,213,275 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 2,130,277 | |
986,176 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 943,820 | |
1,452,921 | White Cap Buyer LLC 4.45%, 10/19/2027, 1 mo. USD SOFR + 3.750% | 1,417,049 | |
32,007,608 | |||
Semiconductors - 0.4% | |||
829,646 | CMC Materials, Inc. 2.81%, 11/17/2025, 1 mo. USD LIBOR + 2.000% | 825,497 | |
Entegris, Inc. | |||
1,380,000 | 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(10) | 1,379,572 | |
552,812 | 2.76%, 11/06/2025, 3 mo. USD LIBOR + 2.000% | 553,504 | |
MKS Instruments, Inc. | |||
2,240,000 | 0.00%, 10/21/2028(10) | 2,228,800 | |
2,500,000 | 0.00%, 04/08/2029(10) | 2,487,500 | |
556,451 | ON Semiconductor Corp. 2.76%, 09/19/2026, 1 mo. USD LIBOR + 2.000% | 553,903 | |
502,475 | Synaptics, Inc. 2.75%, 12/02/2028, 1 mo. USD LIBOR + 2.250% | 499,837 | |
8,528,613 |
100 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Software - 1.7% | |||
Athenahealth, Inc. | |||
$ 105,073 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(11) | $ 103,496 | |
619,928 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 610,629 | |
1,117,200 | CCC Intelligent Solutions, Inc. 3.26%, 09/21/2028, 3 mo. USD LIBOR + 2.250% | 1,101,838 | |
EUR 850,000 | Concorde Midco Ltd. 4.00%, 03/01/2028, 3 mo. EURIBOR + 4.000% | 888,862 | |
$ 2,433,683 | DCert Buyer, Inc. 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 2,421,515 | |
4,928,699 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 4,886,805 | |
1,917,276 | E2open LLC 4.00%, 02/04/2028, 1 mo. USD LIBOR + 3.500% | 1,907,096 | |
526,500 | Emerald TopCo, Inc. 4.74%, 07/24/2026, 1 mo. USD LIBOR + 3.500% | 518,508 | |
535,000 | EP Purchaser LLC 4.51%, 11/06/2028, 1 mo. USD LIBOR + 3.500% | 532,769 | |
536,145 | Epicor Software Corp. 4.01%, 07/30/2027, 1 mo. USD LIBOR + 3.250% | 532,269 | |
1,001,181 | Finastra USA, Inc. 4.74%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | 970,054 | |
1,580,985 | Hyland Software, Inc. 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 1,574,155 | |
2,220,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 2,158,950 | |
1,260,000 | Mitchell International, Inc. 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 1,238,744 | |
365,000 | Mitnick Corporate Purchaser, Inc. 0.00%, 05/02/2029, 3 mo. USD LIBOR + 4.750%(10) | 363,905 | |
306,077 | Navicure, Inc. 4.76%, 10/22/2026, 1 mo. USD LIBOR + 4.000% | 305,505 | |
1,015,585 | Playtika Holding Corp. 3.51%, 03/13/2028, 1 mo. USD LIBOR + 2.750% | 1,003,906 | |
2,099,450 | Polaris Newco LLC 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 2,074,949 | |
124,063 | Press Ganey Holdings, Inc. 4.99%, 07/24/2026, 1 mo. USD LIBOR + 3.750% | 122,900 | |
2,189,000 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 2,152,072 | |
550,673 | Seattle Spinco, Inc. 3.51%, 06/21/2024, 3 mo. USD LIBOR + 2.750% | 543,448 | |
241,767 | SS&C European Holdings S.a.r.l. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 238,059 | |
1,770,839 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 1,745,471 | |
Ultimate Software Group, Inc. | |||
1,535,878 | 4.21%, 05/04/2026, 1 mo. USD LIBOR + 3.250% | 1,518,599 | |
628,875 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 625,404 | |
196,471 | Verint Systems, Inc. 2.46%, 06/28/2024, 3 mo. USD LIBOR + 2.000% | 194,834 | |
3,505,674 | Zelis Healthcare Corp. 3.96%, 09/30/2026, 1 mo. USD LIBOR + 3.500% | 3,479,732 | |
33,814,474 | |||
Telecommunications - 0.6% | |||
1,639,759 | Altice France S.A. 4.73%, 01/31/2026, 3 mo. USD LIBOR + 3.688% | 1,620,803 | |
1,006,825 | CenturyLink, Inc. 3.01%, 03/15/2027, 1 mo. USD LIBOR + 2.250% | 962,988 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 19.9%(9) - (continued) | |||
Telecommunications - 0.6% - (continued) | |||
$ 1,693,519 | Ciena Corp. 2.34%, 09/26/2025, 1 mo. USD LIBOR + 1.750% | $ 1,682,934 | |
485,100 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 476,208 | |
1,344,926 | Level 3 Financing, Inc. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 1,298,190 | |
Lorca Finco plc | |||
EUR 1,390,000 | 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 1,429,545 | |
1,237,234 | 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% | 1,289,949 | |
$ 698,250 | Numericable Group S.A. 3.99%, 07/31/2025, 3 mo. USD LIBOR + 2.750% | 684,578 | |
825,850 | Xplornet Communications, Inc. 4.76%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 811,398 | |
581,216 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 576,375 | |
1,898,776 | Zayo Group Holdings, Inc. 3.76%, 03/09/2027, 1 mo. USD LIBOR + 3.000% | 1,798,730 | |
12,631,698 | |||
Textiles - 0.2% | |||
3,225,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 3,145,730 | |
Transportation - 0.3% | |||
1,766,768 | First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% | 1,731,433 | |
2,737,890 | Genesee & Wyoming, Inc. 3.01%, 12/30/2026, 1 mo. USD LIBOR + 2.000% | 2,711,935 | |
663,317 | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | 654,747 | |
1,786,500 | Savage Enterprises LLC 3.89%, 09/15/2028, 1 mo. USD LIBOR + 3.250% | 1,771,154 | |
6,869,269 | |||
Total Senior Floating Rate Interests (cost $410,668,799) | $ 401,066,555 | ||
U.S. GOVERNMENT AGENCIES - 3.1% | |||
Mortgage-Backed Agencies - 3.1% | |||
FHLMC - 1.4% | |||
1,320,273 | 1.00%, 05/25/2033 | $ 1,231,665 | |
5,124,327 | 1.00%, 01/15/2041 | 4,749,715 | |
3,299,798 | 1.00%, 05/15/2041 | 3,113,982 | |
1,602,074 | 1.00%, 06/15/2044 | 1,510,226 | |
1,542,613 | 1.25%, 07/15/2031 | 1,517,820 | |
507,183 | 1.50%, 01/15/2027 | 503,104 | |
1,309,685 | 1.62%, 11/25/2048, 1 mo. USD LIBOR + 0.950%(1)(2) | 1,300,452 | |
2,017,922 | 2.00%, 09/15/2041 | 1,916,738 | |
2,514,494 | 2.50%, 12/15/2042 | 2,378,669 | |
2,188,048 | 3.00%, 04/01/2031 | 2,175,388 | |
374,124 | 3.50%, 04/01/2027 | 376,232 | |
3,058,032 | 3.50%, 03/01/2032 | 3,067,781 | |
146,114 | 3.50%, 09/15/2043 | 145,697 | |
442,634 | 3.75%, 05/15/2039(4) | 444,399 | |
3,111,499 | 5.37%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(2) | 3,239,890 | |
27,671,758 | |||
FNMA - 1.3% | |||
1,079,694 | 1.50%, 11/25/2042 | 1,023,474 | |
114,224 | 1.75%, 05/25/2040 | 113,936 | |
2,473,573 | 2.00%, 04/25/2034 | 2,426,393 |
101 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 3.1% - (continued) | |||
Mortgage-Backed Agencies - 3.1% - (continued) | |||
FNMA - 1.3% - (continued) | |||
$ 2,494,994 | 2.00%, 12/25/2042 | $ 2,260,687 | |
3,976,977 | 2.50%, 03/25/2035 | 3,860,243 | |
3,504,954 | 3.00%, 02/25/2043 | 3,307,263 | |
80,406 | 3.00%, 04/25/2043 | 80,036 | |
936,777 | 3.00%, 05/25/2047 | 917,833 | |
2,772,765 | 3.25%, 11/25/2043 | 2,722,769 | |
428,409 | 3.50%, 11/01/2026 | 429,791 | |
1,516,806 | 3.50%, 12/01/2026 | 1,525,929 | |
194,327 | 3.50%, 12/01/2028 | 195,497 | |
3,051,490 | 3.50%, 10/25/2035 | 3,021,105 | |
1,506,353 | 3.50%, 07/25/2045 | 1,499,428 | |
714,836 | 3.50%, 05/25/2056 | 700,599 | |
2,540,926 | 4.00%, 11/25/2041 | 2,525,318 | |
26,610,301 | |||
GNMA - 0.4% | |||
1,636,425 | 2.00%, 05/20/2046 | 1,531,009 | |
4,216,259 | 2.50%, 10/20/2041 | 4,123,184 | |
2,051,822 | 2.50%, 07/20/2042 | 2,004,639 | |
717,987 | 3.00%, 08/20/2045 | 708,651 | |
820,498 | 3.50%, 05/20/2048 | 814,302 | |
81,230 | 5.00%, 08/20/2039 | 84,159 | |
9,265,944 | |||
Total U.S. Government Agencies (cost $65,963,394) | $ 63,548,003 | ||
U.S. GOVERNMENT SECURITIES - 1.9% | |||
U.S. Treasury Securities - 1.9% | |||
U.S. Treasury Notes - 1.9% | |||
10,000,000 | 0.13%, 05/15/2023 | $ 9,791,406 | |
5,000,000 | 0.13%, 02/15/2024 | 4,781,836 | |
10,000,000 | 0.25%, 06/15/2024 | 9,487,109 | |
5,000,000 | 1.38%, 02/15/2023 | 4,980,274 | |
10,000,000 | 1.50%, 02/15/2025 | 9,632,031 | |
Total U.S. Government Securities (cost $39,896,856) | $ 38,672,656 | ||
Total Long-Term Investments (Cost $2,049,763,749) | $ 1,952,074,921 | ||
SHORT-TERM INVESTMENTS - 1.8% | |||
Repurchase Agreements - 1.8% | |||
35,764,409 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $35,765,124; collateralized by U.S. Treasury Note at 1.375%, maturing 11/15/2031, with a market value of $17,758,913; and collateralized by U.S. Treasury Bond at 4.500%, maturing 05/15/2038, with a market value of $18,720,863 | $ 35,764,409 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.8% - (continued) | |||
Securities Lending Collateral - 0.0% | |||
203,636 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(12) | $ 203,636 | |
493,979 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(12) | 493,979 | |
697,615 | |||
Total Short-Term Investments (cost $36,462,024) | $ 36,462,024 | ||
Total Investments (cost $2,086,225,773) | 98.7% | $ 1,988,536,945 | |
Other Assets and Liabilities | 1.3% | 26,121,631 | |
Total Net Assets | 100.0% | $ 2,014,658,576 |
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. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $751,947,792, representing 37.3% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(6) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(7) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $425,434, representing 0.0% of net assets. |
(8) | Security is a zero-coupon bond. |
102 |
April 30, 2022 (Unaudited)
(9) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(10) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(11) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $183,508, which represents 0.0% of total net assets. |
(12) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 1,631 | 06/30/2022 | $ 343,835,188 | $ (6,466,905) | ||||
Short position contracts: | ||||||||
U.S. Treasury 5-Year Note Future | 1,690 | 06/30/2022 | $ 190,415,469 | $ 8,505,481 | ||||
U.S. Treasury 10-Year Note Future | 264 | 06/21/2022 | 31,457,250 | 1,863,448 | ||||
Total | $ 10,368,929 | |||||||
Total futures contracts | $ 3,902,024 |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,614,000 | EUR | 2,775,676 | USD | BCLY | 05/06/2022 | $ (17,398) | ||||
2,870,054 | USD | 2,614,000 | EUR | UBS | 05/06/2022 | 111,776 | ||||
39,472,661 | USD | 36,945,203 | EUR | BCLY | 05/31/2022 | 446,437 | ||||
2,779,553 | USD | 2,614,000 | EUR | BCLY | 06/07/2022 | 17,175 | ||||
Total foreign currency contracts | $ 557,990 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 426,479,069 | $ — | $ 426,479,069 | $ — | ||||
Corporate Bonds | 1,012,631,761 | — | 1,012,631,761 | — | ||||
Municipal Bonds | 9,676,877 | — | 9,676,877 | — | ||||
Senior Floating Rate Interests | 401,066,555 | — | 401,066,555 | — | ||||
U.S. Government Agencies | 63,548,003 | — | 63,548,003 | — | ||||
U.S. Government Securities | 38,672,656 | — | 38,672,656 | — | ||||
Short-Term Investments | 36,462,024 | 697,615 | 35,764,409 | — | ||||
Foreign Currency Contracts(2) | 575,388 | — | 575,388 | — | ||||
Futures Contracts(2) | 10,368,929 | 10,368,929 | — | — | ||||
Total | $ 1,999,481,262 | $ 11,066,544 | $ 1,988,414,718 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (17,398) | $ — | $ (17,398) | $ — | ||||
Futures Contracts(2) | (6,466,905) | (6,466,905) | — | — | ||||
Total | $ (6,484,303) | $ (6,466,905) | $ (17,398) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
103 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% | |||
Asset-Backed - Automobile - 1.6% | |||
American Credit Acceptance Receivables Trust | |||
$ 5,750,000 | 3.64%, 05/15/2028(1) | $ 5,371,228 | |
7,760,000 | 4.21%, 07/13/2028(1) | 7,281,421 | |
2,100,000 | Carvana Auto Receivables Trust 4.55%, 01/10/2028(1) | 2,011,537 | |
DT Auto Owner Trust | |||
7,450,000 | 1.31%, 05/17/2027(1) | 6,817,024 | |
1,785,000 | 3.34%, 07/17/2028(1) | 1,665,143 | |
Exeter Automobile Receivables Trust | |||
6,500,000 | 1.55%, 06/15/2027 | 6,064,806 | |
3,340,000 | 5.56%, 06/15/2027(1) | 3,317,963 | |
Santander Bank Auto Credit-Linked Notes | |||
467,941 | 3.27%, 12/15/2031(1) | 458,134 | |
1,000,000 | 5.00%, 12/15/2031(1) | 947,703 | |
1,200,000 | 6.17%, 12/15/2031(1) | 1,135,418 | |
369,701 | Securitized Term Auto Loan Receivables Trust 4.57%, 03/25/2026(1) | 372,383 | |
Westlake Automobile Receivables Trust | |||
1,830,000 | 3.42%, 04/15/2027(1) | 1,709,601 | |
8,830,000 | 3.66%, 12/15/2027(1) | 8,162,253 | |
45,314,614 | |||
Asset-Backed - Credit Card - 0.4% | |||
Mercury Financial Credit Card Master Trust | |||
7,750,000 | 5.20%, 09/21/2026(1) | 7,525,349 | |
4,000,000 | 6.26%, 03/20/2026(1) | 3,906,400 | |
11,431,749 | |||
Asset-Backed - Finance & Insurance - 2.0% | |||
2,875,000 | Ares CLO Ltd. 6.84%, 07/22/2030, 3 mo. USD LIBOR + 5.700%(1)(2) | 2,684,494 | |
2,183,000 | Atlas Senior Loan Fund Ltd. 6.96%, 07/26/2031, 3 mo. USD LIBOR + 5.750%(1)(2) | 1,884,128 | |
305,000 | Ballyrock CLO Ltd. 8.06%, 01/20/2034, 3 mo. USD LIBOR + 7.000%(1)(2) | 296,869 | |
1,500,000 | Burnham Park CLO Ltd. 6.46%, 10/20/2029, 3 mo. USD LIBOR + 5.400%(1)(2) | 1,450,603 | |
2,981,250 | Carlyle US CLO Ltd. 6.36%, 01/20/2030, 3 mo. USD LIBOR + 5.300%(1)(2) | 2,630,953 | |
CIFC Funding Ltd. | |||
2,660,000 | 5.99%, 04/19/2029, 3 mo. USD LIBOR + 4.950%(1)(2) | 2,487,643 | |
2,270,000 | 7.89%, 01/15/2034, 3 mo. USD LIBOR + 6.850%(1)(2) | 2,239,816 | |
2,500,000 | Dryden 64 CLO Ltd. 6.64%, 04/18/2031, 3 mo. USD LIBOR + 5.600%(1)(2) | 2,425,825 | |
18,616 | Equity One Mortgage Pass-Through Trust 5.46%, 12/25/2033(3) | 15,257 | |
4,899,990 | Madison Park Funding Ltd. 6.94%, 10/22/2030, 3 mo. USD LIBOR + 5.800%(1)(2) | 4,614,948 | |
3,400,000 | Oaktree CLO Ltd. 8.29%, 10/20/2032, 3 mo. USD LIBOR + 7.230%(1)(2) | 3,302,801 | |
Octagon Investment Partners Ltd. | |||
5,000,000 | 6.79%, 07/17/2030, 3 mo. USD LIBOR + 5.750%(1)(2) | 4,663,575 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% - (continued) | |||
Asset-Backed - Finance & Insurance - 2.0% - (continued) | |||
$ 2,825,000 | 6.99%, 07/15/2030, 3 mo. USD LIBOR + 5.950%(1)(2) | $ 2,654,861 | |
3,000,000 | Octagon Loan Funding Ltd. 6.49%, 11/18/2031, 3 mo. USD LIBOR + 6.000%(1)(2) | 2,820,633 | |
4,910,000 | Palmer Square Loan Funding Ltd. 8.57%, 07/20/2029, 3 mo. USD LIBOR + 7.510%(1)(2) | 4,752,026 | |
2,000,000 | Sound Point CLO Ltd. 7.96%, 10/20/2028, 3 mo. USD LIBOR + 6.900%(1)(2) | 1,896,360 | |
6,750,000 | Stewart Park CLO Ltd. 6.32%, 01/15/2030, 3 mo. USD LIBOR + 5.280%(1)(2) | 6,279,586 | |
4,250,000 | Symphony CLO Ltd. 7.14%, 10/15/2031, 3 mo. USD LIBOR + 6.100%(1)(2) | 4,021,469 | |
6,150,000 | Webster Park CLO Ltd. 6.56%, 07/20/2030, 3 mo. USD LIBOR + 5.500%(1)(2) | 5,855,581 | |
56,977,428 | |||
Asset-Backed - Home Equity - 0.1% | |||
GSAA Home Equity Trust | |||
466,690 | 0.81%, 12/25/2046, 1 mo. USD LIBOR + 0.140%(2) | 163,119 | |
803,363 | 0.83%, 02/25/2037, 1 mo. USD LIBOR + 0.160%(2) | 291,976 | |
836,446 | 1.03%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(2) | 280,679 | |
574,627 | 1.13%, 04/25/2047, 1 mo. USD LIBOR + 0.460%(2) | 329,086 | |
2,020,400 | Morgan Stanley Mortgage Loan Trust 1.01%, 11/25/2036, 1 mo. USD LIBOR + 0.340%(2) | 727,713 | |
Soundview Home Loan Trust | |||
2,251,000 | 0.91%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2) | 2,097,464 | |
103,105 | 1.17%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(2) | 99,099 | |
3,989,136 | |||
Commercial Mortgage-Backed Securities - 1.7% | |||
2,060,000 | BAMLL Commercial Mortgage Securities Trust 3.84%, 11/05/2032(1)(3) | 1,513,591 | |
BANK XA | |||
6,532,401 | 0.71%, 11/15/2062(3)(4) | 241,957 | |
5,339,532 | 0.81%, 12/15/2052(3)(4) | 229,469 | |
12,371,332 | 1.00%, 01/15/2063(3)(4) | 667,839 | |
9,299,970 | 1.04%, 05/15/2062(3)(4) | 470,448 | |
BBCMS Mortgage Trust | |||
2,490,000 | 1.10%, 04/15/2053(3)(4) | 170,269 | |
4,330,546 | 1.74%, 04/15/2053(3)(4) | 374,548 | |
Benchmark Mortgage Trust | |||
15,258,045 | 1.39%, 03/15/2062(3)(4) | 935,825 | |
8,672,762 | 1.63%, 01/15/2054(3)(4) | 876,919 | |
1,742,000 | BX Commercial Mortgage Trust 3.40%, 09/15/2036, 1 mo. USD LIBOR + 2.850%(1)(2) | 1,689,697 | |
1,120,000 | BX Trust 5.48%, 06/15/2023, 1 mo. USD LIBOR + 4.930%(1)(2) | 1,090,197 | |
10,165,000 | BXSC Commercial Mortgage Trust 4.64%, 03/15/2035, 1 mo. USD SOFR + 4.134%(1)(2) | 10,063,239 |
104 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% - (continued) | |||
Commercial Mortgage-Backed Securities - 1.7% - (continued) | |||
$ 2,260,000 | CAMB Commercial Mortgage Trust 3.80%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(2) | $ 2,206,173 | |
180,000 | Citigroup Commercial Mortgage Trust 4.76%, 03/10/2047(1)(3) | 171,418 | |
Commercial Mortgage Trust | |||
981,000 | 4.75%, 10/15/2045(1)(3) | 506,294 | |
1,350,000 | 4.81%, 08/10/2047(3) | 1,295,023 | |
2,620 | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | 2,564 | |
DBJPM Mortgage Trust | |||
20,468,189 | 1.58%, 08/10/2049(3)(4) | 1,002,137 | |
4,148,995 | 1.83%, 09/15/2053(3)(4) | 344,674 | |
GS Mortgage Securities Trust | |||
60,920 | 0.09%, 08/10/2044(1)(3)(4) | 1 | |
3,722,177 | 0.09%, 07/10/2046(3)(4) | 2,228 | |
7,543,274 | 0.79%, 02/13/2053(3)(4) | 297,490 | |
2,190,000 | 4.90%, 11/10/2045(1)(3) | 2,168,401 | |
1,450,000 | 5.10%, 10/15/2036, 1 mo. USD LIBOR + 4.550%(1)(2) | 1,406,155 | |
175,000 | 5.16%, 04/10/2047(1)(3) | 102,731 | |
JP Morgan Chase Commercial Mortgage Securities Trust | |||
860,000 | 2.73%, 10/15/2045(1)(3) | 754,237 | |
485,000 | 4.51%, 12/15/2047(1)(3) | 402,816 | |
73,601 | 5.92%, 08/15/2046(1)(3) | 73,078 | |
Morgan Stanley Capital Trust | |||
2,055,000 | 4.28%, 06/15/2050(3) | 1,915,141 | |
465,000 | 5.25%, 07/15/2049(1)(3) | 249,176 | |
4,551 | 5.75%, 10/12/2052(1)(3) | 1,593 | |
11,760,000 | SREIT Trust 3.18%, 11/15/2038, 1 mo. USD LIBOR + 2.625%(1)(2) | 11,437,929 | |
15,000 | Wells Fargo Commercial Mortgage Trust 4.29%, 05/15/2048(3) | 14,038 | |
Wells Fargo N.A. | |||
28,681,884 | 0.76%, 11/15/2062(3)(4) | 1,187,622 | |
4,259,866 | 1.35%, 03/15/2063(3)(4) | 305,103 | |
14,069,840 | 1.90%, 03/15/2063(3)(4) | 1,584,181 | |
WF-RBS Commercial Mortgage Trust | |||
142,140 | 3.02%, 11/15/2047(1) | 8,530 | |
2,125,000 | 4.97%, 11/15/2045(1)(3) | 2,001,481 | |
215,000 | 5.00%, 06/15/2044(1)(3) | 139,397 | |
47,903,609 | |||
Other Asset-Backed Securities - 1.0% | |||
1,034,648 | Aaset Trust 6.41%, 01/16/2040(1) | 213,828 | |
2,235,000 | Aligned Data Centers Issuer LLC 2.48%, 08/15/2046(1) | 2,033,100 | |
55,233 | Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(3) | 54,143 | |
27,524 | Bayview Opportunity Master Fund Trust 3.50%, 01/28/2055(1)(3) | 27,314 | |
920,504 | CF Hippolyta LLC 2.60%, 07/15/2060(1) | 828,624 | |
Domino's Pizza Master Issuer LLC | |||
469,200 | 3.67%, 10/25/2049(1) | 440,145 | |
646,550 | 4.12%, 07/25/2048(1) | 646,508 | |
1,193,198 | GSAMP Trust 0.76%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(2) | 824,556 | |
1,895,000 | Hotwire Funding LLC 4.46%, 11/20/2051(1) | 1,730,176 | |
Pretium Mortgage Credit Partners LLC | |||
9,920,000 | 3.60%, 02/25/2061(1)(5) | 9,384,518 | |
3,705,000 | 3.72%, 07/25/2051(1)(5) | 3,536,034 | |
6,350,000 | 3.84%, 07/25/2051(1)(5) | 6,071,146 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% - (continued) | |||
Other Asset-Backed Securities - 1.0% - (continued) | |||
$ 1,890,000 | 3.84%, 06/27/2060(1)(5) | $ 1,781,967 | |
1,715,000 | Vericrest Opportunity Loan Transferee 4.21%, 08/25/2051(1)(5) | 1,605,723 | |
569,713 | Wendy's Funding LLC 3.88%, 03/15/2048(1) | 558,069 | |
29,735,851 | |||
Whole Loan Collateral CMO - 5.7% | |||
Alternative Loan Trust | |||
26,614 | 1.17%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(2) | 12,365 | |
99,919 | 1.21%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2) | 93,675 | |
180,961 | 1.31%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(2) | 153,157 | |
561,931 | 5.75%, 05/25/2036 | 301,845 | |
581,794 | 6.00%, 05/25/2036 | 397,836 | |
110,178 | Bank of America Mortgage Trust 2.75%, 09/25/2035(3) | 104,627 | |
102,172 | Bear Stearns Adjustable Rate Mortgage Trust 2.38%, 10/25/2035, 12 mo. USD CMT + 2.300%(2) | 103,214 | |
52,038 | Bear Stearns Alt-A Trust 1.17%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2) | 75,861 | |
Bellemeade Re Ltd. | |||
1,688,000 | 4.89%, 01/26/2032(1)(2) | 1,568,801 | |
665,000 | 6.67%, 08/26/2030, 1 mo. USD LIBOR + 6.000%(1)(2) | 685,219 | |
488,611 | Chase Mortgage Finance Trust 5.50%, 11/25/2035 | 414,741 | |
280,048 | CHL Mortgage Pass-Through Trust 2.89%, 09/25/2047(3) | 262,769 | |
Connecticut Avenue Securities Trust | |||
2,240,000 | 3.67%, 01/25/2040, 1 mo. USD LIBOR + 3.000%(1)(2) | 2,055,271 | |
9,000,000 | 3.92%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2) | 8,436,363 | |
5,885,000 | 4.07%, 10/25/2039, 1 mo. USD LIBOR + 3.400%(1)(2) | 5,699,381 | |
7,957,000 | 4.42%, 09/25/2039, 1 mo. USD LIBOR + 3.750%(1)(2) | 7,767,409 | |
2,735,068 | 4.77%, 07/25/2039, 1 mo. USD LIBOR + 4.100%(1)(2) | 2,735,070 | |
987,739 | 5.92%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(1)(2) | 1,006,346 | |
71,425 | CSMC Trust 3.25%, 04/25/2047(1)(3) | 68,153 | |
Eagle RE Ltd. | |||
217,145 | 2.37%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2) | 216,729 | |
8,870,000 | 6.04%, 10/25/2033, SOFR30A + 5.750%(1)(2) | 8,796,982 | |
5,881,000 | Ellington Financial Mortgage Trust 3.86%, 06/25/2066(1)(3) | 5,036,578 | |
Fannie Mae Connecticut Avenue Securities | |||
971,719 | 3.27%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(2) | 980,491 | |
3,737,319 | 3.67%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2) | 3,783,906 | |
6,890,000 | 4.42%, 10/25/2030, 1 mo. USD LIBOR + 3.750%(2) | 6,869,536 | |
534,101 | 5.57%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | 563,436 |
105 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% - (continued) | |||
Whole Loan Collateral CMO - 5.7% - (continued) | |||
$ 32,696 | GMACM Mortgage Loan Trust 2.89%, 04/19/2036(3) | $ 27,208 | |
302,494 | GSR Mortgage Loan Trust 2.85%, 01/25/2036(3) | 305,194 | |
968,744 | HarborView Mortgage Loan Trust 0.79%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2) | 982,236 | |
10,390,000 | Home Re Ltd. 5.78%, 10/25/2034 | 10,389,876 | |
18,409 | Impac CMB Trust 2.92%, 02/25/2036, 1 mo. USD LIBOR + 2.250%(2) | 18,439 | |
369,723 | IndyMac IMSC Mortgage Loan Trust 0.82%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(2) | 285,169 | |
JP Morgan Mortgage Trust | |||
116,437 | 2.66%, 11/25/2035(3) | 108,974 | |
22,905 | 2.92%, 04/25/2037(3) | 20,523 | |
153,093 | 3.09%, 05/25/2036(3) | 134,451 | |
1,130,281 | Legacy Mortgage Asset Trust 3.25%, 11/25/2059(1)(5) | 1,127,780 | |
2,000,000 | LHOME Mortgage Trust 4.61%, 06/25/2026(1)(5) | 1,832,817 | |
52,803 | MASTR Adjustable Rate Mortgages Trust 2.76%, 11/21/2034(3) | 52,242 | |
199,387 | Nomura Asset Acceptance Corp. Alternative Loan Trust 3.69%, 06/25/2036(3) | 168,682 | |
3,970,000 | NYMT Loan Trust 3.56%, 08/25/2061(1)(5) | 3,609,976 | |
4,645,000 | OSAT Trust 3.97%, 05/25/2065(1)(5) | 4,392,508 | |
1,749,064 | PMT Credit Risk Transfer Trust 3.57%, 02/27/2024, 1 mo. USD LIBOR + 2.900%(1)(2) | 1,755,387 | |
Preston Ridge Partners Mortgage Trust LLC | |||
1,265,000 | 3.47%, 04/25/2026(1)(5) | 1,207,182 | |
3,505,000 | 3.47%, 07/25/2026(1)(5) | 3,402,384 | |
5,370,000 | 3.67%, 08/25/2026(1)(5) | 5,235,041 | |
9,255,000 | 3.97%, 10/25/2026(1)(3) | 8,932,454 | |
996,000 | 4.70%, 11/25/2025(1)(5) | 964,418 | |
11,603,000 | 4.83%, 10/25/2026(1)(5) | 10,942,000 | |
802,043 | Radnor RE Ltd. 6.27%, 10/25/2030, 1 mo. USD LIBOR + 5.600%(1)(2) | 805,031 | |
875,000 | RCO Mortgage LLC 3.97%, 05/26/2026(1)(5) | 860,343 | |
883,335 | Structured Asset Mortgage Investments Trust 1.13%, 02/25/2036, 1 mo. USD LIBOR + 0.460%(2) | 834,356 | |
4,675,000 | Triangle Re Ltd. 6.17%, 10/25/2033, 1 mo. USD LIBOR + 5.500%(1)(2) | 4,635,344 | |
VCAT LLC | |||
13,902,000 | 3.84%, 08/25/2051(1)(5) | 13,502,422 | |
2,140,000 | 4.21%, 03/27/2051(1)(5) | 2,068,928 | |
2,170,000 | Verus Securitization Trust 5.68%, 08/25/2050(1)(5) | 2,166,586 | |
2,385,000 | VOLT C LLC 4.83%, 05/25/2051(1)(5) | 2,244,660 | |
2,205,000 | VOLT CI LLC 4.83%, 05/25/2051(1)(5) | 2,063,946 | |
2,065,000 | VOLT XCIII LLC 4.83%, 02/27/2051(1)(5) | 1,973,866 | |
5,705,000 | VOLT XCIV LLC 4.95%, 02/27/2051(1)(5) | 5,469,849 | |
4,195,000 | VOLT XCIX LLC 4.95%, 04/25/2051(1)(5) | 4,015,148 | |
5,145,000 | VOLT XCV LLC 4.95%, 03/27/2051(1)(5) | 4,879,539 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.5% - (continued) | |||
Whole Loan Collateral CMO - 5.7% - (continued) | |||
$ 14,581 | WaMu Mortgage Pass-Through Certificates Trust 1.51%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(2) | $ 14,132 | |
347,542 | Washington Mutual Mortgage Pass-Through Certificates Trust 1.27%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2) | 233,401 | |
662,287 | ZH Trust 2.25%, 02/18/2027(1) | 658,119 | |
160,510,372 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $372,186,179) | $ 355,862,759 | ||
CONVERTIBLE BONDS - 4.7% | |||
Airlines - 0.1% | |||
1,750,000 | Southwest Airlines Co. 1.25%, 05/01/2025 | $ 2,389,625 | |
Auto Manufacturers - 0.2% | |||
5,300,000 | Arrival S.A. 3.50%, 12/01/2026(1)(6) | 2,855,640 | |
3,416,000 | Ford Motor Co. 0.00%, 03/15/2026(7) | 3,626,084 | |
6,481,724 | |||
Biotechnology - 0.3% | |||
1,896,000 | Apellis Pharmaceuticals, Inc. 3.50%, 09/15/2026 | 2,767,022 | |
4,957,000 | Exact Sciences Corp. 0.38%, 03/15/2027 | 4,220,886 | |
6,987,908 | |||
Commercial Banks - 0.0% | |||
EUR 500,000 | Bper Banca 8.75%, 12/31/2099, (8.75% fixed rate until 07/25/2029; 5 year EUR Swap + 8.750% thereafter)(8)(9)(10) | 572,310 | |
Commercial Services - 0.5% | |||
$ 5,843,000 | Alarm.com Holdings, Inc. 0.00%, 01/15/2026(7) | 4,843,847 | |
Block, Inc. | |||
2,888,000 | 0.13%, 03/01/2025 | 3,218,315 | |
2,600,000 | 0.25%, 11/01/2027(6) | 2,120,300 | |
EUR 2,300,000 | Nexi S.p.A. 1.75%, 04/24/2027(10) | 2,235,761 | |
$ 3,552,000 | Repay Holdings Corp. 0.00%, 02/01/2026(1)(7) | 2,880,672 | |
15,298,895 | |||
Energy-Alternate Sources - 0.1% | |||
2,795,000 | Enphase Energy, Inc. 0.00%, 03/01/2028(7) | 2,658,045 | |
1,286,000 | Maxeon Solar Technologies Ltd. 6.50%, 07/15/2025 | 1,287,929 | |
3,945,974 | |||
Entertainment - 0.1% | |||
3,720,000 | DraftKings, Inc. 0.00%, 03/15/2028(7) | 2,471,940 | |
800,000 | Penn National Gaming, Inc. 2.75%, 05/15/2026 | 1,390,400 | |
3,862,340 | |||
Healthcare - Products - 0.5% | |||
4,337,000 | Insulet Corp. 0.38%, 09/01/2026 | 5,334,510 |
106 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 4.7% - (continued) | |||
Healthcare - Products - 0.5% - (continued) | |||
$ 4,544,000 | Integra LifeSciences Holdings Corp. 0.50%, 08/15/2025 | $ 4,629,427 | |
5,065,000 | NuVasive, Inc. 0.38%, 03/15/2025 | 4,723,113 | |
14,687,050 | |||
Internet - 0.8% | |||
5,875,000 | AIRBNB, Inc. 0.00%, 03/15/2026(7) | 5,384,437 | |
ETSY, Inc. | |||
945,000 | 0.13%, 10/01/2026 | 1,242,203 | |
4,028,000 | 0.25%, 06/15/2028(1) | 3,202,260 | |
4,390,000 | Sea Ltd. 0.25%, 09/15/2026 | 3,303,475 | |
5,026,000 | Snap, Inc. 0.13%, 03/01/2028(1) | 4,405,289 | |
885,000 | Trip.com Group Ltd. 1.99%, 07/01/2025 | 889,292 | |
5,368,000 | Uber Technologies, Inc. 0.00%, 12/15/2025(7) | 4,635,268 | |
23,062,224 | |||
IT Services - 0.3% | |||
2,450,000 | PAR Technology Corp. 1.50%, 10/15/2027 | 1,966,125 | |
4,430,000 | Rapid7, Inc. 0.25%, 03/15/2027 | 4,961,113 | |
6,927,238 | |||
Leisure Time - 0.2% | |||
3,606,000 | Royal Caribbean Cruises Ltd. 4.25%, 06/15/2023 | 4,440,068 | |
Miscellaneous Manufacturing - 0.2% | |||
4,474,000 | John Bean Technologies Corp. 0.25%, 05/15/2026(1) | 4,212,271 | |
Oil & Gas - 0.1% | |||
1,565,000 | Pioneer Natural Resources Co. 0.25%, 05/15/2025 | 3,444,565 | |
Pharmaceuticals - 0.5% | |||
2,025,000 | Aerie Pharmaceuticals, Inc. 1.50%, 10/01/2024(6) | 1,787,162 | |
2,483,000 | Ascendis Pharma A/S 2.25%, 04/01/2028(1) | 2,286,843 | |
5,050,000 | Dexcom, Inc. 0.25%, 11/15/2025(6) | 5,280,406 | |
3,826,000 | Jazz Investments I Ltd. 2.00%, 06/15/2026 | 4,670,111 | |
14,024,522 | |||
Real Estate Investment Trusts - 0.2% | |||
4,423,000 | Pebblebrook Hotel Trust 1.75%, 12/15/2026 | 5,004,624 | |
1,256,000 | PennyMac Corp. 5.50%, 03/15/2026 | 1,160,293 | |
6,164,917 | |||
Retail - 0.1% | |||
3,725,000 | Shake Shack, Inc. 0.00%, 03/01/2028(7) | 2,870,112 | |
Software - 0.5% | |||
5,550,000 | Avalara, Inc. 0.25%, 08/01/2026(1) | 4,434,450 | |
4,100,000 | Ceridian HCM Holding, Inc. 0.25%, 03/15/2026 | 3,375,120 | |
5,500,000 | Ringcentral, Inc. 0.00%, 03/01/2025(7) | 4,609,000 | |
1,710,000 | Workday, Inc. 0.25%, 10/01/2022 | 2,421,360 | |
14,839,930 | |||
Total Convertible Bonds (cost $150,336,422) | $ 134,211,673 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% | |||
Aerospace/Defense - 0.2% | |||
Embraer Netherlands Finance B.V. | |||
$ 4,010,000 | 6.95%, 01/17/2028(1) | $ 4,034,360 | |
1,665,000 | 6.95%, 01/17/2028(10) | 1,675,115 | |
279,000 | Maxar Space Robotics LLC 9.75%, 12/31/2023(1) | 297,484 | |
6,006,959 | |||
Agriculture - 0.1% | |||
Kernel Holding S.A. | |||
3,975,000 | 6.50%, 10/17/2024(1) | 2,106,750 | |
1,745,000 | 6.75%, 10/27/2027(1) | 924,850 | |
1,090,000 | 6.75%, 10/27/2027(10) | 577,700 | |
3,609,300 | |||
Airlines - 0.3% | |||
3,175,000 | American Airlines, Inc. 5.75%, 04/20/2029(1) | 3,059,351 | |
6,235,396 | Hawaiian Brand Intellectual Property Ltd. 5.75%, 01/20/2026(1) | 6,052,792 | |
9,112,143 | |||
Auto Manufacturers - 0.6% | |||
Daimler Canada Finance, Inc. | |||
CAD 1,000,000 | 2.57%, 11/22/2022 | 778,307 | |
2,080,000 | 3.05%, 05/16/2022 | 1,620,195 | |
1,800,000 | 3.30%, 08/16/2022 | 1,405,855 | |
Daimler Trucks Finance North America LLC | |||
$ 1,000,000 | 0.78%, 06/14/2023, 3 mo. USD SOFR + 0.500%(1)(2) | 998,364 | |
2,500,000 | 1.29%, 04/05/2024 | 2,500,475 | |
CAD 5,475,000 | General Motors Financial of Canada Ltd. 2.60%, 06/01/2022 | 4,264,179 | |
Honda Canada Finance, Inc. | |||
800,000 | 1.43%, 09/19/2022 | 622,589 | |
1,000,000 | 2.27%, 07/15/2022 | 779,336 | |
VW Credit Canada, Inc. | |||
3,800,000 | 2.65%, 06/27/2022(10) | 2,962,400 | |
500,000 | 3.70%, 11/14/2022 | 391,481 | |
16,323,181 | |||
Auto Parts & Equipment - 0.3% | |||
Adient Global Holdings Ltd. | |||
EUR 3,986,000 | 3.50%, 08/15/2024(10) | 3,952,730 | |
$ 1,050,000 | 4.88%, 08/15/2026(1) | 936,316 | |
EUR 2,645,000 | Clarios Global L.P. / Clarios U.S. Finance Co. 4.38%, 05/15/2026(10) | 2,666,592 | |
7,555,638 | |||
Beverages - 0.2% | |||
$ 5,348,000 | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL 5.25%, 04/27/2029(1) | 5,093,970 | |
Chemicals - 0.6% | |||
Braskem Idesa SAPI | |||
7,230,000 | 6.99%, 02/20/2032(1) | 6,487,985 | |
200,000 | 6.99%, 02/20/2032(10) | 179,474 | |
720,000 | Braskem Netherlands Finance B.V. 4.50%, 01/10/2028(10) | 678,103 | |
725,000 | GC Treasury Centre Co., Ltd. 4.40%, 03/30/2032(1) | 689,955 | |
OCP S.A. | |||
460,000 | 3.75%, 06/23/2031(10) | 388,955 | |
200,000 | 3.75%, 06/23/2031(1) | 169,111 | |
1,100,000 | 4.50%, 10/22/2025(10) | 1,100,374 |
107 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Chemicals - 0.6% - (continued) | |||
$ 4,999,000 | 5.13%, 06/23/2051(1) | $ 3,863,027 | |
200,000 | 5.13%, 06/23/2051(10) | 154,552 | |
430,000 | 5.63%, 04/25/2024(10) | 440,750 | |
Syngenta Finance N.V. | |||
3,036,000 | 5.68%, 04/24/2048(1) | 3,122,700 | |
595,000 | 5.68%, 04/24/2048(10) | 611,992 | |
17,886,978 | |||
Commercial Banks - 2.5% | |||
Abanca Corp. Bancaria S.A. | |||
EUR 600,000 | 4.63%, 04/07/2030, (4.63% fixed rate until 04/07/2025; 5 year EUR Swap + 5.014% thereafter)(8)(10) | 629,298 | |
400,000 | 6.00%, 01/20/2026, (6.00% fixed rate until 01/20/2026; 5 year EUR Swap + 6.570% thereafter)(8)(9)(10) | 398,842 | |
400,000 | 7.50%, 10/02/2023, (7.50% fixed rate until 10/02/2023; 5 year EUR Swap + 7.326% thereafter)(8)(9)(10) | 430,420 | |
$ 2,000,000 | Agricultural Bank of China Ltd. 1.92%, 07/30/2022, 3 mo. USD LIBOR + 0.680%(2)(10) | 2,002,220 | |
AIB Group plc | |||
EUR 530,000 | 2.88%, 05/30/2031, (2.87% fixed rate until 05/30/2026; 5 year EUR Swap + 3.300% thereafter)(8)(10) | 534,741 | |
410,000 | 5.25%, 10/09/2024, (5.25% fixed rate until 10/09/2024; 5 year EUR Swap + 5.702% thereafter)(8)(9)(10) | 417,932 | |
400,000 | Argenta Spaarbank N.V. 1.38%, 02/08/2029, (1.38% fixed rate until 02/08/2028; 1 year EUR Swap + 1.100% thereafter)(8)(10) | 386,601 | |
Banca Monte dei Paschi di Siena S.p.A. | |||
675,000 | 1.88%, 01/09/2026(10) | 638,390 | |
750,000 | 2.63%, 04/28/2025(10) | 739,784 | |
Banco de Credito del Peru S.A. | |||
$ 361,000 | 3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(8)(10) | 329,055 | |
185,000 | 3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(1)(8) | 168,629 | |
60,000 | 3.25%, 09/30/2031, (3.25% fixed rate until 09/30/2026; 5 year USD CMT + 2.450% thereafter)(1)(8) | 54,000 | |
Banco de Credito Social Cooperativo S.A. | |||
EUR 1,400,000 | 5.25%, 11/27/2031, (5.25% fixed rate until 05/27/2026; 5 year EUR Swap + 5.419% thereafter)(8)(10) | 1,407,072 | |
1,100,000 | 7.75%, 06/07/2027, (7.75% fixed rate until 06/07/2022; 5 year EUR Swap + 7.591% thereafter)(8)(10) | 1,166,572 | |
Banco do Brasil S.A. | |||
$ 200,000 | 3.25%, 09/30/2026(10) | 186,002 | |
200,000 | 4.63%, 01/15/2025(1) | 199,980 | |
385,000 | 4.88%, 01/11/2029(1) | 373,643 | |
EUR 1,140,000 | Banco Santander S.A. 1.00%, 12/15/2024(3)(9) | 1,082,379 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Commercial Banks - 2.5% - (continued) | |||
$ 760,000 | Bancolombia S.A. 4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(2)(8) | $ 711,527 | |
710,000 | Bangkok Bank PCL 3.47%, 09/23/2036, (3.47% fixed rate until 09/23/2031; 5 year USD CMT + 2.150% thereafter)(1)(2)(8) | 610,684 | |
770,000 | Bank Hapoalim BM 3.26%, 01/21/2032, (3.26% fixed rate until 01/21/2027; 5 year USD CMT + 2.155% thereafter)(1)(2)(8)(10) | 693,000 | |
400,000 | Bank Leumi Le-Israel BM 3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD CMT + 1.631% thereafter)(1)(8)(10) | 366,000 | |
CAD 2,060,000 | Bank of America Corp. 3.23%, 06/22/2022 | 1,607,005 | |
Bank of China Ltd. | |||
$ 3,500,000 | 1.36%, 11/22/2022, 3 mo. USD LIBOR + 0.880%(2)(10) | 3,500,385 | |
2,000,000 | 1.87%, 07/11/2022, 3 mo. USD LIBOR + 0.880%(2)(10) | 2,001,080 | |
500,000 | Bank of Montreal 0.96%, 03/08/2024(2) | 500,295 | |
CAD 1,000,000 | Bank of Nova Scotia 2.38%, 05/01/2023 | 771,070 | |
Barclays plc | |||
EUR 450,000 | 0.58%, 08/09/2029, (0.58% fixed rate until 08/09/2028; 1 year EUR Swap + 1.260% thereafter)(8)(10) | 410,791 | |
$ 425,000 | 2.67%, 03/10/2032, (2.67% fixed rate until 03/10/2031; 12 mo. USD CMT + 1.200% thereafter)(8) | 354,504 | |
GBP 400,000 | 3.00%, 05/08/2026(10) | 489,651 | |
875,000 | 5.88%, 09/15/2024, (5.88% fixed rate until 09/15/2024; 5 year GBP Swap + 5.187% thereafter)(8)(9)(10) | 1,075,513 | |
625,000 | 6.38%, 12/15/2025, (6.38% fixed rate until 12/15/2025; 5 year UK Government Bond + 6.016% thereafter)(8)(9)(10) | 789,591 | |
$ 550,000 | 7.75%, 09/15/2023, (7.75% fixed rate until 09/15/2023; 5 year USD Swap + 4.842% thereafter)(8)(9) | 554,812 | |
490,000 | BBVA Global Finance Ltd. 7.00%, 12/01/2025 | 526,082 | |
655,000 | BNP Paribas S.A. 6.63%, 03/25/2024, (6.63% fixed rate until 03/25/2024; 5 year USD Swap + 4.149% thereafter)(1)(8)(9) | 659,807 | |
EUR 600,000 | BPCE S.A. 1.50%, 01/13/2042, (1.50% fixed rate until 10/13/2026; 5 year EUR Swap + 1.750% thereafter)(8)(10) | 570,382 | |
CaixaBank S.A. | |||
400,000 | 5.25%, 03/23/2026, (5.25% fixed rate until 03/23/2026; 5 year EUR Swap + 4.504% thereafter)(8)(9)(10) | 396,661 | |
1,400,000 | 6.00%, 07/18/2022, (6.00% fixed rate until 07/18/2022; 5 year EUR Swap + 5.819% thereafter)(8)(9)(10) | 1,479,677 | |
Credit Agricole S.A. | |||
JPY 200,000,000 | 0.44%, 06/09/2022(10) | 1,541,202 |
108 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Commercial Banks - 2.5% - (continued) | |||
$ 525,000 | 1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(6)(8)(10) | $ 487,696 | |
GBP 700,000 | 7.50%, 06/23/2026, (7.50% fixed rate until 06/23/2026; 5 year GBP Swap + 4.812% thereafter)(1)(8)(9) | 912,722 | |
Credit Suisse Group AG | |||
EUR 620,000 | 0.63%, 01/18/2033(10) | 480,114 | |
GBP 175,000 | 2.13%, 11/15/2029, (2.13% fixed rate until 11/15/2028; 1 year UK Government Bond + 1.550% thereafter)(8)(10) | 192,225 | |
$ 1,925,000 | 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(8)(9)(10) | 1,866,765 | |
2,350,000 | 7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(1)(8)(9) | 2,351,621 | |
550,000 | 7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(8)(9)(10) | 550,380 | |
Danske Bank A/S | |||
300,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(8) | 272,746 | |
958,000 | 4.38%, 05/18/2026, (4.38% fixed rate until 05/18/2026; 5 year USD CMT + 3.387% thereafter)(8)(9)(10) | 864,595 | |
325,000 | 5.38%, 01/12/2024(1) | 331,583 | |
1,100,000 | 7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 7 year USD CMT + 4.130% thereafter)(8)(9)(10) | 1,092,296 | |
Deutsche Bank AG | |||
EUR 600,000 | 4.50%, 11/30/2026, (4.50% fixed rate until 11/30/2026; 5 year EUR Swap + 4.552% thereafter)(8)(9)(10) | 546,095 | |
$ 875,000 | 4.88%, 12/01/2032, (4.88% fixed rate until 12/01/2027; 5 year USD ICE Swap + 2.553% thereafter)(8) | 802,805 | |
EUR 400,000 | Erste Group Bank AG 4.25%, 10/15/2027, (4.25% fixed rate until 10/15/2027; 5 year EUR Swap + 4.646% thereafter)(8)(9)(10) | 382,947 | |
925,000 | FinecoBank Banca Fineco S.p.A. 5.88%, 12/03/2024, (5.88% fixed rate until 12/03/2024; 5 year EUR Swap + 5.880% thereafter)(8)(9)(10) | 995,346 | |
$ 5,010,000 | Freedom Mortgage Corp. 7.63%, 05/01/2026(1) | 4,559,100 | |
100,000 | Goldman Sachs Group, Inc. 1.21%, 02/23/2023, 3 mo. USD LIBOR + 0.750%(2) | 99,998 | |
200,000 | Grupo Aval Ltd. 4.75%, 09/26/2022(10) | 200,360 | |
650,000 | HSBC Bank plc 0.75%, 06/30/2022, 6 mo. USD LIBOR + 0.250%(2)(9) | 528,580 | |
HSBC Holdings plc | |||
GBP 425,000 | 1.75%, 07/24/2027, (1.75% fixed rate until 07/24/2026; SONIA + 1.307% thereafter)(8) | 494,186 | |
$ 385,000 | 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFR + 1.187% thereafter)(8) | 324,683 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Commercial Banks - 2.5% - (continued) | |||
$ 1,260,000 | 4.60%, 12/17/2030, (4.60% fixed rate until 12/17/2030; 5 year USD CMT + 3.649% thereafter)(8)(9) | $ 1,067,850 | |
255,000 | 4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 3 mo. USD SOFR + 2.530% thereafter)(8) | 241,485 | |
Industrial & Commercial Bank of China Ltd. | |||
2,090,000 | 1.33%, 05/23/2022, 3 mo. USD LIBOR + 0.870%(2)(10) | 2,090,251 | |
GBP 1,000,000 | 1.50%, 07/31/2022(10) | 1,253,836 | |
$ 1,000,000 | 1.55%, 09/16/2022, 3 mo. USD LIBOR + 0.670%(2)(10) | 1,000,640 | |
435,000 | 4.88%, 09/21/2025(10) | 448,770 | |
Itau Unibanco Holding S.A. | |||
980,000 | 2.90%, 01/24/2023(10) | 981,225 | |
725,000 | 2.90%, 01/24/2023(1) | 725,906 | |
EUR 550,000 | Jyske Bank A/S 3.63%, 12/04/2028, (3.63% fixed rate until 12/04/2028; 5 year EUR Swap + 3.688% thereafter)(8)(9)(10) | 520,170 | |
La Banque Postale S.A. | |||
600,000 | 0.75%, 06/23/2031(10) | 524,266 | |
400,000 | 3.88%, 05/20/2026, (3.88% fixed rate until 05/20/2026; 5 year EUR Swap + 4.010% thereafter)(8)(9)(10) | 380,837 | |
$ 815,000 | Mizrahi Tefahot Bank Ltd. 3.08%, 04/07/2031, (3.08% fixed rate until 04/07/2026; 5 year USD CMT + 2.250% thereafter)(1)(8)(10) | 737,167 | |
Natwest Group plc | |||
EUR 550,000 | 0.78%, 02/26/2030, (0.78% fixed rate until 02/26/2029; 3 mo. EURIBOR + 0.949% thereafter)(8)(10) | 506,529 | |
GBP 525,000 | 2.11%, 11/28/2031, (2.11% fixed rate until 08/26/2026; 5 year UK Government Bond + 1.750% thereafter)(8)(10) | 600,398 | |
$ 920,000 | 3.03%, 11/28/2035, (3.03% fixed rate until 08/28/2030; 5 year USD CMT + 2.350% thereafter)(8) | 772,080 | |
QNB Finance Ltd. | |||
200,000 | 1.63%, 09/22/2025(10) | 186,484 | |
485,000 | 2.63%, 05/12/2025(10) | 469,820 | |
400,000 | 3.50%, 03/28/2024(10) | 399,780 | |
EUR 700,000 | Raiffeisen Bank International AG 1.38%, 06/17/2033, (1.38% fixed rate until 03/17/2028; 5 year EUR CMS + 1.600% thereafter)(8)(10) | 589,805 | |
GBP 1,300,000 | Santander UK Group Holdings plc 7.38%, 06/24/2022, (7.38% fixed rate until 06/24/2022; 5 year GBP Swap + 5.543% thereafter)(8)(9)(10) | 1,630,354 | |
$ 680,000 | Shinhan Bank Co., Ltd. 4.38%, 04/13/2032(1) | 666,876 | |
590,000 | Societe Generale S.A. 6.75%, 04/06/2028, (6.75% fixed rate until 04/06/2028; 5 year USD Swap + 3.929% thereafter)(1)(8)(9) | 562,722 | |
EUR 200,000 | Stichting AK Rabobank Certificaten 6.50%, 12/29/2049(5)(9)(10) | 229,665 |
109 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Commercial Banks - 2.5% - (continued) | |||
UBS Group AG | |||
$ 500,000 | 5.00%, 01/31/2023, (5.00% fixed rate until 01/31/2023; 5 year USD Swap + 2.432% thereafter)(8)(9)(10) | $ 477,125 | |
1,050,000 | 7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD Swap + 4.866% thereafter)(8)(9)(10) | 1,069,740 | |
EUR 200,000 | Unicaja Banco S.A. 4.88%, 11/18/2026, (4.88% fixed rate until 11/18/2026; 5 year EUR Swap + 5.020% thereafter)(8)(9)(10) | 183,013 | |
$ 815,000 | United Overseas Bank Ltd. 3.86%, 10/07/2032(6) | 794,601 | |
Virgin Money UK plc | |||
GBP 325,000 | 2.63%, 08/19/2031, (2.63% fixed rate until 05/19/2026; 5 year UK Government Bond + 2.250% thereafter)(8)(10) | 374,920 | |
450,000 | 9.25%, 06/08/2024, (9.25% fixed rate until 06/08/2024; 5 year UK Government Bond + 8.307% thereafter)(8)(9)(10) | 585,250 | |
763,000 | Virgin Money UK PLC 8.00%, 12/08/2022, (8.00% fixed rate until 12/08/2022; 5 year GBP Swap + 6.527% thereafter)(8)(9)(10) | 966,630 | |
70,130,317 | |||
Commercial Services - 0.6% | |||
Castor S.p.A. | |||
EUR 1,030,000 | 5.25%, 02/15/2029, 3 mo. EURIBOR + 5.25%(1)(2) | 1,074,374 | |
2,685,000 | 6.00%, 02/15/2029(1) | 2,755,270 | |
IPD 3 B.V. | |||
925,000 | 5.50%, 12/01/2025(10) | 955,879 | |
390,000 | 5.50%, 12/01/2025(1) | 403,019 | |
4,980,000 | La Financiere Atalian SASU 4.00%, 05/15/2024(10) | 4,256,236 | |
Nexi S.p.A. | |||
2,495,000 | 1.63%, 04/30/2026(10) | 2,411,515 | |
1,000,000 | 2.13%, 04/30/2029(10) | 899,345 | |
Q-Park Holding I B.V. | |||
910,000 | 2.00%, 03/01/2026, 3 mo. EURIBOR + 2.000%(2)(10) | 892,365 | |
540,000 | 2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(2) | 529,535 | |
$ 2,232,000 | Signal Parent, Inc. 6.13%, 04/01/2029(1) | 1,704,953 | |
Verisure Holding AB | |||
EUR 308,000 | 3.25%, 02/15/2027(1) | 291,864 | |
555,000 | 3.88%, 07/15/2026(1) | 550,367 | |
410,000 | 3.88%, 07/15/2026(10) | 406,578 | |
Verisure Midholding AB | |||
306,000 | 5.25%, 02/15/2029(1) | 282,724 | |
140,000 | 5.25%, 02/15/2029(10) | 129,351 | |
17,543,375 | |||
Construction Materials - 0.1% | |||
$ 5,325,000 | Victors Merger Corp. 6.38%, 05/15/2029(1) | 3,234,938 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Diversified Financial Services - 1.4% | |||
$ 500,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.96%, 09/29/2023, 3 mo. USD SOFR + 0.680%(2) | $ 495,598 | |
585,000 | BOC Aviation USA Corp. 1.63%, 04/29/2024(1) | 560,863 | |
1,405,000 | goeasy Ltd. 4.38%, 05/01/2026(1) | 1,303,138 | |
1,475,000 | Gtlk Europe Capital DAC 4.80%, 02/26/2028(10) | 206,500 | |
4,887,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 3,860,730 | |
LD Holdings Group LLC | |||
1,809,000 | 6.13%, 04/01/2028(1) | 1,401,975 | |
3,220,000 | 6.50%, 11/01/2025(1) | 2,656,500 | |
EUR 1,400,000 | LeasePlan Corp. N.V. 7.38%, 05/29/2024, (7.37% fixed rate until 05/29/2024; 5 year EUR CMS + 7.556% thereafter)(8)(9)(10) | 1,525,019 | |
$ 1,604,000 | LFS Topco LLC 5.88%, 10/15/2026(1) | 1,483,700 | |
Midcap Financial Issuer Trust | |||
1,389,000 | 5.63%, 01/15/2030(1) | 1,106,019 | |
5,230,000 | 6.50%, 05/01/2028(1) | 4,510,875 | |
500,000 | PennyMac Financial Services, Inc. 5.38%, 10/15/2025(1) | 472,500 | |
3,365,000 | Shriram Transport Finance Co., Ltd. 4.15%, 07/18/2025(10) | 3,083,350 | |
7,715,000 | Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(1) | 4,764,012 | |
United Wholesale Mortgage LLC | |||
2,911,000 | 5.50%, 11/15/2025(1) | 2,673,608 | |
4,186,000 | 5.75%, 06/15/2027(1) | 3,631,355 | |
5,970,000 | Vistajet Malta/XO Management 6.38%, 02/01/2030(1) | 5,223,750 | |
38,959,492 | |||
Electric - 1.6% | |||
Alfa Desarrollo S.p.A. | |||
752,965 | 4.55%, 09/27/2051(1) | 590,362 | |
214,419 | 4.55%, 09/27/2051(10) | 168,116 | |
EUR 6,880,000 | Bulgarian Energy Holding 2.45%, 07/22/2028(10) | 5,787,285 | |
Centrais Eletricas Brasileiras S.A. | |||
$ 3,240,000 | 4.63%, 02/04/2030(1) | 2,947,622 | |
345,000 | 4.63%, 02/04/2030(10) | 313,867 | |
640,000 | Consorcio Transmantaro S.A. 5.20%, 04/11/2038(1) | 596,160 | |
360,000 | Greenko Power II Ltd. 4.30%, 12/13/2028(1) | 316,800 | |
3,170,000 | Inkia Energy Ltd. 5.88%, 11/09/2027(10) | 2,999,644 | |
200,000 | Interchile S.A. 4.50%, 06/30/2056(10) | 175,252 | |
Israel Electric Corp. Ltd. | |||
2,555,000 | 4.25%, 08/14/2028(1)(10) | 2,535,838 | |
475,000 | 5.00%, 11/12/2024(1)(10) | 488,105 | |
430,000 | Kallpa Generacion S.A. 4.88%, 05/24/2026(10) | 418,179 | |
695,000 | Lamar Funding Ltd. 3.96%, 05/07/2025(10) | 675,543 | |
670,000 | OmGrid Funding Ltd. 5.20%, 05/16/2027(10) | 655,635 | |
7,385,000 | Oryx Funding Ltd. 5.80%, 02/03/2031(1)(6) | 7,278,952 |
110 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Electric - 1.6% - (continued) | |||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | |||
$ 420,000 | 3.88%, 07/17/2029(10) | $ 390,667 | |
200,000 | 5.25%, 05/15/2047(10) | 180,296 | |
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak | |||
430,000 | 4.85%, 10/14/2038(10) | 410,865 | |
200,000 | 4.85%, 10/14/2038(1) | 191,100 | |
Termocandelaria Power Ltd. | |||
1,076,100 | 7.88%, 01/30/2029(10) | 1,052,630 | |
170,000 | 7.88%, 01/30/2029(1) | 166,292 | |
21,145,000 | Zorlu Yenilenebilir Enerji AS 9.00%, 06/01/2026(1) | 17,867,525 | |
46,206,735 | |||
Electronics - 0.0% | |||
880,000 | II-VI, Inc. 5.00%, 12/15/2029(1) | 825,000 | |
Energy-Alternate Sources - 1.1% | |||
3,279,281 | Continuum Energy Levanter Pte Ltd. 4.50%, 02/09/2027(1) | 3,025,137 | |
14,810,000 | Energo-Pro AS 8.50%, 02/04/2027(1) | 14,069,500 | |
6,720,000 | FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1) | 6,886,387 | |
Greenko Dutch B.V. | |||
1,964,250 | 3.85%, 03/29/2026(1)(6) | 1,786,093 | |
194,000 | 3.85%, 03/29/2026(10) | 176,404 | |
Greenko Mauritius Ltd. | |||
4,060,000 | 6.25%, 02/21/2023(1) | 4,062,030 | |
560,000 | 6.25%, 02/21/2023(10) | 560,280 | |
1,145,000 | Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) | 1,129,542 | |
31,695,373 | |||
Engineering & Construction - 1.1% | |||
925,000 | Aeropuerto Internacional de Tocumen S.A. 5.13%, 08/11/2061(1) | 792,725 | |
3,250,000 | Aeropuertos Dominicanos Siglo XXI S.A. 6.75%, 03/30/2029(10) | 3,146,455 | |
377,655 | Bioceanico Sovereign Certificate Ltd. 0.00%, 06/05/2034(1)(7) | 252,273 | |
IHS Holding Ltd. | |||
2,820,000 | 5.63%, 11/29/2026(1) | 2,679,000 | |
3,744,000 | 6.25%, 11/29/2028(1) | 3,526,473 | |
725,000 | IHS Netherlands Holdco B.V. 8.00%, 09/18/2027(10) | 727,827 | |
780,000 | Interchile S.A. 4.50%, 06/30/2056(1) | 683,483 | |
International Airport Finance S.A. | |||
9,244,925 | 12.00%, 03/15/2033(10) | 9,660,947 | |
7,716,128 | 12.00%, 03/15/2033(1)(6) | 8,063,354 | |
Mexico City Airport Trust | |||
200,000 | 3.88%, 04/30/2028 | 186,790 | |
285,000 | 4.25%, 10/31/2026(10) | 272,392 | |
29,991,719 | |||
Entertainment - 0.1% | |||
500,000 | Caesars Entertainment, Inc. 8.13%, 07/01/2027(1) | 522,500 | |
500,000 | Cinemark USA, Inc. 5.25%, 07/15/2028(1)(6) | 444,275 | |
305,000 | Magallanes, Inc. 2.05%, 03/15/2024(1)(2) | 307,784 | |
1,274,559 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Environmental Control - 0.0% | |||
EUR 1,265,000 | Verde Bidco S.p.A. 4.63%, 10/01/2026(1) | $ 1,244,433 | |
Food - 0.2% | |||
BRF S.A. | |||
$ 530,000 | 4.88%, 01/24/2030(10) | 471,705 | |
200,000 | 4.88%, 01/24/2030(1) | 178,002 | |
4,367,000 | United Natural Foods, Inc. 6.75%, 10/15/2028(1) | 4,370,188 | |
5,019,895 | |||
Forest Products & Paper - 0.1% | |||
530,000 | Celulosa Arauco y Constitucion S.A. 5.50%, 04/30/2049(1) | 485,618 | |
425,000 | Inversiones CMPC S.A. 3.85%, 01/13/2030(10) | 389,937 | |
EUR 1,950,000 | WEPA Hygieneprodukte GmbH 2.88%, 12/15/2027(10) | 1,708,293 | |
2,583,848 | |||
Healthcare - Products - 0.2% | |||
$ 4,868,000 | Mozart Debt Merger Sub, Inc. 5.25%, 10/01/2029(1)(6) | 4,235,160 | |
Healthcare - Services - 0.0% | |||
500,000 | CHS/Community Health Systems, Inc. 4.75%, 02/15/2031(1) | 423,750 | |
Home Builders - 0.2% | |||
3,378,000 | Adams Homes, Inc. 7.50%, 02/15/2025(1) | 3,291,151 | |
3,201,000 | STL Holding Co. LLC 7.50%, 02/15/2026(1) | 3,024,945 | |
500,000 | Williams Scotsman International, Inc. 4.63%, 08/15/2028(1) | 473,225 | |
6,789,321 | |||
Insurance - 0.6% | |||
4,094,000 | Acrisure LLC / Acrisure Finance, Inc. 6.00%, 08/01/2029(1) | 3,572,015 | |
AIA Group Ltd. | |||
EUR 200,000 | 0.88%, 09/09/2033, (0.88% fixed rate until 06/09/2028; 5 year EUR Swap + 1.100% thereafter)(8)(10) | 182,722 | |
$ 400,000 | 3.20%, 03/11/2025(1) | 396,344 | |
470,000 | 3.20%, 09/16/2040(10) | 389,576 | |
270,000 | 3.20%, 09/16/2040(1) | 223,799 | |
AXA S.A. | |||
475,000 | 6.38%, 12/14/2036, (6.38% fixed rate until 12/14/2036; 3 mo. USD LIBOR + 2.256% thereafter)(8)(9)(10) | 588,685 | |
500,000 | 8.60%, 12/15/2030 | 629,345 | |
Genworth Holdings, Inc. | |||
4,911,000 | 4.80%, 02/15/2024 | 4,919,741 | |
1,939,000 | 6.50%, 06/15/2034 | 1,807,924 | |
3,325,000 | HUB International Ltd. 5.63%, 12/01/2029(1)(6) | 3,050,687 | |
Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | |||
EUR 500,000 | 0.63%, 06/21/2027(10) | 472,282 |
111 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Insurance - 0.6% - (continued) | |||
EUR 200,000 | 2.13%, 06/21/2052, (2.12% fixed rate until 03/21/2032; 3 mo. EURIBOR + 3.449% thereafter)(8)(10) | $ 177,311 | |
GBP 200,000 | Utmost Group 6.13%, 12/15/2028, (6.13% fixed rate until 12/15/2028; 5 year UK Government Bond + 4.983% thereafter)(8)(9)(10) | 223,273 | |
16,633,704 | |||
Internet - 0.2% | |||
$ 4,773,000 | Arches Buyer, Inc. 6.13%, 12/01/2028(1) | 4,152,510 | |
Meituan | |||
630,000 | 3.05%, 10/28/2030(1) | 480,970 | |
420,000 | 3.05%, 10/28/2030(10) | 320,646 | |
685,000 | Prosus N.V. 3.26%, 01/19/2027(1) | 613,118 | |
5,567,244 | |||
Investment Company Security - 0.4% | |||
3,018,000 | Compass Group Diversified Holdings LLC 5.25%, 04/15/2029(1) | 2,708,655 | |
6,993,000 | Hightower Holding LLC 6.75%, 04/15/2029(1) | 6,442,651 | |
2,336,000 | Huarong Finance Co., Ltd. 3.75%, 05/29/2024(10) | 2,233,800 | |
11,385,106 | |||
Iron/Steel - 0.4% | |||
CSN Inova Ventures | |||
4,970,000 | 6.75%, 01/28/2028(1) | 4,932,725 | |
660,000 | 6.75%, 01/28/2028(6)(10) | 655,050 | |
1,370,000 | CSN Resources S.A. 5.88%, 04/08/2032(1) | 1,219,300 | |
Metinvest B.V. | |||
EUR 2,525,000 | 5.63%, 06/17/2025(1) | 1,398,469 | |
$ 3,087,000 | 7.65%, 10/01/2027(1) | 1,636,110 | |
6,330,000 | PJSC Koks via IMH Capital DAC 5.90%, 09/23/2025(1) | 189,900 | |
10,031,554 | |||
Leisure Time - 0.5% | |||
Carnival Corp. | |||
11,105,000 | 5.75%, 03/01/2027(1) | 10,055,744 | |
4,855,000 | 6.00%, 05/01/2029(1) | 4,357,362 | |
500,000 | Royal Caribbean Cruises Ltd. 5.50%, 08/31/2026(1) | 465,178 | |
14,878,284 | |||
Lodging - 0.2% | |||
2,165,000 | Sands China Ltd. 2.55%, 03/08/2027(1) | 1,828,191 | |
3,990,000 | Wynn Macau Ltd. 5.13%, 12/15/2029(1)(6) | 3,145,556 | |
4,973,747 | |||
Machinery-Diversified - 0.3% | |||
CAD 500,000 | John Deere Canada Funding, Inc. 2.63%, 09/21/2022 | 389,962 | |
$ 8,190,000 | OT Merger Corp. 7.88%, 10/15/2029(1) | 6,961,500 | |
7,351,462 | |||
Media - 0.4% | |||
200,000 | Cable Onda S.A. 4.50%, 01/30/2030(10) | 187,000 | |
Virgin Media Secured Finance plc | |||
GBP 1,285,000 | 4.13%, 08/15/2030(10) | 1,397,752 | |
785,000 | 4.13%, 08/15/2030(1) | 853,880 | |
$ 500,000 | 4.50%, 08/15/2030(1) | 433,930 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Media - 0.4% - (continued) | |||
Virgin Media Vendor Financing Notes DAC | |||
GBP 3,345,000 | 4.88%, 07/15/2028(10) | $ 3,811,843 | |
790,000 | 4.88%, 07/15/2028(1) | 900,256 | |
VTR Finance N.V. | |||
$ 2,855,000 | 6.38%, 07/15/2028(1) | 2,612,353 | |
1,590,000 | 6.38%, 07/15/2028(10) | 1,454,866 | |
11,651,880 | |||
Metal Fabricate/Hardware - 0.1% | |||
Interpipe Holdings plc | |||
7,300,000 | 8.38%, 05/13/2026(1) | 2,956,500 | |
465,000 | 8.38%, 05/13/2026(10) | 188,325 | |
3,144,825 | |||
Mining - 0.2% | |||
AngloGold Ashanti Holdings plc | |||
365,000 | 3.38%, 11/01/2028 | 326,239 | |
405,000 | 3.75%, 10/01/2030 | 362,293 | |
Freeport Indonesia PT | |||
200,000 | 4.76%, 04/14/2027(1) | 198,734 | |
3,552,000 | 5.32%, 04/14/2032(1) | 3,436,560 | |
210,000 | 6.20%, 04/14/2052 | 200,688 | |
325,000 | Nacional del Cobre de Chile Corp. 3.70%, 01/30/2050(1) | 257,998 | |
4,782,512 | |||
Oil & Gas - 3.6% | |||
420,000 | Earthstone Energy Holdings LLC 8.00%, 04/15/2027 | 417,900 | |
Ecopetrol S.A. | |||
4,170,000 | 4.63%, 11/02/2031 | 3,484,035 | |
340,000 | 5.38%, 06/26/2026 | 334,917 | |
1,355,000 | Empresa Nacional del Petroleo 5.25%, 11/06/2029(10) | 1,321,139 | |
Energean Israel Finance Ltd. | |||
2,520,000 | 4.50%, 03/30/2024(1)(10) | 2,449,440 | |
2,455,000 | 4.88%, 03/30/2026(1)(10) | 2,275,785 | |
6,405,000 | 5.38%, 03/30/2028(1)(10) | 5,882,992 | |
11,825,000 | 5.88%, 03/30/2031(1)(10) | 10,612,937 | |
8,010,000 | Kosmos Energy Ltd. 7.50%, 03/01/2028(1)(6) | 7,709,625 | |
Leviathan Bond Ltd. | |||
2,617,000 | 6.50%, 06/30/2027(1)(10) | 2,568,926 | |
4,385,000 | 6.75%, 06/30/2030(1)(10) | 4,303,421 | |
780,000 | Lukoil Capital DAC 2.80%, 04/26/2027(1) | 280,800 | |
6,350,000 | Matador Resources Co. 5.88%, 09/15/2026 | 6,234,049 | |
6,340,000 | Medco Laurel Tree Pte Ltd. 6.95%, 11/12/2028(1) | 5,930,020 | |
Occidental Petroleum Corp. | |||
4,360,000 | 4.40%, 04/15/2046 | 3,739,136 | |
4,355,000 | 6.13%, 01/01/2031(6) | 4,577,366 | |
1,010,000 | Pertamina Persero PT 4.15%, 02/25/2060(10) | 798,339 | |
Petroleos de Venezuela S.A. | |||
290,000 | 6.00%, 05/16/2024(10)(11) | 18,705 | |
125,000 | 9.00%, 11/17/2021(10)(11) | 8,750 | |
4,295,000 | Petroleos Mexicanos 7.69%, 01/23/2050 | 3,365,132 | |
Qatar Energy | |||
495,000 | 1.38%, 09/12/2026(1) | 448,223 | |
620,000 | 2.25%, 07/12/2031(1) | 540,950 | |
1,280,000 | 3.30%, 07/12/2051(10) | 1,062,093 |
112 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Oil & Gas - 3.6% - (continued) | |||
Range Resources Corp. | |||
$ 705,000 | 4.75%, 02/15/2030(1)(6) | $ 671,294 | |
1,815,000 | 8.25%, 01/15/2029 | 1,946,043 | |
Saudi Arabian Oil Co. | |||
415,000 | 1.63%, 11/24/2025(10) | 386,182 | |
1,325,000 | 2.88%, 04/16/2024(10) | 1,308,639 | |
1,060,000 | 3.25%, 11/24/2050(10) | 833,035 | |
1,130,000 | 3.50%, 04/16/2029(10) | 1,094,970 | |
4,823,000 | SM Energy Co. 6.50%, 07/15/2028(6) | 4,754,755 | |
Tullow Oil plc | |||
3,510,000 | 7.00%, 03/01/2025(10) | 2,847,663 | |
13,765,000 | 10.25%, 05/15/2026(1) | 13,667,268 | |
EUR 1,900,000 | Wintershall Dea Finance 2 B.V. 3.00%, 07/20/2028, (3.00% fixed rate until 07/20/2028; 5 year EUR Swap + 3.319% thereafter)(8)(9)(10) | 1,611,041 | |
YPF S.A. | |||
$ 5,890,000 | 6.95%, 07/21/2027(10) | 4,285,034 | |
97,500 | 8.50%, 03/23/2025 | 89,823 | |
101,860,427 | |||
Oil & Gas Services - 0.2% | |||
6,885,000 | Borets Finance DAC 6.00%, 09/17/2026(1) | 1,514,700 | |
4,500,243 | Guara Norte S.a.r.l. 5.20%, 06/15/2034(1) | 3,983,435 | |
5,498,135 | |||
Packaging & Containers - 0.5% | |||
EUR 576,347 | ARD Finance S.A. (5.00% Cash, 5.75% PIK) 5.00%, 06/30/2027(1)(12) | 506,174 | |
$ 550,000 | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 5.25%, 08/15/2027(1)(6) | 469,585 | |
6,370,000 | Clydesdale Acquisition Holdings, Inc. 8.75%, 04/15/2030(1) | 5,812,625 | |
7,175,000 | SAN Miguel Industrias Pet S.A. 3.50%, 08/02/2028(1) | 6,233,353 | |
13,021,737 | |||
Pharmaceuticals - 0.9% | |||
Bausch Health Cos., Inc. | |||
6,685,000 | 5.00%, 01/30/2028(1) | 4,932,193 | |
4,035,000 | 5.00%, 02/15/2029(1) | 2,831,803 | |
1,150,000 | 6.13%, 02/01/2027(1) | 1,104,127 | |
Teva Pharmaceutical Finance Netherlands B.V. | |||
EUR 16,880,000 | 4.38%, 05/09/2030 | 15,715,172 | |
1,745,000 | 4.50%, 03/01/2025 | 1,806,320 | |
26,389,615 | |||
Pipelines - 0.5% | |||
$ 200,000 | Abu Dhabi Crude Oil Pipeline LLC 4.60%, 11/02/2047(10) | 197,816 | |
7,310,000 | AI Candelaria Spain S.A. 5.75%, 06/15/2033(1) | 6,087,475 | |
660,000 | AI Candelaria Spain SLU 5.75%, 06/15/2033(10) | 549,622 | |
EIG Pearl Holding S.a.r.l. | |||
950,000 | 3.55%, 08/31/2036(1) | 841,451 | |
690,000 | 3.55%, 08/31/2036(10) | 611,159 | |
1,870,000 | 4.39%, 11/30/2046(1) | 1,580,973 | |
Enbridge, Inc. | |||
435,000 | 0.83%, 02/16/2024(2) | 435,535 | |
CAD 1,125,000 | 3.19%, 12/05/2022 | 878,185 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Pipelines - 0.5% - (continued) | |||
Galaxy Pipeline Assets Bidco Ltd. | |||
$ 178,404 | 1.75%, 09/30/2027(1) | $ 167,676 | |
687,015 | 2.16%, 03/31/2034(10) | 604,056 | |
307,475 | 2.16%, 03/31/2034(1) | 270,347 | |
900,000 | 2.63%, 03/31/2036(10) | 752,442 | |
440,000 | 2.63%, 03/31/2036(1) | 367,861 | |
319,348 | 2.94%, 09/30/2040(1) | 266,675 | |
290,000 | 3.25%, 09/30/2040(10) | 239,415 | |
200,000 | 3.25%, 09/30/2040(1) | 165,114 | |
14,015,802 | |||
Real Estate - 1.7% | |||
CIFI Holdings Group Co., Ltd. | |||
3,425,000 | 4.38%, 04/12/2027(10) | 2,534,500 | |
9,525,000 | 4.45%, 08/17/2026(10) | 7,239,000 | |
10,530,000 | 5.25%, 05/13/2026(10) | 8,055,450 | |
8,275,000 | 5.95%, 10/20/2025(10) | 6,504,150 | |
200,000 | 6.00%, 07/16/2025(10) | 157,200 | |
Country Garden Holdings Co., Ltd. | |||
2,000,000 | 3.30%, 01/12/2031(10) | 1,200,000 | |
8,725,000 | 3.88%, 10/22/2030(10) | 5,235,000 | |
3,825,000 | 4.80%, 08/06/2030(10) | 2,352,375 | |
7,950,000 | 5.13%, 01/14/2027(10) | 5,350,350 | |
1,785,000 | 5.63%, 01/14/2030(10) | 1,133,475 | |
200,000 | 6.15%, 09/17/2025(10) | 145,000 | |
KWG Group Holdings Ltd. | |||
695,000 | 5.95%, 08/10/2025(10) | 248,463 | |
5,665,000 | 6.30%, 02/13/2026(10) | 1,984,166 | |
Times China Holdings Ltd. | |||
9,535,000 | 6.20%, 03/22/2026(10) | 4,052,375 | |
5,395,000 | 6.75%, 07/08/2025(10) | 2,454,725 | |
Yuzhou Group Holdings Co., Ltd. | |||
3,715,000 | 6.35%, 01/13/2027(10) | 482,950 | |
1,050,000 | 7.38%, 01/13/2026(10) | 120,750 | |
1,305,000 | 7.70%, 02/20/2025(10) | 163,125 | |
49,413,054 | |||
Real Estate Investment Trusts - 0.2% | |||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | |||
4,470,000 | 4.25%, 02/01/2027(1) | 4,108,824 | |
1,125,000 | 5.25%, 10/01/2025(1) | 1,105,313 | |
5,214,137 | |||
Retail - 1.1% | |||
5,343,000 | BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(1)(12) | 4,568,265 | |
1,208,000 | Dave & Buster's, Inc. 7.63%, 11/01/2025(1) | 1,253,300 | |
Dufry One B.V. | |||
EUR 1,815,000 | 2.00%, 02/15/2027(10) | 1,654,760 | |
3,455,000 | 3.38%, 04/15/2028(10) | 3,243,919 | |
1,262,000 | eG Global Finance plc 4.38%, 02/07/2025(10) | 1,274,326 | |
$ 3,965,000 | FirstCash, Inc. 5.63%, 01/01/2030(1) | 3,687,450 | |
4,556,000 | LBM Acquisition LLC 6.25%, 01/15/2029(1) | 3,707,445 | |
4,458,000 | PetSmart, Inc. 7.75%, 02/15/2029(1) | 4,435,710 | |
3,459,000 | Specialty Building Products Holdings LLC 6.38%, 09/30/2026(1) | 3,395,008 | |
SRS Distribution, Inc. | |||
5,027,000 | 6.00%, 12/01/2029(1) | 4,411,192 |
113 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Retail - 1.1% - (continued) | |||
$ 400,000 | 6.13%, 07/01/2029(1) | $ 352,992 | |
355,000 | Starbucks Corp. 0.61%, 02/14/2024(2) | 355,333 | |
32,339,700 | |||
Software - 0.1% | |||
EUR 2,420,000 | Brunello Bidco S.p.A. 3.75%, 02/15/2028, 3 mo. EURIBOR + 3.750%(1)(2) | 2,482,773 | |
$ 465,000 | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(1) | 463,837 | |
2,946,610 | |||
Telecommunications - 2.1% | |||
Altice France S.A. | |||
EUR 2,301,000 | 4.00%, 07/15/2029(10) | 2,075,782 | |
720,000 | 4.00%, 07/15/2029(1) | 649,528 | |
620,000 | 4.25%, 10/15/2029(1) | 563,923 | |
$ 7,730,000 | AXIAN Telecom Co. 7.38%, 02/16/2027(1) | 7,517,425 | |
200,000 | Bharti Airtel International Netherlands B.V. 5.35%, 05/20/2024(10) | 204,775 | |
365,000 | Bharti Airtel Ltd. 4.38%, 06/10/2025(10) | 362,780 | |
4,495,000 | CT Trust 5.13%, 02/03/2032(1) | 4,187,542 | |
Empresa Nacional de Telecomunicaciones S.A. | |||
465,000 | 3.05%, 09/14/2032(1) | 391,767 | |
333,000 | 3.05%, 09/14/2032(10) | 280,556 | |
Frontier Communications Holdings LLC | |||
500,000 | 5.88%, 10/15/2027(1) | 478,750 | |
4,940,000 | 6.00%, 01/15/2030(1)(6) | 4,295,281 | |
Iliad Holding SAS | |||
EUR 1,055,000 | 5.13%, 10/15/2026(1) | 1,075,610 | |
1,250,000 | 5.63%, 10/15/2028(1) | 1,252,490 | |
$ 780,000 | 6.50%, 10/15/2026(1) | 749,744 | |
Lorca Telecom Bondco S.A. | |||
EUR 4,810,000 | 4.00%, 09/18/2027(10) | 4,644,669 | |
1,460,000 | 4.00%, 09/18/2027(1) | 1,409,816 | |
$ 180,000 | Millicom International Cellular S.A. 6.25%, 03/25/2029(10) | 178,316 | |
6,240,000 | Network i2i Ltd. 5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD CMT + 4.274% thereafter)(8)(9)(10) | 6,146,400 | |
405,000 | Ooredoo International Finance Ltd. 2.63%, 04/08/2031(1) | 363,672 | |
3,255,000 | Silknet JSC 8.38%, 01/31/2027(1) | 3,165,487 | |
Telecom Argentina S.A. | |||
5,675,000 | 8.00%, 07/18/2026 | 5,396,244 | |
3,230,000 | 8.00%, 07/18/2026(1) | 3,071,342 | |
2,000,000 | 8.50%, 08/06/2025(10) | 1,937,000 | |
VEON Holdings B.V. | |||
420,000 | 3.38%, 11/25/2027(1) | 256,200 | |
305,000 | 3.38%, 11/25/2027(10) | 186,050 | |
400,000 | 4.00%, 04/09/2025(10) | 261,200 | |
1,000,000 | Vmed UK Financing plc 4.25%, 01/31/2031(1) | 844,930 | |
1,690,000 | Vodafone Group plc 7.00%, 04/04/2079, (7.00% fixed rate until 01/04/2029; 5 year USD Swap + 4.873% thereafter)(8) | 1,784,691 | |
VTR Comunicaciones S.p.A. | |||
4,940,000 | 4.38%, 04/15/2029(1) | 4,186,699 | |
448,000 | 5.13%, 01/15/2028(10) | 402,752 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.9% - (continued) | |||
Telecommunications - 2.1% - (continued) | |||
$ 160,000 | 5.13%, 01/15/2028(1) | $ 143,840 | |
EUR 2,235,000 | WP/AP Telecom Holdings IV B.V. 3.75%, 01/15/2029(1) | 2,128,634 | |
60,593,895 | |||
Water - 0.2% | |||
$ 6,390,000 | Aegea Finance S.a.r.l. 6.75%, 05/20/2029 | 6,270,603 | |
Total Corporate Bonds (cost $846,889,849) | $ 733,710,117 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% | |||
Angola - 0.7% | |||
Angolan Government International Bond | |||
5,890,000 | 8.00%, 11/26/2029(10) | $ 5,502,556 | |
5,085,000 | 8.25%, 05/09/2028(10) | 4,878,549 | |
10,235,000 | 8.75%, 04/14/2032(6) | 9,679,751 | |
890,000 | 9.38%, 05/08/2048(10) | 801,534 | |
20,862,390 | |||
Argentina - 0.3% | |||
Argentine Republic Government International Bond | |||
6,605,088 | 0.50%, 07/09/2030(5) | 2,082,915 | |
24,574,724 | 1.13%, 07/09/2035(5) | 7,009,940 | |
9,092,855 | |||
Armenia - 0.0% | |||
470,000 | Republic of Armenia International Bond 3.60%, 02/02/2031(1) | 349,891 | |
Azerbaijan - 0.2% | |||
Republic of Azerbaijan International Bond | |||
864,000 | 3.50%, 09/01/2032(10) | 763,350 | |
1,760,000 | 4.75%, 03/18/2024(10) | 1,757,269 | |
1,915,000 | Southern Gas Corridor CJSC 6.88%, 03/24/2026(10) | 2,040,348 | |
4,560,967 | |||
Benin - 0.5% | |||
Benin Government International Bond | |||
EUR 5,055,000 | 4.88%, 01/19/2032(1) | 4,573,013 | |
210,000 | 4.88%, 01/19/2032(10) | 189,977 | |
7,530,000 | 4.95%, 01/22/2035(1) | 6,342,278 | |
1,820,000 | 4.95%, 01/22/2035(10) | 1,532,928 | |
12,638,196 | |||
Bermuda - 0.0% | |||
Bermuda Government International Bond | |||
$ 350,000 | 3.38%, 08/20/2050(10) | 285,943 | |
775,000 | 3.72%, 01/25/2027(10) | 765,312 | |
200,000 | 4.75%, 02/15/2029(1) | 208,826 | |
1,260,081 | |||
Brazil - 1.2% | |||
Brazil Notas do Tesouro Nacional | |||
BRL 19,962,000 | 10.00%, 01/01/2025 | 3,841,227 | |
20,182,000 | 10.00%, 01/01/2027 | 3,794,212 | |
102,133,000 | 10.00%, 01/01/2031 | 18,308,217 | |
Brazilian Government International Bond | |||
$ 1,610,000 | 3.88%, 06/12/2030 | 1,419,730 |
114 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Brazil - 1.2% - (continued) | |||
$ 3,095,000 | 4.75%, 01/14/2050 | $ 2,339,820 | |
3,925,000 | 5.00%, 01/27/2045 | 3,155,779 | |
32,858,985 | |||
Bulgaria - 0.0% | |||
EUR 805,000 | Bulgaria Government International Bond 1.38%, 09/23/2050(10) | 558,586 | |
Canada - 1.2% | |||
CAD 3,315,000 | Alberta T-Bill 0.67%, 06/14/2022 | 2,576,160 | |
650,000 | City of Montreal Canada 0.25%, 05/11/2022 | 505,920 | |
1,066,000 | City of Ottawa Ontario 0.01%, 05/11/2022 | 829,458 | |
Manitoba T- Bill | |||
5,000,000 | 0.00%, 05/11/2022(7) | 3,890,752 | |
425,000 | 0.00%, 06/01/2022(7) | 330,475 | |
5,000,000 | Municipal Finance Authority of British Columbia 3.35%, 06/01/2022 | 3,899,237 | |
Ontario T-Bill | |||
1,250,000 | 0.00%, 06/15/2022(7) | 971,434 | |
3,810,000 | 0.00%, 09/14/2022(7) | 2,946,093 | |
7,675,000 | 0.00%, 09/21/2022(7) | 5,938,956 | |
Province of Alberta | |||
3,815,000 | 0.01%, 09/23/2022 | 2,950,345 | |
3,000,000 | 0.01%, 10/27/2022 | 2,315,414 | |
3,000,000 | Province of Ontario Canada 3.15%, 06/02/2022 | 2,339,274 | |
3,500,000 | PSP Capital, Inc. 1.73%, 06/21/2022(10) | 2,726,472 | |
1,500,000 | Quebec T-Bill 0.00%, 11/10/2022(7) | 1,155,512 | |
33,375,502 | |||
Chile - 0.4% | |||
Bonos de la Tesoreria de la Republica en pesos | |||
CLP 1,435,000,000 | 2.80%, 10/01/2033(1)(10) | 1,183,192 | |
6,055,000,000 | 4.70%, 09/01/2030(1)(10) | 6,230,075 | |
Chile Government International Bond | |||
$ 1,585,000 | 2.55%, 07/27/2033 | 1,323,380 | |
805,000 | 2.75%, 01/31/2027 | 762,713 | |
905,000 | 3.10%, 05/07/2041 | 707,565 | |
10,206,925 | |||
China - 0.3% | |||
CNY 52,150,000 | Agricultural Development Bank of China 2.96%, 04/17/2030 | 7,815,447 | |
Colombia - 1.3% | |||
Colombia Government International Bond | |||
$ 2,935,000 | 3.00%, 01/30/2030 | 2,349,380 | |
5,075,000 | 3.13%, 04/15/2031 | 3,957,231 | |
1,830,000 | 3.25%, 04/22/2032 | 1,399,785 | |
340,000 | 4.13%, 02/22/2042 | 236,925 | |
19,770,000 | 5.00%, 06/15/2045 | 14,720,908 | |
1,735,000 | 5.20%, 05/15/2049 | 1,303,419 | |
5,980,000 | 5.63%, 02/26/2044 | 4,825,686 | |
385,000 | 6.13%, 01/18/2041 | 339,172 | |
COP 30,707,200,000 | Colombian TES 7.00%, 06/30/2032 | 6,171,930 | |
35,304,436 | |||
Costa Rica - 0.0% | |||
$ 420,000 | Costa Rica Government International Bond 6.13%, 02/19/2031(10) | 416,970 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Croatia - 0.3% | |||
Croatia Government International Bond | |||
EUR 3,590,000 | 1.13%, 03/04/2033(10) | $ 3,072,424 | |
4,440,000 | 1.50%, 06/17/2031(10) | 4,100,030 | |
550,000 | 1.75%, 03/04/2041(10) | 455,442 | |
7,627,896 | |||
Dominican Republic - 0.5% | |||
Dominican Republic International Bond | |||
$ 940,000 | 4.50%, 01/30/2030(10) | 810,581 | |
197,000 | 4.88%, 09/23/2032(1) | 165,740 | |
2,205,000 | 4.88%, 09/23/2032(10) | 1,855,111 | |
150,000 | 5.30%, 01/21/2041(1) | 118,486 | |
840,000 | 5.50%, 02/22/2029(1) | 784,980 | |
210,000 | 5.95%, 01/25/2027(10) | 210,415 | |
745,000 | 6.00%, 02/22/2033(1) | 676,460 | |
475,000 | 6.00%, 02/22/2033(10) | 431,300 | |
1,134,000 | 6.40%, 06/05/2049(10) | 961,855 | |
10,125,000 | 6.40%, 06/05/2049(1) | 8,587,993 | |
115,000 | 6.85%, 01/27/2045(10) | 103,488 | |
14,706,409 | |||
Ecuador - 0.0% | |||
Ecuador Government International Bond | |||
939,000 | 0.50%, 07/31/2040(5)(10) | 509,896 | |
483 | 1.00%, 07/31/2035(5)(10) | 302 | |
510,198 | |||
Egypt - 0.6% | |||
Egypt Government International Bond | |||
325,000 | 3.88%, 02/16/2026(1) | 263,520 | |
EUR 570,000 | 4.75%, 04/16/2026(10) | 504,509 | |
$ 480,000 | 5.58%, 02/21/2023(1) | 472,986 | |
3,800,000 | 5.88%, 02/16/2031(1) | 2,777,800 | |
300,000 | 6.59%, 02/21/2028(1) | 249,194 | |
200,000 | 6.59%, 02/21/2028(10) | 166,130 | |
2,210,000 | 7.30%, 09/30/2033(10) | 1,653,964 | |
725,000 | 7.50%, 02/16/2061(1) | 483,433 | |
200,000 | 7.60%, 03/01/2029(10) | 169,800 | |
5,200,000 | 7.63%, 05/29/2032(1) | 4,046,910 | |
3,515,000 | 7.63%, 05/29/2032(10) | 2,735,556 | |
650,000 | 7.90%, 02/21/2048(10) | 444,080 | |
3,240,000 | 8.50%, 01/31/2047(10) | 2,346,084 | |
895,000 | 8.88%, 05/29/2050(1) | 657,825 | |
16,971,791 | |||
France - 0.2% | |||
1,000,000 | Dexia Credit Local S.A. 2.38%, 09/20/2022(10) | 1,002,088 | |
EUR 4,370,000 | French Discount T-Bills 0.00%, 06/01/2022(7) | 4,612,733 | |
5,614,821 | |||
Gabon - 0.1% | |||
Gabon Government International Bond | |||
$ 600,000 | 6.63%, 02/06/2031(1) | 541,116 | |
1,650,000 | 6.95%, 06/16/2025(10) | 1,638,120 | |
360,000 | 7.00%, 11/24/2031(1) | 326,034 | |
2,505,270 | |||
Ghana - 0.1% | |||
Ghana Government International Bond | |||
396,000 | 6.38%, 02/11/2027(1) | 267,609 | |
619,000 | 6.38%, 02/11/2027(10) | 418,308 | |
218,000 | 7.88%, 02/11/2035(1) | 128,075 | |
1,183,000 | 7.88%, 02/11/2035(10) | 695,012 | |
1,509,004 |
115 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Hungary - 0.1% | |||
Hungary Government International Bond | |||
EUR 240,000 | 0.13%, 09/21/2028(10) | $ 211,716 | |
544,000 | 1.63%, 04/28/2032(10) | 489,531 | |
285,000 | 1.75%, 06/05/2035(10) | 245,362 | |
$ 1,850,000 | 2.13%, 09/22/2031(10) | 1,481,354 | |
2,427,963 | |||
India - 0.3% | |||
INR 600,350,000 | India Government Bond 5.77%, 08/03/2030 | 7,181,346 | |
Indonesia - 0.6% | |||
Indonesia Government International Bond | |||
EUR 115,000 | 1.10%, 03/12/2033 | 98,596 | |
$ 1,625,000 | 1.85%, 03/12/2031 | 1,381,595 | |
525,000 | 4.30%, 03/31/2052 | 480,831 | |
2,150,000 | 4.63%, 04/15/2043(10) | 2,038,092 | |
1,770,000 | 4.75%, 02/11/2029 | 1,852,138 | |
1,585,000 | 4.75%, 07/18/2047(10) | 1,516,723 | |
3,495,000 | 5.13%, 01/15/2045(10) | 3,470,444 | |
Indonesia Treasury Bond | |||
IDR 50,229,000,000 | 7.00%, 09/15/2030 | 3,450,754 | |
51,037,000,000 | 7.50%, 06/15/2035 | 3,569,675 | |
17,858,848 | |||
Italy - 0.1% | |||
EUR 2,500,000 | Italy Certificati di Credito del Tesoro / CCTS-eu 0.00%, 06/15/2022(7) | 2,638,842 | |
Ivory Coast - 0.2% | |||
Ivory Coast Government International Bond | |||
965,000 | 4.88%, 01/30/2032(1) | 853,616 | |
874,000 | 4.88%, 01/30/2032(10) | 773,119 | |
820,000 | 5.25%, 03/22/2030(10) | 773,432 | |
995,000 | 5.88%, 10/17/2031(1) | 936,814 | |
3,235,000 | 5.88%, 10/17/2031(10) | 3,045,824 | |
6,382,805 | |||
Japan - 8.0% | |||
JPY 400,000,000 | Development Bank of Japan, Inc. 1.70%, 09/20/2022 | 3,098,936 | |
410,000,000 | Japan Finance Organization for Municipalities 0.00%, 05/30/2022(7) | 3,159,304 | |
Japan Treasury Discount Bill | |||
1,271,950,000 | 0.00%, 05/09/2022(7) | 9,801,373 | |
1,903,750,000 | 0.00%, 05/16/2022(7) | 14,670,225 | |
1,889,000,000 | 0.00%, 05/23/2022(7) | 14,556,964 | |
705,750,000 | 0.00%, 05/25/2022(7) | 5,438,680 | |
1,016,250,000 | 0.00%, 05/30/2022(7) | 7,831,643 | |
2,962,950,000 | 0.00%, 06/06/2022(7) | 22,834,309 | |
2,962,900,000 | 0.00%, 06/13/2022(7) | 22,834,522 | |
2,962,850,000 | 0.00%, 06/20/2022(7) | 22,834,743 | |
1,774,600,000 | 0.00%, 06/27/2022(7) | 13,677,246 | |
2,962,750,000 | 0.00%, 07/04/2022(7) | 22,835,211 | |
2,789,950,000 | 0.00%, 07/11/2022(7) | 21,503,960 | |
2,629,450,000 | 0.00%, 07/19/2022(7) | 20,267,532 | |
785,900,000 | 0.00%, 07/25/2022(7) | 6,057,784 | |
2,158,700,000 | 0.00%, 08/01/2022(7) | 16,639,998 | |
228,042,430 | |||
Macedonia - 0.1% | |||
North Macedonia Government International Bond | |||
EUR 635,000 | 1.63%, 03/10/2028(1) | 562,576 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Macedonia - 0.1% - (continued) | |||
EUR 425,000 | 1.63%, 03/10/2028(10) | $ 376,528 | |
375,000 | 3.68%, 06/03/2026(1) | 381,681 | |
665,000 | 3.68%, 06/03/2026(10) | 676,848 | |
1,997,633 | |||
Mexico - 1.3% | |||
Mexican Bonos | |||
MXN 79,986,700 | 5.75%, 03/05/2026 | 3,498,656 | |
295,189,400 | 7.75%, 05/29/2031 | 13,262,801 | |
72,114,500 | 8.50%, 11/18/2038 | 3,336,566 | |
Mexico Government International Bond | |||
EUR 1,114,000 | 1.13%, 01/17/2030 | 978,883 | |
5,470,000 | 1.45%, 10/25/2033 | 4,397,181 | |
1,770,000 | 2.13%, 10/25/2051 | 1,182,462 | |
$ 480,000 | 2.66%, 05/24/2031 | 405,600 | |
460,000 | 3.50%, 02/12/2034 | 389,289 | |
1,125,000 | 4.35%, 01/15/2047 | 911,385 | |
4,675,000 | 4.50%, 01/31/2050 | 3,856,080 | |
1,225,000 | 4.75%, 04/27/2032 | 1,199,410 | |
1,670,000 | 4.75%, 03/08/2044 | 1,462,052 | |
1,890,000 | 5.00%, 04/27/2051 | 1,681,514 | |
375,000 | United Mexican States 4.40%, 02/12/2052 | 299,786 | |
36,861,665 | |||
Oman - 0.6% | |||
Oman Government International Bond | |||
1,170,000 | 4.88%, 02/01/2025(10) | 1,174,668 | |
670,000 | 5.38%, 03/08/2027(10) | 672,593 | |
1,530,000 | 5.63%, 01/17/2028(10) | 1,532,142 | |
1,355,000 | 6.00%, 08/01/2029(10) | 1,369,737 | |
460,000 | 6.25%, 01/25/2031(1) | 468,087 | |
430,000 | 6.25%, 01/25/2031(10) | 437,559 | |
8,770,000 | 6.50%, 03/08/2047(10) | 8,016,920 | |
2,305,000 | 6.75%, 01/17/2048(10) | 2,157,111 | |
535,000 | 7.00%, 01/25/2051(10) | 513,868 | |
16,342,685 | |||
Pakistan - 0.0% | |||
Pakistan Government International Bond | |||
250,000 | 6.88%, 12/05/2027(10) | 204,028 | |
225,000 | 7.38%, 04/08/2031(10) | 172,472 | |
376,500 | |||
Panama - 0.2% | |||
Panama Government International Bond | |||
1,325,000 | 2.25%, 09/29/2032 | 1,061,696 | |
1,780,000 | 3.16%, 01/23/2030 | 1,615,920 | |
275,000 | 3.87%, 07/23/2060 | 205,502 | |
2,355,000 | 4.50%, 04/16/2050 | 2,036,651 | |
960,000 | 4.50%, 04/01/2056 | 813,600 | |
5,733,369 | |||
Peru - 0.3% | |||
Peruvian Government International Bond | |||
5,140,000 | 2.78%, 01/23/2031 | 4,458,076 | |
3,370,000 | 3.00%, 01/15/2034 | 2,811,490 | |
745,000 | 4.13%, 08/25/2027 | 740,910 | |
300,000 | 7.35%, 07/21/2025 | 328,422 | |
8,338,898 |
116 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Philippines - 0.1% | |||
Philippine Government International Bond | |||
$ 580,000 | 3.23%, 03/29/2027 | $ 565,814 | |
375,000 | 3.56%, 09/29/2032 | 357,416 | |
1,610,000 | 3.70%, 03/01/2041 | 1,412,028 | |
1,120,000 | 4.20%, 03/29/2047 | 1,032,853 | |
3,368,111 | |||
Qatar - 0.2% | |||
Qatar Government International Bond | |||
410,000 | 3.40%, 04/16/2025(10) | 410,722 | |
2,025,000 | 4.40%, 04/16/2050(10) | 2,050,604 | |
4,080,000 | 4.82%, 03/14/2049(10) | 4,381,226 | |
6,842,552 | |||
Romania - 0.5% | |||
Romanian Government International Bond | |||
EUR 340,000 | 1.38%, 12/02/2029(1) | 290,110 | |
535,000 | 1.38%, 12/02/2029(10) | 456,497 | |
345,000 | 1.75%, 07/13/2030(1) | 287,092 | |
1,520,000 | 2.00%, 01/28/2032(10) | 1,221,404 | |
120,000 | 2.00%, 01/28/2032(1) | 96,427 | |
460,000 | 2.00%, 04/14/2033(1) | 353,524 | |
500,000 | 2.00%, 04/14/2033(10) | 384,266 | |
6,090,000 | 2.63%, 12/02/2040(1) | 4,259,027 | |
2,260,000 | 2.63%, 12/02/2040(10) | 1,580,525 | |
635,000 | 2.75%, 04/14/2041(1) | 448,080 | |
655,000 | 2.75%, 04/14/2041(10) | 462,192 | |
5,455,000 | 2.88%, 04/13/2042(1) | 3,845,545 | |
2,120,000 | 2.88%, 04/13/2042(10) | 1,494,511 | |
15,179,200 | |||
Russia - 0.2% | |||
Russian Federal Bond - OFZ | |||
RUB 612,825,000 | 5.90%, 03/12/2031(11)(13)(14) | 8 | |
282,580,000 | 7.15%, 11/12/2025(11)(13)(14) | 4 | |
270,925,000 | 7.65%, 04/10/2030(11)(13)(14) | 4 | |
Russian Foreign Bond - Eurobond | |||
$ 1,400,000 | 4.25%, 06/23/2027(10) | 392,000 | |
600,000 | 4.38%, 03/21/2029(1) | 120,000 | |
2,000,000 | 4.38%, 03/21/2029(10) | 400,000 | |
1,800,000 | 4.75%, 05/27/2026(10) | 504,000 | |
14,600,000 | 5.10%, 03/28/2035(10) | 2,920,000 | |
1,800,000 | 5.25%, 06/23/2047(10) | 450,000 | |
4,786,016 | |||
Saudi Arabia - 0.1% | |||
Saudi Government International Bond | |||
895,000 | 3.25%, 11/17/2051(1) | 719,011 | |
2,600,000 | 3.25%, 11/17/2051(10) | 2,088,746 | |
815,000 | 4.50%, 10/26/2046(10) | 780,525 | |
255,000 | 4.63%, 10/04/2047(10) | 248,892 | |
3,837,174 | |||
Senegal - 0.2% | |||
Senegal Government International Bond | |||
EUR 5,310,000 | 4.75%, 03/13/2028(10) | 5,256,268 | |
$ 710,000 | 6.25%, 07/30/2024(10) | 710,000 | |
250,000 | 6.25%, 05/23/2033(10) | 223,312 | |
400,000 | 6.75%, 03/13/2048(10) | 318,200 | |
6,507,780 | |||
Serbia - 0.1% | |||
Serbia International Bond | |||
EUR 415,000 | 1.00%, 09/23/2028(1) | 333,496 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Serbia - 0.1% - (continued) | |||
EUR 565,000 | 1.00%, 09/23/2028(10) | $ 454,036 | |
120,000 | 1.50%, 06/26/2029(1) | 96,844 | |
2,475,000 | 1.50%, 06/26/2029(10) | 1,997,417 | |
250,000 | 1.65%, 03/03/2033(1) | 179,930 | |
3,061,723 | |||
South Africa - 0.4% | |||
ZAR 120,850,000 | Republic of South Africa Government Bond 8.00%, 01/31/2030 | 6,848,868 | |
Republic of South Africa Government International Bond | |||
$ 1,460,000 | 4.30%, 10/12/2028 | 1,330,440 | |
600,000 | 5.00%, 10/12/2046 | 453,900 | |
3,425,000 | 5.75%, 09/30/2049 | 2,714,998 | |
255,000 | 6.25%, 03/08/2041 | 231,453 | |
11,579,659 | |||
South Korea - 1.0% | |||
Export-Import Bank of Korea | |||
6,395,000 | 1.67%, 03/22/2023, 3 mo. USD LIBOR + 0.740%(2)(10) | 6,421,833 | |
4,500,000 | 1.77%, 07/05/2022, 3 mo. USD LIBOR + 0.800%(2)(10) | 4,504,005 | |
5,270,000 | 2.42%, 04/27/2023, 3 mo. USD LIBOR + 1.200%(2)(10) | 5,318,326 | |
800,000 | Industrial Bank of Korea 1.63%, 10/23/2022, 3 mo. USD LIBOR + 0.450%(2)(10) | 800,440 | |
Korea Development Bank | |||
1,000,000 | 1.55%, 01/24/2023, 3 mo. USD LIBOR + 0.370%(2)(10) | 1,000,560 | |
2,000,000 | 1.69%, 07/06/2022, 3 mo. USD LIBOR + 0.725%(2) | 2,001,374 | |
2,000,000 | 2.04%, 10/30/2022, 3 mo. USD LIBOR + 0.800%(2)(10) | 2,005,440 | |
1,300,000 | 2.49%, 04/16/2023, 3 mo. USD LIBOR + 1.450%(2)(10) | 1,314,368 | |
2,330,000 | 2.75%, 03/19/2023 | 2,330,326 | |
3,450,000 | 3.38%, 03/12/2023 | 3,468,595 | |
29,165,267 | |||
Spain - 0.2% | |||
EUR 6,305,000 | Spain Letras Del Tesoro Bills 0.00%, 06/10/2022 | 6,655,585 | |
Sri Lanka - 0.0% | |||
$ 200,000 | Sri Lanka Government International Bond 6.75%, 04/18/2028(10) | 84,500 | |
Supranational - 0.3% | |||
Asian Infrastructure Investment Bank | |||
TRY 33,450,000 | 19.50%, 08/16/2023(10) | 1,916,269 | |
50,000,000 | 20.00%, 04/12/2023(10) | 3,018,335 | |
7,550,000 | European Bank for Reconstruction & Development 12.50%, 02/09/2023 | 455,215 | |
33,000,000 | European Investment Bank 12.00%, 05/12/2022 | 2,204,771 | |
7,594,590 | |||
Thailand - 0.2% | |||
THB 270,465,000 | Thailand Government Bond 1.60%, 06/17/2035 | 6,522,942 | |
Turkey - 0.5% | |||
Turkey Government International Bond | |||
$ 615,000 | 4.25%, 03/13/2025 | 565,726 | |
635,000 | 4.75%, 01/26/2026 | 572,173 |
117 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 24.3% - (continued) | |||
Turkey - 0.5% - (continued) | |||
$ 1,140,000 | 4.88%, 10/09/2026 | $ 1,004,541 | |
2,655,000 | 4.88%, 04/16/2043 | 1,798,104 | |
5,246,000 | 5.13%, 02/17/2028 | 4,477,461 | |
1,010,000 | 5.25%, 03/13/2030 | 825,675 | |
1,885,000 | 5.75%, 05/11/2047 | 1,343,666 | |
1,120,000 | 6.00%, 03/25/2027 | 1,018,812 | |
1,575,000 | 6.00%, 01/14/2041 | 1,189,755 | |
12,795,913 | |||
Ukraine - 0.2% | |||
2,175,000 | State Agency of Roads of Ukraine 6.25%, 06/24/2028(10) | 679,687 | |
Ukraine Government International Bond | |||
2,010,000 | 6.88%, 05/21/2029(1) | 623,100 | |
440,000 | 6.88%, 05/21/2029(10) | 136,400 | |
1,810,000 | 7.25%, 03/15/2033(1) | 570,150 | |
3,785,000 | 7.25%, 03/15/2033(10) | 1,192,275 | |
1,715,000 | 7.38%, 09/25/2032(10) | 540,225 | |
690,000 | 7.75%, 09/01/2022(10) | 378,810 | |
755,000 | 7.75%, 09/01/2023(10) | 304,359 | |
539,000 | 7.75%, 09/01/2024(10) | 182,473 | |
3,135,000 | 7.75%, 09/01/2026(10) | 1,040,030 | |
2,125,000 | 7.75%, 09/01/2027(10) | 701,250 | |
6,348,759 | |||
United Arab Emirates - 0.4% | |||
Abu Dhabi Government International Bond | |||
370,000 | 2.70%, 09/02/2070(10) | 260,421 | |
605,000 | 3.00%, 09/15/2051(1) | 487,949 | |
315,000 | 3.13%, 09/30/2049(10) | 260,068 | |
315,000 | 4.13%, 10/11/2047(10) | 309,573 | |
12,800,000 | Emirate of Dubai Government International Bonds 3.90%, 09/09/2050(10) | 10,158,080 | |
11,476,091 | |||
Uzbekistan - 0.0% | |||
450,000 | Republic of Uzbekistan International Bond 3.90%, 10/19/2031(10) | 366,210 | |
Venezuela - 0.0% | |||
Venezuela Government International Bond | |||
1,224,000 | 7.75%, 10/13/2019(10)(11) | 98,532 | |
380,000 | 9.00%, 05/07/2023(10)(11) | 30,590 | |
800,000 | 9.25%, 05/07/2028(10)(11) | 64,400 | |
1,355,300 | 12.75%, 08/23/2022(10)(11) | 109,102 | |
302,624 | |||
Total Foreign Government Obligations (cost $836,424,862) | $ 689,404,300 | ||
MUNICIPAL BONDS - 0.8% | |||
General Obligation - 0.0% | |||
State of Illinois, GO | |||
375,709 | 4.95%, 06/01/2023 | $ 380,492 | |
70,000 | 5.00%, 01/01/2023 | 71,044 | |
451,536 | |||
Nursing Homes - 0.1% | |||
2,000,000 | Seminole County, FL, Industrial Dev Auth 6.00%, 11/15/2025 | 1,893,027 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 0.8% - (continued) | |||
School District - 0.5% | |||
Chicago, IL, Board of Education, GO | |||
$ 380,000 | 6.04%, 12/01/2029 | $ 390,637 | |
2,870,000 | 6.14%, 12/01/2039 | 2,967,274 | |
9,610,000 | 6.32%, 11/01/2029 | 10,144,819 | |
13,502,730 | |||
Transportation - 0.2% | |||
665,000 | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue 6.90%, 12/01/2040 | 819,214 | |
1,150,000 | Chicago, IL, Transit Auth 3.91%, 12/01/2040 | 1,081,178 | |
Metropolitan Transportation Auth, NY, Rev | |||
1,150,000 | 5.00%, 11/15/2050 | 1,195,445 | |
850,000 | 5.18%, 11/15/2049 | 911,748 | |
1,235,000 | 6.81%, 11/15/2040 | 1,503,974 | |
5,511,559 | |||
Total Municipal Bonds (cost $23,143,330) | $ 21,358,852 | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) | |||
Advertising - 0.1% | |||
ABG Intermediate Holdings 2 LLC | |||
1,500,000 | 4.00%, 12/21/2028, 1 mo. USD SOFR + 3.500% | $ 1,486,875 | |
685,000 | 6.80%, 12/20/2029, 1 mo. USD SOFR + 6.000% | 678,150 | |
2,165,025 | |||
Aerospace/Defense - 0.2% | |||
1,580,000 | Cobham Ultra SeniorCo S.a.r.l 0.00%, 11/17/2028, 1 mo. USD LIBOR + 3.75%(16) | 1,565,385 | |
287,081 | Dynasty Acquisition Co., Inc. 4.51%, 04/06/2026, 3 mo. USD LIBOR + 4.250%(16) | 281,070 | |
TransDigm, Inc. | |||
1,019,973 | 3.01%, 05/30/2025, 1 mo. USD LIBOR + 2.250% | 1,000,338 | |
1,326,907 | 3.01%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | 1,300,369 | |
4,147,162 | |||
Airlines - 0.1% | |||
1,000,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | 1,016,940 | |
685,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 709,831 | |
930,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 959,835 | |
2,686,606 | |||
Auto Parts & Equipment - 0.1% | |||
695,083 | Clarios Global L.P. 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | 683,211 | |
First Brands Group LLC | |||
1,105,394 | 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 1,100,906 | |
1,765,000 | 9.74%, 03/30/2028, 1 mo. USD LIBOR + 8.500% | 1,758,381 | |
3,542,498 |
118 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Beverages - 0.0% | |||
$ 402,550 | Sunshine Investments B.V. 3.22%, 03/28/2025, 3 mo. USD LIBOR + 2.750% | $ 399,028 | |
Chemicals - 0.0% | |||
EUR 68,519 | Messer Industries GmbH 2.50%, 03/02/2026, 3 mo. EURIBOR + 2.500% | 70,735 | |
$ 1,003,107 | Tronox Finance LLC 3.22%, 03/10/2028, 1 mo. USD LIBOR + 2.250% | 992,133 | |
1,062,868 | |||
Commercial Services - 0.6% | |||
1,579,212 | AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% | 1,561,051 | |
1,455,000 | Amentum Government Services Holdings LLC 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 1,442,269 | |
1,502,437 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | 1,484,408 | |
840,810 | AVSC Holding Corp. 3.25%, 10/15/2026, 1 mo. USD LIBOR + 4.500% | 792,699 | |
EUR 1,000,000 | Boels Topholding B.V. 3.25%, 02/06/2027, 3 mo. EURIBOR + 3.250% | 1,027,057 | |
$ 337 | Fly Funding S.a.r.l. 2.11%, 08/11/2025, 1 mo. USD LIBOR + 1.140% | 327 | |
1,608,459 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 1,542,367 | |
1,000,000 | Parexel International Corp. 4.26%, 11/15/2028, 1 mo. USD LIBOR + 3.500% | 992,190 | |
1,431,412 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 1,408,152 | |
EUR 231,666 | Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625% | 237,646 | |
Trans Union LLC | |||
$ 752,203 | 2.51%, 11/16/2026, 1 mo. USD LIBOR + 1.750% | 741,206 | |
933,603 | 3.01%, 12/01/2028, 1 mo. USD LIBOR + 2.250%(16) | 923,231 | |
EUR 1,445,000 | Verisure Holding AB 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 1,476,201 | |
$ 1,580,160 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 1,563,773 | |
871,850 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 779,870 | |
15,972,447 | |||
Construction Materials - 0.3% | |||
1,005,522 | ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% | 834,583 | |
997,500 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 977,859 | |
2,080,100 | Cornerstone Building Brands, Inc. 3.80%, 04/12/2028, 1 mo. USD LIBOR + 3.250% | 1,947,494 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Construction Materials - 0.3% - (continued) | |||
$ 1,002 | Ingersoll-Rand Services Co. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | $ 988 | |
1,205,202 | Quikrete Holdings, Inc. 3.39%, 02/01/2027, 1 mo. USD LIBOR + 2.625% | 1,170,986 | |
789,911 | Standard Industries, Inc. 3.79%, 09/22/2028, 1 mo. USD LIBOR + 2.500% | 787,320 | |
636,701 | Summit Materials LLC 2.76%, 11/21/2024, 3 mo. USD LIBOR + 2.000% | 636,223 | |
997,507 | Wilsonart LLC 4.25%, 12/31/2026, 1 mo. USD LIBOR + 3.500% | 944,430 | |
7,299,883 | |||
Distribution/Wholesale - 0.1% | |||
994,789 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 979,768 | |
1,000,000 | Caldic B.V. 4.67%, 02/28/2029, 1 mo. USD SOFR + 4.000% | 985,420 | |
1,502,259 | Core & Main L.P. 3.20%, 07/27/2028, 1 mo. USD LIBOR + 2.500% | 1,475,338 | |
438,750 | KAR Auction Services, Inc. 3.06%, 09/19/2026, 1 mo. USD LIBOR + 2.250% | 436,008 | |
3,876,534 | |||
Diversified Financial Services - 0.3% | |||
1,001,584 | Aretec Group, Inc. 5.01%, 10/01/2025, 3 mo. USD LIBOR + 4.250% | 1,000,332 | |
900,000 | Blackhawk Network Holdings, Inc. 7.56%, 06/15/2026, 3 mo. USD LIBOR + 7.000% | 885,375 | |
Deerfield Dakota Holding LLC | |||
EUR 1,188,601 | 4.00%, 04/09/2027, 3 mo. EURIBOR + 4.000% | 1,242,491 | |
$ 719,721 | 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | 716,907 | |
1,001,984 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 982,415 | |
HighTower Holdings LLC | |||
561,598 | 5.10%, 04/21/2028, 1 mo. USD LIBOR + 4.000% | 553,175 | |
449,000 | 5.24%, 04/21/2028, 1 mo. USD LIBOR + 4.000% | 442,265 | |
1,000,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 992,710 | |
6,815,670 | |||
Electric - 0.0% | |||
1,002,032 | ExGen Renewables LLC 3.50%, 12/15/2027, 1 mo. USD LIBOR + 2.500% | 997,302 | |
Electronics - 0.0% | |||
1,010,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(16) | 1,004,112 |
119 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Engineering & Construction - 0.2% | |||
Ascend Learning LLC | |||
$ 1,177,050 | 4.26%, 12/11/2028, 1 mo. USD LIBOR + 3.500% | $ 1,161,701 | |
1,265,000 | 6.51%, 12/10/2029, 1 mo. USD LIBOR + 5.750% | 1,247,606 | |
1,508,695 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 1,430,515 | |
1,576,363 | Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% | 1,551,929 | |
5,391,751 | |||
Entertainment - 0.6% | |||
1,000,000 | AP Core Holdings II LLC 6.26%, 09/01/2027, 1 mo. USD LIBOR + 5.500% | 995,000 | |
Crown Finance U.S., Inc. | |||
2,173,264 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 1,654,180 | |
403,994 | 7.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000% | 466,992 | |
197,104 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 209,547 | |
2,205,843 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 2,193,094 | |
943,148 | Golden Entertainment, Inc. 3.77%, 10/21/2024, 3 mo. USD LIBOR + 3.000% | 939,026 | |
1,666,625 | Maverick Gaming LLC 8.50%, 09/03/2026, 1 mo. USD LIBOR + 7.500% | 1,633,292 | |
Motion Finco S.a.r.l. | |||
EUR 335,000 | 3.00%, 11/12/2026, 3 mo. EURIBOR + 3.000% | 341,085 | |
$ 488,862 | 4.26%, 11/12/2026, 1 mo. USD LIBOR + 3.250% | 478,473 | |
624,232 | NASCAR Holdings, Inc. 3.26%, 10/19/2026, 3 mo. USD LIBOR + 2.500% | 620,880 | |
2,193,596 | Penn National Gaming, Inc. 3.01%, 10/15/2025, 3 mo. USD LIBOR + 2.250% | 2,188,112 | |
1,465,000 | Scientific Games International, Inc. 0.00%, 04/14/2029, 3 mo. USD LIBOR + 3.000%(16) | 1,456,767 | |
1,021,814 | SeaWorld Parks & Entertainment, Inc. 3.81%, 08/25/2028, 1 mo. USD LIBOR + 3.000% | 1,006,058 | |
1,493,127 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 1,470,029 | |
1,495,092 | William Morris Endeavor Entertainment LLC 3.52%, 05/18/2025, 3 mo. USD LIBOR + 2.750% | 1,463,591 | |
17,116,126 | |||
Environmental Control - 0.1% | |||
1,995,000 | Clean Harbors, Inc. 2.76%, 10/08/2028, 1 mo. USD LIBOR + 2.000% | 1,986,023 | |
312,800 | U.S. Ecology Holdings, Inc. 3.26%, 11/01/2026, 3 mo. USD LIBOR + 2.500% | 311,170 | |
2,297,193 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Food - 0.2% | |||
$ 135,000 | 8th Avenue Food & Provisions, Inc. 8.21%, 10/01/2026, 3 mo. USD LIBOR + 7.750% | $ 121,247 | |
1,611,182 | Froneri International Ltd. 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 1,570,903 | |
999,170 | Hostess Brands LLC 3.36%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | 985,641 | |
997,500 | U.S. Foods, Inc. 3.26%, 11/22/2028, 1 mo. USD LIBOR + 2.750% | 990,019 | |
1,007,200 | UTZ Quality Foods LLC 3.76%, 01/20/2028, 1 mo. USD LIBOR + 3.000% | 996,967 | |
4,664,777 | |||
Food Service - 0.0% | |||
928,502 | Aramark Services, Inc. 2.51%, 03/11/2025, 1 mo. USD LIBOR + 1.750% | 912,254 | |
Gas - 0.0% | |||
997,984 | UGI Energy Services LLC 4.51%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | 995,179 | |
Healthcare - Products - 0.2% | |||
1,457,380 | Avantor Funding, Inc. 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 1,446,450 | |
1,020,280 | Insulet Corp. 4.01%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | 1,018,576 | |
1,490,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 1,463,925 | |
1,563,902 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 1,548,544 | |
5,477,495 | |||
Healthcare - Services - 0.6% | |||
1,030,984 | ADMI Corp. 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 1,014,045 | |
3,400,000 | Aveanna Healthcare LLC 7.50%, 12/10/2029, 1 mo. USD LIBOR + 7.000% | 3,247,000 | |
EUR 2,005,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 2,035,560 | |
$ 797,143 | Cano Health LLC 4.51%, 11/23/2027, 1 mo. USD SOFR + 4.000% | 785,186 | |
EUR 1,815,000 | Cerba Healthcare S.A.S. 3.75%, 06/30/2028, 3 mo. EURIBOR + 3.750% | 1,857,599 | |
EyeCare Partners LLC | |||
$ 999,867 | 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 986,299 | |
1,068,000 | 4.76%, 11/15/2028, 1 mo. USD LIBOR + 3.750% | 1,051,980 | |
790,000 | 7.76%, 11/15/2029, 1 mo. USD LIBOR + 6.750% | 780,457 | |
997,612 | Heartland Dental LLC 4.63%, 04/30/2025, 1 mo. USD LIBOR + 4.000% | 989,422 | |
496,952 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 493,767 |
120 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Healthcare - Services - 0.6% - (continued) | |||
EUR 640,000 | LGC Group Holdings Ltd. 3.00%, 04/21/2027, 3 mo. EURIBOR + 3.000% | $ 652,131 | |
$ 998,292 | MED ParentCo L.P. 5.01%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | 977,707 | |
2,356,614 | Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% | 2,332,718 | |
17,203,871 | |||
Holding Companies-Diversified - 0.1% | |||
EUR 3,580,000 | IVC Acquisition Ltd. 0.00%, 02/13/2026, 3 mo. EURIBOR + 4.000%(16) | 3,726,567 | |
Home Builders - 0.1% | |||
Tecta America Corp. | |||
$ 1,848,494 | 5.01%, 04/10/2028, 1 mo. USD LIBOR + 4.250% | 1,813,835 | |
1,120,000 | 9.26%, 04/09/2029, 1 mo. USD LIBOR + 8.500% | 1,120,000 | |
2,933,835 | |||
Insurance - 0.6% | |||
Acrisure LLC | |||
1,611,521 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 1,585,672 | |
932,662 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | 924,893 | |
Asurion LLC | |||
507,131 | 3.76%, 11/03/2024, 1 mo. USD LIBOR + 3.000% | 501,608 | |
1,153,003 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 1,147,030 | |
1,440,000 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 1,395,446 | |
3,035,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 2,940,915 | |
Hub International Ltd. | |||
1,114,981 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 1,099,650 | |
5,678,542 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 5,644,585 | |
Sedgwick Claims Management Services, Inc. | |||
2,506,897 | 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 2,480,274 | |
252,200 | 5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250% | 251,794 | |
17,971,867 | |||
Internet - 0.3% | |||
998,136 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 952,391 | |
934,940 | Go Daddy Operating Co. LLC 2.51%, 02/15/2024, 1 mo. USD LIBOR + 1.750% | 925,423 | |
MH Sub LLC | |||
3,065,389 | 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 3,048,345 | |
545,000 | 7.01%, 02/23/2029, 1 mo. USD LIBOR + 6.250% | 538,051 | |
997,500 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 980,463 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Internet - 0.3% - (continued) | |||
$ 567,336 | Rodan & Fields LLC 4.55%, 06/16/2025, 3 mo. USD LIBOR + 4.000% | $ 338,274 | |
1,003,650 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 927,122 | |
7,710,069 | |||
IT Services - 0.1% | |||
772,255 | Panther Commercial Holdings L.P. 5.74%, 01/07/2028, 1 mo. USD LIBOR + 4.500% | 766,880 | |
Tempo Acquisition LLC | |||
1,496,250 | 3.50%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 1,484,101 | |
5,104 | 3.70%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 5,063 | |
2,256,044 | |||
Leisure Time - 0.2% | |||
1,995,000 | Carnival Corp. 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 1,962,581 | |
1,505,957 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | 1,487,765 | |
1,040,853 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 1,021,597 | |
1,035,000 | Penn National Gaming, Inc. 0.00%, 05/03/2029, 3 mo. USD LIBOR + 2.750%(16) | 1,029,825 | |
5,501,768 | |||
Lodging - 0.1% | |||
Caesars Resort Collection LLC | |||
1,447,825 | 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 1,440,253 | |
1,199,082 | 4.26%, 07/21/2025, 1 mo. USD LIBOR + 3.500% | 1,193,913 | |
2,634,166 | |||
Machinery - Construction & Mining - 0.0% | |||
993,989 | Brookfield WEC Holdings, Inc. 3.51%, 08/01/2025, 1 mo. USD LIBOR + 2.750% | 975,193 | |
Machinery-Diversified - 0.1% | |||
198,338 | AI Alpine AT Bidco GmbH 3.72%, 10/31/2025, 1 mo. USD LIBOR + 2.750% | 193,379 | |
997,550 | Vertical U.S. Newco, Inc. 4.02%, 07/30/2027, 1 mo. USD LIBOR + 3.500% | 986,956 | |
2,550,000 | Welbilt, Inc. 3.26%, 10/23/2025, 3 mo. USD LIBOR + 2.500% | 2,535,669 | |
3,716,004 | |||
Media - 0.6% | |||
1,127,825 | Banijay Entertainment S.A.S 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 1,120,212 | |
1,575,157 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | 1,556,255 | |
628,351 | Entravision Communications Corp. 3.51%, 11/29/2024, 3 mo. USD LIBOR + 2.750% | 613,427 | |
1,456,350 | NEP Group, Inc. 6.50%, 10/20/2025, 1 mo. USD LIBOR + 4.000% | 1,445,427 |
121 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Media - 0.6% - (continued) | |||
NEP/NCP Holdco, Inc. | |||
$ 8,893,278 | 4.01%, 10/20/2025, 3 mo. USD LIBOR + 3.250% | $ 8,718,170 | |
210,000 | 7.76%, 10/19/2026, 3 mo. USD LIBOR + 7.000% | 201,556 | |
1,000,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 977,500 | |
Virgin Media Bristol LLC | |||
1,125,000 | 3.05%, 01/31/2028, 1 mo. USD LIBOR + 2.500% | 1,108,384 | |
1,010,000 | 3.80%, 01/31/2029, 1 mo. USD LIBOR + 3.250% | 1,004,193 | |
16,745,124 | |||
Miscellaneous Manufacturing - 0.1% | |||
EUR 3,516,017 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | 3,632,405 | |
Oil & Gas - 0.1% | |||
$ 1,261,838 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 1,258,683 | |
Oil & Gas Services - 0.0% | |||
85,718 | PES Holdings LLC 0.00%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(11)(16) | 2,572 | |
Packaging & Containers - 0.4% | |||
2,313,375 | Berlin Packaging LLC 4.28%, 03/11/2028, 1 mo. USD LIBOR + 3.750% | 2,283,486 | |
1,423,277 | BWAY Holding Co. 3.71%, 04/03/2024, 3 mo. USD LIBOR + 3.250% | 1,393,744 | |
1,885,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 1,858,855 | |
Pretium PKG Holdings, Inc. | |||
1,077,300 | 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 1,044,443 | |
890,000 | 7.48%, 10/01/2029, 1 mo. USD LIBOR + 6.750% | 854,400 | |
2,014,044 | Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% | 1,980,067 | |
1,590,207 | TricorBraun Holdings, Inc. 4.01%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 1,554,650 | |
10,969,645 | |||
Pharmaceuticals - 0.5% | |||
Bausch Health Cos., Inc. | |||
1,590,000 | 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250%(16) | 1,536,338 | |
518,848 | 3.51%, 11/27/2025, 3 mo. USD LIBOR + 2.750% | 515,216 | |
1,358,051 | 3.76%, 06/02/2025, 3 mo. USD LIBOR + 3.000% | 1,349,849 | |
2,376,995 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 2,371,171 | |
1,602,133 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 1,568,088 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Pharmaceuticals - 0.5% - (continued) | |||
$ 1,357,833 | Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | $ 1,351,899 | |
791,800 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 781,475 | |
123,816 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 123,022 | |
1,010,829 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | ��� 1,008,807 | |
1,013,021 | Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 1,007,328 | |
998,637 | Packaging Coordinators Midco, Inc. 4.76%, 11/30/2027, 1 mo. USD LIBOR + 3.750% | 992,396 | |
1,683,509 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 1,667,027 | |
696,429 | PetVet Care Centers LLC 4.26%, 02/14/2025, 1 mo. USD LIBOR + 3.500% | 691,421 | |
14,964,037 | |||
Pipelines - 0.3% | |||
500,000 | AL GCX Holdings LLC 0.00%, 04/20/2029, 3 mo. USD LIBOR +3.750%(16) | 498,440 | |
261,898 | BCP Raptor LLC 5.25%, 06/24/2024, 3 mo. USD LIBOR + 4.250% | 261,039 | |
248,629 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 247,075 | |
460,644 | Buckeye Partners L.P. 2.71%, 11/01/2026, 1 mo. USD LIBOR + 2.250% | 457,106 | |
1,046,239 | DT Midstream, Inc. 2.50%, 06/26/2028, 1 mo. USD LIBOR + 2.000% | 1,044,283 | |
3,627,109 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | 3,615,792 | |
1,143,795 | NorthRiver Midstream Finance L.P. 4.22%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | 1,135,651 | |
2,069,812 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% | 2,057,455 | |
9,316,841 | |||
Retail - 0.6% | |||
652,382 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 639,197 | |
781,585 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 771,815 | |
1,093,720 | Foundation Building Materials Holding Co. LLC 4.49%, 01/31/2028, 1 mo. USD LIBOR + 3.250% | 1,054,073 | |
1,578,781 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 1,561,020 |
122 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Retail - 0.6% - (continued) | |||
IRB Holding Corp. | |||
$ 765,213 | 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | $ 753,735 | |
730,964 | 3.76%, 02/05/2025, 1 mo. USD LIBOR + 2.750% | 723,860 | |
1,593,512 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 1,500,563 | |
1,614,508 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 1,468,702 | |
999,651 | Petco Health and Wellness Co., Inc. 4.26%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 988,944 | |
1,572,215 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 1,555,706 | |
1,000,000 | Specialty Building Products Holdings LLC 4.30%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 946,880 | |
SRS Distribution, Inc. | |||
1,785,525 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 1,718,568 | |
2,128,838 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 2,049,006 | |
836,222 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 800,307 | |
1,558,781 | White Cap Buyer LLC 4.45%, 10/19/2027, 1 mo. USD SOFR + 3.750% | 1,520,294 | |
18,052,670 | |||
Semiconductors - 0.2% | |||
985,000 | Entegris, Inc. 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(16) | 984,695 | |
MKS Instruments, Inc. | |||
1,000,000 | 0.00%, 10/21/2028(16) | 995,000 | |
2,100,000 | 0.00%, 04/08/2029(16) | 2,089,500 | |
4,069,195 | |||
Software - 1.3% | |||
Athenahealth, Inc. | |||
217,391 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(17) | 214,130 | |
1,282,609 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 1,263,369 | |
702,946 | Ceridian HCM Holding, Inc. 3.26%, 04/30/2025, 1 mo. USD LIBOR + 2.500% | 693,062 | |
DCert Buyer, Inc. | |||
998,045 | 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 993,055 | |
2,605,000 | 7.76%, 02/19/2029, 1 mo. USD LIBOR + 7.000% | 2,573,532 | |
2,996,845 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 2,971,372 | |
1,507,654 | E2open LLC 4.00%, 02/04/2028, 1 mo. USD LIBOR + 3.500% | 1,499,649 | |
1,000,000 | EP Purchaser LLC 4.51%, 11/06/2028, 1 mo. USD LIBOR + 3.500% | 995,830 | |
Epicor Software Corp. | |||
1,004,619 | 4.01%, 07/30/2027, 1 mo. USD LIBOR + 3.250% | 997,356 | |
400,000 | 8.75%, 07/31/2028, 1 mo. USD LIBOR + 7.750% | 407,252 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Software - 1.3% - (continued) | |||
$ 242,438 | Evertec Group LLC 4.25%, 11/27/2024, 3 mo. USD LIBOR + 3.500% | $ 241,124 | |
597,991 | Finastra USA, Inc. 4.74%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | 579,399 | |
Hyland Software, Inc. | |||
3,552,588 | 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 3,537,241 | |
464,000 | 7.01%, 07/07/2025, 1 mo. USD LIBOR + 6.250% | 461,680 | |
4,710,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 4,580,475 | |
Mitchell International, Inc. | |||
1,600,000 | 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 1,573,008 | |
1,775,000 | 7.00%, 10/15/2029, 1 mo. USD LIBOR + 6.500% | 1,751,481 | |
425,000 | Mitnick Corporate Purchaser, Inc. 0.00%, 05/02/2029, 3 mo. USD LIBOR + 4.750%(16) | 423,725 | |
1,376,308 | Navicure, Inc. 4.76%, 10/22/2026, 1 mo. USD LIBOR + 4.000% | 1,373,734 | |
Polaris Newco LLC | |||
EUR 997,556 | 4.00%, 06/02/2028, 3 mo. EURIBOR + 4.000% | 1,039,323 | |
$ 1,567,611 | 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 1,549,317 | |
99,250 | Press Ganey Holdings, Inc. 4.99%, 07/24/2026, 1 mo. USD LIBOR + 3.750% | 98,320 | |
1,013,765 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 996,663 | |
1,012,860 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 998,558 | |
Ultimate Software Group, Inc. | |||
2,142,658 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 2,130,831 | |
205,000 | 6.21%, 05/03/2027, 1 mo. USD LIBOR + 5.250% | 202,899 | |
2,084,832 | Zelis Healthcare Corp. 3.96%, 09/30/2026, 1 mo. USD LIBOR + 3.500% | 2,069,404 | |
36,215,789 | |||
Telecommunications - 0.3% | |||
2,029,500 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 1,992,299 | |
EUR 1,836,915 | Lorca Finco plc 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% | 1,915,181 | |
$ 2,840,000 | Venga Finance S.a.r.l. 0.00%, 12/04/2028, 1 mo. USD LIBOR + 4.750%(16) | 2,754,800 | |
792,384 | Xplornet Communications, Inc. 4.76%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 778,518 | |
1,891,646 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 1,875,888 | |
9,316,686 | |||
Textiles - 0.1% | |||
2,420,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 2,360,516 |
123 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 9.9%(15) - (continued) | |||
Transportation - 0.1% | |||
$ 1,392,453 | First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% | 1,364,604 | |
579,633 | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | $ 572,144 | |
1,936,748 | |||
Total Senior Floating Rate Interests (cost $284,213,604) | $ 280,294,205 | ||
U.S. GOVERNMENT AGENCIES - 12.9% | |||
Mortgage-Backed Agencies - 12.9% | |||
FHLMC - 2.8% | |||
2,749 | 0.00%, 11/15/2036(7)(18) | $ 2,361 | |
12,220,052 | 1.21%, 06/25/2030(3)(4) | 900,718 | |
3,913,793 | 1.25%, 01/25/2030(3)(4) | 273,885 | |
2,238,964 | 1.81%, 04/25/2030(3)(4) | 237,736 | |
2,658,480 | 1.94%, 11/25/2047(3)(4) | 292,700 | |
2,355,000 | 1.96%, 02/25/2047(3)(4) | 277,031 | |
4,759,080 | 2.02%, 10/25/2047(3)(4) | 544,968 | |
3,345,000 | 2.08%, 09/25/2047(3)(4) | 242,475 | |
1,150,193 | 2.09%, 09/25/2046(3)(4) | 135,718 | |
1,890,000 | 2.17%, 08/25/2047(3)(4) | 229,519 | |
3,870,000 | 2.23%, 05/25/2047(3)(4) | 288,882 | |
2,605,748 | 2.32%, 05/25/2047(3)(4) | 332,416 | |
3,990,000 | 2.94%, 01/25/2051, SOFR30A + 2.650%(1)(2) | 3,591,176 | |
21,988 | 3.00%, 03/15/2033(4) | 2,030 | |
6,060,000 | 3.02%, 01/25/2050, 1 mo. USD LIBOR + 2.350%(1)(2) | 5,771,060 | |
3,000,000 | 3.17%, 02/25/2050, 1 mo. USD LIBOR + 2.500%(1)(2) | 2,862,315 | |
7,629,637 | 3.32%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2) | 7,697,098 | |
1,955,000 | 3.52%, 06/25/2048(3)(4) | 418,273 | |
1,605,000 | 3.82%, 07/25/2030, 1 mo. USD LIBOR + 3.150%(2) | 1,564,893 | |
28,418 | 4.00%, 07/15/2027(4) | 1,053 | |
180,000 | 4.04%, 01/25/2051, SOFR30A + 3.750%(1)(2) | 170,862 | |
3,683,776 | 4.27%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(2) | 3,759,152 | |
4,740,000 | 4.29%, 11/25/2051, SOFR30A + 4.000%(1)(2) | 4,510,425 | |
90,144 | 4.50%, 03/15/2041 | 93,068 | |
4,285,000 | 4.60%, 04/25/2042 | 4,283,072 | |
60,871 | 4.75%, 07/15/2039 | 63,246 | |
5,444,871 | 4.92%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2) | 5,553,687 | |
2,110,000 | 5.02%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2) | 2,115,273 | |
10,299,821 | 5.17%, 02/25/2024, 1 mo. USD LIBOR + 4.500%(2) | 10,481,583 | |
5,857 | 5.50%, 08/15/2033 | 6,252 | |
7,940,000 | 5.54%, 03/25/2042(1)(2) | 8,099,189 | |
1,955,000 | 5.92%, 09/25/2050, 1 mo. USD LIBOR + 5.250%(1)(2) | 2,001,815 | |
2,450,000 | 6.42%, 07/25/2050, 1 mo. USD LIBOR + 5.750%(1)(2) | 2,589,032 | |
19,040 | 6.50%, 07/15/2036 | 20,467 | |
3,520,000 | 6.67%, 08/25/2050, 1 mo. USD LIBOR + 6.000%(1)(2) | 3,704,886 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 12.9% - (continued) | |||
Mortgage-Backed Agencies - 12.9% - (continued) | |||
FHLMC - 2.8% - (continued) | |||
$ 3,295,000 | 7.14%, 11/25/2051, SOFR30A + 6.850%(1)(2) | $ 3,177,652 | |
2,770,000 | 8.04%, 01/25/2051, SOFR30A + 7.750%(1)(2) | 2,961,824 | |
79,257,792 | |||
FNMA - 0.1% | |||
27,608 | 0.00%, 06/25/2036(7)(18) | 24,412 | |
73,669 | 1.60%, 04/25/2055(4) | 2,906 | |
15,138 | 2.50%, 06/25/2028(4) | 776 | |
85,337 | 3.00%, 01/25/2028(4) | 4,474 | |
27,751 | 3.16%, 12/01/2026 | 27,576 | |
22,440 | 3.24%, 12/01/2026 | 22,371 | |
8,695 | 3.47%, 01/01/2024 | 8,705 | |
33,654 | 3.50%, 05/25/2030(4) | 2,819 | |
21,702 | 3.67%, 08/01/2023 | 21,832 | |
14,268 | 3.86%, 12/01/2025 | 14,482 | |
21,428 | 3.87%, 10/01/2025 | 21,768 | |
31,793 | 3.89%, 05/01/2030 | 32,679 | |
8,736 | 3.96%, 05/01/2034 | 8,869 | |
15,966 | 4.00%, 03/25/2042(4) | 1,854 | |
7,088 | 4.50%, 07/25/2027(4) | 276 | |
1,510,000 | 5.35%, 03/25/2042 | 1,500,326 | |
50,614 | 5.50%, 04/25/2035 | 54,186 | |
14,018 | 5.50%, 04/25/2037 | 14,976 | |
145,051 | 5.50%, 06/25/2042(4) | 31,924 | |
3,292 | 5.51%, 05/25/2042(3)(4) | 335 | |
1,385,000 | 6.54%, 03/25/2042(1)(2) | 1,433,475 | |
3,231,021 | |||
GNMA - 0.0% | |||
16,591 | 4.00%, 05/16/2042(4) | 1,974 | |
38,923 | 5.00%, 10/16/2041(4) | 6,390 | |
8,364 | |||
UMBS - 10.0% | |||
42,600,000 | 2.00%, 05/12/2052(19) | 37,621,125 | |
84,550,000 | 2.00%, 06/13/2052(19) | 74,526,744 | |
94,400,000 | 2.50%, 05/12/2052(19) | 86,213,750 | |
94,400,000 | 2.50%, 06/13/2052(19) | 86,036,263 | |
284,397,882 | |||
Total U.S. Government Agencies (cost $372,454,225) | $ 366,895,059 | ||
U.S. GOVERNMENT SECURITIES - 10.7% | |||
U.S. Treasury Securities - 10.7% | |||
U.S. Treasury Bonds - 2.4% | |||
2,064,432 | 0.13%, 02/15/2051(20) | $ 1,905,971 | |
14,229,008 | 0.88%, 02/15/2047(20) | 15,555,381 | |
879,887 | 1.00%, 02/15/2048(20) | 995,808 | |
12,270,000 | 1.88%, 02/15/2051 | 9,662,625 | |
24,695,000 | 2.50%, 02/15/2045 | 21,932,247 | |
4,040,000 | 3.00%, 11/15/2044 | 3,916,433 | |
920,000 | 3.13%, 02/15/2043 | 911,339 | |
6,740,000 | 3.38%, 05/15/2044(21) | 6,941,410 | |
5,980,000 | 3.63%, 02/15/2044(22) | 6,398,600 | |
610,000 | 3.75%, 11/15/2043 | 664,400 | |
68,884,214 | |||
U.S. Treasury Notes - 8.3% | |||
14,751,710 | 0.13%, 07/15/2030(20) | 15,068,450 | |
41,225,000 | 0.25%, 07/31/2025(21)(23) | 37,840,041 | |
121,460,000 | 0.63%, 05/15/2030 | 101,746,472 |
124 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 10.7% - (continued) | |||
U.S. Treasury Securities - 10.7% - (continued) | |||
U.S. Treasury Notes - 8.3% - (continued) | |||
$ 2,987,925 | 0.88%, 01/15/2029(20) | $ 3,205,366 | |
749,555 | 1.00%, 02/15/2049(20) | 856,269 | |
26,200,000 | 1.13%, 02/15/2031(21) | 22,637,414 | |
6,544,000 | 2.63%, 02/15/2029(21) | 6,416,954 | |
36,775,000 | 2.88%, 08/15/2028 | 36,598,308 | |
9,025,000 | 3.00%, 10/31/2025(22) | 9,053,203 | |
233,422,477 | |||
Total U.S. Government Securities (cost $338,849,092) | $ 302,306,691 | ||
COMMON STOCKS - 0.0% | |||
Energy - 0.0% | |||
32,328 | Ascent Resources - Marcellus LLC Class A*(13)(14) | $ 51,725 | |
7,026 | Foresight Energy LLC* | 119,448 | |
83,644,001 | KCA Deutag*(13)(14)(24) | — | |
3,682 | Philadelphia Energy Solutions*(13)(14) | — | |
Total Common Stocks (cost $1,330,837) | $ 171,173 | ||
CONVERTIBLE PREFERRED STOCKS - 0.5% | |||
Banks - 0.0% | |||
2,548 | Nationwide Building Society, 10.25%(9)(10) | $ 533,463 | |
Capital Goods - 0.0% | |||
74 | Fluor Corp., 6.50%(1)(9) | 93,629 | |
Health Care Equipment & Services - 0.2% | |||
77,085 | Becton Dickinson and Co. Series B, 6.00%(6) | 3,939,814 | |
Pharmaceuticals, Biotechnology & Life Sciences - 0.1% | |||
2,676 | Danaher Corp., 5.00%(6) | 3,691,810 | |
Utilities - 0.2% | |||
29,384 | American Electric Power Co., Inc., 6.13% | 1,645,504 | |
46,297 | DTE Energy Co., 6.25% | 2,425,963 | |
38,600 | Southern Co. Series 2019, 6.75% | 2,117,982 | |
6,189,449 | |||
Total Convertible Preferred Stocks (cost $14,775,178) | $ 14,448,165 | ||
ESCROWS - 0.1%(25) | |||
Consumer Services - 0.1% | |||
2,270,000 | Grifols Escrow Issuer S.A.(1) | $ 2,148,223 | |
500,000 | Grifols Escrow Issuer S.A. REGS(10) | 473,177 | |
Total Escrows (cost $3,169,366) | $ 2,621,400 |
Shares or Principal Amount | Market Value† | ||
WARRANTS - 0.0% | |||
Energy - 0.0% | |||
8,370 | Ascent Resources - Marcellus LLC Expires 3/30/2023(13)(14) | $ 343 | |
Total Warrants (cost $669) | $ 343 | ||
Total Long-Term Investments (Cost $3,243,773,613) | $ 2,901,284,737 | ||
SHORT-TERM INVESTMENTS - 5.8% | |||
Commercial Paper - 4.2% | |||
$ 530,000 | Agricultural Bank of China Ltd. 0.56%, 05/13/2022 | $ 529,894 | |
AT+T, Inc. | |||
750,000 | 0.36%, 05/02/2022 | 749,985 | |
650,000 | 0.53%, 05/17/2022 | 649,841 | |
500,000 | 0.84%, 06/16/2022 | 499,457 | |
1,899,283 | |||
750,000 | Banque ET Caisse 0.63%, 06/01/2022 | 749,587 | |
BASF Aktiengesellsch | |||
850,000 | 0.93%, 06/01/2022 | 849,305 | |
1,900,000 | 1.20%, 07/01/2022 | 1,896,409 | |
2,745,714 | |||
2,950,000 | Bell Canada 0.93%, 05/25/2022 | 2,948,132 | |
CAD 1,000,000 | BNP Paribas 0.72%, 05/24/2022 | 778,054 | |
Caisse D Amortissement De La D | |||
$ 7,255,000 | 0.67%, 06/01/2022 | 7,250,752 | |
3,950,000 | 0.71%, 06/15/2022 | 3,946,445 | |
11,197,197 | |||
CDP Financial, Inc. | |||
4,840,000 | 0.59%, 06/01/2022 | 4,837,499 | |
2,500,000 | 0.82%, 06/15/2022 | 2,497,406 | |
500,000 | 0.94%, 06/15/2022 | 499,406 | |
7,834,311 | |||
CNPC Finance | |||
5,000,000 | 0.69%, 05/05/2022 | 4,999,528 | |
984,000 | 0.72%, 05/06/2022 | 983,884 | |
5,983,412 | |||
5,000,000 | Dexia Credit Local S.A. 1.03%, 07/20/2022 | 4,986,937 | |
EI du Pont de Nemours and Co. | |||
700,000 | 1.05%, 06/30/2022 | 698,539 | |
435,000 | 1.15%, 07/01/2022 | 434,073 | |
1,132,612 | |||
3,000,000 | Electricite de France S.A. 0.74%, 05/11/2022 | 2,999,333 | |
250,000 | Enbridge (US), Inc. 0.94%, 06/10/2022 | 249,736 | |
Enel Finance America | |||
250,000 | 0.65%, 06/21/2022 | 249,770 | |
700,000 | 1.04%, 06/07/2022 | 699,245 | |
949,015 | |||
3,000,000 | ERSTE Abwicklungsanstalt 0.70%, 06/02/2022 | 2,998,107 | |
600,000 | Export Import Bank 0.90%, 06/21/2022 | 599,235 | |
FMS Watermanagement | |||
5,335,000 | 0.48%, 05/17/2022 | 5,333,814 | |
3,000,000 | 0.66%, 06/13/2022 | 2,997,599 | |
8,331,413 |
125 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 5.8% - (continued) | |||
Commercial Paper - 4.2% - (continued) | |||
Korea Development Bank | |||
$ 1,000,000 | 1.04%, 07/12/2022 | $ 997,840 | |
5,000,000 | 1.76%, 10/19/2022 | 4,957,351 | |
5,955,191 | |||
Municipal Finance Authority of British Columbia Bills | |||
CAD 2,025,000 | 0.38%, 05/04/2022(26) | 1,576,239 | |
710,000 | 0.38%, 05/04/2022(26) | 552,657 | |
2,000,000 | 0.49%, 05/04/2022(26) | 1,556,761 | |
605,000 | 1.21%, 07/13/2022(26) | 469,707 | |
255,000 | 1.22%, 07/13/2022(26) | 197,976 | |
2,400,000 | 1.33%, 07/20/2022(26) | 1,862,683 | |
6,216,023 | |||
Newfoundland T-Bill | |||
4,235,000 | 0.42%, 05/05/2022(26) | 3,296,427 | |
1,000,000 | 0.58%, 05/12/2022(26) | 778,274 | |
4,235,000 | 0.60%, 05/19/2022(26) | 3,295,597 | |
4,565,000 | 0.72%, 06/16/2022(26) | 3,550,185 | |
10,920,483 | |||
PEI Treasury Note | |||
4,235,000 | 0.41%, 05/10/2022 | 3,296,245 | |
500,000 | 0.76%, 06/14/2022 | 388,845 | |
2,270,000 | 0.78%, 06/21/2022 | 1,765,049 | |
5,450,139 | |||
1,000,000 | Province of British Columbia 0.26%, 06/10/2022 | 778,192 | |
PSP Capital, Inc. | |||
$ 4,000,000 | 0.61%, 06/03/2022 | 3,997,727 | |
3,000,000 | 0.75%, 06/16/2022 | 2,997,125 | |
6,994,852 | |||
Regional Municipality of New York | |||
CAD 1,500,000 | 0.46%, 05/06/2022 | 1,167,546 | |
2,500,000 | 0.80%, 05/31/2022 | 1,944,728 | |
3,112,274 | |||
Sempra Energy | |||
$ 750,000 | 0.87%, 05/23/2022 | 749,587 | |
2,000,000 | 1.09%, 06/09/2022 | 1,997,617 | |
2,747,204 | |||
Societe De Transport De Montre | |||
CAD 6,500,000 | 1.02%, 06/20/2022 | 5,052,565 | |
3,025,000 | 1.02%, 06/20/2022 | 2,351,378 | |
2,000,000 | 1.70%, 08/22/2022 | 1,549,231 | |
8,953,174 | |||
$ 750,000 | Suncor Energy, Inc. 0.78%, 05/27/2022 | 749,567 | |
CAD 900,000 | The City De Edmonton 0.79%, 06/21/2022 | 699,797 | |
Transcanada Pipelines Ltd. | |||
$ 750,000 | 0.67%, 05/19/2022 | 749,737 | |
2,420,000 | 0.91%, 05/19/2022 | 2,418,850 | |
1,400,000 | 0.98%, 06/02/2022 | 1,398,756 | |
2,500,000 | 1.24%, 06/02/2022 | 2,497,200 | |
750,000 | 1.31%, 06/21/2022 | 748,608 | |
400,000 | 1.38%, 06/22/2022 | 399,203 | |
2,000,000 | 1.56%, 07/18/2022 | 1,994,076 | |
10,206,430 | |||
119,695,298 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 5.8% - (continued) | |||
Repurchase Agreements - 0.4% | |||
$ 11,275,136 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $11,275,362; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $11,500,698 | $ 11,275,136 | |
Securities Lending Collateral - 1.2% | |||
9,365,271 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(27) | 9,365,271 | |
22,718,220 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(27) | 22,718,219 | |
32,083,490 | |||
Total Short-Term Investments (cost $163,838,071) | $ 163,053,924 | ||
Total Investments (cost $3,407,611,684) | 108.1% | $ 3,064,338,661 | |
Other Assets and Liabilities | (8.1)% | (228,983,181) | |
Total Net Assets | 100.0% | $ 2,835,355,480 |
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $866,780,854, representing 30.6% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Securities disclosed are interest-only strips. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
126 |
April 30, 2022 (Unaudited)
(7) | Security is a zero-coupon bond. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(10) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $402,604,706, representing 14.2% of net assets. |
(11) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(12) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(13) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $52,084, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(14) | Investment valued using significant unobservable inputs. |
(15) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(16) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(17) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $214,130, which represents 0.0% of total net assets. |
(18) | Securities disclosed are principal-only strips. |
(19) | Represents or includes a TBA transaction. |
(20) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(21) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2022, the market value of securities pledged was $7,910,357. |
(22) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $10,787,272. |
(23) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2022, the market value of securities pledged was $14,846,881. |
(24) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
03/2011 | KCA Deutag | 83,644,001 | $ 1,133,544 | $ — |
(25) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(26) | The rate shown represents current yield to maturity. |
(27) | Current yield as of period end. |
OTC Swaptions Outstanding at April 30, 2022 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Written swaptions: | ||||||||||||||||||
Call | ||||||||||||||||||
ITRAXX-XOVERS.37.V1 * | BOA | 375.00% | Pay | 05/18/2022 | EUR | (136,520,000) | $ (149,270) | $ (1,428,309) | $ 1,279,039 | |||||||||
ITRAXX-XOVERS.37.V1 * | GSC | 400.00% | Pay | 05/18/2022 | EUR | (136,520,000) | (533,791) | (1,293,154) | 759,363 | |||||||||
$ (683,061) | $ (2,721,463) | $ 2,038,402 | ||||||||||||||||
Put | ||||||||||||||||||
ITRAXX-XOVERS.37.V1 * | BOA | 375.00% | Receive | 05/18/2022 | EUR | (136,520,000) | $ (3,823,903) | $ (2,239,329) | $ (1,584,574) | |||||||||
ITRAXX-XOVERS.37.V1 * | GSC | 400.00% | Receive | 05/18/2022 | EUR | (136,520,000) | (2,597,651) | (1,205,975) | (1,391,676) | |||||||||
$ (6,421,554) | $ (3,445,304) | $ (2,976,250) | ||||||||||||||||
Total Written Option Contracts OTC swaption contracts | $ (7,104,615) | $ (6,166,767) | $ (937,848) |
* | Swaptions with forward premiums. |
127 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Euro-Schatz Future | 5 | 06/08/2022 | $ 580,987 | $ (8,331) | ||||
U.S. Treasury 2-Year Note Future | 1,903 | 06/30/2022 | 401,176,188 | (65,338) | ||||
U.S. Treasury 5-Year Note Future | 2,393 | 06/30/2022 | 269,623,797 | (8,609,418) | ||||
U.S. Treasury 10-Year Note Future | 1,764 | 06/21/2022 | 210,191,625 | (8,389,133) | ||||
U.S. Treasury Long Bond Future | 352 | 06/21/2022 | 49,522,000 | (4,454,884) | ||||
Total | $ (21,527,104) | |||||||
Short position contracts: | ||||||||
Euro-BOBL Future | 83 | 06/08/2022 | $ 11,135,992 | $ 448,431 | ||||
Euro-BUND Future | 815 | 06/08/2022 | 132,054,294 | 8,095,400 | ||||
Euro-BUXL 30-Year Bond Future | 54 | 06/08/2022 | 9,740,271 | 1,579,540 | ||||
Long Gilt Future | 1 | 06/28/2022 | 148,932 | 4,769 | ||||
U.S. Treasury 10-Year Ultra Future | 760 | 06/21/2022 | 98,040,000 | 672,385 | ||||
U.S. Treasury Ultra Bond Future | 287 | 06/21/2022 | 46,045,563 | 1,355,818 | ||||
Total | $ 12,156,343 | |||||||
Total futures contracts | $ (9,370,761) |
OTC Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
ABX.HE.AAA.07 | GSC | USD | 317,050 | (0.09%) | 08/25/2037 | Monthly | $ 65,575 | $ — | $ 13,710 | $ (51,865) | |||||||||
ABX.HE.AAA.07 | CSI | USD | 905,448 | (0.09%) | 08/25/2037 | Monthly | 215,328 | — | 39,153 | (176,175) | |||||||||
ABX.HE.PENAAA.06 | JPM | USD | 119,287 | (0.11%) | 05/25/2046 | Monthly | 13,319 | — | 8,734 | (4,585) | |||||||||
ABX.HE.PENAAA.06 | CSI | USD | 187,418 | (0.11%) | 05/25/2046 | Monthly | 20,975 | — | 13,723 | (7,252) | |||||||||
PrimeX.ARM.2 (2)(3) | MSC | USD | 55,253 | (4.58%) | 12/25/2037 | Monthly | — | (124) | (260) | (136) | |||||||||
Total | $ 315,197 | $ (124) | $ 75,060 | $ (240,013) | |||||||||||||||
Sell protection: | |||||||||||||||||||
ABX.HE.AAA.07 | MSC | USD | 317,050 | 0.09% | 08/25/2037 | Monthly | $ 2,315 | $ — | $ (13,710) | $ (16,025) | |||||||||
ABX.HE.AAA.07 | MSC | USD | 905,448 | 0.09% | 08/25/2037 | Monthly | 6,660 | — | (39,153) | (45,813) | |||||||||
ABX.HE.PENAAA.06 | BCLY | USD | 306,706 | 0.11% | 05/25/2046 | Monthly | — | (6,489) | (22,457) | (15,968) | |||||||||
PrimeX.ARM.2 (2)(3) | JPM | USD | 55,253 | 4.58% | 12/25/2037 | Monthly | 1,633 | — | 260 | (1,373) | |||||||||
Total | $ 10,608 | $ (6,489) | $ (75,060) | $ (79,179) | |||||||||||||||
Total | $ 325,805 | $ (6,613) | $ — | $ (319,192) | |||||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Assicurazioni Generali | GSC | EUR | — | (1.00%) | 06/20/2027 | Quarterly | $ 192 | $ — | $ (166) | $ (358) | |||||||||
Total | $ 192 | $ — | $ (166) | $ (358) | |||||||||||||||
Total OTC credit default swap contracts | $ 325,997 | $ (6,613) | $ (166) | $ (319,550) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(2) | These investments are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these investments are $(1,509), which represented (0.0)% of total net assets. This amount excludes investments that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment valued using significant unobservable inputs. |
128 |
April 30, 2022 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
CDX.EM.37.V1 | USD | 54,775,000 | (1.00%) | 06/20/2027 | Quarterly | $ 3,230,079 | $ 4,230,000 | $ 999,921 | |||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.37.V1 | USD | 10,510,000 | 5.00% | 12/20/2026 | Quarterly | $ 697,022 | $ 346,222 | $ (350,800) | |||||||
CDX.NA.HY.38.V1 | USD | 139,150,000 | 5.00% | 06/20/2027 | Quarterly | 3,856,037 | 2,822,995 | (1,033,042) | |||||||
Total | $ 4,553,059 | $ 3,169,217 | $ (1,383,842) | ||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||
Buy protection: | |||||||||||||||
Russia Federation | USD | — | (1.00%) | 12/20/2026 | Quarterly | $ 101 | $ (21) | $ (122) | |||||||
Standard Chartered | EUR | 2,010,000 | (1.00%) | 06/20/2027 | Quarterly | (17,519) | (6,480) | 11,039 | |||||||
United Mexican States | USD | 1,825,000 | (1.00%) | 12/20/2026 | Quarterly | (4,906) | 20,862 | 25,768 | |||||||
Total | $ (22,324) | $ 14,361 | $ 36,685 | ||||||||||||
Sell protection: | |||||||||||||||
Republic of Turkey (B+) | USD | 5,185,000 | 1.00% | 06/20/2027 | Quarterly | $ (1,020,436) | $ (1,059,580) | $ (39,144) | |||||||
Total | $ (1,042,760) | $ (1,045,219) | $ (2,459) | ||||||||||||
Total centrally cleared credit default swap contracts | $ 6,740,378 | $ 6,353,998 | $ (386,380) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
755,000 | AUD | 543,961 | USD | SSG | 06/15/2022 | $ (10,066) | ||||
2,720,000 | BRL | 562,274 | USD | GSC | 06/02/2022 | (17,937) | ||||
710,000 | CAD | 556,446 | USD | SSG | 06/15/2022 | (3,830) | ||||
440,400,000 | CLP | 561,914 | USD | GSC | 06/15/2022 | (50,294) | ||||
3,613,000 | CNY | 564,390 | USD | SSG | 06/15/2022 | (16,649) | ||||
2,140,100,000 | COP | 561,942 | USD | BNP | 06/15/2022 | (25,425) | ||||
12,680,000 | CZK | 570,863 | USD | DEUT | 06/15/2022 | (30,245) | ||||
131,580,000 | EGP | 8,109,207 | USD | GSC | 06/15/2022 | (1,180,297) | ||||
2,214,845 | EUR | 2,339,399 | USD | GSC | 05/31/2022 | 202 | ||||
42,000 | EUR | 44,363 | USD | TDB | 05/31/2022 | 2 | ||||
1,738,909 | EUR | 1,840,071 | USD | BOA | 05/31/2022 | (3,215) | ||||
211,000 | EUR | 222,047 | USD | DEUT | 06/15/2022 | 1,035 | ||||
1,000 | EUR | 1,091 | USD | WEST | 06/15/2022 | (34) | ||||
102,000 | EUR | 110,382 | USD | TDB | 06/15/2022 | (2,541) | ||||
321,000 | EUR | 351,524 | USD | BCLY | 06/15/2022 | (12,144) | ||||
619,000 | EUR | 669,006 | USD | RBC | 06/15/2022 | (14,562) | ||||
269,000 | EUR | 299,869 | USD | BOA | 06/15/2022 | (15,466) | ||||
1,391,000 | EUR | 1,487,196 | USD | GSC | 06/15/2022 | (16,547) | ||||
688,000 | EUR | 759,332 | USD | CBA | 06/15/2022 | (31,937) | ||||
1,440,000 | EUR | 1,578,747 | USD | RBS | 06/15/2022 | (56,292) | ||||
3,050,000 | EUR | 3,285,492 | USD | SSG | 06/15/2022 | (60,849) | ||||
1,576,000 | EUR | 1,745,168 | USD | MSC | 06/15/2022 | (78,925) | ||||
2,280,000 | EUR | 2,530,767 | USD | SCB | 06/15/2022 | (120,213) | ||||
95,000 | GBP | 119,266 | USD | BNP | 05/31/2022 | 190 | ||||
11,390,000 | MXN | 562,786 | USD | BNP | 06/15/2022 | (9,632) | ||||
820,000 | NZD | 543,372 | USD | JPM | 06/15/2022 | (14,049) | ||||
2,110,000 | PEN | 564,322 | USD | UBS | 06/15/2022 | (17,640) | ||||
2,420,000 | PLN | 571,969 | USD | JPM | 06/15/2022 | (29,280) | ||||
19,110,000 | THB | 568,243 | USD | SCB | 06/15/2022 | (9,879) | ||||
8,320,000 | ZAR | 564,546 | USD | GSC | 06/15/2022 | (40,415) | ||||
9,570,686 | USD | 13,055,000 | AUD | TDB | 06/15/2022 | 338,889 | ||||
565,776 | USD | 755,000 | AUD | MSC | 06/15/2022 | 31,881 | ||||
548,940 | USD | 2,720,000 | BRL | DEUT | 06/02/2022 | 4,604 |
129 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
18,510,007 | USD | 96,004,000 | BRL | GSC | 06/15/2022 | $ (627,830) | ||||
3,757,064 | USD | 4,735,000 | CAD | MSC | 05/04/2022 | 71,314 | ||||
3,324,732 | USD | 4,235,000 | CAD | UBS | 05/05/2022 | 28,202 | ||||
1,174,577 | USD | 1,500,000 | CAD | JPM | 05/06/2022 | 6,981 | ||||
3,342,117 | USD | 4,235,000 | CAD | SSG | 05/10/2022 | 45,621 | ||||
537,864 | USD | 650,000 | CAD | JPM | 05/11/2022 | 31,909 | ||||
3,923,539 | USD | 5,000,000 | CAD | SCB | 05/11/2022 | 31,571 | ||||
846,753 | USD | 1,066,000 | CAD | MSC | 05/11/2022 | 16,985 | ||||
792,510 | USD | 1,000,000 | CAD | SSG | 05/12/2022 | 14,116 | ||||
1,308,012 | USD | 1,580,000 | CAD | CBK | 05/16/2022 | 78,149 | ||||
397,364 | USD | 500,000 | CAD | DEUT | 05/16/2022 | 8,167 | ||||
3,321,580 | USD | 4,235,000 | CAD | SCB | 05/19/2022 | 25,077 | ||||
785,605 | USD | 1,000,000 | CAD | MSC | 05/24/2022 | 7,209 | ||||
2,014,167 | USD | 2,500,000 | CAD | SCB | 05/31/2022 | 68,176 | ||||
4,369,631 | USD | 5,425,000 | CAD | MSC | 06/01/2022 | 146,853 | ||||
1,568,870 | USD | 1,975,000 | CAD | GSC | 06/01/2022 | 31,544 | ||||
1,587,916 | USD | 2,000,000 | CAD | BOA | 06/01/2022 | 31,131 | ||||
562,748 | USD | 700,000 | CAD | SSG | 06/01/2022 | 17,873 | ||||
634,765 | USD | 800,000 | CAD | JPM | 06/01/2022 | 12,051 | ||||
2,343,923 | USD | 3,000,000 | CAD | JPM | 06/02/2022 | 8,759 | ||||
812,252 | USD | 1,000,000 | CAD | MSC | 06/10/2022 | 33,898 | ||||
2,654,820 | USD | 3,315,000 | CAD | SSG | 06/14/2022 | 74,633 | ||||
401,652 | USD | 500,000 | CAD | CBA | 06/14/2022 | 12,483 | ||||
9,395,721 | USD | 11,995,000 | CAD | TDB | 06/15/2022 | 59,619 | ||||
567,075 | USD | 710,000 | CAD | RBC | 06/15/2022 | 14,458 | ||||
985,735 | USD | 1,250,000 | CAD | BOA | 06/15/2022 | 12,819 | ||||
3,669,535 | USD | 4,565,000 | CAD | DEUT | 06/16/2022 | 116,465 | ||||
5,917,590 | USD | 7,400,000 | CAD | BNP | 06/21/2022 | 158,117 | ||||
2,413,171 | USD | 3,025,000 | CAD | SSG | 06/21/2022 | 58,792 | ||||
1,818,863 | USD | 2,270,000 | CAD | SCB | 06/21/2022 | 52,105 | ||||
1,994,077 | USD | 2,500,000 | CAD | BOA | 06/21/2022 | 48,309 | ||||
791,765 | USD | 1,000,000 | CAD | DEUT | 06/21/2022 | 13,457 | ||||
1,648,300 | USD | 2,060,000 | CAD | BOA | 06/22/2022 | 44,996 | ||||
1,856,602 | USD | 2,300,000 | CAD | WEST | 06/27/2022 | 66,555 | ||||
807,274 | USD | 1,000,000 | CAD | CBK | 06/27/2022 | 28,993 | ||||
239,277 | USD | 300,000 | CAD | BOA | 06/27/2022 | 5,792 | ||||
159,837 | USD | 200,000 | CAD | DEUT | 06/27/2022 | 4,180 | ||||
682,829 | USD | 860,000 | CAD | MSC | 07/13/2022 | 13,570 | ||||
798,748 | USD | 1,000,000 | CAD | CBK | 07/15/2022 | 20,549 | ||||
1,920,442 | USD | 2,400,000 | CAD | UBS | 07/20/2022 | 52,819 | ||||
570,029 | USD | 700,000 | CAD | GSC | 07/27/2022 | 25,328 | ||||
1,208,978 | USD | 1,500,000 | CAD | SSG | 08/16/2022 | 41,839 | ||||
234,829 | USD | 300,000 | CAD | CIBC | 08/16/2022 | 1,401 | ||||
1,559,751 | USD | 2,000,000 | CAD | MSC | 08/22/2022 | 3,595 | ||||
3,068,470 | USD | 3,810,000 | CAD | BOA | 09/14/2022 | 104,201 | ||||
624,279 | USD | 800,000 | CAD | BMO | 09/19/2022 | 1,870 | ||||
6,189,452 | USD | 7,675,000 | CAD | MSC | 09/21/2022 | 218,250 | ||||
395,578 | USD | 500,000 | CAD | DEUT | 09/21/2022 | 6,575 | ||||
3,076,136 | USD | 3,815,000 | CAD | CIBC | 09/23/2022 | 108,058 | ||||
2,407,899 | USD | 3,000,000 | CAD | MSC | 10/27/2022 | 74,136 | ||||
1,189,362 | USD | 1,500,000 | CAD | BOA | 11/10/2022 | 22,475 | ||||
397,932 | USD | 500,000 | CAD | BOA | 11/14/2022 | 8,968 | ||||
784,976 | USD | 1,000,000 | CAD | RBC | 11/22/2022 | 7,041 | ||||
876,364 | USD | 1,125,000 | CAD | JPM | 12/05/2022 | 1,175 | ||||
780,453 | USD | 1,000,000 | CAD | SGG | 05/01/2023 | 2,392 | ||||
514,006 | USD | 440,400,000 | CLP | BOA | 06/15/2022 | 2,386 | ||||
560,990 | USD | 3,613,000 | CNY | SSG | 06/15/2022 | 13,248 | ||||
536,097 | USD | 2,140,100,000 | COP | BNP | 06/15/2022 | (420) | ||||
550,667 | USD | 12,680,000 | CZK | BNP | 06/15/2022 | 10,049 | ||||
371,705 | USD | 6,910,000 | EGP | JPM | 06/15/2022 | 7,830 | ||||
128,374,783 | USD | 120,154,869 | EUR | BCLY | 05/31/2022 | 1,451,921 |
130 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
4,808,662 | USD | 4,370,000 | EUR | SSG | 06/01/2022 | $ 192,240 | ||||
6,942,347 | USD | 6,305,000 | EUR | MSC | 06/10/2022 | 278,282 | ||||
109,848,109 | USD | 98,072,051 | EUR | DEUT | 06/15/2022 | 6,160,411 | ||||
3,597,134 | USD | 3,271,000 | EUR | CBA | 06/15/2022 | 138,837 | ||||
2,876,596 | USD | 2,609,000 | EUR | SCB | 06/15/2022 | 118,205 | ||||
1,998,183 | USD | 1,802,000 | EUR | GSC | 06/15/2022 | 93,000 | ||||
2,119,125 | USD | 1,925,000 | EUR | WEST | 06/15/2022 | 83,898 | ||||
1,804,189 | USD | 1,643,000 | EUR | MSC | 06/15/2022 | 67,109 | ||||
1,295,761 | USD | 1,175,000 | EUR | SSG | 06/15/2022 | 53,480 | ||||
1,018,309 | USD | 925,000 | EUR | BOA | 06/15/2022 | 40,343 | ||||
636,395 | USD | 573,000 | EUR | BCLY | 06/15/2022 | 30,585 | ||||
748,514 | USD | 690,000 | EUR | JPM | 06/15/2022 | 19,004 | ||||
9,252,072 | USD | 7,277,000 | GBP | DEUT | 05/31/2022 | 101,795 | ||||
19,366,517 | USD | 14,432,000 | GBP | DEUT | 06/15/2022 | 1,217,759 | ||||
1,367,998 | USD | 1,000,000 | GBP | BNP | 08/01/2022 | 109,967 | ||||
6,082,572 | USD | 701,200,000 | JPY | SCB | 05/09/2022 | 677,828 | ||||
4,953,945 | USD | 570,750,000 | JPY | MSC | 05/09/2022 | 554,690 | ||||
16,587,279 | USD | 1,903,750,000 | JPY | BOA | 05/16/2022 | 1,910,040 | ||||
16,373,278 | USD | 1,889,000,000 | JPY | BOA | 05/23/2022 | 1,806,363 | ||||
6,148,154 | USD | 705,750,000 | JPY | MSC | 05/25/2022 | 705,441 | ||||
5,013,607 | USD | 576,250,000 | JPY | BNP | 05/31/2022 | 568,852 | ||||
3,602,458 | USD | 410,000,000 | JPY | SSG | 05/31/2022 | 440,030 | ||||
3,613,369 | USD | 440,000,000 | JPY | BOA | 05/31/2022 | 219,544 | ||||
11,651,946 | USD | 1,340,050,000 | JPY | BCLY | 06/06/2022 | 1,312,987 | ||||
13,330,103 | USD | 1,622,900,000 | JPY | BOA | 06/06/2022 | 808,856 | ||||
1,760,541 | USD | 200,000,000 | JPY | JPM | 06/09/2022 | 217,259 | ||||
24,473,793 | USD | 2,962,900,000 | JPY | BOA | 06/13/2022 | 1,606,667 | ||||
19,745,818 | USD | 2,266,500,000 | JPY | MSC | 06/15/2022 | 2,251,783 | ||||
10,615,115 | USD | 1,233,500,000 | JPY | MSC | 06/21/2022 | 1,091,706 | ||||
14,211,577 | USD | 1,729,350,000 | JPY | BOA | 06/21/2022 | 859,889 | ||||
14,971,179 | USD | 1,774,600,000 | JPY | MSC | 06/27/2022 | 1,266,376 | ||||
12,194,016 | USD | 1,473,850,000 | JPY | JPM | 07/05/2022 | 806,897 | ||||
12,243,740 | USD | 1,488,900,000 | JPY | BOA | 07/05/2022 | 740,343 | ||||
22,812,347 | USD | 2,789,950,000 | JPY | BCLY | 07/11/2022 | 1,249,231 | ||||
21,291,129 | USD | 2,629,450,000 | JPY | JPM | 07/19/2022 | 958,848 | ||||
6,236,453 | USD | 785,900,000 | JPY | BCLY | 07/25/2022 | 157,300 | ||||
16,873,265 | USD | 2,158,700,000 | JPY | MSC | 08/01/2022 | 168,948 | ||||
3,551,582 | USD | 400,000,000 | JPY | MSC | 09/20/2022 | 444,988 | ||||
556,061 | USD | 11,390,000 | MXN | BNP | 06/15/2022 | 2,906 | ||||
6,654,325 | USD | 141,270,000 | MXN | CBK | 06/15/2022 | (206,447) | ||||
564,756 | USD | 820,000 | NZD | SSG | 06/15/2022 | 35,433 | ||||
550,842 | USD | 2,110,000 | PEN | BOA | 06/15/2022 | 4,160 | ||||
552,751 | USD | 2,420,000 | PLN | BCLY | 06/15/2022 | 10,063 | ||||
556,980 | USD | 19,110,000 | THB | JPM | 06/15/2022 | (1,383) | ||||
526,299 | USD | 8,320,000 | ZAR | MSC | 06/15/2022 | 2,168 | ||||
Total foreign currency contracts | $ 30,943,906 |
Foreign Cross Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
EUR | 7,296,739 | DEUT | 05/31/2022 | GBP | 7,308,151 | $ (11,412) | ||||
GBP | 208,732 | GSC | 05/31/2022 | EUR | 208,447 | 285 | ||||
Total foreign cross currency contracts | $ (11,127) |
131 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 355,862,759 | $ — | $ 355,862,759 | $ — | ||||
Convertible Bonds | 134,211,673 | — | 134,211,673 | — | ||||
Corporate Bonds | 733,710,117 | — | 733,710,117 | — | ||||
Foreign Government Obligations | 689,404,300 | — | 689,404,284 | 16 | ||||
Municipal Bonds | 21,358,852 | — | 21,358,852 | — | ||||
Senior Floating Rate Interests | 280,294,205 | — | 280,294,205 | — | ||||
U.S. Government Agencies | 366,895,059 | — | 366,895,059 | — | ||||
U.S. Government Securities | 302,306,691 | — | 302,306,691 | — | ||||
Common Stocks | ||||||||
Energy | 171,173 | — | 119,448 | 51,725 | ||||
Convertible Preferred Stocks | 14,448,165 | 14,448,165 | — | — | ||||
Escrows | 2,621,400 | — | 2,621,400 | — | ||||
Warrants | 343 | — | — | 343 | ||||
Short-Term Investments | 163,053,924 | 32,083,490 | 130,970,434 | — | ||||
Foreign Currency Contracts(2) | 33,651,207 | — | 33,651,207 | — | ||||
Futures Contracts(2) | 12,156,343 | 12,156,343 | — | — | ||||
Swaps - Credit Default(2) | 1,036,728 | — | 1,036,728 | — | ||||
Total | $ 3,111,182,939 | $ 58,687,998 | $ 3,052,442,857 | $ 52,084 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (2,718,428) | $ — | $ (2,718,428) | $ — | ||||
Futures Contracts(2) | (21,527,104) | (21,527,104) | — | — | ||||
Swaps - Credit Default(2) | (1,742,658) | — | (1,741,149) | (1,509) | ||||
Written Options | (7,104,615) | — | (7,104,615) | — | ||||
Total | $ (33,092,805) | $ (21,527,104) | $ (11,564,192) | $ (1,509) |
(1) | For the six-month period ended April 30, 2022, investments valued at $15,002,458 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $9,254,722 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
132 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% | |||
Alabama - 0.4% | |||
$ 150,000 | Jefferson County, AL, Board of Education Special Tax 5.00%, 02/01/2046 | $ 163,144 | |
335,000 | State of Alabama, Troy University Rev, (BAM Insured) 5.00%, 11/01/2023 | 348,355 | |
511,499 | |||
Arizona - 1.8% | |||
325,000 | City of Phoenix, AZ, Civic Improvement Corp. 5.00%, 07/01/2031 | 353,734 | |
Maricopa County, AZ, Industrial Dev Auth | |||
775,000 | 3.00%, 09/01/2039 | 667,772 | |
100,000 | 5.00%, 09/01/2042 | 108,846 | |
200,000 | Salt Verde Financial Corp., AZ, Rev 5.00%, 12/01/2037 | 218,852 | |
Tempe, AZ, Industrial Dev Auth Rev | |||
225,000 | 4.00%, 12/01/2024 | 229,471 | |
270,000 | 4.00%, 12/01/2025 | 275,957 | |
240,000 | 4.00%, 12/01/2026 | 244,724 | |
2,099,356 | |||
California - 5.7% | |||
50,000 | Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured) 4.00%, 08/01/2034 | 51,617 | |
195,000 | California Enterprise Dev Auth 5.00%, 08/01/2045 | 201,369 | |
310,000 | California Health Facs Financing Auth 4.00%, 08/15/2040 | 310,626 | |
California Municipal Finance Auth, (BAM Insured) | |||
500,000 | 4.00%, 05/15/2038 | 502,800 | |
350,000 | 4.00%, 10/01/2049 | 339,915 | |
165,000 | California Public Finance Auth 2.38%, 11/15/2028(1) | 155,072 | |
140,000 | California State, GO Taxable 4.00%, 11/01/2041 | 142,219 | |
Cathedral City, CA, Redev Agency Successor Agency | |||
145,000 | 4.00%, 08/01/2022 | 145,744 | |
340,000 | 4.00%, 08/01/2032 | 357,241 | |
100,000 | City of Los Angeles, CA, Department of Airports Rev 5.00%, 05/15/2026 | 106,645 | |
45,000 | Elk Grove, CA, Finance Auth Special Tax, (BAM Insured) 5.00%, 09/01/2032 | 48,178 | |
150,000 | Foothill-Eastern Transportation Corridor Agency, CA 5.00%, 01/15/2029 | 161,803 | |
90,000 | Los Angeles County, CA, Metropolitan Transportation Auth 4.00%, 06/01/2034 | 92,457 | |
Orange County, CA, Community Facs Dist Special Tax | |||
100,000 | 5.00%, 08/15/2023 | 103,062 | |
150,000 | 5.00%, 08/15/2033 | 158,065 | |
100,000 | Romoland, CA, School Dist Special Tax 5.00%, 09/01/2043 | 105,985 | |
100,000 | San Bernardino City, CA, Unified School Dist, GO, (NATL Insured) 0.00%, 08/01/2027(2) | 83,983 | |
San Diego County Regional Airport Auth | |||
1,400,000 | 4.00%, 07/01/2040 | 1,411,375 | |
500,000 | 4.00%, 07/01/2041 | 503,264 | |
San Joaquin Hills, CA, Transportation Corridor Agency, (NATL Insured) | |||
255,000 | 0.01%, 01/15/2025(2) | 233,323 | |
305,000 | 4.00%, 01/15/2034 | 306,920 | |
1,000,000 | University of California, Rev 4.00%, 05/15/2038 | 1,024,734 | |
6,546,397 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Colorado - 1.5% | |||
$ 175,000 | City & County of Denver, CO, Airport System Rev 5.00%, 12/01/2036 | $ 197,430 | |
200,000 | Colorado Health Facs Auth Rev 4.00%, 12/01/2040 | 191,059 | |
150,000 | Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2040 | 155,494 | |
305,000 | E-470 Public Highway, CO, Auth Rev 0.54%, 09/01/2039, 1 mo. USD SOFR + 0.350%(3) | 298,865 | |
Park Creek, CO, Metropolitan Dist Rev | |||
100,000 | 5.00%, 12/01/2023 | 103,846 | |
120,000 | 5.00%, 12/01/2029 | 134,516 | |
500,000 | Regional Transportation Dist, CO 4.00%, 07/15/2039 | 483,046 | |
115,000 | University of Colorado 2.00%, 06/01/2051(4) | 111,154 | |
25,000 | Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured) 5.00%, 12/15/2030 | 27,152 | |
1,702,562 | |||
Connecticut - 4.1% | |||
200,000 | City of Bridgeport, CT, GO, (BAM Insured) 5.00%, 07/15/2048 | 219,528 | |
Connecticut State Health & Educational Facs Auth | |||
450,000 | 5.00%, 07/01/2025 | 480,355 | |
575,000 | 5.00%, 07/01/2026 | 622,691 | |
750,000 | 5.00%, 07/01/2040 | 816,277 | |
60,000 | 5.00%, 07/01/2042 | 64,149 | |
Connecticut State Higher Education Supplement Loan Auth | |||
700,000 | 5.00%, 11/15/2025 | 750,930 | |
720,000 | 5.00%, 11/15/2026 | 783,132 | |
250,000 | Hamden, CT, GO, (AGM Insured) 5.00%, 08/15/2025 | 269,484 | |
50,000 | Hartford, CT, GO, (AGM ST GTD Insured) 5.00%, 07/01/2027 | 53,451 | |
State of Connecticut, GO | |||
160,000 | 3.00%, 01/15/2023 | 161,434 | |
170,000 | 5.00%, 06/15/2026 | 182,165 | |
250,000 | State of Connecticut, Special Tax Rev 5.00%, 05/01/2033 | 281,977 | |
100,000 | Waterbury, CT, GO 5.00%, 11/15/2047 | 109,167 | |
4,794,740 | |||
District of Columbia - 0.3% | |||
150,000 | Dist of Columbia, GO 5.00%, 06/01/2032 | 157,381 | |
150,000 | Dist of Columbia, Rev 5.00%, 07/01/2042 | 146,820 | |
304,201 | |||
Florida - 4.0% | |||
300,000 | Broward County, FL, Airport System Rev 5.00%, 09/01/2028 | 339,608 | |
135,000 | Capital Projects, FL, Finance Auth 5.00%, 10/01/2027 | 143,940 | |
70,000 | City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2048 | 73,414 | |
300,000 | City of Pompano Beach, FL 2.00%, 01/01/2029 | 264,401 | |
200,000 | Jacksonville, FL, Sales Tax Rev 5.00%, 10/01/2030 | 202,240 | |
150,000 | JEA, FL, Water & Sewer System Rev 5.00%, 10/01/2028 | 167,820 | |
125,000 | Lee County, FL, Airport Rev 5.00%, 10/01/2032 | 132,352 | |
65,000 | Miami-Dade County, FL, Seaport Department Rev 5.00%, 10/01/2023 | 67,251 | |
Orange County, FL, Convention Center/Orlando | |||
500,000 | 5.00%, 10/01/2023 | 518,659 |
133 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Florida - 4.0% - (continued) | |||
$ 285,000 | 5.00%, 10/01/2024 | $ 301,178 | |
125,000 | 5.00%, 10/01/2027 | 138,851 | |
100,000 | Orange County, FL, Health Facs Auth 5.00%, 08/01/2031 | 106,356 | |
475,000 | Orlando, FL, Utilities Commission 1.25%, 10/01/2046(4) | 407,695 | |
430,000 | Palm Beach County, FL, Health Facs Auth 2.63%, 06/01/2025 | 416,663 | |
215,000 | Polk County, FL, Industrial Dev Auth 5.00%, 01/01/2029 | 228,872 | |
200,000 | Port St. Lucie, FL, Special Assessment 4.00%, 07/01/2027 | 210,888 | |
200,000 | Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025 | 189,571 | |
70,000 | Volusia County, FL, Educational Facs Auth 4.00%, 10/15/2035 | 71,384 | |
550,000 | Wildwood Utility Dependent Dist, (BAM Insured) 5.00%, 10/01/2031 | 630,962 | |
4,612,105 | |||
Georgia - 3.4% | |||
100,000 | Appling County, GA, Dev Auth Rev 1.50%, 01/01/2038(4) | 96,371 | |
Burke County, GA, Dev Auth Rev | |||
280,000 | 1.50%, 01/01/2040(4) | 269,840 | |
1,000,000 | 1.55%, 12/01/2049(4) | 997,688 | |
165,000 | 2.25%, 10/01/2032(4) | 164,044 | |
125,000 | 3.00%, 11/01/2045(4) | 125,693 | |
15,000 | Georgia Housing & Finance Auth Rev 3.50%, 06/01/2039 | 15,081 | |
Main Street Natural Gas, Inc., GA | |||
170,000 | 5.00%, 05/15/2032 | 181,776 | |
315,000 | 5.50%, 09/15/2028 | 349,210 | |
Municipal Electric Auth, GA | |||
135,000 | 5.00%, 01/01/2024 | 140,289 | |
100,000 | 5.00%, 01/01/2028 | 107,968 | |
235,000 | 5.00%, 01/01/2033 | 263,270 | |
1,000,000 | 5.00%, 01/01/2035 | 1,121,138 | |
85,000 | 5.00%, 01/01/2056 | 90,647 | |
3,923,015 | |||
Idaho - 0.4% | |||
500,000 | Idaho Housing & Finance Association 4.00%, 07/15/2036 | 517,267 | |
Illinois - 10.2% | |||
65,000 | Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 0.00%, 01/01/2025(2) | 59,915 | |
100,000 | Chicago, IL, Board of Education Rev 5.75%, 04/01/2035 | 108,828 | |
Chicago, IL, Board of Education, GO | |||
215,000 | 4.00%, 12/01/2047 | 187,626 | |
150,000 | 5.00%, 12/01/2027 | 159,836 | |
500,000 | 5.00%, 12/01/2041 | 520,672 | |
200,000 | 5.00%, 12/01/2046 | 207,056 | |
200,000 | 5.25%, 12/01/2023 | 204,688 | |
140,000 | 5.25%, 12/01/2039 | 144,913 | |
Chicago, IL, Metropolitan Water Reclamation Dist, GO | |||
235,000 | 5.00%, 12/01/2025 | 252,866 | |
275,000 | 5.25%, 12/01/2032 | 325,444 | |
Chicago, IL, Transit Auth, (AGM-CR Insured) | |||
100,000 | 5.00%, 12/01/2044 | 104,648 | |
175,000 | 5.00%, 12/01/2045 | 187,604 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Illinois - 10.2% - (continued) | |||
$ 250,000 | 5.00%, 12/01/2046 | $ 267,773 | |
250,000 | City of Chicago, IL, GO 5.00%, 01/01/2026 | 261,497 | |
City of Decatur, IL, GO, (AGM Insured) | |||
110,000 | 5.00%, 03/01/2034 | 118,623 | |
150,000 | 5.00%, 03/01/2035 | 161,532 | |
865,000 | City of Granite, IL, Rev 1.25%, 05/01/2027 | 765,877 | |
Cook County, IL, Community High School Dist No. 212 Leyden, (BAM Insured) | |||
105,000 | 5.00%, 12/01/2027 | 111,732 | |
170,000 | 5.00%, 12/01/2030 | 180,112 | |
185,000 | Cook County, IL, GO 5.00%, 11/15/2031 | 209,971 | |
225,000 | Cook County, IL, Sales Tax Rev 5.00%, 11/15/2029 | 256,118 | |
Illinois State Finance Auth Rev | |||
150,000 | 5.00%, 11/15/2030 | 159,259 | |
115,000 | 5.00%, 08/15/2033 | 128,516 | |
245,000 | 5.00%, 08/15/2035 | 258,700 | |
150,000 | 5.00%, 10/01/2041 | 161,188 | |
230,000 | 5.00%, 05/15/2050(4) | 240,354 | |
Illinois State Toll Highway Auth, Taxable Rev | |||
300,000 | 5.00%, 01/01/2030 | 339,537 | |
100,000 | 5.00%, 01/01/2031 | 111,996 | |
150,000 | Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2035 | 155,083 | |
Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured) | |||
85,000 | 5.00%, 12/01/2025 | 91,402 | |
130,000 | 5.00%, 12/01/2026 | 142,071 | |
100,000 | Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO 5.00%, 01/01/2023 | 102,065 | |
Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured) | |||
515,000 | 5.00%, 02/01/2025 | 546,519 | |
545,000 | 5.00%, 02/01/2025 | 577,464 | |
Metropolitan Pier & Exposition Auth, IL | |||
105,000 | 4.85%, 12/15/2042(5) | 65,100 | |
200,000 | 5.00%, 12/15/2045 | 208,587 | |
Regional Transportation, IL, Auth Rev | |||
80,000 | 5.00%, 06/01/2026 | 84,135 | |
125,000 | 6.25%, 07/01/2022 | 125,966 | |
Sales Tax Securitization Corp., IL Rev | |||
150,000 | 5.00%, 01/01/2029 | 164,346 | |
1,000,000 | 5.00%, 01/01/2037 | 1,108,438 | |
State of Illinois, GO | |||
400,000 | 5.00%, 11/01/2026 | 428,706 | |
50,000 | 5.00%, 02/01/2027 | 53,702 | |
150,000 | 5.00%, 11/01/2028 | 161,080 | |
355,000 | 5.00%, 03/01/2029 | 385,279 | |
250,000 | 5.00%, 05/01/2029 | 257,601 | |
330,000 | 5.00%, 10/01/2031 | 357,848 | |
315,000 | 5.00%, 12/01/2034 | 329,796 | |
215,000 | 5.00%, 03/01/2046 | 224,980 | |
90,000 | University of Illinois, IL, Auxiliary Facs Rev 5.00%, 04/01/2024 | 92,365 | |
11,859,414 | |||
Indiana - 0.5% | |||
81,910 | City of Evansville, IN, Rev, (FNMA Insured) 3.00%, 06/01/2034 | 76,275 | |
Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
305,000 | 3.00%, 07/01/2052 | 297,936 | |
230,000 | 3.25%, 07/01/2049 | 229,560 | |
603,771 |
134 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Kentucky - 0.2% | |||
$ 225,000 | Kentucky Bond Dev Corp. 5.00%, 09/01/2035 | $ 252,103 | |
Louisiana - 0.8% | |||
325,000 | East Baton Rouge, LA, Sewerage Commission 1.30%, 02/01/2041(4) | 283,055 | |
Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev | |||
100,000 | 5.75%, 11/15/2030 | 102,334 | |
100,000 | 6.00%, 11/15/2030 | 103,135 | |
Louisiana State Public Facs Auth Rev | |||
100,000 | 5.00%, 05/15/2035 | 105,874 | |
100,000 | 5.00%, 05/15/2047 | 106,591 | |
185,000 | Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured) 5.00%, 01/01/2026 | 200,762 | |
901,751 | |||
Maine - 0.4% | |||
465,000 | Maine Health & Higher Educational Facs Auth, (AGM Insured) 4.00%, 07/01/2046 | 465,996 | |
Maryland - 1.2% | |||
485,000 | Maryland Community Dev Administration 3.00%, 09/01/2051 | 476,059 | |
810,000 | Maryland Stadium Auth Rev, (ST INTERCEPT Insured) 5.00%, 05/01/2050 | 915,259 | |
1,391,318 | |||
Massachusetts - 5.3% | |||
Massachusetts Dev Finance Agency, Rev | |||
235,000 | 1.04%, 07/01/2049(1)(3) | 234,610 | |
1,500,000 | 4.00%, 07/15/2036 | 1,549,599 | |
105,000 | 5.00%, 07/01/2034 | 112,303 | |
1,000,000 | 5.00%, 07/01/2035 | 1,067,989 | |
150,000 | 5.00%, 07/01/2048 | 161,009 | |
Massachusetts Educational Financing Auth | |||
880,000 | 5.00%, 07/01/2024 | 916,713 | |
500,000 | 5.00%, 01/01/2025 | 523,483 | |
Massachusetts Housing Finance Agency | |||
145,000 | 3.00%, 12/01/2050 | 142,757 | |
330,000 | 3.15%, 06/01/2023 | 331,765 | |
300,000 | 3.30%, 06/01/2024 | 301,301 | |
Massachusetts State Dev Finance Agency | |||
115,000 | 5.00%, 07/15/2022(1) | 115,664 | |
150,000 | 5.00%, 07/01/2037 | 159,725 | |
150,000 | 5.00%, 07/01/2044 | 160,835 | |
100,000 | 5.00%, 10/01/2047(1) | 105,806 | |
200,000 | Massachusetts State, Port Auth Rev 4.00%, 07/01/2046 | 192,154 | |
6,075,713 | |||
Michigan - 1.9% | |||
505,000 | Ecorse, MI, Public School Dist, GO, (Q-SBLF Insured) 5.00%, 05/01/2027 | 562,781 | |
150,000 | Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2046 | 161,343 | |
250,000 | Lansing, MI, School Dist, GO, (Q-SBLF Insured) 5.00%, 05/01/2037 | 282,163 | |
Michigan Finance Auth Rev | |||
165,000 | 5.00%, 11/01/2034 | 185,826 | |
100,000 | 5.00%, 07/01/2035 | 106,371 | |
100,000 | 5.00%, 05/15/2038 | 105,993 | |
90,000 | Michigan State Hospital Finance Auth 5.00%, 11/15/2047 | 98,192 | |
300,000 | New Haven, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2032 | 341,778 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Michigan - 1.9% - (continued) | |||
$ 255,000 | Richmond, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2030 | $ 291,533 | |
50,000 | State of Michigan Rev 5.00%, 03/15/2027 | 55,045 | |
2,191,025 | |||
Minnesota - 3.3% | |||
Duluth, MN, Independent School Dist No. 709, (SD CRED PROG Insured) | |||
20,000 | 4.00%, 02/01/2027 | 20,948 | |
250,000 | 5.00%, 02/01/2024 | 260,814 | |
77,879 | Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037 | 69,613 | |
100,000 | Minneapolis-St. Paul, MN, Metropolitan Airports Commission 5.00%, 01/01/2031 | 105,869 | |
1,000,000 | Minnesota Higher Education Facs Auth 4.00%, 10/01/2046 | 990,530 | |
Minnesota Housing Finance Agency Rev | |||
955,000 | 3.00%, 01/01/2051 | 942,013 | |
1,040,000 | 3.00%, 07/01/2052 | 1,022,121 | |
180,000 | 3.00%, 07/01/2052 | 176,488 | |
200,000 | St. Francis, MN, Independent School Dist No. 15, GO, (SD CRED PROG Insured) 4.00%, 02/01/2029 | 202,546 | |
3,790,942 | |||
Mississippi - 0.8% | |||
80,000 | Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050 | 78,886 | |
State of Mississippi Gaming Tax Rev | |||
200,000 | 5.00%, 10/15/2022 | 202,889 | |
175,000 | 5.00%, 10/15/2026 | 190,878 | |
400,000 | 5.00%, 10/15/2037 | 444,342 | |
916,995 | |||
Missouri - 1.9% | |||
250,000 | Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist 4.00%, 10/01/2036 | 259,582 | |
Kirkwood, MO, Industrial Dev Auth Retirement Community | |||
100,000 | 5.25%, 05/15/2032 | 101,855 | |
100,000 | 5.25%, 05/15/2050 | 98,411 | |
330,000 | Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 11/01/2052 | 327,463 | |
St. Louis County, MO, Industrial Dev Auth | |||
750,000 | 4.00%, 12/15/2046 | 642,544 | |
200,000 | 5.00%, 09/01/2023 | 204,792 | |
550,000 | State of Missouri, Health & Educational Facs Auth 4.00%, 07/01/2035 | 554,637 | |
2,189,284 | |||
Montana - 0.2% | |||
95,000 | Montana Board of Housing Rev, (FHA HUD VA Insured) 4.25%, 12/01/2045 | 97,298 | |
150,000 | Montana Facs Finance Auth Rev 5.00%, 02/15/2033 | 162,889 | |
260,187 | |||
Nebraska - 1.3% | |||
300,000 | Central Plains, NE, Energy Project 5.00%, 09/01/2025 | 318,045 | |
Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
450,000 | 3.00%, 09/01/2045 | 443,212 |
135 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Nebraska - 1.3% - (continued) | |||
$ 435,000 | 3.00%, 03/01/2052 | $ 425,337 | |
300,000 | Washington County, NE, Rev 0.90%, 09/01/2030(4) | 281,894 | |
1,468,488 | |||
Nevada - 0.8% | |||
100,000 | City of North Las Vegas, NV 3.50%, 06/01/2023 | 100,204 | |
150,000 | City of Reno, NV, Sales Tax Rev, (AGM Insured) 5.00%, 06/01/2033 | 163,137 | |
30,000 | City of Sparks, NV 2.50%, 06/15/2024(1) | 29,465 | |
Clark County, NV, School Dist, GO, (AGM Insured) | |||
250,000 | 4.00%, 06/15/2036 | 260,473 | |
225,000 | 5.00%, 06/15/2028 | 245,817 | |
100,000 | 5.00%, 06/15/2029 | 110,610 | |
909,706 | |||
New Hampshire - 0.9% | |||
1,000,000 | New Hampshire Business Finance Auth 4.00%, 01/01/2051 | 907,899 | |
70,000 | New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059 | 80,784 | |
988,683 | |||
New Jersey - 1.4% | |||
175,000 | New Jersey Economic Dev Auth, 5.00%, 06/15/2023 | 180,362 | |
40,000 | New Jersey Educational Facs Auth Rev, (AGM Insured) 4.00%, 07/01/2050 | 40,511 | |
New Jersey Transportation Trust Fund Auth | |||
65,000 | 5.00%, 12/15/2023 | 67,400 | |
70,000 | 5.00%, 12/15/2024 | 73,763 | |
570,000 | 5.00%, 06/15/2031 | 624,979 | |
350,000 | New Jersey Turnpike Auth Rev, (AGM Insured) 5.25%, 01/01/2026 | 383,360 | |
230,000 | State of New Jersey, GO 5.00%, 06/01/2025 | 244,590 | |
1,614,965 | |||
New Mexico - 1.2% | |||
205,000 | City of Santa Fe, NM, Rev 5.00%, 05/15/2039 | 211,367 | |
New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured) | |||
805,000 | 3.00%, 01/01/2052 | 792,040 | |
385,000 | 3.00%, 03/01/2053 | 377,448 | |
1,380,855 | |||
New York - 7.8% | |||
405,000 | Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025 | 381,757 | |
City of New York, NY, GO | |||
130,000 | 4.00%, 03/01/2038 | 130,903 | |
125,000 | 5.00%, 03/01/2039 | 137,734 | |
140,000 | City of New York, NY, Rev 4.00%, 11/01/2035 | 143,403 | |
85,000 | Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025 | 80,726 | |
500,000 | Long Island, NY, Power Auth Rev 0.85%, 09/01/2050(4) | 467,963 | |
Metropolitan Transportation Auth, NY, Rev | |||
650,000 | 5.00%, 11/15/2023 | 660,040 | |
200,000 | 5.00%, 11/15/2033 | 214,376 | |
500,000 | 5.00%, 11/15/2034(4) | 523,570 | |
300,000 | 5.00%, 11/15/2036 | 321,569 | |
500,000 | 5.00%, 11/15/2045 | 523,577 | |
400,000 | 5.00%, 11/15/2052 | 413,880 | |
100,000 | 5.25%, 11/15/2027 | 109,952 | |
100,000 | 5.25%, 11/15/2036 | 108,749 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
New York - 7.8% - (continued) | |||
New York City Transitional Finance Auth, Future Tax Secured Rev | |||
$ 125,000 | 4.00%, 05/01/2035 | $ 128,110 | |
265,000 | 5.00%, 11/01/2032 | 301,289 | |
215,000 | New York City, NY, Transitional Finance Auth, Future Tax Secured Rev 4.00%, 05/01/2040 | 216,338 | |
New York State Dormitory Auth Rev | |||
1,000,000 | 3.00%, 03/15/2041 | 867,187 | |
450,000 | 4.00%, 02/15/2037 | 455,061 | |
150,000 | 5.00%, 03/15/2031 | 161,254 | |
500,000 | New York State Urban Dev Corp. Rev 5.00%, 03/15/2032 | 567,133 | |
State of New York Mortgage Agency | |||
300,000 | 3.25%, 10/01/2024 | 300,988 | |
300,000 | 3.25%, 04/01/2025 | 300,105 | |
715,000 | 3.25%, 10/01/2050 | 712,551 | |
175,000 | 3.50%, 10/01/2032 | 174,973 | |
Syracuse, NY, Industrial Dev Agency | |||
110,000 | 5.00%, 01/01/2031 | 92,496 | |
50,000 | 5.00%, 01/01/2033 | 40,424 | |
525,000 | Westchester City, NY, Local Dev 2.88%, 07/01/2026(1) | 502,655 | |
9,038,763 | |||
North Carolina - 2.5% | |||
North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge | |||
100,000 | 2.88%, 10/01/2026 | 96,471 | |
175,000 | 4.00%, 09/01/2033 | 177,857 | |
185,000 | 4.00%, 09/01/2034 | 187,584 | |
250,000 | 5.00%, 01/01/2031 | 253,158 | |
North Carolina Medical Care Commission Rev | |||
30,000 | 5.00%, 01/01/2039 | 29,631 | |
120,000 | 5.00%, 01/01/2044 | 124,814 | |
2,000,000 | University of North Carolina at Chapel Hill 0.43%, 12/01/2041, 1 mo. USD LIBOR + 0.125%(3) | 1,993,161 | |
2,862,676 | |||
North Dakota - 0.8% | |||
North Dakota Housing Finance Agency | |||
560,000 | 3.00%, 01/01/2052 | 551,373 | |
410,000 | 3.00%, 07/01/2052 | 401,300 | |
952,673 | |||
Ohio - 2.2% | |||
60,000 | Allen County, OH, Hospital Facs Rev 5.00%, 12/01/2035 | 66,214 | |
200,000 | American Municipal Power, Inc., OH Rev 4.00%, 02/15/2036 | 204,202 | |
150,000 | Cleveland, OH, Department of Public Utilities, (AGM Insured) 5.00%, 11/15/2030 | 167,294 | |
355,000 | Ohio Higher Educational Facility Commission 5.00%, 07/01/2035(6) | 375,710 | |
1,025,000 | Ohio Turnpike & Infrastructure Commission 5.00%, 02/15/2039(6) | 1,149,775 | |
500,000 | Southern Ohio Port Auth Rev 6.50%, 12/01/2030(1) | 475,706 | |
140,000 | State of Ohio, GO 5.00%, 06/15/2036 | 157,299 | |
2,596,200 | |||
Oklahoma - 0.4% | |||
Oklahoma Dev Finance Auth | |||
340,000 | 1.63%, 07/06/2023 | 334,279 |
136 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Oklahoma - 0.4% - (continued) | |||
$ 35,000 | 5.25%, 08/15/2048 | $ 36,096 | |
35,000 | 5.50%, 08/15/2057 | 36,758 | |
407,133 | |||
Oregon - 0.9% | |||
55,000 | Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Board Guaranty Insured) 5.00%, 06/15/2038 | 60,956 | |
480,000 | Columbia County, OR, School Dist No. 502, GO, (School Board Guaranty Insured) 0.00%, 06/15/2050(2) | 136,385 | |
1,000,000 | Lane County, OR, School Dist No. 52 Bethel, GO, (School Board Guaranty Insured) 0.01%, 06/15/2041(2) | 443,882 | |
40,000 | Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured) 0.01%, 06/15/2037(2) | 22,031 | |
35,000 | Multnomah & Clackamas Counties, OR, School Dist No. 10 JT Gresham-Barlow, GO, (School Board Guaranty Insured) 0.00%, 06/15/2038(2) | 19,460 | |
55,000 | Salem Hospital Facs Auth, OR, Rev 5.00%, 05/15/2025 | 57,241 | |
150,000 | Salem-Keizer, OR, School Dist No. 24J, GO, (School Board Guaranty Insured) 5.00%, 06/15/2022 | 150,668 | |
80,000 | State of Oregon Housing & Community Services Department 4.50%, 01/01/2049 | 81,979 | |
210,000 | Umatilla County, OR, School Dist No. 8R Hermiston, GO, (School Board Guaranty Insured) 0.01%, 06/15/2038(2) | 114,925 | |
1,087,527 | |||
Pennsylvania - 3.0% | |||
300,000 | City of Philadelphia, PA, GO 5.00%, 02/01/2039 | 333,015 | |
260,000 | City of Philadelphia, PA, Hospital & Higher Education Facs Auth, (AGM Insured) 5.00%, 07/01/2036 | 288,043 | |
160,000 | City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025 | 170,244 | |
155,000 | City of Pittsburgh, PA, GO 4.00%, 09/01/2040 | 159,529 | |
195,000 | Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 04/01/2029 | 218,852 | |
90,000 | Harrisburg, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 11/15/2026 | 98,693 | |
Lancaster County, PA, Hospital Auth | |||
400,000 | 5.00%, 07/01/2032 | 406,701 | |
100,000 | 5.13%, 07/01/2037 | 101,921 | |
215,000 | Lancaster Industrial, PA, Dev Auth 4.00%, 07/01/2051 | 185,124 | |
100,000 | Montgomery County, PA, Industrial Dev Auth Rev 5.00%, 12/01/2025 | 105,138 | |
135,000 | Pennsylvania Housing Finance Agency 4.75%, 04/01/2033 | 139,043 | |
Pennsylvania Turnpike Commission Rev | |||
90,000 | 5.00%, 12/01/2031 | 97,775 | |
145,000 | 5.00%, 12/01/2037 | 147,806 | |
Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured) | |||
250,000 | 4.00%, 09/01/2036 | 257,056 | |
560,000 | 5.00%, 09/01/2025 | 598,260 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Pennsylvania - 3.0% - (continued) | |||
$ 50,000 | Pittsburgh, PA, Water & Sewer Auth, (AGM Insured) 5.00%, 09/01/2033 | $ 56,207 | |
75,000 | Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured) 5.00%, 04/15/2059 | 81,982 | |
3,445,389 | |||
Puerto Rico - 0.5% | |||
Puerto Rico Sales Tax Financing Corp. Sales Tax Rev | |||
400,000 | 4.33%, 07/01/2040 | 395,453 | |
175,000 | 5.00%, 07/01/2058 | 179,368 | |
574,821 | |||
Rhode Island - 1.7% | |||
140,000 | City of Cranston RI, GO, 1.00%, 08/23/2022 | 139,807 | |
340,000 | Rhode Island Commerce Corp. Rev 5.00%, 05/15/2030 | 382,341 | |
80,000 | Rhode Island Health & Educational Building Corp., (AGM Municipal Government Insured) 5.00%, 05/15/2028 | 88,807 | |
690,000 | Rhode Island Housing & Mortgage Finance Corp., (GNMA/FNMA/FHLMC Insured) 4.00%, 10/01/2048 | 702,998 | |
Rhode Island Student Loan Auth | |||
70,000 | 3.00%, 12/01/2024 | 68,790 | |
110,000 | 5.00%, 12/01/2027 | 120,667 | |
460,000 | 5.00%, 12/01/2028 | 507,962 | |
2,011,372 | |||
South Carolina - 0.8% | |||
365,000 | Piedmont Municipal Power Agency 5.00%, 01/01/2024 | 379,602 | |
150,000 | South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2028 | 167,857 | |
South Carolina State Public Service Auth | |||
200,000 | 4.00%, 12/01/2035 | 203,697 | |
200,000 | 4.00%, 12/01/2038 | 201,722 | |
952,878 | |||
South Dakota - 0.8% | |||
235,000 | South Dakota Housing Dev Auth 4.00%, 11/01/2049 | 239,819 | |
745,000 | South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 11/01/2051 | 734,306 | |
974,125 | |||
Tennessee - 1.4% | |||
300,000 | Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2039 | 324,963 | |
885,000 | Metropolitan Gov't Nashville & Davidson County Health & Educational Facs Bd 5.00%, 07/01/2031 | 993,912 | |
200,000 | Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026 | 212,947 | |
100,000 | Tennessee Housing Dev Agency 3.50%, 01/01/2047 | 100,563 | |
1,632,385 | |||
Texas - 6.3% | |||
Arlington, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) | |||
150,000 | 4.00%, 08/15/2030 | 154,842 | |
250,000 | 5.00%, 02/15/2027 | 275,224 | |
625,000 | 5.00%, 08/15/2037 | 712,255 |
137 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Texas - 6.3% - (continued) | |||
$ 100,000 | Austin, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/01/2033 | $ 105,705 | |
Central Texas Regional Mobility Auth | |||
315,000 | 4.00%, 01/01/2036 | 319,897 | |
600,000 | 4.00%, 01/01/2040 | 601,582 | |
250,000 | Central Texas Turnpike System Rev 5.00%, 08/15/2042 | 257,139 | |
165,000 | City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(4) | 157,924 | |
315,000 | City of San Antonio, TX, GO 5.00%, 08/01/2024 | 333,105 | |
320,000 | Clear Creek, TX, Independent School Dist, GO, (PSF-GTD Insured) 0.28%, 02/15/2038(4) | 296,066 | |
1,250,000 | Dallas-Fort Worth, TX, International Airport Rev 4.00%, 11/01/2045 | 1,243,803 | |
150,000 | El Paso, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 08/15/2027 | 165,029 | |
400,000 | Harris County - Houston, TX, Sports Auth 5.00%, 11/15/2033 | 417,310 | |
110,000 | Harris County, TX, Toll Road Auth Rev 5.00%, 08/15/2031 | 122,746 | |
240,000 | Hidalgo County, TX, Regional Mobility Auth 5.00%, 12/01/2031 | 259,727 | |
290,000 | Keller, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2037 | 304,562 | |
75,000 | Kerrville, TX, Health Facs Dev Corp. 5.00%, 08/15/2023 | 77,586 | |
150,000 | Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040 | 158,945 | |
New Hope, TX, Cultural Education Facs Finance Corp. | |||
180,000 | 4.00%, 11/01/2055 | 161,639 | |
100,000 | 5.00%, 11/01/2031 | 94,082 | |
130,000 | North Texas Tollway Auth Rev 5.00%, 01/01/2031 | 144,351 | |
250,000 | Northside, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/15/2034 | 263,878 | |
180,000 | State of Texas, GO 4.00%, 08/01/2031 | 186,539 | |
250,000 | Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025 | 266,877 | |
60,000 | Texas Transportation Commission 0.00%, 08/01/2038(2) | 29,210 | |
200,000 | Wylie, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/15/2036 | 212,216 | |
7,322,239 | |||
Utah - 0.3% | |||
175,000 | Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033 | 185,706 | |
110,000 | State of Utah, GO 3.00%, 07/01/2034 | 107,033 | |
292,739 | |||
Vermont - 0.8% | |||
875,000 | Vermont Student Assistance Corp. 5.00%, 06/15/2030 | 957,826 | |
Virginia - 2.0% | |||
65,000 | Arlington County, VA, Industrial Dev Auth Rev 5.00%, 07/01/2030 | 73,672 | |
450,000 | Hampton Roads Transportation, VA, Accountability Commission 5.00%, 07/01/2026 | 493,434 | |
375,000 | Henrico County Economic Dev Auth 5.00%, 10/01/2047 | 399,100 | |
Virginia Small Business Financing Auth Rev | |||
635,000 | 4.00%, 07/01/2031(6) | 637,835 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 90.0% - (continued) | |||
Virginia - 2.0% - (continued) | |||
$ 500,000 | 4.00%, 01/01/2039 | $ 500,666 | |
170,000 | 5.00%, 12/31/2047 | 181,270 | |
2,285,977 | |||
Washington - 1.5% | |||
140,000 | Port of Seattle, WA, Rev 5.00%, 05/01/2028 | 152,634 | |
Washington State Health Care Facs Auth Rev | |||
135,000 | 5.00%, 01/01/2026 | 144,742 | |
500,000 | 5.00%, 09/01/2040 | 547,954 | |
145,000 | 5.38%, 01/01/2040 | 148,331 | |
150,000 | Washington State Housing Finance Commission 5.00%, 01/01/2039(1) | 147,000 | |
635,000 | Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2049 | 625,291 | |
1,765,952 | |||
Wisconsin - 2.4% | |||
Public Finance Auth, WI, (AGM Insured) | |||
500,000 | 4.00%, 07/01/2059 | 492,348 | |
300,000 | 5.00%, 07/01/2035 | 324,291 | |
100,000 | 5.00%, 07/01/2037 | 107,551 | |
200,000 | 5.00%, 10/01/2043(1) | 201,518 | |
95,000 | 5.00%, 10/01/2044 | 103,843 | |
150,000 | 5.00%, 07/01/2048 | 157,712 | |
100,000 | Wisconsin Center Dist, WI, (AGM Insured) 0.00%, 12/15/2029(2) | 75,441 | |
Wisconsin Health & Educational Facs Auth Rev | |||
435,000 | 0.62%, 08/15/2054(3) | 435,000 | |
335,000 | 4.00%, 01/01/2037 | 302,406 | |
255,000 | 4.00%, 08/15/2046 | 245,389 | |
155,000 | 5.00%, 11/01/2024 | 158,756 | |
45,000 | 5.00%, 11/01/2025 | 46,365 | |
160,000 | Wisconsin Housing & Economic Dev Auth 0.50%, 11/01/2050(4) | 146,429 | |
2,797,049 | |||
Total Municipal Bonds (cost $111,964,382) | $ 104,230,062 | ||
U.S. GOVERNMENT AGENCIES - 0.5% | |||
Mortgage-Backed Agencies - 0.5% | |||
FHLMC - 0.5% | |||
579,498 | FHLMC 3.15%, 10/15/2036 | $ 542,739 | |
Total U.S. Government Agencies (cost $591,002) | $ 542,739 | ||
Total Long-Term Investments (Cost $112,555,384) | $ 104,772,801 |
138 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 9.2% | |||
Repurchase Agreements - 9.2% | |||
$ 10,637,184 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $10,637,397; collateralized by U.S. Treasury Bond at 4.500%, maturing 05/15/2038, with a market value of $10,849,934 | $ 10,637,184 | |
Total Short-Term Investments (cost $10,637,184) | $ 10,637,184 | ||
Total Investments (cost $123,192,568) | 99.7% | $ 115,409,985 | |
Other Assets and Liabilities | 0.3% | 361,398 | |
Total Net Assets | 100.0% | $ 115,771,383 |
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. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $1,967,496, representing 1.7% of net assets. |
(2) | Security is a zero-coupon bond. |
(3) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(4) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(6) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,359,404 at April 30, 2022. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 104,230,062 | $ — | $ 104,230,062 | $ — | ||||
U.S. Government Agencies | 542,739 | — | 542,739 | — | ||||
Short-Term Investments | 10,637,184 | — | 10,637,184 | — | ||||
Total | $ 115,409,985 | $ — | $ 115,409,985 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
139 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% | |||
Asset-Backed - Automobile - 0.7% | |||
$ 2,320,000 | AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 | $ 2,299,261 | |
2,295,000 | Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1) | 2,197,427 | |
2,000,000 | Drive Auto Receivables Trust 2.70%, 02/16/2027 | 1,994,632 | |
4,600,000 | Exeter Automobile Receivables Trust 2.58%, 09/15/2025(1) | 4,560,409 | |
1,330,000 | Ford Credit Auto Owner Trust 3.61%, 01/15/2030(1) | 1,336,952 | |
2,505,000 | Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) | 2,452,558 | |
865,000 | Santander Drive Auto Receivables Trust 1.48%, 01/15/2027 | 843,596 | |
385,000 | Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031(1) | 379,307 | |
Westlake Automobile Receivables Trust | |||
2,430,000 | 1.65%, 02/17/2026(1) | 2,354,727 | |
3,400,000 | 2.72%, 11/15/2024(1) | 3,396,152 | |
21,815,021 | |||
Asset-Backed - Credit Card - 0.1% | |||
3,160,000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | 3,059,593 | |
Asset-Backed - Finance & Insurance - 5.1% | |||
5,273,633 | Atrium XII 1.97%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(2) | 5,247,038 | |
8,230,000 | Bain Capital Credit CLO Ltd. 2.36%, 07/25/2034, 3 mo. USD LIBOR + 1.180%(1)(2) | 8,150,021 | |
Bayview Koitere Fund Trust | |||
2,202,767 | 3.50%, 07/28/2057(1)(3) | 2,174,007 | |
816,595 | 4.00%, 11/28/2053(1)(3) | 805,445 | |
2,209,119 | Bayview Opportunity Master Fund Trust 3.50%, 10/28/2057(1)(3) | 2,149,880 | |
BlueMountain CLO Ltd. | |||
5,235,000 | 2.16%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(2) | 5,142,785 | |
10,110,000 | 2.19%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(2) | 9,972,635 | |
4,355,000 | Buckhorn Park CLO Ltd. 2.16%, 07/18/2034, 3 mo. USD LIBOR + 1.120%(1)(2) | 4,311,167 | |
Carlyle U.S. CLO Ltd. | |||
7,230,000 | 2.08%, 04/20/2031, 3 mo. USD LIBOR + 1.020%(1)(2) | 7,168,639 | |
2,735,000 | 2.10%, 04/15/2034, 3 mo. USD LIBOR + 1.060%(1)(2) | 2,694,981 | |
4,140,000 | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | 4,163,544 | |
6,230,000 | Dryden CLO Ltd. 2.06%, 04/15/2031, 3 mo. USD LIBOR + 1.020%(1)(2) | 6,193,523 | |
First Franklin Mortgage Loan Trust | |||
951,089 | 0.98%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(2) | 905,384 | |
2,250,478 | 1.15%, 04/25/2036, 1 mo. USD LIBOR + 0.480%(2) | 2,117,420 | |
3,007,767 | JFIN CLO Ltd. 2.18%, 04/24/2029, 3 mo. USD LIBOR + 1.000%(1)(2) | 2,988,280 | |
Madison Park Funding Ltd. | |||
8,925,000 | 2.16%, 07/17/2034, 3 mo. USD LIBOR + 1.120%(1)(2) | 8,815,919 | |
5,030,000 | 2.30%, 01/15/2033, 3 mo. USD LIBOR + 1.260%(1)(2) | 5,008,733 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Asset-Backed - Finance & Insurance - 5.1% - (continued) | |||
$ 4,415,000 | MF1 Multifamily Housing Mortgage 2.02%, 02/19/2037, 3 mo USD SOFR + 1.750%(1)(2) | $ 4,344,060 | |
OZLM Ltd. | |||
927,080 | 2.05%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(2) | 922,967 | |
486,061 | 2.34%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2) | 485,942 | |
8,169,620 | Pretium Mortgage Credit Partners LLC 2.98%, 01/25/2052(1)(4) | 7,848,979 | |
7,365,000 | Regatta Funding Ltd. 2.22%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(2) | 7,291,335 | |
8,425,000 | RR LLC 2.19%, 07/15/2035, 3 mo. USD LIBOR + 1.150%(1)(2) | 8,343,092 | |
7,545,000 | RR Ltd. 2.15%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(2) | 7,457,938 | |
8,270,000 | Sound Point CLO Ltd. 2.25%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(2) | 8,191,815 | |
Symphony CLO Ltd. | |||
564,929 | 1.99%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2) | 561,582 | |
9,400,000 | 2.02%, 04/19/2034, 3 mo. USD LIBOR + 0.980%(1)(2) | 9,230,358 | |
8,315,000 | Thompson Park CLO Ltd. 2.04%, 04/15/2034, 3 mo. USD LIBOR + 1.000%(1)(2) | 8,256,795 | |
Venture CLO Ltd. | |||
8,270,000 | 2.17%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(2) | 8,161,382 | |
3,160,000 | 2.28%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(2) | 3,135,450 | |
6,677,057 | Voya CLO Ltd. 1.94%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2) | 6,641,135 | |
6,545,000 | Wellfleet CLO Ltd. 2.23%, 07/20/2032, 3 mo. USD LIBOR + 1.170%(1)(2) | 6,492,568 | |
165,374,799 | |||
Asset-Backed - Home Equity - 0.3% | |||
GSAA Home Equity Trust | |||
18,475 | 0.81%, 12/25/2046, 1 mo. USD LIBOR + 0.140%(2) | 6,458 | |
2,397,302 | 0.83%, 02/25/2037, 1 mo. USD LIBOR + 0.160%(2) | 871,280 | |
791,084 | 0.85%, 12/25/2036, 1 mo. USD LIBOR + 0.180%(2) | 265,657 | |
1,135,692 | 1.03%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(2) | 381,094 | |
1,149,853 | 5.98%, 06/25/2036(3) | 379,395 | |
2,430,824 | Legacy Mortgage Asset Trust 3.00%, 06/25/2059(1)(4) | 2,425,085 | |
27,827 | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.97%, 06/25/2036, 1 mo. USD LIBOR + 0.300%(2) | 25,176 | |
Morgan Stanley Mortgage Loan Trust | |||
1,113,569 | 1.01%, 11/25/2036, 1 mo. USD LIBOR + 0.340%(2) | 401,089 | |
451,539 | 3.29%, 05/25/2036(3) | 265,442 | |
486,737 | Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(4) | 181,796 | |
Soundview Home Loan Trust | |||
2,017,221 | 0.85%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2) | 1,932,593 |
140 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Asset-Backed - Home Equity - 0.3% - (continued) | |||
$ 830,000 | 0.91%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2) | $ 773,387 | |
995,185 | 1.17%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(2) | 956,520 | |
8,864,972 | |||
Commercial Mortgage-Backed Securities - 4.1% | |||
3,215,000 | 1211 Avenue of the Americas Trust 3.90%, 08/10/2035(1) | 3,193,861 | |
3,475,000 | BAMLL Commercial Mortgage Securities Trust 3.11%, 11/05/2032(1) | 3,353,599 | |
BANK XA | |||
20,647,832 | 0.71%, 11/15/2062(3)(5) | 764,785 | |
18,109,705 | 0.81%, 12/15/2052(3)(5) | 778,274 | |
29,666,696 | 0.86%, 11/15/2050(3)(5) | 964,654 | |
21,322,225 | 0.96%, 09/15/2062(3)(5) | 1,036,139 | |
37,802,277 | 1.00%, 01/15/2063(3)(5) | 2,040,673 | |
21,236,907 | 1.04%, 05/15/2062(3)(5) | 1,074,290 | |
BBCMS Mortgage Trust | |||
6,535,000 | 1.10%, 04/15/2053(3)(5) | 446,871 | |
7,661,000 | 1.40%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2) | 7,545,690 | |
21,852,842 | 1.60%, 02/15/2050(3)(5) | 1,167,862 | |
2,660,000 | 5.13%, 12/15/2051(3) | 2,588,356 | |
Benchmark Mortgage Trust | |||
11,592,015 | 0.66%, 07/15/2051(3)(5) | 243,464 | |
55,199,202 | 0.75%, 04/10/2051(3)(5) | 1,341,109 | |
32,980,945 | 0.80%, 01/15/2052(3)(5) | 1,056,047 | |
8,325,273 | 1.20%, 08/15/2052(3)(5) | 424,465 | |
23,048,122 | 1.39%, 03/15/2062(3)(5) | 1,413,615 | |
14,228,875 | 1.63%, 01/15/2054(3)(5) | 1,438,709 | |
6,972,037 | 1.92%, 07/15/2053(3)(5) | 650,398 | |
3,000,000 | 3.04%, 08/15/2052 | 2,905,682 | |
7,600,000 | 4.02%, 03/15/2052 | 7,627,704 | |
4,212,733 | BX Commercial Mortgage Trust 1.47%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2) | 4,189,070 | |
2,535,000 | CAMB Commercial Mortgage Trust 3.10%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | 2,481,222 | |
2,503,113 | Cantor Commercial Real Estate 1.30%, 05/15/2052(3)(5) | 142,057 | |
3,596,618 | CD Mortgage Trust 2.46%, 08/10/2049 | 3,391,200 | |
Citigroup Commercial Mortgage Trust | |||
9,577,366 | 1.06%, 07/10/2047(3)(5) | 165,027 | |
12,248,493 | 1.16%, 04/10/2048(3)(5) | 301,802 | |
415,000 | 4.76%, 03/10/2047(1)(3) | 395,213 | |
1,406,932 | Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4) | 1,406,221 | |
Commercial Mortgage Trust | |||
2,831,421 | 0.87%, 08/10/2046(3)(5) | 20,422 | |
687,000 | 2.77%, 12/10/2045 | 687,141 | |
1,291,000 | 2.82%, 01/10/2039(1) | 1,214,851 | |
851,699 | 2.85%, 10/15/2045 | 851,484 | |
560,062 | 2.94%, 01/10/2046 | 559,795 | |
735,000 | 3.10%, 03/10/2046 | 734,213 | |
3,895,000 | 3.18%, 02/10/2048 | 3,837,136 | |
626,089 | 3.21%, 03/10/2046 | 625,365 | |
54,441 | 3.33%, 06/10/2046 | 54,361 | |
3,050,000 | 3.42%, 03/10/2031(1) | 3,068,036 | |
905,000 | 3.61%, 06/10/2046(3) | 909,194 | |
420,000 | 4.07%, 02/10/2047(3) | 422,510 | |
1,320,000 | 4.08%, 01/10/2039(1)(3) | 1,247,805 | |
660,000 | 4.21%, 08/10/2046(3) | 664,751 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Commercial Mortgage-Backed Securities - 4.1% - (continued) | |||
$ 379,062 | 4.21%, 08/10/2046 | $ 381,665 | |
587,245 | 4.41%, 07/10/2045(3) | 590,824 | |
1,825,000 | 4.75%, 10/15/2045(1)(3) | 941,882 | |
3,120,000 | CPT Mortgage Trust 2.87%, 11/13/2039(1) | 2,863,984 | |
19,491 | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | 19,077 | |
CSAIL Commercial Mortgage Trust | |||
24,497,695 | 0.88%, 06/15/2057(3)(5) | 428,009 | |
1,293,583 | 0.96%, 04/15/2050(3)(5) | 22,387 | |
3,739,782 | 1.07%, 11/15/2048(3)(5) | 96,290 | |
6,533,416 | 2.03%, 01/15/2049(3)(5) | 384,855 | |
DBJPM Mortgage Trust | |||
5,696,889 | 1.83%, 09/15/2053(3)(5) | 473,263 | |
3,600,000 | 2.89%, 08/10/2049 | 3,455,508 | |
1,865,000 | FirstKey Homes Trust 4.15%, 05/17/2039(1) | 1,845,747 | |
FREMF Mortgage Trust | |||
440,000 | 3.85%, 10/25/2049(1)(3) | 421,694 | |
350,000 | 3.92%, 02/25/2050(1)(3) | 346,974 | |
230,000 | 3.97%, 10/25/2049(1)(3) | 222,849 | |
1,610,000 | 4.11%, 04/25/2051(1)(3) | 1,569,641 | |
GS Mortgage Securities Corp. | |||
2,010,000 | 2.95%, 11/05/2034(1) | 2,002,013 | |
2,845,000 | 4.11%, 07/10/2051(3) | 2,847,302 | |
GS Mortgage Securities Trust | |||
507,667 | 0.09%, 08/10/2044(1)(3)(5) | 5 | |
21,176,065 | 0.09%, 07/10/2046(3)(5) | 12,676 | |
3,980,000 | 3.04%, 07/10/2052 | 3,865,257 | |
825,000 | 4.07%, 01/10/2047 | 830,178 | |
1,310,000 | 5.16%, 04/10/2047(1)(3) | 769,015 | |
JP Morgan Chase Commercial Mortgage Securities Trust | |||
1,325,000 | 2.73%, 10/15/2045(1)(3) | 1,162,051 | |
1,770,000 | 2.81%, 01/16/2037(1) | 1,695,101 | |
617,923 | 2.84%, 12/15/2047 | 618,043 | |
730,000 | 4.51%, 12/15/2047(1)(3) | 606,300 | |
93,324 | 5.92%, 08/15/2046(1)(3) | 92,661 | |
JPMBB Commercial Mortgage Securities Trust | |||
2,509,736 | 0.73%, 05/15/2048(3)(5) | 35,984 | |
8,887,365 | 0.75%, 09/15/2047(3)(5) | 102,572 | |
232,487 | 3.36%, 07/15/2045 | 232,097 | |
8,715,000 | JPMCC Commercial Mortgage Securities Trust 3.72%, 03/15/2050 | 8,654,591 | |
1,307,350 | Life Mortgage Trust 1.95%, 03/15/2038, 1 mo. USD LIBOR + 1.400%(1)(2) | 1,257,508 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||
5,836,101 | 1.10%, 12/15/2047(3)(5) | 111,348 | |
3,646,682 | 1.12%, 10/15/2048(3)(5) | 85,615 | |
700,000 | 2.92%, 02/15/2046 | 698,285 | |
1,465,000 | 3.13%, 12/15/2048 | 1,464,501 | |
730,173 | 4.26%, 10/15/2046(3) | 735,365 | |
Morgan Stanley Capital Trust | |||
2,400,073 | 1.50%, 06/15/2050(3)(5) | 109,482 | |
885,000 | 5.25%, 07/15/2049(1)(3) | 474,238 | |
37,927 | 5.75%, 10/12/2052(1)(3) | 13,274 | |
1,187,000 | Natixis Commercial Mortgage Securities Trust 4.40%, 06/17/2038(1) | 1,178,482 | |
5,770,000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | 5,545,677 | |
4,794,996 | UBS Commercial Mortgage Trust 1.19%, 08/15/2050(3)(5) | 198,637 |
141 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Commercial Mortgage-Backed Securities - 4.1% - (continued) | |||
UBS-Barclays Commercial Mortgage Trust | |||
$ 920,000 | 2.85%, 12/10/2045 | $ 920,864 | |
1,354,887 | 3.09%, 08/10/2049 | 1,355,222 | |
Wells Fargo Commercial Mortgage Trust | |||
9,124,679 | 1.22%, 05/15/2048(3)(5) | 225,910 | |
10,000 | 3.17%, 02/15/2048 | 9,834 | |
255,000 | 4.29%, 05/15/2048(3) | 238,641 | |
19,715 | Wells Fargo Mortgage Backed Securities Trust 3.97%, 11/25/2048(1)(3) | 19,584 | |
Wells Fargo N.A. | |||
10,520,823 | 0.76%, 11/15/2062(3)(5) | 435,633 | |
1,828,865 | 1.18%, 04/15/2052(3)(5) | 105,361 | |
37,708,364 | 1.90%, 03/15/2063(3)(5) | 4,245,739 | |
3,540,000 | 2.04%, 02/15/2054 | 3,046,727 | |
WF-RBS Commercial Mortgage Trust | |||
1,374,616 | 1.42%, 03/15/2047(3)(5) | 22,981 | |
722,721 | 2.87%, 11/15/2045 | 722,446 | |
164,770 | 3.00%, 08/15/2045 | 164,617 | |
243,845 | 3.02%, 11/15/2047(1) | 14,634 | |
720,042 | 3.07%, 03/15/2045 | 720,235 | |
350,000 | 3.35%, 05/15/2045 | 348,685 | |
225,000 | 4.05%, 03/15/2047 | 225,861 | |
1,070,000 | 4.15%, 08/15/2046(3) | 1,077,012 | |
345,000 | 5.00%, 06/15/2044(1)(3) | 223,684 | |
133,011,700 | |||
Other Asset-Backed Securities - 1.6% | |||
655,140 | Aaset Trust 3.35%, 01/16/2040(1) | 575,329 | |
Affirm Asset Securitization Trust | |||
1,427,210 | 1.90%, 01/15/2025(1) | 1,413,679 | |
536,651 | 3.46%, 10/15/2024(1) | 537,106 | |
1,280,000 | Arbor Realty Commercial Real Estate Notes Ltd. 1.65%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2) | 1,258,640 | |
2,820,000 | Avant Loans Funding Trust 1.21%, 07/15/2030(1) | 2,714,516 | |
1,382,117 | Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(3) | 1,354,838 | |
Bayview Opportunity Master Fund Trust | |||
895,793 | 3.50%, 01/28/2055(1)(3) | 888,945 | |
1,059,183 | 3.50%, 06/28/2057(1)(3) | 1,047,897 | |
1,734,964 | 4.00%, 10/28/2064(1)(3) | 1,705,573 | |
CF Hippolyta LLC | |||
723,379 | 1.98%, 03/15/2061(1) | 656,636 | |
1,304,239 | 1.99%, 07/15/2060(1) | 1,167,104 | |
1,915,000 | Columbia Cent CLO 27 Ltd. 1.44%, 01/25/2035, 3 mo. USD LIBOR + 1.190%(1)(2) | 1,887,413 | |
Domino's Pizza Master Issuer LLC | |||
3,232,350 | 2.66%, 04/25/2051(1) | 2,906,607 | |
1,476,025 | 3.67%, 10/25/2049(1) | 1,384,624 | |
3,179,675 | 4.12%, 07/25/2048(1) | 3,179,468 | |
1,500,000 | Marlette Funding Trust 1.06%, 09/15/2031(1) | 1,448,592 | |
746,405 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(3) | 734,666 | |
785,265 | NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) | 757,826 | |
Progress Residential Trust | |||
1,775,000 | 3.20%, 04/17/2039(1) | 1,690,062 | |
4,940,000 | 4.44%, 05/17/2041(1) | 4,914,495 | |
504,730 | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | 451,033 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Other Asset-Backed Securities - 1.6% - (continued) | |||
$ 4,412,743 | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | $ 4,331,089 | |
1,895,000 | Summit Issuer LLC 2.29%, 12/20/2050(1) | 1,734,415 | |
Towd Point Mortgage Trust | |||
1,056,996 | 1.27%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) | 1,052,643 | |
325,327 | 2.75%, 04/25/2057(1)(3) | 324,525 | |
1,421,493 | Upstart Securitization Trust 0.83%, 07/20/2031(1) | 1,392,190 | |
Wendy's Funding LLC | |||
7,339,537 | 2.37%, 06/15/2051(1) | 6,475,336 | |
1,306,988 | 3.88%, 03/15/2048(1) | 1,280,277 | |
975,100 | Wingstop Funding LLC 2.84%, 12/05/2050(1) | 891,483 | |
50,157,007 | |||
Whole Loan Collateral CMO - 10.9% | |||
6,025,545 | 510 Asset Backed Trust 2.12%, 06/25/2061(1)(4) | 5,674,862 | |
67,652 | Adjustable Rate Mortgage Trust 1.21%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2) | 67,914 | |
Alternative Loan Trust | |||
1,090,279 | 1.21%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2) | 1,022,149 | |
308,524 | 1.31%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(2) | 261,120 | |
747,221 | 1.57%, 08/25/2035, 12 mo. USD MTA + 1.350%(2) | 663,290 | |
197,790 | 5.75%, 05/25/2036 | 106,244 | |
172,935 | 6.00%, 05/25/2036 | 118,254 | |
130,618 | 6.00%, 12/25/2036 | 70,481 | |
Angel Oak Mortgage Trust | |||
2,645,675 | 0.91%, 01/25/2066(1)(3) | 2,564,037 | |
5,316,428 | 0.95%, 07/25/2066(1)(3) | 5,034,843 | |
2,330,604 | 0.99%, 04/25/2053(1)(3) | 2,285,576 | |
2,222,964 | 0.99%, 04/25/2066(1)(3) | 2,143,097 | |
4,314,059 | 1.07%, 05/25/2066(1)(3) | 4,027,825 | |
7,215,974 | 1.46%, 09/25/2066(1)(3) | 6,537,165 | |
793,743 | 1.47%, 06/25/2065(1)(3) | 776,990 | |
3,677,335 | 1.82%, 11/25/2066(1)(3) | 3,404,583 | |
1,542,064 | 2.53%, 01/26/2065(1)(3) | 1,513,033 | |
99,652 | Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(1)(3) | 99,537 | |
Banc of America Funding Trust | |||
306,245 | 1.19%, 05/20/2047, 1 mo. USD LIBOR + 0.600%(2) | 295,642 | |
1,079,997 | 5.77%, 05/25/2037(3) | 1,053,995 | |
42,686 | 6.35%, 01/25/2037(4) | 40,225 | |
Bear Stearns Adjustable Rate Mortgage Trust | |||
149,162 | 2.21%, 02/25/2036(3) | 131,625 | |
184,793 | 2.38%, 10/25/2035, 12 mo. USD CMT + 2.300%(2) | 186,680 | |
934,579 | Bear Stearns Alt-A Trust 1.17%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2) | 1,362,430 | |
278,005 | Bear Stearns Mortgage Funding Trust 0.85%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2) | 260,098 | |
2,467,872 | BINOM Securitization Trust 2.03%, 06/25/2056(1)(3) | 2,296,633 | |
BRAVO Residential Funding Trust | |||
1,643,900 | 0.94%, 02/25/2049(1)(3) | 1,548,861 |
142 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Whole Loan Collateral CMO - 10.9% - (continued) | |||
$ 1,791,359 | 0.97%, 03/25/2060(1)(3) | $ 1,741,437 | |
1,533,375 | Bunker Hill Loan Depositary Trust 1.72%, 02/25/2055(1)(3) | 1,490,681 | |
2,035,027 | Cascade MH Asset Trust 1.75%, 02/25/2046(1) | 1,882,400 | |
258,185 | Chase Mortgage Finance Trust 2.98%, 12/25/2035(3) | 253,843 | |
CHL Mortgage Pass-Through Trust | |||
345,169 | 1.35%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(2) | 316,021 | |
96,128 | 2.63%, 06/20/2035(3) | 95,037 | |
392,086 | 2.75%, 11/20/2035(3) | 364,074 | |
482,947 | 2.89%, 09/25/2047(3) | 453,149 | |
301,060 | 3.17%, 04/20/2036(3) | 258,380 | |
759,066 | CIM Trust 3.00%, 04/25/2057(1)(3) | 760,434 | |
COLT Mortgage Loan Trust | |||
1,223,529 | 0.80%, 07/27/2054(1) | 1,215,298 | |
3,507,167 | 0.91%, 06/25/2066(1)(3) | 3,132,389 | |
8,203,007 | 2.28%, 12/27/2066(1)(3) | 7,865,332 | |
1,265,000 | 4.30%, 03/25/2067(1)(3) | 1,257,306 | |
Connecticut Avenue Securities Trust | |||
234,841 | 2.82%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2) | 234,842 | |
1,058,156 | 2.82%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2) | 1,042,208 | |
319,179 | 2.97%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2) | 319,302 | |
498,093 | Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 | 419,828 | |
CSMC Trust | |||
1,148,829 | 0.81%, 05/25/2065(1)(3) | 1,114,261 | |
2,377,294 | 0.83%, 03/25/2056(1)(3) | 2,281,701 | |
3,113,547 | 0.94%, 05/25/2066(1)(3) | 2,902,291 | |
4,696,365 | 1.18%, 02/25/2066(1)(3) | 4,498,864 | |
2,052,806 | 1.80%, 12/27/2060(1)(3) | 1,956,725 | |
3,653,569 | 1.84%, 10/25/2066(1)(3) | 3,423,073 | |
8,309,644 | 2.27%, 11/25/2066(1)(3) | 7,818,599 | |
1,370,294 | 3.25%, 04/25/2047(1)(3) | 1,307,527 | |
Deephaven Residential Mortgage Trust | |||
1,594,884 | 0.90%, 04/25/2066(1)(3) | 1,479,732 | |
192,429 | 1.69%, 05/25/2065(1) | 192,096 | |
81,284 | DSLA Mortgage Loan Trust 1.27%, 01/19/2045, 1 mo. USD LIBOR + 0.720%(2) | 68,069 | |
Ellington Financial Mortgage Trust | |||
590,346 | 0.80%, 02/25/2066(1)(3) | 547,157 | |
1,382,414 | 0.93%, 06/25/2066(1)(3) | 1,259,354 | |
3,975,558 | 2.21%, 01/25/2067(1)(3) | 3,753,185 | |
Fannie Mae Connecticut Avenue Securities | |||
145,799 | 2.67%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2) | 145,887 | |
680,544 | 3.22%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2) | 689,378 | |
888,045 | 5.02%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2) | 928,125 | |
354,681 | 5.12%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(2) | 367,677 | |
GCAT Trust | |||
3,220,161 | 0.87%, 01/25/2066(1)(3) | 3,093,792 | |
2,966,514 | 1.04%, 05/25/2066(1)(3) | 2,866,512 | |
5,151,567 | 1.09%, 08/25/2066(1)(3) | 4,555,215 | |
3,047,157 | 1.92%, 08/25/2066(1)(3) | 2,921,035 | |
GMACM Mortgage Loan Trust | |||
225,869 | 2.64%, 09/19/2035(3) | 211,355 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Whole Loan Collateral CMO - 10.9% - (continued) | |||
$ 47,814 | 2.89%, 04/19/2036(3) | $ 39,788 | |
GSR Mortgage Loan Trust | |||
1,650,881 | 0.97%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2) | 373,012 | |
86,777 | 2.65%, 10/25/2035(3) | 56,986 | |
616,219 | 2.85%, 01/25/2036(3) | 621,719 | |
HarborView Mortgage Loan Trust | |||
481,817 | 0.74%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2) | 451,000 | |
899,727 | 0.79%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2) | 912,258 | |
689,529 | Home Re Ltd. 2.27%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2) | 688,343 | |
8,238,171 | Imperial Fund Mortgage Trust 3.64%, 03/25/2067(1)(4) | 8,033,355 | |
IndyMac Index Mortgage Loan Trust | |||
151,833 | 2.81%, 01/25/2036(3) | 146,123 | |
307,140 | 2.90%, 03/25/2036(3) | 258,062 | |
931,648 | 3.00%, 04/25/2037(3) | 613,106 | |
JP Morgan Mortgage Trust | |||
120,211 | 2.60%, 09/25/2035(3) | 118,787 | |
53,378 | 2.92%, 04/25/2037(3) | 47,827 | |
154,822 | 3.09%, 05/25/2036(3) | 135,970 | |
1,124,916 | LCM L.P. 2.10%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2) | 1,122,456 | |
Legacy Mortgage Asset Trust | |||
1,391,903 | 1.65%, 11/25/2060(1)(4) | 1,338,661 | |
1,991,620 | 1.75%, 04/25/2061(1)(4) | 1,903,451 | |
2,639,488 | 1.75%, 07/25/2061(1)(4) | 2,513,824 | |
3,456,423 | 3.25%, 11/25/2059(1)(4) | 3,448,774 | |
285,408 | Lehman XS Trust 1.09%, 07/25/2046, 1 mo. USD LIBOR + 0.420%(2) | 288,235 | |
LSTAR Securities Investment Ltd. | |||
5,294,584 | 2.16%, 03/02/2026, 1 mo. USD LIBOR + 1.700%(1)(2) | 5,161,034 | |
3,294,816 | 2.26%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(2) | 3,234,231 | |
2,136,214 | 2.96%, 05/01/2024, 1 mo. USD LIBOR + 2.50%(1)(2) | 2,162,913 | |
1,012,627 | 3.96%, 04/01/2024, 1 mo. USD LIBOR + 2.500%(1)(2) | 1,019,611 | |
1,608,710 | Luminent Mortgage Trust 1.05%, 05/25/2046, 1 mo. USD LIBOR + 0.380%(2) | 1,435,147 | |
1,659,296 | MetLife Securitization Trust 3.75%, 03/25/2057(1)(3) | 1,652,444 | |
MFA Trust | |||
489,793 | 1.01%, 01/26/2065(1)(3) | 471,582 | |
2,378,735 | 1.03%, 11/25/2064(1)(3) | 2,174,513 | |
2,062,019 | 1.15%, 04/25/2065(1)(3) | 1,972,092 | |
Mill City Mortgage Loan Trust | |||
1,074,521 | 2.75%, 01/25/2061(1)(3) | 1,074,157 | |
216,137 | 3.25%, 05/25/2062(1)(3) | 214,395 | |
New Residential Mortgage Loan Trust | |||
2,116,047 | 0.94%, 07/25/2055(1)(3) | 2,042,999 | |
1,729,932 | 0.94%, 10/25/2058(1)(3) | 1,663,070 | |
2,231,570 | 1.42%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) | 2,205,569 | |
1,555,988 | 2.17%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2) | 1,568,064 | |
430,796 | 2.49%, 09/25/2059(1)(3) | 425,594 | |
1,833,142 | 3.50%, 12/25/2057(1)(3) | 1,825,386 | |
1,652,380 | 3.50%, 08/25/2059(1)(3) | 1,625,424 | |
1,390,698 | 3.75%, 11/26/2035(1)(3) | 1,359,210 |
143 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Whole Loan Collateral CMO - 10.9% - (continued) | |||
$ 582,526 | 3.75%, 01/25/2054(1)(3) | $ 571,125 | |
26,779 | 3.75%, 05/25/2054(1)(3) | 25,989 | |
1,537,577 | 3.75%, 11/25/2056(1)(3) | 1,500,014 | |
3,406,655 | 3.75%, 11/25/2058(1)(3) | 3,327,299 | |
2,759,843 | 4.00%, 02/25/2057(1)(3) | 2,729,180 | |
2,831,589 | 4.00%, 03/25/2057(1)(3) | 2,783,747 | |
1,894,256 | 4.00%, 04/25/2057(1)(3) | 1,870,467 | |
1,561,677 | 4.00%, 05/25/2057(1)(3) | 1,529,500 | |
2,376,651 | 4.00%, 08/27/2057(1)(3) | 2,344,854 | |
337,430 | 4.00%, 12/25/2057(1)(3) | 331,058 | |
6,010,390 | NMLT Trust 1.19%, 05/25/2056(1)(3) | 5,606,479 | |
252,546 | Oaktown Re III Ltd. 2.07%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | 252,537 | |
826,212 | Oaktown Re Ltd. 2.22%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2) | 825,109 | |
OBX Trust | |||
3,542,569 | 1.05%, 07/25/2061(1)(3) | 3,209,147 | |
4,235,697 | 1.07%, 02/25/2066(1)(3) | 4,015,887 | |
253,154 | 1.32%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2) | 250,028 | |
7,194,121 | Onslow Bay Financial LLC 2.31%, 11/25/2061(1)(3) | 6,808,083 | |
1,754,231 | PMT Credit Risk Transfer Trust 3.57%, 02/27/2024, 1 mo. USD LIBOR + 2.900%(1)(2) | 1,760,573 | |
Preston Ridge Partners Mortgage Trust LLC | |||
3,776,116 | 1.79%, 06/25/2026(1)(4) | 3,633,348 | |
3,734,347 | 1.79%, 07/25/2026(1)(4) | 3,556,846 | |
6,828,784 | 1.87%, 04/25/2026(1)(4) | 6,417,646 | |
5,751,663 | 1.87%, 08/25/2026(1)(4) | 5,472,011 | |
1,698,880 | 2.12%, 03/25/2026(1)(3) | 1,616,432 | |
1,042,997 | 2.36%, 11/25/2025(1)(4) | 1,009,516 | |
7,326,435 | 2.36%, 10/25/2026(1)(4) | 7,059,635 | |
Pretium Mortgage Credit Partners LLC | |||
2,965,394 | 1.87%, 07/25/2051(1)(4) | 2,780,739 | |
7,212,875 | 1.99%, 02/25/2061(1)(4) | 6,827,563 | |
529,094 | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | 502,146 | |
2,659,186 | RCO VII Mortgage LLC 1.87%, 05/26/2026(1)(4) | 2,560,158 | |
Residential Accredit Loans, Inc. | |||
1,439,401 | 1.27%, 04/25/2036, 1 mo. USD LIBOR + 0.600%(2) | 1,314,073 | |
621,565 | 6.00%, 12/25/2035 | 582,840 | |
301,572 | Residential Funding Mortgage Securities, Inc. 2.81%, 08/25/2035(3) | 161,104 | |
1,854,437 | Residential Mortgage Loan Trust 0.86%, 01/25/2065(1)(3) | 1,805,349 | |
Seasoned Credit Risk Transfer Trust | |||
2,549,147 | 2.50%, 08/25/2059 | 2,398,044 | |
2,047,932 | 3.50%, 11/25/2057 | 2,025,546 | |
5,474,423 | 3.50%, 07/25/2058 | 5,407,689 | |
1,115,821 | 3.50%, 08/25/2058 | 1,101,519 | |
4,500,946 | 3.50%, 10/25/2058 | 4,422,786 | |
Starwood Mortgage Residential Trust | |||
1,362,597 | 0.94%, 05/25/2065(1)(3) | 1,302,013 | |
3,781,545 | 1.22%, 05/25/2065(1)(3) | 3,575,773 | |
5,584,985 | 1.92%, 11/25/2066(1)(3) | 5,196,162 | |
475,060 | TBW Mortgage-Backed Trust 6.00%, 07/25/2036 | 262,273 | |
4,130,000 | Toorak Mortgage Corp. Ltd. 2.24%, 06/25/2024(1)(4) | 3,883,772 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% - (continued) | |||
Whole Loan Collateral CMO - 10.9% - (continued) | |||
Towd Point Mortgage Trust | |||
$ 56,895 | 2.75%, 08/25/2055(1)(3) | $ 56,818 | |
2,113,910 | 2.75%, 10/25/2056(1)(3) | 2,106,988 | |
1,063,671 | 2.75%, 06/25/2057(1)(3) | 1,046,395 | |
837,204 | 2.75%, 07/25/2057(1)(3) | 835,521 | |
2,738,109 | 2.75%, 10/25/2057(1)(3) | 2,694,481 | |
7,793,805 | 2.92%, 11/30/2060(1)(3) | 7,468,258 | |
3,270,820 | 3.25%, 03/25/2058(1)(3) | 3,251,385 | |
3,470,000 | Triangle Re Ltd. 2.19%, 02/25/2034, 3 mo USD SOFR + 1.900%(1)(2) | 3,441,150 | |
VCAT LLC | |||
3,536,553 | 1.74%, 05/25/2051(1)(4) | 3,346,817 | |
5,387,735 | 1.87%, 08/25/2051(1)(4) | 5,219,875 | |
1,120,074 | 2.12%, 03/27/2051(1)(4) | 1,079,189 | |
Verus Securitization Trust | |||
1,037,684 | 0.82%, 10/25/2063(1)(3) | 1,010,939 | |
2,132,641 | 0.92%, 02/25/2064(1)(3) | 2,080,278 | |
2,513,097 | 0.94%, 07/25/2066(1)(3) | 2,385,678 | |
1,832,158 | 1.03%, 02/25/2066(1)(3) | 1,725,050 | |
924,580 | 1.50%, 05/25/2065(1)(4) | 898,375 | |
3,899,179 | 1.82%, 11/25/2066(1)(3) | 3,632,683 | |
5,211,904 | 2.72%, 01/25/2067(1)(4) | 4,997,362 | |
275,961 | 3.60%, 08/25/2050(1)(4) | 275,574 | |
4,708,348 | VOLT XCIII LLC 1.89%, 02/27/2051(1)(4) | 4,537,525 | |
3,669,023 | VOLT XCIV LLC 2.24%, 02/27/2051(1)(4) | 3,505,722 | |
3,707,264 | VOLT XCV LLC 2.24%, 03/27/2051(1)(4) | 3,588,817 | |
3,665,238 | VOLT XCVII LLC 2.24%, 04/25/2051(1)(4) | 3,538,296 | |
Washington Mutual Mortgage Pass-Through Certificates Trust | |||
414,440 | 1.05%, 11/25/2046, 12 mo. USD MTA + 0.830%(2) | 388,298 | |
294,584 | 1.10%, 10/25/2046, 12 mo. USD MTA + 0.880%(2) | 273,284 | |
191,479 | 1.20%, 07/25/2046, 12 mo. USD MTA + 0.980%(2) | 180,620 | |
707,932 | 1.27%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2) | 475,431 | |
573,902 | 2.83%, 06/25/2037(3) | 543,236 | |
16,797,684 | Wells Fargo Commercial Mortgage Trust 1.03%, 09/15/2057(3)(5) | 420,942 | |
103,220 | Wells Fargo Mortgage-Backed Securities Trust 2.52%, 09/25/2036(3) | 100,449 | |
351,151,427 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $765,329,724) | $ 733,434,519 | ||
CORPORATE BONDS - 28.6% | |||
Advertising - 0.1% | |||
2,863,000 | Lamar Media Corp. 3.75%, 02/15/2028 | $ 2,619,645 | |
Aerospace/Defense - 0.4% | |||
Boeing Co. | |||
2,420,000 | 5.04%, 05/01/2027 | 2,456,967 | |
1,675,000 | 5.15%, 05/01/2030 | 1,669,815 | |
BWX Technologies, Inc. | |||
5,000 | 4.13%, 06/30/2028(1) | 4,637 | |
820,000 | 4.13%, 04/15/2029(1) | 758,500 | |
L3Harris Technologies, Inc. | |||
465,000 | 2.90%, 12/15/2029 | 424,130 | |
2,105,000 | 3.85%, 06/15/2023 | 2,122,572 | |
1,410,000 | Northrop Grumman Corp. 5.15%, 05/01/2040 | 1,490,969 |
144 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Aerospace/Defense - 0.4% - (continued) | |||
Raytheon Technologies Corp. | |||
$ 970,000 | 2.38%, 03/15/2032 | $ 834,832 | |
43,000 | 3.65%, 08/16/2023 | 43,308 | |
2,185,000 | 3.95%, 08/16/2025 | 2,210,212 | |
1,020,000 | 4.45%, 11/16/2038 | 1,019,853 | |
13,035,795 | |||
Agriculture - 0.5% | |||
BAT Capital Corp. | |||
1,670,000 | 2.26%, 03/25/2028 | 1,427,651 | |
3,300,000 | 4.74%, 03/16/2032 | 3,101,381 | |
BAT International Finance plc | |||
3,425,000 | 1.67%, 03/25/2026 | 3,074,714 | |
4,945,000 | 4.45%, 03/16/2028 | 4,766,116 | |
1,830,000 | Cargill, Inc. 4.00%, 06/22/2032(1) | 1,811,258 | |
1,945,000 | Kernel Holding S.A. 6.50%, 10/17/2024(6) | 1,030,850 | |
15,211,970 | |||
Airlines - 0.0% | |||
390,000 | United Airlines, Inc. 4.63%, 04/15/2029(1) | 357,825 | |
Apparel - 0.2% | |||
940,000 | Hanesbrands, Inc. 4.88%, 05/15/2026(1)(7) | 918,850 | |
4,510,000 | William Carter Co. 5.63%, 03/15/2027(1) | 4,494,869 | |
5,413,719 | |||
Auto Manufacturers - 0.1% | |||
700,000 | Ford Motor Co. 3.25%, 02/12/2032 | 568,750 | |
4,080,000 | General Motors Financial Co., Inc. 1.50%, 06/10/2026 | 3,634,674 | |
4,203,424 | |||
Beverages - 0.3% | |||
Anheuser-Busch InBev Worldwide, Inc. | |||
2,008,000 | 3.75%, 07/15/2042 | 1,703,320 | |
710,000 | 4.60%, 04/15/2048 | 670,582 | |
700,000 | 4.75%, 04/15/2058 | 660,265 | |
2,450,000 | 5.45%, 01/23/2039 | 2,608,477 | |
Constellation Brands, Inc. | |||
500,000 | 2.25%, 08/01/2031 | 415,093 | |
560,000 | 2.88%, 05/01/2030 | 498,479 | |
273,000 | 3.15%, 08/01/2029 | 250,743 | |
2,665,000 | Keurig Dr Pepper, Inc. 3.95%, 04/15/2029 | 2,603,739 | |
9,410,698 | |||
Biotechnology - 0.3% | |||
CSL Finance plc Co. | |||
2,070,000 | 4.05%, 04/27/2029(1) | 2,060,145 | |
2,085,000 | 4.25%, 04/27/2032(1) | 2,069,525 | |
Royalty Pharma plc | |||
325,000 | 1.75%, 09/02/2027 | 284,984 | |
5,360,000 | 2.15%, 09/02/2031 | 4,315,977 | |
1,205,000 | 2.20%, 09/02/2030 | 1,006,555 | |
655,000 | 3.30%, 09/02/2040 | 512,374 | |
65,000 | 3.55%, 09/02/2050 | 47,976 | |
10,297,536 | |||
Chemicals - 0.2% | |||
290,000 | Chemours Co. 5.38%, 05/15/2027(7) | 279,850 | |
2,940,000 | DuPont de Nemours, Inc. 4.21%, 11/15/2023 | 2,982,152 | |
1,745,000 | International Flavors & Fragrances, Inc. 2.30%, 11/01/2030(1) | 1,465,816 | |
859,000 | LYB International Finance LLC 1.25%, 10/01/2025 | 788,015 | |
5,515,833 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Commercial Banks - 5.3% | |||
$ 5,990,000 | Bangkok Bank PCL 3.47%, 09/23/2036, (3.47% fixed rate until 09/23/2031; 5 year USD CMT + 2.150% thereafter)(1)(8) | $ 5,152,108 | |
Bank of America Corp. | |||
425,000 | 1.90%, 07/23/2031, (1.90% fixed rate until 07/23/2030; 3 mo. USD SOFR + 1.530% thereafter)(8) | 347,670 | |
145,000 | 1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 3 mo. USD SOFR + 1.370% thereafter)(8) | 118,041 | |
2,175,000 | 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8) | 2,094,950 | |
1,445,000 | 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.210% thereafter)(8) | 1,222,275 | |
2,370,000 | 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8) | 2,169,137 | |
3,465,000 | 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8) | 2,838,178 | |
5,870,000 | 3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8) | 5,744,292 | |
5,215,000 | 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8) | 4,708,292 | |
1,420,000 | 4.38%, 04/27/2028, (4.38% fixed rate until 04/27/2027; 3 mo USD SOFR + 1.580% thereafter)(8) | 1,418,650 | |
2,640,000 | 7.75%, 05/14/2038 | 3,391,721 | |
5,145,000 | Bank of NY Mellon Corp. 2.05%, 01/26/2027(7) | 4,813,656 | |
BNP Paribas S.A. | |||
1,600,000 | 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(8) | 1,423,777 | |
730,000 | 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.218% thereafter)(1)(8) | 623,755 | |
2,435,000 | 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(8) | 2,273,057 | |
2,860,000 | 2.59%, 01/20/2028, (2.59% fixed rate until 01/20/2027; 3 mo. USD SOFR + 1.228% thereafter)(1)(8) | 2,605,521 | |
Citigroup, Inc. | |||
2,890,000 | 2.52%, 11/03/2032, (2.52% fixed rate until 11/03/2031; 3 mo. USD SOFR + 1.177% thereafter)(8) | 2,419,622 | |
1,355,000 | 3.20%, 10/21/2026 | 1,309,068 | |
3,950,000 | 3.70%, 01/12/2026 | 3,908,861 | |
1,780,000 | 4.45%, 09/29/2027 | 1,767,718 | |
1,255,000 | Credit Suisse Group AG 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(8) | 1,051,995 | |
1,685,000 | Danske Bank A/S 5.38%, 01/12/2024(1) | 1,719,131 | |
2,310,000 | Deutsche Bank AG 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 3 mo. USD SOFR + 1.219% thereafter)(8) | 2,044,433 |
145 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Commercial Banks - 5.3% - (continued) | |||
Goldman Sachs Group, Inc. | |||
$ 2,295,000 | 0.93%, 10/21/2024, (0.93% fixed rate until 10/21/2023; 3 mo. USD SOFR + 0.486% thereafter)(8) | $ 2,205,904 | |
4,130,000 | 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.248% thereafter)(8) | 3,417,476 | |
5,380,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8) | 4,556,060 | |
480,000 | 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(8) | 405,406 | |
2,720,000 | 2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8) | 2,718,478 | |
2,110,000 | 3.10%, 02/24/2033, (3.10% fixed rate until 02/24/2032; 3 mo. USD LIBOR + 1.410% thereafter)(8) | 1,845,127 | |
1,540,000 | 3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8) | 1,479,001 | |
3,020,000 | 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(8) | 2,953,628 | |
2,245,000 | 6.75%, 10/01/2037 | 2,594,830 | |
HSBC Holdings plc | |||
2,985,000 | 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(8) | 2,799,607 | |
1,335,000 | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8) | 1,187,382 | |
225,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 3 mo. USD SOFR + 1.285% thereafter)(8) | 193,752 | |
1,125,000 | 3.60%, 05/25/2023 | 1,133,598 | |
3,930,000 | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8) | 3,886,415 | |
4,580,000 | 4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 3 mo. USD SOFR + 2.530% thereafter)(8) | 4,337,256 | |
JP Morgan Chase & Co. | |||
25,000 | 1.47%, 09/22/2027, (1.47% fixed rate until 09/22/2026; 3 mo. USD SOFR + 0.765% thereafter)(7)(8) | 22,218 | |
3,365,000 | 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 3 mo. USD SOFR + 1.180% thereafter)(8) | 2,852,549 | |
1,345,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8) | 1,153,009 | |
3,015,000 | 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8) | 2,652,999 | |
1,095,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) | 879,627 | |
665,000 | 3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8) | 513,671 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Commercial Banks - 5.3% - (continued) | |||
$ 5,415,000 | 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(8) | $ 4,385,291 | |
3,765,000 | 3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8) | 3,733,022 | |
1,785,000 | 3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(8) | 1,697,400 | |
2,290,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) | 2,178,479 | |
6,955,000 | 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8) | 6,886,744 | |
1,285,000 | 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8) | 1,254,757 | |
410,000 | 4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8) | 411,974 | |
4,975,000 | 4.32%, 04/26/2028, (4.32% fixed rate until 04/26/2027; 3 mo. USD SOFR + 1.560% thereafter)(8) | 4,964,549 | |
1,795,000 | 4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(8) | 1,790,846 | |
615,000 | 4.59%, 04/26/2033, (4.59% fixed rate until 04/26/2032; 3 mo. USD SOFR + 1.800% thereafter)(8) | 619,160 | |
Morgan Stanley | |||
5,915,000 | 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(8) | 4,748,052 | |
4,240,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8) | 3,419,693 | |
2,575,000 | 2.24%, 07/21/2032, (2.24% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.178% thereafter)(8) | 2,128,147 | |
2,880,000 | 2.48%, 01/21/2028, (2.47% fixed rate until 01/21/2027; 3 mo. USD SOFR + 1.000% thereafter)(8) | 2,660,751 | |
360,000 | 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(8) | 303,081 | |
2,005,000 | 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(8) | 1,763,999 | |
2,720,000 | 3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8) | 2,607,827 | |
2,710,000 | 4.00%, 07/23/2025 | 2,708,965 | |
6,190,000 | 4.21%, 04/20/2028, (4.21% fixed rate until 04/20/2027; 3 mo. USD SOFR + 1.610% thereafter)(8) | 6,147,253 | |
1,020,000 | 4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(8) | 1,010,248 | |
1,615,000 | Truist Bank 2.25%, 03/11/2030 | 1,397,151 | |
Wells Fargo & Co. | |||
2,945,000 | 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(8) | 2,829,805 |
146 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Commercial Banks - 5.3% - (continued) | |||
$ 1,555,000 | 3.00%, 10/23/2026 | $ 1,486,071 | |
3,775,000 | 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 3 mo. USD SOFR + 1.500% thereafter)(8) | 3,434,336 | |
4,830,000 | 3.91%, 04/25/2026, (3.91% fixed rate until 04/25/2025; 3 mo. USD SOFR + 1.320% thereafter)(8) | 4,801,565 | |
580,000 | 4.90%, 11/17/2045 | 567,638 | |
925,000 | 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(8) | 967,973 | |
410,000 | 5.61%, 01/15/2044 | 438,733 | |
170,297,411 | |||
Commercial Services - 1.0% | |||
Ashtead Capital, Inc. | |||
1,550,000 | 4.00%, 05/01/2028(1) | 1,477,429 | |
5,335,000 | 4.38%, 08/15/2027(1) | 5,241,637 | |
Gartner, Inc. | |||
635,000 | 3.63%, 06/15/2029(1) | 568,325 | |
2,460,000 | 3.75%, 10/01/2030(1) | 2,193,828 | |
3,991,000 | 4.50%, 07/01/2028(1) | 3,825,036 | |
Global Payments, Inc. | |||
715,000 | 2.15%, 01/15/2027 | 648,852 | |
2,780,000 | 3.20%, 08/15/2029 | 2,531,328 | |
2,000,000 | Howard University 2.70%, 10/01/2029 | 1,804,058 | |
1,205,000 | Howard University (AGM Insured) 3.48%, 10/01/2041 | 1,004,000 | |
S&P Global, Inc. | |||
945,000 | 2.45%, 03/01/2027(1) | 890,904 | |
1,195,000 | 2.90%, 03/01/2032(1) | 1,080,618 | |
Service Corp. International | |||
7,045,000 | 3.38%, 08/15/2030 | 6,058,700 | |
4,657,000 | 5.13%, 06/01/2029 | 4,593,795 | |
750,000 | United Rentals North America, Inc. 4.88%, 01/15/2028 | 729,795 | |
32,648,305 | |||
Construction Materials - 0.3% | |||
4,890,000 | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | 4,523,250 | |
Standard Industries, Inc. | |||
830,000 | 3.38%, 01/15/2031(1) | 662,888 | |
5,090,000 | 4.38%, 07/15/2030(1) | 4,244,322 | |
285,000 | 4.75%, 01/15/2028(1) | 262,200 | |
145,000 | 5.00%, 02/15/2027(1) | 137,387 | |
9,830,047 | |||
Diversified Financial Services - 0.5% | |||
3,475,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 | 2,892,540 | |
1,490,000 | Capital One Financial Corp. 3.90%, 01/29/2024 | 1,497,635 | |
4,500,000 | GTP Acquisition Partners LLC 3.48%, 06/15/2025(1) | 4,453,462 | |
Navient Corp. | |||
70,000 | 5.88%, 10/25/2024 | 69,475 | |
190,000 | 6.13%, 03/25/2024 | 191,069 | |
54,000 | 7.25%, 09/25/2023 | 55,350 | |
780,000 | OneMain Finance Corp. 6.13%, 03/15/2024 | 782,987 | |
Power Finance Corp. Ltd. | |||
4,450,000 | 3.95%, 04/23/2030(1) | 3,999,020 | |
2,310,000 | 3.95%, 04/23/2030(6) | 2,075,896 | |
16,017,434 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Electric - 2.0% | |||
$ 3,100,000 | AES Corp. 3.30%, 07/15/2025(1) | $ 3,001,730 | |
Alabama Power Co. | |||
2,120,000 | 3.45%, 10/01/2049 | 1,744,801 | |
1,480,000 | 4.15%, 08/15/2044 | 1,378,133 | |
Berkshire Hathaway Energy Co. | |||
865,000 | 1.65%, 05/15/2031(7) | 709,140 | |
565,000 | 3.25%, 04/15/2028 | 542,279 | |
Cleco Corporate Holdings LLC | |||
1,105,000 | 3.38%, 09/15/2029 | 1,000,152 | |
70,000 | 4.97%, 05/01/2046 | 68,027 | |
Commonwealth Edison Co. | |||
1,735,000 | 3.65%, 06/15/2046 | 1,531,100 | |
360,000 | 4.00%, 03/01/2048 | 334,692 | |
365,000 | Connecticut Light & Power Co. 4.00%, 04/01/2048 | 343,485 | |
1,570,000 | Consolidated Edison, Inc. 3.20%, 12/01/2051 | 1,240,981 | |
Duke Energy Carolinas LLC | |||
35,000 | 3.45%, 04/15/2051 | 29,880 | |
575,000 | 4.25%, 12/15/2041 | 550,041 | |
3,375,000 | Duke Energy Corp. 2.55%, 06/15/2031 | 2,883,022 | |
Duke Energy Indiana LLC | |||
2,160,000 | 2.75%, 04/01/2050 | 1,597,830 | |
1,215,000 | 3.25%, 10/01/2049 | 997,851 | |
Duke Energy Progress LLC | |||
825,000 | 4.00%, 04/01/2052 | 770,806 | |
1,435,000 | 4.38%, 03/30/2044 | 1,373,604 | |
1,645,000 | Duquesne Light Holdings, Inc. 2.78%, 01/07/2032(1) | 1,405,015 | |
305,000 | Evergy Metro, Inc. 2.25%, 06/01/2030 | 267,506 | |
Evergy, Inc. | |||
710,000 | 2.45%, 09/15/2024 | 687,380 | |
2,010,000 | 2.90%, 09/15/2029 | 1,844,719 | |
Exelon Corp. | |||
2,095,000 | 3.95%, 06/15/2025 | 2,112,157 | |
390,000 | 4.10%, 03/15/2052(1) | 347,437 | |
FirstEnergy Corp. | |||
350,000 | 1.60%, 01/15/2026 | 319,742 | |
825,000 | 2.25%, 09/01/2030 | 688,875 | |
1,590,000 | Georgia Power Co. 4.30%, 03/15/2042 | 1,445,404 | |
1,230,000 | IPALCO Enterprises, Inc. 3.70%, 09/01/2024 | 1,223,789 | |
1,935,000 | ITC Holdings Corp. 2.95%, 05/14/2030(1) | 1,750,146 | |
1,570,000 | Jersey Central Power & Light Co. 2.75%, 03/01/2032(1) | 1,380,609 | |
MidAmerican Energy Co. | |||
765,000 | 3.15%, 04/15/2050 | 622,324 | |
130,000 | 3.65%, 08/01/2048 | 117,077 | |
380,000 | NextEra Energy Operating Partners L.P. 3.88%, 10/15/2026(1) | 358,625 | |
2,190,000 | NRG Energy, Inc. 2.45%, 12/02/2027(1) | 1,941,626 | |
1,100,000 | Oglethorpe Power Corp. 4.50%, 04/01/2047(1) | 1,009,631 | |
Pacific Gas and Electric Co. | |||
4,985,000 | 2.50%, 02/01/2031 | 3,950,284 | |
985,000 | 4.40%, 03/01/2032 | 895,892 | |
260,000 | 4.50%, 07/01/2040 | 213,605 | |
9,225,000 | 4.95%, 07/01/2050 | 7,713,797 | |
735,000 | 5.25%, 03/01/2052 | 663,827 | |
PacifiCorp | |||
394,000 | 4.13%, 01/15/2049 | 363,846 | |
350,000 | 4.15%, 02/15/2050 | 325,729 | |
Puget Energy, Inc. | |||
1,925,000 | 3.65%, 05/15/2025 | 1,909,121 |
147 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Electric - 2.0% - (continued) | |||
$ 2,220,000 | 4.10%, 06/15/2030 | $ 2,126,269 | |
Sempra Energy | |||
1,680,000 | 3.40%, 02/01/2028 | 1,613,214 | |
1,110,000 | 3.80%, 02/01/2038 | 1,013,996 | |
210,000 | 4.00%, 02/01/2048 | 185,376 | |
Southern California Edison Co. | |||
2,510,000 | 2.75%, 02/01/2032 | 2,177,094 | |
790,000 | 3.65%, 02/01/2050 | 632,574 | |
506,000 | 4.00%, 04/01/2047 | 434,065 | |
299,000 | 4.13%, 03/01/2048 | 261,904 | |
Southern Co. | |||
490,000 | 2.95%, 07/01/2023 | 490,300 | |
1,520,000 | 3.25%, 07/01/2026 | 1,473,831 | |
135,000 | 3.70%, 04/30/2030 | 127,345 | |
30,000 | 4.40%, 07/01/2046 | 27,430 | |
370,000 | Union Electric Co. 4.00%, 04/01/2048 | 344,519 | |
315,000 | Xcel Energy, Inc. 3.50%, 12/01/2049 | 261,261 | |
64,824,895 | |||
Electronics - 0.0% | |||
1,020,000 | Imola Merger Corp. 4.75%, 05/15/2029(1) | 948,600 | |
Energy-Alternate Sources - 0.2% | |||
4,075,000 | Energo-Pro AS 8.50%, 02/04/2027(1) | 3,871,250 | |
1,495,000 | FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1) | 1,532,016 | |
1,180,000 | Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) | 1,164,070 | |
6,567,336 | |||
Engineering & Construction - 0.2% | |||
2,405,000 | IHS Holding Ltd. 6.25%, 11/29/2028(1) | 2,265,269 | |
International Airport Finance S.A. | |||
3,577,406 | 12.00%, 03/15/2033(1)(7) | 3,738,389 | |
622,587 | 12.00%, 03/15/2033(6) | 650,604 | |
6,654,262 | |||
Entertainment - 0.3% | |||
3,380,000 | Magallanes, Inc. 4.28%, 03/15/2032(1) | 3,144,253 | |
6,310,000 | WMG Acquisition Corp. 3.88%, 07/15/2030(1) | 5,647,450 | |
8,791,703 | |||
Environmental Control - 0.2% | |||
Clean Harbors, Inc. | |||
8,118,000 | 4.88%, 07/15/2027(1) | 7,955,640 | |
275,000 | 5.13%, 07/15/2029(1) | 270,875 | |
8,226,515 | |||
Food - 0.3% | |||
Conagra Brands, Inc. | |||
655,000 | 4.30%, 05/01/2024 | 663,448 | |
220,000 | 4.60%, 11/01/2025 | 222,779 | |
1,068,000 | 4.85%, 11/01/2028 | 1,074,899 | |
480,000 | 5.40%, 11/01/2048 | 480,387 | |
2,570,000 | JBS Finance Luxembourg S.a.r.l 2.50%, 01/15/2027(1) | 2,305,958 | |
1,445,000 | Kellogg Co. 3.40%, 11/15/2027 | 1,401,481 | |
Mondelez International, Inc. | |||
1,405,000 | 2.63%, 03/17/2027 | 1,326,278 | |
965,000 | 3.00%, 03/17/2032 | 862,939 | |
2,745,000 | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | 2,830,122 | |
11,168,291 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Food Service - 0.0% | |||
$ 410,000 | Aramark Services, Inc. 5.00%, 02/01/2028(1)(7) | $ 381,755 | |
Gas - 0.1% | |||
NiSource, Inc. | |||
995,000 | 3.49%, 05/15/2027 | 967,607 | |
2,063,000 | 3.60%, 05/01/2030 | 1,930,729 | |
2,898,336 | |||
Healthcare - Products - 0.8% | |||
Alcon Finance Corp. | |||
2,130,000 | 2.75%, 09/23/2026(1) | 2,029,208 | |
1,120,000 | 3.00%, 09/23/2029(1) | 1,015,022 | |
4,835,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 4,599,487 | |
9,230,000 | Baxter International, Inc. 2.54%, 02/01/2032(1) | 7,875,070 | |
1,820,000 | Boston Scientific Corp. 1.90%, 06/01/2025 | 1,723,767 | |
6,485,000 | Hologic, Inc. 4.63%, 02/01/2028(1) | 6,343,108 | |
795,000 | Teleflex, Inc. 4.25%, 06/01/2028(1) | 749,288 | |
24,334,950 | |||
Healthcare - Services - 0.7% | |||
1,895,000 | Anthem, Inc. 3.50%, 08/15/2024 | 1,898,093 | |
Centene Corp. | |||
75,000 | 4.25%, 12/15/2027 | 72,463 | |
8,035,000 | 4.63%, 12/15/2029 | 7,773,862 | |
335,000 | CommonSpirit Health 3.35%, 10/01/2029 | 312,079 | |
720,000 | HCA, Inc. 4.63%, 03/15/2052(1) | 630,395 | |
Humana, Inc. | |||
1,335,000 | 2.15%, 02/03/2032 | 1,100,301 | |
3,015,000 | 3.70%, 03/23/2029 | 2,895,335 | |
1,155,000 | IQVIA, Inc. 5.00%, 05/15/2027(1) | 1,144,397 | |
Kaiser Foundation Hospitals | |||
1,265,000 | 2.81%, 06/01/2041 | 1,003,458 | |
2,090,000 | 3.00%, 06/01/2051 | 1,626,200 | |
1,270,000 | Sutter Health 3.36%, 08/15/2050 | 1,002,108 | |
UnitedHealth Group, Inc. | |||
1,645,000 | 2.75%, 05/15/2040 | 1,324,407 | |
590,000 | 3.50%, 08/15/2039 | 532,410 | |
21,315,508 | |||
Home Builders - 0.3% | |||
3,270,000 | PulteGroup, Inc. 5.50%, 03/01/2026 | 3,414,179 | |
Taylor Morrison Communities, Inc. | |||
760,000 | 5.13%, 08/01/2030(1) | 693,500 | |
3,847,000 | 5.75%, 01/15/2028(1) | 3,760,442 | |
375,000 | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc. 5.63%, 03/01/2024(1) | 376,875 | |
8,244,996 | |||
Household Products - 0.1% | |||
GSK Consumer Healthcare Capital US LLC | |||
1,850,000 | 3.38%, 03/24/2029(1) | 1,747,378 | |
415,000 | 3.63%, 03/24/2032(1) | 390,327 | |
2,137,705 | |||
Insurance - 1.0% | |||
5,475,000 | American International Group, Inc. 2.50%, 06/30/2025 | 5,264,934 | |
1,580,000 | Aon Corp. 2.20%, 11/15/2022 | 1,577,442 | |
Aon Corp. / Aon Global Holdings plc | |||
355,000 | 2.85%, 05/28/2027 | 338,341 | |
1,005,000 | 3.90%, 02/28/2052 | 869,439 | |
Athene Global Funding | |||
2,555,000 | 2.65%, 10/04/2031(1) | 2,141,367 |
148 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Insurance - 1.0% - (continued) | |||
$ 4,615,000 | 2.72%, 01/07/2029(1) | $ 4,076,312 | |
3,030,000 | Brighthouse Financial, Inc. 5.63%, 05/15/2030 | 3,164,471 | |
Corebridge Financial, Inc. | |||
1,020,000 | 3.85%, 04/05/2029(1) | 975,141 | |
435,000 | 3.90%, 04/05/2032(1) | 409,293 | |
4,730,000 | Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) | 4,147,102 | |
Marsh & McLennan Cos., Inc. | |||
1,275,000 | 3.88%, 03/15/2024 | 1,290,463 | |
1,025,000 | 4.75%, 03/15/2039 | 1,045,476 | |
MGIC Investment Corp. | |||
95,000 | 5.25%, 08/15/2028 | 89,185 | |
380,000 | 5.75%, 08/15/2023 | 384,750 | |
2,180,000 | New York Life Global Funding 2.00%, 01/22/2025(1) | 2,094,685 | |
415,000 | New York Life Insurance Co. 3.75%, 05/15/2050(1) | 362,886 | |
565,000 | Unum Group 4.13%, 06/15/2051 | 444,399 | |
Willis North America, Inc. | |||
795,000 | 3.60%, 05/15/2024 | 792,159 | |
2,135,000 | 4.50%, 09/15/2028 | 2,137,359 | |
31,605,204 | |||
Internet - 0.9% | |||
Alibaba Group Holding Ltd. | |||
760,000 | 3.40%, 12/06/2027 | 727,781 | |
200,000 | 4.20%, 12/06/2047 | 167,454 | |
Amazon.com, Inc. | |||
7,580,000 | 3.45%, 04/13/2029 | 7,477,785 | |
2,030,000 | 3.88%, 08/22/2037 | 1,979,659 | |
6,850,000 | 3.95%, 04/13/2052 | 6,586,257 | |
Go Daddy Operating Co. LLC | |||
1,070,000 | 3.50%, 03/01/2029(1) | 946,950 | |
4,537,000 | 5.25%, 12/01/2027(1) | 4,488,391 | |
5,970,000 | NortonLifeLock, Inc. 5.00%, 04/15/2025(1) | 5,962,896 | |
28,337,173 | |||
Investment Company Security - 0.3% | |||
9,235,000 | Magallanes, Inc. 5.14%, 03/15/2052(1) | 8,289,682 | |
Iron/Steel - 0.1% | |||
EUR 1,985,000 | Metinvest B.V. 5.63%, 06/17/2025(1) | 1,099,390 | |
Vale Overseas Ltd. | |||
$ 1,520,000 | 3.75%, 07/08/2030 | 1,373,700 | |
855,000 | 6.25%, 08/10/2026 | 899,631 | |
3,372,721 | |||
IT Services - 0.6% | |||
Apple, Inc. | |||
1,785,000 | 1.13%, 05/11/2025 | 1,683,572 | |
4,345,000 | 1.40%, 08/05/2028 | 3,810,255 | |
255,000 | 2.20%, 09/11/2029 | 231,774 | |
2,840,000 | 2.65%, 02/08/2051 | 2,158,313 | |
505,000 | 3.45%, 02/09/2045 | 452,305 | |
255,000 | 3.85%, 05/04/2043 | 241,356 | |
355,000 | 4.38%, 05/13/2045 | 361,094 | |
9,130,000 | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) | 8,410,191 | |
2,180,000 | Kyndryl Holdings, Inc. 3.15%, 10/15/2031(1) | 1,696,247 | |
1,370,000 | Leidos, Inc. 3.63%, 05/15/2025 | 1,361,300 | |
20,406,407 | |||
Leisure Time - 0.0% | |||
825,000 | Carnival Corp. 4.00%, 08/01/2028(1) | 743,531 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Lodging - 0.1% | |||
$ 2,075,000 | Las Vegas Sands Corp. 3.50%, 08/18/2026 | $ 1,892,341 | |
Machinery-Diversified - 0.1% | |||
2,065,000 | Otis Worldwide Corp. 2.57%, 02/15/2030 | 1,812,898 | |
380,000 | TK Elevator U.S. Newco, Inc. 5.25%, 07/15/2027(1) | 355,992 | |
2,168,890 | |||
Media - 1.6% | |||
CCO Holdings LLC / CCO Holdings Capital Corp. | |||
665,000 | 4.50%, 08/15/2030(1) | 580,213 | |
200,000 | 4.75%, 03/01/2030(1) | 178,048 | |
380,000 | 5.00%, 02/01/2028(1) | 362,011 | |
30,000 | 5.13%, 05/01/2027(1) | 29,250 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | |||
2,100,000 | 3.90%, 06/01/2052 | 1,528,077 | |
2,885,000 | 4.40%, 04/01/2033 | 2,632,075 | |
570,000 | 4.80%, 03/01/2050 | 468,310 | |
2,120,000 | 5.13%, 07/01/2049 | 1,825,564 | |
4,930,000 | 6.48%, 10/23/2045 | 4,979,177 | |
1,060,000 | 6.83%, 10/23/2055 | 1,116,498 | |
Comcast Corp. | |||
2,566,000 | 2.94%, 11/01/2056(1) | 1,842,640 | |
295,000 | 3.20%, 07/15/2036 | 256,179 | |
525,000 | 3.25%, 11/01/2039 | 445,752 | |
1,610,000 | 3.75%, 04/01/2040 | 1,449,327 | |
Cox Communications, Inc. | |||
2,150,000 | 2.60%, 06/15/2031(1) | 1,833,314 | |
662,000 | 3.15%, 08/15/2024(1) | 654,988 | |
CSC Holdings LLC | |||
6,410,000 | 3.38%, 02/15/2031(1) | 4,951,725 | |
320,000 | 4.13%, 12/01/2030(1) | 264,000 | |
400,000 | 5.38%, 02/01/2028(1) | 367,254 | |
575,000 | 5.50%, 04/15/2027(1) | 555,122 | |
Discovery Communications LLC | |||
948,000 | 3.80%, 03/13/2024 | 948,288 | |
2,000 | 3.95%, 06/15/2025 | 1,983 | |
1,674,000 | 3.95%, 03/20/2028 | 1,611,067 | |
2,255,000 | 4.00%, 09/15/2055 | 1,696,604 | |
281,000 | 4.13%, 05/15/2029 | 268,712 | |
1,233,000 | 5.20%, 09/20/2047 | 1,135,638 | |
3,591,000 | 5.30%, 05/15/2049 | 3,382,556 | |
655,000 | 6.35%, 06/01/2040 | 694,976 | |
DISH DBS Corp. | |||
95,000 | 5.88%, 07/15/2022 | 95,113 | |
505,000 | 5.88%, 11/15/2024 | 489,850 | |
2,600,000 | Paramount Global, Inc. 4.95%, 01/15/2031 | 2,577,581 | |
Sirius XM Radio, Inc. | |||
5,175,000 | 3.13%, 09/01/2026(1) | 4,767,469 | |
100,000 | 4.00%, 07/15/2028(1) | 90,375 | |
620,000 | 4.13%, 07/01/2030(1) | 544,416 | |
390,000 | TEGNA, Inc. 4.63%, 03/15/2028 | 375,258 | |
2,482,000 | Time Warner Cable LLC 4.50%, 09/15/2042 | 2,056,295 | |
1,910,000 | Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033 | 2,317,545 | |
Videotron Ltd. | |||
380,000 | 5.13%, 04/15/2027(1) | 372,400 | |
480,000 | 5.38%, 06/15/2024(1) | 484,800 | |
50,230,450 |
149 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Mining - 0.0% | |||
FMG Resources August 2006 Pty Ltd. | |||
$ 100,000 | 5.88%, 04/15/2030(1) | $ 99,280 | |
65,000 | 6.13%, 04/15/2032(1) | 64,420 | |
Freeport Indonesia PT | |||
200,000 | 4.76%, 04/14/2027(1) | 198,734 | |
260,000 | 5.32%, 04/14/2032(1) | 251,550 | |
613,984 | |||
Office/Business Equipment - 0.3% | |||
CDW LLC / CDW Finance Corp. | |||
730,000 | 2.67%, 12/01/2026 | 670,407 | |
8,926,000 | 3.25%, 02/15/2029 | 7,854,880 | |
675,000 | 3.28%, 12/01/2028 | 608,212 | |
640,000 | 3.57%, 12/01/2031 | 560,343 | |
470,000 | Xerox Holdings Corp. 5.50%, 08/15/2028(1) | 423,000 | |
10,116,842 | |||
Oil & Gas - 1.4% | |||
Apache Corp. | |||
70,000 | 4.25%, 01/15/2030(7) | 65,034 | |
310,000 | 4.88%, 11/15/2027 | 303,025 | |
BP Capital Markets America, Inc. | |||
1,565,000 | 2.94%, 06/04/2051 | 1,163,196 | |
555,000 | 3.00%, 02/24/2050 | 420,913 | |
775,000 | 3.06%, 06/17/2041 | 632,821 | |
1,385,000 | 3.38%, 02/08/2061 | 1,079,261 | |
2,390,000 | 3.63%, 04/06/2030 | 2,301,760 | |
ConocoPhillips Co. | |||
325,000 | 3.80%, 03/15/2052 | 293,317 | |
570,000 | 4.03%, 03/15/2062(1) | 511,082 | |
Continental Resources, Inc. | |||
95,000 | 4.38%, 01/15/2028 | 92,598 | |
880,000 | 5.75%, 01/15/2031(1) | 900,988 | |
689,000 | Diamondback Energy, Inc. 3.50%, 12/01/2029 | 646,747 | |
4,985,000 | Ecopetrol S.A. 4.63%, 11/02/2031 | 4,164,967 | |
Energean Israel Finance Ltd. | |||
1,185,000 | 4.50%, 03/30/2024(1)(6) | 1,151,820 | |
1,030,000 | 4.88%, 03/30/2026(1)(6) | 954,810 | |
1,180,000 | 5.88%, 03/30/2031(1)(6) | 1,059,050 | |
Equinor ASA | |||
1,650,000 | 1.75%, 01/22/2026 | 1,546,748 | |
890,000 | 3.63%, 04/06/2040 | 814,948 | |
1,230,000 | 3.70%, 04/06/2050 | 1,111,200 | |
2,125,000 | Exxon Mobil Corp. 4.23%, 03/19/2040 | 2,083,999 | |
Hess Corp. | |||
606,000 | 7.13%, 03/15/2033 | 702,168 | |
1,925,000 | 7.30%, 08/15/2031 | 2,228,844 | |
3,025,000 | Leviathan Bond Ltd. 6.50%, 06/30/2027(1)(6) | 2,969,431 | |
Lundin Energy Finance B.V. | |||
970,000 | 2.00%, 07/15/2026(1) | 875,673 | |
3,565,000 | 3.10%, 07/15/2031(1) | 3,112,177 | |
2,270,000 | Marathon Petroleum Corp. 4.70%, 05/01/2025 | 2,305,021 | |
Occidental Petroleum Corp. | |||
5,000 | 3.20%, 08/15/2026 | 4,700 | |
20,000 | 3.40%, 04/15/2026 | 19,050 | |
50,000 | 3.50%, 08/15/2029(7) | 46,688 | |
835,000 | 4.10%, 02/15/2047 | 695,137 | |
30,000 | 6.13%, 01/01/2031 | 31,532 | |
10,000 | 6.38%, 09/01/2028 | 10,500 | |
2,180,000 | Ovintiv, Inc. 6.63%, 08/15/2037 | 2,417,655 | |
Shell International Finance B.V. | |||
750,000 | 2.88%, 11/26/2041 | 613,456 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Oil & Gas - 1.4% - (continued) | |||
$ 955,000 | 3.00%, 11/26/2051 | $ 749,691 | |
1,035,000 | 3.25%, 04/06/2050 | 854,620 | |
505,000 | Sunoco L.P. / Sunoco Finance Corp. 4.50%, 04/30/2030(1) | 452,606 | |
1,870,000 | Tullow Oil plc 7.00%, 03/01/2025(1) | 1,517,131 | |
3,306,000 | Viper Energy Partners L.P. 5.38%, 11/01/2027(1) | 3,291,718 | |
44,196,082 | |||
Packaging & Containers - 0.3% | |||
430,000 | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1) | 397,750 | |
8,115,000 | Ball Corp. 4.00%, 11/15/2023 | 8,095,199 | |
630,000 | Graphic Packaging International LLC 3.50%, 03/01/2029(1) | 555,975 | |
Owens-Brockway Glass Container, Inc. | |||
110,000 | 5.38%, 01/15/2025(1) | 107,525 | |
464,000 | 5.88%, 08/15/2023(1) | 469,800 | |
9,626,249 | |||
Pharmaceuticals - 0.7% | |||
AbbVie, Inc. | |||
440,000 | 3.20%, 11/21/2029 | 409,864 | |
180,000 | 4.25%, 11/21/2049 | 165,380 | |
1,020,000 | 4.63%, 10/01/2042 | 981,127 | |
3,865,000 | Astrazeneca Finance LLC 1.75%, 05/28/2028 | 3,449,640 | |
Bausch Health Cos., Inc. | |||
660,000 | 5.75%, 08/15/2027(1) | 617,100 | |
270,000 | 7.00%, 01/15/2028(1) | 221,319 | |
2,580,000 | Bayer U.S. Finance LLC 4.25%, 12/15/2025(1) | 2,591,233 | |
Bristol-Myers Squibb Co. | |||
4,265,000 | 0.75%, 11/13/2025 | 3,890,238 | |
410,000 | 2.55%, 11/13/2050 | 296,111 | |
2,110,000 | 3.55%, 03/15/2042 | 1,876,411 | |
4,620,000 | Cigna Corp. 1.25%, 03/15/2026 | 4,200,961 | |
CVS Health Corp. | |||
1,105,000 | 4.13%, 04/01/2040 | 1,006,233 | |
1,215,000 | 5.13%, 07/20/2045 | 1,218,851 | |
440,000 | Organon & Co. 4.13%, 04/30/2028(1) | 407,717 | |
Teva Pharmaceutical Finance Netherlands III B.V. | |||
550,000 | 3.15%, 10/01/2026 | 471,636 | |
2,120,000 | 4.75%, 05/09/2027 | 1,939,800 | |
23,743,621 | |||
Pipelines - 1.2% | |||
DCP Midstream Operating L.P. | |||
100,000 | 3.88%, 03/15/2023 | 99,655 | |
70,000 | 5.60%, 04/01/2044 | 66,919 | |
Energy Transfer L.P. | |||
985,000 | 4.00%, 10/01/2027 | 953,854 | |
145,000 | 4.95%, 06/15/2028 | 146,454 | |
Energy Transfer Operating L.P. | |||
880,000 | 5.15%, 03/15/2045 | 797,919 | |
1,420,000 | 5.25%, 04/15/2029 | 1,443,595 | |
165,000 | 5.30%, 04/01/2044 | 152,532 | |
2,710,000 | 6.13%, 12/15/2045 | 2,681,328 | |
445,000 | 6.25%, 04/15/2049 | 453,326 | |
Enterprise Products Operating LLC | |||
265,000 | 3.30%, 02/15/2053 | 199,979 | |
815,000 | 4.25%, 02/15/2048 | 718,615 | |
955,000 | 4.95%, 10/15/2054 | 925,305 |
150 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Pipelines - 1.2% - (continued) | |||
EQM Midstream Partners L.P. | |||
$ 135,000 | 5.50%, 07/15/2028 | $ 128,925 | |
145,000 | 6.50%, 07/01/2027(1) | 146,450 | |
Galaxy Pipeline Assets Bidco Ltd. | |||
3,204,468 | 2.16%, 03/31/2034(1) | 2,817,519 | |
7,410,000 | 2.63%, 03/31/2036(1) | 6,195,109 | |
1,800,000 | 2.63%, 03/31/2036(6) | 1,504,885 | |
1,527,958 | 2.94%, 09/30/2040(1) | 1,275,938 | |
MPLX L.P. | |||
945,000 | 1.75%, 03/01/2026 | 863,705 | |
40,000 | 4.00%, 02/15/2025 | 39,965 | |
2,460,000 | 4.95%, 03/14/2052 | 2,253,496 | |
1,260,000 | NGPL PipeCo LLC 3.25%, 07/15/2031(1) | 1,095,947 | |
ONEOK, Inc. | |||
1,090,000 | 3.10%, 03/15/2030 | 970,466 | |
1,340,000 | 3.40%, 09/01/2029 | 1,227,720 | |
590,000 | 4.55%, 07/15/2028 | 587,686 | |
795,000 | 5.85%, 01/15/2026 | 837,787 | |
370,000 | 6.35%, 01/15/2031 | 404,436 | |
Sabine Pass Liquefaction LLC | |||
3,560,000 | 4.50%, 05/15/2030 | 3,535,999 | |
825,000 | 5.88%, 06/30/2026 | 867,331 | |
Targa Resources Corp. | |||
1,720,000 | 4.20%, 02/01/2033 | 1,632,306 | |
175,000 | 4.95%, 04/15/2052 | 160,317 | |
320,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031 | 307,914 | |
856,000 | Transcontinental Gas Pipe Line Co. LLC 3.25%, 05/15/2030 | 793,984 | |
Venture Global Calcasieu Pass LLC | |||
580,000 | 3.88%, 08/15/2029(1) | 529,250 | |
220,000 | 4.13%, 08/15/2031(1) | 199,650 | |
Western Midstream Operating L.P. | |||
860,000 | 4.55%, 02/01/2030 | 790,125 | |
95,000 | 4.75%, 08/15/2028 | 92,506 | |
37,898,897 | |||
Real Estate Investment Trusts - 0.7% | |||
American Tower Corp. | |||
1,115,000 | 1.45%, 09/15/2026 | 996,609 | |
1,125,000 | 1.50%, 01/31/2028 | 952,452 | |
1,140,000 | 2.40%, 03/15/2025 | 1,096,462 | |
1,775,000 | 3.65%, 03/15/2027 | 1,710,969 | |
EPR Properties | |||
1,060,000 | 3.60%, 11/15/2031 | 899,000 | |
1,520,000 | 3.75%, 08/15/2029 | 1,347,211 | |
2,925,000 | 4.95%, 04/15/2028 | 2,815,165 | |
1,265,000 | Equinix, Inc. 2.00%, 05/15/2028 | 1,102,931 | |
GLP Capital L.P. / GLP Financing II, Inc. | |||
1,335,000 | 3.25%, 01/15/2032 | 1,123,176 | |
720,000 | 4.00%, 01/15/2031 | 651,877 | |
2,155,000 | 5.30%, 01/15/2029 | 2,155,582 | |
1,605,000 | 5.75%, 06/01/2028 | 1,682,988 | |
160,000 | Realty Income Corp. 2.20%, 06/15/2028 | 143,065 | |
SBA Tower Trust | |||
2,245,000 | 2.84%, 01/15/2025(1) | 2,179,581 | |
2,040,000 | 3.45%, 03/15/2023(1) | 2,042,264 | |
VICI Properties L.P. | |||
1,430,000 | 4.95%, 02/15/2030 | 1,420,262 | |
1,935,000 | 5.13%, 05/15/2032 | 1,921,455 | |
24,241,049 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Retail - 0.7% | |||
$ 995,000 | 1011778 BC ULC / New Red Finance, Inc. 3.88%, 01/15/2028(1) | $ 915,400 | |
400,000 | Asbury Automotive Group, Inc. 4.50%, 03/01/2028 | 373,000 | |
FirstCash, Inc. | |||
4,533,000 | 4.63%, 09/01/2028(1) | 4,125,030 | |
3,955,000 | 5.63%, 01/01/2030(1) | 3,678,150 | |
Gap, Inc. | |||
3,916,000 | 3.63%, 10/01/2029(1)(7) | 3,185,294 | |
5,679,000 | 3.88%, 10/01/2031(1)(7) | 4,527,299 | |
2,425,000 | Home Depot, Inc. 3.30%, 04/15/2040 | 2,126,207 | |
390,000 | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1) | 389,025 | |
330,000 | Lithia Motors, Inc. 4.63%, 12/15/2027(1) | 314,325 | |
Lowe's Cos., Inc. | |||
535,000 | 3.35%, 04/01/2027 | 523,639 | |
365,000 | 3.75%, 04/01/2032 | 344,426 | |
McDonald's Corp. | |||
1,495,000 | 3.35%, 04/01/2023 | 1,505,355 | |
1,745,000 | 3.63%, 09/01/2049 | 1,463,994 | |
295,000 | Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 | 295,000 | |
420,000 | Yum! Brands, Inc. 3.63%, 03/15/2031 | 360,889 | |
24,127,033 | |||
Semiconductors - 1.0% | |||
2,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.14%, 11/15/2035(1) | 1,618 | |
Broadcom, Inc. | |||
135,000 | 2.60%, 02/15/2033(1) | 108,629 | |
2,720,000 | 3.42%, 04/15/2033(1) | 2,336,798 | |
10,425,000 | 4.00%, 04/15/2029(1) | 9,926,333 | |
385,000 | 4.30%, 11/15/2032 | 361,465 | |
Entegris, Inc. | |||
205,000 | 3.63%, 05/01/2029(1)(7) | 180,343 | |
540,000 | 4.38%, 04/15/2028(1) | 500,850 | |
Intel Corp. | |||
670,000 | 3.05%, 08/12/2051 | 522,033 | |
1,095,000 | 3.10%, 02/15/2060 | 815,268 | |
Marvell Technology, Inc. | |||
2,445,000 | 2.45%, 04/15/2028 | 2,175,502 | |
2,350,000 | 2.95%, 04/15/2031 | 2,043,305 | |
3,640,000 | Microchip Technology, Inc. 2.67%, 09/01/2023 | 3,606,199 | |
2,500,000 | NVIDIA Corp. 3.50%, 04/01/2040 | 2,263,529 | |
NXP B.V. / NXP Funding LLC | |||
900,000 | 4.63%, 06/01/2023(1) | 910,580 | |
3,892,000 | 4.88%, 03/01/2024(1) | 3,967,828 | |
1,131,000 | 5.35%, 03/01/2026(1) | 1,166,611 | |
1,205,000 | 5.55%, 12/01/2028(1) | 1,263,717 | |
40,000 | NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027(1) | 37,637 | |
300,000 | Sensata Technologies B.V. 5.00%, 10/01/2025(1) | 297,750 | |
32,485,995 | |||
Software - 1.5% | |||
9,975,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 9,251,314 | |
CDK Global, Inc. | |||
100,000 | 4.88%, 06/01/2027 | 100,500 | |
6,322,000 | 5.25%, 05/15/2029(1) | 6,371,944 | |
5,909,000 | Fair Isaac Corp. 4.00%, 06/15/2028(1) | 5,398,581 |
151 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Software - 1.5% - (continued) | |||
Microsoft Corp. | |||
$ 179,000 | 2.68%, 06/01/2060 | $ 131,697 | |
525,000 | 2.92%, 03/17/2052 | 428,389 | |
1,221,000 | 3.04%, 03/17/2062 | 975,020 | |
747,000 | MSCI, Inc. 3.88%, 02/15/2031(1) | 674,168 | |
Open Text Corp. | |||
440,000 | 3.88%, 02/15/2028(1) | 400,745 | |
4,605,000 | 3.88%, 12/01/2029(1) | 4,092,279 | |
310,000 | Open Text Holdings, Inc. 4.13%, 12/01/2031(1) | 268,748 | |
Oracle Corp. | |||
2,315,000 | 2.30%, 03/25/2028 | 2,018,542 | |
355,000 | 2.88%, 03/25/2031 | 299,984 | |
1,100,000 | 3.60%, 04/01/2040 | 854,094 | |
1,699,000 | 3.60%, 04/01/2050 | 1,221,340 | |
4,945,000 | 3.85%, 04/01/2060 | 3,507,218 | |
1,838,000 | 3.95%, 03/25/2051 | 1,400,466 | |
1,445,000 | 4.00%, 07/15/2046 | 1,135,574 | |
1,775,000 | 4.00%, 11/15/2047 | 1,383,590 | |
1,415,000 | 4.10%, 03/25/2061 | 1,049,079 | |
105,000 | 4.13%, 05/15/2045 | 83,495 | |
1,610,000 | S&P Global, Inc. 2.70%, 03/01/2029(1) | 1,484,007 | |
4,480,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 4,390,579 | |
46,921,353 | |||
Telecommunications - 1.3% | |||
AT&T, Inc. | |||
4,190,000 | 3.50%, 02/01/2061 | 3,114,553 | |
3,141,000 | 3.55%, 09/15/2055 | 2,437,211 | |
4,155,000 | 3.65%, 06/01/2051 | 3,380,229 | |
177,000 | 3.65%, 09/15/2059 | 137,019 | |
1,529,000 | 3.80%, 12/01/2057 | 1,227,143 | |
1,465,000 | 4.50%, 05/15/2035 | 1,445,902 | |
425,000 | Lumen Technologies, Inc. 4.00%, 02/15/2027(1) | 377,948 | |
Nokia Oyj | |||
4,300,000 | 4.38%, 06/12/2027 | 4,171,000 | |
455,000 | 6.63%, 05/15/2039 | 525,389 | |
3,955,000 | NTT Finance Corp. 1.16%, 04/03/2026(1) | 3,573,626 | |
Rogers Communications, Inc. | |||
1,645,000 | 3.80%, 03/15/2032(1) | 1,523,762 | |
1,935,000 | 4.55%, 03/15/2052(1) | 1,722,450 | |
325,000 | Sprint Corp. 7.13%, 06/15/2024 | 342,063 | |
Telecom Italia Capital S.A. | |||
145,000 | 6.00%, 09/30/2034 | 126,652 | |
215,000 | 7.72%, 06/04/2038 | 201,831 | |
3,065,000 | Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) | 3,071,191 | |
T-Mobile USA, Inc. | |||
1,725,000 | 2.05%, 02/15/2028 | 1,522,590 | |
160,000 | 2.70%, 03/15/2032(1) | 135,926 | |
4,605,000 | 3.50%, 04/15/2025 | 4,547,226 | |
2,205,000 | 3.88%, 04/15/2030 | 2,090,578 | |
1,330,000 | 4.50%, 04/15/2050 | 1,215,883 | |
Verizon Communications, Inc. | |||
785,000 | 2.65%, 11/20/2040 | 595,350 | |
500,000 | 2.85%, 09/03/2041 | 391,119 | |
877,000 | 2.99%, 10/30/2056 | 625,373 | |
1,971,000 | 4.27%, 01/15/2036 | 1,910,525 | |
840,000 | Vmed UK Financing plc 4.25%, 01/31/2031(1) | 709,741 | |
41,122,280 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 28.6% - (continued) | |||
Transportation - 0.1% | |||
Union Pacific Corp. | |||
$ 3,810,000 | 2.38%, 05/20/2031 | $ 3,365,286 | |
1,070,000 | 2.80%, 02/14/2032 | 963,960 | |
25,000 | 2.97%, 09/16/2062 | 18,149 | |
4,347,395 | |||
Trucking & Leasing - 0.3% | |||
5,510,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 5,140,431 | |
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
2,445,000 | 2.70%, 11/01/2024(1) | 2,378,389 | |
2,650,000 | 4.00%, 07/15/2025(1) | 2,640,847 | |
10,159,667 | |||
Water - 0.0% | |||
750,000 | American Water Capital Corp. 4.15%, 06/01/2049 | 687,976 | |
Total Corporate Bonds (cost $1,015,348,502) | $ 918,689,316 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 4.7% | |||
Angola - 0.1% | |||
Angolan Government International Bond | |||
2,215,000 | 8.00%, 11/26/2029(6) | $ 2,069,297 | |
1,250,000 | 8.25%, 05/09/2028(6) | 1,199,250 | |
805,000 | 8.75%, 04/14/2032(1)(7) | 761,329 | |
4,029,876 | |||
Benin - 0.1% | |||
Benin Government International Bond | |||
EUR 3,830,000 | 4.95%, 01/22/2035(1) | 3,225,887 | |
945,000 | 4.95%, 01/22/2035(6) | 795,943 | |
4,021,830 | |||
Bermuda - 0.0% | |||
$ 980,000 | Bermuda Government International Bond 2.38%, 08/20/2030(1) | 859,950 | |
Brazil - 0.4% | |||
BRL 68,742,000 | Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 | 12,322,594 | |
Chile - 0.2% | |||
Chile Government International Bond | |||
EUR 6,885,000 | 1.25%, 01/22/2051 | 4,777,166 | |
$ 550,000 | 2.55%, 07/27/2033 | 459,217 | |
1,230,000 | 3.10%, 05/07/2041 | 961,663 | |
760,000 | 3.25%, 09/21/2071 | 518,259 | |
360,000 | 3.50%, 01/31/2034 | 326,517 | |
785,000 | Republic of Chile 4.00%, 01/31/2052 | 672,761 | |
7,715,583 | |||
Colombia - 0.2% | |||
Colombia Government International Bond | |||
3,900,000 | 5.00%, 06/15/2045 | 2,903,973 | |
570,000 | 5.20%, 05/15/2049 | 428,212 | |
1,710,000 | 5.63%, 02/26/2044 | 1,379,920 | |
4,712,105 | |||
Croatia - 0.2% | |||
EUR 6,630,000 | Croatia Government International Bond 1.50%, 06/17/2031(6) | 6,122,342 | |
Dominican Republic - 0.2% | |||
$ 7,375,000 | Dominican Republic International Bond 6.40%, 06/05/2049(1) | 6,255,452 |
152 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 4.7% - (continued) | |||
Egypt - 0.1% | |||
Egypt Government International Bond | |||
$ 700,000 | 7.30%, 09/30/2033(1) | $ 523,880 | |
725,000 | 8.50%, 01/31/2047(6) | 524,972 | |
660,000 | 8.88%, 05/29/2050(1) | 485,100 | |
1,533,952 | |||
Ghana - 0.0% | |||
421,000 | Ghana Government International Bond 6.38%, 02/11/2027(1) | 284,503 | |
Hungary - 0.2% | |||
EUR 8,135,000 | Hungary Government International Bond 1.63%, 04/28/2032(6) | 7,320,463 | |
Indonesia - 0.3% | |||
Indonesia Government International Bond | |||
7,745,000 | 1.10%, 03/12/2033 | 6,640,238 | |
290,000 | 2.15%, 07/18/2024(6) | 308,628 | |
565,000 | 2.63%, 06/14/2023(6) | 605,573 | |
$ 435,000 | 3.55%, 03/31/2032 | 412,543 | |
7,966,982 | |||
Ivory Coast - 0.1% | |||
EUR 2,850,000 | Ivory Coast Government International Bond 4.88%, 01/30/2032(6) | 2,521,041 | |
Jordan - 0.1% | |||
$ 2,655,000 | Jordan Government International Bond 5.85%, 07/07/2030(6) | 2,359,658 | |
Macedonia - 0.2% | |||
North Macedonia Government International Bond | |||
EUR 2,645,000 | 2.75%, 01/18/2025(6) | 2,672,256 | |
3,615,000 | 3.68%, 06/03/2026(1) | 3,679,405 | |
6,351,661 | |||
Mexico - 1.0% | |||
MXN 446,667,200 | Mexican Bonos 7.75%, 05/29/2031 | 20,068,669 | |
Mexico Government International Bond | |||
EUR 1,148,000 | 1.13%, 01/17/2030 | 1,008,760 | |
8,990,000 | 1.45%, 10/25/2033 | 7,226,810 | |
$ 1,590,000 | 3.50%, 02/12/2034 | 1,345,585 | |
2,075,000 | 3.77%, 05/24/2061 | 1,452,335 | |
930,000 | 4.28%, 08/14/2041 | 773,797 | |
31,875,956 | |||
Morocco - 0.1% | |||
EUR 5,180,000 | Morocco Government International Bond 2.00%, 09/30/2030(6) | 4,513,740 | |
Oman - 0.1% | |||
$ 4,385,000 | Oman Government International Bond 6.75%, 01/17/2048(1) | 4,103,658 | |
Panama - 0.2% | |||
Panama Government International Bond | |||
7,400,000 | 3.87%, 07/23/2060 | 5,529,872 | |
440,000 | 4.30%, 04/29/2053 | 369,450 | |
735,000 | 4.50%, 04/16/2050 | 635,643 | |
1,455,000 | 4.50%, 01/19/2063 | 1,203,678 | |
7,738,643 | |||
Philippines - 0.2% | |||
Philippine Government International Bond | |||
EUR 7,030,000 | 1.20%, 04/28/2033 | 6,255,649 | |
1,465,000 | 1.75%, 04/28/2041 | 1,199,155 | |
7,454,804 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 4.7% - (continued) | |||
Romania - 0.3% | |||
Romanian Government International Bond | |||
EUR 5,115,000 | 2.63%, 12/02/2040(1) | $ 3,577,163 | |
2,175,000 | 2.75%, 04/14/2041(6) | 1,534,761 | |
2,180,000 | 3.38%, 02/08/2038(6) | 1,770,840 | |
3,473,000 | 4.63%, 04/03/2049(6) | 3,046,719 | |
9,929,483 | |||
Russia - 0.0% | |||
RUB 922,120,000 | Russian Federal Bond - OFZ 5.90%, 03/12/2031(9)(10)(11) | 13 | |
Saudi Arabia - 0.2% | |||
EUR 5,060,000 | Saudi Government International Bond 2.00%, 07/09/2039(6) | 4,603,640 | |
Senegal - 0.1% | |||
Senegal Government International Bond | |||
1,615,000 | 4.75%, 03/13/2028(6) | 1,598,658 | |
$ 2,000,000 | 6.25%, 05/23/2033(6) | 1,786,500 | |
3,385,158 | |||
United Arab Emirates - 0.1% | |||
3,500,000 | Finance Department Government of Sharjah 3.63%, 03/10/2033(1) | 3,080,014 | |
Total Foreign Government Obligations (cost $209,570,281) | $ 151,063,101 | ||
MUNICIPAL BONDS - 1.6% | |||
Development - 0.2% | |||
6,810,000 | New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 | $ 6,757,614 | |
General - 0.7% | |||
County of Riverside, CA | |||
5,885,000 | 2.86%, 02/15/2026 | 5,710,713 | |
5,895,000 | 3.07%, 02/15/2028 | 5,640,037 | |
5,345,000 | Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 | 6,131,125 | |
5,580,000 | State Board of Administration Finance Corp. 1.26%, 07/01/2025 | 5,216,218 | |
22,698,093 | |||
General Obligation - 0.1% | |||
State of Illinois, GO | |||
1,801,164 | 4.95%, 06/01/2023 | 1,824,093 | |
210,000 | 5.00%, 01/01/2023 | 213,132 | |
840,000 | 6.88%, 07/01/2025 | 882,636 | |
2,919,861 | |||
School District - 0.2% | |||
Chicago, IL, Board of Education, GO | |||
380,000 | 6.04%, 12/01/2029 | 390,637 | |
1,145,000 | 6.14%, 12/01/2039 | 1,183,808 | |
4,470,000 | 6.32%, 11/01/2029 | 4,718,766 | |
6,293,211 | |||
Transportation - 0.3% | |||
965,000 | Chicago, IL, Transit Auth 3.91%, 12/01/2040 | 907,250 | |
Metropolitan Transportation Auth, NY, Rev | |||
2,540,000 | 5.00%, 11/15/2050 | 2,640,375 | |
7,005,000 | 5.18%, 11/15/2049 | 7,513,876 | |
11,061,501 |
153 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 1.6% - (continued) | |||
Utility - Electric - 0.1% | |||
$ 1,301,000 | Municipal Electric Auth, GA 6.64%, 04/01/2057 | $ 1,596,517 | |
Total Municipal Bonds (cost $52,219,060) | $ 51,326,797 | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) | |||
Advertising - 0.0% | |||
420,000 | ABG Intermediate Holdings 2 LLC 4.00%, 12/21/2028, 1 mo. USD SOFR + 3.500% | $ 416,325 | |
292,500 | Clear Channel Outdoor Holdings, Inc. 4.74%, 08/21/2026, 1 mo. USD LIBOR + 3.500% | 285,097 | |
701,422 | |||
Aerospace/Defense - 0.0% | |||
700,595 | TransDigm, Inc. 3.01%, 05/30/2025, 1 mo. USD LIBOR + 2.250% | 687,108 | |
Airlines - 0.1% | |||
355,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | 361,014 | |
180,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 186,525 | |
395,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 407,672 | |
361,350 | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | 357,942 | |
1,313,153 | |||
Auto Parts & Equipment - 0.1% | |||
322,563 | Adient U.S. LLC 4.01%, 04/10/2028, 1 mo. USD LIBOR + 3.250% | 319,808 | |
Clarios Global L.P. | |||
EUR 713,887 | 3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250% | 730,387 | |
$ 437,928 | 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | 430,448 | |
First Brands Group LLC | |||
99,632 | 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 99,227 | |
245,000 | 9.74%, 03/30/2028, 1 mo. USD LIBOR + 8.500% | 244,081 | |
1,823,951 | |||
Chemicals - 0.1% | |||
925,359 | Axalta Coating Systems U.S. Holdings, Inc. 2.76%, 06/01/2024, 3 mo. USD LIBOR + 1.750% | 915,606 | |
103,950 | CPC Acquisition Corp. 4.76%, 12/29/2027, 1 mo. USD LIBOR + 3.750% | 98,233 | |
872,813 | Diamond (BC) B.V. 3.99%, 09/29/2028, 1 mo. USD LIBOR + 2.750% | 840,902 | |
279,848 | Tronox Finance LLC 3.22%, 03/10/2028, 1 mo. USD LIBOR + 2.250% | 276,787 | |
2,131,528 | |||
Commercial Services - 0.3% | |||
495,000 | AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% | 489,307 | |
155,000 | Amentum Government Services Holdings LLC 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 153,644 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Commercial Services - 0.3% - (continued) | |||
$ 467,650 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | $ 462,038 | |
613,112 | AVSC Holding Corp. 4.25%, 03/03/2025, 3 mo. USD LIBOR + 3.250% | 569,581 | |
153,450 | Belron Finance U.S. LLC 3.00%, 04/13/2028, 1 mo. USD LIBOR + 2.500% | 152,588 | |
EUR 315,000 | Boels Topholding B.V. 3.25%, 02/06/2027, 3 mo. EURIBOR + 3.250% | 323,523 | |
100,000 | Boluda Corporacion Maritima S.L. 3.50%, 07/30/2026, 3 mo. EURIBOR + 3.500% | 103,201 | |
$ 222,152 | Ensemble RCM LLC 4.99%, 08/03/2026, 3 mo. USD LIBOR + 3.750% | 221,199 | |
646,750 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 620,175 | |
525,000 | Parexel International Corp. 4.26%, 11/15/2028, 1 mo. USD LIBOR + 3.500% | 520,900 | |
234,413 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 230,603 | |
EUR 105,975 | Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625% | 108,710 | |
Verisure Holding AB | |||
430,000 | 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% | 439,312 | |
735,000 | 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 750,871 | |
$ 5,405,400 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 5,349,346 | |
269,325 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 240,911 | |
10,735,909 | |||
Construction Materials - 0.1% | |||
491,287 | ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% | 407,769 | |
780,513 | Cornerstone Building Brands, Inc. 3.80%, 04/12/2028, 1 mo. USD LIBOR + 3.250% | 730,755 | |
247,533 | CP Atlas Buyer, Inc. 4.51%, 11/23/2027, 1 mo. USD LIBOR + 3.750% | 232,230 | |
297 | Ingersoll-Rand Services Co. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 293 | |
764,880 | Quikrete Holdings, Inc. 3.39%, 02/01/2027, 1 mo. USD LIBOR + 2.625% | 743,165 | |
2,114,212 | |||
Distribution/Wholesale - 0.0% | |||
958,978 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 944,498 | |
Diversified Financial Services - 0.1% | |||
258,614 | Aretec Group, Inc. 5.01%, 10/01/2025, 3 mo. USD LIBOR + 4.250% | 258,291 | |
770,949 | Blackhawk Network Holdings, Inc. 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 759,932 | |
1,066,259 | Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | 1,062,090 |
154 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Diversified Financial Services - 0.1% - (continued) | |||
$ 406,927 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | $ 398,980 | |
135,800 | Minotaur Acquisition, Inc. 5.51%, 03/27/2026, 3 mo. USD LIBOR + 4.750% | 134,564 | |
385,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 382,194 | |
2,996,051 | |||
Electrical Components & Equipment - 0.0% | |||
129,675 | Anticimex International AB 4.01%, 11/16/2028, 1 mo. USD LIBOR + 3.500% | 127,974 | |
Electronics - 0.0% | |||
370,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(13) | 367,843 | |
406,925 | Ingram Micro, Inc. 4.51%, 06/30/2028, 1 mo. USD LIBOR + 3.500% | 405,195 | |
EUR 100,000 | Zephyr German BidCo GmbH 3.40%, 03/10/2028, 3 mo. EURIBOR + 3.400% | 103,151 | |
876,189 | |||
Engineering & Construction - 0.1% | |||
$ 312,638 | Artera Services LLC 4.51%, 03/06/2025, 1 mo. USD LIBOR + 3.500% | 292,316 | |
494,049 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 468,448 | |
638,115 | Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% | 628,224 | |
1,388,988 | |||
Entertainment - 0.1% | |||
Crown Finance U.S., Inc. | |||
EUR 30,971 | 2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% | 24,562 | |
$ 180,745 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 137,574 | |
9,451 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 10,048 | |
663,717 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 659,881 | |
578,125 | Golden Entertainment, Inc. 3.77%, 10/21/2024, 3 mo. USD LIBOR + 3.000% | 575,599 | |
261,329 | Penn National Gaming, Inc. 3.01%, 10/15/2025, 3 mo. USD LIBOR + 2.250% | 260,675 | |
533,721 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 525,464 | |
486,546 | William Morris Endeavor Entertainment LLC 3.52%, 05/18/2025, 3 mo. USD LIBOR + 2.750% | 476,294 | |
2,670,097 | |||
Environmental Control - 0.0% | |||
160,000 | Covanta Holding Corp. 3.26%, 11/30/2028, 1 mo. USD LIBOR + 2.500% | 159,101 | |
Food - 0.1% | |||
Froneri International Ltd. | |||
EUR 200,000 | 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% | 201,086 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Food - 0.1% - (continued) | |||
$ 176,850 | 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | $ 172,429 | |
529,041 | Hostess Brands LLC 3.36%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | 521,878 | |
380,250 | U.S. Foods, Inc. 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 374,216 | |
1,269,609 | |||
Food Service - 0.0% | |||
Aramark Services, Inc. | |||
207,256 | 2.51%, 03/11/2025, 1 mo. USD LIBOR + 1.750% | 203,629 | |
279,750 | 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 274,404 | |
478,033 | |||
Gas - 0.0% | |||
758,550 | UGI Energy Services LLC 4.51%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | 756,418 | |
Hand/Machine Tools - 0.0% | |||
283,268 | Alliance Laundry Systems LLC 4.52%, 10/08/2027, 1 mo. USD LIBOR + 3.500% | 281,344 | |
Healthcare - Products - 0.1% | |||
Avantor Funding, Inc. | |||
EUR 248,125 | 2.75%, 06/12/2028, 1 mo. EURIBOR + 2.750% | 259,307 | |
$ 526,404 | 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 522,455 | |
208,425 | Insulet Corp. 4.01%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | 208,077 | |
675,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 663,187 | |
710,572 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 703,595 | |
2,356,621 | |||
Healthcare - Services - 0.1% | |||
405,900 | ADMI Corp. 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 399,231 | |
EUR 780,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 791,889 | |
220,000 | Elsan S.A.S. 3.50%, 06/16/2028, 3 mo. EURIBOR + 3.500% | 227,605 | |
$ 266,063 | Envision Healthcare Corp. 4.51%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | 161,633 | |
98,992 | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | 98,553 | |
EyeCare Partners LLC | |||
269,911 | 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 266,248 | |
216,000 | 4.76%, 11/15/2028, 1 mo. USD LIBOR + 3.750% | 212,760 | |
133,071 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 132,218 | |
EUR 304,504 | IQVIA, Inc. 2.00%, 06/11/2025, 1 mo. EURIBOR + 2.000% | 315,454 | |
185,000 | LGC Group Holdings Ltd. 3.00%, 04/21/2027, 3 mo. EURIBOR + 3.000% | 188,507 |
155 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Healthcare - Services - 0.1% - (continued) | |||
$ 279,545 | MED ParentCo L.P. 5.01%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | $ 273,781 | |
514,800 | Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% | 509,580 | |
3,577,459 | |||
Home Furnishings - 0.0% | |||
223,140 | Weber-Stephen Products LLC 4.01%, 10/30/2027, 1 mo. USD LIBOR + 3.250% | 216,056 | |
Insurance - 0.1% | |||
Acrisure LLC | |||
608,970 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 599,202 | |
99,750 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | 98,919 | |
Asurion LLC | |||
270,028 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 268,629 | |
732,483 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 715,394 | |
265,000 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 256,801 | |
370,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 358,530 | |
Hub International Ltd. | |||
467,539 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 461,110 | |
281,223 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 279,541 | |
Sedgwick Claims Management Services, Inc. | |||
343,463 | 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 339,815 | |
549,462 | 4.51%, 09/03/2026, 1 mo. USD LIBOR + 3.750% | 546,127 | |
48,500 | 5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250% | 48,422 | |
410,165 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 406,064 | |
4,378,554 | |||
Internet - 0.1% | |||
EUR 220,000 | Adevinta ASA 3.00%, 06/26/2028, 3 mo. EURIBOR + 3.000% | 228,754 | |
$ 436,700 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 416,686 | |
574,762 | Go Daddy Operating Co. LLC 2.76%, 08/10/2027, 1 mo. USD LIBOR + 2.000% | 567,865 | |
99,494 | MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 98,941 | |
249,375 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 245,116 | |
154,000 | Rodan & Fields LLC 4.55%, 06/16/2025, 3 mo. USD LIBOR + 4.000% | 91,822 | |
222,750 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 205,765 | |
1,854,949 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
IT Services - 0.0% | |||
$ 374,263 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | $ 370,929 | |
746,700 | Tempo Acquisition LLC 3.70%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 740,636 | |
1,111,565 | |||
Leisure Time - 0.0% | |||
354,112 | Carnival Corp. 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 348,358 | |
307,675 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | 303,958 | |
277,900 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 272,759 | |
122,016 | SRAM LLC 3.30%, 05/18/2028, 1 mo. USD LIBOR + 2.750% | 120,796 | |
1,045,871 | |||
Lodging - 0.0% | |||
Caesars Resort Collection LLC | |||
528,894 | 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 526,128 | |
551,600 | 4.26%, 07/21/2025, 1 mo. USD LIBOR + 3.500% | 549,223 | |
1,075,351 | |||
Machinery - Construction & Mining - 0.0% | |||
508,587 | Brookfield WEC Holdings, Inc. 3.51%, 08/01/2025, 1 mo. USD LIBOR + 2.750% | 498,969 | |
Machinery-Diversified - 0.0% | |||
566,429 | Vertical U.S. Newco, Inc. 4.02%, 07/30/2027, 1 mo. USD LIBOR + 3.500% | 560,413 | |
400,000 | Welbilt, Inc. 3.26%, 10/23/2025, 3 mo. USD LIBOR + 2.500% | 397,752 | |
958,165 | |||
Media - 0.2% | |||
Banijay Entertainment S.A.S | |||
EUR 300,000 | 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750% | 312,864 | |
$ 305,350 | 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 303,289 | |
565,725 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | 558,936 | |
890,298 | Charter Communications Operating LLC 2.52%, 02/01/2027, 1 mo. USD LIBOR + 1.750% | 878,617 | |
563,712 | CSC Holdings LLC 3.05%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | 552,088 | |
573,687 | Gray Television, Inc. 2.96%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | 569,087 | |
595,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 581,612 | |
Virgin Media Bristol LLC | |||
EUR 400,000 | 3.25%, 01/31/2029, 3 mo. EURIBOR + 3.250% | 416,309 | |
$ 290,000 | 3.80%, 01/31/2029, 1 mo. USD LIBOR + 3.250% | 288,333 | |
4,461,135 |
156 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Miscellaneous Manufacturing - 0.0% | |||
EUR 595,285 | CeramTec AcquiCo GmbH 3.75%, 03/16/2029, 3 mo. EURIBOR + 3.750% | $ 614,990 | |
$ 120,625 | LTI Holdings, Inc. 4.26%, 09/06/2025, 3 mo. USD LIBOR + 3.500% | 117,962 | |
489,924 | Momentive Performance Materials USA LLC 4.02%, 05/15/2024, 3 mo. USD LIBOR + 3.250% | 485,946 | |
1,218,898 | |||
Oil & Gas Services - 0.0% | |||
317,158 | PES Holdings LLC 0.00%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(9)(13) | 9,515 | |
Packaging & Containers - 0.1% | |||
557,200 | Berlin Packaging LLC 4.28%, 03/11/2028, 1 mo. USD LIBOR + 3.750% | 550,001 | |
505,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 497,996 | |
134,663 | Pretium PKG Holdings, Inc. 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 130,555 | |
382,228 | TricorBraun Holdings, Inc. 4.01%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 373,682 | |
1,552,234 | |||
Pharmaceuticals - 0.1% | |||
Bausch Health Cos., Inc. | |||
405,000 | 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250%(13) | 391,331 | |
167,466 | 3.76%, 06/02/2025, 3 mo. USD LIBOR + 3.000% | 166,455 | |
585,363 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 583,929 | |
765,065 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 748,807 | |
509,181 | Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | 506,956 | |
336,600 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 332,211 | |
33,155 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 32,942 | |
481,363 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 480,400 | |
496,546 | Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 493,755 | |
294,139 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 291,260 | |
4,028,046 | |||
Pipelines - 0.0% | |||
204,757 | BCP Raptor LLC 5.25%, 06/24/2024, 3 mo. USD LIBOR + 4.250% | 204,085 | |
79,652 | BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | 79,155 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Pipelines - 0.0% - (continued) | |||
$ 395,259 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | $ 394,026 | |
339,587 | NorthRiver Midstream Finance L.P. 4.22%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | 337,169 | |
1,014,435 | |||
Real Estate - 0.0% | |||
EUR 170,000 | Blitz GmbH 3.50%, 04/28/2028, 3 mo. EURIBOR + 3.500% | 175,658 | |
Retail - 0.2% | |||
$ 6,462 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 6,331 | |
497,890 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 491,667 | |
EG Group Ltd. | |||
298,014 | 5.25%, 03/31/2026, 1 mo. USD LIBOR + 4.250% | 291,458 | |
EUR 185,000 | 7.00%, 04/10/2027, 3 mo. EURIBOR + 7.000% | 191,506 | |
$ 844,345 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 834,846 | |
627,147 | Harbor Freight Tools USA, Inc. 3.51%, 10/19/2027, 1 mo. USD LIBOR + 2.750% | 604,513 | |
296,250 | IRB Holding Corp. 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 291,806 | |
680,415 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 640,726 | |
476,400 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 433,376 | |
263,013 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 260,251 | |
704,675 | SRS Distribution, Inc. 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 678,250 | |
349,582 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 334,568 | |
290,584 | White Cap Buyer LLC 4.45%, 10/19/2027, 1 mo. USD SOFR + 3.750% | 283,410 | |
5,342,708 | |||
Semiconductors - 0.0% | |||
450,000 | MKS Instruments, Inc. 0.00%, 04/08/2029(13) | 447,750 | |
Software - 0.4% | |||
Athenahealth, Inc. | |||
42,029 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(14) | 41,399 | |
247,971 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 244,251 | |
EUR 310,000 | Concorde Midco Ltd. 4.00%, 03/01/2028, 3 mo. EURIBOR + 4.000% | 324,173 | |
$ 644,344 | DCert Buyer, Inc. 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 641,122 | |
1,871,435 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 1,855,527 | |
251,835 | Epicor Software Corp. 4.01%, 07/30/2027, 1 mo. USD LIBOR + 3.250% | 250,015 |
157 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 2.6%(12) - (continued) | |||
Software - 0.4% - (continued) | |||
$ 439,432 | Finastra USA, Inc. 4.74%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | $ 425,771 | |
475,569 | Hyland Software, Inc. 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 473,515 | |
895,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 870,388 | |
545,000 | Mitchell International, Inc. 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 535,806 | |
197,734 | Navicure, Inc. 4.76%, 10/22/2026, 1 mo. USD LIBOR + 4.000% | 197,364 | |
457,700 | Polaris Newco LLC 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 452,359 | |
412,364 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 405,407 | |
889,126 | SS&C European Holdings S.a.r.l. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 875,487 | |
2,311,078 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 2,277,109 | |
Ultimate Software Group, Inc. | |||
246,886 | 4.21%, 05/04/2026, 1 mo. USD LIBOR + 3.250% | 244,108 | |
322,730 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | 320,948 | |
1,077,363 | Zelis Healthcare Corp. 3.96%, 09/30/2026, 1 mo. USD LIBOR + 3.500% | 1,069,390 | |
11,504,139 | |||
Telecommunications - 0.1% | |||
232,650 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 228,386 | |
Lorca Finco plc | |||
EUR 460,000 | 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 473,087 | |
425,000 | 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% | 443,108 | |
$ 765,053 | Zayo Group Holdings, Inc. 3.76%, 03/09/2027, 1 mo. USD LIBOR + 3.000% | 724,742 | |
1,869,323 | |||
Textiles - 0.0% | |||
685,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 668,163 | |
Transportation - 0.0% | |||
519,050 | First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% | 508,669 | |
521,063 | Savage Enterprises LLC 3.89%, 09/15/2028, 1 mo. USD LIBOR + 3.250% | 516,587 | |
1,025,256 | |||
Total Senior Floating Rate Interests (cost $84,042,471) | $ 81,846,405 | ||
U.S. GOVERNMENT AGENCIES - 38.7% | |||
Mortgage-Backed Agencies - 38.7% | |||
FHLMC - 4.9% | |||
45,995 | 0.00%, 11/15/2036(15)(16) | $ 39,515 | |
7,064,867 | 0.42%, 01/25/2027(3)(5) | 83,008 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
FHLMC - 4.9% - (continued) | |||
$ 10,106,674 | 0.64%, 01/25/2034(3)(5) | $ 432,853 | |
21,294,847 | 0.73%, 03/25/2027(3)(5) | 539,880 | |
5,763,397 | 0.75%, 10/25/2026(3)(5) | 133,620 | |
24,113,671 | 0.81%, 12/25/2030(3)(5) | 1,218,850 | |
12,211,624 | 0.89%, 06/25/2027(3)(5) | 395,353 | |
5,753,574 | 0.97%, 11/25/2030(3)(5) | 344,900 | |
10,409,551 | 1.12%, 10/25/2030(3)(5) | 708,783 | |
17,046,250 | 1.21%, 06/25/2030(3)(5) | 1,256,448 | |
11,721,636 | 1.25%, 01/25/2030(3)(5) | 820,273 | |
12,397,183 | 1.54%, 05/25/2030(3)(5) | 1,162,613 | |
7,751,169 | 1.68%, 05/25/2030(3)(5) | 788,581 | |
747,966 | 1.75%, 10/15/2042 | 680,074 | |
578,693 | 2.00%, 12/01/2040 | 524,219 | |
3,380,061 | 2.00%, 05/01/2041 | 3,039,645 | |
3,815,864 | 2.00%, 12/01/2041 | 3,431,488 | |
2,899,392 | 2.00%, 02/01/2051 | 2,570,077 | |
14,490,953 | 2.00%, 03/01/2051 | 12,838,427 | |
2,342,443 | 2.00%, 04/01/2051 | 2,074,564 | |
514,056 | 2.00%, 12/01/2051 | 454,704 | |
21,634,823 | 2.00%, 03/01/2052 | 19,138,267 | |
485,944 | 2.00%, 04/01/2052 | 429,866 | |
44,333,774 | 2.00%, 05/01/2052 | 39,217,235 | |
320,636 | 2.50%, 12/15/2026(5) | 7,187 | |
466,072 | 2.50%, 03/15/2028(5) | 23,233 | |
369,747 | 2.50%, 05/15/2028(5) | 19,271 | |
1,728,973 | 2.50%, 05/01/2050 | 1,585,321 | |
2,039,457 | 2.50%, 06/01/2050 | 1,868,315 | |
1,634,766 | 2.52%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2) | 1,630,658 | |
1,135,040 | 2.75%, 12/15/2041 | 1,074,565 | |
753,679 | 2.97%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2) | 758,346 | |
628,403 | 3.00%, 03/15/2028(5) | 36,925 | |
483,370 | 3.00%, 08/01/2029 | 481,762 | |
386,109 | 3.00%, 05/15/2032(5) | 15,007 | |
4,381,148 | 3.00%, 10/01/2032 | 4,346,874 | |
358,447 | 3.00%, 03/15/2033(5) | 33,100 | |
1,791,956 | 3.00%, 04/01/2033 | 1,775,382 | |
1,789,283 | 3.00%, 11/01/2036 | 1,727,080 | |
1,778,124 | 3.00%, 01/01/2037 | 1,716,216 | |
302,000 | 3.00%, 04/15/2042 | 283,416 | |
3,900,263 | 3.00%, 08/15/2043 | 3,821,911 | |
1,423,687 | 3.00%, 07/15/2045 | 1,331,103 | |
4,083,483 | 3.00%, 11/01/2046 | 3,921,194 | |
8,512,335 | 3.00%, 12/01/2046 | 8,180,129 | |
3,967,081 | 3.02%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2) | 3,993,883 | |
995,000 | 3.12%, 10/25/2031(3) | 964,951 | |
561,620 | 3.12%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2) | 564,100 | |
417,645 | 3.25%, 11/15/2041 | 410,383 | |
37,960 | 3.50%, 06/15/2026(5) | 81 | |
158,527 | 3.50%, 09/15/2026(5) | 7,827 | |
213,137 | 3.50%, 03/15/2027(5) | 10,090 | |
5,529,513 | 3.50%, 01/15/2033(5) | 647,505 | |
873,778 | 3.50%, 08/01/2034 | 872,008 | |
1,062,379 | 3.50%, 03/15/2041(5) | 51,969 | |
2,030,170 | 3.50%, 01/15/2043(5) | 328,106 | |
643,209 | 3.50%, 10/15/2045 | 629,945 | |
310,263 | 3.50%, 06/01/2046 | 306,949 | |
1,516,736 | 3.50%, 10/01/2047 | 1,489,434 | |
734,654 | 3.50%, 12/01/2047 | 722,537 | |
1,972,690 | 3.50%, 01/01/2048 | 1,939,791 |
158 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
FHLMC - 4.9% - (continued) | |||
$ 1,437,120 | 3.50%, 03/01/2048 | $ 1,416,518 | |
114,345 | 3.50%, 04/01/2048 | 112,350 | |
596,335 | 3.50%, 05/01/2048 | ��583,423 | |
1,136,647 | 3.50%, 12/01/2048 | 1,113,299 | |
603,742 | 4.00%, 08/01/2025 | 614,749 | |
152,261 | 4.00%, 08/15/2026(5) | 6,111 | |
605,110 | 4.00%, 07/15/2027(5) | 25,015 | |
850,291 | 4.00%, 03/15/2028(5) | 40,467 | |
220,118 | 4.00%, 06/15/2028(5) | 11,856 | |
642,989 | 4.00%, 07/15/2030(5) | 59,327 | |
1,978,897 | 4.00%, 05/25/2040(5) | 271,148 | |
845,405 | 4.00%, 05/01/2042 | 856,554 | |
263,819 | 4.00%, 08/01/2042 | 267,326 | |
426,068 | 4.00%, 09/01/2042 | 431,733 | |
110,174 | 4.00%, 07/01/2044 | 111,252 | |
384,881 | 4.00%, 02/01/2046 | 389,914 | |
929,060 | 4.00%, 11/01/2047 | 935,324 | |
152,446 | 4.00%, 09/01/2048 | 152,919 | |
211,329 | 4.50%, 02/01/2039 | 220,567 | |
1,541,882 | 4.50%, 05/01/2042 | 1,609,239 | |
393,028 | 4.50%, 07/01/2042 | 409,224 | |
246,808 | 4.50%, 09/01/2044 | 257,042 | |
906,349 | 4.75%, 07/15/2039 | 941,701 | |
530,266 | 5.00%, 09/15/2033(5) | 88,819 | |
86,972 | 5.00%, 04/01/2038 | 92,083 | |
236,229 | 5.00%, 08/01/2039 | 250,196 | |
153,324 | 5.00%, 09/01/2039 | 161,695 | |
221,129 | 5.00%, 01/01/2040 | 235,382 | |
71,809 | 5.00%, 08/01/2040 | 76,344 | |
3,473 | 5.00%, 02/01/2041 | 3,682 | |
107,549 | 5.00%, 07/01/2041 | 113,819 | |
163,038 | 5.00%, 04/01/2044 | 172,546 | |
4,283,969 | 5.00%, 03/15/2045(5) | 944,453 | |
79,707 | 5.00%, 03/01/2047 | 82,810 | |
20,206 | 5.00%, 11/01/2047 | 21,005 | |
747,056 | 5.00%, 02/15/2048(5) | 161,571 | |
23,430 | 5.50%, 08/15/2033 | 25,008 | |
425,712 | 5.50%, 04/15/2036(5) | 79,102 | |
4,128 | 5.50%, 11/01/2037 | 4,395 | |
18,965 | 5.50%, 04/01/2038 | 20,202 | |
18,448 | 5.50%, 06/01/2038 | 19,650 | |
1,004,357 | 5.50%, 08/01/2038 | 1,064,388 | |
53,153 | 5.50%, 05/01/2040 | 56,588 | |
217,303 | 5.50%, 08/01/2040 | 231,347 | |
238,308 | 5.50%, 06/01/2041 | 253,710 | |
1,606,364 | 5.50%, 10/15/2046(5) | 316,867 | |
842,116 | 5.50%, 12/15/2046(5) | 140,571 | |
4,331 | 6.00%, 01/01/2023 | 4,355 | |
9,850 | 6.00%, 11/01/2032 | 10,411 | |
62,754 | 6.00%, 11/01/2033 | 68,954 | |
45,824 | 6.00%, 02/01/2034 | 50,352 | |
69,236 | 6.00%, 07/01/2034 | 76,279 | |
19,935 | 6.00%, 08/01/2034 | 21,963 | |
31,302 | 6.00%, 09/01/2034 | 34,134 | |
20,460 | 6.00%, 01/01/2035 | 21,720 | |
18,446 | 6.00%, 03/01/2035 | 20,225 | |
19,373 | 6.00%, 05/01/2038 | 20,479 | |
104,745 | 6.00%, 06/01/2038 | 112,586 | |
314,813 | 6.00%, 05/15/2039 | 342,026 | |
282,904 | 6.50%, 07/15/2036 | 304,112 | |
156,440,684 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
FNMA - 6.9% | |||
$ 49,058 | 0.00%, 03/25/2036(15)(16) | $ 42,422 | |
463,443 | 0.00%, 06/25/2036(15)(16) | 409,798 | |
661,055 | 0.00%, 06/25/2041(15)(16) | 550,637 | |
100,000 | 0.00%, 09/25/2041(15)(16) | 73,991 | |
8,478,086 | 0.41%, 01/25/2030(3)(5) | 150,582 | |
1,059,944 | 1.34%, 05/25/2046(3)(5) | 48,049 | |
982,727 | 1.52%, 08/25/2044(3)(5) | 49,879 | |
1,023,256 | 1.52%, 06/25/2055(3)(5) | 45,920 | |
14,012,432 | 1.56%, 05/25/2029(3)(5) | 1,145,656 | |
1,260,291 | 1.60%, 04/25/2055(5) | 49,705 | |
1,301,662 | 1.75%, 12/25/2042 | 1,207,135 | |
834,931 | 2.00%, 09/25/2039 | 785,234 | |
7,497,809 | 2.00%, 12/01/2040 | 6,759,348 | |
2,146,015 | 2.00%, 04/01/2041 | 1,930,102 | |
718,936 | 2.00%, 05/01/2041 | 646,759 | |
4,627,964 | 2.00%, 10/01/2041 | 4,161,806 | |
1,794,851 | 2.00%, 02/01/2042 | 1,618,237 | |
10,554 | 2.00%, 08/25/2043 | 10,540 | |
3,450,224 | 2.00%, 09/01/2050 | 3,060,183 | |
1,744,877 | 2.00%, 12/01/2050 | 1,547,485 | |
9,572,155 | 2.00%, 02/01/2051 | 8,481,041 | |
28,458,254 | 2.00%, 03/01/2051 | 25,207,662 | |
12,280,543 | 2.00%, 04/01/2051 | 10,879,236 | |
1,012,108 | 2.00%, 05/01/2051 | 896,486 | |
8,513,426 | 2.00%, 12/01/2051 | 7,531,099 | |
1,256,628 | 2.00%, 02/01/2052 | 1,111,606 | |
12,043,805 | 2.00%, 03/01/2052 | 10,653,966 | |
800,951 | 2.00%, 04/01/2052 | 708,532 | |
250,199 | 2.50%, 06/25/2028(5) | 12,832 | |
186,900 | 2.50%, 01/01/2043 | 172,594 | |
1,146,630 | 2.50%, 02/01/2043 | 1,060,508 | |
1,083,660 | 2.50%, 03/01/2043 | 1,001,080 | |
420,000 | 2.50%, 03/25/2043 | 369,008 | |
503,684 | 2.50%, 04/01/2043 | 465,848 | |
241,451 | 2.50%, 06/01/2043 | 223,298 | |
383,132 | 2.50%, 08/01/2043 | 354,457 | |
4,757,268 | 2.50%, 10/01/2050 | 4,390,823 | |
20,225,295 | 2.50%, 11/01/2051 | 18,583,378 | |
6,178,826 | 2.50%, 12/01/2051 | 5,651,723 | |
3,072,738 | 2.50%, 01/01/2052 | 2,812,318 | |
13,753,215 | 2.50%, 02/01/2052 | 12,586,779 | |
3,854,019 | 2.50%, 01/01/2057 | 3,525,283 | |
77,634 | 2.55%, 07/25/2044 | 76,122 | |
605,345 | 3.00%, 02/25/2027(5) | 20,691 | |
253,163 | 3.00%, 09/25/2027(5) | 14,033 | |
158,047 | 3.00%, 12/25/2027(5) | 9,777 | |
1,216,303 | 3.00%, 01/25/2028(5) | 63,771 | |
341,606 | 3.00%, 01/01/2030 | 340,201 | |
3,462,090 | 3.00%, 04/25/2033(5) | 238,717 | |
943,851 | 3.00%, 08/01/2033 | 936,927 | |
362,596 | 3.00%, 06/01/2035 | 350,994 | |
344,998 | 3.00%, 07/01/2035 | 333,960 | |
2,076,233 | 3.00%, 03/01/2037 | 2,008,490 | |
67,991 | 3.00%, 10/01/2037 | 65,776 | |
2,463,284 | 3.00%, 03/25/2043 | 2,335,907 | |
2,666,495 | 3.00%, 01/25/2045 | 2,494,953 | |
450,372 | 3.00%, 05/25/2047 | 441,264 | |
1,869,782 | 3.00%, 09/01/2048 | 1,794,390 | |
1,466,366 | 3.00%, 08/25/2049 | 1,401,280 | |
1,302,889 | 3.00%, 08/01/2050 | 1,237,125 | |
2,871,469 | 3.00%, 05/01/2051 | 2,728,813 | |
2,296,462 | 3.00%, 10/01/2051 | 2,175,707 | |
2,560,756 | 3.00%, 12/01/2051 | 2,426,107 |
159 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
FNMA - 6.9% - (continued) | |||
$ 600,000 | 3.00%, 09/25/2057 | $ 542,074 | |
236,152 | 3.24%, 12/01/2026 | 235,431 | |
603,634 | 3.30%, 12/01/2026 | 603,230 | |
324,528 | 3.38%, 12/01/2029 | 325,720 | |
509,775 | 3.41%, 11/01/2024 | 511,537 | |
682,828 | 3.50%, 05/25/2027(5) | 40,626 | |
481,141 | 3.50%, 10/25/2027(5) | 31,675 | |
468,867 | 3.50%, 05/25/2030(5) | 39,278 | |
181,162 | 3.50%, 08/25/2030(5) | 12,827 | |
310,021 | 3.50%, 02/25/2031(5) | 16,067 | |
3,176,061 | 3.50%, 08/25/2033(5) | 363,773 | |
409,209 | 3.50%, 09/25/2035(5) | 42,694 | |
3,191,677 | 3.50%, 11/25/2039(5) | 369,951 | |
111,145 | 3.50%, 09/01/2043 | 110,004 | |
800,932 | 3.50%, 10/01/2044 | 791,332 | |
701,352 | 3.50%, 02/01/2045 | 693,672 | |
902,014 | 3.50%, 01/01/2046 | 891,888 | |
143,701 | 3.50%, 02/01/2046 | 141,366 | |
700,132 | 3.50%, 03/01/2046 | 692,636 | |
1,238,165 | 3.50%, 09/01/2046 | 1,221,774 | |
491,066 | 3.50%, 10/01/2046 | 484,692 | |
436,133 | 3.50%, 10/25/2046(5) | 78,543 | |
688,229 | 3.50%, 11/01/2046 | 676,142 | |
3,638,113 | 3.50%, 12/01/2046 | 3,600,803 | |
1,189,430 | 3.50%, 05/01/2047 | 1,173,132 | |
2,478,996 | 3.50%, 09/01/2047 | 2,438,525 | |
431,932 | 3.50%, 12/01/2047 | 426,293 | |
1,206,834 | 3.50%, 01/01/2048 | 1,182,223 | |
405,202 | 3.50%, 02/01/2048 | 399,083 | |
427,363 | 3.50%, 02/25/2048 | 422,705 | |
500,000 | 3.50%, 05/25/2048 | 471,431 | |
1,812,716 | 3.50%, 07/01/2048 | 1,792,176 | |
395,554 | 3.50%, 11/01/2048 | 388,366 | |
5,930,988 | 3.50%, 09/01/2057 | 5,834,247 | |
2,479,461 | 3.50%, 05/01/2058 | 2,438,681 | |
3,188,802 | 3.50%, 12/25/2058 | 3,143,412 | |
200,000 | 3.55%, 02/01/2030 | 200,159 | |
146,812 | 4.00%, 06/01/2025 | 149,372 | |
790,770 | 4.00%, 05/25/2027(5) | 37,746 | |
1,001,388 | 4.00%, 01/25/2038(5) | 145,274 | |
664,327 | 4.00%, 04/01/2038 | 675,094 | |
1,247,212 | 4.00%, 10/01/2040 | 1,262,649 | |
451,577 | 4.00%, 11/01/2040 | 456,595 | |
491,953 | 4.00%, 12/01/2040 | 498,071 | |
166,233 | 4.00%, 02/01/2041 | 168,295 | |
495,898 | 4.00%, 03/01/2041 | 501,852 | |
1,457,283 | 4.00%, 06/01/2041 | 1,470,513 | |
205,961 | 4.00%, 03/25/2042(5) | 23,915 | |
172,837 | 4.00%, 08/01/2042 | 174,853 | |
457,527 | 4.00%, 09/01/2042 | 463,219 | |
123,422 | 4.00%, 11/25/2042(5) | 15,733 | |
222,871 | 4.00%, 11/25/2043 | 225,893 | |
63,737 | 4.00%, 06/01/2044 | 64,526 | |
8,591 | 4.00%, 08/01/2044 | 8,697 | |
70,662 | 4.00%, 10/01/2044 | 71,537 | |
106,004 | 4.00%, 11/01/2044 | 106,901 | |
68,391 | 4.00%, 03/01/2045 | 69,240 | |
98,205 | 4.00%, 05/01/2045 | 99,028 | |
592,909 | 4.00%, 07/01/2045 | 601,958 | |
388,081 | 4.00%, 05/01/2046 | 392,354 | |
524,007 | 4.00%, 06/01/2046 | 528,604 | |
638,288 | 4.00%, 04/01/2047 | 648,032 | |
1,158,438 | 4.00%, 10/01/2047 | 1,165,605 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
FNMA - 6.9% - (continued) | |||
$ 1,208,638 | 4.00%, 11/01/2047 | $ 1,214,234 | |
962,810 | 4.00%, 09/01/2048 | 962,372 | |
2,247,247 | 4.00%, 01/01/2049 | 2,248,630 | |
462,688 | 4.06%, 03/01/2030 | 477,504 | |
80,507 | 4.50%, 08/01/2024 | 82,180 | |
5,232 | 4.50%, 04/01/2025 | 5,347 | |
124,011 | 4.50%, 07/25/2027(5) | 4,827 | |
352,640 | 4.50%, 09/01/2035 | 366,946 | |
76,607 | 4.50%, 08/01/2040 | 79,831 | |
910,649 | 4.50%, 10/01/2040 | 949,735 | |
46,317 | 4.50%, 08/01/2041 | 48,334 | |
9,578 | 4.50%, 09/01/2041 | 9,950 | |
423,247 | 4.50%, 10/01/2041 | 441,491 | |
1,815,378 | 4.50%, 08/25/2043(5) | 359,243 | |
381,737 | 4.50%, 09/01/2043 | 398,060 | |
314,975 | 4.50%, 09/25/2048(5) | 46,175 | |
950,750 | 4.50%, 04/01/2049 | 970,239 | |
2,684,131 | 4.50%, 01/01/2051 | 2,817,495 | |
111,903 | 5.00%, 04/25/2038 | 114,785 | |
1,625,503 | 5.00%, 12/25/2043(5) | 337,508 | |
2,883 | 5.50%, 06/01/2022 | 2,885 | |
70,506 | 5.50%, 06/01/2033 | 74,991 | |
273,336 | 5.50%, 07/01/2033 | 289,551 | |
15,789 | 5.50%, 08/01/2033 | 16,781 | |
1,041,051 | 5.50%, 11/01/2035 | 1,107,627 | |
234,343 | 5.50%, 04/01/2036 | 249,193 | |
211,133 | 5.50%, 04/25/2037 | 225,556 | |
1,890,687 | 5.50%, 11/25/2040(5) | 300,519 | |
507,461 | 5.50%, 06/25/2042(5) | 111,684 | |
881,313 | 5.50%, 09/25/2044(5) | 168,716 | |
57,090 | 5.51%, 05/25/2042(3)(5) | 5,801 | |
6,089 | 6.00%, 11/01/2031 | 6,429 | |
102,142 | 6.00%, 12/01/2032 | 109,296 | |
98,500 | 6.00%, 03/01/2033 | 106,578 | |
194,377 | 6.00%, 02/01/2037 | 214,692 | |
153,834 | 6.00%, 12/01/2037 | 169,900 | |
90,649 | 6.00%, 03/01/2038 | 99,350 | |
48,541 | 6.00%, 10/01/2038 | 53,621 | |
1,449,768 | 6.00%, 01/25/2042(5) | 179,626 | |
1,018,810 | 6.00%, 09/25/2047(5) | 212,753 | |
1,716 | 7.50%, 12/01/2029 | 1,761 | |
7,636 | 7.50%, 03/01/2030 | 8,295 | |
9,845 | 7.50%, 09/01/2031 | 10,003 | |
220,982,248 | |||
GNMA - 7.4% | |||
554,445 | 1.75%, 09/20/2043 | 534,030 | |
446,063 | 2.00%, 01/20/2042 | 438,606 | |
7,780,000 | 2.00%, 05/19/2052(17) | 7,065,212 | |
548,176 | 2.14%, 04/20/2040 | 485,064 | |
516,350 | 2.50%, 12/16/2039 | 502,107 | |
1,028,192 | 2.50%, 07/20/2041 | 996,365 | |
3,806,453 | 2.50%, 09/20/2051 | 3,547,199 | |
12,561,571 | 2.50%, 10/20/2051 | 11,704,822 | |
53,580,000 | 2.50%, 05/19/2052(17) | 49,808,471 | |
321,451 | 3.00%, 09/20/2028(5) | 17,890 | |
4,953,077 | 3.00%, 05/20/2035(5) | 307,090 | |
307,811 | 3.00%, 09/16/2042 | 293,909 | |
299,090 | 3.00%, 09/20/2042 | 284,725 | |
82,476 | 3.00%, 11/15/2042 | 79,447 | |
357,855 | 3.00%, 02/16/2043(5) | 47,325 | |
84,265 | 3.00%, 06/15/2043 | 80,768 | |
14,317 | 3.00%, 07/15/2043 | 13,676 |
160 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
GNMA - 7.4% - (continued) | |||
$ 3,347,622 | 3.00%, 01/16/2044 | $ 3,212,548 | |
45,789 | 3.00%, 10/15/2044 | 43,867 | |
68,849 | 3.00%, 02/15/2045 | 65,855 | |
37,514 | 3.00%, 03/15/2045 | 35,927 | |
150,216 | 3.00%, 04/15/2045 | 143,824 | |
359,265 | 3.00%, 04/20/2045 | 349,886 | |
36,168 | 3.00%, 06/15/2045 | 34,660 | |
932,083 | 3.00%, 07/15/2045 | 892,188 | |
15,692 | 3.00%, 08/15/2045 | 15,028 | |
44,575 | 3.00%, 11/20/2045 | 42,950 | |
169,000 | 3.00%, 02/20/2046 | 159,476 | |
571,586 | 3.00%, 10/20/2047 | 567,693 | |
4,515,233 | 3.00%, 08/20/2051 | 4,324,147 | |
3,893,701 | 3.00%, 10/20/2051 | 3,725,558 | |
12,879,716 | 3.00%, 12/20/2051 | 12,322,470 | |
65,560,000 | 3.00%, 05/19/2052(17) | 62,581,630 | |
136,117 | 3.50%, 02/16/2027(5) | 7,596 | |
343,507 | 3.50%, 03/20/2027(5) | 19,306 | |
294,149 | 3.50%, 07/20/2040(5) | 16,342 | |
434,267 | 3.50%, 12/20/2040 | 436,605 | |
375,332 | 3.50%, 02/20/2041(5) | 10,939 | |
872,753 | 3.50%, 04/20/2042(5) | 56,457 | |
262,273 | 3.50%, 05/15/2042 | 261,215 | |
1,917,470 | 3.50%, 10/20/2042(5) | 312,365 | |
536,956 | 3.50%, 12/15/2042 | 539,917 | |
594,885 | 3.50%, 03/15/2043 | 598,166 | |
662,805 | 3.50%, 04/15/2043 | 666,478 | |
1,289,981 | 3.50%, 05/15/2043 | 1,286,594 | |
174,000 | 3.50%, 05/20/2043(5) | 25,749 | |
733,374 | 3.50%, 07/20/2043(5) | 97,439 | |
2,450,591 | 3.50%, 06/20/2046 | 2,432,890 | |
2,464,403 | 3.50%, 02/20/2047 | 2,439,368 | |
347,676 | 3.50%, 07/20/2047 | 343,870 | |
2,724,408 | 3.50%, 08/20/2047 | 2,694,507 | |
97,411 | 3.50%, 09/20/2047 | 96,760 | |
120,150 | 3.50%, 10/20/2047 | 118,831 | |
566,844 | 3.50%, 11/20/2047 | 560,621 | |
516,309 | 3.50%, 03/20/2048 | 510,654 | |
2,033,331 | 3.50%, 07/20/2049 | 1,998,436 | |
22,250,000 | 3.50%, 05/19/2052(17) | 21,794,570 | |
1,540,691 | 3.88%, 08/15/2042 | 1,578,041 | |
352,166 | 4.00%, 04/16/2026(5) | 14,831 | |
85,951 | 4.00%, 12/16/2026(5) | 3,695 | |
1,243,311 | 4.00%, 05/20/2029(5) | 62,089 | |
847,614 | 4.00%, 09/20/2040 | 867,977 | |
146,152 | 4.00%, 10/20/2040 | 148,433 | |
397,231 | 4.00%, 12/20/2040 | 407,838 | |
76,394 | 4.00%, 02/15/2041 | 79,006 | |
157,611 | 4.00%, 05/16/2042(5) | 18,757 | |
2,357,166 | 4.00%, 09/16/2042(5) | 535,184 | |
356,654 | 4.00%, 03/20/2043(5) | 60,884 | |
129,081 | 4.00%, 01/20/2044(5) | 22,268 | |
1,999,855 | 4.00%, 02/20/2045 | 2,028,360 | |
1,568,881 | 4.00%, 08/20/2045 | 1,593,552 | |
1,121,892 | 4.00%, 03/20/2047(5) | 163,578 | |
501,574 | 4.00%, 11/20/2047 | 506,475 | |
1,380,505 | 4.00%, 03/20/2048 | 1,393,544 | |
5,698,043 | 4.00%, 07/20/2048 | 5,758,401 | |
17,055 | 4.50%, 07/15/2033 | 17,774 | |
31,310 | 4.50%, 05/15/2040 | 33,008 | |
271,123 | 4.50%, 06/15/2041 | 284,602 | |
22,665 | 4.50%, 09/20/2041 | 23,835 | |
11,833 | 4.50%, 05/20/2044 | 12,535 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
GNMA - 7.4% - (continued) | |||
$ 613,878 | 4.50%, 06/20/2044 | $ 651,045 | |
515,691 | 4.50%, 10/20/2044 | 542,336 | |
519,724 | 4.50%, 04/20/2045(5) | 97,672 | |
912,682 | 4.50%, 05/20/2045(5) | 148,152 | |
2,846,715 | 4.50%, 08/20/2045(5) | 498,761 | |
433,130 | 4.50%, 01/20/2046 | 456,180 | |
1,754,430 | 4.50%, 12/16/2046(5) | 310,043 | |
1,741,251 | 4.50%, 01/20/2047(5) | 211,407 | |
1,873,175 | 4.50%, 05/20/2048(5) | 277,900 | |
1,557,185 | 4.50%, 08/20/2049 | 1,595,017 | |
2,596,178 | 4.50%, 09/20/2049 | 2,655,831 | |
72,309 | 5.00%, 05/20/2034 | 77,483 | |
25,538 | 5.00%, 07/15/2039 | 27,247 | |
1,379,381 | 5.00%, 02/16/2040(5) | 295,334 | |
233,804 | 5.00%, 05/20/2040(5) | 45,641 | |
368,736 | 5.00%, 06/15/2041 | 394,967 | |
534,916 | 5.00%, 10/16/2041(5) | 87,818 | |
521,879 | 5.00%, 03/15/2044 | 558,857 | |
884,084 | 5.00%, 06/20/2046(5) | 141,732 | |
313,909 | 5.00%, 01/16/2047(5) | 65,785 | |
213,317 | 5.00%, 09/16/2047(5) | 41,754 | |
260,888 | 5.00%, 06/20/2048(5) | 47,708 | |
5,200,000 | 5.00%, 05/19/2052(17) | 5,416,125 | |
247,163 | 5.50%, 05/15/2033 | 267,344 | |
16,268 | 5.50%, 06/15/2035 | 17,554 | |
20,167 | 5.50%, 04/15/2038 | 21,273 | |
195,558 | 5.50%, 05/20/2038 | 205,586 | |
859,461 | 5.50%, 03/20/2039(5) | 151,043 | |
983,446 | 5.50%, 02/16/2047(5) | 164,909 | |
497,987 | 5.50%, 02/20/2047(5) | 88,334 | |
1,000,000 | 5.50%, 05/20/2051(17) | 1,049,375 | |
801,439 | 5.88%, 07/20/2039(3)(5) | 84,834 | |
42,768 | 6.00%, 11/15/2032 | 45,745 | |
78,244 | 6.00%, 02/15/2033 | 82,733 | |
9,547 | 6.00%, 07/15/2033 | 10,088 | |
32,437 | 6.00%, 10/15/2034 | 34,307 | |
149,428 | 6.00%, 03/15/2036 | 159,846 | |
1,798 | 6.00%, 05/15/2036 | 1,968 | |
51,540 | 6.00%, 10/15/2036 | 56,833 | |
20,903 | 6.00%, 01/15/2037 | 22,203 | |
63,063 | 6.00%, 02/15/2037 | 69,995 | |
110,855 | 6.00%, 06/15/2037 | 122,411 | |
56,958 | 6.00%, 11/15/2037 | 60,788 | |
38,875 | 6.00%, 06/15/2038 | 41,544 | |
48,376 | 6.00%, 08/15/2038 | 52,353 | |
99,012 | 6.00%, 10/15/2038 | 105,114 | |
49,781 | 6.00%, 11/15/2038 | 54,319 | |
38,881 | 6.00%, 12/15/2038 | 41,650 | |
50,799 | 6.00%, 01/15/2039 | 54,484 | |
141,696 | 6.00%, 04/15/2039 | 149,808 | |
68,658 | 6.00%, 08/15/2039 | 72,542 | |
5,458 | 6.00%, 09/15/2039 | 5,767 | |
10,286 | 6.00%, 11/15/2039 | 11,425 | |
10,662 | 6.00%, 06/15/2040 | 11,265 | |
75,185 | 6.00%, 09/15/2040 | 82,388 | |
1,139,797 | 6.00%, 09/20/2040(5) | 212,797 | |
73,462 | 6.00%, 12/15/2040 | 80,740 | |
241,259 | 6.00%, 06/15/2041 | 267,659 | |
956,526 | 6.00%, 02/20/2046(5) | 136,579 | |
8,689 | 6.50%, 09/15/2028 | 9,185 | |
806 | 6.50%, 10/15/2028 | 852 | |
3,466 | 6.50%, 12/15/2028 | 3,664 | |
21,099 | 6.50%, 05/15/2029 | 22,654 |
161 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 38.7% - (continued) | |||
Mortgage-Backed Agencies - 38.7% - (continued) | |||
GNMA - 7.4% - (continued) | |||
$ 20,797 | 6.50%, 08/15/2031 | 21,981 | |
2,141 | 6.50%, 09/15/2031 | $ 2,263 | |
8,761 | 6.50%, 10/15/2031 | 9,260 | |
97,941 | 6.50%, 11/15/2031 | 103,524 | |
20,361 | 6.50%, 01/15/2032 | 21,522 | |
4,563 | 6.50%, 03/15/2032 | 4,823 | |
4,581 | 6.50%, 04/15/2032 | 4,843 | |
236,611,724 | |||
UMBS - 19.5% | |||
13,810,000 | 1.50%, 05/17/2037(17) | 12,639,656 | |
14,200,000 | 1.50%, 05/12/2052(17) | 11,990,125 | |
1,000,000 | 2.00%, 05/17/2037(17) | 937,363 | |
19,175,000 | 2.00%, 05/12/2052(17) | 16,933,922 | |
162,170,000 | 2.00%, 06/13/2052(17) | 142,945,027 | |
49,160,000 | 2.50%, 05/17/2037(17) | 47,064,929 | |
136,068,000 | 2.50%, 05/12/2052(17) | 124,268,353 | |
152,405,000 | 2.50%, 06/13/2052(17) | 138,902,083 | |
3,800,000 | 3.00%, 05/17/2037(17) | 3,726,682 | |
37,237,000 | 3.00%, 05/12/2052(17) | 35,149,692 | |
34,106,000 | 3.50%, 05/12/2052(17) | 33,114,794 | |
45,525,000 | 4.00%, 05/12/2052(17) | 45,314,269 | |
12,280,000 | 4.50%, 05/12/2052(17) | 12,488,592 | |
2,100,000 | 5.00%, 05/13/2051(17) | 2,172,844 | |
627,648,331 | |||
Total U.S. Government Agencies (cost $1,285,688,855) | $ 1,241,682,987 | ||
U.S. GOVERNMENT SECURITIES - 22.1% | |||
Other Direct Federal Obligations - 0.0% | |||
FHLB - 0.0% | |||
700,000 | 4.25%, 09/15/2065 | $ 764,057 | |
U.S. Treasury Securities - 22.1% | |||
U.S. Treasury Bonds - 11.7% | |||
2,538,325 | 0.13%, 02/15/2051(18) | 2,343,489 | |
13,341,898 | 0.88%, 02/15/2047(18) | 14,585,578 | |
2,007,064 | 1.00%, 02/15/2048(18) | 2,271,484 | |
82,220,000 | 1.25%, 05/15/2050 | 55,087,400 | |
17,030,000 | 1.38%, 11/15/2040 | 12,779,152 | |
23,005,000 | 1.38%, 08/15/2050 | 15,911,192 | |
9,745,000 | 1.88%, 02/15/2041 | 7,977,577 | |
20,885,000 | 2.50%, 02/15/2045 | 18,548,491 | |
18,100,000 | 2.50%, 02/15/2046(19) | 16,110,414 | |
23,034,000 | 2.88%, 11/15/2046(20) | 22,013,666 | |
6,035,000 | 3.00%, 05/15/2045 | 5,856,543 | |
12,500,000 | 3.00%, 02/15/2047 | 12,225,098 | |
17,840,000 | 3.00%, 02/15/2048 | 17,603,759 | |
28,740,000 | 3.13%, 02/15/2043 | 28,469,440 | |
55,100,000 | 3.13%, 08/15/2044(21) | 54,536,086 | |
22,900,000 | 3.13%, 05/15/2048 | 23,188,039 | |
63,465,000 | 3.38%, 05/15/2044 | 65,361,512 | |
374,868,920 | |||
U.S. Treasury Notes - 10.4% | |||
3,224,690 | 0.13%, 07/15/2030(18) | 3,293,928 | |
25,955,000 | 0.63%, 11/30/2027 | 22,868,788 | |
44,080,000 | 0.63%, 12/31/2027 | 38,761,128 | |
109,870,000 | 0.63%, 08/15/2030 | 91,569,778 | |
13,785,000 | 0.75%, 04/30/2026 | 12,655,815 | |
6,265,462 | 0.75%, 07/15/2028(18) | 6,686,178 | |
52,390,000 | 1.25%, 08/15/2031 | 45,431,953 | |
80,440,000 | 1.38%, 11/15/2031 | 70,347,294 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 22.1% - (continued) | |||
U.S. Treasury Securities - 22.1% - (continued) | |||
U.S. Treasury Notes - 10.4% - (continued) | |||
$ 35,920,000 | 1.63%, 05/15/2031 | $ 32,326,597 | |
10,320,000 | 3.13%, 11/15/2028 | 10,424,813 | |
334,366,272 | |||
Total U.S. Government Securities (cost $815,677,291) | $ 709,999,249 | ||
COMMON STOCKS - 0.0% | |||
Energy - 0.0% | |||
38,914 | Ascent Resources - Marcellus LLC Class A(10)(11) | $ 62,263 | |
4,601 | Foresight Energy LLC | 78,214 | |
13,623 | Philadelphia Energy Solutions(10)(11) | — | |
Total Common Stocks (cost $281,412) | $ 140,477 | ||
PREFERRED STOCKS - 0.0% | |||
Banks - 0.0% | |||
469 | U.S. Bancorp Series A, 3.50%(2) | $ 368,165 | |
Total Preferred Stocks (cost $332,990) | $ 368,165 | ||
WARRANTS - 0.0% | |||
Energy - 0.0% | |||
10,075 | Ascent Resources - Marcellus LLC Expires 3/30/2023(10)(11) | $ 413 | |
Total Warrants (cost $806) | $ 413 | ||
Total Long-Term Investments (Cost $4,228,491,392) | $ 3,888,551,429 | ||
SHORT-TERM INVESTMENTS - 2.0% | |||
Repurchase Agreements - 1.8% | |||
57,442,512 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $57,443,661; collateralized by U.S. Treasury Note at 1.625%, maturing 05/15/2031, with a market value of $58,591,365. | $ 57,442,512 | |
Securities Lending Collateral - 0.2% | |||
2,118,732 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(22) | 2,118,732 | |
5,139,606 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(22) | 5,139,606 | |
7,258,338 | |||
Total Short-Term Investments (cost $64,700,850) | $ 64,700,850 | ||
Total Investments (cost $4,293,192,242) | 123.1% | $ 3,953,252,279 | |
Other Assets and Liabilities | (23.1)% | (741,311,331) | |
Total Net Assets | 100.0% | $ 3,211,940,948 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
162 |
April 30, 2022 (Unaudited)
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. | |
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. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $965,767,437, representing 30.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Securities disclosed are interest-only strips. |
(6) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $56,751,627, representing 1.8% of net assets. |
(7) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(10) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $62,689, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(11) | Investment valued using significant unobservable inputs. |
(12) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(13) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(14) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $41,399, which represents 0.0% of total net assets. |
(15) | Securities disclosed are principal-only strips. |
(16) | Security is a zero-coupon bond. |
(17) | Represents or includes a TBA transaction. |
(18) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(19) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $14,908,809. |
(20) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2022, the market value of securities pledged was $3,281,885. |
(21) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2022, the market value of securities pledged was $9,123,689. |
(22) | Current yield as of period end. |
163 |
April 30, 2022 (Unaudited)
OTC Swaptions Outstanding at April 30, 2022 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Written swaptions: | ||||||||||||||||||
Call | ||||||||||||||||||
CDX.NA.IG.38.V1 * | GSC | 72.50% | Pay | 05/18/2022 | USD | (242,535,000) | $ (62,492) | $ (436,563) | $ 374,071 | |||||||||
CDX.NA.IG.38.V1 * | GSC | 77.50% | Pay | 05/18/2022 | USD | (242,535,000) | (210,959) | (388,056) | 177,097 | |||||||||
$ (273,451) | $ (824,619) | $ 551,168 | ||||||||||||||||
Put | ||||||||||||||||||
CDX.NA.IG.38.V1 * | GSC | 72.50% | Receive | 05/18/2022 | USD | (242,535,000) | $ (1,405,403) | $ (648,781) | $ (756,622) | |||||||||
CDX.NA.IG.38.V1 * | GSC | 77.50% | Receive | 05/18/2022 | USD | (242,535,000) | (984,369) | (630,591) | (353,778) | |||||||||
$ (2,389,772) | $ (1,279,372) | $ (1,110,400) | ||||||||||||||||
Total Written Option Contracts OTC swaption contracts | $ (2,663,223) | $ (2,103,991) | $ (559,232) |
* | Swaptions with forward premiums. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 1,571 | 06/30/2022 | $ 331,186,438 | $ (45,179) | ||||
U.S. Treasury 5-Year Note Future | 1,919 | 06/30/2022 | 216,217,328 | (7,044,041) | ||||
Total | $ (7,089,220) | |||||||
Short position contracts: | ||||||||
Euro-BUND Future | 779 | 06/08/2022 | $ 126,221,221 | $ 8,251,786 | ||||
Euro-BUXL 30-Year Bond Future | 90 | 06/08/2022 | 16,233,785 | 2,738,935 | ||||
U.S. Treasury 10-Year Note Future | 969 | 06/21/2022 | 115,462,406 | 1,556,887 | ||||
U.S. Treasury 10-Year Ultra Future | 1,793 | 06/21/2022 | 231,297,000 | 10,872,936 | ||||
U.S. Treasury Long Bond Future | 473 | 06/21/2022 | 66,545,188 | 6,133,527 | ||||
U.S. Treasury Ultra Bond Future | 462 | 06/21/2022 | 74,122,125 | 6,774,226 | ||||
Total | $ 36,328,297 | |||||||
Total futures contracts | $ 29,239,077 |
TBA Sale Commitments Outstanding at April 30, 2022 | ||||||||
Description | Principal Amount | Maturity Date | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||
UMBS, 2.50% | $ 4,700,000 | 05/17/2037 | $ (4,499,698) | $ 46,817 | ||||
UMBS, 5.50% | 1,700,000 | 05/12/2052 | (1,773,313) | 15,938 | ||||
Total TBA sale commitments (proceeds receivable $6,335,766) | $ (6,273,011) | $ 62,755 | ||||||
At April 30, 2022, the aggregate market value of TBA Sale Commitments represents (0.2)% of total net assets. |
OTC Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
ABX.HE.AAA.06 | CSI | USD | 912 | (0.18%) | 07/25/2045 | Monthly | $ 12 | $ — | $ 10 | $ (2) | |||||||||
ABX.HE.AAA.07 | GSC | USD | 142,815 | (0.09%) | 08/25/2037 | Monthly | 29,387 | — | 6,176 | (23,211) | |||||||||
ABX.HE.AAA.07 | GSC | USD | 625,531 | (0.09%) | 08/25/2037 | Monthly | 129,377 | — | 27,051 | (102,326) |
164 |
April 30, 2022 (Unaudited)
OTC Credit Default Swap Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on indices – (continued): | |||||||||||||||||||
Buy protection – (continued): | |||||||||||||||||||
ABX.HE.AAA.07 | CSI | USD | 1,356,745 | (0.09%) | 08/25/2037 | Monthly | $ 322,652 | $ — | $ 58,671 | $ (263,981) | |||||||||
ABX.HE.PENAAA.06 | MSC | USD | 111,308 | (0.11%) | 05/25/2046 | Monthly | 12,459 | — | 8,151 | (4,308) | |||||||||
ABX.HE.PENAAA.06 | JPM | USD | 367,819 | (0.11%) | 05/25/2046 | Monthly | 41,071 | — | 26,934 | (14,137) | |||||||||
ABX.HE.PENAAA.06 | GSC | USD | 296,745 | (0.11%) | 05/25/2046 | Monthly | 68,640 | — | 21,729 | (46,911) | |||||||||
PrimeX.ARM.2 (2)(3) | MSC | USD | 63,093 | (4.58%) | 12/25/2037 | Monthly | — | (141) | (296) | (155) | |||||||||
Total | $ 603,598 | $ (141) | $ 148,426 | $ (455,031) | |||||||||||||||
Sell protection: | |||||||||||||||||||
ABX.HE.AAA.06 | MSC | USD | 913 | 0.18% | 07/25/2045 | Monthly | $ — | $ — | $ (11) | $ (11) | |||||||||
ABX.HE.AAA.07 | MSC | USD | 142,815 | 0.09% | 08/25/2037 | Monthly | 1,050 | — | (6,176) | (7,226) | |||||||||
ABX.HE.AAA.07 | MSC | USD | 625,530 | 0.09% | 08/25/2037 | Monthly | 4,569 | — | (27,049) | (31,618) | |||||||||
ABX.HE.AAA.07 | MSC | USD | 1,356,744 | 0.09% | 08/25/2037 | Monthly | 9,980 | — | (58,667) | (68,647) | |||||||||
ABX.HE.PENAAA.06 | BCLY | USD | 775,874 | 0.11% | 05/25/2046 | Monthly | — | (16,416) | (56,810) | (40,394) | |||||||||
PrimeX.ARM.2 (2)(3) | JPM | USD | 63,093 | 4.58% | 12/25/2037 | Monthly | 1,865 | — | 297 | (1,568) | |||||||||
Total | $ 17,464 | $ (16,416) | $ (148,416) | $ (149,464) | |||||||||||||||
Total OTC credit default swap contracts | $ 621,062 | $ (16,557) | $ 10 | $ (604,495) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(2) | These investments are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these investments are $(1,723), which represented (0.0)% of total net assets. This amount excludes investments that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment valued using significant unobservable inputs. |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
Brazil Republic | USD | 5,695,000 | (1.00%) | 06/20/2027 | Quarterly | $ 322,451 | $ 316,123 | $ (6,328) | |||||||
CDX.EM.37.V1 | USD | 24,425,000 | (1.00%) | 06/20/2027 | Quarterly | 1,447,076 | 1,885,958 | 438,882 | |||||||
Total centrally cleared credit default swap contracts | $ 1,769,527 | $ 2,202,081 | $ 432,554 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
1.56% Fixed | 12 Mo. USD SOFR | USD | 12,720,000 | 12/15/2051 | Annual | $ — | $ (78,195) | $ 2,310,933 | $ 2,389,128 | ||||||||
Total centrally cleared interest rate swaps contracts | $ — | $ (78,195) | $ 2,310,933 | $ 2,389,128 |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
718,000 | EUR | 788,871 | USD | BOA | 06/15/2022 | $ (29,758) | ||||
3,585,000 | EUR | 3,834,791 | USD | BCLY | 06/15/2022 | (44,513) | ||||
2,143,000 | EUR | 2,349,482 | USD | NWM | 06/15/2022 | (83,773) | ||||
3,613,000 | EUR | 3,912,536 | USD | SSG | 06/15/2022 | (92,654) |
165 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,401,000 | EUR | 2,665,075 | USD | SCB | 06/15/2022 | $ (126,593) | ||||
3,105,000 | EUR | 3,424,703 | USD | MSC | 06/15/2022 | (141,910) | ||||
12,473,984 | USD | 64,730,000 | BRL | CBK | 06/15/2022 | (429,563) | ||||
8,999,255 | USD | 8,423,028 | EUR | BCLY | 05/31/2022 | 101,782 | ||||
95,744,652 | USD | 85,439,000 | EUR | DEUT | 06/15/2022 | 5,413,379 | ||||
3,938,571 | USD | 3,581,000 | EUR | MSC | 06/15/2022 | 152,521 | ||||
13,870,126 | USD | 294,460,000 | MXN | CBK | 06/15/2022 | (430,314) | ||||
Total foreign currency contracts | $ 4,288,604 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 733,434,519 | $ — | $ 733,434,519 | $ — | ||||
Corporate Bonds | 918,689,316 | — | 918,689,316 | — | ||||
Foreign Government Obligations | 151,063,101 | — | 151,063,088 | 13 | ||||
Municipal Bonds | 51,326,797 | — | 51,326,797 | — | ||||
Senior Floating Rate Interests | 81,846,405 | — | 81,846,405 | — | ||||
U.S. Government Agencies | 1,241,682,987 | — | 1,241,682,987 | — | ||||
U.S. Government Securities | 709,999,249 | — | 709,999,249 | — | ||||
Common Stocks | ||||||||
Energy | 140,477 | — | 78,214 | 62,263 | ||||
Preferred Stocks | 368,165 | 368,165 | — | — | ||||
Warrants | 413 | — | — | 413 | ||||
Short-Term Investments | 64,700,850 | 7,258,338 | 57,442,512 | — | ||||
Foreign Currency Contracts(2) | 5,667,682 | — | 5,667,682 | — | ||||
Futures Contracts(2) | 36,328,297 | 36,328,297 | — | — | ||||
Swaps - Credit Default(2) | 438,882 | — | 438,882 | — | ||||
Swaps - Interest Rate(2) | 2,389,128 | — | 2,389,128 | — | ||||
Total | $ 3,998,076,268 | $ 43,954,800 | $ 3,954,058,779 | $ 62,689 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,379,078) | $ — | $ (1,379,078) | $ — | ||||
Futures Contracts(2) | (7,089,220) | (7,089,220) | — | — | ||||
Swaps - Credit Default(2) | (610,823) | — | (609,100) | (1,723) | ||||
TBA Sale Commitments(2) | (6,273,011) | — | (6,273,011) | — | ||||
Written Options | (2,663,223) | — | (2,663,223) | — | ||||
Total | $ (18,015,355) | $ (7,089,220) | $ (10,924,412) | $ (1,723) |
(1) | For the six-month period ended April 30, 2022, investments valued at $11,184,188 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
166 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% | |||
Bermuda - 0.3% | |||
Bellemeade Re Ltd. | |||
$ 706,938 | 2.04%, 03/25/2031, 3 mo. USD SOFR + 1.750%(1)(2) | $ 706,036 | |
1,298,502 | 4.27%, 06/25/2030, 1 mo. USD LIBOR + 3.600%(1)(2) | 1,299,864 | |
1,105,000 | 4.67%, 03/25/2029, 1 mo. USD LIBOR + 4.000%(1)(2) | 1,097,589 | |
1,145,000 | 5.67%, 06/25/2030, 1 mo. USD LIBOR + 5.000%(1)(2) | 1,132,691 | |
1,625,000 | Genworth Mortgage Insurance Co. 8.42%, 10/25/2030, 1 mo. USD LIBOR + 7.750%(1)(2) | 1,647,573 | |
Home Re Ltd. | |||
1,545,000 | 2.22%, 07/25/2033, 1 mo. USD LIBOR + 1.550%(1)(2) | 1,535,402 | |
1,360,000 | 5.92%, 10/25/2030, 1 mo. USD LIBOR + 5.250%(1)(2) | 1,389,281 | |
Traingle Re Ltd. | |||
870,218 | 5.17%, 10/25/2030, 1 mo. USD LIBOR + 4.500%(1)(2) | 870,038 | |
1,470,000 | 6.27%, 10/25/2030, 1 mo. USD LIBOR + 5.600%(1)(2) | 1,476,487 | |
1,100,000 | Triangle Re Ltd. 2.72%, 10/25/2033, 1 mo. USD LIBOR + 2.050%(1)(2) | 1,098,806 | |
12,253,767 | |||
Cayman Islands - 1.6% | |||
810,000 | ACRE Commercial Mortgage Ltd. 1.95%, 12/18/2037, 1 mo. USD LIBOR + 1.400%(1)(2) | 794,131 | |
2,125,000 | Apidos CLO 3.64%, 04/15/2031, 3 mo. USD LIBOR + 2.600%(1)(2) | 2,016,625 | |
Arbor Realty Collateralized Loan Obligation Ltd. | |||
2,290,000 | 2.67%, 02/15/2035, 1 mo. USD SOFR + 2.164%(1)(2) | 2,267,743 | |
2,500,000 | 3.32%, 02/15/2035, 1 mo. USD SOFR + 2.814%(1)(2) | 2,460,441 | |
Arbor Realty Commercial Real Estate Notes Ltd. | |||
1,060,000 | 1.95%, 05/15/2036, 1 mo. USD LIBOR + 1.400%(1)(2) | 1,043,733 | |
895,000 | 2.15%, 08/15/2034, 1 mo. USD LIBOR + 1.600%(1)(2) | 885,441 | |
1,295,000 | 2.37%, 09/15/2034, 1 mo. USD SOFR + 1.864%(1)(2) | 1,280,289 | |
500,000 | Atrium IX 4.11%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(1)(2) | 492,269 | |
1,550,000 | Ballyrock CLO Ltd. 7.99%, 10/15/2028, 3 mo. USD LIBOR + 6.950%(1)(2) | 1,526,023 | |
480,000 | BDS Ltd. 2.85%, 12/16/2036, 1 mo. USD LIBOR + 2.300%(1)(2) | 473,739 | |
1,685,000 | Benefit Street Partners CLO XIX Ltd. 8.06%, 01/15/2033, 3 mo. USD LIBOR + 7.020%(1)(2) | 1,645,091 | |
500,000 | Carlyle CLO Ltd. 3.10%, 04/30/2031, 3 mo. USD LIBOR + 2.800%(1)(2) | 492,172 | |
890,000 | Cent CLO 21 Ltd. 4.42%, 07/27/2030, 3 mo. USD LIBOR + 3.200%(1)(2) | 864,696 | |
940,000 | Dryden Senior Loan Fund 7.92%, 04/15/2029, 3 mo. USD LIBOR + 6.880%(1)(2) | 918,623 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
Cayman Islands - 1.6% - (continued) | |||
$ 1,280,000 | Flatiron CLO 20 Ltd. 2.23%, 11/20/2033, 3 mo. USD LIBOR + 1.750%(1)(2) | $ 1,264,609 | |
770,000 | Greystone Commercial Real Estate 2.55%, 07/15/2039, 1 mo. USD LIBOR + 2.000%(1)(2) | 750,828 | |
1,500,000 | Harriman Park CLO Ltd. 4.16%, 04/20/2034, 3 mo. USD LIBOR + 3.100%(1)(2) | 1,474,264 | |
1,950,000 | Hayfin US XII Ltd. 5.22%, 01/20/2034, 3 mo. USD LIBOR + 4.160%(1)(2) | 1,916,983 | |
1,305,400 | KKR Financial CLO Ltd. 8.19%, 01/15/2032 | 1,295,797 | |
LCM L.P. | |||
2,240,000 | 3.01%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2) | 2,230,303 | |
900,000 | 4.49%, 07/15/2027, 3 mo. USD LIBOR + 3.450%(1)(2) | 895,539 | |
3,000,000 | Madison Park Funding Ltd. 2.94%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(1)(2) | 2,958,486 | |
Magnetite Ltd. | |||
430,000 | 3.93%, 07/25/2031, 3 mo. USD LIBOR + 2.750%(1)(2) | 420,636 | |
2,470,000 | 4.48%, 01/25/2032, 3 mo. USD LIBOR + 3.300%(1)(2) | 2,441,901 | |
OCP CLO Ltd. | |||
2,130,000 | 4.18%, 04/24/2029, 3 mo. USD LIBOR + 3.000%(1)(2) | 2,116,722 | |
750,000 | 4.79%, 01/17/2032, 3 mo. USD LIBOR + 3.750%(1)(2) | 742,657 | |
Octagon Investment Partners Ltd. | |||
2,765,000 | 3.43%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(1)(2) | 2,697,219 | |
970,000 | 7.39%, 02/14/2031, 3 mo. USD LIBOR + 7.000%(1)(2) | 927,545 | |
1,500,000 | OZLM Ltd. 2.89%, 04/15/2031, 3 mo. USD LIBOR + 1.850%(1)(2) | 1,448,349 | |
Palmer Square Loan Funding Ltd. | |||
1,079,608 | 1.33%, 08/20/2027, 3 mo. USD LIBOR + 0.850%(1)(2) | 1,075,730 | |
1,110,000 | 2.88%, 05/20/2029, 3 mo. USD LIBOR + 2.400%(1)(2) | 1,075,243 | |
750,000 | 2.98%, 02/20/2028, 3 mo. USD LIBOR + 2.500%(1)(2) | 746,095 | |
1,545,000 | 3.28%, 10/24/2027, 3 mo. USD LIBOR + 2.100%(1)(2) | 1,524,263 | |
1,995,000 | 3.81%, 10/15/2030 | 1,986,228 | |
1,155,000 | Race Point CLO Ltd. 3.98%, 02/20/2030, 3 mo. USD LIBOR + 3.500%(1)(2) | 1,123,121 | |
Sound Point CLO Ltd. | |||
1,500,000 | 3.06%, 01/26/2031, 3 mo. USD LIBOR + 1.850%(1)(2) | 1,458,057 | |
835,000 | 4.14%, 07/18/2031, 3 mo. USD LIBOR + 3.100%(1)(2) | 750,539 | |
2,330,000 | Stratus CLO Ltd. 2.96%, 12/28/2029, 3 mo. USD LIBOR + 1.900%(1)(2) | 2,263,534 | |
1,000,000 | Symphony CLO XXII Ltd. 3.19%, 04/18/2033, 3 mo. USD LIBOR + 2.150%(1)(2) | 990,943 |
167 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
Cayman Islands - 1.6% - (continued) | |||
$ 1,000,000 | TCI-Flatiron CLO Ltd. 7.10%, 01/17/2032, 3 mo.USD SOFR + 6.250%(1)(2) | $ 975,028 | |
825,907 | Thunderbolt Aircraft Lease Ltd. 4.15%, 09/15/2038(1) | 714,979 | |
55,426,614 | |||
United States - 5.5% | |||
Aaset Trust | |||
710,994 | 3.54%, 01/15/2047(1) | 610,948 | |
1,545,542 | 3.84%, 05/15/2039(1) | 997,114 | |
1,400,000 | Ajax Mortgage Loan Trust 2.35%, 09/25/2065(1)(3) | 1,146,710 | |
2,384,000 | AMSR Trust 2.01%, 11/17/2037(1) | 2,147,082 | |
1,675,000 | Angel Oak Mortgage Trust 3.81%, 04/25/2065(1)(3) | 1,635,835 | |
1,650,000 | Antler Mortgage Trust 2.12%, 11/25/2024(1)(3) | 1,578,550 | |
1,570,000 | Avant Loans Funding Trust 1.21%, 07/15/2030(1) | 1,511,273 | |
545,000 | Banc of America Commercial Mortgage Trust 3.00%, 07/15/2049(1) | 462,915 | |
BBCMS Mortgage Trust | |||
5,229,432 | 1.74%, 04/15/2053(3)(4) | 452,293 | |
545,000 | 2.25%, 08/15/2036, 1 mo. USD LIBOR + 1.700%(1)(2) | 533,933 | |
2,255,000 | Bellemeade Re Ltd. 4.37%, 10/25/2030, 1 mo. USD LIBOR + 3.700%(1)(2) | 2,287,232 | |
2,744,327 | Benchmark Mortgage Trust 1.20%, 03/15/2052(3)(4) | 152,325 | |
1,150,000 | BPR Trust 2.05%, 12/15/2023, 1 mo. USD SOFR + 1.525%(1)(2) | 1,119,178 | |
BRAVO Residential Funding Trust | |||
2,751,793 | 1.99%, 10/25/2059(1) | 2,616,968 | |
432,000 | 2.29%, 03/25/2060(1)(3) | 401,523 | |
1,090,000 | 2.32%, 02/25/2049(1)(3) | 1,013,005 | |
1,334,000 | 5.09%, 05/25/2060(1)(3) | 1,323,923 | |
BX Commercial Mortgage Trust | |||
1,169,000 | 2.55%, 09/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2) | 1,124,479 | |
1,066,354 | 2.65%, 10/15/2037, 1 mo. USD LIBOR + 2.100%(1)(2) | 1,039,038 | |
2,373,999 | 3.30%, 10/15/2037, 1 mo. USD LIBOR + 2.750%(1)(2) | 2,293,721 | |
BX Trust | |||
3,100,000 | 2.14%, 09/15/2034, 1 mo. USD LIBOR + 1.587%(1)(2) | 2,942,277 | |
2,111,161 | 2.53%, 09/15/2037, 1 mo. USD LIBOR + 1.975%(1)(2) | 2,006,072 | |
690,000 | 2.80%, 01/15/2034, 1 mo. USD LIBOR + 2.250%(1)(2) | 670,114 | |
1,360,000 | BXSC Commercial Mortgage Trust 2.90%, 03/15/2035, 1 mo.USD SOFR + 2.391%(1)(2) | 1,348,011 | |
895,000 | CAMB Commercial Mortgage Trust 2.30%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(2) | 878,789 | |
7,048,370 | Cantor Commercial Real Estate 1.30%, 05/15/2052(3)(4) | 400,010 | |
Castlelake Aircraft Structured Trust | |||
462,660 | 2.74%, 08/15/2041(1) | 407,418 | |
1,161,208 | 3.97%, 04/15/2039(1) | 1,042,702 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
United States - 5.5% - (continued) | |||
$ 4,135,822 | CF Hippolyta LLC 2.28%, 07/15/2060(1) | $ 3,853,161 | |
1,615,672 | Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1) | 1,614,855 | |
2,258,000 | COLT Mortgage Loan Trust 3.31%, 07/27/2054(1)(3) | 2,234,844 | |
Commercial Mortgage Trust | |||
770,000 | 4.82%, 02/10/2047(3) | 772,875 | |
1,385,000 | 5.04%, 11/10/2046(3) | 1,389,034 | |
Connecticut Avenue Securities Trust | |||
3,855,563 | 1.14%, 12/25/2041, 3 mo. USD SOFR + 0.850%(1)(2) | 3,817,120 | |
3,032,241 | 1.49%, 01/25/2042, 3 mo. USD SOFR + 1.200%(1)(2) | 2,997,834 | |
314,725 | 2.77%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2) | 314,725 | |
2,139,697 | 2.82%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2) | 2,107,448 | |
485,000 | 3.92%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2) | 454,626 | |
2,105,000 | 4.32%, 02/25/2040, 1 mo. USD LIBOR + 3.650%(1)(2) | 2,084,137 | |
2,400,000 | 5.02%, 07/25/2031, 1 mo. USD LIBOR + 4.350%(1)(2) | 2,428,712 | |
3,980,886 | 5.92%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(1)(2) | 4,055,878 | |
CSAIL Commercial Mortgage Trust | |||
10,691,351 | 0.73%, 08/15/2051(3)(4) | 296,747 | |
12,804,785 | 0.96%, 04/15/2050(3)(4) | 221,601 | |
642,822 | CSMC Trust 3.25%, 04/25/2047(1)(3) | 613,377 | |
169,341 | Diamond Resorts Owner Trust 1.51%, 11/21/2033(1) | 161,268 | |
375,000 | DT Auto Owner Trust 2.65%, 09/15/2028(1) | 340,061 | |
Eagle RE Ltd. | |||
3,000,000 | 2.47%, 01/25/2030, 1 mo. USD LIBOR + 1.800%(1)(2) | 2,906,933 | |
1,436,672 | 6.27%, 10/25/2030, 1 mo. USD LIBOR + 5.600%(1)(2) | 1,439,865 | |
1,050,000 | 7.67%, 10/25/2030, 1 mo. USD LIBOR + 7.000%(1)(2) | 1,067,083 | |
1,315,000 | ExteNet LLC 3.20%, 07/26/2049(1) | 1,302,203 | |
Fannie Mae Connecticut Avenue Securities | |||
1,754,987 | 2.67%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2) | 1,756,047 | |
2,681,796 | 2.92%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2) | 2,706,923 | |
2,254,379 | 3.02%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2) | 2,262,988 | |
1,779,533 | 3.27%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(2) | 1,795,598 | |
2,299,787 | 3.47%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2) | 2,344,302 | |
814,869 | 3.67%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2) | 825,026 | |
2,325,000 | 4.92%, 01/25/2031, 1 mo. USD LIBOR + 4.250%(2) | 2,359,764 | |
1,977,961 | 5.07%, 01/25/2024, 1 mo. USD LIBOR + 4.400%(2) | 2,046,726 | |
229,531 | 5.57%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | 242,137 | |
152,072 | FCI Funding LLC 3.63%, 02/18/2031(1) | 152,551 |
168 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
United States - 5.5% - (continued) | |||
$ 600,000 | First Investors Auto Owner Trust 3.14%, 11/15/2028(1) | $ 557,705 | |
2,040,000 | FirstKey Homes Trust 3.02%, 10/19/2037(1) | 1,873,536 | |
960,000 | FRTKL 3.17%, 09/17/2038(1) | 839,837 | |
409,412 | FWD Securitization Trust 2.44%, 01/25/2050(1)(3) | 398,895 | |
425,000 | GS Auto Receivables Trust 3.97%, 01/18/2028(1) | 411,086 | |
1,811,147 | GS Mortgage Securities Corp. Trust 2.25%, 09/15/2031, 1 mo. USD LIBOR + 1.700%(1)(2) | 1,792,037 | |
1,730,000 | Hertz Vehicle Financing LLC 4.61%, 09/25/2026(1) | 1,719,533 | |
2,125,000 | Home Partners of America Trust 4.73%, 04/17/2039(1) | 2,073,807 | |
2,750,000 | Home Re Ltd. 3.13%, 10/25/2034 | 2,749,976 | |
1,300,000 | HONO LULU Mortgage Trust 2.40%, 10/15/2036, 1 mo. USD LIBOR + 1.850%(1)(2) | 1,275,333 | |
Horizon Aircraft Finance Ltd. | |||
2,170,757 | 3.43%, 11/15/2039(1) | 1,979,289 | |
1,207,799 | 4.46%, 12/15/2038(1) | 1,102,939 | |
JP Morgan Chase Bank NA | |||
520,867 | 1.59%, 03/25/2051, 3 mo. USD SOFR + 1.300%(1)(2) | 507,773 | |
397,321 | 2.10%, 02/26/2029(1) | 385,930 | |
JP Morgan Chase Commercial Mortgage Securities Trust | |||
2,630,000 | 2.25%, 04/15/2038, 1 mo. USD LIBOR + 1.700%(1)(2) | 2,550,931 | |
2,580,000 | 3.62%, 01/16/2037(1) | 2,444,713 | |
40,516,518 | JPMBB Commercial Mortgage Securities Trust 0.75%, 09/15/2047(3)(4) | 467,613 | |
Legacy Mortgage Asset Trust | |||
346,643 | 1.89%, 10/25/2066(1) | 339,287 | |
1,053,556 | 3.00%, 06/25/2059(1) | 1,051,069 | |
3,201,820 | 3.25%, 11/25/2059(1) | 3,194,735 | |
2,237,660 | Lendbuzz Securitization Trust 1.46%, 06/15/2026(1) | 2,192,701 | |
LHOME Mortgage Trust | |||
1,680,000 | 2.09%, 06/25/2026(1) | 1,602,242 | |
1,450,000 | 2.09%, 09/25/2026(1)(3) | 1,427,252 | |
915,000 | 3.97%, 02/25/2027(1) | 893,988 | |
1,690,709 | Life Mortgage Trust 2.90%, 03/15/2038, 1 mo. USD LIBOR + 2.350%(1)(2) | 1,631,534 | |
LSTAR Securities Investment Ltd. | |||
1,230,837 | 2.26%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(2) | 1,208,204 | |
1,269,993 | 3.96%, 04/01/2024, 1 mo. USD LIBOR + 2.500%(1)(2) | 1,278,751 | |
Mercury Financial Credit Card Master Trust | |||
885,000 | 1.54%, 03/20/2026(1) | 856,880 | |
2,075,000 | 2.50%, 09/21/2026(1) | 1,980,480 | |
3,000,000 | MHC Commercial Mortgage Trust 2.16%, 04/15/2038, 1 mo. USD LIBOR + 1.601%(1)(2) | 2,907,186 | |
Morgan Stanley Capital Trust | |||
8,095,238 | 1.50%, 06/15/2050(3)(4) | 369,273 | |
1,600,000 | 1.75%, 07/15/2035, 1 mo. USD LIBOR + 1.200%(1)(2) | 1,559,928 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
United States - 5.5% - (continued) | |||
$ 1,620,000 | 3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2) | $ 1,575,471 | |
�� 385,550 | Mortgage Insurance-Linked Notes 3.57%, 11/26/2029, 1 mo. USD LIBOR + 2.900%(1)(2) | 385,017 | |
1,121,525 | Neighborly Issuer LLC 3.58%, 04/30/2051(1) | 1,031,395 | |
3,115,000 | New York Mortgage Trust 2.24%, 05/25/2026(1) | 2,976,230 | |
462,477 | Oaktown Re VI Ltd. 1.94%, 10/25/2033, 3 mo. USD SOFR + 1.650%(1)(2) | 461,828 | |
1,616,375 | Planet Fitness Master Issuer LLC 4.67%, 09/05/2048(1) | 1,592,716 | |
205,297 | PMT Credit Risk Transfer Trust 3.40%, 10/27/2022, 1 mo. USD LIBOR + 2.700%(1)(2) | 204,784 | |
Preston Ridge Partners Mortgage Trust LLC | |||
1,637,510 | 1.79%, 06/25/2026(1) | 1,575,599 | |
574,585 | 2.36%, 11/25/2025(1) | 556,140 | |
780,000 | 3.47%, 07/25/2026(1) | 757,164 | |
1,145,000 | 3.67%, 08/25/2026(1) | 1,116,224 | |
970,000 | 3.72%, 04/25/2026(1) | 907,213 | |
1,870,000 | 3.97%, 10/25/2026(1)(3) | 1,804,829 | |
Pretium Mortgage Credit Partners LLC | |||
565,000 | 3.72%, 07/25/2051(1) | 539,233 | |
1,325,000 | 3.84%, 07/25/2051(1) | 1,266,814 | |
Progress Residential Trust | |||
755,000 | 2.30%, 10/17/2027(1) | 666,093 | |
1,335,000 | 2.55%, 04/19/2038(1) | 1,201,437 | |
1,970,000 | 3.18%, 10/17/2038(1) | 1,702,760 | |
395,000 | Ready Capital Mortgage Financing LLC 2.57%, 07/25/2036, 1 mo. USD LIBOR + 1.900%(1)(2) | 383,750 | |
1,120,739 | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | 1,001,506 | |
955,000 | SFO Commercial Mortgage Trust 2.05%, 05/15/2038, 1 mo. USD LIBOR + 1.500%(1)(2) | 923,924 | |
845,000 | SG Commercial Mortgage Securities Trust 4.98%, 10/10/2048(3) | 782,872 | |
6,632,284 | SLG Office Trust 0.26%, 07/15/2041(1)(3)(4) | 122,148 | |
760,538 | Sonic Capital LLC 2.19%, 08/20/2051(1) | 660,880 | |
1,635,000 | Starwood Residential Mortgage 2.96%, 04/17/2038, 1 mo. USD LIBOR + 2.400%(1)(2) | 1,578,936 | |
Toorak Mortgage Corp. Ltd. | |||
1,370,000 | 2.24%, 06/25/2024(1) | 1,288,321 | |
2,200,000 | 4.21%, 09/25/2022 | 2,137,898 | |
954,000 | Tricolor Auto Securitization Trust 4.34%, 05/15/2025 | 953,869 | |
490,000 | Tricon Residential Trust 4.75%, 04/17/2039(1) | 485,255 | |
3,325,000 | Vantage Data Centers Issuer LLC 1.65%, 09/15/2045(1) | 3,047,737 | |
VCAT LLC | |||
3,476,000 | 3.84%, 08/25/2051(1) | 3,377,329 | |
1,270,000 | 3.97%, 09/25/2051(1) | 1,209,803 | |
1,700,000 | Verus Securitization Trust 3.20%, 10/25/2063(1)(3) | 1,651,840 |
169 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4% - (continued) | |||
United States - 5.5% - (continued) | |||
$ 1,069,000 | Vista Point Securitization Trust 3.40%, 04/25/2065(1)(3) | $ 1,029,857 | |
547,975 | VOLT C LLC 1.99%, 05/25/2051(1) | 525,345 | |
750,000 | VOLT XCIII LLC 4.83%, 02/27/2051(1) | 716,901 | |
1,655,836 | VOLT XCV LLC 2.24%, 03/27/2051(1) | 1,602,932 | |
1,033,027 | VOLT XCVI LLC 2.12%, 03/27/2051(1) | 991,509 | |
1,865,000 | VOLT XCVII LLC 4.83%, 04/25/2051(1) | 1,760,862 | |
1,825,761 | Wave LLC 3.60%, 09/15/2044(1) | 1,597,266 | |
Wells Fargo Commercial Mortgage Trust | |||
2,000,000 | 3.07%, 08/15/2049(3) | 1,722,054 | |
1,455,000 | 3.15%, 09/15/2057(1) | 1,303,784 | |
Wells Fargo N.A. | |||
3,599,248 | 1.10%, 02/15/2052(3)(4) | 179,742 | |
10,257,421 | 1.18%, 04/15/2052(3)(4) | 590,928 | |
9,567,402 | 1.35%, 03/15/2063(3)(4) | 685,242 | |
1,825,000 | Westlake Automobile Receivables Trust 2.33%, 08/17/2026(1) | 1,707,407 | |
WF-RBS Commercial Mortgage Trust | |||
9,407,895 | 1.42%, 03/15/2047(3)(4) | 157,281 | |
2,515,843 | 5.03%, 06/15/2044(1)(3) | 2,513,106 | |
192,789 | ZH Trust 2.25%, 02/18/2027(1) | 191,576 | |
189,937,137 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $266,800,552) | $ 257,617,518 | ||
CONVERTIBLE BONDS - 0.2% | |||
United Kingdom - 0.0% | |||
GBP 1,000,000 | Trainline plc 1.00%, 01/14/2026(5) | $ 1,077,992 | |
United States - 0.2% | |||
$ 632,000 | Insulet Corp. 0.38%, 09/01/2026 | 777,360 | |
500,000 | JetBlue Airways Corp. 0.50%, 04/01/2026(1) | 406,550 | |
1,005,000 | NuVasive, Inc. 0.38%, 03/15/2025 | 937,162 | |
350,000 | Pioneer Natural Resources Co. 0.25%, 05/15/2025 | 770,350 | |
675,000 | Shake Shack, Inc. 0.00%, 03/01/2028(6)(7) | 520,088 | |
4,555,000 | Teva Pharmaceutical Finance Co. LLC 0.25%, 02/01/2026 | 4,463,694 | |
7,875,204 | |||
Total Convertible Bonds (cost $9,007,187) | $ 8,953,196 | ||
CORPORATE BONDS - 15.8% | |||
Bermuda - 0.0% | |||
1,595,000 | NCL Corp. Ltd. 5.88%, 02/15/2027(1) | $ 1,520,418 | |
Canada - 0.1% | |||
Bausch Health Cos., Inc. | |||
1,995,000 | 5.00%, 02/15/2029(1) | 1,400,111 | |
1,451,000 | 6.13%, 04/15/2025(1) | 1,456,441 | |
2,856,552 | |||
Cayman Islands - 0.1% | |||
875,000 | CIFI Holdings Group Co., Ltd. 4.38%, 04/12/2027(5) | 647,500 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
Cayman Islands - 0.1% - (continued) | |||
$ 875,000 | Country Garden Holdings Co., Ltd. 5.63%, 01/14/2030(5) | $ 555,625 | |
440,000 | Hawaiian Brand Intellectual Property Ltd. 5.75%, 01/20/2026(1) | 427,115 | |
1,630,240 | |||
Chile - 0.2% | |||
4,049,055 | Alfa Desarrollo S.p.A. 4.55%, 09/27/2051(5) | 3,174,662 | |
5,869,000 | Empresa Nacional de Telecomunicaciones S.A. 3.05%, 09/14/2032(5) | 4,944,691 | |
8,119,353 | |||
France - 0.4% | |||
Altice France S.A. | |||
EUR 3,685,000 | 2.50%, 01/15/2025(1) | 3,644,368 | |
4,555,000 | 3.38%, 01/15/2028(1) | 4,102,764 | |
400,000 | 4.13%, 01/15/2029(5) | 362,903 | |
985,000 | 4.25%, 10/15/2029(1) | 895,909 | |
$ 1,425,000 | 5.13%, 01/15/2029(1) | 1,209,234 | |
EUR 1,635,000 | 5.88%, 02/01/2027(5) | 1,729,156 | |
1,949,000 | CAB SELAS 3.38%, 02/01/2028(1) | 1,830,955 | |
13,775,289 | |||
Germany - 0.1% | |||
2,006,000 | Techem Verwaltungsgesellschaft 675 mbH 2.00%, 07/15/2025(1) | 1,959,968 | |
Indonesia - 0.1% | |||
Freeport Indonesia PT | |||
$ 1,490,000 | 4.76%, 04/14/2027(1) | 1,480,568 | |
2,340,000 | 5.32%, 04/14/2032(1) | 2,263,950 | |
3,744,518 | |||
Ireland - 0.3% | |||
7,800,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75%, 10/29/2024 | 7,260,246 | |
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | |||
1,645,000 | 4.13%, 08/15/2026(1) | 1,521,625 | |
1,310,000 | 5.25%, 08/15/2027(1)(6) | 1,118,465 | |
9,900,336 | |||
Israel - 0.0% | |||
EUR 1,530,000 | Teva Pharmaceutical Finance Netherlands II B.V. 3.75%, 05/09/2027 | 1,458,719 | |
Jersey - 0.1% | |||
Adient Global Holdings Ltd. | |||
1,605,000 | 3.50%, 08/15/2024(5) | 1,591,603 | |
$ 960,000 | 4.88%, 08/15/2026(1) | 856,061 | |
2,447,664 | |||
Liberia - 0.2% | |||
Royal Caribbean Cruises Ltd. | |||
2,735,000 | 5.25%, 11/15/2022 | 2,738,419 | |
4,000,000 | 5.50%, 08/31/2026(1) | 3,721,420 | |
6,459,839 | |||
Luxembourg - 0.2% | |||
EUR 2,075,000 | Altice Financing S.A. 2.25%, 01/15/2025(1) | 2,031,697 |
170 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
Luxembourg - 0.2% - (continued) | |||
EUR 1,163,707 | ARD Finance S.A. (5.00% Cash, 5.75% PIK) 5.00%, 06/30/2027(1)(8) | $ 1,022,021 | |
$ 4,335,000 | EIG Pearl Holding S.a.r.l. 4.39%, 11/30/2046(1) | 3,664,982 | |
6,718,700 | |||
Mexico - 0.0% | |||
2,085,000 | Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(1) | 1,287,487 | |
Mult - 0.3% | |||
Clarios Global L.P. / Clarios U.S. Finance Co. | |||
EUR 6,876,000 | 4.38%, 05/15/2026(5) | 6,932,130 | |
1,115,000 | 4.38%, 05/15/2026(1) | 1,124,102 | |
$ 3,245,000 | 6.25%, 05/15/2026(1) | 3,277,450 | |
11,333,682 | |||
Netherlands - 0.8% | |||
EUR 2,685,000 | Energizer Gamma Acquisition B.V. 3.50%, 06/30/2029(1) | 2,362,441 | |
$ 11,660,000 | Prosus N.V. 3.26%, 01/19/2027(5) | 10,436,427 | |
8,950,000 | Siemens Financieringsmaatschappij N.V. 2.90%, 05/27/2022(1) | 8,957,794 | |
EUR 877,000 | Teva Pharmaceutical Finance Netherlands II B.V. 6.00%, 01/31/2025 | 939,069 | |
2,005,000 | Titan Holdings II B.V. 5.13%, 07/15/2029(1) | 1,893,082 | |
United Group B.V. | |||
1,750,000 | 3.63%, 02/15/2028(5) | 1,603,101 | |
545,000 | 4.00%, 11/15/2027(1) | 510,036 | |
995,000 | 4.88%, 02/01/2029, 3 mo. EURIBOR + 4.875%(1)(2) | 1,002,293 | |
670,000 | 5.25%, 02/01/2030(1) | 616,825 | |
28,321,068 | |||
Norway - 0.1% | |||
$ 4,825,000 | Aker BP ASA 3.00%, 01/15/2025(1) | 4,706,361 | |
Panama - 0.1% | |||
Carnival Corp. | |||
2,435,000 | 6.00%, 05/01/2029(1) | 2,185,413 | |
1,265,000 | 9.88%, 08/01/2027(1) | 1,363,347 | |
3,548,760 | |||
Spain - 0.4% | |||
Lorca Telecom Bondco S.A. | |||
EUR 6,950,000 | 4.00%, 09/18/2027(1) | 6,711,112 | |
6,220,000 | 4.00%, 09/18/2027(5) | 6,006,204 | |
12,717,316 | |||
Sweden - 0.0% | |||
425,000 | Verisure Holding AB 3.25%, 02/15/2027(5) | 402,735 | |
Switzerland - 0.4% | |||
Credit Suisse Group AG | |||
$ 6,850,000 | 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(9)(10) | 6,642,774 | |
7,175,000 | 7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(5)(9)(10) | 7,179,951 | |
13,822,725 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
United Kingdom - 0.5% | |||
$ 6,775,000 | GSK Consumer Healthcare Capital UK PLC 3.13%, 03/24/2025(1) | $ 6,645,758 | |
Sky Ltd. | |||
7,375,000 | 3.13%, 11/26/2022(1) | 7,406,232 | |
2,700,000 | 3.75%, 09/16/2024(1) | 2,713,812 | |
EUR 700,000 | Virgin Media Finance plc 3.75%, 07/15/2030(5) | 626,216 | |
17,392,018 | |||
United States - 11.4% | |||
$ 7,370,000 | Abbott Laboratories 2.95%, 03/15/2025 | 7,334,521 | |
6,050,000 | AbbVie, Inc. 2.60%, 11/21/2024 | 5,904,193 | |
610,000 | Acadia Healthcare Co., Inc. 5.00%, 04/15/2029(1) | 577,975 | |
600,000 | Acrisure LLC / Acrisure Finance, Inc. 10.13%, 08/01/2026(1) | 624,000 | |
American Tower Corp. | |||
4,315,000 | 2.40%, 03/15/2025 | 4,150,205 | |
770,000 | 2.95%, 01/15/2025 | 753,168 | |
1,000,000 | 4.00%, 06/01/2025 | 999,032 | |
1,085,000 | Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1) | 1,054,956 | |
2,575,000 | Anthem, Inc. 3.35%, 12/01/2024 | 2,570,037 | |
1,370,000 | Apache Corp. 4.38%, 10/15/2028 | 1,287,800 | |
1,275,000 | APX Group, Inc. 5.75%, 07/15/2029(1)(6) | 1,044,671 | |
725,000 | Artera Services LLC 9.03%, 12/04/2025(1) | 685,125 | |
EUR 2,535,000 | AT&T, Inc. 1.45%, 06/01/2022 | 2,677,353 | |
$ 3,015,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 2,868,139 | |
1,350,000 | Baxter International, Inc. 0.87%, 12/01/2023(1) | 1,298,551 | |
930,000 | BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(1)(8) | 795,150 | |
Becton Dickinson and Co. | |||
6,325,000 | 3.36%, 06/06/2024 | 6,295,743 | |
3,775,000 | 3.73%, 12/15/2024 | 3,779,105 | |
1,720,000 | Berry Global, Inc. 4.88%, 07/15/2026(1) | 1,709,422 | |
18,525,000 | Boeing Co. 4.51%, 05/01/2023 | 18,699,203 | |
Brighthouse Financial Global Funding | |||
945,000 | 1.00%, 04/12/2024(1) | 899,983 | |
3,225,000 | 1.04%, 04/12/2024, 3 mo. USD SOFR + 0.760%(1)(2) | 3,231,377 | |
8,115,000 | Broadcom, Inc. 3.42%, 04/15/2033(1) | 6,971,734 | |
Buckeye Partners L.P. | |||
900,000 | 4.13%, 03/01/2025(1) | 862,821 | |
895,000 | 4.50%, 03/01/2028(1) | 816,687 | |
275,000 | Caesars Entertainment, Inc. 8.13%, 07/01/2027(1) | 287,375 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | |||
4,756,000 | 4.50%, 02/01/2024 | 4,816,060 | |
9,300,000 | 4.91%, 07/23/2025 | 9,469,825 | |
CHS/Community Health Systems, Inc. | |||
970,000 | 4.75%, 02/15/2031(1) | 822,075 | |
1,035,000 | 5.63%, 03/15/2027(1) | 986,606 | |
8,460,000 | Cigna Corp. 4.13%, 11/15/2025 | 8,547,215 |
171 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
United States - 11.4% - (continued) | |||
Cinemark USA, Inc. | |||
$ 3,240,000 | 5.25%, 07/15/2028(1)(6) | $ 2,878,902 | |
590,000 | 5.88%, 03/15/2026(1)(6) | 550,175 | |
730,000 | Clydesdale Acquisition Holdings, Inc. 6.63%, 04/15/2029(1) | 734,563 | |
450,000 | Condor Merger Sub, Inc. 7.38%, 02/15/2030(1) | 402,615 | |
450,000 | Credit Acceptance Corp. 5.13%, 12/31/2024(1) | 444,605 | |
3,300,000 | Crown Castle International Corp. 3.20%, 09/01/2024 | 3,274,819 | |
3,500,000 | CVS Health Corp. 2.63%, 08/15/2024 | 3,442,876 | |
Discovery Communications LLC | |||
4,185,000 | 2.95%, 03/20/2023 | 4,183,869 | |
1,750,000 | 3.80%, 03/13/2024 | 1,750,532 | |
Dominion Energy, Inc. | |||
4,970,000 | 2.45%, 01/15/2023(1) | 4,957,969 | |
6,790,000 | 3.30%, 03/15/2025 | 6,734,046 | |
4,132,000 | DT Midstream, Inc. 4.13%, 06/15/2029(1) | 3,760,120 | |
5,150,000 | Eli Lilly & Co. 2.35%, 05/15/2022 | 5,151,943 | |
2,111,000 | EnLink Midstream LLC 5.63%, 01/15/2028(1) | 2,091,789 | |
EQM Midstream Partners L.P. | |||
1,323,000 | 4.50%, 01/15/2029(1) | 1,190,991 | |
975,000 | 4.75%, 01/15/2031(1) | 875,404 | |
1,135,000 | 6.00%, 07/01/2025(1) | 1,124,842 | |
930,000 | 6.50%, 07/15/2048 | 855,600 | |
2,325,000 | Exelon Corp. 3.95%, 06/15/2025 | 2,344,040 | |
EUR 23,275,000 | Fidelity National Information Services, Inc. 0.63%, 12/03/2025 | 23,491,517 | |
Ford Motor Credit Co. LLC | |||
$ 4,483,000 | 2.98%, 08/03/2022 | 4,483,000 | |
485,000 | 3.35%, 11/01/2022 | 485,150 | |
5,885,000 | 3.37%, 11/17/2023 | 5,796,725 | |
1,475,000 | 3.55%, 10/07/2022 | 1,475,000 | |
1,775,000 | 3.81%, 01/09/2024 | 1,743,937 | |
399,000 | 4.06%, 11/01/2024 | 390,287 | |
6,950,000 | 4.14%, 02/15/2023 | 6,932,625 | |
1,380,000 | 4.25%, 09/20/2022 | 1,382,049 | |
850,000 | 4.38%, 08/06/2023 | 850,510 | |
2,585,000 | 5.13%, 06/16/2025 | 2,578,537 | |
501,000 | 5.58%, 03/18/2024 | 506,631 | |
3,800,000 | Fox Corp. 3.05%, 04/07/2025 | 3,730,168 | |
Freedom Mortgage Corp. | |||
1,175,000 | 6.63%, 01/15/2027(1) | 1,016,962 | |
1,300,000 | 7.63%, 05/01/2026(1) | 1,183,000 | |
700,000 | 8.13%, 11/15/2024(1) | 678,010 | |
3,725,000 | Frontier Communications Holdings LLC 5.88%, 11/01/2029 | 3,233,766 | |
10,590,000 | General Motors Co. 5.40%, 10/02/2023 | 10,877,363 | |
Global Payments, Inc. | |||
825,000 | 3.75%, 06/01/2023 | 829,006 | |
2,975,000 | 4.00%, 06/01/2023 | 2,999,046 | |
2,190,000 | GSK Consumer Healthcare Co. 3.02%, 03/24/2024(1) | 2,168,515 | |
643,000 | HCA, Inc. 7.50%, 11/15/2095 | 745,076 | |
4,180,000 | Hewlett Packard Enterprise Co. 4.45%, 10/02/2023 | 4,242,181 | |
5,425,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 4,285,750 | |
2,675,000 | International Business Machines Corp. 3.00%, 05/15/2024 | 2,662,563 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
United States - 11.4% - (continued) | |||
EUR 1,465,000 | IQVIA, Inc. 2.25%, 01/15/2028(1) | $ 1,388,801 | |
Magallanes, Inc. | |||
$ 3,680,000 | 2.05%, 03/15/2024(1)(2) | 3,713,587 | |
7,015,000 | 3.43%, 03/15/2024(1) | 6,970,963 | |
5,760,000 | 3.64%, 03/15/2025(1) | 5,668,176 | |
7,105,000 | 3.76%, 03/15/2027(1) | 6,851,398 | |
1,575,000 | Mauser Packaging Solutions Holding Co. 7.25%, 04/15/2025(1) | 1,496,250 | |
5,875,000 | McDonald's Corp. 3.30%, 07/01/2025 | 5,858,719 | |
3,245,000 | Michaels Cos., Inc. 5.25%, 05/01/2028(1) | 2,788,818 | |
1,990,000 | Midcap Financial Issuer Trust 6.50%, 05/01/2028(1) | 1,716,375 | |
730,000 | Minerva Merger Sub, Inc. 6.50%, 02/15/2030(1) | 672,151 | |
2,925,000 | Mondelez International, Inc. 2.13%, 03/17/2024 | 2,873,030 | |
Mozart Debt Merger Sub, Inc. | |||
2,335,000 | 3.88%, 04/01/2029(1) | 2,037,287 | |
1,048,000 | 5.25%, 10/01/2029(1)(6) | 911,760 | |
Netflix, Inc. | |||
2,315,000 | 4.38%, 11/15/2026 | 2,300,439 | |
6,300,000 | 5.88%, 02/15/2025 | 6,543,904 | |
1,280,000 | Nielsen Finance LLC / Nielsen Finance Co. 4.50%, 07/15/2029(1) | 1,209,600 | |
Novelis Corp. | |||
780,000 | 3.25%, 11/15/2026(1) | 711,711 | |
800,000 | 3.88%, 08/15/2031(1) | 686,000 | |
Occidental Petroleum Corp. | |||
750,000 | 3.20%, 08/15/2026 | 705,000 | |
1,100,000 | 3.40%, 04/15/2026 | 1,047,750 | |
545,000 | 6.13%, 01/01/2031 | 572,828 | |
745,000 | OT Merger Corp. 7.88%, 10/15/2029(1) | 633,250 | |
3,350,000 | Ovintiv Exploration, Inc. 5.63%, 07/01/2024 | 3,482,710 | |
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
1,000,000 | 2.70%, 03/14/2023(1) | 996,807 | |
2,225,000 | 3.45%, 07/01/2024(1) | 2,204,431 | |
1,083,000 | 3.90%, 02/01/2024(1) | 1,086,548 | |
1,625,000 | 4.25%, 01/17/2023(1) | 1,640,340 | |
6,865,000 | PepsiCo, Inc. 2.25%, 03/19/2025 | 6,702,947 | |
1,250,000 | PetSmart, Inc. 4.75%, 02/15/2028(1) | 1,165,212 | |
920,000 | Photo Holdings Merger Sub, Inc. 8.50%, 10/01/2026(1) | 851,000 | |
295,000 | Range Resources Corp. 4.75%, 02/15/2030(1)(6) | 280,896 | |
5,850,000 | Raytheon Technologies Corp. 3.20%, 03/15/2024 | 5,862,790 | |
975,000 | Scientific Games International, Inc. 7.00%, 05/15/2028(1) | 998,193 | |
2,400,000 | Southern Co. 2.95%, 07/01/2023 | 2,401,471 | |
370,000 | Southwestern Energy Co. 4.75%, 02/01/2032 | 350,113 | |
2,980,000 | Sprint Communications, Inc. 6.00%, 11/15/2022 | 3,024,700 | |
17,650,000 | Sprint Corp. 7.88%, 09/15/2023 | 18,422,187 | |
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | |||
2,745,000 | 4.74%, 03/20/2025(1) | 2,766,603 | |
4,660,000 | 5.15%, 09/20/2029(1) | 4,797,154 |
172 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.8% - (continued) | |||
United States - 11.4% - (continued) | |||
Staples, Inc. | |||
$ 1,600,000 | 7.50%, 04/15/2026(1) | $ 1,528,000 | |
900,000 | 10.75%, 04/15/2027(1)(6) | 797,400 | |
670,000 | Stericycle, Inc. 3.88%, 01/15/2029(1) | 590,840 | |
810,000 | Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(1) | 793,800 | |
5,600,000 | T-Mobile USA, Inc. 2.25%, 02/15/2026 | 5,138,000 | |
950,000 | TransDigm, Inc. 5.50%, 11/15/2027 | 871,140 | |
United Wholesale Mortgage LLC | |||
1,760,000 | 5.50%, 11/15/2025(1) | 1,616,472 | |
2,620,000 | 5.75%, 06/15/2027(1) | 2,272,850 | |
Venture Global Calcasieu Pass LLC | |||
865,000 | 3.88%, 08/15/2029(1) | 789,313 | |
750,000 | 4.13%, 08/15/2031(1) | 680,625 | |
5,182,000 | VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1) | 4,910,619 | |
22,985,000 | Volkswagen Group of America Finance LLC 2.90%, 05/13/2022(1) | 22,995,111 | |
1,825,000 | WW International, Inc. 4.50%, 04/15/2029(1)(6) | 1,444,031 | |
397,157,281 | |||
Total Corporate Bonds (cost $582,096,648) | $ 551,281,029 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 58.0% | |||
Australia - 7.4% | |||
Australia Government Bond | |||
AUD 76,224,000 | 0.50%, 09/21/2026(5) | $ 48,609,001 | |
23,244,000 | 1.75%, 06/21/2051(5) | 11,298,330 | |
144,379,000 | 2.75%, 11/21/2027(5) | 100,939,133 | |
41,771,000 | 2.75%, 05/21/2041(5) | 26,753,915 | |
25,591,000 | 3.00%, 03/21/2047(5) | 16,680,563 | |
69,887,000 | 4.75%, 04/21/2027(5) | 53,568,680 | |
257,849,622 | |||
Canada - 9.7% | |||
Canada Housing Trust No. 1 | |||
CAD 27,785,000 | 1.60%, 12/15/2031(1) | 18,555,163 | |
37,985,000 | 1.95%, 12/15/2025(1) | 28,521,763 | |
Canadian Government Bond | |||
86,012,000 | 0.25%, 11/01/2022 | 66,390,029 | |
22,956,000 | 0.25%, 08/01/2023 | 17,378,317 | |
95,765,000 | 0.25%, 04/01/2024 | 71,290,041 | |
82,293,000 | 1.50%, 05/01/2022 | 64,058,693 | |
44,713,000 | 2.25%, 03/01/2024 | 34,600,201 | |
49,801,000 | Province of Ontario Canada 2.65%, 02/05/2025 | 38,410,637 | |
339,204,844 | |||
Chile - 0.2% | |||
$ 6,430,000 | Chile Government International Bond 2.75%, 01/31/2027 | 6,092,232 | |
Colombia - 0.2% | |||
10,270,000 | Colombia Government International Bond 3.25%, 04/22/2032 | 7,855,626 | |
France - 0.2% | |||
EUR 5,871,878 | French Republic Government Bond OAT 0.10%, 07/25/2031(1)(5)(11) | 7,242,643 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 58.0% - (continued) | |||
Germany - 0.3% | |||
EUR 6,533,706 | Deutsche Bundesrepublik Inflation Linked Bond 0.50%, 04/15/2030(5)(11) | $ 8,485,536 | |
4,514,000 | State of North Rhine-Westphalia Germany 1.45%, 01/19/2122(5) | 3,356,242 | |
11,841,778 | |||
Japan - 20.2% | |||
Japan Treasury Discount Bill | |||
JPY 14,209,250,000 | 0.00%, 06/06/2022(7) | 109,505,190 | |
17,736,600,000 | 0.00%, 06/20/2022(7) | 136,696,327 | |
12,768,250,000 | 0.00%, 06/27/2022(7) | 98,407,806 | |
8,686,300,000 | 0.00%, 07/04/2022(7) | 66,949,115 | |
17,444,500,000 | 0.00%, 07/11/2022(7) | 134,456,114 | |
8,771,200,000 | 0.00%, 07/19/2022(7) | 67,607,513 | |
11,531,650,000 | 0.00%, 07/25/2022(7) | 88,886,942 | |
702,509,007 | |||
New Zealand - 2.1% | |||
Housing New Zealand Ltd. | |||
NZD 8,200,000 | 1.53%, 09/10/2035(5) | 3,664,402 | |
26,240,000 | 3.36%, 06/12/2025(5) | 16,533,058 | |
New Zealand Government Bond | |||
72,443,000 | 2.00%, 05/15/2032 | 40,335,155 | |
20,400,000 | 2.75%, 05/15/2051 | 10,648,005 | |
71,180,620 | |||
Norway - 4.2% | |||
Norway Government Bond | |||
NOK 446,646,000 | 1.75%, 02/17/2027(1)(5) | 45,705,929 | |
508,487,000 | 1.75%, 09/06/2029(1)(5) | 50,705,847 | |
488,115,000 | 2.13%, 05/18/2032(1)(5) | 49,153,152 | |
145,564,928 | |||
South Korea - 9.4% | |||
Korea Treasury Bond | |||
KRW 111,193,610,000 | 1.25%, 03/10/2026 | 82,505,296 | |
89,258,270,000 | 1.38%, 09/10/2024 | 68,584,508 | |
65,953,860,000 | 1.50%, 03/10/2025 | 50,342,064 | |
109,431,170,000 | 2.25%, 06/10/2025 | 85,066,196 | |
55,188,580,000 | 2.38%, 12/10/2031 | 40,655,714 | |
327,153,778 | |||
Sweden - 3.9% | |||
Kommuninvest I Sverige AB | |||
SEK 864,240,000 | 0.75%, 05/12/2028(5) | 79,307,059 | |
567,720,000 | 1.00%, 05/12/2025(5) | 56,845,843 | |
136,152,902 | |||
United Arab Emirates - 0.2% | |||
$ 6,700,000 | Abu Dhabi Government International Bond 2.13%, 09/30/2024(1) | 6,523,468 | |
Total Foreign Government Obligations (cost $2,188,673,516) | $ 2,019,171,448 | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(12) | |||
Canada - 0.0% | |||
960,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | $ 949,200 | |
805,000 | Great Canadian Gaming Corp. 4.93%, 11/01/2026, 1 mo. USD LIBOR + 4.000% | 801,579 | |
1,750,779 |
173 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(12) - (continued) | |||
France - 0.1% | |||
$ 1,371,519 | Banijay Entertainment S.A.S 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | $ 1,362,261 | |
EUR 570,496 | Numericable Group S.A. 3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000% | 583,676 | |
1,945,937 | |||
Ireland - 0.1% | |||
2,325,000 | Virgin Media Ireland Ltd. 3.50%, 07/15/2029, 3 mo. EURIBOR + 3.500% | 2,395,782 | |
Luxembourg - 0.1% | |||
$ 1,349,019 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 1,335,771 | |
844,147 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 837,115 | |
2,172,886 | |||
Sweden - 0.1% | |||
EUR 2,485,000 | Verisure Holding AB 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% | 2,538,815 | |
United Kingdom - 0.4% | |||
$ 2,560,879 | Crown Finance U.S., Inc. 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 1,949,213 | |
Froneri International Ltd. | |||
EUR 1,645,000 | 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% | 1,653,934 | |
$ 717,225 | 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 699,294 | |
EUR 585,000 | LGC Group Holdings Ltd. 3.00%, 04/21/2027, 3 mo. EURIBOR + 3.000% | 596,089 | |
$ 2,702,234 | Loire Finco Luxembourg S.a.r.l. 4.01%, 04/21/2027, 1 mo. USD LIBOR + 3.250% | 2,652,243 | |
Lorca Finco plc | |||
EUR 1,730,000 | 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% | 1,779,218 | |
2,715,000 | 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% | 2,830,679 | |
3,505,000 | Verisure Holding AB 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 3,580,683 | |
15,741,353 | |||
United States - 3.3% | |||
$ 285,000 | ABG Intermediate Holdings 2 LLC 6.80%, 12/20/2029, 1 mo. USD SOFR + 6.000% | 282,150 | |
Acrisure LLC | |||
2,366,638 | 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 2,328,677 | |
1,197,000 | 5.01%, 02/15/2027, 1 mo. USD LIBOR + 4.250% | 1,187,029 | |
665,000 | Amentum Government Services Holdings LLC 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 659,181 | |
2,104,425 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | 2,079,172 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(12) - (continued) | |||
United States - 3.3% - (continued) | |||
$ 3,521,694 | ASP Blade Holdings, Inc. 4.76%, 10/13/2028, 1 mo. USD LIBOR + 4.000% | $ 3,455,662 | |
Asurion LLC | |||
1,558,688 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 1,550,614 | |
239,115 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 233,536 | |
1,910,700 | 4.01%, 07/31/2027, 1 mo. USD LIBOR + 3.250%(7) | 1,865,321 | |
2,215,000 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 2,146,468 | |
2,385,000 | 6.01%, 01/20/2029, 1 mo. USD LIBOR + 5.250% | 2,311,065 | |
Athenahealth, Inc. | |||
201,449 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(13) | 198,428 | |
1,188,551 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 1,170,722 | |
Blackhawk Network Holdings, Inc. | |||
2,882,687 | 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 2,841,494 | |
600,000 | 7.56%, 06/15/2026, 3 mo. USD LIBOR + 7.000% | 590,250 | |
1,658,219 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 1,572,290 | |
3,116,954 | Caesars Resort Collection LLC 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | 3,100,652 | |
673,265 | Cast and Crew Payroll LLC 4.26%, 02/09/2026, 1 mo. USD LIBOR + 3.500% | 669,420 | |
2,039,887 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 1,999,722 | |
1,430,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 1,410,166 | |
2,775,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 2,706,791 | |
111,466 | Crown Finance U.S., Inc. 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 118,502 | |
1,723,027 | CSC Holdings LLC 3.05%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | 1,687,498 | |
DCert Buyer, Inc. | |||
2,804,232 | 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 2,790,211 | |
985,000 | 7.76%, 02/19/2029, 1 mo. USD LIBOR + 7.000% | 973,101 | |
2,759,841 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 2,736,382 | |
1,037,163 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 989,629 | |
1,225,000 | EP Purchaser LLC 4.51%, 11/06/2028, 1 mo. USD LIBOR + 3.500% | 1,219,892 | |
1,371,528 | EyeCare Partners LLC 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | 1,352,916 |
174 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(12) - (continued) | |||
United States - 3.3% - (continued) | |||
$ 1,472,600 | Filtration Group Corp. 4.26%, 10/21/2028, 1 mo. USD LIBOR + 3.500% | $ 1,452,352 | |
1,836,450 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 1,802,788 | |
694,326 | Hertz Corp. 4.01%, 06/30/2028, 1 mo. USD LIBOR + 3.250% | 690,944 | |
Hub International Ltd. | |||
2,885,032 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 2,845,363 | |
532,305 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 529,122 | |
1,111,828 | Hyland Software, Inc. 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 1,107,025 | |
1,278,812 | IRB Holding Corp. 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 1,259,630 | |
4,110,900 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 3,871,111 | |
2,436,587 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 2,391,511 | |
McAfee LLC | |||
EUR 1,540,000 | 4.25%, 03/01/2029, 3 mo. EURIBOR + 4.250% | 1,606,720 | |
$ 3,430,000 | 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 3,335,675 | |
MH Sub LLC | |||
5,164,413 | 4.26%, 09/13/2024, 3 mo. USD LIBOR + 3.500% | 5,128,262 | |
721,329 | 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 717,319 | |
205,000 | 7.01%, 02/23/2029, 1 mo. USD LIBOR + 6.250% | 202,386 | |
760,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 787,550 | |
Mitchell International, Inc. | |||
3,445,000 | 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 3,386,883 | |
330,000 | 7.00%, 10/15/2029, 1 mo. USD LIBOR + 6.500% | 325,628 | |
3,340,000 | Oscar AcquisitionCo LLC 0.00%, 04/29/2029, 1 mo. USD LIBOR + 0.450%(14) | 3,198,050 | |
855,000 | Owens & Minor, Inc. 4.45%, 03/29/2029 | 856,607 | |
1,200,925 | Panther Commercial Holdings L.P. 5.74%, 01/07/2028, 1 mo. USD LIBOR + 4.500% | 1,192,567 | |
1,765,575 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 1,736,884 | |
1,406,408 | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | 1,388,237 | |
Polaris Newco LLC | |||
EUR 1,039,775 | 4.00%, 06/02/2028, 3 mo. EURIBOR + 4.000% | 1,083,309 | |
$ 2,810,875 | 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 2,778,072 | |
2,294,250 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 2,255,064 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 4.1%(12) - (continued) | |||
United States - 3.3% - (continued) | |||
$ 2,502,425 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | $ 2,460,209 | |
2,767,848 | Sedgwick Claims Management Services, Inc. 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 2,738,453 | |
3,544,200 | Shutterfly, Inc. 5.76%, 09/25/2026, 1 mo. USD LIBOR + 5.000% | 3,273,955 | |
743,138 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 741,280 | |
SRS Distribution, Inc. | |||
927,675 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 892,887 | |
2,466,362 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 2,373,874 | |
3,636,418 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 3,480,234 | |
2,486,212 | Tecta America Corp. 5.01%, 04/10/2028, 1 mo. USD LIBOR + 4.250% | 2,439,596 | |
Ultimate Software Group, Inc. | |||
2,742,967 | 4.76%, 05/03/2026, 3 mo. USD LIBOR + 3.750%(14) | 2,727,826 | |
105,000 | 6.21%, 05/03/2027, 1 mo. USD LIBOR + 5.250% | 103,924 | |
3,867,122 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 3,459,141 | |
116,847,379 | |||
Total Senior Floating Rate Interests (cost $147,939,868) | $ 143,392,931 | ||
U.S. GOVERNMENT AGENCIES - 1.2% | |||
United States - 1.2% | |||
FHLMC - 0.9% | |||
1,615,000 | 1.29%, 01/25/2042, 3 mo. USD SOFR + 1.000%(1)(2) | $ 1,585,591 | |
3,156,483 | 1.59%, 02/25/2042, 3 mo. USD SOFR + 1.300%(1)(2) | 3,126,493 | |
14,895,000 | 1.72%, 07/25/2041(3)(4) | 232,888 | |
3,690,853 | 1.78%, 09/25/2041(3)(4) | 74,871 | |
2,709,712 | 1.83%, 01/25/2048(3)(4) | 185,731 | |
5,047,170 | 1.94%, 11/25/2047(3)(4) | 555,696 | |
6,240,000 | 1.99%, 03/25/2048(3)(4) | 738,402 | |
5,823,080 | 2.02%, 10/25/2047(3)(4) | 666,808 | |
746,804 | 2.09%, 07/25/2041, 3 mo. USD SOFR + 1.800%(1)(2) | 715,777 | |
1,479,915 | 2.09%, 09/25/2046(3)(4) | 174,624 | |
1,730,000 | 2.09%, 01/25/2051, 3 mo. USD SOFR + 1.800%(1)(2) | 1,694,087 | |
2,075,000 | 2.17%, 08/25/2047(3)(4) | 251,985 | |
7,245,592 | 2.18%, 06/25/2044(3)(4) | 544,676 | |
1,540,000 | 2.25%, 04/25/2042, 3 mo. USD SOFR + 2.000%(1)(2) | 1,540,403 | |
6,087,872 | 2.28%, 01/25/2042(3)(4) | 213,491 | |
1,410,000 | 2.29%, 12/25/2050, 3 mo. USD SOFR + 2.000%(1)(2) | 1,400,561 | |
3,742,315 | 2.39%, 12/25/2045(3)(4) | 461,057 | |
1,070,000 | 2.40%, 01/25/2046(3)(4) | 134,025 | |
2,074,000 | 2.59%, 08/25/2033, 3 mo. USD SOFR + 2.300%(1)(2) | 2,045,705 | |
1,148,804 | 2.59%, 11/25/2051, 3 mo. USD SOFR + 2.300%(1)(2) | 1,117,618 |
175 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 1.2% - (continued) | |||
United States - 1.2% - (continued) | |||
FHLMC - 0.9% - (continued) | |||
$ 1,038,099 | 2.69%, 04/25/2028(3)(4) | $ 133,130 | |
1,756,570 | 2.80%, 10/25/2055(3)(4) | 364,652 | |
1,465,000 | 2.82%, 11/25/2048, 1 mo. USD LIBOR + 2.150%(1)(2) | 1,433,129 | |
775,000 | 2.88%, 04/25/2031(3)(4) | 146,930 | |
4,514,486 | 3.00%, 05/15/2034(4) | 351,526 | |
489,378 | 3.12%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(2) | 489,377 | |
1,435,316 | 3.32%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2) | 1,448,007 | |
2,188,913 | 3.50%, 01/15/2033(4) | 254,873 | |
982,899 | 3.50%, 05/15/2036(4) | 129,152 | |
2,570,000 | 3.62%, 11/25/2049, 1 mo. USD LIBOR + 2.950%(1)(2) | 2,502,515 | |
971,019 | 3.74%, 02/25/2041(3)(4) | 2,229 | |
250,000 | 3.79%, 03/25/2042, 3 mo. USD SOFR + 3.500%(1)(2) | 255,311 | |
1,016,214 | 4.27%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(2) | 1,037,007 | |
314,644 | 4.92%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2) | 320,932 | |
790,420 | 5.00%, 09/15/2036(4) | 147,804 | |
502,617 | 5.00%, 02/15/2048(4) | 108,704 | |
1,095,000 | 5.02%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2) | 1,097,737 | |
2,775,000 | 5.42%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(2) | 2,917,003 | |
30,600,507 | |||
FNMA - 0.2% | |||
2,353,565 | 1.29%, 12/25/2041, 3 mo. USD SOFR + 1.000%(1)(2) | 2,326,449 | |
1,081,203 | 2.29%, 03/25/2042 | 1,081,521 | |
2,686,393 | 3.00%, 01/25/2028(4) | 160,148 | |
2,344,893 | 3.50%, 04/25/2028(4) | 147,111 | |
806,000 | 3.79%, 03/25/2042, 3 mo. USD SOFR + 3.500%(1)(2) | 822,891 | |
1,788,487 | 4.00%, 01/25/2028(4) | 122,096 | |
788,901 | 4.00%, 04/25/2032(4) | 85,863 | |
2,123,376 | 4.50%, 03/25/2048(4) | 388,764 | |
2,560,944 | 4.50%, 05/25/2049(4) | 460,586 | |
679,558 | 5.50%, 06/25/2048(4) | 130,496 | |
2,244,213 | 6.50%, 03/25/2045(4) | 559,964 | |
6,285,889 | |||
GNMA - 0.1% | |||
2,225,459 | 3.50%, 10/20/2029(4) | 193,208 | |
1,990,200 | 3.50%, 01/20/2030(4) | 179,460 | |
2,259,452 | 3.50%, 11/20/2031(4) | 180,067 | |
580,132 | 4.00%, 01/16/2046(4) | 84,607 | |
165,093 | 4.50%, 04/20/2045(4) | 23,022 | |
2,663,612 | 4.50%, 08/20/2045(4) | 466,681 | |
895,118 | 5.00%, 05/16/2044(4) | 149,450 | |
274,753 | 5.00%, 07/16/2044(4) | 55,431 | |
843,174 | 5.00%, 12/16/2045(4) | 151,745 | |
1,304,756 | 5.00%, 07/16/2047(4) | 266,806 | |
653,799 | 5.00%, 09/20/2047(4) | 130,069 | |
731,942 | 5.00%, 11/16/2047(4) | 155,670 | |
1,495,897 | 5.00%, 06/20/2048(4) | 273,552 | |
2,939,777 | 5.50%, 11/16/2046(4) | 605,682 | |
565,020 | 5.50%, 02/20/2047(4) | 99,598 | |
945,806 | 5.88%, 07/20/2039(3)(4) | 100,116 | |
1,184,217 | 6.00%, 09/20/2045(4) | 228,109 | |
3,343,273 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 1.2% - (continued) | |||
United States - 1.2% - (continued) | |||
SLC Student Loan Trust - 0.0% | |||
$ 623,310 | SLC Student Loan Trust 1.73%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(2) | $ 610,749 | |
610,749 | |||
SLM Student Loan Trust - 0.0% | |||
1,256,074 | SLM Student Loan Trust 1.93%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(2) | 1,233,368 | |
1,233,368 | |||
Total U.S. Government Agencies (cost $44,725,591) | $ 42,073,786 | ||
U.S. GOVERNMENT SECURITIES - 5.7% | |||
United States - 5.7% | |||
U.S. Treasury Bonds - 1.5% | |||
52,034,000 | 0.01%, 11/15/2050 | $ 22,487,738 | |
16,440,000 | 2.25%, 08/15/2049 | 14,112,712 | |
17,399,000 | 3.00%, 02/15/2047 | 17,016,358 | |
53,616,808 | |||
U.S. Treasury Notes - 4.2% | |||
91,308,100 | 0.38%, 08/15/2024 | 86,428,823 | |
59,915,000 | 2.25%, 02/15/2027(15)(16) | 58,075,423 | |
144,504,246 | |||
Total U.S. Government Securities (cost $221,057,726) | $ 198,121,054 | ||
COMMON STOCKS - 0.0% | |||
United States - 0.0% | |||
2,269 | Foresight Energy LLC* | $ 38,582 | |
Total Common Stocks (cost $9,487) | $ 38,582 | ||
ESCROWS - 0.1%(17) | |||
Spain - 0.1% | |||
2,150,000 | Grifols Escrow Issuer S.A. Expires 10/15/2028(1) | $ 2,034,660 | |
Total Escrows (cost $2,512,598) | $ 2,034,660 | ||
Total Long-Term Investments (cost $3,462,823,173) | $ 3,222,684,204 | ||
SHORT-TERM INVESTMENTS - 3.4% | |||
Securities Lending Collateral - 0.2% | |||
1,857,650 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(18) | $ 1,857,650 | |
4,506,275 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(18) | 4,506,275 | |
6,363,925 |
176 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.4% - (continued) | |||
U.S. Treasury Securities - 3.2% | |||
U.S. Treasury Bills | |||
$ 82,679,000 | 0.42%, 07/28/2022(16)(19) | $ 82,512,160 | |
29,423,000 | 0.72%, 08/11/2022(16)(19) | 29,343,424 | |
111,855,584 | |||
Total Short-Term Investments (cost $118,322,177) | $ 118,219,509 | ||
Total Investments Excluding Purchased Options (cost $3,581,145,350) | 95.9% | $ 3,340,903,713 | |
Total Purchased Options (cost $3,383,060) | 0.0% | $ 1,419,987 | |
Total Investments (cost $3,584,528,410) | 95.9% | $ 3,342,323,700 | |
Other Assets and Liabilities | 4.1% | 141,320,639 | |
Total Net Assets | 100.0% | $ 3,483,644,339 |
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $696,455,683, representing 20.0% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Securities disclosed are interest-only strips. |
(5) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $626,120,229, representing 18.0% of net assets. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | Security is a zero-coupon bond. |
(8) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(9) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(10) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(11) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(12) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(13) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $198,428, which represents 0.0% of total net assets. |
(14) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(15) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $23,456,985. |
(16) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2022, the market value of securities pledged was $7,823,999. |
(17) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(18) | Current yield as of period end. |
(19) | The rate shown represents current yield to maturity. |
177 |
April 30, 2022 (Unaudited)
Exchange-Traded Option Contracts Outstanding at April 30, 2022 | ||||||||||||||||
Description | Exercise Price/ FX Rate/ Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||
Purchased option contracts: | ||||||||||||||||
Exchange-Traded Funds | ||||||||||||||||
Eurodollar 1-Year Mid-Curve Options | 97.25 | USD | 06/10/2022 | 4,069 | USD | 10,172,500 | $ 203,450 | $ 669,310 | $ (465,860) | |||||||
Total purchased exchange-traded option contracts | $ 203,450 | $ 669,310 | $ (465,860) | |||||||||||||
Written option contracts: | ||||||||||||||||
Exchange-Traded Funds | ||||||||||||||||
Eurodollar 1-Year Mid-Curve Options | 97.50 | USD | 06/10/2022 | (4,069) | USD | (10,172,500) | $ (101,725) | $ (297,078) | $ 195,353 | |||||||
Total Written Option Contract exchange-traded option contracts | $ (101,725) | $ (297,078) | $ 195,353 |
OTC Option Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Purchased option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
AUD Call/USD Put | BCLY | 0.74 | AUD | 06/01/2022 | 1,970,000 | AUD | 1,970,000 | $ 156,816 | $ 156,817 | $ (1) | |||||||||
EUR Call/CHF Put | CBK | 1.05 | EUR | 09/02/2022 | 1,302,000 | EUR | 1,302,000 | 135,874 | 198,468 | (62,594) | |||||||||
NZD Call/USD Put | JPM | 0.73 | NZD | 05/09/2022 | 1,105,000 | NZD | 1,105,000 | 105 | 46,679 | (46,574) | |||||||||
NZD Call/USD Put | MSC | 0.73 | NZD | 05/09/2022 | 4,290,000 | NZD | 4,290,000 | 407 | 252,173 | (251,766) | |||||||||
USD Call/JPY Put | BCLY | 129.00 | USD | 06/23/2022 | 21,051,000 | USD | 21,051,000 | 383,360 | 306,958 | 76,402 | |||||||||
Total Call | $ 676,562 | $ 961,095 | $ (284,533) | ||||||||||||||||
Put | |||||||||||||||||||
EUR Put/JPY Call | MSC | 130.00 | EUR | 05/23/2022 | 1,303,000 | EUR | 1,303,000 | $ 459 | $ 165,614 | $ (165,155) | |||||||||
NZD Put/JPY Call | MSC | 81.00 | NZD | 05/17/2022 | 2,050,000 | NZD | 2,050,000 | 180,091 | 148,993 | 31,098 | |||||||||
NZD Put/JPY Call | JPM | 80.00 | NZD | 05/23/2022 | 2,070,000 | NZD | 2,070,000 | 1,629 | 143,691 | (142,062) | |||||||||
USD Put/CAD Call | DEUT | 1.23 | USD | 05/10/2022 | 1,442,000 | USD | 1,442,000 | 7,097 | 150,400 | (143,303) | |||||||||
USD Put/CAD Call | BOA | 1.22 | USD | 07/05/2022 | 42,680,000 | USD | 42,680,000 | 51,216 | 294,919 | (243,703) | |||||||||
USD Put/CAD Call | CBK | 1.24 | USD | 07/12/2022 | 42,268,000 | USD | 42,268,000 | 126,804 | 296,933 | (170,129) | |||||||||
USD Put/JPY Call | MSC | 123.00 | USD | 05/19/2022 | 1,406,000 | USD | 1,406,000 | 68,170 | 156,066 | (87,896) | |||||||||
USD Put/JPY Call | BOA | 116.00 | USD | 06/29/2022 | 1,427,000 | USD | 1,427,000 | 18,243 | 122,151 | (103,908) | |||||||||
USD Put/JPY Call | MSC | 115.00 | USD | 09/29/2022 | 2,853,000 | USD | 2,853,000 | 86,266 | 273,888 | (187,622) | |||||||||
Total Put | $ 539,975 | $ 1,752,655 | $ (1,212,680) | ||||||||||||||||
Total purchased OTC option contracts | $ 1,216,537 | $ 2,713,750 | $ (1,497,213) | ||||||||||||||||
Written option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
GBP Call/USD Put | JPM | 1.33 | GBP | 05/02/2022 | (10,856,000) | GBP | (10,856,000) | $ (14) | $ (72,353) | $ 72,339 | |||||||||
USD Call/CAD Put | MSC | 1.28 | USD | 05/13/2022 | (14,114,000) | USD | (14,114,000) | (156,665) | (43,753) | (112,912) | |||||||||
USD Call/CHF Put | JPM | 0.94 | USD | 05/05/2022 | (14,204,000) | USD | (14,204,000) | (446,006) | (64,917) | (381,089) | |||||||||
USD Call/JPY Put | BCLY | 133.00 | USD | 06/23/2022 | (35,085,000) | USD | (35,085,000) | (259,980) | (193,695) | (66,285) | |||||||||
USD Call/MXN Put | MSC | 20.20 | USD | 05/04/2022 | (14,239,000) | USD | (14,239,000) | (175,140) | (79,739) | (95,401) | |||||||||
USD Call/ZAR Put | GSC | 15.00 | USD | 05/04/2022 | (14,238,000) | USD | (14,238,000) | (711,900) | (105,461) | (606,439) | |||||||||
USD Call/ZAR Put | BOA | 15.75 | USD | 06/20/2022 | (14,397,000) | USD | (14,397,000) | (385,652) | (216,098) | (169,554) | |||||||||
Total Call | $ (2,135,357) | $ (776,016) | $ (1,359,341) | ||||||||||||||||
Puts | |||||||||||||||||||
AUD Put/USD Call | BCLY | 0.74 | AUD | 05/02/2022 | (14,265,000) | AUD | (14,265,000) | $ (520,073) | $ (74,236) | $ (445,837) | |||||||||
AUD Put/USD Call | BCLY | 0.74 | AUD | 05/12/2022 | (28,445,000) | AUD | (28,445,000) | (982,783) | (157,781) | (825,002) | |||||||||
AUD Put/USD Call | BCLY | 0.74 | AUD | 05/19/2022 | (28,610,000) | AUD | (28,610,000) | (966,248) | (176,898) | (789,350) | |||||||||
NZD Put/JPY Call | BOA | 86.00 | NZD | 05/05/2022 | (10,220,000) | NZD | (10,220,000) | (180,786) | (97,701) | (83,085) | |||||||||
NZD Put/USD Call | BCLY | 0.68 | NZD | 05/12/2022 | (20,625,000) | NZD | (20,625,000) | (711,048) | (100,815) | (610,233) | |||||||||
NZD Put/USD Call | BCLY | 0.67 | NZD | 05/18/2022 | (41,690,000) | NZD | (41,690,000) | (1,049,687) | (209,979) | (839,708) | |||||||||
USD Put/CAD Call | MSC | 1.24 | USD | 05/13/2022 | (14,114,000) | USD | (14,114,000) | (2,823) | (43,754) | 40,931 | |||||||||
USD Put/NOK Call | MSC | 8.65 | USD | 05/05/2022 | (21,306,000) | USD | (21,306,000) | (21) | (145,520) | 145,499 |
178 |
April 30, 2022 (Unaudited)
OTC Option Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Written – (continued): | |||||||||||||||||||
Puts – (continued): | |||||||||||||||||||
USD Put/ZAR Call | MSC | 14.40 | USD | 05/10/2022 | (14,139,000) | USD | (14,139,000) | $ (14) | $ (99,963) | $ 99,949 | |||||||||
Total puts | $ (4,413,483) | $ (1,106,647) | $ (3,306,836) | ||||||||||||||||
Total Written Option Contracts OTC option contracts | $ (6,548,840) | $ (1,882,663) | $ (4,666,177) |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Australian 10-Year Bond Future | 448 | 06/15/2022 | $ 39,294,507 | $ (210,234) | ||||
ICE 3-Month Sonia Future | 1,525 | 03/14/2023 | 468,328,754 | (6,056,183) | ||||
SFIK2C98.55 MAY22 98.55 CALL FSO | 1,164 | 05/13/2022 | 237,847 | (155,161) | ||||
U.S. Treasury 10-Year Note Future | 943 | 06/21/2022 | 112,364,344 | (942,398) | ||||
U.S. Treasury 10-Year Ultra Future | 718 | 06/21/2022 | 92,622,000 | (4,915,112) | ||||
U.S. Treasury Ultra Bond Future | 892 | 06/21/2022 | 143,110,250 | (4,903,724) | ||||
Total | $ (17,182,812) | |||||||
Short position contracts: | ||||||||
Canadian Government 5-Year Bond Future | 37 | 06/21/2022 | $ 3,332,347 | $ 138,601 | ||||
Canadian Government 10-Year Bond Future | 208 | 06/21/2022 | 20,459,176 | 732,236 | ||||
Euro-BOBL Future | 1,798 | 06/08/2022 | 241,235,094 | 624,533 | ||||
Euro-BTP Future | 14 | 06/08/2022 | 1,925,031 | 68,846 | ||||
Euro-BUND Future | 1,128 | 06/08/2022 | 182,769,624 | 4,298,862 | ||||
Euro-BUXL 30-Year Bond Future | 273 | 06/08/2022 | 49,242,482 | 3,975,139 | ||||
Euro-OAT Future | 276 | 06/08/2022 | 42,463,689 | 2,800,848 | ||||
Euro-Schatz Future | 1,678 | 06/08/2022 | 194,979,397 | 300,727 | ||||
Long Gilt Future | 193 | 06/28/2022 | 28,743,958 | (56,825) | ||||
SFIK2C98.7 MAY22 98.7 CALL FSO | 1,164 | 05/13/2022 | 18,296 | 148,246 | ||||
U.S. Treasury 2-Year Note Future | 1,221 | 06/30/2022 | 257,402,062 | 4,472,541 | ||||
U.S. Treasury 5-Year Note Future | 1,420 | 06/30/2022 | 159,994,062 | (47,562) | ||||
U.S. Treasury Long Bond Future | 23 | 06/21/2022 | 3,235,813 | 275,711 | ||||
Total | $ 17,731,903 | |||||||
Total futures contracts | $ 549,091 |
OTC Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CMBX.NA.BBB-.12 | CBK | USD | 1,500,000 | (3.00%) | 08/17/2061 | Monthly | $ 99,618 | $ — | $ 183,973 | $ 84,355 | |||||||||
CMBX.NA.BBB-.13 | MSC | USD | 3,250,000 | (3.00%) | 12/16/2072 | Monthly | 238,968 | — | 437,569 | 198,601 | |||||||||
Total OTC credit default swap contracts | $ 338,586 | $ — | $ 621,542 | $ 282,956 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
179 |
April 30, 2022 (Unaudited)
OTC Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||||
GSC | 3.53% Fixed | 12 Mo. EUR EURIBOR | EUR | 6,050,000 | 03/15/2027 | Maturity | $ — | $ — | $ 84,081 | $ 84,081 | |||||||||
GSC | 3.45% Fixed | 12 Mo. EUR EURIBOR | EUR | 6,054,000 | 03/15/2027 | Maturity | — | — | 110,915 | 110,915 | |||||||||
GSC | 3 Mo. South Korean Won | 1.73% Fixed | KRW | 51,786,178,000 | 12/15/2026 | Quarterly | — | — | (2,377,129) | (2,377,129) | |||||||||
JPM | 3.28% Fixed | 12 Mo. EUR EURIBOR | EUR | 13,350,000 | 03/15/2027 | Maturity | — | — | 371,604 | 371,604 | |||||||||
JPM | 2.71% Fixed | 12 Mo. EUR EURIBOR | EUR | 3,130,000 | 03/15/2032 | Maturity | — | — | 153,077 | 153,077 | |||||||||
JPM | 2.61% Fixed | 12 Mo. EUR EURIBOR | EUR | 3,130,000 | 03/15/2032 | Maturity | 213 | — | 188,222 | 188,009 | |||||||||
Total OTC interest rate swap contracts | $ 213 | $ — | $ (1,469,230) | $ (1,469,443) |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
Bouygues S.A. | EUR | 9,790,000 | (1.00%) | 06/20/2027 | Quarterly | $ (240,308) | $ (229,960) | $ 10,348 | |||||||
CDX.EM.37.V1 | USD | 10,210,000 | (1.00%) | 06/20/2027 | Quarterly | 635,184 | 788,301 | 153,117 | |||||||
CDX.NA.HY.38.V1 | USD | 15,014,000 | (5.00%) | 06/20/2027 | Quarterly | (906,464) | (302,737) | 603,727 | |||||||
ITRAXX-FINSUBS.37.V1 | EUR | 30,405,000 | (1.00%) | 06/20/2027 | Quarterly | 895,545 | 1,447,808 | 552,263 | |||||||
Total | $ 383,957 | $ 1,703,412 | $ 1,319,455 | ||||||||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.38.V1 | USD | 11,500,000 | 5.00% | 06/20/2027 | Quarterly | $ 168,454 | $ 232,507 | $ 64,053 | |||||||
CDX.NA.IGS.38.V1 | USD | 139,160,000 | 1.00% | 06/20/2027 | Quarterly | 1,520,276 | 1,206,500 | (313,776) | |||||||
ITRAXX-FINSENS.37.V1 | EUR | 52,725,000 | 1.00% | 06/20/2027 | Quarterly | 550,349 | 15,075 | (535,274) | |||||||
Total | $ 2,239,079 | $ 1,454,082 | $ (784,997) | ||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||
Sell protection: | |||||||||||||||
Virgin Media Finance plc (B) | EUR | 12,350,000 | 5.00% | 12/20/2025 | Quarterly | $ 1,178,327 | $ 1,050,053 | $ (128,274) | |||||||
Total | $ 1,178,327 | $ 1,050,053 | $ (128,274) | ||||||||||||
Total centrally cleared credit default swap contracts | $ 3,801,363 | $ 4,207,547 | $ 406,184 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
1 Mo. MXN TIIE | 7.97% Fixed | MXN | 409,393,000 | 06/02/2032 | Lunar | $ 250,582 | $ — | $ (1,364,629) | $ (1,615,211) | ||||||||
12 Mo. CHF SARON | 1.19% Fixed | CHF | 28,003,000 | 06/16/2032 | Annual | — | (364,772) | (793,297) | (428,525) | ||||||||
12 Mo. CHF SARON | 1.09% Fixed | CHF | 4,363,500 | 06/16/2052 | Annual | — | (164,051) | (266,686) | (102,635) | ||||||||
12 Mo. EUR EURIBOR | 0.50% Fixed | EUR | 182,819,000 | 03/15/2024 | Annual | — | (399,116) | (760,092) | (360,976) | ||||||||
12 Mo. EUR EURIBOR | 1.16% Fixed | EUR | 70,014,000 | 02/15/2027 | Annual | 280,757 | — | 88,562 | (192,195) | ||||||||
12 Mo. EUR EURIBOR | 0.00% Fixed | EUR | 14,581,000 | 09/16/2031 | Annual | — | (211,249) | (1,189,765) | (978,516) | ||||||||
12 Mo. JPY LIBOR | 0.00% Fixed | JPY | 2,080,849,000 | 03/21/2027 | Annual | — | (85,536) | (125,048) | (39,512) | ||||||||
12 Mo. JPY LIBOR | 0.03% Fixed | JPY | 700,616,000 | 03/16/2032 | Annual | 11,717 | — | 170,205 | 158,488 | ||||||||
12 Mo. SONIA | 1.91% Fixed | GBP | 137,805,000 | 03/16/2024 | Annual | 678,390 | — | (679,952) | (1,358,342) | ||||||||
12 Mo. SONIA | 1.81% Fixed | GBP | 72,098,000 | 06/15/2024 | Annual | — | (541,924) | (900,688) | (358,764) | ||||||||
12 Mo. SONIA | 0.72% Fixed | GBP | 15,527,000 | 12/20/2026 | Annual | — | (28,427) | 753,616 | 782,043 | ||||||||
0.88% Fixed | 12 Mo. SONIA | GBP | 10,694,000 | 06/15/2027 | Annual | — | (30,552) | 788,942 | 819,494 | ||||||||
12 Mo. SONIA | 1.16% Fixed | GBP | 12,879,000 | 06/17/2031 | Annual | — | (30,420) | 418,713 | 449,133 | ||||||||
12 Mo. SONIA | 0.97% Fixed | GBP | 12,920,000 | 09/16/2031 | Annual | — | (15,614) | 548,870 | 564,484 | ||||||||
12 Mo. SONIA | 1.06% Fixed | GBP | 10,944,000 | 12/16/2031 | Annual | — | (9,367) | 406,677 | 416,044 |
180 |
April 30, 2022 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
0.75% Fixed | 12 Mo. SONIA | GBP | 4,798,000 | 06/15/2032 | Annual | $ — | $ (14,475) | $ 646,247 | $ 660,722 | ||||||||
1.34% Fixed | 12 Mo. SONIA | GBP | 25,575,000 | 06/16/2032 | Annual | 298,601 | — | 558,392 | 259,791 | ||||||||
12 Mo. USD SOFR | 2.22% Fixed | USD | 73,233,000 | 06/15/2024 | Annual | — | (22,978) | (898,042) | (875,064) | ||||||||
12 Mo. USD SOFR | 1.51% Fixed | USD | 26,473,250 | 03/04/2026 | Annual | — | — | (649,969) | (649,969) | ||||||||
12 Mo. USD SOFR | 1.48% Fixed | USD | 47,270,000 | 03/04/2026 | Annual | — | — | (1,186,528) | (1,186,528) | ||||||||
12 Mo. USD SOFR | 1.50% Fixed | USD | 52,945,000 | 03/04/2026 | Annual | — | — | (1,303,532) | (1,303,532) | ||||||||
12 Mo. USD SOFR | 1.52% Fixed | USD | 62,398,820 | 03/04/2026 | Annual | — | — | (1,518,413) | (1,518,413) | ||||||||
12 Mo. USD SOFR | 1.38% Fixed | USD | 10,065,000 | 03/20/2026 | Annual | — | — | (268,361) | (268,361) | ||||||||
12 Mo. USD SOFR | 1.38% Fixed | USD | 30,200,000 | 03/20/2026 | Annual | — | — | (806,331) | (806,331) | ||||||||
12 Mo. USD SOFR | 1.40% Fixed | USD | 50,280,000 | 03/20/2026 | Annual | — | — | (1,321,602) | (1,321,602) | ||||||||
12 Mo. USD SOFR | 1.38% Fixed | USD | 50,281,000 | 03/20/2026 | Annual | — | — | (1,337,382) | (1,337,382) | ||||||||
12 Mo. USD SOFR | 1.35% Fixed | USD | 50,390,000 | 03/20/2026 | Annual | — | — | (1,366,794) | (1,366,794) | ||||||||
12 Mo. USD SOFR | 1.35% Fixed | USD | 50,330,000 | 03/20/2026 | Annual | — | — | (1,368,883) | (1,368,883) | ||||||||
12 Mo. USD SOFR | 1.36% Fixed | USD | 50,615,000 | 03/20/2026 | Annual | — | — | (1,371,495) | (1,371,495) | ||||||||
12 Mo. USD SOFR | 1.28% Fixed | USD | 50,330,000 | 03/20/2026 | Annual | — | — | (1,431,352) | (1,431,352) | ||||||||
12 Mo. USD SOFR | 1.26% Fixed | USD | 60,396,000 | 03/20/2026 | Annual | — | — | (1,746,914) | (1,746,914) | ||||||||
1.38% Fixed | 12 Mo. USD SOFR | USD | 19,205,000 | 03/20/2027 | Annual | 173,017 | — | 718,120 | 545,103 | ||||||||
2.13% Fixed | 12 Mo. USD SOFR | USD | 30,512,000 | 06/15/2027 | Annual | 92,247 | — | 910,283 | 818,036 | ||||||||
12 Mo. USD SOFR | 2.00% Fixed | USD | 25,024,000 | 09/21/2027 | Annual | 7,366 | — | (955,160) | (962,526) | ||||||||
2.03% Fixed | 12 Mo. USD SOFR | USD | 16,920,000 | 06/16/2032 | Annual | 1,983 | — | 435,483 | 433,500 | ||||||||
2.53% Fixed | 12 Mo. USD SOFR | USD | 14,596,000 | 09/15/2032 | Annual | — | (28,382) | 80,337 | 108,719 | ||||||||
12 Mo. USD SOFR | 2.00% Fixed | USD | 5,963,000 | 09/21/2032 | Annual | — | (9,942) | (388,776) | (378,834) | ||||||||
1.66% Fixed | 12 Mo. USD SOFR | USD | 13,310,000 | 03/04/2034 | Annual | — | — | 1,150,182 | 1,150,182 | ||||||||
1.66% Fixed | 12 Mo. USD SOFR | USD | 11,290,000 | 03/04/2034 | Annual | — | — | 983,159 | 983,159 | ||||||||
1.65% Fixed | 12 Mo. USD SOFR | USD | 10,080,000 | 03/04/2034 | Annual | — | — | 885,779 | 885,779 | ||||||||
1.66% Fixed | 12 Mo. USD SOFR | USD | 5,647,580 | 03/04/2034 | Annual | — | — | 488,266 | 488,266 | ||||||||
1.41% Fixed | 12 Mo. USD SOFR | USD | 12,780,000 | 03/20/2034 | Annual | — | — | 1,375,002 | 1,375,002 | ||||||||
1.45% Fixed | 12 Mo. USD SOFR | USD | 10,650,000 | 03/20/2034 | Annual | — | — | 1,110,556 | 1,110,556 | ||||||||
1.45% Fixed | 12 Mo. USD SOFR | USD | 10,660,000 | 03/20/2034 | Annual | — | — | 1,105,180 | 1,105,180 | ||||||||
1.46% Fixed | 12 Mo. USD SOFR | USD | 10,705,000 | 03/20/2034 | Annual | — | — | 1,103,158 | 1,103,158 | ||||||||
1.47% Fixed | 12 Mo. USD SOFR | USD | 10,650,000 | 03/20/2034 | Annual | — | — | 1,087,732 | 1,087,732 | ||||||||
1.47% Fixed | 12 Mo. USD SOFR | USD | 10,630,000 | 03/20/2034 | Annual | — | — | 1,084,804 | 1,084,804 | ||||||||
1.48% Fixed | 12 Mo. USD SOFR | USD | 10,635,000 | 03/20/2034 | Annual | — | — | 1,082,506 | 1,082,506 | ||||||||
1.48% Fixed | 12 Mo. USD SOFR | USD | 6,390,000 | 03/20/2034 | Annual | — | — | 647,317 | 647,317 | ||||||||
1.49% Fixed | 12 Mo. USD SOFR | USD | 2,130,000 | 03/20/2034 | Annual | — | — | 214,530 | 214,530 | ||||||||
2.19% Fixed | 3 Mo. AUD BBSW | AUD | 98,253,000 | 06/15/2024 | Quarterly | 162,508 | — | 1,144,686 | 982,178 | ||||||||
2.03% Fixed | 3 Mo. CAD CDOR | CAD | 16,413,000 | 06/15/2027 | Semi-Annual | 215,638 | — | 688,862 | 473,224 | ||||||||
2.22% Fixed | 3 Mo. CAD CDOR | CAD | 26,470,000 | 06/19/2027 | Semi-Annual | 5,700 | — | 531,076 | 525,376 | ||||||||
2.09% Fixed | 3 Mo. CAD CDOR | CAD | 8,161,000 | 06/15/2032 | Semi-Annual | 617,550 | — | 682,023 | 64,473 | ||||||||
3.13% Fixed | 3 Mo. NZD NZDBBR | NZD | 28,088,000 | 06/19/2027 | Semi-Annual | 17,296 | — | 418,613 | 401,317 | ||||||||
3.28% Fixed | 3 Mo. NZD NZDBBR | NZD | 20,021,000 | 09/21/2027 | Semi-Annual | 445,993 | — | 456,155 | 10,162 | ||||||||
3 Mo. NZD NZDBBR FRA | 3.28% Fixed | NZD | 0* | 09/21/2027 | Semi-Annual | — | (11) | 0 | 11 | ||||||||
3 Mo. NZD NZDBBR FRA | 2.81% Fixed | NZD | 23,628,000 | 03/17/2032 | Semi-Annual | 40,071 | — | 624,675 | 584,604 | ||||||||
3 Mo. SEK STIBOR | 0.69% Fixed | SEK | 183,567,000 | 03/20/2027 | Annual | — | (32,988) | (943,847) | (910,859) | ||||||||
3 Mo. SEK STIBOR | 1.91% Fixed | SEK | 350,742,000 | 06/15/2027 | Annual | 56,859 | — | (613,564) | (670,423) | ||||||||
3 Mo. SEK STIBOR | 0.66% Fixed | SEK | 237,431,000 | 06/15/2027 | Annual | — | (806,835) | (1,851,564) | (1,044,729) | ||||||||
3 Mo. SEK STIBOR | 2.28% Fixed | SEK | 57,467,000 | 09/21/2032 | Annual | 5,030 | — | (69,759) | (74,789) | ||||||||
3 Mo. ZAR JIBAR | 8.13% Fixed | ZAR | 345,785,000 | 06/15/2032 | Quarterly | 226,331 | — | (654,140) | (880,471) | ||||||||
6 Mo. AUD BBSW | 2.94% Fixed | AUD | 41,156,000 | 06/15/2027 | Semi-Annual | 36,945 | — | (742,704) | (779,649) | ||||||||
6 Mo. AUD BBSW | 1.84% Fixed | AUD | 38,400,000 | 06/15/2027 | Semi-Annual | 60,410 | — | (2,050,530) | (2,110,940) | ||||||||
6 Mo. AUD BBSW | 2.03% Fixed | AUD | 9,215,000 | 06/15/2032 | Semi-Annual | 19,078 | — | (877,158) | (896,236) | ||||||||
6 Mo. AUD BBSW | 3.28% Fixed | AUD | 23,459,000 | 06/16/2032 | Semi-Annual | — | (36,237) | (339,354) | (303,117) | ||||||||
6 Mo. EUR EURIBOR | 0.13% Fixed | EUR | 17,744,000 | 03/20/2027 | Annual | 2,373 | — | (883,829) | (886,202) | ||||||||
6 Mo. EUR EURIBOR | 0.00% Fixed | EUR | 23,494,000 | 06/15/2027 | Annual | — | (1,692,724) | (1,861,957) | (169,233) | ||||||||
6 Mo. EUR EURIBOR | 0.44% Fixed | EUR | 16,186,000 | 06/17/2031 | Annual | — | (13,452) | (1,176,872) | (1,163,420) | ||||||||
6 Mo. EUR EURIBOR | 0.53% Fixed | EUR | 30,516,400 | 09/16/2031 | Annual | 302,324 | — | (2,107,735) | (2,410,059) | ||||||||
6 Mo. EUR EURIBOR | 0.19% Fixed | EUR | 5,643,000 | 06/15/2032 | Annual | — | (1,072,038) | (869,927) | 202,111 | ||||||||
1.13% Fixed | 6 Mo. EUR EURIBOR | EUR | 8,979,000 | 06/15/2032 | Annual | 358,578 | — | 549,798 | 191,220 | ||||||||
6 Mo. EUR EURIBOR | 1.28% Fixed | EUR | 12,395,000 | 06/15/2037 | Annual | — | (643,278) | (1,022,824) | (379,546) |
181 |
April 30, 2022 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2022 – (continued) | |||||||||||||||||
Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | |||||||||
6 Mo. EUR EURIBOR | 0.75% Fixed | EUR | 8,774,000 | 08/15/2046 | Annual | $ — | $ (62,621) | $ (1,682,287) | $ (1,619,666) | ||||||||
6 Mo. EUR EURIBOR | 0.63% Fixed | EUR | 10,659,350 | 09/17/2051 | Annual | — | (307,017) | 546,793 | 853,810 | ||||||||
1.00% Fixed | 6 Mo. EUR EURIBOR | EUR | 3,487,000 | 06/15/2052 | Annual | 292,443 | — | 434,349 | 141,906 | ||||||||
0.94% Fixed | 6 Mo. EUR EURIBOR | EUR | 4,392,500 | 06/16/2052 | Annual | 109,171 | — | 262,299 | 153,128 | ||||||||
0.63% Fixed | 6 Mo. EUR EURIBOR | EUR | 4,753,000 | 06/15/2072 | Annual | — | (91,421) | 986,404 | 1,077,825 | ||||||||
6 Mo. NOK NIBOR | 2.96% Fixed | NOK | 179,486,000 | 09/18/2027 | Annual | — | — | (64,719) | (64,719) | ||||||||
2.41% Fixed | 6 Mo. NOK NIBOR | NOK | 118,843,000 | 09/21/2027 | Annual | 74,733 | — | 350,516 | 275,783 | ||||||||
1.75% Fixed | 6 Mo. NOK NIBOR | NOK | 60,236,000 | 06/15/2032 | Annual | — | (53,275) | 681,056 | 734,331 | ||||||||
2.38% Fixed | 6 Mo. NOK NIBOR | NOK | 133,616,000 | 09/15/2032 | Annual | 13,806 | — | 364,296 | 350,490 | ||||||||
6 Mo. PLN WIBOR | 4.03% Fixed | PLN | 103,384,000 | 06/15/2032 | Annual | 300,982 | — | (3,246,195) | (3,547,177) | ||||||||
Total centrally cleared interest rate swaps contracts | $ 5,158,479 | $ (6,768,702) | $ (17,494,437) | $ (15,884,214) |
* | Rounds to zero. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
9,505,000 | AUD | 7,128,750 | USD | CBK | 05/02/2022 | $ (412,797) | ||||
9,655,000 | AUD | 6,922,225 | USD | BOA | 05/06/2022 | (99,889) | ||||
16,295,000 | AUD | 11,763,880 | USD | BCLY | 05/06/2022 | (249,642) | ||||
9,590,000 | AUD | 7,065,548 | USD | SCB | 05/06/2022 | (289,141) | ||||
9,550,000 | AUD | 7,168,230 | USD | CBK | 05/06/2022 | (420,088) | ||||
32,195,000 | AUD | 23,755,149 | USD | JPM | 05/06/2022 | (1,005,784) | ||||
37,910,000 | AUD | 28,038,390 | USD | MSC | 05/06/2022 | (1,250,740) | ||||
37,825,000 | AUD | 28,304,930 | USD | SSG | 05/06/2022 | (1,577,341) | ||||
9,505,000 | AUD | 6,717,145 | USD | JPM | 06/07/2022 | 3,250 | ||||
9,875,000 | AUD | 7,019,594 | USD | CBK | 06/07/2022 | (37,595) | ||||
9,790,000 | AUD | 6,998,891 | USD | SSG | 06/07/2022 | (76,989) | ||||
19,580,000 | AUD | 13,956,526 | USD | MSC | 06/07/2022 | (112,724) | ||||
266,915,000 | BRL | 53,748,133 | USD | CBK | 05/03/2022 | 189,110 | ||||
685,000 | CAD | 544,127 | USD | CBK | 05/06/2022 | (10,925) | ||||
4,445,000 | CAD | 3,525,929 | USD | BNP | 05/06/2022 | (65,953) | ||||
3,315,000 | CAD | 2,651,639 | USD | TDB | 05/06/2022 | (71,253) | ||||
8,775,000 | CAD | 6,932,046 | USD | BOA | 05/06/2022 | (101,611) | ||||
8,790,000 | CAD | 6,988,526 | USD | SSG | 05/06/2022 | (146,414) | ||||
7,110,000 | CAD | 5,689,111 | USD | UBS | 05/06/2022 | (154,706) | ||||
17,830,000 | CAD | 14,063,686 | USD | RBC | 05/06/2022 | (184,864) | ||||
14,530,000 | CAD | 11,574,554 | USD | JPM | 05/06/2022 | (264,443) | ||||
66,530,000 | CAD | 53,284,745 | USD | BCLY | 05/06/2022 | (1,497,978) | ||||
150,830,000 | CAD | 120,432,288 | USD | MSC | 05/06/2022 | (3,026,637) | ||||
675,000 | CAD | 524,946 | USD | JPM | 06/07/2022 | 451 | ||||
6,685,000 | CHF | 7,052,052 | USD | SSG | 05/06/2022 | (178,020) | ||||
14,440,000 | CHF | 15,106,202 | USD | GSC | 05/06/2022 | (257,882) | ||||
6,545,000 | CHF | 7,015,419 | USD | MSC | 05/06/2022 | (285,346) | ||||
6,610,000 | CHF | 7,140,553 | USD | UBS | 05/06/2022 | (343,642) | ||||
10,020,000 | CHF | 10,663,902 | USD | JPM | 05/06/2022 | (360,566) | ||||
16,645,000 | CHF | 17,592,871 | USD | BNP | 05/06/2022 | (477,200) | ||||
16,695,000 | CHF | 17,882,281 | USD | BCLY | 05/06/2022 | (715,197) | ||||
23,075,000 | CHF | 24,527,766 | USD | BOA | 05/06/2022 | (800,273) | ||||
6,760,000 | CHF | 6,955,412 | USD | BNP | 06/07/2022 | 7,128 | ||||
2,340,600,000 | CLP | 2,860,275 | USD | BOA | 05/06/2022 | (117,897) | ||||
3,464,800,000 | CLP | 4,277,531 | USD | CBK | 05/06/2022 | (217,977) | ||||
8,913,200,000 | CLP | 11,316,487 | USD | SCB | 05/06/2022 | (873,284) | ||||
2,375,600,000 | CLP | 2,784,994 | USD | CBK | 06/07/2022 | (20,930) | ||||
179,326,000 | CNH | 27,233,325 | USD | MSC | 05/06/2022 | (255,214) | ||||
5,637,545,000 | COP | 1,495,330 | USD | CBK | 05/06/2022 | (72,355) | ||||
58,931,000 | CZK | 2,596,193 | USD | CBK | 05/06/2022 | (71,586) | ||||
111,150,000 | CZK | 5,000,379 | USD | DEUT | 05/06/2022 | (238,708) | ||||
170,081,000 | CZK | 7,250,169 | USD | MSC | 06/07/2022 | 8,411 |
182 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
19,275,000 | EUR | 21,298,875 | USD | JPM | 05/02/2022 | $ (963,140) | ||||
6,510,000 | EUR | 6,975,530 | USD | CIBC | 05/06/2022 | (106,214) | ||||
3,206,000 | EUR | 3,564,982 | USD | GSC | 05/06/2022 | (182,029) | ||||
6,504,000 | EUR | 7,100,919 | USD | BNP | 05/06/2022 | (237,934) | ||||
8,894,000 | EUR | 9,623,194 | USD | RBC | 05/06/2022 | (238,294) | ||||
8,689,000 | EUR | 9,455,026 | USD | JPM | 05/06/2022 | (286,440) | ||||
41,394,000 | EUR | 44,080,267 | USD | BCLY | 05/06/2022 | (401,544) | ||||
19,245,000 | EUR | 20,998,681 | USD | BOA | 05/06/2022 | (691,463) | ||||
25,906,000 | EUR | 28,236,224 | USD | MSC | 05/06/2022 | (900,355) | ||||
58,827,000 | EUR | 64,589,399 | USD | UBS | 05/06/2022 | (2,515,470) | ||||
4,103,000 | EUR | 4,346,980 | USD | BNP | 05/31/2022 | (12,869) | ||||
1,931,000 | EUR | 2,071,621 | USD | RBC | 05/31/2022 | (31,853) | ||||
19,275,000 | EUR | 20,243,068 | USD | JPM | 06/07/2022 | 126,030 | ||||
7,887,000 | EUR | 8,386,507 | USD | BCLY | 06/07/2022 | (51,821) | ||||
5,459,000 | GBP | 7,146,786 | USD | GSC | 05/06/2022 | (282,449) | ||||
5,831,000 | GBP | 7,659,313 | USD | CBK | 05/06/2022 | (327,210) | ||||
10,952,000 | GBP | 14,182,978 | USD | BNP | 05/06/2022 | (411,550) | ||||
16,259,000 | GBP | 21,186,584 | USD | MSC | 05/06/2022 | (741,949) | ||||
19,458,000 | GBP | 25,315,648 | USD | BCLY | 05/06/2022 | (848,479) | ||||
54,920,000 | GBP | 71,942,344 | USD | TDB | 05/06/2022 | (2,884,016) | ||||
77,569,000 | GBP | 101,159,543 | USD | JPM | 05/06/2022 | (3,621,572) | ||||
10,914,000 | GBP | 13,632,936 | USD | JPM | 06/07/2022 | 91,161 | ||||
5,600,000 | GBP | 6,979,000 | USD | MSC | 06/07/2022 | 62,868 | ||||
8,345,000 | GBP | 10,504,921 | USD | BCLY | 06/07/2022 | (11,281) | ||||
849,100,000 | HUF | 2,477,836 | USD | BNP | 05/06/2022 | (111,388) | ||||
1,439,200,000 | HUF | 4,226,415 | USD | BOA | 05/06/2022 | (215,353) | ||||
2,074,888,000 | HUF | 5,754,514 | USD | MSC | 06/07/2022 | 2,433 | ||||
18,843,500,000 | IDR | 1,310,396 | USD | JPM | 05/06/2022 | (11,079) | ||||
18,843,500,000 | IDR | 1,296,422 | USD | JPM | 06/07/2022 | 317 | ||||
23,480,000 | ILS | 7,103,313 | USD | BCLY | 05/06/2022 | (69,012) | ||||
147,140,000 | INR | 1,934,653 | USD | MSC | 05/06/2022 | (11,209) | ||||
284,940,000 | INR | 3,752,667 | USD | SCB | 05/06/2022 | (27,874) | ||||
379,410,000 | INR | 4,989,611 | USD | UBS | 05/06/2022 | (29,887) | ||||
1,645,330,000 | INR | 21,542,353 | USD | JPM | 05/06/2022 | (34,270) | ||||
901,900,000 | JPY | 7,021,081 | USD | BOA | 05/06/2022 | (70,052) | ||||
346,400,000 | JPY | 2,818,483 | USD | UBS | 05/06/2022 | (148,745) | ||||
4,199,231,000 | JPY | 32,924,771 | USD | MSC | 05/06/2022 | (560,898) | ||||
12,036,600,000 | JPY | 95,884,067 | USD | JPM | 05/06/2022 | (3,116,845) | ||||
17,809,000,000 | JPY | 144,262,114 | USD | BNP | 05/06/2022 | (7,006,457) | ||||
24,549,200,000 | JPY | 187,874,901 | USD | MSC | 06/07/2022 | 1,539,486 | ||||
1,347,400,000 | JPY | 10,308,360 | USD | JPM | 06/07/2022 | 87,782 | ||||
898,600,000 | JPY | 6,867,526 | USD | SSG | 06/07/2022 | 65,806 | ||||
915,300,000 | JPY | 7,062,173 | USD | BOA | 06/07/2022 | 12 | ||||
2,229,200,000 | JPY | 17,382,679 | USD | UBS | 06/07/2022 | (182,830) | ||||
451,227,287,000 | KRW | 357,574,242 | USD | JPM | 05/06/2022 | 1,675,798 | ||||
43,820,000 | KRW | 35,879 | USD | MSC | 05/06/2022 | (992) | ||||
17,386,290,000 | KRW | 13,904,583 | USD | BCLY | 05/06/2022 | (62,278) | ||||
11,257,710,000 | KRW | 9,251,852 | USD | BOA | 05/06/2022 | (288,891) | ||||
85,440,000 | MXN | 4,188,421 | USD | BNP | 05/06/2022 | (6,666) | ||||
106,750,000 | MXN | 5,233,485 | USD | MSC | 05/06/2022 | (8,738) | ||||
96,270,000 | MXN | 4,819,573 | USD | SSG | 05/06/2022 | (107,757) | ||||
310,510,000 | MXN | 15,420,535 | USD | BOA | 05/06/2022 | (223,008) | ||||
1,492,808,000 | MXN | 74,417,503 | USD | CBK | 05/06/2022 | (1,353,869) | ||||
62,090,000 | NOK | 7,090,854 | USD | BNP | 05/06/2022 | (471,061) | ||||
87,060,000 | NOK | 9,898,210 | USD | BCLY | 05/06/2022 | (616,214) | ||||
81,860,000 | NOK | 9,379,952 | USD | UBS | 05/06/2022 | (652,360) | ||||
1,345,251,000 | NOK | 144,259,949 | USD | MSC | 05/06/2022 | (834,554) | ||||
124,100,000 | NOK | 14,080,320 | USD | CBK | 05/06/2022 | (849,264) | ||||
113,780,000 | NOK | 12,980,793 | USD | JPM | 05/06/2022 | (850,014) | ||||
150,978,094 | NOK | 17,216,514 | USD | BOA | 05/06/2022 | (1,119,820) | ||||
147,259,000 | NOK | 15,637,736 | USD | MSC | 06/07/2022 | 63,940 |
183 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
35,610,000 | NOK | 3,812,707 | USD | UBS | 06/07/2022 | $ (15,746) | ||||
64,670,000 | NOK | 6,916,045 | USD | CBK | 06/07/2022 | (20,525) | ||||
98,070,000 | NOK | 10,508,510 | USD | JPM | 06/07/2022 | (51,673) | ||||
4,090,000 | NZD | 2,866,509 | USD | TDB | 05/06/2022 | (225,953) | ||||
6,145,000 | NZD | 4,236,775 | USD | MSC | 05/06/2022 | (269,484) | ||||
10,355,000 | NZD | 7,151,747 | USD | DEUT | 05/06/2022 | (466,427) | ||||
20,720,000 | NZD | 14,097,357 | USD | BOA | 05/06/2022 | (720,261) | ||||
25,100,000 | NZD | 17,050,450 | USD | SSG | 05/06/2022 | (845,570) | ||||
30,870,000 | NZD | 21,343,377 | USD | JPM | 05/06/2022 | (1,413,311) | ||||
57,325,000 | NZD | 38,931,409 | USD | BNP | 05/06/2022 | (1,921,659) | ||||
62,225,000 | NZD | 42,217,388 | USD | GSC | 05/06/2022 | (2,044,135) | ||||
800,000 | NZD | 522,923 | USD | CBK | 06/07/2022 | (6,462) | ||||
8,030,000 | NZD | 5,197,153 | USD | GSC | 06/07/2022 | (13,170) | ||||
21,450,000 | NZD | 13,941,964 | USD | UBS | 06/07/2022 | (94,339) | ||||
15,950,000 | NZD | 10,449,386 | USD | SSG | 06/07/2022 | (152,435) | ||||
26,615,000 | NZD | 17,405,864 | USD | JPM | 06/07/2022 | (223,835) | ||||
27,445,000 | PEN | 7,148,625 | USD | CBK | 05/06/2022 | (2,260) | ||||
107,450,000 | PHP | 2,060,403 | USD | JPM | 05/06/2022 | (2,694) | ||||
92,310,000 | PHP | 1,783,423 | USD | CBK | 05/06/2022 | (15,652) | ||||
454,260,000 | PHP | 8,763,154 | USD | GSC | 05/06/2022 | (63,904) | ||||
695,000 | PLN | 156,411 | USD | BNP | 05/06/2022 | 294 | ||||
10,565,000 | PLN | 2,454,180 | USD | BOA | 05/06/2022 | (72,039) | ||||
9,085,000 | PLN | 2,123,321 | USD | CBK | 05/06/2022 | (74,882) | ||||
93,069,000 | PLN | 21,390,421 | USD | BCLY | 05/06/2022 | (405,704) | ||||
37,819,000 | PLN | 8,436,113 | USD | BCLY | 06/07/2022 | 53,707 | ||||
77,030,000 | SEK | 7,935,224 | USD | MSC | 05/06/2022 | (89,582) | ||||
73,070,000 | SEK | 7,601,404 | USD | JPM | 05/06/2022 | (159,095) | ||||
33,210,000 | SEK | 3,544,200 | USD | UBS | 05/06/2022 | (161,703) | ||||
51,260,000 | SEK | 5,529,099 | USD | DEUT | 05/06/2022 | (308,177) | ||||
233,940,000 | SEK | 24,725,569 | USD | BOA | 05/06/2022 | (898,365) | ||||
734,980,000 | SEK | 77,430,260 | USD | CBK | 05/06/2022 | (2,571,248) | ||||
3,262,347,000 | SEK | 338,952,187 | USD | BNP | 05/06/2022 | (6,676,380) | ||||
374,082,000 | SEK | 38,051,650 | USD | BNP | 06/07/2022 | 82,987 | ||||
68,690,000 | SEK | 7,019,355 | USD | JPM | 06/07/2022 | (16,964) | ||||
68,690,000 | SEK | 7,052,723 | USD | GSC | 06/07/2022 | (50,333) | ||||
1,685,000 | SGD | 1,240,613 | USD | BOA | 05/06/2022 | (22,234) | ||||
7,507,000 | SGD | 5,479,171 | USD | JPM | 05/06/2022 | (51,062) | ||||
65,250,000 | THB | 1,932,761 | USD | BCLY | 05/06/2022 | (27,580) | ||||
72,210,000 | THB | 2,153,273 | USD | SCB | 05/06/2022 | (44,872) | ||||
48,513,000 | TRY | 3,145,599 | USD | JPM | 05/06/2022 | 111,640 | ||||
267,770,000 | TRY | 18,013,888 | USD | GSC | 05/06/2022 | (35,387) | ||||
79,418,000 | TRY | 5,201,428 | USD | GSC | 06/07/2022 | (4,238) | ||||
9,190,000 | TWD | 319,308 | USD | DEUT | 05/06/2022 | (7,519) | ||||
531,274,000 | TWD | 18,053,964 | USD | MSC | 05/06/2022 | (29,445) | ||||
411,310,000 | TWD | 14,055,874 | USD | JPM | 05/06/2022 | (101,370) | ||||
204,165,000 | TWD | 7,117,483 | USD | CBK | 05/06/2022 | (190,782) | ||||
83,250,000 | ZAR | 5,221,695 | USD | MSC | 05/06/2022 | 46,292 | ||||
11,790,000 | ZAR | 809,231 | USD | DEUT | 05/06/2022 | (63,170) | ||||
112,620,000 | ZAR | 7,512,338 | USD | BCLY | 05/06/2022 | (385,843) | ||||
229,510,000 | ZAR | 15,024,362 | USD | GSC | 05/06/2022 | (501,171) | ||||
434,900,000 | ZAR | 29,191,093 | USD | BOA | 05/06/2022 | (1,671,003) | ||||
674,167,000 | ZAR | 45,644,347 | USD | JPM | 05/06/2022 | (2,983,652) | ||||
1,095,017,000 | ZAR | 68,255,084 | USD | BCLY | 06/07/2022 | 785,005 | ||||
6,713,286 | USD | 9,505,000 | AUD | JPM | 05/02/2022 | (2,667) | ||||
355,069,936 | USD | 474,250,000 | AUD | TDB | 05/06/2022 | 19,959,330 | ||||
28,493,737 | USD | 38,430,000 | AUD | MSC | 05/06/2022 | 1,338,648 | ||||
41,868,480 | USD | 57,615,000 | AUD | BNP | 05/06/2022 | 1,157,046 | ||||
21,177,080 | USD | 28,445,000 | AUD | SSG | 05/06/2022 | 1,077,509 | ||||
26,752,995 | USD | 37,000,000 | AUD | GSC | 05/06/2022 | 608,362 | ||||
7,010,578 | USD | 9,410,000 | AUD | JPM | 05/06/2022 | 361,362 | ||||
7,020,933 | USD | 9,440,000 | AUD | BOA | 05/06/2022 | 350,518 |
184 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
6,973,401 | USD | 9,840,000 | AUD | JPM | 06/07/2022 | $ 16,148 | ||||
3,493,348 | USD | 4,920,000 | AUD | SSG | 06/07/2022 | 14,721 | ||||
55,717,077 | USD | 266,915,000 | BRL | CBK | 05/03/2022 | 1,779,833 | ||||
47,741,791 | USD | 241,820,000 | BRL | CBK | 06/02/2022 | (652,149) | ||||
376,892,172 | USD | 472,034,000 | CAD | MSC | 05/06/2022 | 9,462,225 | ||||
35,553,318 | USD | 44,490,000 | CAD | GSC | 05/06/2022 | 922,426 | ||||
29,482,558 | USD | 37,100,000 | CAD | RBC | 05/06/2022 | 604,022 | ||||
34,445,175 | USD | 43,865,000 | CAD | SSG | 05/06/2022 | 300,781 | ||||
8,975,915 | USD | 11,250,000 | CAD | JPM | 05/06/2022 | 218,946 | ||||
6,673,538 | USD | 8,395,000 | CAD | BNP | 05/06/2022 | 138,894 | ||||
3,740,837 | USD | 4,680,000 | CAD | TDB | 05/06/2022 | 97,938 | ||||
2,964,093 | USD | 3,800,000 | CAD | CIBC | 05/06/2022 | 6,184 | ||||
27,465 | USD | 35,000 | CAD | UBS | 05/06/2022 | 221 | ||||
52,445,058 | USD | 67,375,000 | CAD | BNP | 06/07/2022 | 2,591 | ||||
17,509,940 | USD | 22,495,000 | CAD | RBC | 06/07/2022 | 578 | ||||
3,495,088 | USD | 4,490,000 | CAD | JPM | 06/07/2022 | 221 | ||||
525,235 | USD | 675,000 | CAD | CBK | 06/07/2022 | (162) | ||||
6,997,329 | USD | 9,000,000 | CAD | TDB | 06/07/2022 | (7,972) | ||||
49,531,825 | USD | 46,430,000 | CHF | UBS | 05/06/2022 | 1,788,922 | ||||
14,367,368 | USD | 13,360,000 | CHF | BCLY | 05/06/2022 | 629,587 | ||||
11,363,698 | USD | 10,480,000 | CHF | CBK | 05/06/2022 | 587,354 | ||||
7,128,282 | USD | 6,585,000 | CHF | SSG | 05/06/2022 | 357,078 | ||||
17,534,200 | USD | 16,705,000 | CHF | BNP | 05/06/2022 | 356,831 | ||||
7,008,694 | USD | 6,655,000 | CHF | BOA | 05/06/2022 | 165,510 | ||||
528,598 | USD | 500,000 | CHF | JPM | 05/06/2022 | 14,460 | ||||
20,887,868 | USD | 20,235,000 | CHF | BOA | 06/07/2022 | 46,597 | ||||
6,993,482 | USD | 6,790,000 | CHF | JPM | 06/07/2022 | 44 | ||||
12,248,954 | USD | 10,119,800,000 | CLP | CBK | 05/06/2022 | 392,030 | ||||
4,212,518 | USD | 3,439,100,000 | CLP | DEUT | 05/06/2022 | 183,076 | ||||
3,144,709 | USD | 2,577,955,000 | CLP | UBS | 05/06/2022 | 124,232 | ||||
2,459,143 | USD | 2,013,300,000 | CLP | SCB | 05/06/2022 | 100,248 | ||||
1,568,706 | USD | 1,287,045,000 | CLP | BOA | 05/06/2022 | 60,732 | ||||
14,842,049 | USD | 95,256,000 | CNH | JPM | 05/06/2022 | 511,574 | ||||
12,890,753 | USD | 84,070,000 | CNH | GSC | 05/06/2022 | 243,119 | ||||
27,173,900 | USD | 179,326,000 | CNH | MSC | 06/07/2022 | 253,977 | ||||
4,492,982 | USD | 29,961,000 | CNH | JPM | 06/07/2022 | (4,680) | ||||
4,754,477 | USD | 18,741,700,000 | COP | BNP | 05/06/2022 | 23,876 | ||||
7,277,126 | USD | 170,081,000 | CZK | MSC | 05/06/2022 | (9,150) | ||||
20,212,729 | USD | 19,275,000 | EUR | JPM | 05/02/2022 | (123,007) | ||||
98,989,970 | USD | 90,866,000 | EUR | JPM | 05/06/2022 | 3,108,666 | ||||
48,190,343 | USD | 43,891,000 | EUR | UBS | 05/06/2022 | 1,876,800 | ||||
14,178,726 | USD | 13,114,000 | EUR | BOA | 05/06/2022 | 340,905 | ||||
18,829,282 | USD | 17,693,000 | EUR | BCLY | 05/06/2022 | 159,725 | ||||
13,921,598 | USD | 13,081,000 | EUR | SSG | 05/06/2022 | 118,599 | ||||
578,159 | USD | 530,000 | EUR | CBA | 05/06/2022 | 18,906 | ||||
117,792,707 | USD | 110,250,369 | EUR | BCLY | 05/31/2022 | 1,332,238 | ||||
35,128,269 | USD | 33,036,000 | EUR | BCLY | 06/07/2022 | 217,062 | ||||
14,064,250 | USD | 13,316,000 | EUR | BNP | 06/07/2022 | (7,600) | ||||
2,796,631 | USD | 2,658,000 | EUR | GSC | 06/07/2022 | (12,244) | ||||
10,505,721 | USD | 9,967,000 | EUR | JPM | 06/07/2022 | (27,031) | ||||
6,999,190 | USD | 6,658,000 | EUR | CBK | 06/07/2022 | (36,735) | ||||
6,999,089 | USD | 6,658,000 | EUR | BOA | 06/07/2022 | (36,836) | ||||
78,231,681 | USD | 59,818,000 | GBP | SSG | 05/06/2022 | 3,014,436 | ||||
89,842,806 | USD | 70,237,000 | GBP | JPM | 05/06/2022 | 1,524,347 | ||||
21,200,556 | USD | 16,248,000 | GBP | MSC | 05/06/2022 | 769,752 | ||||
15,198,922 | USD | 11,637,000 | GBP | UBS | 05/06/2022 | 566,152 | ||||
15,344,595 | USD | 11,755,000 | GBP | CBK | 05/06/2022 | 563,447 | ||||
10,078,256 | USD | 7,736,000 | GBP | BOA | 05/06/2022 | 350,739 | ||||
3,534,902 | USD | 2,714,000 | GBP | BNP | 05/06/2022 | 122,224 | ||||
1,507,750 | USD | 1,151,000 | GBP | TDB | 05/06/2022 | 60,443 | ||||
1,041,978 | USD | 807,000 | GBP | GSC | 05/06/2022 | 27,228 |
185 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
10,505,062 | USD | 8,345,000 | GBP | BCLY | 05/06/2022 | $ 11,767 | ||||
1,168,429 | USD | 919,000 | GBP | DEUT | 05/31/2022 | 12,856 | ||||
7,068,073 | USD | 5,616,000 | GBP | BOA | 06/07/2022 | 6,085 | ||||
3,964,050 | USD | 3,149,000 | GBP | BCLY | 06/07/2022 | 4,257 | ||||
13,946,735 | USD | 11,098,000 | GBP | CBK | 06/07/2022 | (8,739) | ||||
14,107,988 | USD | 11,232,000 | GBP | JPM | 06/07/2022 | (15,988) | ||||
622,329 | USD | 213,412,000 | HUF | BNP | 05/06/2022 | 27,547 | ||||
5,779,954 | USD | 2,074,888,000 | HUF | MSC | 05/06/2022 | (2,776) | ||||
1,303,147 | USD | 18,843,500,000 | IDR | JPM | 05/06/2022 | 3,829 | ||||
2,075,455 | USD | 30,240,000,000 | IDR | BCLY | 06/07/2022 | (5,549) | ||||
4,723,321 | USD | 15,375,000 | ILS | GSC | 05/06/2022 | 117,172 | ||||
1,914,975 | USD | 6,295,000 | ILS | CBK | 05/06/2022 | 29,075 | ||||
562,723 | USD | 1,810,000 | ILS | BCLY | 05/06/2022 | 20,471 | ||||
7,113,427 | USD | 23,480,000 | ILS | BCLY | 06/07/2022 | 66,802 | ||||
3,869,722 | USD | 295,550,000 | INR | CBK | 05/06/2022 | 6,233 | ||||
1,100,800 | USD | 83,903,000 | INR | BOA | 05/06/2022 | 4,003 | ||||
27,130,748 | USD | 2,077,367,000 | INR | JPM | 05/06/2022 | (25,009) | ||||
20,177,612 | USD | 1,550,450,000 | INR | JPM | 06/07/2022 | (22,528) | ||||
7,138,014 | USD | 875,900,000 | JPY | UBS | 05/06/2022 | 387,369 | ||||
5,175,397 | USD | 640,031,000 | JPY | BNP | 05/06/2022 | 242,617 | ||||
7,055,731 | USD | 888,000,000 | JPY | JPM | 05/06/2022 | 211,831 | ||||
14,135,881 | USD | 1,808,300,000 | JPY | SSG | 05/06/2022 | 199,141 | ||||
7,098,970 | USD | 907,100,000 | JPY | CBK | 05/06/2022 | 107,864 | ||||
2,291,411 | USD | 288,400,000 | JPY | BCLY | 05/06/2022 | 68,685 | ||||
229,930,466 | USD | 29,885,400,000 | JPY | MSC | 05/06/2022 | (399,155) | ||||
123,551,669 | USD | 14,209,250,000 | JPY | BCLY | 06/06/2022 | 13,922,292 | ||||
13,889,690 | USD | 1,781,200,000 | JPY | DEUT | 06/07/2022 | 146,476 | ||||
7,002,945 | USD | 898,600,000 | JPY | BNP | 06/07/2022 | 69,612 | ||||
3,485,573 | USD | 445,800,000 | JPY | JPM | 06/07/2022 | 45,911 | ||||
3,948,469 | USD | 515,700,000 | JPY | BOA | 06/07/2022 | (30,521) | ||||
4,454,280 | USD | 582,031,000 | JPY | MSC | 06/07/2022 | (36,499) | ||||
152,635,625 | USD | 17,736,600,000 | JPY | MSC | 06/21/2022 | 15,697,731 | ||||
107,717,657 | USD | 12,768,250,000 | JPY | MSC | 06/27/2022 | 9,111,576 | ||||
71,866,799 | USD | 8,686,300,000 | JPY | JPM | 07/05/2022 | 4,755,538 | ||||
142,636,958 | USD | 17,444,500,000 | JPY | BCLY | 07/11/2022 | 7,810,970 | ||||
71,021,983 | USD | 8,771,200,000 | JPY | JPM | 07/19/2022 | 3,198,483 | ||||
91,508,584 | USD | 11,531,650,000 | JPY | BCLY | 07/25/2022 | 2,308,086 | ||||
317,174,530 | USD | 388,484,713,000 | KRW | JPM | 05/06/2022 | 7,877,747 | ||||
14,085,535 | USD | 17,340,750,000 | KRW | CBK | 05/06/2022 | 279,489 | ||||
7,119,992 | USD | 8,645,450,000 | KRW | BCLY | 05/06/2022 | 236,813 | ||||
3,781,005 | USD | 4,681,640,000 | KRW | UBS | 05/06/2022 | 53,661 | ||||
70,810 | USD | 86,140,000 | KRW | BOA | 05/06/2022 | 2,228 | ||||
48,050,646 | USD | 60,676,414,000 | KRW | MSC | 05/06/2022 | (257,613) | ||||
341,008,219 | USD | 431,539,397,000 | KRW | JPM | 06/07/2022 | (2,585,958) | ||||
34,942,237 | USD | 700,410,000 | MXN | BOA | 05/06/2022 | 661,539 | ||||
24,337,573 | USD | 487,821,000 | MXN | CBK | 05/06/2022 | 461,781 | ||||
13,084,961 | USD | 265,010,000 | MXN | RBC | 05/06/2022 | 114,375 | ||||
2,845,375 | USD | 56,880,000 | MXN | BNP | 05/06/2022 | 61,454 | ||||
6,905,039 | USD | 143,080,000 | MXN | CBK | 06/07/2022 | (54,935) | ||||
158,806,616 | USD | 1,386,201,000 | NOK | MSC | 05/06/2022 | 11,015,292 | ||||
28,551,201 | USD | 250,034,154 | NOK | BOA | 05/06/2022 | 1,893,538 | ||||
19,012,018 | USD | 166,570,000 | NOK | CBK | 05/06/2022 | 1,252,978 | ||||
9,514,397 | USD | 82,120,000 | NOK | BNP | 05/06/2022 | 759,084 | ||||
8,995,549 | USD | 79,520,000 | NOK | BCLY | 05/06/2022 | 517,438 | ||||
19,504,567 | USD | 181,752,000 | NOK | UBS | 06/07/2022 | 125,030 | ||||
7,087,517 | USD | 65,700,000 | NOK | JPM | 06/07/2022 | 82,172 | ||||
126,833,884 | USD | 1,194,382,000 | NOK | MSC | 06/07/2022 | (518,605) | ||||
104,963,272 | USD | 151,184,000 | NZD | BCLY | 05/06/2022 | 7,356,955 | ||||
35,495,498 | USD | 51,945,000 | NZD | MSC | 05/06/2022 | 1,959,145 | ||||
41,849,812 | USD | 63,170,000 | NZD | JPM | 05/06/2022 | 1,066,455 | ||||
13,980,439 | USD | 20,470,000 | NZD | BNP | 05/06/2022 | 764,746 |
186 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
7,099,721 | USD | 10,205,000 | NZD | CSI | 05/06/2022 | $ 511,243 | ||||
7,066,183 | USD | 10,410,000 | NZD | TDB | 05/06/2022 | 345,354 | ||||
2,303,284 | USD | 3,335,000 | NZD | CBK | 05/06/2022 | 150,166 | ||||
35,422,373 | USD | 54,350,000 | NZD | JPM | 06/07/2022 | 335,267 | ||||
34,389,187 | USD | 53,210,000 | NZD | BNP | 06/07/2022 | 38,040 | ||||
7,370,951 | USD | 27,445,000 | PEN | UBS | 05/06/2022 | 224,587 | ||||
9,877,801 | USD | 38,140,000 | PEN | CBK | 06/07/2022 | (13,697) | ||||
5,334,036 | USD | 278,410,000 | PHP | JPM | 05/06/2022 | 2,379 | ||||
3,132,696 | USD | 163,840,000 | PHP | GSC | 05/06/2022 | (4,902) | ||||
2,014,555 | USD | 105,885,000 | PHP | SCB | 05/06/2022 | (13,183) | ||||
2,013,023 | USD | 105,885,000 | PHP | CBK | 05/06/2022 | (14,715) | ||||
2,052,923 | USD | 107,450,000 | PHP | JPM | 06/07/2022 | (1,789) | ||||
19,228,960 | USD | 84,109,000 | PLN | BCLY | 05/06/2022 | 264,498 | ||||
5,117,442 | USD | 21,755,000 | PLN | BOA | 05/06/2022 | 212,238 | ||||
1,770,765 | USD | 7,550,000 | PLN | BNP | 05/06/2022 | 68,430 | ||||
8,155,392 | USD | 36,460,000 | PLN | BOA | 06/07/2022 | (29,351) | ||||
163,246,004 | USD | 1,557,351,000 | SEK | BNP | 05/06/2022 | 4,627,052 | ||||
117,359,182 | USD | 1,110,500,000 | SEK | UBS | 05/06/2022 | 4,252,796 | ||||
59,358,046 | USD | 560,106,000 | SEK | SSG | 05/06/2022 | 2,310,260 | ||||
47,277,564 | USD | 443,870,000 | SEK | JPM | 05/06/2022 | 2,068,620 | ||||
56,009,731 | USD | 539,960,000 | SEK | CBK | 05/06/2022 | 1,013,850 | ||||
19,527,344 | USD | 184,670,000 | SEK | BCLY | 05/06/2022 | 718,378 | ||||
3,777,764 | USD | 35,730,000 | SEK | MSC | 05/06/2022 | 138,601 | ||||
3,537,172 | USD | 33,650,000 | SEK | BOA | 05/06/2022 | 109,860 | ||||
24,867,812 | USD | 243,980,000 | SEK | JPM | 06/07/2022 | (3,977) | ||||
138,405,932 | USD | 1,360,655,000 | SEK | BNP | 06/07/2022 | (301,850) | ||||
3,183,117 | USD | 4,332,000 | SGD | BCLY | 05/06/2022 | 50,764 | ||||
3,553,827 | USD | 4,860,000 | SGD | BOA | 05/06/2022 | 39,691 | ||||
2,454,867 | USD | 3,390,000 | SGD | GSC | 06/07/2022 | 3,744 | ||||
2,421,194 | USD | 3,361,000 | SGD | JPM | 06/07/2022 | (8,961) | ||||
13,996,241 | USD | 465,417,000 | THB | SCB | 05/06/2022 | 406,913 | ||||
5,042,957 | USD | 77,775,000 | TRY | JPM | 05/06/2022 | (178,980) | ||||
15,717,491 | USD | 238,508,000 | TRY | GSC | 05/06/2022 | (296,313) | ||||
10,417,526 | USD | 159,060,000 | TRY | GSC | 06/07/2022 | 8,488 | ||||
7,132,132 | USD | 203,765,000 | TWD | BOA | 05/06/2022 | 219,002 | ||||
6,514,680 | USD | 187,499,000 | TWD | DEUT | 05/06/2022 | 153,406 | ||||
11,765,324 | USD | 344,210,000 | TWD | UBS | 05/06/2022 | 87,320 | ||||
7,367,445 | USD | 215,440,000 | TWD | MSC | 05/06/2022 | 58,217 | ||||
6,989,092 | USD | 205,025,000 | TWD | JPM | 05/06/2022 | 33,214 | ||||
18,084,692 | USD | 531,274,000 | TWD | MSC | 06/07/2022 | 54,195 | ||||
7,016,162 | USD | 206,205,000 | TWD | BOA | 06/07/2022 | 17,930 | ||||
17,671,038 | USD | 264,710,000 | ZAR | BOA | 05/06/2022 | 920,422 | ||||
7,376,439 | USD | 108,950,000 | ZAR | JPM | 05/06/2022 | 482,179 | ||||
5,301,146 | USD | 77,560,000 | ZAR | GSC | 05/06/2022 | 393,217 | ||||
68,500,641 | USD | 1,095,017,000 | ZAR | BCLY | 05/06/2022 | (791,072) | ||||
2,838,644 | USD | 44,940,000 | ZAR | BOA | 06/07/2022 | 5,208 | ||||
200,710 | USD | 3,220,000 | ZAR | BCLY | 06/07/2022 | (2,308) | ||||
13,855,900 | USD | 223,540,000 | ZAR | MSC | 06/07/2022 | (238,147) | ||||
Total foreign currency contracts | $ 94,805,500 |
187 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 257,617,518 | $ — | $ 257,617,518 | $ — | ||||
Convertible Bonds | 8,953,196 | — | 8,953,196 | — | ||||
Corporate Bonds | 551,281,029 | — | 551,281,029 | — | ||||
Foreign Government Obligations | 2,019,171,448 | — | 2,019,171,448 | — | ||||
Senior Floating Rate Interests | 143,392,931 | — | 143,392,931 | — | ||||
U.S. Government Agencies | 42,073,786 | — | 42,073,786 | — | ||||
U.S. Government Securities | 198,121,054 | — | 198,121,054 | — | ||||
Common Stocks | ||||||||
United States | 38,582 | — | 38,582 | — | ||||
Escrows | 2,034,660 | — | 2,034,660 | — | ||||
Short-Term Investments | 118,219,509 | 6,363,925 | 111,855,584 | — | ||||
Purchased Options | 1,419,987 | 203,450 | 1,216,537 | — | ||||
Foreign Currency Contracts(2) | 182,399,121 | — | 182,399,121 | — | ||||
Futures Contracts(2) | 17,836,290 | 17,836,290 | — | — | ||||
Swaps - Credit Default(2) | 1,666,464 | — | 1,666,464 | — | ||||
Swaps - Interest Rate(2) | 26,263,363 | — | 26,263,363 | — | ||||
Total | $ 3,570,488,938 | $ 24,403,665 | $ 3,546,085,273 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (87,593,621) | $ — | $ (87,593,621) | $ — | ||||
Futures Contracts(2) | (17,287,199) | (17,287,199) | — | — | ||||
Swaps - Credit Default(2) | (977,324) | — | (977,324) | — | ||||
Swaps - Interest Rate(2) | (43,617,020) | — | (43,617,020) | — | ||||
Written Options | (6,650,565) | (101,725) | (6,548,840) | — | ||||
Total | $ (156,125,729) | $ (17,388,924) | $ (138,736,805) | $ — |
(1) | For the six-month period April 30, 2022, investments valued at $1,869,944 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input. There were no transfers into Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
188 |
Counterparty Abbreviations: | |
BCLY | Barclays |
BMO | Bank of Montreal |
BNP | BNP Paribas Securities Services |
BOA | Bank of America Securities LLC |
CBA | Commonwealth Bank of Australia |
CBK | Citibank NA |
CIBC | Canadian Imperial Bank of Commerce |
CSI | Credit Suisse International |
DEUT | Deutsche Bank Securities, Inc. |
GSC | Goldman Sachs & Co. |
JPM | JP Morgan Chase & Co. |
MLI | Merrill Lynch International |
MSC | Morgan Stanley |
NWM | NatWest Markets Plc |
RBC | RBC Dominion Securities, Inc. |
RBS | RBS Greenwich Capital |
SCB | Standard Chartered Bank |
SGG | Societe Generale Group |
SSG | State Street Global Markets LLC |
TDB | Toronto-Dominion Bank |
UBS | UBS AG |
WEST | Westpac International |
Currency Abbreviations: | |
ARS | Argentine Peso |
AUD | Australia Dollar |
BRL | Brazil Real |
CAD | Canadian Dollar |
CHF | Switzerland Franc |
CLP | Chile Peso |
CNY | China Yuan Renminbi |
COP | Colombia Peso |
CZK | Czech Republic Koruna |
EGP | Egypt Pound |
EUR | Euro Member Countries |
GBP | British Pound |
HUF | Hungary Forint |
IDR | Indonesia Rupiah |
ILS | Israel Shekel |
INR | Indian Rupee |
JPY | Japan Yen |
KRW | Korean Won |
MXN | Mexican Peso |
MYR | Malaysia Ringgit |
NOK | Norway Krone |
NZD | New Zealand Dollar |
PEN | Peru Nuevo Sol |
PHP | Philippines Peso |
PLN | Poland Zloty |
RON | Romania New Leu |
RSD | Serbia Dinar |
RUB | Russia Ruble |
SEK | Sweden Krona |
SGD | Singapore Dollar |
THB | Thailand Baht |
TRY | Turkish Currency |
TWD | Taiwan New Dollar |
USD | United States Dollar |
UYU | Uruguay Peso |
ZAR | South Africa Rand |
Index Abbreviations: | |
BADLAR | Buenos Aires Deposits of Large Amount Rate |
CMS | Constant Maturity Swap |
CMT | Constant Maturity Treasury Index |
CPURNSA | Consumer Price All Urban Non-Seasonally Adjusted |
iBoxx | Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets |
ICE | Intercontinental Exchange, Inc. |
MTA | Monthly Treasury Average Index |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
Dist | District |
Facs | Facilities |
GO | General Obligation |
PA | Port Authority |
Redev | Redevelopment |
Rev | Revenue |
VA | Veterans Administration |
Other Abbreviations: | |
AGC | Assured Guarantee Corp. |
AGM | Assured Guaranty Municipal |
AMBAC | American Municipal Bond Assurance Co. |
BAM | Build America Mutual Assurance Corp. |
BBSW | Bank Bill Swap Reference Rate |
BUBOR | Budapest Interbank Offered Rate |
BZDIOVRA | Brazil Cetip Interbank Deposit Rate |
CD | Certificate of Deposit |
CDOR | Canadian Dollar Offered Rate |
CJSC | Closed Joint Stock Company |
CLICP | Sinacofi Chile Interbank Offered Rate |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
CR | Custodial Receipts |
EM | Emerging Markets |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
FHA | Federal Housing Authority |
FHLB | Federal Home Loan Bank |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GNMA | Government National Mortgage Association |
HUD | Housing and Urban Development |
JIBAR | Johannesburg Interbank Agreed Rate |
JSC | Joint Stock Company |
LIBOR | London Interbank Offered Rate |
MIBOR | Mumbai Inter-Bank Offered Rate |
MSCI | Morgan Stanley Capital International |
NATL | National Public Finance Guarantee Corp. |
NIBOR | Norwegian Interbank Offered Rate |
OJSC | Open Joint Stock Company |
PIK | Payment-in-kind |
PJSC | Private Joint Stock Company |
PRIBOR | Prague Interbank Offered Rate |
PSF-GTD | Permanent School Fund Guaranteed |
PT | Perseroan Terbatas |
Q-SBLF | Qualified School Bond Loan Fund |
SD CRED PROG | School District Credit Enhancement Program |
SOFR | Secured Overnight Financing Rate |
SONIA | Sterling Overnight Index Average |
SPDR | Standard & Poor's Depositary Receipt |
ST APPROP | State Appropriation |
ST GTD | State Guaranteed |
ST INTERCEPT | State Intercept Program |
STIBOR | Stockholm Interbank Offered Rate |
TBA | To Be Announced |
TCRS | Tennessee Consolidated Retirement System |
TIIE | Interbank Equilibrium Interest Rate |
UMBS | Uniform Mortgage-Backed Securities |
WIBOR | Warsaw Interbank Offered Rate |
189 |
April 30, 2022 (Unaudited)
The Hartford Emerging Markets Local Debt Fund | The Hartford Floating Rate Fund | The Hartford Floating Rate High Income Fund | The Hartford High Yield Fund | The Hartford Inflation Plus Fund | The Hartford Municipal Opportunities Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 54,265,041 | $ 2,542,939,765 | $ 571,329,811 | $ 386,682,457 | $ 573,891,803 | $ 1,805,702,560 | |||||
Repurchase agreements | 5,944,922 | — | — | 13,452,852 | 15,655,100 | 26,477,179 | |||||
Cash | 1,733,311 | — | 5,287 | 6,874,911 | 10,710,523 | 6,433,358 | |||||
Cash collateral due from broker on swap contracts | 160,000 | 2,562,688 | 755,288 | 334,646 | — | — | |||||
Cash collateral held for securities on loan | 17,022 | — | — | — | 9,869 | — | |||||
Foreign currency | 245,826 | 8,927,548 | 2,796,487 | 13 | 405,982 | — | |||||
Unrealized appreciation on OTC swap contracts | 57,321 | — | — | — | 5,709,872 | — | |||||
Unrealized appreciation on foreign currency contracts | 1,526,942 | 2,937,323 | 628,050 | 245,170 | 484,670 | — | |||||
Receivables: | |||||||||||
From affiliates | 12,759 | — | 18,256 | 15,077 | — | — | |||||
Investment securities sold | 82,680 | 44,223,517 | 16,647,857 | 723,732 | 6,712,281 | 46,936,131 | |||||
Fund shares sold | 27,101 | 4,946,640 | 485,566 | 417,377 | 711,604 | 3,851,968 | |||||
Dividends and interest | 865,041 | 10,773,441 | 2,446,994 | 5,245,833 | 1,276,371 | 21,255,844 | |||||
Securities lending income | 109 | — | — | — | 82 | — | |||||
Variation margin on futures contracts | 90,741 | — | — | 101,902 | 21,481 | — | |||||
Variation margin on centrally cleared swap contracts | — | — | — | — | 14,063 | — | |||||
Tax reclaims | 78,218 | — | — | — | — | — | |||||
Other assets | 80,365 | 128,806 | 72,321 | 82,376 | 73,222 | 169,531 | |||||
Total assets | 65,187,399 | 2,617,439,728 | 595,185,917 | 414,176,346 | 615,676,923 | 1,910,826,571 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | 2,180,187 | — | — | — | 327,136 | — | |||||
Unrealized depreciation on bond forward contracts | — | — | — | — | 108,152 | — | |||||
Obligation to return securities lending collateral | 340,440 | — | — | — | 197,385 | — | |||||
Unrealized depreciation on OTC swap contracts | 50,542 | 1,181,509 | 238,065 | — | — | — | |||||
Cash collateral due to broker on swap contracts | — | — | — | — | 3,771,000 | — | |||||
Unfunded loan commitments | — | 4,992,560 | 1,312,099 | 323,188 | — | — | |||||
Payables: | |||||||||||
Investment securities purchased | 268,202 | 254,129,603 | 71,866,507 | 3,630,359 | 35,546,866 | 70,159,931 | |||||
Fund shares redeemed | 98,669 | 10,222,508 | 724,816 | 802,041 | 1,259,625 | 9,528,075 | |||||
Investment management fees | 38,629 | 1,173,485 | 299,548 | 174,432 | 182,557 | 478,886 | |||||
Transfer agent fees | 15,655 | 417,131 | 87,716 | 129,981 | 125,086 | 319,240 | |||||
Accounting services fees | 2,851 | 77,095 | 20,519 | 22,476 | 27,299 | 68,100 | |||||
Board of Directors' fees | 252 | 5,567 | 958 | 1,433 | 1,532 | 3,236 | |||||
Variation margin on centrally cleared swap contracts | 22,839 | 172,723 | 38,958 | 21,036 | — | — | |||||
Foreign taxes | 3,999 | — | — | — | — | — | |||||
Distribution fees | 231 | 38,935 | 6,370 | 11,102 | 12,932 | 19,879 | |||||
Distributions payable | — | 1,205,493 | 4,065 | 16,185 | — | 260,014 | |||||
Written options | 334,437 | — | — | — | — | — | |||||
Accrued expenses | 31,376 | 85,722 | 34,365 | 42,944 | 35,291 | 28,996 | |||||
Total liabilities | 3,388,309 | 273,702,331 | 74,633,986 | 5,175,177 | 41,594,861 | 80,866,357 | |||||
Net assets | $ 61,799,090 | $ 2,343,737,397 | $ 520,551,931 | $ 409,001,169 | $ 574,082,062 | $ 1,829,960,214 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 144,954,541 | $ 2,890,273,422 | $ 592,877,499 | $ 455,252,458 | $ 643,024,131 | $ 1,947,053,885 | |||||
Distributable earnings (loss) | (83,155,451) | (546,536,025) | (72,325,568) | (46,251,289) | (68,942,069) | (117,093,671) | |||||
Net assets | $ 61,799,090 | $ 2,343,737,397 | $ 520,551,931 | $ 409,001,169 | $ 574,082,062 | $ 1,829,960,214 | |||||
Shares authorized | 550,000,000 | 3,200,000,000 | 550,000,000 | 485,000,000 | 6,190,000,000 | 815,000,000 | |||||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | |||||
Class A: Net asset value per share | $ 4.59 | $ 8.21 | $ 9.42 | $ 6.93 | $ 10.74 | $ 8.26 | |||||
Maximum offering price per share | 4.81 | 8.46 | 9.71 | 7.26 | 11.25 | 8.65 | |||||
Shares outstanding | 724,542 | 88,537,434 | 9,592,344 | 37,601,331 | 21,133,730 | 51,286,218 | |||||
Net Assets | $ 3,323,482 | $ 727,198,506 | $ 90,371,621 | $ 260,492,441 | $ 227,058,093 | $ 423,668,586 | |||||
Class C: Net asset value per share | $ 4.59 | $ 8.29 | $ 9.51 | $ 6.91 | $ 10.36 | $ 8.27 | |||||
Shares outstanding | 198,530 | 12,536,678 | 2,491,197 | 2,150,478 | 2,111,957 | 4,704,195 | |||||
Net Assets | $ 911,980 | $ 103,963,583 | $ 23,684,165 | $ 14,854,466 | $ 21,878,367 | $ 38,890,560 |
190 |
April 30, 2022 (Unaudited)
The Hartford Emerging Markets Local Debt Fund | The Hartford Floating Rate Fund | The Hartford Floating Rate High Income Fund | The Hartford High Yield Fund | The Hartford Inflation Plus Fund | The Hartford Municipal Opportunities Fund | ||||||
Class I: Net asset value per share | $ 4.56 | $ 8.16 | $ 9.35 | $ 6.92 | $ 10.98 | $ 8.26 | |||||
Shares outstanding | 1,778,122 | 151,971,909 | 35,890,672 | 3,441,579 | 6,239,091 | 124,642,628 | |||||
Net Assets | $ 8,110,259 | $ 1,239,871,243 | $ 335,564,312 | $ 23,823,125 | $ 68,489,098 | $ 1,029,916,121 | |||||
Class R3: Net asset value per share | $ 4.59 | $ 8.27 | $ 9.44 | $ 6.93 | $ 10.52 | $ — | |||||
Shares outstanding | 2,125 | 513,168 | 14,371 | 275,649 | 2,948,459 | — | |||||
Net Assets | $ 9,748 | $ 4,243,301 | $ 135,683 | $ 1,910,152 | $ 31,013,446 | $ — | |||||
Class R4: Net asset value per share | $ 4.56 | $ 8.21 | $ 9.40 | $ 6.94 | $ 10.76 | $ — | |||||
Shares outstanding | 8,562 | 193,575 | 44,877 | 131,996 | 386,445 | — | |||||
Net Assets | $ 39,071 | $ 1,588,807 | $ 421,963 | $ 916,139 | $ 4,157,120 | $ — | |||||
Class R5: Net asset value per share | $ 4.36 | $ 8.16 | $ 9.35 | $ 6.89 | $ 10.93 | $ — | |||||
Shares outstanding | 2,272 | 161,958 | 1,433,257 | 91,356 | 195,666 | — | |||||
Net Assets | $ 9,917 | $ 1,321,942 | $ 13,395,490 | $ 629,467 | $ 2,139,488 | $ — | |||||
Class R6: Net asset value per share | $ — | $ — | $ — | $ 6.84 | $ — | $ — | |||||
Shares outstanding | — | — | — | 1,426 | — | — | |||||
Net Assets | $ — | $ — | $ — | $ 9,747 | $ — | $ — | |||||
Class Y: Net asset value per share | $ 4.53 | $ 8.13 | $ 9.35 | $ 6.84 | $ 11.00 | $ 8.26 | |||||
Shares outstanding | 9,727,883 | 8,328,071 | 1,968,832 | 146,324 | 3,082,443 | 1,607,242 | |||||
Net Assets | $ 44,042,731 | $ 67,691,469 | $ 18,414,823 | $ 1,001,090 | $ 33,906,336 | $ 13,272,393 | |||||
Class F: Net asset value per share | $ 4.57 | $ 8.14 | $ 9.36 | $ 6.90 | $ 10.98 | $ 8.25 | |||||
Shares outstanding | 1,172,364 | 24,316,951 | 4,118,547 | 15,272,906 | 16,895,760 | 39,288,513 | |||||
Net Assets | $ 5,351,902 | $ 197,858,546 | $ 38,563,874 | $ 105,364,542 | $ 185,440,114 | $ 324,212,554 | |||||
Cost of investments | $ 69,939,079 | $ 2,643,639,773 | $ 590,353,996 | $ 432,667,502 | $ 614,591,350 | $ 1,924,005,766 | |||||
Cost of foreign currency | $ 253,579 | $ 8,927,272 | $ 2,796,410 | $ 13 | $ 411,774 | $ — | |||||
Written option contracts premiums received | $ 485,659 | $ — | $ — | $ — | $ — | $ — | |||||
(1) Includes Investment in securities on loan, at market value | $ 332,891 | $ — | $ — | $ — | $ 190,297 | $ — |
191 |
April 30, 2022 (Unaudited)
Hartford Municipal Short Duration Fund | The Hartford Short Duration Fund | The Hartford Strategic Income Fund | Hartford Sustainable Municipal Bond Fund | The Hartford Total Return Bond Fund | The Hartford World Bond Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 43,483,994 | $ 1,952,772,536 | $ 3,053,063,525 | $ 104,772,801 | $ 3,895,809,767 | $ 3,342,323,700 | |||||
Repurchase agreements | 219,130 | 35,764,409 | 11,275,136 | 10,637,184 | 57,442,512 | — | |||||
Cash | 53,489 | 19,281,042 | 27,895,238 | 2,584,468 | 20,032,790 | 26,755,722 | |||||
Cash collateral due from broker on swap contracts | — | — | 14,411,000 | — | — | — | |||||
Cash collateral held for securities on loan | — | 36,717 | 1,688,605 | — | 382,018 | 334,943 | |||||
Foreign currency | — | 5,823,708 | 7,920,943 | — | 316,387 | 6,474,765 | |||||
Unrealized appreciation on OTC swap contracts | — | — | — | — | — | 1,190,642 | |||||
Unrealized appreciation on foreign currency contracts | — | 575,388 | 33,651,207 | — | 5,667,682 | 182,399,121 | |||||
Receivables: | |||||||||||
From affiliates | 8,069 | — | — | 12,513 | — | — | |||||
Investment securities sold | — | 3,852,419 | 182,195,640 | 342,834 | 428,875,484 | 50,886,618 | |||||
Fund shares sold | 754,947 | 6,749,758 | 4,344,728 | 1,170,690 | 14,925,465 | 6,978,321 | |||||
Dividends and interest | 491,149 | 8,829,142 | 25,373,879 | 1,268,839 | 20,199,077 | 16,150,502 | |||||
Securities lending income | — | 406 | 15,405 | — | 2,341 | 2,505 | |||||
Variation margin on futures contracts | — | 2,543,143 | — | — | 1,399,562 | 1,014,469 | |||||
Variation margin on centrally cleared swap contracts | — | — | — | — | 418,377 | — | |||||
Tax reclaims | — | 5,104 | 20,557 | — | — | — | |||||
OTC swap contracts premiums paid | — | — | 325,997 | — | 621,062 | 338,799 | |||||
Other assets | 48,718 | 171,655 | 132,404 | 47,711 | 108,188 | 142,320 | |||||
Total assets | 45,059,496 | 2,036,405,427 | 3,362,314,264 | 120,837,040 | 4,446,200,712 | 3,634,992,427 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | — | 17,398 | 2,718,428 | — | 1,379,078 | 87,593,621 | |||||
Obligation to return securities lending collateral | — | 734,332 | 33,772,095 | — | 7,640,356 | 6,698,868 | |||||
Unrealized depreciation on OTC swap contracts | — | — | 319,550 | — | 604,495 | 2,377,129 | |||||
Cash collateral due to broker on future contracts | — | — | — | — | — | 150,000 | |||||
Cash collateral due to broker on swap contracts | — | — | — | — | — | 16,841,010 | |||||
TBA sale commitments, at market value | — | — | — | — | 6,273,011 | — | |||||
Unfunded loan commitments | — | 185,872 | 191,426 | — | 17,363 | 201,449 | |||||
Payables: | |||||||||||
Investment securities purchased | 1,686,146 | 14,120,101 | 459,246,653 | 4,269,900 | 1,208,971,458 | 20,311,323 | |||||
Fund shares redeemed | 565,154 | 5,284,916 | 5,564,137 | 716,098 | 4,756,846 | 6,242,925 | |||||
Investment management fees | 14,641 | 627,773 | 1,191,846 | 31,853 | 742,075 | 1,670,724 | |||||
Transfer agent fees | 4,263 | 390,773 | 663,045 | 21,575 | 473,185 | 660,222 | |||||
Accounting services fees | 1,659 | 78,866 | 113,919 | 5,561 | 125,698 | 152,183 | |||||
Board of Directors' fees | 17 | 6,569 | 8,064 | 337 | 11,996 | 17,956 | |||||
Variation margin on futures contracts | — | — | 279,880 | — | — | — | |||||
Variation margin on centrally cleared swap contracts | — | — | 15,664,890 | — | — | 1,322,318 | |||||
Foreign taxes | — | — | 744 | — | — | — | |||||
Distribution fees | 944 | 37,334 | 22,020 | 1,716 | 39,571 | 14,779 | |||||
Distributions payable | — | 200,187 | 50 | 468 | 368,932 | — | |||||
Written options | — | — | 7,104,615 | — | 2,663,223 | 6,650,565 | |||||
Accrued expenses | 20,111 | 62,730 | 90,809 | 18,149 | 175,920 | 443,016 | |||||
OTC swap contracts premiums received | — | — | 6,613 | — | 16,557 | — | |||||
Total liabilities | 2,292,935 | 21,746,851 | 526,958,784 | 5,065,657 | 1,234,259,764 | 151,348,088 | |||||
Net assets | $ 42,766,561 | $ 2,014,658,576 | $ 2,835,355,480 | $ 115,771,383 | $ 3,211,940,948 | $ 3,483,644,339 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 44,830,216 | $ 2,102,441,812 | $ 3,227,737,818 | $ 124,826,307 | $ 3,607,470,616 | $ 3,663,654,201 | |||||
Distributable earnings (loss) | (2,063,655) | (87,783,236) | (392,382,338) | (9,054,924) | (395,529,668) | (180,009,862) | |||||
Net assets | $ 42,766,561 | $ 2,014,658,576 | $ 2,835,355,480 | $ 115,771,383 | $ 3,211,940,948 | $ 3,483,644,339 | |||||
Shares authorized | 340,000,000 | 690,000,000 | 1,415,000,000 | 300,000,000 | 1,225,000,000 | 1,500,000,000 | |||||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 |
192 |
April 30, 2022 (Unaudited)
Hartford Municipal Short Duration Fund | The Hartford Short Duration Fund | The Hartford Strategic Income Fund | Hartford Sustainable Municipal Bond Fund | The Hartford Total Return Bond Fund | The Hartford World Bond Fund | ||||||
Class A: Net asset value per share | $ 9.70 | $ 9.53 | $ 8.06 | $ 9.91 | $ 9.53 | $ 9.97 | |||||
Maximum offering price per share | 10.16 | 9.72 | 8.44 | 10.38 | 9.98 | 10.44 | |||||
Shares outstanding | 2,716,007 | 91,644,645 | 40,013,320 | 3,837,537 | 114,517,670 | 31,415,023 | |||||
Net Assets | $ 26,354,686 | $ 873,820,174 | $ 322,493,408 | $ 38,048,494 | $ 1,090,934,829 | $ 313,144,852 | |||||
Class C: Net asset value per share | $ 9.69 | $ 9.54 | $ 8.13 | $ 9.91 | $ 9.64 | $ 9.72 | |||||
Shares outstanding | 130,590 | 6,497,152 | 9,219,599 | 387,253 | 1,164,419 | 2,952,128 | |||||
Net Assets | $ 1,265,847 | $ 61,960,462 | $ 74,980,628 | $ 3,837,989 | $ 11,226,128 | $ 28,688,882 | |||||
Class I: Net asset value per share | $ 9.69 | $ 9.49 | $ 8.08 | $ 9.88 | $ 9.48 | $ 10.05 | |||||
Shares outstanding | 748,243 | 53,081,499 | 209,118,652 | 4,755,705 | 41,901,184 | 138,940,294 | |||||
Net Assets | $ 7,251,112 | $ 503,883,822 | $ 1,690,692,385 | $ 47,003,905 | $ 397,073,935 | $ 1,396,522,480 | |||||
Class R3: Net asset value per share | $ — | $ 9.52 | $ 8.04 | $ — | $ 9.80 | $ 9.89 | |||||
Shares outstanding | — | 124,738 | 403,227 | — | 400,451 | 110,796 | |||||
Net Assets | $ — | $ 1,187,531 | $ 3,243,672 | $ — | $ 3,923,380 | $ 1,095,840 | |||||
Class R4: Net asset value per share | $ — | $ 9.52 | $ 8.05 | $ — | $ 9.71 | $ 9.99 | |||||
Shares outstanding | — | 515,758 | 1,383,104 | — | 1,475,512 | 168,566 | |||||
Net Assets | $ — | $ 4,909,693 | $ 11,131,760 | $ — | $ 14,326,691 | $ 1,683,607 | |||||
Class R5: Net asset value per share | $ — | $ 9.48 | $ 8.05 | $ — | $ 9.63 | $ 10.05 | |||||
Shares outstanding | — | 230,138 | 5,536,299 | — | 190,856 | 836,757 | |||||
Net Assets | $ — | $ 2,182,775 | $ 44,544,643 | $ — | $ 1,838,469 | $ 8,411,854 | |||||
Class R6: Net asset value per share | $ — | $ 9.44 | $ 8.05 | $ — | $ 9.54 | $ 10.09 | |||||
Shares outstanding | — | 211,464 | 27,681,200 | — | 21,167,436 | 11,124,868 | |||||
Net Assets | $ — | $ 1,995,363 | $ 222,801,549 | $ — | $ 201,942,953 | $ 112,287,835 | |||||
Class Y: Net asset value per share | $ — | $ 9.47 | $ 8.03 | $ — | $ 9.57 | $ 10.08 | |||||
Shares outstanding | — | 1,014,515 | 20,622,510 | — | 40,932,051 | 24,775,312 | |||||
Net Assets | $ — | $ 9,604,533 | $ 165,677,804 | $ — | $ 391,671,970 | $ 249,800,955 | |||||
Class F: Net asset value per share | $ 9.70 | $ 9.48 | $ 8.08 | $ 9.89 | $ 9.40 | $ 10.07 | |||||
Shares outstanding | 813,965 | 58,583,887 | 37,118,227 | 2,718,751 | 116,859,041 | 136,271,344 | |||||
Net Assets | $ 7,894,916 | $ 555,114,223 | $ 299,789,631 | $ 26,880,995 | $ 1,099,002,593 | $ 1,372,008,034 | |||||
Cost of investments | $ 45,566,702 | $ 2,086,225,773 | $ 3,407,611,684 | $ 123,192,568 | $ 4,293,192,242 | $ 3,584,528,410 | |||||
Cost of foreign currency | $ — | $ 5,823,708 | $ 8,063,435 | $ — | $ 316,388 | $ 509,483,956 | |||||
Proceeds of TBA sale commitments | $ — | $ — | $ — | $ — | $ 6,335,766 | $ — | |||||
Written option contracts premiums received | $ — | $ — | $ 6,166,767 | $ — | $ 2,103,991 | $ 2,179,741 | |||||
(1) Includes Investment in securities on loan, at market value | $ — | $ 711,338 | $ 32,384,489 | $ — | $ 7,395,375 | $ 6,465,821 |
193 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Emerging Markets Local Debt Fund | The Hartford Floating Rate Fund | The Hartford Floating Rate High Income Fund | The Hartford High Yield Fund | The Hartford Inflation Plus Fund | The Hartford Municipal Opportunities Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ — | $ 1,097,554 | $ 291,360 | $ — | $ — | $ — | |||||
Interest | 1,392,266 | 44,292,745 | 9,646,856 | 10,370,118 | 15,174,244 | 22,238,882 | |||||
Securities lending | 519 | — | — | — | 131 | — | |||||
Less: Foreign tax withheld | (17,884) | — | — | — | (4,044) | — | |||||
Total investment income, net | 1,374,901 | 45,390,299 | 9,938,216 | 10,370,118 | 15,170,331 | 22,238,882 | |||||
Expenses: | |||||||||||
Investment management fees | 223,527 | 6,744,960 | 1,644,486 | 1,115,981 | 1,107,284 | 3,080,103 | |||||
Transfer agent fees | |||||||||||
Class A | 4,088 | 365,954 | 46,522 | 225,266 | 159,520 | 149,021 | |||||
Class C | 1,458 | 55,102 | 13,115 | 12,987 | 14,260 | 16,999 | |||||
Class I | 5,787 | 421,531 | 116,309 | 25,866 | 31,114 | 504,824 | |||||
Class R3 | 12 | 4,393 | 155 | 2,122 | 34,305 | — | |||||
Class R4 | 36 | 1,793 | 335 | 835 | 3,583 | — | |||||
Class R5 | 6 | 694 | 6,943 | 421 | 1,093 | — | |||||
Class Y | 20,629 | 23,576 | 8,204 | 532 | 18,609 | 6,378 | |||||
Class F | 84 | 803 | 362 | 863 | 229 | 799 | |||||
Distribution fees | |||||||||||
Class A | 4,766 | 903,769 | 105,771 | 346,690 | 287,804 | 582,210 | |||||
Class C | 6,599 | 533,351 | 121,566 | 83,764 | 116,664 | 224,399 | |||||
Class R3 | 26 | 11,071 | 353 | 4,878 | 78,429 | — | |||||
Class R4 | 53 | 2,637 | 508 | 1,228 | 5,390 | — | |||||
Custodian fees | 7,730 | 6,027 | 2,343 | 4,881 | 5,279 | 3,704 | |||||
Registration and filing fees | 54,482 | 101,839 | 64,672 | 72,965 | 66,108 | 133,306 | |||||
Accounting services fees | 5,886 | 153,966 | 40,091 | 42,667 | 50,916 | 141,022 | |||||
Board of Directors' fees | 684 | 24,267 | 5,053 | 5,332 | 6,478 | 20,924 | |||||
Audit and tax fees | 15,508 | 20,737 | 20,735 | 14,289 | 17,126 | 14,291 | |||||
Other expenses | 6,966 | 91,702 | 23,530 | 37,769 | 29,348 | 58,263 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 358,327 | 9,468,172 | 2,221,053 | 1,999,336 | 2,033,539 | 4,936,243 | |||||
Expense waivers | (82,123) | (3,163) | (125,464) | (78,668) | — | — | |||||
Distribution fee reimbursements | (98) | (3,126) | (92) | (2,775) | (3,751) | (1,476) | |||||
Total waivers, reimbursements and fees paid indirectly | (82,221) | (6,289) | (125,556) | (81,443) | (3,751) | (1,476) | |||||
Total expenses | 276,106 | 9,461,883 | 2,095,497 | 1,917,893 | 2,029,788 | 4,934,767 | |||||
Net Investment Income (Loss) | 1,098,795 | 35,928,416 | 7,842,719 | 8,452,225 | 13,140,543 | 17,304,115 | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | (1,114,462) | (16,151,404) | (3,022,399) | 1,004,837 | (353,843) | (23,067,856) | |||||
Less: Foreign taxes paid on realized capital gains | 494 | — | — | — | — | — | |||||
Purchased options contracts | 309,199 | — | — | — | — | — | |||||
Futures contracts | 253,506 | (898) | — | (97,526) | (693,804) | — | |||||
Written options contracts | (411,203) | — | — | — | — | — | |||||
Swap contracts | 31,899 | 578,745 | 170,494 | (342,159) | 760,077 | — | |||||
Foreign currency contracts | (666,769) | 24,429,873 | 5,238,569 | 2,615,401 | 1,054,756 | — | |||||
Other foreign currency transactions | (60,614) | (2,293,947) | (527,395) | (3,520) | 75,127 | — | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (1,657,950) | 6,562,369 | 1,859,269 | 3,177,033 | 842,313 | (23,067,856) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments * | (7,818,640) | (58,484,681) | (14,662,476) | (45,595,551) | (39,361,544) | (160,087,082) | |||||
Purchased options contracts | (35,919) | — | — | — | — | — | |||||
Futures contracts | 66,465 | — | — | 301,614 | (1,185,338) | — | |||||
Written options contracts | 108,387 | — | — | — | — | — | |||||
Swap contracts | (43,577) | (1,811,643) | (368,798) | (74,746) | 2,974,398 | — | |||||
Bond forward contracts | — | — | — | — | 103,907 | — | |||||
Foreign currency contracts | 159,998 | 1,755,138 | 388,884 | 110,336 | (77,946) | — | |||||
Translation of other assets and liabilities in foreign currencies | (28,914) | 583,890 | (100,877) | 7,473 | 88,884 | — |
194 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Emerging Markets Local Debt Fund | The Hartford Floating Rate Fund | The Hartford Floating Rate High Income Fund | The Hartford High Yield Fund | The Hartford Inflation Plus Fund | The Hartford Municipal Opportunities Fund | ||||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (7,592,200) | (57,957,296) | (14,743,267) | (45,250,874) | (37,457,639) | (160,087,082) | |||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (9,250,150) | (51,394,927) | (12,883,998) | (42,073,841) | (36,615,326) | (183,154,938) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (8,151,355) | $ (15,466,511) | $ (5,041,279) | $ (33,621,616) | $ (23,474,783) | $ (165,850,823) | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ 5,406 | $ — | $ — | $ — | $ — | $ — |
195 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Municipal Short Duration Fund | The Hartford Short Duration Fund | The Hartford Strategic Income Fund | Hartford Sustainable Municipal Bond Fund | The Hartford Total Return Bond Fund | The Hartford World Bond Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ — | $ — | $ 393,365 | $ — | $ 11,801 | $ — | |||||
Interest | 331,090 | 22,941,476 | 64,433,763 | 1,279,437 | 42,483,369 | 29,029,786 | |||||
Securities lending | — | 1,396 | 79,158 | — | 5,831 | 12,286 | |||||
Less: Foreign tax withheld | — | — | (47,548) | — | (246) | (396,618) | |||||
Total investment income, net | 331,090 | 22,942,872 | 64,858,738 | 1,279,437 | 42,500,755 | 28,645,454 | |||||
Expenses: | |||||||||||
Investment management fees | 79,720 | 3,925,559 | 7,805,447 | 216,655 | 4,656,231 | 10,841,827 | |||||
Transfer agent fees | |||||||||||
Class A | 5,469 | 515,589 | 238,571 | 11,498 | 659,850 | 226,656 | |||||
Class C | 733 | 32,756 | 42,081 | 2,681 | 12,459 | 21,042 | |||||
Class I | 4,726 | 234,807 | 997,755 | 32,821 | 106,844 | 853,268 | |||||
Class R3 | — | 1,347 | 3,191 | — | 4,774 | 1,092 | |||||
Class R4 | — | 1,102 | 8,918 | — | 12,026 | 1,781 | |||||
Class R5 | — | 920 | 24,484 | — | 1,333 | 4,795 | |||||
Class R6 | — | 40 | 3,394 | — | 1,780 | 2,361 | |||||
Class Y | — | 4,310 | 100,221 | — | 132,310 | 145,815 | |||||
Class F | 98 | 4,546 | 625 | 85 | 7,049 | 23,468 | |||||
Distribution fees | |||||||||||
Class A | 30,938 | 1,123,949 | 464,313 | 54,171 | 1,498,460 | 416,973 | |||||
Class C | 6,593 | 328,697 | 430,495 | 22,147 | 65,958 | 167,692 | |||||
Class R3 | — | 3,077 | 8,051 | — | 10,851 | 2,554 | |||||
Class R4 | — | 5,415 | 15,788 | — | 17,954 | 3,073 | |||||
Custodian fees | 489 | 5,834 | 91,366 | 742 | 31,198 | 102,010 | |||||
Registration and filing fees | 32,052 | 133,634 | 183,832 | 36,867 | 111,216 | 122,726 | |||||
Accounting services fees | 3,781 | 155,259 | 233,985 | 12,332 | 244,138 | 288,910 | |||||
Board of Directors' fees | 430 | 24,300 | 37,318 | 1,452 | 39,375 | 47,108 | |||||
Audit and tax fees | 14,288 | 17,128 | 23,206 | 14,268 | 21,960 | 18,352 | |||||
Other expenses | 4,057 | 93,055 | 119,174 | 8,334 | 179,441 | 292,800 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 183,374 | 6,611,324 | 10,832,215 | 414,053 | 7,815,207 | 13,584,303 | |||||
Expense waivers | (45,355) | — | — | (67,721) | — | — | |||||
Distribution fee reimbursements | (342) | (61,838) | (1,134) | (31) | (11,866) | (958) | |||||
Total waivers, reimbursements and fees paid indirectly | (45,697) | (61,838) | (1,134) | (67,752) | (11,866) | (958) | |||||
Total expenses | 137,677 | 6,549,486 | 10,831,081 | 346,301 | 7,803,341 | 13,583,345 | |||||
Net Investment Income (Loss) | 193,413 | 16,393,386 | 54,027,657 | 933,136 | 34,697,414 | 15,062,109 | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | (197,532) | 888,441 | (90,919,576) | (1,272,190) | (84,552,656) | (62,111,392) | |||||
Purchased options contracts | — | — | — | — | — | (2,533,468) | |||||
Futures contracts | — | 3,498,711 | (13,674,855) | — | 31,943,232 | 43,049,466 | |||||
Written options contracts | — | — | 15,063,858 | — | 34,136 | 3,410,029 | |||||
Swap contracts | — | — | (11,534,598) | — | (4,022,289) | (17,116,893) | |||||
Foreign currency contracts | — | 3,814,437 | 37,363,125 | — | 9,359,792 | 55,973,477 | |||||
Other foreign currency transactions | — | (441,767) | (1,513,097) | — | (157,095) | (829,695) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (197,532) | 7,759,822 | (65,215,143) | (1,272,190) | (47,394,880) | 19,841,524 | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments * | (2,256,125) | (108,636,157) | (321,532,243) | (10,663,964) | (375,967,058) | (265,201,598) | |||||
Purchased options contracts | — | — | 1,809,592 | — | 2,957,015 | (618,465) | |||||
Futures contracts | — | 1,692,557 | (9,210,232) | — | 21,517,896 | (1,081,860) | |||||
Written options contracts | — | — | (1,389,615) | — | (1,398,849) | (4,470,824) | |||||
Swap contracts | — | — | 3,196,658 | — | 3,976,038 | (6,281,790) | |||||
Foreign currency contracts | — | 381,586 | 22,421,980 | — | 974,826 | 119,406,562 | |||||
Translation of other assets and liabilities in foreign currencies | — | 3,706 | (6,235) | — | 444,765 | (995,656) |
196 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Municipal Short Duration Fund | The Hartford Short Duration Fund | The Hartford Strategic Income Fund | Hartford Sustainable Municipal Bond Fund | The Hartford Total Return Bond Fund | The Hartford World Bond Fund | ||||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (2,256,125) | (106,558,308) | (304,710,095) | (10,663,964) | (347,495,367) | (159,243,631) | |||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (2,453,657) | (98,798,486) | (369,925,238) | (11,936,154) | (394,890,247) | (139,402,107) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (2,260,244) | $ (82,405,100) | $ (315,897,581) | $ (11,003,018) | $ (360,192,833) | $ (124,339,998) | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ — | $ 22,216 | $ — | $ — | $ — |
197 |
The Hartford Emerging Markets Local Debt Fund | The Hartford Floating Rate Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,098,795 | $ 2,237,108 | $ 35,928,416 | $ 70,994,132 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (1,657,950) | 1,143,324 | 6,562,369 | 26,374,866 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (7,592,200) | (1,138,652) | (57,957,296) | 40,533,708 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (8,151,355) | 2,241,780 | (15,466,511) | 137,902,706 | |||
Distributions to Shareholders: | |||||||
Class A | (105,050) | (133,250) | (11,082,109) | (21,641,093) | |||
Class C | (31,386) | (45,865) | (1,203,871) | (3,702,166) | |||
Class I | (277,358) | (373,191) | (22,307,300) | (31,415,921) | |||
Class R3 | (275) | (328) | (61,077) | (128,958) | |||
Class R4 | (1,173) | (1,455) | (32,012) | (68,153) | |||
Class R5 | (328) | (816) | (22,991) | (37,242) | |||
Class Y | (1,159,789) | (1,515,399) | (1,199,589) | (1,586,807) | |||
Class F | (145,689) | (143,206) | (3,286,998) | (4,114,279) | |||
Total distributions | (1,721,048) | (2,213,510) | (39,195,947) | (62,694,619) | |||
Capital Share Transactions: | |||||||
Sold | 20,140,205 | 16,289,948 | 628,974,063 | 816,933,177 | |||
Issued on reinvestment of distributions | 1,641,350 | 2,154,350 | 31,608,672 | 50,166,714 | |||
Redeemed | (8,726,083) | (23,049,369) | (379,711,297) | (609,208,793) | |||
Net increase (decrease) from capital share transactions | 13,055,472 | (4,605,071) | 280,871,438 | 257,891,098 | |||
Net Increase (Decrease) in Net Assets | 3,183,069 | (4,576,801) | 226,208,980 | 333,099,185 | |||
Net Assets: | |||||||
Beginning of period | 58,616,021 | 63,192,822 | 2,117,528,417 | 1,784,429,232 | |||
End of period | $ 61,799,090 | $ 58,616,021 | $ 2,343,737,397 | $ 2,117,528,417 |
198 |
The Hartford Floating Rate High Income Fund | The Hartford High Yield Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 7,842,719 | $ 14,398,567 | $ 8,452,225 | $ 16,622,334 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 1,859,269 | 9,211,691 | 3,177,033 | 7,697,117 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (14,743,267) | 4,673,432 | (45,250,874) | 8,880,768 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (5,041,279) | 28,283,690 | (33,621,616) | 33,200,219 | |||
Distributions to Shareholders: | |||||||
Class A | (1,350,097) | (2,260,387) | (5,087,409) | (10,337,734) | |||
Class C | (286,350) | (767,793) | (241,510) | (718,263) | |||
Class I | (5,749,858) | (7,889,739) | (827,243) | (1,281,113) | |||
Class R3 | (1,977) | (3,765) | (32,700) | (56,962) | |||
Class R4 | (6,440) | (11,610) | (17,912) | (41,134) | |||
Class R5 | (265,202) | (408,844) | (15,166) | (28,190) | |||
Class R6 | — | — | (237) | (275) (1) | |||
Class Y | (363,314) | (361,445) | (21,304) | (40,983) | |||
Class F | (653,475) | (685,903) | (2,557,181) | (4,169,785) | |||
Total distributions | (8,676,713) | (12,389,486) | (8,800,662) | (16,674,439) | |||
Capital Share Transactions: | |||||||
Sold | 197,513,690 | 243,398,409 | 85,294,787 | 154,200,806 | |||
Issued on reinvestment of distributions | 8,648,583 | 12,325,072 | 8,700,248 | 16,437,697 | |||
Redeemed | (110,258,359) | (162,394,797) | (110,018,053) | (82,007,013) | |||
Net increase (decrease) from capital share transactions | 95,903,914 | 93,328,684 | (16,023,018) | 88,631,490 | |||
Net Increase (Decrease) in Net Assets | 82,185,922 | 109,222,888 | (58,445,296) | 105,157,270 | |||
Net Assets: | |||||||
Beginning of period | 438,366,009 | 329,143,121 | 467,446,465 | 362,289,195 | |||
End of period | $ 520,551,931 | $ 438,366,009 | $ 409,001,169 | $ 467,446,465 |
(1) | Commenced operations on March 1, 2021. |
199 |
The Hartford Inflation Plus Fund | The Hartford Municipal Opportunities Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 13,140,543 | $ 17,100,984 | $ 17,304,115 | $ 30,177,227 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 842,313 | 15,172,475 | (23,067,856) | (222,907) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (37,457,639) | 2,841,963 | (160,087,082) | 16,090,687 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (23,474,783) | 35,115,422 | (165,850,823) | 46,045,007 | |||
Distributions to Shareholders: | |||||||
Class A | (8,813,867) | (4,366,189) | (3,644,988) | (7,830,709) | |||
Class C | (839,912) | (241,079) | (179,801) | (505,567) | |||
Class I | (2,588,382) | (1,166,904) | (10,131,321) | (15,905,916) | |||
Class R3 | (1,169,727) | (623,956) | — | — | |||
Class R4 | (163,631) | (105,614) | — | — | |||
Class R5 | (74,258) | (38,900) | — | — | |||
Class Y | (1,318,518) | (738,520) | (130,311) | (297,401) | |||
Class F | (7,414,239) | (4,427,834) | (3,219,157) | (5,642,177) | |||
Total distributions | (22,382,534) | (11,708,996) | (17,305,578) | (30,181,770) | |||
Capital Share Transactions: | |||||||
Sold | 130,677,177 | 190,542,110 | 677,593,784 | 588,219,542 | |||
Issued on reinvestment of distributions | 21,954,827 | 11,424,933 | 15,842,316 | 26,743,790 | |||
Redeemed | (101,428,334) | (180,414,897) | (464,749,943) | (313,751,683) | |||
Net increase (decrease) from capital share transactions | 51,203,670 | 21,552,146 | 228,686,157 | 301,211,649 | |||
Net Increase (Decrease) in Net Assets | 5,346,353 | 44,958,572 | 45,529,756 | 317,074,886 | |||
Net Assets: | |||||||
Beginning of period | 568,735,709 | 523,777,137 | 1,784,430,458 | 1,467,355,572 | |||
End of period | $ 574,082,062 | $ 568,735,709 | $ 1,829,960,214 | $ 1,784,430,458 |
200 |
Hartford Municipal Short Duration Fund | The Hartford Short Duration Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 193,413 | $ 365,111 | $ 16,393,386 | $ 31,524,181 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (197,532) | (10,314) | 7,759,822 | 12,295,333 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (2,256,125) | 17,714 | (106,558,308) | (16,347,248) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,260,244) | 372,511 | (82,405,100) | 27,472,266 | |||
Distributions to Shareholders: | |||||||
Class A | (90,106) | (241,664) | (6,454,309) | (13,765,749) | |||
Class C | (456) | (6,519) | (226,593) | (650,763) | |||
Class I | (64,531) | (70,845) | (6,187,028) | (11,271,779) | |||
Class R3 | — | — | (7,841) | (24,103) | |||
Class R4 | — | — | (32,234) | (74,418) | |||
Class R5 | — | — | (14,247) | (33,325) | |||
Class R6 | — | — | (21,707) | (29,252) | |||
Class Y | — | — | (73,954) | (168,858) | |||
Class F | (30,529) | (51,426) | (5,122,412) | (6,693,662) | |||
Total distributions | (185,622) | (370,454) | (18,140,325) | (32,711,909) | |||
Capital Share Transactions: | |||||||
Sold | 31,998,955 | 18,254,920 | 591,695,326 | 1,252,229,093 | |||
Issued on reinvestment of distributions | 181,447 | 368,228 | 16,822,924 | 30,042,870 | |||
Redeemed | (23,312,412) | (8,165,674) | (651,897,894) | (781,083,476) | |||
Net increase (decrease) from capital share transactions | 8,867,990 | 10,457,474 | (43,379,644) | 501,188,487 | |||
Net Increase (Decrease) in Net Assets | 6,422,124 | 10,459,531 | (143,925,069) | 495,948,844 | |||
Net Assets: | |||||||
Beginning of period | 36,344,437 | 25,884,906 | 2,158,583,645 | 1,662,634,801 | |||
End of period | $ 42,766,561 | $ 36,344,437 | $ 2,014,658,576 | $ 2,158,583,645 |
201 |
The Hartford Strategic Income Fund | Hartford Sustainable Municipal Bond Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 54,027,657 | $ 81,332,265 | $ 933,136 | $ 1,565,874 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (65,215,143) | 39,156,835 | (1,272,190) | 668,157 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (304,710,095) | (15,561,618) | (10,663,964) | 487,346 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (315,897,581) | 104,927,482 | (11,003,018) | 2,721,377 | |||
Distributions to Shareholders: | |||||||
Class A | (10,749,819) | (13,415,885) | (514,977) | (583,161) | |||
Class C | (2,135,169) | (2,498,541) | (35,581) | (30,346) | |||
Class I | (59,024,106) | (58,862,872) | (643,116) | (597,267) | |||
Class R3 | (87,485) | (76,238) | — | — | |||
Class R4 | (363,533) | (276,821) | — | — | |||
Class R5 | (1,403,870) | (1,436,033) | — | — | |||
Class R6 | (5,889,265) | (2,476,456) | — | — | |||
Class Y | (5,885,948) | (5,957,462) | — | — | |||
Class F | (9,966,840) | (13,930,487) | (379,824) | (354,323) | |||
Total distributions | (95,506,035) | (98,930,795) | (1,573,498) | (1,565,097) | |||
Capital Share Transactions: | |||||||
Sold | 813,979,519 | 2,604,992,032 | 37,791,808 | 58,514,592 | |||
Issued on reinvestment of distributions | 94,283,881 | 98,446,517 | 1,570,949 | 1,561,109 | |||
Redeemed | (1,001,851,857) | (1,052,171,798) | (39,520,969) | (16,076,394) | |||
Net increase (decrease) from capital share transactions | (93,588,457) | 1,651,266,751 | (158,212) | 43,999,307 | |||
Net Increase (Decrease) in Net Assets | (504,992,073) | 1,657,263,438 | (12,734,728) | 45,155,587 | |||
Net Assets: | |||||||
Beginning of period | 3,340,347,553 | 1,683,084,115 | 128,506,111 | 83,350,524 | |||
End of period | $ 2,835,355,480 | $ 3,340,347,553 | $ 115,771,383 | $ 128,506,111 |
202 |
The Hartford Total Return Bond Fund | The Hartford World Bond Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 34,697,414 | $ 61,872,563 | $ 15,062,109 | $ 31,308,168 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (47,394,880) | 36,144,280 | 19,841,524 | 68,593,974 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (347,495,367) | (74,464,811) | (159,243,631) | (109,895,728) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (360,192,833) | 23,552,032 | (124,339,998) | (9,993,586) | |||
Distributions to Shareholders: | |||||||
Class A | (32,758,893) | (32,137,413) | (3,953,261) | (3,010,998) | |||
Class C | (309,052) | (472,610) | (302,830) | (125,450) | |||
Class I | (8,794,815) | (9,730,043) | (21,410,957) | (20,651,050) | |||
Class R3 | (109,762) | (109,854) | (10,382) | (5,791) | |||
Class R4 | (374,229) | (391,047) | (21,449) | (120,174) | |||
Class R5 | (69,748) | (70,122) | (110,761) | (88,533) | |||
Class R6 | (6,568,293) | (4,246,736) | (1,632,596) | (1,415,295) | |||
Class Y | (12,021,506) | (12,144,844) | (3,437,635) | (3,546,250) | |||
Class F | (38,145,841) | (32,813,903) | (19,890,013) | (17,628,017) | |||
Total distributions | (99,152,139) | (92,116,572) | (50,769,884) | (46,591,558) | |||
Capital Share Transactions: | |||||||
Sold | 619,626,955 | 1,350,276,016 | 512,885,508 | 1,356,935,358 | |||
Issued on reinvestment of distributions | 93,722,183 | 88,860,837 | 48,757,410 | 43,738,556 | |||
Redeemed | (486,655,340) | (917,559,808) | (1,026,782,563) | (1,693,085,720) | |||
Net increase (decrease) from capital share transactions | 226,693,798 | 521,577,045 | (465,139,645) | (292,411,806) | |||
Net Increase (Decrease) in Net Assets | (232,651,174) | 453,012,505 | (640,249,527) | (348,996,950) | |||
Net Assets: | |||||||
Beginning of period | 3,444,592,122 | 2,991,579,617 | 4,123,893,866 | 4,472,890,816 | |||
End of period | $ 3,211,940,948 | $ 3,444,592,122 | $ 3,483,644,339 | $ 4,123,893,866 |
203 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Emerging Markets Local Debt Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 5.39 | $ 0.09 | $ (0.75) | $ (0.66) | $ (0.14) | $ — | $ — | $ (0.14) | $ 4.59 | (12.50)% (5) | $ 3,323 | 1.52% (6) | 1.18% (6) | 3.43% (6) | 36% | |||||||||||||||
C | 5.40 | 0.07 | (0.76) | (0.69) | (0.12) | — | — | (0.12) | 4.59 | (13.00) (5) | 912 | 2.28 (6) | 1.93 (6) | 2.70 (6) | 36 | |||||||||||||||
I | 5.36 | 0.09 | (0.74) | (0.65) | (0.15) | — | — | (0.15) | 4.56 | (12.46) (5) | 8,110 | 1.18 (6) | 0.93 (6) | 3.69 (6) | 36 | |||||||||||||||
R3 | 5.38 | 0.09 | (0.75) | (0.66) | (0.13) | — | — | (0.13) | 4.59 | (12.47) (5) | 10 | 1.77 (6) | 1.26 (6) | 3.36 (6) | 36 | |||||||||||||||
R4 | 5.36 | 0.09 | (0.75) | (0.66) | (0.14) | — | — | (0.14) | 4.56 | (12.58) (5) | 39 | 1.48 (6) | 1.18 (6) | 3.43 (6) | 36 | |||||||||||||||
R5 | 5.14 | 0.09 | (0.72) | (0.63) | (0.15) | — | — | (0.15) | 4.36 | (12.59) (5) | 10 | 1.17 (6) | 0.88 (6) | 3.76 (6) | 36 | |||||||||||||||
Y | 5.32 | 0.09 | (0.73) | (0.64) | (0.15) | — | — | (0.15) | 4.53 | (12.34) (5) | 44,043 | 1.16 (6) | 0.88 (6) | 3.73 (6) | 36 | |||||||||||||||
F | 5.37 | 0.09 | (0.74) | (0.65) | (0.15) | — | — | (0.15) | 4.57 | (12.39) (5) | 5,352 | 1.06 (6) | 0.83 (6) | 3.77 (6) | 36 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 5.39 | $ 0.18 | $ (0.00) (7) | $ 0.18 | $ (0.18) | $ — | $ — | $ (0.18) | $ 5.39 | 3.20% | $ 3,996 | 1.49% | 1.18% | 3.20% | 99% | |||||||||||||||
C | 5.40 | 0.14 | (0.00) (7) | 0.14 | (0.14) | — | — | (0.14) | 5.40 | 2.43 | 1,771 | 2.25 | 1.93 | 2.45 | 99 | |||||||||||||||
I | 5.37 | 0.19 | (0.01) | 0.18 | (0.19) | — | — | (0.19) | 5.36 | 3.28 | 11,164 | 1.15 | 0.93 | 3.45 | 99 | |||||||||||||||
R3 | 5.37 | 0.18 | (0.01) | 0.17 | (0.16) | — | — | (0.16) | 5.38 | 3.09 | 11 | 1.76 | 1.21 | 3.18 | 99 | |||||||||||||||
R4 | 5.37 | 0.18 | (0.01) | 0.17 | (0.18) | — | — | (0.18) | 5.36 | 3.02 | 45 | 1.46 | 1.18 | 3.20 | 99 | |||||||||||||||
R5 | 5.15 | 0.19 | (0.01) | 0.18 | (0.19) | — | — | (0.19) | 5.14 | 3.48 | 11 | 1.16 | 0.88 | 3.56 | 99 | |||||||||||||||
Y | 5.33 | 0.20 | (0.02) | 0.18 | (0.19) | — | — | (0.19) | 5.32 | 3.36 | 37,127 | 1.14 | 0.88 | 3.49 | 99 | |||||||||||||||
F | 5.37 | 0.20 | (0.00) (7) | 0.20 | (0.20) | — | — | (0.20) | 5.37 | 3.57 | 4,490 | 1.04 | 0.83 | 3.54 | 99 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 5.86 | $ 0.22 | $ (0.46) | $ (0.24) | $ — | $ — | $ (0.23) | $ (0.23) | $ 5.39 | (4.02)% | $ 4,441 | 1.42% | 1.18% | 4.08% | 99% | |||||||||||||||
C | 5.86 | 0.19 | (0.46) | (0.27) | — | — | (0.19) | (0.19) | 5.40 | (4.66) | 1,795 | 2.18 | 1.93 | 3.35 | 99 | |||||||||||||||
I | 5.84 | 0.25 | (0.47) | (0.22) | — | — | (0.25) | (0.25) | 5.37 | (3.73) | 10,596 | 1.07 | 0.93 | 4.43 | 99 | |||||||||||||||
R3 | 5.84 | 0.23 | (0.46) | (0.23) | — | — | (0.24) | (0.24) | 5.37 | (3.97) | 11 | 1.70 | 1.06 | 4.20 | 99 | |||||||||||||||
R4 | 5.83 | 0.22 | (0.45) | (0.23) | — | — | (0.23) | (0.23) | 5.37 | (3.87) | 43 | 1.40 | 1.18 | 4.07 | 99 | |||||||||||||||
R5 | 5.60 | 0.22 | (0.42) | (0.20) | — | — | (0.25) | (0.25) | 5.15 | (3.52) | 45 | 1.10 | 0.88 | 4.31 | 99 | |||||||||||||||
Y | 5.80 | 0.24 | (0.46) | (0.22) | — | — | (0.25) | (0.25) | 5.33 | (3.72) | 43,062 | 1.09 | 0.88 | 4.43 | 99 | |||||||||||||||
F | 5.84 | 0.25 | (0.47) | (0.22) | — | — | (0.25) | (0.25) | 5.37 | (3.65) | 3,201 | 0.98 | 0.83 | 4.46 | 99 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 5.50 | $ 0.29 | $ 0.48 | $ 0.77 | $ (0.27) | $ — | $ (0.14) | $ (0.41) | $ 5.86 | 14.52% | $ 5,691 | 1.45% | 1.25% | 5.10% | 110% | |||||||||||||||
C | 5.50 | 0.25 | 0.47 | 0.72 | (0.23) | — | (0.13) | (0.36) | 5.86 | 13.57 | 2,495 | 2.19 | 2.00 | 4.35 | 110 | |||||||||||||||
I | 5.48 | 0.31 | 0.48 | 0.79 | (0.28) | — | (0.15) | (0.43) | 5.84 | 14.92 | 41,300 | 1.11 | 0.98 | 5.36 | 110 | |||||||||||||||
R3 | 5.47 | 0.29 | 0.49 | 0.78 | (0.27) | — | (0.14) | (0.41) | 5.84 | 14.82 | 12 | 1.74 | 1.17 | 5.16 | 110 | |||||||||||||||
R4 | 5.47 | 0.29 | 0.48 | 0.77 | (0.27) | — | (0.14) | (0.41) | 5.83 | 14.58 | 49 | 1.44 | 1.25 | 5.09 | 110 | |||||||||||||||
R5 | 5.27 | 0.29 | 0.47 | 0.76 | (0.28) | — | (0.15) | (0.43) | 5.60 | 14.96 | 11 | 1.14 | 0.95 | 5.36 | 110 | |||||||||||||||
Y | 5.44 | 0.31 | 0.48 | 0.79 | (0.28) | — | (0.15) | (0.43) | 5.80 | 15.12 | 87,413 | 1.10 | 0.90 | 5.44 | 110 | |||||||||||||||
F | 5.48 | 0.31 | 0.48 | 0.79 | (0.28) | — | (0.15) | (0.43) | 5.84 | 15.00 | 4,150 | 1.02 | 0.90 | 5.44 | 110 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 7.62 | $ 0.30 | $ (0.75) | $ (0.45) | $ (1.67) | $ — | $ — | $ (1.67) | $ 5.50 | (8.25)% | $ 6,774 | 1.41% | 1.25% | 4.78% | 130% | |||||||||||||||
C | 7.62 | 0.25 | (0.75) | (0.50) | (1.62) | — | — | (1.62) | 5.50 | (8.86) | 2,951 | 2.19 | 2.00 | 4.04 | 130 | |||||||||||||||
I | 7.61 | 0.32 | (0.76) | (0.44) | (1.69) | — | — | (1.69) | 5.48 | (8.00) | 62,924 | 1.07 | 0.96 | 5.08 | 130 | |||||||||||||||
R3 | 7.60 | 0.29 | (0.76) | (0.47) | (1.66) | — | — | (1.66) | 5.47 | (8.44) | 11 | 1.73 | 1.39 | 4.65 | 130 | |||||||||||||||
R4 | 7.60 | 0.30 | (0.76) | (0.46) | (1.67) | — | — | (1.67) | 5.47 | (8.29) | 60 | 1.43 | 1.25 | 4.79 | 130 | |||||||||||||||
R5 | 7.38 | 0.31 | (0.73) | (0.42) | (1.69) | — | — | (1.69) | 5.27 | (7.98) | 10 | 1.13 | 0.95 | 5.11 | 130 | |||||||||||||||
Y | 7.57 | 0.32 | (0.75) | (0.43) | (1.70) | — | — | (1.70) | 5.44 | (7.99) | 86,121 | 1.06 | 0.90 | 5.13 | 130 | |||||||||||||||
F | 7.61 | 0.32 | (0.76) | (0.44) | (1.69) | — | — | (1.69) | 5.48 | (7.93) | 4,599 | 1.01 | 0.90 | 5.15 | 130 |
204 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Emerging Markets Local Debt Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 7.48 | $ 0.37 | $ 0.11 | $ 0.48 | $ (0.34) | $ — | $ — | $ (0.34) | $ 7.62 | 6.80% | $ 8,324 | 1.44% | 1.25% | 4.87% | 151% | |||||||||||||||
C | 7.47 | 0.31 | 0.13 | 0.44 | (0.29) | — | — | (0.29) | 7.62 | 5.98 | 2,777 | 2.20 | 2.00 | 4.13 | 151 | |||||||||||||||
I | 7.46 | 0.39 | 0.13 | 0.52 | (0.37) | — | — | (0.37) | 7.61 | 7.11 | 46,768 | 1.18 | 1.00 | 5.10 | 151 | |||||||||||||||
R3 | 7.43 | 0.35 | 0.13 | 0.48 | (0.31) | — | — | (0.31) | 7.60 | 6.61 | 12 | 1.96 | 1.50 | 4.67 | 151 | |||||||||||||||
R4 | 7.45 | 0.37 | 0.12 | 0.49 | (0.34) | — | — | (0.34) | 7.60 | 6.73 | 46 | 1.50 | 1.25 | 4.86 | 151 | |||||||||||||||
R5 | 7.24 | 0.38 | 0.11 | 0.49 | (0.35) | — | — | (0.35) | �� | 7.38 | 7.00 | 11 | 1.21 | 0.95 | 5.22 | 151 | ||||||||||||||
Y | 7.43 | 0.39 | 0.12 | 0.51 | (0.37) | — | — | (0.37) | 7.57 | 7.11 | 94,802 | 1.07 | 0.90 | 5.24 | 151 | |||||||||||||||
F (8) | 7.29 | 0.26 | 0.31 | 0.57 | (0.25) | — | — | (0.25) | 7.61 | 7.87 (5) | 2,210 | 1.04 (6) | 0.90 (6) | 4.99 (6) | 151 | |||||||||||||||
The Hartford Floating Rate Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 8.40 | $ 0.13 | $ (0.19) | $ (0.06) | $ (0.13) | $ — | $ — | $ (0.13) | $ 8.21 | (0.76)% (5) | $ 727,199 | 1.00% (6) | 1.00% (6) | 3.11% (6) | 24% | |||||||||||||||
C | 8.48 | 0.10 | (0.20) | (0.10) | (0.09) | — | — | (0.09) | 8.29 | (1.14) (5) | 103,964 | 1.75 (6) | 1.75 (6) | 2.36 (6) | 24 | |||||||||||||||
I | 8.37 | 0.14 | (0.19) | (0.05) | (0.16) | — | — | (0.16) | 8.16 | (0.60) (5) | 1,239,871 | 0.72 (6) | 0.72 (6) | 3.39 (6) | 24 | |||||||||||||||
R3 | 8.45 | 0.12 | (0.19) | (0.07) | (0.11) | — | — | (0.11) | 8.27 | (0.78) (5) | 4,243 | 1.35 (6) | 1.25 (6) | 2.86 (6) | 24 | |||||||||||||||
R4 | 8.39 | 0.13 | (0.18) | (0.05) | (0.13) | — | — | (0.13) | 8.21 | (0.66) (5) | 1,589 | 1.07 (6) | 1.00 (6) | 3.11 (6) | 24 | |||||||||||||||
R5 | 8.37 | 0.14 | (0.19) | (0.05) | (0.16) | — | — | (0.16) | 8.16 | (0.66) (5) | 1,322 | 0.76 (6) | 0.76 (6) | 3.36 (6) | 24 | |||||||||||||||
Y | 8.34 | 0.14 | (0.19) | (0.05) | (0.16) | — | — | (0.16) | 8.13 | (0.61) (5) | 67,691 | 0.72 (6) | 0.72 (6) | 3.39 (6) | 24 | |||||||||||||||
F | 8.35 | 0.14 | (0.18) | (0.04) | (0.17) | — | — | (0.17) | 8.14 | (0.50) (5) | 197,859 | 0.65 (6) | 0.65 (6) | 3.47 (6) | 24 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 8.04 | $ 0.30 | $ 0.31 | $ 0.61 | $ (0.25) | $ — | $ — | $ (0.25) | $ 8.40 | 7.70% | $ 738,311 | 1.00% | 1.00% | 3.59% | 99% | |||||||||||||||
C | 8.12 | 0.24 | 0.31 | 0.55 | (0.19) | — | — | (0.19) | 8.48 | 6.84 | 110,915 | 1.75 | 1.75 | 2.86 | 99 | |||||||||||||||
I | 8.03 | 0.32 | 0.32 | 0.64 | (0.30) | — | — | (0.30) | 8.37 | 8.01 | 1,066,435 | 0.73 | 0.73 | 3.85 | 99 | |||||||||||||||
R3 | 8.10 | 0.28 | 0.30 | 0.58 | (0.23) | — | — | (0.23) | 8.45 | 7.25 | 4,586 | 1.36 | 1.25 | 3.34 | 99 | |||||||||||||||
R4 | 8.04 | 0.30 | 0.30 | 0.60 | (0.25) | — | — | (0.25) | 8.39 | 7.55 | 2,180 | 1.07 | 1.00 | 3.59 | 99 | |||||||||||||||
R5 | 8.03 | 0.32 | 0.31 | 0.63 | (0.29) | — | — | (0.29) | 8.37 | 7.92 | 1,148 | 0.77 | 0.77 | 3.82 | 99 | |||||||||||||||
Y | 8.01 | 0.32 | 0.31 | 0.63 | (0.30) | — | — | (0.30) | 8.34 | 7.90 | 49,434 | 0.75 | 0.75 | 3.83 | 99 | |||||||||||||||
F | 8.02 | 0.33 | 0.31 | 0.64 | (0.31) | — | — | (0.31) | 8.35 | 8.06 | 144,519 | 0.65 | 0.65 | 3.92 | 99 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 8.37 | $ 0.29 | $ (0.33) | $ (0.04) | $ (0.29) | $ — | $ — | $ (0.29) | $ 8.04 | (0.40)% | $ 659,749 | 1.01% | 1.00% | 3.62% | 86% | |||||||||||||||
C | 8.45 | 0.24 | (0.34) | (0.10) | (0.23) | — | — | (0.23) | 8.12 | (1.10) | 231,747 | 1.74 | 1.74 | 2.91 | 86 | |||||||||||||||
I | 8.36 | 0.32 | (0.34) | (0.02) | (0.31) | — | — | (0.31) | 8.03 | (0.14) | 749,601 | 0.73 | 0.73 | 3.93 | 86 | |||||||||||||||
R3 | 8.42 | 0.27 | (0.32) | (0.05) | (0.27) | — | — | (0.27) | 8.10 | (0.51) | 4,684 | 1.37 | 1.25 | 3.38 | 86 | |||||||||||||||
R4 | 8.36 | 0.29 | (0.32) | (0.03) | (0.29) | — | — | (0.29) | 8.04 | (0.29) | 2,274 | 1.07 | 1.00 | 3.63 | 86 | |||||||||||||||
R5 | 8.35 | 0.31 | (0.32) | (0.01) | (0.31) | — | — | (0.31) | 8.03 | (0.07) | 987 | 0.77 | 0.77 | 3.84 | 86 | |||||||||||||||
Y | 8.33 | 0.32 | (0.33) | (0.01) | (0.31) | — | — | (0.31) | 8.01 | (0.00) (9) | 42,538 | 0.71 | 0.71 | 3.93 | 86 | |||||||||||||||
F | 8.36 | 0.33 | (0.35) | (0.02) | (0.32) | — | — | (0.32) | 8.02 | (0.20) | 92,849 | 0.65 | 0.65 | 4.09 | 86 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 8.68 | $ 0.39 | $ (0.23) | $ 0.16 | $ (0.45) | $ — | $ (0.02) | $ (0.47) | $ 8.37 | 1.98% | $ 762,132 | 1.00% | 1.00% | 4.61% | 46% | |||||||||||||||
C | 8.67 | 0.33 | (0.23) | 0.10 | (0.31) | — | (0.01) | (0.32) | 8.45 | 1.22 | 458,641 | 1.73 | 1.73 | 3.89 | 46 | |||||||||||||||
I | 8.69 | 0.41 | (0.23) | 0.18 | (0.49) | — | (0.02) | (0.51) | 8.36 | 2.29 | 1,316,224 | 0.71 | 0.71 | 4.90 | 46 | |||||||||||||||
R3 | 8.70 | 0.37 | (0.23) | 0.14 | (0.41) | — | (0.01) | (0.42) | 8.42 | 1.72 | 6,708 | 1.33 | 1.25 | 4.35 | 46 | |||||||||||||||
R4 | 8.67 | 0.39 | (0.22) | 0.17 | (0.46) | — | (0.02) | (0.48) | 8.36 | 2.04 | 2,807 | 1.05 | 1.00 | 4.66 | 46 | |||||||||||||||
R5 | 8.68 | 0.41 | (0.23) | 0.18 | (0.49) | — | (0.02) | (0.51) | 8.35 | 2.18 | 1,193 | 0.77 | 0.77 | 4.84 | 46 | |||||||||||||||
Y | 8.67 | 0.42 | (0.24) | 0.18 | (0.50) | — | (0.02) | (0.52) | 8.33 | 2.25 | 63,586 | 0.71 | 0.71 | 4.93 | 46 | |||||||||||||||
F | 8.70 | 0.41 | (0.22) | 0.19 | (0.51) | — | (0.02) | (0.53) | 8.36 | 2.32 | 398,085 | 0.64 | 0.64 | 4.83 | 46 |
205 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Floating Rate Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 8.74 | $ 0.37 | $ (0.08) | $ 0.29 | $ (0.35) | $ — | $ — | $ (0.35) | $ 8.68 | 3.41% | $ 909,677 | 0.99% | 0.99% | 4.21% | 55% | |||||||||||||||
C | 8.73 | 0.30 | (0.07) | 0.23 | (0.29) | — | — | (0.29) | 8.67 | 2.65 | 744,791 | 1.73 | 1.73 | 3.48 | 55 | |||||||||||||||
I | 8.75 | 0.39 | (0.07) | 0.32 | (0.38) | — | — | (0.38) | 8.69 | 3.70 | 1,903,730 | 0.72 | 0.72 | 4.50 | 55 | |||||||||||||||
R3 | 8.76 | 0.35 | (0.08) | 0.27 | (0.33) | — | — | (0.33) | 8.70 | 3.15 | 8,479 | 1.37 | 1.25 | 3.95 | 55 | |||||||||||||||
R4 | 8.73 | 0.37 | (0.08) | 0.29 | (0.35) | — | — | (0.35) | 8.67 | 3.40 | 5,804 | 1.07 | 1.00 | 4.21 | 55 | |||||||||||||||
R5 | 8.74 | 0.39 | (0.08) | 0.31 | (0.37) | — | — | (0.37) | 8.68 | 3.67 | 1,897 | 0.77 | 0.74 | 4.45 | 55 | |||||||||||||||
Y | 8.73 | 0.39 | (0.07) | 0.32 | (0.38) | — | — | (0.38) | 8.67 | 3.71 | 470,887 | 0.71 | 0.70 | 4.53 | 55 | |||||||||||||||
F | 8.76 | 0.39 | (0.07) | 0.32 | (0.38) | — | — | (0.38) | 8.70 | 3.88 | 67,464 | 0.65 | 0.65 | 4.52 | 55 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 8.58 | $ 0.32 | $ 0.16 | $ 0.48 | $ (0.31) | $ — | $ (0.01) | $ (0.32) | $ 8.74 | 5.66% | $ 806,759 | 0.98% | 0.98% | 3.68% | 62% | |||||||||||||||
C | 8.57 | 0.26 | 0.15 | 0.41 | (0.24) | — | (0.01) | (0.25) | 8.73 | 4.89 | 1,046,990 | 1.72 | 1.72 | 2.95 | 62 | |||||||||||||||
I | 8.59 | 0.34 | 0.16 | 0.50 | (0.33) | — | (0.01) | (0.34) | 8.75 | 5.95 | 1,817,213 | 0.71 | 0.71 | 3.94 | 62 | |||||||||||||||
R3 | 8.61 | 0.30 | 0.15 | 0.45 | (0.29) | — | (0.01) | (0.30) | 8.76 | 5.25 | 9,993 | 1.37 | 1.25 | 3.41 | 62 | |||||||||||||||
R4 | 8.58 | 0.32 | 0.15 | 0.47 | (0.31) | — | (0.01) | (0.32) | 8.73 | 5.52 | 6,359 | 1.06 | 1.00 | 3.65 | 62 | |||||||||||||||
R5 | 8.58 | 0.34 | 0.16 | 0.50 | (0.33) | — | (0.01) | (0.34) | 8.74 | 5.96 | 2,200 | 0.80 | 0.70 | 3.96 | 62 | |||||||||||||||
Y | 8.57 | 0.35 | 0.16 | 0.51 | (0.34) | — | (0.01) | (0.35) | 8.73 | 5.99 | 374,594 | 0.67 | 0.67 | 3.98 | 62 | |||||||||||||||
F (8) | 8.74 | 0.23 | 0.02 | 0.25 | (0.22) | — | (0.01) | (0.23) | 8.76 | 2.78 (5) | 48,407 | 0.65 (6) | 0.65 (6) | 3.95 (6) | 62 | |||||||||||||||
The Hartford Floating Rate High Income Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 9.68 | $ 0.15 | $ (0.26) | $ (0.11) | $ (0.15) | $ — | $ — | $ (0.15) | $ 9.42 | (1.13)% (5) | $ 90,372 | 1.13% (6) | 1.05% (6) | 3.18% (6) | 30% | |||||||||||||||
C | 9.76 | 0.12 | (0.26) | (0.14) | (0.11) | — | — | (0.11) | 9.51 | (1.41) (5) | 23,684 | 1.87 (6) | 1.80 (6) | 2.42 (6) | 30 | |||||||||||||||
I | 9.63 | 0.16 | (0.26) | (0.10) | (0.18) | — | — | (0.18) | 9.35 | (1.00) (5) | 335,564 | 0.84 (6) | 0.80 (6) | 3.43 (6) | 30 | |||||||||||||||
R3 | 9.69 | 0.14 | (0.26) | (0.12) | (0.13) | — | — | (0.13) | 9.44 | (1.21) (5) | 136 | 1.49 (6) | 1.35 (6) | 2.87 (6) | 30 | |||||||||||||||
R4 | 9.66 | 0.15 | (0.26) | (0.11) | (0.15) | — | — | (0.15) | 9.40 | (1.15) (5) | 422 | 1.18 (6) | 1.05 (6) | 3.18 (6) | 30 | |||||||||||||||
R5 | 9.63 | 0.16 | (0.25) | (0.09) | (0.19) | — | — | (0.19) | 9.35 | (0.94) (5) | 13,395 | 0.87 (6) | 0.75 (6) | 3.48 (6) | 30 | |||||||||||||||
Y | 9.63 | 0.16 | (0.25) | (0.09) | (0.19) | — | — | (0.19) | 9.35 | (0.98) (5) | 18,415 | 0.86 (6) | 0.78 (6) | 3.44 (6) | 30 | |||||||||||||||
F | 9.64 | 0.16 | (0.25) | (0.09) | (0.19) | — | — | (0.19) | 9.36 | (0.94) (5) | 38,564 | 0.77 (6) | 0.75 (6) | 3.47 (6) | 30 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 9.23 | $ 0.35 | $ 0.40 | $ 0.75 | $ (0.30) | $ — | $ — | $ (0.30) | $ 9.68 | 8.23% | $ 81,907 | 1.15% | 1.05% | 3.67% | 132% | |||||||||||||||
C | 9.31 | 0.29 | 0.39 | 0.68 | (0.23) | — | — | (0.23) | 9.76 | 7.38 | 25,357 | 1.88 | 1.80 | 2.95 | 132 | |||||||||||||||
I | 9.18 | 0.38 | 0.40 | 0.78 | (0.33) | — | — | (0.33) | 9.63 | 8.52 | 276,041 | 0.86 | 0.80 | 3.92 | 132 | |||||||||||||||
R3 | 9.25 | 0.33 | 0.38 | 0.71 | (0.27) | — | — | (0.27) | 9.69 | 7.77 | 160 | 1.49 | 1.35 | 3.37 | 132 | |||||||||||||||
R4 | 9.21 | 0.35 | 0.40 | 0.75 | (0.30) | — | — | (0.30) | 9.66 | 8.24 | 399 | 1.20 | 1.05 | 3.68 | 132 | |||||||||||||||
R5 | 9.18 | 0.38 | 0.40 | 0.78 | (0.33) | — | — | (0.33) | 9.63 | 8.58 | 12,801 | 0.88 | 0.75 | 3.97 | 132 | |||||||||||||||
Y | 9.19 | 0.38 | 0.39 | 0.77 | (0.33) | — | — | (0.33) | 9.63 | 8.43 | 13,206 | 0.89 | 0.78 | 3.92 | 132 | |||||||||||||||
F | 9.20 | 0.38 | 0.39 | 0.77 | (0.33) | — | — | (0.33) | 9.64 | 8.45 | 28,494 | 0.78 | 0.75 | 3.94 | 132 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 9.64 | $ 0.37 | $ (0.42) | $ (0.05) | $ (0.36) | $ — | $ — | $ (0.36) | $ 9.23 | (0.46)% | $ 64,414 | 1.15% | 1.05% | 3.95% | 120% | |||||||||||||||
C | 9.72 | 0.30 | (0.42) | (0.12) | (0.29) | — | — | (0.29) | 9.31 | (1.17) | 38,246 | 1.89 | 1.80 | 3.21 | 120 | |||||||||||||||
I | 9.62 | 0.39 | (0.45) | (0.06) | (0.38) | — | — | (0.38) | 9.18 | (0.54) | 194,107 | 0.87 | 0.80 | 4.18 | 120 | |||||||||||||||
R3 | 9.66 | 0.34 | (0.42) | (0.08) | (0.33) | — | — | (0.33) | 9.25 | (0.75) | 128 | 1.50 | 1.35 | 3.68 | 120 | |||||||||||||||
R4 | 9.61 | 0.36 | (0.40) | (0.04) | (0.36) | — | — | (0.36) | 9.21 | (0.36) | 347 | 1.20 | 1.05 | 3.93 | 120 | |||||||||||||||
R5 | 9.58 | 0.39 | (0.41) | (0.02) | (0.38) | — | — | (0.38) | 9.18 | (0.08) | 10,605 | 0.90 | 0.75 | 4.23 | 120 | |||||||||||||||
Y | 9.59 | 0.40 | (0.42) | (0.02) | (0.38) | — | — | (0.38) | 9.19 | (0.10) | 7,422 | 0.89 | 0.78 | 4.25 | 120 | |||||||||||||||
F | 9.61 | 0.40 | (0.42) | (0.02) | (0.39) | — | — | (0.39) | 9.20 | (0.17) | 13,874 | 0.79 | 0.75 | 4.28 | 120 |
206 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Floating Rate High Income Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $10.01 | $ 0.46 | $ (0.24) | $ 0.22 | $ (0.57) | $ — | $ (0.02) | $ (0.59) | $ 9.64 | 2.34% | $ 87,122 | 1.14% | 1.05% | 4.71% | 78% | |||||||||||||||
C | 10.01 | 0.39 | (0.24) | 0.15 | (0.42) | — | (0.02) | (0.44) | 9.72 | 1.60 | 56,859 | 1.88 | 1.80 | 3.97 | 78 | |||||||||||||||
I | 10.02 | 0.48 | (0.24) | 0.24 | (0.61) | — | (0.03) | (0.64) | 9.62 | 2.63 | 220,436 | 0.87 | 0.80 | 4.97 | 78 | |||||||||||||||
R3 | 10.00 | 0.43 | (0.23) | 0.20 | (0.52) | — | (0.02) | (0.54) | 9.66 | 2.13 | 227 | 1.50 | 1.35 | 4.41 | 78 | |||||||||||||||
R4 | 9.99 | 0.46 | (0.24) | 0.22 | (0.58) | — | (0.02) | (0.60) | 9.61 | 2.33 | 346 | 1.20 | 1.05 | 4.76 | 78 | |||||||||||||||
R5 | 9.98 | 0.49 | (0.24) | 0.25 | (0.62) | — | (0.03) | (0.65) | 9.58 | 2.72 | 11,015 | 0.88 | 0.75 | 5.01 | 78 | |||||||||||||||
Y | 9.99 | 0.48 | (0.23) | 0.25 | (0.62) | — | (0.03) | (0.65) | 9.59 | 2.71 | 14,773 | 0.86 | 0.77 | 4.98 | 78 | |||||||||||||||
F | 10.01 | 0.49 | (0.24) | 0.25 | (0.62) | — | (0.03) | (0.65) | 9.61 | 2.73 | 21,903 | 0.78 | 0.75 | 5.04 | 78 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.06 | $ 0.43 | $ (0.07) | $ 0.36 | $ (0.41) | $ — | $ — | $ (0.41) | $ 10.01 | 3.62% | $ 119,920 | 1.14% | 1.05% | 4.29% | 84% | |||||||||||||||
C | 10.06 | 0.36 | (0.08) | 0.28 | (0.33) | — | — | (0.33) | 10.01 | 2.85 | 78,122 | 1.88 | 1.80 | 3.54 | 84 | |||||||||||||||
I | 10.07 | 0.46 | (0.08) | 0.38 | (0.43) | — | — | (0.43) | 10.02 | 3.88 | 313,336 | 0.86 | 0.80 | 4.56 | 84 | |||||||||||||||
R3 | 10.05 | 0.40 | (0.07) | 0.33 | (0.38) | — | — | (0.38) | 10.00 | 3.31 | 267 | 1.50 | 1.35 | 4.00 | 84 | |||||||||||||||
R4 | 10.04 | 0.43 | (0.07) | 0.36 | (0.41) | — | — | (0.41) | 9.99 | 3.62 | 809 | 1.20 | 1.05 | 4.30 | 84 | |||||||||||||||
R5 | 10.03 | 0.47 | (0.08) | 0.39 | (0.44) | — | — | (0.44) | 9.98 | 3.93 | 12,192 | 0.89 | 0.75 | 4.65 | 84 | |||||||||||||||
Y | 10.04 | 0.46 | (0.07) | 0.39 | (0.44) | — | — | (0.44) | 9.99 | 3.93 | 20,412 | 0.83 | 0.75 | 4.62 | 84 | |||||||||||||||
F | 10.07 | 0.46 | (0.08) | 0.38 | (0.44) | — | — | (0.44) | 10.01 | 3.93 | 31,840 | 0.78 | 0.75 | 4.61 | 84 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 9.82 | $ 0.40 | $ 0.22 | $ 0.62 | $ (0.38) | $ — | $ — | $ (0.38) | $ 10.06 | 6.38% | $ 145,099 | 1.10% | 1.05% | 3.97% | 77% | |||||||||||||||
C | 9.82 | 0.32 | 0.22 | 0.54 | (0.30) | — | — | (0.30) | 10.06 | 5.59 | 89,003 | 1.86 | 1.80 | 3.23 | 77 | |||||||||||||||
I | 9.83 | 0.42 | 0.22 | 0.64 | (0.40) | — | — | (0.40) | 10.07 | 6.64 | 250,468 | 0.87 | 0.80 | 4.19 | 77 | |||||||||||||||
R3 | 9.81 | 0.37 | 0.22 | 0.59 | (0.35) | — | — | (0.35) | 10.05 | 6.07 | 339 | 1.53 | 1.35 | 3.69 | 77 | |||||||||||||||
R4 | 9.80 | 0.39 | 0.23 | 0.62 | (0.38) | — | — | (0.38) | 10.04 | 6.38 | 709 | 1.18 | 1.05 | 3.94 | 77 | |||||||||||||||
R5 | 9.80 | 0.42 | 0.22 | 0.64 | (0.41) | — | — | (0.41) | 10.03 | 6.59 | 1,851 | 0.87 | 0.75 | 4.17 | 77 | |||||||||||||||
Y | 9.80 | 0.43 | 0.22 | 0.65 | (0.41) | — | — | (0.41) | 10.04 | 6.71 | 7,121 | 0.80 | 0.75 | 4.28 | 77 | |||||||||||||||
F (8) | 10.03 | 0.29 | 0.01 | 0.30 | (0.26) | — | — | (0.26) | 10.07 | 2.98 (5) | 17,138 | 0.77 (6) | 0.75 (6) | 4.27 (6) | 77 | |||||||||||||||
The Hartford High Yield Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 7.62 | $ 0.14 | $ (0.70) | $ (0.56) | $ (0.13) | $ — | $ — | $ (0.13) | $ 6.93 | (7.37)% (5) | $ 260,492 | 0.99% (6) | 0.95% (6) | 3.70% (6) | 24% | |||||||||||||||
C | 7.60 | 0.11 | (0.69) | (0.58) | (0.11) | — | — | (0.11) | 6.91 | (7.76) (5) | 14,854 | 1.73 (6) | 1.73 (6) | 2.91 (6) | 24 | |||||||||||||||
I | 7.63 | 0.14 | (0.69) | (0.55) | (0.16) | — | — | (0.16) | 6.92 | (7.33) (5) | 23,823 | 0.72 (6) | 0.69 (6) | 3.92 (6) | 24 | |||||||||||||||
R3 | 7.62 | 0.12 | (0.69) | (0.57) | (0.12) | — | — | (0.12) | 6.93 | (7.52) (5) | 1,910 | 1.30 (6) | 1.27 (6) | 3.38 (6) | 24 | |||||||||||||||
R4 | 7.63 | 0.14 | (0.70) | (0.56) | (0.13) | — | — | (0.13) | 6.94 | (7.37) (5) | 916 | 1.00 (6) | 0.97 (6) | 3.68 (6) | 24 | |||||||||||||||
R5 | 7.59 | 0.15 | (0.69) | (0.54) | (0.16) | — | — | (0.16) | 6.89 | (7.26) (5) | 629 | 0.70 (6) | 0.67 (6) | 3.98 (6) | 24 | |||||||||||||||
R6 | 7.54 | 0.15 | (0.68) | (0.53) | (0.17) | — | — | (0.17) | 6.84 | (7.28) (5) | 10 | 0.58 (6) | 0.55 (6) | 4.13 (6) | 24 | |||||||||||||||
Y | 7.54 | 0.14 | (0.68) | (0.54) | (0.16) | — | — | (0.16) | 6.84 | (7.31) (5) | 1,001 | 0.69 (6) | 0.66 (6) | 3.99 (6) | 24 | |||||||||||||||
F | 7.61 | 0.15 | (0.69) | (0.54) | (0.17) | — | — | (0.17) | 6.90 | (7.21) (5) | 105,365 | 0.58 (6) | 0.55 (6) | 4.10 (6) | 24 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 7.27 | $ 0.29 | $ 0.35 | $ 0.64 | $ (0.29) | $ — | $ — | $ (0.29) | $ 7.62 | 8.90% | $ 287,361 | 1.00% | 0.95% | 3.85% | 38% | |||||||||||||||
C | 7.25 | 0.24 | 0.34 | 0.58 | (0.23) | — | — | (0.23) | 7.60 | 8.10 | 17,757 | 1.72 | 1.71 | 3.15 | 38 | |||||||||||||||
I | 7.30 | 0.31 | 0.34 | 0.65 | (0.32) | — | — | (0.32) | 7.63 | 9.03 | 46,882 | 0.68 | 0.67 | 4.10 | 38 | |||||||||||||||
R3 | 7.28 | 0.27 | 0.34 | 0.61 | (0.27) | — | — | (0.27) | 7.62 | 8.42 | 1,996 | 1.29 | 1.26 | 3.55 | 38 | |||||||||||||||
R4 | 7.29 | 0.29 | 0.34 | 0.63 | (0.29) | — | — | (0.29) | 7.63 | 8.73 | 1,028 | 1.00 | 0.97 | 3.85 | 38 | |||||||||||||||
R5 | 7.26 | 0.32 | 0.33 | 0.65 | (0.32) | — | — | (0.32) | 7.59 | 9.07 | 737 | 0.70 | 0.67 | 4.14 | 38 | |||||||||||||||
R6 (10) | 7.57 | 0.21 | (0.03) (11) | 0.18 | (0.21) | — | — | (0.21) | 7.54 | 2.35 (5) | 10 | 0.59 (6) | 0.55 (6) | 4.12 (6) | 38 | |||||||||||||||
Y | 7.20 | 0.31 | 0.34 | 0.65 | (0.31) | — | — | (0.31) | 7.54 | 9.12 | 972 | 0.69 | 0.66 | 4.15 | 38 | |||||||||||||||
F | 7.28 | 0.32 | 0.35 | 0.67 | (0.34) | — | — | (0.34) | 7.61 | 9.26 | 110,704 | 0.58 | 0.55 | 4.23 | 38 |
207 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford High Yield Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 7.36 | $ 0.33 | $ (0.10) | $ 0.23 | $ (0.32) | $ — | $ — | $ (0.32) | $ 7.27 | 3.31% | $ 239,310 | 1.15% | 1.03% | 4.54% | 59% | |||||||||||||||
C | 7.33 | 0.27 | (0.08) | 0.19 | (0.27) | — | — | (0.27) | 7.25 | 2.68 | 26,125 | 1.86 | 1.78 | 3.81 | 59 | |||||||||||||||
I | 7.38 | 0.35 | (0.09) | 0.26 | (0.34) | — | — | (0.34) | 7.30 | 3.74 | 20,666 | 0.82 | 0.77 | 4.80 | 59 | |||||||||||||||
R3 | 7.36 | 0.30 | (0.08) | 0.22 | (0.30) | — | — | (0.30) | 7.28 | 3.14 | 1,866 | 1.44 | 1.34 | 4.25 | 59 | |||||||||||||||
R4 | 7.37 | 0.33 | (0.09) | 0.24 | (0.32) | — | — | (0.32) | 7.29 | 3.45 | 997 | 1.14 | 1.04 | 4.54 | 59 | |||||||||||||||
R5 | 7.33 | 0.35 | (0.07) | 0.28 | (0.35) | — | — | (0.35) | 7.26 | 3.95 | 614 | 0.84 | 0.74 | 4.86 | 59 | |||||||||||||||
Y | 7.30 | 0.35 | (0.12) | 0.23 | (0.33) | — | — | (0.33) | 7.20 | 3.35 | 849 | 0.83 | 0.77 | 4.84 | 59 | |||||||||||||||
F | 7.37 | 0.35 | (0.08) | 0.27 | (0.36) | — | — | (0.36) | 7.28 | 3.78 | 71,863 | 0.72 | 0.67 | 4.90 | 59 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 7.15 | $ 0.36 | $ 0.22 | $ 0.58 | $ (0.37) | $ — | $ — | $ (0.37) | $ 7.36 | 8.27% | $ 229,615 | 1.17% | 1.05% | 5.00% | 36% | |||||||||||||||
C | 7.12 | 0.31 | 0.21 | 0.52 | (0.31) | — | — | (0.31) | 7.33 | 7.42 | 32,746 | 1.87 | 1.80 | 4.27 | 36 | |||||||||||||||
I | 7.19 | 0.38 | 0.21 | 0.59 | (0.40) | — | — | (0.40) | 7.38 | 8.55 | 20,575 | 0.83 | 0.79 | 5.25 | 36 | |||||||||||||||
R3 | 7.14 | 0.34 | 0.22 | 0.56 | (0.34) | — | — | (0.34) | 7.36 | 8.03 | 1,501 | 1.46 | 1.35 | 4.72 | 36 | |||||||||||||||
R4 | 7.16 | 0.36 | 0.22 | 0.58 | (0.37) | — | — | (0.37) | 7.37 | 8.26 | 1,009 | 1.16 | 1.05 | 5.02 | 36 | |||||||||||||||
R5 | 7.15 | 0.38 | 0.21 | 0.59 | (0.41) | — | — | (0.41) | 7.33 | 8.50 | 793 | 0.85 | 0.75 | 5.29 | 36 | |||||||||||||||
Y | 7.13 | 0.37 | 0.21 | 0.58 | (0.41) | — | — | (0.41) | 7.30 | 8.42 | 11,647 | 0.83 | 0.78 | 5.09 | 36 | |||||||||||||||
F | 7.18 | 0.39 | 0.22 | 0.61 | (0.42) | — | — | (0.42) | 7.37 | 8.74 | 60,588 | 0.74 | 0.70 | 5.35 | 36 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 7.49 | $ 0.36 | $ (0.34) | $ 0.02 | $ (0.36) | $ — | $ — | $ (0.36) | $ 7.15 | 0.27% | $ 214,430 | 1.17% | 1.05% | 4.92% | 29% | |||||||||||||||
C | 7.47 | 0.31 | (0.36) | (0.05) | (0.30) | — | — | (0.30) | 7.12 | (0.63) | 38,727 | 1.87 | 1.80 | 4.17 | 29 | |||||||||||||||
I | 7.54 | 0.38 | (0.35) | 0.03 | (0.38) | — | — | (0.38) | 7.19 | 0.44 | 18,652 | 0.83 | 0.78 | 5.19 | 29 | |||||||||||||||
R3 | 7.49 | 0.34 | (0.35) | (0.01) | (0.34) | — | — | (0.34) | 7.14 | (0.17) | 1,964 | 1.47 | 1.35 | 4.62 | 29 | |||||||||||||||
R4 | 7.51 | 0.36 | (0.35) | 0.01 | (0.36) | — | — | (0.36) | 7.16 | 0.15 | 1,144 | 1.17 | 1.05 | 4.92 | 29 | |||||||||||||||
R5 | 7.49 | 0.38 | (0.34) | 0.04 | (0.38) | — | — | (0.38) | 7.15 | 0.57 | 628 | 0.87 | 0.75 | 5.22 | 29 | |||||||||||||||
Y | 7.48 | 0.39 | (0.35) | 0.04 | (0.39) | — | — | (0.39) | 7.13 | 0.48 | 867 | 0.81 | 0.70 | 5.27 | 29 | |||||||||||||||
F | 7.53 | 0.39 | (0.35) | 0.04 | (0.39) | — | — | (0.39) | 7.18 | 0.51 | 52,810 | 0.75 | 0.70 | 5.27 | 29 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 7.28 | $ 0.37 | $ 0.21 | $ 0.58 | $ (0.36) | $ — | $ (0.01) | $ (0.37) | $ 7.49 | 8.16% | $ 224,824 | 1.17% | 1.05% | 5.04% | 49% | |||||||||||||||
C | 7.25 | 0.32 | 0.22 | 0.54 | (0.31) | — | (0.01) | (0.32) | 7.47 | 7.52 | 57,139 | 1.85 | 1.80 | 4.29 | 49 | |||||||||||||||
I | 7.31 | 0.39 | 0.23 | 0.62 | (0.38) | — | (0.01) | (0.39) | 7.54 | 8.70 | 28,998 | 0.95 | 0.80 | 5.28 | 49 | |||||||||||||||
R3 | 7.27 | 0.35 | 0.22 | 0.57 | (0.34) | — | (0.01) | (0.35) | 7.49 | 7.99 | 2,586 | 1.48 | 1.35 | 4.74 | 49 | |||||||||||||||
R4 | 7.28 | 0.37 | 0.23 | 0.60 | (0.36) | — | (0.01) | (0.37) | 7.51 | 8.45 | 1,463 | 1.18 | 1.05 | 5.03 | 49 | |||||||||||||||
R5 | 7.27 | 0.39 | 0.22 | 0.61 | (0.38) | — | (0.01) | (0.39) | 7.49 | 8.63 | 885 | 0.87 | 0.75 | 5.33 | 49 | |||||||||||||||
Y | 7.26 | 0.40 | 0.22 | 0.62 | (0.39) | — | (0.01) | (0.40) | 7.48 | 8.69 | 7,330 | 0.75 | 0.70 | 5.40 | 49 | |||||||||||||||
F (8) | 7.48 | 0.27 | 0.05 | 0.32 | (0.26) | — | (0.01) | (0.27) | 7.53 | 4.33 (5) | 45,699 | 0.75 (6) | 0.70 (6) | 5.31 (6) | 49 | |||||||||||||||
The Hartford Inflation Plus Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $11.63 | $ 0.25 | $ (0.71) | $ (0.46) | $ (0.43) | $ — | $ — | $ (0.43) | $ 10.74 | (4.07)% (5) | $ 227,058 | 0.84% (6) | 0.84% (6) | 4.48% (6) | 23% (12) | |||||||||||||||
C | 11.23 | 0.20 | (0.68) | (0.48) | (0.39) | — | — | (0.39) | 10.36 | (4.41) (5) | 21,878 | 1.57 (6) | 1.57 (6) | 3.71 (6) | 23 (12) | |||||||||||||||
I | 11.88 | 0.28 | (0.73) | (0.45) | (0.45) | — | — | (0.45) | 10.98 | (3.92) (5) | 68,489 | 0.55 (6) | 0.55 (6) | 4.83 (6) | 23 (12) | |||||||||||||||
R3 | 11.40 | 0.23 | (0.70) | (0.47) | (0.41) | — | — | (0.41) | 10.52 | (4.23) (5) | 31,013 | 1.17 (6) | 1.17 (6) | 4.11 (6) | 23 (12) | |||||||||||||||
R4 | 11.65 | 0.25 | (0.71) | (0.46) | (0.43) | — | — | (0.43) | 10.76 | (4.07) (5) | 4,157 | 0.87 (6) | 0.87 (6) | 4.39 (6) | 23 (12) | |||||||||||||||
R5 | 11.83 | 0.28 | (0.73) | (0.45) | (0.45) | — | — | (0.45) | 10.93 | (3.94) (5) | 2,139 | 0.57 (6) | 0.57 (6) | 4.85 (6) | 23 (12) | |||||||||||||||
Y | 11.90 | 0.27 | (0.72) | (0.45) | (0.45) | — | — | (0.45) | 11.00 | (3.92) (5) | 33,906 | 0.56 (6) | 0.56 (6) | 4.75 (6) | 23 (12) | |||||||||||||||
F | 11.88 | 0.28 | (0.72) | (0.44) | (0.46) | — | — | (0.46) | 10.98 | (3.86) (5) | 185,440 | 0.45 (6) | 0.45 (6) | 4.89 (6) | 23 (12) |
208 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Inflation Plus Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $11.11 | $ 0.36 | $ 0.40 | $ 0.76 | $ (0.24) | $ — | $ — | $ (0.24) | $ 11.63 | 6.88% | $ 232,828 | 0.85% | 0.85% | 3.18% | 73% (12) | |||||||||||||||
C | 10.70 | 0.26 | 0.39 | 0.65 | (0.12) | — | — | (0.12) | 11.23 | 6.14 | 23,382 | 1.58 | 1.58 | 2.41 | 73 (12) | |||||||||||||||
I | 11.35 | 0.40 | 0.40 | 0.80 | (0.27) | — | — | (0.27) | 11.88 | 7.15 | 57,343 | 0.55 | 0.55 | 3.42 | 73 (12) | |||||||||||||||
R3 | 10.89 | 0.31 | 0.39 | 0.70 | (0.19) | — | — | (0.19) | 11.40 | 6.52 | 32,804 | 1.17 | 1.17 | 2.75 | 73 (12) | |||||||||||||||
R4 | 11.12 | 0.32 | 0.43 | 0.75 | (0.22) | — | — | (0.22) | 11.65 | 6.84 | 4,336 | 0.87 | 0.87 | 2.85 | 73 (12) | |||||||||||||||
R5 | 11.30 | 0.40 | 0.40 | 0.80 | (0.27) | — | — | (0.27) | 11.83 | 7.18 | 1,818 | 0.57 | 0.57 | 3.49 | 73 (12) | |||||||||||||||
Y | 11.37 | 0.40 | 0.40 | 0.80 | (0.27) | — | — | (0.27) | 11.90 | 7.13 | 34,156 | 0.56 | 0.56 | 3.44 | 73 (12) | |||||||||||||||
F | 11.34 | 0.39 | 0.43 | 0.82 | (0.28) | — | — | (0.28) | 11.88 | 7.36 | 182,069 | 0.45 | 0.45 | 3.40 | 73 (12) | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $10.54 | $ 0.13 | $ 0.62 | $ 0.75 | $ (0.18) | $ — | $ — | $ (0.18) | $ 11.11 | 7.23% | $ 200,745 | 0.92% | 0.85% | 1.17% | 78% (12) | |||||||||||||||
C | 10.11 | 0.03 | 0.62 | 0.65 | (0.06) | — | — | (0.06) | 10.70 | 6.45 | 20,713 | 1.65 | 1.59 | 0.29 | 78 (12) | |||||||||||||||
I | 10.75 | 0.16 | 0.65 | 0.81 | (0.21) | — | — | (0.21) | 11.35 | 7.64 | 54,119 | 0.60 | 0.57 | 1.49 | 78 (12) | |||||||||||||||
R3 | 10.33 | 0.08 | 0.62 | 0.70 | (0.14) | — | — | (0.14) | 10.89 | 6.89 | 35,410 | 1.21 | 1.18 | 0.81 | 78 (12) | |||||||||||||||
R4 | 10.54 | 0.11 | 0.64 | 0.75 | (0.17) | — | — | (0.17) | 11.12 | 7.24 | 5,663 | 0.92 | 0.89 | 1.07 | 78 (12) | |||||||||||||||
R5 | 10.71 | 0.17 | 0.63 | 0.80 | (0.21) | — | — | (0.21) | 11.30 | 7.56 | 1,650 | 0.61 | 0.58 | 1.57 | 78 (12) | |||||||||||||||
Y | 10.77 | 0.15 | 0.66 | 0.81 | (0.21) | — | — | (0.21) | 11.37 | 7.64 | 30,813 | 0.60 | 0.57 | 1.38 | 78 (12) | |||||||||||||||
F | 10.75 | 0.16 | 0.64 | 0.80 | (0.21) | — | — | (0.21) | 11.34 | 7.61 | 174,665 | 0.49 | 0.49 | 1.49 | 78 (12) | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $10.34 | $ 0.18 | $ 0.40 | $ 0.58 | $ (0.38) | $ — | $ — | $ (0.38) | $ 10.54 | 5.81% | $ 185,301 | 0.99% | 0.85% | 1.71% | 77% | |||||||||||||||
C | 9.88 | 0.09 | 0.39 | 0.48 | (0.25) | — | — | (0.25) | 10.11 | 5.00 | 34,060 | 1.70 | 1.60 | 0.87 | 77 | |||||||||||||||
I | 10.53 | 0.21 | 0.41 | 0.62 | (0.40) | — | — | (0.40) | 10.75 | 6.17 | 52,182 | 0.66 | 0.60 | 1.98 | 77 | |||||||||||||||
R3 | 10.13 | 0.14 | 0.40 | 0.54 | (0.34) | — | — | (0.34) | 10.33 | 5.50 | 40,395 | 1.28 | 1.20 | 1.36 | 77 | |||||||||||||||
R4 | 10.33 | 0.18 | 0.40 | 0.58 | (0.37) | — | — | (0.37) | 10.54 | 5.79 | 7,831 | 0.98 | 0.90 | 1.72 | 77 | |||||||||||||||
R5 | 10.50 | 0.20 | 0.41 | 0.61 | (0.40) | — | — | (0.40) | 10.71 | 6.18 | 1,975 | 0.68 | 0.60 | 1.88 | 77 | |||||||||||||||
Y | 10.56 | 0.21 | 0.41 | 0.62 | (0.41) | — | — | (0.41) | 10.77 | 6.11 | 24,678 | 0.65 | 0.58 | 1.97 | 77 | |||||||||||||||
F | 10.53 | 0.22 | 0.41 | 0.63 | (0.41) | — | — | (0.41) | 10.75 | 6.22 | 157,921 | 0.56 | 0.55 | 2.05 | 77 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.95 | $ 0.25 | $ (0.37) | $ (0.12) | $ (0.49) | $ — | $ — | $ (0.49) | $ 10.34 | (1.19)% | $ 193,398 | 0.98% | 0.85% | 2.34% | 18% | |||||||||||||||
C | 10.47 | 0.16 | (0.36) | (0.20) | (0.39) | — | — | (0.39) | 9.88 | (1.95) | 60,373 | 1.69 | 1.60 | 1.61 | 18 | |||||||||||||||
I | 11.15 | 0.27 | (0.38) | (0.11) | (0.51) | — | — | (0.51) | 10.53 | (0.99) | 51,586 | 0.67 | 0.60 | 2.57 | 18 | |||||||||||||||
R3 | 10.74 | 0.20 | (0.36) | (0.16) | (0.45) | — | — | (0.45) | 10.13 | (1.57) | 45,035 | 1.28 | 1.20 | 1.99 | 18 | |||||||||||||||
R4 | 10.94 | 0.24 | (0.37) | (0.13) | (0.48) | — | — | (0.48) | 10.33 | (1.28) | 9,723 | 0.98 | 0.90 | 2.32 | 18 | |||||||||||||||
R5 | 11.12 | 0.27 | (0.37) | (0.10) | (0.52) | — | — | (0.52) | 10.50 | (0.99) | 2,711 | 0.68 | 0.60 | 2.54 | 18 | |||||||||||||||
Y | 11.18 | 0.28 | (0.38) | (0.10) | (0.52) | — | — | (0.52) | 10.56 | (0.93) | 28,512 | 0.62 | 0.55 | 2.64 | 18 | |||||||||||||||
F | 11.16 | 0.28 | (0.39) | (0.11) | (0.52) | — | — | (0.52) | 10.53 | (1.03) | 151,498 | 0.56 | 0.55 | 2.61 | 18 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $11.05 | $ 0.15 | $ (0.12) | $ 0.03 | $ (0.13) | $ — | $ — | $ (0.13) | $ 10.95 | 0.27% | $ 203,962 | 0.95% | 0.85% | 1.39% | 72% | |||||||||||||||
C | 10.56 | 0.07 | (0.12) | (0.05) | (0.04) | — | — | (0.04) | 10.47 | (0.46) | 110,182 | 1.67 | 1.60 | 0.65 | 72 | |||||||||||||||
I | 11.25 | 0.18 | (0.12) | 0.06 | (0.16) | — | — | (0.16) | 11.15 | 0.53 | 57,101 | 0.74 | 0.60 | 1.66 | 72 | |||||||||||||||
R3 | 10.84 | 0.11 | (0.12) | (0.01) | (0.09) | — | — | (0.09) | 10.74 | (0.07) | 48,953 | 1.27 | 1.20 | 1.05 | 72 | |||||||||||||||
R4 | 11.04 | 0.15 | (0.13) | 0.02 | (0.12) | — | — | (0.12) | 10.94 | 0.22 | 11,278 | 0.97 | 0.90 | 1.33 | 72 | |||||||||||||||
R5 | 11.22 | 0.18 | (0.12) | 0.06 | (0.16) | — | — | (0.16) | 11.12 | 0.54 | 2,924 | 0.69 | 0.60 | 1.67 | 72 | |||||||||||||||
Y | 11.28 | 0.19 | (0.13) | 0.06 | (0.16) | — | — | (0.16) | 11.18 | 0.59 | 31,947 | 0.57 | 0.55 | 1.75 | 72 | |||||||||||||||
F (8) | 11.08 | 0.12 | (0.04) | 0.08 | — | — | — | — | 11.16 | 0.72 (5) | 119,654 | 0.55 (6) | 0.55 (6) | 1.65 (6) | 72 |
209 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Municipal Opportunities Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 9.04 | $ 0.07 | $ (0.78) | $ (0.71) | $ (0.07) | $ — | $ — | $ (0.07) | $ 8.26 | (7.91)% (5) | $ 423,669 | 0.66% (6) | 0.66% (6) | 1.57% (6) | 25% | |||||||||||||||
C | 9.05 | 0.04 | (0.78) | (0.74) | (0.04) | — | — | (0.04) | 8.27 | (8.25) (5) | 38,891 | 1.42 (6) | 1.42 (6) | 0.80 (6) | 25 | |||||||||||||||
I | 9.05 | 0.08 | (0.79) | (0.71) | (0.08) | — | — | (0.08) | 8.26 | (7.91) (5) | 1,029,916 | 0.43 (6) | 0.43 (6) | 1.78 (6) | 25 | |||||||||||||||
Y | 9.04 | 0.08 | (0.78) | (0.70) | (0.08) | — | — | (0.08) | 8.26 | (7.80) (5) | 13,272 | 0.43 (6) | 0.43 (6) | 1.79 (6) | 25 | |||||||||||||||
F | 9.03 | 0.08 | (0.78) | (0.70) | (0.08) | — | — | (0.08) | 8.25 | (7.77) (5) | 324,213 | 0.34 (6) | 0.34 (6) | 1.88 (6) | 25 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 8.93 | $ 0.15 | $ 0.11 | $ 0.26 | $ (0.15) | $ — | $ — | $ (0.15) | $ 9.04 | 2.94% | $ 486,106 | 0.66% | 0.66% | 1.67% | 8% | |||||||||||||||
C | 8.94 | 0.08 | 0.11 | 0.19 | (0.08) | — | — | (0.08) | 9.05 | 2.16 | 48,740 | 1.42 | 1.42 | 0.92 | 8 | |||||||||||||||
I | 8.94 | 0.17 | 0.11 | 0.28 | (0.17) | — | — | (0.17) | 9.05 | 3.19 | 902,081 | 0.42 | 0.42 | 1.91 | 8 | |||||||||||||||
Y | 8.93 | 0.17 | 0.11 | 0.28 | (0.17) | — | — | (0.17) | 9.04 | 3.17 | 15,319 | 0.44 | 0.44 | 1.90 | 8 | |||||||||||||||
F | 8.92 | 0.18 | 0.11 | 0.29 | (0.18) | — | — | (0.18) | 9.03 | 3.26 | 332,185 | 0.35 | 0.35 | 1.98 | 8 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 8.88 | $ 0.18 | $ 0.05 | $ 0.23 | $ (0.18) | $ — | $ — | $ (0.18) | $ 8.93 | 2.63% | $ 437,341 | 0.68% | 0.68% | 2.03% | 26% | |||||||||||||||
C | 8.89 | 0.11 | 0.05 | 0.16 | (0.11) | — | — | (0.11) | 8.94 | 1.86 | 59,074 | 1.43 | 1.43 | 1.28 | 26 | |||||||||||||||
I | 8.88 | 0.20 | 0.06 | 0.26 | (0.20) | — | — | (0.20) | 8.94 | 2.99 | 724,260 | 0.44 | 0.44 | 2.26 | 26 | |||||||||||||||
Y | 8.88 | 0.20 | 0.05 | 0.25 | (0.20) | — | — | (0.20) | 8.93 | 2.86 | 15,559 | 0.45 | 0.45 | 2.25 | 26 | |||||||||||||||
F | 8.87 | 0.21 | 0.05 | 0.26 | (0.21) | — | — | (0.21) | 8.92 | 2.95 | 231,121 | 0.37 | 0.37 | 2.32 | 26 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 8.37 | $ 0.22 | $ 0.51 | $ 0.73 | $ (0.22) | $ — | $ — | $ (0.22) | $ 8.88 | 8.79% | $ 394,518 | 0.69% | 0.69% | 2.49% | 15% | |||||||||||||||
C | 8.37 | 0.15 | 0.52 | 0.67 | (0.15) | — | — | (0.15) | 8.89 | 8.08 | 66,792 | 1.44 | 1.44 | 1.75 | 15 | |||||||||||||||
I | 8.38 | 0.24 | 0.52 | 0.76 | (0.26) | — | — | (0.26) | 8.88 | 9.15 | 516,299 | 0.44 | 0.44 | 2.72 | 15 | |||||||||||||||
Y | 8.38 | 0.24 | 0.52 | 0.76 | (0.26) | — | — | (0.26) | 8.88 | 9.17 | 14,391 | 0.45 | 0.45 | 2.74 | 15 | |||||||||||||||
F | 8.38 | 0.24 | 0.51 | 0.75 | (0.26) | — | — | (0.26) | 8.87 | 9.15 | 98,172 | 0.37 | 0.37 | 2.76 | 15 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 8.60 | $ 0.22 | $ (0.23) | $ (0.01) | $ (0.22) | $ — | $ — | $ (0.22) | $ 8.37 | (0.11)% | $ 325,322 | 0.70% | 0.69% | 2.60% | 23% | |||||||||||||||
C | 8.60 | 0.16 | (0.23) | (0.07) | (0.16) | — | — | (0.16) | 8.37 | (0.86) | 77,408 | 1.46 | 1.44 | 1.85 | 23 | |||||||||||||||
I | 8.61 | 0.24 | (0.23) | 0.01 | (0.24) | — | — | (0.24) | 8.38 | 0.14 | 325,853 | 0.45 | 0.44 | 2.85 | 23 | |||||||||||||||
Y (13) | 8.52 | 0.10 | (0.14) | (0.04) | (0.10) | — | — | (0.10) | 8.38 | (0.46) (5) | 14,574 | 0.44 (6) | 0.44 (6) | 2.87 (6) | 23 | |||||||||||||||
F | 8.61 | 0.25 | (0.23) | 0.02 | (0.25) | — | — | (0.25) | 8.38 | 0.20 | 43,617 | 0.38 | 0.38 | 2.90 | 23 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 8.69 | $ 0.22 | $ (0.09) | $ 0.13 | $ (0.22) | $ — | $ — | $ (0.22) | $ 8.60 | 1.50% | $ 251,143 | 0.68% | 0.68% | 2.53% | 23% | |||||||||||||||
C | 8.69 | 0.15 | (0.09) | 0.06 | (0.15) | — | — | (0.15) | 8.60 | 0.73 | 100,507 | 1.44 | 1.44 | 1.77 | 23 | |||||||||||||||
I | 8.71 | 0.24 | (0.10) | 0.14 | (0.24) | — | — | (0.24) | 8.61 | 1.63 | 302,855 | 0.44 | 0.44 | 2.77 | 23 | |||||||||||||||
F (8) | 8.46 | 0.16 | 0.15 | 0.31 | (0.16) | — | — | (0.16) | 8.61 | 3.69 (5) | 25,280 | 0.39 (6) | 0.39 (6) | 2.77 (6) | 23 | |||||||||||||||
Hartford Municipal Short Duration Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $10.19 | $ 0.04 | $ (0.49) | $ (0.45) | $ (0.04) | $ — | $ — | $ (0.04) | $ 9.70 | (4.46)% (5) | $ 26,355 | 0.89% (6) | 0.69% (6) | 0.77% (6) | 17% | |||||||||||||||
C | 10.18 | 0.00 (7) | (0.49) | (0.49) | (0.00) (7) | — | — | (0.00) (7) | 9.69 | (4.78) (5) | 1,266 | 1.70 (6) | 1.44 (6) | 0.03 (6) | 17 | |||||||||||||||
I | 10.17 | 0.05 | (0.48) | (0.43) | (0.05) | — | — | (0.05) | 9.69 | (4.26) (5) | 7,251 | 0.66 (6) | 0.46 (6) | 0.98 (6) | 17 | |||||||||||||||
F | 10.18 | 0.05 | (0.48) | (0.43) | (0.05) | — | — | (0.05) | 9.70 | (4.22) (5) | 7,895 | 0.60 (6) | 0.39 (6) | 1.07 (6) | 17 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $10.16 | $ 0.12 | $ 0.03 | $ 0.15 | $ (0.12) | $ (0.00) (14) | $ — | $ (0.12) | $ 10.19 | 1.52% | $ 21,655 | 1.04% | 0.69% | 1.18% | 16% | |||||||||||||||
C | 10.16 | 0.05 | 0.02 | 0.07 | (0.05) | (0.00) (14) | — | (0.05) | 10.18 | 0.66 | 1,390 | 1.85 | 1.44 | 0.44 | 16 | |||||||||||||||
I | 10.15 | 0.14 | 0.03 | 0.17 | (0.15) | (0.00) (14) | — | (0.15) | 10.17 | 1.65 | 8,253 | 0.83 | 0.46 | 1.38 | 16 | |||||||||||||||
F | 10.16 | 0.15 | 0.02 | 0.17 | (0.15) | (0.00) (14) | — | (0.15) | 10.18 | 1.72 | 5,047 | 0.74 | 0.39 | 1.44 | 16 |
210 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
Hartford Municipal Short Duration Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $10.16 | $ 0.16 | $ 0.03 | $ 0.19 | $ (0.16) | $ (0.03) | $ — | $ (0.19) | $ 10.16 | 1.88% | $ 18,359 | 1.10% | 0.69% | 1.62% | 26% | |||||||||||||||
C | 10.15 | 0.09 | 0.04 | 0.13 | (0.09) | (0.03) | — | (0.12) | 10.16 | 1.23 | 1,483 | 1.94 | 1.44 | 0.87 | 26 | |||||||||||||||
I | 10.15 | 0.18 | 0.04 | 0.22 | (0.19) | (0.03) | — | (0.22) | 10.15 | 2.12 | 3,879 | 0.88 | 0.46 | 1.83 | 26 | |||||||||||||||
F | 10.16 | 0.19 | 0.03 | 0.22 | (0.19) | (0.03) | — | (0.22) | 10.16 | 2.19 | 2,164 | 0.80 | 0.39 | 1.91 | 26 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 9.88 | $ 0.18 | $ 0.28 | $ 0.46 | $ (0.18) | $ — | $ — | $ (0.18) | $ 10.16 | 4.66% | $ 16,141 | 1.09% | 0.66% | 1.77% | 73% | |||||||||||||||
C | 9.87 | 0.17 | 0.27 | 0.44 | (0.16) | — | — | (0.16) | 10.15 | 4.54 | 1,362 | 1.82 | 0.76 | 1.66 | 73 | |||||||||||||||
I | 9.88 | 0.20 | 0.28 | 0.48 | (0.21) | — | — | (0.21) | 10.15 | 4.92 | 2,212 | 0.80 | 0.41 | 2.01 | 73 | |||||||||||||||
F | 9.88 | 0.20 | 0.28 | 0.48 | (0.20) | — | — | (0.20) | 10.16 | 4.94 | 1,700 | 0.79 | 0.39 | 2.03 | 73 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.04 | $ 0.16 | $ (0.16) | $ — | $ (0.16) | $ — | $ — | $ (0.16) | $ 9.88 | (0.03)% | $ 8,984 | 1.20% | 0.61% | 1.58% | 24% | |||||||||||||||
C | 10.04 | 0.15 | (0.17) | (0.02) | (0.15) | — | — | (0.15) | 9.87 | (0.24) | 3,157 | 1.94 | 0.73 | 1.46 | 24 | |||||||||||||||
I | 10.05 | 0.18 | (0.17) | 0.01 | (0.18) | — | — | (0.18) | 9.88 | 0.08 | 6,789 | 0.92 | 0.41 | 1.78 | 24 | |||||||||||||||
F | 10.05 | 0.18 | (0.17) | 0.01 | (0.18) | — | — | (0.18) | 9.88 | 0.09 | 979 | 0.90 | 0.39 | 1.80 | 24 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $10.08 | $ 0.12 | $ (0.04) | $ 0.08 | $ (0.12) | $ — | $ — | $ (0.12) | $ 10.04 | 0.81% | $ 8,363 | 1.15% | 0.67% | 1.21% | 20% | |||||||||||||||
C | 10.08 | 0.09 | (0.04) | 0.05 | (0.09) | — | — | (0.09) | 10.04 | 0.54 | 3,614 | 1.88 | 0.95 | 0.92 | 20 | |||||||||||||||
I | 10.08 | 0.14 | (0.03) | 0.11 | (0.14) | — | — | (0.14) | 10.05 | 1.15 | 7,246 | 0.87 | 0.44 | 1.44 | 20 | |||||||||||||||
F (8) | 9.96 | 0.10 | 0.09 | 0.19 | (0.10) | — | — | (0.10) | 10.05 | 1.91 (5) | 509 | 0.87 (6) | 0.39 (6) | 1.53 (6) | 20 | |||||||||||||||
The Hartford Short Duration Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $10.00 | $ 0.07 | $ (0.47) | $ (0.40) | $ (0.07) | $ ��— | $ — | $ (0.07) | $ 9.53 | (4.02)% (5) | $ 873,820 | 0.78% (6) | 0.77% (6) | 1.43% (6) | 11% (15) | |||||||||||||||
C | 10.00 | 0.03 | (0.46) | (0.43) | (0.03) | — | — | (0.03) | 9.54 | (4.27) (5) | 61,960 | 1.52 (6) | 1.52 (6) | 0.69 (6) | 11 (15) | |||||||||||||||
I | 9.97 | 0.08 | (0.46) | (0.38) | (0.10) | — | — | (0.10) | 9.49 | (3.88) (5) | 503,884 | 0.49 (6) | 0.49 (6) | 1.71 (6) | 11 (15) | |||||||||||||||
R3 | 9.98 | 0.06 | (0.46) | (0.40) | (0.06) | — | — | (0.06) | 9.52 | (4.00) (5) | 1,188 | 1.14 (6) | 0.93 (6) | 1.27 (6) | 11 (15) | |||||||||||||||
R4 | 9.98 | 0.07 | (0.46) | (0.39) | (0.07) | — | — | (0.07) | 9.52 | (3.90) (5) | 4,910 | 0.72 (6) | 0.72 (6) | 1.49 (6) | 11 (15) | |||||||||||||||
R5 | 9.95 | 0.08 | (0.46) | (0.38) | (0.09) | — | — | (0.09) | 9.48 | (3.88) (5) | 2,183 | 0.53 (6) | 0.53 (6) | 1.68 (6) | 11 (15) | |||||||||||||||
R6 | 9.91 | 0.09 | (0.46) | (0.37) | (0.10) | — | — | (0.10) | 9.44 | (3.71) (5) | 1,995 | 0.42 (6) | 0.42 (6) | 1.78 (6) | 11 (15) | |||||||||||||||
Y | 9.94 | 0.08 | (0.46) | (0.38) | (0.09) | — | — | (0.09) | 9.47 | (3.85) (5) | 9,605 | 0.53 (6) | 0.53 (6) | 1.68 (6) | 11 (15) | |||||||||||||||
F | 9.95 | 0.09 | (0.45) | (0.36) | (0.11) | — | — | (0.11) | 9.48 | (3.69) (5) | 555,114 | 0.42 (6) | 0.42 (6) | 1.79 (6) | 11 (15) | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $10.00 | $ 0.15 | $ 0.01(11) | $ 0.16 | $ (0.16) | $ — | $ — | $ (0.16) | $ 10.00 | 1.55% | $ 923,939 | 0.79% | 0.78% | 1.54% | 35% (15) | |||||||||||||||
C | 10.00 | 0.08 | (0.00) (7) | 0.08 | (0.08) | — | — | (0.08) | 10.00 | 0.81 | 69,234 | 1.52 | 1.52 | 0.81 | 35 (15) | |||||||||||||||
I | 9.98 | 0.18 | 0.01 (11) | 0.19 | (0.20) | — | — | (0.20) | 9.97 | 1.88 | 716,236 | 0.49 | 0.49 | 1.81 | 35 (15) | |||||||||||||||
R3 | 9.98 | 0.13 | (0.00) (7) | 0.13 | (0.13) | — | — | (0.13) | 9.98 | 1.33 | 1,593 | 1.14 | 1.00 | 1.34 | 35 (15) | |||||||||||||||
R4 | 9.99 | 0.16 | (0.01) | 0.15 | (0.16) | — | — | (0.16) | 9.98 | 1.51 | 4,412 | 0.72 | 0.72 | 1.60 | 35 (15) | |||||||||||||||
R5 | 9.96 | 0.18 | (0.00) (7) | 0.18 | (0.19) | — | — | (0.19) | 9.95 | 1.77 | 1,546 | 0.54 | 0.54 | 1.78 | 35 (15) | |||||||||||||||
R6 | 9.93 | 0.18 | 0.01 (11) | 0.19 | (0.21) | — | — | (0.21) | 9.91 | 1.90 | 2,020 | 0.43 | 0.43 | 1.84 | 35 (15) | |||||||||||||||
Y | 9.94 | 0.18 | 0.01 (11) | 0.19 | (0.19) | — | — | (0.19) | 9.94 | 1.87 | 8,927 | 0.52 | 0.52 | 1.78 | 35 (15) | |||||||||||||||
F | 9.98 | 0.19 | (0.01) | 0.18 | (0.21) | — | — | (0.21) | 9.95 | 1.81 | 430,676 | 0.42 | 0.42 | 1.87 | 35 (15) |
211 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Short Duration Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 9.92 | $ 0.22 | $ 0.08 | $ 0.30 | $ (0.22) | $ — | $ — | $ (0.22) | $ 10.00 | 3.07% | $ 847,571 | 0.84% | 0.80% | 2.21% | 38% (15) | |||||||||||||||
C | 9.92 | 0.15 | 0.08 | 0.23 | (0.15) | — | — | (0.15) | 10.00 | 2.31 | 90,816 | 1.55 | 1.55 | 1.49 | 38 (15) | |||||||||||||||
I | 9.92 | 0.25 | 0.07 | 0.32 | (0.26) | — | — | (0.26) | 9.98 | 3.27 | 452,754 | 0.53 | 0.53 | 2.50 | 38 (15) | |||||||||||||||
R3 | 9.90 | 0.19 | 0.07 | 0.26 | (0.18) | — | — | (0.18) | 9.98 | 2.71 | 2,376 | 1.15 | 1.15 | 1.88 | 38 (15) | |||||||||||||||
R4 | 9.91 | 0.23 | 0.08 | 0.31 | (0.23) | — | — | (0.23) | 9.99 | 3.15 | 4,777 | 0.78 | 0.78 | 2.29 | 38 (15) | |||||||||||||||
R5 | 9.89 | 0.24 | 0.08 | 0.32 | (0.25) | — | — | (0.25) | 9.96 | 3.31 | 2,140 | 0.56 | 0.56 | 2.45 | 38 (15) | |||||||||||||||
R6 | 9.87 | 0.25 | 0.08 | 0.33 | (0.27) | — | — | (0.27) | 9.93 | 3.40 | 13 | 0.45 | 0.45 | 2.57 | 38 (15) | |||||||||||||||
Y | 9.87 | 0.25 | 0.07 | 0.32 | (0.25) | — | — | (0.25) | 9.94 | 3.33 | 6,999 | 0.55 | 0.55 | 2.53 | 38 (15) | |||||||||||||||
F | 9.91 | 0.25 | 0.09 | 0.34 | (0.27) | — | — | (0.27) | 9.98 | 3.52 | 255,190 | 0.44 | 0.44 | 2.58 | 38 (15) | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 9.70 | $ 0.26 | $ 0.22 | $ 0.48 | $ (0.26) | $ — | $ — | $ (0.26) | $ 9.92 | 5.05% | $ 653,304 | 0.84% | 0.81% | 2.67% | 30% | |||||||||||||||
C | 9.69 | 0.19 | 0.23 | 0.42 | (0.19) | — | — | (0.19) | 9.92 | 4.34 | 80,498 | 1.55 | 1.55 | 1.93 | 30 | |||||||||||||||
I | 9.71 | 0.29 | 0.24 | 0.53 | (0.32) | — | — | (0.32) | 9.92 | 5.52 | 404,974 | 0.52 | 0.52 | 2.95 | 30 | |||||||||||||||
R3 | 9.67 | 0.23 | 0.23 | 0.46 | (0.23) | — | — | (0.23) | 9.90 | 4.78 | 1,676 | 1.16 | 1.15 | 2.31 | 30 | |||||||||||||||
R4 | 9.68 | 0.26 | 0.23 | 0.49 | (0.26) | — | — | (0.26) | 9.91 | 5.16 | 7,764 | 0.74 | 0.74 | 2.66 | 30 | |||||||||||||||
R5 | 9.69 | 0.29 | 0.22 | 0.51 | (0.31) | — | — | (0.31) | 9.89 | 5.37 | 1,412 | 0.56 | 0.55 | 2.93 | 30 | |||||||||||||||
R6 (16) | 9.70 | 0.20 | 0.17 | 0.37 | (0.20) | — | — | (0.20) | 9.87 | 3.85 | 11 | 0.45 | 0.45 | 2.99 | 30 | |||||||||||||||
Y | 9.67 | 0.29 | 0.23 | 0.52 | (0.32) | — | — | (0.32) | 9.87 | 5.43 | 11,831 | 0.52 | 0.52 | 2.97 | 30 | |||||||||||||||
F | 9.72 | 0.30 | 0.22 | 0.52 | (0.33) | — | — | (0.33) | 9.91 | 5.44 | 228,084 | 0.44 | 0.44 | 3.03 | 30 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 9.87 | $ 0.23 | $ (0.17) | $ 0.06 | $ (0.23) | $ — | $ — | $ (0.23) | $ 9.70 | 0.66% | $ 516,715 | 0.91% | 0.85% | 2.39% | 29% | |||||||||||||||
C | 9.87 | 0.16 | (0.18) | (0.02) | (0.16) | — | — | (0.16) | 9.69 | (0.19) | 71,192 | 1.61 | 1.60 | 1.63 | 29 | |||||||||||||||
I | 9.89 | 0.26 | (0.18) | 0.08 | (0.26) | — | — | (0.26) | 9.71 | 0.85 | 227,412 | 0.56 | 0.56 | 2.68 | 29 | |||||||||||||||
R3 | 9.84 | 0.22 | (0.17) | 0.05 | (0.22) | — | — | (0.22) | 9.67 | 0.52 | 960 | 1.21 | 0.99 | 2.25 | 29 | |||||||||||||||
R4 | 9.85 | 0.23 | (0.17) | 0.06 | (0.23) | — | — | (0.23) | 9.68 | 0.66 | 645 | 0.91 | 0.85 | 2.39 | 29 | |||||||||||||||
R5 | 9.86 | 0.26 | (0.17) | 0.09 | (0.26) | — | — | (0.26) | 9.69 | 0.96 | 1,125 | 0.61 | 0.55 | 2.71 | 29 | |||||||||||||||
Y | 9.84 | 0.27 | (0.18) | 0.09 | (0.26) | — | — | (0.26) | 9.67 | 0.97 | 14,983 | 0.54 | 0.54 | 2.73 | 29 | |||||||||||||||
F | 9.89 | 0.27 | (0.17) | 0.10 | (0.27) | — | — | (0.27) | 9.72 | 1.02 | 173,198 | 0.49 | 0.49 | 2.76 | 29 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 9.88 | $ 0.20 | $ (0.01) | $ 0.19 | $ (0.20) | $ — | $ — | $ (0.20) | $ 9.87 | 1.94% | $ 523,916 | 0.86% | 0.84% | 2.02% | 42% | |||||||||||||||
C | 9.88 | 0.13 | (0.01) | 0.12 | (0.13) | — | — | (0.13) | 9.87 | 1.20 | 103,013 | 1.58 | 1.57 | 1.29 | 42 | |||||||||||||||
I | 9.90 | 0.23 | (0.01) | 0.22 | (0.23) | — | — | (0.23) | 9.89 | 2.21 | 185,948 | 0.58 | 0.58 | 2.29 | 42 | |||||||||||||||
R3 | 9.86 | 0.17 | (0.02) | 0.15 | (0.17) | — | — | (0.17) | 9.84 | 1.58 | 1,175 | 1.22 | 1.09 | 1.77 | 42 | |||||||||||||||
R4 | 9.87 | 0.20 | (0.02) | 0.18 | (0.20) | — | — | (0.20) | 9.85 | 1.83 | 626 | 0.92 | 0.85 | 2.01 | 42 | |||||||||||||||
R5 | 9.86 | 0.23 | — | 0.23 | (0.23) | — | — | (0.23) | 9.86 | 2.33 | 807 | 0.60 | 0.55 | 2.33 | 42 | |||||||||||||||
Y | 9.86 | 0.23 | (0.02) | 0.21 | (0.23) | — | — | (0.23) | 9.84 | 2.17 | 5,549 | 0.50 | 0.50 | 2.32 | 42 | |||||||||||||||
F (8) | 9.88 | 0.16 | 0.01 | 0.17 | (0.16) | — | — | (0.16) | 9.89 | 1.73 (5) | 103,896 | 0.49 (6) | 0.49 (6) | 2.45 (6) | 42 | |||||||||||||||
The Hartford Strategic Income Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 9.17 | $ 0.14 | $ (1.00) | $ (0.86) | $ (0.15) | $ (0.10) | $ — | $ (0.25) | $ 8.06 | (9.58)% (5) | $ 322,493 | 0.91% (6) | 0.91% (6) | 3.15% (6) | 25% (17) | |||||||||||||||
C | 9.25 | 0.11 | (1.02) | (0.91) | (0.11) | (0.10) | — | (0.21) | 8.13 | (9.97) (5) | 74,981 | 1.63 (6) | 1.63 (6) | 2.43 (6) | 25 (17) | |||||||||||||||
I | 9.20 | 0.15 | (1.01) | (0.86) | (0.16) | (0.10) | — | (0.26) | 8.08 | (9.53) (5) | 1,690,692 | 0.63 (6) | 0.63 (6) | 3.42 (6) | 25 (17) | |||||||||||||||
R3 | 9.15 | 0.12 | (1.00) | (0.88) | (0.13) | (0.10) | — | (0.23) | 8.04 | (9.76) (5) | 3,244 | 1.23 (6) | 1.23 (6) | 2.83 (6) | 25 (17) | |||||||||||||||
R4 | 9.16 | 0.14 | (1.00) | (0.86) | (0.15) | (0.10) | — | (0.25) | 8.05 | (9.60) (5) | 11,132 | 0.92 (6) | 0.92 (6) | 3.13 (6) | 25 (17) | |||||||||||||||
R5 | 9.16 | 0.15 | (1.00) | (0.85) | (0.16) | (0.10) | — | (0.26) | 8.05 | (9.45) (5) | 44,545 | 0.64 (6) | 0.64 (6) | 3.42 (6) | 25 (17) | |||||||||||||||
R6 | 9.16 | 0.15 | (1.00) | (0.85) | (0.16) | (0.10) | — | (0.26) | 8.05 | (9.41) (5) | 222,802 | 0.53 (6) | 0.53 (6) | 3.53 (6) | 25 (17) | |||||||||||||||
Y | 9.14 | 0.15 | (1.00) | (0.85) | (0.16) | (0.10) | — | (0.26) | 8.03 | (9.48) (5) | 165,678 | 0.63 (6) | 0.63 (6) | 3.42 (6) | 25 (17) | |||||||||||||||
F | 9.19 | 0.15 | (1.00) | (0.85) | (0.16) | (0.10) | — | (0.26) | 8.08 | (9.37) (5) | 299,790 | 0.53 (6) | 0.53 (6) | 3.53 (6) | 25 (17) |
212 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Strategic Income Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 9.02 | $ 0.27 | $ 0.23 | $ 0.50 | $ (0.25) | $ (0.10) | $ — | $ (0.35) | $ 9.17 | 5.54% | $ 410,004 | 0.91% | 0.91% | 2.87% | 52% (17) | |||||||||||||||
C | 9.08 | 0.20 | 0.24 | 0.44 | (0.17) | (0.10) | — | (0.27) | 9.25 | 4.89 | 92,929 | 1.63 | 1.63 | 2.14 | 52 (17) | |||||||||||||||
I | 9.04 | 0.29 | 0.25 | 0.54 | (0.28) | (0.10) | — | (0.38) | 9.20 | 5.94 | 2,044,204 | 0.64 | 0.64 | 3.16 | 52 (17) | |||||||||||||||
R3 | 9.00 | 0.23 | 0.24 | 0.47 | (0.22) | (0.10) | — | (0.32) | 9.15 | 5.18 | 3,195 | 1.26 | 1.26 | 2.53 | 52 (17) | |||||||||||||||
R4 | 9.01 | 0.27 | 0.23 | 0.50 | (0.25) | (0.10) | — | (0.35) | 9.16 | 5.55 | 13,610 | 0.91 | 0.91 | 2.90 | 52 (17) | |||||||||||||||
R5 | 9.00 | 0.29 | 0.25 | 0.54 | (0.28) | (0.10) | — | (0.38) | 9.16 | 5.98 | 46,840 | 0.64 | 0.64 | 3.15 | 52 (17) | |||||||||||||||
R6 | 9.01 | 0.30 | 0.23 | 0.53 | (0.28) | (0.10) | — | (0.38) | 9.16 | 5.96 | 161,021 | 0.54 | 0.54 | 3.28 | 52 (17) | |||||||||||||||
Y | 8.99 | 0.29 | 0.23 | 0.52 | (0.27) | (0.10) | — | (0.37) | 9.14 | 5.86 | 202,890 | 0.64 | 0.64 | 3.14 | 52 (17) | |||||||||||||||
F | 9.04 | 0.30 | 0.23 | 0.53 | (0.28) | (0.10) | — | (0.38) | 9.19 | 5.94 | 365,653 | 0.54 | 0.54 | 3.23 | 52 (17) | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 8.64 | $ 0.28 | $ 0.41 | $ 0.69 | $ (0.31) | $ — | $ — | $ (0.31) | $ 9.02 | 8.21% | $ 279,447 | 0.97% | 0.95% | 3.21% | 69% (17) | |||||||||||||||
C | 8.69 | 0.22 | 0.41 | 0.63 | (0.24) | — | — | (0.24) | 9.08 | 7.40 | 72,030 | 1.69 | 1.69 | 2.47 | 69 (17) | |||||||||||||||
I | 8.67 | 0.30 | 0.41 | 0.71 | (0.34) | — | — | (0.34) | 9.04 | 8.41 | 930,484 | 0.67 | 0.67 | 3.44 | 69 (17) | |||||||||||||||
R3 | 8.63 | 0.25 | 0.40 | 0.65 | (0.28) | — | — | (0.28) | 9.00 | 7.77 | 1,502 | 1.29 | 1.25 | 2.87 | 69 (17) | |||||||||||||||
R4 | 8.64 | 0.27 | 0.41 | 0.68 | (0.31) | — | — | (0.31) | 9.01 | 8.12 | 4,348 | 1.00 | 0.95 | 2.96 | 69 (17) | |||||||||||||||
R5 | 8.63 | 0.30 | 0.41 | 0.71 | (0.34) | — | — | (0.34) | 9.00 | 8.46 | 15,336 | 0.69 | 0.65 | 3.48 | 69 (17) | |||||||||||||||
R6 | 8.63 | 0.30 | 0.43 | 0.73 | (0.35) | — | — | (0.35) | 9.01 | 8.65 | 10,360 | 0.59 | 0.59 | 3.45 | 69 (17) | |||||||||||||||
Y | 8.63 | 0.30 | 0.40 | 0.70 | (0.34) | — | — | (0.34) | 8.99 | 8.36 | 95,044 | 0.64 | 0.64 | 3.40 | 69 (17) | |||||||||||||||
F | 8.67 | 0.32 | 0.40 | 0.72 | (0.35) | — | — | (0.35) | 9.04 | 8.49 | 274,532 | 0.59 | 0.59 | 3.58 | 69 (17) | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 8.41 | $ 0.32 | $ 0.44 | $ 0.76 | $ (0.53) | $ — | $ — | $ (0.53) | $ 8.64 | 9.42% | $ 193,608 | 1.03% | 0.95% | 3.80% | 74% | |||||||||||||||
C | 8.45 | 0.26 | 0.44 | 0.70 | (0.46) | — | — | (0.46) | 8.69 | 8.59 | 50,793 | 1.75 | 1.70 | 3.05 | 74 | |||||||||||||||
I | 8.43 | 0.34 | 0.45 | 0.79 | (0.55) | — | — | (0.55) | 8.67 | 9.82 | 264,537 | 0.73 | 0.70 | 4.04 | 74 | |||||||||||||||
R3 | 8.39 | 0.30 | 0.44 | 0.74 | (0.50) | — | — | (0.50) | 8.63 | 9.22 | 634 | 1.34 | 1.25 | 3.50 | 74 | |||||||||||||||
R4 | 8.40 | 0.32 | 0.45 | 0.77 | (0.53) | — | — | (0.53) | 8.64 | 9.54 | 209 | 1.05 | 0.95 | 3.80 | 74 | |||||||||||||||
R5 | 8.40 | 0.35 | 0.43 | 0.78 | (0.55) | — | — | (0.55) | 8.63 | 9.78 | 8,280 | 0.74 | 0.65 | 4.09 | 74 | |||||||||||||||
R6 | 8.40 | 0.35 | 0.44 | 0.79 | (0.56) | — | — | (0.56) | 8.63 | 9.84 | 1,673 | 0.63 | 0.60 | 4.12 | 74 | |||||||||||||||
Y | 8.39 | 0.35 | 0.44 | 0.79 | (0.55) | — | — | (0.55) | 8.63 | 9.91 | 4,824 | 0.71 | 0.66 | 4.09 | 74 | |||||||||||||||
F | 8.43 | 0.35 | 0.45 | 0.80 | (0.56) | — | — | (0.56) | 8.67 | 9.93 | 168,465 | 0.63 | 0.60 | 4.15 | 74 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $ 9.00 | $ 0.33 | $ (0.40) | $ (0.07) | $ (0.52) | $ — | $ — | $ (0.52) | $ 8.41 | (0.77)% | $ 164,749 | 1.05% | 0.95% | 3.78% | 63% | |||||||||||||||
C | 9.03 | 0.26 | (0.39) | (0.13) | (0.45) | — | — | (0.45) | 8.45 | (1.49) | 48,099 | 1.78 | 1.70 | 3.03 | 63 | |||||||||||||||
I | 9.03 | 0.35 | (0.40) | (0.05) | (0.55) | — | — | (0.55) | 8.43 | (0.63) | 88,704 | 0.77 | 0.70 | 4.03 | 63 | |||||||||||||||
R3 | 8.98 | 0.30 | (0.39) | (0.09) | (0.50) | — | — | (0.50) | 8.39 | (1.10) | 306 | 1.37 | 1.25 | 3.48 | 63 | |||||||||||||||
R4 | 8.99 | 0.33 | (0.40) | (0.07) | (0.52) | — | — | (0.52) | 8.40 | (0.79) | 560 | 1.08 | 0.95 | 3.78 | 63 | |||||||||||||||
R5 | 8.99 | 0.35 | (0.39) | (0.04) | (0.55) | — | — | (0.55) | 8.40 | (0.46) | 4,446 | 0.78 | 0.65 | 4.12 | 63 | |||||||||||||||
R6 | 8.99 | 0.36 | (0.39) | (0.03) | (0.56) | — | — | (0.56) | 8.40 | (0.41) | 150 | 0.66 | 0.60 | 4.15 | 63 | |||||||||||||||
Y | 8.99 | 0.36 | (0.40) | (0.04) | (0.56) | — | — | (0.56) | 8.39 | (0.49) | 2,513 | 0.72 | 0.60 | 4.14 | 63 | |||||||||||||||
F | 9.02 | 0.36 | (0.39) | (0.03) | (0.56) | — | — | (0.56) | 8.43 | (0.41) | 153,833 | 0.66 | 0.60 | 4.13 | 63 |
213 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Strategic Income Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $ 8.76 | $ 0.36 | $ 0.26 | $ 0.62 | $ (0.38) | $ — | $ — | $ (0.38) | $ 9.00 | 7.26% | $ 161,969 | 1.03% | 0.95% | 4.02% | 82% | |||||||||||||||
C | 8.79 | 0.29 | 0.26 | 0.55 | (0.31) | — | — | (0.31) | 9.03 | 6.38 | 74,017 | 1.74 | 1.70 | 3.29 | 82 | |||||||||||||||
I | 8.79 | 0.37 | 0.27 | 0.64 | (0.40) | — | — | (0.40) | 9.03 | 7.51 | 83,345 | 0.76 | 0.70 | 4.11 | 82 | |||||||||||||||
R3 | 8.75 | 0.33 | 0.25 | 0.58 | (0.35) | — | — | (0.35) | 8.98 | 6.83 | 329 | 1.45 | 1.25 | 3.70 | 82 | |||||||||||||||
R4 | 8.76 | 0.35 | 0.26 | 0.61 | (0.38) | — | — | (0.38) | 8.99 | 7.13 | 748 | 1.08 | 0.95 | 4.00 | 82 | |||||||||||||||
R5 | 8.76 | 0.38 | 0.26 | 0.64 | (0.41) | — | — | (0.41) | 8.99 | 7.48 | 1,467 | 0.75 | 0.65 | 4.25 | 82 | |||||||||||||||
R6 | 8.75 | 0.39 | 0.26 | 0.65 | (0.41) | — | — | (0.41) | 8.99 | 7.66 | 11 | 0.70 | 0.60 | 4.41 | 82 | |||||||||||||||
Y | 8.75 | 0.42 | 0.23 | 0.65 | (0.41) | — | — | (0.41) | 8.99 | 7.67 | 657 | 0.64 | 0.60 | 4.79 | 82 | |||||||||||||||
F (8) | 8.79 | 0.25 | 0.20 | 0.45 | (0.22) | — | — | (0.22) | 9.02 | 5.21 (5) | 180,163 | 0.64 (6) | 0.60 (6) | 4.08 (6) | 82 | |||||||||||||||
Hartford Sustainable Municipal Bond Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $11.02 | $ 0.07 | $ (1.06) | $ (0.99) | $ (0.07) | $ (0.05) | $ — | $ (0.12) | $ 9.91 | (9.02)% (5) | $ 38,048 | 0.77% (6) | 0.69% (6) | 1.38% (6) | 17% | |||||||||||||||
C | 11.02 | 0.03 | (1.06) | (1.03) | (0.03) | (0.05) | — | (0.08) | 9.91 | (9.36) (5) | 3,838 | 1.59 (6) | 1.44 (6) | 0.63 (6) | 17 | |||||||||||||||
I | 10.99 | 0.09 | (1.06) | (0.97) | (0.09) | (0.05) | — | (0.14) | 9.88 | (8.94) (5) | 47,004 | 0.61 (6) | 0.46 (6) | 1.60 (6) | 17 | |||||||||||||||
F | 10.99 | 0.09 | (1.05) | (0.96) | (0.09) | (0.05) | — | (0.14) | 9.89 | (8.82) (5) | 26,881 | 0.47 (6) | 0.39 (6) | 1.68 (6) | 17 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $10.83 | $ 0.15 | $ 0.19 | $ 0.34 | $ (0.15) | $ — | $ — | $ (0.15) | $ 11.02 | 3.15% | $ 43,870 | 0.79% | 0.69% | 1.36% | 19% | |||||||||||||||
C | 10.82 | 0.07 | 0.20 | 0.27 | (0.07) | — | — | (0.07) | 11.02 | 2.48 | 4,819 | 1.60 | 1.44 | 0.61 | 19 | |||||||||||||||
I | 10.79 | 0.17 | 0.21 | 0.38 | (0.18) | — | — | (0.18) | 10.99 | 3.49 | 51,423 | 0.61 | 0.46 | 1.57 | 19 | |||||||||||||||
F | 10.80 | 0.18 | 0.19 | 0.37 | (0.18) | — | — | (0.18) | 10.99 | 3.47 | 28,393 | 0.49 | 0.39 | 1.64 | 19 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $10.78 | $ 0.20 | $ 0.12 | $ 0.32 | $ (0.20) | $ (0.07) | $ — | $ (0.27) | $ 10.83 | 3.00% | $ 37,551 | 0.88% | 0.69% | 1.84% | 16% | |||||||||||||||
C | 10.79 | 0.12 | 0.10 | 0.22 | (0.12) | (0.07) | — | (0.19) | 10.82 | 2.05 | 4,642 | 1.69 | 1.44 | 1.09 | 16 | |||||||||||||||
I | 10.75 | 0.21 | 0.12 | 0.33 | (0.22) | (0.07) | — | (0.29) | 10.79 | 3.14 | 26,866 | 0.68 | 0.46 | 2.00 | 16 | |||||||||||||||
F | 10.75 | 0.22 | 0.13 | 0.35 | (0.23) | (0.07) | — | (0.30) | 10.80 | 3.30 | 14,292 | 0.57 | 0.39 | 2.04 | 16 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $10.04 | $ 0.26 | $ 0.74 | $ 1.00 | $ (0.26) | $ — | $ — | $ (0.26) | $ 10.78 | 10.05% | $ 22,713 | 0.99% | 0.67% | 2.45% | 47% | |||||||||||||||
C | 10.04 | 0.24 | 0.74 | 0.98 | (0.23) | — | — | (0.23) | 10.79 | 9.85 | 2,714 | 1.74 | 0.88 | 2.27 | 47 | |||||||||||||||
I | 10.04 | 0.28 | 0.74 | 1.02 | (0.31) | — | — | (0.31) | 10.75 | 10.30 | 7,227 | 0.74 | 0.44 | 2.69 | 47 | |||||||||||||||
F | 10.03 | 0.29 | 0.74 | 1.03 | (0.31) | — | — | (0.31) | 10.75 | 10.38 | 3,584 | 0.69 | 0.39 | 2.71 | 47 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.32 | $ 0.24 | $ (0.28) | $ (0.04) | $ (0.24) | $ — | $ — | $ (0.24) | $ 10.04 | (0.36)% | $ 15,155 | 1.09% | 0.65% | 2.39% | 15% | |||||||||||||||
C | 10.32 | 0.24 | (0.28) | (0.04) | (0.24) | — | — | (0.24) | 10.04 | (0.38) | 3,488 | 1.82 | 0.67 | 2.37 | 15 | |||||||||||||||
I | 10.32 | 0.27 | (0.28) | (0.01) | (0.27) | — | — | (0.27) | 10.04 | (0.11) | 6,320 | 0.80 | 0.40 | 2.64 | 15 | |||||||||||||||
F | 10.32 | 0.27 | (0.29) | (0.02) | (0.27) | — | — | (0.27) | 10.03 | (0.20) | 1,673 | 0.78 | 0.39 | 2.65 | 15 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $10.34 | $ 0.22 | $ (0.02) | $ 0.20 | $ (0.22) | $ — | $ — | $ (0.22) | $ 10.32 | 2.03% | $ 12,913 | 1.10% | 0.69% | 2.21% | 10% | |||||||||||||||
C | 10.34 | 0.21 | (0.02) | 0.19 | (0.21) | — | — | (0.21) | 10.32 | 1.87 | 3,317 | 1.81 | 0.84 | 2.06 | 10 | |||||||||||||||
I | 10.34 | 0.25 | (0.02) | 0.23 | (0.25) | — | — | (0.25) | 10.32 | 2.29 | 5,917 | 0.81 | 0.44 | 2.46 | 10 | |||||||||||||||
F (8) | 10.04 | 0.17 | 0.28 | 0.45 | (0.17) | — | — | (0.17) | 10.32 | 4.52 (5) | 1,127 | 0.80 (6) | 0.39 (6) | 2.48 (6) | 10 |
214 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Total Return Bond Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $10.92 | $ 0.10 | $ (1.21) | $ (1.11) | $ (0.10) | $ (0.18) | $ �� | $ (0.28) | $ 9.53 | (10.38)% (5) | $ 1,090,935 | 0.68% (6) | 0.68% (6) | 1.87% (6) | 25% (18) | |||||||||||||||
C | 11.05 | 0.05 | (1.22) | (1.17) | (0.06) | (0.18) | — | (0.24) | 9.64 | (10.80) (5) | 11,226 | 1.51 (6) | 1.51 (6) | 1.04 (6) | 25 (18) | |||||||||||||||
I | 10.88 | 0.11 | (1.19) | (1.08) | (0.14) | (0.18) | — | (0.32) | 9.48 | (10.21) (5) | 397,074 | 0.39 (6) | 0.39 (6) | 2.17 (6) | 25 (18) | |||||||||||||||
R3 | 11.22 | 0.08 | (1.23) | (1.15) | (0.09) | (0.18) | — | (0.27) | 9.80 | (10.50) (5) | 3,923 | 1.04 (6) | 1.03 (6) | 1.52 (6) | 25 (18) | |||||||||||||||
R4 | 11.12 | 0.10 | (1.23) | (1.13) | (0.10) | (0.18) | — | (0.28) | 9.71 | (10.36) (5) | 14,327 | 0.73 (6) | 0.69 (6) | 1.87 (6) | 25 (18) | |||||||||||||||
R5 | 11.06 | 0.11 | (1.23) | (1.12) | (0.13) | (0.18) | — | (0.31) | 9.63 | (10.35) (5) | 1,838 | 0.44 (6) | 0.44 (6) | 2.11 (6) | 25 (18) | |||||||||||||||
R6 | 10.97 | 0.12 | (1.22) | (1.10) | (0.15) | (0.18) | — | (0.33) | 9.54 | (10.28) (5) | 201,943 | 0.32 (6) | 0.32 (6) | 2.23 (6) | 25 (18) | |||||||||||||||
Y | 10.99 | 0.11 | (1.21) | (1.10) | (0.14) | (0.18) | — | (0.32) | 9.57 | (10.25) (5) | 391,672 | 0.38 (6) | 0.38 (6) | 2.17 (6) | 25 (18) | |||||||||||||||
F | 10.81 | 0.11 | (1.19) | (1.08) | (0.15) | (0.18) | — | (0.33) | 9.40 | (10.26) (5) | 1,099,003 | 0.32 (6) | 0.32 (6) | 2.23 (6) | 25 (18) | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $11.13 | $ 0.18 | $ (0.10) | $ 0.08 | $ (0.21) | $ (0.08) | $ — | $ (0.29) | $ 10.92 | 0.68% | $ 1,268,773 | 0.68% | 0.68% | 1.65% | 51% (18) | |||||||||||||||
C | 11.26 | 0.09 | (0.10) | (0.01) | (0.12) | (0.08) | — | (0.20) | 11.05 | (0.11) | 15,130 | 1.48 | 1.48 | 0.83 | 51 (18) | |||||||||||||||
I | 11.10 | 0.21 | (0.11) | 0.10 | (0.24) | (0.08) | — | (0.32) | 10.88 | 0.86 | 297,839 | 0.40 | 0.40 | 1.93 | 51 (18) | |||||||||||||||
R3 | 11.44 | 0.15 | (0.12) | 0.03 | (0.17) | (0.08) | — | (0.25) | 11.22 | 0.27 | 4,566 | 1.04 | 1.03 | 1.30 | 51 (18) | |||||||||||||||
R4 | 11.34 | 0.18 | (0.11) | 0.07 | (0.21) | (0.08) | — | (0.29) | 11.12 | 0.59 | 14,580 | 0.74 | 0.70 | 1.63 | 51 (18) | |||||||||||||||
R5 | 11.27 | 0.21 | (0.10) | 0.11 | (0.24) | (0.08) | — | (0.32) | 11.06 | 0.93 | 2,362 | 0.44 | 0.44 | 1.89 | 51 (18) | |||||||||||||||
R6 | 11.19 | 0.22 | (0.11) | 0.11 | (0.25) | (0.08) | — | (0.33) | 10.97 | 0.98 | 203,982 | 0.32 | 0.32 | 2.03 | 51 (18) | |||||||||||||||
Y | 11.21 | 0.22 | (0.12) | 0.10 | (0.24) | (0.08) | — | (0.32) | 10.99 | 0.89 | 415,024 | 0.39 | 0.39 | 1.94 | 51 (18) | |||||||||||||||
F | 11.03 | 0.22 | (0.11) | 0.11 | (0.25) | (0.08) | — | (0.33) | 10.81 | 0.97 | 1,222,336 | 0.32 | 0.32 | 2.01 | 51 (18) | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $10.66 | $ 0.24 | $ 0.49 | $ 0.73 | $ (0.26) | $ — | $ — | $ (0.26) | $ 11.13 | 6.88% | $ 1,202,398 | 0.71% | 0.71% | 2.17% | 50% (18) | |||||||||||||||
C | 10.77 | 0.15 | 0.51 | 0.66 | (0.17) | — | — | (0.17) | 11.26 | 6.13 | 32,105 | 1.51 | 1.51 | 1.37 | 50 (18) | |||||||||||||||
I | 10.65 | 0.26 | 0.51 | 0.77 | (0.32) | — | — | (0.32) | 11.10 | 7.35 | 299,511 | 0.41 | 0.41 | 2.43 | 50 (18) | |||||||||||||||
R3 | 10.95 | 0.21 | 0.50 | 0.71 | (0.22) | — | — | (0.22) | 11.44 | 6.55 | 5,075 | 1.06 | 1.04 | 1.84 | 50 (18) | |||||||||||||||
R4 | 10.85 | 0.24 | 0.50 | 0.74 | (0.25) | — | — | (0.25) | 11.34 | 6.90 | 13,365 | 0.76 | 0.76 | 2.12 | 50 (18) | |||||||||||||||
R5 | 10.81 | 0.27 | 0.50 | 0.77 | (0.31) | — | — | (0.31) | 11.27 | 7.20 | 2,651 | 0.46 | 0.46 | 2.40 | 50 (18) | |||||||||||||||
R6 | 10.74 | 0.28 | 0.50 | 0.78 | (0.33) | — | — | (0.33) | 11.19 | 7.41 | 63,656 | 0.34 | 0.34 | 2.53 | 50 (18) | |||||||||||||||
Y | 10.76 | 0.27 | 0.50 | 0.77 | (0.32) | — | — | (0.32) | 11.21 | 7.27 | 410,349 | 0.40 | 0.40 | 2.49 | 50 (18) | |||||||||||||||
F | 10.59 | 0.27 | 0.50 | 0.77 | (0.33) | — | — | (0.33) | 11.03 | 7.38 | 962,471 | 0.34 | 0.34 | 2.53 | 50 (18) | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 9.92 | $ 0.30 | $ 0.79 | $ 1.09 | $ (0.35) | $ — | $ — | $ (0.35) | $ 10.66 | 11.24% | $ 940,594 | 0.74% | 0.74% | 2.90% | 71% | |||||||||||||||
C | 9.97 | 0.22 | 0.80 | 1.02 | (0.22) | — | — | (0.22) | 10.77 | 10.37 | 27,334 | 1.54 | 1.54 | 2.12 | 71 | |||||||||||||||
I | 9.95 | 0.33 | 0.79 | 1.12 | (0.42) | — | — | (0.42) | 10.65 | 11.49 | 108,633 | 0.42 | 0.42 | 3.19 | 71 | |||||||||||||||
R3 | 10.14 | 0.27 | 0.82 | 1.09 | (0.28) | — | — | (0.28) | 10.95 | 10.93 | 4,769 | 1.08 | 1.07 | 2.58 | 71 | |||||||||||||||
R4 | 10.09 | 0.30 | 0.81 | 1.11 | (0.35) | — | — | (0.35) | 10.85 | 11.20 | 11,476 | 0.77 | 0.76 | 2.89 | 71 | |||||||||||||||
R5 | 10.06 | 0.33 | 0.83 | 1.16 | (0.41) | — | — | (0.41) | 10.81 | 11.80 | 1,049 | 0.48 | 0.48 | 3.22 | 71 | |||||||||||||||
R6 | 10.03 | 0.32 | 0.82 | 1.14 | (0.43) | — | — | (0.43) | 10.74 | 11.67 | 40,368 | 0.35 | 0.34 | 3.04 | 71 | |||||||||||||||
Y | 10.04 | 0.34 | 0.81 | 1.15 | (0.43) | — | — | (0.43) | 10.76 | 11.68 | 488,228 | 0.41 | 0.40 | 3.25 | 71 | |||||||||||||||
F | 9.90 | 0.34 | 0.78 | 1.12 | (0.43) | — | — | (0.43) | 10.59 | 11.58 | 562,418 | 0.36 | 0.36 | 3.29 | 71 |
215 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford Total Return Bond Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.44 | $ 0.28 | $ (0.48) | $ (0.20) | $ (0.32) | $ — | $ — | $ (0.32) | $ 9.92 | (1.95)% | $ 774,821 | 0.82% | 0.82% | 2.72% | 74% | |||||||||||||||
C | 10.46 | 0.20 | (0.49) | (0.29) | (0.20) | — | — | (0.20) | 9.97 | (2.79) | 30,760 | 1.61 | 1.60 | 1.93 | 74 | |||||||||||||||
I | 10.45 | 0.31 | (0.48) | (0.17) | (0.33) | — | — | (0.33) | 9.95 | (1.68) | 51,131 | 0.51 | 0.51 | 3.03 | 74 | |||||||||||||||
R3 | 10.64 | 0.25 | (0.50) | (0.25) | (0.25) | — | — | (0.25) | 10.14 | (2.37) | 5,000 | 1.16 | 1.15 | 2.38 | 74 | |||||||||||||||
R4 | 10.62 | 0.28 | (0.49) | (0.21) | (0.32) | — | — | (0.32) | 10.09 | (2.04) | 11,153 | 0.85 | 0.85 | 2.67 | 74 | |||||||||||||||
R5 | 10.62 | 0.31 | (0.49) | (0.18) | (0.38) | — | — | (0.38) | 10.06 | (1.74) | 1,548 | 0.56 | 0.56 | 2.98 | 74 | |||||||||||||||
R6 | 10.61 | 0.32 | (0.50) | (0.18) | (0.40) | — | — | (0.40) | 10.03 | (1.72) | 1,678 | 0.44 | 0.44 | 3.11 | 74 | |||||||||||||||
Y | 10.61 | 0.32 | (0.50) | (0.18) | (0.39) | — | — | (0.39) | 10.04 | (1.69) | 449,292 | 0.48 | 0.48 | 3.06 | 74 | |||||||||||||||
F | 10.46 | 0.31 | (0.47) | (0.16) | (0.40) | — | — | (0.40) | 9.90 | (1.59) | 678,207 | 0.44 | 0.44 | 3.10 | 74 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $10.48 | $ 0.26 | $ (0.04) | $ 0.22 | $ (0.26) | $ — | $ — | $ (0.26) | $ 10.44 | 2.19% | $ 772,486 | 0.84% | 0.84% | 2.55% | 56% | |||||||||||||||
C | 10.50 | 0.19 | (0.04) | 0.15 | (0.19) | — | — | (0.19) | 10.46 | 1.43 | 59,204 | 1.58 | 1.58 | 1.82 | 56 | |||||||||||||||
I | 10.49 | 0.29 | (0.04) | 0.25 | (0.29) | — | — | (0.29) | 10.45 | 2.41 | 35,182 | 0.77 | 0.62 | 2.78 | 56 | |||||||||||||||
R3 | 10.68 | 0.23 | (0.04) | 0.19 | (0.23) | — | — | (0.23) | 10.64 | 1.86 | 5,851 | 1.17 | 1.17 | 2.22 | 56 | |||||||||||||||
R4 | 10.66 | 0.27 | (0.04) | 0.23 | (0.27) | — | — | (0.27) | 10.62 | 2.18 | 14,290 | 0.85 | 0.85 | 2.54 | 56 | |||||||||||||||
R5 | 10.65 | 0.30 | (0.03) | 0.27 | (0.30) | — | — | (0.30) | 10.62 | 2.48 | 1,548 | 0.55 | 0.55 | 2.84 | 56 | |||||||||||||||
R6 | 10.64 | 0.30 | (0.02) | 0.28 | (0.31) | — | — | (0.31) | 10.61 | 2.69 | 1,092 | 0.45 | 0.44 | 2.87 | 56 | |||||||||||||||
Y | 10.65 | 0.31 | (0.04) | 0.27 | (0.31) | — | — | (0.31) | 10.61 | 2.57 | 438,589 | 0.46 | 0.46 | 2.96 | 56 | |||||||||||||||
F (8) | 10.32 | 0.20 | 0.14 | 0.34 | (0.20) | — | — | (0.20) | 10.46 | 3.36 (5) | 937,170 | 0.44 (6) | 0.44 (6) | 2.88 (6) | 56 | |||||||||||||||
The Hartford World Bond Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $10.45 | $ 0.03 | $ (0.39) | $ (0.36) | $ (0.09) | $ (0.03) | $ — | $ (0.12) | $ 9.97 | (3.48)% (5) | $ 313,145 | 1.00% (6) | 1.00% (6) | 0.51% (6) | 49% (19) | |||||||||||||||
C | 10.19 | (0.01) | (0.38) | (0.39) | (0.05) | (0.03) | — | (0.08) | 9.72 | (3.80) (5) | 28,689 | 1.74 (6) | 1.74 (6) | (0.23) (6) | 49 (19) | |||||||||||||||
I | 10.53 | 0.04 | (0.39) | (0.35) | (0.10) | (0.03) | — | (0.13) | 10.05 | (3.32) (5) | 1,396,522 | 0.73 (6) | 0.73 (6) | 0.78 (6) | 49 (19) | |||||||||||||||
R3 | 10.37 | 0.01 | (0.39) | (0.38) | (0.07) | (0.03) | — | (0.10) | 9.89 | (3.65) (5) | 1,096 | 1.33 (6) | 1.33 (6) | 0.19 (6) | 49 (19) | |||||||||||||||
R4 | 10.45 | 0.02 | (0.38) | (0.36) | (0.07) | (0.03) | — | (0.10) | 9.99 | (3.48) (5) | 1,684 | 1.01 (6) | 1.01 (6) | 0.49 (6) | 49 (19) | |||||||||||||||
R5 | 10.54 | 0.04 | (0.40) | (0.36) | (0.10) | (0.03) | — | (0.13) | 10.05 | (3.41) (5) | 8,412 | 0.73 (6) | 0.73 (6) | 0.79 (6) | 49 (19) | |||||||||||||||
R6 | 10.58 | 0.05 | (0.40) | (0.35) | (0.11) | (0.03) | — | (0.14) | 10.09 | (3.35) (5) | 112,288 | 0.62 (6) | 0.62 (6) | 0.89 (6) | 49 (19) | |||||||||||||||
Y | 10.57 | 0.04 | (0.40) | (0.36) | (0.10) | (0.03) | — | (0.13) | 10.08 | (3.40) (5) | 249,801 | 0.73 (6) | 0.73 (6) | 0.79 (6) | 49 (19) | |||||||||||||||
F | 10.55 | 0.05 | (0.39) | (0.34) | (0.11) | (0.03) | — | (0.14) | 10.07 | (3.26) (5) | 1,372,008 | 0.62 (6) | 0.62 (6) | 0.89 (6) | 49 (19) | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $10.59 | $ 0.05 | $ (0.11) | $ (0.06) | $ (0.08) | $ — | $ — | $ (0.08) | $ 10.45 | (0.54)% | $ 354,409 | 1.01% | 1.01% | 0.44% | 104% (19) | |||||||||||||||
C | 10.34 | (0.03) | (0.10) | (0.13) | (0.02) | — | — | (0.02) | 10.19 | (1.25) | 38,120 | 1.74 | 1.74 | (0.29) | 104 (19) | |||||||||||||||
I | 10.68 | 0.08 | (0.12) | (0.04) | (0.11) | — | — | (0.11) | 10.53 | (0.34) | 1,783,317 | 0.72 | 0.72 | 0.73 | 104 (19) | |||||||||||||||
R3 | 10.51 | 0.01 | (0.10) | (0.09) | (0.05) | — | — | (0.05) | 10.37 | (0.90) | 987 | 1.35 | 1.35 | 0.10 | 104 (19) | |||||||||||||||
R4 | 10.59 | 0.04 | (0.10) | (0.06) | (0.08) | — | — | (0.08) | 10.45 | (0.59) | 3,873 | 1.05 | 1.05 | 0.39 | 104 (19) | |||||||||||||||
R5 | 10.68 | 0.08 | (0.11) | (0.03) | (0.11) | — | — | (0.11) | 10.54 | (0.27) | 8,625 | 0.75 | 0.75 | 0.70 | 104 (19) | |||||||||||||||
R6 | 10.72 | 0.09 | (0.11) | (0.02) | (0.12) | — | — | (0.12) | 10.58 | (0.16) | 125,885 | 0.63 | 0.63 | 0.82 | 104 (19) | |||||||||||||||
Y | 10.71 | 0.08 | (0.11) | (0.03) | (0.11) | — | — | (0.11) | 10.57 | (0.25) | 292,319 | 0.74 | 0.73 | 0.72 | 104 (19) | |||||||||||||||
F | 10.70 | 0.09 | (0.12) | (0.03) | (0.12) | — | — | (0.12) | 10.55 | (0.25) | 1,516,359 | 0.63 | 0.63 | 0.82 | 104 (19) |
216 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover | |||||||||||||||
The Hartford World Bond Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $10.75 | $ 0.06 | $ 0.02 | $ 0.08 | $ (0.19) | $ (0.05) | $ — | $ (0.24) | $ 10.59 | 0.80% | $ 414,356 | 1.02% | 1.02% | 0.59% | 125% (19) | |||||||||||||||
C | 10.54 | (0.01) | 0.01 | 0.00 (14) | (0.15) | (0.05) | — | (0.20) | 10.34 | 0.00 (9) | 64,578 | 1.75 | 1.75 | (0.14) | 125 (19) | |||||||||||||||
I | 10.83 | 0.09 | 0.03 | 0.12 | (0.22) | (0.05) | — | (0.27) | 10.68 | 1.10 | 2,008,606 | 0.73 | 0.73 | 0.88 | 125 (19) | |||||||||||||||
R3 | 10.68 | 0.03 | 0.02 | 0.05 | (0.17) | (0.05) | — | (0.22) | 10.51 | 0.44 | 1,400 | 1.36 | 1.36 | 0.25 | 125 (19) | |||||||||||||||
R4 | 10.76 | 0.06 | 0.02 | 0.08 | (0.20) | (0.05) | — | (0.25) | 10.59 | 0.74 | 18,666 | 1.05 | 1.05 | 0.54 | 125 (19) | |||||||||||||||
R5 | 10.84 | 0.09 | 0.01 | 0.10 | (0.21) | (0.05) | — | (0.26) | 10.68 | 0.99 | 8,229 | 0.75 | 0.75 | 0.85 | 125 (19) | |||||||||||||||
R6 | 10.88 | 0.10 | 0.01 | 0.11 | (0.22) | (0.05) | — | (0.27) | 10.72 | 1.08 | 113,838 | 0.65 | 0.65 | 0.93 | 125 (19) | |||||||||||||||
Y | 10.87 | 0.09 | 0.02 | 0.11 | (0.22) | (0.05) | — | (0.27) | 10.71 | 1.02 | 366,177 | 0.75 | 0.72 | 0.89 | 125 (19) | |||||||||||||||
F | 10.85 | 0.10 | 0.01 | 0.12 | (0.22) | (0.05) | — | (0.27) | 10.70 | 1.17 | 1,477,042 | 0.64 | 0.64 | 0.97 | 125 (19) | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $10.65 | $ 0.10 | $ 0.49 | $ 0.59 | $ (0.48) | $ (0.01) | $ — | $ (0.49) | $ 10.75 | 5.68% | $ 419,891 | 1.02% | 1.02% | 0.98% | 93% | |||||||||||||||
C | 10.45 | 0.03 | 0.47 | 0.50 | (0.40) | (0.01) | — | (0.41) | 10.54 | 4.92 | 81,694 | 1.75 | 1.75 | 0.26 | 93 | |||||||||||||||
I | 10.72 | 0.14 | 0.48 | 0.62 | (0.50) | �� | (0.01) | — | (0.51) | 10.83 | 6.02 | 2,223,706 | 0.74 | 0.74 | 1.26 | 93 | ||||||||||||||
R3 | 10.58 | 0.07 | 0.48 | 0.55 | (0.44) | (0.01) | — | (0.45) | 10.68 | 5.39 | 1,946 | 1.36 | 1.35 | 0.63 | 93 | |||||||||||||||
R4 | 10.65 | 0.09 | 0.51 | 0.60 | (0.48) | (0.01) | — | (0.49) | 10.76 | 5.71 | 10,651 | 0.96 | 0.96 | 0.84 | 93 | |||||||||||||||
R5 | 10.72 | 0.13 | 0.50 | 0.63 | (0.50) | (0.01) | — | (0.51) | 10.84 | 6.00 | 6,404 | 0.76 | 0.76 | 1.23 | 93 | |||||||||||||||
R6 | 10.76 | 0.14 | 0.50 | 0.64 | (0.51) | (0.01) | — | (0.52) | 10.88 | 6.09 | 17,230 | 0.64 | 0.64 | 1.34 | 93 | |||||||||||||||
Y | 10.75 | 0.14 | 0.50 | 0.64 | (0.51) | (0.01) | — | (0.52) | 10.87 | 6.04 | 522,050 | 0.73 | 0.70 | 1.31 | 93 | |||||||||||||||
F | 10.74 | 0.15 | 0.48 | 0.63 | (0.51) | (0.01) | — | (0.52) | 10.85 | 6.11 | 2,027,555 | 0.64 | 0.64 | 1.35 | 93 | |||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||||
A | $10.45 | $ 0.11 | $ 0.12 | $ 0.23 | $ (0.03) | $ — | $ — | $ (0.03) | $ 10.65 | 2.18% | $ 339,123 | 1.04% | 1.04% | 1.04% | 115% | |||||||||||||||
C | 10.31 | 0.03 | 0.12 | 0.15 | (0.01) | — | — | (0.01) | 10.45 | 1.44 | 78,993 | 1.77 | 1.77 | 0.30 | 115 | |||||||||||||||
I | 10.50 | 0.14 | 0.12 | 0.26 | (0.04) | — | — | (0.04) | 10.72 | 2.45 | 1,943,254 | 0.76 | 0.76 | 1.32 | 115 | |||||||||||||||
R3 | 10.41 | 0.07 | 0.12 | 0.19 | (0.02) | — | — | (0.02) | 10.58 | 1.82 | 1,161 | 1.38 | 1.36 | 0.67 | 115 | |||||||||||||||
R4 | 10.46 | 0.11 | 0.11 | 0.22 | (0.03) | — | — | (0.03) | 10.65 | 2.09 | 847 | 1.08 | 1.07 | 1.02 | 115 | |||||||||||||||
R5 | 10.51 | 0.14 | 0.11 | 0.25 | (0.04) | — | — | (0.04) | 10.72 | 2.35 | 3,840 | 0.78 | 0.77 | 1.34 | 115 | |||||||||||||||
R6 | 10.53 | 0.16 | 0.11 | 0.27 | (0.04) | — | — | (0.04) | 10.76 | 2.58 | 10,009 | 0.67 | 0.67 | 1.50 | 115 | |||||||||||||||
Y | 10.53 | 0.15 | 0.11 | 0.26 | (0.04) | — | — | (0.04) | 10.75 | 2.44 | 670,390 | 0.71 | 0.71 | 1.40 | 115 | |||||||||||||||
F | 10.51 | 0.15 | 0.12 | 0.27 | (0.04) | — | — | (0.04) | 10.74 | 2.58 | 1,571,981 | 0.66 | 0.66 | 1.43 | 115 | |||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||||
A | $10.36 | $ 0.11 | $ (0.02) (11) | $ 0.09 | $ — | $ — | $ — | $ — | $ 10.45 | 0.87% | $ 331,084 | 1.08% | 1.05% | 1.02% | 100% | |||||||||||||||
C | 10.29 | 0.03 | (0.01) (11) | 0.02 | — | — | — | — | 10.31 | 0.19 | 101,882 | 1.78 | 1.78 | 0.30 | 100 | |||||||||||||||
I | 10.39 | 0.13 | (0.02) (11) | 0.11 | — | — | — | — | 10.50 | 1.16 | 1,880,345 | 0.85 | 0.80 | 1.26 | 100 | |||||||||||||||
R3 | 10.35 | 0.07 | (0.01) (11) | 0.06 | — | — | — | — | 10.41 | 0.58 | 2,139 | 1.40 | 1.35 | 0.70 | 100 | |||||||||||||||
R4 | 10.37 | 0.11 | (0.02) (11) | 0.09 | — | — | — | — | 10.46 | 0.87 | 664 | 1.10 | 1.05 | 1.03 | 100 | |||||||||||||||
R5 | 10.38 | 0.13 | — | 0.13 | — | — | — | — | 10.51 | 1.25 | 2,087 | 0.79 | 0.75 | 1.27 | 100 | |||||||||||||||
R6 | 10.40 | 0.14 | (0.01) (11) | 0.13 | — | — | — | — | 10.53 | 1.25 | 1,176 | 0.71 | 0.69 | 1.36 | 100 | |||||||||||||||
Y | 10.40 | 0.14 | (0.01) (11) | 0.13 | — | — | — | — | 10.53 | 1.25 | 490,321 | 0.70 | 0.70 | 1.37 | 100 | |||||||||||||||
F (8) | 10.32 | 0.08 | 0.11 (11) | 0.19 | — | — | — | — | 10.51 | 1.84 (5) | 1,235,664 | 0.68 (6) | 0.68 (6) | 1.14 (6) | 100 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable. |
(5) | Not annualized. |
(6) | Annualized. |
(7) | Per share amount is less than $0.005. |
217 |
(8) | Commenced operations on February 28, 2017. |
(9) | Amount is less than 0.01%. |
(10) | Commenced operations on March 1, 2021. |
(11) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(12) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 23% for the six-month period ended April 30, 2022, 84% and 211% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(13) | Commenced operations on May 31, 2018. |
(14) | Amount is less than $0.01 per share. |
(15) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 12% for the six-month period ended April 30, 2022, 38% and 43% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(16) | Commenced operations on February 28, 2019. |
(17) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 91% for the six-month period ended April 30, 2022, 141% and 180% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(18) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 227% for the six-month period ended April 30, 2022, 473% and 545% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(19) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 50% for the six-months ended April 30, 2022, 132% and 168% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
218 |
April 30, 2022 (Unaudited)
1. | Organization: |
The Hartford Mutual Funds, Inc. (the "Company") is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2022. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report. | |
The Hartford Mutual Funds, Inc.: |
The Hartford Emerging Markets Local Debt Fund (the "Emerging Markets Local Debt Fund") |
The Hartford Floating Rate Fund (the "Floating Rate Fund") |
The Hartford Floating Rate High Income Fund (the "Floating Rate High Income Fund") |
The Hartford High Yield Fund (the "High Yield Fund") |
The Hartford Inflation Plus Fund (the "Inflation Plus Fund") |
The Hartford Municipal Opportunities Fund (the "Municipal Opportunities Fund") |
Hartford Municipal Short Duration Fund (the "Municipal Short Duration Fund") |
The Hartford Short Duration Fund (the "Short Duration Fund") |
The Hartford Strategic Income Fund (the "Strategic Income Fund") |
Hartford Sustainable Municipal Bond Fund (the "Sustainable Municipal Bond Fund") |
The Hartford Total Return Bond Fund (the "Total Return Bond Fund") |
The Hartford World Bond Fund (the "World Bond Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
219 |
April 30, 2022 (Unaudited)
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the 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. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. 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) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, 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. | |
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. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. |
220 |
April 30, 2022 (Unaudited)
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; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; 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. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. | |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. | |
Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
221 |
April 30, 2022 (Unaudited)
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Short Duration Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Short Duration Fund, and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing. |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2022. |
In connection with a Fund's ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of |
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c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations. |
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2022. |
d) | Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2022. |
e) | Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund's Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2022. |
f) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2022. |
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4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward. |
b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended April 30, 2022, each of Emerging Markets Local Debt Fund, High Yield Fund, Inflation Plus Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Futures Contracts. |
c) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. | |
During the six-month period ended April 30, 2022, each of Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Foreign Currency Contracts. |
d) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to |
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the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. | |
During the six-month period ended April 30, 2022, each of Emerging Markets Local Debt Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Options Contracts. |
e) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations. | |
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). | |
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances. | |
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy. |
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Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract. | |
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. | |
During the six-month period ended April 30, 2022, each of Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Credit Default Swap Contracts. | |
Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost. | |
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive. | |
During the six-month period ended April 30, 2022, each of Emerging Markets Local Debt Fund, Inflation Plus Fund, Total Return Bond Fund and World Bond Fund had used Interest Rate Swap Contracts. | |
Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund's investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date. | |
Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money. |
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f) | Additional Derivative Instrument Information: |
Emerging Markets Local Debt Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Investments in securities, at value (purchased options), market value | $ — | $ 235,178 | $ — | $ — | $ — | $ 235,178 | |||||
Unrealized appreciation on futures contracts(1) | 273,984 | — | — | — | — | 273,984 | |||||
Unrealized appreciation on foreign currency contracts | — | 1,526,942 | — | — | — | 1,526,942 | |||||
Unrealized appreciation on swap contracts(2) | 337,604 | — | 3,981 | — | — | 341,585 | |||||
Total | $ 611,588 | $ 1,762,120 | $ 3,981 | $ — | $ — | $ 2,377,689 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 69,190 | $ — | $ — | $ — | $ — | $ 69,190 | |||||
Unrealized depreciation on foreign currency contracts | — | 2,180,187 | — | — | — | 2,180,187 | |||||
Written options, market value | — | 334,437 | — | — | — | 334,437 | |||||
Unrealized depreciation on swap contracts(2) | 429,989 | — | — | — | — | 429,989 | |||||
Total | $ 499,179 | $ 2,514,624 | $ — | $ — | $ — | $ 3,013,803 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on purchased options contracts | $ — | $ 309,199 | $ — | $ — | $ — | $ 309,199 | |||||
Net realized gain (loss) on futures contracts | 253,506 | — | — | — | — | 253,506 | |||||
Net realized gain (loss) on written options contracts | — | (411,203) | — | — | — | (411,203) | |||||
Net realized gain (loss) on swap contracts | 82,876 | — | (50,977) | — | — | 31,899 | |||||
Net realized gain (loss) on foreign currency contracts | — | (666,769) | — | — | — | (666,769) | |||||
Total | $ 336,382 | $ (768,773) | $ (50,977) | $ — | $ — | $ (483,368) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ — | $ (35,919) | $ — | $ — | $ — | $ (35,919) | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | 66,465 | — | — | — | — | 66,465 | |||||
Net change in unrealized appreciation (depreciation) of written options contracts | — | 108,387 | — | — | — | 108,387 | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | (47,558) | — | 3,981 | — | — | (43,577) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 159,998 | — | — | — | 159,998 | |||||
Total | $ 18,907 | $ 232,466 | $ 3,981 | $ — | $ — | $ 255,354 |
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Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 16,863,500 | |
Futures Contracts Number of Long Contracts | 14 | |
Futures Contracts Number of Short Contracts | (50) | |
Written Options at Notional Amount | $ (14,801,000) | |
Swap Contracts at Notional Amount | $ 2,573,162,969 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 64,908,243 | |
Foreign Currency Contracts Sold at Contract Amount | $ 39,532,226 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 2,937,323 | $ — | $ — | $ — | $ 2,937,323 | |||||
Total | $ — | $ 2,937,323 | $ — | $ — | $ — | $ 2,937,323 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on swap contracts(1) | $ 1,181,509 | $ — | $ 143,406 | $ — | $ — | $ 1,324,915 | |||||
Total | $ 1,181,509 | $ — | $ 143,406 | $ — | $ — | $ 1,324,915 |
(1) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on futures contracts | $ (898) | $ — | $ — | $ — | $ — | $ (898) | |||||
Net realized gain (loss) on swap contracts | 132,346 | — | 446,399 | — | — | 578,745 | |||||
Net realized gain (loss) on foreign currency contracts | — | 24,429,873 | — | — | — | 24,429,873 | |||||
Total | $ 131,448 | $ 24,429,873 | $ 446,399 | $ — | $ — | $ 25,007,720 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of swap contracts | $ (1,668,237) | $ — | $ (143,406) | $ — | $ — | $ (1,811,643) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 1,755,138 | — | — | — | 1,755,138 | |||||
Total | $ (1,668,237) | $ 1,755,138 | $ (143,406) | $ — | $ — | $ (56,505) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Swap Contracts at Notional Amount | $ 84,146,667 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 7,632,749 | |
Foreign Currency Contracts Sold at Contract Amount | $ 274,835,351 |
228 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 628,050 | $ — | $ — | $ — | $ 628,050 | |||||
Total | $ — | $ 628,050 | $ — | $ — | $ — | $ 628,050 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on swap contracts(1) | $ 238,065 | $ — | $ 32,507 | $ — | $ — | $ 270,572 | |||||
Total | $ 238,065 | $ — | $ 32,507 | $ — | $ — | $ 270,572 |
(1) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on swap contracts | $ 25,892 | $ — | $ 144,602 | $ — | $ — | $ 170,494 | |||||
Net realized gain (loss) on foreign currency contracts | — | 5,238,569 | — | — | — | 5,238,569 | |||||
Total | $ 25,892 | $ 5,238,569 | $ 144,602 | $ — | $ — | $ 5,409,063 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of swap contracts | $ (336,291) | $ — | $ (32,507) | $ — | $ — | $ (368,798) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 388,884 | — | — | — | 388,884 | |||||
Total | $ (336,291) | $ 388,884 | $ (32,507) | $ — | $ — | $ 20,086 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Swap Contracts at Notional Amount | $ 17,033,333 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 1,310,933 | |
Foreign Currency Contracts Sold at Contract Amount | $ 58,901,653 |
229 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 301,614 | $ — | $ — | $ — | $ — | $ 301,614 | |||||
Unrealized appreciation on foreign currency contracts | — | 245,170 | — | — | — | 245,170 | |||||
Total | $ 301,614 | $ 245,170 | $ — | $ — | $ — | $ 546,784 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on swap contracts(2) | $ — | $ — | $ 74,746 | $ — | $ — | $ 74,746 | |||||
Total | $ — | $ — | $ 74,746 | $ — | $ — | $ 74,746 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (97,526) | $ — | $ — | $ — | $ — | $ (97,526) | |||||
Net realized gain (loss) on swap contracts | — | — | (342,159) | — | — | (342,159) | |||||
Net realized gain (loss) on foreign currency contracts | — | 2,615,401 | — | — | — | 2,615,401 | |||||
Total | $ (97,526) | $ 2,615,401 | $ (342,159) | $ — | $ — | $ 2,175,716 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ 301,614 | $ — | $ — | $ — | $ — | $ 301,614 | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | — | — | (74,746) | — | — | (74,746) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 110,336 | — | — | — | 110,336 | |||||
Total | $ 301,614 | $ 110,336 | $ (74,746) | $ — | $ — | $ 337,204 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Short Contracts | (26) | |
Swap Contracts at Notional Amount | $ 10,050,833 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 554,757 | |
Foreign Currency Contracts Sold at Contract Amount | $ 31,906,617 |
230 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 3,316,839 | $ — | $ — | $ — | $ — | $ 3,316,839 | |||||
Unrealized appreciation on foreign currency contracts | — | 484,670 | — | — | — | 484,670 | |||||
Unrealized appreciation on swap contracts(2) | 6,957,724 | — | — | — | — | 6,957,724 | |||||
Total | $ 10,274,563 | $ 484,670 | $ — | $ — | $ — | $ 10,759,233 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 4,672,597 | $ — | $ — | $ — | $ — | $ 4,672,597 | |||||
Unrealized depreciation on bond forward contracts | 108,152 | — | — | — | — | 108,152 | |||||
Unrealized depreciation on foreign currency contracts | — | 327,136 | — | — | — | 327,136 | |||||
Unrealized depreciation on swap contracts(2) | 941,767 | — | 159,921 | — | — | 1,101,688 | |||||
Total | $ 5,722,516 | $ 327,136 | $ 159,921 | $ — | $ — | $ 6,209,573 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (693,804) | $ — | $ — | $ — | $ — | $ (693,804) | |||||
Net realized gain (loss) on swap contracts | 716,319 | — | 43,758 | — | — | 760,077 | |||||
Net realized gain (loss) on foreign currency contracts | — | 1,054,756 | — | — | — | 1,054,756 | |||||
Total | $ 22,515 | $ 1,054,756 | $ 43,758 | $ — | $ — | $ 1,121,029 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (1,185,338) | $ — | $ — | $ — | $ — | $ (1,185,338) | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | 3,134,427 | — | (160,029) | — | — | 2,974,398 | |||||
Net change in unrealized appreciation (depreciation) of bond forward contracts | 103,907 | — | — | — | — | 103,907 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (77,946) | — | — | — | (77,946) | |||||
Total | $ 2,052,996 | $ (77,946) | $ (160,029) | $ — | $ — | $ 1,815,021 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 869 | |
Futures Contracts Number of Short Contracts | (493) | |
Swap Contracts at Notional Amount | $ 321,346,233 | |
Bond Forward Contracts at Notional Amount | $ 62,010,023 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 29,166,805 | |
Foreign Currency Contracts Sold at Contract Amount | $ 47,393,486 |
231 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 10,368,929 | $ — | $ — | $ — | $ — | $ 10,368,929 | |||||
Unrealized appreciation on foreign currency contracts | — | 575,388 | — | — | — | 575,388 | |||||
Total | $ 10,368,929 | $ 575,388 | $ — | $ — | $ — | $ 10,944,317 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 6,466,905 | $ — | $ — | $ — | $ — | $ 6,466,905 | |||||
Unrealized depreciation on foreign currency contracts | — | 17,398 | — | — | — | 17,398 | |||||
Total | $ 6,466,905 | $ 17,398 | $ — | $ — | $ — | $ 6,484,303 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ 3,498,711 | $ — | $ — | $ — | $ — | $ 3,498,711 | |||||
Net realized gain (loss) on foreign currency contracts | — | 3,814,437 | — | — | — | 3,814,437 | |||||
Total | $ 3,498,711 | $ 3,814,437 | $ — | $ — | $ — | $ 7,313,148 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ 1,692,557 | $ — | $ — | $ — | $ — | $ 1,692,557 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 381,586 | — | — | — | 381,586 | |||||
Total | $ 1,692,557 | $ 381,586 | $ — | $ — | $ — | $ 2,074,143 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 1,628 | |
Futures Contracts Number of Short Contracts | (1,959) | |
Foreign Currency Contracts Purchased at Contract Amount | $ 2,406,971 | |
Foreign Currency Contracts Sold at Contract Amount | $ 46,485,631 |
232 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 12,156,343 | $ — | $ — | $ — | $ — | $ 12,156,343 | |||||
Unrealized appreciation on foreign currency contracts | — | 33,651,207 | — | — | — | 33,651,207 | |||||
Unrealized appreciation on swap contracts(2) | — | — | 1,036,728 | — | — | 1,036,728 | |||||
Total | $ 12,156,343 | $ 33,651,207 | $ 1,036,728 | $ — | $ — | $ 46,844,278 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 21,527,104 | $ — | $ — | $ — | $ — | $ 21,527,104 | |||||
Unrealized depreciation on foreign currency contracts | — | 2,718,428 | — | — | — | 2,718,428 | |||||
Written options, market value | 7,104,615 | — | — | — | — | 7,104,615 | |||||
Unrealized depreciation on swap contracts(2) | — | — | 1,742,658 | — | — | 1,742,658 | |||||
Total | $ 28,631,719 | $ 2,718,428 | $ 1,742,658 | $ — | $ — | $ 33,092,805 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (13,674,855) | $ — | $ — | $ — | $ — | $ (13,674,855) | |||||
Net realized gain (loss) on written options contracts | 15,063,858 | — | — | — | — | 15,063,858 | |||||
Net realized gain (loss) on swap contracts | 3,942,579 | — | (15,477,177) | — | — | (11,534,598) | |||||
Net realized gain (loss) on foreign currency contracts | — | 37,363,125 | — | — | — | 37,363,125 | |||||
Total | $ 5,331,582 | $ 37,363,125 | $ (15,477,177) | $ — | $ — | $ 27,217,530 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ 1,809,592 | $ — | $ — | $ — | $ — | $ 1,809,592 | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | (9,210,232) | — | — | — | — | (9,210,232) | |||||
Net change in unrealized appreciation (depreciation) of written options contracts | (1,389,615) | — | — | — | — | (1,389,615) | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | 3,992,514 | — | (795,856) | — | — | 3,196,658 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 22,421,980 | — | — | — | 22,421,980 | |||||
Total | $ (4,797,741) | $ 22,421,980 | $ (795,856) | $ — | $ — | $ 16,828,383 |
233 |
April 30, 2022 (Unaudited)
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 44,255,000 | |
Futures Contracts Number of Long Contracts | 6,172 | |
Futures Contracts Number of Short Contracts | (2,228) | |
Written Options at Notional Amount | $ (395,186,667) | |
Swap Contracts at Notional Amount | $ 168,021,944 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 23,127,112 | |
Foreign Currency Contracts Sold at Contract Amount | $ 667,052,520 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 36,328,297 | $ — | $ — | $ — | $ — | $ 36,328,297 | |||||
Unrealized appreciation on foreign currency contracts | — | 5,667,682 | — | — | — | 5,667,682 | |||||
Unrealized appreciation on swap contracts(2) | 2,389,128 | — | 438,882 | — | — | 2,828,010 | |||||
Total | $ 38,717,425 | $ 5,667,682 | $ 438,882 | $ — | $ — | $ 44,823,989 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 7,089,220 | $ — | $ — | $ — | $ — | $ 7,089,220 | |||||
Unrealized depreciation on foreign currency contracts | — | 1,379,078 | — | — | — | 1,379,078 | |||||
Written options, market value | 2,663,223 | — | — | — | — | 2,663,223 | |||||
Unrealized depreciation on swap contracts(2) | — | — | 610,823 | — | — | 610,823 | |||||
Total | $ 9,752,443 | $ 1,379,078 | $ 610,823 | $ — | $ — | $ 11,742,344 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
234 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ 31,943,232 | $ — | $ — | $ — | $ — | $ 31,943,232 | |||||
Net realized gain (loss) on written options contracts | 34,136 | — | — | — | — | 34,136 | |||||
Net realized gain (loss) on swap contracts | (85,755) | — | (3,936,534) | — | — | (4,022,289) | |||||
Net realized gain (loss) on foreign currency contracts | — | 9,359,792 | — | — | — | 9,359,792 | |||||
Total | $ 31,891,613 | $ 9,359,792 | $ (3,936,534) | $ — | $ — | $ 37,314,871 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ 2,957,015 | $ — | $ — | $ — | $ — | $ 2,957,015 | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | 21,517,896 | — | — | — | — | 21,517,896 | |||||
Net change in unrealized appreciation (depreciation) of written options contracts | (1,398,849) | — | — | — | — | (1,398,849) | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | 2,617,643 | — | 1,358,395 | — | — | 3,976,038 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 974,826 | — | — | — | 974,826 | |||||
Total | $ 25,693,705 | $ 974,826 | $ 1,358,395 | $ — | $ — | $ 28,026,926 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 107,133,333 | |
Futures Contracts Number of Long Contracts | 2,711 | |
Futures Contracts Number of Short Contracts | (4,515) | |
Written Options at Notional Amount | $ (688,230,000) | |
Swap Contracts at Notional Amount | $ 58,334,551 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 7,161,689 | |
Foreign Currency Contracts Sold at Contract Amount | $ 141,758,770 |
235 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Investments in securities, at value (purchased options), market value | $ — | $ 1,216,537 | $ — | $ 203,450 | $ — | $ 1,419,987 | |||||
Unrealized appreciation on futures contracts(1) | 17,836,290 | — | — | — | — | 17,836,290 | |||||
Unrealized appreciation on foreign currency contracts | — | 182,399,121 | — | — | — | 182,399,121 | |||||
Unrealized appreciation on swap contracts(2) | 26,263,363 | — | 1,666,464 | — | — | 27,929,827 | |||||
Total | $ 44,099,653 | $ 183,615,658 | $ 1,666,464 | $ 203,450 | $ — | $ 229,585,225 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 17,287,199 | $ — | $ — | $ — | $ — | $ 17,287,199 | |||||
Unrealized depreciation on foreign currency contracts | — | 87,593,621 | — | — | — | 87,593,621 | |||||
Written options, market value | — | 6,548,840 | — | 101,725 | — | 6,650,565 | |||||
Unrealized depreciation on swap contracts(2) | 43,617,020 | — | 977,324 | — | — | 44,594,344 | |||||
Total | $ 60,904,219 | $ 94,142,461 | $ 977,324 | $ 101,725 | $ — | $ 156,125,729 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on purchased options contracts | $ (1,657,397) | $ (876,071) | $ — | $ — | $ — | $ (2,533,468) | |||||
Net realized gain (loss) on futures contracts | 43,049,466 | — | — | — | — | 43,049,466 | |||||
Net realized gain (loss) on written options contracts | (353,823) | 3,763,852 | — | — | — | 3,410,029 | |||||
Net realized gain (loss) on swap contracts | (16,753,955) | — | (362,938) | — | — | (17,116,893) | |||||
Net realized gain (loss) on foreign currency contracts | — | 55,973,477 | — | — | — | 55,973,477 | |||||
Total | $ 24,284,291 | $ 58,861,258 | $ (362,938) | $ — | $ — | $ 82,782,611 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ — | $ (152,605) | $ — | $ (465,860) | $ — | $ (618,465) | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | (1,081,860) | — | — | — | — | (1,081,860) | |||||
Net change in unrealized appreciation (depreciation) of written options contracts | — | (4,666,177) | — | 195,353 | — | (4,470,824) | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | (6,784,570) | — | 502,780 | — | — | (6,281,790) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 119,406,562 | — | — | — | 119,406,562 | |||||
Total | $ (7,866,430) | $ 114,587,780 | $ 502,780 | $ (270,507) | $ — | $ 106,953,623 |
236 |
April 30, 2022 (Unaudited)
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 76,697,767 | |
Futures Contracts Number of Long Contracts | 4,334 | |
Futures Contracts Number of Short Contracts | (11,412) | |
Written Options at Notional Amount | $ (152,668,892) | |
Swap Contracts at Notional Amount | $ 404,285,655,130 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 3,507,563,135 | |
Foreign Currency Contracts Sold at Contract Amount | $ 5,641,205,827 |
g) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of April 30, 2022: | |
Emerging Markets Local Debt Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 1,526,942 | $ (2,180,187) | ||
Futures contracts | 273,984 | (69,190) | ||
Purchased options | 235,178 | — | ||
Swap contracts | 341,585 | (429,989) | ||
Written options | — | (334,437) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 2,377,689 | (3,013,803) | ||
Derivatives not subject to a MNA | (558,248) | 448,637 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 1,819,441 | $ (2,565,166) |
237 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 26,780 | $ (25,549) | $ — | $ — | $ 1,231 | |||||
Bank of Montreal | 6,558 | (6,558) | — | — | — | |||||
Barclays | 9,597 | (9,597) | — | — | — | |||||
BNP Paribas Securities Services | 135,662 | (135,662) | — | — | — | |||||
Citibank NA | 249,028 | (249,028) | — | — | — | |||||
Commonwealth Bank of Australia | 6,388 | (5,791) | — | — | 597 | |||||
Deutsche Bank Securities, Inc. | 433,952 | (433,952) | — | — | — | |||||
Goldman Sachs & Co. | 319,236 | (319,236) | — | — | — | |||||
JP Morgan Chase & Co. | 22,999 | (22,999) | — | — | — | |||||
Morgan Stanley | 484,290 | (438,540) | — | (45,750) | — | |||||
RBC Dominion Securities, Inc. | 28,522 | (6,776) | — | — | 21,746 | |||||
RBS Greenwich Capital | 4,061 | (4,061) | — | — | — | |||||
Societe Generale Group | 1,054 | (1,054) | — | — | — | |||||
Standard Chartered Bank | 39,944 | (39,944) | — | — | — | |||||
State Street Global Markets LLC | 962 | (962) | — | — | — | |||||
Toronto-Dominion Bank | 38,627 | (38,470) | — | — | 157 | |||||
UBS AG | 11,441 | (11,441) | — | — | — | |||||
Westpac International | 340 | (340) | — | — | — | |||||
Total | $ 1,819,441 | $ (1,749,960) | $ — | $ (45,750) | $ 23,731 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (25,549) | $ 25,549 | $ — | $ — | $ — | |||||
Bank of Montreal | (27,016) | 6,558 | — | — | (20,458) | |||||
Barclays | (44,055) | 9,597 | — | — | (34,458) | |||||
BNP Paribas Securities Services | (348,158) | 135,662 | — | — | (212,496) | |||||
Citibank NA | (368,070) | 249,028 | — | 119,042 | — | |||||
Commonwealth Bank of Australia | (5,791) | 5,791 | — | — | — | |||||
Deutsche Bank Securities, Inc. | (486,765) | 433,952 | — | — | (52,813) | |||||
Goldman Sachs & Co. | (467,382) | 319,236 | — | — | (148,146) | |||||
JP Morgan Chase & Co. | (153,208) | 22,999 | — | — | (130,209) | |||||
Merrill Lynch International | (7,590) | — | — | — | (7,590) | |||||
Morgan Stanley | (438,540) | 438,540 | — | — | — | |||||
RBC Dominion Securities, Inc. | (6,776) | 6,776 | — | — | — | |||||
RBS Greenwich Capital | (27,251) | 4,061 | — | — | (23,190) | |||||
Societe Generale Group | (8,222) | 1,054 | — | — | (7,168) | |||||
Standard Chartered Bank | (83,886) | 39,944 | — | — | (43,942) | |||||
State Street Global Markets LLC | (2,883) | 962 | — | — | (1,921) | |||||
Toronto-Dominion Bank | (38,470) | 38,470 | — | — | — | |||||
UBS AG | (22,554) | 11,441 | — | — | (11,113) | |||||
Westpac International | (3,000) | 340 | — | — | (2,660) | |||||
Total | $ (2,565,166) | $ 1,749,960 | $ — | $ 119,042 | $ (696,164) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Floating Rate Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 2,937,323 | $ — | ||
Swap contracts | — | (1,324,915) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 2,937,323 | (1,324,915) | ||
Derivatives not subject to a MNA | — | 143,406 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 2,937,323 | $ (1,181,509) |
238 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 2,767,408 | $ — | $ — | $ — | $ 2,767,408 | |||||
Commonwealth Bank of Australia | 35,732 | — | — | — | 35,732 | |||||
Deutsche Bank Securities, Inc. | 134,183 | — | — | — | 134,183 | |||||
Total | $ 2,937,323 | $ — | $ — | $ — | $ 2,937,323 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Morgan Stanley | $ (1,181,509) | $ — | $ — | $ 510,000 | $ (671,509) | |||||
Total | $ (1,181,509) | $ — | $ — | $ 510,000 | $ (671,509) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Floating Rate High Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 628,050 | $ — | ||
Swap contracts | — | (270,572) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 628,050 | (270,572) | ||
Derivatives not subject to a MNA | — | 32,507 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 628,050 | $ (238,065) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 580,664 | $ — | $ — | $ — | $ 580,664 | |||||
Commonwealth Bank of Australia | 12,316 | — | — | — | 12,316 | |||||
Deutsche Bank Securities, Inc. | 35,070 | — | — | — | 35,070 | |||||
Total | $ 628,050 | $ — | $ — | $ — | $ 628,050 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Morgan Stanley | $ (238,065) | $ — | $ — | $ 238,065 | $ — | |||||
Total | $ (238,065) | $ — | $ — | $ 238,065 | $ — |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
High Yield Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 245,170 | $ — | ||
Futures contracts | 301,614 | — | ||
Swap contracts | — | (74,746) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 546,784 | (74,746) | ||
Derivatives not subject to a MNA | (301,614) | 74,746 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 245,170 | $ — |
239 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 232,370 | $ — | $ — | $ — | $ 232,370 | |||||
Deutsche Bank Securities, Inc. | 12,800 | — | — | — | 12,800 | |||||
Total | $ 245,170 | $ — | $ — | $ — | $ 245,170 | |||||
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Inflation Plus Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Bond forward contracts | — | (108,152) | ||
Foreign currency contracts | $ 484,670 | $ (327,136) | ||
Futures contracts | 3,316,839 | (4,672,597) | ||
Swap contracts | 6,957,724 | (1,101,688) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 10,759,233 | (6,209,573) | ||
Derivatives not subject to a MNA | (4,564,691) | 5,774,285 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 6,194,542 | $ (435,288) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 2,011,209 | $ (163,112) | $ — | $ — | $ 1,848,097 | |||||
Barclays | 220,905 | — | — | — | 220,905 | |||||
Canadian Imperial Bank of Commerce | 30,791 | — | — | — | 30,791 | |||||
Citibank NA | 3,707,982 | (82,282) | — | (3,625,700) | — | |||||
Goldman Sachs & Co. | 204,681 | (36,465) | — | (110,000) | 58,216 | |||||
Morgan Stanley | 18,974 | (18,974) | — | — | — | |||||
Total | $ 6,194,542 | $ (300,833) | $ — | $ (3,735,700) | $ 2,158,009 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (163,112) | $ 163,112 | $ — | $ — | $ — | |||||
Citibank NA | (82,282) | 82,282 | — | — | — | |||||
Goldman Sachs & Co. | (36,465) | 36,465 | — | — | — | |||||
Morgan Stanley | (71,757) | 18,974 | — | 52,783 | — | |||||
RBC Dominion Securities, Inc. | (1,633) | — | — | — | (1,633) | |||||
State Street Global Markets LLC | (80,039) | — | — | — | (80,039) | |||||
Total | $ (435,288) | $ 300,833 | $ — | $ 52,783 | $ (81,672) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Short Duration Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 575,388 | $ (17,398) | ||
Futures contracts | 10,368,929 | (6,466,905) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 10,944,317 | (6,484,303) | ||
Derivatives not subject to a MNA | (10,368,929) | 6,466,905 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 575,388 | $ (17,398) |
240 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 463,612 | $ (17,398) | $ — | $ — | $ 446,214 | |||||
UBS AG | 111,776 | — | — | — | 111,776 | |||||
Total | $ 575,388 | $ (17,398) | $ — | $ — | $ 557,990 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Barclays | $ (17,398) | $ 17,398 | $ — | $ — | $ — | |||||
Total | $ (17,398) | $ 17,398 | $ — | $ — | $ — |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Strategic Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 33,651,207 | $ (2,718,428) | ||
Futures contracts | 12,156,343 | (21,527,104) | ||
Swap contracts | 1,036,728 | (1,742,658) | ||
Written options | — | (7,104,615) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 46,844,278 | (33,092,805) | ||
Derivatives not subject to a MNA | (13,193,071) | 22,950,212 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 33,651,207 | $ (10,142,593) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 8,278,540 | $ (3,993,112) | $ — | $ — | $ 4,285,428 | |||||
Bank of Montreal | 1,870 | — | — | — | 1,870 | |||||
Barclays | 4,212,087 | (28,112) | — | — | 4,183,975 | |||||
BNP Paribas Securities Services | 850,081 | (35,477) | — | — | 814,604 | |||||
Canadian Imperial Bank of Commerce | 109,459 | — | — | — | 109,459 | |||||
Citibank NA | 127,691 | (127,691) | — | — | — | |||||
Commonwealth Bank of Australia | 151,320 | (31,937) | — | — | 119,383 | |||||
Deutsche Bank Securities, Inc. | 7,634,448 | (41,657) | — | — | 7,592,791 | |||||
Goldman Sachs & Co. | 151,674 | (151,674) | — | — | — | |||||
JP Morgan Chase & Co. | 2,070,713 | (50,670) | — | — | 2,020,043 | |||||
Morgan Stanley | 7,449,182 | (140,899) | — | — | 7,308,283 | |||||
RBC Dominion Securities, Inc. | 21,499 | (14,562) | — | — | 6,937 | |||||
Societe Generale Group | 2,392 | — | — | — | 2,392 | |||||
Standard Chartered Bank | 972,962 | (130,092) | — | — | 842,870 | |||||
State Street Global Markets LLC | 987,305 | (91,394) | — | — | 895,911 | |||||
Toronto-Dominion Bank | 398,510 | (2,541) | — | — | 395,969 | |||||
UBS AG | 81,021 | (17,640) | — | — | 63,381 | |||||
Westpac International | 150,453 | (34) | — | — | 150,419 | |||||
Total | $ 33,651,207 | $ (4,857,492) | $ — | $ — | $ 28,793,715 | |||||
241 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (3,993,112) | $ 3,993,112 | $ — | $ — | $ — | |||||
Barclays | (28,112) | 28,112 | — | — | — | |||||
BNP Paribas Securities Services | (35,477) | 35,477 | — | — | — | |||||
Citibank NA | (206,447) | 127,691 | — | — | (78,756) | |||||
Commonwealth Bank of Australia | (31,937) | 31,937 | — | — | — | |||||
Credit Suisse International | (183,427) | — | — | — | (183,427) | |||||
Deutsche Bank Securities, Inc. | (41,657) | 41,657 | — | — | — | |||||
Goldman Sachs & Co. | (5,118,300) | 151,674 | 2,166,222 | — | (2,800,404) | |||||
JP Morgan Chase & Co. | (50,670) | 50,670 | — | — | — | |||||
Morgan Stanley | (140,899) | 140,899 | — | — | — | |||||
RBC Dominion Securities, Inc. | (14,562) | 14,562 | — | — | — | |||||
RBS Greenwich Capital | (56,292) | — | — | — | (56,292) | |||||
Standard Chartered Bank | (130,092) | 130,092 | — | — | — | |||||
State Street Global Markets LLC | (91,394) | 91,394 | — | — | — | |||||
Toronto-Dominion Bank | (2,541) | 2,541 | — | — | — | |||||
UBS AG | (17,640) | 17,640 | — | — | — | |||||
Westpac International | (34) | 34 | — | — | — | |||||
Total | $ (10,142,593) | $ 4,857,492 | $ 2,166,222 | $ — | $ (3,118,879) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Total Return Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 5,667,682 | $ (1,379,078) | ||
Futures contracts | 36,328,297 | (7,089,220) | ||
Swap contracts | 2,828,010 | (610,823) | ||
Written options | — | (2,663,223) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 44,823,989 | (11,742,344) | ||
Derivatives not subject to a MNA | (39,156,307) | 7,095,548 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 5,667,682 | $ (4,646,796) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 101,782 | $ (84,907) | $ — | $ — | $ 16,875 | |||||
Deutsche Bank Securities, Inc. | 5,413,379 | — | — | — | 5,413,379 | |||||
Morgan Stanley | 152,521 | (152,521) | — | — | — | |||||
Total | $ 5,667,682 | $ (237,428) | $ — | $ — | $ 5,430,254 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (29,758) | $ — | $ — | $ — | $ (29,758) | |||||
Barclays | (84,907) | 84,907 | — | — | — | |||||
Citibank NA | (859,877) | — | 226,656 | — | (633,221) | |||||
Credit Suisse International | (263,983) | — | — | — | (263,983) | |||||
Goldman Sachs & Co. | (2,835,671) | — | 1,183,760 | — | (1,651,911) | |||||
JP Morgan Chase & Co. | (15,705) | — | — | — | (15,705) | |||||
Morgan Stanley | (253,875) | 152,521 | 101,354 | — | — | |||||
NatWest Markets Plc | (83,773) | — | — | — | (83,773) | |||||
Standard Chartered Bank | (126,593) | — | — | — | (126,593) | |||||
State Street Global Markets LLC | (92,654) | — | — | — | (92,654) | |||||
Total | $ (4,646,796) | $ 237,428 | $ 1,511,770 | $ — | $ (2,897,598) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
242 |
April 30, 2022 (Unaudited)
World Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 182,399,121 | $ (87,593,621) | ||
Futures contracts | 17,836,290 | (17,287,199) | ||
Purchased options | 1,419,987 | — | ||
Swap contracts | 27,929,827 | (44,594,344) | ||
Written options | — | (6,650,565) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 229,585,225 | (156,125,729) | ||
Derivatives not subject to a MNA | (44,778,925) | 59,504,414 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 184,806,300 | $ (96,621,315) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 5,476,216 | $ (5,476,216) | $ — | $ — | $ — | |||||
Barclays | 37,134,885 | (10,690,530) | (3,644,732) | — | 22,799,623 | |||||
BNP Paribas Securities Services | 8,982,234 | (8,982,234) | — | — | — | |||||
Canadian Imperial Bank of Commerce | 6,184 | (6,184) | — | — | — | |||||
Citibank NA | 7,541,414 | (7,541,414) | — | — | — | |||||
Commonwealth Bank of Australia | 18,906 | — | — | — | 18,906 | |||||
Credit Suisse International | 511,243 | — | — | — | 511,243 | |||||
Deutsche Bank Securities, Inc. | 502,911 | (502,911) | — | — | — | |||||
Goldman Sachs & Co. | 2,522,478 | (2,522,478) | — | — | — | |||||
JP Morgan Chase & Co. | 29,572,573 | (19,806,731) | — | — | 9,765,842 | |||||
Morgan Stanley | 53,898,584 | (11,956,276) | — | — | 41,942,308 | |||||
RBC Dominion Securities, Inc. | 723,025 | (459,061) | — | — | 263,964 | |||||
Standard Chartered Bank | 507,161 | (507,161) | — | — | — | |||||
State Street Global Markets LLC | 7,458,331 | (3,084,526) | — | — | 4,373,805 | |||||
Toronto-Dominion Bank | 20,463,065 | (3,189,194) | — | — | 17,273,871 | |||||
UBS AG | 9,487,090 | (4,299,428) | — | — | 5,187,662 | |||||
Total | $ 184,806,300 | $ (79,024,344) | $ (3,644,732) | $ — | $ 102,137,224 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (7,775,305) | $ 5,476,216 | $ — | $ — | $ (2,299,089) | |||||
Barclays | (10,690,530) | 10,690,530 | — | — | — | |||||
BNP Paribas Securities Services | (18,140,348) | 8,982,234 | — | — | (9,158,114) | |||||
Canadian Imperial Bank of Commerce | (106,214) | 6,184 | — | — | (100,030) | |||||
Citibank NA | (7,838,710) | 7,541,414 | — | — | (297,296) | |||||
Deutsche Bank Securities, Inc. | (1,084,001) | 502,911 | — | — | (581,090) | |||||
Goldman Sachs & Co. | (6,942,637) | 2,522,478 | — | — | (4,420,159) | |||||
JP Morgan Chase & Co. | (19,806,731) | 19,806,731 | — | — | — | |||||
Morgan Stanley | (11,956,276) | 11,956,276 | — | — | — | |||||
RBC Dominion Securities, Inc. | (459,061) | 459,061 | — | — | — | |||||
Standard Chartered Bank | (1,248,354) | 507,161 | — | — | (741,193) | |||||
State Street Global Markets LLC | (3,084,526) | 3,084,526 | — | — | — | |||||
Toronto-Dominion Bank | (3,189,194) | 3,189,194 | — | — | — | |||||
UBS AG | (4,299,428) | 4,299,428 | — | — | — | |||||
Total | $ (96,621,315) | $ 79,024,344 | $ — | $ — | $ (17,596,971) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. |
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A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default. | |
The use of certain London Interbank Offered Rates (collectively, “LIBOR”) was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023. | |
Recent 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 could adversely affect the global energy and financial markets and, thus, could affect the value of a Fund’s investments, even beyond any direct |
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6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
At October 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: | |
Fund | Short-Term Capital Loss Carryforward with No Expiration | Long-Term Capital Loss Carryforward with No Expiration | ||
Emerging Markets Local Debt Fund | $ 18,731,307 | $ 51,686,900 | ||
Floating Rate Fund | 21,597,887 | 430,769,528 | ||
Floating Rate High Income Fund | — | 55,337,210 | ||
High Yield Fund | — | 17,753,581 | ||
Inflation Plus Fund | — | 49,258,070 | ||
Municipal Opportunities Fund | 1,815,386 | — | ||
Municipal Short Duration Fund | 2,863 | 7,451 | ||
Short Duration Fund | 233,108 | — | ||
Strategic Income Fund* | 3,358,643 | 1,042,695 |
* | Future utilization of losses are subject to limitation under current tax laws. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Emerging Markets Local Debt Fund | $ 69,939,079 | $ 2,587,660 | $ (12,702,409) | $ (10,114,749) | ||||
Floating Rate Fund | 2,643,639,773 | 10,809,735 | (109,897,335) | (99,087,600) | ||||
Floating Rate High Income Fund | 590,353,996 | 1,895,344 | (20,562,051) | (18,666,707) | ||||
High Yield Fund | 432,667,502 | 4,080,544 | (36,140,699) | (32,060,155) | ||||
Inflation Plus Fund | 614,591,350 | 16,979,014 | (37,473,801) | (20,494,787) | ||||
Municipal Opportunities Fund | 1,924,005,766 | 8,495,525 | (100,321,552) | (91,826,027) | ||||
Municipal Short Duration Fund | 45,566,702 | 17,124 | (1,880,702) | (1,863,578) | ||||
Short Duration Fund | 2,086,225,773 | 12,276,264 | (105,505,078) | (93,228,814) | ||||
Strategic Income Fund | 3,407,611,684 | 61,042,798 | (384,397,581) | (323,354,783) | ||||
Sustainable Municipal Bond Fund | 123,192,568 | 286,164 | (8,068,747) | (7,782,583) | ||||
Total Return Bond Fund | 4,293,192,242 | 51,716,091 | (356,407,663) | (304,691,572) | ||||
World Bond Fund | 3,584,528,410 | 232,428,300 | (400,413,760) | (167,985,460) |
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7. | Expenses: |
a) | Investment Management Agreement – Hartford Funds Management Company, LLC ("HFMC") serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Emerging Markets Local Debt Fund | 0.7500% on first $500 million and; | |
0.7000% on next $500 million and; | ||
0.6900% over $1 billion | ||
Floating Rate Fund | 0.6500% on first $500 million and; | |
0.6000% on next $2 billion and; | ||
0.5900% on next $2.5 billion and; | ||
0.5800% on next $5 billion and; | ||
0.5700% over $10 billion | ||
Floating Rate High Income Fund | 0.7000% on first $500 million and; | |
0.6500% on next $2 billion and; | ||
0.6400% on next $2.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6200% over $10 billion | ||
High Yield Fund | 0.5000% on first $1 billion and; | |
0.4500% on next $4 billion and; | ||
0.4400% on next $5 billion and; | ||
0.4350% over $10 billion | ||
Inflation Plus Fund | 0.3900% on first $500 million and; | |
0.3800% on next $500 million and; | ||
0.3750% on next $1.5 billion and; | ||
0.3700% on next $2.5 billion and; | ||
0.3675% on next $5 billion and; | ||
0.3650% over $10 billion | ||
Municipal Opportunities Fund | 0.3500% on first $500 million and; | |
0.3000% on next $500 million and; | ||
0.2900% on next $1.5 billion and; | ||
0.2850% on next $2.5 billion and; | ||
0.2800% over $5 billion | ||
Municipal Short Duration Fund | 0.3500% on first $500 million and; | |
0.3000% on next $500 million and; | ||
0.2900% on next $1.5 billion and; | ||
0.2850% on next $2.5 billion and; | ||
0.2800% over $5 billion | ||
Short Duration Fund | 0.4100% on the first $500 million and; | |
0.3700% on the next $500 million and; | ||
0.3650% on the next $1.5 billion and; | ||
0.3600% on the next $2.5 billion and; | ||
0.3500% on the next $5 billion and; | ||
0.3400% over $10 billion | ||
Strategic Income Fund | 0.5500% on first $500 million and; | |
0.5000% on next $500 million and; | ||
0.4750% on next $1.5 billion and; | ||
0.4650% on next $2.5 billion and; | ||
0.4550% on next $5 billion and; | ||
0.4450% over $10 billion |
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Fund | Management Fee Rates | |
Sustainable Municipal Bond Fund | 0.3500% on first $500 million and; | |
0.3000% on next $500 million and; | ||
0.2900% on next $1.5 billion and; | ||
0.2850% on next $2.5 billion and; | ||
0.2800% over $5 billion | ||
Total Return Bond Fund | 0.3500% on first $500 million and; | |
0.3000% on next $500 million and; | ||
0.2600% on next $4 billion and; | ||
0.2500% over $5 billion | ||
World Bond Fund | 0.6800% on first $250 million and; | |
0.6300% on next $250 million and; | ||
0.5800% on next $2 billion and; | ||
0.5300% on next $2.5 billion and; | ||
0.4750% on next $5 billion and; | ||
0.4500% over $10 billion |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
c) | Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2023 (unless the Board of Directors approves its earlier termination) as follows for each of the following Funds: |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Emerging Markets Local Debt Fund | 1.18% | 1.93% | 0.93% | 1.48% | 1.18% | 0.88% | N/A | 0.88% | 0.83% | |||||||||
Floating Rate Fund(1) | 1.00% | 1.75% | 0.75% | 1.25% | 1.00% | 0.85% | N/A | 0.75% | N/A | |||||||||
Floating Rate High Income Fund | 1.05% | 1.80% | 0.80% | 1.35% | 1.05% | 0.75% | N/A | 0.78% | 0.75% | |||||||||
High Yield Fund | 0.95% | 1.75% | 0.69% | 1.27% | 0.97% | 0.67% | 0.55% | 0.66% | 0.55% | |||||||||
Inflation Plus Fund(1) | 1.00% | 1.75% | 0.75% | 1.25% | 1.00% | 0.85% | N/A | 0.75% | N/A | |||||||||
Municipal Short Duration Fund | 0.69% | 1.44% | 0.46% | N/A | N/A | N/A | N/A | N/A | 0.39% | |||||||||
Short Duration Fund(1) | 1.00% | 1.75% | 0.75% | N/A | N/A | N/A | N/A | 0.75% | N/A | |||||||||
Sustainable Municipal Bond Fund | 0.69% | 1.44% | 0.46% | N/A | N/A | N/A | N/A | N/A | 0.39% | |||||||||
Total Return Bond Fund(1) | 1.00% | 1.75% | 0.75% | 1.25% | 1.00% | 0.85% | N/A | 0.75% | N/A |
(1) | Expense limitation arrangements described above for certain classes of shares of each of Floating Rate Fund, Inflation Plus Fund, Short Duration Fund and Total Return Bond Fund extend beyond February 28, 2023. Please see the Funds’ statement of additional information for more information. |
d) | Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the six-month period ended April 30, 2022, these amounts, if any, are included in the Statements of Operations. |
247 |
April 30, 2022 (Unaudited)
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: | |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Emerging Markets Local Debt Fund | 1.18% | 1.93% | 0.93% | 1.26% | 1.18% | 0.88% | N/A | 0.88% | 0.83% | |||||||||
Floating Rate Fund | 1.00% | 1.75% | 0.72% | 1.25% | 1.00% | 0.76% | N/A | 0.72% | 0.65% | |||||||||
Floating Rate High Income Fund | 1.05% | 1.80% | 0.80% | 1.35% | 1.05% | 0.75% | N/A | 0.78% | 0.75% | |||||||||
High Yield Fund | 0.95% | 1.73% | 0.69% | 1.27% | 0.97% | 0.67% | 0.55% | 0.66% | 0.55% | |||||||||
Inflation Plus Fund | 0.84% | 1.57% | 0.55% | 1.17% | 0.87% | 0.57% | N/A | 0.56% | 0.45% | |||||||||
Municipal Opportunities Fund | 0.66% | 1.42% | 0.43% | N/A | N/A | N/A | N/A | 0.43% | 0.34% | |||||||||
Municipal Short Duration Fund | 0.69% | 1.44% | 0.46% | N/A | N/A | N/A | N/A | N/A | 0.39% | |||||||||
Short Duration Fund | 0.77% | 1.52% | 0.49% | 0.93% | 0.72% | 0.53% | 0.42% | 0.53% | 0.42% | |||||||||
Strategic Income Fund | 0.91% | 1.63% | 0.63% | 1.23% | 0.92% | 0.64% | 0.53% | 0.63% | 0.53% | |||||||||
Sustainable Municipal Bond Fund | 0.69% | 1.44% | 0.46% | N/A | N/A | N/A | N/A | N/A | 0.39% | |||||||||
Total Return Bond Fund | 0.68% | 1.51% | 0.39% | 1.03% | 0.69% | 0.44% | 0.32% | 0.38% | 0.32% | |||||||||
World Bond Fund | 1.00% | 1.74% | 0.73% | 1.33% | 1.01% | 0.73% | 0.62% | 0.73% | 0.62% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows: |
Fund | Front-End Sales Charges | Contingent Deferred Sales Charges | ||
Emerging Markets Local Debt Fund | $ 517 | $ 134 | ||
Floating Rate Fund | 144,036 | 39,582 | ||
Floating Rate High Income Fund | 66,198 | 2,132 | ||
High Yield Fund | 194,078 | 989 | ||
Inflation Plus Fund | 149,814 | 1,820 | ||
Municipal Opportunities Fund | 256,495 | 20,403 | ||
Municipal Short Duration Fund | 18,992 | 373 | ||
Short Duration Fund | 467,063 | 62,068 | ||
Strategic Income Fund | 198,575 | 19,446 | ||
Sustainable Municipal Bond Fund | 14,571 | 519 | ||
Total Return Bond Fund | 629,510 | 3,917 | ||
World Bond Fund | 126,384 | 2,679 |
f) | Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other |
248 |
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expenses" on the Statements of Operations, is outlined in the table below. | |
Fund | CCO Compensation Paid by Fund | |
Emerging Markets Local Debt Fund | $ 27 | |
Floating Rate Fund | 1,017 | |
Floating Rate High Income Fund | 216 | |
High Yield Fund | 203 | |
Inflation Plus Fund | 258 | |
Municipal Opportunities Fund | 968 | |
Municipal Short Duration Fund | 24 | |
Short Duration Fund | 968 | |
Strategic Income Fund | 1,509 | |
Sustainable Municipal Bond Fund | 57 | |
Total Return Bond Fund | 1,559 | |
World Bond Fund | 1,797 |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
Fund | Class A | |
Inflation Plus Fund | 0.15% | |
Short Duration Fund | 0.12% |
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Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Emerging Markets Local Debt Fund | 0.21% | 0.22% | 0.12% | 0.22% | 0.17% | 0.12% | N/A | 0.10% | 0.00% * | |||||||||
Floating Rate Fund | 0.10% | 0.10% | 0.07% | 0.20% | 0.17% | 0.11% | N/A | 0.08% | 0.00% * | |||||||||
Floating Rate High Income Fund | 0.11% | 0.11% | 0.08% | 0.22% | 0.16% | 0.11% | N/A | 0.09% | 0.00% * | |||||||||
High Yield Fund | 0.16% | 0.16% | 0.14% | 0.22% | 0.17% | 0.12% | — | 0.11% | 0.00% * | |||||||||
Inflation Plus Fund | 0.14% | 0.12% | 0.10% | 0.22% | 0.17% | 0.12% | N/A | 0.11% | 0.00% * | |||||||||
Municipal Opportunities Fund | 0.06% | 0.08% | 0.09% | N/A | N/A | N/A | N/A | 0.09% | 0.00% * | |||||||||
Municipal Short Duration Fund | 0.04% | 0.11% | 0.07% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
Short Duration Fund | 0.11% | 0.10% | 0.08% | 0.22% | 0.05% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
Strategic Income Fund | 0.13% | 0.10% | 0.10% | 0.20% | 0.14% | 0.11% | 0.00% * | 0.10% | 0.00% * | |||||||||
Sustainable Municipal Bond Fund | 0.05% | 0.12% | 0.14% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
Total Return Bond Fund | 0.11% | 0.19% | 0.07% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.06% | 0.00% * | |||||||||
World Bond Fund | 0.14% | 0.13% | 0.11% | 0.21% | 0.14% | 0.11% | 0.00% * | 0.11% | 0.00% * |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of the Floating Rate Fund, the Floating Rate High Income Fund, and the High Yield Fund do not currently engage in securities lending. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. |
250 |
April 30, 2022 (Unaudited)
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Emerging Markets Local Debt Fund | $ 332,891 | $ (332,891) | $ — | |||
Inflation Plus Fund | 190,297 | (190,297) | — | |||
Municipal Opportunities Fund | — | — | — | |||
Municipal Short Duration Fund | — | — | — | |||
Short Duration Fund | 711,338 | (711,338) | — | |||
Strategic Income Fund | 32,384,489 | (32,384,489) | — | |||
Sustainable Municipal Bond Fund | — | — | — | |||
Total Return Bond Fund | 7,395,375 | (7,395,375) | — | |||
World Bond Fund | 6,465,821 | (6,465,821) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Emerging Markets Local Debt Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Corporate Bonds | $ 340,440 | $ — | $ — | $ — | $ 340,440 | ||||
Total Borrowings | $ 340,440 | $ — | $ — | $ — | $ 340,440 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 340,440 | ||||||||
Inflation Plus Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Convertible Bonds | $ 136,955 | $ — | $ — | $ — | $ 136,955 | ||||
Corporate Bonds | 60,430 | — | — | — | 60,430 | ||||
Total Borrowings | $ 197,385 | $ — | $ — | $ — | $ 197,385 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 197,385 | ||||||||
Short Duration Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Corporate Bonds | $ 734,332 | $ — | $ — | $ — | $ 734,332 | ||||
Total Borrowings | $ 734,332 | $ — | $ — | $ — | $ 734,332 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 734,332 | ||||||||
Strategic Income Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Convertible Bonds | $ 45,602 | $ — | $ — | $ — | $ 45,602 | ||||
Convertible Preferred Stocks | 33,592,012 | — | — | — | 33,592,012 | ||||
Corporate Bonds | 124,395 | — | — | — | 124,395 | ||||
Foreign Government Obligations | 10,086 | — | — | — | 10,086 | ||||
Total Borrowings | $ 33,772,095 | $ — | $ — | $ — | $ 33,772,095 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 33,772,095 |
251 |
April 30, 2022 (Unaudited)
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Total Return Bond Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Corporate Bonds | $ 7,480,684 | $ — | $ — | $ — | $ 7,480,684 | ||||
Foreign Government Obligations | 159,672 | — | — | — | 159,672 | ||||
Total Borrowings | $ 7,640,356 | $ — | $ — | $ — | $ 7,640,356 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 7,640,356 | ||||||||
World Bond Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Convertible Bonds | $ 23,382 | $ — | $ — | $ — | $ 23,382 | ||||
Corporate Bonds | 6,675,486 | — | — | — | 6,675,486 | ||||
Total Borrowings | $ 6,698,868 | $ — | $ — | $ — | $ 6,698,868 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 6,698,868 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Emerging Markets Local Debt Fund | — | — | — | 100% | 25% | 100% | N/A | — | — | |||||||||
High Yield Fund | — | — | — | — | — | — | 97% | — | — | |||||||||
Municipal Short Duration Fund | — | — | — | N/A | N/A | N/A | N/A | N/A | 0%* | |||||||||
Short Duration Fund | — | — | — | — | — | — | 1% | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Emerging Markets Local Debt Fund | — | — | — | 0%* | 0%* | 0%* | N/A | — | — | |||||||||
High Yield Fund | — | — | — | — | — | — | 0%* | — | — | |||||||||
Municipal Short Duration Fund | — | — | — | N/A | N/A | N/A | N/A | N/A | 0%* | |||||||||
Short Duration Fund | — | — | — | — | — | — | 0%* | — | — |
* | Percentage rounds to zero. |
Fund | Percentage of Fund* | |
High Yield Fund | 2% | |
Inflation Plus Fund | 18% | |
Strategic Income Fund | 4% | |
Total Return Bond Fund | 1% | |
World Bond Fund | 3% |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
252 |
April 30, 2022 (Unaudited)
11. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Cost of Purchases For U.S. Government Obligations | Sales Proceeds For U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||||
Emerging Markets Local Debt Fund | $ 26,316,924 | $ 19,376,166 | $ — | $ — | $ 26,316,924 | $ 19,376,166 | ||||||
Floating Rate Fund | 791,914,343 | 509,019,770 | — | — | 791,914,343 | 509,019,770 | ||||||
Floating Rate High Income Fund | 229,423,958 | 136,444,429 | — | — | 229,423,958 | 136,444,429 | ||||||
High Yield Fund | 100,871,610 | 113,097,519 | — | — | 100,871,610 | 113,097,519 | ||||||
Inflation Plus Fund | 41,698,288 | 28,110,227 | 121,380,751 | 100,673,894 | 163,079,039 | 128,784,121 | ||||||
Municipal Opportunities Fund | 731,907,969 | 470,062,736 | 2,963,077 | 2,513 | 734,871,046 | 470,065,249 | ||||||
Municipal Short Duration Fund | 19,234,884 | 6,855,720 | — | — | 19,234,884 | 6,855,720 | ||||||
Short Duration Fund | 212,386,812 | 289,617,007 | 9,946,875 | 19,657,915 | 222,333,687 | 309,274,922 | ||||||
Strategic Income Fund | 604,453,591 | 811,960,049 | 78,278,766 | 187,288,316 | 682,732,357 | 999,248,365 | ||||||
Sustainable Municipal Bond Fund | 20,173,159 | 32,052,759 | 591,595 | 502 | 20,764,754 | 32,053,261 | ||||||
Total Return Bond Fund | 431,139,777 | 429,556,136 | 489,848,504 | 385,302,602 | 920,988,281 | 814,858,738 | ||||||
World Bond Fund | 1,328,582,391 | 1,993,151,546 | 29,061,643 | 78,645,188 | 1,357,644,034 | 2,071,796,734 |
12. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Emerging Markets Local Debt Fund | |||||||
Class A | |||||||
Shares Sold | 51,098 | $ 268,039 | 457,896 | $ 2,565,221 | |||
Shares Issued for Reinvested Dividends | 20,336 | 104,318 | 23,448 | 132,075 | |||
Shares Redeemed | (88,077) | (444,821) | (563,759) | (3,170,715) | |||
Net Increase (Decrease) | (16,643) | (72,464) | (82,415) | (473,419) | |||
Class C | |||||||
Shares Sold | 1,915 | $ 10,127 | 64,826 | $ 372,614 | |||
Shares Issued for Reinvested Dividends | 6,068 | 31,386 | 8,134 | 45,865 | |||
Shares Redeemed | (137,609) | (704,098) | (77,167) | (444,880) | |||
Net Increase (Decrease) | (129,626) | (662,585) | (4,207) | (26,401) | |||
Class I | |||||||
Shares Sold | 679,613 | $ 3,490,488 | 1,235,312 | $ 6,971,915 | |||
Shares Issued for Reinvested Dividends | 42,312 | 215,900 | 60,402 | 338,202 | |||
Shares Redeemed | (1,025,798) | (5,260,418) | (1,188,421) | (6,664,914) | |||
Net Increase (Decrease) | (303,873) | (1,554,030) | 107,293 | 645,203 | |||
Class R3 | |||||||
Shares Issued for Reinvested Dividends | 53 | $ 275 | 59 | $ 328 | |||
Net Increase (Decrease) | 53 | 275 | 59 | 328 | |||
Class R4 | |||||||
Shares Issued for Reinvested Dividends | 230 | $ 1,173 | 259 | $ 1,454 | |||
Net Increase (Decrease) | 230 | 1,173 | 259 | 1,454 | |||
Class R5 | |||||||
Shares Sold | — | $ — | 119 | $ 660 | |||
Shares Issued for Reinvested Dividends | 67 | 328 | 151 | 816 | |||
Shares Redeemed | — | — | (6,762) | (37,117) | |||
Net Increase (Decrease) | 67 | 328 | (6,492) | (35,641) | |||
Class Y | |||||||
Shares Sold | 2,858,003 | $ 14,088,910 | 844,108 | $ 4,750,135 | |||
Shares Issued for Reinvested Dividends | 226,704 | 1,142,281 | 268,211 | 1,493,075 | |||
Shares Redeemed | (331,155) | (1,640,775) | (2,221,204) | (12,314,119) | |||
Net Increase (Decrease) | 2,753,552 | 13,590,416 | (1,108,885) | (6,070,909) |
253 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 440,729 | $ 2,282,641 | 289,259 | $ 1,629,403 | |||
Shares Issued for Reinvested Dividends | 28,717 | 145,689 | 25,464 | 142,535 | |||
Shares Redeemed | (133,759) | (675,971) | (74,199) | (417,624) | |||
Net Increase (Decrease) | 335,687 | 1,752,359 | 240,524 | 1,354,314 | |||
Total Net Increase (Decrease) | 2,639,447 | $ 13,055,472 | (853,864) | $ (4,605,071) | |||
Floating Rate Fund | |||||||
Class A | |||||||
Shares Sold | 8,378,718 | $ 69,712,934 | 20,184,428 | $ 169,213,315 | |||
Shares Issued for Reinvested Dividends | 1,213,410 | 10,076,193 | 2,323,250 | 19,456,055 | |||
Shares Redeemed | (8,952,597) | (74,453,746) | (16,622,522) | (138,914,120) | |||
Net Increase (Decrease) | 639,531 | 5,335,381 | 5,885,156 | 49,755,250 | |||
Class C | |||||||
Shares Sold | 2,109,315 | $ 17,726,389 | 1,900,322 | $ 16,085,382 | |||
Shares Issued for Reinvested Dividends | 130,911 | 1,097,445 | 415,801 | 3,509,590 | |||
Shares Redeemed | (2,785,667) | (23,393,822) | (17,772,594) | (150,204,448) | |||
Net Increase (Decrease) | (545,441) | (4,569,988) | (15,456,471) | (130,609,476) | |||
Class I | |||||||
Shares Sold | 50,084,597 | $ 414,566,661 | 64,073,314 | $ 535,267,879 | |||
Shares Issued for Reinvested Dividends | 2,140,058 | 17,674,030 | 2,845,728 | 23,740,849 | |||
Shares Redeemed | (27,706,083) | (228,900,957) | (32,771,524) | (273,048,547) | |||
Net Increase (Decrease) | 24,518,572 | 203,339,734 | 34,147,518 | 285,960,181 | |||
Class R3 | |||||||
Shares Sold | 22,919 | $ 191,537 | 100,693 | $ 848,718 | |||
Shares Issued for Reinvested Dividends | 7,266 | 60,737 | 15,094 | 127,186 | |||
Shares Redeemed | (59,430) | (496,661) | (151,957) | (1,281,948) | |||
Net Increase (Decrease) | (29,245) | (244,387) | (36,170) | (306,044) | |||
Class R4 | |||||||
Shares Sold | 20,251 | $ 168,362 | 23,459 | $ 195,696 | |||
Shares Issued for Reinvested Dividends | 2,678 | 22,240 | 6,062 | 50,727 | |||
Shares Redeemed | (89,110) | (736,694) | (52,685) | (441,423) | |||
Net Increase (Decrease) | (66,181) | (546,092) | (23,164) | (195,000) | |||
Class R5 | |||||||
Shares Sold | 30,042 | $ 248,391 | 87,114 | $ 728,833 | |||
Shares Issued for Reinvested Dividends | 2,604 | 21,510 | 4,111 | 34,288 | |||
Shares Redeemed | (7,901) | (65,130) | (76,911) | (642,785) | |||
Net Increase (Decrease) | 24,745 | 204,771 | 14,314 | 120,336 | |||
Class Y | |||||||
Shares Sold | 4,776,843 | $ 39,252,665 | 2,593,081 | $ 21,554,503 | |||
Shares Issued for Reinvested Dividends | 143,519 | 1,180,848 | 184,928 | 1,536,355 | |||
Shares Redeemed | (2,522,767) | (20,610,021) | (2,160,853) | (17,873,905) | |||
Net Increase (Decrease) | 2,397,595 | 19,823,492 | 617,156 | 5,216,953 | |||
Class F | |||||||
Shares Sold | 10,594,590 | $ 87,107,124 | 8,757,258 | $ 73,038,851 | |||
Shares Issued for Reinvested Dividends | 179,102 | 1,475,669 | 205,524 | 1,711,664 | |||
Shares Redeemed | (3,763,451) | (31,054,266) | (3,226,515) | (26,801,617) | |||
Net Increase (Decrease) | 7,010,241 | 57,528,527 | 5,736,267 | 47,948,898 | |||
Total Net Increase (Decrease) | 33,949,817 | $ 280,871,438 | 30,884,606 | $ 257,891,098 | |||
Floating Rate High Income Fund | |||||||
Class A | |||||||
Shares Sold | 1,966,284 | $ 18,809,175 | 2,854,044 | $ 27,586,915 | |||
Shares Issued for Reinvested Dividends | 140,866 | 1,343,977 | 232,717 | 2,245,141 | |||
Shares Redeemed | (978,826) | (9,364,920) | (1,599,460) | (15,420,568) | |||
Net Increase (Decrease) | 1,128,324 | 10,788,232 | 1,487,301 | 14,411,488 |
254 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 442,897 | $ 4,279,649 | 270,564 | $ 2,640,690 | |||
Shares Issued for Reinvested Dividends | 29,643 | 285,457 | 78,448 | 762,515 | |||
Shares Redeemed | (579,204) | (5,596,062) | (1,857,875) | (18,077,095) | |||
Net Increase (Decrease) | (106,664) | (1,030,956) | (1,508,863) | (14,673,890) | |||
Class I | |||||||
Shares Sold | 15,146,835 | $ 143,583,970 | 18,674,472 | $ 179,213,709 | |||
Shares Issued for Reinvested Dividends | 604,764 | 5,733,727 | 818,649 | 7,859,066 | |||
Shares Redeemed | (8,538,791) | (81,041,637) | (11,952,075) | (114,622,911) | |||
Net Increase (Decrease) | 7,212,808 | 68,276,060 | 7,541,046 | 72,449,864 | |||
Class R3 | |||||||
Shares Sold | 178 | $ 1,707 | 12,267 | $ 118,999 | |||
Shares Issued for Reinvested Dividends | 203 | 1,939 | 283 | 2,738 | |||
Shares Redeemed | (2,548) | (24,688) | (9,873) | (95,730) | |||
Net Increase (Decrease) | (2,167) | (21,042) | 2,677 | 26,007 | |||
Class R4 | |||||||
Shares Sold | 3,640 | $ 34,792 | 3,875 | $ 37,404 | |||
Shares Issued for Reinvested Dividends | 240 | 2,281 | 355 | 3,416 | |||
Shares Redeemed | (292) | (2,802) | (590) | (5,597) | |||
Net Increase (Decrease) | 3,588 | 34,271 | 3,640 | 35,223 | |||
Class R5 | |||||||
Shares Sold | 112,802 | $ 1,072,956 | 329,970 | $ 3,156,427 | |||
Shares Issued for Reinvested Dividends | 27,937 | 264,933 | 42,482 | 407,750 | |||
Shares Redeemed | (37,310) | (353,567) | (197,294) | (1,883,524) | |||
Net Increase (Decrease) | 103,429 | 984,322 | 175,158 | 1,680,653 | |||
Class Y | |||||||
Shares Sold | 1,327,923 | $ 12,730,392 | 1,274,252 | $ 12,253,988 | |||
Shares Issued for Reinvested Dividends | 38,266 | 363,261 | 37,434 | 359,644 | |||
Shares Redeemed | (768,854) | (7,354,843) | (748,043) | (7,199,195) | |||
Net Increase (Decrease) | 597,335 | 5,738,810 | 563,643 | 5,414,437 | |||
Class F | |||||||
Shares Sold | 1,791,098 | $ 17,001,049 | 1,907,549 | $ 18,390,277 | |||
Shares Issued for Reinvested Dividends | 68,783 | 653,008 | 71,148 | 684,802 | |||
Shares Redeemed | (696,024) | (6,519,840) | (531,784) | (5,090,177) | |||
Net Increase (Decrease) | 1,163,857 | 11,134,217 | 1,446,913 | 13,984,902 | |||
Total Net Increase (Decrease) | 10,100,510 | $ 95,903,914 | 9,711,515 | $ 93,328,684 | |||
High Yield Fund | |||||||
Class A | |||||||
Shares Sold | 4,362,009 | $ 32,336,522 | 9,211,240 | $ 70,465,233 | |||
Shares Issued for Reinvested Dividends | 681,608 | 4,993,755 | 1,323,309 | 10,121,722 | |||
Shares Redeemed | (5,158,010) | (38,161,709) | (5,714,699) | (43,688,747) | |||
Net Increase (Decrease) | (114,393) | (831,432) | 4,819,850 | 36,898,208 | |||
Class C | |||||||
Shares Sold | 120,044 | $ 903,876 | 772,108 | $ 5,882,862 | |||
Shares Issued for Reinvested Dividends | 32,828 | 239,916 | 92,034 | 701,430 | |||
Shares Redeemed | (339,738) | (2,483,444) | (2,128,324) | (16,226,483) | |||
Net Increase (Decrease) | (186,866) | (1,339,652) | (1,264,182) | (9,642,191) | |||
Class I | |||||||
Shares Sold | 4,748,073 | $ 35,400,803 | 3,814,373 | $ 29,323,042 | |||
Shares Issued for Reinvested Dividends | 111,714 | 823,276 | 166,912 | 1,279,229 | |||
Shares Redeemed | (7,559,953) | (55,678,853) | (672,285) | (5,148,723) | |||
Net Increase (Decrease) | (2,700,166) | (19,454,774) | 3,309,000 | 25,453,548 | |||
Class R3 | |||||||
Shares Sold | 30,171 | $ 221,471 | 105,819 | $ 811,238 | |||
Shares Issued for Reinvested Dividends | 4,464 | 32,692 | 7,431 | 56,835 | |||
Shares Redeemed | (20,847) | (153,568) | (107,719) | (821,694) | |||
Net Increase (Decrease) | 13,788 | 100,595 | 5,531 | 46,379 |
255 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R4 | |||||||
Shares Sold | 8,185 | $ 60,638 | 29,988 | $ 230,237 | |||
Shares Issued for Reinvested Dividends | 2,440 | 17,912 | 5,347 | 40,971 | |||
Shares Redeemed | (13,343) | (98,424) | (37,389) | (287,613) | |||
Net Increase (Decrease) | (2,718) | (19,874) | (2,054) | (16,405) | |||
Class R5 | |||||||
Shares Sold | 10,660 | $ 79,402 | 29,449 | $ 224,854 | |||
Shares Issued for Reinvested Dividends | 2,072 | 15,166 | 3,675 | 28,004 | |||
Shares Redeemed | (18,516) | (135,555) | (20,564) | (156,615) | |||
Net Increase (Decrease) | (5,784) | (40,987) | 12,560 | 96,243 | |||
Class R6(1) | |||||||
Shares Sold | 35 | $ 271 | 1,322 | $ 10,001 | |||
Shares Issued for Reinvested Dividends | 33 | 237 | 36 | 275 | |||
Net Increase (Decrease) | 68 | 508 | 1,358 | 10,276 | |||
Class Y | |||||||
Shares Sold | 33,952 | $ 243,749 | 48,050 | $ 364,072 | |||
Shares Issued for Reinvested Dividends | 2,935 | 21,297 | 5,391 | 40,799 | |||
Shares Redeemed | (19,486) | (141,412) | (42,465) | (322,300) | |||
Net Increase (Decrease) | 17,401 | 123,634 | 10,976 | 82,571 | |||
Class F | |||||||
Shares Sold | 2,177,783 | $ 16,048,055 | 6,143,690 | $ 46,889,267 | |||
Shares Issued for Reinvested Dividends | 348,533 | 2,555,997 | 545,461 | 4,168,432 | |||
Shares Redeemed | (1,803,470) | (13,165,088) | (2,011,489) | (15,354,838) | |||
Net Increase (Decrease) | 722,846 | 5,438,964 | 4,677,662 | 35,702,861 | |||
Total Net Increase (Decrease) | (2,255,824) | $ (16,023,018) | 11,570,701 | $ 88,631,490 | |||
Inflation Plus Fund | |||||||
Class A | |||||||
Shares Sold | 1,882,057 | $ 21,269,996 | 4,267,374 | $ 48,561,390 | |||
Shares Issued for Reinvested Dividends | 754,199 | 8,473,009 | 367,548 | 4,150,990 | |||
Shares Redeemed | (1,518,420) | (17,144,834) | (2,683,474) | (30,454,466) | |||
Net Increase (Decrease) | 1,117,836 | 12,598,171 | 1,951,448 | 22,257,914 | |||
Class C | |||||||
Shares Sold | 220,519 | $ 2,436,976 | 1,457,134 | $ 15,958,259 | |||
Shares Issued for Reinvested Dividends | 77,378 | 839,681 | 21,912 | 240,360 | |||
Shares Redeemed | (268,373) | (2,898,143) | (1,331,823) | (14,545,308) | |||
Net Increase (Decrease) | 29,524 | 378,514 | 147,223 | 1,653,311 | |||
Class I | |||||||
Shares Sold | 2,761,209 | $ 31,853,779 | 2,845,813 | $ 33,146,327 | |||
Shares Issued for Reinvested Dividends | 223,698 | 2,566,564 | 99,976 | 1,151,612 | |||
Shares Redeemed | (1,573,507) | (18,048,554) | (2,888,281) | (33,385,260) | |||
Net Increase (Decrease) | 1,411,400 | 16,371,789 | 57,508 | 912,679 | |||
Class R3 | |||||||
Shares Sold | 603,750 | $ 6,539,260 | 668,119 | $ 7,426,224 | |||
Shares Issued for Reinvested Dividends | 106,293 | 1,169,485 | 56,332 | 623,832 | |||
Shares Redeemed | (640,164) | (7,025,619) | (1,098,765) | (12,215,259) | |||
Net Increase (Decrease) | 69,879 | 683,126 | (374,314) | (4,165,203) | |||
Class R4 | |||||||
Shares Sold | 136,795 | $ 1,528,522 | 126,075 | $ 1,442,615 | |||
Shares Issued for Reinvested Dividends | 14,385 | 161,866 | 8,816 | 99,550 | |||
Shares Redeemed | (137,056) | (1,532,313) | (272,025) | (3,082,148) | |||
Net Increase (Decrease) | 14,124 | 158,075 | (137,134) | (1,539,983) | |||
Class R5 | |||||||
Shares Sold | 58,345 | $ 659,803 | 174,654 | $ 2,031,951 | |||
Shares Issued for Reinvested Dividends | 6,505 | 74,258 | 3,394 | 38,900 | |||
Shares Redeemed | (22,799) | (261,604) | (170,408) | (1,985,922) | |||
Net Increase (Decrease) | 42,051 | 472,457 | 7,640 | 84,929 |
256 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 394,925 | $ 4,594,076 | 350,993 | $ 4,098,257 | |||
Shares Issued for Reinvested Dividends | 109,379 | 1,257,025 | 59,997 | 692,032 | |||
Shares Redeemed | (292,127) | (3,363,537) | (251,898) | (2,924,349) | |||
Net Increase (Decrease) | 212,177 | 2,487,564 | 159,092 | 1,865,940 | |||
Class F | |||||||
Shares Sold | 5,375,347 | $ 61,794,765 | 6,699,447 | $ 77,877,087 | |||
Shares Issued for Reinvested Dividends | 646,004 | 7,412,939 | 385,379 | 4,427,657 | |||
Shares Redeemed | (4,457,455) | (51,153,730) | (7,151,979) | (81,822,185) | |||
Net Increase (Decrease) | 1,563,896 | 18,053,974 | (67,153) | 482,559 | |||
Total Net Increase (Decrease) | 4,460,887 | $ 51,203,670 | 1,744,310 | $ 21,552,146 | |||
Municipal Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 4,900,068 | $ 43,352,462 | 10,315,060 | $ 94,029,978 | |||
Shares Issued for Reinvested Dividends | 399,262 | 3,492,480 | 821,396 | 7,479,752 | |||
Shares Redeemed | (7,766,239) | (68,155,434) | (6,341,004) | (57,788,316) | |||
Net Increase (Decrease) | (2,466,909) | (21,310,492) | 4,795,452 | 43,721,414 | |||
Class C | |||||||
Shares Sold | 277,104 | $ 2,462,961 | 1,046,421 | $ 9,532,922 | |||
Shares Issued for Reinvested Dividends | 18,695 | 163,497 | 49,127 | 447,431 | |||
Shares Redeemed | (977,022) | (8,610,900) | (2,317,969) | (21,145,391) | |||
Net Increase (Decrease) | (681,223) | (5,984,442) | (1,222,421) | (11,165,038) | |||
Class I | |||||||
Shares Sold | 60,283,824 | $ 539,529,433 | 39,075,110 | $ 356,010,648 | |||
Shares Issued for Reinvested Dividends | 1,012,431 | 8,852,799 | 1,416,474 | 12,907,017 | |||
Shares Redeemed | (36,378,662) | (314,896,933) | (21,822,694) | (198,850,063) | |||
Net Increase (Decrease) | 24,917,593 | 233,485,299 | 18,668,890 | 170,067,602 | |||
Class Y | |||||||
Shares Sold | 29,227 | $ 258,764 | 72,852 | $ 667,079 | |||
Shares Issued for Reinvested Dividends | 13,597 | 118,954 | 29,840 | 271,451 | |||
Shares Redeemed | (130,134) | (1,135,120) | (150,426) | (1,368,437) | |||
Net Increase (Decrease) | (87,310) | (757,402) | (47,734) | (429,907) | |||
Class F | |||||||
Shares Sold | 10,453,462 | $ 91,990,164 | 14,055,180 | $ 127,978,915 | |||
Shares Issued for Reinvested Dividends | 368,207 | 3,214,586 | 619,714 | 5,638,139 | |||
Shares Redeemed | (8,305,014) | (71,951,556) | (3,802,494) | (34,599,476) | |||
Net Increase (Decrease) | 2,516,655 | 23,253,194 | 10,872,400 | 99,017,578 | |||
Total Net Increase (Decrease) | 24,198,806 | $ 228,686,157 | 33,066,587 | $ 301,211,649 | |||
Municipal Short Duration Fund | |||||||
Class A | |||||||
Shares Sold | 1,283,420 | $ 12,894,562 | 772,030 | $ 7,911,677 | |||
Shares Issued for Reinvested Dividends | 8,900 | 88,993 | 23,554 | 241,180 | |||
Shares Redeemed | (701,827) | (7,035,581) | (476,567) | (4,881,571) | |||
Net Increase (Decrease) | 590,493 | 5,947,974 | 319,017 | 3,271,286 | |||
Class C | |||||||
Shares Sold | 37,120 | $ 372,671 | 28,349 | $ 290,561 | |||
Shares Issued for Reinvested Dividends | 45 | 456 | 637 | 6,519 | |||
Shares Redeemed | (43,065) | (431,181) | (38,489) | (394,011) | |||
Net Increase (Decrease) | (5,900) | (58,054) | (9,503) | (96,931) | |||
Class I | |||||||
Shares Sold | 1,397,089 | $ 14,082,371 | 648,580 | $ 6,634,474 | |||
Shares Issued for Reinvested Dividends | 6,385 | 63,414 | 6,761 | 69,103 | |||
Shares Redeemed | (1,466,637) | (14,321,568) | (226,117) | (2,314,122) | |||
Net Increase (Decrease) | (63,163) | (175,783) | 429,224 | 4,389,455 |
257 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 468,966 | $ 4,649,351 | 333,658 | $ 3,418,208 | |||
Shares Issued for Reinvested Dividends | 2,864 | 28,584 | 5,024 | 51,426 | |||
Shares Redeemed | (153,419) | (1,524,082) | (56,197) | (575,970) | |||
Net Increase (Decrease) | 318,411 | 3,153,853 | 282,485 | 2,893,664 | |||
Total Net Increase (Decrease) | 839,841 | $ 8,867,990 | 1,021,223 | $ 10,457,474 | |||
Short Duration Fund | |||||||
Class A | |||||||
Shares Sold | 21,125,876 | $ 207,388,674 | 43,741,511 | $ 440,448,337 | |||
Shares Issued for Reinvested Dividends | 641,979 | 6,280,329 | 1,319,453 | 13,284,320 | |||
Shares Redeemed | (22,531,464) | (221,034,275) | (37,388,717) | (376,539,631) | |||
Net Increase (Decrease) | (763,609) | (7,365,272) | 7,672,247 | 77,193,026 | |||
Class C | |||||||
Shares Sold | 1,801,360 | $ 17,751,910 | 2,780,029 | $ 27,999,710 | |||
Shares Issued for Reinvested Dividends | 22,357 | 218,566 | 62,203 | 626,563 | |||
Shares Redeemed | (2,249,594) | (22,114,660) | (4,996,698) | (50,315,297) | |||
Net Increase (Decrease) | (425,877) | (4,144,184) | (2,154,466) | (21,689,024) | |||
Class I | |||||||
Shares Sold | 14,937,488 | $ 146,660,001 | 51,681,169 | $ 518,814,313 | |||
Shares Issued for Reinvested Dividends | 518,823 | 5,073,823 | 910,548 | 9,136,895 | |||
Shares Redeemed | (34,238,928) | (334,646,789) | (26,078,348) | (261,778,917) | |||
Net Increase (Decrease) | (18,782,617) | (182,912,965) | 26,513,369 | 266,172,291 | |||
Class R3 | |||||||
Shares Sold | 8,322 | $ 81,032 | 58,651 | $ 590,044 | |||
Shares Issued for Reinvested Dividends | 762 | 7,437 | 2,339 | 23,516 | |||
Shares Redeemed | (43,969) | (437,209) | (139,320) | (1,401,932) | |||
Net Increase (Decrease) | (34,885) | (348,740) | (78,330) | (788,372) | |||
Class R4 | |||||||
Shares Sold | 82,967 | $ 795,673 | 9,647 | $ 96,960 | |||
Shares Issued for Reinvested Dividends | 3,299 | 32,217 | 7,323 | 73,618 | |||
Shares Redeemed | (12,506) | (123,699) | (53,374) | (536,328) | |||
Net Increase (Decrease) | 73,760 | 704,191 | (36,404) | (365,750) | |||
Class R5 | |||||||
Shares Sold | 86,959 | $ 833,607 | 41,379 | $ 415,342 | |||
Shares Issued for Reinvested Dividends | 1,371 | 13,339 | 3,151 | 31,584 | |||
Shares Redeemed | (13,557) | (130,716) | (103,923) | (1,042,384) | |||
Net Increase (Decrease) | 74,773 | 716,230 | (59,393) | (595,458) | |||
Class R6 | |||||||
Shares Sold | 18,817 | $ 184,433 | 210,310 | $ 2,109,037 | |||
Shares Issued for Reinvested Dividends | 2,235 | 21,707 | 2,932 | 29,249 | |||
Shares Redeemed | (13,371) | (130,947) | (10,763) | (107,394) | |||
Net Increase (Decrease) | 7,681 | 75,193 | 202,479 | 2,030,892 | |||
Class Y | |||||||
Shares Sold | 389,531 | $ 3,720,918 | 742,042 | $ 7,436,923 | |||
Shares Issued for Reinvested Dividends | 7,501 | 73,033 | 16,550 | 165,554 | |||
Shares Redeemed | (281,007) | (2,733,733) | (563,950) | (5,637,674) | |||
Net Increase (Decrease) | 116,025 | 1,060,218 | 194,642 | 1,964,803 | |||
Class F | |||||||
Shares Sold | 22,044,024 | $ 214,279,078 | 25,375,037 | $ 254,318,427 | |||
Shares Issued for Reinvested Dividends | 523,684 | 5,102,473 | 665,611 | 6,671,571 | |||
Shares Redeemed | (7,247,582) | (70,545,866) | (8,351,073) | (83,723,919) | |||
Net Increase (Decrease) | 15,320,126 | 148,835,685 | 17,689,575 | 177,266,079 | |||
Total Net Increase (Decrease) | (4,414,623) | $ (43,379,644) | 49,943,719 | $ 501,188,487 |
258 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Strategic Income Fund | |||||||
Class A | |||||||
Shares Sold | 4,188,957 | $ 36,668,624 | 21,611,349 | $ 200,787,943 | |||
Shares Issued for Reinvested Dividends | 1,204,421 | 10,579,112 | 1,426,879 | 13,237,420 | |||
Shares Redeemed | (10,097,382) | (87,259,441) | (9,312,754) | (86,337,130) | |||
Net Increase (Decrease) | (4,704,004) | (40,011,705) | 13,725,474 | 127,688,233 | |||
Class C | |||||||
Shares Sold | 899,825 | $ 8,008,204 | 4,935,359 | $ 46,192,486 | |||
Shares Issued for Reinvested Dividends | 235,694 | 2,094,979 | 265,511 | 2,484,171 | |||
Shares Redeemed | (1,966,922) | (17,097,746) | (3,079,574) | (28,759,095) | |||
Net Increase (Decrease) | (831,403) | (6,994,563) | 2,121,296 | 19,917,562 | |||
Class I | |||||||
Shares Sold | 59,989,230 | $ 526,373,329 | 186,113,585 | $ 1,732,669,528 | |||
Shares Issued for Reinvested Dividends | 6,596,823 | 58,056,947 | 6,309,325 | 58,680,821 | |||
Shares Redeemed | (79,717,358) | (688,160,221) | (73,046,767) | (678,854,755) | |||
Net Increase (Decrease) | (13,131,305) | (103,729,945) | 119,376,143 | 1,112,495,594 | |||
Class R3 | |||||||
Shares Sold | 97,959 | $ 843,787 | 324,094 | $ 2,997,167 | |||
Shares Issued for Reinvested Dividends | 9,969 | 87,283 | 8,229 | 76,238 | |||
Shares Redeemed | (53,798) | (465,130) | (150,155) | (1,396,134) | |||
Net Increase (Decrease) | 54,130 | 465,940 | 182,168 | 1,677,271 | |||
Class R4 | |||||||
Shares Sold | 46,076 | $ 403,229 | 1,070,834 | $ 9,909,554 | |||
Shares Issued for Reinvested Dividends | 41,445 | 363,533 | 29,891 | 276,821 | |||
Shares Redeemed | (190,721) | (1,623,001) | (97,082) | (901,561) | |||
Net Increase (Decrease) | (103,200) | (856,239) | 1,003,643 | 9,284,814 | |||
Class R5 | |||||||
Shares Sold | 952,019 | $ 8,292,701 | 5,161,245 | $ 47,935,127 | |||
Shares Issued for Reinvested Dividends | 160,505 | 1,403,870 | 153,409 | 1,419,428 | |||
Shares Redeemed | (692,323) | (6,001,680) | (1,901,630) | (17,650,166) | |||
Net Increase (Decrease) | 420,201 | 3,694,891 | 3,413,024 | 31,704,389 | |||
Class R6 | |||||||
Shares Sold | 13,271,239 | $ 116,182,998 | 18,386,599 | $ 170,670,634 | |||
Shares Issued for Reinvested Dividends | 676,301 | 5,885,632 | 267,829 | 2,475,775 | |||
Shares Redeemed | (3,845,989) | (33,046,286) | (2,224,924) | (20,580,644) | |||
Net Increase (Decrease) | 10,101,551 | 89,022,344 | 16,429,504 | 152,565,765 | |||
Class Y | |||||||
Shares Sold | 4,162,423 | $ 35,784,169 | 18,666,089 | $ 172,834,492 | |||
Shares Issued for Reinvested Dividends | 668,644 | 5,848,911 | 641,022 | 5,924,383 | |||
Shares Redeemed | (6,401,083) | (53,841,712) | (7,682,585) | (70,860,509) | |||
Net Increase (Decrease) | (1,570,016) | (12,208,632) | 11,624,526 | 107,898,366 | |||
Class F | |||||||
Shares Sold | 9,271,714 | $ 81,422,478 | 23,749,838 | $ 220,995,101 | |||
Shares Issued for Reinvested Dividends | 1,135,697 | 9,963,614 | 1,491,887 | 13,871,460 | |||
Shares Redeemed | (13,078,516) | (114,356,640) | (15,824,966) | (146,831,804) | |||
Net Increase (Decrease) | (2,671,105) | (22,970,548) | 9,416,759 | 88,034,757 | |||
Total Net Increase (Decrease) | (12,435,151) | $ (93,588,457) | 177,292,537 | $ 1,651,266,751 | |||
Sustainable Municipal Bond Fund | |||||||
Class A | |||||||
Shares Sold | 458,546 | $ 4,968,244 | 1,038,275 | $ 11,501,133 | |||
Shares Issued for Reinvested Dividends | 47,617 | 513,202 | 52,290 | 579,257 | |||
Shares Redeemed | (649,448) | (6,796,195) | (578,524) | (6,403,924) | |||
Net Increase (Decrease) | (143,285) | (1,314,749) | 512,041 | 5,676,466 | |||
Class C | |||||||
Shares Sold | 19,947 | $ 218,619 | 89,333 | $ 988,285 | |||
Shares Issued for Reinvested Dividends | 3,278 | 35,567 | 2,742 | 30,346 | |||
Shares Redeemed | (73,461) | (787,421) | (83,549) | (926,027) | |||
Net Increase (Decrease) | (50,236) | (533,235) | 8,526 | 92,604 |
259 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 2,320,872 | $ 24,016,131 | 2,649,639 | $ 29,356,756 | |||
Shares Issued for Reinvested Dividends | 59,756 | 643,116 | 54,058 | 597,267 | |||
Shares Redeemed | (2,305,500) | (24,442,842) | (512,529) | (5,662,535) | |||
Net Increase (Decrease) | 75,128 | 216,405 | 2,191,168 | 24,291,488 | |||
Class F | |||||||
Shares Sold | 813,020 | $ 8,588,814 | 1,506,806 | $ 16,668,418 | |||
Shares Issued for Reinvested Dividends | 35,342 | 379,064 | 32,048 | 354,239 | |||
Shares Redeemed | (713,214) | (7,494,511) | (279,172) | (3,083,908) | |||
Net Increase (Decrease) | 135,148 | 1,473,367 | 1,259,682 | 13,938,749 | |||
Total Net Increase (Decrease) | 16,755 | $ (158,212) | 3,971,417 | $ 43,999,307 | |||
Total Return Bond Fund | |||||||
Class A | |||||||
Shares Sold | 6,468,682 | $ 67,215,859 | 20,613,425 | $ 227,547,696 | |||
Shares Issued for Reinvested Dividends | 3,085,645 | 32,579,401 | 2,886,135 | 31,930,027 | |||
Shares Redeemed | (11,240,201) | (115,572,870) | (15,294,992) | (168,418,987) | |||
Net Increase (Decrease) | (1,685,874) | (15,777,610) | 8,204,568 | 91,058,736 | |||
Class C | |||||||
Shares Sold | 33,501 | $ 352,111 | 125,459 | $ 1,408,851 | |||
Shares Issued for Reinvested Dividends | 28,200 | 302,894 | 40,769 | 458,303 | |||
Shares Redeemed | (266,761) | (2,809,118) | (1,646,762) | (18,235,828) | |||
Net Increase (Decrease) | (205,060) | (2,154,113) | (1,480,534) | (16,368,674) | |||
Class I | |||||||
Shares Sold | 25,126,920 | $ 249,103,065 | 23,065,926 | $ 254,537,428 | |||
Shares Issued for Reinvested Dividends | 719,522 | 7,530,297 | 792,424 | 8,734,672 | |||
Shares Redeemed | (11,311,606) | (116,013,909) | (23,478,054) | (257,215,051) | |||
Net Increase (Decrease) | 14,534,836 | 140,619,453 | 380,296 | 6,057,049 | |||
Class R3 | |||||||
Shares Sold | 23,528 | $ 252,559 | 91,409 | $ 1,043,059 | |||
Shares Issued for Reinvested Dividends | 10,090 | 109,716 | 9,621 | 109,580 | |||
Shares Redeemed | (39,945) | (422,766) | (137,749) | (1,570,585) | |||
Net Increase (Decrease) | (6,327) | (60,491) | (36,719) | (417,946) | |||
Class R4 | |||||||
Shares Sold | 365,066 | $ 3,812,824 | 526,077 | $ 5,961,648 | |||
Shares Issued for Reinvested Dividends | 34,850 | 374,221 | 34,664 | 390,822 | |||
Shares Redeemed | (235,021) | (2,469,088) | (428,368) | (4,829,537) | |||
Net Increase (Decrease) | 164,895 | 1,717,957 | 132,373 | 1,522,933 | |||
Class R5 | |||||||
Shares Sold | 53,688 | $ 570,803 | 116,923 | $ 1,302,795 | |||
Shares Issued for Reinvested Dividends | 6,518 | 69,747 | 6,254 | 70,111 | |||
Shares Redeemed | (82,959) | (863,941) | (144,702) | (1,624,422) | |||
Net Increase (Decrease) | (22,753) | (223,391) | (21,525) | (251,516) | |||
Class R6 | |||||||
Shares Sold | 4,747,870 | $ 49,912,929 | 16,030,448 | $ 178,285,324 | |||
Shares Issued for Reinvested Dividends | 595,039 | 6,291,983 | 369,410 | 4,083,124 | |||
Shares Redeemed | (2,776,700) | (28,980,815) | (3,488,529) | (38,462,160) | |||
Net Increase (Decrease) | 2,566,209 | 27,224,097 | 12,911,329 | 143,906,288 | |||
Class Y | |||||||
Shares Sold | 7,534,397 | $ 80,965,534 | 12,616,432 | $ 141,220,192 | |||
Shares Issued for Reinvested Dividends | 1,111,781 | 11,777,628 | 1,058,709 | 11,793,835 | |||
Shares Redeemed | (5,475,844) | (58,253,815) | (12,528,486) | (140,027,793) | |||
Net Increase (Decrease) | 3,170,334 | 34,489,347 | 1,146,655 | 12,986,234 | |||
Class F | |||||||
Shares Sold | 16,434,629 | $ 167,441,271 | 49,398,947 | $ 538,969,023 | |||
Shares Issued for Reinvested Dividends | 3,323,411 | 34,686,296 | 2,857,485 | 31,290,363 | |||
Shares Redeemed | (15,941,067) | (161,269,018) | (26,467,617) | (287,175,445) | |||
Net Increase (Decrease) | 3,816,973 | 40,858,549 | 25,788,815 | 283,083,941 | |||
Total Net Increase (Decrease) | 22,333,233 | $ 226,693,798 | 47,025,258 | $ 521,577,045 |
260 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
World Bond Fund | |||||||
Class A | |||||||
Shares Sold | 2,222,814 | $ 22,811,685 | 8,513,912 | $ 90,142,866 | |||
Shares Issued for Reinvested Dividends | 377,246 | 3,888,124 | 279,709 | 2,956,330 | |||
Shares Redeemed | (5,106,886) | (52,389,062) | (13,997,130) | (148,236,262) | |||
Net Increase (Decrease) | (2,506,826) | (25,689,253) | (5,203,509) | (55,137,066) | |||
Class C | |||||||
Shares Sold | 62,390 | $ 626,616 | 312,916 | $ 3,236,579 | |||
Shares Issued for Reinvested Dividends | 28,922 | 291,691 | 11,650 | 120,581 | |||
Shares Redeemed | (879,645) | (8,795,891) | (2,826,792) | (29,225,428) | |||
Net Increase (Decrease) | (788,333) | (7,877,584) | (2,502,226) | (25,868,268) | |||
Class I | |||||||
Shares Sold | 27,657,722 | $ 285,792,464 | 59,331,742 | $ 633,620,407 | |||
Shares Issued for Reinvested Dividends | 1,889,791 | 19,635,504 | 1,754,865 | 18,693,876 | |||
Shares Redeemed | (59,892,027) | (620,469,855) | (79,906,986) | (852,961,122) | |||
Net Increase (Decrease) | (30,344,514) | (315,041,887) | (18,820,379) | (200,646,839) | |||
Class R3 | |||||||
Shares Sold | 19,395 | $ 196,985 | 17,002 | $ 178,617 | |||
Shares Issued for Reinvested Dividends | 1,014 | 10,381 | 547 | 5,738 | |||
Shares Redeemed | (4,776) | (48,616) | (55,582) | (583,418) | |||
Net Increase (Decrease) | 15,633 | 158,750 | (38,033) | (399,063) | |||
Class R4 | |||||||
Shares Sold | 25,696 | $ 264,146 | 546,957 | $ 5,787,608 | |||
Shares Issued for Reinvested Dividends | 2,077 | 21,450 | 11,364 | 120,174 | |||
Shares Redeemed | (229,859) | (2,379,850) | (1,950,796) | (20,588,967) | |||
Net Increase (Decrease) | (202,086) | (2,094,254) | (1,392,475) | (14,681,185) | |||
Class R5 | |||||||
Shares Sold | 90,746 | $ 939,215 | 325,631 | $ 3,478,070 | |||
Shares Issued for Reinvested Dividends | 10,443 | 108,446 | 8,130 | 86,626 | |||
Shares Redeemed | (83,037) | (857,244) | (285,640) | (3,048,914) | |||
Net Increase (Decrease) | 18,152 | 190,417 | 48,121 | 515,782 | |||
Class R6 | |||||||
Shares Sold | 1,208,285 | $ 12,535,831 | 4,045,683 | $ 43,376,011 | |||
Shares Issued for Reinvested Dividends | 153,624 | 1,601,231 | 130,007 | 1,390,466 | |||
Shares Redeemed | (2,137,564) | (22,233,197) | (2,892,880) | (31,028,566) | |||
Net Increase (Decrease) | (775,655) | (8,096,135) | 1,282,810 | 13,737,911 | |||
Class Y | |||||||
Shares Sold | 4,836,352 | $ 50,038,351 | 13,791,314 | $ 147,739,299 | |||
Shares Issued for Reinvested Dividends | 328,694 | 3,423,770 | 329,316 | 3,519,884 | |||
Shares Redeemed | (8,054,105) | (83,696,375) | (20,642,223) | (221,281,303) | |||
Net Increase (Decrease) | (2,889,059) | (30,234,254) | (6,521,593) | (70,022,120) | |||
Class F | |||||||
Shares Sold | 13,474,798 | $ 139,680,215 | 40,147,261 | $ 429,375,901 | |||
Shares Issued for Reinvested Dividends | 1,902,231 | 19,776,813 | 1,579,053 | 16,844,881 | |||
Shares Redeemed | (22,811,177) | (235,912,473) | (36,122,937) | (386,131,740) | |||
Net Increase (Decrease) | (7,434,148) | (76,455,445) | 5,603,377 | 60,089,042 | |||
Total Net Increase (Decrease) | (44,906,836) | $ (465,139,645) | (27,543,907) | $ (292,411,806) |
(1) | Commenced operations on March 1, 2021. |
13. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2021 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million |
261 |
April 30, 2022 (Unaudited)
14. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
15. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |
16. | Subsequent Events: |
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements. |
262 |
263 |
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■ The Hartford Balanced Income Fund |
■ Hartford AARP Balanced Retirement Fund |
■ The Hartford Checks and Balances Fund |
■ The Hartford Conservative Allocation Fund |
■ The Hartford Global Real Asset Fund1 |
■ The Hartford Growth Allocation Fund |
■ Hartford Moderate Allocation Fund |
■ Hartford Multi-Asset Income Fund |
1 | Effective May 2, 2022, the Fund's name changed to Hartford Real Asset Fund. |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 07/31/2006 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide current income with growth of capital as a secondary objective. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -6.99% | -3.01% | 5.82% | 6.87% |
Class A3 | -12.11% | -8.34% | 4.63% | 6.27% |
Class C2 | -7.34% | -3.74% | 5.03% | 6.07% |
Class C4 | -8.22% | -4.65% | 5.03% | 6.07% |
Class I2 | -6.88% | -2.84% | 6.08% | 7.13% |
Class R32 | -7.19% | -3.42% | 5.43% | 6.52% |
Class R42 | -7.06% | -3.14% | 5.75% | 6.84% |
Class R52 | -6.92% | -2.85% | 6.05% | 7.13% |
Class R62 | -6.82% | -2.67% | 6.16% | 7.24% |
Class Y2 | -6.87% | -2.83% | 6.08% | 7.20% |
Class F2 | -6.84% | -2.70% | 6.17% | 7.18% |
45% Russell 1000 Value Index/44% Bloomberg Corporate Index/ 5.5% JP Morgan Emerging Markets Bond Index Plus/ 5.5% Bloomberg US Corporate High Yield Bond 2% Issuer Cap Index5 | -9.06% | -5.54% | 5.21% | 6.81% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
Bloomberg Corporate Index | -12.75% | -10.43% | 1.97% | 2.93% |
JP Morgan Emerging Markets Bond Index Plus | -22.33% | -21.42% | -2.83% | 1.06% |
Bloomberg US Corporate High Yield Bond 2% Issuer Cap Index | -7.40% | -5.22% | 3.68% | 5.25% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 0.85% | 0.85% |
Class C | 1.61% | 1.61% |
Class I | 0.61% | 0.61% |
Class R3 | 1.23% | 1.23% |
Class R4 | 0.93% | 0.93% |
Class R5 | 0.63% | 0.63% |
Class R6 | 0.53% | 0.53% |
Class Y | 0.64% | 0.64% |
Class F | 0.53% | 0.53% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 47.6% |
Escrows | 0.2 |
Preferred Stocks | 0.2 |
Total | 48.0% |
Fixed Income Securities | |
Convertible Bonds | 0.1% |
Corporate Bonds | 42.0 |
Foreign Government Obligations | 3.4 |
Municipal Bonds | 0.1 |
Senior Floating Rate Interests | 0.2 |
U.S. Government Securities | 1.9 |
Total | 47.7% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 1.2 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 04/30/2014 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term total return while seeking to mitigate downside risk. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -2.35% | 0.38% | 4.82% | 3.73% |
Class A4 | -6.74% | -4.13% | 3.86% | 3.14% |
Class C3 | -2.71% | -0.37% | 4.06% | 2.98% |
Class C5 | -3.67% | -1.35% | 4.06% | 2.98% |
Class I3 | -2.20% | 0.69% | 5.03% | 3.97% |
Class R33 | -2.45% | 0.16% | 4.71% | 3.55% |
Class R43 | -2.31% | 0.47% | 4.90% | 3.79% |
Class R53 | -2.15% | 0.81% | 5.07% | 3.95% |
Class R63 | -2.09% | 0.91% | 5.16% | 4.05% |
Class Y3 | -2.15% | 0.81% | 5.10% | 4.02% |
Class F3 | -2.11% | 0.91% | 5.19% | 4.05% |
70% Bloomberg US Aggregate Bond Index/ 30% MSCI ACWI Index (Net)6 | -10.05% | -7.48% | 3.87% | 3.76% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.74% |
MSCI ACWI Index (Net) | -11.63% | -5.44% | 9.46% | 7.87% |
1 | Not annualized. |
2 | Inception: 04/30/2014 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 4.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
6 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 0.96% | 0.96% |
Class C | 1.72% | 1.71% |
Class I | 0.68% | 0.66% |
Class R3 | 1.29% | 1.18% |
Class R4 | 0.99% | 0.88% |
Class R5 | 0.69% | 0.55% |
Class R6 | 0.58% | 0.45% |
Class Y | 0.67% | 0.55% |
Class F | 0.57% | 0.45% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
3 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Affiliated Investment Companies | 19.4% |
Common Stocks | 38.1 |
Warrants | 0.0 * |
Total | 57.5% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 12.3% |
Corporate Bonds | 15.7 |
Municipal Bonds | 0.5 |
U.S. Government Agencies(2) | 5.5 |
U.S. Government Securities | 3.4 |
Total | 37.4% |
Short-Term Investments | 4.4 |
Purchased Options | 1.0 |
Other Assets & Liabilities | (0.3) |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
4 |
April 30, 2022 (Unaudited)
Inception 05/31/2007 Advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”) | Investment objective – The Fund seeks long-term capital appreciation and income. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -8.45% | -4.30% | 8.29% | 8.85% |
Class A3 | -13.48% | -9.57% | 7.08% | 8.24% |
Class C2 | -8.77% | -4.98% | 7.47% | 8.03% |
Class C4 | -9.64% | -5.87% | 7.47% | 8.03% |
Class I2 | -8.33% | -4.07% | 8.56% | 9.13% |
Class R32 | -8.57% | -4.62% | 7.89% | 8.46% |
Class R42 | -8.43% | -4.38% | 8.23% | 8.79% |
Class R52 | -8.32% | -4.07% | 8.46% | 9.09% |
Class F2 | -8.20% | -3.89% | 8.66% | 9.19% |
33.4% Russell 3000 Index/ 33.3% S&P 500 Index/33.3% Bloomberg US Aggregate Bond Index5 | -10.19% | -3.68% | 9.48% | 9.67% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 0.91% | 0.91% |
Class C | 1.69% | 1.69% |
Class I | 0.67% | 0.67% |
Class R3 | 1.29% | 1.29% |
Class R4 | 0.99% | 0.99% |
Class R5 | 0.69% | 0.69% |
Class F | 0.58% | 0.58% |
* | Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Asset Allocation(1) | |
as of 04/30/2022 | |
Fund Type | Percentage of Net Assets |
Domestic Equity Funds | 65.4% |
Taxable Fixed Income Funds | 34.4 |
Short-Term Investments | 0.2 |
Other Assets & Liabilities | 0.0 * |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (Unaudited)
Inception 05/28/2004 Advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”) | Investment objective – The Fund seeks current income and long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -9.05% | -7.37% | 3.78% | 2.72% |
Class A3 | -14.05% | -12.46% | 2.61% | 2.14% |
Class C2 | -9.47% | -8.09% | 2.99% | 1.93% |
Class C4 | -10.34% | -8.98% | 2.99% | 1.93% |
Class I2 | -8.96% | -7.13% | 4.03% | 2.98% |
Class R32 | -9.18% | -7.66% | 3.47% | 2.40% |
Class R42 | -9.08% | -7.40% | 3.79% | 2.71% |
Class R52 | -8.94% | -7.19% | 4.08% | 3.01% |
Class F2 | -8.87% | -7.04% | 4.15% | 3.03% |
65% Bloomberg US Aggregate Bond Index/ 25% Russell 3000 Index/ 10% MSCI ACWI ex USA Index (Net)5 | -10.19% | -7.21% | 4.74% | 5.09% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 1.06% | 1.06% |
Class C | 1.85% | 1.85% |
Class I | 0.80% | 0.80% |
Class R3 | 1.43% | 1.43% |
Class R4 | 1.12% | 1.12% |
Class R5 | 0.83% | 0.83% |
Class F | 0.71% | 0.71% |
* | Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Asset Allocation(1) | |
as of 04/30/2022 | |
Fund Type | Percentage of Net Assets |
Domestic Equity Funds | 26.8% |
International/Global Equity Funds | 8.6 |
Taxable Fixed Income Funds | 64.4 |
Short-Term Investments | 0.2 |
Other Assets & Liabilities | 0.0 * |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
6 |
April 30, 2022 (Unaudited)
Inception 05/28/2010 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide long-term total returns that outpace inflation over a macroeconomic cycle. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | 4.08% | 12.39% | 6.43% | 1.39% |
Class A3 | -1.65% | 6.21% | 5.23% | 0.82% |
Class C2 | 3.65% | 11.64% | 5.62% | 0.64% |
Class C4 | 2.77% | 10.70% | 5.62% | 0.64% |
Class I2 | 4.13% | 12.68% | 6.72% | 1.67% |
Class R32 | 3.88% | 12.13% | 6.14% | 1.15% |
Class R42 | 4.01% | 12.39% | 6.46% | 1.44% |
Class R52 | 4.23% | 12.85% | 6.75% | 1.70% |
Class R62 | 4.25% | 12.81% | 6.80% | 1.75% |
Class Y2 | 4.26% | 12.82% | 6.80% | 1.75% |
Class F2 | 4.25% | 13.04% | 6.82% | 1.71% |
40% Bloomberg US TIPS 1-10 Year Index/ 30% MSCI ACWI Commodity Producers Index (Net)/ 10% Bloomberg Commodity Index Total Return/ 10% MSCI World IMI Core Real Estate Index (Net)/ 10% MSCI ACWI Infrastructure Index (Net)5 | 6.11% | 12.30% | 6.64% | 3.12% |
Bloomberg US TIPS 1-10 Year Index | -1.96% | 1.52% | 3.59% | 2.02% |
MSCI ACWI Commodity Producers Index (Net) | 16.13% | 25.37% | 8.67% | 2.25% |
Bloomberg Commodity Index Total Return | 25.46% | 43.53% | 10.22% | -0.26% |
MSCI World IMI Core Real Estate Index (Net) | -5.57% | 2.38% | 5.45% | 6.66% |
MSCI ACWI Infrastructure Index (Net) | 2.12% | -0.73% | 4.52% | 5.20% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 1.55% | 1.26% |
Class C | 2.38% | 2.01% |
Class I | 1.22% | 1.01% |
Class R3 | 1.85% | 1.51% |
Class R4 | 1.55% | 1.21% |
Class R5 | 1.24% | 0.96% |
Class R6 | 1.13% | 0.91% |
Class Y | 1.21% | 0.91% |
Class F | 1.13% | 0.91% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement or fee waiver arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. The expense reimbursement arrangement remains in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. The fee waiver remains in effect as long as the Fund remains invested in the subsidiary. Expenses shown include acquired fund fees and expenses and expenses of the Fund’s wholly-owned Cayman Islands subsidiary. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
7 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Closed End Funds | 0.1% |
Common Stocks | 52.1 |
Exchange-Traded Funds | 2.5 |
Total | 54.7% |
Fixed Income Securities | |
Foreign Government Obligations | 7.0% |
U.S. Government Securities | 20.7 |
Total | 27.7% |
Short-Term Investments | 17.7 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
8 |
April 30, 2022 (Unaudited)
Inception 05/28/2004 Advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”) | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -10.74% | -7.32% | 7.33% | 7.03% |
Class A3 | -15.65% | -12.41% | 6.12% | 6.43% |
Class C2 | -11.11% | -8.10% | 6.49% | 6.23% |
Class C4 | -11.94% | -8.96% | 6.49% | 6.23% |
Class I2 | -10.59% | -7.08% | 7.65% | 7.36% |
Class R32 | -10.89% | -7.63% | 6.97% | 6.69% |
Class R42 | -10.69% | -7.37% | 7.29% | 7.02% |
Class R52 | -10.56% | -7.08% | 7.62% | 7.35% |
Class F2 | -10.53% | -6.96% | 7.74% | 7.42% |
55% Russell 3000 Index/ 25% MSCI ACWI ex USA Index (Net)/ 20% Bloomberg US Aggregate Bond Index5 | -11.24% | -5.89% | 8.79% | 9.03% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 1.06% | 1.06% |
Class C | 1.86% | 1.86% |
Class I | 0.82% | 0.82% |
Class R3 | 1.40% | 1.40% |
Class R4 | 1.10% | 1.10% |
Class R5 | 0.79% | 0.79% |
Class F | 0.68% | 0.68% |
* | Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Asset Allocation(1) | |
as of 04/30/2022 | |
Fund Type | Percentage of Net Assets |
Domestic Equity Funds | 59.9% |
International/Global Equity Funds | 22.4 |
Taxable Fixed Income Funds | 17.5 |
Short-Term Investments | 0.2 |
Other Assets & Liabilities | (0.0) * |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
9 |
April 30, 2022 (Unaudited)
Inception 05/28/2004 Advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”) | Investment objective – The Fund seeks long-term capital appreciation and income. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -9.98% | -7.37% | 5.66% | 4.86% |
Class A3 | -14.93% | -12.46% | 4.47% | 4.27% |
Class C2 | -10.33% | -8.12% | 4.84% | 4.07% |
Class C4 | -11.18% | -8.99% | 4.84% | 4.07% |
Class I2 | -9.84% | -7.10% | 5.94% | 5.17% |
Class R32 | -10.20% | -7.77% | 5.27% | 4.50% |
Class R42 | -10.07% | -7.48% | 5.58% | 4.81% |
Class R52 | -9.83% | -7.17% | 5.93% | 5.13% |
Class F2 | -9.82% | -7.09% | 6.02% | 5.21% |
40% Bloomberg US Aggregate Bond Index/ 40% Russell 3000 Index/ 20% MSCI ACWI ex USA Index (Net)5 | -10.76% | -6.57% | 6.91% | 7.18% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 1.03% | 1.03% |
Class C | 1.82% | 1.82% |
Class I | 0.77% | 0.77% |
Class R3 | 1.38% | 1.38% |
Class R4 | 1.09% | 1.09% |
Class R5 | 0.78% | 0.78% |
Class F | 0.68% | 0.68% |
* | Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Asset Allocation(1) | |
as of 04/30/2022 | |
Fund Type | Percentage of Net Assets |
Domestic Equity Funds | 43.4% |
International/Global Equity Funds | 18.0 |
Taxable Fixed Income Funds | 38.5 |
Short-Term Investments | 0.2 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
10 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks to provide a high level of current income consistent with growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -8.06% | -5.88% | 4.21% | 6.31% |
Class A3 | -13.12% | -11.05% | 3.04% | 5.71% |
Class C2 | -8.41% | -6.55% | 3.46% | 5.56% |
Class C4 | -9.28% | -7.43% | 3.46% | 5.56% |
Class I2 | -7.93% | -5.59% | 4.53% | 6.54% |
Class R32 | -8.24% | -6.17% | 3.92% | 6.03% |
Class R42 | -8.09% | -5.92% | 4.18% | 6.33% |
Class R52 | -7.93% | -5.60% | 4.50% | 6.64% |
Class R62 | -7.88% | -5.53% | 4.60% | 6.73% |
Class Y2 | -7.92% | -5.59% | 4.55% | 6.70% |
Class F2 | -7.89% | -5.50% | 4.61% | 6.58% |
55% Bloomberg US Aggregate Bond Index/ 45% S&P 500 Index5 | -9.43% | -4.47% | 6.98% | 7.20% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.20% | 1.73% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
5 | Calculated by Hartford Funds Management Company, LLC |
Operating Expenses* | Gross | Net |
Class A | 1.01% | 1.01% |
Class C | 1.73% | 1.73% |
Class I | 0.70% | 0.70% |
Class R3 | 1.34% | 1.34% |
Class R4 | 1.04% | 1.04% |
Class R5 | 0.74% | 0.74% |
Class R6 | 0.62% | 0.62% |
Class Y | 0.73% | 0.73% |
Class F | 0.62% | 0.62% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
11 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 30.9% |
Convertible Preferred Stocks | 0.3 |
Equity Linked Securities | 5.8 |
Preferred Stocks | 0.3 |
Total | 37.3% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 17.0% |
Convertible Bonds | 4.0 |
Corporate Bonds | 13.4 |
Foreign Government Obligations | 0.9 |
Municipal Bonds | 1.1 |
Senior Floating Rate Interests | 10.2 |
U.S. Government Agencies(2) | 1.5 |
U.S. Government Securities | 9.9 |
Total | 58.0% |
Short-Term Investments | 6.6 |
Other Assets & Liabilities | (1.9) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
12 |
Bloomberg Corporate Index (reflects no deduction for fees, expenses or taxes) is the Corporate component of the US Credit Index within the Bloomberg US Aggregate Bond Index. |
Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. |
Bloomberg US Corporate High Yield Bond 2% Issuer Cap Index (reflects no deduction for fees, expenses or taxes) is the 2% issuer cap component of the Bloomberg US High Yield Index, which is an unmanaged broad-based market value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and non convertible debt registered with the Securities and Exchange Commission. |
Bloomberg US TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents US Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years. |
Bloomberg Commodity Index Total Return (reflects no deduction for fees, expenses or taxes) is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index ("BCOM"). This combines the returns of the BCOM with the returns on cash collateral invested in 13 week (3 Month) US Treasury bills. |
JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets. |
MSCI ACWI (All Country World) Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets and emerging markets countries. |
MSCI ACWI (All Country World) Commodity Producers Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture the global opportunity set of commodity producers in the energy, metal and agricultural sectors. Constituents are selected from the equity universe of MSCI ACWI Index, the parent index, which covers mid and large cap securities across developed market and emerging market countries. |
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries. |
MSCI ACWI (All Country World) Infrastructure Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture the global opportunity set of companies that are owners or operators of infrastructure assets. |
MSCI World IMI Core Real Estate Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large, mid and small cap stocks across developed countries engaged in the ownership, development and management of specific core property type real estate. |
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership. |
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization. |
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks. |
Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent. |
“Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds. |
13 |
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. |
14 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Balanced Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 930.10 | $ 4.07 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class C | $ 1,000.00 | $ 926.60 | $ 7.69 | $ 1,000.00 | $ 1,016.81 | $ 8.05 | 1.61% | ||||||
Class I | $ 1,000.00 | $ 931.20 | $ 2.92 | $ 1,000.00 | $ 1,021.77 | $ 3.06 | 0.61% | ||||||
Class R3 | $ 1,000.00 | $ 928.10 | $ 5.88 | $ 1,000.00 | $ 1,018.70 | $ 6.16 | 1.23% | ||||||
Class R4 | $ 1,000.00 | $ 929.40 | $ 4.50 | $ 1,000.00 | $ 1,020.13 | $ 4.71 | 0.94% | ||||||
Class R5 | $ 1,000.00 | $ 930.80 | $ 3.06 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class R6 | $ 1,000.00 | $ 931.80 | $ 2.54 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Class Y | $ 1,000.00 | $ 931.30 | $ 3.07 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class F | $ 1,000.00 | $ 931.60 | $ 2.54 | $ 1,000.00 | $ 1,022.17 | $ 2.66 | 0.53% | ||||||
Hartford AARP Balanced Retirement Fund | |||||||||||||
Class A | $ 1,000.00 | $ 976.50 | $ 4.16 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class C | $ 1,000.00 | $ 972.90 | $ 7.82 | $ 1,000.00 | $ 1,016.86 | $ 8.00 | 1.60% | ||||||
Class I | $ 1,000.00 | $ 978.00 | $ 2.70 | $ 1,000.00 | $ 1,022.07 | $ 2.76 | 0.55% | ||||||
Class R3 | $ 1,000.00 | $ 975.50 | $ 5.24 | $ 1,000.00 | $ 1,019.49 | $ 5.36 | 1.07% | ||||||
Class R4 | $ 1,000.00 | $ 976.90 | $ 3.77 | $ 1,000.00 | $ 1,020.98 | $ 3.86 | 0.77% | ||||||
Class R5 | $ 1,000.00 | $ 978.50 | $ 2.16 | $ 1,000.00 | $ 1,022.61 | $ 2.21 | 0.44% | ||||||
Class R6 | $ 1,000.00 | $ 979.10 | $ 1.62 | $ 1,000.00 | $ 1,023.21 | $ 1.66 | 0.33% | ||||||
Class Y | $ 1,000.00 | $ 978.50 | $ 2.16 | $ 1,000.00 | $ 1,022.61 | $ 2.21 | 0.44% | ||||||
Class F | $ 1,000.00 | $ 978.90 | $ 1.67 | $ 1,000.00 | $ 1,023.11 | $ 1.71 | 0.34% |
15 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Checks and Balances Fund | |||||||||||||
Class A | $ 1,000.00 | $ 915.50 | $ 1.76 | $ 1,000.00 | $ 1,022.96 | $ 1.86 | 0.37% | ||||||
Class C | $ 1,000.00 | $ 912.30 | $ 5.45 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class I | $ 1,000.00 | $ 916.70 | $ 0.67 | $ 1,000.00 | $ 1,024.10 | $ 0.70 | 0.14% | ||||||
Class R3 | $ 1,000.00 | $ 914.30 | $ 3.51 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class R4 | $ 1,000.00 | $ 915.70 | $ 2.09 | $ 1,000.00 | $ 1,022.61 | $ 2.21 | 0.44% | ||||||
Class R5 | $ 1,000.00 | $ 916.80 | $ 0.76 | $ 1,000.00 | $ 1,024.05 | $ 0.80 | 0.16% | ||||||
Class F | $ 1,000.00 | $ 918.00 | $ 0.19 | $ 1,000.00 | $ 1,024.60 | $ 0.20 | 0.04% | ||||||
The Hartford Conservative Allocation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 909.50 | $ 2.75 | $ 1,000.00 | $ 1,021.92 | $ 2.91 | 0.58% | ||||||
Class C | $ 1,000.00 | $ 905.30 | $ 6.47 | $ 1,000.00 | $ 1,018.00 | $ 6.85 | 1.37% | ||||||
Class I | $ 1,000.00 | $ 910.40 | $ 1.56 | $ 1,000.00 | $ 1,023.16 | $ 1.66 | 0.33% | ||||||
Class R3 | $ 1,000.00 | $ 908.20 | $ 4.49 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class R4 | $ 1,000.00 | $ 909.20 | $ 3.08 | $ 1,000.00 | $ 1,021.57 | $ 3.26 | 0.65% | ||||||
Class R5 | $ 1,000.00 | $ 910.60 | $ 1.66 | $ 1,000.00 | $ 1,023.06 | $ 1.76 | 0.35% | ||||||
Class F | $ 1,000.00 | $ 911.30 | $ 1.14 | $ 1,000.00 | $ 1,023.60 | $ 1.20 | 0.24% | ||||||
The Hartford Global Real Asset Fund (Consolidated) | |||||||||||||
Class A | $ 1,000.00 | $ 1,040.80 | $ 6.32 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 1,036.50 | $ 10.10 | $ 1,000.00 | $ 1,014.88 | $ 9.99 | 2.00% | ||||||
Class I | $ 1,000.00 | $ 1,041.30 | $ 5.06 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class R3 | $ 1,000.00 | $ 1,038.80 | $ 7.58 | $ 1,000.00 | $ 1,017.36 | $ 7.50 | 1.50% | ||||||
Class R4 | $ 1,000.00 | $ 1,040.10 | $ 6.07 | $ 1,000.00 | $ 1,018.89 | $ 6.01 | 1.20% | ||||||
Class R5 | $ 1,000.00 | $ 1,041.20 | $ 4.81 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class R6(1) | $ 1,000.00 | $ 995.50 | $ 1.50(2) | $ 1,000.00 | $ 1,019.29 | $ 4.51(3) | 0.90% | ||||||
Class Y | $ 1,000.00 | $ 1,042.60 | $ 4.56 | $ 1,000.00 | $ 1,020.33 | $ 4.51 | 0.90% | ||||||
Class F | $ 1,000.00 | $ 1,042.50 | $ 4.56 | $ 1,000.00 | $ 1,020.33 | $ 4.51 | 0.90% | ||||||
The Hartford Growth Allocation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 892.60 | $ 2.44 | $ 1,000.00 | $ 1,022.22 | $ 2.61 | 0.52% | ||||||
Class C | $ 1,000.00 | $ 888.90 | $ 6.27 | $ 1,000.00 | $ 1,018.15 | $ 6.71 | 1.34% | ||||||
Class I | $ 1,000.00 | $ 894.10 | $ 1.17 | $ 1,000.00 | $ 1,023.55 | $ 1.25 | 0.25% | ||||||
Class R3 | $ 1,000.00 | $ 891.10 | $ 4.03 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R4 | $ 1,000.00 | $ 893.10 | $ 2.68 | $ 1,000.00 | $ 1,021.97 | $ 2.86 | 0.57% | ||||||
Class R5 | $ 1,000.00 | $ 894.40 | $ 1.22 | $ 1,000.00 | $ 1,023.51 | $ 1.30 | 0.26% | ||||||
Class F | $ 1,000.00 | $ 894.70 | $ 0.75 | $ 1,000.00 | $ 1,024.00 | $ 0.80 | 0.16% | ||||||
Hartford Moderate Allocation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 900.20 | $ 2.45 | $ 1,000.00 | $ 1,022.22 | $ 2.61 | 0.52% | ||||||
Class C | $ 1,000.00 | $ 896.70 | $ 6.25 | $ 1,000.00 | $ 1,018.20 | $ 6.66 | 1.33% | ||||||
Class I | $ 1,000.00 | $ 901.60 | $ 1.23 | $ 1,000.00 | $ 1,023.51 | $ 1.30 | 0.26% | ||||||
Class R3 | $ 1,000.00 | $ 898.00 | $ 4.14 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class R4 | $ 1,000.00 | $ 899.30 | $ 2.73 | $ 1,000.00 | $ 1,021.92 | $ 2.91 | 0.58% | ||||||
Class R5 | $ 1,000.00 | $ 901.70 | $ 1.23 | $ 1,000.00 | $ 1,023.51 | $ 1.30 | 0.26% | ||||||
Class F | $ 1,000.00 | $ 901.80 | $ 0.80 | $ 1,000.00 | $ 1,023.95 | $ 0.85 | 0.17% |
16 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Multi-Asset Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 919.40 | $ 4.81 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class C | $ 1,000.00 | $ 915.90 | $ 8.36 | $ 1,000.00 | $ 1,016.07 | $ 8.80 | 1.76% | ||||||
Class I | $ 1,000.00 | $ 920.70 | $ 3.48 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 917.60 | $ 6.32 | $ 1,000.00 | $ 1,018.20 | $ 6.66 | 1.33% | ||||||
Class R4 | $ 1,000.00 | $ 919.10 | $ 5.00 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class R5 | $ 1,000.00 | $ 920.70 | $ 3.52 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class R6 | $ 1,000.00 | $ 921.20 | $ 3.05 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class Y | $ 1,000.00 | $ 920.80 | $ 3.52 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class F | $ 1,000.00 | $ 921.10 | $ 3.00 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% |
(1) | Inception date of The Hartford Global Real Asset Fund Class R6 shares was February 28, 2022. |
(2) | Expenses paid during the period February 28, 2022 through April 30, 2022. |
(3) | Please note that while Class R6 shares commenced operations on February 28, 2022, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that the annualized expense ratio for Class R6 shares was in effect during the period November 1, 2021 to April 30, 2022. |
17 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CONVERTIBLE BONDS - 0.1% | |||
Airlines - 0.0% | |||
$ 1,499,000 | JetBlue Airways Corp. 0.50%, 04/01/2026(1) | $ 1,218,837 | |
Healthcare - Products - 0.1% | |||
1,379,000 | Insulet Corp. 0.38%, 09/01/2026 | 1,696,170 | |
2,200,000 | NuVasive, Inc. 0.38%, 03/15/2025 | 2,051,500 | |
3,747,670 | |||
Machinery-Diversified - 0.0% | |||
433,000 | Middleby Corp. 1.00%, 09/01/2025 | 565,335 | |
Oil & Gas - 0.0% | |||
800,000 | Pioneer Natural Resources Co. 0.25%, 05/15/2025 | 1,760,800 | |
Retail - 0.0% | |||
1,600,000 | Shake Shack, Inc. 0.00%, 03/01/2028(2) | 1,232,800 | |
Software - 0.0% | |||
2,226,000 | Western Digital Corp. 1.50%, 02/01/2024 | 2,136,960 | |
Total Convertible Bonds (cost $10,368,149) | $ 10,662,402 | ||
CORPORATE BONDS - 42.0% | |||
Advertising - 0.0% | |||
2,985,000 | Lamar Media Corp. 3.75%, 02/15/2028 | $ 2,731,275 | |
Aerospace/Defense - 1.1% | |||
Boeing Co. | |||
7,000,000 | 3.25%, 02/01/2035 | 5,622,788 | |
2,655,000 | 3.75%, 02/01/2050 | 2,038,457 | |
2,450,000 | 3.90%, 05/01/2049 | 1,943,506 | |
13,025,000 | 5.04%, 05/01/2027 | 13,223,963 | |
6,350,000 | 5.71%, 05/01/2040 | 6,357,739 | |
9,000,000 | 5.81%, 05/01/2050 | 9,052,165 | |
L3Harris Technologies, Inc. | |||
22,890,000 | 3.85%, 06/15/2023 | 23,081,086 | |
7,545,000 | 4.40%, 06/15/2028 | 7,553,234 | |
6,025,000 | Lockheed Martin Corp. 4.50%, 05/15/2036 | 6,225,386 | |
Northrop Grumman Corp. | |||
3,200,000 | 3.25%, 01/15/2028 | 3,073,923 | |
5,215,000 | 4.03%, 10/15/2047 | 4,807,441 | |
Raytheon Technologies Corp. | |||
11,255,000 | 2.38%, 03/15/2032 | 9,686,630 | |
8,455,000 | 3.03%, 03/15/2052 | 6,547,692 | |
5,000,000 | 3.75%, 11/01/2046 | 4,435,895 | |
1,925,000 | 4.50%, 06/01/2042 | 1,911,651 | |
3,425,000 | 4.63%, 11/16/2048 | 3,500,191 | |
Teledyne Technologies, Inc. | |||
24,370,000 | 0.95%, 04/01/2024 | 23,176,326 | |
2,270,000 | 1.60%, 04/01/2026 | 2,058,720 | |
17,800,000 | 2.75%, 04/01/2031 | 15,420,236 | |
TransDigm, Inc. | |||
3,750,000 | 5.50%, 11/15/2027 | 3,438,713 | |
4,970,000 | 6.25%, 03/15/2026(1) | 4,951,363 | |
505,000 | 8.00%, 12/15/2025(1) | 524,884 | |
158,631,989 | |||
Agriculture - 0.7% | |||
Altria Group, Inc. | |||
8,645,000 | 3.88%, 09/16/2046 | 6,526,276 | |
3,970,000 | 5.38%, 01/31/2044(3) | 3,728,509 | |
BAT Capital Corp. | |||
35,610,000 | 2.26%, 03/25/2028 | 30,442,315 | |
8,515,000 | 3.22%, 09/06/2026 | 8,056,379 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Agriculture - 0.7% - (continued) | |||
$ 5,395,000 | 3.46%, 09/06/2029 | $ 4,811,550 | |
6,055,000 | 4.74%, 03/16/2032 | 5,690,565 | |
Cargill, Inc. | |||
20,370,000 | 2.13%, 11/10/2031(1) | 17,323,019 | |
7,945,000 | 4.00%, 06/22/2032 | 7,863,630 | |
1,305,000 | 4.38%, 04/22/2052(1) | 1,306,089 | |
Imperial Brands Finance plc | |||
6,455,000 | 3.50%, 02/11/2023(1) | 6,452,696 | |
10,360,000 | 3.75%, 07/21/2022(1) | 10,363,308 | |
102,564,336 | |||
Airlines - 0.0% | |||
201 | Continental Airlines, Inc. 6.90%, 10/19/2023 | 201 | |
Apparel - 0.0% | |||
555,000 | Crocs, Inc. 4.13%, 08/15/2031(1) | 442,923 | |
4,675,000 | NIKE, Inc. 3.25%, 03/27/2040 | 4,151,246 | |
4,594,169 | |||
Auto Manufacturers - 0.5% | |||
505,000 | Ford Motor Co. 4.35%, 12/08/2026 | 484,800 | |
Ford Motor Credit Co. LLC | |||
6,930,000 | 2.30%, 02/10/2025 | 6,435,891 | |
1,130,000 | 2.90%, 02/16/2028 | 971,800 | |
2,040,000 | 3.35%, 11/01/2022 | 2,040,632 | |
4,510,000 | 3.37%, 11/17/2023 | 4,442,350 | |
2,635,000 | 3.38%, 11/13/2025 | 2,483,659 | |
435,000 | 3.66%, 09/08/2024 | 420,863 | |
1,105,000 | 4.13%, 08/04/2025 | 1,060,800 | |
930,000 | 4.38%, 08/06/2023 | 930,558 | |
3,200,000 | 4.54%, 08/01/2026 | 3,060,000 | |
885,000 | 4.95%, 05/28/2027 | 861,910 | |
2,690,000 | 5.13%, 06/16/2025 | 2,683,275 | |
2,055,000 | 5.58%, 03/18/2024 | 2,078,098 | |
6,235,000 | General Motors Co. 5.15%, 04/01/2038 | 5,883,595 | |
General Motors Financial Co., Inc. | |||
19,670,000 | 1.50%, 06/10/2026 | 17,523,046 | |
1,500,000 | 2.40%, 04/10/2028 | 1,308,631 | |
7,985,000 | 3.50%, 11/07/2024 | 7,900,747 | |
4,245,000 | 4.35%, 01/17/2027 | 4,192,227 | |
16,350,000 | Hyundai Capital America 2.10%, 09/15/2028(1) | 14,045,608 | |
78,808,490 | |||
Auto Parts & Equipment - 0.0% | |||
Adient Global Holdings Ltd. | |||
EUR 1,930,000 | 3.50%, 08/15/2024(4) | 1,913,891 | |
$ 3,665,000 | 4.88%, 08/15/2026(1) | 3,268,190 | |
5,182,081 | |||
Beverages - 0.9% | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | |||
15,055,000 | 4.70%, 02/01/2036 | 14,922,591 | |
10,971,000 | 4.90%, 02/01/2046 | 10,838,287 | |
Anheuser-Busch InBev Worldwide, Inc. | |||
9,174,000 | 3.75%, 07/15/2042 | 7,782,002 | |
3,440,000 | 4.38%, 04/15/2038 | 3,292,268 | |
7,750,000 | 4.60%, 04/15/2048 | 7,319,728 | |
6,130,000 | 4.75%, 04/15/2058 | 5,782,035 | |
Bacardi Ltd. | |||
6,215,000 | 2.75%, 07/15/2026(1) | 5,831,437 | |
9,960,000 | 4.45%, 05/15/2025(1) | 9,985,891 | |
5,365,000 | 5.15%, 05/15/2038(1) | 5,368,349 |
18 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Beverages - 0.9% - (continued) | |||
Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL | |||
$ 2,289,000 | 5.25%, 04/27/2029(1) | $ 2,180,273 | |
370,000 | 5.25%, 04/27/2029(4) | 352,425 | |
Coca-Cola Co. | |||
10,000,000 | 2.50%, 06/01/2040 | 8,028,118 | |
2,270,000 | 3.00%, 03/05/2051 | 1,864,022 | |
Constellation Brands, Inc. | |||
1,585,000 | 3.15%, 08/01/2029 | 1,455,781 | |
7,893,000 | 3.60%, 02/15/2028 | 7,608,084 | |
10,297,000 | Diageo Capital plc 2.00%, 04/29/2030 | 8,976,434 | |
12,500,000 | Keurig Dr Pepper, Inc. 3.95%, 04/15/2029 | 12,212,659 | |
Pernod Ricard International Finance LLC | |||
18,810,000 | 1.25%, 04/01/2028(1)(3) | 16,101,164 | |
9,595,000 | 1.63%, 04/01/2031(1) | 7,772,945 | |
137,674,493 | |||
Biotechnology - 0.4% | |||
Amgen, Inc. | |||
3,570,000 | 3.15%, 02/21/2040 | 2,884,989 | |
2,745,000 | 3.35%, 02/22/2032 | 2,534,407 | |
CSL Finance plc Co. | |||
1,660,000 | 4.25%, 04/27/2032 | 1,647,679 | |
1,700,000 | 4.63%, 04/27/2042 | 1,673,673 | |
Gilead Sciences, Inc. | |||
7,060,000 | 1.20%, 10/01/2027 | 6,137,076 | |
3,965,000 | 2.60%, 10/01/2040 | 2,978,979 | |
5,000,000 | 3.65%, 03/01/2026 | 4,969,663 | |
Royalty Pharma plc | |||
8,060,000 | 1.75%, 09/02/2027 | 7,067,589 | |
4,220,000 | 2.15%, 09/02/2031 | 3,398,027 | |
16,060,000 | 2.20%, 09/02/2030 | 13,415,158 | |
5,975,000 | 3.35%, 09/02/2051 | 4,268,405 | |
1,570,000 | 3.55%, 09/02/2050 | 1,158,808 | |
52,134,453 | |||
Chemicals - 0.4% | |||
Braskem Idesa SAPI | |||
1,760,000 | 6.99%, 02/20/2032(1) | 1,579,371 | |
585,000 | 6.99%, 02/20/2032(4) | 524,961 | |
Braskem Netherlands Finance B.V. | |||
800,000 | 4.50%, 01/10/2028(4) | 753,448 | |
1,915,000 | 4.50%, 01/31/2030(4) | 1,722,083 | |
2,510,000 | Ecolab, Inc. 2.70%, 12/15/2051 | 1,905,694 | |
6,360,000 | EI du Pont de Nemours and Co. 1.70%, 07/15/2025 | 6,004,370 | |
2,300,000 | GC Treasury Centre Co., Ltd. 4.40%, 03/30/2032(1) | 2,188,822 | |
26,575,000 | International Flavors & Fragrances, Inc. 1.83%, 10/15/2027(1) | 23,440,325 | |
1,075,000 | NOVA Chemicals Corp. 4.25%, 05/15/2029(1) | 929,875 | |
OCP S.A. | |||
980,000 | 3.75%, 06/23/2031(1) | 828,643 | |
565,000 | 3.75%, 06/23/2031(4) | 477,738 | |
2,979,000 | 4.50%, 10/22/2025(4) | 2,980,013 | |
2,165,000 | 5.13%, 06/23/2051(4) | 1,673,025 | |
1,376,000 | 5.13%, 06/23/2051(1) | 1,063,318 | |
855,000 | 5.63%, 04/25/2024(4) | 876,375 | |
340,000 | 6.88%, 04/25/2044(4) | 327,250 | |
Sherwin-Williams Co. | |||
6,835,000 | 2.90%, 03/15/2052 | 4,983,169 | |
1,740,000 | 4.50%, 06/01/2047 | 1,665,416 | |
1,745,000 | Valvoline, Inc. 3.63%, 06/15/2031(1) | 1,417,813 | |
55,341,709 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% | |||
$ 7,500,000 | ABN Amro Bank N.V. 1.54%, 06/16/2027, (1.54% fixed rate until 06/16/2026; 12 mo. USD CMT + 0.800% thereafter)(1)(5) | $ 6,701,545 | |
200,000 | ADCB Finance Cayman Ltd. 4.50%, 03/06/2023(4) | 201,900 | |
Banco de Credito del Peru S.A. | |||
1,200,000 | 3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(1)(5) | 1,093,812 | |
418,000 | 3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(4)(5) | 381,011 | |
Banco do Brasil S.A. | |||
425,000 | 3.25%, 09/30/2026(4) | 395,254 | |
1,300,000 | 4.88%, 01/11/2029(1) | 1,261,650 | |
Bancolombia S.A. | |||
1,380,000 | 3.00%, 01/29/2025 | 1,296,469 | |
835,000 | 4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(5) | 781,744 | |
1,975,000 | Bangkok Bank PCL 3.47%, 09/23/2036, (3.47% fixed rate until 09/23/2031; 5 year USD CMT + 2.150% thereafter)(1)(5) | 1,698,733 | |
1,965,000 | Bank Hapoalim BM 3.26%, 01/21/2032, (3.26% fixed rate until 01/21/2027; 5 year USD CMT + 2.155% thereafter)(1)(4)(5) | 1,768,500 | |
1,610,000 | Bank Leumi Le-Israel BM 3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD CMT + 1.631% thereafter)(1)(4)(5) | 1,473,150 | |
Bank of America Corp. | |||
3,640,000 | 1.90%, 07/23/2031, (1.90% fixed rate until 07/23/2030; 3 mo. USD SOFR + 1.530% thereafter)(5) | 2,977,690 | |
7,000,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.220% thereafter)(5) | 5,787,809 | |
16,525,000 | 2.48%, 09/21/2036, (2.48% fixed rate until 09/21/2031; 5 year USD CMT + 1.200% thereafter)(5) | 13,248,822 | |
28,505,000 | 2.50%, 02/13/2031, (2.50% fixed rate until 02/13/2030; 3 mo. USD LIBOR + 0.990% thereafter)(5) | 24,472,733 | |
5,445,000 | 2.55%, 02/04/2028, (2.55% fixed rate until 02/04/2027; 3 mo. USD SOFR + 1.050% thereafter)(5) | 5,033,893 | |
8,400,000 | 2.65%, 03/11/2032, (2.65% fixed rate until 03/11/2031; 3 mo. USD SOFR + 1.220% thereafter)(5) | 7,201,126 | |
8,800,000 | 2.68%, 06/19/2041, (2.68% fixed rate until 06/19/2040; 3 mo. USD SOFR + 1.930% thereafter)(5) | 6,598,105 | |
35,110,000 | 2.97%, 02/04/2033, (2.97% fixed rate until 02/04/2032; 3 mo. USD SOFR + 1.330% thereafter)(5) | 30,646,018 | |
3,733,000 | 3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(5) | 3,724,688 | |
5,270,000 | 3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090% thereafter)(5) | 5,165,046 |
19 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 7,740,000 | 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(5) | $ 6,339,825 | |
6,550,000 | 3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575% thereafter)(5) | 6,373,505 | |
5,015,000 | 3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(5) | 5,027,831 | |
12,045,000 | 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(5) | 10,874,665 | |
3,225,000 | 4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814% thereafter)(5) | 3,063,529 | |
8,935,000 | 4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.520% thereafter)(5) | 8,430,601 | |
9,525,000 | 7.75%, 05/14/2038 | 12,237,175 | |
Bank of Nova Scotia | |||
13,960,000 | 0.65%, 07/31/2024 | 13,090,154 | |
24,670,000 | 1.95%, 02/02/2027 | 22,527,805 | |
Barclays plc | |||
12,000,000 | 1.01%, 12/10/2024, (1.01% fixed rate until 12/10/2023; 12 mo. USD CMT + 0.800% thereafter)(5) | 11,449,570 | |
3,220,000 | 2.67%, 03/10/2032, (2.67% fixed rate until 03/10/2031; 12 mo. USD CMT + 1.200% thereafter)(5) | 2,685,890 | |
BNP Paribas S.A. | |||
2,365,000 | 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(5) | 2,104,520 | |
20,555,000 | 1.90%, 09/30/2028, (1.90% fixed rate until 09/30/2027; 3 mo. USD SOFR + 1.609% thereafter)(1)(5) | 17,707,252 | |
5,125,000 | 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.218% thereafter)(1)(5) | 4,379,099 | |
13,725,000 | 2.87%, 04/19/2032, (2.87% fixed rate until 04/19/2031; 3 mo. USD SOFR + 1.387% thereafter)(1)(5) | 11,657,295 | |
15,000,000 | 4.63%, 01/12/2027, (4.63% fixed rate until 01/12/2027; 5 year USD CMT + 3.196% thereafter)(1)(3)(5)(6) | 13,568,100 | |
BPCE S.A. | |||
17,135,000 | 1.00%, 01/20/2026(1) | 15,335,198 | |
3,100,000 | 2.05%, 10/19/2027, (2.05% fixed rate until 10/19/2026; 3 mo. USD SOFR + 1.087% thereafter)(1)(5) | 2,775,181 | |
2,750,000 | 3.00%, 05/22/2022(1) | 2,751,961 | |
1,135,000 | 4.00%, 09/12/2023(1) | 1,141,356 | |
Citigroup, Inc. | |||
8,335,000 | 0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(5) | 7,861,874 | |
38,630,000 | 1.12%, 01/28/2027, (1.12% fixed rate until 01/28/2026; 3 mo. USD SOFR + 0.765% thereafter)(5) | 34,514,667 | |
10,515,000 | 1.28%, 11/03/2025, (1.28% fixed rate until 11/03/2024; 3 mo. USD SOFR + 0.528% thereafter)(5) | 9,837,544 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 10,800,000 | 1.46%, 06/09/2027, (1.46% fixed rate until 06/09/2026; 3 mo. USD SOFR + 0.770% thereafter)(5) | $ 9,620,681 | |
2,555,000 | 2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(5) | 2,159,311 | |
2,450,000 | 3.07%, 02/24/2028, (3.07% fixed rate until 02/24/2027; 3 mo. USD SOFR + 1.280% thereafter)(5) | 2,304,760 | |
3,770,000 | 3.20%, 10/21/2026 | 3,642,203 | |
24,410,000 | 3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(5) | 24,031,712 | |
7,325,000 | 4.30%, 11/20/2026 | 7,313,389 | |
5,180,000 | 4.45%, 09/29/2027 | 5,144,257 | |
5,350,000 | 4.60%, 03/09/2026 | 5,391,584 | |
7,931,000 | Credit Agricole S.A. 1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(1)(5) | 7,367,455 | |
Credit Suisse Group AG | |||
6,795,000 | 1.31%, 02/02/2027, (1.31% fixed rate until 02/02/2026; 3 mo. USD SOFR + 0.980% thereafter)(1)(5) | 5,952,637 | |
3,155,000 | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(5) | 2,644,656 | |
9,725,000 | 4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240% thereafter)(1)(5) | 9,743,194 | |
4,160,000 | 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(4)(5)(6) | 4,034,152 | |
Danske Bank A/S | |||
6,504,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(5) | 5,913,141 | |
587,000 | 4.38%, 06/12/2028(1) | 569,015 | |
Deutsche Bank AG | |||
18,135,000 | 0.90%, 05/28/2024 | 17,124,357 | |
22,845,000 | 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 3 mo. USD SOFR + 1.219% thereafter)(5) | 20,218,646 | |
11,340,000 | 2.55%, 01/07/2028, (2.55% fixed rate until 01/07/2027; 3 mo. USD SOFR + 1.318% thereafter)(5) | 10,093,326 | |
9,690,000 | 3.74%, 01/07/2033, (3.74% fixed rate until 10/07/2031; 3 mo. USD SOFR + 2.257% thereafter)(5) | 7,925,212 | |
5,820,000 | Fifth Third Bancorp 4.06%, 04/25/2028 | 5,784,179 | |
Goldman Sachs Group, Inc. | |||
30,010,000 | 1.09%, 12/09/2026, (1.09% fixed rate until 12/09/2025; 3 mo. USD SOFR + 0.789% thereafter)(5) | 26,858,201 | |
8,120,000 | 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(5) | 7,254,022 | |
11,615,000 | 1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(5) | 9,394,476 | |
18,610,000 | 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.248% thereafter)(5) | 15,399,330 |
20 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 9,325,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(5) | $ 7,896,889 | |
9,040,000 | 3.10%, 02/24/2033, (3.10% fixed rate until 02/24/2032; 3 mo. USD LIBOR + 1.410% thereafter)(5) | 7,905,190 | |
28,540,000 | 3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(5) | 28,092,609 | |
4,185,000 | 3.44%, 02/24/2043, (3.44% fixed rate until 02/24/2042; 3 mo. USD SOFR + 1.632% thereafter)(5) | 3,476,265 | |
6,345,000 | 3.50%, 01/23/2025 | 6,289,531 | |
14,867,000 | 4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(5) | 13,608,481 | |
5,000,000 | 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(5) | 4,890,112 | |
2,015,000 | Grupo Aval Ltd. 4.75%, 09/26/2022(4) | 2,018,627 | |
HSBC Holdings plc | |||
4,765,000 | 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(5) | 4,469,054 | |
11,240,000 | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(5) | 9,997,138 | |
17,355,000 | 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFR + 1.187% thereafter)(5) | 14,636,014 | |
4,780,000 | 3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(5) | 4,511,569 | |
5,000,000 | 4.04%, 03/13/2028, (4.04% fixed rate until 03/13/2027; 3 mo. USD LIBOR + 1.546% thereafter)(5) | 4,841,456 | |
7,245,000 | 4.25%, 03/14/2024 | 7,286,764 | |
6,755,000 | 4.30%, 03/08/2026 | 6,768,244 | |
12,695,000 | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(5) | 12,554,210 | |
15,115,000 | 4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 3 mo. USD SOFR + 2.530% thereafter)(5) | 14,313,894 | |
4,440,000 | 6.80%, 06/01/2038 | 5,008,603 | |
1,205,000 | Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(4) | 1,243,144 | |
7,315,000 | ING Groep N.V. 1.73%, 04/01/2027, (1.73% fixed rate until 04/01/2026; 3 mo. USD SOFR + 1.005% thereafter)(5) | 6,586,412 | |
2,985,000 | Itau Unibanco Holding S.A. 2.90%, 01/24/2023(1) | 2,988,731 | |
JP Morgan Chase & Co. | |||
15,755,000 | 0.82%, 06/01/2025, (0.82% fixed rate until 06/01/2024; 3 mo. USD SOFR + 0.540% thereafter)(5) | 14,828,958 | |
22,080,000 | 1.47%, 09/22/2027, (1.47% fixed rate until 09/22/2026; 3 mo. USD SOFR + 0.765% thereafter)(3)(5) | 19,623,054 | |
15,000,000 | 1.56%, 12/10/2025, (1.56% fixed rate until 12/10/2024; 3 mo. USD SOFR + 0.605% thereafter)(5) | 14,126,511 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 15,385,000 | 2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(5) | $ 14,759,311 | |
13,765,000 | 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 3 mo. USD SOFR + 1.180% thereafter)(5) | 11,668,748 | |
4,500,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(5) | 3,857,650 | |
11,585,000 | 2.74%, 10/15/2030, (2.74% fixed rate until 10/15/2029; 3 mo. USD SOFR + 1.510% thereafter)(5) | 10,300,822 | |
14,155,000 | 2.95%, 02/24/2028, (2.95% fixed rate until 02/24/2027; 3 mo. USD SOFR + 1.170% thereafter)(5) | 13,337,619 | |
2,725,000 | 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(5) | 2,397,818 | |
6,860,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(5) | 5,510,725 | |
4,500,000 | 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(5) | 3,644,287 | |
9,440,000 | 3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(5) | 9,359,820 | |
16,765,000 | 3.33%, 04/22/2052, (3.33% fixed rate until 04/22/2051; 3 mo. USD SOFR + 1.580% thereafter)(5) | 13,418,598 | |
6,290,000 | 3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360% thereafter)(5) | 5,790,807 | |
15,520,000 | 3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380% thereafter)(5) | 13,771,412 | |
2,251,000 | 4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(5) | 2,261,837 | |
4,055,000 | 4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580% thereafter)(5) | 3,777,481 | |
17,650,000 | 4.32%, 04/26/2028, (4.32% fixed rate until 04/26/2027; 3 mo. USD SOFR + 1.560% thereafter)(5) | 17,612,921 | |
6,000,000 | 4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(5) | 5,986,113 | |
2,580,000 | 4.59%, 04/26/2033, (4.59% fixed rate until 04/26/2032; 3 mo. USD SOFR + 1.800% thereafter)(5) | 2,597,453 | |
10,875,000 | Macquarie Group Ltd. 1.63%, 09/23/2027, (1.63% fixed rate until 09/23/2026; 3 mo. USD SOFR + 0.910% thereafter)(1)(5) | 9,582,818 | |
1,800,000 | Mizrahi Tefahot Bank Ltd. 3.08%, 04/07/2031, (3.08% fixed rate until 04/07/2026; 5 year USD CMT + 2.250% thereafter)(1)(4)(5) | 1,628,100 | |
Morgan Stanley | |||
21,340,000 | 0.99%, 12/10/2026, (0.99% fixed rate until 12/10/2025; 3 mo. USD SOFR + 0.720% thereafter)(5) | 19,060,825 |
21 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 14,250,000 | 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(5) | $ 11,438,672 | |
7,800,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(5) | 6,290,944 | |
12,660,000 | 2.24%, 07/21/2032, (2.24% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.178% thereafter)(5) | 10,463,044 | |
9,795,000 | 2.48%, 09/16/2036, (2.48% fixed rate until 09/16/2031; 3 mo. USD SOFR + 1.360% thereafter)(5) | 7,846,377 | |
4,950,000 | 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(5) | 4,167,359 | |
7,795,000 | 2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(5) | 7,581,861 | |
8,665,000 | 3.13%, 07/27/2026 | 8,308,441 | |
6,000,000 | 3.22%, 04/22/2042, (3.22% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.485% thereafter)(5) | 4,941,020 | |
5,000,000 | 3.62%, 04/01/2031, (3.62% fixed rate until 04/01/2030; 3 mo. USD SOFR + 3.120% thereafter)(5) | 4,683,434 | |
2,935,000 | 3.70%, 10/23/2024 | 2,941,699 | |
6,880,000 | 3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847% thereafter)(5) | 6,885,544 | |
9,690,000 | 4.00%, 07/23/2025 | 9,686,300 | |
13,335,000 | 4.21%, 04/20/2028, (4.21% fixed rate until 04/20/2027; 3 mo. USD SOFR + 1.610% thereafter)(5) | 13,242,912 | |
16,825,000 | 4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431% thereafter)(5) | 16,355,639 | |
5,095,000 | Natwest Group plc 1.64%, 06/14/2027, (1.64% fixed rate until 06/14/2026; 12 mo. USD CMT + 0.900% thereafter)(5) | 4,533,313 | |
QNB Finance Ltd. | |||
600,000 | 1.63%, 09/22/2025(4) | 559,452 | |
970,000 | 2.63%, 05/12/2025(4) | 939,639 | |
6,970,000 | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | 6,989,905 | |
1,855,000 | Shinhan Bank Co., Ltd. 4.38%, 04/13/2032(1) | 1,819,199 | |
15,570,000 | Societe Generale S.A. 1.79%, 06/09/2027, (1.79% fixed rate until 06/09/2026; 12 mo. USD CMT + 1.000% thereafter)(1)(5) | 13,751,495 | |
7,165,000 | Standard Chartered plc 1.46%, 01/14/2027, (1.46% fixed rate until 01/14/2026; 12 mo. USD CMT + 1.000% thereafter)(1)(5) | 6,373,631 | |
11,680,000 | Truist Bank 2.25%, 03/11/2030 | 10,104,476 | |
4,360,000 | Truist Financial Corp. 1.89%, 06/07/2029, (1.89% fixed rate until 06/07/2028; 3 mo. USD SOFR + 0.862% thereafter)(5) | 3,823,243 | |
7,890,000 | UniCredit S.p.A. 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 12 mo. USD CMT + 1.200% thereafter)(1)(5) | 6,954,496 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Banks - 8.4% - (continued) | |||
$ 2,235,000 | United Overseas Bank Ltd. 3.86%, 10/07/2032(3) | $ 2,179,059 | |
2,655,000 | Wachovia Corp. 5.50%, 08/01/2035 | 2,781,436 | |
Wells Fargo & Co. | |||
19,030,000 | 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(5) | 18,285,631 | |
8,925,000 | 3.07%, 04/30/2041, (3.07% fixed rate until 04/30/2040; 3 mo. USD SOFR + 2.530% thereafter)(5) | 7,190,215 | |
35,785,000 | 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 3 mo. USD SOFR + 1.500% thereafter)(5) | 32,555,682 | |
17,845,000 | 3.53%, 03/24/2028, (3.53% fixed rate until 03/24/2027; 3 mo. USD SOFR + 1.510% thereafter)(5) | 17,145,925 | |
6,500,000 | 3.58%, 05/22/2028, (3.58% fixed rate until 05/22/2027; 3 mo. USD LIBOR + 1.310% thereafter)(5) | 6,236,021 | |
12,485,000 | 3.91%, 04/25/2026, (3.91% fixed rate until 04/25/2025; 3 mo. USD SOFR + 1.320% thereafter)(5) | 12,411,499 | |
880,000 | 4.40%, 06/14/2046 | 818,400 | |
690,000 | 4.65%, 11/04/2044 | 660,531 | |
2,280,000 | 4.75%, 12/07/2046 | 2,239,451 | |
3,026,000 | 4.90%, 11/17/2045 | 2,961,507 | |
4,490,000 | 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(5) | 4,698,593 | |
1,475,000 | 5.38%, 11/02/2043 | 1,542,283 | |
4,408,000 | 5.61%, 01/15/2044 | 4,716,912 | |
1,238,920,056 | |||
Commercial Services - 0.7% | |||
530,000 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 S.a.r.l 4.63%, 06/01/2028(1) | 469,050 | |
5,595,000 | Ashtead Capital, Inc. 1.50%, 08/12/2026(1) | 4,981,220 | |
4,495,000 | Duke University 2.83%, 10/01/2055 | 3,499,518 | |
19,085,000 | Equifax, Inc. 2.60%, 12/01/2024 | 18,595,504 | |
2,500,000 | Georgetown University 2.25%, 04/01/2030 | 2,234,063 | |
Global Payments, Inc. | |||
25,405,000 | 1.20%, 03/01/2026 | 22,837,456 | |
1,990,000 | 2.15%, 01/15/2027 | 1,805,895 | |
7,750,000 | 2.65%, 02/15/2025 | 7,482,551 | |
9,000,000 | 2.90%, 05/15/2030 | 7,931,723 | |
3,020,000 | 4.45%, 06/01/2028 | 3,008,934 | |
3,595,000 | Herc Holdings, Inc. 5.50%, 07/15/2027(1)(3) | 3,522,022 | |
1,035,000 | Moody's Corp 2.55%, 08/18/2060 | 655,470 | |
Nielsen Finance LLC / Nielsen Finance Co. | |||
2,875,000 | 4.50%, 07/15/2029(1) | 2,716,875 | |
1,960,000 | 5.63%, 10/01/2028(1) | 1,899,338 | |
S&P Global, Inc. | |||
9,860,000 | 2.90%, 03/01/2032(1) | 8,916,228 | |
9,500,000 | 4.75%, 08/01/2028(1) | 9,863,885 | |
Service Corp. International | |||
775,000 | 4.63%, 12/15/2027 | 751,750 | |
550,000 | 5.13%, 06/01/2029 | 542,535 |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Commercial Services - 0.7% - (continued) | |||
$ 3,127,000 | Signal Parent, Inc. 6.13%, 04/01/2029(1) | $ 2,388,614 | |
4,915,000 | United Rentals North America, Inc. 4.88%, 01/15/2028 | 4,782,590 | |
108,885,221 | |||
Construction Materials - 0.1% | |||
Builders FirstSource, Inc. | |||
555,000 | 4.25%, 02/01/2032(1) | 473,831 | |
2,880,000 | 5.00%, 03/01/2030(1) | 2,664,000 | |
3,015,000 | Carrier Global Corp. 2.49%, 02/15/2027 | 2,805,763 | |
2,971,000 | Johnson Controls International plc 4.63%, 07/02/2044 | 2,891,371 | |
4,285,000 | Lennox International, Inc. 1.70%, 08/01/2027 | 3,818,872 | |
Standard Industries, Inc. | |||
1,555,000 | 4.38%, 07/15/2030(1) | 1,296,645 | |
2,105,000 | 4.75%, 01/15/2028(1) | 1,936,600 | |
1,255,000 | Victors Merger Corp. 6.38%, 05/15/2029(1) | 762,412 | |
16,649,494 | |||
Distribution/Wholesale - 0.0% | |||
1,145,000 | American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1) | 1,067,712 | |
285,000 | G-III Apparel Group Ltd. 7.88%, 08/15/2025(1) | 296,400 | |
2,690,000 | Performance Food Group, Inc. 5.50%, 10/15/2027(1) | 2,605,615 | |
3,969,727 | |||
Diversified Financial Services - 0.9% | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||
15,095,000 | 2.45%, 10/29/2026 | 13,442,550 | |
5,830,000 | 3.40%, 10/29/2033 | 4,791,922 | |
1,835,000 | AGFC Capital Trust 2.79%, 01/15/2067, 3 mo. USD LIBOR + 1.750%(1)(7)(8) | 1,069,479 | |
11,935,000 | American Express Co. 2.55%, 03/04/2027 | 11,276,008 | |
1,795,000 | BOC Aviation USA Corp. 1.63%, 04/29/2024(1) | 1,720,938 | |
Capital One Financial Corp. | |||
27,550,000 | 3.65%, 05/11/2027 | 26,743,362 | |
2,675,000 | 3.80%, 01/31/2028 | 2,573,566 | |
200,000 | CDBL Funding 2.00%, 03/04/2026(4) | 185,003 | |
Credit Acceptance Corp. | |||
1,585,000 | 5.13%, 12/31/2024(1) | 1,565,996 | |
1,325,000 | 6.63%, 03/15/2026(3) | 1,338,250 | |
3,470,000 | Enact Holdings, Inc. 6.50%, 08/15/2025(1) | 3,461,325 | |
goeasy Ltd. | |||
520,000 | 4.38%, 05/01/2026(1) | 482,300 | |
3,675,000 | 5.38%, 12/01/2024(1) | 3,601,500 | |
Gtlk Europe Capital DAC | |||
1,410,000 | 4.65%, 03/10/2027(4) | 197,400 | |
1,300,000 | 4.80%, 02/26/2028(4) | 182,000 | |
2,855,000 | Home Point Capital, Inc. 5.00%, 02/01/2026(1) | 2,255,450 | |
3,470,000 | Intercontinental Exchange, Inc. 2.65%, 09/15/2040 | 2,677,357 | |
LD Holdings Group LLC | |||
1,000,000 | 6.13%, 04/01/2028(1) | 775,000 | |
3,740,000 | 6.50%, 11/01/2025(1) | 3,085,500 | |
LSEGA Financing plc | |||
6,950,000 | 1.38%, 04/06/2026(1) | 6,290,980 | |
5,685,000 | 2.00%, 04/06/2028(1) | 5,029,154 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Diversified Financial Services - 0.9% - (continued) | |||
$ 9,615,000 | 2.50%, 04/06/2031(1) | $ 8,399,190 | |
4,270,000 | Mastercard, Inc. 2.95%, 03/15/2051 | 3,477,601 | |
1,805,000 | Nasdaq, Inc. 3.85%, 06/30/2026 | 1,811,713 | |
1,865,000 | Nationstar Mortgage Holdings, Inc. 5.13%, 12/15/2030(1) | 1,622,550 | |
360,000 | Navient Corp. 5.63%, 08/01/2033 | 284,400 | |
OneMain Finance Corp. | |||
540,000 | 3.50%, 01/15/2027 | 474,401 | |
1,060,000 | 3.88%, 09/15/2028 | 901,000 | |
2,410,000 | 4.00%, 09/15/2030(3) | 1,972,989 | |
5,045,000 | 5.38%, 11/15/2029 | 4,540,500 | |
575,000 | 6.13%, 03/15/2024 | 577,202 | |
980,000 | 6.88%, 03/15/2025 | 987,350 | |
990,000 | 7.13%, 03/15/2026 | 1,002,375 | |
PennyMac Financial Services, Inc. | |||
2,405,000 | 4.25%, 02/15/2029(1) | 1,933,452 | |
3,245,000 | 5.38%, 10/15/2025(1) | 3,066,525 | |
1,170,000 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc. 4.00%, 10/15/2033(1) | 937,346 | |
3,375,000 | SLM Corp. 3.13%, 11/02/2026 | 3,078,675 | |
285,000 | Synchrony Financial 2.88%, 10/28/2031 | 232,374 | |
United Wholesale Mortgage LLC | |||
4,425,000 | 5.50%, 04/15/2029(1) | 3,672,750 | |
1,080,000 | 5.75%, 06/15/2027(1) | 936,900 | |
500,000 | Vistajet Malta / XO Management 7.88%, 05/01/2027 | 470,350 | |
133,124,683 | |||
Electric - 4.2% | |||
11,685,000 | AES Corp. 3.30%, 07/15/2025(1) | 11,314,585 | |
Alfa Desarrollo S.p.A. | |||
1,356,328 | 4.55%, 09/27/2051(4) | 1,063,429 | |
1,211,724 | 4.55%, 09/27/2051(1) | 950,052 | |
4,115,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 3,568,217 | |
9,630,000 | Appalachian Power Co. 4.50%, 03/01/2049 | 9,121,153 | |
Berkshire Hathaway Energy Co. | |||
7,650,000 | 2.85%, 05/15/2051 | 5,587,501 | |
1,833,000 | 5.95%, 05/15/2037 | 2,051,745 | |
6,167,000 | 6.13%, 04/01/2036 | 7,011,439 | |
1,140,000 | Calpine Corp. 3.75%, 03/01/2031(1) | 960,450 | |
Centrais Eletricas Brasileiras S.A. | |||
805,000 | 4.63%, 02/04/2030(4) | 732,357 | |
395,000 | 4.63%, 02/04/2030(1) | 359,355 | |
Clearway Energy Operating LLC | |||
4,495,000 | 3.75%, 02/15/2031(1) | 3,865,700 | |
315,000 | 3.75%, 01/15/2032(1) | 266,963 | |
1,235,000 | 4.75%, 03/15/2028(1) | 1,167,075 | |
Cleco Corporate Holdings LLC | |||
5,340,000 | 3.38%, 09/15/2029 | 4,833,316 | |
2,222,000 | 4.97%, 05/01/2046 | 2,159,387 | |
5,050,000 | Consolidated Edison Co. of New York, Inc. 4.50%, 05/15/2058 | 4,747,839 | |
4,700,000 | Consolidated Edison, Inc. 3.20%, 12/01/2051 | 3,715,038 | |
1,930,000 | Consorcio Transmantaro S.A. 5.20%, 04/11/2038(1) | 1,797,795 | |
Consumers Energy Co. | |||
831,000 | 2.50%, 05/01/2060 | 563,010 | |
6,500,000 | 3.95%, 07/15/2047 | 6,141,941 | |
Dominion Energy, Inc. | |||
4,735,000 | 3.30%, 04/15/2041 | 3,928,588 | |
11,710,000 | 3.90%, 10/01/2025 | 11,784,782 |
23 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Electric - 4.2% - (continued) | |||
$ 3,390,000 | 7.00%, 06/15/2038 | $ 4,111,074 | |
15,420,000 | DTE Electric Co. 3.00%, 03/01/2032 | 14,111,260 | |
Duke Energy Carolinas LLC | |||
6,965,000 | 3.20%, 08/15/2049 | 5,709,383 | |
3,270,000 | 3.75%, 06/01/2045 | 2,872,504 | |
3,305,000 | 3.88%, 03/15/2046 | 3,003,566 | |
3,000,000 | 5.30%, 02/15/2040 | 3,218,901 | |
7,240,000 | Duke Energy Corp. 3.30%, 06/15/2041 | 5,871,346 | |
Duke Energy Progress LLC | |||
3,460,000 | 3.40%, 04/01/2032 | 3,275,656 | |
1,940,000 | 4.15%, 12/01/2044 | 1,814,988 | |
6,845,000 | 4.20%, 08/15/2045 | 6,400,916 | |
2,730,000 | 4.38%, 03/30/2044 | 2,613,197 | |
Duquesne Light Holdings, Inc. | |||
3,755,000 | 2.53%, 10/01/2030(1) | 3,183,079 | |
7,265,000 | 2.78%, 01/07/2032(1) | 6,205,129 | |
Edison International | |||
3,542,000 | 2.40%, 09/15/2022 | 3,528,889 | |
5,285,000 | 3.13%, 11/15/2022 | 5,292,867 | |
1,755,000 | Emera U.S. Finance L.P. 4.75%, 06/15/2046 | 1,647,198 | |
15,985,000 | Enel Finance International N.V. 1.88%, 07/12/2028(1) | 13,987,057 | |
Evergy, Inc. | |||
5,000,000 | 2.45%, 09/15/2024 | 4,840,705 | |
14,501,000 | 2.90%, 09/15/2029 | 13,308,591 | |
Eversource Energy | |||
13,345,000 | 2.90%, 03/01/2027 | 12,705,513 | |
7,865,000 | 3.38%, 03/01/2032 | 7,171,857 | |
14,905,000 | 3.80%, 12/01/2023 | 15,051,396 | |
Exelon Corp. | |||
2,485,000 | 4.10%, 03/15/2052(1) | 2,213,795 | |
5,557,000 | 4.70%, 04/15/2050 | 5,417,082 | |
FirstEnergy Corp. | |||
495,000 | 4.40%, 07/15/2027 | 480,244 | |
4,525,000 | 7.38%, 11/15/2031 | 5,201,623 | |
FirstEnergy Transmission LLC | |||
4,655,000 | 4.35%, 01/15/2025(1) | 4,647,373 | |
2,790,000 | 5.45%, 07/15/2044(1) | 2,746,230 | |
4,372,000 | Fortis, Inc. 3.06%, 10/04/2026 | 4,192,977 | |
Georgia Power Co. | |||
7,610,000 | 2.65%, 09/15/2029 | 6,861,917 | |
1,955,000 | 3.70%, 01/30/2050 | 1,611,253 | |
Greenko Power II Ltd. | |||
975,000 | 4.30%, 12/13/2028(1) | 858,000 | |
555,000 | 4.30%, 12/13/2028(4) | 488,400 | |
310,000 | Interchile S.A. 4.50%, 06/30/2056(4) | 271,641 | |
8,683,000 | IPALCO Enterprises, Inc. 3.70%, 09/01/2024 | 8,639,154 | |
Israel Electric Corp. Ltd. | |||
5,685,000 | 4.25%, 08/14/2028(1)(4) | 5,642,363 | |
2,405,000 | 5.00%, 11/12/2024(1)(4) | 2,471,354 | |
6,355,000 | ITC Holdings Corp. 3.25%, 06/30/2026 | 6,197,379 | |
1,435,000 | Kallpa Generacion S.A. 4.88%, 05/24/2026(4) | 1,395,552 | |
1,600,000 | Lamar Funding Ltd. 3.96%, 05/07/2025(4) | 1,555,206 | |
4,308,000 | Metropolitan Edison Co. 4.30%, 01/15/2029(1) | 4,331,345 | |
MidAmerican Energy Co. | |||
10,000,000 | 4.25%, 07/15/2049 | 9,732,758 | |
2,598,000 | 4.40%, 10/15/2044 | 2,534,718 | |
8,400,000 | Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(1) | 8,215,323 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Electric - 4.2% - (continued) | |||
$ 970,000 | Minejesa Capital B.V. 4.63%, 08/10/2030(4) | $ 881,022 | |
8,685,000 | National Rural Utilities Cooperative Finance Corp. 2.75%, 04/15/2032 | 7,673,673 | |
5,955,000 | NextEra Energy Capital Holdings, Inc. 1.90%, 06/15/2028 | 5,278,758 | |
505,000 | NextEra Energy Operating Partners L.P. 4.50%, 09/15/2027(1) | 479,750 | |
13,376,000 | Niagara MohawkPower Corp. 2.76%, 01/10/2032(1) | 11,610,312 | |
NRG Energy, Inc. | |||
10,790,000 | 2.00%, 12/02/2025(1) | 10,033,616 | |
7,800,000 | 2.45%, 12/02/2027(1) | 6,915,381 | |
5,415,000 | OmGrid Funding Ltd. 5.20%, 05/16/2027(4) | 5,298,902 | |
Oncor Electric Delivery Co. LLC | |||
1,590,000 | 2.70%, 11/15/2051(1) | 1,197,584 | |
3,980,000 | 2.75%, 05/15/2030(1) | 3,658,956 | |
Pacific Gas and Electric Co. | |||
22,815,000 | 1.37%, 03/10/2023 | 22,482,696 | |
545,000 | 2.10%, 08/01/2027 | 469,959 | |
8,225,000 | 2.50%, 02/01/2031 | 6,517,770 | |
8,400,000 | 3.25%, 06/01/2031 | 7,054,216 | |
7,740,000 | 3.50%, 08/01/2050 | 5,416,914 | |
2,875,000 | 3.95%, 12/01/2047 | 2,107,846 | |
6,000,000 | 4.25%, 08/01/2023 | 6,024,421 | |
7,685,000 | 4.40%, 03/01/2032 | 6,989,777 | |
3,020,000 | 4.50%, 07/01/2040 | 2,481,107 | |
12,675,000 | 4.95%, 07/01/2050 | 10,598,631 | |
7,490,000 | 5.25%, 03/01/2052 | 6,764,712 | |
PacifiCorp | |||
3,500,000 | 4.10%, 02/01/2042 | 3,221,002 | |
9,280,000 | 4.15%, 02/15/2050 | 8,636,479 | |
9,625,000 | PECO Energy Co. 3.90%, 03/01/2048 | 8,902,922 | |
7,975,000 | Pennsylvania Electric Co. 3.25%, 03/15/2028(1) | 7,464,392 | |
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | |||
2,075,000 | 3.88%, 07/17/2029(4) | 1,930,082 | |
1,035,000 | 5.25%, 05/15/2047(4) | 933,032 | |
3,055,000 | 6.15%, 05/21/2048(4) | 3,069,572 | |
2,700,000 | Potomac Electric Power Co. 4.15%, 03/15/2043 | 2,568,723 | |
8,830,000 | Public Service Enterprise Group, Inc. 2.88%, 06/15/2024 | 8,691,045 | |
Puget Energy, Inc. | |||
9,894,000 | 4.10%, 06/15/2030 | 9,476,263 | |
10,915,000 | 4.22%, 03/15/2032 | 10,387,812 | |
5,110,000 | Puget Sound Energy, Inc. 3.25%, 09/15/2049 | 4,175,788 | |
6,140,000 | Rochester Gas and Electric Corp. 1.85%, 12/01/2030(1) | 5,166,672 | |
San Diego Gas & Electric Co. | |||
17,510,000 | 3.00%, 03/15/2032 | 15,817,725 | |
2,155,000 | 3.32%, 04/15/2050 | 1,764,200 | |
3,800,000 | 3.70%, 03/15/2052 | 3,339,354 | |
Sempra Energy | |||
3,938,000 | 3.40%, 02/01/2028 | 3,781,450 | |
2,605,000 | 3.70%, 04/01/2029 | 2,505,277 | |
5,300,000 | 3.80%, 02/01/2038 | 4,841,605 | |
3,480,000 | 4.00%, 02/01/2048 | 3,071,941 | |
Southern California Edison Co. | |||
5,640,000 | 2.75%, 02/01/2032 | 4,891,955 | |
1,295,000 | 2.95%, 02/01/2051 | 934,875 |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Electric - 4.2% - (continued) | |||
$ 5,760,000 | 3.45%, 02/01/2052 | $ 4,559,445 | |
4,565,000 | 3.65%, 02/01/2050 | 3,655,315 | |
4,585,000 | 4.00%, 04/01/2047 | 3,933,176 | |
580,000 | 4.65%, 10/01/2043 | 555,750 | |
595,000 | 5.63%, 02/01/2036 | 620,148 | |
1,775,000 | 5.95%, 02/01/2038 | 1,910,152 | |
Southern Co. | |||
3,000,000 | 3.25%, 07/01/2026 | 2,908,877 | |
17,255,000 | 3.70%, 04/30/2030 | 16,276,556 | |
5,345,000 | 4.40%, 07/01/2046 | 4,887,091 | |
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak | |||
1,075,000 | 4.85%, 10/14/2038(4) | 1,027,163 | |
780,000 | 4.85%, 10/14/2038(1) | 745,290 | |
493,620 | Star Energy Geothermal Wayang Windu Ltd. 6.75%, 04/24/2033(1) | 513,365 | |
658,750 | Termocandelaria Power Ltd. 7.88%, 01/30/2029(1) | 644,383 | |
Virginia Electric and Power Co. | |||
395,000 | 2.45%, 12/15/2050 | 276,989 | |
5,000,000 | 3.15%, 01/15/2026 | 4,902,465 | |
2,865,000 | 3.80%, 09/15/2047 | 2,598,539 | |
608,845,349 | |||
Electrical Components & Equipment - 0.0% | |||
1,565,000 | Energizer Holdings, Inc. 6.50%, 12/31/2027(1) | 1,502,400 | |
Electronics - 0.1% | |||
9,996,000 | Fortive Corp. 3.15%, 06/15/2026 | 9,800,494 | |
3,282,000 | II-VI, Inc. 5.00%, 12/15/2029(1) | 3,076,875 | |
4,040,000 | Imola Merger Corp. 4.75%, 05/15/2029(1) | 3,757,200 | |
16,634,569 | |||
Energy-Alternate Sources - 0.0% | |||
Greenko Dutch B.V. | |||
843,900 | 3.85%, 03/29/2026(1) | 767,359 | |
843,900 | 3.85%, 03/29/2026(4) | 767,358 | |
1,534,717 | |||
Engineering & Construction - 0.1% | |||
2,697,000 | Aeropuerto Internacional de Tocumen S.A. 5.13%, 08/11/2061(1) | 2,311,329 | |
2,720,070 | Bioceanico Sovereign Certificate Ltd. 0.00%, 06/05/2034(1)(2) | 1,817,007 | |
IHS Holding Ltd. | |||
1,000,000 | 5.63%, 11/29/2026(1) | 950,000 | |
265,000 | 5.63%, 11/29/2026(4) | 251,750 | |
1,295,000 | 6.25%, 11/29/2028(1) | 1,219,760 | |
480,000 | 6.25%, 11/29/2028(4) | 452,112 | |
2,190,000 | Interchile S.A. 4.50%, 06/30/2056(1) | 1,919,009 | |
Mexico City Airport Trust | |||
585,000 | 3.88%, 04/30/2028 | 546,361 | |
730,000 | 4.25%, 10/31/2026(4) | 697,705 | |
10,165,033 | |||
Entertainment - 0.2% | |||
Caesars Entertainment, Inc. | |||
555,000 | 4.63%, 10/15/2029(1) | 475,913 | |
2,345,000 | 6.25%, 07/01/2025(1) | 2,370,490 | |
3,110,000 | 8.13%, 07/01/2027(1) | 3,249,950 | |
775,000 | Caesars Resort Collection LLC / CRC Finco, Inc. 5.75%, 07/01/2025(1) | 791,469 | |
Cinemark USA, Inc. | |||
5,270,000 | 5.25%, 07/15/2028(1)(3) | 4,682,658 | |
1,285,000 | 5.88%, 03/15/2026(1)(3) | 1,198,263 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Entertainment - 0.2% - (continued) | |||
Magallanes, Inc. | |||
$ 3,375,000 | 3.76%, 03/15/2027(1) | $ 3,254,535 | |
7,920,000 | 4.28%, 03/15/2032(1) | 7,367,599 | |
485,000 | 5.39%, 03/15/2062(1) | 431,854 | |
1,105,000 | Penn National Gaming, Inc. 4.13%, 07/01/2029(1)(3) | 932,344 | |
3,151,000 | Speedway Motorsports LLC / Speedway Funding II, Inc. 4.88%, 11/01/2027(1) | 2,969,817 | |
27,724,892 | |||
Environmental Control - 0.1% | |||
Clean Harbors, Inc. | |||
2,042,000 | 4.88%, 07/15/2027(1) | 2,001,160 | |
1,700,000 | 5.13%, 07/15/2029(1) | 1,674,500 | |
4,515,000 | Republic Services, Inc. 0.88%, 11/15/2025 | 4,093,548 | |
Stericycle, Inc. | |||
590,000 | 3.88%, 01/15/2029(1) | 520,291 | |
1,535,000 | 5.38%, 07/15/2024(1) | 1,529,720 | |
9,819,219 | |||
Food - 0.7% | |||
2,900,000 | B&G Foods, Inc. 5.25%, 09/15/2027(3) | 2,657,862 | |
BRF S.A. | |||
1,460,000 | 4.88%, 01/24/2030(4) | 1,299,415 | |
695,000 | 4.88%, 01/24/2030(1) | 618,557 | |
590,000 | 5.75%, 09/21/2050(4) | 463,150 | |
Conagra Brands, Inc. | |||
7,570,000 | 1.38%, 11/01/2027 | 6,435,257 | |
22,425,000 | 4.60%, 11/01/2025 | 22,708,228 | |
8,410,000 | 5.30%, 11/01/2038 | 8,381,419 | |
1,545,000 | 5.40%, 11/01/2048 | 1,546,247 | |
4,720,000 | Hershey Co. 3.13%, 11/15/2049 | 3,906,370 | |
11,560,000 | JBS Finance Luxembourg S.a.r.l 2.50%, 01/15/2027(1) | 10,372,326 | |
Kraft Heinz Foods Co. | |||
9,425,000 | 3.00%, 06/01/2026 | 9,018,916 | |
1,975,000 | 3.75%, 04/01/2030 | 1,873,862 | |
1,225,000 | 4.63%, 01/30/2029 | 1,230,348 | |
555,000 | MARB BondCo plc 3.95%, 01/29/2031(4) | 461,027 | |
Mondelez International, Inc. | |||
4,520,000 | 2.63%, 03/17/2027 | 4,266,743 | |
10,185,000 | 3.00%, 03/17/2032 | 9,107,805 | |
1,825,000 | Performance Food Group, Inc. 4.25%, 08/01/2029(1) | 1,621,932 | |
Post Holdings, Inc. | |||
1,045,000 | 4.50%, 09/15/2031(1) | 869,022 | |
4,270,000 | 5.63%, 01/15/2028(1) | 4,037,285 | |
1,013,000 | 5.75%, 03/01/2027(1) | 999,071 | |
9,005,000 | Tyson Foods, Inc. 4.00%, 03/01/2026 | 9,054,319 | |
100,929,161 | |||
Forest Products & Paper - 0.0% | |||
Celulosa Arauco y Constitucion S.A. | |||
870,000 | 4.50%, 08/01/2024 | 876,525 | |
610,000 | 5.15%, 01/29/2050(4) | 545,950 | |
350,000 | 5.15%, 01/29/2050(1) | 313,250 | |
305,000 | 5.50%, 04/30/2049(1) | 279,459 | |
Inversiones CMPC S.A. | |||
560,000 | 3.85%, 01/13/2030(4) | 513,800 | |
370,000 | 3.85%, 01/13/2030(1) | 339,475 | |
2,868,459 |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Gas - 0.2% | |||
AmeriGas Partners L.P. / AmeriGas Finance Corp. | |||
$ 692,000 | 5.50%, 05/20/2025 | $ 681,643 | |
485,000 | 5.75%, 05/20/2027 | 476,166 | |
2,738,000 | 5.88%, 08/20/2026 | 2,704,103 | |
11,000,000 | Brooklyn Union Gas Co. 3.87%, 03/04/2029(1) | 10,496,888 | |
NiSource, Inc. | |||
9,340,000 | 0.95%, 08/15/2025 | 8,474,957 | |
2,260,000 | 3.49%, 05/15/2027 | 2,197,781 | |
3,319,000 | 3.60%, 05/01/2030 | 3,106,199 | |
2,768,000 | 3.95%, 03/30/2048 | 2,357,395 | |
30,495,132 | |||
Healthcare - Products - 0.3% | |||
6,550,000 | Abbott Laboratories 4.75%, 11/30/2036 | 7,096,223 | |
4,300,000 | Alcon Finance Corp. 2.60%, 05/27/2030(1) | 3,703,674 | |
3,090,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 2,939,486 | |
24,755,000 | Baxter International, Inc. 2.54%, 02/01/2032(1) | 21,121,056 | |
Mozart Debt Merger Sub, Inc. | |||
9,050,000 | 3.88%, 04/01/2029(1) | 7,896,125 | |
2,272,000 | 5.25%, 10/01/2029(1)(3) | 1,976,640 | |
44,733,204 | |||
Healthcare - Services - 1.5% | |||
715,000 | Acadia Healthcare Co., Inc. 5.00%, 04/15/2029(1) | 677,463 | |
Anthem, Inc. | |||
2,115,000 | 1.50%, 03/15/2026 | 1,947,995 | |
8,480,000 | 2.55%, 03/15/2031 | 7,458,256 | |
14,000,000 | 3.65%, 12/01/2027 | 13,707,372 | |
Catalent Pharma Solutions, Inc. | |||
700,000 | 3.13%, 02/15/2029(1) | 607,418 | |
695,000 | 3.50%, 04/01/2030(1) | 604,518 | |
415,000 | 5.00%, 07/15/2027(1) | 402,031 | |
Centene Corp. | |||
26,280,000 | 2.45%, 07/15/2028 | 22,930,614 | |
755,000 | 4.25%, 12/15/2027 | 729,466 | |
790,000 | 4.63%, 12/15/2029 | 764,325 | |
CHS/Community Health Systems, Inc. | |||
5,850,000 | 4.75%, 02/15/2031(1) | 4,957,875 | |
1,450,000 | 5.25%, 05/15/2030(1) | 1,271,143 | |
1,235,000 | 5.63%, 03/15/2027(1) | 1,177,254 | |
12,840,000 | CommonSpirit Health 2.76%, 10/01/2024 | 12,577,678 | |
HCA, Inc. | |||
7,000,000 | 2.38%, 07/15/2031 | 5,765,780 | |
200,000 | 3.50%, 07/15/2051 | 148,815 | |
5,310,000 | 4.63%, 03/15/2052(1) | 4,649,166 | |
2,950,000 | 5.13%, 06/15/2039 | 2,846,087 | |
10,995,000 | 5.38%, 02/01/2025 | 11,295,301 | |
1,500,000 | 5.38%, 09/01/2026 | 1,535,257 | |
115,000 | 5.63%, 09/01/2028 | 118,846 | |
90,000 | 5.88%, 02/01/2029 | 93,748 | |
1,131,000 | 7.50%, 11/15/2095 | 1,310,546 | |
Humana, Inc. | |||
8,245,000 | 2.15%, 02/03/2032 | 6,795,489 | |
9,920,000 | 3.70%, 03/23/2029 | 9,526,275 | |
6,000,000 | 3.95%, 03/15/2027 | 5,951,900 | |
IQVIA, Inc. | |||
EUR 820,000 | 2.25%, 01/15/2028(1) | 777,349 | |
$ 1,390,000 | 5.00%, 05/15/2027(1) | 1,377,240 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Healthcare - Services - 1.5% - (continued) | |||
Kaiser Foundation Hospitals | |||
$ 8,755,000 | 2.81%, 06/01/2041 | $ 6,944,879 | |
9,130,000 | 3.00%, 06/01/2051 | 7,103,926 | |
14,225,000 | Laboratory Corp. of America Holdings 2.30%, 12/01/2024 | 13,828,003 | |
10,660,000 | Partners Healthcare System, Inc. 3.19%, 07/01/2049 | 8,729,924 | |
Roche Holdings, Inc. | |||
14,000,000 | 1.93%, 12/13/2028(1) | 12,586,686 | |
11,750,000 | 2.31%, 03/10/2027(1) | 11,110,453 | |
5,635,000 | 2.61%, 12/13/2051(1) | 4,257,248 | |
Sutter Health | |||
3,150,000 | 1.32%, 08/15/2025 | 2,920,837 | |
3,645,000 | 3.16%, 08/15/2040 | 2,966,888 | |
UnitedHealth Group, Inc. | |||
3,065,000 | 2.75%, 05/15/2040 | 2,467,665 | |
5,550,000 | 3.05%, 05/15/2041 | 4,635,113 | |
6,925,000 | 3.75%, 07/15/2025 | 6,991,652 | |
13,530,000 | 5.80%, 03/15/2036 | 15,531,181 | |
1,981,000 | 6.88%, 02/15/2038 | 2,533,041 | |
224,612,703 | |||
Home Builders - 0.2% | |||
Ashton Woods USA LLC / Ashton Woods Finance Co. | |||
1,105,000 | 4.63%, 08/01/2029(1) | 928,200 | |
1,055,000 | 4.63%, 04/01/2030(1) | 863,781 | |
2,990,000 | 6.63%, 01/15/2028(1) | 2,907,267 | |
5,350,000 | Century Communities, Inc. 3.88%, 08/15/2029(1) | 4,487,312 | |
1,880,000 | Empire Communities Corp. 7.00%, 12/15/2025(1) | 1,781,300 | |
1,670,000 | KB Home 4.80%, 11/15/2029 | 1,522,289 | |
M/I Homes, Inc. | |||
2,040,000 | 3.95%, 02/15/2030 | 1,677,816 | |
2,360,000 | 4.95%, 02/01/2028 | 2,171,200 | |
2,230,000 | STL Holding Co. LLC 7.50%, 02/15/2026(1) | 2,107,350 | |
Taylor Morrison Communities, Inc. | |||
1,055,000 | 5.13%, 08/01/2030(1) | 962,688 | |
2,735,000 | 5.75%, 01/15/2028(1) | 2,673,462 | |
2,903,000 | Williams Scotsman International, Inc. 4.63%, 08/15/2028(1) | 2,747,544 | |
24,830,209 | |||
Household Products - 0.1% | |||
GSK Consumer Healthcare Capital US LLC | |||
8,115,000 | 3.38%, 03/24/2029(1) | 7,664,849 | |
2,585,000 | 3.63%, 03/24/2032(1) | 2,431,315 | |
10,096,164 | |||
Household Products/Wares - 0.0% | |||
2,085,000 | Prestige Brands, Inc. 5.13%, 01/15/2028(1) | 1,980,750 | |
S.C. Johnson & Son, Inc. | |||
2,520,000 | 4.00%, 05/15/2043(1) | 2,319,922 | |
1,840,000 | 4.75%, 10/15/2046(1) | 1,939,180 | |
6,239,852 | |||
Insurance - 2.5% | |||
1,470,000 | ACE Capital Trust 9.70%, 04/01/2030 | 1,984,500 | |
5,305,000 | Acrisure LLC / Acrisure Finance, Inc. 7.00%, 11/15/2025(1) | 5,164,683 | |
1,960,000 | AIA Group Ltd. 3.20%, 09/16/2040(1) | 1,624,613 |
26 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Insurance - 2.5% - (continued) | |||
American International Group, Inc. | |||
$ 7,510,000 | 2.50%, 06/30/2025 | $ 7,221,854 | |
6,045,000 | 4.38%, 06/30/2050 | 5,873,370 | |
5,348,000 | 4.70%, 07/10/2035 | 5,466,948 | |
7,660,000 | 4.80%, 07/10/2045 | 7,661,192 | |
Aon Corp. / Aon Global Holdings plc | |||
2,530,000 | 2.85%, 05/28/2027 | 2,411,274 | |
920,000 | 3.90%, 02/28/2052 | 795,905 | |
Aon Global Ltd. | |||
3,480,000 | 3.88%, 12/15/2025 | 3,506,353 | |
2,300,000 | 4.25%, 12/12/2042 | 2,061,586 | |
1,200,000 | AssuredPartners, Inc. 5.63%, 01/15/2029(1) | 1,055,352 | |
Athene Global Funding | |||
7,000,000 | 2.67%, 06/07/2031(1) | 5,920,081 | |
14,500,000 | 2.72%, 01/07/2029(1) | 12,807,481 | |
7,053,000 | Athene Holding Ltd. 3.45%, 05/15/2052 | 5,217,432 | |
Berkshire Hathaway Finance Corp. | |||
9,315,000 | 2.88%, 03/15/2032 | 8,441,943 | |
6,405,000 | 3.85%, 03/15/2052 | 5,718,956 | |
Brighthouse Financial Global Funding | |||
11,075,000 | 1.20%, 12/15/2023(1) | 10,679,216 | |
3,995,000 | 1.55%, 05/24/2026(1) | 3,624,505 | |
Brighthouse Financial, Inc. | |||
5,850,000 | 3.85%, 12/22/2051 | 4,330,375 | |
18,122,000 | 5.63%, 05/15/2030 | 18,926,253 | |
10,750,000 | CNO Global Funding 2.65%, 01/06/2029(1) | 9,554,521 | |
Corebridge Financial, Inc. | |||
5,800,000 | 3.85%, 04/05/2029(1) | 5,544,918 | |
2,685,000 | 3.90%, 04/05/2032 | 2,526,324 | |
Equitable Financial Life Global Funding | |||
11,465,000 | 1.10%, 11/12/2024(1) | 10,792,322 | |
16,470,000 | 1.70%, 11/12/2026(1) | 14,975,388 | |
6,100,000 | 1.80%, 03/08/2028(1) | 5,348,271 | |
21,555,000 | Equitable Holdings, Inc. 4.35%, 04/20/2028 | 21,464,238 | |
1,355,000 | Genworth Holdings, Inc. 4.80%, 02/15/2024 | 1,357,412 | |
3,980,000 | Guardian Life Global Funding 1.25%, 05/13/2026(1) | 3,621,650 | |
15,255,000 | Liberty Mutual Group, Inc. 4.30%, 02/01/2061(1) | 11,516,305 | |
14,890,000 | Lincoln National Corp. 3.40%, 03/01/2032 | 13,741,301 | |
7,455,000 | Marsh & McLennan Cos., Inc. 4.75%, 03/15/2039 | 7,603,929 | |
1,625,000 | Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1) | 1,268,184 | |
10,000,000 | MassMutual Global Funding II 2.35%, 01/14/2027(1) | 9,451,458 | |
13,735,000 | Metropolitan Life Global Funding 3.00%, 09/19/2027(1)(3) | 13,027,897 | |
16,000,000 | Metropolitan Life Global Funding I 2.40%, 01/11/2032(1) | 13,808,827 | |
2,795,000 | MGIC Investment Corp. 5.25%, 08/15/2028 | 2,623,918 | |
Nationwide Mutual Insurance Co. | |||
12,700,000 | 4.35%, 04/30/2050(1) | 11,293,699 | |
4,940,000 | 9.38%, 08/15/2039(1) | 7,082,996 | |
14,205,000 | New York Life Global Funding 3.00%, 01/10/2028(1) | 13,617,462 | |
2,775,000 | New York Life Insurance Co. 3.75%, 05/15/2050(1) | 2,426,529 | |
1,170,000 | NMI Holdings, Inc. 7.38%, 06/01/2025(1) | 1,219,725 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Insurance - 2.5% - (continued) | |||
$ 12,790,000 | Northwestern Mutual Global Funding 1.70%, 06/01/2028(1) | $ 11,358,373 | |
6,320,000 | Pacific Life Global Funding 1.38%, 04/14/2026(1) | 5,732,161 | |
Protective Life Global Funding | |||
10,250,000 | 1.62%, 04/15/2026(1) | 9,478,561 | |
5,215,000 | 1.65%, 01/13/2025(1) | 4,946,779 | |
Unum Group | |||
865,000 | 4.00%, 06/15/2029 | 844,566 | |
13,000,000 | 4.50%, 12/15/2049 | 10,934,747 | |
Willis North America, Inc. | |||
11,435,000 | 3.60%, 05/15/2024 | 11,394,140 | |
6,752,000 | 4.50%, 09/15/2028 | 6,759,461 | |
365,809,934 | |||
Internet - 0.4% | |||
7,179,000 | Alibaba Group Holding Ltd. 4.00%, 12/06/2037 | 6,222,346 | |
Amazon.com, Inc. | |||
15,515,000 | 3.45%, 04/13/2029 | 15,305,784 | |
5,165,000 | 3.88%, 08/22/2037 | 5,036,917 | |
12,745,000 | 3.95%, 04/13/2052 | 12,254,283 | |
4,320,000 | 4.25%, 08/22/2057 | 4,311,039 | |
5,535,000 | 4.95%, 12/05/2044 | 6,030,429 | |
Arches Buyer, Inc. | |||
3,364,000 | 4.25%, 06/01/2028(1) | 2,989,755 | |
1,470,000 | 6.13%, 12/01/2028(1) | 1,278,900 | |
3,880,000 | Endurance International Group Holdings, Inc. 6.00%, 02/15/2029(1) | 3,140,394 | |
4,220,000 | Go Daddy Operating Co. LLC 3.50%, 03/01/2029(1) | 3,734,700 | |
Meituan | |||
736,000 | 3.05%, 10/28/2030(1) | 561,895 | |
635,000 | 3.05%, 10/28/2030(4) | 484,787 | |
1,720,000 | Prosus N.V. 3.26%, 01/19/2027(1) | 1,539,507 | |
62,890,736 | |||
Investment Company Security - 0.2% | |||
5,970,000 | JAB Holdings B.V. 3.75%, 05/28/2051(1) | 4,564,973 | |
28,655,000 | Magallanes, Inc. 5.14%, 03/15/2052(1) | 25,721,800 | |
30,286,773 | |||
Iron/Steel - 0.2% | |||
CSN Resources S.A. | |||
1,885,000 | 5.88%, 04/08/2032(1) | 1,677,650 | |
400,000 | 7.63%, 04/17/2026(1) | 413,520 | |
550,000 | JSW Steel Ltd. 3.95%, 04/05/2027(4) | 490,393 | |
515,000 | Metinvest B.V. 7.65%, 10/01/2027(4) | 272,950 | |
Nucor Corp. | |||
7,685,000 | 3.13%, 04/01/2032 | 6,926,559 | |
2,930,000 | 3.85%, 04/01/2052 | 2,571,084 | |
4,159,000 | Steel Dynamics, Inc. 2.80%, 12/15/2024 | 4,071,921 | |
Vale Overseas Ltd. | |||
8,235,000 | 3.75%, 07/08/2030 | 7,442,381 | |
8,190,000 | 6.25%, 08/10/2026 | 8,617,518 | |
32,483,976 | |||
IT Services - 1.1% | |||
Apple, Inc. | |||
15,000,000 | 1.40%, 08/05/2028 | 13,153,929 | |
10,895,000 | 2.38%, 02/08/2041 | 8,511,484 | |
19,360,000 | 2.65%, 02/08/2051 | 14,713,010 | |
12,960,000 | 2.70%, 08/05/2051 | 10,014,031 | |
4,545,000 | 2.95%, 09/11/2049 | 3,684,707 | |
2,600,000 | 3.75%, 11/13/2047 | 2,448,654 | |
1,300,000 | 3.85%, 05/04/2043 | 1,230,443 |
27 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
IT Services - 1.1% - (continued) | |||
$ 6,520,000 | 3.85%, 08/04/2046 | $ 6,198,711 | |
2,895,000 | 4.25%, 02/09/2047 | 2,923,488 | |
4,420,000 | 4.38%, 05/13/2045 | 4,495,869 | |
10,000,000 | 4.65%, 02/23/2046 | 10,608,364 | |
HP, Inc. | |||
9,370,000 | 2.20%, 06/17/2025 | 8,905,711 | |
9,370,000 | 3.00%, 06/17/2027 | 8,792,509 | |
International Business Machines Corp. | |||
6,770,000 | 1.70%, 05/15/2027 | 6,151,053 | |
4,775,000 | 2.72%, 02/09/2032 | 4,235,579 | |
2,590,000 | 3.43%, 02/09/2052 | 2,137,494 | |
4,755,000 | 4.15%, 05/15/2039 | 4,513,632 | |
1,545,000 | 4.25%, 05/15/2049 | 1,458,514 | |
Kyndryl Holdings, Inc. | |||
560,000 | 2.70%, 10/15/2028(1) | 467,335 | |
6,170,000 | 3.15%, 10/15/2031(1) | 4,800,845 | |
10,065,000 | Leidos, Inc. 2.30%, 02/15/2031 | 8,300,926 | |
Presidio Holdings, Inc. | |||
3,526,000 | 4.88%, 02/01/2027(1) | 3,346,103 | |
1,375,000 | 8.25%, 02/01/2028(1) | 1,335,359 | |
550,000 | Seagate HDD Cayman 3.13%, 07/15/2029 | 464,568 | |
SYNNEX Corp. | |||
16,155,000 | 1.75%, 08/09/2026(1) | 14,524,640 | |
15,430,000 | 2.38%, 08/09/2028(1) | 13,431,718 | |
1,768,000 | Western Digital Corp. 4.75%, 02/15/2026 | 1,755,094 | |
162,603,770 | |||
Leisure Time - 0.1% | |||
Carnival Corp. | |||
471,000 | 5.75%, 03/01/2027(1) | 426,498 | |
5,640,000 | 6.00%, 05/01/2029(1) | 5,061,900 | |
2,045,000 | 7.63%, 03/01/2026(1) | 2,035,505 | |
5,375,000 | MajorDrive Holdings LLC 6.38%, 06/01/2029(1) | 4,259,687 | |
2,215,000 | NCL Corp. Ltd. 5.88%, 02/15/2027(1) | 2,111,427 | |
Royal Caribbean Cruises Ltd. | |||
540,000 | 5.38%, 07/15/2027(1) | 495,450 | |
5,350,000 | 5.50%, 08/31/2026(1) | 4,977,399 | |
1,600,000 | 9.13%, 06/15/2023(1) | 1,651,736 | |
21,019,602 | |||
Lodging - 0.2% | |||
525,000 | Boyd Gaming Corp. 4.75%, 12/01/2027 | 496,198 | |
Las Vegas Sands Corp. | |||
11,005,000 | 3.50%, 08/18/2026 | 10,036,249 | |
1,120,000 | 3.90%, 08/08/2029 | 963,719 | |
Sands China Ltd. | |||
1,120,000 | 2.55%, 03/08/2027(1) | 945,762 | |
12,950,000 | 3.25%, 08/08/2031(1)(3) | 9,926,175 | |
1,725,000 | Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(1)(3) | 1,690,500 | |
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | |||
1,700,000 | 5.25%, 05/15/2027(1)(3) | 1,566,125 | |
2,660,000 | 5.50%, 03/01/2025(1) | 2,573,550 | |
28,198,278 | |||
Machinery-Diversified - 0.2% | |||
21,890,000 | Otis Worldwide Corp. 2.29%, 04/05/2027(3) | 20,151,851 | |
410,000 | Rockwell Automation, Inc. 2.80%, 08/15/2061 | 284,156 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Machinery-Diversified - 0.2% - (continued) | |||
$ 1,470,000 | TK Elevator U.S. Newco, Inc. 5.25%, 07/15/2027(1) | $ 1,377,125 | |
2,205,000 | Westinghouse Air Brake Technologies Corp. 3.20%, 06/15/2025 | 2,131,092 | |
23,944,224 | |||
Media - 1.7% | |||
965,000 | Belo Corp. 7.25%, 09/15/2027 | 1,061,500 | |
Cable Onda S.A. | |||
630,000 | 4.50%, 01/30/2030(4) | 589,050 | |
200,000 | 4.50%, 01/30/2030(1) | 187,000 | |
CCO Holdings LLC / CCO Holdings Capital Corp. | |||
13,200,000 | 4.25%, 02/01/2031(1) | 11,124,960 | |
4,135,000 | 4.25%, 01/15/2034(1) | 3,287,325 | |
1,270,000 | 4.50%, 08/15/2030(1) | 1,108,075 | |
925,000 | 4.75%, 02/01/2032(1) | 796,656 | |
1,325,000 | 5.00%, 02/01/2028(1) | 1,262,275 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | |||
11,180,000 | 2.25%, 01/15/2029 | 9,541,450 | |
1,315,000 | 3.70%, 04/01/2051 | 930,380 | |
11,690,000 | 3.90%, 06/01/2052 | 8,506,292 | |
8,428,000 | 4.80%, 03/01/2050 | 6,924,414 | |
8,240,000 | 4.91%, 07/23/2025 | 8,390,469 | |
8,550,000 | 5.13%, 07/01/2049 | 7,362,533 | |
10,990,000 | 5.38%, 05/01/2047 | 9,857,565 | |
4,595,000 | 5.75%, 04/01/2048 | 4,325,696 | |
6,903,000 | 6.48%, 10/23/2045 | 6,971,858 | |
Comcast Corp. | |||
10,334,000 | 2.89%, 11/01/2051(1) | 7,658,496 | |
7,000,000 | 2.94%, 11/01/2056(1) | 5,026,687 | |
7,884,000 | 2.99%, 11/01/2063(1) | 5,587,218 | |
10,280,000 | 3.20%, 07/15/2036 | 8,927,176 | |
2,810,000 | 3.25%, 11/01/2039 | 2,385,835 | |
6,640,000 | 3.40%, 07/15/2046 | 5,515,813 | |
1,925,000 | 3.75%, 04/01/2040 | 1,732,891 | |
2,520,000 | 3.97%, 11/01/2047 | 2,265,924 | |
4,557,000 | Cox Communications, Inc. 3.15%, 08/15/2024(1) | 4,508,735 | |
5,360,000 | CSC Holdings LLC 5.50%, 04/15/2027(1) | 5,174,705 | |
Discovery Communications LLC | |||
14,315,000 | 3.63%, 05/15/2030 | 13,137,083 | |
855,000 | 3.90%, 11/15/2024 | 857,139 | |
6,110,000 | 3.95%, 06/15/2025 | 6,059,451 | |
2,816,000 | 4.00%, 09/15/2055 | 2,118,686 | |
3,846,000 | 4.65%, 05/15/2050 | 3,317,973 | |
13,920,000 | 5.20%, 09/20/2047 | 12,820,826 | |
5,395,000 | 5.30%, 05/15/2049 | 5,081,841 | |
DISH DBS Corp. | |||
2,680,000 | 5.00%, 03/15/2023 | 2,655,022 | |
530,000 | 5.75%, 12/01/2028(1) | 474,074 | |
1,525,000 | 5.88%, 07/15/2022 | 1,526,815 | |
3,195,000 | 5.88%, 11/15/2024 | 3,099,150 | |
2,210,000 | 7.38%, 07/01/2028(3) | 1,944,800 | |
830,000 | 7.75%, 07/01/2026 | 780,752 | |
2,930,000 | Nexstar Broadcasting, Inc. 5.63%, 07/15/2027(1) | 2,851,271 | |
Paramount Global, Inc. | |||
1,852,000 | 4.38%, 03/15/2043 | 1,534,108 | |
5,655,000 | 4.95%, 01/15/2031 | 5,606,239 | |
5,005,000 | 4.95%, 05/19/2050(3) | 4,545,513 | |
335,000 | Quebecor Media, Inc. 5.75%, 01/15/2023 | 338,712 |
28 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Media - 1.7% - (continued) | |||
Sirius XM Radio, Inc. | |||
$ 3,960,000 | 3.13%, 09/01/2026(1) | $ 3,648,150 | |
1,770,000 | 4.00%, 07/15/2028(1) | 1,599,638 | |
Time Warner Cable LLC | |||
10,340,000 | 5.88%, 11/15/2040 | 10,134,451 | |
2,825,000 | 6.75%, 06/15/2039 | 3,018,860 | |
1,565,000 | Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033 | 1,898,931 | |
2,115,000 | UPC Broadband Finco B.V. 4.88%, 07/15/2031(1) | 1,858,556 | |
4,530,000 | Virgin Media Secured Finance plc 4.50%, 08/15/2030(1) | 3,931,406 | |
15,400,000 | VZ Secured Financing B.V. 5.00%, 01/15/2032(1) | 13,282,500 | |
Walt Disney Co. | |||
1,177,000 | 5.40%, 10/01/2043 | 1,288,729 | |
2,440,000 | 6.40%, 12/15/2035 | 2,912,183 | |
1,525,000 | Ziggo B.V. 4.88%, 01/15/2030(1) | 1,351,531 | |
244,685,368 | |||
Metal Fabricate/Hardware - 0.0% | |||
470,000 | Advanced Drainage Systems, Inc. 5.00%, 09/30/2027(1) | 454,137 | |
Novelis Corp. | |||
795,000 | 3.25%, 11/15/2026(1) | 725,398 | |
820,000 | 3.88%, 08/15/2031(1) | 703,150 | |
3,230,000 | 4.75%, 01/30/2030(1) | 2,970,728 | |
4,853,413 | |||
Mining - 0.7% | |||
Anglo American Capital plc | |||
12,225,000 | 2.63%, 09/10/2030(1) | 10,403,631 | |
6,825,000 | 2.88%, 03/17/2031(1) | 5,878,041 | |
20,570,000 | 3.88%, 03/16/2029(1) | 19,515,027 | |
1,001,000 | 4.88%, 05/14/2025(1) | 1,019,561 | |
16,215,000 | 5.63%, 04/01/2030(1) | 17,013,092 | |
AngloGold Ashanti Holdings plc | |||
750,000 | 3.38%, 11/01/2028 | 670,354 | |
1,220,000 | 3.75%, 10/01/2030 | 1,091,351 | |
Constellium SE | |||
2,365,000 | 3.75%, 04/15/2029(1)(3) | 2,045,323 | |
1,716,000 | 5.63%, 06/15/2028(1) | 1,643,070 | |
1,547,000 | 5.88%, 02/15/2026(1) | 1,531,777 | |
FMG Resources August 2006 Pty Ltd. | |||
1,630,000 | 4.38%, 04/01/2031(1) | 1,442,420 | |
19,260,000 | 5.88%, 04/15/2030(1) | 19,121,328 | |
9,565,000 | 6.13%, 04/15/2032(1) | 9,479,584 | |
Freeport Indonesia PT | |||
1,365,000 | 4.76%, 04/14/2027(1) | 1,356,360 | |
4,049,000 | 5.32%, 04/14/2032(1) | 3,917,407 | |
710,000 | 6.20%, 04/14/2052 | 678,519 | |
795,000 | Nacional del Cobre de Chile Corp. 3.70%, 01/30/2050(1) | 631,103 | |
8,355,000 | Rio Tinto Finance USA Ltd. 2.75%, 11/02/2051 | 6,382,619 | |
103,820,567 | |||
Miscellaneous Manufacturing - 0.1% | |||
3,503,000 | GE Capital International Funding Co. 4.42%, 11/15/2035 | 3,431,611 | |
6,006,000 | Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049 | 5,806,765 | |
8,365,000 | Siemens Financieringsmaatschappij N.V. 1.70%, 03/11/2028(1) | 7,457,625 | |
16,696,001 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Office/Business Equipment - 0.3% | |||
CDW LLC / CDW Finance Corp. | |||
$ 2,930,000 | 2.67%, 12/01/2026 | $ 2,690,812 | |
6,154,000 | 3.25%, 02/15/2029 | 5,415,520 | |
12,485,000 | 3.28%, 12/01/2028 | 11,249,672 | |
13,890,000 | 3.57%, 12/01/2031 | 12,161,181 | |
730,000 | 4.13%, 05/01/2025 | 720,510 | |
1,050,000 | 4.25%, 04/01/2028 | 982,622 | |
4,050,000 | Xerox Corp. 4.63%, 03/15/2023 | 4,050,000 | |
1,060,000 | Xerox Holdings Corp. 5.00%, 08/15/2025(1) | 1,015,257 | |
38,285,574 | |||
Oil & Gas - 1.7% | |||
Aker BP ASA | |||
2,920,000 | 3.75%, 01/15/2030(1) | 2,726,682 | |
8,995,000 | 4.00%, 01/15/2031(1) | 8,465,363 | |
Apache Corp. | |||
1,975,000 | 4.38%, 10/15/2028 | 1,856,500 | |
1,163,000 | 5.10%, 09/01/2040 | 1,052,515 | |
BP Capital Markets America, Inc. | |||
4,750,000 | 2.94%, 06/04/2051 | 3,530,469 | |
6,170,000 | 3.00%, 03/17/2052 | 4,636,918 | |
7,125,000 | 3.06%, 06/17/2041 | 5,817,868 | |
11,380,000 | 3.38%, 02/08/2061 | 8,867,865 | |
3,945,000 | 3.63%, 04/06/2030 | 3,799,348 | |
1,389,000 | Canadian Natural Resources Ltd. 3.90%, 02/01/2025 | 1,391,329 | |
ConocoPhillips Co. | |||
2,275,000 | 3.76%, 03/15/2042(1) | 2,104,209 | |
5,325,000 | 3.80%, 03/15/2052 | 4,805,890 | |
2,645,000 | 4.03%, 03/15/2062(1) | 2,371,598 | |
2,820,000 | Continental Resources, Inc. 5.75%, 01/15/2031(1) | 2,887,257 | |
2,415,000 | Coterra Energy, Inc. 3.90%, 05/15/2027(1) | 2,360,804 | |
3,345,000 | Devon Financing Co. LLC 7.88%, 09/30/2031 | 4,090,237 | |
6,000,000 | Diamondback Energy, Inc. 4.25%, 03/15/2052 | 5,268,207 | |
3,345,000 | Earthstone Energy Holdings LLC 8.00%, 04/15/2027 | 3,328,275 | |
Ecopetrol S.A. | |||
2,900,000 | 4.63%, 11/02/2031 | 2,422,950 | |
640,000 | 5.38%, 06/26/2026 | 630,432 | |
350,000 | 5.88%, 05/28/2045 | 275,174 | |
Empresa Nacional del Petroleo | |||
200,000 | 4.50%, 09/14/2047(4) | 151,002 | |
3,550,000 | 5.25%, 11/06/2029(4) | 3,461,285 | |
Energean Israel Finance Ltd. | |||
1,495,000 | 4.50%, 03/30/2024(1)(4) | 1,453,140 | |
795,000 | 4.88%, 03/30/2026(1)(4) | 736,965 | |
1,225,000 | 5.38%, 03/30/2028(1)(4) | 1,125,163 | |
150,000 | 5.88%, 03/30/2031(1)(4) | 134,625 | |
EQT Corp. | |||
1,285,000 | 3.13%, 05/15/2026(1) | 1,211,472 | |
1,650,000 | 3.90%, 10/01/2027 | 1,579,825 | |
Equinor ASA | |||
3,685,000 | 2.38%, 05/22/2030 | 3,289,534 | |
3,365,000 | 3.63%, 04/06/2040 | 3,081,236 | |
2,055,000 | 3.70%, 04/06/2050 | 1,856,517 | |
275,000 | Gran Tierra Energy International Holdings Ltd. 6.25%, 02/15/2025(4) | 254,375 | |
Hess Corp. | |||
2,980,000 | 7.13%, 03/15/2033 | 3,452,905 | |
10,742,000 | 7.30%, 08/15/2031 | 12,437,531 |
29 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Oil & Gas - 1.7% - (continued) | |||
Leviathan Bond Ltd. | |||
$ 705,000 | 6.13%, 06/30/2025(1)(4) | $ 697,950 | |
2,730,000 | 6.50%, 06/30/2027(1)(4) | 2,679,850 | |
715,000 | 6.75%, 06/30/2030(1)(4) | 701,698 | |
1,905,000 | Lukoil Capital DAC 2.80%, 04/26/2027(1) | 685,800 | |
Lundin Energy Finance B.V. | |||
7,470,000 | 2.00%, 07/15/2026(1) | 6,743,585 | |
8,100,000 | 3.10%, 07/15/2031(1) | 7,071,145 | |
14,745,000 | Marathon Petroleum Corp. 4.70%, 05/01/2025 | 14,972,484 | |
525,000 | Medco Bell Pte Ltd. 6.38%, 01/30/2027(4) | 491,138 | |
Occidental Petroleum Corp. | |||
3,145,000 | 3.00%, 02/15/2027 | 2,924,850 | |
1,980,000 | 3.20%, 08/15/2026 | 1,861,200 | |
3,190,000 | 3.40%, 04/15/2026 | 3,038,475 | |
6,057,000 | 4.20%, 03/15/2048 | 5,019,739 | |
1,098,000 | 4.40%, 04/15/2046 | 941,645 | |
1,285,000 | 5.50%, 12/01/2025 | 1,307,487 | |
640,000 | 6.13%, 01/01/2031 | 672,678 | |
1,234,000 | 6.38%, 09/01/2028 | 1,295,700 | |
Ovintiv Exploration, Inc. | |||
1,310,000 | 5.38%, 01/01/2026 | 1,358,645 | |
2,180,000 | 5.63%, 07/01/2024 | 2,266,361 | |
5,190,000 | Ovintiv, Inc. 7.38%, 11/01/2031 | 6,005,097 | |
910,000 | Pertamina Persero PT 4.15%, 02/25/2060(4) | 719,295 | |
Petroleos de Venezuela S.A. | |||
435,000 | 6.00%, 05/16/2024(4)(9) | 28,058 | |
190,000 | 9.00%, 11/17/2021(4)(9) | 13,300 | |
630,000 | Petroleos del Peru S.A. 5.63%, 06/19/2047(4) | 457,695 | |
Petroleos Mexicanos | |||
680,000 | 5.63%, 01/23/2046 | 469,207 | |
1,605,000 | 6.70%, 02/16/2032 | 1,382,996 | |
1,395,000 | 7.69%, 01/23/2050 | 1,092,983 | |
255,000 | Petrorio Luxembourg Trading S.a.r.l 6.13%, 06/09/2026(4) | 245,119 | |
Qatar Energy | |||
18,415,000 | 1.38%, 09/12/2026(1) | 16,674,782 | |
1,735,000 | 2.25%, 07/12/2031(1) | 1,513,787 | |
4,380,000 | 3.30%, 07/12/2051(4) | 3,634,349 | |
Range Resources Corp. | |||
1,070,000 | 4.75%, 02/15/2030(1)(3) | 1,018,843 | |
2,020,000 | 4.88%, 05/15/2025 | 1,999,800 | |
Saudi Arabian Oil Co. | |||
3,145,000 | 2.88%, 04/16/2024(4) | 3,106,166 | |
3,335,000 | 3.25%, 11/24/2050(4) | 2,620,916 | |
4,590,000 | 3.50%, 04/16/2029(4) | 4,447,710 | |
Shell International Finance B.V. | |||
8,000,000 | 2.88%, 11/26/2041 | 6,543,530 | |
8,925,000 | 3.00%, 11/26/2051 | 7,006,275 | |
4,199,000 | 4.00%, 05/10/2046 | 3,911,937 | |
1,056,000 | 4.38%, 05/11/2045 | 1,025,693 | |
2,320,000 | 4.55%, 08/12/2043 | 2,327,517 | |
1,235,000 | Southwestern Energy Co. 4.75%, 02/01/2032 | 1,168,619 | |
State Oil Co. of the Azerbaijan Republic | |||
725,000 | 4.75%, 03/13/2023(4) | 720,743 | |
1,570,000 | 6.95%, 03/18/2030(4) | 1,693,716 | |
Suncor Energy, Inc. | |||
1,510,000 | 3.75%, 03/04/2051 | 1,276,039 | |
3,735,000 | 4.00%, 11/15/2047 | 3,291,497 | |
515,000 | Sunoco L.P. / Sunoco Finance Corp. 4.50%, 05/15/2029 | 463,103 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Oil & Gas - 1.7% - (continued) | |||
Tullow Oil plc | |||
$ 245,000 | 7.00%, 03/01/2025(4) | $ 198,769 | |
290,000 | 10.25%, 05/15/2026(4) | 287,941 | |
Valero Energy Corp. | |||
3,130,000 | 4.00%, 04/01/2029 | 3,042,285 | |
3,460,000 | 4.35%, 06/01/2028 | 3,453,961 | |
YPF S.A. | |||
617,250 | 8.50%, 03/23/2025(1) | 568,648 | |
581,250 | 8.50%, 03/23/2025 | 535,482 | |
244,591,753 | |||
Oil & Gas Services - 0.1% | |||
7,675,000 | Halliburton Co. 4.85%, 11/15/2035 | 7,761,714 | |
Packaging & Containers - 0.3% | |||
3,480,000 | ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027(1)(10) | 2,923,200 | |
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | |||
1,550,000 | 4.13%, 08/15/2026(1) | 1,433,750 | |
870,000 | 5.25%, 04/30/2025(1) | 864,193 | |
3,135,000 | 5.25%, 08/15/2027(1) | 2,676,632 | |
1,460,000 | 5.25%, 08/15/2027(1)(3) | 1,246,533 | |
2,510,000 | Berry Global, Inc. 5.63%, 07/15/2027(1) | 2,500,638 | |
470,000 | Clydesdale Acquisition Holdings, Inc. 6.63%, 04/15/2029(1) | 472,937 | |
2,283,000 | Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026 | 2,272,726 | |
1,335,000 | Graphic Packaging International LLC 3.75%, 02/01/2030(1) | 1,170,435 | |
1,185,000 | Klabin Austria GmbH 3.20%, 01/12/2031(1) | 941,791 | |
1,725,000 | Mauser Packaging Solutions Holding Co. 7.25%, 04/15/2025(1) | 1,638,750 | |
Owens-Brockway Glass Container, Inc. | |||
1,961,000 | 5.88%, 08/15/2023(1) | 1,985,512 | |
2,710,000 | 6.38%, 08/15/2025(1)(3) | 2,703,225 | |
16,225,000 | Sealed Air Corp. 1.57%, 10/15/2026(1) | 14,475,289 | |
EUR 2,830,000 | Silgan Holdings, Inc. 2.25%, 06/01/2028 | 2,591,870 | |
2,990,000 | Titan Holdings II B.V. 5.13%, 07/15/2029(1) | 2,823,100 | |
$ 1,590,000 | Trivium Packaging Finance B.V. 5.50%, 08/15/2026(1) | 1,536,337 | |
44,256,918 | |||
Pharmaceuticals - 1.6% | |||
AbbVie, Inc. | |||
15,320,000 | 2.95%, 11/21/2026 | 14,683,332 | |
10,000,000 | 3.20%, 05/14/2026 | 9,745,493 | |
4,630,000 | 4.05%, 11/21/2039 | 4,245,942 | |
7,060,000 | 4.25%, 11/21/2049 | 6,486,553 | |
7,590,000 | 4.45%, 05/14/2046 | 7,164,429 | |
2,840,000 | 4.63%, 10/01/2042 | 2,731,766 | |
1,118,000 | 4.70%, 05/14/2045 | 1,093,418 | |
3,702,000 | 4.85%, 06/15/2044 | 3,704,639 | |
Astrazeneca Finance LLC | |||
8,555,000 | 1.20%, 05/28/2026 | 7,783,392 | |
8,785,000 | 1.75%, 05/28/2028 | 7,840,902 | |
Bausch Health Cos., Inc. | |||
1,060,000 | 4.88%, 06/01/2028(1) | 940,485 | |
4,635,000 | 5.00%, 01/30/2028(1) | 3,419,703 | |
4,640,000 | 5.00%, 02/15/2029(1)(3) | 3,256,398 | |
2,050,000 | 5.25%, 01/30/2030(1) | 1,422,905 | |
1,606,000 | 6.13%, 04/15/2025(1) | 1,612,023 | |
1,400,000 | 7.00%, 01/15/2028(1) | 1,147,580 |
30 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Pharmaceuticals - 1.6% - (continued) | |||
$ 360,000 | 9.00%, 12/15/2025(1) | $ 361,352 | |
Bayer U.S. Finance LLC | |||
2,900,000 | 4.20%, 07/15/2034(1) | 2,768,314 | |
7,820,000 | 4.25%, 12/15/2025(1) | 7,854,047 | |
7,426,000 | Becton Dickinson and Co. 3.36%, 06/06/2024 | 7,391,651 | |
Bristol-Myers Squibb Co. | |||
4,125,000 | 1.13%, 11/13/2027(3) | 3,609,416 | |
5,000,000 | 1.45%, 11/13/2030 | 4,070,727 | |
5,935,000 | 2.35%, 11/13/2040 | 4,506,666 | |
5,025,000 | 2.55%, 11/13/2050 | 3,629,166 | |
2,000,000 | 3.25%, 08/01/2042 | 1,695,271 | |
15,365,000 | 3.55%, 03/15/2042 | 13,664,006 | |
9,525,000 | 3.90%, 02/20/2028 | 9,605,366 | |
4,655,000 | 4.25%, 10/26/2049 | 4,495,705 | |
Cigna Corp. | |||
7,085,000 | 1.25%, 03/15/2026 | 6,442,383 | |
1,655,000 | 3.20%, 03/15/2040 | 1,358,535 | |
15,680,000 | 4.13%, 11/15/2025 | 15,841,648 | |
CVS Health Corp. | |||
3,280,000 | 3.00%, 08/15/2026 | 3,179,953 | |
4,605,000 | 4.13%, 04/01/2040 | 4,193,396 | |
14,295,000 | 4.78%, 03/25/2038 | 14,163,708 | |
3,455,000 | 5.13%, 07/20/2045 | 3,465,952 | |
CVS Pass-Through Trust | |||
8,900 | 6.04%, 12/10/2028 | 9,393 | |
21,231 | 6.94%, 01/10/2030 | 23,033 | |
6,420,000 | Johnson & Johnson 3.63%, 03/03/2037 | 6,194,054 | |
845,000 | Owens & Minor, Inc. 6.63%, 04/01/2030(1) | 830,162 | |
Pfizer, Inc. | |||
11,735,000 | 1.75%, 08/18/2031 | 9,911,918 | |
4,525,000 | 4.00%, 12/15/2036 | 4,445,305 | |
Teva Pharmaceutical Finance Netherlands III B.V. | |||
12,717,000 | 3.15%, 10/01/2026 | 10,905,082 | |
8,925,000 | 4.75%, 05/09/2027 | 8,166,375 | |
230,061,544 | |||
Pipelines - 1.9% | |||
2,905,000 | AI Candelaria Spain SLU 5.75%, 06/15/2033(4) | 2,419,168 | |
3,100,000 | Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1) | 3,014,161 | |
Buckeye Partners L.P. | |||
1,997,000 | 3.95%, 12/01/2026 | 1,887,165 | |
1,005,000 | 4.13%, 03/01/2025(1) | 963,483 | |
1,360,000 | 4.13%, 12/01/2027 | 1,254,600 | |
1,535,000 | 4.50%, 03/01/2028(1) | 1,400,687 | |
595,000 | 5.60%, 10/15/2044 | 477,488 | |
1,154,000 | Cheniere Energy Partners L.P. 4.50%, 10/01/2029 | 1,104,955 | |
DCP Midstream Operating L.P. | |||
3,845,000 | 5.13%, 05/15/2029 | 3,781,481 | |
5,510,000 | 5.38%, 07/15/2025 | 5,537,550 | |
3,630,000 | DT Midstream, Inc. 4.13%, 06/15/2029(1) | 3,303,300 | |
7,180,000 | Eastern Gas Transmission & Storage, Inc. 3.00%, 11/15/2029(1) | 6,545,002 | |
EIG Pearl Holding S.a.r.l. | |||
2,600,000 | 3.55%, 08/31/2036(1) | 2,302,919 | |
4,550,000 | 4.39%, 11/30/2046(1) | 3,846,752 | |
1,645,000 | 4.39%, 11/30/2046(4) | 1,390,749 | |
23,150,000 | Enbridge, Inc. 2.50%, 08/01/2033 | 19,168,608 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Pipelines - 1.9% - (continued) | |||
Energy Transfer Operating L.P. | |||
$ 5,950,000 | 3.75%, 05/15/2030 | $ 5,487,557 | |
2,275,000 | 4.90%, 03/15/2035 | 2,157,299 | |
1,190,000 | 5.15%, 03/15/2045 | 1,079,004 | |
9,000,000 | 5.25%, 04/15/2029 | 9,149,546 | |
5,100,000 | 5.30%, 04/01/2044 | 4,714,640 | |
4,958,000 | 5.30%, 04/15/2047 | 4,499,985 | |
1,065,000 | 5.35%, 05/15/2045 | 977,515 | |
7,275,000 | 6.00%, 06/15/2048 | 7,139,843 | |
4,045,000 | 6.13%, 12/15/2045 | 4,002,203 | |
3,910,000 | 6.25%, 04/15/2049 | 3,983,160 | |
2,935,000 | EnLink Midstream LLC 5.63%, 01/15/2028(1) | 2,908,290 | |
610,000 | EnLink Midstream Partners L.P. 5.05%, 04/01/2045 | 469,645 | |
Enterprise Products Operating LLC | |||
5,430,000 | 4.20%, 01/31/2050 | 4,777,581 | |
2,760,000 | 4.25%, 02/15/2048 | 2,433,592 | |
6,975,000 | 4.80%, 02/01/2049 | 6,674,420 | |
1,516,000 | 4.85%, 08/15/2042 | 1,453,903 | |
EQM Midstream Partners L.P. | |||
3,709,000 | 4.50%, 01/15/2029(1) | 3,338,916 | |
1,925,000 | 4.75%, 01/15/2031(1) | 1,728,361 | |
505,000 | 5.50%, 07/15/2028 | 482,275 | |
795,000 | 6.00%, 07/01/2025(1) | 787,885 | |
805,000 | 6.50%, 07/01/2027(1) | 813,050 | |
1,500,000 | 6.50%, 07/15/2048 | 1,380,000 | |
Galaxy Pipeline Assets Bidco Ltd. | |||
1,061,503 | 1.75%, 09/30/2027(1) | 997,674 | |
14,369,662 | 2.16%, 03/31/2034(1) | 12,634,479 | |
1,503,746 | 2.16%, 03/31/2034(4) | 1,322,164 | |
1,585,000 | 2.63%, 03/31/2036(1) | 1,325,135 | |
875,000 | 2.63%, 03/31/2036(4) | 731,541 | |
904,001 | 2.94%, 09/30/2040(1) | 754,896 | |
4,100,000 | 3.25%, 09/30/2040(4) | 3,384,830 | |
790,000 | 3.25%, 09/30/2040(1) | 652,199 | |
2,730,000 | Gray Oak Pipeline LLC 2.00%, 09/15/2023(1) | 2,672,175 | |
MPLX L.P. | |||
1,230,000 | 2.65%, 08/15/2030 | 1,062,707 | |
3,750,000 | 4.00%, 02/15/2025 | 3,746,681 | |
6,490,000 | 4.25%, 12/01/2027 | 6,443,762 | |
2,770,000 | 4.90%, 04/15/2058 | 2,438,549 | |
4,780,000 | 5.20%, 12/01/2047 | 4,510,653 | |
4,490,000 | NGPL PipeCo LLC 3.25%, 07/15/2031(1) | 3,905,397 | |
1,005,000 | NuStar Logistics L.P. 5.63%, 04/28/2027 | 964,189 | |
ONEOK, Inc. | |||
4,500,000 | 5.85%, 01/15/2026 | 4,742,191 | |
7,084,000 | 6.35%, 01/15/2031 | 7,743,310 | |
1,120,000 | Peru LNG Srl 5.38%, 03/22/2030(4) | 963,200 | |
8,305,000 | Phillips 66 Partners L.P. 3.15%, 12/15/2029 | 7,679,719 | |
690,000 | Plains All American Pipeline L.P. / PAA Finance Corp. 4.30%, 01/31/2043 | 555,230 | |
Sabine Pass Liquefaction LLC | |||
1,345,000 | 5.00%, 03/15/2027 | 1,376,646 | |
4,000,000 | 5.88%, 06/30/2026 | 4,205,241 | |
5,065,000 | Southern Natural Gas Co. LLC 0.63%, 04/28/2023(1) | 4,948,148 | |
Targa Resources Corp. | |||
7,245,000 | 4.20%, 02/01/2033 | 6,875,614 | |
2,300,000 | 4.95%, 04/15/2052 | 2,107,027 |
31 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Pipelines - 1.9% - (continued) | |||
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. | |||
$ 1,375,000 | 4.00%, 01/15/2032 | $ 1,244,595 | |
870,000 | 4.88%, 02/01/2031 | 837,142 | |
5,175,000 | 6.50%, 07/15/2027 | 5,330,974 | |
TransCanada PipeLines Ltd. | |||
6,025,000 | 1.00%, 10/12/2024 | 5,657,142 | |
13,360,000 | 2.50%, 10/12/2031 | 11,443,797 | |
5,840,000 | 4.63%, 03/01/2034 | 5,780,589 | |
2,870,000 | Valero Energy Partners L.P. 4.50%, 03/15/2028 | 2,867,535 | |
Venture Global Calcasieu Pass LLC | |||
1,890,000 | 3.88%, 08/15/2029(1) | 1,724,625 | |
1,470,000 | 4.13%, 08/15/2031(1) | 1,334,025 | |
Western Midstream Operating L.P. | |||
5,845,000 | 4.55%, 02/01/2030 | 5,370,094 | |
1,675,000 | 5.75%, 02/01/2050 | 1,475,943 | |
Williams Cos., Inc. | |||
4,145,000 | 5.10%, 09/15/2045 | 4,054,094 | |
4,100,000 | 5.40%, 03/04/2044 | 4,109,480 | |
2,224,000 | 6.30%, 04/15/2040 | 2,483,249 | |
271,293,379 | |||
Real Estate - 0.0% | |||
CIFI Holdings Group Co., Ltd. | |||
1,035,000 | 5.25%, 05/13/2026(4) | 791,775 | |
200,000 | 6.00%, 07/16/2025(4) | 157,200 | |
Country Garden Holdings Co., Ltd. | |||
200,000 | 4.20%, 02/06/2026(4) | 146,000 | |
200,000 | 5.40%, 05/27/2025(4) | 145,500 | |
860,000 | 5.63%, 01/14/2030(4) | 546,100 | |
225,000 | 6.15%, 09/17/2025(4) | 163,125 | |
Times China Holdings Ltd. | |||
1,440,000 | 6.20%, 03/22/2026(4) | 612,000 | |
575,000 | 6.75%, 07/08/2025(4) | 261,625 | |
1,340,000 | Yuzhou Group Holdings Co., Ltd. 7.70%, 02/20/2025(4)(9) | 167,500 | |
2,990,825 | |||
Real Estate Investment Trusts - 1.3% | |||
American Tower Corp. | |||
1,000,000 | 1.45%, 09/15/2026 | 893,820 | |
27,070,000 | 1.60%, 04/15/2026 | 24,622,232 | |
685,000 | 2.95%, 01/15/2051 | 472,791 | |
6,940,000 | 3.65%, 03/15/2027 | 6,689,647 | |
Brixmor Operating Partnership L.P. | |||
3,195,000 | 2.50%, 08/16/2031 | 2,648,027 | |
14,080,000 | 4.13%, 05/15/2029 | 13,669,474 | |
Crown Castle International Corp. | |||
7,000,000 | 2.25%, 01/15/2031 | 5,763,035 | |
24,765,000 | 2.90%, 03/15/2027 | 23,208,082 | |
8,745,000 | 3.20%, 09/01/2024 | 8,678,269 | |
Equinix, Inc. | |||
11,210,000 | 1.45%, 05/15/2026 | 10,115,581 | |
2,645,000 | 1.80%, 07/15/2027 | 2,334,227 | |
2,730,000 | 2.00%, 05/15/2028 | 2,380,239 | |
11,800,000 | 3.90%, 04/15/2032 | 11,084,834 | |
700,000 | Essex Portfolio LP 2.65%, 09/01/2050 | 476,787 | |
GLP Capital L.P. / GLP Financing II, Inc. | |||
5,990,000 | 3.25%, 01/15/2032 | 5,039,567 | |
7,675,000 | 4.00%, 01/15/2031 | 6,948,830 | |
4,750,000 | 5.30%, 01/15/2029 | 4,751,282 | |
4,815,000 | 5.75%, 06/01/2028 | 5,048,964 | |
Iron Mountain, Inc. | |||
555,000 | 4.50%, 02/15/2031(1) | 475,563 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Real Estate Investment Trusts - 1.3% - (continued) | |||
$ 500,000 | 4.88%, 09/15/2029(1) | $ 458,022 | |
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | |||
3,435,000 | 4.25%, 02/01/2027(1) | 3,157,452 | |
1,595,000 | 5.25%, 10/01/2025(1) | 1,567,087 | |
1,065,000 | Prologis L.P. 2.13%, 10/15/2050 | 704,812 | |
3,675,000 | Realty Income Corp. 3.40%, 01/15/2028 | 3,545,930 | |
3,875,000 | Service Properties Trust 7.50%, 09/15/2025 | 3,867,754 | |
3,885,000 | Simon Property Group L.P. 3.25%, 09/13/2049 | 3,048,293 | |
5,605,000 | UDR, Inc. 2.10%, 08/01/2032 | 4,534,531 | |
VICI Properties L.P. | |||
6,660,000 | 4.95%, 02/15/2030 | 6,614,645 | |
9,665,000 | 5.13%, 05/15/2032 | 9,597,345 | |
VICI Properties L.P. / VICI Note Co., Inc. | |||
285,000 | 3.50%, 02/15/2025(1) | 273,600 | |
185,000 | 3.75%, 02/15/2027(1) | 171,125 | |
213,000 | 4.13%, 08/15/2030(1) | 191,700 | |
1,200,000 | 4.25%, 12/01/2026(1) | 1,137,156 | |
2,025,000 | 4.63%, 12/01/2029(1) | 1,895,400 | |
Welltower, Inc. | |||
15,360,000 | 2.75%, 01/15/2032 | 13,371,499 | |
2,770,000 | 3.85%, 06/15/2032 | 2,639,399 | |
2,620,000 | 4.00%, 06/01/2025 | 2,624,439 | |
194,701,440 | |||
Retail - 0.6% | |||
1011778 BC ULC / New Red Finance, Inc. | |||
2,830,000 | 3.50%, 02/15/2029(1) | 2,498,989 | |
1,780,000 | 3.88%, 01/15/2028(1) | 1,637,600 | |
840,000 | 4.00%, 10/15/2030(1) | 717,948 | |
4,020,000 | 4.38%, 01/15/2028(1) | 3,668,250 | |
Ambience Merger Sub, Inc. | |||
430,000 | 4.88%, 07/15/2028(1) | 355,288 | |
460,000 | 7.13%, 07/15/2029(1)(3) | 343,229 | |
FirstCash, Inc. | |||
2,125,000 | 4.63%, 09/01/2028(1) | 1,933,750 | |
790,000 | 5.63%, 01/01/2030(1) | 734,700 | |
Gap, Inc. | |||
1,945,000 | 3.63%, 10/01/2029(1) | 1,582,073 | |
1,945,000 | 3.88%, 10/01/2031(1)(3) | 1,550,554 | |
1,180,000 | Group 1 Automotive, Inc. 4.00%, 08/15/2028(1) | 1,061,681 | |
Home Depot, Inc. | |||
685,000 | 2.38%, 03/15/2051 | 479,026 | |
2,315,000 | 4.50%, 12/06/2048 | 2,332,320 | |
5,215,000 | 5.88%, 12/16/2036 | 6,160,554 | |
1,275,000 | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1) | 1,271,812 | |
L Brands, Inc. | |||
3,320,000 | 5.25%, 02/01/2028 | 3,187,200 | |
2,190,000 | 6.63%, 10/01/2030(1) | 2,178,185 | |
7,478,000 | LBM Acquisition LLC 6.25%, 01/15/2029(1) | 6,085,222 | |
735,000 | Lithia Motors, Inc. 4.63%, 12/15/2027(1) | 700,087 | |
Lowe's Cos., Inc. | |||
5,000,000 | 2.80%, 09/15/2041 | 3,819,126 | |
3,930,000 | 3.75%, 04/01/2032 | 3,708,476 | |
McDonald's Corp. | |||
3,615,000 | 4.60%, 05/26/2045 | 3,548,342 | |
5,000,000 | 6.30%, 10/15/2037 | 5,861,962 |
32 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Retail - 0.6% - (continued) | |||
$ 4,975,000 | Michaels Cos., Inc. 5.25%, 05/01/2028(1) | $ 4,275,614 | |
4,550,000 | PetSmart, Inc. 4.75%, 02/15/2028(1) | 4,241,373 | |
4,818,000 | Specialty Building Products Holdings LLC 6.38%, 09/30/2026(1) | 4,728,867 | |
1,915,000 | SRS Distribution, Inc. 4.63%, 07/01/2028(1) | 1,753,202 | |
6,485,000 | Staples, Inc. 7.50%, 04/15/2026(1) | 6,193,175 | |
6,890,000 | Walmart, Inc. 2.50%, 09/22/2041 | 5,542,140 | |
690,000 | Yum! Brands, Inc. 4.75%, 01/15/2030(1) | 656,363 | |
82,807,108 | |||
Semiconductors - 1.1% | |||
24,324,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.14%, 11/15/2035(1) | 19,679,171 | |
Broadcom, Inc. | |||
7,971,000 | 3.42%, 04/15/2033(1) | 6,848,021 | |
5,255,000 | 3.50%, 02/15/2041(1) | 4,095,642 | |
10,362,000 | 4.93%, 05/15/2037(1) | 9,685,700 | |
1,400,000 | Entegris, Inc. 4.38%, 04/15/2028(1) | 1,298,500 | |
13,000,000 | Intel Corp. 2.80%, 08/12/2041 | 10,248,340 | |
Marvell Technology, Inc. | |||
23,675,000 | 1.65%, 04/15/2026 | 21,581,742 | |
10,375,000 | 2.45%, 04/15/2028 | 9,231,423 | |
Microchip Technology, Inc. | |||
15,455,000 | 0.97%, 02/15/2024 | 14,733,714 | |
17,755,000 | 2.67%, 09/01/2023 | 17,590,130 | |
Micron Technology, Inc. | |||
8,695,000 | 2.70%, 04/15/2032 | 7,241,614 | |
4,150,000 | 4.98%, 02/06/2026 | 4,254,535 | |
NVIDIA Corp. | |||
4,740,000 | 3.50%, 04/01/2050 | 4,173,931 | |
1,180,000 | 3.70%, 04/01/2060 | 1,032,219 | |
14,163,000 | NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024(1) | 14,438,940 | |
7,760,000 | NXP B.V. / NXP Funding LLC / NXP USA, Inc. 2.65%, 02/15/2032(1) | 6,497,752 | |
3,676,000 | QUALCOMM, Inc. 4.80%, 05/20/2045 | 3,851,078 | |
Sensata Technologies B.V. | |||
1,020,000 | 5.00%, 10/01/2025(1) | 1,012,350 | |
1,475,000 | 5.63%, 11/01/2024(1) | 1,491,594 | |
2,285,000 | Skyworks Solutions, Inc. 1.80%, 06/01/2026 | 2,080,736 | |
161,067,132 | |||
Software - 1.3% | |||
2,320,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 2,151,684 | |
1,215,000 | CDK Global, Inc. 5.25%, 05/15/2029(1) | 1,224,599 | |
3,350,000 | Dun & Bradstreet Corp. 5.00%, 12/15/2029(1) | 3,115,500 | |
Fiserv, Inc. | |||
13,810,000 | 2.25%, 06/01/2027 | 12,653,806 | |
11,730,000 | 3.20%, 07/01/2026 | 11,369,348 | |
Microsoft Corp. | |||
13,045,000 | 2.53%, 06/01/2050 | 9,824,505 | |
22,115,000 | 2.92%, 03/17/2052 | 18,045,382 | |
3,045,000 | 3.45%, 08/08/2036 | 2,913,159 | |
10,000,000 | 3.75%, 02/12/2045 | 9,453,668 | |
1,580,000 | Minerva Merger Sub, Inc. 6.50%, 02/15/2030(1) | 1,454,793 | |
Open Text Corp. | |||
2,970,000 | 3.88%, 02/15/2028(1) | 2,705,027 | |
655,000 | 3.88%, 12/01/2029(1) | 582,072 | |
Open Text Holdings, Inc. | |||
1,625,000 | 4.13%, 02/15/2030(1) | 1,442,187 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Software - 1.3% - (continued) | |||
$ 930,000 | 4.13%, 12/01/2031(1) | $ 806,245 | |
Oracle Corp. | |||
8,410,000 | 2.30%, 03/25/2028 | 7,333,019 | |
6,000,000 | 2.65%, 07/15/2026 | 5,598,915 | |
9,585,000 | 2.88%, 03/25/2031 | 8,099,568 | |
18,317,000 | 3.60%, 04/01/2040 | 14,222,222 | |
13,789,000 | 3.60%, 04/01/2050 | 9,912,334 | |
2,100,000 | 3.85%, 07/15/2036 | 1,769,200 | |
8,610,000 | 3.85%, 04/01/2060 | 6,106,603 | |
14,500,000 | 3.90%, 05/15/2035 | 12,548,551 | |
8,311,000 | 3.95%, 03/25/2051 | 6,332,574 | |
2,860,000 | 4.00%, 07/15/2046 | 2,247,572 | |
5,130,000 | 4.00%, 11/15/2047 | 3,998,770 | |
205,000 | 4.13%, 05/15/2045 | 163,015 | |
4,300,000 | 6.50%, 04/15/2038 | 4,685,702 | |
PTC, Inc. | |||
2,135,000 | 3.63%, 02/15/2025(1) | 2,068,281 | |
440,000 | 4.00%, 02/15/2028(1) | 407,796 | |
2,880,000 | ROBLOX Corp. 3.88%, 05/01/2030(1)(3) | 2,476,800 | |
6,060,000 | S&P Global, Inc. 3.70%, 03/01/2052(1) | 5,302,683 | |
7,880,000 | Salesforce, Inc. 2.70%, 07/15/2041 | 6,273,018 | |
4,095,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 4,013,264 | |
4,145,000 | Workday, Inc. 3.50%, 04/01/2027 | 4,044,114 | |
185,345,976 | |||
Telecommunications - 2.1% | |||
Altice France S.A. | |||
2,825,000 | 5.13%, 07/15/2029(1) | 2,391,532 | |
660,000 | 5.50%, 01/15/2028(1) | 581,625 | |
270,000 | 5.50%, 10/15/2029(1) | 230,175 | |
4,075,000 | 8.13%, 02/01/2027(1) | 4,105,562 | |
525,000 | America Movil S.A.B. de C.V. 5.38%, 04/04/2032(1) | 477,650 | |
AT&T, Inc. | |||
19,395,000 | 1.70%, 03/25/2026 | 17,921,983 | |
49,013,000 | 2.55%, 12/01/2033 | 40,732,223 | |
4,830,000 | 3.30%, 02/01/2052 | 3,671,471 | |
14,619,000 | 3.50%, 09/15/2053 | 11,500,146 | |
9,502,000 | 3.55%, 09/15/2055 | 7,372,932 | |
10,000,000 | 3.65%, 06/01/2051 | 8,135,328 | |
17,067,000 | 3.65%, 09/15/2059 | 13,211,841 | |
13,720,000 | 3.80%, 12/01/2057 | 11,011,380 | |
2,000,000 | 3.90%, 03/11/2024 | 2,023,755 | |
870,000 | 4.35%, 03/01/2029 | 878,829 | |
905,000 | 4.50%, 05/15/2035 | 893,202 | |
1,385,000 | Bharti Airtel International Netherlands B.V. 5.35%, 05/20/2024(4) | 1,418,068 | |
295,000 | Bharti Airtel Ltd. 3.25%, 06/03/2031(4) | 253,332 | |
CT Trust | |||
1,020,000 | 5.13%, 02/03/2032(1) | 950,232 | |
490,000 | 5.13%, 02/03/2032(4) | 456,484 | |
2,405,000 | Embarq Corp. 8.00%, 06/01/2036 | 2,171,511 | |
Empresa Nacional de Telecomunicaciones S.A. | |||
1,040,000 | 3.05%, 09/14/2032(1) | 876,210 | |
1,008,000 | 3.05%, 09/14/2032(4) | 849,250 | |
Frontier Communications Holdings LLC | |||
2,405,000 | 5.00%, 05/01/2028(1) | 2,194,671 | |
2,350,000 | 5.88%, 10/15/2027(1) | 2,250,125 | |
2,395,029 | 5.88%, 11/01/2029 | 2,079,185 | |
875,000 | 6.00%, 01/15/2030(1)(3) | 760,804 | |
2,985,000 | 6.75%, 05/01/2029(1) | 2,689,783 |
33 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Telecommunications - 2.1% - (continued) | |||
Iliad Holding SAS | |||
$ 1,110,000 | 6.50%, 10/15/2026(1) | $ 1,066,943 | |
730,000 | 7.00%, 10/15/2028(1) | 689,850 | |
EUR 2,775,000 | Kaixo Bondco Telecom S.A. 5.13%, 09/30/2029(1) | 2,577,418 | |
Lorca Telecom Bondco S.A. | |||
3,575,000 | 4.00%, 09/18/2027(1) | 3,452,119 | |
975,000 | 4.00%, 09/18/2027(4) | 941,487 | |
Millicom International Cellular S.A. | |||
$ 295,000 | 4.50%, 04/27/2031(1) | 255,330 | |
643,500 | 5.13%, 01/15/2028(4) | 610,553 | |
603,000 | 6.25%, 03/25/2029(1) | 597,359 | |
16,425,000 | NTT Finance Corp. 1.16%, 04/03/2026(1) | 14,841,164 | |
Ooredoo International Finance Ltd. | |||
1,290,000 | 2.63%, 04/08/2031(1) | 1,158,363 | |
400,000 | 2.63%, 04/08/2031(4) | 359,182 | |
Rogers Communications, Inc. | |||
5,500,000 | 3.80%, 03/15/2032(1) | 5,094,646 | |
3,385,000 | 4.50%, 03/15/2042(1) | 3,088,412 | |
Sprint Corp. | |||
3,253,000 | 7.13%, 06/15/2024 | 3,423,782 | |
3,725,000 | 7.88%, 09/15/2023 | 3,887,969 | |
2,555,000 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029(1) | 2,630,199 | |
570,000 | Telecom Italia S.p.A. 5.30%, 05/30/2024(1) | 559,313 | |
500,000 | Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) | 501,010 | |
10,820,000 | Telefonica Emisiones S.A. 5.21%, 03/08/2047 | 10,266,455 | |
T-Mobile USA, Inc. | |||
2,160,000 | 2.05%, 02/15/2028 | 1,906,548 | |
3,920,000 | 2.25%, 02/15/2026(1)(3) | 3,596,600 | |
1,330,000 | 2.25%, 02/15/2026 | 1,220,275 | |
3,175,000 | 2.63%, 04/15/2026 | 2,952,750 | |
14,405,000 | 2.70%, 03/15/2032(1) | 12,237,547 | |
10,610,000 | 3.40%, 10/15/2052(1) | 8,068,647 | |
4,245,000 | 3.88%, 04/15/2030 | 4,024,719 | |
13,135,000 | 4.38%, 04/15/2040 | 12,122,616 | |
570,000 | Total Play Telecomunicaciones S.A. de C.V. 6.38%, 09/20/2028(4) | 473,676 | |
VEON Holdings B.V. | |||
1,120,000 | 3.38%, 11/25/2027(1) | 683,200 | |
860,000 | 3.38%, 11/25/2027(4) | 524,600 | |
1,555,000 | 4.00%, 04/09/2025(4) | 1,015,415 | |
Verizon Communications, Inc. | |||
10,000,000 | 2.10%, 03/22/2028 | 8,965,551 | |
2,660,000 | 2.85%, 09/03/2041 | 2,080,755 | |
5,100,000 | 2.88%, 11/20/2050 | 3,736,163 | |
10,683,000 | 2.99%, 10/30/2056 | 7,617,858 | |
13,220,000 | 3.40%, 03/22/2041 | 11,139,090 | |
1,305,000 | 3.55%, 03/22/2051 | 1,076,808 | |
1,390,000 | 3.85%, 11/01/2042 | 1,236,173 | |
520,000 | 4.00%, 03/22/2050 | 466,236 | |
9,585,000 | 4.13%, 08/15/2046 | 8,723,523 | |
4,790,000 | 4.81%, 03/15/2039 | 4,924,643 | |
Vodafone Group plc | |||
7,585,000 | 5.13%, 06/04/2081, (5.13% fixed rate until 12/04/2050; 5 year USD CMT + 3.073% thereafter)(5) | 6,336,509 | |
6,355,000 | 5.25%, 05/30/2048 | 6,372,782 | |
VTR Comunicaciones S.p.A. | |||
1,750,000 | 5.13%, 01/15/2028(4) | 1,573,250 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.0% - (continued) | |||
Telecommunications - 2.1% - (continued) | |||
$ 1,049,000 | 5.13%, 01/15/2028(1) | $ 943,051 | |
1,055,000 | Zayo Group Holdings, Inc. 4.00%, 03/01/2027(1) | 917,850 | |
313,027,678 | |||
Toys/Games/Hobbies - 0.0% | |||
Mattel, Inc. | |||
1,045,000 | 3.38%, 04/01/2026(1) | 1,016,262 | |
1,040,000 | 5.88%, 12/15/2027(1) | 1,063,920 | |
2,080,182 | |||
Transportation - 0.4% | |||
8,215,000 | Burlington Northern Santa Fe LLC 4.55%, 09/01/2044 | 8,211,050 | |
4,125,000 | Canadian Pacific Railway Co. 1.75%, 12/02/2026 | 3,788,698 | |
4,000,000 | FedEx Corp. 4.10%, 02/01/2045 | 3,459,145 | |
1,660,000 | First Student Bidco, Inc. 4.00%, 07/31/2029(1) | 1,478,612 | |
3,734,000 | Norfolk Southern Corp. 4.65%, 01/15/2046 | 3,729,735 | |
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
10,395,000 | 1.70%, 06/15/2026(1) | 9,434,305 | |
4,520,000 | 3.45%, 07/01/2024(1) | 4,478,214 | |
12,000,000 | 3.90%, 02/01/2024(1) | 12,039,314 | |
575,000 | Rumo Luxembourg S.a.r.l. 4.20%, 01/18/2032(1) | 479,838 | |
Russian Railways Via RZD Capital plc | |||
200,000 | 4.38%, 03/01/2024(4) | 10,000 | |
675,000 | 5.70%, 04/05/2022 | 33,750 | |
Union Pacific Corp. | |||
4,150,000 | 2.80%, 02/14/2032 | 3,738,723 | |
890,000 | 3.38%, 02/14/2042 | 769,748 | |
1,630,000 | 3.50%, 02/14/2053 | 1,390,085 | |
53,041,217 | |||
Trucking & Leasing - 0.0% | |||
2,000,000 | Penske Truck Leasing Co. L.P. / PTL Finance Corp. 2.70%, 11/01/2024(1) | 1,945,512 | |
Water - 0.1% | |||
1,000,000 | Aegea Finance S.a.r.l. 6.75%, 05/20/2029 | 981,315 | |
American Water Capital Corp. | |||
2,190,000 | 2.30%, 06/01/2031 | 1,909,351 | |
9,451,000 | 2.80%, 05/01/2030 | 8,643,904 | |
3,365,000 | 3.45%, 05/01/2050 | 2,840,195 | |
14,374,765 | |||
Total Corporate Bonds (cost $6,816,355,599) | $ 6,165,168,799 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% | |||
Angola - 0.1% | |||
Angolan Government International Bond | |||
4,655,000 | 8.00%, 11/26/2029(4) | $ 4,348,794 | |
985,000 | 8.75%, 04/14/2032 | 931,564 | |
1,855,000 | 9.38%, 05/08/2048(4) | 1,670,613 | |
6,950,971 | |||
Argentina - 0.2% | |||
Argentine Republic Government International Bond | |||
26,420,922 | 0.50%, 07/09/2030(7)(11) | 8,331,838 | |
62,757,751 | 1.13%, 07/09/2035(7)(11) | 17,901,648 | |
26,233,486 |
34 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Armenia - 0.0% | |||
Republic of Armenia International Bond | |||
$ 1,245,000 | 3.60%, 02/02/2031(1) | $ 926,838 | |
270,000 | 3.60%, 02/02/2031(4) | 201,001 | |
1,127,839 | |||
Azerbaijan - 0.1% | |||
Republic of Azerbaijan International Bond | |||
2,855,000 | 3.50%, 09/01/2032(4) | 2,522,413 | |
1,315,000 | 4.75%, 03/18/2024(4) | 1,312,959 | |
Southern Gas Corridor CJSC | |||
1,394,000 | 6.88%, 03/24/2026(1) | 1,485,246 | |
3,885,000 | 6.88%, 03/24/2026(4) | 4,139,296 | |
9,459,914 | |||
Benin - 0.0% | |||
Benin Government International Bond | |||
EUR 650,000 | 4.88%, 01/19/2032(4) | 588,024 | |
2,030,000 | 4.95%, 01/22/2035(1) | 1,709,804 | |
750,000 | 4.95%, 01/22/2035(4) | 631,701 | |
2,929,529 | |||
Bermuda - 0.0% | |||
Bermuda Government International Bond | |||
$ 325,000 | 3.38%, 08/20/2050(1) | 265,519 | |
835,000 | 3.38%, 08/20/2050(4) | 682,179 | |
1,115,000 | 3.72%, 01/25/2027(4) | 1,101,062 | |
1,525,000 | 4.75%, 02/15/2029(1) | 1,592,295 | |
3,641,055 | |||
Brazil - 0.1% | |||
Brazilian Government International Bond | |||
4,920,000 | 3.88%, 06/12/2030 | 4,338,554 | |
6,035,000 | 4.75%, 01/14/2050 | 4,562,460 | |
11,904,000 | 5.00%, 01/27/2045 | 9,571,054 | |
1,520,000 | 5.63%, 02/21/2047 | 1,300,178 | |
19,772,246 | |||
Bulgaria - 0.0% | |||
EUR 1,680,000 | Bulgaria Government International Bond 1.38%, 09/23/2050(4) | 1,165,745 | |
Chile - 0.1% | |||
Chile Government International Bond | |||
$ 4,670,000 | 2.55%, 07/27/2033 | 3,899,170 | |
1,425,000 | 2.75%, 01/31/2027 | 1,350,145 | |
3,230,000 | 3.10%, 05/07/2041 | 2,525,343 | |
405,000 | 3.25%, 09/21/2071 | 276,177 | |
8,050,835 | |||
Colombia - 0.3% | |||
Colombia Government International Bond | |||
8,030,000 | 3.00%, 01/30/2030 | 6,427,774 | |
14,520,000 | 3.13%, 04/15/2031 | 11,321,970 | |
3,820,000 | 3.25%, 04/22/2032 | 2,921,956 | |
1,470,000 | 3.88%, 02/15/2061 | 935,159 | |
5,610,000 | 4.13%, 02/22/2042 | 3,909,258 | |
6,845,000 | 4.13%, 05/15/2051 | 4,588,196 | |
12,305,000 | 5.00%, 06/15/2045 | 9,162,406 | |
6,575,000 | 5.20%, 05/15/2049 | 4,939,469 | |
3,115,000 | 5.63%, 02/26/2044 | 2,513,714 | |
1,140,000 | 6.13%, 01/18/2041 | 1,004,303 | |
47,724,205 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Costa Rica - 0.0% | |||
Costa Rica Government International Bond | |||
$ 865,000 | 4.38%, 04/30/2025(4) | $ 866,081 | |
285,000 | 6.13%, 02/19/2031(4) | 282,944 | |
1,149,025 | |||
Croatia - 0.2% | |||
Croatia Government International Bond | |||
EUR 12,125,000 | 1.13%, 06/19/2029(4) | 11,344,323 | |
2,590,000 | 1.13%, 03/04/2033(4) | 2,216,595 | |
8,150,000 | 1.50%, 06/17/2031(4) | 7,525,956 | |
3,950,000 | 1.75%, 03/04/2041(4) | 3,270,904 | |
24,357,778 | |||
Dominican Republic - 0.1% | |||
Dominican Republic International Bond | |||
$ 890,000 | 4.50%, 01/30/2030(4) | 767,465 | |
791,000 | 4.88%, 09/23/2032(1) | 665,484 | |
6,800,000 | 4.88%, 09/23/2032(4) | 5,720,976 | |
695,000 | 5.50%, 01/27/2025(4) | 711,315 | |
3,765,000 | 5.50%, 02/22/2029(1) | 3,518,392 | |
355,000 | 5.95%, 01/25/2027(4) | 355,701 | |
5,945,000 | 6.00%, 02/22/2033(1) | 5,398,059 | |
1,680,000 | 6.00%, 02/22/2033(4) | 1,525,440 | |
1,035,000 | 6.40%, 06/05/2049(4) | 877,884 | |
19,540,716 | |||
Ecuador - 0.0% | |||
Ecuador Government International Bond | |||
2,133,000 | 0.50%, 07/31/2040(4)(7)(11) | 1,158,261 | |
330,543 | 1.00%, 07/31/2035(4)(7)(11) | 206,684 | |
1,364,945 | |||
Egypt - 0.1% | |||
Egypt Government International Bond | |||
EUR 240,000 | 5.63%, 04/16/2030(4) | 185,156 | |
250,000 | 5.63%, 04/16/2030(1) | 192,871 | |
$ 285,000 | 6.59%, 02/21/2028(4) | 236,735 | |
5,705,000 | 7.30%, 09/30/2033(4) | 4,269,622 | |
1,425,000 | 7.50%, 02/16/2061(1) | 950,196 | |
720,000 | 7.50%, 02/16/2061(4) | 480,099 | |
1,710,000 | 7.90%, 02/21/2048(4) | 1,168,272 | |
2,030,000 | 8.50%, 01/31/2047(4) | 1,469,923 | |
8,952,874 | |||
Gabon - 0.1% | |||
Gabon Government International Bond | |||
750,000 | 6.63%, 02/06/2031(4) | 676,395 | |
515,000 | 6.63%, 02/06/2031(1) | 464,458 | |
4,400,000 | 6.95%, 06/16/2025(4) | 4,368,320 | |
1,650,000 | 7.00%, 11/24/2031(1) | 1,494,322 | |
7,003,495 | |||
Hungary - 0.1% | |||
Hungary Government International Bond | |||
EUR 6,440,000 | 1.63%, 04/28/2032(4) | 5,795,179 | |
410,000 | 1.75%, 06/05/2035(4) | 352,977 | |
$ 1,170,000 | 2.13%, 09/22/2031(4) | 936,856 | |
7,085,012 | |||
Indonesia - 0.2% | |||
Indonesia Government International Bond | |||
EUR 460,000 | 1.10%, 03/12/2033 | 394,385 | |
$ 2,095,000 | 1.85%, 03/12/2031 | 1,781,195 | |
5,275,000 | 4.30%, 03/31/2052 | 4,831,210 | |
7,965,000 | 4.63%, 04/15/2043(4) | 7,550,420 |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Indonesia - 0.2% - (continued) | |||
$ 980,000 | 4.75%, 07/18/2047(4) | $ 937,784 | |
8,294,000 | 5.13%, 01/15/2045(4) | 8,235,725 | |
1,411,000 | 5.25%, 01/08/2047(4) | 1,432,868 | |
25,163,587 | |||
Ivory Coast - 0.0% | |||
Ivory Coast Government International Bond | |||
EUR 2,555,000 | 4.88%, 01/30/2032(4) | 2,260,091 | |
356,000 | 5.25%, 03/22/2030(1) | 335,783 | |
350,000 | 5.25%, 03/22/2030(4) | 330,123 | |
2,760,000 | 5.88%, 10/17/2031(4) | 2,598,601 | |
1,430,000 | 6.88%, 10/17/2040(4) | 1,270,079 | |
6,794,677 | |||
Jordan - 0.0% | |||
Jordan Government International Bond | |||
$ 1,235,000 | 4.95%, 07/07/2025(1) | 1,187,156 | |
755,000 | 5.85%, 07/07/2030(4) | 671,014 | |
1,858,170 | |||
Macedonia - 0.0% | |||
North Macedonia Government International Bond | |||
EUR 1,480,000 | 1.63%, 03/10/2028(1) | 1,311,202 | |
1,455,000 | 1.63%, 03/10/2028(4) | 1,289,053 | |
2,045,000 | 3.68%, 06/03/2026(1) | 2,081,434 | |
825,000 | 3.68%, 06/03/2026(4) | 839,698 | |
5,521,387 | |||
Mexico - 0.2% | |||
Mexico Government International Bond | |||
955,000 | 2.13%, 10/25/2051 | 637,995 | |
$ 415,000 | 2.66%, 05/24/2031 | 350,675 | |
1,170,000 | 3.50%, 02/12/2034 | 990,148 | |
665,000 | 3.77%, 05/24/2061 | 465,447 | |
200,000 | 4.35%, 01/15/2047 | 162,024 | |
19,363,000 | 4.50%, 01/31/2050 | 15,971,183 | |
4,067,000 | 4.60%, 01/23/2046 | 3,461,017 | |
12,250,000 | 5.00%, 04/27/2051 | 10,898,703 | |
32,937,192 | |||
Oman - 0.2% | |||
Oman Government International Bond | |||
760,000 | 4.75%, 06/15/2026(4) | 746,679 | |
3,210,000 | 4.88%, 02/01/2025(4) | 3,222,808 | |
2,210,000 | 5.38%, 03/08/2027(4) | 2,218,553 | |
3,675,000 | 5.63%, 01/17/2028(4) | 3,680,145 | |
12,190,000 | 6.25%, 01/25/2031(1) | 12,404,300 | |
2,590,000 | 6.25%, 01/25/2031(4) | 2,635,532 | |
775,000 | 6.50%, 03/08/2047(4) | 708,451 | |
1,175,000 | 6.75%, 01/17/2048(4) | 1,099,612 | |
400,000 | 7.00%, 01/25/2051(1) | 384,200 | |
655,000 | 7.00%, 01/25/2051(4) | 629,127 | |
27,729,407 | |||
Pakistan - 0.0% | |||
Pakistan Government International Bond | |||
1,135,000 | 6.88%, 12/05/2027(4) | 926,287 | |
200,000 | 7.38%, 04/08/2031(4) | 153,308 | |
1,079,595 | |||
Panama - 0.1% | |||
Panama Government International Bond | |||
835,000 | 2.25%, 09/29/2032 | 669,069 | |
1,910,000 | 3.16%, 01/23/2030 | 1,733,936 | |
2,243,000 | 4.30%, 04/29/2053 | 1,883,356 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Panama - 0.1% - (continued) | |||
$ 6,535,000 | 4.50%, 04/16/2050 | $ 5,651,599 | |
4,000,000 | 4.50%, 04/01/2056 | 3,390,000 | |
540,000 | Panama Notas del Tesoro 3.75%, 04/17/2026 | 533,520 | |
13,861,480 | |||
Peru - 0.1% | |||
Peruvian Government International Bond | |||
17,230,000 | 2.78%, 01/23/2031 | 14,944,096 | |
6,090,000 | 3.00%, 01/15/2034 | 5,080,704 | |
751,000 | 7.35%, 07/21/2025 | 822,150 | |
730,000 | Republic of Peru 3.23%, 07/28/2121 | 466,459 | |
21,313,409 | |||
Philippines - 0.1% | |||
Philippine Government International Bond | |||
1,115,000 | 3.23%, 03/29/2027 | 1,087,729 | |
720,000 | 3.56%, 09/29/2032 | 686,238 | |
1,960,000 | 3.95%, 01/20/2040 | 1,774,608 | |
4,015,000 | 4.20%, 03/29/2047 | 3,702,593 | |
7,251,168 | |||
Qatar - 0.1% | |||
Qatar Government International Bond | |||
600,000 | 3.40%, 04/16/2025(4) | 601,056 | |
11,830,000 | 4.40%, 04/16/2050(4) | 11,979,579 | |
5,765,000 | 4.82%, 03/14/2049(4) | 6,190,630 | |
750,000 | 5.10%, 04/23/2048(1) | 834,307 | |
19,605,572 | |||
Romania - 0.1% | |||
Romanian Government International Bond | |||
EUR 1,165,000 | 1.38%, 12/02/2029(1) | 994,053 | |
1,470,000 | 1.38%, 12/02/2029(4) | 1,254,299 | |
680,000 | 1.75%, 07/13/2030(1) | 565,863 | |
3,585,000 | 2.00%, 01/28/2032(4) | 2,880,747 | |
445,000 | 2.00%, 01/28/2032(1) | 357,582 | |
2,005,000 | 2.00%, 04/14/2033(1) | 1,540,905 | |
2,855,000 | 2.00%, 04/14/2033(4) | 2,194,157 | |
655,000 | 2.63%, 12/02/2040(1) | 458,073 | |
230,000 | 2.63%, 12/02/2040(4) | 160,850 | |
2,225,000 | 2.75%, 04/14/2041(1) | 1,570,043 | |
$ 2,126,000 | 3.00%, 02/14/2031(4) | 1,811,229 | |
EUR 1,226,000 | 3.88%, 10/29/2035(4) | 1,092,959 | |
14,880,760 | |||
Russia - 0.1% | |||
Russian Foreign Bond - Eurobond | |||
$ 2,200,000 | 4.25%, 06/23/2027(4) | 616,000 | |
3,400,000 | 4.38%, 03/21/2029(1) | 680,000 | |
5,400,000 | 4.38%, 03/21/2029(4) | 1,080,000 | |
1,800,000 | 4.75%, 05/27/2026(4) | 504,000 | |
43,800,000 | 5.10%, 03/28/2035(4) | 8,760,000 | |
600,000 | 5.25%, 06/23/2047(4) | 150,000 | |
11,790,000 | |||
Saudi Arabia - 0.1% | |||
Saudi Government International Bond | |||
2,290,000 | 3.25%, 11/17/2051(1) | 1,839,704 | |
10,770,000 | 3.25%, 11/17/2051(4) | 8,652,230 | |
2,985,000 | 4.50%, 10/26/2046(4) | 2,858,734 | |
13,350,668 |
36 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Senegal - 0.0% | |||
Senegal Government International Bond | |||
$ 375,000 | 6.25%, 05/23/2033(4) | $ 334,969 | |
2,180,000 | 6.75%, 03/13/2048(4) | 1,734,190 | |
2,069,159 | |||
Serbia - 0.1% | |||
Serbia International Bond | |||
EUR 2,505,000 | 1.00%, 09/23/2028(4) | 2,013,028 | |
586,000 | 1.50%, 06/26/2029(1) | 472,924 | |
5,130,000 | 1.50%, 06/26/2029(4) | 4,140,100 | |
511,000 | 3.13%, 05/15/2027(1) | 483,738 | |
2,472,000 | 3.13%, 05/15/2027(4) | 2,340,116 | |
9,449,906 | |||
South Africa - 0.1% | |||
Republic of South Africa Government International Bond | |||
$ 3,995,000 | 4.30%, 10/12/2028 | 3,640,484 | |
11,905,000 | 5.75%, 09/30/2049 | 9,437,093 | |
13,077,577 | |||
Sri Lanka - 0.0% | |||
425,000 | Sri Lanka Government International Bond 6.75%, 04/18/2028(4) | 179,562 | |
Turkey - 0.3% | |||
Turkey Government International Bond | |||
1,405,000 | 4.25%, 03/13/2025 | 1,292,431 | |
1,450,000 | 4.75%, 01/26/2026 | 1,306,537 | |
14,645,000 | 4.88%, 10/09/2026 | 12,904,823 | |
16,120,000 | 5.13%, 02/17/2028 | 13,758,420 | |
2,710,000 | 5.25%, 03/13/2030 | 2,215,425 | |
6,695,000 | 5.75%, 05/11/2047 | 4,772,330 | |
405,000 | 5.95%, 01/15/2031 | 338,783 | |
1,395,000 | 6.00%, 03/25/2027 | 1,268,967 | |
9,855,000 | 6.00%, 01/14/2041 | 7,444,467 | |
45,302,183 | |||
Ukraine - 0.1% | |||
Ukraine Government International Bond | |||
8,500,000 | 6.88%, 05/21/2029(1) | 2,635,000 | |
2,825,000 | 6.88%, 05/21/2029(4) | 875,750 | |
6,430,000 | 7.25%, 03/15/2033(1) | 2,025,450 | |
2,890,000 | 7.25%, 03/15/2033(4) | 910,350 | |
4,330,000 | 7.38%, 09/25/2032(4) | 1,363,950 | |
1,885,000 | 7.75%, 09/01/2022(4) | 1,034,865 | |
2,720,000 | 7.75%, 09/01/2024(4) | 920,829 | |
155,000 | 7.75%, 09/01/2026(1) | 51,421 | |
5,190,000 | 7.75%, 09/01/2026(4) | 1,721,772 | |
11,575,000 | 7.75%, 09/01/2027(4) | 3,819,750 | |
15,359,137 | |||
United Arab Emirates - 0.0% | |||
Abu Dhabi Government International Bond | |||
505,000 | 2.70%, 09/02/2070(4) | 355,439 | |
1,200,000 | 3.00%, 09/15/2051(1) | 967,834 | |
1,775,000 | 3.00%, 09/15/2051(4) | 1,431,587 | |
755,000 | 3.13%, 09/30/2049(4) | 623,337 | |
430,000 | 4.13%, 10/11/2047(4) | 422,591 | |
3,860,000 | Emirate of Dubai Government International Bonds 3.90%, 09/09/2050(4) | 3,063,296 | |
6,864,084 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 3.4% - (continued) | |||
Uzbekistan - 0.0% | |||
$ 790,000 | Republic of Uzbekistan International Bond 3.90%, 10/19/2031(4) | $ 642,902 | |
Venezuela - 0.0% | |||
Venezuela Government International Bond | |||
1,015,000 | 7.00%, 12/01/2018(4)(9) | 81,708 | |
3,170,000 | 7.00%, 03/31/2038(4)(9) | 255,185 | |
340,000 | 7.65%, 04/21/2025(4)(9) | ��� 27,370 | |
4,765,000 | 7.75%, 10/13/2019(4)(9) | 383,582 | |
11,937,200 | 9.00%, 05/07/2023(4)(9) | 960,945 | |
1,708,790 | |||
Total Foreign Government Obligations (cost $669,270,292) | $ 494,300,042 | ||
MUNICIPAL BONDS - 0.1% | |||
Higher Education - 0.1% | |||
12,000,000 | Rutgers The State University of New Jersey 3.92%, 05/01/2119 | $ 9,772,067 | |
5,660,000 | University of California 1.32%, 05/15/2027 | 5,044,623 | |
14,816,690 | |||
Transportation - 0.0% | |||
5,015,000 | New York State Thruway Auth Rev 2.90%, 01/01/2035 | 4,461,048 | |
1,510,000 | Port Auth of New York & New Jersey Rev 4.46%, 10/01/2062(3) | 1,531,571 | |
5,992,619 | |||
Total Municipal Bonds (cost $24,459,880) | $ 20,809,309 | ||
SENIOR FLOATING RATE INTERESTS - 0.2%(12) | |||
Auto Parts & Equipment - 0.0% | |||
1,348,107 | Clarios Global L.P. 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250%(7) | $ 1,325,081 | |
Commercial Services - 0.0% | |||
1,950,112 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250%(7) | 1,918,423 | |
Engineering & Construction - 0.0% | |||
2,738,137 | Ascend Learning LLC 4.26%, 12/11/2028, 1 mo. USD LIBOR + 3.500%(7) | 2,702,432 | |
Entertainment - 0.0% | |||
Crown Finance U.S., Inc. | |||
5,867,645 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500%(7) | 4,466,158 | |
255,397 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250%(7) | 271,520 | |
4,737,678 | |||
Insurance - 0.1% | |||
2,716,526 | Asurion LLC 3.76%, 11/03/2024, 1 mo. USD LIBOR + 3.000%(7) | 2,686,944 | |
Hub International Ltd. | |||
2,910,421 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000%(7) | 2,870,403 | |
512,406 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250%(7) | 509,341 | |
6,066,688 |
37 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 0.2%(12) - (continued) | |||
Oil & Gas - 0.0% | |||
$ 812,963 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500%(7) | $ 810,930 | |
Packaging & Containers - 0.0% | |||
2,400,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250%(13) | 2,366,712 | |
Pharmaceuticals - 0.0% | |||
620,000 | Owens & Minor, Inc. 4.45%, 03/29/2029 | 621,166 | |
Retail - 0.0% | |||
862,838 | SRS Distribution, Inc. 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500%(7) | 830,481 | |
Software - 0.1% | |||
Athenahealth, Inc. | |||
495,652 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(7)(14) | 488,217 | |
2,924,348 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500%(7) | 2,880,483 | |
3,120,244 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250%(7) | 3,093,722 | |
3,680,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 3,578,800 | |
10,041,222 | |||
Total Senior Floating Rate Interests (cost $32,371,132) | $ 31,420,813 | ||
U.S. GOVERNMENT SECURITIES - 1.9% | |||
U.S. Treasury Securities - 1.9% | |||
U.S. Treasury Bonds - 0.3% | |||
4,055,000 | 1.13%, 08/15/2040(15) | $ 2,915,957 | |
14,140,000 | 1.75%, 08/15/2041 | 11,234,672 | |
3,000,000 | 1.88%, 11/15/2051 | 2,363,438 | |
865,000 | 2.25%, 02/15/2052 | 746,063 | |
17,400,000 | 2.38%, 02/15/2042(16) | 15,415,312 | |
5,890,000 | 4.25%, 11/15/2040(15) | 6,833,780 | |
5,800,000 | 4.38%, 02/15/2038(17) | 6,860,766 | |
6,130,000 | 6.25%, 05/15/2030(15)(17) | 7,597,608 | |
53,967,596 | |||
U.S. Treasury Notes - 1.6% | |||
146,000,000 | 0.25%, 06/30/2025(17) | 134,382,735 | |
42,050,000 | 0.25%, 09/30/2025 | 38,421,545 | |
12,120,000 | 1.88%, 02/28/2027 | 11,554,715 | |
20,215,000 | 2.25%, 03/31/2024 | 20,051,543 | |
27,895,000 | 2.63%, 04/15/2025 | 27,709,760 | |
232,120,298 | |||
Total U.S. Government Securities (cost $293,467,879) | $ 286,087,894 | ||
COMMON STOCKS - 47.6% | |||
Banks - 3.6% | |||
1,590,647 | JP Morgan Chase & Co. | $ 189,859,626 | |
427,976 | M&T Bank Corp. | 71,317,921 | |
521,431 | PNC Financial Services Group, Inc. | 86,609,689 | |
801,069 | Royal Bank of Canada | 80,908,187 | |
2,081,483 | Truist Financial Corp. | 100,639,703 | |
529,335,126 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 47.6% - (continued) | |||
Capital Goods - 5.5% | |||
199,531 | Caterpillar, Inc. | $ 42,009,257 | |
826,200 | Eaton Corp. plc | 119,815,524 | |
654,054 | General Dynamics Corp. | 154,703,392 | |
463,459 | Honeywell International, Inc. | 89,683,951 | |
460,228 | Hubbell, Inc. | 89,910,142 | |
1,794,286 | Johnson Controls International plc | 107,423,903 | |
395,268 | L3Harris Technologies, Inc. | 91,804,946 | |
1,128,414 | Raytheon Technologies Corp. | 107,097,773 | |
802,448,888 | |||
Consumer Services - 0.6% | |||
487,803 | Darden Restaurants, Inc. | 64,258,289 | |
96,480 | McDonald's Corp. | 24,038,957 | |
88,297,246 | |||
Diversified Financials - 2.4% | |||
1,230,618 | Ares Management Corp. Class A | 81,491,524 | |
155,146 | BlackRock, Inc. | 96,916,603 | |
2,194,422 | Morgan Stanley | 176,848,469 | |
355,256,596 | |||
Energy - 3.3% | |||
2,010,502 | ConocoPhillips | 192,043,151 | |
3,816 | Foresight Energy LLC* | 64,872 | |
464,918 | Phillips 66 | 40,336,286 | |
708,439 | Pioneer Natural Resources Co. | 164,690,814 | |
1,759,112 | TC Energy Corp. | 93,046,091 | |
490,181,214 | |||
Food & Staples Retailing - 0.3% | |||
562,874 | Sysco Corp. | 48,114,470 | |
Food, Beverage & Tobacco - 4.1% | |||
763,682 | Archer-Daniels-Midland Co. | 68,395,360 | |
978,942 | Kellogg Co. | 67,057,527 | |
2,754,812 | Mondelez International, Inc. Class A | 177,630,278 | |
254,522 | Nestle S.A. ADR | 32,741,710 | |
571,745 | PepsiCo., Inc. | 98,174,334 | |
1,609,907 | Philip Morris International, Inc. | 160,990,700 | |
604,989,909 | |||
Health Care Equipment & Services - 2.4% | |||
1,270,543 | CVS Health Corp. | 122,137,298 | |
1,685,879 | Koninklijke Philips N.V. ADR | 43,461,961 | |
1,738,225 | Medtronic plc | 181,401,161 | |
347,000,420 | |||
Household & Personal Products - 2.4% | |||
585,308 | Kimberly-Clark Corp. | 81,258,310 | |
1,155,491 | Procter & Gamble Co. | 185,514,080 | |
1,659,502 | Unilever plc ADR | 76,768,562 | |
343,540,952 | |||
Insurance - 3.4% | |||
892,754 | Chubb Ltd. | 184,309,063 | |
3,119,632 | MetLife, Inc. | 204,897,430 | |
1,036,170 | Progressive Corp. | 111,243,211 | |
500,449,704 | |||
Materials - 1.6% | |||
1,138,852 | LyondellBasell Industries N.V. Class A | 120,752,478 | |
656,260 | PPG Industries, Inc. | 83,994,717 | |
483,735 | Rio Tinto plc ADR(3) | 34,403,233 | |
239,150,428 | |||
Media & Entertainment - 0.9% | |||
3,191,453 | Comcast Corp. Class A | 126,892,171 |
38 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 47.6% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 5.1% | |||
1,331,960 | AstraZeneca plc ADR | $ 88,442,144 | |
162,171 | Eli Lilly & Co. | 47,375,014 | |
1,460,080 | Johnson & Johnson | 263,486,037 | |
1,963,552 | Merck & Co., Inc. | 174,147,427 | |
3,645,961 | Pfizer, Inc. | 178,907,306 | |
752,357,928 | |||
Real Estate - 1.7% | |||
664,642 | Crown Castle International Corp. REIT | 123,098,345 | |
2,098,327 | Gaming and Leisure Properties, Inc. REIT | 93,123,752 | |
397,624 | Welltower, Inc. REIT | 36,108,236 | |
252,330,333 | |||
Retailing - 1.2% | |||
519,518 | Home Depot, Inc. | 156,063,207 | |
195,200 | TJX Cos., Inc. | 11,961,856 | |
168,025,063 | |||
Semiconductors & Semiconductor Equipment - 2.1% | |||
685,336 | Analog Devices, Inc. | 105,802,172 | |
104,364 | Broadcom, Inc. | 57,858,358 | |
215,265 | NXP Semiconductors N.V. | 36,788,789 | |
581,562 | Texas Instruments, Inc. | 99,010,930 | |
299,460,249 | |||
Technology Hardware & Equipment - 1.9% | |||
3,779,067 | Cisco Systems, Inc. | 185,098,701 | |
2,647,267 | Corning, Inc. | 93,157,326 | |
278,256,027 | |||
Telecommunication Services - 0.4% | |||
70,071 | Frontier Communications Parent, Inc.* | 1,849,174 | |
1,353,588 | Verizon Communications, Inc. | 62,671,124 | |
64,520,298 | |||
Transportation - 0.6% | |||
715,098 | Canadian National Railway Co. | 84,098,397 | |
Utilities - 4.1% | |||
1,024,913 | American Electric Power Co., Inc. | 101,579,128 | |
1,384,485 | Dominion Energy, Inc. | 113,029,355 | |
290,855 | DTE Energy Co. | 38,113,639 | |
953,235 | Duke Energy Corp. | 105,008,368 | |
2,833,420 | Exelon Corp. | 132,547,388 | |
721,415 | Sempra Energy | 116,407,524 | |
606,685,402 | |||
Total Common Stocks (cost $5,305,428,671) | $ 6,981,390,821 | ||
ESCROWS - 0.2%(18) | |||
Media & Entertainment - 0.0% | |||
3,800,000 | Scripps Escrow, Inc. Expires 07/15/2027*(1) | $ 3,629,000 | |
Pharmaceuticals, Biotechnology & Life Sciences - 0.0% | |||
1,030,000 | Grifols Escrow Issuer S.A. Expires 10/15/2028*(1)(3) | 939,875 | |
Retailing - 0.0% | |||
760,000 | 99 Escrow Issuer, Inc. Expires 01/15/2026*(1) | 494,000 |
Shares or Principal Amount | Market Value† | ||
ESCROWS - 0.2%(18) - (continued) | |||
Semiconductors & Semiconductor Equipment - 0.2% | |||
20,630,000 | Entegris Escrow Corp. Expires 04/15/2029*(1) | $ 19,882,369 | |
Total Escrows (cost $26,151,020) | $ 24,945,244 | ||
PREFERRED STOCKS - 0.2% | |||
Banks - 0.1% | |||
770,000 | Bank of America Corp., 4.13%(3)(6) | $ 13,806,100 | |
Diversified Financials - 0.1% | |||
900,000 | Charles Schwab Corp., 4.45%(3)(6) | 18,126,000 | |
Total Preferred Stocks (cost $41,750,000) | $ 31,932,100 | ||
Total Long-Term Investments (Cost $13,219,622,622) | $ 14,046,717,424 | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Repurchase Agreements - 2.7% | |||
$ 388,634,328 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $388,642,101; collateralized by U.S. Treasury Bond at 1.750%, maturing 08/15/2041, with a market value of $78,180,532, U.S. Treasury Bond at 2.000%, maturing 11/15/2041, with a market value of $286,262,407, U.S. Treasury Bond at 3.750%, maturing 08/15/2041, with a market value of $31,964,094 | $ 388,634,328 | |
Securities Lending Collateral - 0.4% | |||
18,737,541 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(19) | 18,737,541 | |
45,453,417 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(19) | 45,453,417 | |
64,190,958 | |||
Total Short-Term Investments (cost $452,825,286) | $ 452,825,286 | ||
Total Investments (cost $13,672,447,908) | 98.8% | $ 14,499,542,710 | |
Other Assets and Liabilities | 1.2% | 182,426,609 | |
Total Net Assets | 100.0% | $ 14,681,969,319 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. |
39 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $1,761,785,416, representing 12.0% of net assets. |
(2) | Security is a zero-coupon bond. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $311,600,256, representing 2.1% of net assets. |
(5) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(6) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(7) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(8) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(9) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(10) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(11) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(12) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(13) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(14) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $488,217, which represents 0.0% of total net assets. |
(15) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $11,980,683. |
(16) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $15,960,710 at April 30, 2022. |
(17) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2022, the market value of securities pledged was $12,687,643. |
(18) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(19) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Euro-Schatz Future | 1 | 06/08/2022 | $ 116,198 | $ (1,666) | ||||
U.S. Treasury 2-Year Note Future | 403 | 06/30/2022 | 84,957,438 | (565,188) | ||||
U.S. Treasury 5-Year Note Future | 5,046 | 06/30/2022 | 568,542,281 | (18,944,970) | ||||
U.S. Treasury Long Bond Future | 1,374 | 06/21/2022 | 193,304,625 | (11,566,702) | ||||
U.S. Treasury Ultra Bond Future | 1,043 | 06/21/2022 | 167,336,312 | (20,408,479) | ||||
Total | $ (51,487,005) | |||||||
Short position contracts: | ||||||||
Euro-BOBL Future | 94 | 06/08/2022 | $ 12,611,846 | $ 452,665 | ||||
Euro-BUND Future | 281 | 06/08/2022 | 45,530,376 | 3,164,714 | ||||
Euro-BUXL 30-Year Bond Future | 37 | 06/08/2022 | 6,673,890 | 1,005,915 | ||||
U.S. Treasury 10-Year Note Future | 5,459 | 06/21/2022 | 650,473,969 | 35,590,288 |
40 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts – (continued): | ||||||||
U.S. Treasury 10-Year Ultra Future | 812 | 06/21/2022 | $ 104,748,000 | $ 1,110,808 | ||||
Total | $ 41,324,390 | |||||||
Total futures contracts | $ (10,162,615) |
Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
CDX.EM.37.V1 | USD | 28,075,000 | (1.00%) | 06/20/2027 | Quarterly | $ 1,625,770 | $ 2,168,068 | $ 542,298 | |||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.33.V12 | USD | 65,116,850 | 5.00% | 12/20/2024 | Quarterly | $ 986,149 | $ 2,599,629 | $ 1,613,480 | |||||||
CDX.NA.HY.38.V1 | USD | 5,690,000 | 5.00% | 06/20/2027 | Quarterly | 137,209 | 114,717 | (22,492) | |||||||
CDX.NA.IG.35.V1 | USD | 148,065,000 | 1.00% | 12/20/2025 | Quarterly | 2,443,033 | 1,944,641 | (498,392) | |||||||
CDX.NA.IGS.38.V1 | USD | 139,595,000 | 1.00% | 06/20/2027 | Quarterly | 1,232,297 | 1,207,019 | (25,278) | |||||||
Total | $ 4,798,688 | $ 5,866,006 | $ 1,067,318 | ||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||
Buy protection: | |||||||||||||||
United Mexican States | USD | 12,955,000 | (1.00%) | 12/20/2026 | Quarterly | $ (34,832) | $ 148,092 | $ 182,924 | |||||||
Sell protection: | |||||||||||||||
Republic of Turkey (B+) | USD | 6,290,000 | 1.00% | 06/20/2027 | Quarterly | $ (1,237,746) | $ (1,285,428) | $ (47,682) | |||||||
Total | $ (1,272,578) | $ (1,137,336) | $ 135,242 | ||||||||||||
Total centrally cleared credit default swap contracts | $ 5,151,880 | $ 6,896,738 | $ 1,744,858 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,075,000 | AUD | 1,494,993 | USD | SSG | 06/15/2022 | $ (27,664) | ||||
7,450,000 | BRL | 1,547,248 | USD | CBK | 06/02/2022 | (56,326) | ||||
1,950,000 | CAD | 1,528,268 | USD | SSG | 06/15/2022 | (10,519) | ||||
1,206,800,000 | CLP | 1,539,777 | USD | GSC | 06/15/2022 | (137,817) | ||||
9,899,000 | CNY | 1,546,333 | USD | SSG | 06/15/2022 | (45,615) | ||||
5,863,900,000 | COP | 1,539,728 | USD | BNP | 06/15/2022 | (69,664) | ||||
34,740,000 | CZK | 1,564,019 | USD | DEUT | 06/15/2022 | (82,863) | ||||
14,900,000 | EGP | 914,672 | USD | CBK | 06/15/2022 | (130,048) | ||||
739,000 | EUR | 777,692 | USD | DEUT | 06/15/2022 | 3,623 | ||||
96,000 | EUR | 105,604 | USD | SCB | 06/15/2022 | (4,106) | ||||
204,000 | EUR | 222,188 | USD | BMO | 06/15/2022 | (6,507) | ||||
505,000 | EUR | 546,498 | USD | TDB | 06/15/2022 | (12,582) | ||||
572,000 | EUR | 629,683 | USD | WEST | 06/15/2022 | (24,930) | ||||
732,000 | EUR | 801,607 | USD | BCLY | 06/15/2022 | (27,692) | ||||
636,000 | EUR | 708,983 | USD | BOA | 06/15/2022 | (36,565) | ||||
632,000 | EUR | 705,142 | USD | RBC | 06/15/2022 | (36,953) | ||||
2,108,000 | EUR | 2,273,615 | USD | GSC | 06/15/2022 | (44,911) | ||||
1,131,000 | EUR | 1,243,559 | USD | CBA | 06/15/2022 | (47,798) | ||||
2,264,000 | EUR | 2,513,032 | USD | MSC | 06/15/2022 | (119,395) | ||||
6,769,000 | EUR | 7,318,598 | USD | SSG | 06/15/2022 | (162,002) | ||||
31,220,000 | MXN | 1,542,598 | USD | BNP | 06/15/2022 | (26,400) | ||||
2,245,000 | NZD | 1,487,647 | USD | JPM | 06/15/2022 | (38,463) |
41 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
5,780,000 | PEN | 1,545,868 | USD | UBS | 06/15/2022 | $ (48,323) | ||||
6,635,000 | PLN | 1,568,187 | USD | JPM | 06/15/2022 | (80,279) | ||||
52,350,000 | THB | 1,556,646 | USD | SCB | 06/15/2022 | (27,062) | ||||
22,800,000 | ZAR | 1,547,074 | USD | GSC | 06/15/2022 | (110,753) | ||||
1,554,948 | USD | 2,075,000 | AUD | MSC | 06/15/2022 | 87,619 | ||||
1,503,228 | USD | 7,450,000 | BRL | CBK | 06/02/2022 | 12,306 | ||||
1,557,458 | USD | 1,950,000 | CAD | RBC | 06/15/2022 | 39,709 | ||||
1,408,497 | USD | 1,206,800,000 | CLP | BOA | 06/15/2022 | 6,537 | ||||
1,537,016 | USD | 9,899,000 | CNY | SSG | 06/15/2022 | 36,298 | ||||
1,468,913 | USD | 5,863,900,000 | COP | BNP | 06/15/2022 | (1,151) | ||||
1,508,688 | USD | 34,740,000 | CZK | BNP | 06/15/2022 | 27,532 | ||||
802,369 | USD | 14,900,000 | EGP | CBK | 06/15/2022 | 17,746 | ||||
21,951,572 | USD | 20,546,000 | EUR | BCLY | 05/31/2022 | 248,273 | ||||
73,929,543 | USD | 65,972,000 | EUR | DEUT | 06/15/2022 | 4,179,958 | ||||
11,422,961 | USD | 10,379,000 | EUR | CBA | 06/15/2022 | 449,655 | ||||
4,020,770 | USD | 3,624,000 | EUR | GSC | 06/15/2022 | 189,258 | ||||
2,255,304 | USD | 2,079,000 | EUR | JPM | 06/15/2022 | 57,260 | ||||
1,137,179 | USD | 1,033,000 | EUR | BOA | 06/15/2022 | 45,029 | ||||
1,124,793 | USD | 1,037,000 | EUR | MSC | 06/15/2022 | 28,413 | ||||
562,660 | USD | 506,000 | EUR | RBC | 06/15/2022 | 27,686 | ||||
20,343 | USD | 16,000 | GBP | DEUT | 05/31/2022 | 224 | ||||
1,524,164 | USD | 31,220,000 | MXN | BNP | 06/15/2022 | 7,966 | ||||
1,546,192 | USD | 2,245,000 | NZD | SSG | 06/15/2022 | 97,008 | ||||
1,506,385 | USD | 5,780,000 | PEN | CBK | 06/15/2022 | 8,840 | ||||
1,515,498 | USD | 6,635,000 | PLN | BCLY | 06/15/2022 | 27,589 | ||||
1,525,794 | USD | 52,350,000 | THB | JPM | 06/15/2022 | (3,789) | ||||
1,442,262 | USD | 22,800,000 | ZAR | MSC | 06/15/2022 | 5,941 | ||||
Total foreign currency contracts | $ 4,184,293 |
42 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 10,662,402 | $ — | $ 10,662,402 | $ — | ||||
Corporate Bonds | 6,165,168,799 | — | 6,165,168,799 | — | ||||
Foreign Government Obligations | 494,300,042 | — | 494,300,042 | — | ||||
Municipal Bonds | 20,809,309 | — | 20,809,309 | — | ||||
Senior Floating Rate Interests | 31,420,813 | — | 31,420,813 | — | ||||
U.S. Government Securities | 286,087,894 | — | 286,087,894 | — | ||||
Common Stocks | ||||||||
Banks | 529,335,126 | 529,335,126 | — | — | ||||
Capital Goods | 802,448,888 | 802,448,888 | — | — | ||||
Consumer Services | 88,297,246 | 88,297,246 | — | — | ||||
Diversified Financials | 355,256,596 | 355,256,596 | — | — | ||||
Energy | 490,181,214 | 490,116,342 | 64,872 | — | ||||
Food & Staples Retailing | 48,114,470 | 48,114,470 | — | — | ||||
Food, Beverage & Tobacco | 604,989,909 | 604,989,909 | — | — | ||||
Health Care Equipment & Services | 347,000,420 | 347,000,420 | — | — | ||||
Household & Personal Products | 343,540,952 | 343,540,952 | — | — | ||||
Insurance | 500,449,704 | 500,449,704 | — | — | ||||
Materials | 239,150,428 | 239,150,428 | — | — | ||||
Media & Entertainment | 126,892,171 | 126,892,171 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 752,357,928 | 752,357,928 | — | — | ||||
Real Estate | 252,330,333 | 252,330,333 | — | — | ||||
Retailing | 168,025,063 | 168,025,063 | — | — | ||||
Semiconductors & Semiconductor Equipment | 299,460,249 | 299,460,249 | — | — | ||||
Technology Hardware & Equipment | 278,256,027 | 278,256,027 | — | — | ||||
Telecommunication Services | 64,520,298 | 64,520,298 | — | — | ||||
Transportation | 84,098,397 | 84,098,397 | — | — | ||||
Utilities | 606,685,402 | 606,685,402 | — | — | ||||
Escrows | 24,945,244 | — | 24,945,244 | — | ||||
Preferred Stocks | 31,932,100 | 31,932,100 | — | — | ||||
Short-Term Investments | 452,825,286 | 64,190,958 | 388,634,328 | — | ||||
Foreign Currency Contracts(2) | 5,606,485 | — | 5,606,485 | — | ||||
Futures Contracts(2) | 41,324,390 | 41,324,390 | — | — | ||||
Swaps - Credit Default(2) | 2,338,702 | — | 2,338,702 | — | ||||
Total | $ 14,548,812,287 | $ 7,118,773,397 | $ 7,430,038,890 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,422,192) | $ — | $ (1,422,192) | $ — | ||||
Futures Contracts(2) | (51,487,005) | (51,487,005) | — | — | ||||
Swaps - Credit Default(2) | (593,844) | — | (593,844) | — | ||||
Total | $ (53,503,041) | $ (51,487,005) | $ (2,016,036) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
43 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.3% | |||
Asset-Backed - Finance & Insurance - 1.6% | |||
$ 250,000 | Bain Capital Credit CLO Ltd. 3.33%, 10/23/2034, 3 mo. USD LIBOR + 2.150%(1)(2) | $ 243,974 | |
250,000 | Carlyle Global Market Strategies CLO Ltd. 2.84%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(2) | 241,268 | |
190,000 | Cologix Data Centers US Issuer LLC 3.30%, 12/26/2051(1) | 179,235 | |
40,000 | Hotwire Funding LLC 2.31%, 11/20/2051(1) | 36,693 | |
250,000 | Octagon Investment Partners Ltd. 3.11%, 07/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2) | 244,000 | |
250,000 | OHA Loan Funding Ltd. 2.74%, 01/19/2037, 3 mo. USD LIBOR + 1.700%(1)(2) | 246,249 | |
250,000 | Race Point CLO Ltd. 2.53%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2) | 244,214 | |
60,000 | VB-S1 Issuer LLC 3.16%, 02/15/2052(1) | 56,695 | |
1,492,328 | |||
Asset-Backed - Home Equity - 0.3% | |||
FirstKey Homes Trust | |||
120,000 | 1.67%, 10/19/2037(1) | 109,577 | |
210,000 | 3.02%, 10/19/2037(1) | 192,864 | |
302,441 | |||
Collateralized - Mortgage Obligations - 0.3% | |||
225,000 | Benchmark Mortgage Trust 3.97%, 04/10/2051 | 224,430 | |
Commercial Mortgage-Backed Securities - 5.9% | |||
Bank | |||
922,093 | 0.64%, 08/15/2061(3)(4) | 20,407 | |
65,000 | 2.34%, 03/15/2063 | 55,184 | |
40,000 | 3.51%, 03/15/2064(4) | 36,735 | |
2,922,284 | BANK XA 1.04%, 05/15/2062(3)(4) | 147,827 | |
45,000 | Barclays Commercial Mortgage Trust 3.66%, 04/15/2055(4) | 43,690 | |
Benchmark Mortgage Trust | |||
924,153 | 0.66%, 07/15/2051(3)(4) | 19,410 | |
3,171,533 | 1.39%, 03/15/2062(3)(4) | 194,520 | |
99,743 | 1.92%, 07/15/2053(3)(4) | 9,305 | |
90,000 | 3.21%, 09/15/2053 | 77,730 | |
98,000 | 3.79%, 04/15/2055 | 95,816 | |
40,000 | BFLD Trust 2.60%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(2) | 39,676 | |
BX Commercial Mortgage Trust | |||
153,000 | 2.00%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2) | 151,465 | |
127,500 | 2.55%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2) | 124,942 | |
CD Mortgage Trust | |||
2,760,690 | 1.12%, 02/10/2050(3)(4) | 102,933 | |
295,018 | 2.46%, 08/10/2049 | 278,168 | |
360,000 | Citigroup Commercial Mortgage Trust 3.46%, 09/15/2048 | 355,928 | |
76,672 | Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(5) | 76,633 | |
350,000 | Commercial Mortgage Trust 3.76%, 08/10/2048 | 349,696 | |
200,000 | CSMC Trust 3.77%, 11/13/2039(1)(4) | 171,359 | |
1,580,574 | DBGS Mortgage Trust 0.32%, 10/15/2051(3)(4) | 15,749 | |
DBJPM Mortgage Trust | |||
1,718,703 | 1.58%, 08/10/2049(3)(4) | 84,149 | |
1,848,098 | 1.83%, 09/15/2053(3)(4) | 153,529 | |
410,000 | GS Mortgage Securities Corp. 4.11%, 07/10/2051(4) | 410,332 | |
350,000 | GS Mortgage Securities Trust 3.44%, 11/10/2049(4) | 342,970 | |
175,000 | HONO LULU Mortgage Trust 2.40%, 10/15/2036, 1 mo. USD LIBOR + 1.850%(1)(2) | 171,679 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.3% - (continued) | |||
Commercial Mortgage-Backed Securities - 5.9% - (continued) | |||
$ 210,000 | Hudson Yards Mortgage Trust 3.56%, 07/10/2039(1)(4) | $ 189,015 | |
15,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037(1) | 14,365 | |
2,774,963 | JPMDB Commercial Mortgage Securities Trust 0.75%, 06/15/2051(3)(4) | 63,947 | |
Morgan Stanley Capital Trust | |||
927,356 | 0.99%, 07/15/2051(3)(4) | 33,016 | |
280,528 | 1.50%, 06/15/2050(3)(4) | 12,797 | |
136,000 | 1.95%, 11/15/2034, 1 mo. USD LIBOR + 1.400%(1)(2) | 134,796 | |
255,000 | One Market Plaza Trust 4.15%, 02/10/2032(1) | 250,332 | |
60,000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | 57,667 | |
SREIT | |||
220,000 | 1.58%, 07/15/2036, 1 mo. USD LIBOR + 1.026%(1)(2) | 211,450 | |
80,000 | 1.93%, 07/15/2036, 1 mo. USD LIBOR + 1.375%(1)(2) | 76,922 | |
Wells Fargo Commercial Mortgage Trust | |||
390,000 | 3.45%, 07/15/2050 | 380,842 | |
15,000 | 4.29%, 05/15/2048(4) | 14,038 | |
Wells Fargo N.A. | |||
2,653,768 | 1.35%, 03/15/2063(3)(4) | 190,070 | |
1,738,857 | 1.90%, 03/15/2063(3)(4) | 195,785 | |
5,354,874 | |||
Other Asset-Backed Securities - 2.5% | |||
AMMC CLO Ltd. | |||
250,000 | 2.11%, 05/26/2031, 3 mo. USD LIBOR + 1.600%(1)(2) | 245,364 | |
250,000 | 2.84%, 10/16/2028, 3 mo. USD LIBOR + 1.800%(1)(2) | 250,041 | |
Domino's Pizza Master Issuer LLC | |||
84,150 | 2.66%, 04/25/2051(1) | 75,670 | |
144,750 | 4.12%, 07/25/2048(1) | 144,740 | |
Madison Park Funding Ltd. | |||
250,000 | 2.75%, 04/15/2035, 3 mo. USD SOFR + 1.90%(1)(2) | 248,179 | |
250,000 | 2.88%, 01/23/2031, 3 mo. USD LIBOR + 1.700%(1)(2) | 248,156 | |
250,000 | Niagara Park Clo Ltd. 2.64%, 07/17/2032, 3 mo. USD LIBOR + 1.600%(1)(2) | 245,850 | |
Octagon Investment Partners Ltd. | |||
250,000 | 2.93%, 07/25/2030, 3 mo. USD LIBOR + 1.750%(1)(2) | 244,584 | |
275,000 | 3.11%, 10/20/2034, 3 mo. USD LIBOR + 2.050%(1)(2) | 272,072 | |
Stack Infrastructure Issuer LLC | |||
100,000 | 1.88%, 03/26/2046(1) | 91,752 | |
30,000 | 1.89%, 08/25/2045(1) | 27,770 | |
Vantage Data Centers Issuer LLC | |||
130,000 | 1.65%, 09/15/2045(1) | 119,160 | |
24,333 | 3.19%, 07/15/2044(1) | 23,799 | |
2,237,137 | |||
Whole Loan Collateral CMO - 1.7% | |||
13,046 | Angel Oak Mortgage Trust 2.59%, 10/25/2049(1)(4) | 12,991 | |
28,496 | Arroyo Mortgage Trust 2.96%, 10/25/2048(1)(4) | 27,787 | |
2,732,468 | Bank 1.09%, 08/15/2061(3)(4) | 150,825 | |
13,739 | Bunker Hill Loan Depositary Trust 2.88%, 07/25/2049(1)(5) | 13,498 | |
100,000 | Ellington Financial Mortgage Trust 4.30%, 04/25/2067 | 99,136 |
44 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 12.3% - (continued) | |||
Whole Loan Collateral CMO - 1.7% - (continued) | |||
GS Mortgage-Backed Securities Corp. Trust | |||
$ 96,917 | 2.76%, 06/25/2051(1)(4) | $ 81,456 | |
445,621 | 2.78%, 05/25/2051(1)(4) | 368,041 | |
193,492 | 3.28%, 03/27/2051(4) | 169,291 | |
318,834 | JP Morgan Mortgage Trust 4.09%, 11/25/2050(1)(4) | 312,517 | |
19,035 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(4) | 19,028 | |
New Residential Mortgage Loan Trust | |||
35,788 | 3.25%, 09/25/2056(1)(4) | 34,451 | |
35,457 | 3.50%, 12/25/2057(1)(4) | 35,307 | |
30,725 | 3.75%, 11/25/2056(1)(4) | 29,974 | |
Seasoned Credit Risk Transfer Trust | |||
19,721 | 2.50%, 08/25/2059 | 19,067 | |
8,991 | 3.50%, 10/25/2058 | 8,882 | |
Verus Securitization Trust | |||
13,294 | 3.14%, 11/25/2059(1)(4) | 13,284 | |
115,000 | 4.47%, 04/25/2067 | 115,147 | |
59,376 | Wells Fargo Mortgage Backed Securities Trust 3.00%, 07/25/2050(1)(4) | 55,815 | |
1,566,497 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $11,642,599) | $ 11,177,707 | ||
CORPORATE BONDS - 15.7% | |||
Advertising - 0.1% | |||
125,000 | Lamar Media Corp. 4.88%, 01/15/2029 | $ 119,219 | |
Aerospace/Defense - 0.4% | |||
Boeing Co. | |||
35,000 | 2.95%, 02/01/2030 | 30,162 | |
10,000 | 3.25%, 02/01/2035 | 8,033 | |
75,000 | 3.63%, 02/01/2031 | 67,488 | |
130,000 | Moog, Inc. 4.25%, 12/15/2027(1) | 121,062 | |
100,000 | Northrop Grumman Corp. 4.75%, 06/01/2043 | 101,787 | |
25,000 | Raytheon Technologies Corp. 4.45%, 11/16/2038 | 24,996 | |
20,000 | TransDigm, Inc. 6.25%, 03/15/2026(1) | 19,925 | |
373,453 | |||
Agriculture - 0.3% | |||
Altria Group, Inc. | |||
10,000 | 3.40%, 05/06/2030 | 8,989 | |
35,000 | 3.88%, 09/16/2046 | 26,422 | |
90,000 | 4.80%, 02/14/2029 | 89,219 | |
130,000 | BAT Capital Corp. 4.91%, 04/02/2030 | 125,453 | |
250,083 | |||
Auto Manufacturers - 0.1% | |||
General Motors Co. | |||
5,000 | 6.13%, 10/01/2025 | 5,281 | |
120,000 | 6.75%, 04/01/2046 | 130,015 | |
135,296 | |||
Auto Parts & Equipment - 0.4% | |||
115,000 | Adient U.S. LLC 9.00%, 04/15/2025(1) | 119,600 | |
112,000 | Clarios Global L.P. / Clarios U.S. Finance Co. 6.25%, 05/15/2026(1) | 113,120 | |
125,000 | Dana, Inc. 5.63%, 06/15/2028 | 119,219 | |
351,939 | |||
Beverages - 0.1% | |||
93,000 | Anheuser-Busch InBev Worldwide, Inc. 3.75%, 07/15/2042 | 78,889 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.7% - (continued) | |||
Biotechnology - 0.0% | |||
$ 38,000 | Amgen, Inc. 5.15%, 11/15/2041 | $ 39,310 | |
5,000 | Royalty Pharma plc 1.75%, 09/02/2027 | 4,384 | |
43,694 | |||
Chemicals - 0.4% | |||
5,000 | Dow Chemical Co. 4.80%, 05/15/2049 | 4,957 | |
115,000 | DuPont de Nemours, Inc. 5.32%, 11/15/2038 | 120,740 | |
145,000 | Huntsman International LLC 4.50%, 05/01/2029 | 142,958 | |
85,000 | Sherwin-Williams Co. 4.50%, 06/01/2047 | 81,357 | |
350,012 | |||
Commercial Banks - 0.9% | |||
250,000 | Bank of America Corp. 6.11%, 01/29/2037 | 275,862 | |
60,000 | Citigroup, Inc. 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6) | 57,648 | |
260,000 | JP Morgan Chase & Co. 4.59%, 04/26/2033, (4.59% fixed rate until 04/26/2032; 3 mo. USD SOFR + 1.800% thereafter)(6) | 261,759 | |
Wells Fargo & Co. | |||
20,000 | 4.75%, 12/07/2046 | 19,644 | |
180,000 | 4.90%, 11/17/2045 | 176,164 | |
791,077 | |||
Commercial Services - 0.3% | |||
5,000 | Equifax, Inc. 3.10%, 05/15/2030 | 4,548 | |
10,000 | ERAC USA Finance LLC 7.00%, 10/15/2037(1) | 12,174 | |
15,000 | Gartner, Inc. 3.75%, 10/01/2030(1) | 13,377 | |
Global Payments, Inc. | |||
15,000 | 2.90%, 05/15/2030 | 13,220 | |
10,000 | 3.20%, 08/15/2029 | 9,105 | |
125,000 | Service Corp. International 4.63%, 12/15/2027 | 121,250 | |
120,000 | United Rentals North America, Inc. 5.25%, 01/15/2030 | 116,700 | |
290,374 | |||
Construction Materials - 0.5% | |||
55,000 | Boise Cascade Co. 4.88%, 07/01/2030(1) | 51,725 | |
94,000 | Builders FirstSource, Inc. 6.75%, 06/01/2027(1) | 96,937 | |
10,000 | Carrier Global Corp. 2.70%, 02/15/2031 | 8,714 | |
120,000 | Eagle Materials, Inc. 2.50%, 07/01/2031 | 101,651 | |
130,000 | Jeld-Wen, Inc. 4.88%, 12/15/2027(1) | 117,887 | |
65,000 | Masonite International Corp. 3.50%, 02/15/2030(1) | 54,763 | |
431,677 | |||
Distribution/Wholesale - 0.1% | |||
125,000 | American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1) | 116,563 | |
Diversified Financial Services - 0.1% | |||
100,000 | Brookfield Finance LLC 3.45%, 04/15/2050 | 79,316 | |
40,000 | Enact Holdings, Inc. 6.50%, 08/15/2025(1) | 39,900 | |
119,216 | |||
Electric - 0.9% | |||
135,000 | Ameren Corp. 3.50%, 01/15/2031 | 126,438 | |
39,000 | CenterPoint Energy, Inc. 4.25%, 11/01/2028 | 39,042 | |
120,000 | Clearway Energy Operating LLC 4.75%, 03/15/2028(1) | 113,400 | |
10,000 | Cleco Corporate Holdings LLC 3.74%, 05/01/2026 | 9,918 | |
115,000 | Exelon Corp. 5.10%, 06/15/2045 | 116,500 | |
5,000 | FirstEnergy Corp. 2.25%, 09/01/2030 | 4,175 | |
20,000 | ITC Holdings Corp. 2.95%, 05/14/2030(1) | 18,089 | |
75,000 | New England Power Co. 2.81%, 10/06/2050(1) | 54,135 | |
120,000 | NextEra Energy Operating Partners L.P. 4.50%, 09/15/2027(1) | 114,000 | |
30,000 | Oglethorpe Power Corp. 5.05%, 10/01/2048 | 30,141 |
45 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.7% - (continued) | |||
Electric - 0.9% - (continued) | |||
Puget Energy, Inc. | |||
$ 40,000 | 3.65%, 05/15/2025 | $ 39,670 | |
15,000 | 4.10%, 06/15/2030 | 14,367 | |
5,000 | Sempra Energy 4.00%, 02/01/2048 | 4,414 | |
125,000 | Southern Co. 4.40%, 07/01/2046 | 114,291 | |
798,580 | |||
Electrical Components & Equipment - 0.1% | |||
120,000 | WESCO Distribution, Inc. 7.25%, 06/15/2028(1) | 124,764 | |
Electronics - 0.2% | |||
150,000 | Jabil, Inc. 3.60%, 01/15/2030 | 138,630 | |
Food - 0.4% | |||
100,000 | Conagra Brands, Inc. 5.30%, 11/01/2038 | 99,660 | |
75,000 | Kellogg Co. 4.50%, 04/01/2046 | 73,130 | |
Kraft Heinz Foods Co. | |||
85,000 | 3.75%, 04/01/2030 | 80,647 | |
25,000 | 3.88%, 05/15/2027 | 24,470 | |
120,000 | Post Holdings, Inc. 4.63%, 04/15/2030(1) | 102,600 | |
380,507 | |||
Gas - 0.1% | |||
85,000 | NiSource, Inc. 5.65%, 02/01/2045 | 87,095 | |
Healthcare - Products - 0.3% | |||
25,000 | Boston Scientific Corp. 4.70%, 03/01/2049 | 25,036 | |
125,000 | Hologic, Inc. 4.63%, 02/01/2028(1) | 122,265 | |
125,000 | Teleflex, Inc. 4.25%, 06/01/2028(1) | 117,813 | |
265,114 | |||
Healthcare - Services - 0.3% | |||
HCA, Inc. | |||
120,000 | 5.13%, 06/15/2039 | 115,773 | |
115,000 | 5.88%, 02/01/2029 | 119,789 | |
235,562 | |||
Home Builders - 0.3% | |||
20,000 | Lennar Corp. 4.75%, 11/29/2027 | 20,060 | |
130,000 | M/I Homes, Inc. 4.95%, 02/01/2028 | 119,600 | |
120,000 | Taylor Morrison Communities, Inc. 5.88%, 06/15/2027(1) | 119,121 | |
258,781 | |||
Insurance - 0.6% | |||
100,000 | Aon Corp. / Aon Global Holdings plc 2.85%, 05/28/2027 | 95,307 | |
85,000 | Equitable Holdings, Inc. 5.00%, 04/20/2048 | 82,742 | |
135,000 | Globe Life, Inc. 4.55%, 09/15/2028 | 137,570 | |
125,000 | Radian Group, Inc. 6.63%, 03/15/2025 | 127,266 | |
100,000 | Unum Group 5.75%, 08/15/2042 | 99,962 | |
20,000 | Willis North America, Inc. 2.95%, 09/15/2029 | 17,874 | |
560,721 | |||
Internet - 0.1% | |||
125,000 | Go Daddy Operating Co. LLC 5.25%, 12/01/2027(1) | 123,661 | |
Iron/Steel - 0.0% | |||
25,000 | Vale Overseas Ltd. 3.75%, 07/08/2030 | 22,594 | |
IT Services - 0.2% | |||
125,000 | Leidos, Inc. 4.38%, 05/15/2030 | 120,890 | |
49,000 | Presidio Holdings, Inc. 4.88%, 02/01/2027(1) | 46,500 | |
167,390 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.7% - (continued) | |||
Lodging - 0.2% | |||
$ 17,000 | Boyd Gaming Corp. 8.63%, 06/01/2025(1) | $ 17,744 | |
125,000 | Hilton Domestic Operating Co., Inc. 5.38%, 05/01/2025(1) | 127,539 | |
145,283 | |||
Machinery-Diversified - 0.1% | |||
120,000 | Stevens Holding Co., Inc. 6.13%, 10/01/2026(1) | 121,200 | |
Media - 0.8% | |||
125,000 | CCO Holdings LLC / CCO Holdings Capital Corp. 4.75%, 03/01/2030(1) | 111,280 | |
110,000 | Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045 | 111,097 | |
6,000 | Cox Communications, Inc. 4.50%, 06/30/2043(1) | 5,583 | |
15,000 | Discovery Communications LLC 5.30%, 05/15/2049 | 14,130 | |
140,000 | Fox Corp. 3.50%, 04/08/2030 | 129,799 | |
120,000 | Sirius XM Radio, Inc. 5.50%, 07/01/2029(1) | 115,399 | |
130,000 | TEGNA, Inc. 4.63%, 03/15/2028 | 125,086 | |
120,000 | ViacomCBS, Inc. 5.85%, 09/01/2043 | 121,520 | |
40,000 | Videotron Ltd. 3.63%, 06/15/2029(1) | 34,800 | |
768,694 | |||
Office/Business Equipment - 0.1% | |||
55,000 | Xerox Holdings Corp. 5.50%, 08/15/2028(1) | 49,500 | |
Oil & Gas - 0.8% | |||
135,000 | Apache Corp. 4.25%, 01/15/2030(7) | 125,423 | |
10,000 | Canadian Natural Resources Ltd. 6.50%, 02/15/2037 | 11,006 | |
91,000 | Devon Energy Corp. 4.50%, 01/15/2030 | 89,887 | |
160,000 | Diamondback Energy, Inc. 3.50%, 12/01/2029 | 150,188 | |
Hess Corp. | |||
135,000 | 5.60%, 02/15/2041 | 137,763 | |
5,000 | 7.30%, 08/15/2031 | 5,789 | |
135,000 | Valero Energy Corp. 4.00%, 04/01/2029 | 131,217 | |
85,000 | Viper Energy Partners L.P. 5.38%, 11/01/2027(1) | 84,633 | |
735,906 | |||
Packaging & Containers - 0.5% | |||
125,000 | Berry Global, Inc. 5.63%, 07/15/2027(1) | 124,534 | |
110,000 | Crown Cork & Seal Co., Inc. 7.38%, 12/15/2026 | 116,875 | |
70,000 | Graphic Packaging International LLC 3.50%, 03/01/2029(1) | 61,775 | |
125,000 | Silgan Holdings, Inc. 4.13%, 02/01/2028 | 116,562 | |
419,746 | |||
Pharmaceuticals - 0.6% | |||
AbbVie, Inc. | |||
5,000 | 4.55%, 03/15/2035 | 4,966 | |
115,000 | 4.75%, 03/15/2045 | 112,195 | |
120,000 | Bausch Health Cos., Inc. 5.75%, 08/15/2027(1) | 112,200 | |
125,000 | Becton Dickinson and Co. 2.82%, 05/20/2030 | 111,957 | |
CVS Health Corp. | |||
100,000 | 3.75%, 04/01/2030 | 95,653 | |
35,000 | 5.13%, 07/20/2045 | 35,111 | |
100,000 | Zoetis, Inc. 4.70%, 02/01/2043 | 100,102 | |
572,184 | |||
Pipelines - 1.5% | |||
140,000 | Cheniere Corpus Christi Holdings LLC 5.13%, 06/30/2027 | 144,051 | |
125,000 | Cheniere Energy Partners L.P. 4.50%, 10/01/2029 | 119,688 | |
Energy Transfer Operating L.P. | |||
125,000 | 5.25%, 04/15/2029 | 127,077 | |
10,000 | 5.30%, 04/01/2044 | 9,244 |
46 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.7% - (continued) | |||
Pipelines - 1.5% - (continued) | |||
$ 10,000 | 5.35%, 05/15/2045 | $ 9,179 | |
MPLX L.P. | |||
20,000 | 4.00%, 03/15/2028 | 19,438 | |
15,000 | 4.13%, 03/01/2027 | 14,874 | |
90,000 | 4.80%, 02/15/2029 | 91,318 | |
5,000 | 5.20%, 03/01/2047 | 4,751 | |
5,000 | 5.20%, 12/01/2047 | 4,718 | |
5,000 | 5.50%, 02/15/2049 | 4,901 | |
ONEOK, Inc. | |||
5,000 | 4.00%, 07/13/2027 | 4,912 | |
110,000 | 4.35%, 03/15/2029 | 106,905 | |
10,000 | 5.85%, 01/15/2026 | 10,538 | |
125,000 | Rattler Midstream L.P. 5.63%, 07/15/2025(1) | 125,163 | |
80,000 | Sempra infrastructure PA 3.25%, 01/15/2032(1) | 69,277 | |
125,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027 | 128,767 | |
150,000 | Tennessee Gas Pipeline Co. LLC 2.90%, 03/01/2030(1) | 132,916 | |
25,000 | TransCanada PipeLines Ltd. 4.75%, 05/15/2038 | 24,612 | |
35,000 | Venture Global Calcasieu Pass LLC 3.88%, 08/15/2029(1) | 31,938 | |
145,000 | Williams Cos., Inc. 3.75%, 06/15/2027 | 141,904 | |
1,326,171 | |||
Real Estate Investment Trusts - 1.1% | |||
135,000 | American Tower Corp. 3.80%, 08/15/2029 | 126,097 | |
150,000 | Brixmor Operating Partnership L.P. 4.05%, 07/01/2030 | 141,823 | |
140,000 | Crown Castle International Corp. 3.30%, 07/01/2030 | 126,854 | |
155,000 | Equinix, Inc. 2.15%, 07/15/2030 | 128,916 | |
140,000 | GLP Capital L.P. / GLP Financing II, Inc. 5.75%, 06/01/2028 | 146,803 | |
115,000 | Host Hotels & Resorts L.P. 3.50%, 09/15/2030 | 103,424 | |
5,000 | Realty Income Corp. 3.40%, 01/15/2028 | 4,824 | |
25,000 | SBA Tower Trust 2.84%, 01/15/2025(1) | 24,272 | |
50,000 | VICI Properties L.P. 4.95%, 02/15/2030 | 49,660 | |
125,000 | VICI Properties L.P. / VICI Note Co., Inc. 4.63%, 12/01/2029(1) | 117,000 | |
969,673 | |||
Retail - 0.9% | |||
125,000 | 1011778 BC ULC / New Red Finance, Inc. 4.38%, 01/15/2028(1) | 114,063 | |
Alimentation Couche-Tard, Inc. | |||
140,000 | 2.95%, 01/25/2030(1) | 125,331 | |
5,000 | 3.80%, 01/25/2050(1) | 4,085 | |
135,000 | Dollar General Corp. 3.50%, 04/03/2030 | 126,905 | |
35,000 | FirstCash, Inc. 4.63%, 09/01/2028(1) | 31,850 | |
Lowe's Cos., Inc. | |||
10,000 | 3.70%, 04/15/2046 | 8,390 | |
100,000 | 4.38%, 09/15/2045 | 91,883 | |
McDonald's Corp. | |||
7,000 | 3.70%, 02/15/2042 | 6,167 | |
15,000 | 4.20%, 04/01/2050 | 13,869 | |
65,000 | 4.45%, 09/01/2048 | 62,547 | |
130,000 | O'Reilly Automotive, Inc. 4.20%, 04/01/2030 | 127,610 | |
100,000 | Starbucks Corp. 4.45%, 08/15/2049 | 92,647 | |
35,000 | Yum! Brands, Inc. 4.75%, 01/15/2030(1) | 33,294 | |
838,641 | |||
Semiconductors - 0.4% | |||
40,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.14%, 11/15/2035(1) | 32,362 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 15.7% - (continued) | |||
Semiconductors - 0.4% - (continued) | |||
Broadcom, Inc. | |||
$ 65,000 | 3.19%, 11/15/2036(1) | $ 51,407 | |
25,000 | 4.30%, 11/15/2032 | 23,472 | |
124,000 | Micron Technology, Inc. 5.33%, 02/06/2029 | 128,479 | |
100,000 | NXP B.V. / NXP Funding LLC 4.30%, 06/18/2029(1) | 97,562 | |
5,000 | NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027(1) | 4,704 | |
337,986 | |||
Software - 0.3% | |||
35,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 32,461 | |
20,000 | MSCI, Inc. 3.88%, 02/15/2031(1) | 18,050 | |
125,000 | PTC, Inc. 4.00%, 02/15/2028(1) | 115,851 | |
120,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 117,605 | |
283,967 | |||
Telecommunications - 1.1% | |||
AT&T, Inc. | |||
35,000 | 4.35%, 06/15/2045 | 31,824 | |
10,000 | 4.50%, 03/09/2048 | 9,408 | |
100,000 | Deutsche Telekom International Finance B.V. 8.75%, 06/15/2030 | 127,178 | |
160,000 | Motorola Solutions, Inc. 2.30%, 11/15/2030 | 131,074 | |
200,000 | NBN Co., Ltd. 2.50%, 01/08/2032(1) | 170,100 | |
160,000 | Nokia Oyj 6.63%, 05/15/2039 | 184,752 | |
T-Mobile USA, Inc. | |||
50,000 | 2.88%, 02/15/2031 | 42,442 | |
105,000 | 4.38%, 04/15/2040 | 96,907 | |
3,000 | 4.50%, 04/15/2050 | 2,743 | |
Verizon Communications, Inc. | |||
5,000 | 4.00%, 03/22/2050 | 4,483 | |
65,000 | 4.13%, 08/15/2046 | 59,158 | |
Vodafone Group plc | |||
5,000 | 4.25%, 09/17/2050 | 4,361 | |
6,000 | 4.38%, 02/19/2043 | 5,442 | |
100,000 | 5.25%, 05/30/2048 | 100,280 | |
970,152 | |||
Transportation - 0.1% | |||
120,000 | FedEx Corp. 5.10%, 01/15/2044 | 119,719 | |
Total Corporate Bonds (cost $16,451,167) | $ 14,273,713 | ||
MUNICIPAL BONDS - 0.5% | |||
Airport - 0.0% | |||
25,000 | Chicago, IL, O'Hare International Airport 3.01%, 01/01/2038 | $ 21,048 | |
Development - 0.0% | |||
15,000 | New York City Industrial Dev Agency, (AGM Insured) 3.19%, 03/01/2040 | 12,311 | |
General - 0.4% | |||
235,000 | Chicago, IL, Transit Auth 3.40%, 12/01/2032 | 217,793 | |
80,000 | Dist of Columbia Rev 3.43%, 04/01/2042 | 71,460 | |
40,000 | Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 | 45,883 | |
335,136 | |||
Tobacco - 0.1% | |||
100,000 | Golden State, CA, Tobacco Securitization Corp. 2.25%, 06/01/2029 | 88,698 |
47 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 0.5% - (continued) | |||
Transportation - 0.0% | |||
$ 30,000 | Metropolitan Transportation Auth, NY, Rev 5.18%, 11/15/2049 | $ 32,179 | |
Total Municipal Bonds (cost $533,340) | $ 489,372 | ||
U.S. GOVERNMENT AGENCIES - 5.5% | |||
Mortgage-Backed Agencies - 5.5% | |||
FHLMC - 0.6% | |||
4,207,464 | 0.19%, 10/25/2026(3)(4) | $ 16,138 | |
1,203,873 | 0.38%, 11/25/2023(3)(4) | 4,005 | |
706,088 | 0.73%, 03/25/2027(3)(4) | 17,901 | |
2,123,926 | 1.21%, 06/25/2030(3)(4) | 156,551 | |
118,450 | 1.25%, 01/25/2030(3)(4) | 8,289 | |
549,935 | 1.43%, 06/25/2030(3)(4) | 47,946 | |
1,790,000 | 1.48%, 06/25/2030(3)(4) | 159,232 | |
11,085 | 1.50%, 10/15/2042 | 10,217 | |
1,052,125 | 1.53%, 07/25/2030(3)(4) | 96,883 | |
13,051 | 1.70%, 10/15/2039 | 12,847 | |
27,748 | 2.50%, 12/15/2042 | 26,250 | |
556,259 | |||
FNMA - 3.0% | |||
361,585 | 1.32%, 06/25/2034(3)(4) | 32,742 | |
19,104 | 1.50%, 08/25/2041 | 18,284 | |
6,939 | 1.50%, 11/25/2042 | 6,445 | |
12,187 | 1.70%, 06/25/2043 | 11,937 | |
9,149 | 1.75%, 01/25/2040 | 8,921 | |
15,100 | 2.00%, 06/25/2043 | 14,454 | |
667,113 | 2.00%, 07/01/2051 | 591,790 | |
669,888 | 2.00%, 11/01/2051 | 593,564 | |
27,823 | 2.50%, 09/25/2049 | 26,389 | |
11,630 | 2.50%, 03/25/2053 | 11,123 | |
450,000 | 3.50%, 08/25/2048 | 437,246 | |
34,367 | 3.50%, 04/25/2053 | 34,006 | |
425,000 | 4.00%, 01/25/2042 | 429,210 | |
450,000 | 4.00%, 06/25/2042 | 451,445 | |
51,652 | 4.00%, 08/01/2049 | 51,509 | |
2,719,065 | |||
GNMA - 1.9% | |||
13,239 | 1.50%, 04/16/2040 | 13,134 | |
439,785 | 3.00%, 09/20/2045 | 421,918 | |
480,000 | 3.00%, 04/20/2046 | 461,555 | |
389,669 | 3.00%, 08/20/2047 | 370,938 | |
450,000 | 3.50%, 02/20/2049 | 446,572 | |
1,714,117 | |||
Total U.S. Government Agencies (cost $5,510,765) | $ 4,989,441 | ||
U.S. GOVERNMENT SECURITIES - 3.4% | |||
U.S. Treasury Securities - 3.4% | |||
U.S. Treasury Bonds - 3.1% | |||
245,000 | 2.38%, 05/15/2051 | $ 216,672 | |
140,000 | 3.13%, 08/15/2044(8) | 138,567 | |
660,000 | 3.13%, 05/15/2048 | 668,302 | |
1,360,000 | 3.63%, 02/15/2044 | 1,455,200 | |
260,000 | 3.75%, 11/15/2043 | 283,187 | |
2,761,928 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 3.4% - (continued) | |||
U.S. Treasury Securities - 3.4% - (continued) | |||
U.S. Treasury Notes - 0.3% | |||
$ 355,000 | 1.13%, 02/15/2031 | $ 306,728 | |
306,728 | |||
Total U.S. Government Securities (cost $3,849,084) | $ 3,068,656 | ||
COMMON STOCKS - 38.1% | |||
Banks - 0.9% | |||
5,958 | Bank of Nova Scotia | $ 377,261 | |
2,802 | PNC Financial Services Group, Inc. | 465,412 | |
842,673 | |||
Capital Goods - 2.3% | |||
8,756 | Assa Abloy AB Class B | 221,283 | |
48,544 | BAE Systems plc | 448,384 | |
135 | JTOWER, Inc.* | 6,344 | |
5,626 | Kone Oyj Class B | 270,485 | |
728 | Lockheed Martin Corp. | 314,583 | |
3,929 | Raytheon Technologies Corp. | 372,902 | |
4,314 | Vinci S.A. | 418,604 | |
2,052,585 | |||
Commercial & Professional Services - 0.3% | |||
8,652 | Experian plc | 298,791 | |
Consumer Durables & Apparel - 0.4% | |||
2,891 | NIKE, Inc. Class B | 360,508 | |
Consumer Services - 1.2% | |||
20,368 | Compass Group plc | 429,802 | |
474 | Hilton Grand Vacations, Inc.* | 22,198 | |
2,417 | McDonald's Corp. | 602,220 | |
218 | Oriental Land Co., Ltd. | 32,977 | |
2,885 | Playa Hotels & Resorts N.V.* | 27,234 | |
1,114,431 | |||
Diversified Financials - 0.0% | |||
457 | Brookfield Asset Management, Inc. Class A | 22,786 | |
Energy - 4.9% | |||
1,420 | ARC Resources Ltd. | 19,686 | |
44,900 | Ascent Resources - Marcellus LLC Class A*(9)(10) | 71,840 | |
61,356 | BP plc | 296,214 | |
155 | BP plc ADR | 4,452 | |
9,037 | Cenovus Energy, Inc. | 167,004 | |
1,763 | Chesapeake Energy Corp. | 144,601 | |
5,031 | ConocoPhillips | 480,561 | |
6,922 | Coterra Energy, Inc. | 199,284 | |
4,315 | Enbridge, Inc. | 188,299 | |
213 | EOG Resources, Inc. | 24,870 | |
7,163 | Equinor ASA | 242,106 | |
1,533 | Lukoil PJSC ADR(9)(10) | — | |
4,581 | Marathon Petroleum Corp. | 399,738 | |
491 | Pembina Pipeline Corp. | 18,579 | |
17,026 | Petroleo Brasileiro S.A. | 115,161 | |
1,372 | Pioneer Natural Resources Co. | 318,949 | |
934 | Schlumberger N.V. | 36,435 | |
21,518 | Shell plc | 585,247 | |
1,999 | TC Energy Corp. | 105,735 | |
7,442 | Tenaris S.A. | 115,723 | |
14,722 | TotalEnergies SE | 722,894 | |
3,856 | Williams Cos., Inc. | 132,222 | |
4,389,600 | |||
Food, Beverage & Tobacco - 3.1% | |||
3,194 | Archer-Daniels-Midland Co. | 286,055 |
48 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 38.1% - (continued) | |||
Food, Beverage & Tobacco - 3.1% - (continued) | |||
2,584 | Bunge Ltd. | $ 292,302 | |
6,090 | Coca-Cola Co. | 393,475 | |
8,588 | Diageo plc | 428,445 | |
4,098 | Heineken N.V. | 400,010 | |
3,219 | Ingredion, Inc. | 273,969 | |
2,971 | Nestle S.A. | 383,538 | |
2,205 | PepsiCo., Inc. | 378,621 | |
2,836,415 | |||
Health Care Equipment & Services - 2.4% | |||
5,194 | Baxter International, Inc. | 369,086 | |
11,099 | Koninklijke Philips N.V. | 290,029 | |
3,829 | Medtronic plc | 399,595 | |
1,959 | Stryker Corp. | 472,628 | |
1,166 | UnitedHealth Group, Inc. | 592,969 | |
2,124,307 | |||
Household & Personal Products - 1.7% | |||
6,267 | Colgate-Palmolive Co. | 482,872 | |
3,316 | Procter & Gamble Co. | 532,384 | |
6,721 | Reckitt Benckiser Group plc | 524,141 | |
1,539,397 | |||
Insurance - 1.6% | |||
37,347 | AIA Group Ltd. | 366,888 | |
11,488 | AXA S.A.(7) | 303,915 | |
2,465 | Chubb Ltd. | 508,899 | |
1,809 | Marsh & McLennan Cos., Inc. | 292,516 | |
1,472,218 | |||
Materials - 8.9% | |||
7,274 | ArcelorMittal S.A. | 212,093 | |
42,053 | Barrick Gold Corp. | 937,857 | |
14,727 | BlueScope Steel Ltd. | 209,353 | |
14,748 | Canfor Corp.*(7) | 281,035 | |
2,843 | CF Industries Holdings, Inc. | 275,288 | |
35,686 | Glencore plc* | 219,885 | |
105,900 | Harmony Gold Mining Co., Ltd. | 431,732 | |
51,373 | Impala Platinum Holdings Ltd. | 664,531 | |
87,155 | Kinross Gold Corp.(7) | 440,303 | |
1,329 | Linde plc* | 414,595 | |
4,636 | Louisiana-Pacific Corp. | 299,115 | |
12,915 | Newmont Corp. | 940,858 | |
23,241 | Norsk Hydro ASA(7) | 195,167 | |
36,635 | Northam Platinum Holdings Ltd.* | 438,344 | |
2,803 | Nutrien Ltd. | 275,445 | |
7,902 | OCI N.V.* | 299,427 | |
976 | POSCO Holdings, Inc. | 222,847 | |
2,596 | Rio Tinto Ltd. | 205,354 | |
190,414 | Sibanye Stillwater Ltd. | 658,766 | |
2,830 | Steel Dynamics, Inc. | 242,672 | |
11,151 | Vale S.A. | 187,859 | |
8,052,526 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 2.2% | |||
5,802 | AstraZeneca plc ADR | 385,253 | |
3,235 | Johnson & Johnson | 583,788 | |
4,354 | Novartis AG | 384,760 | |
5,062 | Pfizer, Inc. | 248,392 | |
1,038 | Roche Holding AG | 384,905 | |
1,987,098 | |||
Real Estate - 2.9% | |||
257 | Alexandria Real Estate Equities, Inc. REIT | 46,815 | |
258 | American Campus Communities, Inc. REIT | 16,685 | |
1,192 | American Tower Corp. REIT | 287,296 | |
386 | AvalonBay Communities, Inc. REIT | 87,807 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 38.1% - (continued) | |||
Real Estate - 2.9% - (continued) | |||
525 | Boardwalk Real Estate Investment Trust REIT(7) | $ 23,037 | |
366 | Boston Properties, Inc. REIT | 43,042 | |
5,995 | British Land Co. plc REIT | 38,616 | |
2,339 | Brixmor Property Group, Inc. REIT | 59,364 | |
295 | Camden Property Trust REIT | 46,282 | |
19,500 | Capitaland Investment Ltd.* | 59,128 | |
472 | Catena AB | 24,683 | |
356 | CBRE Group, Inc. Class A* | 29,562 | |
725 | Cibus Nordic Real Estate AB | 16,767 | |
7,716 | CK Asset Holdings Ltd. | 52,308 | |
8 | Comforia Residential REIT, Inc. REIT | 19,935 | |
4 | Daiwa Office Investment Corp. | 22,645 | |
742 | Douglas Emmett, Inc. REIT | 21,859 | |
15,664 | Emaar Properties PJSC | 27,018 | |
63 | Equinix, Inc. REIT | 45,302 | |
582 | Fastighets AB Balder Class B* | 28,848 | |
2,355 | Goodman Group REIT | 39,196 | |
8,765 | Hongkong Land Holdings Ltd. | 40,888 | |
3 | Hoshino Resorts REIT, Inc. REIT | 15,476 | |
1,779 | Independence Realty Trust, Inc. REIT | 48,495 | |
2,248 | Kimco Realty Corp. REIT | 56,942 | |
1,694 | Klepierre S.A. REIT* | 40,547 | |
844 | Kojamo Oyj | 16,790 | |
434 | Life Storage, Inc. REIT | 57,501 | |
2,386 | Mitsui Fudosan Co., Ltd. REIT | 50,568 | |
872 | Nomura Real Estate Holdings, Inc. | 21,247 | |
666 | Phillips Edison & Co., Inc. REIT | 22,551 | |
1,029 | Prologis, Inc. REIT | 164,938 | |
175 | PSP Swiss Property AG | 22,056 | |
1,142 | Public Storage REIT | 424,253 | |
823 | Rexford Industrial Realty, Inc. REIT | 64,227 | |
296 | Ryman Hospitality Properties, Inc. REIT* | 27,670 | |
2,240 | Safestore Holdings plc REIT | 35,239 | |
73 | SBA Communications Corp. REIT | 25,339 | |
6,841 | StorageVault Canada, Inc. | 35,679 | |
294 | Sun Communities, Inc. REIT | 51,618 | |
27,305 | Suntec Real Estate Investment Trust REIT | 36,072 | |
2,230 | Tokyo Tatemono Co., Ltd. | 31,441 | |
2,085 | Tricon Residential, Inc.(7) | 30,172 | |
929 | UDR, Inc. REIT | 49,432 | |
67 | VGP N.V. | 17,426 | |
1,373 | VICI Properties, Inc. REIT | 40,929 | |
8,161 | Vicinity Centres REIT | 10,649 | |
1,118 | Welltower, Inc. REIT | 101,525 | |
459 | WP Carey, Inc. REIT | 37,073 | |
2,612,938 | |||
Retailing - 0.3% | |||
4,518 | TJX Cos., Inc. | 276,863 | |
Semiconductors & Semiconductor Equipment - 0.2% | |||
1,193 | Texas Instruments, Inc. | 203,108 | |
Software & Services - 2.2% | |||
1,179 | Accenture plc Class A | 354,124 | |
1,401 | Automatic Data Processing, Inc. | 305,670 | |
1,395 | Capgemini SE | 283,993 | |
1,912 | Microsoft Corp. | 530,618 | |
2,544 | Visa, Inc. | 542,203 | |
2,016,608 | |||
Telecommunication Services - 0.7% | |||
1,017 | Cellnex Telecom S.A.(1) | 47,403 | |
16,867 | KDDI Corp. | 558,545 | |
605,948 |
49 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 38.1% - (continued) | |||
Transportation - 0.8% | |||
4,350 | Canadian National Railway Co. | $ 511,577 | |
1,318 | United Parcel Service, Inc. Class B | 237,214 | |
748,791 | |||
Utilities - 1.1% | |||
289 | American Electric Power Co., Inc. | 28,643 | |
281 | Avangrid, Inc. | 12,462 | |
604 | CenterPoint Energy, Inc. | 18,489 | |
3,748 | China Gas Holdings Ltd. | 4,569 | |
5,040 | China Yangtze Power Co., Ltd. | 17,324 | |
303 | Constellation Energy Corp. | 17,941 | |
451 | Duke Energy Corp. | 49,682 | |
451 | Edison International | 31,024 | |
4,113 | Enel S.p.A. | 26,746 | |
3,540 | Engie S.A. | 41,774 | |
909 | Exelon Corp. | 42,523 | |
879 | FirstEnergy Corp. | 38,070 | |
3,085 | Iberdrola S.A. | 35,449 | |
34,173 | National Grid plc | 507,707 | |
521 | NextEra Energy, Inc. | 37,001 | |
9,607 | Power Grid Corp. of India Ltd. | 28,469 | |
489 | RWE AG | 20,303 | |
212 | Sempra Energy | 34,208 | |
531 | Southern Co. | 38,970 | |
1,031,354 | |||
Total Common Stocks (cost $28,137,149) | $ 34,588,945 | ||
WARRANTS - 0.0% | |||
Energy - 0.0% | |||
11,625 | Ascent Resources - Marcellus LLC Expires 3/30/2023(9)(10) | $ 477 | |
Total Warrants (cost $930) | $ 477 | ||
AFFILIATED INVESTMENT COMPANIES - 19.4% | |||
Domestic Equity Funds - 2.0% | |||
44,763 | Hartford Multifactor US Equity ETF | $ 1,777,239 | |
International/Global Equity Funds - 7.2% | |||
80,511 | Hartford Multifactor Developed Markets (ex-US) ETF | 2,218,078 | |
197,741 | Hartford Multifactor Emerging Markets ETF | 4,346,545 | |
Total International/Global Equity Funds (cost $6,082,669) | $ 6,564,623 | ||
Taxable Fixed Income Funds - 10.2% | |||
915,524 | The Hartford World Bond Fund, Class F | 9,219,322 | |
Total Affiliated Investment Companies (cost $17,074,900) | $ 17,561,184 | ||
Total Long-Term Investments (Cost $83,199,934) | $ 86,149,495 | ||
SHORT-TERM INVESTMENTS - 4.4% | |||
Repurchase Agreements - 2.8% | |||
$ 2,537,273 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $2,537,324; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $2,588,052 | $ 2,537,273 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 4.4% - (continued) | |||
Securities Lending Collateral - 1.6% | |||
406,337 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(11) | $ 406,337 | |
985,690 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(11) | 985,690 | |
1,392,027 | |||
Total Short-Term Investments (cost $3,929,300) | $ 3,929,300 | ||
Total Investments Excluding Purchased Options (cost $87,129,234) | 99.3% | $ 90,078,795 | |
Total Purchased Options (cost $965,113) | 1.0% | $ 913,506 | |
Total Investments (cost $88,094,347) | 100.3% | $ 90,992,301 | |
Other Assets and Liabilities | (0.3)% | (240,893) | |
Total Net Assets | 100.0% | $ 90,751,408 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $11,102,618, representing 12.2% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Securities disclosed are interest-only strips. |
(4) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
50 |
April 30, 2022 (Unaudited)
(6) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(7) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(8) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $138,567. |
(9) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $72,317, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(10) | Investment valued using significant unobservable inputs. |
(11) | Current yield as of period end. |
Exchange-Traded Option Contracts Outstanding at April 30, 2022 | ||||||||||||||||
Description | Exercise Price/ FX Rate/ Rate | Expiration Date | Number of Contracts | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||
Purchased option contracts: | ||||||||||||||||
Put | ||||||||||||||||
iShares MSCI EAFE ETF Option | 67.00 | USD | 06/17/2022 | 243 | USD | 24,300 | $ 52,974 | $ 52,078 | $ 896 | |||||||
iShares MSCI EAFE ETF Option | 70.00 | USD | 09/16/2022 | 243 | USD | 24,300 | 114,210 | 85,136 | 29,074 | |||||||
iShares MSCI EAFE ETF Option | 70.00 | USD | 12/16/2022 | 243 | USD | 24,300 | 128,790 | 66,900 | 61,890 | |||||||
iShares MSCI Emerging Markets | 37.00 | USD | 09/16/2022 | 288 | USD | 28,800 | 76,752 | 32,007 | 44,745 | |||||||
iShares MSCI Emerging Markets | 36.00 | USD | 12/16/2022 | 288 | USD | 28,800 | 72,000 | 42,040 | 29,960 | |||||||
iShares MSCI Emerging Markets ETF | 35.00 | USD | 03/17/2023 | 288 | USD | 28,800 | 41,760 | 46,803 | (5,043) | |||||||
S&P 500 Index Option | 3,875.00 | USD | 06/17/2022 | 10 | USD | 1,000 | 85,040 | 182,323 | (97,283) | |||||||
S&P 500 Index Option | 3,875.00 | USD | 09/16/2022 | 10 | USD | 1,000 | 151,880 | 232,003 | (80,123) | |||||||
S&P 500 Index Option | 3,750.00 | USD | 12/16/2022 | 10 | USD | 1,000 | 190,100 | 225,823 | (35,723) | |||||||
Total purchased exchange-traded option contracts | $ 913,506 | $ 965,113 | $ (51,607) |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 20 | 06/30/2022 | $ 4,216,250 | $ (4,138) | ||||
U.S. Treasury 10-Year Note Future | 56 | 06/21/2022 | 6,672,750 | (395,685) | ||||
Total futures contracts | $ (399,823) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
48,554 | JPY | 380 | USD | SSG | 05/02/2022 | $ (6) | ||||
1,048,700 | USD | 1,005,000 | CHF | GSC | 05/31/2022 | 14,044 | ||||
3,667,855 | USD | 3,433,000 | EUR | BCLY | 05/31/2022 | 41,484 | ||||
4,467,745 | USD | 3,514,000 | GBP | DEUT | 05/31/2022 | 49,156 | ||||
1,172,110 | USD | 149,900,000 | JPY | SSG | 05/31/2022 | 15,895 |
51 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
553,241 | USD | 5,090,000 | NOK | BOA | 05/31/2022 | $ 10,540 | ||||
373,291 | USD | 3,630,000 | SEK | BNP | 05/31/2022 | 3,340 | ||||
Total foreign currency contracts | $ 134,453 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 11,177,707 | $ — | $ 11,177,707 | $ — | ||||
Corporate Bonds | 14,273,713 | — | 14,273,713 | — | ||||
Municipal Bonds | 489,372 | — | 489,372 | — | ||||
U.S. Government Agencies | 4,989,441 | — | 4,989,441 | — | ||||
U.S. Government Securities | 3,068,656 | — | 3,068,656 | — | ||||
Common Stocks | ||||||||
Banks | 842,673 | 842,673 | — | — | ||||
Capital Goods | 2,052,585 | 687,485 | 1,365,100 | — | ||||
Commercial & Professional Services | 298,791 | — | 298,791 | — | ||||
Consumer Durables & Apparel | 360,508 | 360,508 | — | — | ||||
Consumer Services | 1,114,431 | 651,652 | 462,779 | — | ||||
Diversified Financials | 22,786 | 22,786 | — | — | ||||
Energy | 4,389,600 | 2,486,527 | 1,831,233 | 71,840 | ||||
Food, Beverage & Tobacco | 2,836,415 | 1,624,422 | 1,211,993 | — | ||||
Health Care Equipment & Services | 2,124,307 | 1,834,278 | 290,029 | — | ||||
Household & Personal Products | 1,539,397 | 1,015,256 | 524,141 | — | ||||
Insurance | 1,472,218 | 801,415 | 670,803 | — | ||||
Materials | 8,052,526 | 4,733,371 | 3,319,155 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,987,098 | 1,217,433 | 769,665 | — | ||||
Real Estate | 2,612,938 | 1,970,078 | 642,860 | — | ||||
Retailing | 276,863 | 276,863 | — | — | ||||
Semiconductors & Semiconductor Equipment | 203,108 | 203,108 | — | — | ||||
Software & Services | 2,016,608 | 1,732,615 | 283,993 | — | ||||
Telecommunication Services | 605,948 | — | 605,948 | — | ||||
Transportation | 748,791 | 748,791 | — | — | ||||
Utilities | 1,031,354 | 349,013 | 682,341 | — | ||||
Warrants | 477 | — | — | 477 | ||||
Affiliated Investment Companies | 17,561,184 | 17,561,184 | — | — | ||||
Short-Term Investments | 3,929,300 | 1,392,027 | 2,537,273 | — | ||||
Purchased Options | 913,506 | 913,506 | — | — | ||||
Foreign Currency Contracts(2) | 134,459 | — | 134,459 | — | ||||
Total | $ 91,126,760 | $ 41,424,991 | $ 49,629,452 | $ 72,317 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (6) | $ — | $ (6) | $ — | ||||
Futures Contracts(2) | (399,823) | (399,823) | — | — | ||||
Total | $ (399,829) | $ (399,823) | $ (6) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $166,759 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
52 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
AFFILIATED INVESTMENT COMPANIES - 99.8% | |||
Domestic Equity Funds - 65.4% | |||
13,308,791 | The Hartford Capital Appreciation Fund, Class F | $ 493,889,221 | |
15,862,495 | The Hartford Dividend and Growth Fund, Class F | 502,047,975 | |
Total Domestic Equity Funds (cost $863,490,542) | $ 995,937,196 | ||
Taxable Fixed Income Funds - 34.4% | |||
14,878,697 | Hartford Total Return Bond ETF | 523,134,987 | |
Total Affiliated Investment Companies (cost $1,444,604,321) | $ 1,519,072,183 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Other Investment Pools & Funds - 0.2% | |||
3,163,570 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(1) | $ 3,163,570 | |
Total Short-Term Investments (cost $3,163,570) | $ 3,163,570 | ||
Total Investments (cost $1,447,767,891) | 100.0% | $ 1,522,235,753 | |
Other Assets and Liabilities | 0.0% | 434,899 | |
Total Net Assets | 100.0% | $ 1,522,670,652 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
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. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 1,519,072,183 | $ 1,519,072,183 | $ — | $ — | ||||
Short-Term Investments | 3,163,570 | 3,163,570 | — | — | ||||
Total | $ 1,522,235,753 | $ 1,522,235,753 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
53 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
AFFILIATED INVESTMENT COMPANIES - 99.8% | |||
Domestic Equity Funds - 26.8% | |||
333,827 | Hartford Core Equity Fund, Class F | $ 14,177,628 | |
169,451 | Hartford Large Cap Growth ETF* | 2,304,534 | |
104,575 | Hartford Multifactor US Equity ETF | 4,151,973 | |
81,002 | Hartford Schroders Commodity Strategy ETF | 2,144,309 | |
146,572 | Hartford Small Cap Value Fund, Class F | 1,684,111 | |
186,786 | The Hartford Equity Income Fund, Class F | 4,086,875 | |
49,141 | The Hartford Growth Opportunities Fund, Class F | 1,902,244 | |
89,619 | The Hartford Small Company Fund, Class F | 1,745,787 | |
Total Domestic Equity Funds (cost $28,323,819) | $ 32,197,461 | ||
International/Global Equity Funds - 8.6% | |||
137,148 | Hartford Multifactor Developed Markets (ex-US) ETF | 3,778,427 | |
69,956 | Hartford Schroders Emerging Markets Equity Fund, Class F | 1,133,285 | |
213,718 | Hartford Schroders International Multi-Cap Value Fund, Class F | 2,047,423 | |
38,902 | The Hartford International Growth Fund, Class F | 560,970 | |
177,347 | The Hartford International Opportunities Fund, Class F | 2,860,605 | |
Total International/Global Equity Funds (cost $10,334,824) | $ 10,380,710 | ||
Taxable Fixed Income Funds - 64.4% | |||
653,283 | Hartford Core Bond ETF | 23,766,436 | |
1,712,303 | Hartford Schroders Sustainable Core Bond Fund, Class F | 15,770,310 | |
554,600 | The Hartford Inflation Plus Fund, Class F | 6,089,505 | |
1,769,705 | The Hartford Strategic Income Fund, Class F | 14,299,214 | |
1,754,710 | The Hartford World Bond Fund, Class F | 17,669,931 | |
Total Taxable Fixed Income Funds (cost $84,523,838) | $ 77,595,396 | ||
Total Affiliated Investment Companies (cost $123,182,481) | $ 120,173,567 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Other Investment Pools & Funds - 0.2% | |||
281,375 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(1) | $ 281,375 | |
Total Short-Term Investments (cost $281,375) | $ 281,375 | ||
Total Investments (cost $123,463,856) | 100.0% | $ 120,454,942 | |
Other Assets and Liabilities | 0.0% | 11,491 | |
Total Net Assets | 100.0% | $ 120,466,433 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 120,173,567 | $ 120,173,567 | $ — | $ — | ||||
Short-Term Investments | 281,375 | 281,375 | — | — | ||||
Total | $ 120,454,942 | $ 120,454,942 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
54 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 7.0% | |||
Australia - 1.4% | |||
AUD 3,143,812 | Australia Government Bond 0.75%, 11/21/2027(1)(2) | $ 2,274,456 | |
Brazil - 0.4% | |||
BRL 3,139,362 | Brazil Notas do Tesouro Nacional 6.00%, 05/15/2055(1) | 653,267 | |
Canada - 1.9% | |||
CAD 3,216,521 | Canadian Government Real Return Bond 4.25%, 12/01/2026(1) | 3,013,459 | |
Japan - 1.9% | |||
JPY 374,099,450 | Japanese Government CPI Linked Bond 0.10%, 03/10/2026(1) | 3,034,018 | |
Mexico - 1.4% | |||
MXN 46,444,564 | Mexican Udibonos 4.00%, 11/15/2040(1) | 2,262,171 | |
Total Foreign Government Obligations (cost $11,963,341) | $ 11,237,371 | ||
U.S. GOVERNMENT SECURITIES - 20.7% | |||
U.S. Treasury Securities - 20.7% | |||
U.S. Treasury Bonds - 8.0% | |||
$ 1,816,298 | 0.13%, 07/15/2026(1) | $ 1,880,791 | |
4,227,441 | 0.13%, 01/15/2031(1) | 4,303,815 | |
1,286,215 | 0.25%, 07/15/2029(1) | 1,329,436 | |
701,406 | 0.50%, 01/15/2028(1) | 734,346 | |
1,199,625 | 0.63%, 01/15/2026(1) | 1,263,261 | |
1,436,159 | 2.00%, 01/15/2026(1) | 1,586,900 | |
1,391,831 | 2.38%, 01/15/2025(1) | 1,529,546 | |
210,968 | 2.38%, 01/15/2027(1) | 240,366 | |
12,868,461 | |||
U.S. Treasury Notes - 12.7% | |||
3,063,883 | 0.13%, 07/15/2024(1) | 3,190,029 | |
2,541,004 | 0.13%, 01/15/2030(1) | 2,587,407 | |
1,095,690 | 0.25%, 01/15/2025(1) | 1,139,732 | |
2,638,601 | 0.38%, 07/15/2023(1) | 2,741,568 | |
2,858,477 | 0.38%, 07/15/2025(1) | 2,992,915 | |
1,209,382 | 0.38%, 01/15/2027(1) | 1,260,427 | |
1,333,385 | 0.38%, 07/15/2027(1) | 1,396,512 | |
1,580,223 | 0.63%, 01/15/2024(1) | 1,649,420 | |
977,377 | 0.75%, 07/15/2028(1) | 1,043,006 | |
2,381,325 | 0.88%, 01/15/2029(1) | 2,554,622 | |
20,555,638 | |||
Total U.S. Government Securities (cost $34,038,711) | $ 33,424,099 | ||
COMMON STOCKS - 52.1% | |||
Automobiles & Components - 0.1% | |||
12,108 | Arrival S.A.*(3) | $ 23,369 | |
10,330 | NOK Corp. | 87,890 | |
32 | Tesla, Inc.* | 27,864 | |
139,123 | |||
Banks - 1.6% | |||
11,302 | ABN Amro Bank N.V. ADR(3)(4) | 140,497 | |
52,233 | AIB Group plc | 113,457 | |
24,930 | Bank of Ireland Group plc* | 151,093 | |
46,898 | BPER Banca | 78,348 | |
70,883 | CaixaBank S.A. | 228,803 | |
4,995 | KB Financial Group, Inc. | 232,388 | |
33,276 | Mitsubishi UFJ Financial Group, Inc. | 193,446 | |
51,757 | Resona Holdings, Inc. | 225,061 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Banks - 1.6% - (continued) | |||
6,968 | Shinhan Financial Group Co., Ltd. | $ 231,509 | |
146 | Signature Bank | 35,368 | |
837 | Silvergate Capital Corp. Class A* | 97,896 | |
6,805 | Societe Generale S.A. | 163,552 | |
33,095 | Standard Chartered plc | 226,248 | |
3,047 | Sumitomo Mitsui Financial Group, Inc. | 92,062 | |
5,556 | Sumitomo Mitsui Trust Holdings, Inc. | 172,444 | |
103,444 | Unicaja Banco S.A.(4) | 97,443 | |
18,672 | UniCredit S.p.A. | 172,811 | |
2,652,426 | |||
Capital Goods - 1.4% | |||
685 | American Woodmark Corp.* | 32,092 | |
2,052 | AZEK Co., Inc.* | 43,584 | |
3,252 | Builders FirstSource, Inc.* | 200,226 | |
10,579 | Chiyoda Corp.* | 34,978 | |
4,658 | Cie de Saint-Gobain | 271,739 | |
126 | Dycom Industries, Inc.* | 10,699 | |
1,789 | Flowserve Corp. | 58,518 | |
3,325 | Fluor Corp.* | 82,294 | |
1,331 | Fortune Brands Home & Security, Inc. | 94,834 | |
6,306 | Fugro N.V.* | 77,251 | |
745 | GMS, Inc.* | 35,723 | |
1,002 | Ingersoll Rand, Inc. | 44,048 | |
2,400 | JELD-WEN Holding, Inc.* | 49,896 | |
17,308 | JGC Holdings Corp. | 195,860 | |
960 | JTOWER, Inc.* | 45,114 | |
580 | Kennametal, Inc. | 14,923 | |
561 | Mercury Systems, Inc.* | 31,298 | |
907 | Middleby Corp.* | 139,578 | |
4,180 | PGT Innovations, Inc.* | 74,278 | |
181 | Raytheon Technologies Corp. | 17,179 | |
1,471 | Spirit AeroSystems Holdings, Inc. Class A | 61,841 | |
4,897 | Vinci S.A. | 475,175 | |
819 | WESCO International, Inc.* | 100,950 | |
155 | Westinghouse Air Brake Technologies Corp. | 13,936 | |
2,206,014 | |||
Commercial & Professional Services - 0.3% | |||
5,172 | Adecco Group AG | 199,587 | |
1,441 | Clean Harbors, Inc.* | 151,204 | |
67,858 | Hays plc | 104,219 | |
13,071 | Pagegroup plc | 79,980 | |
534,990 | |||
Consumer Durables & Apparel - 0.4% | |||
383 | Cavco Industries, Inc.* | 90,484 | |
1,827 | Century Communities, Inc. | 96,320 | |
1,166 | D.R. Horton, Inc. | 81,142 | |
1,407 | Lennar Corp. Class A | 107,621 | |
3,847 | Skyline Champion Corp.* | 196,351 | |
571,918 | |||
Consumer Services - 0.3% | |||
3,095 | Hilton Grand Vacations, Inc.* | 144,939 | |
1,460 | Oriental Land Co., Ltd. | 220,854 | |
18,850 | Playa Hotels & Resorts N.V.* | 177,944 | |
543,737 | |||
Diversified Financials - 0.8% | |||
138 | ASX Ltd. | 8,343 | |
3,272 | Bakkt Holdings, Inc.*(3) | 12,499 | |
1,352 | Berkshire Hathaway, Inc. Class B* | 436,466 | |
2,991 | Brookfield Asset Management, Inc. Class A | 149,131 | |
67 | CME Group, Inc. | 14,696 | |
2,228 | Coinbase Global, Inc. Class A* | 251,118 |
55 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Diversified Financials - 0.8% - (continued) | |||
6,402 | Galaxy Digital Holdings Ltd.* | $ 70,018 | |
411 | Julius Baer Group Ltd. | 19,641 | |
18,493 | UBS Group AG | 313,949 | |
1,275,861 | |||
Energy - 17.4% | |||
1,431 | Ampol Ltd. | 33,645 | |
5,180 | APA Corp. | 212,017 | |
41,810 | ARC Resources Ltd. | 579,641 | |
12,850 | Baker Hughes Co. | 398,607 | |
466,228 | BP plc | 2,250,852 | |
6,842 | BP plc ADR | 196,502 | |
2,422 | Brigham Minerals, Inc. Class A | 60,017 | |
12,476 | Cameco Corp. | 322,128 | |
2,390 | Cheniere Energy, Inc. | 324,586 | |
4,002 | Chesapeake Energy Corp. | 328,244 | |
2,680 | Chevron Corp. | 419,876 | |
399,500 | China Petroleum & Chemical Corp. Class H | 195,544 | |
9,012 | ConocoPhillips | 860,826 | |
9,327 | Coterra Energy, Inc. | 268,524 | |
1,404 | Diamondback Energy, Inc. | 177,227 | |
14,693 | Enbridge, Inc. | 641,178 | |
38,320 | ENEOS Holdings, Inc. | 134,833 | |
10,340 | Enerplus Corp.(3) | 126,689 | |
70,696 | Eni S.p.A. | 988,245 | |
7,875 | EOG Resources, Inc. | 919,485 | |
16,056 | Equinor ASA | 542,686 | |
17,298 | Exxon Mobil Corp. | 1,474,654 | |
77,389 | Gazprom PJSC ADR(5)(6) | — | |
3,544 | Halliburton Co. | 126,237 | |
8,532 | Headwater Exploration, Inc.* | 44,033 | |
24,478 | Inpex Corp. | 291,243 | |
3,804 | Japan Petroleum Exploration Co., Ltd. | 75,829 | |
5,639 | Lukoil PJSC ADR(5)(6) | — | |
9,511 | Lundin Energy AB(3) | 393,240 | |
4,078 | Marathon Petroleum Corp. | 355,846 | |
31,061 | MOL Hungarian Oil & Gas plc | 263,370 | |
2,253 | Neste Oyj | 96,674 | |
200 | Novatek PJSC GDR(5)(6) | — | |
50,419 | Oil & Natural Gas Corp. Ltd. | 104,489 | |
3,473 | OMV AG | 177,532 | |
1,067 | ONEOK, Inc. | 67,573 | |
12,608 | Ovintiv, Inc. | 645,404 | |
36,901 | Parex Resources, Inc. | 719,263 | |
8,942 | PDC Energy, Inc. | 623,615 | |
16,498 | Pembina Pipeline Corp. | 624,269 | |
85,526 | Petroleo Brasileiro S.A. | 578,483 | |
1,411 | Phillips 66 | 122,418 | |
1,185 | Pioneer Natural Resources Co. | 275,477 | |
8,294 | Reliance Industries Ltd. | 300,512 | |
20,686 | Repsol S.A. | 308,591 | |
13,236 | Schlumberger N.V. | 516,336 | |
135,223 | Shell plc | 4,906,618 | |
16,557 | Southwestern Energy Co.* | 124,178 | |
50,294 | Surgutneftegas PJSC ADR(5)(6) | — | |
3,255 | Targa Resources Corp. | 238,950 | |
8,089 | TC Energy Corp. | 427,858 | |
2,614 | Tenaris S.A. | 39,948 | |
61,445 | TotalEnergies SE | 3,017,132 | |
4,839 | TotalEnergies SE ADR | 235,708 | |
1,234 | Tourmaline Oil Corp. | 63,552 | |
17,018 | Trican Well Service Ltd.* | 59,347 | |
35,984 | Ultrapar Participacoes S.A. | 95,129 | |
17,588 | Viper Energy Partners L.P. | 505,303 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Energy - 17.4% - (continued) | |||
1,403 | Whiting Petroleum Corp. | $ 102,489 | |
1,387 | Woodside Petroleum Ltd. | 30,176 | |
8,256 | YPF S.A. ADR* | 35,005 | |
28,047,833 | |||
Food & Staples Retailing - 0.2% | |||
6,496 | Carrefour S.A. | 137,764 | |
39,977 | J Sainsbury plc | 116,643 | |
254,407 | |||
Food, Beverage & Tobacco - 0.8% | |||
12,775 | Archer-Daniels-Midland Co. | 1,144,129 | |
175,988 | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 16,702 | |
67,315 | WH Group Ltd.(4) | 46,488 | |
1,207,319 | |||
Insurance - 0.6% | |||
8,294 | Assicurazioni Generali S.p.A. | 157,031 | |
8,581 | Dai-ichi Life Holdings, Inc. | 171,826 | |
5,520 | MS&AD Insurance Group Holdings, Inc. | 164,315 | |
145,959 | Old Mutual Ltd. | 117,096 | |
19,487 | T&D Holdings, Inc. | 250,416 | |
8,811 | Tongyang Life Insurance Co., Ltd. | 46,901 | |
907,585 | |||
Materials - 11.0% | |||
23,040 | Alamos Gold, Inc. Class A | 178,990 | |
440 | Albemarle Corp. | 84,845 | |
63,533 | Alrosa PJSC*(5)(6) | — | |
81,869 | Alumina Ltd. | 103,073 | |
6,870 | American Vanguard Corp. | 147,018 | |
22,538 | Anglo American plc | 998,230 | |
5,595 | Antofagasta plc | 107,110 | |
9,251 | ArcelorMittal S.A. | 269,738 | |
95,700 | B2Gold Corp.(3) | 405,998 | |
80,930 | Barrick Gold Corp. | 1,804,884 | |
21,229 | BHP Group Ltd. | 711,436 | |
1,516 | BlueScope Steel Ltd. | 21,551 | |
2,220 | Boliden AB | 96,262 | |
421,730 | Centamin plc | 483,352 | |
39,666 | Centerra Gold, Inc.(3) | 367,126 | |
3,910 | CF Industries Holdings, Inc. | 378,605 | |
143,948 | China BlueChemical Ltd. Class H | 49,482 | |
16,090 | Cia Siderurgica Nacional S.A. | 68,572 | |
11,355 | Corteva, Inc. | 655,070 | |
32,830 | Dundee Precious Metals, Inc. | 190,134 | |
6,447 | Eldorado Gold Corp.* | 62,665 | |
22,078 | Endeavour Mining plc | 540,328 | |
4,805 | FMC Corp. | 636,855 | |
18,115 | Fortescue Metals Group Ltd. | 273,773 | |
2,190 | Franco-Nevada Corp. | 331,198 | |
6,834 | Freeport-McMoRan, Inc. | 277,119 | |
30,764 | Glencore plc | 189,557 | |
93,832 | Gold Road Resources Ltd. | 102,486 | |
61,730 | Harmony Gold Mining Co., Ltd. | 251,660 | |
919 | HeidelbergCement AG | 52,941 | |
72,720 | Hochschild Mining plc | 106,823 | |
5,318 | Holcim AG | 260,026 | |
2,250 | Imerys S.A. | 88,517 | |
20,651 | Impala Platinum Holdings Ltd. | 267,129 | |
90,587 | Kinross Gold Corp. | 458,499 | |
845 | Kumba Iron Ore Ltd. | 28,053 | |
6,613 | Kyoei Steel Ltd. | 67,849 | |
6,150 | Livent Corp.* | 131,364 | |
3,690 | Louisiana-Pacific Corp. | 238,079 |
56 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Materials - 11.0% - (continued) | |||
23,450 | Lundin Gold, Inc.*(3) | $ 188,929 | |
14,534 | Lundin Mining Corp.(3) | 132,708 | |
5,240 | Maruichi Steel Tube Ltd. | 111,834 | |
1,301 | MMC Norilsk Nickel PJSC ADR(5)(6) | — | |
6,770 | Mosaic Co. | 422,583 | |
22,275 | Newcrest Mining Ltd. | 419,221 | |
6,179 | Newmont Corp. | 450,140 | |
20,654 | Norsk Hydro ASA | 173,442 | |
327 | Nucor Corp. | 50,613 | |
14,475 | Nutrien Ltd. | 1,422,430 | |
36,175 | OceanaGold Corp.* | 90,110 | |
178,268 | Ramelius Resources Ltd. | 189,324 | |
63,847 | Resolute Mining Ltd.*(3) | 15,762 | |
10,209 | Rio Tinto plc | 721,329 | |
33,373 | South32 Ltd. | 111,143 | |
11,900 | SSR Mining, Inc. | 261,779 | |
452 | Steel Dynamics, Inc. | 38,759 | |
5,560 | Taiheiyo Cement Corp. | 89,958 | |
19,788 | Torex Gold Resources, Inc.* | 221,501 | |
12,836 | Vale S.A. ADR | 216,800 | |
2,024 | Vicat S.A. | 60,864 | |
1,277 | Warrior Met Coal, Inc. | 43,507 | |
4,085 | West Fraser Timber Co., Ltd. | 359,037 | |
22,010 | Yamana Gold, Inc.(3) | 121,474 | |
2,844 | Yamato Kogyo Co., Ltd. | 91,785 | |
5,705 | Yara International ASA(3) | 290,089 | |
17,781,518 | |||
Media & Entertainment - 0.3% | |||
495 | Charter Communications, Inc. Class A* | 212,103 | |
4,938 | Comcast Corp. Class A | 196,335 | |
408,438 | |||
Real Estate - 9.1% | |||
1,681 | Alexandria Real Estate Equities, Inc. REIT | 306,211 | |
1,686 | American Campus Communities, Inc. REIT | 109,034 | |
3,186 | American Tower Corp. REIT | 767,890 | |
2,539 | AvalonBay Communities, Inc. REIT | 577,572 | |
3,443 | Boardwalk Real Estate Investment Trust REIT(3) | 151,078 | |
1,052 | Boston Properties, Inc. REIT | 123,715 | |
54,261 | British Land Co. plc REIT | 349,518 | |
15,384 | Brixmor Property Group, Inc. REIT | 390,446 | |
1,948 | Camden Property Trust REIT | 305,622 | |
127,500 | Capitaland Investment Ltd.* | 386,605 | |
3,091 | Catena AB | 161,641 | |
2,342 | CBRE Group, Inc. Class A* | 194,480 | |
4,709 | Cibus Nordic Real Estate AB(3) | 108,904 | |
74,190 | CK Asset Holdings Ltd. | 502,944 | |
44 | Comforia Residential REIT, Inc. REIT | 109,640 | |
23 | Daiwa Office Investment Corp. | 130,209 | |
4,846 | Douglas Emmett, Inc. REIT | 142,763 | |
417 | Equinix, Inc. REIT | 299,856 | |
3,791 | Fastighets AB Balder Class B* | 187,909 | |
2,645 | Five Point Holdings LLC Class A* | 15,473 | |
15,488 | Goodman Group REIT | 257,780 | |
57,918 | Hongkong Land Holdings Ltd. | 270,185 | |
23 | Hoshino Resorts REIT, Inc. REIT(3) | 118,649 | |
11,697 | Independence Realty Trust, Inc. REIT | 318,860 | |
14,726 | Kimco Realty Corp. REIT | 373,010 | |
11,141 | Klepierre S.A. REIT | 266,667 | |
5,507 | Kojamo Oyj | 109,552 | |
9,968 | Land Securities Group plc REIT | 93,486 | |
2,852 | Life Storage, Inc. REIT | 377,861 | |
3,099 | Lifestyle Communities Ltd. | 32,662 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Real Estate - 9.1% - (continued) | |||
27,300 | Longfor Group Holdings Ltd.(4) | $ 135,205 | |
23,634 | Medical Properties Trust, Inc. REIT | 434,629 | |
10,522 | Mitsubishi Estate Co., Ltd. | 153,269 | |
15,283 | Mitsui Fudosan Co., Ltd. REIT | 323,904 | |
5,418 | Nomura Real Estate Holdings, Inc. | 132,014 | |
4,382 | Phillips Edison & Co., Inc. REIT | 148,374 | |
6,770 | Prologis, Inc. REIT | 1,085,163 | |
1,148 | PSP Swiss Property AG | 144,685 | |
1,310 | Public Storage REIT | 486,665 | |
5,414 | Rexford Industrial Realty, Inc. REIT | 422,509 | |
1,948 | Ryman Hospitality Properties, Inc. REIT* | 182,099 | |
14,700 | Safestore Holdings plc REIT | 231,257 | |
487 | SBA Communications Corp. REIT | 169,043 | |
2,494 | SL Green Realty Corp. | 172,635 | |
44,992 | StorageVault Canada, Inc.(3) | 234,653 | |
1,936 | Sun Communities, Inc. REIT | 339,903 | |
179,550 | Suntec Real Estate Investment Trust REIT | 237,198 | |
14,560 | Tokyo Tatemono Co., Ltd. | 205,280 | |
13,714 | Tricon Residential, Inc.(3) | 198,453 | |
6,109 | UDR, Inc. REIT | 325,060 | |
441 | VGP N.V. | 114,703 | |
9,001 | VICI Properties, Inc. REIT | 268,320 | |
56,279 | Vicinity Centres REIT | 73,434 | |
40 | Vinhomes JSC(4) | 113 | |
7,350 | Welltower, Inc. REIT | 667,453 | |
3,002 | WP Carey, Inc. REIT | 242,471 | |
14,668,714 | |||
Retailing - 0.0% | |||
7,926 | Xebio Holdings Co., Ltd. | 55,982 | |
Semiconductors & Semiconductor Equipment - 0.0% | |||
292 | Advanced Micro Devices, Inc.* | 24,972 | |
99 | NVIDIA Corp. | 18,361 | |
96 | Semtech Corp.* | 5,722 | |
49,055 | |||
Software & Services - 0.3% | |||
206,325 | Arcane Crypto AB* | 1,501 | |
1,154 | Argo Blockchain plc ADR* | 9,036 | |
13,626 | Bitfarms Ltd.* | 39,245 | |
171 | Block, Inc. Class A* | 17,021 | |
3,573 | Core Scientific, Inc.* | 21,116 | |
24,274 | Hive Blockchain Technologies Ltd.* | 35,712 | |
14,811 | Hut Mining Corp.* | 52,804 | |
6,372 | Marathon Digital Holdings, Inc.*(3) | 99,403 | |
51 | Microsoft Corp. | 14,154 | |
317 | MicroStrategy, Inc. Class A*(3) | 112,272 | |
1,640 | Riot Blockchain, Inc.*(3) | 16,630 | |
6,286 | Voyager Digital Ltd.* | 20,845 | |
439,739 | |||
Technology Hardware & Equipment - 0.0% | |||
4,323 | Canaan, Inc. ADR* | 16,427 | |
Telecommunication Services - 1.9% | |||
2,897 | America Movil S.A.B. de C.V. Class L ADR | 56,289 | |
64,264 | BT Group plc | 142,511 | |
17,236 | Cellnex Telecom S.A.(4) | 803,375 | |
14,700 | KDDI Corp. | 486,786 | |
4,789 | KT Corp. | 134,840 | |
4,498 | KT Corp. ADR | 62,657 | |
6,965 | Mobile TeleSystems PJSC ADR(5)(6) | — | |
3,394 | MTN Group Ltd. | 35,997 | |
16,428 | Nippon Telegraph & Telephone Corp. | 484,122 | |
12,941 | Orange S.A. | 154,068 |
57 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 52.1% - (continued) | |||
Telecommunication Services - 1.9% - (continued) | |||
10,437 | SK Telecom Co., Ltd. | $ 470,794 | |
12,400 | Telefonica Brasil S.A. | 133,407 | |
114,765 | Turk Telekomunikasyon AS(3) | 77,910 | |
46,482 | Turkcell Iletisim Hizmetleri AS | 67,743 | |
3,110,499 | |||
Transportation - 0.7% | |||
3,871 | Canadian National Railway Co. | 455,245 | |
1,820 | JetBlue Airways Corp.* | 20,038 | |
88,746 | Pacific Basin Shipping Ltd. | 40,718 | |
20,142 | PostNL N.V.(3) | 66,001 | |
66,799 | Shanghai International Airport Co., Ltd. Class A* | 497,320 | |
5,900 | Yamato Holdings Co., Ltd. | 110,401 | |
1,189,723 | |||
Utilities - 4.9% | |||
1,502 | Acciona S.A. | 294,013 | |
15,127 | AES Corp. | 308,893 | |
5,302 | American Electric Power Co., Inc. | 525,481 | |
6,715 | Avangrid, Inc. | 297,810 | |
12,777 | Beijing Enterprises Holdings Ltd. | 43,195 | |
72,285 | Centrica plc* | 71,619 | |
39,300 | China Gas Holdings Ltd. | 47,905 | |
350,154 | China Longyuan Power Group Corp. Ltd. Class H | 675,381 | |
50,474 | Cia de Saneamento Basico do Estado de Sao Paulo | 454,618 | |
4,128 | Constellation Energy Corp. | 244,419 | |
4,399 | Duke Energy Corp. | 484,594 | |
6,928 | Edison International | 476,577 | |
22,347 | Electricite de France S.A. | 203,158 | |
52,393 | Enel S.p.A. | 340,706 | |
47,556 | Engie S.A.(3) | 561,183 | |
12,300 | ENN Energy Holdings Ltd. | 164,759 | |
11,574 | Exelon Corp. | 541,432 | |
10,426 | FirstEnergy Corp. | 451,550 | |
34,612 | Iberdrola S.A. | 397,720 | |
36,928 | National Grid plc | 548,638 | |
3,486 | RWE AG | 144,737 | |
3,342 | Sempra Energy | 539,265 | |
7,817,653 | |||
Total Common Stocks (cost $75,239,075) | $ 83,878,961 | ||
EXCHANGE-TRADED FUNDS - 2.5% | |||
Other Investment Pools & Funds - 2.5% | |||
42,870 | iShares Global Energy ETF | $ 1,521,028 | |
22,641 | iShares MSCI Global Metals & Mining Producers ETF | 1,029,486 | |
1,990 | VanEck Vectors Agribusiness ETF | 196,174 | |
36,980 | VanEck Vectors Gold Miners ETF | 1,293,930 | |
4,040,618 | |||
Total Exchange-Traded Funds (cost $3,982,089) | $ 4,040,618 |
Shares or Principal Amount | Market Value† | ||
CLOSED END FUNDS - 0.1% | |||
Investment Company Securities - 0.1% | |||
7,880 | Sprott Physical Uranium Trust* | $ 103,664 | |
Total Closed End Funds (cost $73,765) | $ 103,664 | ||
Total Long-Term Investments (Cost $125,296,981) | $ 132,684,713 | ||
SHORT-TERM INVESTMENTS - 17.7% | |||
Other Investment Pools & Funds - 14.5% | |||
23,298,024 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.00%(7) | $ 23,298,024 | |
Repurchase Agreements - 1.6% | |||
$ 2,574,142 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $2,574,193; collateralized by U.S. Treasury Note at 1.625%, maturing 05/15/2031, with a market value of $2,625,692 | 2,574,142 | |
Securities Lending Collateral - 1.6% | |||
743,167 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(7) | 743,167 | |
1,802,770 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(7) | 1,802,770 | |
2,545,937 | |||
Total Short-Term Investments (cost $28,418,103) | $ 28,418,103 | ||
Total Investments (cost $153,715,084) | 100.1% | $ 161,102,816 | |
Other Assets and Liabilities | (0.1)% | (114,788) | |
Total Net Assets | 100.0% | $ 160,988,028 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
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. | |
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. | |
The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of April 30, 2022, the Fund invested 16.5% of its total assets in the Subsidiary. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
58 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
(1) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $2,274,456, representing 1.4% of net assets. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | 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 April 30, 2022, the aggregate value of these securities was $1,223,121, representing 0.8% of net assets. |
(5) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(6) | Investment valued using significant unobservable inputs. |
(7) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Brent Crude Oil Future | 4 | 05/31/2022 | $ 428,560 | $ 27,181 | ||||
Brent Crude Oil Future | 17 | 09/30/2022 | 1,696,430 | 6,152 | ||||
Brent Crude Oil Future | 8 | 10/31/2022 | 785,120 | 22,705 | ||||
Copper Future | 13 | 09/28/2022 | 1,434,388 | (97,158) | ||||
Corn Future | 43 | 07/14/2022 | 1,749,025 | 192,275 | ||||
Corn Future | 3 | 09/14/2022 | 115,200 | 7,053 | ||||
Cotton No. 2 Future | 9 | 12/07/2022 | 549,315 | 37,731 | ||||
Gasoline RBOB Future | 8 | 08/31/2022 | 1,061,995 | 69,692 | ||||
Gold 100oz Future | 7 | 06/28/2022 | 1,338,190 | (16,698) | ||||
Gold 100oz Future | 7 | 08/29/2022 | 1,343,020 | (11,018) | ||||
Gold 100oz Future | 15 | 12/28/2022 | 2,901,600 | (79,017) | ||||
ICE-ECX UEA Futures | 5 | 12/19/2022 | 445,453 | 13,084 | ||||
Live Cattle Future | 7 | 10/31/2022 | 398,930 | (4,507) | ||||
LME Nickel Future | 7 | 05/16/2022 | 1,333,374 | 511,075 | ||||
LME Nickel Future | 7 | 07/18/2022 | 1,334,214 | 417,498 | ||||
LME Nickel Future | 6 | 09/19/2022 | 1,144,638 | (93,860) | ||||
LME Zinc Future | 9 | 05/16/2022 | 931,781 | 197,956 | ||||
LME Zinc Future | 14 | 07/18/2022 | 1,439,462 | 178,381 | ||||
LME Zinc Future | 8 | 09/19/2022 | 817,300 | (17,528) | ||||
NY Harbor ULSD Future | 5 | 08/31/2022 | 717,633 | 69,305 | ||||
Palladium Future | 1 | 09/28/2022 | 231,760 | (22,044) | ||||
Platinum Future | 9 | 07/27/2022 | 422,820 | (57,377) | ||||
Platinum Future | 5 | 10/27/2022 | 235,125 | (19,296) | ||||
Primary Aluminum Future | 1 | 05/16/2022 | 75,888 | (17,016) | ||||
Primary Aluminum Future | 3 | 07/18/2022 | 228,769 | (13,716) | ||||
Primary Aluminum Future | 1 | 09/19/2022 | 76,400 | (16,428) | ||||
Silver Future | 4 | 07/27/2022 | 461,700 | (47,793) | ||||
Soybean Future | 24 | 07/14/2022 | 2,021,700 | 86,292 | ||||
Soybean Future | 14 | 11/14/2022 | 1,060,325 | 52,953 | ||||
Soybean Meal Future | 15 | 12/14/2022 | 607,350 | (9,254) | ||||
Wheat Future | 53 | 07/14/2022 | 2,797,737 | 211,534 | ||||
Wheat Future | 5 | 09/14/2022 | 264,563 | 15,146 | ||||
WTI Crude Future | 6 | 06/21/2022 | 617,640 | 34,840 | ||||
Total | $ 1,628,143 | |||||||
Short position contracts: | ||||||||
LME Nickel Future | 7 | 05/16/2022 | $ 1,333,374 | $ (436,154) |
59 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts – (continued): | ||||||||
LME Nickel Future | 7 | 07/18/2022 | $ 1,334,214 | $ 161,914 | ||||
LME Nickel Future | 1 | 09/19/2022 | 190,773 | 6,924 | ||||
LME Zinc Future | 9 | 05/16/2022 | 931,781 | (140,328) | ||||
LME Zinc Future | 14 | 07/18/2022 | 1,439,462 | 5,298 | ||||
LME Zinc Future | 5 | 09/19/2022 | 510,813 | 27,001 | ||||
Primary Aluminum Future | 1 | 05/16/2022 | 75,888 | 10,327 | ||||
Primary Aluminum Future | 1 | 09/19/2022 | 76,400 | 10,108 | ||||
Total | $ (354,910) | |||||||
Total futures contracts | $ 1,273,233 |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
210,000 | AUD | 148,647 | USD | JPM | 05/31/2022 | $ (189) | ||||
3,040,000 | AUD | 2,170,469 | USD | BCLY | 05/31/2022 | (21,362) | ||||
3,565,000 | BRL | 710,159 | USD | MSC | 05/03/2022 | 10,243 | ||||
9,831,552 | IDR | 679 | USD | SSG | 05/09/2022 | (1) | ||||
1,210,000,000 | IDR | 83,150 | USD | GSC | 05/31/2022 | 152 | ||||
16,392,000,000 | IDR | 1,131,380 | USD | JPM | 05/31/2022 | (2,882) | ||||
80,000,000 | JPY | 612,536 | USD | JPM | 05/31/2022 | 4,523 | ||||
1,210,000,000 | JPY | 9,461,330 | USD | SSG | 05/31/2022 | (128,309) | ||||
2,139,054 | USD | 2,996,000 | AUD | BCLY | 05/31/2022 | 21,053 | ||||
241,685 | USD | 338,000 | AUD | WEST | 05/31/2022 | 2,738 | ||||
738,629 | USD | 3,565,000 | BRL | GSC | 05/03/2022 | 18,226 | ||||
724,726 | USD | 3,565,000 | BRL | MSC | 05/03/2022 | 4,323 | ||||
703,322 | USD | 3,565,000 | BRL | MSC | 06/02/2022 | (10,119) | ||||
2,864,319 | USD | 3,672,000 | CAD | CIBC | 05/31/2022 | 6,047 | ||||
239,509 | USD | 307,000 | CAD | TDB | 05/31/2022 | 541 | ||||
4,502,284 | USD | 4,214,000 | EUR | BCLY | 05/31/2022 | 50,921 | ||||
289,089 | USD | 275,000 | EUR | RBC | 05/31/2022 | (1,401) | ||||
2,953,493 | USD | 2,323,000 | GBP | DEUT | 05/31/2022 | 32,496 | ||||
192,703 | USD | 155,000 | GBP | TDB | 05/31/2022 | (2,198) | ||||
2,809,186 | USD | 359,264,000 | JPY | SSG | 05/31/2022 | 38,096 | ||||
219,840 | USD | 28,054,000 | JPY | RBC | 05/31/2022 | 3,453 | ||||
1,032,535 | USD | 21,190,000 | MXN | RBC | 05/31/2022 | 302 | ||||
88,038 | USD | 1,820,000 | MXN | JPM | 05/31/2022 | (620) | ||||
691,279 | USD | 6,360,000 | NOK | BOA | 05/31/2022 | 13,170 | ||||
59,460 | USD | 560,000 | NOK | JPM | 05/31/2022 | (248) | ||||
Total foreign currency contracts | $ 38,955 |
60 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Foreign Government Obligations | $ 11,237,371 | $ — | $ 11,237,371 | $ — | ||||
U.S. Government Securities | 33,424,099 | — | 33,424,099 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 139,123 | 51,233 | 87,890 | — | ||||
Banks | 2,652,426 | 133,264 | 2,519,162 | — | ||||
Capital Goods | 2,206,014 | 1,105,897 | 1,100,117 | — | ||||
Commercial & Professional Services | 534,990 | 151,204 | 383,786 | — | ||||
Consumer Durables & Apparel | 571,918 | 571,918 | — | — | ||||
Consumer Services | 543,737 | 322,883 | 220,854 | — | ||||
Diversified Financials | 1,275,861 | 933,928 | 341,933 | — | ||||
Energy | 28,047,833 | 16,462,115 | 11,585,718 | — | ||||
Food & Staples Retailing | 254,407 | — | 254,407 | — | ||||
Food, Beverage & Tobacco | 1,207,319 | 1,144,129 | 63,190 | — | ||||
Insurance | 907,585 | — | 907,585 | — | ||||
Materials | 17,781,518 | 11,120,320 | 6,661,198 | — | ||||
Media & Entertainment | 408,438 | 408,438 | — | — | ||||
Real Estate | 14,668,714 | 9,992,942 | 4,675,772 | — | ||||
Retailing | 55,982 | — | 55,982 | — | ||||
Semiconductors & Semiconductor Equipment | 49,055 | 49,055 | — | — | ||||
Software & Services | 439,739 | 438,238 | 1,501 | — | ||||
Technology Hardware & Equipment | 16,427 | 16,427 | — | — | ||||
Telecommunication Services | 3,110,499 | 398,006 | 2,712,493 | — | ||||
Transportation | 1,189,723 | 475,283 | 714,440 | — | ||||
Utilities | 7,817,653 | 4,324,639 | 3,493,014 | — | ||||
Exchange-Traded Funds | 4,040,618 | 4,040,618 | — | — | ||||
Closed End Funds | 103,664 | 103,664 | — | — | ||||
Short-Term Investments | 28,418,103 | 25,843,961 | 2,574,142 | — | ||||
Foreign Currency Contracts(2) | 206,284 | — | 206,284 | — | ||||
Futures Contracts(2) | 2,372,425 | 2,372,425 | — | — | ||||
Total | $ 163,681,525 | $ 80,460,587 | $ 83,220,938 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (167,329) | $ — | $ (167,329) | $ — | ||||
Futures Contracts(2) | (1,099,192) | (1,099,192) | — | — | ||||
Total | $ (1,266,521) | $ (1,099,192) | $ (167,329) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $1,047,220 were transferred into Level 3 due to the unavailability of active market pricing or observable market data activity, and investments valued at $420,481 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
61 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
AFFILIATED INVESTMENT COMPANIES - 99.8% | |||
Domestic Equity Funds - 59.9% | |||
2,755,851 | Hartford Core Equity Fund, Class F | $ 117,041,001 | |
2,415,411 | Hartford Large Cap Growth ETF* | 32,849,590 | |
1,266,946 | Hartford Multifactor US Equity ETF | 50,301,937 | |
720,924 | Hartford Schroders Commodity Strategy ETF* | 19,084,516 | |
1,753,981 | Hartford Small Cap Value Fund, Class F | 20,153,241 | |
2,297,609 | The Hartford Equity Income Fund, Class F | 50,271,679 | |
622,960 | The Hartford Growth Opportunities Fund, Class F | 24,114,779 | |
949,559 | The Hartford Small Company Fund, Class F | 18,497,410 | |
Total Domestic Equity Funds (cost $286,082,576) | $ 332,314,153 | ||
International/Global Equity Funds - 22.4% | |||
1,518,274 | Hartford Multifactor Developed Markets (ex-US) ETF | 41,828,449 | |
850,692 | Hartford Schroders Emerging Markets Equity Fund, Class F | 13,781,216 | |
2,507,268 | Hartford Schroders International Multi-Cap Value Fund, Class F | 24,019,624 | |
752,192 | The Hartford International Growth Fund, Class F | 10,846,616 | |
2,108,139 | The Hartford International Opportunities Fund, Class F | 34,004,278 | |
Total International/Global Equity Funds (cost $127,660,663) | $ 124,480,183 | ||
Taxable Fixed Income Funds - 17.5% | |||
1,048,049 | Hartford Core Bond ETF | 38,128,023 | |
1,098,382 | Hartford Schroders Sustainable Core Bond Fund, Class F | 10,116,095 | |
2,330,526 | The Hartford Strategic Income Fund, Class F | 18,830,652 | |
2,962,444 | The Hartford World Bond Fund, Class F | 29,831,810 | |
Total Taxable Fixed Income Funds (cost $105,045,484) | $ 96,906,580 | ||
Total Affiliated Investment Companies (cost $518,788,723) | $ 553,700,916 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Other Investment Pools & Funds - 0.2% | |||
1,409,908 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(1) | $ 1,409,908 | |
Total Short-Term Investments (cost $1,409,908) | $ 1,409,908 | ||
Total Investments (cost $520,198,631) | 100.0% | $ 555,110,824 | |
Other Assets and Liabilities | (0.0)% | (149,745) | |
Total Net Assets | 100.0% | $ 554,961,079 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 553,700,916 | $ 553,700,916 | $ — | $ — | ||||
Short-Term Investments | 1,409,908 | 1,409,908 | — | — | ||||
Total | $ 555,110,824 | $ 555,110,824 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
62 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
AFFILIATED INVESTMENT COMPANIES - 99.9% | |||
Domestic Equity Funds - 43.4% | |||
1,604,691 | Hartford Core Equity Fund, Class F | $ 68,151,218 | |
844,424 | Hartford Large Cap Growth ETF* | 11,484,166 | |
497,079 | Hartford Multifactor US Equity ETF | 19,735,677 | |
376,949 | Hartford Schroders Commodity Strategy ETF | 9,978,707 | |
813,944 | Hartford Small Cap Value Fund, Class F | 9,352,214 | |
877,502 | The Hartford Equity Income Fund, Class F | 19,199,730 | |
258,873 | The Hartford Growth Opportunities Fund, Class F | 10,020,986 | |
450,727 | The Hartford Small Company Fund, Class F | 8,780,168 | |
Total Domestic Equity Funds (cost $135,489,009) | $ 156,702,866 | ||
International/Global Equity Funds - 18.0% | |||
790,912 | Hartford Multifactor Developed Markets (ex-US) ETF | 21,789,626 | |
435,246 | Hartford Schroders Emerging Markets Equity Fund, Class F | 7,050,980 | |
1,383,948 | Hartford Schroders International Multi-Cap Value Fund, Class F | 13,258,228 | |
361,233 | The Hartford International Growth Fund, Class F | 5,208,977 | |
1,082,415 | The Hartford International Opportunities Fund, Class F | 17,459,360 | |
Total International/Global Equity Funds (cost $66,090,315) | $ 64,767,171 | ||
Taxable Fixed Income Funds - 38.5% | |||
1,376,483 | Hartford Core Bond ETF | 50,076,452 | |
2,782,800 | Hartford Schroders Sustainable Core Bond Fund, Class F | 25,629,591 | |
3,406,647 | The Hartford Strategic Income Fund, Class F | 27,525,707 | |
3,561,474 | The Hartford World Bond Fund, Class F | 35,864,044 | |
Total Taxable Fixed Income Funds (cost $152,286,134) | $ 139,095,794 | ||
Total Affiliated Investment Companies (cost $353,865,458) | $ 360,565,831 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Other Investment Pools & Funds - 0.2% | |||
844,298 | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.32%(1) | $ 844,298 | |
Total Short-Term Investments (cost $844,298) | $ 844,298 | ||
Total Investments (cost $354,709,756) | 100.1% | $ 361,410,129 | |
Other Assets and Liabilities | (0.1)% | (279,097) | |
Total Net Assets | 100.0% | $ 361,131,032 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 360,565,831 | $ 360,565,831 | $ — | $ — | ||||
Short-Term Investments | 844,298 | 844,298 | — | — | ||||
Total | $ 361,410,129 | $ 361,410,129 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
63 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% | |||
Asset-Backed - Automobile - 0.3% | |||
$ 1,654,131 | CFMT LLC 1.39%, 09/22/2031(1) | $ 1,610,495 | |
2,792 | Enterprise Fleet Financing LLC 2.98%, 10/20/2024(1) | 2,795 | |
160,000 | Ford Credit Auto Lease Trust 0.78%, 09/15/2025 | 155,586 | |
Ford Credit Auto Owner Trust | |||
100,000 | 1.61%, 10/17/2033(1) | 91,217 | |
100,000 | 1.91%, 10/17/2033(1) | 91,695 | |
1,951,788 | |||
Asset-Backed - Credit Card - 0.0% | |||
165,000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | 159,757 | |
Asset-Backed - Finance & Insurance - 8.8% | |||
Apidos CLO | |||
270,000 | 3.08%, 10/24/2034, 3 mo. USD LIBOR + 1.900%(1)(2) | 264,007 | |
520,000 | 3.11%, 01/20/2035, 3 mo. USD LIBOR + 2.050%(1)(2) | 510,728 | |
650,000 | Atlas Senior Loan Fund Ltd. 2.54%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(1)(2) | 636,498 | |
Bain Capital Credit CLO Ltd. | |||
925,000 | 3.33%, 10/23/2034, 3 mo. USD LIBOR + 2.150%(1)(2) | 902,703 | |
970,000 | 4.43%, 10/23/2034(1)(2) | 956,135 | |
Ballyrock CLO Ltd. | |||
260,000 | 3.01%, 10/20/2031(1)(2) | 253,819 | |
505,000 | 8.28%, 04/20/2035(1)(2) | 489,897 | |
Barings CLO Ltd. | |||
1,000,000 | 2.96%, 07/20/2029, 3 mo. USD LIBOR + 1.900%(1)(2) | 989,218 | |
1,095,000 | 2.99%, 10/15/2033(1)(2) | 1,086,174 | |
1,110,000 | 4.24%, 10/15/2036, 3 mo. USD LIBOR + 3.200%(1)(2) | 1,090,246 | |
750,000 | Battalion CLO Ltd. 4.41%, 01/20/2035, 3 mo. USD LIBOR + 3.350%(1)(2) | 733,233 | |
Bayview Koitere Fund Trust | |||
166,368 | 3.50%, 07/28/2057(1)(3) | 164,196 | |
76,639 | 4.00%, 11/28/2053(1)(3) | 75,592 | |
775,000 | BCRED BSL CLO Ltd. 2.81%, 10/20/2034(1)(2) | 767,603 | |
BlueMountain CLO Ltd. | |||
2,000,000 | 2.00%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(1)(2) | 1,976,446 | |
1,200,000 | 2.21%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(1)(2) | 1,190,497 | |
1,400,000 | 2.54%, 07/15/2031, 3 mo. USD LIBOR + 1.500%(1)(2) | 1,384,390 | |
965,000 | Broad River BSL Funding CLO Ltd. 2.76%, 07/20/2034, 3 mo. USD LIBOR + 1.700%(1)(2) | 951,242 | |
380,000 | BX Trust 1.85%, 10/15/2036(1)(2) | 370,028 | |
Carlyle Global Market Strategies CLO Ltd. | |||
1,000,000 | 2.84%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(2) | 965,073 | |
560,000 | 2.86%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(1)(2) | 551,409 | |
995,000 | 4.01%, 07/20/2031, 3 mo. USD LIBOR + 2.950%(1)(2) | 965,167 | |
Carlyle U.S. CLO Ltd. | |||
645,000 | 4.01%, 04/20/2034, 3 mo. USD LIBOR + 2.950%(1)(2) | 626,498 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Asset-Backed - Finance & Insurance - 8.8% - (continued) | |||
$ 1,500,000 | 7.31%, 04/20/2034, 3 mo. USD LIBOR + 6.250%(1)(2) | $ 1,433,286 | |
1,255,000 | Cayuga Park CLO Ltd. 4.14%, 07/17/2034, 3 mo. USD LIBOR + 3.100%(1)(2) | 1,231,387 | |
CIFC Funding Ltd. | |||
785,000 | 2.94%, 01/16/2033, 3 mo. USD LIBOR + 1.900%(1)(2) | 776,812 | |
1,200,000 | 2.94%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(1)(2) | 1,195,296 | |
835,000 | 3.06%, 10/20/2034, 3 mo. USD LIBOR + 2.000%(1)(2) | 819,404 | |
640,000 | 4.04%, 04/17/2034, 3 mo. USD LIBOR + 3.000%(1)(2) | 637,300 | |
1,340,000 | Cologix Data Centers US Issuer LLC 3.30%, 12/26/2051(1) | 1,264,074 | |
400,000 | Dewolf Park CLO Ltd. 2.89%, 10/15/2030(1)(2) | 395,932 | |
Dryden CLO Ltd. | |||
1,215,000 | 3.09%, 10/15/2035, 3 mo. USD LIBOR + 2.050%(1)(2) | 1,192,417 | |
1,300,000 | 4.24%, 10/15/2035, 3 mo. USD LIBOR + 3.200%(1)(2) | 1,276,987 | |
1,200,000 | Dryden Senior Loan Fund 2.49%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(1)(2) | 1,190,744 | |
694,000 | FS Rialto 2.35%, 11/16/2036(1)(2) | 683,516 | |
295,000 | Hotwire Funding LLC 2.31%, 11/20/2051(1) | 270,610 | |
LCM L.P. | |||
1,200,000 | 2.64%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(1)(2) | 1,175,279 | |
250,000 | 3.01%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2) | 248,918 | |
750,000 | LCM XXIII Ltd. 4.36%, 10/20/2029, 3 mo. USD LIBOR + 3.300%(1)(2) | 717,095 | |
LCM XXV Ltd. | |||
1,473,000 | 2.71%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(2) | 1,451,870 | |
931,334 | 3.36%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(1)(2) | 908,056 | |
1,000,000 | 4.51%, 07/20/2030, 3 mo. USD LIBOR + 3.450%(1)(2) | 945,974 | |
1,750,000 | Long Point Park CLO Ltd. 2.74%, 01/17/2030, 3 mo. USD LIBOR + 1.700%(1)(2) | 1,709,179 | |
Madison Park Funding Ltd. | |||
1,200,000 | 2.54%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(1)(2) | 1,192,310 | |
850,000 | 3.54%, 04/15/2029, 3 mo. USD LIBOR + 2.500%(1)(2) | 828,116 | |
1,500,000 | 4.43%, 07/23/2029, 3 mo. USD LIBOR + 3.250%(1)(2) | 1,444,600 | |
Magnetite Ltd. | |||
400,000 | 2.96%, 01/20/2035(1)(2) | 390,345 | |
350,000 | 3.96%, 01/20/2035(1)(2) | 339,970 | |
870,000 | 7.53%, 01/25/2032, 3 mo. USD LIBOR + 6.350%(1)(2) | 852,349 | |
Neuberger Berman CLO Ltd. | |||
700,000 | 2.94%, 04/15/2034, 3 mo. USD LIBOR + 1.900%(1)(2) | 681,661 | |
930,000 | 2.94%, 07/15/2034(1)(2) | 922,232 |
64 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Asset-Backed - Finance & Insurance - 8.8% - (continued) | |||
Neuberger Berman Loan Advisers CLO Ltd. | |||
$ 1,250,000 | 2.61%, 04/20/2031, 3 mo. USD LIBOR + 1.550%(1)(2) | $ 1,235,110 | |
990,000 | 3.06%, 10/20/2035, 3 mo. USD LIBOR + 2.000%(1)(2) | 970,975 | |
1,250,000 | 4.06%, 10/20/2035, 3 mo. USD LIBOR + 3.000%(1)(2) | 1,207,184 | |
Oak Hill Credit Partners | |||
1,215,000 | 2.90%, 02/24/2037(1)(2) | 1,208,371 | |
250,000 | 3.95%, 02/24/2037(1)(2) | 247,662 | |
Oaktree CLO Ltd. | |||
1,250,000 | 2.69%, 07/15/2034, 3 mo. USD LIBOR + 1.650%(1)(2) | 1,222,577 | |
250,000 | 4.27%, 10/20/2034, 3 mo. USD LIBOR + 3.210%(1)(2) | 245,400 | |
Octagon Investment Partners Ltd. | |||
750,000 | 3.11%, 07/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2) | 732,001 | |
690,000 | 4.16%, 10/20/2034, 3 mo. USD LIBOR + 3.100%(1)(2) | 679,616 | |
400,000 | Palmer Square Loan Funding Ltd. 4.43%, 10/24/2027, 3 mo. USD LIBOR + 3.250%(1)(2) | 398,242 | |
1,250,000 | Race Point CLO Ltd. 2.53%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2) | 1,221,071 | |
Sound Point CLO Ltd. | |||
2,340,000 | 2.71%, 07/20/2034(1)(2) | 2,289,826 | |
1,200,000 | 2.86%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(1)(2) | 1,196,606 | |
STAR Trust | |||
935,000 | 2.25%, 01/17/2024, 1 mo. USD LIBOR + 1.700%(1)(2) | 917,088 | |
1,210,000 | 2.55%, 01/17/2024, 1 mo. USD LIBOR + 2.000%(1)(2) | 1,162,154 | |
1,050,000 | Stratus CLO Ltd. 3.71%, 12/28/2029, 3 mo. USD LIBOR + 2.650%(1)(2) | 1,016,314 | |
Taco Bell Funding LLC | |||
179,550 | 1.95%, 08/25/2051(1) | 160,058 | |
159,600 | 2.29%, 08/25/2051(1) | 140,093 | |
56,571 | Treman Park CLO Ltd. 2.13%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2) | 56,476 | |
500,000 | Venture CLO Ltd. 4.64%, 10/22/2031, 3 mo. USD LIBOR + 3.500%(1)(2) | 457,610 | |
Voya CLO Ltd. | |||
990,000 | 2.94%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(2) | 969,119 | |
1,200,000 | 3.13%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(1)(2) | 1,183,880 | |
800,000 | 3.24%, 10/18/2031, 3 mo. USD LIBOR + 2.200%(1)(2) | 787,715 | |
1,000,000 | Voya Ltd. 2.99%, 10/15/2030, 3 mo. USD LIBOR + 1.950%(1)(2) | 981,825 | |
1,205,000 | Whetstone Park CLO Ltd. 3.96%, 01/20/2035(1)(2) | 1,190,654 | |
65,954,145 | |||
Asset-Backed - Home Equity - 0.4% | |||
FirstKey Homes Trust | |||
650,000 | 1.67%, 10/19/2037(1) | 593,539 | |
1,305,000 | 3.02%, 10/19/2037(1) | 1,198,512 | |
Progress Residential Trust | |||
205,000 | 1.50%, 10/17/2027(1) | 184,634 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Asset-Backed - Home Equity - 0.4% - (continued) | |||
$ 820,000 | 1.81%, 04/17/2038(1) | $ 727,543 | |
305,000 | Tricon American Homes Trust 2.03%, 11/17/2039(1) | 263,399 | |
2,967,627 | |||
Collateralized - Mortgage Obligations - 0.1% | |||
800,000 | COLT Funding LLC 3.66%, 12/27/2066(1)(3) | 724,482 | |
Commercial Mortgage-Backed Securities - 4.9% | |||
1,125,000 | 1211 Avenue of the Americas Trust 4.28%, 08/10/2035(1)(3) | 1,101,258 | |
1,250,000 | 280 Park Avenue Mortgage Trust 2.03%, 09/15/2034, 1 mo. USD LIBOR + 1.537%(1)(2) | 1,224,928 | |
330,000 | Bank 3.51%, 03/15/2064(3) | 303,062 | |
BANK XA | |||
12,442,351 | 0.81%, 12/15/2052(3)(4) | 534,716 | |
29,904,719 | 0.86%, 11/15/2050(3)(4) | 972,394 | |
12,161,044 | 1.04%, 05/15/2062(3)(4) | 615,179 | |
Benchmark Mortgage Trust | |||
30,028,275 | 0.63%, 07/15/2051(3)(4) | 666,060 | |
22,155,616 | 0.80%, 01/15/2052(3)(4) | 709,421 | |
2,936,935 | 1.19%, 05/15/2052(3)(4) | 158,773 | |
14,856,648 | 1.39%, 03/15/2062(3)(4) | 911,206 | |
470,000 | 3.21%, 09/15/2053 | 405,923 | |
325,000 | 3.84%, 12/15/2072(3) | 291,356 | |
1,210,000 | BF NYT Mortgage Trust 2.25%, 12/15/2035, 1 mo. USD LIBOR + 1.700%(1)(2) | 1,173,723 | |
330,000 | BFLD Trust 2.60%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(2) | 327,325 | |
BX Commercial Mortgage Trust | |||
748,000 | 2.00%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2) | 740,496 | |
960,500 | 2.55%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2) | 941,230 | |
860,000 | BX Trust 2.00%, 11/15/2032, 1 mo. USD LIBOR + 1.450%(1)(2) | 830,597 | |
BXHPP Trust | |||
210,000 | 1.20%, 08/15/2036(1)(2) | 203,701 | |
185,000 | 1.45%, 08/15/2036(1)(2) | 177,369 | |
1,190,000 | CAMB Commercial Mortgage Trust 2.30%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(2) | 1,168,446 | |
18,404,600 | CD Mortgage Trust 1.12%, 02/10/2050(3)(4) | 686,219 | |
Commercial Mortgage Trust | |||
175,000 | 2.77%, 11/10/2046(1)(3) | 146,127 | |
944,000 | 4.46%, 12/10/2045(1)(3) | 923,572 | |
CSAIL Commercial Mortgage Trust | |||
19,295,015 | 0.73%, 08/15/2051(3)(4) | 535,549 | |
23,887,443 | 0.83%, 11/15/2050(3)(4) | 672,532 | |
1,000,000 | CSMC Trust 3.77%, 11/13/2039(1)(3) | 856,794 | |
DBJPM Mortgage Trust | |||
8,993,953 | 1.58%, 08/10/2049(3)(4) | 440,350 | |
3,365,074 | 1.83%, 09/15/2053(3)(4) | 279,550 | |
335,000 | DC Office Trust 3.17%, 09/15/2045(1)(3) | 282,546 | |
GS Mortgage Securities Trust | |||
34,769,605 | 0.57%, 03/10/2051(3)(4) | 720,169 | |
15,146,924 | 1.22%, 07/10/2052(3)(4) | 851,637 | |
5,785,985 | 1.29%, 05/10/2052(3)(4) | 318,475 | |
469,000 | 3.97%, 05/10/2052 | 449,536 |
65 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Commercial Mortgage-Backed Securities - 4.9% - (continued) | |||
$ 1,165,000 | HONO LULU Mortgage Trust 2.40%, 10/15/2036, 1 mo. USD LIBOR + 1.850%(1)(2) | $ 1,142,894 | |
Hudson Yards Mortgage Trust | |||
500,000 | 3.08%, 08/10/2038(1)(3) | 456,522 | |
1,240,000 | 3.56%, 07/10/2039(1)(3) | 1,116,090 | |
JP Morgan Chase Commercial Mortgage Securities Trust | |||
1,195,000 | 3.62%, 01/16/2037(1) | 1,132,338 | |
1,190,000 | 3.75%, 06/05/2039(1)(3) | 1,112,196 | |
920,000 | KNDL Mortgage Trust 1.90%, 05/15/2036, 1 mo. USD LIBOR + 1.350%(1)(2) | 903,833 | |
98,297 | Life Mortgage Trust 1.25%, 03/15/2038(1)(2) | 95,809 | |
MHP STOR | |||
225,000 | 1.60%, 07/15/2038, 1 mo. USD LIBOR + 1.050%(1)(2) | 218,509 | |
230,000 | 1.90%, 07/15/2038, 1 mo. USD LIBOR + 1.350%(1)(2) | 223,088 | |
Morgan Stanley Capital Trust | |||
660,000 | 1.95%, 11/15/2034, 1 mo. USD LIBOR + 1.400%(1)(2) | 654,155 | |
1,250,000 | 2.20%, 10/15/2037, 1 mo. USD LIBOR + 1.650%(1)(2) | 1,217,188 | |
1,250,000 | One Market Plaza Trust 4.15%, 02/10/2032(1) | 1,227,116 | |
125,000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(3) | 112,697 | |
3,151,080 | SLG Office Trust 0.26%, 07/15/2041(1)(3)(4) | 58,034 | |
SREIT | |||
1,450,000 | 1.58%, 07/15/2036, 1 mo. USD LIBOR + 1.026%(1)(2) | 1,393,646 | |
550,000 | 1.93%, 07/15/2036, 1 mo. USD LIBOR + 1.375%(1)(2) | 528,842 | |
SREIT Trust | |||
440,000 | 1.63%, 11/15/2038, 1 mo. USD LIBOR + 1.080%(1)(2) | 427,357 | |
1,340,000 | 2.13%, 11/15/2038, 1 mo. USD LIBOR + 1.578%(1)(2) | 1,293,127 | |
Wells Fargo N.A. | |||
14,104,011 | 1.35%, 03/15/2063(3)(4) | 1,010,166 | |
8,818,491 | 1.90%, 03/15/2063(3)(4) | 992,910 | |
562,148 | WF-RBS Commercial Mortgage Trust 5.03%, 06/15/2044(1)(3) | 561,537 | |
36,498,273 | |||
Other Asset-Backed Securities - 0.9% | |||
172,879 | Aaset Trust 3.84%, 05/15/2039(1) | 111,534 | |
Affirm Asset Securitization Trust | |||
180,000 | 0.88%, 08/15/2025(1) | 178,926 | |
305,000 | 1.03%, 08/17/2026(1) | 291,871 | |
61,921 | 3.46%, 10/15/2024(1) | 61,974 | |
1,250,000 | Barings CLO Ltd. 3.04%, 10/15/2036, 3 mo. USD LIBOR + 2.000%(1)(2) | 1,232,136 | |
Bayview Opportunity Master Fund Trust | |||
78,820 | 3.50%, 01/28/2055(1)(3) | 78,217 | |
105,410 | 3.50%, 06/28/2057(1)(3) | 104,287 | |
178,898 | Castlelake Aircraft Structured Trust 3.97%, 04/15/2039(1) | 160,641 | |
CF Hippolyta LLC | |||
96,451 | 1.53%, 03/15/2061(1) | 87,512 | |
241,126 | 1.98%, 03/15/2061(1) | 218,879 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Other Asset-Backed Securities - 0.9% - (continued) | |||
$ 1,499 | Cloud Pass-Through Trust 3.55%, 12/05/2022(1)(3) | $ 1,499 | |
242,550 | Domino's Pizza Master Issuer LLC 3.15%, 04/25/2051(1) | 216,293 | |
350,000 | ExteNet LLC 3.20%, 07/26/2049(1) | 346,594 | |
351,028 | Home Partners of America Trust 2.30%, 12/17/2026(1) | 329,110 | |
226,593 | Horizon Aircraft Finance Ltd. 3.43%, 11/15/2039(1) | 206,606 | |
112,665 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(3) | 110,893 | |
125,000 | New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061(1) | 113,548 | |
274,223 | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | 245,049 | |
585,000 | SCF Equipment Leasing 0.83%, 08/21/2028(1) | 569,018 | |
193,862 | Sonic Capital LLC 2.19%, 08/20/2051(1) | 168,460 | |
Stack Infrastructure Issuer LLC | |||
625,000 | 1.88%, 03/26/2046(1) | 573,449 | |
100,000 | 1.89%, 08/25/2045(1) | 92,568 | |
340,000 | 3.08%, 10/25/2044(1) | 331,580 | |
139,444 | START Ireland 4.09%, 03/15/2044(1) | 129,539 | |
Towd Point Mortgage Trust | |||
21,402 | 2.75%, 04/25/2057(1)(3) | 21,349 | |
50,508 | 3.00%, 01/25/2058(1)(3) | 49,942 | |
Vantage Data Centers Issuer LLC | |||
495,000 | 1.65%, 09/15/2045(1) | 453,723 | |
160,600 | 3.19%, 07/15/2044(1) | 157,071 | |
6,642,268 | |||
Whole Loan Collateral CMO - 1.6% | |||
47,613 | Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(3) | 47,521 | |
31,564,202 | Bank 1.09%, 08/15/2061(3)(4) | 1,742,262 | |
25,247 | Bravo Residential Funding Trust 2.41%, 05/25/2060(1)(3) | 25,067 | |
50,000 | Connecticut Avenue Securities Trust 1.84%, 10/25/2041(1)(2) | 48,364 | |
Fannie Mae Connecticut Avenue Securities | |||
325,720 | 2.82%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2) | 328,278 | |
135,650 | 2.87%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(2) | 136,669 | |
299,642 | 2.92%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2) | 302,450 | |
633,686 | 4.22%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2) | 656,326 | |
335,006 | 4.97%, 02/25/2025, 1 mo. USD LIBOR + 4.300%(2) | 340,274 | |
553,411 | 5.02%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2) | 578,388 | |
58,959 | 5.57%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | 62,197 | |
292,276 | 5.67%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2) | 298,159 | |
107,889 | 6.57%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2) | 114,223 | |
Flagstar Mortgage Trust | |||
187,137 | 2.00%, 09/25/2041(1)(3) | 169,010 | |
95,360 | 4.00%, 05/25/2048(1)(3) | 94,046 |
66 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.0% - (continued) | |||
Whole Loan Collateral CMO - 1.6% - (continued) | |||
GS Mortgage-Backed Securities Corp. Trust | |||
$ 314,982 | 2.76%, 06/25/2051(1)(3) | $ 264,732 | |
871,868 | 2.78%, 05/25/2051(1)(3) | 718,499 | |
1,170,622 | 3.28%, 03/27/2051(3) | 1,026,494 | |
589,575 | JP Morgan Chase Bank NA 3.17%, 10/25/2057, 1 mo. USD LIBOR + 2.500%(1)(2) | 593,789 | |
JP Morgan Mortgage Trust | |||
786,138 | 2.83%, 12/25/2051(1)(3) | 571,632 | |
3,559,670 | 4.09%, 11/25/2050(1)(3) | 3,495,232 | |
82,802 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(3) | 82,774 | |
247,726 | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | 247,019 | |
142,509 | Towd Point Mortgage Trust 2.75%, 06/25/2057(1)(3) | 140,195 | |
12,083,600 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $131,948,689) | $ 126,981,940 | ||
CONVERTIBLE BONDS - 4.0% | |||
Commercial Services - 0.5% | |||
2,200,000 | Block, Inc. 0.25%, 11/01/2027 | $ 1,794,100 | |
2,500,000 | Shift4 Payments, Inc. 0.50%, 08/01/2027(1) | 2,035,000 | |
3,829,100 | |||
Electric - 0.5% | |||
3,259,000 | Atlantica Sustainable Infrastructure Jersey Ltd. 4.00%, 07/15/2025 | 3,415,432 | |
Engineering & Construction - 0.2% | |||
EUR 2,000,000 | Cellnex Telecom S.A. 0.75%, 11/20/2031(5) | 1,770,544 | |
Healthcare - Products - 0.5% | |||
$ 2,200,000 | Exact Sciences Corp. 0.38%, 03/01/2028 | 1,768,800 | |
1,700,000 | Insulet Corp. 0.38%, 09/01/2026 | 2,091,000 | |
3,859,800 | |||
Healthcare - Services - 0.2% | |||
2,400,000 | Teladoc Health, Inc. 1.25%, 06/01/2027 | 1,779,600 | |
Internet - 1.3% | |||
2,200,000 | AIRBNB, Inc. 0.00%, 03/15/2026(6) | 2,016,300 | |
2,100,000 | ETSY, Inc. 0.25%, 06/15/2028(1) | 1,669,500 | |
2,500,000 | Sea Ltd. 0.25%, 09/15/2026 | 1,881,250 | |
2,400,000 | SPOTIFY USA, Inc., Co. 0.00%, 03/15/2026(6) | 1,954,201 | |
2,200,000 | Uber Technologies, Inc. 0.00%, 12/15/2025(6) | 1,899,700 | |
9,420,951 | |||
Software - 0.8% | |||
2,400,000 | Avalara, Inc. 0.25%, 08/01/2026(1) | 1,917,600 | |
2,400,000 | Bentley Systems, Inc. 0.38%, 07/01/2027(1) | 2,034,000 | |
2,400,000 | RingCentral, Inc. 0.00%, 03/15/2026(6) | 1,900,996 | |
5,852,596 | |||
Total Convertible Bonds (cost $32,387,713) | $ 29,928,023 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% | |||
Aerospace/Defense - 0.2% | |||
$ 685,000 | Boeing Co. 5.15%, 05/01/2030 | $ 682,879 | |
135,000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | 136,503 | |
900,000 | Raytheon Technologies Corp. 4.13%, 11/16/2028 | 901,479 | |
1,720,861 | |||
Agriculture - 0.3% | |||
80,000 | Altria Group, Inc. 4.50%, 05/02/2043 | 66,739 | |
990,000 | BAT Capital Corp. 3.56%, 08/15/2027 | 923,715 | |
1,250,000 | Imperial Brands Finance plc 3.75%, 07/21/2022(1) | 1,250,399 | |
2,240,853 | |||
Airlines - 0.0% | |||
51,633 | Southwest Airlines Co. 6.15%, 02/01/2024 | 51,877 | |
47,631 | United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 | 45,620 | |
97,497 | |||
Auto Manufacturers - 0.1% | |||
460,000 | Hyundai Capital America 0.80%, 04/03/2023(1) | 449,546 | |
485,000 | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1) | 477,649 | |
927,195 | |||
Auto Parts & Equipment - 0.1% | |||
608,000 | Clarios Global L.P. / Clarios U.S. Finance Co. 6.25%, 05/15/2026(1) | 614,080 | |
Beverages - 0.1% | |||
Anheuser-Busch InBev Worldwide, Inc. | |||
115,000 | 3.75%, 07/15/2042 | 97,551 | |
575,000 | 5.55%, 01/23/2049 | 616,255 | |
713,806 | |||
Biotechnology - 0.1% | |||
300,000 | CSL Finance plc Co. 4.25%, 04/27/2032 | 297,773 | |
450,000 | Gilead Sciences, Inc. 2.80%, 10/01/2050 | 323,732 | |
621,505 | |||
Chemicals - 0.2% | |||
575,000 | DuPont de Nemours, Inc. 5.42%, 11/15/2048 | 613,249 | |
785,000 | NOVA Chemicals Corp. 4.25%, 05/15/2029(1)(7) | 679,025 | |
1,292,274 | |||
Commercial Banks - 3.1% | |||
Bank of America Corp. | |||
430,000 | 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(8) | 386,196 | |
545,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.220% thereafter)(8) | 450,622 | |
961,000 | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(8) | 910,245 | |
450,000 | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(8) | 432,880 | |
200,000 | Bank of New York Mellon Corp. 3.00%, 02/24/2025 | 198,633 |
67 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Commercial Banks - 3.1% - (continued) | |||
Barclays plc | |||
$ 380,000 | 2.89%, 11/24/2032, (2.89% fixed rate until 11/24/2031; 12 mo. USD CMT + 1.300% thereafter)(2)(8) | $ 317,815 | |
720,000 | 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8) | 716,762 | |
390,000 | BNP Paribas S.A. 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(8) | 375,553 | |
BPCE S.A. | |||
425,000 | 5.15%, 07/21/2024(1) | 432,133 | |
1,200,000 | 5.70%, 10/22/2023(1) | 1,226,536 | |
Citigroup, Inc. | |||
500,000 | 4.45%, 09/29/2027 | 496,550 | |
1,400,000 | 5.30%, 05/06/2044 | 1,423,605 | |
320,000 | Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 3 mo. USD SOFR + 0.55% thereafter)(1)(2)(8) | 285,664 | |
360,000 | Credit Agricole S.A. 3.25%, 10/04/2024(1) | 355,611 | |
1,090,000 | Credit Suisse Group AG 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(8) | 913,685 | |
Danske Bank A/S | |||
805,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(2)(8) | 731,869 | |
250,000 | 5.38%, 01/12/2024(1) | 255,064 | |
Goldman Sachs Group, Inc. | |||
495,000 | 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(8) | 442,209 | |
135,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8) | 114,325 | |
155,000 | 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(8) | 130,912 | |
530,000 | 3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(8) | 521,692 | |
1,000,000 | 4.25%, 10/21/2025 | 1,001,608 | |
HSBC Holdings plc | |||
650,000 | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8) | 578,126 | |
540,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 3 mo. USD SOFR + 1.285% thereafter)(8) | 465,005 | |
225,000 | 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFR + 1.187% thereafter)(8) | 189,750 | |
JP Morgan Chase & Co. | |||
535,000 | 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD LIBOR 2.040% thereafter)(8) | 465,273 | |
140,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8) | 120,016 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Commercial Banks - 3.1% - (continued) | |||
$ 105,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) | $ 84,348 | |
100,000 | 3.38%, 05/01/2023 | 100,605 | |
125,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) | 118,913 | |
Morgan Stanley | |||
650,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8) | 524,245 | |
1,025,000 | 2.48%, 09/16/2036, (2.48% fixed rate until 09/16/2031; 3 mo. USD SOFR + 1.360% thereafter)(8) | 821,086 | |
135,000 | 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(8) | 113,655 | |
575,000 | 4.10%, 05/22/2023 | 581,447 | |
55,000 | 5.30%, 04/20/2037 | 55,062 | |
1,795,000 | NBK SPC Ltd. 2.75%, 05/30/2022(1) | 1,795,000 | |
205,000 | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | 205,585 | |
330,000 | Standard Chartered plc 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 3 mo. USD LIBOR + 0.780% thereafter)(1)(2)(8) | 313,282 | |
450,000 | UBS Group AG 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(2)(8) | 399,560 | |
290,000 | US Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.9500% thereafter)(2)(8) | 244,138 | |
Wells Fargo & Co. | |||
1,794,000 | 4.48%, 01/16/2024 | 1,828,944 | |
375,000 | 4.61%, 04/25/2053 | 371,244 | |
1,420,000 | 5.38%, 11/02/2043 | 1,484,774 | |
22,980,227 | |||
Commercial Services - 0.1% | |||
260,000 | Ashtead Capital, Inc. 4.25%, 11/01/2029(1) | 248,607 | |
85,000 | Gartner, Inc. 3.75%, 10/01/2030(1) | 75,803 | |
185,000 | S&P Global, Inc. 2.90%, 03/01/2032(1) | 167,292 | |
540,000 | TriNet Group, Inc. 3.50%, 03/01/2029(1) | 489,375 | |
155,000 | United Rentals North America, Inc. 3.88%, 02/15/2031 | 136,679 | |
1,117,756 | |||
Construction Materials - 0.4% | |||
795,000 | Eagle Materials, Inc. 2.50%, 07/01/2031 | 673,441 | |
956,000 | Jeld-Wen, Inc. 4.88%, 12/15/2027(1) | 866,920 | |
410,000 | Masonite International Corp. 3.50%, 02/15/2030(1) | 345,425 | |
1,045,000 | Standard Industries, Inc. 3.38%, 01/15/2031(1) | 834,599 | |
2,720,385 | |||
Distribution/Wholesale - 0.1% | |||
640,000 | G-III Apparel Group Ltd. 7.88%, 08/15/2025(1) | 665,600 | |
Diversified Financial Services - 0.5% | |||
Aviation Capital Group LLC | |||
435,000 | 1.95%, 09/20/2026(1) | 380,993 | |
1,250,000 | 3.50%, 11/01/2027(1) | 1,151,055 |
68 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Diversified Financial Services - 0.5% - (continued) | |||
Avolon Holdings Funding Ltd. | |||
$ 221,000 | 2.13%, 02/21/2026(1) | $ 197,416 | |
15,000 | 2.53%, 11/18/2027(1) | 12,881 | |
775,000 | Brookfield Finance LLC 3.45%, 04/15/2050 | 614,696 | |
195,000 | Enact Holdings, Inc. 6.50%, 08/15/2025(1) | 194,513 | |
500,000 | Intercontinental Exchange, Inc. 1.85%, 09/15/2032 | 403,789 | |
475,000 | UBS Group AG 2.75%, 02/11/2033, (2.75% fixed rate until 02/11/2032; 12 mo. USD CMT + 1.100% thereafter)(1)(2)(8) | 399,279 | |
675,000 | United Wholesale Mortgage LLC 5.75%, 06/15/2027(1) | 585,562 | |
3,940,184 | |||
Electric - 0.9% | |||
305,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 264,473 | |
Cleco Corporate Holdings LLC | |||
275,000 | 3.38%, 09/15/2029 | 248,907 | |
473,000 | 3.74%, 05/01/2026 | 469,112 | |
95,000 | Consolidated Edison Co. of New York, Inc. 4.50%, 05/15/2058 | 89,316 | |
250,000 | Consolidated Edison, Inc. 3.20%, 12/01/2051 | 197,608 | |
Dominion Energy South Carolina, Inc. | |||
105,000 | 4.60%, 06/15/2043 | 101,633 | |
156,000 | 6.63%, 02/01/2032 | 185,297 | |
Duke Energy Corp. | |||
105,000 | 2.65%, 09/01/2026 | 99,466 | |
120,000 | 3.40%, 06/15/2029 | 114,118 | |
575,000 | Exelon Corp. 5.10%, 06/15/2045 | 582,501 | |
425,000 | Indianapolis Power and Light Co. 6.60%, 06/01/2037(1) | 510,223 | |
85,000 | Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(1) | 83,131 | |
345,000 | NextEra Energy Capital Holdings, Inc. 1.90%, 06/15/2028 | 305,822 | |
160,000 | Niagara Mohawk Power Corp. 3.03%, 06/27/2050(1) | 118,679 | |
240,000 | Oglethorpe Power Corp. 4.50%, 04/01/2047 | 220,283 | |
370,000 | Oncor Electric Delivery Co. LLC 3.80%, 06/01/2049 | 341,613 | |
85,000 | PacifiCorp 4.13%, 01/15/2049 | 78,495 | |
66,000 | Pennsylvania Electric Co. 3.60%, 06/01/2029(1) | 63,074 | |
San Diego Gas & Electric Co. | |||
480,000 | 1.70%, 10/01/2030 | 397,492 | |
270,000 | 3.70%, 03/15/2052 | 237,270 | |
40,000 | 3.75%, 06/01/2047 | 35,751 | |
10,000 | 4.15%, 05/15/2048 | 9,569 | |
SCE Recovery Funding LLC | |||
144,329 | 0.86%, 11/15/2031 | 127,603 | |
65,000 | 1.94%, 05/15/2038 | 53,268 | |
35,000 | 2.51%, 11/15/2043 | 27,829 | |
Sempra Energy | |||
1,075,000 | 3.25%, 06/15/2027 | 1,030,818 | |
100,000 | 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)(2)(8) | 88,171 | |
245,000 | Southern Co. 4.40%, 07/01/2046 | 224,011 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Electric - 0.9% - (continued) | |||
$ 485,000 | Trans-Allegheny Interstate Line Co. 3.85%, 06/01/2025(1) | $ 481,968 | |
90,000 | Tucson Electric Power Co. 4.00%, 06/15/2050 | 81,008 | |
106,000 | Union Electric Co. 4.00%, 04/01/2048 | 98,700 | |
6,967,209 | |||
Electrical Components & Equipment - 0.1% | |||
955,000 | WESCO Distribution, Inc. 7.25%, 06/15/2028(1) | 992,914 | |
Engineering & Construction - 0.0% | |||
320,000 | TopBuild Corp. 3.63%, 03/15/2029(1) | 278,800 | |
Entertainment - 0.0% | |||
100,000 | Magallanes, Inc. 4.28%, 03/15/2032(1) | 93,025 | |
Environmental Control - 0.1% | |||
445,000 | Republic Services, Inc. 2.30%, 03/01/2030 | 388,965 | |
180,000 | Stericycle, Inc. 3.88%, 01/15/2029(1) | 158,733 | |
547,698 | |||
Food - 0.1% | |||
200,000 | Conagra Brands, Inc. 4.60%, 11/01/2025 | 202,526 | |
150,000 | McCormick & Co., Inc. 2.50%, 04/15/2030 | 132,867 | |
510,000 | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1) | 502,350 | |
837,743 | |||
Forest Products & Paper - 0.1% | |||
940,000 | Glatfelter Corp. 4.75%, 11/15/2029(1) | 752,000 | |
Gas - 0.1% | |||
125,000 | Boston Gas Co. 3.15%, 08/01/2027(1) | 117,879 | |
300,000 | Southern California Gas Co. 2.95%, 04/15/2027 | 287,159 | |
405,038 | |||
Healthcare - Products - 0.2% | |||
805,000 | Alcon Finance Corp. 3.00%, 09/23/2029(1) | 729,547 | |
660,000 | Boston Scientific Corp. 2.65%, 06/01/2030 | 585,708 | |
1,315,255 | |||
Healthcare - Services - 0.5% | |||
245,000 | Centene Corp. 4.25%, 12/15/2027 | 236,714 | |
CommonSpirit Health | |||
80,000 | 2.78%, 10/01/2030 | 70,765 | |
10,000 | 3.91%, 10/01/2050 | 8,747 | |
305,000 | 4.20%, 08/01/2023 | 309,133 | |
Dignity Health | |||
214,000 | 3.81%, 11/01/2024 | 213,931 | |
352,000 | 4.50%, 11/01/2042 | 338,796 | |
HCA, Inc. | |||
220,000 | 4.63%, 03/15/2052(1) | 192,621 | |
1,000,000 | 5.50%, 06/15/2047 | 984,121 | |
Mercy Health | |||
565,000 | 3.56%, 08/01/2027 | 546,190 | |
95,000 | 4.30%, 07/01/2028(7) | 97,266 | |
275,000 | Ochsner LSU Health System of North Louisiana 2.51%, 05/15/2031(7) | 224,765 | |
140,000 | Sutter Health 2.29%, 08/15/2030 | 120,424 | |
Toledo Hospital | |||
400,000 | 5.33%, 11/15/2028 | 413,465 |
69 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Healthcare - Services - 0.5% - (continued) | |||
$ 145,000 | 5.75%, 11/15/2038 | $ 154,525 | |
5,000 | UnitedHealth Group, Inc. 3.85%, 06/15/2028 | 5,012 | |
3,916,475 | |||
Home Builders - 0.1% | |||
480,000 | Meritage Homes Corp. 3.88%, 04/15/2029(1) | 429,480 | |
Insurance - 0.6% | |||
800,000 | Athene Global Funding 2.50%, 03/24/2028(1) | 709,907 | |
560,000 | CNO Global Funding 2.65%, 01/06/2029(1) | 497,724 | |
Corebridge Financial, Inc. | |||
610,000 | 3.90%, 04/05/2032 | 573,951 | |
25,000 | 4.35%, 04/05/2042 | 22,658 | |
70,000 | 4.40%, 04/05/2052 | 62,762 | |
350,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 306,167 | |
1,100,000 | Equitable Holdings, Inc. 5.00%, 04/20/2048 | 1,070,778 | |
115,000 | Five Corners Funding Trust 4.42%, 11/15/2023(1) | 116,525 | |
77,000 | Liberty Mutual Group, Inc. 4.57%, 02/01/2029(1) | 78,198 | |
100,000 | Teachers Insurance & Annuity Association of America 4.90%, 09/15/2044(1) | 101,146 | |
675,000 | Unum Group 5.75%, 08/15/2042 | 674,743 | |
4,214,559 | |||
Investment Company Security - 0.0% | |||
250,000 | JAB Holdings B.V. 3.75%, 05/28/2051(1) | 191,163 | |
IT Services - 0.3% | |||
475,000 | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) | 437,551 | |
810,000 | Kyndryl Holdings, Inc. 3.15%, 10/15/2031(1) | 630,257 | |
825,000 | Western Digital Corp. 4.75%, 02/15/2026 | 818,977 | |
1,886,785 | |||
Lodging - 0.1% | |||
800,000 | Genting New York LLC 3.30%, 02/15/2026(1) | 731,701 | |
Media - 0.5% | |||
950,000 | Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045 | 959,476 | |
Comcast Corp. | |||
52,000 | 4.05%, 11/01/2052 | 47,357 | |
575,000 | 4.40%, 08/15/2035 | 571,866 | |
1,000,000 | Discovery Communications LLC 5.20%, 09/20/2047 | 921,036 | |
Time Warner Cable LLC | |||
80,000 | 6.55%, 05/01/2037 | 83,899 | |
60,000 | 7.30%, 07/01/2038 | 67,410 | |
30,000 | Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 | 31,348 | |
1,000,000 | ViacomCBS, Inc. 5.85%, 09/01/2043 | 1,012,663 | |
250,000 | Videotron Ltd. 3.63%, 06/15/2029(1) | 217,500 | |
3,912,555 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Office/Business Equipment - 0.0% | |||
$ 275,000 | Xerox Holdings Corp. 5.50%, 08/15/2028(1)(7) | $ 247,500 | |
Oil & Gas - 0.6% | |||
1,760,000 | Aker BP ASA 3.75%, 01/15/2030(1) | 1,643,480 | |
406,000 | Devon Energy Corp. 5.88%, 06/15/2028 | 425,371 | |
750,000 | Diamondback Energy, Inc. 3.50%, 12/01/2029 | 704,006 | |
Equinor ASA | |||
35,000 | 2.88%, 04/06/2025(7) | 34,414 | |
560,000 | 3.00%, 04/06/2027 | 543,484 | |
Hess Corp. | |||
135,000 | 5.60%, 02/15/2041 | 137,763 | |
525,000 | 7.30%, 08/15/2031 | 607,867 | |
Qatar Energy | |||
245,000 | 2.25%, 07/12/2031(1) | 213,763 | |
210,000 | 3.13%, 07/12/2041(1) | 175,400 | |
4,485,548 | |||
Packaging & Containers - 0.0% | |||
340,000 | Graphic Packaging International LLC 3.50%, 03/01/2029(1) | 300,050 | |
Pharmaceuticals - 0.3% | |||
AbbVie, Inc. | |||
525,000 | 3.80%, 03/15/2025 | 525,720 | |
600,000 | 4.75%, 03/15/2045 | 585,367 | |
160,000 | CVS Health Corp. 4.88%, 07/20/2035 | 163,133 | |
465,000 | Organon & Co. 4.13%, 04/30/2028(1) | 430,883 | |
180,000 | Teva Pharmaceutical Finance Netherlands B.V. 2.80%, 07/21/2023 | 174,566 | |
360,000 | Teva Pharmaceutical Finance Netherlands III B.V. 4.75%, 05/09/2027 | 329,400 | |
2,209,069 | |||
Pipelines - 1.0% | |||
495,000 | EIG Pearl Holding S.a.r.l. 3.55%, 08/31/2036(1) | 438,440 | |
Energy Transfer L.P. | |||
1,200,000 | 4.40%, 03/15/2027 | 1,191,135 | |
1,125,000 | 4.75%, 01/15/2026 | 1,139,191 | |
155,000 | 4.95%, 06/15/2028 | 156,554 | |
385,000 | 5.00%, 05/15/2050 | 343,373 | |
214,000 | 7.60%, 02/01/2024 | 225,659 | |
1,100,000 | Energy Transfer Operating L.P. 5.25%, 04/15/2029 | 1,118,278 | |
480,430 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) | 422,417 | |
Gray Oak Pipeline LLC | |||
258,000 | 2.60%, 10/15/2025(1) | 244,283 | |
40,000 | 3.45%, 10/15/2027(1) | 37,466 | |
1,175,000 | ONEOK, Inc. 4.00%, 07/13/2027 | 1,154,421 | |
585,000 | Sempra infrastructure PA 3.25%, 01/15/2032(1) | 506,589 | |
235,000 | Venture Global Calcasieu Pass LLC 3.88%, 08/15/2029(1) | 214,437 | |
7,192,243 | |||
Real Estate Investment Trusts - 0.7% | |||
American Tower Corp. | |||
150,000 | 4.40%, 02/15/2026 | 151,258 | |
85,000 | 5.00%, 02/15/2024 | 87,189 | |
Brixmor Operating Partnership L.P. | |||
285,000 | 4.05%, 07/01/2030 | 269,463 | |
440,000 | 4.13%, 05/15/2029 | 427,171 |
70 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Real Estate Investment Trusts - 0.7% - (continued) | |||
$ 290,000 | CubeSmart L.P. 2.25%, 12/15/2028 | $ 254,796 | |
EPR Properties | |||
580,000 | 3.60%, 11/15/2031 | 491,905 | |
398,000 | 3.75%, 08/15/2029 | 352,757 | |
65,000 | 4.75%, 12/15/2026 | 63,813 | |
60,000 | 4.95%, 04/15/2028 | 57,747 | |
240,000 | Equinix, Inc. 3.00%, 07/15/2050 | 173,352 | |
750,000 | GLP Capital L.P. / GLP Financing II, Inc. 4.00%, 01/15/2030 | 697,560 | |
SBA Tower Trust | |||
100,000 | 1.63%, 11/15/2026(1) | 92,332 | |
100,000 | 1.88%, 01/15/2026(1) | 92,695 | |
215,000 | 2.84%, 01/15/2025(1) | 208,735 | |
300,000 | 3.45%, 03/15/2023(1) | 300,333 | |
1,280,000 | VICI Properties L.P. 4.95%, 02/15/2030 | 1,271,283 | |
4,992,389 | |||
Retail - 0.2% | |||
825,000 | AutoZone, Inc. 3.13%, 04/21/2026 | 803,416 | |
Lowe's Cos., Inc. | |||
575,000 | 1.30%, 04/15/2028 | 490,747 | |
145,000 | 3.75%, 04/01/2032 | 136,827 | |
1,430,990 | |||
Semiconductors - 0.2% | |||
Broadcom, Inc. | |||
175,000 | 2.60%, 02/15/2033(1) | 140,815 | |
375,000 | 3.42%, 04/15/2033(1) | 322,169 | |
225,000 | 3.50%, 02/15/2041(1) | 175,360 | |
675,000 | Microchip Technology, Inc. 0.97%, 02/15/2024 | 643,498 | |
1,281,842 | |||
Software - 0.3% | |||
170,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 157,666 | |
Oracle Corp. | |||
550,000 | 3.60%, 04/01/2050 | 395,372 | |
110,000 | 3.65%, 03/25/2041 | 85,378 | |
110,000 | 3.95%, 03/25/2051 | 83,815 | |
650,000 | ROBLOX Corp. 3.88%, 05/01/2030(1)(7) | 559,000 | |
185,000 | S&P Global, Inc. 2.70%, 03/01/2029(1) | 170,522 | |
Workday, Inc. | |||
60,000 | 3.70%, 04/01/2029 | 57,360 | |
590,000 | 3.80%, 04/01/2032 | 559,575 | |
2,068,688 | |||
Telecommunications - 0.8% | |||
AT&T, Inc. | |||
578,000 | 2.55%, 12/01/2033 | 480,347 | |
180,000 | 3.30%, 02/01/2052 | 136,825 | |
11,000 | 3.65%, 06/01/2051 | 8,949 | |
24,000 | 3.85%, 06/01/2060 | 19,032 | |
30,000 | 4.30%, 12/15/2042 | 27,455 | |
460,000 | 4.45%, 04/01/2024 | 471,026 | |
575,000 | 5.65%, 02/15/2047 | 640,586 | |
425,000 | NBN Co., Ltd. 1.63%, 01/08/2027(1)(7) | 380,342 | |
626,250 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 03/20/2025(1) | 631,179 | |
T-Mobile USA, Inc. | |||
625,000 | 2.25%, 02/15/2026 | 573,437 | |
290,000 | 2.88%, 02/15/2031 | 246,166 | |
775,000 | 4.50%, 04/15/2050 | 708,503 | |
Verizon Communications, Inc. | |||
1,454,000 | 2.36%, 03/15/2032 | 1,223,020 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 13.4% - (continued) | |||
Telecommunications - 0.8% - (continued) | |||
$ 130,000 | 4.75%, 11/01/2041 | $ 128,787 | |
575,000 | Vodafone Group plc 5.25%, 05/30/2048 | 576,609 | |
6,252,263 | |||
Transportation - 0.1% | |||
295,000 | Canadian Pacific Railway Co. 2.45%, 12/02/2031 | 256,935 | |
600,000 | FedEx Corp. 5.25%, 05/15/2050 | 615,564 | |
872,499 | |||
Trucking & Leasing - 0.2% | |||
580,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 541,098 | |
Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
90,000 | 2.70%, 11/01/2024(1) | 87,548 | |
745,000 | 3.95%, 03/10/2025(1) | 745,004 | |
1,373,650 | |||
Total Corporate Bonds (cost $110,986,711) | $ 99,831,354 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 0.9% | |||
Indonesia - 0.7% | |||
IDR 75,000,000,000 | Indonesia Treasury Bond 7.00%, 09/15/2030 | $ 5,152,531 | |
Mexico - 0.0% | |||
$ 250,000 | Mexico Government International Bond 4.28%, 08/14/2041 | 208,010 | |
Qatar - 0.1% | |||
Qatar Government International Bond | |||
250,000 | 3.38%, 03/14/2024(1) | 251,057 | |
315,000 | 3.88%, 04/23/2023(1) | 318,619 | |
569,676 | |||
Saudi Arabia - 0.1% | |||
460,000 | Saudi Government International Bond 2.88%, 03/04/2023(1) | 461,120 | |
Total Foreign Government Obligations (cost $6,767,391) | $ 6,391,337 | ||
MUNICIPAL BONDS - 1.1% | |||
Airport - 0.0% | |||
Dallas Fort Worth International Airport | |||
15,000 | 4.09%, 11/01/2051 | $ 14,237 | |
90,000 | 4.51%, 11/01/2051 | 86,020 | |
100,257 | |||
General - 0.2% | |||
205,000 | California State Health Facs Finance Auth Rev 4.35%, 06/01/2041 | 196,751 | |
140,000 | City of Sacramento, CA, (AGM Insured) 6.42%, 08/01/2023 | 146,287 | |
190,000 | Kansas, Dev Finance Auth, (AGM Insured) 5.37%, 05/01/2026 | 197,780 | |
575,000 | Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 | 659,569 | |
175,000 | Sales Tax Securitization Corp., IL Rev 4.79%, 01/01/2048 | 178,427 | |
1,378,814 |
71 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 1.1% - (continued) | |||
General Obligation - 0.4% | |||
$ 1,250,000 | State of Illinois, GO 5.10%, 06/01/2033 | $ 1,279,111 | |
1,350,000 | Town of Andover, MA 2.62%, 11/01/2036 | 1,175,355 | |
2,454,466 | |||
Tobacco - 0.0% | |||
Golden State, CA, Tobacco Securitization Corp. | |||
10,000 | 2.75%, 06/01/2034 | 8,665 | |
45,000 | 3.00%, 06/01/2046 | 39,926 | |
20,000 | 3.29%, 06/01/2042 | 16,032 | |
64,623 | |||
Transportation - 0.4% | |||
20,000 | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue 6.90%, 12/01/2040 | 24,638 | |
Foothill-Eastern Transportation Corridor Agency, CA,, (AGM Insured) | |||
335,000 | 3.92%, 01/15/2053 | 299,834 | |
45,000 | 4.09%, 01/15/2049 | 41,397 | |
150,000 | Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 | 175,694 | |
1,000,000 | Metropolitan Atlanta Rapid Transit Auth 2.74%, 07/01/2036 | 858,107 | |
Metropolitan Transportation Auth, NY, Rev | |||
60,000 | 5.18%, 11/15/2049 | 64,359 | |
20,000 | 6.20%, 11/15/2026 | 21,072 | |
195,000 | 6.81%, 11/15/2040 | 237,469 | |
275,000 | Port Authority of New York & New Jersey 3.18%, 07/15/2060 | 212,719 | |
1,350,000 | San Joaquin Hills Transportation Corridor Agency, (AGM Insured) 3.22%, 01/15/2035 | 1,197,295 | |
3,132,584 | |||
Utilities - 0.0% | |||
83,000 | New York Utility Debt Securitization Auth 3.44%, 12/15/2025 | 83,164 | |
Utility - Electric - 0.1% | |||
375,000 | Illinois Municipal Electric Agency 6.83%, 02/01/2035 | 435,649 | |
252,000 | Municipal Electric Auth, GA 6.64%, 04/01/2057 | 309,241 | |
744,890 | |||
Total Municipal Bonds (cost $8,586,021) | $ 7,958,798 | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) | |||
Advertising - 0.1% | |||
515,000 | ABG Intermediate Holdings 2 LLC 4.00%, 12/21/2028, 1 mo. USD SOFR + 3.500% | $ 510,494 | |
408,153 | Clear Channel Outdoor Holdings, Inc. 4.74%, 08/21/2026, 1 mo. USD LIBOR + 3.500% | 397,822 | |
908,316 | |||
Aerospace/Defense - 0.1% | |||
873,085 | TransDigm, Inc. 3.01%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | 855,624 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Airlines - 0.2% | |||
$ 285,000 | AAdvantage Loyalty IP Ltd. 5.81%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | $ 289,828 | |
185,000 | Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% | 182,919 | |
230,000 | Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% | 238,337 | |
295,000 | SkyMiles IP Ltd. 4.81%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | 304,463 | |
301,950 | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | 299,103 | |
1,314,650 | |||
Apparel - 0.0% | |||
272,938 | Birkenstock GmbH & Co. KG 3.75%, 04/28/2028, 1 mo. USD LIBOR + 3.250% | 264,408 | |
Auto Parts & Equipment - 0.1% | |||
636,040 | Clarios Global L.P. 4.01%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | 625,177 | |
223,745 | First Brands Group LLC 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | 222,836 | |
848,013 | |||
Beverages - 0.0% | |||
121,250 | Sunshine Investments B.V. 3.22%, 03/28/2025, 3 mo. USD LIBOR + 2.750% | 120,189 | |
Chemicals - 0.4% | |||
243,108 | ASP Unifrax Holdings, Inc. 4.75%, 12/12/2025, 3 mo. USD LIBOR + 3.750% | 235,075 | |
422,497 | Axalta Coating Systems U.S. Holdings, Inc. 2.76%, 06/01/2024, 3 mo. USD LIBOR + 1.750% | 418,043 | |
673,312 | Diamond (BC) B.V. 3.99%, 09/29/2028, 1 mo. USD LIBOR + 2.750% | 648,696 | |
503,798 | Messer Industries GmbH 3.51%, 03/02/2026, 3 mo. USD LIBOR + 2.500% | 498,689 | |
508,192 | Starfruit Finco B.V. 4.01%, 10/01/2025, 1 mo. USD LIBOR + 3.000% | 500,356 | |
Tronox Finance LLC | |||
279,848 | 3.22%, 03/10/2028, 1 mo. USD LIBOR + 2.250% | 276,787 | |
355,000 | 3.37%, 04/04/2029, 1 mo.USD SOFR + 3.250% | 352,338 | |
2,929,984 | |||
Commercial Services - 0.8% | |||
633,600 | AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% | 626,314 | |
372,183 | Allied Universal Holdco LLC 4.51%, 05/12/2028, 1 mo. USD LIBOR + 3.750% | 362,141 | |
Amentum Government Services Holdings LLC | |||
152,288 | 4.26%, 01/29/2027, 1 mo. USD LIBOR + 3.500% | 151,193 | |
105,000 | 4.65%, 02/15/2029, 1 mo. USD SOFR + 4.000% | 104,081 |
72 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Commercial Services - 0.8% - (continued) | |||
$ 368,150 | APX Group, Inc. 4.05%, 07/10/2028, 1 mo. USD LIBOR + 3.500% | $ 363,732 | |
475,304 | AVSC Holding Corp. 3.25%, 10/15/2026, 1 mo. USD LIBOR + 4.500% | 448,107 | |
Belron Finance U.S. LLC | |||
242,481 | 2.69%, 11/13/2025, 3 mo. USD LIBOR + 2.250% | 240,461 | |
97,750 | 3.50%, 10/30/2026, 1 mo. USD LIBOR + 2.250% | 97,017 | |
213,643 | Hertz Corp. 4.01%, 06/30/2028, 1 mo. USD LIBOR + 3.250% | 212,603 | |
746,250 | MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% | 715,587 | |
214,462 | PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% | 210,977 | |
744,375 | Signal Parent, Inc. 4.26%, 04/03/2028, 1 mo. USD LIBOR + 3.500% | 635,049 | |
Verisure Holding AB | |||
EUR 575,000 | 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% | 587,452 | |
430,000 | 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% | 439,285 | |
$ 623,700 | WEX, Inc. 3.01%, 03/31/2028, 1 mo. USD LIBOR + 2.250% | 617,232 | |
189,000 | WW International, Inc. 4.27%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | 169,061 | |
5,980,292 | |||
Construction Materials - 0.4% | |||
491,287 | ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% | 407,768 | |
384,038 | Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% | 376,476 | |
691,691 | Cornerstone Building Brands, Inc. 3.80%, 04/12/2028, 1 mo. USD LIBOR + 3.250% | 647,596 | |
361,895 | CP Atlas Buyer, Inc. 4.51%, 11/23/2027, 1 mo. USD LIBOR + 3.750% | 339,523 | |
176 | Ingersoll-Rand Services Co. 2.51%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | 174 | |
636,483 | Quikrete Holdings, Inc. 3.39%, 02/01/2027, 1 mo. USD LIBOR + 2.625% | 618,413 | |
261,478 | Standard Industries, Inc. 3.79%, 09/22/2028, 1 mo. USD LIBOR + 2.500% | 260,620 | |
277,875 | Tamko Building Products LLC 4.00%, 06/01/2026, 1 mo. USD LIBOR + 3.000% | 271,884 | |
2,922,454 | |||
Distribution/Wholesale - 0.2% | |||
731,250 | American Builders & Contractors Supply Co., Inc. 2.76%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | 720,208 | |
683,130 | Core & Main L.P. 3.20%, 07/27/2028, 1 mo. USD LIBOR + 2.500% | 670,889 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Distribution/Wholesale - 0.2% - (continued) | |||
$ 185,250 | KAR Auction Services, Inc. 3.06%, 09/19/2026, 1 mo. USD LIBOR + 2.250% | $ 184,092 | |
193,050 | PAI Holdco, Inc. 4.74%, 10/28/2027, 1 mo. USD LIBOR + 3.500% | 190,347 | |
1,765,536 | |||
Diversified Financial Services - 0.5% | |||
664,399 | Aretec Group, Inc. 5.01%, 10/01/2025, 3 mo. USD LIBOR + 4.250% | 663,568 | |
969,773 | Blackhawk Network Holdings, Inc. 3.76%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | 955,915 | |
648,745 | Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | 646,209 | |
636,024 | Fleetcor Technologies Operating Co. LLC 2.51%, 04/28/2028, 1 mo. USD LIBOR + 1.750% | 623,602 | |
610,606 | NFP Corp. 4.01%, 02/15/2027, 1 mo. USD LIBOR + 3.250% | 599,591 | |
350,000 | Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 3 mo. USD LIBOR + 2.000% | 347,449 | |
3,836,334 | |||
Electronics - 0.1% | |||
370,000 | II-VI, Inc. 0.00%, 01/14/2028, 1 mo. USD LIBOR + 2.750%(10) | 367,843 | |
272,938 | Ingram Micro, Inc. 4.51%, 06/30/2028, 1 mo. USD LIBOR + 3.500% | 271,777 | |
639,620 | |||
Engineering & Construction - 0.2% | |||
484,733 | Brand Energy & Infrastructure Services, Inc. 5.29%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | 459,614 | |
745,987 | Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% | 734,424 | |
104,737 | Fluidra S.A. 2.80%, 01/29/2029, 1 mo. USD SOFR + 2.000% | 103,633 | |
1,297,671 | |||
Entertainment - 0.5% | |||
Crown Finance U.S., Inc. | |||
764,078 | 4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | 581,578 | |
158,948 | 7.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000% | 183,735 | |
73,504 | 10.08%, 02/28/2025, 1 mo. USD LIBOR + 8.250% | 78,144 | |
900,000 | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | 894,798 | |
688,148 | Golden Entertainment, Inc. 3.77%, 10/21/2024, 3 mo. USD LIBOR + 3.000% | 685,141 | |
110,000 | Great Canadian Gaming Corp. 4.93%, 11/01/2026, 1 mo. USD LIBOR + 4.000% | 109,533 | |
486,078 | SeaWorld Parks & Entertainment, Inc. 3.81%, 08/25/2028, 1 mo. USD LIBOR + 3.000% | 478,582 | |
516,215 | UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% | 508,229 | |
3,519,740 |
73 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Environmental Control - 0.1% | |||
$ 508,725 | Clean Harbors, Inc. 2.76%, 10/08/2028, 1 mo. USD LIBOR + 2.000% | $ 506,436 | |
165,000 | Covanta Holding Corp. 3.26%, 11/30/2028, 1 mo. USD LIBOR + 2.500% | 164,072 | |
184,075 | Filtration Group Corp. 4.26%, 10/21/2028, 1 mo. USD LIBOR + 3.500% | 181,544 | |
852,052 | |||
Food - 0.2% | |||
315,617 | B&G Foods, Inc. 3.26%, 10/10/2026, 1 mo. USD LIBOR + 2.500% | 308,989 | |
491,989 | Froneri International Ltd. 3.01%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | 479,689 | |
727,547 | Hostess Brands LLC 3.36%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | 717,697 | |
287,625 | U.S. Foods, Inc. 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | 283,060 | |
1,789,435 | |||
Food Service - 0.0% | |||
177,175 | Aramark Services, Inc. 2.51%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | 173,789 | |
Gas - 0.1% | |||
812,037 | UGI Energy Services LLC 4.51%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | 809,756 | |
Healthcare - Products - 0.3% | |||
628,757 | Avantor Funding, Inc. 3.01%, 11/08/2027, 1 mo. USD LIBOR + 2.250% | 624,041 | |
570,000 | Medline Borrower LP 4.01%, 10/23/2028, 1 mo. USD LIBOR + 3.250% | 560,025 | |
795,366 | Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% | 787,556 | |
1,971,622 | |||
Healthcare - Services - 0.3% | |||
ADMI Corp. | |||
341,550 | 4.14%, 12/23/2027, 1 mo. USD LIBOR + 3.375% | 335,938 | |
263,675 | 4.26%, 12/23/2027, 1 mo. USD LIBOR + 3.500% | 260,379 | |
EUR 465,000 | Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% | 472,087 | |
$ 98,992 | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | 98,553 | |
372,188 | Heartland Dental LLC 4.63%, 04/30/2025, 1 mo. USD LIBOR + 4.000% | 369,132 | |
109,187 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 108,487 | |
680,548 | Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% | 673,648 | |
2,318,224 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Home Furnishings - 0.1% | |||
$ 442,775 | Mattress Firm, Inc. 5.64%, 09/25/2028, 1 mo. USD LIBOR + 4.250% | $ 422,297 | |
Insurance - 0.6% | |||
680,777 | Acrisure LLC 4.26%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | 669,857 | |
110,000 | AssuredPartners, Inc. 4.20%, 02/12/2027, 1 mo. USD SOFR + 3.500% | 108,350 | |
Asurion LLC | |||
268,619 | 3.89%, 11/03/2023, 1 mo. USD LIBOR + 3.125% | 267,228 | |
593,906 | 4.01%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | 580,050 | |
145,000 | 6.01%, 01/31/2028, 1 mo. USD LIBOR + 5.250% | 140,514 | |
Hub International Ltd. | |||
872,796 | 4.21%, 04/25/2025, 1 mo. USD LIBOR + 3.000% | 860,795 | |
99,496 | 4.35%, 04/25/2025, 1 mo. USD LIBOR + 3.250% | 98,901 | |
Sedgwick Claims Management Services, Inc. | |||
872,932 | 4.01%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | 863,662 | |
48,500 | 5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250% | 48,422 | |
484,772 | USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | 479,924 | |
4,117,703 | |||
Internet - 0.2% | |||
362,262 | Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% | 345,660 | |
685,794 | MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% | 681,981 | |
500,000 | NortonLifeLock, Inc. 0.00%, 01/28/2029, 3 mo. USD LIBOR + 2.000%(10) | 491,250 | |
304,238 | Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% | 299,041 | |
1,817,932 | |||
IT Services - 0.1% | |||
340,239 | Peraton Corp. 4.51%, 02/01/2028, 1 mo. USD LIBOR + 3.750%(10) | 337,208 | |
640,449 | Tempo Acquisition LLC 3.70%, 08/31/2028, 1 mo. USD SOFR + 3.000% | 635,248 | |
972,456 | |||
Leisure Time - 0.2% | |||
Carnival Corp. | |||
275,100 | 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% | 270,335 | |
294,263 | 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% | 289,481 | |
372,187 | Hayward Industries, Inc. 3.26%, 05/30/2028, 1 mo. USD LIBOR + 2.500% | 367,692 | |
267,975 | MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | 263,017 | |
1,190,525 |
74 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Lodging - 0.1% | |||
Caesars Resort Collection LLC | |||
$ 727,215 | 3.51%, 12/23/2024, 3 mo. USD LIBOR + 2.750% | $ 723,412 | |
369,375 | 4.26%, 07/21/2025, 1 mo. USD LIBOR + 3.500% | 367,783 | |
1,091,195 | |||
Machinery-Diversified - 0.1% | |||
522,100 | Vertical U.S. Newco, Inc. 4.02%, 07/30/2027, 1 mo. USD LIBOR + 3.500% | 516,555 | |
Media - 0.6% | |||
132,975 | Banijay Entertainment S.A.S 4.20%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | 132,077 | |
377,150 | Cable One, Inc. 2.76%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | 372,624 | |
CSC Holdings LLC | |||
484,694 | 2.80%, 07/17/2025, 3 mo. USD LIBOR + 2.250% | 474,636 | |
356,788 | 3.05%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | 349,431 | |
386,775 | DirecTV Financing LLC 5.76%, 08/02/2027, 1 mo. USD LIBOR + 5.000% | 384,802 | |
492,424 | E.W. Scripps Co. 3.33%, 05/01/2026, 1 mo. USD LIBOR + 2.563% | 486,963 | |
425,886 | Gray Television, Inc. 2.96%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | 422,471 | |
750,000 | Telenet Financing USD LLC 2.55%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | 733,125 | |
410,000 | Virgin Media Bristol LLC 3.80%, 01/31/2029, 1 mo. USD LIBOR + 3.250% | 407,643 | |
500,000 | Ziggo Financing Partnership 3.05%, 04/30/2028, 1 mo. USD LIBOR + 2.500% | 489,375 | |
4,253,147 | |||
Oil & Gas - 0.0% | |||
194,513 | Southwestern Energy Co. 3.30%, 06/22/2027, 1 mo. USD SOFR + 2.500% | 194,026 | |
Packaging & Containers - 0.2% | |||
557,200 | Berlin Packaging LLC 4.28%, 03/11/2028, 1 mo. USD LIBOR + 3.750% | 550,001 | |
415,000 | Clydesdale Acquisition Holdings, Inc. 4.78%, 04/13/2029, 1 mo. USD LIBOR + 4.250% | 409,244 | |
136,850 | Pregis TopCo Corp. 4.76%, 07/31/2026, 1 mo. USD LIBOR + 4.000% | 134,055 | |
114,712 | Pretium PKG Holdings, Inc. 4.73%, 10/02/2028, 1 mo. USD LIBOR + 4.000% | 111,214 | |
628,666 | Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% | 618,060 | |
1,822,574 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Pharmaceuticals - 0.5% | |||
Bausch Health Cos., Inc. | |||
$ 320,000 | 0.00%, 01/27/2027, 1 mo. USD SOFR + 5.250%(10) | $ 309,200 | |
310,503 | 3.76%, 06/02/2025, 3 mo. USD LIBOR + 3.000% | 308,627 | |
558,761 | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | 557,392 | |
434,481 | Elanco Animal Health, Inc. 2.21%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | 425,249 | |
420,121 | Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | 418,285 | |
306,900 | Horizon Therapeutics USA, Inc. 2.44%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | 302,898 | |
27,204 | ICON Luxembourg S.a.r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% | 27,030 | |
347,375 | Jazz Financing Lux S.a.r.l. 4.26%, 05/05/2028, 1 mo. USD LIBOR + 3.500% | 346,680 | |
390,487 | Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% | 388,293 | |
659,376 | Pathway Vet Alliance LLC 4.76%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | 652,920 | |
3,736,574 | |||
Pipelines - 0.3% | |||
187,684 | DT Midstream, Inc. 2.50%, 06/26/2028, 1 mo. USD LIBOR + 2.000% | 187,333 | |
807,785 | Medallion Midland Acquisition LLC 4.51%, 10/18/2028, 1 mo. USD LIBOR + 3.750% | 805,265 | |
484,925 | NorthRiver Midstream Finance L.P. 4.22%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | 481,472 | |
269,325 | Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250%(10) | 267,717 | |
445,486 | Traverse Midstream Partners LLC 5.94%, 09/27/2024, 1 mo. USD LIBOR + 4.250% | 443,628 | |
2,185,415 | |||
Retail - 0.8% | |||
203,975 | At Home Group, Inc. 4.97%, 07/24/2028, 1 mo. USD LIBOR + 4.000% | 182,558 | |
445,867 | B.C. Unlimited Liability Co. 2.51%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | 436,856 | |
427,468 | Beacon Roofing Supply, Inc. 3.01%, 05/19/2028, 1 mo. USD LIBOR + 2.250% | 422,125 | |
288,080 | EG Group Ltd. 5.25%, 03/31/2026, 1 mo. USD LIBOR + 4.250% | 281,743 | |
178,650 | Foundation Building Materials Holding Co. LLC 4.49%, 01/31/2028, 1 mo. USD LIBOR + 3.250% | 172,174 | |
508,582 | Great Outdoors Group LLC 4.51%, 03/06/2028, 1 mo. USD LIBOR + 3.750% | 502,860 |
75 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Retail - 0.8% - (continued) | |||
$ 705,806 | Harbor Freight Tools USA, Inc. 3.51%, 10/19/2027, 1 mo. USD LIBOR + 2.750% | $ 680,334 | |
IRB Holding Corp. | |||
237,000 | 3.75%, 12/15/2027, 1 mo. USD SOFR + 3.000% | 233,445 | |
243,655 | 3.76%, 02/05/2025, 1 mo. USD LIBOR + 2.750% | 241,286 | |
605,916 | LBM Acquisition LLC 4.51%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | 570,573 | |
424,625 | Les Schwab Tire Centers 4.00%, 11/02/2027, 1 mo. USD LIBOR + 3.250% | 418,077 | |
377,150 | Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | 343,090 | |
267,300 | Petco Health and Wellness Co., Inc. 4.26%, 03/03/2028, 1 mo. USD LIBOR + 3.250% | 264,437 | |
178,650 | PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% | 176,774 | |
240,000 | Specialty Building Products Holdings LLC 4.30%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | 227,251 | |
SRS Distribution, Inc. | |||
119,700 | 4.00%, 06/02/2028, 1 mo. USD SOFR + 3.500% | 115,211 | |
471,438 | 4.02%, 06/02/2028, 1 mo. USD LIBOR + 3.500% | 453,759 | |
486,250 | Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | 465,366 | |
6,187,919 | |||
Semiconductors - 0.2% | |||
395,000 | Entegris, Inc. 0.00%, 03/02/2029, 3 mo. USD LIBOR + 3.000%(10) | 394,878 | |
MKS Instruments, Inc. | |||
445,000 | 0.00%, 10/21/2028(10) | 442,775 | |
500,000 | 0.00%, 04/08/2029(10) | 497,500 | |
1,335,153 | |||
Software - 1.1% | |||
Athenahealth, Inc. | |||
33,333 | 1.75%, 02/15/2029, 1 mo. USD SOFR + 3.500%(11) | 32,833 | |
196,667 | 4.01%, 02/15/2029, 1 mo. USD SOFR + 3.500% | 193,717 | |
EUR 210,000 | Concorde Midco Ltd. 4.00%, 03/01/2028, 3 mo. EURIBOR + 4.000% | 219,601 | |
$ 644,344 | DCert Buyer, Inc. 4.76%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | 641,122 | |
913,154 | Dun & Bradstreet Corp. 3.92%, 02/06/2026, 1 mo. USD LIBOR + 3.250% | 905,392 | |
312,639 | E2open LLC 4.00%, 02/04/2028, 1 mo. USD LIBOR + 3.500% | 310,979 | |
156,000 | Emerald TopCo, Inc. 4.74%, 07/24/2026, 1 mo. USD LIBOR + 3.500% | 153,632 | |
402,109 | Epicor Software Corp. 4.01%, 07/30/2027, 1 mo. USD LIBOR + 3.250% | 399,202 | |
453,464 | Hyland Software, Inc. 4.26%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | 451,505 | |
710,000 | McAfee LLC 4.50%, 03/01/2029, 3 mo. USD LIBOR + 4.000% | 690,475 |
Shares or Principal Amount | Market Value† | ||
SENIOR FLOATING RATE INTERESTS - 10.2%(9) - (continued) | |||
Software - 1.1% - (continued) | |||
$ 630,000 | Mitchell International, Inc. 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% | $ 619,372 | |
135,000 | Mitnick Corporate Purchaser, Inc. 0.00%, 05/02/2029, 3 mo. USD LIBOR + 4.750%(10) | 134,595 | |
579,934 | Navicure, Inc. 4.76%, 10/22/2026, 1 mo. USD LIBOR + 4.000% | 578,850 | |
427,850 | Polaris Newco LLC 4.76%, 06/02/2028, 1 mo. USD LIBOR + 4.000% | 422,857 | |
109,175 | Press Ganey Holdings, Inc. 4.99%, 07/24/2026, 1 mo. USD LIBOR + 3.750% | 108,152 | |
517,400 | RealPage, Inc. 4.01%, 04/24/2028, 1 mo. USD LIBOR + 3.250% | 508,671 | |
207,736 | SS&C European Holdings S.a.r.l. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 204,549 | |
255,902 | SS&C Technologies, Inc. 2.51%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | 251,977 | |
508,833 | Ultimate Software Group, Inc. 4.21%, 05/04/2026, 1 mo. USD LIBOR + 3.250% | 503,108 | |
757,659 | Zelis Healthcare Corp. 3.96%, 09/30/2026, 1 mo. USD LIBOR + 3.500% | 752,053 | |
8,082,642 | |||
Telecommunications - 0.3% | |||
484,772 | Altice France S.A. 4.73%, 01/31/2026, 3 mo. USD LIBOR + 3.688% | 479,168 | |
405,900 | Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% | 398,460 | |
EUR 1,048,617 | Lorca Finco plc 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% | 1,093,296 | |
$ 166,062 | Zacapa LLC 4.77%, 03/22/2029, 1 mo. USD SOFR + 4.250% | 164,678 | |
298,414 | Zayo Group Holdings, Inc. 3.76%, 03/09/2027, 1 mo. USD LIBOR + 3.000% | 282,691 | |
2,418,293 | |||
Textiles - 0.1% | |||
545,000 | Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD SOFR + 3.500% | 531,604 | |
Transportation - 0.1% | |||
389,288 | First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% | 381,502 | |
Total Senior Floating Rate Interests (cost $77,808,870) | $ 76,375,221 | ||
U.S. GOVERNMENT AGENCIES - 1.5% | |||
Mortgage-Backed Agencies - 1.5% | |||
FHLMC - 1.4% | |||
3,198 | 0.94%, 01/25/2051, 1 mo. USD SOFR + 0.650%(1)(2) | $ 3,195 | |
81,286 | 1.09%, 08/25/2033, 1 mo. USD SOFR + 0.800%(1)(2) | 80,787 | |
2,967,590 | 1.43%, 06/25/2030(3)(4) | 258,730 | |
5,574,768 | 1.53%, 07/25/2030(3)(4) | 513,342 | |
4,625,000 | 2.86%, 10/25/2034 | 4,201,476 |
76 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 1.5% - (continued) | |||
Mortgage-Backed Agencies - 1.5% - (continued) | |||
FHLMC - 1.4% - (continued) | |||
$ 153,035 | 3.09%, 10/25/2050, SOFR + 2.800%(1)(2) | $ 154,177 | |
318,836 | 3.17%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2) | 322,021 | |
1,345,000 | 3.17%, 02/25/2050, 1 mo. USD LIBOR + 2.500%(1)(2) | 1,283,271 | |
9,263 | 4.00%, 03/01/2041 | 9,379 | |
329,333 | 4.22%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(2) | 340,501 | |
61,238 | 4.27%, 07/25/2050, 1 mo. USD LIBOR + 3.600%(1)(2) | 61,317 | |
1,265,000 | 5.09%, 10/25/2050, SOFR30A + 4.800%(1)(2) | 1,316,528 | |
127,226 | 5.22%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(2) | 129,310 | |
468,552 | 5.37%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(2) | 479,754 | |
128,994 | 5.67%, 12/25/2028, 1 mo. USD LIBOR + 5.000%(2) | 136,046 | |
623,102 | 5.82%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(2) | 656,897 | |
797,001 | 7.02%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(2) | 861,601 | |
10,808,332 | |||
FNMA - 0.0% | |||
35,351 | 0.85%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(2) | 35,373 | |
150,000 | 3.07%, 02/01/2025 | 149,783 | |
4,507 | 4.50%, 04/01/2041 | 4,688 | |
189,844 | |||
GNMA - 0.1% | |||
59 | 6.00%, 11/20/2023 | 61 | |
132 | 6.00%, 12/20/2023 | 138 | |
13 | 6.00%, 01/20/2024 | 13 | |
23 | 6.00%, 02/20/2024 | 24 | |
55 | 6.00%, 02/20/2026 | 57 | |
377 | 6.00%, 02/20/2027 | 393 | |
111 | 6.00%, 01/20/2028 | 116 | |
2,458 | 6.00%, 02/20/2028 | 2,571 | |
3,989 | 6.00%, 04/20/2028 | 4,263 | |
1,112 | 6.00%, 06/15/2028 | 1,176 | |
8,966 | 6.00%, 07/20/2028 | 9,562 | |
8,399 | 6.00%, 08/20/2028 | 8,980 | |
2,004 | 6.00%, 10/15/2028 | 2,117 | |
8,758 | 6.00%, 11/15/2028 | 9,266 | |
8,563 | 6.00%, 03/20/2029 | 9,155 | |
9,506 | 6.00%, 09/20/2029 | 10,012 | |
16,673 | 6.00%, 04/20/2030 | 17,413 | |
1,997 | 6.00%, 06/20/2030 | 2,085 | |
1,564 | 6.00%, 08/15/2034 | 1,683 | |
16,463 | 6.50%, 03/15/2028 | 17,401 | |
2,200 | 6.50%, 05/15/2028 | 2,326 | |
3,050 | 6.50%, 07/15/2028 | 3,346 | |
5,222 | 6.50%, 10/15/2028 | 5,521 | |
455 | 6.50%, 12/15/2028 | 481 | |
8,355 | 6.50%, 01/15/2029 | 8,831 | |
6,272 | 6.50%, 02/15/2029 | 6,630 | |
28,301 | 6.50%, 03/15/2029 | 29,914 | |
6,226 | 6.50%, 04/15/2029 | 6,580 | |
5,165 | 6.50%, 05/15/2029 | 5,466 | |
4,093 | 6.50%, 06/15/2029 | 4,327 | |
6,209 | 6.50%, 02/15/2035 | 6,688 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 1.5% - (continued) | |||
Mortgage-Backed Agencies - 1.5% - (continued) | |||
GNMA - 0.1% - (continued) | |||
$ 8,574 | 7.00%, 11/15/2031 | $ 9,086 | |
5,977 | 7.00%, 03/15/2032 | 6,337 | |
83,858 | 7.00%, 11/15/2032 | 92,296 | |
2,012 | 7.00%, 01/15/2033 | 2,182 | |
7,418 | 7.00%, 05/15/2033 | 8,035 | |
11,193 | 7.00%, 07/15/2033 | 12,065 | |
19,417 | 7.00%, 11/15/2033 | 21,059 | |
1,257 | 8.00%, 04/15/2030 | 1,292 | |
5,610 | 8.00%, 05/15/2030 | 5,659 | |
168 | 8.00%, 07/15/2030 | 172 | |
3,786 | 8.00%, 08/15/2030 | 3,883 | |
6,021 | 8.00%, 11/15/2030 | 6,126 | |
60,179 | 8.00%, 02/15/2031 | 63,460 | |
408,248 | |||
Total U.S. Government Agencies (cost $12,409,442) | $ 11,406,424 | ||
U.S. GOVERNMENT SECURITIES - 9.9% | |||
U.S. Treasury Securities - 9.9% | |||
U.S. Treasury Bonds - 3.2% | |||
220,000 | 1.63%, 11/15/2050 | $ 162,482 | |
3,085,000 | 1.75%, 08/15/2041 | 2,451,129 | |
375,000 | 1.88%, 02/15/2051 | 295,313 | |
4,800,000 | 1.88%, 11/15/2051 | 3,781,500 | |
7,890,000 | 2.00%, 11/15/2041 | 6,547,467 | |
1,525,000 | 2.00%, 08/15/2051 | 1,238,109 | |
2,595,000 | 2.25%, 02/15/2052 | 2,238,187 | |
575,000 | 2.38%, 02/15/2042 | 509,414 | |
350,000 | 2.88%, 04/30/2027 | 346,876 | |
3,625,000 | 2.88%, 05/15/2043 | 3,447,432 | |
3,435,000 | 3.00%, 08/15/2048(12) | 3,393,404 | |
24,411,313 | |||
U.S. Treasury Notes - 6.7% | |||
950,000 | 0.13%, 05/31/2023 | 929,033 | |
1,415,000 | 0.13%, 10/15/2023 | 1,367,575 | |
2,700,000 | 0.25%, 09/30/2023 | 2,617,312 | |
2,740,000 | 0.25%, 03/15/2024 | 2,619,911 | |
1,070,000 | 0.25%, 07/31/2025 | 982,143 | |
4,130,000 | 0.25%, 08/31/2025 | 3,782,338 | |
5,110,000 | 0.25%, 09/30/2025 | 4,669,063 | |
200,000 | 0.38%, 10/31/2023 | 193,742 | |
185,000 | 0.38%, 08/15/2024 | 175,114 | |
610,000 | 0.38%, 11/30/2025 | 557,292 | |
1,020,000 | 0.38%, 12/31/2025 | 930,033 | |
1,355,000 | 0.38%, 01/31/2026 | 1,232,521 | |
320,000 | 0.63%, 07/31/2026 | 290,538 | |
530,000 | 0.75%, 03/31/2026 | 487,393 | |
470,000 | 0.75%, 04/30/2026 | 431,500 | |
860,000 | 0.75%, 05/31/2026 | 787,874 | |
620,000 | 0.75%, 08/31/2026 | 565,169 | |
2,315,000 | 0.88%, 06/30/2026 | 2,128,805 | |
2,495,000 | 0.88%, 09/30/2026 | 2,282,828 | |
400,000 | 1.00%, 12/15/2024 | 381,516 | |
1,855,000 | 1.13%, 10/31/2026 | 1,713,919 | |
3,640,000 | 1.25%, 11/30/2026 | 3,380,081 | |
1,520,000 | 1.25%, 12/31/2026 | 1,409,147 | |
350,000 | 1.25%, 03/31/2028 | 317,721 | |
420,000 | 1.25%, 05/31/2028 | 380,215 | |
115,000 | 1.25%, 09/30/2028 | 103,545 | |
205,000 | 1.25%, 08/15/2031 | 177,773 | |
255,000 | 1.38%, 10/31/2028 | 231,253 | |
3,505,000 | 1.38%, 11/15/2031 | 3,065,232 |
77 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 9.9% - (continued) | |||
U.S. Treasury Securities - 9.9% - (continued) | |||
U.S. Treasury Notes - 6.7% - (continued) | |||
$ 325,000 | 1.50%, 02/29/2024 | $ 318,373 | |
2,815,000 | 1.50%, 01/31/2027 | 2,637,523 | |
140,000 | 1.50%, 11/30/2028 | 127,870 | |
1,290,000 | 1.75%, 03/15/2025 | 1,250,393 | |
1,735,000 | 1.88%, 02/28/2027 | 1,654,079 | |
1,920,000 | 1.88%, 02/15/2032 | 1,755,600 | |
4,090,000 | 2.50%, 03/31/2027 | 4,011,715 | |
49,946,139 | |||
Total U.S. Government Securities (cost $80,603,022) | $ 74,357,452 | ||
COMMON STOCKS - 30.9% | |||
Automobiles & Components - 0.1% | |||
950 | Bayerische Motoren Werke AG | $ 77,583 | |
6,926 | Ford Motor Co. | 98,072 | |
2,123 | Harley-Davidson, Inc. | 77,383 | |
7,250 | Mercedes-Benz Group AG | 506,059 | |
759,097 | |||
Banks - 1.9% | |||
1,271,000 | Agricultural Bank of China Ltd. Class H | 476,704 | |
30,400 | Bank Hapoalim BM | 281,845 | |
95,450 | Bank Leumi Le-Israel BM | 1,001,723 | |
431,000 | Bank of Beijing Co. Ltd. | 297,951 | |
3,098,800 | Bank of China Ltd. Class H | 1,215,915 | |
25,381 | Bank of Nova Scotia | 1,607,125 | |
27,989 | BAWAG Group AG(1) | 1,329,026 | |
574,000 | China CITIC Bank Corp. Ltd. Class H | 291,735 | |
126,812 | Credit Agricole S.A. | 1,369,324 | |
20,362 | KBC Group N.V.(7) | 1,385,264 | |
11,938 | PNC Financial Services Group, Inc. | 1,982,902 | |
21,180 | Popular, Inc. | 1,651,828 | |
15,610 | Western Alliance Bancorp | 1,188,077 | |
14,079,419 | |||
Capital Goods - 3.4% | |||
57,845 | Amada Co., Ltd. | 449,164 | |
21,282 | American Woodmark Corp.* | 997,062 | |
37,302 | Assa Abloy AB Class B | 942,701 | |
206,794 | BAE Systems plc | 1,910,085 | |
41,513 | Builders FirstSource, Inc.* | 2,555,955 | |
35,640 | Cie de Saint-Gobain | 2,079,172 | |
30,547 | Fuji Corp. | 509,663 | |
85,387 | Hazama Ando Corp. | 593,256 | |
175,600 | Industries Qatar QSC | 905,600 | |
10,450 | Jardine Cycle & Carriage Ltd. | 217,803 | |
62,576 | JELD-WEN Holding, Inc.* | 1,300,955 | |
23,959 | Kone Oyj Class B | 1,151,894 | |
26,479 | Kumagai Gumi Co., Ltd. | 552,587 | |
3,101 | Lockheed Martin Corp. | 1,340,004 | |
48,880 | Mitsubishi Electric Corp. | 511,983 | |
16,795 | Owens Corning | 1,527,169 | |
16,735 | Raytheon Technologies Corp. | 1,588,319 | |
15,695 | Schneider Electric SE | 2,251,748 | |
27,377 | Signify N.V.(1) | 1,158,255 | |
8,433 | Toyota Industries Corp. | 505,784 | |
41,961 | Ushio, Inc. | 544,049 | |
750 | VAT Group AG(1) | 231,984 | |
18,379 | Vinci S.A.(7) | 1,783,385 | |
25,608,577 | |||
Commercial & Professional Services - 1.1% | |||
1,572,073 | Aker Carbon Capture ASA* | 3,175,947 | |
101,794 | Bureau Veritas S.A. | 2,924,206 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 30.9% - (continued) | |||
Commercial & Professional Services - 1.1% - (continued) | |||
36,854 | Experian plc | $ 1,272,729 | |
33,615 | Toppan, Inc. | 555,645 | |
7,928,527 | |||
Consumer Durables & Apparel - 2.0% | |||
7,844 | Cavco Industries, Inc.* | 1,853,145 | |
22,691 | Century Communities, Inc. | 1,196,270 | |
19,156 | D.R. Horton, Inc. | 1,333,066 | |
17,482 | Hanesbrands, Inc. | 231,811 | |
6,100 | Iida Group Holdings Co., Ltd. | 97,018 | |
18,509 | Lennar Corp. Class A | 1,415,753 | |
12,314 | NIKE, Inc. Class B | 1,535,556 | |
54,667 | Nikon Corp. | 614,283 | |
365 | NVR, Inc.* | 1,597,317 | |
31,192 | PulteGroup, Inc. | 1,302,578 | |
647 | Ralph Lauren Corp. | 67,508 | |
20,100 | Sankyo Co., Ltd. | 578,377 | |
28,204 | Toll Brothers, Inc. | 1,307,820 | |
76,318 | TRI Pointe Group, Inc.* | 1,577,493 | |
14,707,995 | |||
Consumer Services - 0.7% | |||
86,770 | Compass Group plc | 1,831,006 | |
1,792 | Expedia Group, Inc.* | 313,152 | |
13,979 | H&R Block, Inc. | 364,433 | |
10,297 | McDonald's Corp. | 2,565,601 | |
5,074,192 | |||
Diversified Financials - 0.5% | |||
14,052 | Blackstone, Inc. Class A | 1,427,262 | |
994,050 | China Cinda Asset Management Co., Ltd. Class H | 167,621 | |
12,598 | DWS Group GmbH & Co. KGaA(1) | 414,580 | |
36,700 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 1,467,633 | |
7,374 | New Residential Investment Corp. REIT | 76,690 | |
81,224 | REC Ltd. | 134,136 | |
9,400 | SBI Holdings, Inc. | 210,251 | |
3,898,173 | |||
Energy - 0.4% | |||
407,451 | China Shenhua Energy Co., Ltd. Class H | 1,301,747 | |
86,800 | Indo Tambangraya Megah Tbk PT | 168,205 | |
9,300 | Lundin Energy AB(7) | 384,516 | |
31,298 | TotalEnergies SE | 1,536,825 | |
3,391,293 | |||
Food & Staples Retailing - 0.4% | |||
2,719 | Albertsons Cos., Inc. Class A | 85,050 | |
120,041 | Cencosud S.A. | 192,148 | |
37,649 | J Sainsbury plc | 109,851 | |
52,400 | Kesko Oyj Class B | 1,319,246 | |
17,923 | Kroger Co. | 967,125 | |
5,600 | Lawson, Inc. | 205,969 | |
79,607 | Magnit PJSC GDR(13)(14) | — | |
2,879,389 | |||
Food, Beverage & Tobacco - 2.1% | |||
41,033 | Altria Group, Inc. | 2,280,204 | |
4,168 | British American Tobacco plc | 174,691 | |
25,943 | Coca-Cola Co. | 1,676,177 | |
36,598 | Diageo plc | 1,825,832 | |
17,458 | Heineken N.V. | 1,704,092 | |
47,076 | Imperial Brands plc | 979,912 | |
84,300 | Japan Tobacco, Inc. | 1,434,093 | |
1,097 | JM Smucker Co. | 150,212 | |
23,100 | Kirin Holdings Co., Ltd. | 336,745 |
78 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 30.9% - (continued) | |||
Food, Beverage & Tobacco - 2.1% - (continued) | |||
26,350 | Marfrig Global Foods S.A. | $ 99,933 | |
12,656 | Nestle S.A. | 1,633,815 | |
9,394 | PepsiCo., Inc. | 1,613,044 | |
17,407 | Philip Morris International, Inc. | 1,740,700 | |
711,863 | WH Group Ltd.(1) | 491,612 | |
16,141,062 | |||
Health Care Equipment & Services - 1.6% | |||
22,127 | Baxter International, Inc. | 1,572,345 | |
6,062 | CVS Health Corp. | 582,740 | |
424,400 | Hartalega Holdings Bhd | 428,933 | |
47,280 | Koninklijke Philips N.V. | 1,235,479 | |
754,750 | Kossan Rubber Industries Bhd | 318,994 | |
37,500 | Medipal Holdings Corp. | 617,565 | |
16,311 | Medtronic plc | 1,702,216 | |
703 | Quidel Corp.* | 70,736 | |
9,527 | Signify Health, Inc.* | 131,472 | |
300 | Sonova Holding AG | 108,188 | |
1,080 | Straumann Holding AG | 127,323 | |
8,340 | Stryker Corp. | 2,012,108 | |
1,136,400 | Top Glove Corp. Bhd | 438,533 | |
4,957 | UnitedHealth Group, Inc. | 2,520,882 | |
11,867,514 | |||
Household & Personal Products - 0.9% | |||
26,695 | Colgate-Palmolive Co. | 2,056,850 | |
6,500 | Kao Corp. | 260,510 | |
14,127 | Procter & Gamble Co. | 2,268,090 | |
28,623 | Reckitt Benckiser Group plc | 2,232,180 | |
6,817,630 | |||
Insurance - 1.3% | |||
159,039 | AIA Group Ltd. | 1,562,360 | |
48,938 | AXA S.A.(7) | 1,294,656 | |
10,502 | Chubb Ltd. | 2,168,138 | |
42,518 | Dai-ichi Life Holdings, Inc. | 851,381 | |
8,389 | Fidelity National Financial, Inc. | 334,050 | |
11,700 | Japan Post Holdings Co., Ltd. | 82,039 | |
7,708 | Marsh & McLennan Cos., Inc. | 1,246,384 | |
19,342 | MS&AD Insurance Group Holdings, Inc. | 575,758 | |
47,885 | Old Republic International Corp. | 1,053,949 | |
59,419 | T&D Holdings, Inc. | 763,560 | |
9,932,275 | |||
Materials - 1.2% | |||
17,664 | BHP Group Ltd. | 590,250 | |
493,722 | Elkem ASA(1) | 2,050,390 | |
384,841 | Evraz plc(13)(14) | 195,721 | |
50,034 | Fortescue Metals Group Ltd. | 756,167 | |
5,750 | Kumba Iron Ore Ltd. | 190,891 | |
5,661 | Linde plc* | 1,766,006 | |
27,684 | Louisiana-Pacific Corp. | 1,786,172 | |
154,050 | NMDC Ltd. | 319,585 | |
12,362 | Rio Tinto Ltd. | 977,882 | |
14,700 | Vedanta Ltd. | 77,327 | |
8,710,391 | |||
Media & Entertainment - 0.8% | |||
535 | Alphabet, Inc. Class A* | 1,220,972 | |
21,670 | Comcast Corp. Class A | 861,599 | |
40,794 | DeNA Co., Ltd.* | 591,271 | |
10,850 | International Games System Co., Ltd. | 266,390 | |
36,361 | Interpublic Group of Cos., Inc. | 1,186,096 | |
2,900 | Nintendo Co., Ltd. | 1,323,533 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 30.9% - (continued) | |||
Media & Entertainment - 0.8% - (continued) | |||
1,377 | Omnicom Group, Inc. | $ 104,831 | |
20,849 | Warner Bros Discovery, Inc.* | 378,410 | |
5,933,102 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 2.7% | |||
13,136 | AbbVie, Inc. | 1,929,416 | |
34,776 | Astellas Pharma, Inc. | 529,489 | |
24,716 | AstraZeneca plc ADR | 1,641,142 | |
22,166 | Bristol-Myers Squibb Co. | 1,668,435 | |
23,480 | Chugai Pharmaceutical Co., Ltd. | 703,582 | |
16,616 | Gilead Sciences, Inc. | 985,993 | |
24,939 | Johnson & Johnson | 4,500,492 | |
5,492 | Merck & Co., Inc. | 487,085 | |
999 | Moderna, Inc.* | 134,276 | |
18,546 | Novartis AG | 1,638,896 | |
25,145 | Ono Pharmaceutical Co., Ltd. | 645,989 | |
51,510 | Pfizer, Inc. | 2,527,596 | |
4,424 | Roche Holding AG | 1,640,480 | |
4,038 | Royalty Pharma plc Class A | 171,938 | |
3,004 | Sarepta Therapeutics, Inc.* | 217,249 | |
17,200 | Takeda Pharmaceutical Co., Ltd. | 499,084 | |
19,921,142 | |||
Real Estate - 2.0% | |||
188,562 | Aldar Properties PJSC | 288,914 | |
4,250 | American Tower Corp. REIT | 1,024,335 | |
297,088 | Barwa Real Estate Co. | 276,098 | |
142,000 | CK Asset Holdings Ltd. | 962,638 | |
80,781 | Equity LifeStyle Properties, Inc. REIT | 6,242,756 | |
43,700 | Hongkong Land Holdings Ltd. | 203,859 | |
148,500 | Kerry Properties Ltd. | 401,564 | |
594 | Life Storage, Inc. REIT | 78,699 | |
38,150 | Mitsubishi Estate Co., Ltd. | 555,715 | |
30,203 | Mitsui Fudosan Co., Ltd. REIT | 640,114 | |
2,040 | National Retail Properties, Inc. REIT | 89,433 | |
4,025 | PSP Swiss Property AG | 507,278 | |
4,022 | Public Storage REIT | 1,494,173 | |
61,400 | Shimao Group Holdings Ltd.(13)(14) | 34,585 | |
244,261 | Sino Land Co., Ltd. | 322,860 | |
9,423 | Spirit Realty Capital, Inc. REIT | 409,429 | |
5,807 | STORE Capital Corp. REIT | 165,093 | |
29,550 | Sun Hung Kai Properties Ltd. | 340,330 | |
181,900 | Swire Properties Ltd. | 435,934 | |
3,343 | WP Carey, Inc. REIT | 270,014 | |
14,743,821 | |||
Retailing - 0.4% | |||
2,006,600 | Allstar Co.(13)(14)(15) | — | |
49 | AutoZone, Inc.* | 95,818 | |
2,512 | Bath & Body Works, Inc. | 132,860 | |
1,366 | Best Buy Co., Inc. | 122,844 | |
5,594 | Dick's Sporting Goods, Inc.(7) | 539,373 | |
142,800 | Harvey Norman Holdings Ltd. | 508,663 | |
1,100 | JD.com, Inc. Class A* | 34,296 | |
21,928 | Qurate Retail, Inc. Series A | 92,317 | |
19,246 | TJX Cos., Inc. | 1,179,395 | |
374 | Williams-Sonoma, Inc. | 48,799 | |
8,500 | ZOZO, Inc. | 177,969 | |
2,932,334 | |||
Semiconductors & Semiconductor Equipment - 0.8% | |||
712 | Advanced Micro Devices, Inc.* | 60,890 | |
31,100 | Chipbond Technology Corp. | 69,929 | |
11,890 | First Solar, Inc.* | 868,327 | |
23,900 | Intel Corp. | 1,041,801 | |
500 | Lasertec Corp. | 66,801 |
79 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 30.9% - (continued) | |||
Semiconductors & Semiconductor Equipment - 0.8% - (continued) | |||
18,000 | MediaTek, Inc. | $ 496,224 | |
4,006 | QUALCOMM, Inc. | 559,598 | |
28,000 | Realtek Semiconductor Corp. | 379,946 | |
6,056 | SK Hynix, Inc. | 530,676 | |
24,294 | STMicroelectronics N.V. | 897,594 | |
5,122 | Texas Instruments, Inc. | 872,020 | |
73,268 | United Microelectronics Corp. | 116,393 | |
14,550 | Vanguard International Semiconductor Corp. | 51,195 | |
6,011,394 | |||
Software & Services - 2.8% | |||
5,024 | Accenture plc Class A | 1,509,009 | |
10,342 | Amdocs Ltd. | 824,154 | |
5,967 | Automatic Data Processing, Inc. | 1,301,880 | |
5,944 | Capgemini SE | 1,210,073 | |
852 | CGI, Inc.* | 67,940 | |
3,090 | Cognizant Technology Solutions Corp. Class A | 249,981 | |
8,480 | Dropbox, Inc. Class A* | 184,440 | |
28,562 | DTS Corp. | 626,689 | |
7,441 | Fidelity National Information Services, Inc. | 737,775 | |
3,406 | Fortinet, Inc.* | 984,368 | |
2,297 | Gartner, Inc.* | 667,393 | |
715 | HubSpot, Inc.* | 271,292 | |
12,916 | International Business Machines Corp. | 1,707,624 | |
10,301 | Microsoft Corp. | 2,858,734 | |
4,700 | Nemetschek SE | 372,965 | |
8,639 | Nortonlifelock, Inc. | 216,321 | |
1,979 | Nutanix, Inc.* | 49,534 | |
5,368 | Oracle Corp. | 383,959 | |
2,432 | Palo Alto Networks, Inc.* | 1,365,033 | |
255 | ServiceNow, Inc.* | 121,916 | |
8,308 | SS&C Technologies Holdings, Inc. | 537,195 | |
1,842 | Teradata Corp.* | 76,167 | |
5,400 | Trend Micro, Inc. | 301,087 | |
10,833 | Visa, Inc. | 2,308,837 | |
13,987 | VMware, Inc. Class A | 1,511,156 | |
1,021 | Zscaler, Inc.* | 206,998 | |
20,652,520 | |||
Technology Hardware & Equipment - 0.3% | |||
99,300 | Asustek Computer, Inc. | 1,194,412 | |
20,600 | Catcher Technology Co., Ltd. | 100,802 | |
23,200 | E Ink Holdings, Inc. | 132,642 | |
151,000 | Hon Hai Precision Industry Co., Ltd. | 517,338 | |
13,930 | Pure Storage, Inc. Class A* | 408,149 | |
27,100 | VTech Holdings Ltd. | 191,702 | |
2,545,045 | |||
Telecommunication Services - 1.1% | |||
86,184 | AT&T, Inc. | 1,625,430 | |
94,850 | KDDI Corp. | 3,140,928 | |
2,183 | KT Corp. | 61,465 | |
49,656 | Lumen Technologies, Inc. | 499,539 | |
34,830 | Nippon Telegraph & Telephone Corp. | 1,026,417 | |
6,708 | SK Telecom Co., Ltd. | 302,586 | |
477,975 | Telefonica Deutschland Holding AG | 1,437,524 | |
3,773 | Verizon Communications, Inc. | 174,690 | |
79,463 | Vodafone Group plc | 120,304 | |
8,388,883 | |||
Transportation - 1.0% | |||
200 | AP Moller - Maersk A/S Class B | 578,845 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 30.9% - (continued) | |||
Transportation - 1.0% - (continued) | |||
18,529 | Canadian National Railway Co. | $ 2,179,085 | |
3,570 | Expeditors International of Washington, Inc. | 353,680 | |
856 | Landstar System, Inc. | 132,594 | |
1,458 | Old Dominion Freight Line, Inc. | 408,415 | |
20,250 | Orient Overseas International Ltd. | 558,780 | |
1,690 | Ryder System, Inc. | 118,131 | |
53,075 | Schneider National, Inc. Class B | 1,254,162 | |
190,350 | SITC International Holdings Co., Ltd. | 632,813 | |
7,164 | United Parcel Service, Inc. Class B | 1,289,377 | |
7,505,882 | |||
Utilities - 1.4% | |||
1,334,000 | China Longyuan Power Group Corp. Ltd. Class H | 2,573,036 | |
58,473 | Endesa S.A. | 1,225,445 | |
329,052 | Enel S.p.A. | 2,139,790 | |
59,040 | Engie S.A.(7) | 696,700 | |
71,643 | Iberdrola S.A. | 823,235 | |
135,861 | National Grid plc | 2,018,483 | |
16,168 | PPL Corp. | 457,716 | |
13,949 | Rubis SCA | 371,008 | |
9,650 | Transmissora Alianca de Energia Eletrica S.A. | 85,844 | |
10,391,257 | |||
Total Common Stocks (cost $213,777,727) | $ 230,820,914 | ||
CONVERTIBLE PREFERRED STOCKS - 0.3% | |||
Diversified Financials - 0.3% | |||
18,485 | KKR & Co., Inc. Series C, 6.00% | $ 1,211,877 | |
1,297 | Mandatory Exchangeable Trust, 6.50%(1) | 961,518 | |
Total Convertible Preferred Stocks (cost $2,221,250) | $ 2,173,395 | ||
EQUITY LINKED SECURITIES - 5.8% | |||
Banks - 2.7% | |||
$ 43,337 | Bunge Ltd. (Canadian Imperial Bank) 12.00% 07/20/2022(1) | $ 4,925,508 | |
351,669 | Ford Motor Co. (Bank of Montreal) 12.00% 07/20/2022(1) | 4,991,590 | |
8,651 | Palo Alto Networks (Royal Bank of Canada) 12.00% 07/20/2022(1) | 4,903,041 | |
9,862 | UnitedHealth Group Inc. (BNP Paribas Issuance B.V.) 12.00% 06/23/2022(1) | 5,023,219 | |
19,843,358 | |||
Diversified Financials - 0.6% | |||
10,081 | Servicenow, Inc. (Societe Generale) 12.00%, 07/20/2022(1) | 4,857,263 | |
Food & Staples Retailing - 2.5% | |||
15,558 | Accenture PLC (BNP Paribas Issuance B.V.) 12.00% 06/23/2022(1) | 4,734,265 | |
14,280 | Berkshire Hathaway Inc. (BNP Paribas Issuance B.V.) 12.00% 06/23/2022(1) | 4,693,363 |
80 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
EQUITY LINKED SECURITIES - 5.8% - (continued) | |||
Food & Staples Retailing - 2.5% - (continued) | |||
$ 9,051 | Costco Wholesale Corporation (BNP Paribas Issuance B.V.) 12.00% 06/23/2022(1) | $ 4,836,355 | |
56,238 | PACCAR Inc. (BNP Paribas Issuance B.V.) 12.00% 06/23/2022(1) | 4,726,353 | |
18,990,336 | |||
Total Equity Linked Securities (cost $45,468,206) | $ 43,690,957 | ||
PREFERRED STOCKS - 0.3% | |||
Automobiles & Components - 0.2% | |||
11,023 | Volkswagen AG (Preference Shares) | $ 1,707,092 | |
Energy - 0.1% | |||
36,700 | Petroleo Brasileiro S.A. | 224,775 | |
Materials - 0.0% | |||
17,900 | Gerdau S.A. (Preference Shares) | 101,268 | |
Total Preferred Stocks (cost $2,201,108) | $ 2,033,135 | ||
Total Long-Term Investments (Cost $725,166,150) | $ 711,948,950 | ||
SHORT-TERM INVESTMENTS - 6.6% | |||
Repurchase Agreements - 5.7% | |||
42,881,075 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $42,881,933; collateralized by U.S. Treasury inflation Index Government Bond at 2.125%, maturing 02/15/2041, with a market value of $43,738,735 | $ 42,881,075 | |
Securities Lending Collateral - 0.8% | |||
1,720,952 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(16) | 1,720,952 | |
4,174,675 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(16) | 4,174,675 | |
5,895,627 | |||
U.S. Treasury Securities - 0.1% | |||
530,000 | U.S. Treasury Bills 1.67%, 03/23/2023(17) | 521,468 | |
Total Short-Term Investments (cost $49,298,874) | $ 49,298,170 | ||
Total Investments (cost $774,465,024) | 101.9% | $ 761,247,120 | |
Other Assets and Liabilities | (1.9)% | (14,301,854) | |
Total Net Assets | 100.0% | $ 746,945,266 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $206,819,143, representing 27.7% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Securities disclosed are interest-only strips. |
(5) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $1,770,544, representing 0.2% of net assets. |
(6) | Security is a zero-coupon bond. |
(7) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2022. |
(10) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(11) | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2022, the aggregate value of the unfunded commitment was $32,833, which represents 0.0% of total net assets. |
(12) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2022, the market value of securities pledged was $582,855. |
81 |
April 30, 2022 (Unaudited)
(13) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $230,306, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(14) | Investment valued using significant unobservable inputs. |
(15) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 2,006,600 | $ — | $ — |
(16) | Current yield as of period end. |
(17) | The rate shown represents current yield to maturity. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 44 | 06/30/2022 | $ 9,275,750 | $ (161,328) | ||||
U.S. Treasury 5-Year Note Future | 158 | 06/30/2022 | 17,802,156 | (792,992) | ||||
U.S. Treasury 10-Year Note Future | 2 | 06/21/2022 | 238,313 | (14,129) | ||||
U.S. Treasury 10-Year Ultra Future | 111 | 06/21/2022 | 14,319,000 | (1,132,412) | ||||
Total | $ (2,100,861) | |||||||
Short position contracts: | ||||||||
U.S. Treasury Ultra Bond Future | 2 | 06/21/2022 | $ (320,875) | $ 26,934 | ||||
Total futures contracts | $ (2,073,927) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
40,903,047 | USD | 38,284,000 | EUR | BCLY | 05/31/2022 | $ 462,614 | ||||
14,182,612 | USD | 11,155,000 | GBP | DEUT | 05/31/2022 | 156,043 | ||||
Total foreign currency contracts | $ 618,657 |
82 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 126,981,940 | $ — | $ 126,981,940 | $ — | ||||
Convertible Bonds | 29,928,023 | — | 29,928,023 | — | ||||
Corporate Bonds | 99,831,354 | — | 99,831,354 | — | ||||
Foreign Government Obligations | 6,391,337 | — | 6,391,337 | — | ||||
Municipal Bonds | 7,958,798 | — | 7,958,798 | — | ||||
Senior Floating Rate Interests | 76,375,221 | — | 76,375,221 | — | ||||
U.S. Government Agencies | 11,406,424 | — | 11,406,424 | — | ||||
U.S. Government Securities | 74,357,452 | — | 74,357,452 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 759,097 | 175,455 | 583,642 | — | ||||
Banks | 14,079,419 | 6,429,932 | 7,649,487 | — | ||||
Capital Goods | 25,608,577 | 9,309,464 | 16,299,113 | — | ||||
Commercial & Professional Services | 7,928,527 | — | 7,928,527 | — | ||||
Consumer Durables & Apparel | 14,707,995 | 13,418,317 | 1,289,678 | — | ||||
Consumer Services | 5,074,192 | 3,243,186 | 1,831,006 | — | ||||
Diversified Financials | 3,898,173 | 2,971,585 | 926,588 | — | ||||
Energy | 3,391,293 | — | 3,391,293 | — | ||||
Food & Staples Retailing | 2,879,389 | 1,244,323 | 1,635,066 | — | ||||
Food, Beverage & Tobacco | 16,141,062 | 7,560,270 | 8,580,792 | — | ||||
Health Care Equipment & Services | 11,867,514 | 9,778,959 | 2,088,555 | — | ||||
Household & Personal Products | 6,817,630 | 4,324,940 | 2,492,690 | — | ||||
Insurance | 9,932,275 | 4,802,521 | 5,129,754 | — | ||||
Materials | 8,710,391 | 3,552,178 | 4,962,492 | 195,721 | ||||
Media & Entertainment | 5,933,102 | 3,751,908 | 2,181,194 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 19,921,142 | 14,263,622 | 5,657,520 | — | ||||
Real Estate | 14,743,821 | 9,773,932 | 4,935,304 | 34,585 | ||||
Retailing | 2,932,334 | 2,211,406 | 720,928 | — | ||||
Semiconductors & Semiconductor Equipment | 6,011,394 | 3,402,636 | 2,608,758 | — | ||||
Software & Services | 20,652,520 | 18,071,018 | 2,581,502 | — | ||||
Technology Hardware & Equipment | 2,545,045 | 408,149 | 2,136,896 | — | ||||
Telecommunication Services | 8,388,883 | 2,299,659 | 6,089,224 | — | ||||
Transportation | 7,505,882 | 5,735,444 | 1,770,438 | — | ||||
Utilities | 10,391,257 | 543,560 | 9,847,697 | — | ||||
Convertible Preferred Stocks | 2,173,395 | 2,173,395 | — | — | ||||
Equity Linked Securities | 43,690,957 | — | 43,690,957 | — | ||||
Preferred Stocks | 2,033,135 | 326,043 | 1,707,092 | — | ||||
Short-Term Investments | 49,298,170 | 5,895,627 | 43,402,543 | — | ||||
Foreign Currency Contracts(2) | 618,657 | — | 618,657 | — | ||||
Futures Contracts(2) | 26,934 | 26,934 | — | — | ||||
Total | $ 761,892,711 | $ 135,694,463 | $ 625,967,942 | $ 230,306 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (2,100,861) | $ (2,100,861) | $ — | $ — | ||||
Total | $ (2,100,861) | $ (2,100,861) | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $2,264,053 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $584,914 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
83 |
Counterparty Abbreviations: | |
BCLY | Barclays |
BMO | Bank of Montreal |
BNP | BNP Paribas Securities Services |
BOA | Bank of America Securities LLC |
CBA | Commonwealth Bank of Australia |
CBK | Citibank NA |
CIBC | Canadian Imperial Bank of Commerce |
DEUT | Deutsche Bank Securities, Inc. |
GSC | Goldman Sachs & Co. |
JPM | JP Morgan Chase & Co. |
MSC | Morgan Stanley |
RBC | RBC Dominion Securities, Inc. |
SCB | Standard Chartered Bank |
SSG | State Street Global Markets LLC |
TDB | Toronto-Dominion Bank |
UBS | UBS AG |
WEST | Westpac International |
Currency Abbreviations: | |
AUD | Australia Dollar |
BRL | Brazil Real |
CAD | Canadian Dollar |
CHF | Switzerland Franc |
CLP | Chile Peso |
CNY | China Yuan Renminbi |
COP | Colombia Peso |
CZK | Czech Republic Koruna |
EGP | Egypt Pound |
EUR | Euro Member Countries |
GBP | British Pound |
IDR | Indonesia Rupiah |
JPY | Japan Yen |
MXN | Mexican Peso |
NOK | Norway Krone |
NZD | New Zealand Dollar |
PEN | Peru Nuevo Sol |
PLN | Poland Zloty |
SEK | Sweden Krona |
THB | Thailand Baht |
USD | United States Dollar |
ZAR | South Africa Rand |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
CPI | Consumer Price Index |
EAFE | Europe, Australasia and Far East |
S&P | Standard & Poor's |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
Dist | District |
Facs | Facilities |
GO | General Obligation |
PA | Port Authority |
Rev | Revenue |
Other Abbreviations: | |
ADR | American Depositary Receipt |
AGM | Assured Guaranty Municipal |
ASA | Allmennaksjeselskap |
Bhd | Berhad |
CD | Certificate of Deposit |
CJSC | Closed Joint Stock Company |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GDR | Global Depositary Receipt |
GNMA | Government National Mortgage Association |
JSC | Joint Stock Company |
KGaA | Kommanditgesellschaft Auf Aktien |
LIBOR | London Interbank Offered Rate |
MSCI | Morgan Stanley Capital International |
NATL | National Public Finance Guarantee Corp. |
PIK | Payment-in-kind |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
Tbk | Terbuka |
84 |
April 30, 2022 (Unaudited)
The Hartford Balanced Income Fund | Hartford AARP Balanced Retirement Fund | The Hartford Checks and Balances Fund | The Hartford Conservative Allocation Fund | ||||
Assets: | |||||||
Investments in securities, at market value(1) | $ 14,110,908,381 | $ 70,893,844 | $ 3,163,570 | $ 281,375 | |||
Repurchase agreements | 388,634,328 | 2,537,273 | — | — | |||
Investments in affiliated investment companies, at market value | — | 17,561,184 | 1,519,072,183 | 120,173,567 | |||
Cash | 109,414,508 | 629,971 | — | — | |||
Cash collateral due from broker on futures contracts | — | — | — | — | |||
Cash collateral held for securities on loan | 3,378,471 | 73,265 | — | — | |||
Foreign currency | 5,503,247 | 16,791 | — | — | |||
Unrealized appreciation on foreign currency contracts | 5,606,485 | 134,459 | — | — | |||
Receivables: | |||||||
From affiliates | — | 6,980 | — | — | |||
Investment securities sold | 123,228,830 | 52,209 | 260,431 | 16,339 | |||
Fund shares sold | 20,608,957 | 18,484 | 618,735 | 25,792 | |||
Dividends and interest | 76,152,713 | 350,231 | 1,212,964 | 31,428 | |||
Securities lending income | 26,630 | 227 | — | — | |||
Variation margin on futures contracts | — | — | — | — | |||
Tax reclaims | 3,133,238 | 82,735 | — | — | |||
Other assets | 267,723 | 86,635 | 75,664 | 59,996 | |||
Total assets | 14,846,863,511 | 92,444,288 | 1,524,403,547 | 120,588,497 | |||
Liabilities: | |||||||
Unrealized depreciation on foreign currency contracts | 1,422,192 | 6 | — | — | |||
Obligation to return securities lending collateral | 67,569,429 | 1,465,292 | — | — | |||
Unfunded loan commitments | 495,652 | — | — | — | |||
Payables: | |||||||
Investment securities purchased | 68,043,109 | 69,033 | — | — | |||
Fund shares redeemed | 15,269,258 | 32,663 | 1,172,301 | 49,417 | |||
Investment management fees | 6,290,819 | 23,813 | — | 10,239 | |||
Transfer agent fees | 2,516,319 | 32,922 | 369,781 | 34,850 | |||
Accounting services fees | 537,908 | 4,601 | 65,987 | 6,247 | |||
Board of Directors' fees | 52,357 | 412 | 6,003 | 529 | |||
Variation margin on futures contracts | 678,817 | 15,212 | — | — | |||
Variation margin on centrally cleared swap contracts | 972,795 | — | — | — | |||
Foreign taxes | — | 1,119 | — | — | |||
Distribution fees | 503,894 | 3,311 | 59,336 | 4,705 | |||
Distributions payable | — | 41 | — | — | |||
Accrued expenses | 541,643 | 44,455 | 59,487 | 16,077 | |||
Total liabilities | 164,894,192 | 1,692,880 | 1,732,895 | 122,064 | |||
Net assets | $ 14,681,969,319 | $ 90,751,408 | $ 1,522,670,652 | $ 120,466,433 | |||
Summary of Net Assets: | |||||||
Capital stock and paid-in-capital | $ 13,490,905,138 | $ 110,519,928 | $ 1,368,308,633 | $ 121,693,709 | |||
Distributable earnings (loss) | 1,191,064,181 | (19,768,520) | 154,362,019 | (1,227,276) | |||
Net assets | $ 14,681,969,319 | $ 90,751,408 | $ 1,522,670,652 | $ 120,466,433 | |||
Shares authorized | 1,990,000,000 | 560,000,000 | 850,000,000 | 400,000,000 | |||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | |||
Class A: Net asset value per share | $ 14.67 | $ 9.66 | $ 9.79 | $ 10.54 | |||
Maximum offering price per share | 15.52 | 10.12 | 10.36 | 11.15 | |||
Shares outstanding | 302,449,031 | 7,196,986 | 135,582,050 | 10,202,121 | |||
Net Assets | $ 4,436,502,959 | $ 69,555,659 | $ 1,327,489,388 | $ 107,568,561 | |||
Class C: Net asset value per share | $ 14.42 | $ 9.68 | $ 9.72 | $ 10.48 | |||
Shares outstanding | 168,670,742 | 825,287 | 9,251,069 | 658,227 | |||
Net Assets | $ 2,431,539,542 | $ 7,991,988 | $ 89,900,601 | $ 6,900,150 | |||
Class I: Net asset value per share | $ 14.67 | $ 9.65 | $ 9.81 | $ 10.55 | |||
Shares outstanding | 311,680,993 | 1,082,369 | 9,060,073 | 205,357 | |||
Net Assets | $ 4,573,382,834 | $ 10,445,309 | $ 88,894,194 | $ 2,167,474 | |||
Class R3: Net asset value per share | $ 14.73 | $ 9.67 | $ 9.74 | $ 10.56 | |||
Shares outstanding | 9,349,410 | 71,652 | 1,088,510 | 164,364 | |||
Net Assets | $ 137,745,693 | $ 692,993 | $ 10,604,695 | $ 1,734,885 |
85 |
April 30, 2022 (Unaudited)
The Hartford Balanced Income Fund | Hartford AARP Balanced Retirement Fund | The Hartford Checks and Balances Fund | The Hartford Conservative Allocation Fund | ||||
Class R4: Net asset value per share | $ 14.74 | $ 9.62 | $ 9.75 | $ 10.54 | |||
Shares outstanding | 5,593,299 | 27,214 | 331,431 | 64,470 | |||
Net Assets | $ 82,453,446 | $ 261,790 | $ 3,232,116 | $ 679,212 | |||
Class R5: Net asset value per share | $ 14.76 | $ 9.62 | $ 9.62 | $ 10.56 | |||
Shares outstanding | 2,776,884 | 1,020 | 61,513 | 119,648 | |||
Net Assets | $ 40,993,565 | $ 9,813 | $ 591,938 | $ 1,263,591 | |||
Class R6: Net asset value per share | $ 14.86 | $ 9.64 | $ — | $ — | |||
Shares outstanding | 18,080,545 | 1,344 | — | — | |||
Net Assets | $ 268,640,304 | $ 12,957 | $ — | $ — | |||
Class Y: Net asset value per share | $ 14.86 | $ 9.60 | $ — | $ — | |||
Shares outstanding | 7,932,060 | 176,602 | — | — | |||
Net Assets | $ 117,865,521 | $ 1,694,721 | $ — | $ — | |||
Class F: Net asset value per share | $ 14.68 | $ 9.58 | $ 9.81 | $ 10.56 | |||
Shares outstanding | 176,614,282 | 8,999 | 199,659 | 14,448 | |||
Net Assets | $ 2,592,845,455 | $ 86,178 | $ 1,957,720 | $ 152,560 | |||
Cost of investments | $ 13,672,447,908 | $ 71,019,447 | $ 3,163,570 | $ 281,375 | |||
Cost of investments in affiliated investments | $ — | $ 17,074,900 | $ 1,444,604,321 | $ 123,182,481 | |||
Cost of foreign currency | $ 5,508,738 | $ 16,858 | $ — | $ — | |||
(1) Includes Investment in securities on loan, at market value | $ 65,282,125 | $ 1,369,467 | $ — | $ — |
86 |
April 30, 2022 (Unaudited)
The Hartford Global Real Asset Fund (Consolidated) | The Hartford Growth Allocation Fund | Hartford Moderate Allocation Fund | Hartford Multi-Asset Income Fund | ||||
Assets: | |||||||
Investments in securities, at market value(1) | $ 158,528,674 | $ 1,409,908 | $ 844,298 | $ 718,366,045 | |||
Repurchase agreements | 2,574,142 | — | — | 42,881,075 | |||
Investments in affiliated investment companies, at market value | — | 553,700,916 | 360,565,831 | — | |||
Cash | 142,848 | — | — | 12,384,118 | |||
Cash collateral due from broker on futures contracts | 2,600,046 | — | — | — | |||
Cash collateral held for securities on loan | 133,997 | — | — | 310,296 | |||
Foreign currency | 183,550 | — | — | 1,288,077 | |||
Unrealized appreciation on foreign currency contracts | 206,284 | — | — | 618,657 | |||
Receivables: | |||||||
From affiliates | 26,461 | — | — | — | |||
Investment securities sold | 887,546 | — | 25,583 | 1,887,911 | |||
Fund shares sold | 1,092,597 | 289,439 | 99,371 | 130,421 | |||
Dividends and interest | 365,394 | 50,639 | 66,277 | 3,227,245 | |||
Securities lending income | 2,321 | — | — | 2,494 | |||
Variation margin on futures contracts | 740,886 | — | — | — | |||
Tax reclaims | 68,995 | — | — | 324,586 | |||
Other assets | 98,297 | 67,278 | 65,277 | 77,733 | |||
Total assets | 167,652,038 | 555,518,180 | 361,666,637 | 781,498,658 | |||
Liabilities: | |||||||
Unrealized depreciation on foreign currency contracts | 167,329 | — | — | — | |||
Obligation to return securities lending collateral | 2,679,934 | — | — | 6,205,923 | |||
Unfunded loan commitments | — | — | — | 33,802 | |||
Payables: | |||||||
Investment securities purchased | 3,332,573 | 7,154 | — | 24,979,712 | |||
Fund shares redeemed | 267,173 | 220,842 | 329,619 | 2,508,570 | |||
Investment management fees | 117,780 | 47,824 | 31,175 | 363,890 | |||
Transfer agent fees | 21,627 | 194,431 | 114,978 | 240,539 | |||
Accounting services fees | 5,729 | 30,266 | 20,610 | 38,405 | |||
Board of Directors' fees | 590 | 2,424 | 1,572 | 3,554 | |||
Variation margin on futures contracts | — | — | — | 59,321 | |||
Variation margin on centrally cleared swap contracts | — | — | — | — | |||
Foreign taxes | 12,831 | — | — | 633 | |||
Distribution fees | 1,118 | 20,845 | 13,382 | 24,757 | |||
Distributions payable | — | — | — | 140 | |||
Accrued expenses | 57,326 | 33,315 | 24,269 | 94,146 | |||
Total liabilities | 6,664,010 | 557,101 | 535,605 | 34,553,392 | |||
Net assets | $ 160,988,028 | $ 554,961,079 | $ 361,131,032 | $ 746,945,266 | |||
Summary of Net Assets: | |||||||
Capital stock and paid-in-capital | $ 253,345,400 | $ 490,615,026 | $ 339,565,678 | $ 764,427,049 | |||
Distributable earnings (loss) | (92,357,372) | 64,346,053 | 21,565,354 | (17,481,783) | |||
Net assets | $ 160,988,028 | $ 554,961,079 | $ 361,131,032 | $ 746,945,266 | |||
Shares authorized | 710,000,000 | 400,000,000 | 400,000,000 | 845,000,000 | |||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | |||
Class A: Net asset value per share | $ 9.09 | $ 13.01 | $ 11.70 | $ 18.91 | |||
Maximum offering price per share | 9.62 | 13.77 | 12.38 | 20.01 | |||
Shares outstanding | 2,922,596 | 39,067,755 | 26,949,807 | 28,795,405 | |||
Net Assets | $ 26,570,983 | $ 508,260,671 | $ 315,223,526 | $ 544,619,644 | |||
Class C: Net asset value per share | $ 8.91 | $ 12.96 | $ 11.64 | $ 18.99 | |||
Shares outstanding | 173,115 | 1,751,354 | 1,074,216 | 2,391,063 | |||
Net Assets | $ 1,543,077 | $ 22,705,886 | $ 12,501,365 | $ 45,410,874 | |||
Class I: Net asset value per share | $ 9.08 | $ 12.92 | $ 11.75 | $ 18.88 | |||
Shares outstanding | 4,936,331 | 810,866 | 759,945 | 3,963,916 | |||
Net Assets | $ 44,838,780 | $ 10,475,521 | $ 8,925,946 | $ 74,828,980 | |||
Class R3: Net asset value per share | $ 9.16 | $ 12.66 | $ 11.50 | $ 19.22 | |||
Shares outstanding | 11,869 | 475,112 | 1,235,156 | 44,171 | |||
Net Assets | $ 108,760 | $ 6,015,149 | $ 14,205,970 | $ 849,177 |
87 |
April 30, 2022 (Unaudited)
The Hartford Global Real Asset Fund (Consolidated) | The Hartford Growth Allocation Fund | Hartford Moderate Allocation Fund | Hartford Multi-Asset Income Fund | ||||
Class R4: Net asset value per share | $ 9.13 | $ 12.95 | $ 11.72 | $ 19.27 | |||
Shares outstanding | 2,526 | 214,032 | 259,206 | 39,666 | |||
Net Assets | $ 23,062 | $ 2,770,966 | $ 3,038,943 | $ 764,370 | |||
Class R5: Net asset value per share | $ 9.00 | $ 13.03 | $ 11.76 | $ 19.26 | |||
Shares outstanding | 32,454 | 321,473 | 571,359 | 7,677 | |||
Net Assets | $ 292,246 | $ 4,187,625 | $ 6,717,407 | $ 147,857 | |||
Class R6: Net asset value per share | $ 9.07 | $ — | $ — | $ 19.26 | |||
Shares outstanding | 1,098 | — | — | 17,051 | |||
Net Assets | $ 9,956 | $ — | $ — | $ 328,422 | |||
Class Y: Net asset value per share | $ 9.07 | $ — | $ — | $ 19.28 | |||
Shares outstanding | 8,158,229 | — | — | 358,540 | |||
Net Assets | $ 74,002,155 | $ — | $ — | $ 6,911,089 | |||
Class F: Net asset value per share | $ 9.08 | $ 12.93 | $ 11.75 | $ 18.86 | |||
Shares outstanding | 1,498,489 | 42,172 | 44,086 | 3,874,474 | |||
Net Assets | $ 13,599,009 | $ 545,261 | $ 517,875 | $ 73,084,853 | |||
Cost of investments | $ 153,715,084 | $ 1,409,908 | $ 844,298 | $ 774,465,024 | |||
Cost of investments in affiliated investments | $ — | $ 518,788,723 | $ 353,865,458 | $ — | |||
Cost of foreign currency | $ 189,107 | $ — | $ — | $ 1,288,099 | |||
(1) Includes Investment in securities on loan, at market value | $ 2,415,708 | $ — | $ — | $ 5,872,337 |
88 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Balanced Income Fund | Hartford AARP Balanced Retirement Fund | The Hartford Checks and Balances Fund | The Hartford Conservative Allocation Fund | ||||
Investment Income: | |||||||
Dividends | $ 108,981,199 | $ 579,800 | $ — | $ — | |||
Dividends from affiliated investment companies | — | 421,825 | 14,117,423 | 1,635,550 | |||
Interest | 125,093,201 | 511,378 | 1,787 | 139 | |||
Securities lending | 164,583 | 896 | — | — | |||
Less: Foreign tax withheld | (693,575) | (34,800) | — | — | |||
Other income | 255 | — | 28 | — | |||
Total investment income, net | 233,545,663 | 1,479,099 | 14,119,238 | 1,635,689 | |||
Expenses: | |||||||
Investment management fees | 38,737,220 | 143,850 | — | 65,824 | |||
Transfer agent fees | |||||||
Class A | 1,701,109 | 51,553 | 626,504 | 60,303 | |||
Class C | 1,112,442 | 7,066 | 57,668 | 5,298 | |||
Class I | 1,964,370 | 5,899 | 49,375 | 955 | |||
Class R3 | 153,689 | 853 | 12,275 | 2,202 | |||
Class R4 | 71,483 | 224 | 2,595 | 576 | |||
Class R5 | 24,521 | 232 | 383 | 842 | |||
Class R6 | 4,507 | — | — | — | |||
Class Y | 69,095 | 856 | — | — | |||
Class F | 19,930 | 2 | 43 | 3 | |||
Distribution fees | |||||||
Class A | 5,789,969 | 91,408 | 1,790,841 | 147,009 | |||
Class C | 13,396,559 | 42,863 | 506,533 | 38,727 | |||
Class R3 | 368,541 | 1,938 | 27,899 | 5,016 | |||
Class R4 | 110,604 | 331 | 4,287 | 863 | |||
Custodian fees | 102,465 | 10,463 | 1,166 | 398 | |||
Registration and filing fees | 193,729 | 59,458 | 59,201 | 50,519 | |||
Accounting services fees | 1,070,113 | 9,604 | 126,902 | 13,165 | |||
Board of Directors' fees | 180,212 | 1,151 | 19,514 | 1,573 | |||
Audit and tax fees | 18,502 | 21,936 | 10,351 | 10,348 | |||
Other expenses | 561,344 | 11,824 | 73,702 | 10,900 | |||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 65,650,404 | 461,511 | 3,369,239 | 414,521 | |||
Expense waivers | — | (42,699) | — | — | |||
Distribution fee reimbursements | (14,413) | (728) | (8,403) | (2,292) | |||
Commission recapture | (5,736) | (4) | — | — | |||
Total waivers, reimbursements and fees paid indirectly | (20,149) | (43,431) | (8,403) | (2,292) | |||
Total expenses | 65,630,255 | 418,080 | 3,360,836 | 412,229 | |||
Net Investment Income (Loss) | 167,915,408 | 1,061,019 | 10,758,402 | 1,223,460 | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||
Capital gain distributions received from underlying funds | — | 31,637 | 115,548,170 | 3,031,646 | |||
Investments | 348,926,423 | 3,550,742 | — | — | |||
Less: Foreign taxes paid on realized capital gains | — | (7,977) | — | — | |||
Investments in affiliated investment companies | — | 193,734 | 6,864,819 | (126,933) | |||
Futures contracts | (12,088,255) | (352,969) | — | — | |||
Written options contracts | — | 3,653 | — | — | |||
Swap contracts | 7,344,387 | — | — | — | |||
Foreign currency contracts | 7,968,657 | 1,287,620 | — | — | |||
Other foreign currency transactions | (532,469) | (1,820) | — | — | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 351,618,743 | 4,704,620 | 122,412,989 | 2,904,713 | |||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||
Investments * | (1,608,918,831) | (6,567,149) | — | — | |||
Investments in affiliated investment companies | — | (1,610,097) | (274,302,081) | (16,374,691) | |||
Purchased options contracts | — | 394,024 | — | — | |||
Futures contracts | (14,474,999) | (250,701) | — | — | |||
Swap contracts | (3,705,751) | — | — | — | |||
Foreign currency contracts | 1,433,822 | 84,606 | — | — | |||
Translation of other assets and liabilities in foreign currencies | (58,850) | (6,959) | — | — |
89 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Balanced Income Fund | Hartford AARP Balanced Retirement Fund | The Hartford Checks and Balances Fund | The Hartford Conservative Allocation Fund | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (1,625,724,609) | (7,956,276) | (274,302,081) | (16,374,691) | |||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (1,274,105,866) | (3,251,656) | (151,889,092) | (13,469,978) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (1,106,190,458) | $ (2,190,637) | $ (141,130,690) | $ (12,246,518) | |||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ 5,674 | $ — | $ — |
90 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Global Real Asset Fund (Consolidated) | The Hartford Growth Allocation Fund | Hartford Moderate Allocation Fund | Hartford Multi-Asset Income Fund | ||||
Investment Income: | |||||||
Dividends | $ 1,485,778 | $ — | $ — | $ 7,866,607 | |||
Dividends from affiliated investment companies | — | 6,874,163 | 4,585,929 | — | |||
Interest | 979,552 | 738 | 413 | 6,431,578 | |||
Securities lending | 5,091 | — | — | 8,907 | |||
Less: Foreign tax withheld | (74,430) | — | — | (197,480) | |||
Other income | — | 11 | — | 15 | |||
Total investment income, net | 2,395,991 | 6,874,912 | 4,586,342 | 14,109,627 | |||
Expenses: | |||||||
Investment management fees | 562,741 | 303,096 | 198,254 | 2,330,687 | |||
Transfer agent fees | |||||||
Class A | 13,858 | 346,966 | 191,652 | 395,838 | |||
Class C | 803 | 24,432 | 12,032 | 32,727 | |||
Class I | 8,193 | 5,724 | 4,884 | 42,374 | |||
Class R3 | 130 | 7,163 | 16,546 | 1,094 | |||
Class R4 | 11 | 2,524 | 2,635 | 757 | |||
Class R5 | 181 | 2,554 | 3,779 | 96 | |||
Class R6 | — | — | — | 7 | |||
Class Y | 26,335 | — | — | 3,845 | |||
Class F | 57 | 14 | 11 | 870 | |||
Distribution fees | |||||||
Class A | 26,488 | 699,203 | 430,830 | 734,754 | |||
Class C | 3,996 | 132,864 | 72,833 | 263,966 | |||
Class R3 | 299 | 16,338 | 38,392 | 2,487 | |||
Class R4 | 21 | 3,712 | 4,029 | 1,113 | |||
Custodian fees | 19,899 | 581 | 530 | 18,906 | |||
Registration and filing fees | 59,250 | 53,135 | 51,588 | 67,635 | |||
Accounting services fees | 11,949 | 55,544 | 38,396 | 70,772 | |||
Board of Directors' fees | 1,213 | 7,343 | 4,767 | 9,913 | |||
Audit and tax fees | 22,415 | 10,349 | 10,348 | 24,016 | |||
Other expenses | 10,437 | 36,493 | 23,786 | 63,600 | |||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 768,276 | 1,708,035 | 1,105,292 | 4,065,457 | |||
Expense waivers | (83,898) | — | — | — | |||
Management fee waivers | (68,327) | — | — | — | |||
Distribution fee reimbursements | (200) | (13,412) | (7,381) | (17,417) | |||
Commission recapture | (160) | — | — | — | |||
Total waivers, reimbursements and fees paid indirectly | (152,585) | (13,412) | (7,381) | (17,417) | |||
Total expenses | 615,691 | 1,694,623 | 1,097,911 | 4,048,040 | |||
Net Investment Income (Loss) | 1,780,300 | 5,180,289 | 3,488,431 | 10,061,587 | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||
Capital gain distributions received from underlying funds | — | 29,087,945 | 13,982,744 | — | |||
Investments | 4,706,486 | — | — | 584,866 | |||
Less: Foreign taxes paid on realized capital gains | (4,305) | — | — | — | |||
Investments in affiliated investment companies | — | 3,536,223 | 4,013,606 | — | |||
Purchased options contracts | — | — | — | (1,575,353) | |||
Futures contracts | 3,901,001 | — | — | 58,407 | |||
Swap contracts | (40,109) | — | — | — | |||
Foreign currency contracts | (61,427) | — | — | 4,060,069 | |||
Other foreign currency transactions | 113,191 | — | — | (186,237) | |||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 8,614,837 | 32,624,168 | 17,996,350 | 2,941,752 | |||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||
Investments * | (7,334,713) | — | — | (77,057,523) | |||
Investments in affiliated investment companies | — | (105,179,355) | (62,268,127) | — | |||
Purchased options contracts | — | — | — | 691,059 | |||
Futures contracts | 758,658 | — | — | (4,199,513) | |||
Bond forward contracts | 34,230 | — | — | — | |||
Foreign currency contracts | (27,657) | — | — | 455,624 | |||
Translation of other assets and liabilities in foreign currencies | (12,561) | — | — | (47,220) |
91 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Global Real Asset Fund (Consolidated) | The Hartford Growth Allocation Fund | Hartford Moderate Allocation Fund | Hartford Multi-Asset Income Fund | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (6,582,043) | (105,179,355) | (62,268,127) | (80,157,573) | |||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 2,032,794 | (72,555,187) | (44,271,777) | (77,215,821) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 3,813,094 | $ (67,374,898) | $ (40,783,346) | $ (67,154,234) | |||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ (2,479) | $ — | $ — | $ 20,218 |
92 |
The Hartford Balanced Income Fund | Hartford AARP Balanced Retirement Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 167,915,408 | $ 311,671,738 | $ 1,061,019 | $ 1,782,156 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 351,618,743 | 726,232,173 | 4,704,620 | 3,377,926 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,625,724,609) | 1,382,771,253 | (7,956,276) | 8,977,046 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,106,190,458) | 2,420,675,164 | (2,190,637) | 14,137,128 | |||
Distributions to Shareholders: | |||||||
Class A | (270,566,884) | (105,888,100) | (1,025,157) | (1,547,600) | |||
Class C | (151,705,927) | (53,926,969) | (87,848) | (201,631) | |||
Class I | (285,197,730) | (122,778,784) | (171,884) | (284,413) | |||
Class R3 | (8,377,238) | (3,318,673) | (9,979) | (14,497) | |||
Class R4 | (5,171,996) | (2,251,844) | (3,837) | (5,200) | |||
Class R5 | (2,531,729) | (1,205,149) | (8,234) | (15,361) | |||
Class R6 | (16,658,751) | (7,317,166) | (220) | (309) | |||
Class Y | (7,541,729) | (3,512,087) | (29,264) | (51,628) | |||
Class F | (160,624,017) | (69,037,210) | (1,593) | (4,686) | |||
Total distributions | (908,376,001) | (369,235,982) | (1,338,016) | (2,125,325) | |||
Capital Share Transactions: | |||||||
Sold | 1,501,651,741 | 3,021,103,036 | 2,712,374 | 14,970,603 | |||
Issued on reinvestment of distributions | 853,399,880 | 345,074,897 | 1,266,601 | 2,009,130 | |||
Redeemed | (1,554,422,479) | (3,036,090,714) | (9,890,590) | (39,595,737) | |||
Net increase (decrease) from capital share transactions | 800,629,142 | 330,087,219 | (5,911,615) | (22,616,004) | |||
Net Increase (Decrease) in Net Assets | (1,213,937,317) | 2,381,526,401 | (9,440,268) | (10,604,201) | |||
Net Assets: | |||||||
Beginning of period | 15,895,906,636 | 13,514,380,235 | 100,191,676 | 110,795,877 | |||
End of period | $ 14,681,969,319 | $ 15,895,906,636 | $ 90,751,408 | $ 100,191,676 |
93 |
The Hartford Checks and Balances Fund | The Hartford Conservative Allocation Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 10,758,402 | $ 16,725,656 | $ 1,223,460 | $ 1,150,855 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 122,412,989 | 64,094,886 | 2,904,713 | 5,488,524 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (274,302,081) | 284,235,027 | (16,374,691) | 8,803,031 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (141,130,690) | 365,055,569 | (12,246,518) | 15,442,410 | |||
Distributions to Shareholders: | |||||||
Class A | (86,042,586) | (58,420,540) | (5,636,114) | (1,732,353) | |||
Class C | (5,865,565) | (4,603,811) | (319,532) | (84,523) | |||
Class I | (6,020,495) | (3,248,166) | (100,163) | (33,672) | |||
Class R3 | (652,006) | (506,110) | (98,163) | (31,199) | |||
Class R4 | (203,704) | (132,561) | (32,145) | (17,999) | |||
Class R5 | (39,824) | (19,781) | (73,668) | (27,577) | |||
Class F | (134,588) | (109,578) | (8,240) | (2,956) | |||
Total distributions | (98,958,768) | (67,040,547) | (6,268,025) | (1,930,279) | |||
Capital Share Transactions: | |||||||
Sold | 58,504,894 | 157,352,613 | 8,443,450 | 20,374,703 | |||
Issued on reinvestment of distributions | 98,383,361 | 66,624,935 | 6,188,027 | 1,903,333 | |||
Redeemed | (117,534,721) | (265,774,758) | (14,062,941) | (26,134,417) | |||
Net increase (decrease) from capital share transactions | 39,353,534 | (41,797,210) | 568,536 | (3,856,381) | |||
Net Increase (Decrease) in Net Assets | (200,735,924) | 256,217,812 | (17,946,007) | 9,655,750 | |||
Net Assets: | |||||||
Beginning of period | 1,723,406,576 | 1,467,188,764 | 138,412,440 | 128,756,690 | |||
End of period | $ 1,522,670,652 | $ 1,723,406,576 | $ 120,466,433 | $ 138,412,440 |
94 |
The Hartford Global Real Asset Fund (Consolidated) | The Hartford Growth Allocation Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,780,300 | $ 3,405,180 | $ 5,180,289 | $ 4,568,550 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 8,614,837 | 39,605,020 | 32,624,168 | 37,583,245 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (6,582,043) | 6,450,725 | (105,179,355) | 109,833,015 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,813,094 | 49,460,925 | (67,374,898) | 151,984,810 | |||
Distributions to Shareholders: | |||||||
Class A | (3,234,108) | (329,819) | (42,918,274) | (21,810,671) | |||
Class C | (106,615) | (36,155) | (1,846,647) | (1,290,134) | |||
Class I | (4,051,405) | (412,806) | (902,133) | (431,330) | |||
Class R3 | (19,581) | (2,264) | (498,087) | (237,006) | |||
Class R4 | (2,102) | (701) | (225,267) | (108,753) | |||
Class R5 | (54,965) | (4,816) | (365,301) | (226,949) | |||
Class Y | (11,345,598) | (1,507,488) | — | — | |||
Class F | (573,023) | (2,428,791) | (64,193) | (18,332) | |||
Total distributions | (19,387,397) | (4,722,840) | (46,819,902) | (24,123,175) | |||
Capital Share Transactions: | |||||||
Sold | 79,275,778 | 28,845,028 | 15,267,081 | 40,126,741 | |||
Issued on reinvestment of distributions | 19,168,102 | 4,696,558 | 46,203,570 | 23,792,802 | |||
Redeemed | (21,796,855) | (124,602,280) | (41,037,006) | (94,887,976) | |||
Net increase (decrease) from capital share transactions | 76,647,025 | (91,060,694) | 20,433,645 | (30,968,433) | |||
Net Increase (Decrease) in Net Assets | 61,072,722 | (46,322,609) | (93,761,155) | 96,893,202 | |||
Net Assets: | |||||||
Beginning of period | 99,915,306 | 146,237,915 | 648,722,234 | 551,829,032 | |||
End of period | $ 160,988,028 | $ 99,915,306 | $ 554,961,079 | $ 648,722,234 |
95 |
Hartford Moderate Allocation Fund | Hartford Multi-Asset Income Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 3,488,431 | $ 3,350,444 | $ 10,061,587 | $ 24,255,644 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 17,996,350 | 20,461,713 | 2,941,752 | 46,502,698 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (62,268,127) | 51,542,379 | (80,157,573) | 46,791,261 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (40,783,346) | 75,354,536 | (67,154,234) | 117,549,603 | |||
Distributions to Shareholders: | |||||||
Class A | (22,591,682) | (12,523,759) | (33,806,619) | (16,657,687) | |||
Class C | (799,359) | (816,678) | (2,878,287) | (1,243,342) | |||
Class I | (712,337) | (385,848) | (5,507,066) | (3,157,825) | |||
Class R3 | (964,742) | (449,855) | (54,660) | (25,363) | |||
Class R4 | (206,550) | (120,555) | (51,678) | (20,362) | |||
Class R5 | (496,255) | (225,988) | (10,094) | (4,297) | |||
Class R6 | — | — | (19,393) | (10,192) | |||
Class Y | — | — | (390,370) | (217,232) | |||
Class F | (38,761) | (18,539) | (4,713,619) | (2,640,085) | |||
Total distributions | (25,809,686) | (14,541,222) | (47,431,786) | (23,976,385) | |||
Capital Share Transactions: | |||||||
Sold | 15,242,997 | 39,603,812 | 26,875,215 | 98,059,502 | |||
Issued on reinvestment of distributions | 25,550,197 | 14,383,731 | 46,727,421 | 23,608,908 | |||
Redeemed | (33,231,344) | (67,458,268) | (87,553,236) | (202,085,952) | |||
Net increase (decrease) from capital share transactions | 7,561,850 | (13,470,725) | (13,950,600) | (80,417,542) | |||
Net Increase (Decrease) in Net Assets | (59,031,182) | 47,342,589 | (128,536,620) | 13,155,676 | |||
Net Assets: | |||||||
Beginning of period | 420,162,214 | 372,819,625 | 875,481,886 | 862,326,210 | |||
End of period | $ 361,131,032 | $ 420,162,214 | $ 746,945,266 | $ 875,481,886 |
96 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Balanced Income Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 16.72 | $ 0.17 | $ (1.28) | $ (1.11) | $ (0.18) | $ (0.76) | $ (0.94) | $ 14.67 | (6.99)% (5) | $ 4,436,503 | 0.85% (6) | 0.85% (6) | 2.17% (6) | 25% | ||||||||||||||
C | 16.45 | 0.11 | (1.26) | (1.15) | (0.12) | (0.76) | (0.88) | 14.42 | (7.34) (5) | 2,431,540 | 1.61 (6) | 1.61 (6) | 1.41 (6) | 25 | ||||||||||||||
I | 16.72 | 0.19 | (1.28) | (1.09) | (0.20) | (0.76) | (0.96) | 14.67 | (6.88) (5) | 4,573,383 | 0.61 (6) | 0.61 (6) | 2.41 (6) | 25 | ||||||||||||||
R3 | 16.79 | 0.14 | (1.28) | (1.14) | (0.16) | (0.76) | (0.92) | 14.73 | (7.19) (5) | 137,746 | 1.24 (6) | 1.23 (6) | 1.79 (6) | 25 | ||||||||||||||
R4 | 16.80 | 0.16 | (1.28) | (1.12) | (0.18) | (0.76) | (0.94) | 14.74 | (7.06) (5) | 82,453 | 0.94 (6) | 0.94 (6) | 2.08 (6) | 25 | ||||||||||||||
R5 | 16.82 | 0.19 | (1.29) | (1.10) | (0.20) | (0.76) | (0.96) | 14.76 | (6.92) (5) | 40,994 | 0.64 (6) | 0.64 (6) | 2.38 (6) | 25 | ||||||||||||||
R6 | 16.92 | 0.20 | (1.29) | (1.09) | (0.21) | (0.76) | (0.97) | 14.86 | (6.82) (5) | 268,640 | 0.53 (6) | 0.53 (6) | 2.49 (6) | 25 | ||||||||||||||
Y | 16.92 | 0.19 | (1.29) | (1.10) | (0.20) | (0.76) | (0.96) | 14.86 | (6.87) (5) | 117,866 | 0.64 (6) | 0.64 (6) | 2.38 (6) | 25 | ||||||||||||||
F | 16.73 | 0.20 | (1.28) | (1.08) | (0.21) | (0.76) | (0.97) | 14.68 | (6.84) (5) | 2,592,845 | 0.53 (6) | 0.53 (6) | 2.49 (6) | 25 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 14.53 | $ 0.33 | $ 2.26 | $ 2.59 | $ (0.33) | $ (0.07) | $ (0.40) | $ 16.72 | 17.97% | $ 4,748,602 | 0.86% | 0.86% | 2.08% | 44% | ||||||||||||||
C | 14.29 | 0.21 | 2.22 | 2.43 | (0.20) | (0.07) | (0.27) | 16.45 | 17.16 | 2,859,547 | 1.61 | 1.61 | 1.34 | 44 | ||||||||||||||
I | 14.53 | 0.37 | 2.25 | 2.62 | (0.36) | (0.07) | (0.43) | 16.72 | 18.26 | 4,859,868 | 0.61 | 0.61 | 2.33 | 44 | ||||||||||||||
R3 | 14.59 | 0.28 | 2.25 | 2.53 | (0.26) | (0.07) | (0.33) | 16.79 | 17.51 | 153,099 | 1.24 | 1.24 | 1.71 | 44 | ||||||||||||||
R4 | 14.59 | 0.32 | 2.27 | 2.59 | (0.31) | (0.07) | (0.38) | 16.80 | 17.93 | 93,401 | 0.94 | 0.94 | 2.01 | 44 | ||||||||||||||
R5 | 14.61 | 0.37 | 2.27 | 2.64 | (0.36) | (0.07) | (0.43) | 16.82 | 18.25 | 43,487 | 0.64 | 0.64 | 2.31 | 44 | ||||||||||||||
R6 | 14.70 | 0.39 | 2.28 | 2.67 | (0.38) | (0.07) | (0.45) | 16.92 | 18.33 | 285,749 | 0.54 | 0.54 | 2.40 | 44 | ||||||||||||||
Y | 14.70 | 0.38 | 2.27 | 2.65 | (0.36) | (0.07) | (0.43) | 16.92 | 18.21 | 132,364 | 0.64 | 0.64 | 2.31 | 44 | ||||||||||||||
F | 14.54 | 0.39 | 2.25 | 2.64 | (0.38) | (0.07) | (0.45) | 16.73 | 18.33 | 2,719,790 | 0.53 | 0.53 | 2.40 | 44 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 14.76 | $ 0.35 | $ (0.10) | $ 0.25 | $ (0.35) | $ (0.13) | $ (0.48) | $ 14.53 | 1.75% | $ 3,747,275 | 0.89% | 0.89% | 2.44% | 63% | ||||||||||||||
C | 14.53 | 0.24 | (0.11) | 0.13 | (0.24) | (0.13) | (0.37) | 14.29 | 0.92 | 2,994,151 | 1.64 | 1.64 | 1.70 | 63 | ||||||||||||||
I | 14.77 | 0.39 | (0.12) | 0.27 | (0.38) | (0.13) | (0.51) | 14.53 | 1.94 | 3,960,448 | 0.63 | 0.63 | 2.69 | 63 | ||||||||||||||
R3 | 14.82 | 0.31 | (0.12) | 0.19 | (0.29) | (0.13) | (0.42) | 14.59 | 1.36 | 154,953 | 1.24 | 1.24 | 2.10 | 63 | ||||||||||||||
R4 | 14.83 | 0.35 | (0.12) | 0.23 | (0.34) | (0.13) | (0.47) | 14.59 | 1.60 | 88,942 | 0.95 | 0.95 | 2.38 | 63 | ||||||||||||||
R5 | 14.85 | 0.39 | (0.12) | 0.27 | (0.38) | (0.13) | (0.51) | 14.61 | 1.90 | 42,220 | 0.66 | 0.66 | 2.67 | 63 | ||||||||||||||
R6 | 14.93 | 0.40 | (0.11) | 0.29 | (0.39) | (0.13) | (0.52) | 14.70 | 2.06 | 240,876 | 0.56 | 0.56 | 2.74 | 63 | ||||||||||||||
Y | 14.93 | 0.39 | (0.11) | 0.28 | (0.38) | (0.13) | (0.51) | 14.70 | 1.96 | 154,356 | 0.67 | 0.66 | 2.67 | 63 | ||||||||||||||
F | 14.77 | 0.40 | (0.10) | 0.30 | (0.40) | (0.13) | (0.53) | 14.54 | 2.08 | 2,131,158 | 0.56 | 0.56 | 2.76 | 63 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 13.86 | $ 0.38 | $ 1.43 | $ 1.81 | $ (0.38) | $ (0.53) | $ (0.91) | $ 14.76 | 13.88% | $ 3,517,691 | 0.90% | 0.90% | 2.73% | 54% | ||||||||||||||
C | 13.65 | 0.28 | 1.41 | 1.69 | (0.28) | (0.53) | (0.81) | 14.53 | 13.08 | 3,365,430 | 1.65 | 1.65 | 1.99 | 54 | ||||||||||||||
I | 13.86 | 0.42 | 1.44 | 1.86 | (0.42) | (0.53) | (0.95) | 14.77 | 14.24 | 3,670,729 | 0.65 | 0.65 | 2.98 | 54 | ||||||||||||||
R3 | 13.90 | 0.34 | 1.44 | 1.78 | (0.33) | (0.53) | (0.86) | 14.82 | 13.54 | 190,851 | 1.26 | 1.26 | 2.38 | 54 | ||||||||||||||
R4 | 13.91 | 0.38 | 1.44 | 1.82 | (0.37) | (0.53) | (0.90) | 14.83 | 13.88 | 103,304 | 0.97 | 0.97 | 2.68 | 54 | ||||||||||||||
R5 | 13.93 | 0.42 | 1.45 | 1.87 | (0.42) | (0.53) | (0.95) | 14.85 | 14.14 | 43,770 | 0.67 | 0.67 | 2.99 | 54 | ||||||||||||||
R6 | 14.01 | 0.43 | 1.45 | 1.88 | (0.43) | (0.53) | (0.96) | 14.93 | 14.24 | 192,279 | 0.58 | 0.58 | 3.01 | 54 | ||||||||||||||
Y | 14.01 | 0.43 | 1.44 | 1.87 | (0.42) | (0.53) | (0.95) | 14.93 | 14.16 | 150,620 | 0.66 | 0.65 | 3.00 | 54 | ||||||||||||||
F | 13.87 | 0.43 | 1.43 | 1.86 | (0.43) | (0.53) | (0.96) | 14.77 | 14.24 | 1,815,178 | 0.57 | 0.57 | 3.06 | 54 |
97 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Balanced Income Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 14.80 | $ 0.38 | $ (0.53) | $ (0.15) | $ (0.36) | $ (0.43) | $ (0.79) | $ 13.86 | (1.14)% | $ 3,127,224 | 0.91% | 0.91% | 2.64% | 48% | ||||||||||||||
C | 14.59 | 0.27 | (0.52) | (0.25) | (0.26) | (0.43) | (0.69) | 13.65 | (1.90) | 3,350,560 | 1.66 | 1.66 | 1.89 | 48 | ||||||||||||||
I | 14.80 | 0.42 | (0.53) | (0.11) | (0.40) | (0.43) | (0.83) | 13.86 | (0.89) | 3,092,500 | 0.65 | 0.65 | 2.89 | 48 | ||||||||||||||
R3 | 14.84 | 0.33 | (0.53) | (0.20) | (0.31) | (0.43) | (0.74) | 13.90 | (1.49) | 196,578 | 1.28 | 1.27 | 2.28 | 48 | ||||||||||||||
R4 | 14.85 | 0.37 | (0.53) | (0.16) | (0.35) | (0.43) | (0.78) | 13.91 | (1.19) | 121,239 | 0.98 | 0.97 | 2.57 | 48 | ||||||||||||||
R5 | 14.87 | 0.41 | (0.53) | (0.12) | (0.39) | (0.43) | (0.82) | 13.93 | (0.91) | 52,640 | 0.68 | 0.68 | 2.86 | 48 | ||||||||||||||
R6 | 14.94 | 0.43 | (0.52) | (0.09) | (0.41) | (0.43) | (0.84) | 14.01 | (0.74) | 87,445 | 0.58 | 0.58 | 2.95 | 48 | ||||||||||||||
Y | 14.94 | 0.42 | (0.52) | (0.10) | (0.40) | (0.43) | (0.83) | 14.01 | (0.79) | 146,051 | 0.63 | 0.63 | 2.92 | 48 | ||||||||||||||
F | 14.80 | 0.43 | (0.52) | (0.09) | (0.41) | (0.43) | (0.84) | 13.87 | (0.75) | 1,445,583 | 0.58 | 0.58 | 2.96 | 48 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 13.80 | $ 0.37 | $ 1.14 | $ 1.51 | $ (0.36) | $ (0.15) | $ (0.51) | $ 14.80 | 11.16% | $ 3,297,181 | 0.92% | 0.92% | 2.63% | 39% | ||||||||||||||
C | 13.61 | 0.26 | 1.12 | 1.38 | (0.25) | (0.15) | (0.40) | 14.59 | 10.37 | 3,657,126 | 1.66 | 1.66 | 1.89 | 39 | ||||||||||||||
I | 13.80 | 0.41 | 1.13 | 1.54 | (0.39) | (0.15) | (0.54) | 14.80 | 11.41 | 3,351,891 | 0.69 | 0.69 | 2.86 | 39 | ||||||||||||||
R3 | 13.84 | 0.33 | 1.13 | 1.46 | (0.31) | (0.15) | (0.46) | 14.84 | 10.79 | 222,526 | 1.30 | 1.24 | 2.30 | 39 | ||||||||||||||
R4 | 13.85 | 0.37 | 1.13 | 1.50 | (0.35) | (0.15) | (0.50) | 14.85 | 11.10 | 109,315 | 1.00 | 0.94 | 2.61 | 39 | ||||||||||||||
R5 | 13.86 | 0.41 | 1.14 | 1.55 | (0.39) | (0.15) | (0.54) | 14.87 | 11.44 | 45,300 | 0.70 | 0.69 | 2.85 | 39 | ||||||||||||||
R6 | 13.93 | 0.42 | 1.14 | 1.56 | (0.40) | (0.15) | (0.55) | 14.94 | 11.48 | 31,234 | 0.60 | 0.60 | 2.89 | 39 | ||||||||||||||
Y | 13.93 | 0.42 | 1.14 | 1.56 | (0.40) | (0.15) | (0.55) | 14.94 | 11.46 | 124,655 | 0.62 | 0.62 | 2.91 | 39 | ||||||||||||||
F (7) | 14.20 | 0.24 | 0.66 | 0.90 | (0.30) | — | (0.30) | 14.80 | 6.41 (5) | 1,126,948 | 0.60 (6) | 0.60 (6) | 2.47 (6) | 39 | ||||||||||||||
Hartford AARP Balanced Retirement Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 10.03 | $ 0.07 | $ (0.30) | $ (0.23) | $ (0.14) | $ — | $ (0.14) | $ 9.66 | (2.35)% (5) | $ 69,556 | 0.93% (6) | 0.85% (6) | 1.35% (6) | 32% | ||||||||||||||
C | 10.05 | 0.03 | (0.30) | (0.27) | (0.10) | — | (0.10) | 9.68 | (2.71) (5) | 7,992 | 1.70 (6) | 1.60 (6) | 0.60 (6) | 32 | ||||||||||||||
I | 10.02 | 0.08 | (0.30) | (0.22) | (0.15) | — | (0.15) | 9.65 | (2.20) (5) | 10,445 | 0.65 (6) | 0.55 (6) | 1.66 (6) | 32 | ||||||||||||||
R3 | 10.04 | 0.06 | (0.30) | (0.24) | (0.13) | — | (0.13) | 9.67 | (2.45) (5) | 693 | 1.26 (6) | 1.07 (6) | 1.13 (6) | 32 | ||||||||||||||
R4 | 9.99 | 0.07 | (0.30) | (0.23) | (0.14) | — | (0.14) | 9.62 | (2.31) (5) | 262 | 0.96 (6) | 0.77 (6) | 1.43 (6) | 32 | ||||||||||||||
R5 | 9.99 | 0.10 | (0.31) | (0.21) | (0.16) | — | (0.16) | 9.62 | (2.15) (5) | 10 | 0.66 (6) | 0.44 (6) | 2.07 (6) | 32 | ||||||||||||||
R6 | 10.01 | 0.09 | (0.29) | (0.20) | (0.17) | — | (0.17) | 9.64 | (2.09) (5) | 13 | 0.53 (6) | 0.33 (6) | 1.87 (6) | 32 | ||||||||||||||
Y | 9.97 | 0.09 | (0.30) | (0.21) | (0.16) | — | (0.16) | 9.60 | (2.15) (5) | 1,695 | 0.63 (6) | 0.44 (6) | 1.77 (6) | 32 | ||||||||||||||
F | 9.95 | 0.09 | (0.29) | (0.20) | (0.17) | — | (0.17) | 9.58 | (2.11) (5) | 86 | 0.54 (6) | 0.34 (6) | 1.82 (6) | 32 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 9.01 | $ 0.12 | $ 1.10 | $ 1.22 | $ (0.20) | $ — | $ (0.20) | $ 10.03 | 13.60% | $ 76,009 | 0.86% | 0.83% | 1.24% | 23% | ||||||||||||||
C | 9.03 | 0.04 | 1.11 | 1.15 | (0.13) | — | (0.13) | 10.05 | 12.74 | 9,060 | 1.62 | 1.58 | 0.45 | 23 | ||||||||||||||
I | 8.99 | 0.15 | 1.11 | 1.26 | (0.23) | — | (0.23) | 10.02 | 14.08 | 11,235 | 0.58 | 0.53 | 1.53 | 23 | ||||||||||||||
R3 | 9.01 | 0.10 | 1.11 | 1.21 | (0.18) | — | (0.18) | 10.04 | 13.46 | 789 | 1.19 | 1.07 | 0.99 | 23 | ||||||||||||||
R4 | 8.97 | 0.12 | 1.11 | 1.23 | (0.21) | — | (0.21) | 9.99 | 13.75 | 249 | 0.89 | 0.77 | 1.26 | 23 | ||||||||||||||
R5 | 8.97 | 0.16 | 1.10 | 1.26 | (0.24) | — | (0.24) | 9.99 | 14.13 | 731 | 0.59 | 0.45 | 1.61 | 23 | ||||||||||||||
R6 | 8.99 | 0.17 | 1.10 | 1.27 | (0.25) | — | (0.25) | 10.01 | 14.21 | 13 | 0.47 | 0.34 | 1.74 | 23 | ||||||||||||||
Y | 8.95 | 0.16 | 1.10 | 1.26 | (0.24) | — | (0.24) | 9.97 | 14.16 | 1,951 | 0.57 | 0.45 | 1.61 | 23 | ||||||||||||||
F | 8.93 | 0.17 | 1.10 | 1.27 | (0.25) | — | (0.25) | 9.95 | 14.31 | 156 | 0.48 | 0.35 | 1.73 | 23 |
98 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
Hartford AARP Balanced Retirement Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 9.20 | $ 0.15 | $ (0.15) | $ 0.00(8) | $ (0.19) | $ — | $ (0.19) | $ 9.01 | (0.05)% | $ 70,601 | 1.01% | 0.77% | 1.70% | 104% (9) | ||||||||||||||
C | 9.21 | 0.09 | (0.16) | (0.07) | (0.11) | — | (0.11) | 9.03 | (0.80) | 23,512 | 1.75 | 1.51 | 0.99 | 104 (9) | ||||||||||||||
I | 9.20 | 0.19 | (0.18) | 0.01 | (0.22) | — | (0.22) | 8.99 | 0.09 | 12,661 | 0.69 | 0.46 | 2.07 | 104 (9) | ||||||||||||||
R3 | 9.21 | 0.13 | (0.18) | (0.05) | (0.15) | — | (0.15) | 9.01 | (0.54) | 785 | 1.33 | 1.08 | 1.39 | 104 (9) | ||||||||||||||
R4 | 9.16 | 0.15 | (0.16) | (0.01) | (0.18) | — | (0.18) | 8.97 | (0.09) | 386 | 1.03 | 0.78 | 1.66 | 104 (9) | ||||||||||||||
R5 | 9.17 | 0.18 | (0.17) | 0.01 | (0.21) | — | (0.21) | 8.97 | 0.10 | 605 | 0.73 | 0.47 | 2.01 | 104 (9) | ||||||||||||||
R6 | 9.19 | 0.19 | (0.16) | 0.03 | (0.23) | — | (0.23) | 8.99 | 0.27 | 11 | 0.61 | 0.37 | 2.10 | 104 (9) | ||||||||||||||
Y | 9.14 | 0.18 | (0.16) | 0.02 | (0.21) | — | (0.21) | 8.95 | 0.18 | 2,030 | 0.71 | 0.47 | 2.04 | 104 (9) | ||||||||||||||
F | 9.13 | 0.20 | (0.17) | 0.03 | (0.23) | — | (0.23) | 8.93 | 0.30 | 206 | 0.61 | 0.37 | 2.23 | 104 (9) | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 9.08 | $ 0.27 | $ 0.40 | $ 0.67 | $ (0.55) | $ — | $ (0.55) | $ 9.20 | 7.95% | $ 83,998 | 1.06% | 0.71% | 3.00% | 207% | ||||||||||||||
C | 9.08 | 0.23 | 0.38 | 0.61 | (0.48) | — | (0.48) | 9.21 | 7.14 | 39,757 | 1.85 | 1.45 | 2.57 | 207 | ||||||||||||||
I | 9.07 | 0.36 | 0.34 | 0.70 | (0.57) | — | (0.57) | 9.20 | 8.16 | 26,433 | 0.86 | 0.61 | 3.99 | 207 | ||||||||||||||
R3 | 9.08 | 0.36 | 0.35 | 0.71 | (0.58) | — | (0.58) | 9.21 | 8.24 | 1,279 | 1.31 | 0.55 | 4.02 | 207 | ||||||||||||||
R4 | 9.08 | 0.38 | 0.33 | 0.71 | (0.63) | — | (0.63) | 9.16 | 8.35 | 349 | 1.05 | 0.54 | 4.16 | 207 | ||||||||||||||
R5 | 9.07 | 0.36 | 0.34 | 0.70 | (0.60) | — | (0.60) | 9.17 | 8.28 | 806 | 0.79 | 0.54 | 3.93 | 207 | ||||||||||||||
R6 (10) | 8.93 | 0.21 | 0.27 | 0.48 | (0.22) | — | (0.22) | 9.19 | 5.42 | 11 | 0.75 | 0.48 | 3.43 | 207 | ||||||||||||||
Y | 9.07 | 0.38 | 0.31 | 0.69 | (0.62) | — | (0.62) | 9.14 | 8.21 | 3,746 | 0.79 | 0.53 | 4.17 | 207 | ||||||||||||||
F | 9.07 | 0.26 | 0.44 | 0.70 | (0.64) | — | (0.64) | 9.13 | 8.27 | 1,889 | 0.73 | 0.44 | 3.02 | 207 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 9.46 | $ 0.41 | $ (0.28) | $ 0.13 | $ (0.51) | $ — | $ (0.51) | $ 9.08 | 1.26% | $ 13,324 | 1.20% | 0.78% | 4.35% | 61% | ||||||||||||||
C | 9.47 | 0.35 | (0.29) | 0.06 | (0.45) | — | (0.45) | 9.08 | 0.55 | 11,686 | 1.98 | 1.47 | 3.71 | 61 | ||||||||||||||
I | 9.46 | 0.42 | (0.28) | 0.14 | (0.53) | — | (0.53) | 9.07 | 1.40 | 20,780 | 0.98 | 0.68 | 4.51 | 61 | ||||||||||||||
R3 | 9.47 | 0.40 | (0.28) | 0.12 | (0.51) | — | (0.51) | 9.08 | 1.21 | 2,225 | 1.61 | 0.84 | 4.28 | 61 | ||||||||||||||
R4 | 9.46 | 0.41 | (0.28) | 0.13 | (0.51) | — | (0.51) | 9.08 | 1.27 | 2,241 | 1.31 | 0.78 | 4.34 | 61 | ||||||||||||||
R5 | 9.46 | 0.41 | (0.28) | 0.13 | (0.52) | — | (0.52) | 9.07 | 1.27 | 2,256 | 1.01 | 0.72 | 4.40 | 61 | ||||||||||||||
Y | 9.46 | 0.42 | (0.28) | 0.14 | (0.53) | — | (0.53) | 9.07 | 1.37 | 26,398 | 0.89 | 0.61 | 4.51 | 61 | ||||||||||||||
F | 9.46 | 0.42 | (0.27) | 0.15 | (0.54) | — | (0.54) | 9.07 | 1.39 | 391 | 0.89 | 0.61 | 4.50 | 61 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 9.04 | $ 0.39 | $ 0.41 | $ 0.80 | $ (0.38) | $ — | $ (0.38) | $ 9.46 | 9.06% | $ 11,877 | 1.26% | 0.95% | 4.26% | 85% | ||||||||||||||
C | 9.04 | 0.34 | 0.41 | 0.75 | (0.32) | — | (0.32) | 9.47 | 8.42 | 6,972 | 2.05 | 1.58 | 3.65 | 85 | ||||||||||||||
I | 9.04 | 0.41 | 0.41 | 0.82 | (0.40) | — | (0.40) | 9.46 | 9.22 | 13,310 | 1.07 | 0.83 | 4.40 | 85 | ||||||||||||||
R3 | 9.04 | 0.38 | 0.41 | 0.79 | (0.36) | — | (0.36) | 9.47 | 8.95 | 2,197 | 1.68 | 1.12 | 4.11 | 85 | ||||||||||||||
R4 | 9.04 | 0.39 | 0.41 | 0.80 | (0.38) | — | (0.38) | 9.46 | 9.00 | 2,211 | 1.38 | 1.00 | 4.22 | 85 | ||||||||||||||
R5 | 9.04 | 0.40 | 0.41 | 0.81 | (0.39) | — | (0.39) | 9.46 | 9.18 | 2,225 | 1.08 | 0.87 | 4.36 | 85 | ||||||||||||||
Y | 9.04 | 0.40 | 0.42 | 0.82 | (0.40) | — | (0.40) | 9.46 | 9.29 | 25,587 | 0.98 | 0.79 | 4.40 | 85 | ||||||||||||||
F (7) | 9.21 | 0.28 | 0.24 | 0.52 | (0.27) | — | (0.27) | 9.46 | 5.72 (5) | 419 | 0.97 (6) | 0.66 (6) | 4.48 (6) | 85 | ||||||||||||||
The Hartford Checks and Balances Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 11.34 | $ 0.07 | $ (0.97) | $ (0.90) | $ (0.23) | $ (0.42) | $ (0.65) | $ 9.79 | (8.45)% (5) | $ 1,327,489 | 0.37% (6) | 0.37% (6) | 1.34% (6) | 5% | ||||||||||||||
C | 11.26 | 0.03 | (0.96) | (0.93) | (0.19) | (0.42) | (0.61) | 9.72 | (8.77) (5) | 89,901 | 1.15 (6) | 1.15 (6) | 0.55 (6) | 5 | ||||||||||||||
I | 11.36 | 0.08 | (0.97) | (0.89) | (0.24) | (0.42) | (0.66) | 9.81 | (8.33) (5) | 88,894 | 0.14 (6) | 0.14 (6) | 1.59 (6) | 5 | ||||||||||||||
R3 | 11.28 | 0.05 | (0.96) | (0.91) | (0.21) | (0.42) | (0.63) | 9.74 | (8.57) (5) | 10,605 | 0.76 (6) | 0.74 (6) | 0.98 (6) | 5 | ||||||||||||||
R4 | 11.29 | 0.07 | (0.96) | (0.89) | (0.23) | (0.42) | (0.65) | 9.75 | (8.43) (5) | 3,232 | 0.44 (6) | 0.44 (6) | 1.27 (6) | 5 | ||||||||||||||
R5 | 11.15 | 0.08 | (0.95) | (0.87) | (0.24) | (0.42) | (0.66) | 9.62 | (8.32) (5) | 592 | 0.16 (6) | 0.16 (6) | 1.56 (6) | 5 | ||||||||||||||
F | 11.35 | 0.09 | (0.96) | (0.87) | (0.25) | (0.42) | (0.67) | 9.81 | (8.20) (5) | 1,958 | 0.04 (6) | 0.04 (6) | 1.66 (6) | 5 |
99 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Checks and Balances Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 9.42 | $ 0.11 | $ 2.25 | $ 2.36 | $ (0.18) | $ (0.26) | $ (0.44) | $ 11.34 | 25.55% | $ 1,495,256 | 0.37% | 0.37% | 1.05% | 8% | ||||||||||||||
C | 9.36 | 0.03 | 2.23 | 2.26 | (0.10) | (0.26) | (0.36) | 11.26 | 24.52 | 109,278 | 1.15 | 1.15 | 0.30 | 8 | ||||||||||||||
I | 9.44 | 0.14 | 2.25 | 2.39 | (0.21) | (0.26) | (0.47) | 11.36 | 25.80 | 101,121 | 0.13 | 0.13 | 1.29 | 8 | ||||||||||||||
R3 | 9.38 | 0.07 | 2.23 | 2.30 | (0.14) | (0.26) | (0.40) | 11.28 | 24.94 | 11,046 | 0.75 | 0.75 | 0.68 | 8 | ||||||||||||||
R4 | 9.39 | 0.10 | 2.23 | 2.33 | (0.17) | (0.26) | (0.43) | 11.29 | 25.32 | 3,504 | 0.45 | 0.45 | 0.97 | 8 | ||||||||||||||
R5 | 9.28 | 0.13 | 2.21 | 2.34 | (0.21) | (0.26) | (0.47) | 11.15 | 25.69 | 669 | 0.15 | 0.15 | 1.25 | 8 | ||||||||||||||
F | 9.43 | 0.15 | 2.25 | 2.40 | (0.22) | (0.26) | (0.48) | 11.35 | 25.93 | 2,533 | 0.04 | 0.04 | 1.39 | 8 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 9.64 | $ 0.14 | $ 0.32 | $ 0.46 | $ (0.22) | $ (0.46) | $ (0.68) | $ 9.42 | 4.98% | $ 1,258,232 | 0.39% | 0.39% | 1.53% | 14% | ||||||||||||||
C | 9.57 | 0.07 | 0.33 | 0.40 | (0.15) | (0.46) | (0.61) | 9.36 | 4.27 | 127,228 | 1.17 | 1.17 | 0.77 | 14 | ||||||||||||||
I | 9.66 | 0.16 | 0.32 | 0.48 | (0.24) | (0.46) | (0.70) | 9.44 | 5.25 | 64,175 | 0.13 | 0.13 | 1.76 | 14 | ||||||||||||||
R3 | 9.60 | 0.11 | 0.32 | 0.43 | (0.19) | (0.46) | (0.65) | 9.38 | 4.62 | 12,010 | 0.75 | 0.75 | 1.22 | 14 | ||||||||||||||
R4 | 9.61 | 0.15 | 0.31 | 0.46 | (0.22) | (0.46) | (0.68) | 9.39 | 4.94 | 3,093 | 0.43 | 0.43 | 1.65 | 14 | ||||||||||||||
R5 | 9.50 | 0.16 | 0.32 | 0.48 | (0.24) | (0.46) | (0.70) | 9.28 | 5.31 | 369 | 0.16 | 0.16 | 1.71 | 14 | ||||||||||||||
F | 9.66 | 0.16 | 0.32 | 0.48 | (0.25) | (0.46) | (0.71) | 9.43 | 5.23 | 2,083 | 0.05 | 0.05 | 1.77 | 14 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 9.36 | $ 0.15 | $ 1.01 | $ 1.16 | $ (0.32) | $ (0.56) | $ (0.88) | $ 9.64 | 13.95% | $ 1,311,955 | 0.39% | 0.39% | 1.63% | 28% | ||||||||||||||
C | 9.29 | 0.08 | 1.00 | 1.08 | (0.24) | (0.56) | (0.80) | 9.57 | 13.06 | 166,663 | 1.16 | 1.16 | 0.85 | 28 | ||||||||||||||
I | 9.37 | 0.17 | 1.03 | 1.20 | (0.35) | (0.56) | (0.91) | 9.66 | 14.36 | 66,574 | 0.13 | 0.13 | 1.89 | 28 | ||||||||||||||
R3 | 9.32 | 0.12 | 1.01 | 1.13 | (0.29) | (0.56) | (0.85) | 9.60 | 13.57 | 15,733 | 0.75 | 0.74 | 1.27 | 28 | ||||||||||||||
R4 | 9.33 | 0.15 | 1.01 | 1.16 | (0.32) | (0.56) | (0.88) | 9.61 | 13.92 | 5,847 | 0.43 | 0.43 | 1.58 | 28 | ||||||||||||||
R5 | 9.37 | 0.12 | 1.04 | 1.16 | (0.47) | (0.56) | (1.03) | 9.50 | 13.91 | 336 | 0.16 | 0.16 | 1.29 | 28 | ||||||||||||||
F | 9.37 | 0.20 | 1.01 | 1.21 | (0.36) | (0.56) | (0.92) | 9.66 | 14.47 | 6,470 | 0.04 | 0.04 | 2.07 | 28 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 10.45 | $ 0.18 | $ 0.05 | $ 0.23 | $ (0.37) | $ (0.95) | $ (1.32) | $ 9.36 | 2.17% | $ 1,246,869 | 0.38% | 0.38% | 1.87% | 28% | ||||||||||||||
C | 10.38 | 0.11 | 0.05 | 0.16 | (0.30) | (0.95) | (1.25) | 9.29 | 1.39 | 195,591 | 1.15 | 1.15 | 1.12 | 28 | ||||||||||||||
I | 10.47 | 0.20 | 0.05 | 0.25 | (0.40) | (0.95) | (1.35) | 9.37 | 2.33 | 62,762 | 0.13 | 0.13 | 2.10 | 28 | ||||||||||||||
R3 | 10.41 | 0.15 | 0.05 | 0.20 | (0.34) | (0.95) | (1.29) | 9.32 | 1.80 | 16,209 | 0.76 | 0.75 | 1.51 | 28 | ||||||||||||||
R4 | 10.42 | 0.17 | 0.06 | 0.23 | (0.37) | (0.95) | (1.32) | 9.33 | 2.10 | 5,162 | 0.47 | 0.47 | 1.77 | 28 | ||||||||||||||
R5 | 10.47 | 0.21 | 0.03 | 0.24 | (0.39) | (0.95) | (1.34) | 9.37 | 2.29 | 478 | 0.16 | 0.16 | 2.18 | 28 | ||||||||||||||
F | 10.46 | 0.19 | 0.08 | 0.27 | (0.41) | (0.95) | (1.36) | 9.37 | 2.51 | 417 | 0.04 | 0.04 | 1.96 | 28 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 9.85 | $ 0.14 | $ 1.28 | $ 1.42 | $ (0.13) | $ (0.69) | $ (0.82) | $ 10.45 | 15.27% | $ 1,326,959 | 0.38% | 0.38% | 1.44% | 3% | ||||||||||||||
C | 9.78 | 0.07 | 1.27 | 1.34 | (0.05) | (0.69) | (0.74) | 10.38 | 14.46 | 303,378 | 1.13 | 1.13 | 0.70 | 3 | ||||||||||||||
I | 9.86 | 0.16 | 1.29 | 1.45 | (0.15) | (0.69) | (0.84) | 10.47 | 15.63 | 58,494 | 0.16 | 0.16 | 1.63 | 3 | ||||||||||||||
R3 | 9.81 | 0.10 | 1.28 | 1.38 | (0.09) | (0.69) | (0.78) | 10.41 | 14.89 | 18,645 | 0.75 | 0.75 | 1.04 | 3 | ||||||||||||||
R4 | 9.82 | 0.13 | 1.28 | 1.41 | (0.12) | (0.69) | (0.81) | 10.42 | 15.24 | 5,372 | 0.45 | 0.45 | 1.35 | 3 | ||||||||||||||
R5 | 9.86 | 0.20 | 1.25 | 1.45 | (0.15) | (0.69) | (0.84) | 10.47 | 15.66 | 2,082 | 0.14 | 0.14 | 1.99 | 3 | ||||||||||||||
F (7) | 9.86 | 0.11 | 0.60 | 0.71 | (0.11) | — | (0.11) | 10.46 | 7.27 (5) | 1,441 | 0.04 (6) | 0.04 (6) | 1.57 (6) | 3 |
100 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Conservative Allocation Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 12.14 | $ 0.11 | $ (1.16) | $ (1.05) | $ (0.19) | $ (0.36) | $ (0.55) | $ 10.54 | (9.05)% (5) | $ 107,569 | 0.58% (6) | 0.58% (6) | 1.90% (6) | 35% | ||||||||||||||
C | 12.04 | 0.06 | (1.16) | (1.10) | (0.10) | (0.36) | (0.46) | 10.48 | (9.47) (5) | 6,900 | 1.37 (6) | 1.37 (6) | 1.12 (6) | 35 | ||||||||||||||
I | 12.17 | 0.12 | (1.16) | (1.04) | (0.22) | (0.36) | (0.58) | 10.55 | (8.96) (5) | 2,167 | 0.33 (6) | 0.33 (6) | 2.14 (6) | 35 | ||||||||||||||
R3 | 12.15 | 0.09 | (1.16) | (1.07) | (0.16) | (0.36) | (0.52) | 10.56 | (9.18) (5) | 1,735 | 0.95 (6) | 0.95 (6) | 1.59 (6) | 35 | ||||||||||||||
R4 | 12.15 | 0.10 | (1.15) | (1.05) | (0.20) | (0.36) | (0.56) | 10.54 | (9.08) (5) | 679 | 0.65 (6) | 0.65 (6) | 1.81 (6) | 35 | ||||||||||||||
R5 | 12.19 | 0.12 | (1.16) | (1.04) | (0.23) | (0.36) | (0.59) | 10.56 | (8.94) (5) | 1,264 | 0.35 (6) | 0.35 (6) | 2.14 (6) | 35 | ||||||||||||||
F | 12.18 | 0.13 | (1.16) | (1.03) | (0.23) | (0.36) | (0.59) | 10.56 | (8.87) (5) | 153 | 0.24 (6) | 0.24 (6) | 2.24 (6) | 35 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 10.99 | $ 0.11 | $ 1.21 | $ 1.32 | $ (0.17) | $ — | $ (0.17) | $ 12.14 | 12.13% | $ 123,369 | 0.58% | 0.58% | 0.89% | 14% | ||||||||||||||
C | 10.90 | 0.02 | 1.21 | 1.23 | (0.09) | — | (0.09) | 12.04 | 11.29 | 8,208 | 1.37 | 1.37 | 0.14 | 14 | ||||||||||||||
I | 11.01 | 0.14 | 1.22 | 1.36 | (0.20) | — | (0.20) | 12.17 | 12.48 | 2,188 | 0.32 | 0.32 | 1.14 | 14 | ||||||||||||||
R3 | 11.00 | 0.06 | 1.23 | 1.29 | (0.14) | — | (0.14) | 12.15 | 11.84 | 2,344 | 0.95 | 0.95 | 0.50 | 14 | ||||||||||||||
R4 | 11.00 | 0.10 | 1.23 | 1.33 | (0.18) | — | (0.18) | 12.15 | 12.17 | 684 | 0.64 | 0.64 | 0.87 | 14 | ||||||||||||||
R5 | 11.04 | 0.13 | 1.24 | 1.37 | (0.22) | — | (0.22) | 12.19 | 12.47 | 1,452 | 0.35 | 0.35 | 1.13 | 14 | ||||||||||||||
F | 11.03 | 0.16 | 1.21 | 1.37 | (0.22) | — | (0.22) | 12.18 | 12.48 | 169 | 0.23 | 0.23 | 1.31 | 14 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 10.83 | $ 0.17 | $ 0.26 | $ 0.43 | $ (0.27) | $ — | $ (0.27) | $ 10.99 | 4.04% | $ 110,425 | 0.59% | 0.59% | 1.55% | 45% | ||||||||||||||
C | 10.71 | 0.09 | 0.26 | 0.35 | (0.16) | — | (0.16) | 10.90 | 3.25 | 11,131 | 1.38 | 1.38 | 0.83 | 45 | ||||||||||||||
I | 10.85 | 0.18 | 0.28 | 0.46 | (0.30) | — | (0.30) | 11.01 | 4.28 | 1,862 | 0.36 | 0.36 | 1.66 | 45 | ||||||||||||||
R3 | 10.83 | 0.13 | 0.26 | 0.39 | (0.22) | — | (0.22) | 11.00 | 3.61 | 2,742 | 0.95 | 0.94 | 1.25 | 45 | ||||||||||||||
R4 | 10.84 | 0.19 | 0.23 | 0.42 | (0.26) | — | (0.26) | 11.00 | 3.95 | 1,108 | 0.65 | 0.64 | 1.75 | 45 | ||||||||||||||
R5 | 10.88 | 0.21 | 0.25 | 0.46 | (0.30) | — | (0.30) | 11.04 | 4.27 | 1,477 | 0.35 | 0.34 | 1.91 | 45 | ||||||||||||||
F | 10.86 | 0.20 | 0.28 | 0.48 | (0.31) | — | (0.31) | 11.03 | 4.47 | 12 | 0.23 | 0.23 | 1.89 | 45 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 10.23 | $ 0.31 | $ 0.60 | $ 0.91 | $ (0.31) | $ — | $ (0.31) | $ 10.83 | 9.28% | $ 105,569 | 0.60% | 0.59% | 3.02% | 38% | ||||||||||||||
C | 10.05 | 0.22 | 0.62 | 0.84 | (0.18) | — | (0.18) | 10.71 | 8.41 | 14,947 | 1.36 | 1.36 | 2.15 | 38 | ||||||||||||||
I | 10.25 | 0.38 | 0.55 | 0.93 | (0.33) | — | (0.33) | 10.85 | 9.49 | 1,253 | 0.34 | 0.34 | 3.63 | 38 | ||||||||||||||
R3 | 10.21 | 0.29 | 0.59 | 0.88 | (0.26) | — | (0.26) | 10.83 | 8.89 | 3,481 | 0.95 | 0.93 | 2.81 | 38 | ||||||||||||||
R4 | 10.24 | 0.32 | 0.59 | 0.91 | (0.31) | — | (0.31) | 10.84 | 9.22 | 2,094 | 0.65 | 0.63 | 3.06 | 38 | ||||||||||||||
R5 | 10.28 | 0.34 | 0.60 | 0.94 | (0.34) | — | (0.34) | 10.88 | 9.56 | 2,013 | 0.35 | 0.33 | 3.28 | 38 | ||||||||||||||
F | 10.26 | 0.31 | 0.64 | 0.95 | (0.35) | — | (0.35) | 10.86 | 9.62 | 12 | 0.24 | 0.24 | 2.98 | 38 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 10.60 | $ 0.31 | $ (0.37) | $ (0.06) | $ (0.31) | $ — | $ (0.31) | $ 10.23 | (0.59)% | $ 84,379 | 0.61% | 0.60% | 2.91% | 32% | ||||||||||||||
C | 10.41 | 0.21 | (0.35) | (0.14) | (0.22) | — | (0.22) | 10.05 | (1.38) | 17,552 | 1.37 | 1.36 | 2.04 | 32 | ||||||||||||||
I | 10.63 | 0.35 | (0.38) | (0.03) | (0.35) | — | (0.35) | 10.25 | (0.39) | 1,217 | 0.38 | 0.36 | 3.38 | 32 | ||||||||||||||
R3 | 10.57 | 0.29 | (0.37) | (0.08) | (0.28) | — | (0.28) | 10.21 | (0.80) | 4,327 | 0.96 | 0.86 | 2.80 | 32 | ||||||||||||||
R4 | 10.61 | 0.31 | (0.36) | (0.05) | (0.32) | — | (0.32) | 10.24 | (0.51) | 2,461 | 0.66 | 0.56 | 3.00 | 32 | ||||||||||||||
R5 | 10.66 | 0.33 | (0.36) | (0.03) | (0.35) | — | (0.35) | 10.28 | (0.32) | 1,845 | 0.36 | 0.26 | 3.13 | 32 | ||||||||||||||
F | 10.63 | 0.34 | (0.36) | (0.02) | (0.35) | — | (0.35) | 10.26 | (0.23) | 11 | 0.24 | 0.24 | 3.19 | 32 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 9.81 | $ 0.13 | $ 0.79 | $ 0.92 | $ (0.13) | $ — | $ (0.13) | $ 10.60 | 9.51% | $ 86,987 | 0.58% | 0.55% | 1.24% | 17% (11) | ||||||||||||||
C | 9.62 | 0.05 | 0.79 | 0.84 | (0.05) | — | (0.05) | 10.41 | 8.80 | 26,424 | 1.33 | 1.30 | 0.49 | 17 (11) | ||||||||||||||
I | 9.83 | 0.15 | 0.81 | 0.96 | (0.16) | — | (0.16) | 10.63 | 9.92 | 1,835 | 0.29 | 0.27 | 1.47 | 17 (11) | ||||||||||||||
R3 | 9.79 | 0.10 | 0.79 | 0.89 | (0.11) | — | (0.11) | 10.57 | 9.21 | 7,135 | 0.94 | 0.80 | 1.02 | 17 (11) | ||||||||||||||
R4 | 9.82 | 0.13 | 0.80 | 0.93 | (0.14) | — | (0.14) | 10.61 | 9.57 | 2,693 | 0.64 | 0.50 | 1.25 | 17 (11) | ||||||||||||||
R5 | 9.86 | 0.16 | 0.81 | 0.97 | (0.17) | — | (0.17) | 10.66 | 9.99 | 2,251 | 0.34 | 0.20 | 1.58 | 17 (11) | ||||||||||||||
F (7) | 10.03 | 0.08 | 0.52 | 0.60 | — | — | — | 10.63 | 5.98 (5) | 11 | 0.23 (6) | 0.20 (6) | 1.22 (6) | 17 (11) |
101 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Global Real Asset Fund (Consolidated) | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 10.41 | $ 0.12 | $ 0.24 | $ 0.36 | $ (1.26) | $ (0.42) | $ (1.68) | $ 9.09 | 4.08% (5) | $ 26,571 | 1.49% (6) | 1.25% (6) | 2.59% (6) | 113% | ||||||||||||||
C | 10.20 | 0.09 | 0.22 | 0.31 | (1.18) | (0.42) | (1.60) | 8.91 | 3.65 (5) | 1,543 | 2.30 (6) | 2.00 (6) | 1.97 (6) | 113 | ||||||||||||||
I | 10.42 | 0.14 | 0.22 | 0.36 | (1.28) | (0.42) | (1.70) | 9.08 | 4.13 (5) | 44,839 | 1.16 (6) | 1.00 (6) | 2.97 (6) | 113 | ||||||||||||||
R3 | 10.47 | 0.11 | 0.23 | 0.34 | (1.23) | (0.42) | (1.65) | 9.16 | 3.88 (5) | 109 | 1.83 (6) | 1.50 (6) | 2.26 (6) | 113 | ||||||||||||||
R4 | 10.46 | 0.13 | 0.22 | 0.35 | (1.26) | (0.42) | (1.68) | 9.13 | 4.01 (5) | 23 | 1.48 (6) | 1.20 (6) | 2.80 (6) | 113 | ||||||||||||||
R5 | 10.35 | 0.13 | 0.23 | 0.36 | (1.29) | (0.42) | (1.71) | 9.00 | 4.12 (5) | 292 | 1.23 (6) | 0.95 (6) | 2.76 (6) | 113 | ||||||||||||||
R6 (12) | 9.12 | 0.06 | (0.11) (13) | (0.05) | — | — | — | 9.07 | (0.45) (5) | 10 | 1.08 (6) | 0.90 (6) | 3.75 (6) | 113 | ||||||||||||||
Y | 10.41 | 0.13 | 0.24 | 0.37 | (1.29) | (0.42) | (1.71) | 9.07 | 4.26 (5) | 74,002 | 1.19 (6) | 0.90 (6) | 2.88 (6) | 113 | ||||||||||||||
F | 10.42 | 0.15 | 0.22 | 0.37 | (1.29) | (0.42) | (1.71) | 9.08 | 4.25 (5) | 13,599 | 1.10 (6) | 0.90 (6) | 3.27 (6) | 113 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 7.76 | $ 0.20 | $ 2.69 | $ 2.89 | $ (0.24) | $ — | $ (0.24) | $ 10.41 | 37.82% | $ 18,783 | 1.54% | 1.25% | 2.11% | 202% (14) | ||||||||||||||
C | 7.60 | 0.09 | 2.68 | 2.77 | (0.17) | — | (0.17) | 10.20 | 36.89 | 659 | 2.36 | 2.00 | 1.01 | 202 (14) | ||||||||||||||
I | 7.76 | 0.22 | 2.70 | 2.92 | (0.26) | — | (0.26) | 10.42 | 38.30 | 17,266 | 1.20 | 0.99 | 2.31 | 202 (14) | ||||||||||||||
R3 | 7.80 | 0.17 | 2.71 | 2.88 | (0.21) | — | (0.21) | 10.47 | 37.54 | 120 | 1.83 | 1.50 | 1.83 | 202 (14) | ||||||||||||||
R4 | 7.79 | 0.19 | 2.72 | 2.91 | (0.24) | — | (0.24) | 10.46 | 38.00 | 13 | 1.53 | 1.20 | 2.03 | 202 (14) | ||||||||||||||
R5 | 7.71 | 0.23 | 2.67 | 2.90 | (0.26) | — | (0.26) | 10.35 | 38.36 | 310 | 1.23 | 0.95 | 2.41 | 202 (14) | ||||||||||||||
Y | 7.76 | 0.23 | 2.69 | 2.92 | (0.27) | — | (0.27) | 10.41 | 38.31 | 60,539 | 1.20 | 0.90 | 2.45 | 202 (14) | ||||||||||||||
F | 7.76 | 0.20 | 2.73 | 2.93 | (0.27) | — | (0.27) | 10.42 | 38.45 | 2,226 | 1.11 | 0.90 | 2.20 | 202 (14) | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 8.84 | $ 0.13 | $ (0.97) | $ (0.84) | $ (0.24) | $ — | $ (0.24) | $ 7.76 | (9.85)% | $ 11,732 | 1.54% | 1.25% | 1.58% | 316% (14) | ||||||||||||||
C | 8.64 | 0.07 | (0.95) | (0.88) | (0.16) | — | (0.16) | 7.60 | (10.44) | 1,732 | 2.32 | 2.00 | 0.84 | 316 (14) | ||||||||||||||
I | 8.83 | 0.16 | (0.96) | (0.80) | (0.27) | — | (0.27) | 7.76 | (9.50) | 13,318 | 1.15 | 0.98 | 1.92 | 316 (14) | ||||||||||||||
R3 | 8.88 | 0.11 | (0.97) | (0.86) | (0.22) | — | (0.22) | 7.80 | (10.03) | 82 | 1.79 | 1.50 | 1.31 | 316 (14) | ||||||||||||||
R4 | 8.86 | 0.14 | (0.98) | (0.84) | (0.23) | — | (0.23) | 7.79 | (9.82) | 22 | 1.48 | 1.20 | 1.70 | 316 (14) | ||||||||||||||
R5 | 8.78 | 0.14 | (0.95) | (0.81) | (0.26) | — | (0.26) | 7.71 | (9.59) | 115 | 1.19 | 0.95 | 1.85 | 316 (14) | ||||||||||||||
Y | 8.84 | 0.16 | (0.96) | (0.80) | (0.28) | — | (0.28) | 7.76 | (9.48) | 46,915 | 1.14 | 0.90 | 1.95 | 316 (14) | ||||||||||||||
F | 8.83 | 0.16 | (0.95) | (0.79) | (0.28) | — | (0.28) | 7.76 | (9.43) | 72,321 | 1.07 | 0.90 | 1.99 | 316 (14) | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 9.00 | $ 0.20 | $ (0.19) | $ 0.01 | $ (0.17) | $ — | $ (0.17) | $ 8.84 | 0.27% | $ 14,360 | 1.51% | 1.25% | 2.32% | 201% | ||||||||||||||
C | 8.78 | 0.13 | (0.18) | (0.05) | (0.09) | — | (0.09) | 8.64 | (0.49) | 3,038 | 2.29 | 2.00 | 1.53 | 201 | ||||||||||||||
I | 9.00 | 0.23 | (0.20) | 0.03 | (0.20) | — | (0.20) | 8.83 | 0.47 | 38,226 | 1.16 | 0.99 | 2.63 | 201 | ||||||||||||||
R3 | 9.04 | 0.18 | (0.19) | (0.01) | (0.15) | — | (0.15) | 8.88 | 0.02 | 70 | 1.80 | 1.50 | 2.01 | 201 | ||||||||||||||
R4 | 9.02 | 0.20 | (0.19) | 0.01 | (0.17) | — | (0.17) | 8.86 | 0.27 | 59 | 1.49 | 1.20 | 2.29 | 201 | ||||||||||||||
R5 | 9.01 | 0.23 | (0.20) | 0.03 | (0.26) | — | (0.26) | 8.78 | 0.54 | 39 | 1.19 | 0.95 | 2.59 | 201 | ||||||||||||||
Y | 9.00 | 0.24 | (0.19) | 0.05 | (0.21) | — | (0.21) | 8.84 | 0.67 | 96,453 | 1.14 | 0.90 | 2.68 | 201 | ||||||||||||||
F | 9.00 | 0.24 | (0.20) | 0.04 | (0.21) | — | (0.21) | 8.83 | 0.55 | 110,993 | 1.08 | 0.90 | 2.67 | 201 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 9.38 | $ 0.14 | $ (0.22) | $ (0.08) | $ (0.30) | $ — | $ (0.30) | $ 9.00 | (0.97)% | $ 17,794 | 1.55% | 1.25% | 1.48% | 111% | ||||||||||||||
C | 9.15 | 0.07 | (0.23) | (0.16) | (0.21) | — | (0.21) | 8.78 | (1.71) | 4,622 | 2.31 | 2.00 | 0.73 | 111 | ||||||||||||||
I | 9.38 | 0.17 | (0.22) | (0.05) | (0.33) | — | (0.33) | 9.00 | (0.68) | 35,607 | 1.17 | 0.95 | 1.77 | 111 | ||||||||||||||
R3 | 9.40 | 0.12 | (0.23) | (0.11) | (0.25) | — | (0.25) | 9.04 | (1.26) | 103 | 1.83 | 1.50 | 1.23 | 111 | ||||||||||||||
R4 | 9.39 | 0.15 | (0.21) | (0.06) | (0.31) | — | (0.31) | 9.02 | (0.82) | 207 | 1.53 | 1.20 | 1.59 | 111 | ||||||||||||||
R5 | 9.39 | 0.17 | (0.22) | (0.05) | (0.33) | — | (0.33) | 9.01 | (0.68) | 10 | 1.22 | 0.95 | 1.82 | 111 | ||||||||||||||
Y | 9.39 | 0.17 | (0.22) | (0.05) | (0.34) | — | (0.34) | 9.00 | (0.67) | 128,897 | 1.16 | 0.90 | 1.83 | 111 | ||||||||||||||
F | 9.38 | 0.17 | (0.22) | (0.05) | (0.33) | — | (0.33) | 9.00 | (0.64) | 111,062 | 1.11 | 0.90 | 1.82 | 111 |
102 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Global Real Asset Fund (Consolidated) – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 8.67 | $ 0.11 | $ 0.64 | $ 0.75 | $ (0.04) | $ — | $ (0.04) | $ 9.38 | 8.65% | $ 16,990 | 1.55% | 1.25% | 1.20% | 103% | ||||||||||||||
C | 8.48 | 0.04 | 0.63 | 0.67 | — | — | — | 9.15 | 7.90 | 7,138 | 2.25 | 2.00 | 0.44 | 103 | ||||||||||||||
I | 8.67 | 0.13 | 0.64 | 0.77 | (0.06) | — | (0.06) | 9.38 | 8.93 | 29,092 | 1.16 | 0.99 | 1.46 | 103 | ||||||||||||||
R3 | 8.69 | 0.08 | 0.65 | 0.73 | (0.02) | — | (0.02) | 9.40 | 8.43 | 151 | 1.92 | 1.50 | 0.94 | 103 | ||||||||||||||
R4 | 8.67 | 0.11 | 0.64 | 0.75 | (0.03) | — | (0.03) | 9.39 | 8.71 | 433 | 1.49 | 1.20 | 1.24 | 103 | ||||||||||||||
R5 | 8.68 | 0.14 | 0.64 | 0.78 | (0.07) | — | (0.07) | 9.39 | 9.00 | 67 | 1.17 | 0.95 | 1.53 | 103 | ||||||||||||||
Y | 8.68 | 0.13 | 0.65 | 0.78 | (0.07) | — | (0.07) | 9.39 | 9.01 | 123,742 | 1.09 | 0.90 | 1.46 | 103 | ||||||||||||||
F (7) | 8.93 | 0.11 | 0.34 | 0.45 | — | — | — | 9.38 | 5.04 (5) | 112,016 | 1.08 (6) | 0.90 (6) | 1.79 (6) | 103 | ||||||||||||||
The Hartford Growth Allocation Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 15.72 | $ 0.12 | $ (1.69) | $ (1.57) | $ (0.30) | $ (0.84) | $ (1.14) | $ 13.01 | (10.74)% (5) | $ 508,261 | 0.53% (6) | 0.52% (6) | 1.72% (6) | 31% | ||||||||||||||
C | 15.58 | 0.07 | (1.70) | (1.63) | (0.15) | (0.84) | (0.99) | 12.96 | (11.11) (5) | 22,706 | 1.34 (6) | 1.34 (6) | 0.94 (6) | 31 | ||||||||||||||
I | 15.63 | 0.14 | (1.68) | (1.54) | (0.33) | (0.84) | (1.17) | 12.92 | (10.59) (5) | 10,476 | 0.25 (6) | 0.25 (6) | 2.00 (6) | 31 | ||||||||||||||
R3 | 15.31 | 0.10 | (1.66) | (1.56) | (0.25) | (0.84) | (1.09) | 12.66 | (10.89) (5) | 6,015 | 0.87 (6) | 0.86 (6) | 1.40 (6) | 31 | ||||||||||||||
R4 | 15.64 | 0.12 | (1.68) | (1.56) | (0.29) | (0.84) | (1.13) | 12.95 | (10.69) (5) | 2,771 | 0.57 (6) | 0.57 (6) | 1.66 (6) | 31 | ||||||||||||||
R5 | 15.75 | 0.15 | (1.70) | (1.55) | (0.33) | (0.84) | (1.17) | 13.03 | (10.56) (5) | 4,188 | 0.26 (6) | 0.26 (6) | 2.02 (6) | 31 | ||||||||||||||
F | 15.65 | 0.16 | (1.69) | (1.53) | (0.35) | (0.84) | (1.19) | 12.93 | (10.53) (5) | 545 | 0.16 (6) | 0.16 (6) | 2.23 (6) | 31 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 12.75 | $ 0.11 | $ 3.42 | $ 3.53 | $ (0.19) | $ (0.37) | $ (0.56) | $ 15.72 | 28.32% | $ 591,999 | 0.53% | 0.52% | 0.76% | 14% | ||||||||||||||
C | 12.64 | 0.00 (8) | 3.39 | 3.39 | (0.08) | (0.37) | (0.45) | 15.58 | 27.24 | 29,186 | 1.33 | 1.33 | 0.03 | 14 | ||||||||||||||
I | 12.69 | 0.15 | 3.39 | 3.54 | (0.23) | (0.37) | (0.60) | 15.63 | 28.57 | 11,997 | 0.29 | 0.29 | 0.99 | 14 | ||||||||||||||
R3 | 12.44 | 0.06 | 3.33 | 3.39 | (0.15) | (0.37) | (0.52) | 15.31 | 27.85 | 6,848 | 0.87 | 0.87 | 0.42 | 14 | ||||||||||||||
R4 | 12.69 | 0.10 | 3.40 | 3.50 | (0.18) | (0.37) | (0.55) | 15.64 | 28.17 | 3,069 | 0.57 | 0.57 | 0.71 | 14 | ||||||||||||||
R5 | 12.78 | 0.16 | 3.41 | 3.57 | (0.23) | (0.37) | (0.60) | 15.75 | 28.58 | 4,796 | 0.26 | 0.26 | 1.05 | 14 | ||||||||||||||
F | 12.70 | 0.15 | 3.41 | 3.56 | (0.24) | (0.37) | (0.61) | 15.65 | 28.74 | 828 | 0.15 | 0.15 | 1.02 | 14 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 12.81 | $ 0.15 | $ 0.35 | $ 0.50 | $ (0.19) | $ (0.37) | $ (0.56) | $ 12.75 | 3.90% | $ 491,747 | 0.56% | 0.56% | 1.21% | 19% | ||||||||||||||
C | 12.69 | 0.06 | 0.34 | 0.40 | (0.08) | (0.37) | (0.45) | 12.64 | 3.10 | 37,446 | 1.35 | 1.35 | 0.47 | 19 | ||||||||||||||
I | 12.75 | 0.19 | 0.35 | 0.54 | (0.23) | (0.37) | (0.60) | 12.69 | 4.23 | 9,024 | 0.25 | 0.25 | 1.56 | 19 | ||||||||||||||
R3 | 12.48 | 0.12 | 0.34 | 0.46 | (0.13) | (0.37) | (0.50) | 12.44 | 3.64 | 5,649 | 0.87 | 0.87 | 0.96 | 19 | ||||||||||||||
R4 | 12.74 | 0.20 | 0.30 | 0.50 | (0.18) | (0.37) | (0.55) | 12.69 | 3.92 | 2,563 | 0.55 | 0.55 | 1.62 | 19 | ||||||||||||||
R5 | 12.83 | 0.19 | 0.36 | 0.55 | (0.23) | (0.37) | (0.60) | 12.78 | 4.26 | 5,067 | 0.27 | 0.27 | 1.51 | 19 | ||||||||||||||
F | 12.76 | 0.19 | 0.36 | 0.55 | (0.24) | (0.37) | (0.61) | 12.70 | 4.31 | 334 | 0.16 | 0.16 | 1.53 | 19 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 12.07 | $ 0.23 | $ 0.94 | $ 1.17 | $ (0.29) | $ (0.14) | $ (0.43) | $ 12.81 | 10.25% | $ 522,271 | 0.55% | 0.54% | 1.90% | 25% | ||||||||||||||
C | 11.83 | 0.15 | 0.92 | 1.07 | (0.07) | (0.14) | (0.21) | 12.69 | 9.33 | 50,463 | 1.33 | 1.32 | 1.22 | 25 | ||||||||||||||
I | 12.02 | 0.26 | 0.93 | 1.19 | (0.32) | (0.14) | (0.46) | 12.75 | 10.54 | 11,245 | 0.24 | 0.24 | 2.16 | 25 | ||||||||||||||
R3 | 11.77 | 0.21 | 0.88 | 1.09 | (0.24) | (0.14) | (0.38) | 12.48 | 9.81 | 6,921 | 0.86 | 0.86 | 1.74 | 25 | ||||||||||||||
R4 | 12.00 | 0.24 | 0.91 | 1.15 | (0.27) | (0.14) | (0.41) | 12.74 | 10.15 | 5,657 | 0.57 | 0.57 | 2.01 | 25 | ||||||||||||||
R5 | 12.10 | 0.27 | 0.92 | 1.19 | (0.32) | (0.14) | (0.46) | 12.83 | 10.44 | 5,692 | 0.25 | 0.25 | 2.22 | 25 | ||||||||||||||
F | 12.03 | 0.22 | 0.98 | 1.20 | (0.33) | (0.14) | (0.47) | 12.76 | 10.65 | 252 | 0.15 | 0.15 | 1.77 | 25 |
103 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
The Hartford Growth Allocation Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 12.32 | $ 0.22 | $ (0.18) | $ 0.04 | $ (0.29) | $ — | $ (0.29) | $ 12.07 | 0.28% | $ 504,720 | 0.54% | 0.54% | 1.78% | 32% | ||||||||||||||
C | 12.07 | 0.13 | (0.17) | (0.04) | (0.20) | — | (0.20) | 11.83 | (0.41) | 64,208 | 1.30 | 1.29 | 1.09 | 32 | ||||||||||||||
I | 12.27 | 0.26 | (0.18) | 0.08 | (0.33) | — | (0.33) | 12.02 | 0.60 | 11,033 | 0.24 | 0.24 | 2.05 | 32 | ||||||||||||||
R3 | 12.02 | 0.18 | (0.18) | — | (0.25) | — | (0.25) | 11.77 | (0.06) | 10,776 | 0.86 | 0.86 | 1.43 | 32 | ||||||||||||||
R4 | 12.25 | 0.23 | (0.19) | 0.04 | (0.29) | — | (0.29) | 12.00 | 0.24 | 8,129 | 0.56 | 0.56 | 1.86 | 32 | ||||||||||||||
R5 | 12.35 | 0.24 | (0.16) | 0.08 | (0.33) | — | (0.33) | 12.10 | 0.55 | 5,706 | 0.26 | 0.26 | 1.93 | 32 | ||||||||||||||
F | 12.28 | 0.27 | (0.18) | 0.09 | (0.34) | — | (0.34) | 12.03 | 0.66 | 11 | 0.15 | 0.15 | 2.12 | 32 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 10.35 | $ 0.07 | $ 1.95 | $ 2.02 | $ (0.05) | $ — | $ (0.05) | $ 12.32 | 19.54% | $ 503,042 | 0.53% | 0.52% | 0.63% | 11% (15) | ||||||||||||||
C | 10.17 | (0.01) | 1.91 | 1.90 | — | — | — | 12.07 | 18.68 | 140,855 | 1.27 | 1.27 | (0.10) | 11 (15) | ||||||||||||||
I | 10.31 | 0.10 | 1.94 | 2.04 | (0.08) | — | (0.08) | 12.27 | 19.91 | 10,468 | 0.22 | 0.22 | 0.87 | 11 (15) | ||||||||||||||
R3 | 10.09 | 0.03 | 1.91 | 1.94 | (0.01) | — | (0.01) | 12.02 | 19.26 | 11,840 | 0.86 | 0.86 | 0.29 | 11 (15) | ||||||||||||||
R4 | 10.29 | 0.07 | 1.94 | 2.01 | (0.05) | — | (0.05) | 12.25 | 19.56 | 10,699 | 0.55 | 0.55 | 0.64 | 11 (15) | ||||||||||||||
R5 | 10.37 | 0.10 | 1.96 | 2.06 | (0.08) | — | (0.08) | 12.35 | 19.98 | 5,709 | 0.25 | 0.25 | 0.86 | 11 (15) | ||||||||||||||
F (7) | 11.07 | 0.04 | 1.17 | 1.21 | — | — | — | 12.28 | 10.93 (5) | 11 | 0.15 (6) | 0.15 (6) | 0.47 (6) | 11 (15) | ||||||||||||||
Hartford Moderate Allocation Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 13.86 | $ 0.11 | $ (1.41) | $ (1.30) | $ (0.24) | $ (0.62) | $ (0.86) | $ 11.70 | (9.98)% (5) | $ 315,224 | 0.53% (6) | 0.52% (6) | 1.79% (6) | 35% | ||||||||||||||
C | 13.69 | 0.06 | (1.40) | (1.34) | (0.09) | (0.62) | (0.71) | 11.64 | (10.33) (5) | 12,501 | 1.33 (6) | 1.33 (6) | 0.98 (6) | 35 | ||||||||||||||
I | 13.93 | 0.13 | (1.41) | (1.28) | (0.28) | (0.62) | (0.90) | 11.75 | (9.84) (5) | 8,926 | 0.26 (6) | 0.26 (6) | 2.10 (6) | 35 | ||||||||||||||
R3 | 13.63 | 0.09 | (1.40) | (1.31) | (0.20) | (0.62) | (0.82) | 11.50 | (10.20) (5) | 14,206 | 0.88 (6) | 0.88 (6) | 1.44 (6) | 35 | ||||||||||||||
R4 | 13.89 | 0.11 | (1.42) | (1.31) | (0.24) | (0.62) | (0.86) | 11.72 | (10.07) (5) | 3,039 | 0.58 (6) | 0.58 (6) | 1.73 (6) | 35 | ||||||||||||||
R5 | 13.94 | 0.13 | (1.41) | (1.28) | (0.28) | (0.62) | (0.90) | 11.76 | (9.83) (5) | 6,717 | 0.26 (6) | 0.26 (6) | 1.97 (6) | 35 | ||||||||||||||
F | 13.94 | 0.14 | (1.42) | (1.28) | (0.29) | (0.62) | (0.91) | 11.75 | (9.82) (5) | 518 | 0.17 (6) | 0.17 (6) | 2.16 (6) | 35 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 11.91 | $ 0.11 | $ 2.32 | $ 2.43 | $ (0.19) | $ (0.29) | $ (0.48) | $ 13.86 | 20.72% | $ 365,226 | 0.52% | 0.52% | 0.85% | 14% | ||||||||||||||
C | 11.77 | 0.02 | 2.27 | 2.29 | (0.08) | (0.29) | (0.37) | 13.69 | 19.70 | 16,605 | 1.31 | 1.31 | 0.14 | 14 | ||||||||||||||
I | 11.97 | 0.15 | 2.32 | 2.47 | (0.22) | (0.29) | (0.51) | 13.93 | 21.01 | 11,018 | 0.26 | 0.26 | 1.12 | 14 | ||||||||||||||
R3 | 11.72 | 0.06 | 2.28 | 2.34 | (0.14) | (0.29) | (0.43) | 13.63 | 20.27 | 15,765 | 0.87 | 0.87 | 0.48 | 14 | ||||||||||||||
R4 | 11.94 | 0.11 | 2.31 | 2.42 | (0.18) | (0.29) | (0.47) | 13.89 | 20.63 | 3,307 | 0.58 | 0.58 | 0.80 | 14 | ||||||||||||||
R5 | 11.98 | 0.14 | 2.33 | 2.47 | (0.22) | (0.29) | (0.51) | 13.94 | 20.97 | 7,685 | 0.27 | 0.27 | 1.07 | 14 | ||||||||||||||
F | 11.98 | 0.16 | 2.32 | 2.48 | (0.23) | (0.29) | (0.52) | 13.94 | 21.09 | 555 | 0.17 | 0.17 | 1.20 | 14 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 11.87 | $ 0.16 | $ 0.30 | $ 0.46 | $ (0.24) | $ (0.18) | $ (0.42) | $ 11.91 | 3.87% | $ 314,358 | 0.54% | 0.54% | 1.41% | 27% | ||||||||||||||
C | 11.72 | 0.08 | 0.28 | 0.36 | (0.13) | (0.18) | (0.31) | 11.77 | 3.08 | 26,485 | 1.33 | 1.33 | 0.69 | 27 | ||||||||||||||
I | 11.93 | 0.20 | 0.29 | 0.49 | (0.27) | (0.18) | (0.45) | 11.97 | 4.15 | 9,115 | 0.25 | 0.25 | 1.70 | 27 | ||||||||||||||
R3 | 11.67 | 0.12 | 0.30 | 0.42 | (0.19) | (0.18) | (0.37) | 11.72 | 3.58 | 13,491 | 0.87 | 0.87 | 1.08 | 27 | ||||||||||||||
R4 | 11.86 | 0.16 | 0.30 | 0.46 | (0.20) | (0.18) | (0.38) | 11.94 | 3.90 | 3,503 | 0.53 | 0.53 | 1.38 | 27 | ||||||||||||||
R5 | 11.94 | 0.20 | 0.29 | 0.49 | (0.27) | (0.18) | (0.45) | 11.98 | 4.14 | 5,520 | 0.28 | 0.28 | 1.74 | 27 | ||||||||||||||
F | 11.93 | 0.20 | 0.31 | 0.51 | (0.28) | (0.18) | (0.46) | 11.98 | 4.32 | 347 | 0.17 | 0.17 | 1.75 | 27 |
104 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
Hartford Moderate Allocation Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 11.80 | $ 0.28 | $ 0.74 | $ 1.02 | $ (0.31) | $ (0.64) | $ (0.95) | $ 11.87 | 9.72% | $ 328,639 | 0.54% | 0.53% | 2.46% | 25% | ||||||||||||||
C | 11.54 | 0.20 | 0.74 | 0.94 | (0.12) | (0.64) | (0.76) | 11.72 | 8.96 | 35,454 | 1.31 | 1.30 | 1.79 | 25 | ||||||||||||||
I | 11.85 | 0.33 | 0.73 | 1.06 | (0.34) | (0.64) | (0.98) | 11.93 | 10.08 | 9,817 | 0.25 | 0.25 | 2.85 | 25 | ||||||||||||||
R3 | 11.60 | 0.25 | 0.72 | 0.97 | (0.26) | (0.64) | (0.90) | 11.67 | 9.38 | 14,880 | 0.87 | 0.87 | 2.19 | 25 | ||||||||||||||
R4 | 11.79 | 0.31 | 0.70 | 1.01 | (0.30) | (0.64) | (0.94) | 11.86 | 9.65 | 3,325 | 0.58 | 0.58 | 2.73 | 25 | ||||||||||||||
R5 | 11.85 | 0.30 | 0.76 | 1.06 | (0.33) | (0.64) | (0.97) | 11.94 | 10.11 | 5,788 | 0.26 | 0.26 | 2.63 | 25 | ||||||||||||||
F | 11.86 | 0.21 | 0.85 | 1.06 | (0.35) | (0.64) | (0.99) | 11.93 | 10.08 | 252 | 0.17 | 0.17 | 1.81 | 25 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 12.42 | $ 0.30 | $ (0.32) | $ (0.02) | $ (0.33) | $ (0.27) | $ (0.60) | $ 11.80 | (0.29)% | $ 329,641 | 0.53% | 0.52% | 2.44% | 32% | ||||||||||||||
C | 12.16 | 0.21 | (0.33) | (0.12) | (0.23) | (0.27) | (0.50) | 11.54 | (1.08) | 46,067 | 1.28 | 1.28 | 1.74 | 32 | ||||||||||||||
I | 12.48 | 0.31 | (0.31) | — | (0.36) | (0.27) | (0.63) | 11.85 | (0.08) | 11,014 | 0.25 | 0.25 | 2.51 | 32 | ||||||||||||||
R3 | 12.23 | 0.26 | (0.33) | (0.07) | (0.29) | (0.27) | (0.56) | 11.60 | (0.72) | 17,865 | 0.87 | 0.87 | 2.15 | 32 | ||||||||||||||
R4 | 12.41 | 0.30 | (0.33) | (0.03) | (0.32) | (0.27) | (0.59) | 11.79 | (0.33) | 7,104 | 0.58 | 0.58 | 2.41 | 32 | ||||||||||||||
R5 | 12.48 | 0.33 | (0.33) | — | (0.36) | (0.27) | (0.63) | 11.85 | (0.12) | 6,283 | 0.27 | 0.27 | 2.65 | 32 | ||||||||||||||
F | 12.48 | 0.34 | (0.32) | 0.02 | (0.37) | (0.27) | (0.64) | 11.86 | 0.07 | 11 | 0.16 | 0.16 | 2.74 | 32 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 10.90 | $ 0.10 | $ 1.52 | $ 1.62 | $ (0.10) | $ — | $ (0.10) | $ 12.42 | 15.02% | $ 333,803 | 0.52% | 0.51% | 0.89% | 14% (16) | ||||||||||||||
C | 10.66 | 0.02 | 1.50 | 1.52 | (0.02) | — | (0.02) | 12.16 | 14.25 | 96,532 | 1.26 | 1.25 | 0.17 | 14 (16) | ||||||||||||||
I | 10.95 | 0.13 | 1.54 | 1.67 | (0.14) | — | (0.14) | 12.48 | 15.40 | 9,319 | 0.23 | 0.23 | 1.13 | 14 (16) | ||||||||||||||
R3 | 10.73 | 0.06 | 1.51 | 1.57 | (0.07) | — | (0.07) | 12.23 | 14.70 | 22,023 | 0.87 | 0.87 | 0.53 | 14 (16) | ||||||||||||||
R4 | 10.89 | 0.09 | 1.53 | 1.62 | (0.10) | — | (0.10) | 12.41 | 15.00 | 7,528 | 0.57 | 0.57 | 0.82 | 14 (16) | ||||||||||||||
R5 | 10.95 | 0.13 | 1.54 | 1.67 | (0.14) | — | (0.14) | 12.48 | 15.38 | 6,508 | 0.26 | 0.26 | 1.13 | 14 (16) | ||||||||||||||
F (7) | 11.48 | 0.06 | 0.94 | 1.00 | — | — | — | 12.48 | 8.71 (5) | 11 | 0.16 (6) | 0.16 (6) | 0.69 (6) | 14 (16) | ||||||||||||||
Hartford Multi-Asset Income Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 21.77 | $ 0.25 | $ (1.93) | $ (1.68) | $ (0.28) | $ (0.90) | $ (1.18) | $ 18.91 | (8.06)% (5) | $ 544,620 | 1.02% (6) | 1.01% (6) | 2.44% (6) | 33% | ||||||||||||||
C | 21.85 | 0.17 | (1.93) | (1.76) | (0.20) | (0.90) | (1.10) | 18.99 | (8.41) (5) | 45,411 | 1.76 (6) | 1.76 (6) | 1.69 (6) | 33 | ||||||||||||||
I | 21.74 | 0.28 | (1.93) | (1.65) | (0.31) | (0.90) | (1.21) | 18.88 | (7.93) (5) | 74,829 | 0.73 (6) | 0.73 (6) | 2.71 (6) | 33 | ||||||||||||||
R3 | 22.11 | 0.22 | (1.96) | (1.74) | (0.25) | (0.90) | (1.15) | 19.22 | (8.24) (5) | 849 | 1.35 (6) | 1.33 (6) | 2.12 (6) | 33 | ||||||||||||||
R4 | 22.16 | 0.25 | (1.96) | (1.71) | (0.28) | (0.90) | (1.18) | 19.27 | (8.09) (5) | 764 | 1.05 (6) | 1.05 (6) | 2.39 (6) | 33 | ||||||||||||||
R5 | 22.15 | 0.28 | (1.96) | (1.68) | (0.31) | (0.90) | (1.21) | 19.26 | (7.93) (5) | 148 | 0.74 (6) | 0.74 (6) | 2.71 (6) | 33 | ||||||||||||||
R6 | 22.15 | 0.29 | (1.95) | (1.66) | (0.33) | (0.90) | (1.23) | 19.26 | (7.88) (5) | 328 | 0.64 (6) | 0.64 (6) | 2.82 (6) | 33 | ||||||||||||||
Y | 22.17 | 0.28 | (1.96) | (1.68) | (0.31) | (0.90) | (1.21) | 19.28 | (7.92) (5) | 6,911 | 0.74 (6) | 0.74 (6) | 2.71 (6) | 33 | ||||||||||||||
F | 21.72 | 0.28 | (1.91) | (1.63) | (0.33) | (0.90) | (1.23) | 18.86 | (7.89) (5) | 73,085 | 0.63 (6) | 0.63 (6) | 2.82 (6) | 33 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 19.61 | $ 0.58 | $ 2.15 | $ 2.73 | $ (0.57) | $ — | $ (0.57) | $ 21.77 | 14.01% | $ 622,085 | 1.01% | 1.00% | 2.69% | 63% (17) | ||||||||||||||
C | 19.65 | 0.41 | 2.18 | 2.59 | (0.39) | — | (0.39) | 21.85 | 13.23 | 59,640 | 1.73 | 1.73 | 1.93 | 63 (17) | ||||||||||||||
I | 19.58 | 0.64 | 2.16 | 2.80 | (0.64) | — | (0.64) | 21.74 | 14.41 | 99,967 | 0.70 | 0.70 | 2.99 | 63 (17) | ||||||||||||||
R3 | 19.89 | 0.52 | 2.20 | 2.72 | (0.50) | — | (0.50) | 22.11 | 13.75 | 1,044 | 1.34 | 1.26 | 2.39 | 63 (17) | ||||||||||||||
R4 | 19.95 | 0.59 | 2.19 | 2.78 | (0.57) | — | (0.57) | 22.16 | 13.99 | 971 | 1.04 | 1.04 | 2.69 | 63 (17) | ||||||||||||||
R5 | 19.94 | 0.64 | 2.20 | 2.84 | (0.63) | — | (0.63) | 22.15 | 14.35 | 154 | 0.74 | 0.74 | 2.95 | 63 (17) | ||||||||||||||
R6 | 19.95 | 0.67 | 2.19 | 2.86 | (0.66) | — | (0.66) | 22.15 | 14.44 | 342 | 0.63 | 0.63 | 3.07 | 63 (17) | ||||||||||||||
Y | 19.96 | 0.64 | 2.21 | 2.85 | (0.64) | — | (0.64) | 22.17 | 14.35 | 7,238 | 0.73 | 0.73 | 2.95 | 63 (17) | ||||||||||||||
F | 19.57 | 0.65 | 2.16 | 2.81 | (0.66) | — | (0.66) | 21.72 | 14.47 | 84,040 | 0.63 | 0.63 | 3.06 | 63 (17) |
105 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4) | Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4) | Ratio of Net Investment Income (Loss) to Average Net Assets(3) | Portfolio Turnover | ||||||||||||||
Hartford Multi-Asset Income Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 23.33 | $ 0.67 | $ (0.66) | $ 0.01 | $ (0.74) | $ (2.99) | $ (3.73) | $ 19.61 | (0.04)% | $ 589,745 | 1.03% | 1.03% | 3.35% | 86% (17) | ||||||||||||||
C | 23.36 | 0.53 | (0.67) | (0.14) | (0.58) | (2.99) | (3.57) | 19.65 | (0.83) | 77,719 | 1.75 | 1.75 | 2.63 | 86 (17) | ||||||||||||||
I | 23.32 | 0.74 | (0.67) | 0.07 | (0.82) | (2.99) | (3.81) | 19.58 | 0.19 | 98,762 | 0.70 | 0.70 | 3.67 | 86 (17) | ||||||||||||||
R3 | 23.61 | 4.32 | (4.37) | (0.05) | (0.68) | (2.99) | (3.67) | 19.89 | (0.36) | 1,203 | 1.35 | 1.27 | 3.13 | 86 (17) | ||||||||||||||
R4 | 23.67 | 0.38 | (0.38) | 0.00 (8) | (0.73) | (2.99) | (3.72) | 19.95 | (0.13) | 527 | 1.05 | 1.05 | 3.37 | 86 (17) | ||||||||||||||
R5 | 23.67 | 0.26 | (0.20) | 0.06 | (0.80) | (2.99) | (3.79) | 19.94 | 0.18 | 141 | 0.75 | 0.75 | 3.66 | 86 (17) | ||||||||||||||
R6 | 23.68 | 0.59 | (0.50) | 0.09 | (0.83) | (2.99) | (3.82) | 19.95 | 0.33 | 306 | 0.64 | 0.64 | 3.70 | 86 (17) | ||||||||||||||
Y | 23.69 | 0.75 | (0.67) | 0.08 | (0.82) | (2.99) | (3.81) | 19.96 | 0.23 | 10,812 | 0.74 | 0.70 | 3.66 | 86 (17) | ||||||||||||||
F | 23.31 | 0.75 | (0.67) | 0.08 | (0.83) | (2.99) | (3.82) | 19.57 | 0.26 | 83,111 | 0.64 | 0.64 | 3.74 | 86 (17) | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 23.62 | $ 0.65 | $ 1.23 | $ 1.88 | $ (0.77) | $ (1.40) | $ (2.17) | $ 23.33 | 8.81% | $ 666,684 | 1.02% | 1.01% | 2.85% | 83% | ||||||||||||||
C | 23.61 | 0.48 | 1.24 | 1.72 | (0.57) | (1.40) | (1.97) | 23.36 | 8.08 | 106,874 | 1.73 | 1.73 | 2.11 | 83 | ||||||||||||||
I | 23.61 | 0.75 | 1.21 | 1.96 | (0.85) | (1.40) | (2.25) | 23.32 | 9.21 | 104,284 | 0.69 | 0.69 | 3.27 | 83 | ||||||||||||||
R3 | 23.86 | 0.59 | 1.25 | 1.84 | (0.69) | (1.40) | (2.09) | 23.61 | 8.56 | 1,843 | 1.35 | 1.29 | 2.56 | 83 | ||||||||||||||
R4 | 23.91 | 0.59 | 1.32 | 1.91 | (0.75) | (1.40) | (2.15) | 23.67 | 8.84 | 1,301 | 1.04 | 1.04 | 2.55 | 83 | ||||||||||||||
R5 | 23.94 | 0.80 | 1.17 | 1.97 | (0.84) | (1.40) | (2.24) | 23.67 | 9.13 | 349 | 0.74 | 0.74 | 3.42 | 83 | ||||||||||||||
R6 | 23.95 | 0.70 | 1.30 | 2.00 | (0.87) | (1.40) | (2.27) | 23.68 | 9.24 | 131 | 0.63 | 0.63 | 3.02 | 83 | ||||||||||||||
Y | 23.95 | 0.74 | 1.25 | 1.99 | (0.85) | (1.40) | (2.25) | 23.69 | 9.21 | 13,185 | 0.70 | 0.68 | 3.19 | 83 | ||||||||||||||
F | 23.61 | 0.74 | 1.22 | 1.96 | (0.86) | (1.40) | (2.26) | 23.31 | 9.29 | 97,529 | 0.62 | 0.62 | 3.23 | 83 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 23.53 | $ 0.36 | $ 0.05 | $ 0.41 | $ (0.32) | $ — | $ (0.32) | $ 23.62 | 1.76% | $ 650,813 | 1.05% | 1.04% | 1.48% | 65% | ||||||||||||||
C | 23.53 | 0.19 | 0.04 | 0.23 | (0.15) | — | (0.15) | 23.61 | 0.99 | 109,060 | 1.77 | 1.76 | 0.77 | 65 | ||||||||||||||
I | 23.53 | 0.43 | 0.05 | 0.48 | (0.40) | — | (0.40) | 23.61 | 2.05 | 56,280 | 0.73 | 0.73 | 1.79 | 65 | ||||||||||||||
R3 | 23.77 | 0.29 | 0.05 | 0.34 | (0.25) | — | (0.25) | 23.86 | 1.45 | 1,794 | 1.38 | 1.33 | 1.19 | 65 | ||||||||||||||
R4 | 23.82 | 0.36 | 0.05 | 0.41 | (0.32) | — | (0.32) | 23.91 | 1.73 | 2,669 | 1.07 | 1.06 | 1.44 | 65 | ||||||||||||||
R5 | 23.85 | 0.43 | 0.05 | 0.48 | (0.39) | — | (0.39) | 23.94 | 2.03 | 134 | 0.78 | 0.76 | 1.75 | 65 | ||||||||||||||
R6 (18) | 24.62 | 0.27 | (0.62) (13) | (0.35) | (0.32) | — | (0.32) | 23.95 | (1.40) (5) | 1,586 | 0.63 (6) | 0.63 (6) | 1.65 (6) | 65 | ||||||||||||||
Y | 23.86 | 0.45 | 0.05 | 0.50 | (0.41) | — | (0.41) | 23.95 | 2.10 | 15,367 | 0.70 | 0.70 | 1.82 | 65 | ||||||||||||||
F | 23.52 | 0.45 | 0.06 | 0.51 | (0.42) | — | (0.42) | 23.61 | 2.12 | 97,776 | 0.65 | 0.65 | 1.87 | 65 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 20.76 | $ 0.31 | $ 2.74 | $ 3.05 | $ (0.28) | $ — | $ (0.28) | $ 23.53 | 14.76% | $ 628,048 | 1.11% | 1.10% | 1.37% | 34% | ||||||||||||||
C | 20.76 | 0.15 | 2.74 | 2.89 | (0.12) | — | (0.12) | 23.53 | 13.95 | 168,686 | 1.82 | 1.81 | 0.67 | 34 | ||||||||||||||
I | 20.76 | 0.36 | 2.74 | 3.10 | (0.33) | — | (0.33) | 23.53 | 15.02 | 52,216 | 0.88 | 0.88 | 1.61 | 34 | ||||||||||||||
R3 | 20.97 | 0.25 | 2.76 | 3.01 | (0.21) | — | (0.21) | 23.77 | 14.40 | 2,412 | 1.45 | 1.40 | 1.11 | 34 | ||||||||||||||
R4 | 21.02 | 0.30 | 2.78 | 3.08 | (0.28) | — | (0.28) | 23.82 | 14.75 | 1,464 | 1.15 | 1.10 | 1.32 | 34 | ||||||||||||||
R5 | 21.04 | 0.38 | 2.77 | 3.15 | (0.34) | — | (0.34) | 23.85 | 15.09 | 139 | 0.87 | 0.80 | 1.71 | 34 | ||||||||||||||
Y | 21.05 | 0.38 | 2.79 | 3.17 | (0.36) | — | (0.36) | 23.86 | 15.16 | 12,753 | 0.75 | 0.75 | 1.68 | 34 | ||||||||||||||
F (7) | 22.21 | 0.20 | 1.39 | 1.59 | (0.28) | — | (0.28) | 23.52 | 7.23 (5) | 69,874 | 0.72 (6) | 0.72 (6) | 1.25 (6) | 34 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Ratios do not include expenses of the Underlying Funds and/or ETFs/ETNs, if applicable. |
(4) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(5) | Not annualized. |
(6) | Annualized. |
(7) | Commenced operations on February 28, 2017. |
(8) | Per share amount is less than $0.005. |
106 |
(9) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 204%. |
(10) | Commenced operations on February 28, 2019. |
(11) | Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 115%, for the year ended October 31, 2017. |
(12) | Commenced operations on February 28, 2022. |
(13) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(14) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 202% and 319% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(15) | Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 110%, for the year ended October 31, 2017. |
(16) | Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 113%, for the year ended October 31, 2017. |
(17) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 63% and 91% for the fiscal years ended October 31, 2021 and October 31, 2020, respectively. |
(18) | Commenced operations on February 28, 2018. |
107 |
April 30, 2022 (Unaudited)
1. | Organization: |
The Hartford Mutual Funds, Inc. (the "Company") is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2022. Financial statements for the series of the Company listed below (each a “Fund” and collectively, the “Funds”) are included in this report. | |
The Hartford Mutual Funds, Inc.: |
The Hartford Balanced Income Fund (the "Balanced Income Fund") |
Hartford AARP Balanced Retirement Fund (the "Balanced Retirement Fund") |
The Hartford Checks and Balances Fund (the "Checks and Balances Fund") |
The Hartford Conservative Allocation Fund (the "Conservative Allocation Fund") |
The Hartford Global Real Asset Fund (the "Global Real Asset Fund") |
The Hartford Growth Allocation Fund (the "Growth Allocation Fund") |
Hartford Moderate Allocation Fund (the "Moderate Allocation Fund") |
Hartford Multi-Asset Income Fund (the "Multi-Asset Income Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the |
108 |
April 30, 2022 (Unaudited)
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 purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. | |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. 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) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of each 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 each 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. | |
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. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. |
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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; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; 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. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. | |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. | |
Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
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A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of each Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by each Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of each Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each of Balanced Income Fund and Checks and Balances Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. The policy of each of Conservative Allocation Fund, Global Real Asset Fund, Growth Allocation Fund and Moderate Allocation Fund is to pay dividends from net investment income and realized gains, if any; at least once a year. Normally, dividends from net investment income of each of Balanced Retirement Fund and Multi-Asset Income Fund are declared and paid monthly and dividends from realized gains, if any, are paid at least once a year. | |
Long-term capital gains distributions received from Underlying Funds, if applicable, are distributed at least annually, when required. Unless shareholders specify otherwise, all dividends and distributions from a Fund will be automatically reinvested in additional full or fractional shares of the Fund. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing. |
h) | Basis for Consolidation – The Global Real Asset Fund may invest up to 25% of its total assets in a wholly owned subsidiary of the Global Real Asset Fund (the "Subsidiary"). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global Real Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global Real Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information. |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2022. |
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c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations. |
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2022. |
d) | Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2022. |
e) | Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund's Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2022. |
f) | Equity Linked Securities – Certain Funds may invest in equity linked securities, which usually convert into common stock at a date predetermined by the issuer. These securities generally offer a higher dividend yield than that of the common stock to which the security is linked. These instruments are issued by a company other than the one to which the security is linked and carry the credit of the issuer, not that of the underlying common stock. The securities’ appreciation is limited based on a predetermined final cap price at the date of the conversion. Risks of investing in these securities include, but are not limited to, a set time to capture the yield advantage, limited appreciation potential, decline in value of the underlying stock, and failure of the issuer to pay dividends or to deliver common stock at maturity. Since |
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equity linked securities are in note form, equity linked securities are also subject to certain debt securities risks. Investments in equity linked securities are also subject to liquidity risk, which may make equity linked securities difficult to sell and value. See each Fund's Schedule of Investments, if applicable, for equity linked securities as of April 30, 2022. | |
g) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended April 30, 2022, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund had used Futures Contracts. |
b) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. | |
During the six-month period ended April 30, 2022, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund had used Foreign Currency Contracts. |
c) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long |
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as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. | |
During the six-month period ended April 30, 2022, each of Balanced Retirement Fund and Multi-Asset Income Fund had used Options Contracts. |
d) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations. | |
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). | |
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the |
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clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances. | |
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy. | |
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract. | |
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. |
e) | Additional Derivative Instrument Information: |
Balanced Income Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 41,324,390 | $ — | $ — | $ — | $ — | $ 41,324,390 | |||||
Unrealized appreciation on foreign currency contracts | — | 5,606,485 | — | — | — | 5,606,485 | |||||
Unrealized appreciation on swap contracts(2) | — | — | 2,338,702 | — | — | 2,338,702 | |||||
Total | $ 41,324,390 | $ 5,606,485 | $ 2,338,702 | $ — | $ — | $ 49,269,577 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 51,487,005 | $ — | $ — | $ — | $ — | $ 51,487,005 | |||||
Unrealized depreciation on foreign currency contracts | — | 1,422,192 | — | — | — | 1,422,192 | |||||
Unrealized depreciation on swap contracts(2) | — | — | 593,844 | — | — | 593,844 | |||||
Total | $ 51,487,005 | $ 1,422,192 | $ 593,844 | $ — | $ — | $ 53,503,041 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
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The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (12,088,255) | $ — | $ — | $ — | $ — | $ (12,088,255) | |||||
Net realized gain (loss) on swap contracts | — | — | 7,344,387 | — | — | 7,344,387 | |||||
Net realized gain (loss) on foreign currency contracts | — | 7,968,657 | — | — | — | 7,968,657 | |||||
Total | $ (12,088,255) | $ 7,968,657 | $ 7,344,387 | $ — | $ — | $ 3,224,789 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (14,474,999) | $ — | $ — | $ — | $ — | $ (14,474,999) | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | — | — | (3,705,751) | — | — | (3,705,751) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 1,433,822 | — | — | — | 1,433,822 | |||||
Total | $ (14,474,999) | $ 1,433,822 | $ (3,705,751) | $ — | $ — | $ (16,746,928) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 6,809 | |
Futures Contracts Number of Short Contracts | (6,281) | |
Swap Contracts at Notional Amount | $ 257,181,350 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 19,502,320 | |
Foreign Currency Contracts Sold at Contract Amount | $ 123,398,991 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Investments in securities, at value (purchased options), market value | $ — | $ — | $ — | $ 913,506 | $ — | $ 913,506 | |||||
Unrealized appreciation on foreign currency contracts | — | 134,459 | — | — | — | 134,459 | |||||
Total | $ — | $ 134,459 | $ — | $ 913,506 | $ — | $ 1,047,965 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 399,823 | $ — | $ — | $ — | $ — | $ 399,823 | |||||
Unrealized depreciation on foreign currency contracts | — | 6 | — | — | — | 6 | |||||
Total | $ 399,823 | $ 6 | $ — | $ — | $ — | $ 399,829 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
116 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on purchased options contracts | $ — | $ — | $ — | $ 3,653 | $ — | $ 3,653 | |||||
Net realized gain (loss) on futures contracts | (352,969) | — | — | — | — | (352,969) | |||||
Net realized gain (loss) on foreign currency contracts | — | 1,287,620 | — | — | — | 1,287,620 | |||||
Total | $ (352,969) | $ 1,287,620 | $ — | $ 3,653 | $ — | $ 938,304 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ — | $ — | $ — | $ 394,024 | $ — | $ 394,024 | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | (250,701) | — | — | — | — | (250,701) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 84,606 | — | — | — | 84,606 | |||||
Total | $ (250,701) | $ 84,606 | $ — | $ 394,024 | $ — | $ 227,929 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 1,328 | |
Futures Contracts Number of Long Contracts | 60 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 63 | |
Foreign Currency Contracts Sold at Contract Amount | $ 13,813,776 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ — | $ — | $ — | $ — | $ 2,372,425 | $ 2,372,425 | |||||
Unrealized appreciation on foreign currency contracts | — | 206,284 | — | — | — | 206,284 | |||||
Total | $ — | $ 206,284 | $ — | $ — | $ 2,372,425 | $ 2,578,709 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ — | $ 1,099,192 | $ 1,099,192 | |||||
Unrealized depreciation on foreign currency contracts | — | 167,329 | — | — | — | 167,329 | |||||
Total | $ — | $ 167,329 | $ — | $ — | $ 1,099,192 | $ 1,266,521 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
117 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ 230,612 | $ — | $ — | $ — | $ 3,670,389 | $ 3,901,001 | |||||
Net realized gain (loss) on swap contracts | — | — | — | (40,109) | — | (40,109) | |||||
Net realized gain (loss) on foreign currency contracts | — | (61,427) | — | — | — | (61,427) | |||||
Total | $ 230,612 | $ (61,427) | $ — | $ (40,109) | $ 3,670,389 | $ 3,799,465 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (99,242) | $ — | $ — | $ — | $ 857,900 | $ 758,658 | |||||
Net change in unrealized appreciation (depreciation) of bond forward contracts | 34,230 | — | — | — | — | 34,230 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (27,657) | — | — | — | (27,657) | |||||
Total | $ (65,012) | $ (27,657) | $ — | $ — | $ 857,900 | $ 765,231 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 287 | |
Futures Contracts Number of Short Contracts | (66) | |
Swap Contracts at Notional Amount | $ 60,000 | |
Bond Forward Contracts at Notional Amount | $ 2,124,604 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 10,848,006 | |
Foreign Currency Contracts Sold at Contract Amount | $ 14,606,814 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 26,934 | $ — | $ — | $ — | $ — | $ 26,934 | |||||
Unrealized appreciation on foreign currency contracts | — | 618,657 | — | — | — | 618,657 | |||||
Total | $ 26,934 | $ 618,657 | $ — | $ — | $ — | $ 645,591 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 2,100,861 | $ — | $ — | $ — | $ — | $ 2,100,861 | |||||
Total | $ 2,100,861 | $ — | $ — | $ — | $ — | $ 2,100,861 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
118 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on purchased options contracts | $ — | $ — | $ — | $ (1,575,353) | $ — | $ (1,575,353) | |||||
Net realized gain (loss) on futures contracts | 263,421 | — | — | (205,014) | — | 58,407 | |||||
Net realized gain (loss) on foreign currency contracts | — | 4,060,069 | — | — | — | 4,060,069 | |||||
Total | $ 263,421 | $ 4,060,069 | $ — | $ (1,780,367) | $ — | $ 2,543,123 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | $ — | $ — | $ — | $ 691,059 | $ — | $ 691,059 | |||||
Net change in unrealized appreciation (depreciation) of futures contracts | (4,199,513) | — | — | — | — | (4,199,513) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 455,624 | — | — | — | 455,624 | |||||
Total | $ (4,199,513) | $ 455,624 | $ — | $ 691,059 | $ — | $ (3,052,830) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | $ 557 | |
Futures Contracts Number of Long Contracts | 325 | |
Futures Contracts Number of Short Contracts | (1) | |
Foreign Currency Contracts Purchased at Contract Amount | $ 269,620 | |
Foreign Currency Contracts Sold at Contract Amount | $ 44,653,091 |
f) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of April 30, 2022: | |
Balanced Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 5,606,485 | $ (1,422,192) | ||
Futures contracts | 41,324,390 | (51,487,005) | ||
Swap contracts | 2,338,702 | (593,844) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 49,269,577 | (53,503,041) | ||
Derivatives not subject to a MNA | (43,663,092) | 52,080,849 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 5,606,485 | $ (1,422,192) |
119 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 51,566 | $ (36,565) | $ — | $ — | $ 15,001 | |||||
Barclays | 275,862 | (27,692) | — | — | 248,170 | |||||
BNP Paribas Securities Services | 35,498 | (35,498) | — | — | — | |||||
Citibank NA | 38,892 | (38,892) | — | — | — | |||||
Commonwealth Bank of Australia | 449,655 | (47,798) | — | — | 401,857 | |||||
Deutsche Bank Securities, Inc. | 4,183,805 | (82,863) | — | — | 4,100,942 | |||||
Goldman Sachs & Co. | 191,273 | (191,273) | — | — | — | |||||
JP Morgan Chase & Co. | 57,260 | (57,260) | — | — | — | |||||
Morgan Stanley | 121,973 | (119,395) | — | — | 2,578 | |||||
RBC Dominion Securities, Inc. | 67,395 | (36,953) | — | — | 30,442 | |||||
State Street Global Markets LLC | 133,306 | (133,306) | — | — | — | |||||
Total | $ 5,606,485 | $ (807,495) | $ — | $ — | $ 4,798,990 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (36,565) | $ 36,565 | $ — | $ — | $ — | |||||
Bank of Montreal | (6,507) | — | — | — | (6,507) | |||||
Barclays | (27,692) | 27,692 | — | — | — | |||||
BNP Paribas Securities Services | (97,215) | 35,498 | — | — | (61,717) | |||||
Citibank NA | (186,374) | 38,892 | — | — | (147,482) | |||||
Commonwealth Bank of Australia | (47,798) | 47,798 | — | — | — | |||||
Deutsche Bank Securities, Inc. | (82,863) | 82,863 | — | — | — | |||||
Goldman Sachs & Co. | (295,496) | 191,273 | — | — | (104,223) | |||||
JP Morgan Chase & Co. | (122,531) | 57,260 | — | — | (65,271) | |||||
Morgan Stanley | (119,395) | 119,395 | — | — | — | |||||
RBC Dominion Securities, Inc. | (36,953) | 36,953 | — | — | — | |||||
Standard Chartered Bank | (31,168) | — | — | — | (31,168) | |||||
State Street Global Markets LLC | (245,800) | 133,306 | — | — | (112,494) | |||||
Toronto-Dominion Bank | (12,582) | — | — | — | (12,582) | |||||
UBS AG | (48,323) | — | — | — | (48,323) | |||||
Westpac International | (24,930) | — | — | — | (24,930) | |||||
Total | $ (1,422,192) | $ 807,495 | $ — | $ — | $ (614,697) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Balanced Retirement Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 134,459 | $ (6) | ||
Futures contracts | — | (399,823) | ||
Purchased options | 913,506 | — | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 1,047,965 | (399,829) | ||
Derivatives not subject to a MNA | (913,506) | 399,823 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 134,459 | $ (6) |
120 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 10,540 | $ — | $ — | $ — | $ 10,540 | |||||
Barclays | 41,484 | — | — | — | 41,484 | |||||
BNP Paribas Securities Services | 3,340 | — | — | — | 3,340 | |||||
Deutsche Bank Securities, Inc. | 49,156 | — | — | — | 49,156 | |||||
Goldman Sachs & Co. | 14,044 | — | — | — | 14,044 | |||||
State Street Global Markets LLC | 15,895 | (6) | — | — | 15,889 | |||||
Total | $ 134,459 | $ (6) | $ — | $ — | $ 134,453 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (6) | $ 6 | $ — | $ — | $ — | |||||
Total | $ (6) | $ 6 | $ — | $ — | $ — |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Global Real Asset Fund (Consolidated) | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 206,284 | $ (167,329) | ||
Futures contracts | 2,372,425 | (1,099,192) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 2,578,709 | (1,266,521) | ||
Derivatives not subject to a MNA | (2,372,425) | 1,099,192 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 206,284 | $ (167,329) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 13,170 | $ — | $ — | $ — | $ 13,170 | |||||
Barclays | 71,974 | (21,362) | — | — | 50,612 | |||||
Canadian Imperial Bank of Commerce | 6,047 | — | — | — | 6,047 | |||||
Deutsche Bank Securities, Inc. | 32,496 | — | — | — | 32,496 | |||||
Goldman Sachs & Co. | 18,378 | — | — | (18,378) | — | |||||
JP Morgan Chase & Co. | 4,523 | (3,939) | — | — | 584 | |||||
Morgan Stanley | 14,566 | (10,119) | — | — | 4,447 | |||||
RBC Dominion Securities, Inc. | 3,755 | (1,401) | — | — | 2,354 | |||||
State Street Global Markets LLC | 38,096 | (38,096) | — | — | — | |||||
Toronto-Dominion Bank | 541 | (541) | — | — | — | |||||
Westpac International | 2,738 | — | — | — | 2,738 | |||||
Total | $ 206,284 | $ (75,458) | $ — | $ (18,378) | $ 112,448 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Barclays | $ (21,362) | $ 21,362 | $ — | $ — | $ — | |||||
JP Morgan Chase & Co. | (3,939) | 3,939 | — | — | — | |||||
Morgan Stanley | (10,119) | 10,119 | — | — | — | |||||
RBC Dominion Securities, Inc. | (1,401) | 1,401 | — | — | — | |||||
State Street Global Markets LLC | (128,310) | 38,096 | — | — | (90,214) | |||||
Toronto-Dominion Bank | (2,198) | 541 | — | — | (1,657) | |||||
Total | $ (167,329) | $ 75,458 | $ — | $ — | $ (91,871) |
121 |
April 30, 2022 (Unaudited)
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Multi-Asset Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 618,657 | $ — | ||
Futures contracts | 26,934 | (2,100,861) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 645,591 | (2,100,861) | ||
Derivatives not subject to a MNA | (26,934) | 2,100,861 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 618,657 | $ — |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Barclays | $ 462,614 | $ — | $ — | $ — | $ 462,614 | |||||
Deutsche Bank Securities, Inc. | 156,043 | — | — | — | 156,043 | |||||
Total | $ 618,657 | $ — | $ — | $ — | $ 618,657 | |||||
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. | |
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Certain Funds are exposed to the risks of the Underlying Funds and/or other investment companies in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or other investment companies. The market values of the Underlying Funds and/or other investment companies may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or other investment companies invested, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities in which the Underlying Funds and/or other investment companies invest may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. | |
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to |
122 |
April 30, 2022 (Unaudited)
interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions).These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default. | |
Recent events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds or Underlying Funds (some of the Underlying Funds hold positions in Russia that are indirectly held by the Asset Allocation 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 could adversely affect the global energy and financial markets and, thus, could 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. | |
The use of certain London Interbank Offered Rates (collectively, “LIBOR”) was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023. |
6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
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April 30, 2022 (Unaudited)
At October 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: | |
Fund | Short-Term Capital Loss Carryforward with No Expiration | Long-Term Capital Loss Carryforward with No Expiration | ||
Balanced Retirement Fund* | $ 21,130,730 | $ 4,688,636 | ||
Global Real Asset Fund (Consolidated)* | 12,043,701 | 93,177,117 |
* | Future utilization of losses are subject to limitation under the current tax laws. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) of investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Balanced Income Fund | $ 13,672,447,908 | $ 1,843,431,359 | $ (1,020,570,021) | $ 822,861,338 | ||||
Balanced Retirement Fund | 88,094,347 | 8,869,266 | (6,236,682) | 2,632,584 | ||||
Checks and Balances Fund | 1,447,767,891 | 132,446,655 | (57,978,793) | 74,467,862 | ||||
Conservative Allocation Fund | 123,463,856 | 5,424,038 | (8,432,952) | (3,008,914) | ||||
Global Real Asset Fund (Consolidated) | 153,715,084 | 14,767,187 | (6,067,267) | 8,699,920 | ||||
Growth Allocation Fund | 520,198,631 | 63,411,535 | (28,499,342) | 34,912,193 | ||||
Moderate Allocation Fund | 354,709,756 | 27,326,150 | (20,625,777) | 6,700,373 | ||||
Multi-Asset Income Fund | 774,465,024 | 34,300,621 | (48,973,795) | (14,673,174) |
7. | Expenses: |
a) | Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Company, on behalf of its Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, in accordance with the Fund’s investment objective and policies. Each Fund, except Checks and Balances Fund, pays a fee to HFMC under the Investment Management Agreement. With respect to each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund, HFMC pays a sub-advisory fee to Wellington Management out of its management fee. HFMC is responsible for the day-to-day management of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Balanced Income Fund | 0.7000% on first $250 million and; | |
0.6300% on next $250 million and; | ||
0.6000% on next $500 million and; | ||
0.5700% on next $1.5 billion and; | ||
0.5500% on next $2.5 billion and; | ||
0.5300% on next $5 billion and; | ||
0.4500% on next $2 billion and; | ||
0.3900% over $12 billion |
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Fund | Management Fee Rates | |
Balanced Retirement Fund (Excluding assets invested in investment companies for which HFMC or its affiliates serves as investment manager (“Affiliated Funds”)) | 0.3900% on first $1 billion and; | |
0.3800% on next $4 billion and; | ||
0.3750% over $5 billion | ||
Balanced Retirement Fund (Invested in Affiliated Funds) | 0.0000% on all assets invested in Affiliated Funds | |
Checks and Balances Fund | N/A | |
Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund | 0.1000% on first $500 million and; | |
0.0950% on next $500 million and; | ||
0.0900% on next $1.5 billion and; | ||
0.0800% on next $2.5 billion and; | ||
0.0700% on next $2.5 billion and; | ||
0.0600% on next $2.5 billion and; | ||
0.0500% over $10 billion | ||
Global Real Asset Fund | 0.7950% on first $500 million and; | |
0.7600% on next $500 million and; | ||
0.7300% on next $1.5 billion and; | ||
0.7000% on next $2.5 billion and; | ||
0.6600% over $5 billion | ||
Multi-Asset Income Fund | 0.5900% on first $500 million and; | |
0.5500% on next $250 million and; | ||
0.5000% on next $250 million and; | ||
0.4750% on next $4 billion and; | ||
0.4725% on next $5 billion and; | ||
0.4700% over $10 billion |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
c) | Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses through February 28, 2023 (unless the Board of Directors approves its earlier termination) as follows for each of the following Funds: |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Balanced Retirement Fund(1) | 0.96% | 1.71% | 0.66% | 1.18% | 0.88% | 0.55% | 0.45% | 0.55% | 0.45% | |||||||||
Conservative Allocation Fund(2) | 1.19% | 1.94% | 0.94% | 1.44% | 1.14% | 0.84% | N/A | N/A | 0.84% | |||||||||
Global Real Asset Fund(3) | 1.25% | 2.00% | 1.00% | 1.50% | 1.20% | 0.95% | 0.90% | 0.90% | 0.90% |
(1) | HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions, acquired fund fees and expenses resulting from the Fund’s investments in investment companies other than Affiliated Funds, and extraordinary expenses. | |||||||||||||||||||||||
(2) | HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions and extraordinary expenses. | |||||||||||||||||||||||
(3) | HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses. |
d) | Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the six-month period ended April 30, 2022, these amounts, if any, are included in the Statements of Operations. |
125 |
April 30, 2022 (Unaudited)
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: | |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Balanced Income Fund | 0.85% | 1.61% | 0.61% | 1.23% | 0.94% | 0.64% | 0.53% | 0.64% | 0.53% | |||||||||
Balanced Retirement Fund | 0.85% | 1.60% | 0.55% | 1.07% | 0.77% | 0.44% | 0.33% | 0.44% | 0.34% | |||||||||
Checks and Balances Fund | 0.37% | 1.15% | 0.14% | 0.74% | 0.44% | 0.16% | N/A | N/A | 0.04% | |||||||||
Conservative Allocation Fund | 0.58% | 1.37% | 0.33% | 0.95% | 0.65% | 0.35% | N/A | N/A | 0.24% | |||||||||
Global Real Asset Fund (Consolidated) | 1.25% | 2.00% | 1.00% | 1.50% | 1.21% | 0.95% | 0.90% | 0.90% | 0.90% | |||||||||
Growth Allocation Fund | 0.52% | 1.34% | 0.25% | 0.86% | 0.57% | 0.26% | N/A | N/A | 0.16% | |||||||||
Moderate Allocation Fund | 0.52% | 1.33% | 0.26% | 0.88% | 0.58% | 0.26% | N/A | N/A | 0.17% | |||||||||
Multi-Asset Income Fund | 1.01% | 1.76% | 0.73% | 1.33% | 1.05% | 0.74% | 0.64% | 0.74% | 0.63% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows: |
Fund | Front-End Sales Charges | Contingent Deferred Sales Charges | ||
Balanced Income Fund | $ 3,438,384 | $ 90,657 | ||
Balanced Retirement Fund | 22,166 | 38 | ||
Checks and Balances Fund | 726,932 | 6,057 | ||
Conservative Allocation Fund | 52,608 | 481 | ||
Global Real Asset Fund (Consolidated) | 81,827 | 360 | ||
Growth Allocation Fund | 200,515 | 2,108 | ||
Moderate Allocation Fund | 93,286 | 1,491 | ||
Multi-Asset Income Fund | 131,538 | 1,446 |
f) | Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below. |
Fund | CCO Compensation Paid by Fund | |
Balanced Income Fund | $ 7,133 | |
Balanced Retirement Fund | 44 | |
Checks and Balances Fund | 749 | |
Conservative Allocation Fund | 61 | |
Global Real Asset Fund (Consolidated) | 53 | |
Growth Allocation Fund | 276 | |
Moderate Allocation Fund | 180 | |
Multi-Asset Income Fund | 377 |
126 |
April 30, 2022 (Unaudited)
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Balanced Income Fund | 0.07% | 0.08% | 0.08% | 0.21% | 0.16% | 0.11% | 0.00% * | 0.11% | 0.00% * | |||||||||
Balanced Retirement Fund | 0.14% | 0.16% | 0.11% | 0.22% | 0.17% | 0.12% | — | 0.10% | 0.00% * | |||||||||
Checks and Balances Fund | 0.09% | 0.11% | 0.10% | 0.22% | 0.15% | 0.12% | N/A | N/A | 0.00% * | |||||||||
Conservative Allocation Fund | 0.10% | 0.14% | 0.09% | 0.22% | 0.17% | 0.12% | N/A | N/A | 0.00% * | |||||||||
Global Real Asset Fund (Consolidated) | 0.13% | 0.20% | 0.06% | 0.22% | 0.13% | 0.11% | — | 0.08% | 0.00% * | |||||||||
Growth Allocation Fund | 0.12% | 0.18% | 0.10% | 0.22% | 0.17% | 0.11% | N/A | N/A | 0.00% * | |||||||||
Moderate Allocation Fund | 0.11% | 0.17% | 0.10% | 0.22% | 0.16% | 0.09% | N/A | N/A | 0.00% * | |||||||||
Multi-Asset Income Fund | 0.13% | 0.12% | 0.10% | 0.22% | 0.17% | 0.11% | 0.00% * | 0.11% | 0.00% * |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund, and Moderate Allocation Fund do not currently engage in securities lending. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could |
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be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Balanced Income Fund | $ 65,282,125 | $ (65,282,125) | $ — | |||
Balanced Retirement Fund | 1,369,467 | (1,369,467) | — | |||
Global Real Asset Fund (Consolidated) | 2,415,708 | (2,415,708) (3) | — | |||
Multi-Asset Income Fund | 5,872,337 | (5,872,337) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
(3) | Includes non-cash collateral of $14,069 for Global Real Asset Fund. |
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Balanced Income Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 56,370,171 | $ — | $ — | $ — | $ 56,370,171 | ||||
Corporate Bonds | 966,745 | — | — | — | 966,745 | ||||
Escrows | 7,749,920 | — | — | — | 7,749,920 | ||||
Municipal Bonds | 34,848 | — | — | — | 34,848 | ||||
Preferred Stocks | 2,447,745 | — | — | — | 2,447,745 | ||||
Total Borrowings | $ 67,569,429 | $ — | $ — | $ — | $ 67,569,429 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 67,569,429 | ||||||||
Balanced Retirement Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 1,457,176 | $ — | $ — | $ — | $ 1,457,176 | ||||
Corporate Bonds | 8,116 | — | — | — | 8,116 | ||||
Total Borrowings | $ 1,465,292 | $ — | $ — | $ — | $ 1,465,292 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 1,465,292 |
128 |
April 30, 2022 (Unaudited)
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Global Real Asset Fund (Consolidated) | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 2,679,934 | $ — | $ — | $ — | $ 2,679,934 | ||||
Total Borrowings | $ 2,679,934 | $ — | $ — | $ — | $ 2,679,934 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 2,679,934 | ||||||||
Multi-Asset Income Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 6,174,557 | $ — | $ — | $ — | $ 6,174,557 | ||||
Corporate Bonds | 31,366 | — | — | — | 31,366 | ||||
Total Borrowings | $ 6,205,923 | $ — | $ — | $ — | $ 6,205,923 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 6,205,923 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Affiliate Fund Transactions: |
A summary of affiliate fund transactions for the Balanced Retirement Fund, Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund for the period ended April 30, 2022 is as follows: | |
Affiliated Investment Companies | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | |||||||||
Balanced Retirement Fund | ||||||||||||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | $ 4,836,509 | $ — | $ 2,291,037 | $ 138,818 | $ (466,212) | $ 2,218,078 | 80,511 | $ 114,588 | $ — | |||||||||
Hartford Multifactor Emerging Markets ETF | 4,827,480 | 1,162,587 | 1,178,660 | 60,743 | (525,605) | 4,346,545 | 197,741 | 138,453 | — | |||||||||
Hartford Multifactor US Equity ETF | 2,928,751 | — | 1,070,435 | 275,089 | (356,166) | 1,777,239 | 44,763 | 22,902 | — | |||||||||
The Hartford World Bond Fund, Class F | 10,415,856 | 4,939,218 | 22,667,622 | (280,916) | 16,812,786 | 9,219,322 | 915,524 | 145,882 | — | |||||||||
Total | $ 23,008,596 | $ 6,101,805 | $ 27,207,754 | $ 193,734 | $ 15,464,803 | $ 17,561,184 | 1,238,539 | $ 421,825 | $ — | |||||||||
Checks and Balances Fund | ||||||||||||||||||
Hartford Total Return Bond ETF | $ 573,409,796 | $ 28,299,015 | $ — | $ — | $ (78,573,824) | $ 523,134,987 | 14,878,697 | $ 7,300,439 | $ 10,002,149 | |||||||||
The Hartford Capital Appreciation Fund, Class F | 572,004,569 | 94,720,986 | 23,556,106 | 346,830 | (149,627,058) | 493,889,221 | 13,308,791 | 2,658,221 | 78,674,825 | |||||||||
The Hartford Dividend and Growth Fund, Class F | 574,394,330 | 32,760,970 | 65,524,115 | 6,517,989 | (46,101,199) | 502,047,975 | 15,862,495 | 4,158,763 | 26,871,196 | |||||||||
Total | $ 1,719,808,695 | $ 155,780,971 | $ 89,080,221 | $ 6,864,819 | $ (274,302,081) | $ 1,519,072,183 | 44,049,983 | $ 14,117,423 | $ 115,548,170 | |||||||||
Conservative Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 28,705,306 | $ 276,647 | $ 2,148,577 | $ (142,438) | $ (2,924,502) | $ 23,766,436 | 653,283 | $ 179,631 | $ 101,470 | |||||||||
Hartford Core Equity Fund, Class F | 11,953,894 | 5,916,410 | 1,373,581 | 41,315 | (2,360,410) | 14,177,628 | 333,827 | 93,238 | 290,821 | |||||||||
Hartford Large Cap Growth ETF | — | 2,964,037 | — | — | (659,503) | 2,304,534 | 169,451 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 5,062,983 | 633,850 | 1,519,979 | 33,395 | (431,822) | 3,778,427 | 137,148 | 119,954 | — | |||||||||
Hartford Multifactor US Equity ETF | 6,697,111 | — | 2,363,652 | 656,322 | (837,808) | 4,151,973 | 104,575 | 50,644 | — |
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April 30, 2022 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | |||||||||
Conservative Allocation Fund – (continued) | ||||||||||||||||||
Hartford Schroders Commodity Strategy ETF | $ — | $ 2,065,430 | $ 541,281 | $ 117,680 | $ 502,480 | $ 2,144,309 | 81,002 | $ — | $ — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 1,024,258 | 883,718 | 524,113 | (45,638) | (204,940) | 1,133,285 | 69,956 | 14,596 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 2,082,154 | 1,381,105 | 1,246,776 | (15,323) | (153,737) | 2,047,423 | 213,718 | 35,297 | — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | — | 18,127,286 | 814,273 | (31,117) | (1,511,586) | 15,770,310 | 1,712,303 | 92,497 | — | |||||||||
Hartford Short Duration ETF | 12,646,270 | — | 12,539,375 | 61,482 | (168,377) | — | — | 57,750 | 16,984 | |||||||||
Hartford Small Cap Value Fund, Class F | 3,439,546 | 601,079 | 2,090,838 | 209,828 | (475,504) | 1,684,111 | 146,572 | 36,737 | 183,094 | |||||||||
The Hartford Equity Income Fund, Class F | 7,186,382 | 1,343,594 | 4,040,712 | 336,348 | (738,737) | 4,086,875 | 186,786 | 65,882 | 498,285 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 3,809,522 | 824,542 | 1,051,867 | (313,353) | (1,366,600) | 1,902,244 | 49,141 | — | 667,711 | |||||||||
The Hartford Inflation Plus Fund, Class F | 8,636,981 | 369,019 | 2,364,035 | (20,787) | (531,673) | 6,089,505 | 554,600 | 294,807 | — | |||||||||
The Hartford International Growth Fund, Class F | 2,450,108 | 338,808 | 1,760,211 | (146,569) | (321,166) | 560,970 | 38,902 | 15,954 | 8,007 | |||||||||
The Hartford International Opportunities Fund, Class F | 4,533,809 | 657,686 | 1,333,898 | (105,505) | (891,487) | 2,860,605 | 177,347 | 78,633 | 378,448 | |||||||||
The Hartford Small Company Fund, Class F | 3,509,978 | 1,286,827 | 1,761,038 | (348,425) | (941,555) | 1,745,787 | 89,619 | — | 682,800 | |||||||||
The Hartford Strategic Income Fund, Class F | 11,051,345 | 6,629,575 | 1,572,786 | (120,904) | (1,688,016) | 14,299,214 | 1,769,705 | 255,306 | 125,783 | |||||||||
The Hartford World Bond Fund, Class F | 25,159,712 | 1,784,133 | 8,310,922 | (293,244) | (669,748) | 17,669,931 | 1,754,710 | 244,624 | 78,243 | |||||||||
Total | $ 137,949,359 | $ 46,083,746 | $ 47,357,914 | $ (126,933) | $ (16,374,691) | $ 120,173,567 | 8,242,645 | $ 1,635,550 | $ 3,031,646 | |||||||||
Growth Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 37,328,864 | $ 13,189,225 | $ 7,822,030 | $ (518,554) | $ (4,049,482) | $ 38,128,023 | 1,048,049 | $ 268,899 | $ 131,954 | |||||||||
Hartford Core Equity Fund, Class F | 122,906,092 | 18,284,133 | 4,585,491 | 489,148 | (20,052,881) | 117,041,001 | 2,755,851 | 962,337 | 3,038,328 | |||||||||
Hartford Large Cap Growth ETF | — | 42,735,872 | — | — | (9,886,282) | 32,849,590 | 2,415,411 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 60,128,652 | 5,382,363 | 19,042,690 | 329,944 | (4,969,820) | 41,828,449 | 1,518,274 | 1,424,587 | — | |||||||||
Hartford Multifactor US Equity ETF | 64,259,836 | — | 11,226,741 | 3,018,504 | (5,749,662) | 50,301,937 | 1,266,946 | 531,886 | — | |||||||||
Hartford Schroders Commodity Strategy ETF | — | 19,147,780 | 5,795,329 | 1,259,957 | 4,472,108 | 19,084,516 | 720,924 | — | — |
130 |
April 30, 2022 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | |||||||||
Growth Allocation Fund – (continued) | ||||||||||||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | $ 11,920,371 | $ 7,081,202 | $ 2,289,640 | $ (86,834) | $ (2,843,883) | $ 13,781,216 | 850,692 | $ 159,111 | $ — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 21,755,417 | 18,195,616 | 13,911,302 | (169,175) | (1,850,932) | 24,019,624 | 2,507,268 | 374,597 | — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | — | 10,820,216 | 164,627 | (10,460) | (529,034) | 10,116,095 | 1,098,382 | 41,251 | — | |||||||||
Hartford Short Duration ETF | 11,789,728 | — | 11,690,073 | 99,601 | (199,256) | — | — | 53,840 | 15,833 | |||||||||
Hartford Small Cap Value Fund, Class F | 39,041,552 | 7,710,951 | 23,367,341 | 951,620 | (4,183,541) | 20,153,241 | 1,753,981 | 435,373 | 2,180,253 | |||||||||
The Hartford Equity Income Fund, Class F | 77,630,805 | 7,317,996 | 29,861,634 | 3,281,124 | (8,096,612) | 50,271,679 | 2,297,609 | 727,523 | 5,336,115 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 35,559,329 | 6,282,000 | 1,016,858 | (318,673) | (16,391,019) | 24,114,779 | 622,960 | — | 6,281,999 | |||||||||
The Hartford Inflation Plus Fund, Class F | 11,076,769 | 259,447 | 10,996,824 | 333,279 | (672,671) | — | — | 259,447 | — | |||||||||
The Hartford International Growth Fund, Class F | 24,866,328 | 356,557 | 8,698,857 | (1,025,183) | (4,652,229) | 10,846,616 | 752,192 | 153,926 | 80,026 | |||||||||
The Hartford International Opportunities Fund, Class F | 51,165,840 | 5,102,879 | 10,773,547 | (695,770) | (10,795,124) | 34,004,278 | 2,108,139 | 864,421 | 4,238,459 | |||||||||
The Hartford Small Company Fund, Class F | 38,972,840 | 11,075,535 | 17,187,439 | (2,845,089) | (11,518,437) | 18,497,410 | 949,559 | — | 7,562,592 | |||||||||
The Hartford Strategic Income Fund, Class F | 12,461,743 | 16,131,292 | 7,309,274 | (490,455) | (1,962,654) | 18,830,652 | 2,330,526 | 337,160 | 140,894 | |||||||||
The Hartford World Bond Fund, Class F | 26,366,929 | 6,379,437 | 1,599,851 | (66,761) | (1,247,944) | 29,831,810 | 2,962,444 | 279,805 | 81,492 | |||||||||
Total | $ 647,231,095 | $ 195,452,501 | $187,339,548 | $ 3,536,223 | $ (105,179,355) | $ 553,700,916 | 27,959,207 | $ 6,874,163 | $ 29,087,945 | |||||||||
Moderate Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 59,092,066 | $ 2,113,317 | $ 4,781,485 | $ (316,984) | $ (6,030,462) | $ 50,076,452 | 1,376,483 | $ 372,903 | $ 208,885 | |||||||||
Hartford Core Equity Fund, Class F | 59,553,749 | 23,593,331 | 3,880,020 | 393,630 | (11,509,472) | 68,151,218 | 1,604,691 | 460,768 | 1,455,153 | |||||||||
Hartford Large Cap Growth ETF | — | 14,869,729 | — | — | (3,385,563) | 11,484,166 | 844,424 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 30,587,300 | 3,001,143 | 9,414,955 | 158,923 | (2,542,785) | 21,789,626 | 790,912 | 724,684 | — | |||||||||
Hartford Multifactor US Equity ETF | 30,103,823 | — | 9,450,915 | 2,583,361 | (3,500,592) | 19,735,677 | 497,079 | 232,356 | — | |||||||||
Hartford Schroders Commodity Strategy ETF | — | 10,282,281 | 3,375,841 | 733,939 | 2,338,328 | 9,978,707 | 376,949 | — | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 5,977,018 | 3,819,390 | 1,219,909 | (77,606) | (1,447,913) | 7,050,980 | 435,246 | 78,752 | — |
131 |
April 30, 2022 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | |||||||||
Moderate Allocation Fund – (continued) | ||||||||||||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | $ 12,137,732 | $ 8,462,163 | $ 6,234,367 | $ (84,963) | $ (1,022,337) | $ 13,258,228 | 1,383,948 | $ 210,952 | $ — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | — | 29,572,010 | 1,603,900 | (89,317) | (2,249,202) | 25,629,591 | 2,782,800 | 143,748 | — | |||||||||
Hartford Short Duration ETF | 20,220,155 | — | 20,049,239 | 141,745 | (312,661) | — | — | 92,338 | 27,153 | |||||||||
Hartford Small Cap Value Fund, Class F | 18,487,318 | 3,320,331 | 10,922,538 | 979,895 | (2,512,792) | 9,352,214 | 813,944 | 188,840 | 977,875 | |||||||||
The Hartford Equity Income Fund, Class F | 35,930,231 | 4,275,296 | 18,971,275 | 2,207,235 | (4,241,757) | 19,199,730 | 877,502 | 320,785 | 2,517,257 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 16,731,724 | 2,955,867 | 2,038,228 | (621,092) | (7,007,285) | 10,020,986 | 258,873 | — | 2,955,868 | |||||||||
The Hartford Inflation Plus Fund, Class F | 15,327,750 | 352,929 | 15,218,779 | 451,403 | (913,303) | — | — | 352,929 | — | |||||||||
The Hartford International Growth Fund, Class F | 14,150,176 | 814,657 | 6,792,831 | (511,784) | (2,451,241) | 5,208,977 | 361,233 | 87,719 | 45,605 | |||||||||
The Hartford International Opportunities Fund, Class F | 26,890,060 | 2,692,630 | 6,134,533 | (393,153) | (5,595,644) | 17,459,360 | 1,082,415 | 454,294 | 2,227,510 | |||||||||
The Hartford Small Company Fund, Class F | 16,785,310 | 5,686,750 | 7,434,592 | (1,006,784) | (5,250,516) | 8,780,168 | 450,727 | — | 3,242,667 | |||||||||
The Hartford Strategic Income Fund, Class F | 18,440,440 | 17,775,207 | 5,245,154 | (343,684) | (3,101,102) | 27,525,707 | 3,406,647 | 476,011 | 206,516 | |||||||||
The Hartford World Bond Fund, Class F | 38,648,162 | 3,818,077 | 4,879,209 | (191,158) | (1,531,828) | 35,864,044 | 3,561,474 | 388,850 | 118,255 | |||||||||
Total | $ 419,063,014 | $ 137,405,108 | $137,647,770 | $ 4,013,606 | $ (62,268,127) | $ 360,565,831 | 20,905,347 | $ 4,585,929 | $ 13,982,744 |
11. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Balanced Retirement Fund | — | — | — | — | — | 100% | 91% | — | — | |||||||||
Conservative Allocation Fund | — | — | — | — | — | — | N/A | N/A | 8% | |||||||||
Global Real Asset Fund (Consolidated) | — | — | — | — | 49% | 4% | 100% | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Balanced Retirement Fund | — | — | — | — | — | 0%* | 0%* | — | — | |||||||||
Conservative Allocation Fund | — | — | — | — | — | — | N/A | N/A | 0%* | |||||||||
Global Real Asset Fund (Consolidated) | — | — | — | — | 0%* | 0%* | 0%* | — | — |
* | Percentage rounds to zero. |
132 |
April 30, 2022 (Unaudited)
Fund | Percentage of Fund* | |
Balanced Income Fund | 0% (1) |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
(1) | Percentage rounds to zero. |
12. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Cost of Purchases For U.S. Government Obligations | Sales Proceeds For U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||||
Balanced Income Fund | $ 3,379,602,482 | $ 3,277,694,619 | $ 578,674,105 | $ 502,549,870 | $ 3,958,276,587 | $ 3,780,244,489 | ||||||
Balanced Retirement Fund | 27,486,532 | 36,863,233 | 2,401,195 | 733,682 | 29,887,727 | 37,596,915 | ||||||
Checks and Balances Fund | 155,780,971 | 89,080,221 | — | — | 155,780,971 | 89,080,221 | ||||||
Conservative Allocation Fund | 46,083,746 | 47,357,914 | — | — | 46,083,746 | 47,357,914 | ||||||
Global Real Asset Fund (Consolidated) | 121,258,365 | 82,521,778 | 47,949,403 | 31,846,161 | 169,207,768 | 114,367,939 | ||||||
Growth Allocation Fund | 195,452,501 | 187,339,548 | — | — | 195,452,501 | 187,339,548 | ||||||
Moderate Allocation Fund | 137,405,108 | 137,647,770 | — | — | 137,405,108 | 137,647,770 | ||||||
Multi-Asset Income Fund | 173,450,200 | 192,275,507 | 62,861,078 | 50,518,145 | 236,311,278 | 242,793,652 |
13. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Balanced Income Fund | |||||||
Class A | |||||||
Shares Sold | 24,057,521 | $ 378,119,316 | 56,638,399 | $ 912,410,505 | |||
Shares Issued for Reinvested Dividends | 16,246,395 | 257,759,155 | 6,337,681 | 100,994,661 | |||
Shares Redeemed | (21,872,347) | (344,807,570) | (36,941,791) | (592,465,028) | |||
Net Increase (Decrease) | 18,431,569 | 291,070,901 | 26,034,289 | 420,940,138 | |||
Class C | |||||||
Shares Sold | 8,208,448 | $ 127,717,670 | 19,296,475 | $ 305,053,113 | |||
Shares Issued for Reinvested Dividends | 9,304,434 | 145,169,715 | 3,297,597 | 51,414,604 | |||
Shares Redeemed | (22,708,656) | (351,153,901) | (58,220,767) | (919,838,821) | |||
Net Increase (Decrease) | (5,195,774) | (78,266,516) | (35,626,695) | (563,371,104) | |||
Class I | |||||||
Shares Sold | 38,345,287 | $ 606,454,452 | 69,948,705 | $ 1,120,430,747 | |||
Shares Issued for Reinvested Dividends | 15,810,745 | 250,916,780 | 6,707,399 | 106,925,758 | |||
Shares Redeemed | (33,066,289) | (521,051,767) | (58,657,625) | (938,978,342) | |||
Net Increase (Decrease) | 21,089,743 | 336,319,465 | 17,998,479 | 288,378,163 | |||
Class R3 | |||||||
Shares Sold | 1,872,860 | $ 29,097,026 | 1,063,857 | $ 17,216,888 | |||
Shares Issued for Reinvested Dividends | 525,438 | 8,374,649 | 207,440 | 3,308,544 | |||
Shares Redeemed | (2,166,676) | (33,847,886) | (2,777,225) | (44,675,246) | |||
Net Increase (Decrease) | 231,622 | 3,623,789 | (1,505,928) | (24,149,814) | |||
Class R4 | |||||||
Shares Sold | 955,317 | $ 14,924,099 | 887,004 | $ 14,282,673 | |||
Shares Issued for Reinvested Dividends | 318,162 | 5,073,384 | 138,662 | 2,216,344 | |||
Shares Redeemed | (1,240,358) | (19,452,097) | (1,561,079) | (25,135,399) | |||
Net Increase (Decrease) | 33,121 | 545,386 | (535,413) | (8,636,382) |
133 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 305,465 | $ 4,894,199 | 579,974 | $ 9,384,291 | |||
Shares Issued for Reinvested Dividends | 142,558 | 2,276,539 | 66,159 | 1,060,329 | |||
Shares Redeemed | (256,613) | (4,016,433) | (950,639) | (15,369,058) | |||
Net Increase (Decrease) | 191,410 | 3,154,305 | (304,506) | (4,924,438) | |||
Class R6 | |||||||
Shares Sold | 2,634,355 | $ 42,078,384 | 3,594,984 | $ 58,587,631 | |||
Shares Issued for Reinvested Dividends | 991,212 | 15,927,065 | 432,819 | 6,981,019 | |||
Shares Redeemed | (2,430,623) | (38,663,264) | (3,532,741) | (57,073,871) | |||
Net Increase (Decrease) | 1,194,944 | 19,342,185 | 495,062 | 8,494,779 | |||
Class Y | |||||||
Shares Sold | 780,712 | $ 12,459,281 | 1,484,827 | $ 24,021,575 | |||
Shares Issued for Reinvested Dividends | 466,933 | 7,505,063 | 217,135 | 3,497,580 | |||
Shares Redeemed | (1,136,747) | (18,223,556) | (4,383,419) | (69,378,275) | |||
Net Increase (Decrease) | 110,898 | 1,740,788 | (2,681,457) | (41,859,120) | |||
Class F | |||||||
Shares Sold | 18,139,766 | $ 285,907,314 | 34,844,131 | $ 559,715,613 | |||
Shares Issued for Reinvested Dividends | 10,101,377 | 160,397,530 | 4,304,296 | 68,676,058 | |||
Shares Redeemed | (14,173,587) | (223,206,005) | (23,220,269) | (373,176,674) | |||
Net Increase (Decrease) | 14,067,556 | 223,098,839 | 15,928,158 | 255,214,997 | |||
Total Net Increase (Decrease) | 50,155,089 | $ 800,629,142 | 19,801,989 | $ 330,087,219 | |||
Balanced Retirement Fund | |||||||
Class A | |||||||
Shares Sold | 159,264 | $ 1,589,963 | 1,280,845 | $ 12,522,777 | |||
Shares Issued for Reinvested Dividends | 97,091 | 972,824 | 148,787 | 1,460,156 | |||
Shares Redeemed | (633,872) | (6,321,501) | (1,694,231) | (16,578,048) | |||
Net Increase (Decrease) | (377,517) | (3,758,714) | (264,599) | (2,595,115) | |||
Class C | |||||||
Shares Sold | 28,252 | $ 281,658 | 24,636 | $ 240,647 | |||
Shares Issued for Reinvested Dividends | 8,656 | 87,162 | 20,436 | 199,103 | |||
Shares Redeemed | (112,674) | (1,123,564) | (1,748,401) | (17,089,916) | |||
Net Increase (Decrease) | (75,766) | (754,744) | (1,703,329) | (16,650,166) | |||
Class I | |||||||
Shares Sold | 63,359 | $ 630,123 | 132,592 | $ 1,303,454 | |||
Shares Issued for Reinvested Dividends | 16,445 | 164,361 | 28,029 | 274,228 | |||
Shares Redeemed | (118,586) | (1,178,425) | (447,124) | (4,372,091) | |||
Net Increase (Decrease) | (38,782) | (383,941) | (286,503) | (2,794,409) | |||
Class R3 | |||||||
Shares Sold | 2,240 | $ 22,374 | 6,521 | $ 64,293 | |||
Shares Issued for Reinvested Dividends | 994 | 9,973 | 1,478 | 14,497 | |||
Shares Redeemed | (10,107) | (100,738) | (16,557) | (160,487) | |||
Net Increase (Decrease) | (6,873) | (68,391) | (8,558) | (81,697) | |||
Class R4 | |||||||
Shares Sold | 2,425 | $ 24,336 | 2,211 | $ 21,497 | |||
Shares Issued for Reinvested Dividends | 336 | 3,350 | 451 | 4,407 | |||
Shares Redeemed | (459) | (4,564) | (20,753) | (197,627) | |||
Net Increase (Decrease) | 2,302 | 23,122 | (18,091) | (171,723) | |||
Class R5 | |||||||
Shares Sold | 10,470 | $ 104,155 | 15,106 | $ 149,168 | |||
Shares Issued for Reinvested Dividends | 822 | 8,234 | 1,573 | 15,361 | |||
Shares Redeemed | (83,425) | (825,184) | (10,903) | (105,554) | |||
Net Increase (Decrease) | (72,133) | (712,795) | 5,776 | 58,975 | |||
Class R6 | |||||||
Shares Sold | — | $ — | 116 | $ 1,150 | |||
Shares Issued for Reinvested Dividends | 22 | 220 | 32 | 309 | |||
Shares Redeemed | (1) | (7) | (1) | (6) | |||
Net Increase (Decrease) | 21 | 213 | 147 | 1,453 |
134 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 4,944 | $ 48,770 | 65,767 | $ 625,085 | |||
Shares Issued for Reinvested Dividends | 1,899 | 18,884 | 3,741 | 36,383 | |||
Shares Redeemed | (25,976) | (257,754) | (100,663) | (972,575) | |||
Net Increase (Decrease) | (19,133) | (190,100) | (31,155) | (311,107) | |||
Class F | |||||||
Shares Sold | 1,117 | $ 10,995 | 4,427 | $ 42,532 | |||
Shares Issued for Reinvested Dividends | 161 | 1,593 | 484 | 4,686 | |||
Shares Redeemed | (7,915) | (78,853) | (12,344) | (119,433) | |||
Net Increase (Decrease) | (6,637) | (66,265) | (7,433) | (72,215) | |||
Total Net Increase (Decrease) | (594,518) | $ (5,911,615) | (2,313,745) | $ (22,616,004) | |||
Checks and Balances Fund | |||||||
Class A | |||||||
Shares Sold | 3,671,308 | $ 39,111,583 | 9,563,346 | $ 101,897,212 | |||
Shares Issued for Reinvested Dividends | 7,848,143 | 85,484,503 | 5,644,458 | 58,040,207 | |||
Shares Redeemed | (7,848,246) | (83,711,267) | (16,847,483) | (180,252,796) | |||
Net Increase (Decrease) | 3,671,205 | 40,884,819 | (1,639,679) | (20,315,377) | |||
Class C | |||||||
Shares Sold | 524,908 | $ 5,548,491 | 1,174,907 | $ 12,383,383 | |||
Shares Issued for Reinvested Dividends | 541,599 | 5,859,342 | 452,569 | 4,582,397 | |||
Shares Redeemed | (1,524,477) | (16,013,061) | (5,515,612) | (58,167,014) | |||
Net Increase (Decrease) | (457,970) | (4,605,228) | (3,888,136) | (41,201,234) | |||
Class I | |||||||
Shares Sold | 1,090,852 | $ 11,726,119 | 3,706,452 | $ 40,310,852 | |||
Shares Issued for Reinvested Dividends | 550,527 | 6,009,395 | 313,362 | 3,236,969 | |||
Shares Redeemed | (1,484,881) | (15,850,981) | (1,915,183) | (20,546,580) | |||
Net Increase (Decrease) | 156,498 | 1,884,533 | 2,104,631 | 23,001,241 | |||
Class R3 | |||||||
Shares Sold | 138,150 | $ 1,487,257 | 191,192 | $ 2,003,683 | |||
Shares Issued for Reinvested Dividends | 60,139 | 652,006 | 49,697 | 506,109 | |||
Shares Redeemed | (88,736) | (926,146) | (542,623) | (5,833,566) | |||
Net Increase (Decrease) | 109,553 | 1,213,117 | (301,734) | (3,323,774) | |||
Class R4 | |||||||
Shares Sold | 12,637 | $ 132,692 | 26,224 | $ 279,913 | |||
Shares Issued for Reinvested Dividends | 18,775 | 203,704 | 12,954 | 132,561 | |||
Shares Redeemed | (10,276) | (106,399) | (58,304) | (592,123) | |||
Net Increase (Decrease) | 21,136 | 229,997 | (19,126) | (179,649) | |||
Class R5 | |||||||
Shares Sold | 6,848 | $ 70,653 | 22,472 | $ 241,324 | |||
Shares Issued for Reinvested Dividends | 3,720 | 39,823 | 1,945 | 19,782 | |||
Shares Redeemed | (9,046) | (93,866) | (4,192) | (45,527) | |||
Net Increase (Decrease) | 1,522 | 16,610 | 20,225 | 215,579 | |||
Class F | |||||||
Shares Sold | 40,584 | $ 428,099 | 23,033 | $ 236,246 | |||
Shares Issued for Reinvested Dividends | 12,343 | 134,588 | 10,357 | 106,910 | |||
Shares Redeemed | (76,420) | (833,001) | (31,081) | (337,152) | |||
Net Increase (Decrease) | (23,493) | (270,314) | 2,309 | 6,004 | |||
Total Net Increase (Decrease) | 3,478,451 | $ 39,353,534 | (3,721,510) | $ (41,797,210) | |||
Conservative Allocation Fund | |||||||
Class A | |||||||
Shares Sold | 562,801 | $ 6,484,172 | 1,430,178 | $ 16,976,189 | |||
Shares Issued for Reinvested Dividends | 476,597 | 5,562,977 | 147,813 | 1,707,235 | |||
Shares Redeemed | (995,447) | (11,293,189) | (1,468,623) | (17,460,347) | |||
Net Increase (Decrease) | 43,951 | 753,960 | 109,368 | 1,223,077 |
135 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 67,330 | $ 768,056 | 141,485 | $ 1,670,539 | |||
Shares Issued for Reinvested Dividends | 27,043 | 313,126 | 7,232 | 83,318 | |||
Shares Redeemed | (118,148) | (1,330,322) | (488,360) | (5,754,588) | |||
Net Increase (Decrease) | (23,775) | (249,140) | (339,643) | (4,000,731) | |||
Class I | |||||||
Shares Sold | 67,149 | $ 755,253 | 61,083 | $ 723,947 | |||
Shares Issued for Reinvested Dividends | 8,530 | 99,708 | 2,902 | 33,517 | |||
Shares Redeemed | (50,095) | (579,744) | (53,321) | (627,085) | |||
Net Increase (Decrease) | 25,584 | 275,217 | 10,664 | 130,379 | |||
Class R3 | |||||||
Shares Sold | 23,604 | $ 262,863 | 54,925 | $ 654,224 | |||
Shares Issued for Reinvested Dividends | 8,402 | 98,163 | 2,692 | 31,199 | |||
Shares Redeemed | (60,594) | (687,580) | (113,848) | (1,346,415) | |||
Net Increase (Decrease) | (28,588) | (326,554) | (56,231) | (660,992) | |||
Class R4 | |||||||
Shares Sold | 6,171 | $ 70,355 | 8,511 | $ 100,790 | |||
Shares Issued for Reinvested Dividends | 2,754 | 32,145 | 1,517 | 17,531 | |||
Shares Redeemed | (734) | (8,272) | (54,409) | (640,616) | |||
Net Increase (Decrease) | 8,191 | 94,228 | (44,381) | (522,295) | |||
Class R5 | |||||||
Shares Sold | 8,859 | $ 102,751 | 8,708 | $ 103,762 | |||
Shares Issued for Reinvested Dividends | 6,295 | 73,668 | 2,384 | 27,577 | |||
Shares Redeemed | (14,571) | (162,624) | (25,760) | (303,431) | |||
Net Increase (Decrease) | 583 | 13,795 | (14,668) | (172,092) | |||
Class F | |||||||
Shares Sold | — | $ — | 12,653 | $ 145,252 | |||
Shares Issued for Reinvested Dividends | 703 | 8,240 | 256 | 2,956 | |||
Shares Redeemed | (101) | (1,210) | (161) | (1,935) | |||
Net Increase (Decrease) | 602 | 7,030 | 12,748 | 146,273 | |||
Total Net Increase (Decrease) | 26,548 | $ 568,536 | (322,143) | $ (3,856,381) | |||
Global Real Asset Fund (Consolidated) | |||||||
Class A | |||||||
Shares Sold | 1,030,850 | $ 9,626,066 | 632,001 | $ 6,105,184 | |||
Shares Issued for Reinvested Dividends | 353,847 | 3,195,670 | 37,483 | 323,853 | |||
Shares Redeemed | (265,862) | (2,481,969) | (377,711) | (3,418,339) | |||
Net Increase (Decrease) | 1,118,835 | 10,339,767 | 291,773 | 3,010,698 | |||
Class C | |||||||
Shares Sold | 107,494 | $ 988,037 | 6,073 | $ 56,136 | |||
Shares Issued for Reinvested Dividends | 12,011 | 106,616 | 4,242 | 36,145 | |||
Shares Redeemed | (10,975) | (100,240) | (173,662) | (1,579,032) | |||
Net Increase (Decrease) | 108,530 | 994,413 | (163,347) | (1,486,751) | |||
Class I | |||||||
Shares Sold | 3,296,175 | $ 31,320,711 | 431,701 | $ 4,154,256 | |||
Shares Issued for Reinvested Dividends | 442,351 | 3,992,196 | 47,677 | 411,455 | |||
Shares Redeemed | (459,435) | (4,207,630) | (537,784) | (4,848,567) | |||
Net Increase (Decrease) | 3,279,091 | 31,105,277 | (58,406) | (282,856) | |||
Class R3 | |||||||
Shares Sold | 531 | $ 5,048 | 673 | $ 6,406 | |||
Shares Issued for Reinvested Dividends | 2,150 | 19,581 | 260 | 2,264 | |||
Shares Redeemed | (2,258) | (21,325) | (9) | (85) | |||
Net Increase (Decrease) | 423 | 3,304 | 924 | 8,585 | |||
Class R4 | |||||||
Shares Sold | 1,292 | $ 11,872 | 191 | $ 1,703 | |||
Shares Issued for Reinvested Dividends | 25 | 229 | 52 | 448 | |||
Shares Redeemed | — | — | (1,887) | (18,709) | |||
Net Increase (Decrease) | 1,317 | 12,101 | (1,644) | (16,558) |
136 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 3,942 | $ 37,058 | 17,762 | $ 171,995 | |||
Shares Issued for Reinvested Dividends | 6,146 | 54,965 | 562 | 4,816 | |||
Shares Redeemed | (7,589) | (69,311) | (3,283) | (31,829) | |||
Net Increase (Decrease) | 2,499 | 22,712 | 15,041 | 144,982 | |||
Class R6(1) | |||||||
Shares Sold | 1,098 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,098 | 10,000 | — | — | |||
Class Y | |||||||
Shares Sold | 2,564,985 | $ 25,215,466 | 1,434,228 | $ 13,837,961 | |||
Shares Issued for Reinvested Dividends | 1,246,869 | 11,225,823 | 172,713 | 1,488,786 | |||
Shares Redeemed | (1,468,131) | (14,237,654) | (1,839,416) | (17,989,119) | |||
Net Increase (Decrease) | 2,343,723 | 22,203,635 | (232,475) | (2,662,372) | |||
Class F | |||||||
Shares Sold | 1,294,921 | $ 12,061,520 | 482,965 | $ 4,511,387 | |||
Shares Issued for Reinvested Dividends | 63,627 | 573,022 | 281,762 | 2,428,791 | |||
Shares Redeemed | (73,803) | (678,726) | (9,875,282) | (96,716,600) | |||
Net Increase (Decrease) | 1,284,745 | 11,955,816 | (9,110,555) | (89,776,422) | |||
Total Net Increase (Decrease) | 8,140,261 | $ 76,647,025 | (9,258,689) | $ (91,060,694) | |||
Growth Allocation Fund | |||||||
Class A | |||||||
Shares Sold | 855,183 | $ 12,323,723 | 2,198,117 | $ 32,736,327 | |||
Shares Issued for Reinvested Dividends | 2,884,484 | 42,306,756 | 1,530,798 | 21,488,512 | |||
Shares Redeemed | (2,341,799) | (33,876,269) | (4,629,236) | (68,691,484) | |||
Net Increase (Decrease) | 1,397,868 | 20,754,210 | (900,321) | (14,466,645) | |||
Class C | |||||||
Shares Sold | 76,058 | $ 1,095,592 | 161,540 | $ 2,384,415 | |||
Shares Issued for Reinvested Dividends | 126,826 | 1,842,400 | 92,142 | 1,284,917 | |||
Shares Redeemed | (324,766) | (4,619,401) | (1,343,444) | (19,873,369) | |||
Net Increase (Decrease) | (121,882) | (1,681,409) | (1,089,762) | (16,204,037) | |||
Class I | |||||||
Shares Sold | 84,491 | $ 1,184,949 | 228,634 | $ 3,402,607 | |||
Shares Issued for Reinvested Dividends | 61,846 | 901,566 | 30,751 | 429,140 | |||
Shares Redeemed | (103,037) | (1,482,538) | (203,045) | (3,005,602) | |||
Net Increase (Decrease) | 43,300 | 603,977 | 56,340 | 826,145 | |||
Class R3 | |||||||
Shares Sold | 21,813 | $ 304,345 | 38,149 | $ 557,111 | |||
Shares Issued for Reinvested Dividends | 34,926 | 498,087 | 17,304 | 237,006 | |||
Shares Redeemed | (29,042) | (408,385) | (62,255) | (875,349) | |||
Net Increase (Decrease) | 27,697 | 394,047 | (6,802) | (81,232) | |||
Class R4 | |||||||
Shares Sold | 9,155 | $ 130,818 | 17,781 | $ 260,868 | |||
Shares Issued for Reinvested Dividends | 15,440 | 225,267 | 7,781 | 108,753 | |||
Shares Redeemed | (6,764) | (96,179) | (31,358) | (449,413) | |||
Net Increase (Decrease) | 17,831 | 259,906 | (5,796) | (79,792) | |||
Class R5 | |||||||
Shares Sold | 14,443 | $ 209,878 | 23,340 | $ 348,904 | |||
Shares Issued for Reinvested Dividends | 24,855 | 365,301 | 16,140 | 226,949 | |||
Shares Redeemed | (22,247) | (323,825) | (131,577) | (1,924,710) | |||
Net Increase (Decrease) | 17,051 | 251,354 | (92,097) | (1,348,857) | |||
Class F | |||||||
Shares Sold | 1,242 | $ 17,776 | 30,095 | $ 436,509 | |||
Shares Issued for Reinvested Dividends | 4,398 | 64,193 | 1,255 | 17,525 | |||
Shares Redeemed | (16,332) | (230,409) | (4,755) | (68,049) | |||
Net Increase (Decrease) | (10,692) | (148,440) | 26,595 | 385,985 | |||
Total Net Increase (Decrease) | 1,371,173 | $ 20,433,645 | (2,011,843) | $ (30,968,433) |
137 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Moderate Allocation Fund | |||||||
Class A | |||||||
Shares Sold | 573,331 | $ 7,344,706 | 2,304,152 | $ 30,673,658 | |||
Shares Issued for Reinvested Dividends | 1,706,883 | 22,335,943 | 966,673 | 12,373,503 | |||
Shares Redeemed | (1,678,043) | (21,589,983) | (3,310,751) | (43,913,064) | |||
Net Increase (Decrease) | 602,171 | 8,090,666 | (39,926) | (865,903) | |||
Class C | |||||||
Shares Sold | 53,933 | $ 704,679 | 127,973 | $ 1,669,688 | |||
Shares Issued for Reinvested Dividends | 61,704 | 797,277 | 64,013 | 811,133 | |||
Shares Redeemed | (254,043) | (3,291,318) | (1,230,405) | (16,307,803) | |||
Net Increase (Decrease) | (138,406) | (1,789,362) | (1,038,419) | (13,826,982) | |||
Class I | |||||||
Shares Sold | 64,101 | $ 839,365 | 160,514 | $ 2,182,008 | |||
Shares Issued for Reinvested Dividends | 54,056 | 710,669 | 29,926 | 384,587 | |||
Shares Redeemed | (148,998) | (1,920,142) | (161,011) | (2,153,670) | |||
Net Increase (Decrease) | (30,841) | (370,108) | 29,429 | 412,925 | |||
Class R3 | |||||||
Shares Sold | 131,659 | $ 1,643,370 | 198,750 | $ 2,606,040 | |||
Shares Issued for Reinvested Dividends | 75,047 | 964,742 | 35,693 | 449,855 | |||
Shares Redeemed | (128,459) | (1,586,265) | (229,056) | (2,922,939) | |||
Net Increase (Decrease) | 78,247 | 1,021,847 | 5,387 | 132,956 | |||
Class R4 | |||||||
Shares Sold | 8,917 | $ 114,884 | 20,481 | $ 271,238 | |||
Shares Issued for Reinvested Dividends | 15,748 | 206,550 | 9,396 | 120,555 | |||
Shares Redeemed | (3,594) | (46,246) | (85,165) | (1,099,707) | |||
Net Increase (Decrease) | 21,071 | 275,188 | (55,288) | (707,914) | |||
Class R5 | |||||||
Shares Sold | 364,848 | $ 4,545,222 | 148,015 | $ 2,014,951 | |||
Shares Issued for Reinvested Dividends | 37,718 | 496,255 | 17,571 | 225,988 | |||
Shares Redeemed | (382,332) | (4,764,293) | (75,210) | (996,458) | |||
Net Increase (Decrease) | 20,234 | 277,184 | 90,376 | 1,244,481 | |||
Class F | |||||||
Shares Sold | 3,755 | $ 50,771 | 14,275 | $ 186,229 | |||
Shares Issued for Reinvested Dividends | 2,947 | 38,761 | 1,409 | 18,110 | |||
Shares Redeemed | (2,461) | (33,097) | (4,789) | (64,627) | |||
Net Increase (Decrease) | 4,241 | 56,435 | 10,895 | 139,712 | |||
Total Net Increase (Decrease) | 556,717 | $ 7,561,850 | (997,546) | $ (13,470,725) | |||
Multi-Asset Income Fund | |||||||
Class A | |||||||
Shares Sold | 615,413 | $ 12,552,273 | 1,642,544 | $ 35,033,996 | |||
Shares Issued for Reinvested Dividends | 1,611,494 | 33,142,939 | 760,112 | 16,325,324 | |||
Shares Redeemed | (2,003,052) | (40,787,049) | (3,910,820) | (83,435,688) | |||
Net Increase (Decrease) | 223,855 | 4,908,163 | (1,508,164) | (32,076,368) | |||
Class C | |||||||
Shares Sold | 55,425 | $ 1,149,031 | 171,219 | $ 3,661,331 | |||
Shares Issued for Reinvested Dividends | 138,134 | 2,855,280 | 57,024 | 1,227,512 | |||
Shares Redeemed | (532,310) | (10,909,045) | (1,453,690) | (31,214,774) | |||
Net Increase (Decrease) | (338,751) | (6,904,734) | (1,225,447) | (26,325,931) | |||
Class I | |||||||
Shares Sold | 299,908 | $ 6,151,536 | 2,091,608 | $ 44,166,780 | |||
Shares Issued for Reinvested Dividends | 267,745 | 5,497,413 | 146,982 | 3,149,601 | |||
Shares Redeemed | (1,202,737) | (24,328,094) | (2,683,106) | (56,912,453) | |||
Net Increase (Decrease) | (635,084) | (12,679,145) | (444,516) | (9,596,072) | |||
Class R3 | |||||||
Shares Sold | 1,832 | $ 38,263 | 8,257 | $ 176,649 | |||
Shares Issued for Reinvested Dividends | 2,607 | 54,521 | 1,166 | 25,363 | |||
Shares Redeemed | (7,498) | (149,716) | (22,675) | (493,439) | |||
Net Increase (Decrease) | (3,059) | (56,932) | (13,252) | (291,427) |
138 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R4 | |||||||
Shares Sold | 668 | $ 13,828 | 17,809 | $ 387,821 | |||
Shares Issued for Reinvested Dividends | 2,389 | 50,064 | 894 | 19,586 | |||
Shares Redeemed | (7,231) | (147,514) | (1,293) | (28,202) | |||
Net Increase (Decrease) | (4,174) | (83,622) | 17,410 | 379,205 | |||
Class R5 | |||||||
Shares Sold | 1,590 | $ 34,848 | 556 | $ 12,118 | |||
Shares Issued for Reinvested Dividends | 482 | 10,094 | 197 | 4,297 | |||
Shares Redeemed | (1,341) | (26,710) | (866) | (18,911) | |||
Net Increase (Decrease) | 731 | 18,232 | (113) | (2,496) | |||
Class R6 | |||||||
Shares Sold | 1,399 | $ 29,244 | 525 | $ 11,454 | |||
Shares Issued for Reinvested Dividends | 927 | 19,393 | 467 | 10,192 | |||
Shares Redeemed | (729) | (14,358) | (898) | (19,564) | |||
Net Increase (Decrease) | 1,597 | 34,279 | 94 | 2,082 | |||
Class Y | |||||||
Shares Sold | 71,115 | $ 1,497,965 | 80,414 | $ 1,735,149 | |||
Shares Issued for Reinvested Dividends | 18,589 | 389,066 | 9,867 | 215,698 | |||
Shares Redeemed | (57,667) | (1,198,184) | (305,520) | (6,406,869) | |||
Net Increase (Decrease) | 32,037 | 688,847 | (215,239) | (4,456,022) | |||
Class F | |||||||
Shares Sold | 264,042 | $ 5,408,227 | 603,702 | $ 12,874,204 | |||
Shares Issued for Reinvested Dividends | 229,634 | 4,708,651 | 122,848 | 2,631,335 | |||
Shares Redeemed | (488,068) | (9,992,566) | (1,104,412) | (23,556,052) | |||
Net Increase (Decrease) | 5,608 | 124,312 | (377,862) | (8,050,513) | |||
Total Net Increase (Decrease) | (717,240) | $ (13,950,600) | (3,767,089) | $ (80,417,542) |
(1) | Class R6 of the Global Real Asset Fund commenced operations on February 28, 2022. |
14. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2021 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2022, none of the Funds had borrowings under this facility. |
15. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
16. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |
139 |
April 30, 2022 (Unaudited)
17. | Subsequent Events: |
In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2022, events and transactions subsequent to April 30, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. | |
Effective May 2, 2022, the Global Real Asset Fund changed its name to Hartford Real Asset Fund and the Subsidiary changed its name from The Hartford Cayman Global Real Asset Fund, Ltd. to Hartford Cayman Real Asset Fund, Ltd. As a result of the Fund’s name change, the Fund also changed its allocation to foreign securities. Please refer to the Global Real Asset Fund's prospectus supplement dated March 1, 2022 for more information. |
140 |
141 |
a) | management; |
b) | use; and |
c) | protection; |
a) | service your Transactions with us; and |
b) | support our business functions. |
a) | You; |
b) | your Transactions with us; and |
c) | third parties such as a consumer-reporting agency. |
a) | your name; |
b) | your address; |
c) | your income; |
d) | your payment; or |
e) | your credit history; |
a) | our insurance companies; |
b) | our employee agents; |
c) | our brokerage firms; and |
d) | our administrators. |
a) | market our products; or |
b) | market our services; |
a) | independent agents; |
b) | brokerage firms; |
c) | insurance companies; |
d) | administrators; and |
e) | service providers; |
a) | taking surveys; |
b) | marketing our products or services; or |
c) | offering financial products or services under a joint agreement |
a) | cookies; |
b) | pixel tagging; or |
c) | other technologies; |
a) | “opt-out;” or |
b) | “opt-in;” |
a) | your authorization; or |
b) | as otherwise allowed or required by law. |
a) | underwriting policies; |
b) | paying claims; |
c) | developing new products; or |
d) | advising customers of our products and services. |
a) | the confidentiality; and |
b) | the integrity of; |
a) | secured files; |
b) | user authentication; |
c) | encryption; |
d) | firewall technology; and |
e) | the use of detection software. |
a) | identify information to be protected; |
b) | provide an adequate level of protection for that data; and |
c) | grant access to protected data only to those people who must use |
a) | credit history; |
b) | income; |
c) | financial benefits; or |
d) | policy or claim information. |
a) | your medical records; or |
b) | information about your illness, disability or injury. |
a) | Personal Financial Information; and |
b) | Personal Health Information. |
a) | your Application; |
b) | your request for us to pay a claim; and |
c) | your request for us to take an action on your account. |
a) | asking about; |
b) | applying for; or |
c) | obtaining; |
(b) | Not applicable. |
Item 2. Code of Ethics.
Not applicable to this semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not applicable to this semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not applicable to this semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
(a) | The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. Controls and Procedures.
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
(b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
THE HARTFORD MUTUAL FUNDS, INC. | ||||
Date: July 1, 2022 | By: | /s/ James E. Davey | ||
James E. Davey | ||||
President and Chief Executive Officer |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
Date: July 1, 2022 | By: | /s/ James E. Davey | ||
James E. Davey | ||||
President and Chief Executive Officer | ||||
Date: July 1, 2022 | By: | /s/ David A. Naab | ||
David A. Naab | ||||
Treasurer | ||||
(Principal Financial Officer and Principal Accounting Officer) |