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: 811-00558
THE HARTFORD MUTUAL FUNDS II, 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, Esq.
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, MA 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, 2020
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 MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Domestic Equity Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.
Market Review
During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty
that continued to grip markets under the shadow of the ongoing coronavirus disease (COVID-19) pandemic, as global authorities grappled with rising infection rates, overwhelmed hospitals, and devastated economies shut down by social distancing.
Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January 2020 of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.
But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme market volatility, and the end of the longest bull market in U.S. economic history.
Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.
On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package – the largest fiscal rescue package in U.S. history – providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.
By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.
Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Domestic Equity Funds. For the most up-to-date information on our complete selection of funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
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. |
Hartford Domestic Equity Funds
Table of Contents
|
The Hartford Capital Appreciation Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -6.51% | | | | -4.43% | | | | 6.10% | | | | 9.00% | |
Class A3 | | | -11.65% | | | | -9.68% | | | | 4.90% | | | | 8.38% | |
Class C2 | | | -6.91% | | | | -5.12% | | | | 5.31% | | | | 8.21% | |
Class C4 | | | -7.78% | | | | -6.01% | | | | 5.31% | | | | 8.21% | |
Class I2 | | | -6.39% | | | | -4.15% | | | | 6.41% | | | | 9.31% | |
Class R32 | | | -6.68% | | | | -4.75% | | | | 5.75% | | | | 8.67% | |
Class R42 | | | -6.55% | | | | -4.44% | | | | 6.07% | | | | 9.00% | |
Class R52 | | | -6.39% | | | | -4.15% | | | | 6.39% | | | | 9.32% | |
Class R62 | | | -6.36% | | | | -4.08% | | | | 6.48% | | | | 9.43% | |
Class Y2 | | | -6.37% | | | | -4.10% | | | | 6.48% | | | | 9.42% | |
Class F2 | | | -6.36% | | | | -4.08% | | | | 6.47% | | | | 9.35% | |
Russell 3000 Index | | | -4.33% | | | | -1.04% | | | | 8.33% | | | | 11.29% | |
S&P 500 Index | | | -3.16% | | | | 0.86% | | | | 9.12% | | | | 11.69% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.08% | | | | 1.08% | |
Class C | | | 1.84% | | | | 1.84% | |
Class I | | | 0.80% | | | | 0.80% | |
Class R3 | | | 1.43% | | | | 1.43% | |
Class R4 | | | 1.12% | | | | 1.12% | |
Class R5 | | | 0.81% | | | | 0.81% | |
Class R6 | | | 0.71% | | | | 0.71% | |
Class Y | | | 0.82% | | | | 0.77% | |
Class F | | | 0.71% | | | | 0.71% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 10.2 | % |
Consumer Discretionary | | | 13.1 | |
Consumer Staples | | | 7.7 | |
Energy | | | 0.8 | |
Financials | | | 8.7 | |
Health Care | | | 17.7 | |
Industrials | | | 11.2 | |
Information Technology | | | 17.8 | |
Materials | | | 3.2 | |
Real Estate | | | 4.1 | |
Utilities | | | 2.4 | |
| | | | |
Total | | | 96.9 | % |
| | | | |
Short-Term Investments | | | 3.6 | |
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. |
|
Hartford Core Equity Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -3.59% | | | | 1.20% | | | | 9.25% | | | | 12.37% | |
Class A3 | | | -8.89% | | | | -4.37% | | | | 8.02% | | | | 11.74% | |
Class C2 | | | -3.95% | | | | 0.45% | | | | 8.44% | | | | 11.55% | |
Class C4 | | | -4.89% | | | | -0.53% | | | | 8.44% | | | | 11.55% | |
Class I2 | | | -3.48% | | | | 1.46% | | | | 9.53% | | | | 12.52% | |
Class R32 | | | -3.79% | | | | 0.79% | | | | 8.88% | | | | 12.08% | |
Class R42 | | | -3.60% | | | | 1.19% | | | | 9.23% | | | | 12.44% | |
Class R52 | | | -3.48% | | | | 1.45% | | | | 9.55% | | | | 12.76% | |
Class R62 | | | -3.44% | | | | 1.53% | | | | 9.63% | | | | 12.83% | |
Class Y2 | | | -3.48% | | | | 1.46% | | | | 9.59% | | | | 12.81% | |
Class F2 | | | -3.45% | | | | 1.52% | | | | 9.59% | | | | 12.55% | |
S&P 500 Index | | | -3.16% | | | | 0.86% | | | | 9.12% | | | | 11.69% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 0.74% | | | | 0.74% | |
Class C | | | 1.48% | | | | 1.48% | |
Class I | | | 0.47% | | | | 0.47% | |
Class R3 | | | 1.11% | | | | 1.11% | |
Class R4 | | | 0.78% | | | | 0.78% | |
Class R5 | | | 0.49% | | | | 0.49% | |
Class R6 | | | 0.39% | | | | 0.39% | |
Class Y | | | 0.49% | | | | 0.46% | |
Class F | | | 0.39% | | | | 0.39% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 8.3 | % |
Consumer Discretionary | | | 9.2 | |
Consumer Staples | | | 10.7 | |
Energy | | | 0.6 | |
Financials | | | 9.8 | |
Health Care | | | 15.9 | |
Industrials | | | 8.5 | |
Information Technology | | | 24.4 | |
Materials | | | 1.7 | |
Real Estate | | | 2.3 | |
Utilities | | | 4.2 | |
| | | | |
Total | | | 95.6 | % |
| | | | |
Short-Term Investments | | | 4.4 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(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. |
|
The Hartford Dividend and Growth Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -9.34% | | | | -4.86% | | | | 6.23% | | | | 9.41% | |
Class A3 | | | -14.32% | | | | -10.09% | | | | 5.04% | | | | 8.80% | |
Class C2 | | | -9.71% | | | | -5.54% | | | | 5.43% | | | | 8.60% | |
Class C4 | | | -10.58% | | | | -6.45% | | | | 5.43% | | | | 8.60% | |
Class I2 | | | -9.25% | | | | -4.62% | | | | 6.48% | | | | 9.67% | |
Class R32 | | | -9.54% | | | | -5.20% | | | | 5.86% | | | | 9.06% | |
Class R42 | | | -9.38% | | | | -4.89% | | | | 6.18% | | | | 9.40% | |
Class R52 | | | -9.23% | | | | -4.60% | | | | 6.51% | | | | 9.74% | |
Class R62 | | | -9.18% | | | | -4.51% | | | | 6.59% | | | | 9.83% | |
Class Y2 | | | -9.20% | | | | -4.55% | | | | 6.59% | | | | 9.82% | |
Class F2 | | | -9.21% | | | | -4.53% | | | | 6.55% | | | | 9.71% | |
Russell 1000 Value Index | | | -13.66% | | | | -11.01% | | | | 3.90% | | | | 8.54% | |
S&P 500 Index | | | -3.16% | | | | 0.86% | | | | 9.12% | | | | 11.69% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.01% | | | | 1.01% | |
Class C | | | 1.78% | | | | 1.78% | |
Class I | | | 0.75% | | | | 0.75% | |
Class R3 | | | 1.37% | | | | 1.37% | |
Class R4 | | | 1.05% | | | | 1.05% | |
Class R5 | | | 0.75% | | | | 0.75% | |
Class R6 | | | 0.66% | | | | 0.66% | |
Class Y | | | 0.75% | | | | 0.69% | |
Class F | | | 0.65% | | | | 0.65% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 9.4 | % |
Consumer Discretionary | | | 5.7 | |
Consumer Staples | | | 6.5 | |
Energy | | | 5.0 | |
Financials | | | 17.4 | |
Health Care | | | 17.3 | |
Industrials | | | 7.8 | |
Information Technology | | | 17.2 | |
Materials | | | 3.0 | |
Real Estate | | | 2.4 | |
Utilities | | | 3.8 | |
| | | | |
Total | | | 95.5 | % |
| | | | |
Short-Term Investments | | | 4.3 | |
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. |
|
The Hartford Equity Income Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -10.22% | | | | -6.68% | | | | 5.50% | | | | 9.35% | |
Class A3 | | | -15.16% | | | | -11.81% | | | | 4.31% | | | | 8.73% | |
Class C2 | | | -10.55% | | | | -7.36% | | | | 4.71% | | | | 8.55% | |
Class C4 | | | -11.38% | | | | -8.22% | | | | 4.71% | | | | 8.55% | |
Class I2 | | | -10.15% | | | | -6.41% | | | | 5.75% | | | | 9.63% | |
Class R32 | | | -10.37% | | | | -6.97% | | | | 5.12% | | | | 8.97% | |
Class R42 | | | -10.27% | | | | -6.69% | | | | 5.43% | | | | 9.31% | |
Class R52 | | | -10.13% | | | | -6.45% | | | | 5.75% | | | | 9.64% | |
Class R62 | | | -10.04% | | | | -6.33% | | | | 5.87% | | | | 9.75% | |
Class Y2 | | | -10.07% | | | | -6.38% | | | | 5.84% | | | | 9.73% | |
Class F2 | | | -10.07% | | | | -6.33% | | | | 5.82% | | | | 9.66% | |
Russell 1000 Value Index | | | -13.66% | | | | -11.01% | | | | 3.90% | | | | 8.54% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.00% | | | | 1.00% | |
Class C | | | 1.76% | | | | 1.76% | |
Class I | | | 0.76% | | | | 0.76% | |
Class R3 | | | 1.36% | | | | 1.36% | |
Class R4 | | | 1.07% | | | | 1.07% | |
Class R5 | | | 0.76% | | | | 0.76% | |
Class R6 | | | 0.66% | | | | 0.66% | |
Class Y | | | 0.77% | | | | 0.72% | |
Class F | | | 0.66% | | | | 0.66% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 5.6 | % |
Consumer Discretionary | | | 5.0 | |
Consumer Staples | | | 8.6 | |
Energy | | | 4.7 | |
Financials | | | 17.8 | |
Health Care | | | 19.1 | |
Industrials | | | 13.3 | |
Information Technology | | | 10.2 | |
Materials | | | 1.9 | |
Real Estate | | | 2.7 | |
Utilities | | | 7.0 | |
| | | | |
Total | | | 95.9 | % |
| | | | |
Short-Term Investments | | | 3.3 | |
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. |
|
The Hartford Growth Opportunities Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | 8.29% | | | | 4.12% | | | | 11.78% | | | | 13.81% | |
Class A3 | | | 2.34% | | | | -1.61% | | | | 10.52% | | | | 13.17% | |
Class C2 | | | 7.92% | | | | 3.38% | | | | 10.96% | | | | 12.99% | |
Class C4 | | | 6.97% | | | | 2.47% | | | | 10.96% | | | | 12.99% | |
Class I2 | | | 8.42% | | | | 4.42% | | | | 12.05% | | | | 14.11% | |
Class R32 | | | 8.12% | | | | 3.77% | | | | 11.41% | | | | 13.48% | |
Class R42 | | | 8.28% | | | | 4.10% | | | | 11.75% | | | | 13.82% | |
Class R52 | | | 8.43% | | | | 4.39% | | | | 12.07% | | | | 14.16% | |
Class R62 | | | 8.49% | | | | 4.51% | | | | 12.18% | | | | 14.27% | |
Class Y2 | | | 8.48% | | | | 4.46% | | | | 12.17% | | | | 14.26% | |
Class F2 | | | 8.49% | | | | 4.52% | | | | 12.13% | | | | 14.14% | |
Russell 3000 Growth Index | | | 5.21% | | | | 9.47% | | | | 12.76% | | | | 14.10% | |
Russell 1000 Growth Index | | | 6.09% | | | | 10.84% | | | | 13.34% | | | | 14.41% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.13% | | | | 1.13% | |
Class C | | | 1.88% | | | | 1.88% | |
Class I | | | 0.86% | | | | 0.86% | |
Class R3 | | | 1.48% | | | | 1.48% | |
Class R4 | | | 1.17% | | | | 1.17% | |
Class R5 | | | 0.87% | | | | 0.87% | |
Class R6 | | | 0.76% | | | | 0.76% | |
Class Y | | | 0.86% | | | | 0.80% | |
Class F | | | 0.76% | | | | 0.76% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
| | | | |
Communication Services | | | 12.5 | % |
Consumer Discretionary | | | 20.3 | |
Consumer Staples | | | 1.5 | |
Financials | | | 1.1 | |
Health Care | | | 20.6 | |
Industrials | | | 4.8 | |
Information Technology | | | 37.2 | |
Real Estate | | | 0.1 | |
| | | | |
Total | | | 98.1 | % |
| | | | |
Short-Term Investments | | | 2.8 | |
Other Assets & Liabilities | | | (0.9 | ) |
| | | | |
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. |
|
The Hartford Healthcare Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | 11.18% | | | | 18.07% | | | | 8.38% | | | | 14.88% | |
Class A3 | | | 5.06% | | | | 11.58% | | | | 7.16% | | | | 14.24% | |
Class C2 | | | 10.75% | | | | 17.18% | | | | 7.57% | | | | 14.05% | |
Class C4 | | | 9.75% | | | | 16.18% | | | | 7.57% | | | | 14.05% | |
Class I2 | | | 11.34% | | | | 18.45% | | | | 8.68% | | | | 15.22% | |
Class R32 | | | 10.99% | | | | 17.69% | | | | 8.03% | | | | 14.56% | |
Class R42 | | | 11.14% | | | | 18.04% | | | | 8.36% | | | | 14.91% | |
Class R52 | | | 11.34% | | | | 18.43% | | | | 8.68% | | | | 15.26% | |
Class R62 | | | 11.40% | | | | 18.52% | | | | 8.79% | | | | 15.36% | |
Class Y2 | | | 11.35% | | | | 18.47% | | | | 8.78% | | | | 15.35% | |
Class F2 | | | 11.37% | | | | 18.52% | | | | 8.74% | | | | 15.25% | |
S&P Composite 1500 Health Care Index | | | 7.03% | | | | 14.07% | | | | 9.14% | | | | 14.86% | |
S&P 500 Index | | | -3.16% | | | | 0.86% | | | | 9.12% | | | | 11.69% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.31% | | | | 1.31% | |
Class C | | | 2.06% | | | | 2.06% | |
Class I | | | 1.02% | | | | 1.02% | |
Class R3 | | | 1.63% | | | | 1.63% | |
Class R4 | | | 1.33% | | | | 1.33% | |
Class R5 | | | 1.03% | | | | 1.03% | |
Class R6 | | | 0.92% | | | | 0.92% | |
Class Y | | | 1.03% | | | | 0.97% | |
Class F | | | 0.92% | | | | 0.92% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.
Composition by Subsector(1)
as of April 30, 2020
| | | | |
Subsector | | Percentage of Net Assets | |
Equity Securities | |
Biotechnology | | | 20.7 | % |
Health Care Equipment & Supplies | | | 23.5 | |
Health Care Providers & Services | | | 15.4 | |
Health Care Technology | | | 1.9 | |
Life Sciences Tools & Services | | | 9.7 | |
Pharmaceuticals | | | 26.4 | |
| | | | |
Total | | | 97.6 | % |
| | | | |
Short-Term Investments | | | 5.4 | |
Other Assets & Liabilities | | | (3.0 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -6.63% | | | | -6.60% | | | | 7.50% | | | | 10.77% | |
Class A3 | | | -11.76% | | | | -11.73% | | | | 6.29% | | | | 10.15% | |
Class C2 | | | -6.99% | | | | -7.25% | | | | 6.70% | | | | 9.97% | |
Class C4 | | | -7.85% | | | | -8.11% | | | | 6.70% | | | | 9.97% | |
Class I2 | | | -6.52% | | | | -6.37% | | | | 7.76% | | | | 11.05% | |
Class R32 | | | -6.78% | | | | -6.91% | | | | 7.13% | | | | 10.43% | |
Class R42 | | | -6.64% | | | | -6.61% | | | | 7.46% | | | | 10.77% | |
Class R52 | | | -6.50% | | | | -6.35% | | | | 7.79% | | | | 11.10% | |
Class R62 | | | -6.44% | | | | -6.24% | | | | 7.90% | | | | 11.22% | |
Class Y2 | | | -6.45% | | | | -6.25% | | | | 7.88% | | | | 11.21% | |
Class F2 | | | -6.44% | | | | -6.23% | | | | 7.83% | | | | 11.08% | |
S&P MidCap 400 Index | | | -15.02% | | | | -14.94% | | | | 3.58% | | | | 8.86% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.11% | | | | 1.11% | |
Class C | | | 1.87% | | | | 1.87% | |
Class I | | | 0.85% | | | | 0.85% | |
Class R3 | | | 1.45% | | | | 1.45% | |
Class R4 | | | 1.16% | | | | 1.16% | |
Class R5 | | | 0.85% | | | | 0.85% | |
Class R6 | | | 0.75% | | | | 0.75% | |
Class Y | | | 0.85% | | | | 0.79% | |
Class F | | | 0.75% | | | | 0.75% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. 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 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 3.0 | % |
Consumer Discretionary | | | 11.1 | |
Consumer Staples | | | 0.9 | |
Energy | | | 0.5 | |
Financials | | | 11.5 | |
Health Care | | | 21.5 | |
Industrials | | | 15.8 | |
Information Technology | | | 28.4 | |
Materials | | | 2.8 | |
Real Estate | | | 2.2 | |
Utilities | | | 2.0 | |
| | | | |
Total | | | 99.7 | % |
| | | | |
Short-Term Investments | | | 2.9 | |
Other Assets & Liabilities | | | (2.6 | ) |
| | | | |
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. |
|
The Hartford MidCap Value Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -18.50% | | | | -15.81% | | | | 0.25% | | | | 6.66% | |
Class A3 | | | -22.98% | | | | -20.45% | | | | -0.88% | | | | 6.06% | |
Class C2 | | | -18.83% | | | | -16.43% | | | | -0.49% | | | | 5.89% | |
Class C4 | | | -19.61% | | | | -17.24% | | | | -0.49% | | | | 5.89% | |
Class I2 | | | -18.38% | | | | -15.49% | | | | 0.53% | | | | 7.01% | |
Class R32 | | | -18.57% | | | | -16.03% | | | | -0.02% | | | | 6.41% | |
Class R42 | | | -18.48% | | | | -15.78% | | | | 0.28% | | | | 6.73% | |
Class R52 | | | -18.38% | | | | -15.50% | | | | 0.57% | | | | 7.04% | |
Class Y2 | | | -18.40% | | | | -15.52% | | | | 0.64% | | | | 7.12% | |
Class F2 | | | -18.38% | | | | -15.49% | | | | 0.62% | | | | 7.05% | |
Russell Midcap Value Index | | | -18.11% | | | | -16.74% | | | | 1.99% | | | | 8.09% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/28/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/28/10.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.23% | | | | 1.23% | |
Class C | | | 2.00% | | | | 2.00% | |
Class I | | | 0.90% | | | | 0.90% | |
Class R3 | | | 1.52% | | | | 1.52% | |
Class R4 | | | 1.21% | | | | 1.21% | |
Class R5 | | | 0.92% | | | | 0.92% | |
Class Y | | | 0.91% | | | | 0.87% | |
Class F | | | 0.80% | | | | 0.80% | |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 2.9 | % |
Consumer Discretionary | | | 7.1 | |
Consumer Staples | | | 2.9 | |
Energy | | | 2.8 | |
Financials | | | 20.4 | |
Health Care | | | 11.7 | |
Industrials | | | 11.9 | |
Information Technology | | | 12.7 | |
Materials | | | 9.2 | |
Real Estate | | | 10.9 | |
Utilities | | | 6.2 | |
| | | | |
Total | | | 98.7 | % |
| | | | |
Short-Term Investments | | | 1.1 | |
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. |
|
Hartford Quality Value Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -12.62% | | | | -8.59% | | | | 2.85% | | | | 7.55% | |
Class A3 | | | -17.42% | | | | -13.62% | | | | 1.70% | | | | 6.94% | |
Class C2 | | | -12.99% | | | | -9.32% | | | | 2.09% | | | | 6.76% | |
Class C4 | | | -13.81% | | | | -10.18% | | | | 2.09% | | | | 6.76% | |
Class I2 | | | -12.49% | | | | -8.31% | | | | 3.19% | | | | 7.90% | |
Class R32 | | | -12.74% | | | | -8.82% | | | | 2.56% | | | | 7.28% | |
Class R42 | | | -12.62% | | | | -8.58% | | | | 2.88% | | | | 7.61% | |
Class R52 | | | -12.48% | | | | -8.29% | | | | 3.18% | | | | 7.93% | |
Class R62 | | | -12.45% | | | | -8.22% | | | | 3.29% | | | | 8.00% | |
Class Y2 | | | -12.52% | | | | -8.34% | | | | 3.24% | | | | 7.97% | |
Class F2 | | | -12.43% | | | | -8.20% | | | | 3.25% | | | | 7.93% | |
Russell 1000 Value Index | | | -13.66% | | | | -11.01% | | | | 3.90% | | | | 8.54% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
The returns include the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy prior to 11/1/17.
Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.00% | | | | 0.96% | |
Class C | | | 1.76% | | | | 1.71% | |
Class I | | | 0.65% | | | | 0.65% | |
Class R3 | | | 1.27% | | | | 1.18% | |
Class R4 | | | 0.95% | | | | 0.88% | |
Class R5 | | | 0.67% | | | | 0.63% | |
Class R6 | | | 0.56% | | | | 0.46% | |
Class Y | | | 0.66% | | | | 0.57% | |
Class F | | | 0.55% | | | | 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 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 6.0 | % |
Consumer Discretionary | | | 5.5 | |
Consumer Staples | | | 8.6 | |
Energy | | | 6.3 | |
Financials | | | 19.5 | |
Health Care | | | 15.2 | |
Industrials | | | 10.2 | |
Information Technology | | | 12.8 | |
Materials | | | 3.4 | |
Real Estate | | | 4.1 | |
Utilities | | | 5.9 | |
| | | | |
Total | | | 97.5 | % |
| | | | |
Short-Term Investments | | | 2.7 | |
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. |
|
The Hartford Small Cap Growth Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -6.62% | | | | -7.85% | | | | 5.13% | | | | 10.93% | |
Class A3 | | | -11.76% | | | | -12.92% | | | | 3.94% | | | | 10.31% | |
Class C2 | | | -6.96% | | | | -8.44% | | | | 4.41% | | | | 10.15% | |
Class C4 | | | -7.87% | | | | -9.33% | | | | 4.41% | | | | 10.15% | |
Class I2 | | | -6.44% | | | | -7.48% | | | | 5.46% | | | | 11.28% | |
Class R32 | | | -6.74% | | | | -8.07% | | | | 4.85% | | | | 10.66% | |
Class R42 | | | -6.60% | | | | -7.80% | | | | 5.18% | | | | 11.01% | |
Class R52 | | | -6.46% | | | | -7.50% | | | | 5.50% | | | | 11.34% | |
Class R62 | | | -6.40% | | | | -7.41% | | | | 5.58% | | | | 11.44% | |
Class Y2 | | | -6.42% | | | | -7.44% | | | | 5.58% | | | | 11.44% | |
Class F2 | | | -6.40% | | | | -7.42% | | | | 5.53% | | | | 11.32% | |
Russell 2000 Growth Index | | | -7.62% | | | | -9.22% | | | | 5.19% | | | | 9.96% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
Performance information includes performance under the Fund’s previous additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.26% | | | | 1.26% | |
Class C | | | 1.90% | | | | 1.90% | |
Class I | | | 0.84% | | | | 0.84% | |
Class R3 | | | 1.49% | | | | 1.49% | |
Class R4 | | | 1.18% | | | | 1.18% | |
Class R5 | | | 0.86% | | | | 0.86% | |
Class R6 | | | 0.77% | | | | 0.77% | |
Class Y | | | 0.87% | | | | 0.81% | |
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. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.2 | % |
Consumer Discretionary | | | 10.7 | |
Consumer Staples | | | 4.5 | |
Energy | | | 0.4 | |
Financials | | | 6.1 | |
Health Care | | | 32.3 | |
Industrials | | | 17.7 | |
Information Technology | | | 19.6 | |
Materials | | | 2.9 | |
Real Estate | | | 3.1 | |
| | | | |
Total | | | 98.5 | % |
| | | | |
Short-Term Investments | | | 3.1 | |
Other Assets & Liabilities | | | (1.6 | ) |
| | | | |
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. |
|
Hartford Small Cap Value Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -25.50% | | | | -28.27% | | | | -1.96% | | | | 5.36% | |
Class A3 | | | -29.59% | | | | -32.21% | | | | -3.07% | | | | 4.76% | |
Class C2 | | | -25.64% | | | | -28.74% | | | | -2.67% | | | | 4.58% | |
Class C4 | | | -26.34% | | | | -29.41% | | | | -2.67% | | | | 4.58% | |
Class I2 | | | -25.26% | | | | -27.97% | | | | -1.64% | | | | 5.54% | |
Class R32 | | | -25.51% | | | | -28.38% | | | | -2.16% | | | | 5.25% | |
Class R42 | | | -25.40% | | | | -28.17% | | | | -1.88% | | | | 5.50% | |
Class R52 | | | -25.30% | | | | -27.95% | | | | -1.59% | | | | 5.77% | |
Class R62 | | | -25.26% | | | | -27.85% | | | | -1.52% | | | | 5.82% | |
Class Y2 | | | -25.29% | | | | -27.88% | | | | -1.54% | | | | 5.81% | |
Class F2 | | | -25.27% | | | | -27.84% | | | | -1.57% | | | | 5.58% | |
Russell 2000 Value Index | | | -23.44% | | | | -23.84% | | | | 0.30% | | | | 5.30% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
Performance information includes the Fund’s performance when it invested, prior to 7/10/15, at least 80% of its assets in common stocks of small-capitalization and mid-capitalization companies. Performance information prior to 11/1/18 includes the Fund’s performance when the Fund used a quantitative multifactor approach to bottom-up stock selection and pursued different principal investment strategies.
Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 6/4/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.37% | | | | 1.30% | |
Class C | | | 2.14% | | | | 2.05% | |
Class I | | | 1.00% | | | | 1.00% | |
Class R3 | | | 1.62% | | | | 1.50% | |
Class R4 | | | 1.31% | | | | 1.20% | |
Class R5 | | | 1.01% | | | | 0.90% | |
Class R6 | | | 0.89% | | | | 0.80% | |
Class Y | | | 1.00% | | | | 0.85% | |
Class F | | | 0.89% | | | | 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 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.8 | % |
Consumer Discretionary | | | 14.0 | |
Consumer Staples | | | 6.8 | |
Financials | | | 32.0 | |
Health Care | | | 4.6 | |
Industrials | | | 16.6 | |
Information Technology | | | 15.8 | |
Materials | | | 3.2 | |
Real Estate | | | 4.1 | |
| | | | |
Total | | | 98.9 | % |
| | | | |
Short-Term Investments | | | 3.6 | |
Other Assets & Liabilities | | | (2.5 | ) |
| | | | |
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. |
|
The Hartford Small Company Fund |
Fund Overview
April 30, 2020 (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 Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -3.88% | | | | -4.73% | | | | 5.71% | | | | 9.64% | |
Class A3 | | | -9.17% | | | | -9.97% | | | | 4.52% | | | | 9.02% | |
Class C2 | | | -4.24% | | | | -5.45% | | | | 4.92% | | | | 8.84% | |
Class C4 | | | -5.11% | | | | -6.31% | | | | 4.92% | | | | 8.84% | |
Class I2 | | | -3.74% | | | | -4.40% | | | | 5.99% | | | | 9.92% | |
Class R32 | | | -4.00% | | | | -4.98% | | | | 5.49% | | | | 9.43% | |
Class R42 | | | -3.85% | | | | -4.69% | | | | 5.82% | | | | 9.76% | |
Class R52 | | | -3.70% | | | | -4.38% | | | | 6.13% | | | | 10.09% | |
Class R62 | | | -3.69% | | | | -4.36% | | | | 6.19% | | | | 10.18% | |
Class Y2 | | | -3.73% | | | | -4.40% | | | | 6.18% | | | | 10.17% | |
Class F2 | | | -3.72% | | | | -4.33% | | | | 6.08% | | | | 9.97% | |
Russell 2000 Growth Index | | | -7.62% | | | | -9.22% | | | | 5.19% | | | | 9.96% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.
To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.
Performance information includes performance under the Fund’s previous additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.35% | | | | 1.35% | |
Class C | | | 2.15% | | | | 2.15% | |
Class I | | | 1.05% | | | | 1.05% | |
Class R3 | | | 1.63% | | | | 1.56% | |
Class R4 | | | 1.33% | | | | 1.26% | |
Class R5 | | | 1.03% | | | | 0.96% | |
Class R6 | | | 0.92% | | | | 0.91% | |
Class Y | | | 0.98% | | | | 0.96% | |
Class F | | | 0.91% | | | | 0.91% | |
* | 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 2/28/21 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 4/30/20. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.7 | % |
Consumer Discretionary | | | 18.8 | |
Consumer Staples | | | 2.3 | |
Financials | | | 5.8 | |
Health Care | | | 29.4 | |
Industrials | | | 14.7 | |
Information Technology | | | 22.6 | |
Real Estate | | | 2.7 | |
| | | | |
Total | | | 98.0 | % |
| | | | |
Short-Term Investments | | | 4.8 | |
Other Assets & Liabilities | | | (2.8 | ) |
| | | | |
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. |
|
Hartford Domestic Equity Funds |
Benchmark Glossary (Unaudited)
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 growth 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 U.S.-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 U.S.-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 measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. 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 U.S. 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.
|
Hartford Domestic Equity Funds |
Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2019 through April 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Annualized expense ratio | |
The Hartford Capital Appreciation Fund | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 934.90 | | | $ | 5.15 | | | $ | 1,000.00 | | | $ | 1,019.54 | | | $ | 5.37 | | | | 1.07 | % |
Class C | | $ | 1,000.00 | | | $ | 930.90 | | | $ | 8.93 | | | $ | 1,000.00 | | | $ | 1,015.61 | | | $ | 9.32 | | | | 1.86 | % |
Class I | | $ | 1,000.00 | | | $ | 936.10 | | | $ | 3.80 | | | $ | 1,000.00 | | | $ | 1,020.94 | | | $ | 3.97 | | | | 0.79 | % |
Class R3 | | $ | 1,000.00 | | | $ | 933.20 | | | $ | 6.83 | | | $ | 1,000.00 | | | $ | 1,017.80 | | | $ | 7.12 | | | | 1.42 | % |
Class R4 | | $ | 1,000.00 | | | $ | 934.50 | | | $ | 5.34 | | | $ | 1,000.00 | | | $ | 1,019.34 | | | $ | 5.57 | | | | 1.11 | % |
Class R5 | | $ | 1,000.00 | | | $ | 936.10 | | | $ | 3.90 | | | $ | 1,000.00 | | | $ | 1,020.84 | | | $ | 4.07 | | | | 0.81 | % |
Class R6 | | $ | 1,000.00 | | | $ | 936.40 | | | $ | 3.37 | | | $ | 1,000.00 | | | $ | 1,021.38 | | | $ | 3.52 | | | | 0.70 | % |
Class Y | | $ | 1,000.00 | | | $ | 936.30 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
Class F | | $ | 1,000.00 | | | $ | 936.40 | | | $ | 3.37 | | | $ | 1,000.00 | | | $ | 1,021.38 | | | $ | 3.52 | | | | 0.70 | % |
| | | | | | |
Hartford Core Equity Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 964.10 | | | $ | 3.52 | | | $ | 1,000.00 | | | $ | 1,021.28 | | | $ | 3.62 | | | | 0.72 | % |
Class C | | $ | 1,000.00 | | | $ | 960.50 | | | $ | 7.12 | | | $ | 1,000.00 | | | $ | 1,017.60 | | | $ | 7.32 | | | | 1.46 | % |
Class I | | $ | 1,000.00 | | | $ | 965.20 | | | $ | 2.20 | | | $ | 1,000.00 | | | $ | 1,022.63 | | | $ | 2.26 | | | | 0.45 | % |
Class R3 | | $ | 1,000.00 | | | $ | 962.10 | | | $ | 5.27 | | | $ | 1,000.00 | | | $ | 1,019.49 | | | $ | 5.42 | | | | 1.08 | % |
Class R4 | | $ | 1,000.00 | | | $ | 964.00 | | | $ | 3.52 | | | $ | 1,000.00 | | | $ | 1,021.28 | | | $ | 3.62 | | | | 0.72 | % |
Class R5 | | $ | 1,000.00 | | | $ | 965.20 | | | $ | 2.25 | | | $ | 1,000.00 | | | $ | 1,022.58 | | | $ | 2.31 | | | | 0.46 | % |
Class R6 | | $ | 1,000.00 | | | $ | 965.60 | | | $ | 1.81 | | | $ | 1,000.00 | | | $ | 1,023.02 | | | $ | 1.86 | | | | 0.37 | % |
Class Y | | $ | 1,000.00 | | | $ | 965.20 | | | $ | 2.15 | | | $ | 1,000.00 | | | $ | 1,022.68 | | | $ | 2.21 | | | | 0.44 | % |
Class F | | $ | 1,000.00 | | | $ | 965.50 | | | $ | 1.81 | | | $ | 1,000.00 | | | $ | 1,023.02 | | | $ | 1.86 | | | | 0.37 | % |
|
Hartford Domestic Equity Funds |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Annualized expense ratio | |
| | | | | | |
The Hartford Dividend and Growth Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 906.60 | | | $ | 4.69 | | | $ | 1,000.00 | | | $ | 1,019.94 | | | $ | 4.97 | | | | 0.99 | % |
Class C | | $ | 1,000.00 | | | $ | 902.90 | | | $ | 8.42 | | | $ | 1,000.00 | | | $ | 1,016.01 | | | $ | 8.92 | | | | 1.78 | % |
Class I | | $ | 1,000.00 | | | $ | 907.50 | | | $ | 3.46 | | | $ | 1,000.00 | | | $ | 1,021.23 | | | $ | 3.67 | | | | 0.73 | % |
Class R3 | | $ | 1,000.00 | | | $ | 904.60 | | | $ | 6.39 | | | $ | 1,000.00 | | | $ | 1,018.15 | | | $ | 6.77 | | | | 1.35 | % |
Class R4 | | $ | 1,000.00 | | | $ | 906.20 | | | $ | 4.98 | | | $ | 1,000.00 | | | $ | 1,019.64 | | | $ | 5.27 | | | | 1.05 | % |
Class R5 | | $ | 1,000.00 | | | $ | 907.70 | | | $ | 3.51 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
Class R6 | | $ | 1,000.00 | | | $ | 908.20 | | | $ | 3.04 | | | $ | 1,000.00 | | | $ | 1,021.68 | | | $ | 3.22 | | | | 0.64 | % |
Class Y | | $ | 1,000.00 | | | $ | 908.00 | | | $ | 3.23 | | | $ | 1,000.00 | | | $ | 1,021.48 | | | $ | 3.42 | | | | 0.68 | % |
Class F | | $ | 1,000.00 | | | $ | 907.90 | | | $ | 3.04 | | | $ | 1,000.00 | | | $ | 1,021.68 | | | $ | 3.22 | | | | 0.64 | % |
| | | | | | |
The Hartford Equity Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 897.80 | | | $ | 4.72 | | | $ | 1,000.00 | | | $ | 1,019.89 | | | $ | 5.02 | | | | 1.00 | % |
Class C | | $ | 1,000.00 | | | $ | 894.50 | | | $ | 8.29 | | | $ | 1,000.00 | | | $ | 1,016.11 | | | $ | 8.82 | | | | 1.76 | % |
Class I | | $ | 1,000.00 | | | $ | 898.50 | | | $ | 3.49 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
Class R3 | | $ | 1,000.00 | | | $ | 896.30 | | | $ | 6.41 | | | $ | 1,000.00 | | | $ | 1,018.10 | | | $ | 6.82 | | | | 1.36 | % |
Class R4 | | $ | 1,000.00 | | | $ | 897.30 | | | $ | 5.00 | | | $ | 1,000.00 | | | $ | 1,019.59 | | | $ | 5.32 | | | | 1.06 | % |
Class R5 | | $ | 1,000.00 | | | $ | 898.70 | | | $ | 3.64 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.87 | | | | 0.77 | % |
Class R6 | | $ | 1,000.00 | | | $ | 899.60 | | | $ | 3.12 | | | $ | 1,000.00 | | | $ | 1,021.58 | | | $ | 3.32 | | | | 0.66 | % |
Class Y | | $ | 1,000.00 | | | $ | 899.30 | | | $ | 3.35 | | | $ | 1,000.00 | | | $ | 1,021.33 | | | $ | 3.57 | | | | 0.71 | % |
Class F | | $ | 1,000.00 | | | $ | 899.30 | | | $ | 3.12 | | | $ | 1,000.00 | | | $ | 1,021.58 | | | $ | 3.32 | | | | 0.66 | % |
| | | | | | |
The Hartford Growth Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 1,082.90 | | | $ | 5.75 | | | $ | 1,000.00 | | | $ | 1,019.34 | | | $ | 5.57 | | | | 1.11 | % |
Class C | | $ | 1,000.00 | | | $ | 1,079.20 | | | $ | 9.67 | | | $ | 1,000.00 | | | $ | 1,015.56 | | | $ | 9.37 | | | | 1.87 | % |
Class I | | $ | 1,000.00 | | | $ | 1,084.20 | | | $ | 4.35 | | | $ | 1,000.00 | | | $ | 1,020.69 | | | $ | 4.22 | | | | 0.84 | % |
Class R3 | | $ | 1,000.00 | | | $ | 1,081.20 | | | $ | 7.55 | | | $ | 1,000.00 | | | $ | 1,017.60 | | | $ | 7.32 | | | | 1.46 | % |
Class R4 | | $ | 1,000.00 | | | $ | 1,082.80 | | | $ | 6.01 | | | $ | 1,000.00 | | | $ | 1,019.10 | | | $ | 5.82 | | | | 1.16 | % |
Class R5 | | $ | 1,000.00 | | | $ | 1,084.30 | | | $ | 4.40 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class R6 | | $ | 1,000.00 | | | $ | 1,084.90 | | | $ | 3.89 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Class Y | | $ | 1,000.00 | | | $ | 1,084.80 | | | $ | 4.09 | | | $ | 1,000.00 | | | $ | 1,020.94 | | | $ | 3.97 | | | | 0.79 | % |
Class F | | $ | 1,000.00 | | | $ | 1,084.90 | | | $ | 3.84 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
| | | | | | |
The Hartford Healthcare Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 1,111.80 | | | $ | 6.72 | | | $ | 1,000.00 | | | $ | 1,018.50 | | | $ | 6.42 | | | | 1.28 | % |
Class C | | $ | 1,000.00 | | | $ | 1,107.50 | | | $ | 10.74 | | | $ | 1,000.00 | | | $ | 1,014.67 | | | $ | 10.27 | | | | 2.05 | % |
Class I | | $ | 1,000.00 | | | $ | 1,113.40 | | | $ | 5.25 | | | $ | 1,000.00 | | | $ | 1,019.89 | | | $ | 5.02 | | | | 1.00 | % |
Class R3 | | $ | 1,000.00 | | | $ | 1,109.90 | | | $ | 8.45 | | | $ | 1,000.00 | | | $ | 1,016.86 | | | $ | 8.07 | | | | 1.61 | % |
Class R4 | | $ | 1,000.00 | | | $ | 1,111.40 | | | $ | 6.88 | | | $ | 1,000.00 | | | $ | 1,018.35 | | | $ | 6.57 | | | | 1.31 | % |
Class R5 | | $ | 1,000.00 | | | $ | 1,113.40 | | | $ | 5.25 | | | $ | 1,000.00 | | | $ | 1,019.89 | | | $ | 5.02 | | | | 1.00 | % |
Class R6 | | $ | 1,000.00 | | | $ | 1,114.00 | | | $ | 4.73 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
Class Y | | $ | 1,000.00 | | | $ | 1,113.50 | | | $ | 5.04 | | | $ | 1,000.00 | | | $ | 1,020.09 | | | $ | 4.82 | | | | 0.96 | % |
Class F | | $ | 1,000.00 | | | $ | 1,113.70 | | | $ | 4.73 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
| | | | | | |
The Hartford MidCap Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 933.70 | | | $ | 5.29 | | | $ | 1,000.00 | | | $ | 1,019.39 | | | $ | 5.52 | | | | 1.10 | % |
Class C | | $ | 1,000.00 | | | $ | 930.10 | | | $ | 8.97 | | | $ | 1,000.00 | | | $ | 1,015.56 | | | $ | 9.37 | | | | 1.87 | % |
Class I | | $ | 1,000.00 | | | $ | 934.80 | | | $ | 4.14 | | | $ | 1,000.00 | | | $ | 1,020.59 | | | $ | 4.32 | | | | 0.86 | % |
Class R3 | | $ | 1,000.00 | | | $ | 932.20 | | | $ | 6.97 | | | $ | 1,000.00 | | | $ | 1,017.65 | | | $ | 7.27 | | | | 1.45 | % |
Class R4 | | $ | 1,000.00 | | | $ | 933.60 | | | $ | 5.48 | | | $ | 1,000.00 | | | $ | 1,019.20 | | | $ | 5.72 | | | | 1.14 | % |
Class R5 | | $ | 1,000.00 | | | $ | 935.00 | | | $ | 4.09 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class R6 | | $ | 1,000.00 | | | $ | 935.60 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
Class Y | | $ | 1,000.00 | | | $ | 935.50 | | | $ | 3.75 | | | $ | 1,000.00 | | | $ | 1,020.99 | | | $ | 3.92 | | | | 0.78 | % |
Class F | | $ | 1,000.00 | | | $ | 935.60 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
|
Hartford Domestic Equity Funds |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Annualized expense ratio | |
| | | | | | |
The Hartford MidCap Value Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 815.00 | | | $ | 5.55 | | | $ | 1,000.00 | | | $ | 1,018.75 | | | $ | 6.17 | | | | 1.23 | % |
Class C | | $ | 1,000.00 | | | $ | 811.70 | | | $ | 9.05 | | | $ | 1,000.00 | | | $ | 1,014.87 | | | $ | 10.07 | | | | 2.01 | % |
Class I | | $ | 1,000.00 | | | $ | 816.20 | | | $ | 4.06 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
Class R3 | | $ | 1,000.00 | | | $ | 814.30 | | | $ | 6.81 | | | $ | 1,000.00 | | | $ | 1,017.36 | | | $ | 7.57 | | | | 1.51 | % |
Class R4 | | $ | 1,000.00 | | | $ | 815.20 | | | $ | 5.46 | | | $ | 1,000.00 | | | $ | 1,018.85 | | | $ | 6.07 | | | | 1.21 | % |
Class R5 | | $ | 1,000.00 | | | $ | 816.20 | | | $ | 4.06 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
Class Y | | $ | 1,000.00 | | | $ | 816.00 | | | $ | 3.84 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class F | | $ | 1,000.00 | | | $ | 816.20 | | | $ | 3.61 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
| | | | | | |
Hartford Quality Value Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 873.80 | | | $ | 4.24 | | | $ | 1,000.00 | | | $ | 1,020.34 | | | $ | 4.57 | | | | 0.91 | % |
Class C | | $ | 1,000.00 | | | $ | 870.10 | | | $ | 7.95 | | | $ | 1,000.00 | | | $ | 1,016.36 | | | $ | 8.57 | | | | 1.71 | % |
Class I | | $ | 1,000.00 | | | $ | 875.10 | | | $ | 2.66 | | | $ | 1,000.00 | | | $ | 1,022.03 | | | $ | 2.87 | | | | 0.57 | % |
Class R3 | | $ | 1,000.00 | | | $ | 872.60 | | | $ | 5.40 | | | $ | 1,000.00 | | | $ | 1,019.10 | | | $ | 5.82 | | | | 1.16 | % |
Class R4 | | $ | 1,000.00 | | | $ | 873.80 | | | $ | 4.05 | | | $ | 1,000.00 | | | $ | 1,020.54 | | | $ | 4.37 | | | | 0.87 | % |
Class R5 | | $ | 1,000.00 | | | $ | 875.20 | | | $ | 2.66 | | | $ | 1,000.00 | | | $ | 1,022.03 | | | $ | 2.87 | | | | 0.57 | % |
Class R6 | | $ | 1,000.00 | | | $ | 875.50 | | | $ | 2.15 | | | $ | 1,000.00 | | | $ | 1,022.58 | | | $ | 2.31 | | | | 0.46 | % |
Class Y | | $ | 1,000.00 | | | $ | 874.80 | | | $ | 2.66 | | | $ | 1,000.00 | | | $ | 1,022.03 | | | $ | 2.87 | | | | 0.57 | % |
Class F | | $ | 1,000.00 | | | $ | 875.70 | | | $ | 2.15 | | | $ | 1,000.00 | | | $ | 1,022.58 | | | $ | 2.31 | | | | 0.46 | % |
| | | | | | |
The Hartford Small Cap Growth Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 933.80 | | | $ | 6.01 | | | $ | 1,000.00 | | | $ | 1,018.65 | | | $ | 6.27 | | | | 1.25 | % |
Class C | | $ | 1,000.00 | | | $ | 930.40 | | | $ | 9.17 | | | $ | 1,000.00 | | | $ | 1,015.37 | | | $ | 9.57 | | | | 1.91 | % |
Class I | | $ | 1,000.00 | | | $ | 935.60 | | | $ | 4.04 | | | $ | 1,000.00 | | | $ | 1,020.69 | | | $ | 4.22 | | | | 0.84 | % |
Class R3 | | $ | 1,000.00 | | | $ | 932.60 | | | $ | 7.11 | | | $ | 1,000.00 | | | $ | 1,017.50 | | | $ | 7.42 | | | | 1.48 | % |
Class R4 | | $ | 1,000.00 | | | $ | 934.00 | | | $ | 5.63 | | | $ | 1,000.00 | | | $ | 1,019.05 | | | $ | 5.87 | | | | 1.17 | % |
Class R5 | | $ | 1,000.00 | | | $ | 935.40 | | | $ | 4.23 | | | $ | 1,000.00 | | | $ | 1,020.49 | | | $ | 4.42 | | | | 0.88 | % |
Class R6 | | $ | 1,000.00 | | | $ | 936.00 | | | $ | 3.66 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.82 | | | | 0.76 | % |
Class Y | | $ | 1,000.00 | | | $ | 935.80 | | | $ | 3.85 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
Class F | | $ | 1,000.00 | | | $ | 936.00 | | | $ | 3.66 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.82 | | | | 0.76 | % |
| | | | | | |
Hartford Small Cap Value Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 745.00 | | | $ | 5.60 | | | $ | 1,000.00 | | | $ | 1,018.45 | | | $ | 6.47 | | | | 1.29 | % |
Class C | | $ | 1,000.00 | | | $ | 743.60 | | | $ | 8.84 | | | $ | 1,000.00 | | | $ | 1,014.72 | | | $ | 10.22 | | | | 2.04 | % |
Class I | | $ | 1,000.00 | | | $ | 747.40 | | | $ | 3.95 | | | $ | 1,000.00 | | | $ | 1,020.34 | | | $ | 4.57 | | | | 0.91 | % |
Class R3 | | $ | 1,000.00 | | | $ | 744.90 | | | $ | 6.12 | | | $ | 1,000.00 | | | $ | 1,017.85 | | | $ | 7.07 | | | | 1.41 | % |
Class R4 | | $ | 1,000.00 | | | $ | 746.00 | | | $ | 5.21 | | | $ | 1,000.00 | | | $ | 1,018.90 | | | $ | 6.02 | | | | 1.20 | % |
Class R5 | | $ | 1,000.00 | | | $ | 747.00 | | | $ | 3.91 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
Class R6 | | $ | 1,000.00 | | | $ | 747.40 | | | $ | 3.48 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
Class Y | | $ | 1,000.00 | | | $ | 747.10 | | | $ | 3.69 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class F | | $ | 1,000.00 | | | $ | 747.30 | | | $ | 3.48 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
| | | | | | |
The Hartford Small Company Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 961.20 | | | $ | 6.44 | | | $ | 1,000.00 | | | $ | 1,018.30 | | | $ | 6.62 | | | | 1.32 | % |
Class C | | $ | 1,000.00 | | | $ | 957.60 | | | $ | 10.37 | | | $ | 1,000.00 | | | $ | 1,014.27 | | | $ | 10.67 | | | | 2.13 | % |
Class I | | $ | 1,000.00 | | | $ | 962.60 | | | $ | 4.93 | | | $ | 1,000.00 | | | $ | 1,019.84 | | | $ | 5.07 | | | | 1.01 | % |
Class R3 | | $ | 1,000.00 | | | $ | 960.00 | | | $ | 7.55 | | | $ | 1,000.00 | | | $ | 1,017.16 | | | $ | 7.77 | | | | 1.55 | % |
Class R4 | | $ | 1,000.00 | | | $ | 961.50 | | | $ | 6.10 | | | $ | 1,000.00 | | | $ | 1,018.65 | | | $ | 6.27 | | | | 1.25 | % |
Class R5 | | $ | 1,000.00 | | | $ | 963.00 | | | $ | 4.64 | | | $ | 1,000.00 | | | $ | 1,020.14 | | | $ | 4.77 | | | | 0.95 | % |
Class R6 | | $ | 1,000.00 | | | $ | 963.10 | | | $ | 4.34 | | | $ | 1,000.00 | | | $ | 1,020.44 | | | $ | 4.47 | | | | 0.89 | % |
Class Y | | $ | 1,000.00 | | | $ | 962.70 | | | $ | 4.64 | | | $ | 1,000.00 | | | $ | 1,020.14 | | | $ | 4.77 | | | | 0.95 | % |
Class F | | $ | 1,000.00 | | | $ | 962.80 | | | $ | 4.34 | | | $ | 1,000.00 | | | $ | 1,020.44 | | | $ | 4.47 | | | | 0.89 | % |
|
The Hartford Capital Appreciation Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.8% | |
| | | Automobiles & Components - 0.1% | |
| 9,535 | | | Tesla, Inc.* | | $ | 7,455,226 | |
| | | | | | | | |
| | | Banks - 2.5% | |
| 2,481,759 | | | Bank of America Corp. | | | 59,686,304 | |
| 1,496,818 | | | KeyCorp. | | | 17,437,930 | |
| 148,587 | | | M&T Bank Corp. | | | 16,653,631 | |
| 196,241 | | | PNC Financial Services Group, Inc. | | | 20,933,027 | |
| 408,672 | | | Western Alliance Bancorp | | | 14,663,151 | |
| 575,136 | | | Zions Bancorp N.A | | | 18,180,049 | |
| | | | | | | | |
| | | | | 147,554,092 | |
| | | | | | | | |
| | | Capital Goods - 5.1% | |
| 150,750 | | | Caterpillar, Inc. | | | 17,544,285 | |
| 460,861 | | | Colfax Corp.*(1) | | | 11,885,605 | |
| 194,541 | | | Deere & Co. | | | 28,220,117 | |
| 806,800 | | | HF Global, Inc.(2)(3)(4) | | | 10,617,488 | |
| 1,262,270 | | | Ingersoll Rand, Inc.* | | | 36,706,811 | |
| 785,597 | | | JELD-WEN Holding, Inc.* | | | 9,977,082 | |
| 550,339 | | | Kennametal, Inc.(1) | | | 14,094,182 | |
| 139,868 | | | L3Harris Technologies, Inc. | | | 27,092,432 | |
| 142,106 | | | Lockheed Martin Corp. | | | 55,287,760 | |
| 128,570 | | | Northrop Grumman Corp. | | | 42,514,242 | |
| 601,424 | | | SPX FLOW, Inc.* | | | 19,588,380 | |
| 358,976 | | | Trane Technologies plc | | | 31,381,682 | |
| | | | | | | | |
| | | | | | | 304,910,066 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.8% | |
| 317,257 | | | Clean Harbors, Inc.* | | | 16,951,042 | |
| 498,539 | | | Copart, Inc.* | | | 39,937,959 | |
| 55,346 | | | CoStar Group, Inc.* | | | 35,878,598 | |
| 111,294 | | | Equifax, Inc. | | | 15,458,737 | |
| 4,595 | | | Klarna Holding AB(2)(3)(4) | | | 1,051,287 | |
| 381,172 | | | Republic Services, Inc. | | | 29,861,014 | |
| 171,200 | | | TransUnion | | | 13,488,848 | |
| 193,387 | | | Waste Connections, Inc. | | | 16,613,877 | |
| | | | | | | | |
| | | | | | | 169,241,362 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.5% | |
| 625,268 | | | Lennar Corp. Class A | | | 31,307,169 | |
| 714,380 | | | NIKE, Inc. Class B | | | 62,279,648 | |
| 441,037 | | | Peloton Interactive, Inc. Class A* | | | 13,892,665 | |
| 700,993 | | | Steven Madden Ltd. | | | 17,573,895 | |
| 170,095 | | | Under Armour, Inc. Class A*(1) | | | 1,772,390 | |
| 962,938 | | | Under Armour, Inc. Class C* | | | 8,926,435 | |
| 219,476 | | | VF Corp. | | | 12,751,556 | |
| | | | | | | | |
| | | | | | | 148,503,758 | |
| | | | | | | | |
| | | Consumer Services - 3.9% | |
| 625,565 | | | Aramark | | | 17,084,180 | |
| 17,712 | | | Chipotle Mexican Grill, Inc.* | | | 15,560,878 | |
| 1,999,613 | | | DraftKings, Inc.(3)(4) | | | 37,712,701 | |
| 18,643 | | | DraftKings, Inc. Earnout(3)(4) | | | 344,709 | |
| 700,266 | | | Las Vegas Sands Corp. | | | 33,626,773 | |
| 459,732 | | | McDonald’s Corp. | | | 86,227,334 | |
| 271,056 | | | Planet Fitness, Inc. Class A* | | | 16,352,809 | |
| 50,224 | | | Vail Resorts, Inc. | | | 8,588,304 | |
| 429,531 | | | Wyndham Hotels & Resorts, Inc. | | | 16,197,614 | |
| | | | | | | | |
| | | | | | | 231,695,302 | |
| | | | | | | | |
| | | Diversified Financials - 1.8% | |
| 793,328 | | | American Express Co. | | | 72,391,180 | |
| 293,774 | | | Blackstone Group, Inc. Class A | | | 15,346,754 | |
| 405,386 | | | Voya Financial, Inc. | | | 18,311,285 | |
| | | | | | | | |
| | | | | | | 106,049,219 | |
| | | | | | | | |
| | | Energy - 0.8% | |
| 448,166 | | | Diamondback Energy, Inc. | | | 19,513,148 | |
| 525,499 | | | Marathon Petroleum Corp. | | | 16,858,008 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.8% - (continued) | |
| | | Energy - 0.8% - (continued) | |
| 157,474 | | | Phillips 66 | | $ | 11,522,372 | |
| | | | | | | | |
| | | | | | | 47,893,528 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.5% | |
| 804,172 | | | U.S. Foods Holding Corp.* | | | 17,289,698 | |
| 608,262 | | | Walmart, Inc. | | | 73,934,246 | |
| | | | | | | | |
| | | | | | | 91,223,944 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 5.1% | |
| 1,050,087 | | | Altria Group, Inc. | | | 41,215,915 | |
| 1,511,699 | | | Coca-Cola Co. | | | 69,371,867 | |
| 1,514,477 | | | Diageo plc | | | 52,143,210 | |
| 290,138 | | | JM Smucker Co. | | | 33,339,757 | |
| 769,574 | | | Monster Beverage Corp.* | | | 47,567,369 | |
| 474,938 | | | PepsiCo., Inc. | | | 62,829,548 | |
| | | | | | | | |
| | | | | | | 306,467,666 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.0% | |
| 136,043 | | | ABIOMED, Inc.* | | | 26,018,224 | |
| 440,318 | | | Acadia Healthcare Co., Inc.* | | | 10,572,035 | |
| 336,227 | | | Alcon, Inc.*(1) | | | 17,756,148 | |
| 438,655 | | | Baxter International, Inc. | | | 38,943,791 | |
| 207,672 | | | Centene Corp.* | | | 13,826,802 | |
| 297,938 | | | Cerner Corp. | | | 20,673,918 | |
| 313,174 | | | Danaher Corp. | | | 51,191,422 | |
| 125,516 | | | DexCom, Inc.* | | | 42,072,963 | |
| 220,422 | | | Encompass Health Corp. | | | 14,602,958 | |
| 111,568 | | | Hill-Rom Holdings, Inc. | | | 12,550,284 | |
| 506,014 | | | Hologic, Inc.* | | | 25,351,301 | |
| 285,979 | | | Insulet Corp.* | | | 57,115,726 | |
| 105,823 | | | Intuitive Surgical, Inc.* | | | 54,062,854 | |
| 892,151 | | | Medtronic plc | | | 87,100,702 | |
| 94,625 | | | Molina Healthcare, Inc.* | | | 15,515,661 | |
| 156,230 | | | Stryker Corp. | | | 29,125,959 | |
| 67,791 | | | Teleflex, Inc. | | | 22,737,101 | |
| 271,474 | | | UnitedHealth Group, Inc. | | | 79,398,001 | |
| 200,183 | | | Veeva Systems, Inc. Class A* | | | 38,194,917 | |
| | | | | | | | |
| | | | | | | 656,810,767 | |
| | | | | | | | |
| | | Household & Personal Products - 1.1% | |
| 886,793 | | | Colgate-Palmolive Co. | | | 62,314,944 | |
| | | | | | | | |
| | | Insurance - 3.9% | |
| 744,477 | | | Aflac, Inc. | | | 27,724,323 | |
| 395,539 | | | Arthur J Gallagher & Co. | | | 31,049,812 | |
| 148,380 | | | Assurant, Inc. | | | 15,763,891 | |
| 454,713 | | | Chubb Ltd. | | | 49,113,551 | |
| 1,351,596 | | | CNO Financial Group, Inc. | | | 19,003,440 | |
| 117,297 | | | Hanover Insurance Group, Inc. | | | 11,774,273 | |
| 209,670 | | | Kemper Corp. | | | 14,094,017 | |
| 388,596 | | | Marsh & McLennan Cos., Inc. | | | 37,822,049 | |
| 1,423,243 | | | Unum Group | | | 24,835,590 | |
| | | | | | | | |
| | | | | | | 231,180,946 | |
| | | | | | | | |
| | | Materials - 3.2% | |
| 464,724 | | | Carpenter Technology Corp. | | | 10,302,931 | |
| 222,855 | | | Celanese Corp. Series A | | | 18,512,565 | |
| 161,455 | | | Eastman Chemical Co. | | | 9,769,642 | |
| 78,723 | | | Ecolab, Inc. | | | 15,232,901 | |
| 492,067 | | | FMC Corp. | | | 45,220,957 | |
| 494,498 | | | Linde plc | | | 90,982,687 | |
| | | | | | | | |
| | | | | | | 190,021,683 | |
| | | | | | | | |
| | | Media & Entertainment - 8.0% | |
| 905,995 | | | Activision Blizzard, Inc. | | | 57,739,061 | |
| 35,303 | | | Alphabet, Inc. Class A* | | | 47,542,550 | |
| 911,405 | | | Comcast Corp. Class A | | | 34,296,170 | |
| 192,434 | | | Electronic Arts, Inc.* | | | 21,987,509 | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Capital Appreciation Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.8% - (continued) | |
| | | Media & Entertainment - 8.0% - (continued) | |
| 465,897 | | | Facebook, Inc. Class A* | | $ | 95,373,775 | |
| 1,423,001 | | | Interpublic Group of Cos., Inc. | | | 24,162,557 | |
| 69,231 | | | Live Nation Entertainment, Inc.* | | | 3,106,395 | |
| 108,495 | | | Match Group, Inc.*(1) | | | 8,349,775 | |
| 115,887 | | | Netflix, Inc.* | | | 48,655,157 | |
| 818,877 | | | Pinterest, Inc. Class A* | | | 16,917,999 | |
| 207,359 | | | Roku, Inc.* | | | 25,138,132 | |
| 253,824 | | | Spotify Technology S.A.* | | | 38,472,104 | |
| 498,923 | | | Walt Disney Co. | | | 53,958,522 | |
| | | | | | | | |
| | | | | | | 475,699,706 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 6.7% | |
| 167,770 | | | Alnylam Pharmaceuticals, Inc.* | | | 22,095,309 | |
| 270,292 | | | AstraZeneca plc ADR | | | 14,130,866 | |
| 732,075 | | | Elanco Animal Health, Inc.* | | | 18,089,573 | |
| 263,105 | | | Exact Sciences Corp.* | | | 20,780,033 | |
| 83,212 | | | Galapagos N.V.* | | | 18,383,793 | |
| 2,100 | | | Galapagos N.V. ADR*(1) | | | 462,945 | |
| 231,798 | | | Heron Therapeutics, Inc.*(1) | | | 3,305,440 | |
| 379,443 | | | Ionis Pharmaceuticals, Inc.* | | | 21,070,470 | |
| 786,990 | | | Johnson & Johnson | | | 118,079,980 | |
| 511,324 | | | Merck & Co., Inc. | | | 40,568,446 | |
| 27,179 | | | Mettler-Toledo International, Inc.* | | | 19,567,249 | |
| 1,201,956 | | | Pfizer, Inc. | | | 46,107,032 | |
| 166,601 | | | Seattle Genetics, Inc.* | | | 22,862,655 | |
| 102,146 | | | Thermo Fisher Scientific, Inc. | | | 34,186,223 | |
| | | | | | | | |
| | | | | | | 399,690,014 | |
| | | | | | | | |
| | | Real Estate - 3.9% | |
| 102,212 | | | Alexandria Real Estate Equities, Inc. REIT | | | 16,056,483 | |
| 169,358 | | | American Tower Corp. REIT | | | 40,307,204 | |
| 194,432 | | | AvalonBay Communities, Inc. REIT | | | 31,682,694 | |
| 133,928 | | | Boston Properties, Inc. REIT | | | 13,015,123 | |
| 28,521 | | | Equinix, Inc. REIT | | | 19,257,379 | |
| 669,703 | | | Gaming and Leisure Properties, Inc. REIT | | | 18,912,413 | |
| 487,247 | | | Highwoods Properties, Inc. REIT | | | 18,910,056 | |
| 171,775 | | | Jones Lang LaSalle, Inc. REIT | | | 18,136,004 | |
| 177,528 | | | Life Storage, Inc. REIT | | | 15,549,678 | |
| 136,378 | | | Public Storage REIT | | | 25,291,300 | |
| 864,745 | | | VICI Properties, Inc. REIT | | | 15,063,858 | |
| 8,145 | | | We Co. Class A(2)(3)(4) | | | 41,947 | |
| | | | | | | | |
| | | | | | | 232,224,139 | |
| | | | | | | | |
| | | Retailing - 6.4% | |
| 98,423 | | | Alibaba Group Holding Ltd. ADR* | | | 19,947,389 | |
| 54,026 | | | Amazon.com, Inc.* | | | 133,660,324 | |
| 12,364 | | | Booking Holdings, Inc.* | | | 18,305,767 | |
| 98,796 | | | Home Depot, Inc. | | | 21,718,325 | |
| 10,615 | | | JAND, Inc. Class A(2)(3)(4) | | | 154,236 | |
| 679,847 | | | Kohl’s Corp. | | | 12,549,976 | |
| 490,479 | | | Lowe’s Cos., Inc. | | | 51,377,675 | |
| 2,245,412 | | | TJX Cos., Inc. | | | 110,137,459 | |
| 316,327 | | | Tory Burch LLC*(2)(3)(4) | | | 12,336,741 | |
| | | | | | | | |
| | | | | | | 380,187,892 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.6% | |
| 907,041 | | | Advanced Micro Devices, Inc.* | | | 47,519,878 | |
| 238,229 | | | Analog Devices, Inc. | | | 26,109,898 | |
| 803,813 | | | Marvell Technology Group Ltd. | | | 21,493,960 | |
| 663,634 | | | Micron Technology, Inc.* | | | 31,781,432 | |
| 170,080 | | | MKS Instruments, Inc. | | | 17,047,118 | |
| 146,345 | | | NVIDIA Corp. | | | 42,773,717 | |
| 254,110 | | | Texas Instruments, Inc. | | | 29,494,548 | |
| | | | | | | | |
| | | | | | | 216,220,551 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.8% - (continued) | |
| | | Semiconductors & Semiconductor Equipment - 3.6% - (continued) | |
| | | | Software & Services - 10.8% | |
| 192,869 | | | Accenture plc Class A | | $ | 35,717,410 | |
| 251,179 | | | Amdocs Ltd. | | | 16,185,975 | |
| 40,192 | | | Fair Isaac Corp.* | | | 14,185,364 | |
| 144,649 | | | FleetCor Technologies, Inc.* | | | 34,896,571 | |
| 654,048 | | | Genpact Ltd. | | | 22,518,873 | |
| 283,975 | | | Global Payments, Inc. | | | 47,145,530 | |
| 715,624 | | | GoDaddy, Inc. Class A* | | | 49,685,774 | |
| 253,357 | | | Guidewire Software, Inc.* | | | 23,014,950 | |
| 326,239 | | | Microsoft Corp. | | | 58,465,291 | |
| 9,200 | | | Paycom Software, Inc.* | | | 2,401,384 | |
| 299,566 | | | PayPal Holdings, Inc.* | | | 36,846,618 | |
| 28,141 | | | RingCentral, Inc. Class A* | | | 6,431,063 | |
| 58,525 | | | ServiceNow, Inc.* | | | 20,573,879 | |
| 2,455,183 | | | Slack Technologies, Inc. Class A*(1) | | | 65,528,834 | |
| 310,526 | | | Splunk, Inc.* | | | 43,585,429 | |
| 484,191 | | | Square, Inc. Class A* | | | 31,540,202 | |
| 4,440 | | | Trade Desk, Inc. Class A* | | | 1,299,055 | |
| 112,427 | | | VeriSign, Inc.* | | | 23,552,332 | |
| 160,978 | | | Visa, Inc. Class A | | | 28,769,988 | |
| 138,558 | | | WEX, Inc.* | | | 18,333,995 | |
| 337,971 | | | Workday, Inc. Class A* | | | 52,013,737 | |
| 82,166 | | | Zoom Video Communications, Inc. Class A* | | | 11,106,378 | |
| | | | | | | | |
| | | | | | | 643,798,632 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.2% | |
| 358,037 | | | Apple, Inc. | | | 105,191,271 | |
| 175,146 | | | CDW Corp. | | | 19,406,177 | |
| 91,677 | | | Coherent, Inc.* | | | 11,722,738 | |
| 257,395 | | | Lumentum Holdings, Inc.* | | | 20,825,829 | |
| 427,878 | | | TE Connectivity Ltd. | | | 31,431,918 | |
| | | | | | | | |
| | | | | | | 188,577,933 | |
| | | | | | | | |
| | | Telecommunication Services - 2.2% | |
| 1,287,925 | | | AT&T, Inc. | | | 39,243,075 | |
| 539,077 | | | T-Mobile U.S., Inc.* | | | 47,330,961 | |
| 717,979 | | | Verizon Communications, Inc. | | | 41,247,893 | |
| | | | | | | | |
| | | | | | | 127,821,929 | |
| | | | | | | | |
| | | Transportation - 3.3% | |
| 562,761 | | | Canadian National Railway Co. | | | 46,538,610 | |
| 455,597 | | | CSX Corp. | | | 30,174,189 | |
| 90,600 | | | Southwest Airlines Co. | | | 2,831,250 | |
| 2,151,646 | | | Uber Technologies, Inc.*(1) | | | 65,130,325 | |
| 318,105 | | | Union Pacific Corp. | | | 50,829,998 | |
| | | | | | | | |
| | | | | | | 195,504,372 | |
| | | | | | | | |
| | | Utilities - 2.4% | |
| 351,776 | | | Dominion Energy, Inc. | | | 27,132,483 | |
| 474,860 | | | Duke Energy Corp. | | | 40,201,647 | |
| 239,144 | | | Portland General Electric Co. | | | 11,189,548 | |
| 224,249 | | | Sempra Energy | | | 27,773,239 | |
| 675,492 | | | Southern Co. | | | 38,320,661 | |
| | | | | | | | |
| | | | | | | 144,617,578 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $5,165,042,762) | | $ | 5,705,665,249 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 0.4% | |
| | | Other Investment Pools & Funds - 0.4% | |
| 130,826 | | | iShares Russell 1000 Growth ETF | | | 22,604,116 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $21,887,605) | | $ | 22,604,116 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Capital Appreciation Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
CONVERTIBLE PREFERRED STOCKS - 0.7% | |
| | | Commercial & Professional Services - 0.0% | |
| 33,739 | | | Rubicon Global Holdings LLC Series C*(2)(3)(4) | | $ | 527,341 | |
| | | | | | | | |
| | | Consumer Services - 0.0% | |
| 10,074 | | | Airbnb, Inc. Series E*(2)(3)(4) | | | 858,980 | |
| | | | | | | | |
| | | Diversified Financials - 0.1% | |
| 348,919 | | | Social Finance, Inc. Series F*(2)(3)(4) | | | 5,359,356 | |
| | | | | | | | |
| | | Real Estate - 0.2% | |
| 674,436 | | | We Co. Series D1*(2)(3)(4) | | | 5,247,112 | |
| 599,094 | | | We Co. Series D2*(2)(3)(4) | | | 4,660,952 | |
| | | | | | | | |
| | | | | | | 9,908,064 | |
| | | | | | | | |
| | | Retailing - 0.2% | |
| 269,407 | | | Coupang LLC *(2)(3)(4) | | | 1,866,990 | |
| 28,025 | | | Honest Co., Inc. Series C(2)(3)(4) | | | 950,328 | |
| 278,194 | | | Honest Co., Inc. Series E*(2)(3)(4) | | | 11,161,143 | |
| 23,702 | | | JAND, Inc. Series D*(2)(3)(4) | | | 362,404 | |
| | | | | | | | |
| | | | | | | 14,340,865 | |
| | | | | | | | |
| | | Software & Services - 0.2% | |
| 566,622 | | | Essence Group Holdings Corp. Series 3*(2)(3)(4) | | | 1,371,225 | |
| 77,707 | | | Lookout, Inc. Series F*(2)(3)(4) | | | 603,783 | |
| 95,031 | | | MarkLogic Corp. Series F*(2)(3)(4) | | | 803,012 | |
| 47,064 | | | Sharecare, Inc. Series B2*(2)(3)(4) | | | 10,264,188 | |
| | | | | | | | |
| | | | | | | 13,042,208 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $57,566,896) | | $ | 44,036,814 | |
| | | | | | | | |
|
ESCROWS - 0.0%(5) | |
| | | Consumer Durables & Apparel - 0.0% | |
| 83,332 | | | One Kings Lane, Inc.*(2)(3)(4) | | $ | 13,333 | |
| | | | | | | | |
| | | Software & Services - 0.0% | |
| 58,205 | | | Veracode, Inc.*(2)(3)(4) | | | 31,663 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 44,996 | |
| | | | | | | | |
|
WARRANTS - 0.0% | |
CONSUMER SERVICES - 0.0% | |
| 12,255 | | | DraftKings, Inc.*(3)(4) | | $ | 91,667 | |
| 2,126 | | | DraftKings, Inc. Class A*(3)(4) | | | 16,583 | |
| | | | | | | | |
| | | | | | | 108,250 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $—) | | $ | 108,250 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $5,244,497,263) | | $ | 5,772,459,425 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.6% | |
| | | Other Investment Pools & Funds - 3.1% | |
| 187,083,663 | | | Fidelity Institutional Government Fund, Institutional Class, 0.15%(6) | | | 187,083,663 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.5% | |
| 1,431,587 | | | Citibank NA DDCA, 0.04%, 5/1/2020(6) | | | 1,431,587 | |
| 13,160,621 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6) | | | 13,160,621 | |
| 7,996,246 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6) | | | 7,996,246 | |
| 5,986,524 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 5,986,524 | |
| | | | | | | | |
| | | | | | | 28,574,978 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $215,658,641) | | $ | 215,658,641 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $5,460,155,904) | | | 100.5 | % | | $ | 5,988,118,066 | |
| | | | Other Assets and Liabilities | | | (0.5 | )% | | | (32,158,348 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 5,955,959,718 | |
| | | | | | | | | | | | |
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. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Investment valued using significant unobservable inputs. |
(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, 2020, the aggregate fair value of these securities was $106,449,169, which represented 1.8% 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 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 $106,449,169 or 1.8% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 06/2015 | | | Airbnb, Inc. Series E Convertible Preferred | | | 10,074 | | | $ | 937,833 | | | $ | 858,980 | |
| 11/2014 | | | Coupang LLC Convertible Preferred | | | 269,407 | | | | 838,697 | | | | 1,866,990 | |
| 12/2014 | | | DraftKings, Inc. | | | 1,999,613 | | | | 20,411,929 | | | | 37,712,701 | |
| 12/2014 | | | DraftKings, Inc. Earnout | | | 18,643 | | | | 185,003 | | | | 344,709 | |
| 12/2014 | | | DraftKings, Inc. Warrants | | | 12,255 | | | | — | | | | 91,667 | |
| 04/2020 | | | DraftKings, Inc. Class A Warrants | | | 2,126 | | | | — | | | | 16,583 | |
| 05/2014 | | | Essence Group Holdings Corp. Series 3 Convertible Preferred | | | 566,622 | | | | 895,999 | | | | 1,371,225 | |
| 06/2015 | | | HF Global, Inc. | | | 806,800 | | | | 10,846,942 | | | | 10,617,488 | |
| 08/2014 | | | Honest Co., Inc. Series C Convertible Preferred | | | 28,025 | | | | 758,281 | | | | 950,328 | |
| 08/2015 | | | Honest Co., Inc. Series E Convertible Preferred | | | 278,194 | | | | 12,728,766 | | | | 11,161,143 | |
| 04/2015 | | | JAND, Inc. Class A | | | 10,615 | | | | 121,916 | | | | 154,236 | |
| 04/2015 | | | JAND, Inc. Series D Convertible Preferred | | | 23,702 | | | | 272,225 | | | | 362,404 | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Capital Appreciation Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2015 | | | Klarna Holding AB | | | 4,595 | | | $ | 503,982 | | | $ | 1,051,287 | |
| 07/2014 | | | Lookout, Inc. Series F Convertible Preferred | | | 77,707 | | | | 887,655 | | | | 603,783 | |
| 04/2015 | | | MarkLogic Corp. Series F Convertible Preferred | | | 95,031 | | | | 1,103,709 | | | | 803,012 | |
| 01/2014 | | | One Kings Lane, Inc. | | | 83,332 | | | | — | | | | 13,333 | |
| 09/2015 | | | Rubicon Global Holdings LLC Series C Convertible Preferred | | | 33,739 | | | | 673,447 | | | | 527,341 | |
| 03/2015 | | | Sharecare, Inc. Series B2 Convertible Preferred | | | 47,064 | | | | 11,759,882 | | | | 10,264,188 | |
| 09/2015 | | | Social Finance, Inc. Series F Convertible Preferred | | | 348,919 | | | | 5,504,651 | | | | 5,359,356 | |
| 11/2013 | | | Tory Burch LLC | | | 316,327 | | | | 24,792,580 | | | | 12,336,741 | |
| 04/2017 | | | Veracode, Inc. | | | 58,205 | | | | — | | | | 31,663 | |
| 12/2014 | | | We Co. Class A | | | 8,145 | | | | 135,624 | | | | 41,947 | |
| 12/2014 | | | We Co. Series D1 Convertible Preferred | | | 674,436 | | | | 11,230,142 | | | | 5,247,112 | |
| 12/2014 | | | We Co. Series D2 Convertible Preferred | | | 599,094 | | | | 9,975,610 | | | | 4,660,952 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 114,564,872 | | | $ | 106,449,169 | |
| | | | | | | | | | | | | | | | |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at April 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
S&P 500 (E-Mini) Future | | | 431 | | | | 06/19/2020 | | | $ | 62,546,720 | | | $ | 9,612,123 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 9,612,123 | |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Capital Appreciation Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 7,455,226 | | | $ | 7,455,226 | | | $ | — | | | $ | — | |
Banks | | | 147,554,092 | | | | 147,554,092 | | | | — | | | | — | |
Capital Goods | | | 304,910,066 | | | | 294,292,578 | | | | — | | | | 10,617,488 | |
Commercial & Professional Services | | | 169,241,362 | | | | 168,190,075 | | | | — | | | | 1,051,287 | |
Consumer Durables & Apparel | | | 148,503,758 | | | | 148,503,758 | | | | — | | | | — | |
Consumer Services | | | 231,695,302 | | | | 193,637,892 | | | | 38,057,410 | | | | — | |
Diversified Financials | | | 106,049,219 | | | | 106,049,219 | | | | — | | | | — | |
Energy | | | 47,893,528 | | | | 47,893,528 | | | | — | | | | — | |
Food & Staples Retailing | | | 91,223,944 | | | | 91,223,944 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 306,467,666 | | | | 254,324,456 | | | | 52,143,210 | | | | — | |
Health Care Equipment & Services | | | 656,810,767 | | | | 656,810,767 | | | | — | | | | — | |
Household & Personal Products | | | 62,314,944 | | | | 62,314,944 | | | | — | | | | — | |
Insurance | | | 231,180,946 | | | | 231,180,946 | | | | — | | | | — | |
Materials | | | 190,021,683 | | | | 190,021,683 | | | | — | | | | — | |
Media & Entertainment | | | 475,699,706 | | | | 475,699,706 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 399,690,014 | | | | 381,306,221 | | | | 18,383,793 | | | | — | |
Real Estate | | | 232,224,139 | | | | 232,182,192 | | | | — | | | | 41,947 | |
Retailing | | | 380,187,892 | | | | 367,696,915 | | | | — | | | | 12,490,977 | |
Semiconductors & Semiconductor Equipment | | | 216,220,551 | | | | 216,220,551 | | | | — | | | | — | |
Software & Services | | | 643,798,632 | | | | 643,798,632 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 188,577,933 | | | | 188,577,933 | | | | — | | | | — | |
Telecommunication Services | | | 127,821,929 | | | | 127,821,929 | | | | — | | | | — | |
Transportation | | | 195,504,372 | | | | 195,504,372 | | | | — | | | | — | |
Utilities | | | 144,617,578 | | | | 144,617,578 | | | | — | | | | — | |
Exchange-Traded Funds | | | 22,604,116 | | | | 22,604,116 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 44,036,814 | | | | — | | | | — | | | | 44,036,814 | |
Escrows | | | 44,996 | | | | — | | | | — | | | | 44,996 | |
Warrants | | | 108,250 | | | | — | | | | 108,250 | | | | — | |
Short-Term Investments | | | 215,658,641 | | | | 215,658,641 | | | | — | | | | — | |
Futures Contracts(2) | | | 9,612,123 | | | | 9,612,123 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 5,997,730,189 | | | $ | 5,820,754,017 | | | $ | 108,692,663 | | | $ | 68,283,509 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, investments valued at $17,924,974 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 and there were no transfers in to Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2020:
| | | | | | | | | | | | | | | | |
| | Common Stocks | | | Convertible Preferred Stocks | | | Escrows | | | Total | |
Beginning balance | | $ | 66,160,890 | | | $ | 53,985,898 | | | $ | 56,188 | | | $ | 120,202,976 | |
Purchases | | | 135,624 | | | | 21,205,752 | | | | — | | | | 21,341,376 | |
Sales | | | (15,315,471 | ) | | | (15,740,241 | ) | | | (18,051 | ) | | | (31,073,763 | ) |
Total realized gain/(loss) | | | (728,912 | ) | | | 338,147 | | | | 18,051 | | | | (372,714 | ) |
Net change in unrealized appreciation/(depreciation) | | | (8,125,458 | ) | | | (15,752,742 | ) | | | (11,192 | ) | | | (23,889,392 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (17,924,974 | ) | | | — | | | | — | | | | (17,924,974 | ) |
| | | | | | | | | | | | | | | | |
Ending balance | | $ | 24,201,699 | | | $ | 44,036,814 | | | $ | 44,996 | | | $ | 68,283,509 | |
| | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2020 was $(24,173,184).
The accompanying notes are an integral part of these financial statements.
|
Hartford Core Equity Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.6% | | | |
| | | Banks - 5.3% | |
| 5,419,545 | | | Bank of America Corp. | | $ | 130,340,057 | |
| 1,474,545 | | | JP Morgan Chase & Co. | | | 141,202,429 | |
| 800,628 | | | PNC Financial Services Group, Inc. | | | 85,402,989 | |
| | | | | | | | |
| | | | | | | 356,945,475 | |
| | | | | | | | |
| | | Capital Goods - 5.2% | |
| 881,902 | | | AMETEK, Inc. | | | 73,965,121 | |
| 1,205,547 | | | Fortune Brands Home & Security, Inc. | | | 58,107,365 | |
| 337,535 | | | IDEX Corp. | | | 51,855,502 | |
| 538,673 | | | Illinois Tool Works, Inc. | | | 87,534,363 | |
| 1,201,331 | | | Raytheon Technologies Corp. | | | 77,858,262 | |
| | | | | | | | |
| | | | | | | 349,320,613 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.9% | |
| 419,579 | | | Equifax, Inc. | | | 58,279,523 | |
| 881,937 | | | Republic Services, Inc. | | | 69,090,945 | |
| | | | | | | | |
| | | | | | | 127,370,468 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.0% | |
| 882,077 | | | NIKE, Inc. Class B | | | 76,899,473 | |
| 951,031 | | | VF Corp. | | | 55,254,901 | |
| | | | | | | | |
| | | | | | | 132,154,374 | |
| | | | | | | | |
| | | Consumer Services - 1.6% | |
| 565,687 | | | McDonald’s Corp. | | | 106,100,254 | |
| | | | | | | | |
| | | Diversified Financials - 1.9% | |
| 747,767 | | | American Express Co. | | | 68,233,739 | |
| 1,567,617 | | | Morgan Stanley | | | 61,811,138 | |
| | | | | | | | |
| | | | | | | 130,044,877 | |
| | | | | | | | |
| | | Energy - 0.6% | |
| 895,677 | | | EOG Resources, Inc. | | | 42,553,614 | |
| | | | | | | | |
| | | Food & Staples Retailing - 3.2% | |
| 327,161 | | | Costco Wholesale Corp. | | | 99,129,783 | |
| 978,164 | | | Walmart, Inc. | | | 118,895,834 | |
| | | | | | | | |
| | | | | | | 218,025,617 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.6% | |
| 504,952 | | | Constellation Brands, Inc. Class A | | | 83,160,545 | |
| 1,259,069 | | | Kellogg Co. | | | 82,469,020 | |
| 1,224,282 | | | Monster Beverage Corp.* | | | 75,672,870 | |
| | | | | | | | |
| | | | | | | 241,302,435 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.2% | |
| 646,135 | | | Abbott Laboratories | | | 59,502,572 | |
| 1,233,276 | | | Baxter International, Inc. | | | 109,490,243 | |
| 281,050 | | | Becton Dickinson and Co. | | | 70,973,557 | |
| 494,869 | | | Danaher Corp. | | | 80,891,287 | |
| 1,405,404 | | | Hologic, Inc.* | | | 70,410,740 | |
| 339,128 | | | Laboratory Corp. of America Holdings* | | | 55,769,600 | |
| 1,098,911 | | | Medtronic plc | | | 107,286,681 | |
| 453,847 | | | UnitedHealth Group, Inc. | | | 132,736,632 | |
| | | | | | | | |
| | | | | | | 687,061,312 | |
| | | | | | | | |
| | | Household & Personal Products - 3.9% | |
| 1,431,754 | | | Colgate-Palmolive Co. | | | 100,609,354 | |
| 1,411,796 | | | Procter & Gamble Co. | | | 166,408,394 | |
| | | | | | | | |
| | | | | | | 267,017,748 | |
| | | | | | | | |
| | | Insurance - 2.6% | |
| 681,488 | | | Allstate Corp. | | | 69,320,959 | |
| 1,094,137 | | | Athene Holding Ltd. Class A* | | | 29,541,699 | |
| 687,956 | | | Chubb Ltd. | | | 74,306,128 | |
| | | | | | | | |
| | | | | | | 173,168,786 | |
| | | | | | | | |
| | | Materials - 1.7% | |
| 325,375 | | | Ecolab, Inc. | | | 62,960,062 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.6% - (continued) | | | |
| | | Materials - 1.7% - (continued) | |
| 591,132 | | | PPG Industries, Inc. | | $ | 53,692,520 | |
| | | | | | | | |
| | | | | | | 116,652,582 | |
| | | | | | | | |
| | | Media & Entertainment - 6.6% | |
| 138,947 | | | Alphabet, Inc. Class A* | | | 187,119,925 | |
| 766,261 | | | Facebook, Inc. Class A* | | | 156,861,289 | |
| 921,886 | | | Walt Disney Co. | | | 99,701,971 | |
| | | | | | | | |
| | | | | | | 443,683,185 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.7% | |
| 946,410 | | | Eli Lilly & Co. | | | 146,352,842 | |
| 356,013 | | | Incyte Corp.* | | | 34,768,230 | |
| 1,231,885 | | | Merck & Co., Inc. | | | 97,737,756 | |
| 325,321 | | | Thermo Fisher Scientific, Inc. | | | 108,878,432 | |
| | | | | | | | |
| | | | | | | 387,737,260 | |
| | | | | | | | |
| | | Real Estate - 2.3% | |
| 382,458 | | | American Tower Corp. REIT | | | 91,025,004 | |
| 637,542 | | | Boston Properties, Inc. REIT | | | 61,956,332 | |
| | | | | | | | |
| | | | | | | 152,981,336 | |
| | | | | | | | |
| | | Retailing - 5.6% | |
| 115,986 | | | Amazon.com, Inc.* | | | 286,949,364 | |
| 1,800,949 | | | TJX Cos., Inc. | | | 88,336,548 | |
| | | | | | | | |
| | | | | | | 375,285,912 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.8% | |
| 345,011 | | | KLA Corp. | | | 56,612,855 | |
| 1,118,473 | | | Micron Technology, Inc.* | | | 53,563,672 | |
| 664,337 | | | QUALCOMM, Inc. | | | 52,263,392 | |
| 1,118,007 | | | Teradyne, Inc. | | | 69,920,158 | |
| 803,261 | | | Texas Instruments, Inc. | | | 93,234,504 | |
| | | | | | | | |
| | | | | | | 325,594,581 | |
| | | | | | | | |
| | | Software & Services - 12.7% | |
| 493,506 | | | Fidelity National Information Services, Inc. | | | 65,088,506 | |
| 476,762 | | | Global Payments, Inc. | | | 79,152,027 | |
| 653,378 | | | GoDaddy, Inc. Class A* | | | 45,364,035 | |
| 1,067,775 | | | Leidos Holdings, Inc. | | | 105,506,848 | |
| 448,029 | | | Mastercard, Inc. Class A | | | 123,194,534 | |
| 1,471,274 | | | Microsoft Corp. | | | 263,667,013 | |
| 573,212 | | | salesforce.com, Inc.* | | | 92,831,683 | |
| 810,211 | | | SS&C Technologies Holdings, Inc. | | | 44,691,239 | |
| 265,063 | | | Workday, Inc. Class A* | | | 40,793,196 | |
| | | | | | | | |
| | | | | | | 860,289,081 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 6.9% | |
| 899,392 | | | Apple, Inc. | | | 264,241,370 | |
| 478,660 | | | CDW Corp. | | | 53,035,528 | |
| 2,925,379 | | | Corning, Inc. | | | 64,387,592 | |
| 592,061 | | | Motorola Solutions, Inc. | | | 85,144,292 | |
| | | | | | | | |
| | | | | | | 466,808,782 | |
| | | | | | | | |
| | | Telecommunication Services - 1.7% | |
| 1,973,909 | | | Verizon Communications, Inc. | | | 113,401,072 | |
| | | | | | | | |
| | | Transportation - 1.4% | |
| 378,231 | | | Norfolk Southern Corp. | | | 64,715,324 | |
| 976,603 | | | Uber Technologies, Inc.* | | | 29,561,773 | |
| | | | | | | 94,277,097 | |
| | | | | | | | |
| | | Utilities - 4.2% | |
| 1,272,325 | | | American Electric Power Co., Inc. | | | 105,742,931 | |
| 570,846 | | | NextEra Energy, Inc. | | | 131,933,927 | |
| 557,923 | | | Pinnacle West Capital Corp. | | | 42,954,492 | |
| | | | | | | | |
| | | | | | | 280,631,350 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $5,421,564,979) | | $ | 6,448,407,811 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Core Equity Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 4.4% | |
| | | Other Investment Pools & Funds - 4.4% | |
| 293,394,054 | | | Fidelity Institutional Government Fund, Institutional Class, 0.15%(1) | | $ | 293,394,054 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $293,394,054) | | $ | 293,394,054 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $5,714,959,033) | | | 100.0 | % | | $ | 6,741,801,865 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | 2,512,000 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 6,744,313,865 | |
| | | | | | | | | | | | |
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. |
(1) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at April 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
S&P 500 (E-Mini) Future | | | 972 | | | | 06/19/2020 | | | $ | 141,056,640 | | | $ | 6,777,870 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 6,777,870 | |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 356,945,475 | | | $ | 356,945,475 | | | $ | — | | | $ | — | |
Capital Goods | | | 349,320,613 | | | | 349,320,613 | | | | — | | | | — | |
Commercial & Professional Services | | | 127,370,468 | | | | 127,370,468 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 132,154,374 | | | | 132,154,374 | | | | — | | | | — | |
Consumer Services | | | 106,100,254 | | | | 106,100,254 | | | | — | | | | — | |
Diversified Financials | | | 130,044,877 | | | | 130,044,877 | | | | — | | | | — | |
Energy | | | 42,553,614 | | | | 42,553,614 | | | | — | | | | — | |
Food & Staples Retailing | | | 218,025,617 | | | | 218,025,617 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 241,302,435 | | | | 241,302,435 | | | | — | | | | — | |
Health Care Equipment & Services | | | 687,061,312 | | | | 687,061,312 | | | | — | | | | — | |
Household & Personal Products | | | 267,017,748 | | | | 267,017,748 | | | | — | | | | — | |
Insurance | | | 173,168,786 | | | | 173,168,786 | | | | — | | | | — | |
Materials | | | 116,652,582 | | | | 116,652,582 | | | | — | | | | — | |
Media & Entertainment | | | 443,683,185 | | | | 443,683,185 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 387,737,260 | | | | 387,737,260 | | | | — | | | | — | |
Real Estate | | | 152,981,336 | | | | 152,981,336 | | | | — | | | | — | |
Retailing | | | 375,285,912 | | | | 375,285,912 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 325,594,581 | | | | 325,594,581 | | | | — | | | | — | |
Software & Services | | | 860,289,081 | | | | 860,289,081 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 466,808,782 | | | | 466,808,782 | | | | — | | | | — | |
Telecommunication Services | | | 113,401,072 | | | | 113,401,072 | | | | — | | | | — | |
Transportation | | | 94,277,097 | | | | 94,277,097 | | | | — | | | | — | |
Utilities | | | 280,631,350 | | | | 280,631,350 | | | | — | | | | — | |
Short-Term Investments | | | 293,394,054 | | | | 293,394,054 | | | | — | | | | — | |
Futures Contracts(2) | | | 6,777,870 | | | | 6,777,870 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 6,748,579,735 | | | $ | 6,748,579,735 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, 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. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Dividend and Growth Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.5% | |
| | | Banks - 8.6% | |
| 10,967,676 | | | Bank of America Corp. | | $ | 263,772,608 | |
| 1,142,657 | | | Bank of Nova Scotia | | | 45,866,252 | |
| 3,084,360 | | | JP Morgan Chase & Co. | | | 295,358,313 | |
| 994,507 | | | PNC Financial Services Group, Inc. | | | 106,084,062 | |
| | | | | | | | |
| | | | | | | 711,081,235 | |
| | | | | | | | |
| | | Capital Goods - 6.1% | |
| 710,559 | | | Deere & Co. | | | 103,073,689 | |
| 398,548 | | | Eaton Corp. plc | | | 33,278,758 | |
| 377,869 | | | General Dynamics Corp. | | | 49,357,249 | |
| 2,273,910 | | | Johnson Controls International plc | | | 66,193,520 | |
| 180,974 | | | Lockheed Martin Corp. | | | 70,409,744 | |
| 868,372 | | | Otis Worldwide Corp.* | | | 44,208,819 | |
| 1,774,588 | | | Raytheon Technologies Corp. | | | 115,011,048 | |
| 215,638 | | | Trane Technologies plc | | | 18,851,074 | |
| | | | | | | | |
| | | | | | | 500,383,901 | |
| | | | | | | | |
| | | Consumer Services - 1.8% | |
| 893,204 | | | Hilton Worldwide Holdings, Inc. | | | 67,624,475 | |
| 455,857 | | | McDonald’s Corp. | | | 85,500,539 | |
| | | | | | | | |
| | | | | | | 153,125,014 | |
| | | | | | | | |
| | | Diversified Financials - 4.0% | |
| 1,162,584 | | | American Express Co. | | | 106,085,790 | |
| 158,935 | | | BlackRock, Inc. | | | 79,791,727 | |
| 1,844,041 | | | Charles Schwab Corp. | | | 69,557,227 | |
| 976,682 | | | Northern Trust Corp. | | | 77,314,147 | |
| | | | | | | | |
| | | | | | | 332,748,891 | |
| | | | | | | | |
| | | Energy - 5.0% | |
| 1,758,817 | | | Chevron Corp. | | | 161,811,164 | |
| 2,766,984 | | | ConocoPhillips | | | 116,490,026 | |
| 995,312 | | | Hess Corp. | | | 48,411,976 | |
| 1,186,766 | | | Marathon Petroleum Corp. | | | 38,071,453 | |
| 1,371,528 | | | Total S.A. ADR(1) | | | 48,209,209 | |
| | | | | | | | |
| | | | | | | 412,993,828 | |
| | | | | | | | |
| | | Food & Staples Retailing - 3.0% | |
| 1,612,622 | | | Sysco Corp. | | | 90,742,240 | |
| 1,265,018 | | | Walmart, Inc. | | | 153,762,938 | |
| | | | | | | | |
| | | | | | | 244,505,178 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.5% | |
| 2,438,711 | | | Coca-Cola Co. | | | 111,912,448 | |
| 1,207,767 | | | Kellogg Co. | | | 79,108,739 | |
| 720,391 | | | PepsiCo., Inc. | | | 95,300,525 | |
| | | | | | | | |
| | | | | | | 286,321,712 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.5% | |
| 794,863 | | | Abbott Laboratories | | | 73,198,934 | |
| 389,744 | | | Becton Dickinson and Co. | | | 98,422,052 | |
| 1,088,079 | | | CVS Health Corp. | | | 66,971,262 | |
| 571,236 | | | HCA Healthcare, Inc. | | | 62,767,412 | |
| 1,285,004 | | | Medtronic plc | | | 125,454,941 | |
| 662,685 | | | UnitedHealth Group, Inc. | | | 193,815,482 | |
| | | | | | | | |
| | | | | | | 620,630,083 | |
| | | | | | | | |
| | | Insurance - 4.8% | |
| 2,094,097 | | | American International Group, Inc. | | | 53,252,887 | |
| 894,468 | | | Chubb Ltd. | | | 96,611,489 | |
| 291,298 | | | Marsh & McLennan Cos., Inc. | | | 28,352,034 | |
| 1,700,310 | | | Principal Financial Group, Inc. | | | 61,908,287 | |
| 547,693 | | | Progressive Corp. | | | 42,336,669 | |
| 1,782,349 | | | Prudential Financial, Inc. | | | 111,165,107 | |
| | | | | | | | |
| | | | | | | 393,626,473 | |
| | | | | | | | |
| | | Materials - 3.0% | |
| 936,656 | | | Celanese Corp. Series A | | | 77,808,014 | |
| 746,725 | | | FMC Corp. | | | 68,624,028 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.5% - (continued) | |
| | | Materials - 3.0% - (continued) | |
| 1,737,185 | | | International Paper Co. | | $ | 59,498,586 | |
| 512,405 | | | PPG Industries, Inc. | | | 46,541,746 | |
| | | | | | | | |
| | | | | | | 252,472,374 | |
| | | | | | | | |
| | | Media & Entertainment - 5.7% | |
| 208,163 | | | Alphabet, Inc. Class A* | | | 280,333,112 | |
| 4,989,390 | | | Comcast Corp. Class A | | | 187,750,746 | |
| | | | | | | | |
| | | | | | | 468,083,858 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 9.8% | |
| 1,058,416 | | | Agilent Technologies, Inc. | | | 81,138,170 | |
| 2,738,204 | | | AstraZeneca plc ADR | | | 143,153,305 | |
| 966,202 | | | Bristol-Myers Squibb Co. | | | 58,754,744 | |
| 472,470 | | | Eli Lilly & Co. | | | 73,062,761 | |
| 1,488,096 | | | Merck & Co., Inc. | | | 118,065,537 | |
| 1,163,860 | | | Novartis AG ADR | | | 98,613,858 | |
| 6,297,828 | | | Pfizer, Inc. | | | 241,584,682 | |
| | | | | | | | |
| | | | | | | 814,373,057 | |
| | | | | | | | |
| | | Real Estate - 2.4% | |
| 352,286 | | | American Tower Corp. REIT | | | 83,844,068 | |
| 556,641 | | | Boston Properties, Inc. REIT | | | 54,094,372 | |
| 4,796,090 | | | Host Hotels & Resorts, Inc. REIT | | | 59,039,868 | |
| | | | | | | | |
| | | | | | | 196,978,308 | |
| | | | | | | | |
| | | Retailing - 3.9% | |
| 539,259 | | | Home Depot, Inc. | | | 118,545,306 | |
| 1,046,206 | | | Lowe’s Cos., Inc. | | | 109,590,079 | |
| 1,854,259 | | | TJX Cos., Inc. | | | 90,951,404 | |
| | | | | | | | |
| | | | | | | 319,086,789 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.7% | |
| 465,613 | | | Broadcom, Inc. | | | 126,469,803 | |
| 2,090,973 | | | Intel Corp. | | | 125,416,560 | |
| 234,477 | | | KLA Corp. | | | 38,475,331 | |
| 749,445 | | | Micron Technology, Inc.* | | | 35,890,921 | |
| 557,365 | | | Texas Instruments, Inc. | | | 64,693,356 | |
| | | | | | | | |
| | | | | | | 390,945,971 | |
| | | | | | | | |
| | | Software & Services - 6.6% | |
| 407,718 | | | Accenture plc Class A | | | 75,505,296 | |
| 334,352 | | | International Business Machines Corp. | | | 41,981,237 | |
| 2,379,898 | | | Microsoft Corp. | | | 426,501,521 | |
| | | | | | | | |
| | | | | | | 543,988,054 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 5.9% | |
| 579,136 | | | Apple, Inc. | | | 170,150,157 | |
| 3,217,411 | | | Cisco Systems, Inc. | | | 136,353,878 | |
| 3,534,435 | | | Corning, Inc. | | | 77,792,914 | |
| 4,357,885 | | | HP, Inc. | | | 67,590,796 | |
| 233,117 | | | Motorola Solutions, Inc. | | | 33,524,556 | |
| | | | | | | | |
| | | | | | | 485,412,301 | |
| | | | | | | | |
| | | Telecommunication Services - 3.7% | |
| 5,273,956 | | | Verizon Communications, Inc. | | | 302,988,772 | |
| | | | | | | | |
| | | Transportation - 1.7% | |
| 1,437,046 | | | Delta Air Lines, Inc. | | | 37,233,862 | |
| 672,693 | | | Union Pacific Corp. | | | 107,489,614 | |
| | | | | | | | |
| | | | | | | 144,723,476 | |
| | | | | | | | |
| | | Utilities - 3.8% | |
| 1,530,643 | | | Dominion Energy, Inc.(1) | | | 118,058,495 | |
| 2,600,068 | | | Exelon Corp. | | | 96,410,521 | |
| 840,298 | | | Sempra Energy | | | 104,070,907 | |
| | | | | | | | |
| | | | | | | 318,539,923 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $6,332,195,195) | | $ | 7,893,009,198 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Dividend and Growth Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 4.3% | |
| | | Other Investment Pools & Funds - 4.3% | |
| 356,607,676 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(2) | | $ | 356,607,676 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | |
| 9,144 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 9,144 | |
| 84,064 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 84,064 | |
| 51,076 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 51,076 | |
| 38,239 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 38,239 | |
| | | | | | | | |
| | | | | | | 182,523 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $356,790,199) | | $ | 356,790,199 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $6,688,985,394) | | | 99.8 | % | | $ | 8,249,799,397 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 13,778,430 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 8,263,577,827 | |
| | | | | | | | | | | | |
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. |
(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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 711,081,235 | | | $ | 711,081,235 | | | $ | — | | | $ | — | |
Capital Goods | | | 500,383,901 | | | | 500,383,901 | | | | — | | | | — | |
Consumer Services | | | 153,125,014 | | | | 153,125,014 | | | | — | | | | — | |
Diversified Financials | | | 332,748,891 | | | | 332,748,891 | | | | — | | | | — | |
Energy | | | 412,993,828 | | | | 412,993,828 | | | | — | | | | — | |
Food & Staples Retailing | | | 244,505,178 | | | | 244,505,178 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 286,321,712 | | | | 286,321,712 | | | | — | | | | — | |
Health Care Equipment & Services | | | 620,630,083 | | | | 620,630,083 | | | | — | | | | — | |
Insurance | | | 393,626,473 | | | | 393,626,473 | | | | — | | | | — | |
Materials | | | 252,472,374 | | | | 252,472,374 | | | | — | | | | — | |
Media & Entertainment | | | 468,083,858 | | | | 468,083,858 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 814,373,057 | | | | 814,373,057 | | | | — | | | | — | |
Real Estate | | | 196,978,308 | | | | 196,978,308 | | | | — | | | | — | |
Retailing | | | 319,086,789 | | | | 319,086,789 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 390,945,971 | | | | 390,945,971 | | | | — | | | | — | |
Software & Services | | | 543,988,054 | | | | 543,988,054 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 485,412,301 | | | | 485,412,301 | | | | — | | | | — | |
Telecommunication Services | | | 302,988,772 | | | | 302,988,772 | | | | — | | | | — | |
Transportation | | | 144,723,476 | | | | 144,723,476 | | | | — | | | | — | |
Utilities | | | 318,539,923 | | | | 318,539,923 | | | | — | | | | — | |
Short-Term Investments | | | 356,790,199 | | | | 356,790,199 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 8,249,799,397 | | | $ | 8,249,799,397 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Equity Income Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% | |
| | | Automobiles & Components - 0.5% | |
| 187,464 | | | Cie Generale des Etablissements Michelin SCA | | $ | 18,112,965 | |
| | | | | | | | |
| | | Banks - 10.1% | |
| 4,448,666 | | | Bank of America Corp. | | | 106,990,417 | |
| 1,436,266 | | | JP Morgan Chase & Co. | | | 137,536,832 | |
| 322,066 | | | M&T Bank Corp. | | | 36,097,157 | |
| 318,249 | | | PNC Financial Services Group, Inc. | | | 33,947,621 | |
| 1,050,373 | | | Truist Financial Corp. | | | 39,199,921 | |
| | | | | | | | |
| | | | | | | 353,771,948 | |
| | | | | | | | |
| | | Capital Goods - 11.3% | |
| 4,321,099 | | | BAE Systems plc | | | 27,561,835 | |
| 317,601 | | | Caterpillar, Inc. | | | 36,962,404 | |
| 410,668 | | | Deere & Co. | | | 59,571,500 | |
| 707,408 | | | Eaton Corp. plc | | | 59,068,568 | |
| 328,523 | | | General Dynamics Corp. | | | 42,911,674 | |
| 244,545 | | | Honeywell International, Inc. | | | 34,700,936 | |
| 153,907 | | | Lockheed Martin Corp. | | | 59,879,058 | |
| 732,140 | | | Raytheon Technologies Corp. | | | 47,449,994 | |
| 322,127 | | | Trane Technologies plc | | | 28,160,342 | |
| | | | | | | | |
| | | | | | | 396,266,311 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 0.5% | |
| 300,700 | | | VF Corp. | | | 17,470,670 | |
| | | | | | | | |
| | | Consumer Services - 1.1% | |
| 201,200 | | | McDonald’s Corp. | | | 37,737,072 | |
| | | | | | | | |
| | | Diversified Financials - 1.2% | |
| 80,432 | | | BlackRock, Inc. | | | 40,380,081 | |
| | | | | | | | |
| | | Energy - 4.7% | |
| 681,591 | | | Chevron Corp. | | | 62,706,372 | |
| 108,731 | | | ConocoPhillips | | | 4,577,575 | |
| 1,828,400 | | | Kinder Morgan, Inc. | | | 27,846,532 | |
| 242,522 | | | Phillips 66 | | | 17,745,335 | |
| 1,127,058 | | | TC Energy Corp. | | | 51,869,202 | |
| | | | | | | | |
| | | | | | | 164,745,016 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.4% | |
| 216,995 | | | Sysco Corp. | | | 12,210,309 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 6.2% | |
| 1,148,872 | | | Archer-Daniels-Midland Co. | | | 42,669,106 | |
| 386,160 | | | Coca-Cola Co. | | | 17,720,882 | |
| 924,541 | | | Mondelez International, Inc. Class A | | | 47,558,389 | |
| 280,428 | | | PepsiCo., Inc. | | | 37,097,820 | |
| 955,914 | | | Philip Morris International, Inc. | | | 71,311,185 | |
| | | | | | | | |
| | | | | | | 216,357,382 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 6.4% | |
| 1,032,652 | | | Koninklijke Philips N.V. | | | 45,015,857 | |
| 795,335 | | | Medtronic plc | | | 77,648,556 | |
| 343,913 | | | UnitedHealth Group, Inc. | | | 100,584,235 | |
| | | | | | | | |
| | | | | | | 223,248,648 | |
| | | | | | | | |
| | | Household & Personal Products - 2.0% | |
| 178,500 | | | Procter & Gamble Co. | | | 21,039,795 | |
| 1,003,048 | | | Unilever N.V. | | | 49,570,632 | |
| | | | | | | | |
| | | | | | | 70,610,427 | |
| | | | | | | | |
| | | Insurance - 6.5% | |
| 354,712 | | | Chubb Ltd. | | | 38,312,443 | |
| 338,627 | | | Marsh & McLennan Cos., Inc. | | | 32,958,566 | |
| 1,624,607 | | | MetLife, Inc. | | | 58,615,820 | |
| 980,867 | | | Progressive Corp. | | | 75,821,019 | |
| 220,403 | | | Travelers Cos., Inc. | | | 22,306,988 | |
| | | | | | | | |
| | | | | | | 228,014,836 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% - (continued) | |
| | | Materials - 1.9% | |
| 430,641 | | | Celanese Corp. Series A | | $ | 35,773,348 | |
| 336,384 | | | PPG Industries, Inc. | | | 30,553,759 | |
| | | | | | | | |
| | | | | | | 66,327,107 | |
| | | | | | | | |
| | | Media & Entertainment - 2.7% | |
| 2,478,141 | | | Comcast Corp. Class A | | | 93,252,446 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 12.7% | |
| 1,022,476 | | | AstraZeneca plc ADR | | | 53,455,045 | |
| 273,017 | | | Eli Lilly & Co. | | | 42,219,349 | |
| 628,822 | | | Johnson & Johnson | | | 94,348,453 | |
| 392,623 | | | Merck & Co., Inc. | | | 31,150,709 | |
| 564,688 | | | Novartis AG | | | 48,189,600 | |
| 2,954,563 | | | Pfizer, Inc. | | | 113,337,037 | |
| 181,582 | | | Roche Holding AG | | | 62,881,365 | |
| | | | | | | | |
| | | | | | | 445,581,558 | |
| | | | | | | | |
| | | Real Estate - 2.7% | |
| 595,223 | | | Crown Castle International Corp. REIT | | | 94,896,403 | |
| | | | | | | | |
| | | Retailing - 2.9% | |
| 323,804 | | | Home Depot, Inc. | | | 71,181,833 | |
| 300,873 | | | Lowe’s Cos., Inc. | | | 31,516,447 | |
| | | | | | | | |
| | | | | | | 102,698,280 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.8% | |
| 360,831 | | | Analog Devices, Inc. | | | 39,547,078 | |
| 1,630,977 | | | Intel Corp. | | | 97,826,000 | |
| 176,060 | | | KLA Corp. | | | 28,889,685 | |
| | | | | | | | |
| | | | | | | 166,262,763 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 5.4% | |
| 2,333,812 | | | Cisco Systems, Inc. | | | 98,906,952 | |
| 1,975,167 | | | Corning, Inc. | | | 43,473,426 | |
| 629,371 | | | TE Connectivity Ltd. | | | 46,233,594 | |
| | | | | | | | |
| | | | | | | 188,613,972 | |
| | | | | | | | |
| | | Telecommunication Services - 2.9% | |
| 1,779,916 | | | Verizon Communications, Inc. | | | 102,256,174 | |
| | | | | | | | |
| | | Transportation - 2.0% | |
| 432,237 | | | Union Pacific Corp. | | | 69,067,150 | |
| | | | | | | | |
| | | Utilities - 7.0% | |
| 476,064 | | | American Electric Power Co., Inc. | | | 39,565,679 | |
| 711,731 | | | Dominion Energy, Inc. | | | 54,895,812 | |
| 270,156 | | | Duke Energy Corp. | | | 22,871,407 | |
| 306,836 | | | Eversource Energy | | | 24,761,665 | |
| 1,164,011 | | | Exelon Corp. | | | 43,161,528 | |
| 370,742 | | | Sempra Energy | | | 45,916,396 | |
| 456,193 | | | UGI Corp. | | | 13,767,905 | |
| | | | | | | | |
| | | | | | | 244,940,392 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,893,887,181) | | $ | 3,352,821,910 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.3% | |
| | | Other Investment Pools & Funds - 3.3% | |
| 115,604,794 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(1) | | $ | 115,604,794 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $115,604,794) | | $ | 115,604,794 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $3,009,491,975) | | | 99.2 | % | | $ | 3,468,426,704 | |
| | | | Other Assets and Liabilities | | | 0.8 | % | | | 28,879,350 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,497,306,054 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Equity Income Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
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) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 18,112,965 | | | $ | — | | | $ | 18,112,965 | | | $ | — | |
Banks | | | 353,771,948 | | | | 353,771,948 | | | | — | | | | — | |
Capital Goods | | | 396,266,311 | | | | 368,704,476 | | | | 27,561,835 | | | | — | |
Consumer Durables & Apparel | | | 17,470,670 | | | | 17,470,670 | | | | — | | | | — | |
Consumer Services | | | 37,737,072 | | | | 37,737,072 | | | | — | | | | — | |
Diversified Financials | | | 40,380,081 | | | | 40,380,081 | | | | — | | | | — | |
Energy | | | 164,745,016 | | | | 164,745,016 | | | | — | | | | — | |
Food & Staples Retailing | | | 12,210,309 | | | | 12,210,309 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 216,357,382 | | | | 216,357,382 | | | | — | | | | — | |
Health Care Equipment & Services | | | 223,248,648 | | | | 178,232,791 | | | | 45,015,857 | | | | — | |
Household & Personal Products | | | 70,610,427 | | | | 70,610,427 | | | | — | | | | — | |
Insurance | | | 228,014,836 | | | | 228,014,836 | | | | — | | | | — | |
Materials | | | 66,327,107 | | | | 66,327,107 | | | | — | | | | — | |
Media & Entertainment | | | 93,252,446 | | | | 93,252,446 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 445,581,558 | | | | 334,510,593 | | | | 111,070,965 | | | | — | |
Real Estate | | | 94,896,403 | | | | 94,896,403 | | | | — | | | | — | |
Retailing | | | 102,698,280 | | | | 102,698,280 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 166,262,763 | | | | 166,262,763 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 188,613,972 | | | | 188,613,972 | | | | — | | | | — | |
Telecommunication Services | | | 102,256,174 | | | | 102,256,174 | | | | — | | | | — | |
Transportation | | | 69,067,150 | | | | 69,067,150 | | | | — | | | | — | |
Utilities | | | 244,940,392 | | | | 244,940,392 | | | | — | | | | — | |
Short-Term Investments | | | 115,604,794 | | | | 115,604,794 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,468,426,704 | | | $ | 3,266,665,082 | | | $ | 201,761,622 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Growth Opportunities Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.2% | |
| | | Automobiles & Components - 1.0% | |
| 1,056,134 | | | API Group Corp.* | | $ | 10,666,952 | |
| 44,548 | | | Tesla, Inc.* | | | 34,831,190 | |
| | | | | | | | |
| | | | | | | 45,498,142 | |
| | | | | | | | |
| | | Capital Goods - 1.1% | |
| 593,709 | | | Trane Technologies plc | | | 51,902,041 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.6% | |
| 590,551 | | | Copart, Inc.* | | | 47,309,041 | |
| 87,717 | | | CoStar Group, Inc.* | | | 56,863,422 | |
| 63,425 | | | Klarna Holding AB(1)(2)(3) | | | 14,510,963 | |
| | | | | | | | |
| | | | | | | 118,683,426 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 1.0% | |
| 1,504,425 | | | Peloton Interactive, Inc. Class A* | | | 47,389,387 | |
| | | | | | | | |
| | | Consumer Services - 4.0% | |
| 1,038,357 | | | Aramark | | | 28,357,530 | |
| 60,169 | | | Chipotle Mexican Grill, Inc.* | | | 52,861,475 | |
| 1,718,014 | | | DraftKings, Inc.(2)(3) | | | 32,401,744 | |
| 16,017 | | | DraftKings, Inc. Earnout(2)(3) | | | 296,154 | |
| 612,748 | | | Planet Fitness, Inc. Class A* | | | 36,967,087 | |
| 1,490,135 | | | Target Hospitality Corp.* | | | 3,010,073 | |
| 165,663 | | | Vail Resorts, Inc. | | | 28,328,373 | |
| | | | | | | | |
| | | | | | | 182,222,436 | |
| | | | | | | | |
| | | Diversified Financials - 1.2% | |
| 979,535 | | | Blackstone Group, Inc. Class A | | | 51,170,908 | |
| 569,183 | | | Digital Landscape Group, Inc.* | | | 4,795,367 | |
| | | | | | | | |
| | | | | | | 55,966,275 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.5% | |
| 1,092,238 | | | Monster Beverage Corp.* | | | 67,511,231 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.5% | |
| 357,431 | | | ABIOMED, Inc.* | | | 68,358,679 | |
| 273,819 | | | Danaher Corp. | | | 44,758,454 | |
| 383,251 | | | DexCom, Inc.* | | | 128,465,735 | |
| 530,388 | | | Insulet Corp.* | | | 105,929,091 | |
| 229,630 | | | Intuitive Surgical, Inc.* | | | 117,313,374 | |
| 292,841 | | | Novocure Ltd.* | | | 19,268,938 | |
| 236,746 | | | Veeva Systems, Inc. Class A* | | | 45,171,137 | |
| | | | | | | | |
| | | | | | | 529,265,408 | |
| | | | | | | | |
| | | Media & Entertainment - 12.5% | |
| 609,090 | | | Activision Blizzard, Inc. | | | 38,817,306 | |
| 678,395 | | | Facebook, Inc. Class A* | | | 138,874,240 | |
| 233,188 | | | Live Nation Entertainment, Inc.* | | | 10,463,145 | |
| 367,370 | | | Match Group, Inc.*(4) | | | 28,272,795 | |
| 394,947 | | | Netflix, Inc.* | | | 165,818,498 | |
| 833,024 | | | Spotify Technology S.A.* | | | 126,261,448 | |
| 629,951 | | | Walt Disney Co. | | | 68,129,201 | |
| | | | | | | | |
| | | | | | | 576,636,633 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 9.1% | |
| 161,631 | | | Argenx SE ADR* | | | 23,677,325 | |
| 161,306 | | | Ascendis Pharma A/S ADR* | | | 21,894,063 | |
| 103,240 | | | Biogen, Inc.* | | | 30,644,729 | |
| 2,477,322 | | | Elanco Animal Health, Inc.* | | | 61,214,627 | |
| 898,496 | | | Exact Sciences Corp.* | | | 70,963,214 | |
| 313,797 | | | Galapagos N.V.* | | | 69,326,289 | |
| 16,322 | | | Galapagos N.V. ADR*(4) | | | 3,598,185 | |
| 118,207 | | | Reata Pharmaceuticals, Inc. Class A* | | | 18,695,619 | |
| 347,222 | | | Thermo Fisher Scientific, Inc. | | | 116,208,259 | |
| | | | | | | | |
| | | | | | | 416,222,310 | |
| | | | | | | | |
| | | Real Estate - 0.0% | |
| 29,564 | | | We Co. Class A(1)(2)(3) | | | 152,255 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.2% - (continued) | |
| | | Retailing - 12.9% | |
| 172,629 | | | Amazon.com, Inc.* | | $ | 427,084,146 | |
| 123,196 | | | JAND, Inc. Class A(1)(2)(3) | | | 1,790,038 | |
| 963,691 | | | Lowe’s Cos., Inc. | | | 100,946,632 | |
| 1,172,842 | | | TJX Cos., Inc. | | | 57,527,900 | |
| 171,581 | | | Tory Burch LLC*(1)(2)(3) | | | 6,691,658 | |
| | | | | | | | |
| | | | | | | 594,040,374 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 7.6% | |
| 2,644,074 | | | Advanced Micro Devices, Inc.* | | | 138,523,037 | |
| 2,644,634 | | | Marvell Technology Group Ltd. | | | 70,717,513 | |
| 476,267 | | | NVIDIA Corp. | | | 139,203,319 | |
| | | | | | | | |
| | | | | | | 348,443,869 | |
| | | | | | | | |
| | | Software & Services - 21.1% | |
| 557,612 | | | 2U, Inc.*(4) | | | 13,243,285 | |
| 133,985 | | | Fair Isaac Corp.* | | | 47,288,666 | |
| 1,247,459 | | | GoDaddy, Inc. Class A* | | | 86,611,078 | |
| 858,998 | | | Guidewire Software, Inc.* | | | 78,031,378 | |
| 31,114 | | | Paycom Software, Inc.* | | | 8,121,376 | |
| 1,019,509 | | | PayPal Holdings, Inc.* | | | 125,399,607 | |
| 95,901 | | | RingCentral, Inc. Class A* | | | 21,916,256 | |
| 199,092 | | | ServiceNow, Inc.* | | | 69,988,802 | |
| 3,376,141 | | | Slack Technologies, Inc. Class A*(4) | | | 90,109,203 | |
| 1,051,616 | | | Splunk, Inc.* | | | 147,604,822 | |
| 1,636,775 | | | Square, Inc. Class A* | | | 106,619,524 | |
| 15,030 | | | Trade Desk, Inc. Class A* | | | 4,397,477 | |
| 855,153 | | | Workday, Inc. Class A* | | | 131,608,047 | |
| 289,084 | | | Zoom Video Communications, Inc. Class A* | | | 39,075,484 | |
| | | | | | | | |
| | | | | | | 970,015,005 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 7.7% | |
| 1,197,994 | | | Apple, Inc. | | | 351,970,637 | |
| | | | | | | | |
| | | Transportation - 1.4% | |
| 2,124,776 | | | Uber Technologies, Inc.* | | | 64,316,970 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $3,639,485,908) | | $ | 4,420,236,399 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 1.9% | |
| | | Commercial & Professional Services - 0.2% | |
| 470,535 | | | Rubicon Global Holdings LLC Series C*(1)(2)(3) | | $ | 7,354,462 | |
| | | | | | | | |
| | | Real Estate - 0.1% | |
| 404,267 | | | We Co. Series D1*(1)(2)(3) | | | 3,145,197 | |
| 317,638 | | | We Co. Series D2*(1)(2)(3) | | | 2,471,224 | |
| | | | | | | | |
| | | | | | | 5,616,421 | |
| | | | | | | | |
| | | Retailing - 1.0% | |
| 4,434,460 | | | Coupang LLC*(1)(2)(3) | | | 30,730,808 | |
| 272,032 | | | Honest Co., Inc. Series C(1)(2)(3) | | | 9,224,605 | |
| 275,096 | | | JAND, Inc. Series D*(1)(2)(3) | | | 4,206,218 | |
| | | | | | | | |
| | | | | | | 44,161,631 | |
| | | | | | | | |
| | | Software & Services - 0.6% | |
| 5,668,755 | | | Essence Group Holdings Corp. Series 3*(1)(2)(3) | | | 13,718,387 | |
| 743,470 | | | Lookout, Inc. Series F*(1)(2)(3) | | | 5,776,762 | |
| 1,078,374 | | | MarkLogic Corp. Series F*(1)(2)(3) | | | 9,112,260 | |
| | | | | | | | |
| | | | | | | 28,607,409 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $75,718,878) | | $ | 85,739,923 | |
| | | | | | | | |
|
ESCROWS - 0.0%(5) | |
| | | Consumer Durables & Apparel - 0.0% | |
| 923,832 | | | One Kings Lane, Inc.*(1)(2)(3) | | $ | 147,813 | |
| | | | | | | | |
| | | Software & Services - 0.0% | |
| 566,228 | | | Veracode, Inc.*(1)(2)(3) | | | 308,028 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 455,841 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Growth Opportunities Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
WARRANTS - 0.0% | |
| | | Consumer Services - 0.0% | | | |
| 10,530 | | | DraftKings, Inc.*(2)(3) | | $ | 78,764 | |
| 25,527 | | | DraftKings, Inc. Class A*(2)(3) | | | 199,111 | |
| 496,700 | | | Target Hospitality Corp. Expires 3/15/24* | | | 109,275 | |
| | | | | | | | |
| | | | | | | 387,150 | |
| | | | | | | | |
| | | Diversified Financials - 0.0% | | | |
| 1,609,100 | | | Digital Landscape Group, Inc.* | | | 241,365 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $687,098) | | $ | 628,515 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $3,715,891,884) | | $ | 4,507,060,678 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.8% | |
| | | Other Investment Pools & Funds - 2.1% | | | |
| 93,458,236 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | $ | 93,458,236 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.7% | | | |
| 1,678,634 | | | Citibank NA DDCA, 0.04%, 5/1/2020(6) | | | 1,678,634 | |
| 15,431,729 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6) | | | 15,431,729 | |
| 9,376,146 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6) | | | 9,376,146 | |
| 7,019,609 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 7,019,609 | |
| | | | | | | | |
| | | | | | | 33,506,118 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $126,964,354) | | $ | 126,964,354 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $3,842,856,238) | | | 100.9 | % | | $ | 4,634,025,032 | |
| | | | Other Assets and Liabilities | | | (0.9 | )% | | | (39,226,344 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 4,594,798,688 | |
| | | | | | | | | | | | |
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) | Investment valued using significant unobservable inputs. |
(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, 2020, the aggregate fair value of these securities was $142,316,451, which represented 3.1% 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. |
(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 $142,316,451 or 3.1% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 11/2014 | | | Coupang LLC Convertible Preferred | | | 4,434,460 | | | $ | 13,805,011 | | | $ | 30,730,808 | |
| 12/2014 | | | DraftKings, Inc. | | | 1,718,014 | | | | 6,977,605 | | | | 32,401,744 | |
| 12/2014 | | | DraftKings, Inc. Earnout | | | 16,017 | | | | 63,241 | | | | 296,154 | |
| 12/2014 | | | DraftKings, Inc. Warrants | | | 10,530 | | | | — | | | | 78,764 | |
| 04/2020 | | | DraftKings, Inc. Class A Warrants | | | 25,527 | | | | — | | | | 199,111 | |
| 05/2014 | | | Essence Group Holdings Corp. Series 3 Convertible Preferred | | | 5,668,755 | | | | 8,964,002 | | | | 13,718,387 | |
| 08/2014 | | | Honest Co., Inc. Series C Convertible Preferred | | | 272,032 | | | | 7,360,451 | | | | 9,224,605 | |
| 04/2015 | | | JAND, Inc. Class A | | | 123,196 | | | | 1,414,943 | | | | 1,790,038 | |
| 04/2015 | | | JAND, Inc. Series D Convertible Preferred | | | 275,096 | | | | 3,159,560 | | | | 4,206,218 | |
| 08/2015 | | | Klarna Holding AB | | | 63,425 | | | | 6,956,489 | | | | 14,510,963 | |
| 07/2014 | | | Lookout, Inc. Series F Convertible Preferred | | | 743,470 | | | | 8,492,732 | | | | 5,776,762 | |
| 04/2015 | | | MarkLogic Corp. Series F Convertible Preferred | | | 1,078,374 | | | | 12,524,452 | | | | 9,112,260 | |
| 08/2014 | | | One Kings Lane, Inc. | | | 923,832 | | | | — | | | | 147,813 | |
| 09/2015 | | | Rubicon Global Holdings LLC Series C Convertible Preferred | | | 470,535 | | | | 9,392,114 | | | | 7,354,462 | |
| 11/2013 | | | Tory Burch LLC | | | 171,581 | | | | 13,447,917 | | | | 6,691,658 | |
| 08/2014 | | | Veracode, Inc. | | | 566,228 | | | | — | | | | 308,028 | |
| 12/2014 | | | We Co. Class A | | | 29,564 | | | | 492,275 | | | | 152,255 | |
| 12/2014 | | | We Co. Series D1 Convertible Preferred | | | 404,267 | | | | 6,731,515 | | | | 3,145,197 | |
| 12/2014 | | | We Co. Series D2 Convertible Preferred | | | 317,638 | | | | 5,289,041 | | | | 2,471,224 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 105,071,348 | | | $ | 142,316,451 | |
| | | | | | | | | | | | | | | | |
(4) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Growth Opportunities Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 45,498,142 | | | $ | 45,498,142 | | | $ | — | | | $ | — | |
Capital Goods | | | 51,902,041 | | | | 51,902,041 | | | | — | | | | — | |
Commercial & Professional Services | | | 118,683,426 | | | | 104,172,463 | | | | — | | | | 14,510,963 | |
Consumer Durables & Apparel | | | 47,389,387 | | | | 47,389,387 | | | | — | | | | — | |
Consumer Services | | | 182,222,436 | | | | 149,524,538 | | | | 32,697,898 | | | | — | |
Diversified Financials | | | 55,966,275 | | | | 55,966,275 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 67,511,231 | | | | 67,511,231 | | | | — | | | | — | |
Health Care Equipment & Services | | | 529,265,408 | | | | 529,265,408 | | | | — | | | | — | |
Media & Entertainment | | | 576,636,633 | | | | 576,636,633 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 416,222,310 | | | | 346,896,021 | | | | 69,326,289 | | | | — | |
Real Estate | | | 152,255 | | | | — | | | | — | | | | 152,255 | |
Retailing | | | 594,040,374 | | | | 585,558,678 | | | | — | | | | 8,481,696 | |
Semiconductors & Semiconductor Equipment | | | 348,443,869 | | | | 348,443,869 | | | | — | | | | — | |
Software & Services | | | 970,015,005 | | | | 970,015,005 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 351,970,637 | | | | 351,970,637 | | | | — | | | | — | |
Transportation | | | 64,316,970 | | | | 64,316,970 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 85,739,923 | | | | — | | | | — | | | | 85,739,923 | |
Escrows | | | 455,841 | | | | — | | | | — | | | | 455,841 | |
Warrants | | | 628,515 | | | | 350,640 | | | | 277,875 | | | | — | |
Short-Term Investments | | | 126,964,354 | | | | 126,964,354 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 4,634,025,032 | | | $ | 4,422,382,292 | | | $ | 102,302,062 | | | $ | 109,340,678 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, investments valued at $15,400,659 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 and there were no transfers in to Level 3. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2020:
| | | | | | | | | | | | | | | | |
| | Common Stocks | | | Convertible Preferred Stocks | | | Escrows | | | Total | |
Beginning balance | | $ | 81,651,451 | | | $ | 86,994,121 | | | $ | 576,266 | | | $ | 169,221,838 | |
Conversions* | | | — | | | | — | | | | — | | | | — | |
Purchases | | | — | | | | — | | | | — | | | | — | |
Sales | | | (40,333,225 | ) | | | — | | | | (193,442 | ) | | | (40,526,667 | ) |
Total realized gain/(loss) | | | (79,889 | ) | | | — | | | | 193,442 | | | | 113,553 | |
Net change in unrealized appreciation/(depreciation) | | | (2,692,764) | | | | (1,254,198 | ) | | | (120,425 | ) | | | (4,067,387 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (15,400,659 | ) | | | — | | | | — | | | | (15,400,659 | ) |
| | | | | | | | | | | | | | | | |
Ending balance | | $ | 23,144,914 | | | $ | 85,739,923 | | | $ | 455,841 | | | $ | 109,340,678 | |
| | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2020 was $(4,707,138).
The accompanying notes are an integral part of these financial statements.
|
The Hartford Healthcare Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.6% | |
| | | Biotechnology - 20.7% | |
| 112,927 | | | 89bio, Inc.*(1) | | $ | 2,654,914 | |
| 82,313 | | | Aimmune Therapeutics, Inc.*(1) | | | 1,409,199 | |
| 679,848 | | | Alkermes plc* | | | 9,320,716 | |
| 112,500 | | | Alnylam Pharmaceuticals, Inc.* | | | 14,816,250 | |
| 297,220 | | | Apellis Pharmaceuticals, Inc.* | | | 10,185,729 | |
| 162,063 | | | Arena Pharmaceuticals, Inc.* | | | 7,936,225 | |
| 18,590 | | | Argenx SE ADR* | | | 2,723,249 | |
| 165,417 | | | Assembly Biosciences, Inc.* | | | 2,896,452 | |
| 134,462 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 6,333,160 | |
| 41,812 | | | Black Diamond Therapeutics, Inc.*(1) | | | 1,548,716 | |
| 253,262 | | | Coherus Biosciences, Inc.* | | | 4,204,149 | |
| 185,991 | | | Constellation Pharmaceuticals, Inc.* | | | 6,691,956 | |
| 336,622 | | | G1 Therapeutics, Inc.* | | | 4,419,847 | |
| 34,667 | | | Galapagos N.V.* | | | 7,658,883 | |
| 53,985 | | | Genmab A/S* | | | 12,977,160 | |
| 149,007 | | | Genus plc | | | 6,401,679 | |
| 192,915 | | | Global Blood Therapeutics, Inc.*(1) | | | 14,761,856 | |
| 396,914 | | | GlycoMimetics, Inc.* | | | 1,107,390 | |
| 928,680 | | | ImmunoGen, Inc.* | | | 3,789,014 | |
| 176,500 | | | Invitae Corp.*(1) | | | 2,921,075 | |
| 854,046 | | | Ironwood Pharmaceuticals, Inc.*(1) | | | 8,540,460 | |
| 95,185 | | | Kodiak Sciences, Inc.*(1) | | | 5,192,342 | |
| 83,936 | | | Madrigal Pharmaceuticals, Inc.*(1) | | | 7,023,764 | |
| 574,699 | | | Momenta Pharmaceuticals, Inc.* | | | 18,217,958 | |
| 215,429 | | | Myovant Sciences Ltd.* | | | 2,580,839 | |
| 539,554 | | | PhaseBio Pharmaceuticals, Inc.*(1) | | | 2,082,678 | |
| 610,758 | | | Portola Pharmaceuticals, Inc.*(1) | | | 4,324,167 | |
| 133,323 | | | Radius Health, Inc.* | | | 2,091,838 | |
| 1,383,328 | | | Rigel Pharmaceuticals, Inc.*(1) | | | 2,476,157 | |
| 201,755 | | | Seattle Genetics, Inc.* | | | 27,686,839 | |
| 659,542 | | | Syndax Pharmaceuticals, Inc.* | | | 11,871,756 | |
| 99,064 | | | Turning Point Therapeutics, Inc.* | | | 5,102,787 | |
| 133,199 | | | Twist Bioscience Corp.* | | | 4,356,939 | |
| 208,130 | | | UroGen Pharma Ltd.*(1) | | | 4,622,567 | |
| 140,943 | | | Vertex Pharmaceuticals, Inc.* | | | 35,404,882 | |
| 201,912 | | | Zai Lab Ltd. ADR* | | | 12,663,921 | |
| 60,904 | | | Zealand Pharma A/S ADR*(1) | | | 2,131,640 | |
| | | | | | | | |
| | | | | | | 281,129,153 | |
| | | | | | | | |
| | | Health Care Equipment - 22.9% | |
| 338,558 | | | Abbott Laboratories | | | 31,177,806 | |
| 296,841 | | | Baxter International, Inc. | | | 26,353,544 | |
| 46,585 | | | Becton Dickinson and Co. | | | 11,764,110 | |
| 955,982 | | | Boston Scientific Corp.* | | | 35,830,205 | |
| 230,070 | | | Danaher Corp. | | | 37,607,242 | |
| 160,629 | | | Edwards Lifesciences Corp.* | | | 34,936,808 | |
| 56,858 | | | Hill-Rom Holdings, Inc. | | | 6,395,956 | |
| 220,224 | | | Hologic, Inc.* | | | 11,033,222 | |
| 41,225 | | | Integer Holdings Corp.* | | | 3,069,614 | |
| 37,600 | | | Intuitive Surgical, Inc.* | | | 19,209,088 | |
| 19,111 | | | Masimo Corp.* | | | 4,088,034 | |
| 478,906 | | | Medtronic plc | | | 46,755,593 | |
| 124,615 | | | NuVasive, Inc.* | | | 7,586,561 | |
| 170,299 | | | Shockwave Medical, Inc.* | | | 6,832,396 | |
| 832,674 | | | Smith & Nephew plc | | | 16,294,666 | |
| 68,800 | | | Venus MedTech Hangzhou, Inc. Class H*(2) | | | 471,266 | |
| 87,025 | | | Zimmer Biomet Holdings, Inc. | | | 10,416,893 | |
| | | | | | | | |
| | | | | | | 309,823,004 | |
| | | | | | | | |
| | | Health Care Facilities - 2.9% | |
| 297,022 | | | Acadia Healthcare Co., Inc.*(1) | | | 7,131,498 | |
| 174,818 | | | Encompass Health Corp. | | | 11,581,693 | |
| 182,473 | | | HCA Healthcare, Inc. | | | 20,050,133 | |
| | | | | | | | |
| | | | | | | 38,763,324 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.6% - (continued) | |
| | | Health Care Services - 0.8% | |
| 39,115 | | | Amedisys, Inc.* | | $ | 7,203,418 | |
| 394,577 | | | R1 RCM, Inc.* | | | 4,072,035 | |
| | | | | | | | |
| | | | | | | 11,275,453 | |
| | | | | | | | |
| | | Health Care Supplies - 0.6% | |
| 2,914,260 | | | ConvaTec Group plc(2) | | | 7,783,764 | |
| | | | | | | | |
| | | Health Care Technology - 1.9% | |
| 1,244,000 | | | Alibaba Health Information Technology Ltd.* | | | 2,975,657 | |
| 308,672 | | | HMS Holdings Corp.* | | | 8,851,169 | |
| 143,520 | | | Omnicell, Inc.* | | | 10,462,608 | |
| 17,168 | | | Teladoc Health, Inc.* | | | 2,825,681 | |
| | | | | | | | |
| | | | | | | 25,115,115 | |
| | | | | | | | |
| | | Life Sciences Tools & Services - 9.7% | |
| 218,898 | | | Adaptive Biotechnologies Corp.* | | | 7,006,925 | |
| 34,894 | | | Bio-Techne Corp. | | | 7,851,150 | |
| 77,016 | | | ICON plc* | | | 12,358,757 | |
| 201,718 | | | NanoString Technologies, Inc.*(1) | | | 6,406,564 | |
| 390,937 | | | Pharmaron Beijing Co., Ltd. Class H*(2) | | | 3,075,757 | |
| 536,077 | | | PPD, Inc.* | | | 12,812,240 | |
| 128,948 | | | PRA Health Sciences, Inc.* | | | 12,443,482 | |
| 39,091 | | | Repligen Corp.* | | | 4,540,420 | |
| 25,963 | | | Tecan Group AG | | | 8,358,587 | |
| 147,081 | | | Thermo Fisher Scientific, Inc. | | | 49,225,069 | |
| 427,545 | | | WuXi AppTec Co., Ltd. Class H(2) | | | 6,027,822 | |
| 116,000 | | | Wuxi Biologics Cayman, Inc.*(2) | | | 1,805,704 | |
| | | | | | | | |
| | | | | | | 131,912,477 | |
| | | | | | | | |
| | | Managed Health Care - 11.7% | |
| 238,505 | | | Centene Corp.* | | | 15,879,663 | |
| 60,220 | | | Humana, Inc. | | | 22,993,200 | |
| 41,046 | | | Molina Healthcare, Inc.* | | | 6,730,313 | |
| 471,300 | | | Notre Dame Intermedica Participacoes S.A. | | | 4,750,355 | |
| 371,111 | | | UnitedHealth Group, Inc. | | | 108,538,834 | |
| | | | | | | | |
| | | | | | | 158,892,365 | |
| | | | | | | | |
| | | Pharmaceuticals - 26.4% | |
| 518,111 | | | Amneal Pharmaceuticals, Inc.*(1) | | | 1,880,743 | |
| 731,102 | | | AstraZeneca plc ADR | | | 38,222,013 | |
| 900,807 | | | Bristol-Myers Squibb Co. | | | 54,778,074 | |
| 79,130 | | | Chugai Pharmaceutical Co., Ltd. | | | 9,432,430 | |
| 187,075 | | | Daiichi Sankyo Co., Ltd. | | | 12,859,766 | |
| 216,895 | | | Eisai Co., Ltd. | | | 15,141,647 | |
| 262,050 | | | Elanco Animal Health, Inc.* | | | 6,475,255 | |
| 357,512 | | | Eli Lilly & Co. | | | 55,285,656 | |
| 48,507 | | | Hikma Pharmaceuticals plc | | | 1,444,734 | |
| 99,927 | | | Hutchison China MediTech Ltd. ADR* | | | 2,149,430 | |
| 119,032 | | | Laboratorios Farmaceuticos Rovi S.A. | | | 3,393,818 | |
| 632,611 | | | MediWound Ltd.* | | | 1,265,222 | |
| 575,534 | | | Mylan N.V.* | | | 9,651,705 | |
| 151,241 | | | MyoKardia, Inc.* | | | 9,500,960 | |
| 87,548 | | | Novartis AG | | | 7,471,211 | |
| 262,445 | | | Odonate Therapeutics, Inc.* | | | 7,387,827 | |
| 280,045 | | | Ono Pharmaceutical Co., Ltd. | | | 6,746,929 | |
| 2,101,905 | | | Pfizer, Inc. | | | 80,629,076 | |
| 266,369 | | | Revance Therapeutics, Inc.* | | | 4,930,490 | |
| 127,046 | | | Satsuma Pharmaceuticals, Inc.* | | | 2,490,102 | |
| 75,770 | | | Takeda Pharmaceutical Co., Ltd. | | | 2,732,376 | |
| 183,053 | | | Theravance Biopharma, Inc.* | | | 5,337,825 | |
| 238,886 | | | Tricida, Inc.*(1) | | | 7,226,301 | |
| 109,272 | | | UCB S.A. | | | 10,013,567 | |
| 203,582 | | | WaVe Life Sciences Ltd.*(1) | | | 1,767,092 | |
| | | | | | | | |
| | | | | | | 358,214,249 | |
| | | | | | | | |
| | | | Total Common Stocks (cost $1,067,208,274) | | $ | 1,322,908,904 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Healthcare Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
RIGHTS - 0.0% | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 0.0% | |
| 66,213 | | | Clementia Pharmaceuticals, Inc.*(3)(4) | | $ | 70,848 | |
| | | | | | | | |
| | |
| | | | Total Rights (cost $89,388) | | $ | 70,848 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,067,297,662) | | $ | 1,322,979,752 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 5.4% | |
| | | Other Investment Pools & Funds - 3.8% | |
| 50,930,393 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5) | | $ | 50,930,393 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.6% | |
| 1,121,426 | | | Citibank NA DDCA, 0.04%, 5/1/2020(5) | | | 1,121,426 | |
| 10,309,293 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(5) | | | 10,309,293 | |
| 6,263,811 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(5) | | | 6,263,811 | |
| 4,689,508 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5) | | | 4,689,508 | |
| | | | | | | | |
| | | | | | | 22,384,038 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $73,314,431) | | $ | 73,314,431 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | |
| | | | Total Investments (cost $1,140,612,093) | | | 103.0 | % | | $ | 1,396,294,183 | |
| | | | Other Assets and Liabilities | | | (3.0 | )% | | | (40,866,036 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,355,428,147 | |
| | | | | | | | | | | | |
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) | 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, 2020, the aggregate value of these securities was $19,164,313, representing 1.4% of net assets. |
(3) | 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, 2020, the aggregate fair value of this security was $70,848, 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. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Biotechnology | | $ | 281,129,153 | | | $ | 254,091,431 | | | $ | 27,037,722 | | | $ | — | |
Health Care Equipment | | | 309,823,004 | | | | 293,057,072 | | | | 16,765,932 | | | | — | |
Health Care Facilities | | | 38,763,324 | | | | 38,763,324 | | | | — | | | | — | |
Health Care Services | | | 11,275,453 | | | | 11,275,453 | | | | — | | | | — | |
Health Care Supplies | | | 7,783,764 | | | | — | | | | 7,783,764 | | | | — | |
Health Care Technology | | | 25,115,115 | | | | 22,139,458 | | | | 2,975,657 | | | | — | |
Life Sciences Tools & Services | | | 131,912,477 | | | | 112,644,607 | | | | 19,267,870 | | | | — | |
Managed Health Care | | | 158,892,365 | | | | 158,892,365 | | | | — | | | | — | |
Pharmaceuticals | | | 358,214,249 | | | | 288,977,771 | | | | 69,236,478 | | | | — | |
Rights | | | 70,848 | | | | — | | | | — | | | | 70,848 | |
Short-Term Investments | | | 73,314,431 | | | | 73,314,431 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,396,294,183 | | | $ | 1,253,155,912 | | | $ | 143,067,423 | | | $ | 70,848 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.7% | |
| | | Banks - 5.0% | |
| 1,449,178 | | | Cullen/Frost Bankers, Inc.(1) | | $ | 104,137,931 | |
| 230,760 | | | First Citizens BancShares, Inc. Class A | | | 88,150,320 | |
| 1,502,749 | | | First Republic Bank | | | 156,721,693 | |
| 845,095 | | | M&T Bank Corp. | | | 94,718,248 | |
| 1,922,438 | | | Prosperity Bancshares, Inc. | | | 115,211,709 | |
| 1,253,173 | | | South State Corp. | | | 72,483,526 | |
| | | | | | | | |
| | | | | | | 631,423,427 | |
| | | | | | | | |
| | | Capital Goods - 9.7% | |
| 1,856,565 | | | Axon Enterprise, Inc.* | | | 134,990,841 | |
| 3,630,183 | | | Fastenal Co. | | | 131,485,228 | |
| 882,339 | | | HEICO Corp. Class A | | | 63,819,580 | |
| 1,386,066 | | | IDEX Corp. | | | 212,941,320 | |
| 6,063,757 | | | Ingersoll Rand, Inc.*(1) | | | 176,334,054 | |
| 853,883 | | | Lennox International, Inc. | | | 159,402,878 | |
| 1,596,652 | | | Lincoln Electric Holdings, Inc. | | | 128,546,452 | |
| 1,483,526 | | | PACCAR, Inc. | | | 102,704,505 | |
| 611,119 | | | Watsco, Inc. | | | 98,384,048 | |
| | | | | | | | |
| | | | | | | 1,208,608,906 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.5% | |
| 136,714 | | | CoStar Group, Inc.* | | | 88,626,218 | |
| 4,940,495 | | | GFL Environmental, Inc.(1) | | | 85,470,563 | |
| 2,777,518 | | | Healthcare Services Group, Inc.(1) | | | 70,798,934 | |
| 3,568,306 | | | IAA, Inc.* | | | 137,736,612 | |
| 8,565,293 | | | KAR Auction Services, Inc. | | | 128,308,089 | |
| 633,143 | | | TransUnion | | | 49,885,337 | |
| | | | | | | | |
| | | | | | | 560,825,753 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 4.7% | |
| 1,600,810 | | | Carter’s, Inc. | | | 125,183,342 | |
| 62,983 | | | NVR, Inc.* | | | 195,247,300 | |
| 2,380,591 | | | PVH Corp. | | | 117,196,495 | |
| 4,510,644 | | | Under Armour, Inc. Class C* | | | 41,813,670 | |
| 4,065,195 | | | YETI Holdings, Inc.*(1) | | | 112,240,034 | |
| | | | | | | | |
| | | | | | | 591,680,841 | |
| | | | | | | | |
| | | Consumer Services - 3.0% | |
| 2,283,800 | | | Choice Hotels International, Inc. | | | 171,399,190 | |
| 1,205,389 | | | Hyatt Hotels Corp. Class A(1) | | | 67,815,185 | |
| 3,597,561 | | | Service Corp. International | | | 132,174,391 | |
| | | | | | | | |
| | | | | | | 371,388,766 | |
| | | | | | | | |
| | | Diversified Financials - 2.1% | |
| 392,952 | | | Credit Acceptance Corp.*(1) | | | 122,432,055 | |
| 212,064 | | | FactSet Research Systems, Inc. | | | 58,317,600 | |
| 1,041,288 | | | Northern Trust Corp. | | | 82,428,358 | |
| | | | | | | | |
| | | | | | | 263,178,013 | |
| | | | | | | | |
| | | Energy - 0.5% | |
| 2,782,610 | | | Cabot Oil & Gas Corp. | | | 60,160,028 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.9% | |
| 3,870,775 | | | Performance Food Group Co.* | | | 113,607,246 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 12.4% | |
| 2,283,319 | | | Encompass Health Corp. | | | 151,269,884 | |
| 1,695,443 | | | Hill-Rom Holdings, Inc. | | | 190,720,383 | |
| 2,876,610 | | | Integra LifeSciences Holdings Corp.* | | | 146,850,940 | |
| 1,108,453 | | | Masimo Corp.* | | | 237,109,181 | |
| 389,804 | | | Molina Healthcare, Inc.* | | | 63,916,162 | |
| 2,581,212 | | | NuVasive, Inc.* | | | 157,144,187 | |
| 597,521 | | | STERIS plc | | | 85,146,742 | |
| 1,805,336 | | | Tandem Diabetes Care, Inc.* | | | 144,029,706 | |
| 341,017 | | | Teleflex, Inc. | | | 114,377,102 | |
| 1,441,268 | | | Varian Medical Systems, Inc.* | | | 164,852,234 | |
| 496,019 | | | Veeva Systems, Inc. Class A* | | | 94,640,425 | |
| | | | | | | | |
| | | | | | | 1,550,056,946 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.7% - (continued) | |
| | | Insurance - 4.4% | |
| 139,818 | | | Alleghany Corp. | | $ | 74,622,265 | |
| 354,731 | | | Erie Indemnity Co. Class A | | | 63,163,402 | |
| 2,353,564 | | | Fidelity National Financial, Inc. | | | 63,663,906 | |
| 194,803 | | | Markel Corp.* | | | 168,668,229 | |
| 108,480 | | | White Mountains Insurance Group Ltd. | | | 105,551,040 | |
| 1,383,814 | | | WR Berkley Corp. | | | 74,725,956 | |
| | | | | | | | |
| | | | | | | 550,394,798 | |
| | | | | | | | |
| | | Materials - 2.8% | |
| 2,216,867 | | | Ball Corp. | | | 145,404,307 | |
| 1,338,396 | | | Element Solutions, Inc.* | | | 13,718,559 | |
| 1,025,412 | | | Packaging Corp. of America | | | 99,106,070 | |
| 2,801,921 | | | Silgan Holdings, Inc. | | | 96,666,274 | |
| | | | | | | | |
| | | | | | | 354,895,210 | |
| | | | | | | | |
| | | Media & Entertainment - 3.0% | |
| 104,742 | | | Cable One, Inc. | | | 200,356,782 | |
| 3,190,381 | | | Cargurus, Inc.* | | | 72,995,917 | |
| 800,986 | | | Roku, Inc.* | | | 97,103,533 | |
| | | | | | | | |
| | | | | | | 370,456,232 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 9.1% | |
| 3,235,378 | | | Aerie Pharmaceuticals, Inc.*(1) | | | 49,307,161 | |
| 799,121 | | | Alnylam Pharmaceuticals, Inc.* | | | 105,244,236 | |
| 2,547,349 | | | Apellis Pharmaceuticals, Inc.* | | | 87,297,650 | |
| 802,940 | | | Bio-Techne Corp. | | | 180,661,500 | |
| 1,640,502 | | | Ionis Pharmaceuticals, Inc.* | | | 91,097,076 | |
| 83,002 | | | Mettler-Toledo International, Inc.* | | | 59,756,460 | |
| 1,683,557 | | | PRA Health Sciences, Inc.* | | | 162,463,250 | |
| 2,929,640 | | | PTC Therapeutics, Inc.* | | | 149,177,269 | |
| 889,111 | | | Reata Pharmaceuticals, Inc. Class A* | | | 140,621,796 | |
| 997,319 | | | Repligen Corp.* | | | 115,838,602 | |
| | | | | | | | |
| | | | | | | 1,141,465,000 | |
| | | | | | | | |
| | | Real Estate - 2.2% | |
| 2,377,806 | | | Douglas Emmett, Inc. REIT | | | 72,499,305 | |
| 2,960,846 | | | Equity Commonwealth REIT | | | 100,520,721 | |
| 4,695,075 | | | Redfin Corp.* | | | 99,206,935 | |
| | | | | | | | |
| | | | | | | 272,226,961 | |
| | | | | | | | |
| | | Retailing - 3.4% | |
| 1,378,143 | | | CarMax, Inc.*(1) | | | 101,500,232 | |
| 2,445,797 | | | Etsy, Inc.*(1) | | | 158,658,851 | |
| 910,698 | | | GrubHub, Inc.*(1) | | | 43,522,258 | |
| 942,098 | | | Wayfair, Inc. Class A*(1) | | | 116,857,836 | |
| | | | | | | | |
| | | | | | | 420,539,177 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.6% | |
| 1,216,689 | | | First Solar, Inc.* | | | 53,546,483 | |
| 1,804,497 | | | MKS Instruments, Inc. | | | 180,864,734 | |
| 1,047,048 | | | Monolithic Power Systems, Inc. | | | 209,315,366 | |
| 1,348,357 | | | Silicon Laboratories, Inc.*(1) | | | 131,087,267 | |
| | | | | | | | |
| | | | | | | 574,813,850 | |
| | | | | | | | |
| | | Software & Services - 13.7% | |
| 262,457 | | | Akamai Technologies, Inc.* | | | 25,644,673 | |
| 988,294 | | | Aspen Technology, Inc.* | | | 101,053,062 | |
| 2,624,918 | | | Black Knight, Inc.* | | | 185,240,463 | |
| 1,981,998 | | | Blackbaud, Inc. | | | 109,525,209 | |
| 459,860 | | | EPAM Systems, Inc.* | | | 101,578,475 | |
| 466,021 | | | Fair Isaac Corp.* | | | 164,477,452 | |
| 8,162,041 | | | Genpact Ltd. | | | 281,019,072 | |
| 1,547,275 | | | Guidewire Software, Inc.* | | | 140,554,461 | |
| 1,603,658 | | | Q2 Holdings, Inc.* | | | 127,843,616 | |
| 6,762,893 | | | Teradata Corp.* | | | 166,299,539 | |
| 429,771 | | | VeriSign, Inc.* | | | 90,032,727 | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.7% - (continued) | |
| | | Software & Services - 13.7% - (continued) | |
| 1,668,732 | | | WEX, Inc.* | | $ | 220,806,618 | |
| | | | | | | | |
| | | | | | | 1,714,075,367 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 10.1% | |
| 879,486 | | | CDW Corp. | | | 97,447,049 | |
| 1,451,930 | | | Coherent, Inc.* | | | 185,658,289 | |
| 10,595,394 | | | CommScope Holding Co., Inc.*(1) | | | 116,655,288 | |
| 1,170,108 | | | F5 Networks, Inc.* | | | 162,949,240 | |
| 11,641,597 | | | Flex Ltd.* | | | 113,621,987 | |
| 6,526,688 | | | II-VI, Inc.*(1) | | | 224,648,601 | |
| 2,812,193 | | | Lumentum Holdings, Inc.* | | | 227,534,536 | |
| 3,393,534 | | | National Instruments Corp. | | | 130,379,576 | |
| | | | | | | | |
| | | | | | | 1,258,894,566 | |
| | | | | | | | |
| | | Transportation - 1.6% | |
| 356,680 | | | AMERCO | | | 99,916,768 | |
| 2,859,176 | | | Knight-Swift Transportation Holdings, Inc. | | | 106,304,164 | |
| | | | | | | | |
| | | | | | | 206,220,932 | |
| | | | | | | | |
| | | Utilities - 2.0% | |
| 990,178 | | | Black Hills Corp. | | | 61,331,625 | |
| 1,980,225 | | | NiSource, Inc. | | | 49,723,450 | |
| 4,604,709 | | | UGI Corp. | | | 138,970,118 | |
| | | | | | | | |
| | | | | | | 250,025,193 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $11,187,995,695) | | $ | 12,464,937,212 | |
| | | | | | | | |
|
Short-Term Investments - 2.9% | |
| | | Other Investment Pools & Funds - 0.3% | |
| 38,613,595 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(2) | | | 38,613,595 | |
| | | | | | | | |
| | | Securities Lending Collateral - 2.6% | |
| 15,976,432 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 15,976,432 | |
| 146,871,752 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 146,871,752 | |
| 89,237,635 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 89,237,635 | |
| 66,809,255 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 66,809,255 | |
| | | | | | | | |
| | | | | | | 318,895,074 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $357,508,669) | | $ | 357,508,669 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $11,545,504,364) | | | 102.6 | % | | $ | 12,822,445,881 | |
| | | | Other Assets and Liabilities | | | (2.6 | )% | | | (321,269,968 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 12,501,175,913 | |
| | | | | | | | | | | | |
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. |
(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. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 631,423,427 | | | $ | 631,423,427 | | | $ | — | | | $ | — | |
Capital Goods | | | 1,208,608,906 | | | | 1,208,608,906 | | | | — | | | | — | |
Commercial & Professional Services | | | 560,825,753 | | | | 560,825,753 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 591,680,841 | | | | 591,680,841 | | | | — | | | | — | |
Consumer Services | | | 371,388,766 | | | | 371,388,766 | | | | — | | | | — | |
Diversified Financials | | | 263,178,013 | | | | 263,178,013 | | | | — | | | | — | |
Energy | | | 60,160,028 | | | | 60,160,028 | | | | — | | | | — | |
Food & Staples Retailing | | | 113,607,246 | | | | 113,607,246 | | | | — | | | | — | |
Health Care Equipment & Services | | | 1,550,056,946 | | | | 1,550,056,946 | | | | — | | | | — | |
Insurance | | | 550,394,798 | | | | 550,394,798 | | | | — | | | | — | |
Materials | | | 354,895,210 | | | | 354,895,210 | | | | — | | | | — | |
Media & Entertainment | | | 370,456,232 | | | | 370,456,232 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 1,141,465,000 | | | | 1,141,465,000 | | | | — | | | | — | |
Real Estate | | | 272,226,961 | | | | 272,226,961 | | | | — | | | | — | |
Retailing | | | 420,539,177 | | | | 420,539,177 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 574,813,850 | | | | 574,813,850 | | | | — | | | | — | |
Software & Services | | | 1,714,075,367 | | | | 1,714,075,367 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 1,258,894,566 | | | | 1,258,894,566 | | | | — | | | | — | |
Transportation | | | 206,220,932 | | | | 206,220,932 | | | | — | | | | — | |
Utilities | | | 250,025,193 | | | | 250,025,193 | | | | — | | | | — | |
Short-Term Investments | | | 357,508,669 | | | | 357,508,669 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 12,822,445,881 | | | $ | 12,822,445,881 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford MidCap Value Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.7% | |
| | | Banks - 8.8% | |
| 96,817 | | | M&T Bank Corp. | | $ | 10,851,249 | |
| 99,421 | | | South State Corp. | | | 5,750,511 | |
| 713,864 | | | Sterling Bancorp /DE | | | 8,801,943 | |
| 376,241 | | | Synovus Financial Corp. | | | 7,904,823 | |
| 247,978 | | | Western Alliance Bancorp | | | 8,897,451 | |
| 279,579 | | | Zions Bancorp N.A | | | 8,837,492 | |
| | | | | | | | |
| | | | | | | 51,043,469 | |
| | | | | | | | |
| | | Capital Goods - 10.2% | |
| 337,125 | | | Colfax Corp.*(1) | | | 8,694,454 | |
| 71,867 | | | EnerSys | | | 4,196,314 | |
| 136,255 | | | Fortune Brands Home & Security, Inc. | | | 6,567,491 | |
| 422,221 | | | Ingersoll Rand, Inc.* | | | 12,278,187 | |
| 339,253 | | | JELD-WEN Holding, Inc.* | | | 4,308,513 | |
| 58,783 | | | L3Harris Technologies, Inc. | | | 11,386,267 | |
| 96,195 | | | Moog, Inc. Class A | | | 4,759,728 | |
| 124,812 | | | Westinghouse Air Brake Technologies Corp. | | | 7,041,893 | |
| | | | | | | | |
| | | | | | | 59,232,847 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.7% | |
| 184,062 | | | Clean Harbors, Inc.* | | | 9,834,433 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.4% | |
| 214,011 | | | Lennar Corp. Class A | | | 10,715,531 | |
| 362,014 | | | Steven Madden Ltd. | | | 9,075,691 | |
| | | | | | | | |
| | | | | | | 19,791,222 | |
| | | | | | | | |
| | | Consumer Services - 1.7% | |
| 258,366 | | | Wyndham Hotels & Resorts, Inc. | | | 9,742,982 | |
| | | | | | | | |
| | | Diversified Financials - 3.1% | |
| 836,859 | | | SLM Corp. | | | 6,979,404 | |
| 246,027 | | | Voya Financial, Inc. | | | 11,113,040 | |
| | | | | | | | |
| | | | | | | 18,092,444 | |
| | | | | | | | |
| | | Energy - 2.8% | |
| 202,109 | | | Delek U.S. Holdings, Inc. | | | 4,719,245 | |
| 222,373 | | | Diamondback Energy, Inc. | | | 9,682,120 | |
| 183,906 | | | Viper Energy Partners L.P. | | | 1,706,648 | |
| | | | | | | | |
| | | | | | | 16,108,013 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.9% | |
| 519,158 | | | U.S. Foods Holding Corp.* | | | 11,161,897 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.0% | |
| 65,969 | | | Post Holdings, Inc.* | | | 6,059,253 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.7% | |
| 163,409 | | | Acadia Healthcare Co., Inc.* | | | 3,923,450 | |
| 231,660 | | | Centene Corp.* | | | 15,423,923 | |
| 135,548 | | | Encompass Health Corp. | | | 8,980,055 | |
| 57,830 | | | Hill-Rom Holdings, Inc. | | | 6,505,297 | |
| 132,872 | | | Hologic, Inc.* | | | 6,656,887 | |
| 68,022 | | | Molina Healthcare, Inc.* | | | 11,153,567 | |
| 35,236 | | | STERIS plc | | | 5,021,130 | |
| 88,798 | | | Zimmer Biomet Holdings, Inc. | | | 10,629,121 | |
| | | | | | | | |
| | | | | | | 68,293,430 | |
| | | | | | | | |
| | | Insurance - 8.5% | |
| 122,157 | | | Arthur J Gallagher & Co. | | | 9,589,324 | |
| 92,589 | | | Assurant, Inc. | | | 9,836,655 | |
| 607,843 | | | CNO Financial Group, Inc. | | | 8,546,273 | |
| 93,813 | | | Hanover Insurance Group, Inc. | | | 9,416,949 | |
| 119,877 | | | Kemper Corp. | | | 8,058,132 | |
| 490,061 | | | Lancashire Holdings Ltd. | | | 3,777,458 | |
| | | | | | | | |
| | | | | | | 49,224,791 | |
| | | | | | | | |
| | | Materials - 9.2% | |
| 164,705 | | | Buzzi Unicem S.p.A. | | | 3,231,348 | |
| 124,648 | | | Cabot Corp. | | | 4,224,321 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.7% - (continued) | |
| | | Materials - 9.2% - (continued) | |
| 213,070 | | | Carpenter Technology Corp. | | $ | 4,723,762 | |
| 142,671 | | | Celanese Corp. Series A | | | 11,851,680 | |
| 157,752 | | | Crown Holdings, Inc.* | | | 10,160,806 | |
| 104,968 | | | FMC Corp. | | | 9,646,559 | |
| 107,462 | | | Reliance Steel & Aluminum Co. | | | 9,626,446 | |
| | | | | | | | |
| | | | | | | 53,464,922 | |
| | | | | | | | |
| | | Media & Entertainment - 2.2% | |
| 77,735 | | | Electronic Arts, Inc.* | | | 8,882,001 | |
| 385,944 | | | TEGNA, Inc. | | | 4,137,320 | |
| | | | | | | | |
| | | | | | | 13,019,321 | |
| | | | | | | | |
| | | Real Estate - 10.9% | |
| 117,932 | | | Americold Realty Trust REIT | | | 3,607,540 | |
| 75,176 | | | Boston Properties, Inc. REIT | | | 7,305,604 | |
| 300,142 | | | Corporate Office Properties Trust REIT | | | 7,929,751 | |
| 199,563 | | | First Industrial Realty Trust, Inc. REIT | | | 7,537,494 | |
| 355,675 | | | Gaming and Leisure Properties, Inc. REIT | | | 10,044,262 | |
| 243,728 | | | Highwoods Properties, Inc. REIT | | | 9,459,084 | |
| 87,882 | | | Life Storage, Inc. REIT | | | 7,697,584 | |
| 341,935 | | | Physicians Realty Trust REIT | | | 5,272,638 | |
| 225,415 | | | STORE Capital Corp. REIT | | | 4,524,079 | |
| | | | | | | | |
| | | | | | | 63,378,036 | |
| | | | | | | | |
| | | Retailing - 2.0% | |
| 90,742 | | | Dollar Tree, Inc.* | | | 7,229,415 | |
| 64,777 | | | Expedia Group, Inc. | | | 4,597,872 | |
| | | | | | | | |
| | | | | | | 11,827,287 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.3% | |
| 27,595 | | | KLA Corp. | | | 4,528,064 | |
| 19,284 | | | Lam Research Corp. | | | 4,922,819 | |
| 94,626 | | | MKS Instruments, Inc. | | | 9,484,364 | |
| | | | | | | | |
| | | | | | | 18,935,247 | |
| | | | | | | | |
| | | Software & Services - 4.2% | |
| 143,045 | | | Amdocs Ltd. | | | 9,217,820 | |
| 120,271 | | | Leidos Holdings, Inc. | | | 11,883,978 | |
| 66,246 | | | SS&C Technologies Holdings, Inc. | | | 3,654,129 | |
| | | | | | | | |
| | | | | | | 24,755,927 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 5.2% | |
| 70,798 | | | Ciena Corp.* | | | 3,274,407 | |
| 50,222 | | | Coherent, Inc.* | | | 6,421,887 | |
| 141,777 | | | Lumentum Holdings, Inc.* | | | 11,471,177 | |
| 32,365 | | | Rogers Corp.* | | | 3,593,810 | |
| 125,387 | | | Western Digital Corp. | | | 5,777,833 | |
| | | | | | | | |
| | | | | | | 30,539,114 | |
| | | | | | | | |
| | | Telecommunication Services - 0.7% | |
| 155,546 | | | Millicom International Cellular S.A.(1) | | | 4,042,033 | |
| | | | | | | | |
| | | Utilities - 6.2% | |
| 236,758 | | | Alliant Energy Corp. | | | 11,494,601 | |
| 122,082 | | | Evergy, Inc. | | | 7,133,251 | |
| 147,004 | | | Portland General Electric Co. | | | 6,878,317 | |
| 87,400 | | | Sempra Energy | | | 10,824,490 | |
| | | | | | | | |
| | | | | | | 36,330,659 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $615,477,030) | | $ | 574,877,327 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.1% | |
| | | Other Investment Pools & Funds - 0.8% | |
| 4,596,207 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | $ | 4,596,207 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford MidCap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SHORT-TERM INVESTMENTS - 1.1% - (continued) | |
| | | Securities Lending Collateral - 0.3% | | | |
| 72,579 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | $ | 72,579 | |
| 667,218 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 667,218 | |
| 405,394 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 405,394 | |
| 303,505 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 303,505 | |
| | | | | | | | |
| | | | | | | 1,448,696 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $6,044,903) | | $ | 6,044,903 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $621,521,933) | | | 99.8 | % | | $ | 580,922,230 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 1,380,651 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 582,302,881 | |
| | | | | | | | | | | | |
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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 51,043,469 | | | $ | 51,043,469 | | | $ | — | | | $ | — | |
Capital Goods | | | 59,232,847 | | | | 59,232,847 | | | | — | | | | — | |
Commercial & Professional Services | | | 9,834,433 | | | | 9,834,433 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 19,791,222 | | | | 19,791,222 | | | | — | | | | — | |
Consumer Services | | | 9,742,982 | | | | 9,742,982 | | | | — | | | | — | |
Diversified Financials | | | 18,092,444 | | | | 18,092,444 | | | | — | | | | — | |
Energy | | | 16,108,013 | | | | 16,108,013 | | | | — | | | | — | |
Food & Staples Retailing | | | 11,161,897 | | | | 11,161,897 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 6,059,253 | | | | 6,059,253 | | | | — | | | | — | |
Health Care Equipment & Services | | | 68,293,430 | | | | 68,293,430 | | | | — | | | | — | |
Insurance | | | 49,224,791 | | | | 49,224,791 | | | | — | | | | — | |
Materials | | | 53,464,922 | | | | 50,233,574 | | | | 3,231,348 | | | | — | |
Media & Entertainment | | | 13,019,321 | | | | 13,019,321 | | | | — | | | | — | |
Real Estate | | | 63,378,036 | | | | 63,378,036 | | | | — | | | | — | |
Retailing | | | 11,827,287 | | | | 11,827,287 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 18,935,247 | | | | 18,935,247 | | | | — | | | | — | |
Software & Services | | | 24,755,927 | | | | 24,755,927 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 30,539,114 | | | | 30,539,114 | | | | — | | | | — | |
Telecommunication Services | | | 4,042,033 | | | | — | | | | 4,042,033 | | | | — | |
Utilities | | | 36,330,659 | | | | 36,330,659 | | | | — | | | | — | |
Short-Term Investments | | | 6,044,903 | | | | 6,044,903 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 580,922,230 | | | $ | 573,648,849 | | | $ | 7,273,381 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Quality Value Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.5% | |
| | | Banks - 13.1% | |
| 282,730 | | | Bank of America Corp. | | $ | 6,799,656 | |
| 33,605 | | | Bank of Nova Scotia | | | 1,348,905 | |
| 67,862 | | | Citigroup, Inc. | | | 3,295,379 | |
| 76,879 | | | JP Morgan Chase & Co. | | | 7,361,933 | |
| 31,711 | | | PNC Financial Services Group, Inc. | | | 3,382,612 | |
| | | | | | | | |
| | | | | | | 22,188,485 | |
| | | | | | | | |
| | | Capital Goods - 9.2% | |
| 11,260 | | | 3M Co. | | | 1,710,619 | |
| 16,316 | | | Deere & Co. | | | 2,366,799 | |
| 27,154 | | | Eaton Corp. plc | | | 2,267,359 | |
| 16,406 | | | Honeywell International, Inc. | | | 2,328,011 | |
| 71,005 | | | Johnson Controls International plc | | | 2,066,956 | |
| 5,466 | | | Lockheed Martin Corp. | | | 2,126,602 | |
| 21,217 | | | Otis Worldwide Corp.* | | | 1,080,158 | |
| 25,741 | | | Raytheon Technologies Corp. | | | 1,668,274 | |
| | | | | | | | |
| | | | | | | 15,614,778 | |
| | | | | | | | |
| | | Consumer Services - 1.6% | |
| 14,469 | | | McDonald’s Corp. | | | 2,713,806 | |
| | | | | | | | |
| | | Diversified Financials - 1.0% | |
| 18,439 | | | American Express Co. | | | 1,682,559 | |
| | | | | | | | |
| | | Energy - 6.3% | |
| 51,571 | | | Chevron Corp. | | | 4,744,532 | |
| 33,155 | | | EOG Resources, Inc. | | | 1,575,194 | |
| 47,779 | | | Exxon Mobil Corp. | | | 2,220,290 | |
| 60,755 | | | Total S.A. ADR | | | 2,135,539 | |
| | | | | | | | |
| | | | | | | 10,675,555 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.1% | |
| 55,988 | | | Kroger Co. | | | 1,769,781 | |
| 32,868 | | | Sysco Corp. | | | 1,849,482 | |
| | | | | | | | |
| | | | | | | 3,619,263 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 6.5% | |
| 32,817 | | | General Mills, Inc. | | | 1,965,410 | |
| 35,561 | | | Kellogg Co. | | | 2,329,246 | |
| 36,897 | | | Mondelez International, Inc. Class A | | | 1,897,982 | |
| 14,413 | | | Nestle S.A. ADR | | | 1,514,806 | |
| 44,212 | | | Philip Morris International, Inc. | | | 3,298,215 | |
| | | | | | | | |
| | | | | | | 11,005,659 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.6% | |
| 9,143 | | | Becton Dickinson and Co. | | | 2,308,882 | |
| 18,792 | | | Hill-Rom Holdings, Inc. | | | 2,113,912 | |
| 40,602 | | | Koninklijke Philips N.V. ADR | | | 1,782,834 | |
| 42,056 | | | Medtronic plc | | | 4,105,927 | |
| 8,908 | | | UnitedHealth Group, Inc. | | | 2,605,323 | |
| | | | | | | | |
| | | | | | | 12,916,878 | |
| | | | | | | | |
| | | Insurance - 5.4% | |
| 52,372 | | | American International Group, Inc. | | | 1,331,820 | |
| 22,458 | | | Chubb Ltd. | | | 2,425,689 | |
| 22,116 | | | Marsh & McLennan Cos., Inc. | | | 2,152,550 | |
| 41,263 | | | Principal Financial Group, Inc. | | | 1,502,386 | |
| 28,704 | | | Prudential Financial, Inc. | | | 1,790,268 | |
| | | | | | | | |
| | | | | | | 9,202,713 | |
| | | | | | | | |
| | | Materials - 3.4% | |
| 21,895 | | | Celanese Corp. Series A | | | 1,818,817 | |
| 23,943 | | | FMC Corp. | | | 2,200,362 | |
| 19,277 | | | PPG Industries, Inc. | | | 1,750,930 | |
| | | | | | | | |
| | | | | | | 5,770,109 | |
| | | | | | | | |
| | | Media & Entertainment - 2.1% | |
| 96,129 | | | Comcast Corp. Class A | | | 3,617,334 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.5% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.6% | |
| 54,671 | | | AstraZeneca plc ADR | | $ | 2,858,200 | |
| 32,673 | | | Merck & Co., Inc. | | | 2,592,276 | |
| 23,115 | | | Novartis AG ADR | | | 1,958,534 | |
| 145,099 | | | Pfizer, Inc. | | | 5,565,997 | |
| | | | | | | | |
| | | | | | | 12,975,007 | |
| | | | | | | | |
| | | Real Estate - 4.1% | |
| 7,375 | | | American Tower Corp. REIT | | | 1,755,250 | |
| 147,356 | | | Host Hotels & Resorts, Inc. REIT | | | 1,813,952 | |
| 8,804 | | | Public Storage REIT | | | 1,632,702 | |
| 103,259 | | | VICI Properties, Inc. REIT | | | 1,798,772 | |
| | | | | | | | |
| | | | | | | 7,000,676 | |
| | | | | | | | |
| | | Retailing - 3.9% | |
| 571,800 | | | Allstar Co.(1)(2)(3) | | | — | |
| 23,490 | | | Lowe’s Cos., Inc. | | | 2,460,578 | |
| 21,968 | | | Target Corp. | | | 2,410,768 | |
| 35,083 | | | TJX Cos., Inc. | | | 1,720,821 | |
| | | | | | | | |
| | | | | | | 6,592,167 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 8.1% | |
| 9,726 | | | Broadcom, Inc. | | | 2,641,776 | |
| 93,685 | | | Intel Corp. | | | 5,619,226 | |
| 11,573 | | | KLA Corp. | | | 1,899,014 | |
| 22,724 | | | QUALCOMM, Inc. | | | 1,787,697 | |
| 16,105 | | | Texas Instruments, Inc. | | | 1,869,307 | |
| | | | | | | | |
| | | | | | | 13,817,020 | |
| | | | | | | | |
| | | Software & Services - 2.5% | |
| 11,833 | | | Accenture plc Class A | | | 2,191,353 | |
| 16,282 | | | International Business Machines Corp. | | | 2,044,368 | |
| | | | | | | | |
| | | | | | | 4,235,721 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.2% | |
| 4,572 | | | Apple, Inc. | | | 1,343,254 | |
| 55,440 | | | Cisco Systems, Inc. | | | 2,349,547 | |
| | | | | | | | |
| | | | | | | 3,692,801 | |
| | | | | | | | |
| | | Telecommunication Services - 3.9% | |
| 115,847 | | | Verizon Communications, Inc. | | | 6,655,410 | |
| | | | | | | | |
| | | Transportation - 1.0% | |
| 17,038 | | | J.B. Hunt Transport Services, Inc. | | | 1,722,883 | |
| | | | | | | | |
| | | Utilities - 5.9% | |
| 46,710 | | | Alliant Energy Corp. | | | 2,267,771 | |
| 43,223 | | | Avangrid, Inc. | | | 1,858,589 | |
| 27,286 | | | Dominion Energy, Inc. | | | 2,104,569 | |
| 28,436 | | | Eversource Energy | | | 2,294,785 | |
| 47,185 | | | UGI Corp. | | | 1,424,043 | |
| | | | | | | | |
| | | | | | | 9,949,757 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $168,480,078) | | $ | 165,648,581 | |
| | | | | | | | |
SHORT-TERM INVESTMENTS - 2.7% | |
| | | Other Investment Pools & Funds - 2.7% | |
| 4,666,996 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(4) | | | 4,666,996 | |
| | | | | | | | |
| | | | Total Short-Term Investments (cost $4,666,996) | | $ | 4,666,996 | |
| | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | Total Investments (cost $173,147,074) | | | 100.2 | % | | $ | 170,315,577 | | | |
| | | | Other Assets and Liabilities | | | (0.2 | )% | | | (372,123 | ) | | |
| | | | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 169,943,454 | | | |
| | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Quality Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
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) | Investment valued using significant unobservable inputs. |
(2) | 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, 2020, 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. |
(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 $0 or 0.0% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 571,800 | | | $ | 248,744 | | | $ | — | |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 22,188,485 | | | $ | 22,188,485 | | | $ | — | | | $ | — | |
Capital Goods | | | 15,614,778 | | | | 15,614,778 | | | | — | | | | — | |
Consumer Services | | | 2,713,806 | | | | 2,713,806 | | | | — | | | | — | |
Diversified Financials | | | 1,682,559 | | | | 1,682,559 | | | | — | | | | — | |
Energy | | | 10,675,555 | | | | 10,675,555 | | | | — | | | | — | |
Food & Staples Retailing | | | 3,619,263 | | | | 3,619,263 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 11,005,659 | | | | 11,005,659 | | | | — | | | | — | |
Health Care Equipment & Services | | | 12,916,878 | | | | 12,916,878 | | | | — | | | | — | |
Insurance | | | 9,202,713 | | | | 9,202,713 | | | | — | | | | — | |
Materials | | | 5,770,109 | | | | 5,770,109 | | | | — | | | | — | |
Media & Entertainment | | | 3,617,334 | | | | 3,617,334 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 12,975,007 | | | | 12,975,007 | | | | — | | | | — | |
Real Estate | | | 7,000,676 | | | | 7,000,676 | | | | — | | | | — | |
Retailing | | | 6,592,167 | | | | 6,592,167 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 13,817,020 | | | | 13,817,020 | | | | — | | | | — | |
Software & Services | | | 4,235,721 | | | | 4,235,721 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 3,692,801 | | | | 3,692,801 | | | | — | | | | — | |
Telecommunication Services | | | 6,655,410 | | | | 6,655,410 | | | | — | | | | — | |
Transportation | | | 1,722,883 | | | | 1,722,883 | | | | — | | | | — | |
Utilities | | | 9,949,757 | | | | 9,949,757 | | | | — | | | | — | |
Short-Term Investments | | | 4,666,996 | | | | 4,666,996 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 170,315,577 | | | $ | 170,315,577 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Cap Growth Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% | |
| | | Automobiles & Components - 0.9% | |
| 88,269 | | | Thor Industries, Inc.(1) | | $ | 5,843,408 | |
| 29,275 | | | Visteon Corp.* | | | 1,765,282 | |
| | | | | | | | |
| | | | | | | 7,608,690 | |
| | | | | | | | |
| | | Banks - 3.2% | |
| 75,659 | | | First Busey Corp. | | | 1,393,639 | |
| 207,718 | | | First Hawaiian, Inc. | | | 3,653,760 | |
| 644,678 | | | MGIC Investment Corp. | | | 4,712,596 | |
| 180,693 | | | Seacoast Banking Corp. of Florida* | | | 4,060,172 | |
| 336,169 | | | Sterling Bancorp | | | 4,144,964 | |
| 97,249 | | | Synovus Financial Corp. | | | 2,043,201 | |
| 151,917 | | | Triumph Bancorp, Inc.* | | | 4,209,620 | |
| 76,230 | | | Western Alliance Bancorp | | | 2,735,132 | |
| | | | | | | | |
| | | | | | | 26,953,084 | |
| | | | | | | | |
| | | Capital Goods - 13.0% | |
| 193,310 | | | Aerojet Rocketdyne Holdings, Inc.* | | | 7,952,773 | |
| 179,789 | | | Altra Industrial Motion Corp. | | | 5,017,911 | |
| 30,429 | | | American Woodmark Corp.* | | | 1,564,355 | |
| 149,241 | | | Applied Industrial Technologies, Inc. | | | 7,818,736 | |
| 50,294 | | | Armstrong World Industries, Inc. | | | 3,876,662 | |
| 79,633 | | | Axon Enterprise, Inc.* | | | 5,790,115 | |
| 118,612 | | | BWX Technologies, Inc. | | | 6,293,553 | |
| 57,724 | | | Curtiss-Wright Corp. | | | 5,983,093 | |
| 82,393 | | | EnerSys | | | 4,810,927 | |
| 95,976 | | | Generac Holdings, Inc.* | | | 9,351,902 | |
| 122,992 | | | ITT, Inc. | | | 6,484,138 | |
| 93,583 | | | John Bean Technologies Corp. | | | 7,181,559 | |
| 86,269 | | | Mercury Systems, Inc.* | | | 7,691,744 | |
| 144,358 | | | Patrick Industries, Inc. | | | 5,950,437 | |
| 223,606 | | | Rexnord Corp. | | | 6,097,736 | |
| 171,893 | | | SPX Corp.* | | | 6,554,280 | |
| 127,163 | | | SPX FLOW, Inc.* | | | 4,141,699 | |
| 81,488 | | | Trex Co., Inc.* | | | 7,759,287 | |
| | | | | | | | |
| | | | | | | 110,320,907 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.2% | |
| 124,249 | | | ASGN, Inc.* | | | 5,771,366 | |
| 98,002 | | | Clean Harbors, Inc.* | | | 5,236,247 | |
| 131,124 | | | Exponent, Inc.(1) | | | 9,221,951 | |
| 68,976 | | | Huron Consulting Group, Inc.* | | | 3,865,415 | |
| 76,497 | | | Insperity, Inc. | | | 3,649,672 | |
| 67,134 | | | MSA Safety, Inc. | | | 7,554,589 | |
| | | | | | | | |
| | | | | | | 35,299,240 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 5.7% | |
| 580,485 | | | American Outdoor Brands Corp.* | | | 5,494,290 | |
| 53,716 | | | Carter’s, Inc. | | | 4,200,591 | |
| 89,563 | | | Oxford Industries, Inc. | | | 3,754,481 | |
| 84,519 | | | PVH Corp. | | | 4,160,870 | |
| 273,751 | | | Steven Madden Ltd. | | | 6,862,938 | |
| 97,502 | | | TopBuild Corp.* | | | 9,086,211 | |
| 367,478 | | | Under Armour, Inc. Class C* | | | 3,406,521 | |
| 274,444 | | | Wolverine World Wide, Inc. | | | 5,623,358 | |
| 209,770 | | | YETI Holdings, Inc.*(1) | | | 5,791,750 | |
| | | | | | | | |
| | | | | | | 48,381,010 | |
| | | | | | | | |
| | | Consumer Services - 2.3% | |
| 49,941 | | | Churchill Downs, Inc. | | | 5,005,087 | |
| 63,624 | | | Dunkin’ Brands Group, Inc. | | | 3,998,132 | |
| 92,978 | | | Wingstop, Inc. | | | 10,903,530 | |
| | | | | | | | |
| | | | | | | 19,906,749 | |
| | | | | | | | |
| | | Diversified Financials - 1.5% | |
| 17,973 | | | Blucora, Inc.* | | | 252,880 | |
| 107,542 | | | OneMain Holdings, Inc. | | | 2,603,592 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% - (continued) | |
| | | Diversified Financials - 1.5% - (continued) | |
| 689,360 | | | SLM Corp. | | $ | 5,749,262 | |
| 93,289 | | | Stifel Financial Corp. | | | 4,130,837 | |
| | | | | | | | |
| | | | | | | 12,736,571 | |
| | | | | | | | |
| | | Energy - 0.4% | |
| 75,500 | | | Diamondback Energy, Inc. | | | 3,287,270 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.1% | |
| 14,323 | | | Casey’s General Stores, Inc. | | | 2,168,646 | |
| 238,224 | | | Performance Food Group Co.* | | | 6,991,874 | |
| | | | | | | | |
| | | | | | | 9,160,520 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.9% | |
| 13,380 | | | Boston Beer Co., Inc. Class A* | | | 6,241,904 | |
| 100,459 | | | Freshpet, Inc.* | | | 7,575,613 | |
| 534,788 | | | Hostess Brands, Inc.* | | | 6,428,152 | |
| 233,870 | | | Simply Good Foods Co.* | | | 4,408,449 | |
| | | | | | | | |
| | | | | | | 24,654,118 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 14.7% | |
| 56,655 | | | Addus HomeCare Corp.* | | | 4,590,188 | |
| 27,490 | | | Amedisys, Inc.* | | | 5,062,558 | |
| 127,217 | | | AtriCure, Inc.* | | | 5,485,597 | |
| 116,034 | | | Cardiovascular Systems, Inc.* | | | 4,873,428 | |
| 177,036 | | | Globus Medical, Inc. Class A* | | | 8,402,129 | |
| 78,817 | | | Haemonetics Corp.* | | | 8,967,798 | |
| 282,580 | | | HMS Holdings Corp.* | | | 8,102,982 | |
| 14,006 | | | ICU Medical, Inc.* | | | 3,071,656 | |
| 111,601 | | | Integer Holdings Corp.* | | | 8,309,810 | |
| 124,604 | | | Integra LifeSciences Holdings Corp.* | | | 6,361,034 | |
| 42,703 | | | iRhythm Technologies, Inc.* | | | 4,511,145 | |
| 60,398 | | | LHC Group, Inc.* | | | 7,851,136 | |
| 71,982 | | | NuVasive, Inc.* | | | 4,382,264 | |
| 152,668 | | | Omnicell, Inc.* | | | 11,129,497 | |
| 265,028 | | | OraSure Technologies, Inc.* | | | 4,224,546 | |
| 72,804 | | | Providence Service Corp.* | | | 4,223,360 | |
| 633,594 | | | R1 RCM, Inc.* | | | 6,538,690 | |
| 112,524 | | | Tandem Diabetes Care, Inc.* | | | 8,977,165 | |
| 46,912 | | | Teladoc Health, Inc.* | | | 7,721,246 | |
| 20,427 | | | U.S. Physical Therapy, Inc. | | | 1,542,239 | |
| | | | | | | | |
| | | | | | | 124,328,468 | |
| | | | | | | | |
| | | Household & Personal Products - 0.5% | |
| 247,337 | | | BellRing Brands, Inc. Class A* | | | 4,335,818 | |
| | | | | | | | |
| | | Insurance - 1.4% | |
| 184,598 | | | James River Group Holdings Ltd. | | | 6,549,537 | |
| 81,402 | | | Kemper Corp. | | | 5,471,843 | |
| | | | | | | | |
| | | | | | | 12,021,380 | |
| | | | | | | | |
| | | Materials - 2.9% | |
| 162,516 | | | Boise Cascade Co. | | | 5,081,875 | |
| 463,640 | | | Graphic Packaging Holding Co. | | | 6,189,594 | |
| 92,286 | | | Ingevity Corp.* | | | 4,791,489 | |
| 187,900 | | | Louisiana-Pacific Corp. | | | 3,758,000 | |
| 189,464 | | | PolyOne Corp. | | | 4,412,617 | |
| | | | | | | | |
| | | | | | | 24,233,575 | |
| | | | | | | | |
| | | Media & Entertainment - 0.9% | |
| 102,474 | | | Cardlytics, Inc.* | | | 4,606,206 | |
| 119,878 | | | Cargurus, Inc.* | | | 2,742,809 | |
| | | | | | | | |
| | | | | | | 7,349,015 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 17.6% | |
| 88,731 | | | ACADIA Pharmaceuticals, Inc.* | | | 4,286,595 | |
| 64,841 | | | Acceleron Pharma, Inc.* | | | 5,870,056 | |
| 116,422 | | | Aerie Pharmaceuticals, Inc.* | | | 1,774,271 | |
| 197,596 | | | Akebia Therapeutics, Inc.* | | | 1,600,528 | |
| 62,905 | | | Allakos, Inc.*(1) | | | 4,136,633 | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Cap Growth Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 17.6% - (continued) | |
| 520,046 | | | Amicus Therapeutics, Inc.* | | $ | 6,141,743 | |
| 139,575 | | | Apellis Pharmaceuticals, Inc.* | | | 4,783,235 | |
| 100,964 | | | Arena Pharmaceuticals, Inc.* | | | 4,944,207 | |
| 96,054 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 4,524,143 | |
| 55,449 | | | Blueprint Medicines Corp.* | | | 3,262,065 | |
| 34,700 | | | ChemoCentryx, Inc.* | | | 1,839,447 | |
| 100,305 | | | Constellation Pharmaceuticals, Inc.* | | | 3,608,974 | |
| 201,923 | | | Dicerna Pharmaceuticals, Inc.* | | | 3,977,883 | |
| 82,152 | | | Global Blood Therapeutics, Inc.* | | | 6,286,271 | |
| 288,187 | | | Heron Therapeutics, Inc.* | | | 4,109,547 | |
| 299,100 | | | ImmunoGen, Inc.* | | | 1,220,328 | |
| 197,504 | | | Iovance Biotherapeutics, Inc.* | | | 6,349,754 | |
| 180,587 | | | Karyopharm Therapeutics, Inc.*(1) | | | 3,981,943 | |
| 74,035 | | | Kodiak Sciences, Inc.*(1) | | | 4,038,609 | |
| 33,976 | | | Madrigal Pharmaceuticals, Inc.*(1) | | | 2,843,112 | |
| 55,973 | | | Mirati Therapeutics, Inc.* | | | 4,759,944 | |
| 184,229 | | | Momenta Pharmaceuticals, Inc.* | | | 5,840,059 | |
| 95,328 | | | MyoKardia, Inc.* | | | 5,988,505 | |
| 160,496 | | | NanoString Technologies, Inc.* | | | 5,097,353 | |
| 72,112 | | | Principia Biopharma, Inc.* | | | 4,483,924 | |
| 107,237 | | | PTC Therapeutics, Inc.* | | | 5,460,508 | |
| 230,633 | | | Radius Health, Inc.* | | | 3,618,632 | |
| 128,195 | | | RAPT Therapeutics, Inc.*(1) | | | 1,947,282 | |
| 28,237 | | | Reata Pharmaceuticals, Inc. Class A* | | | 4,465,964 | |
| 78,041 | | | REGENXBIO, Inc.* | | | 3,107,593 | |
| 40,615 | | | Repligen Corp.* | | | 4,717,432 | |
| 210,534 | | | Revance Therapeutics, Inc.* | | | 3,896,984 | |
| 181,676 | | | Rhythm Pharmaceuticals, Inc.* | | | 3,422,776 | |
| 149,565 | | | Theravance Biopharma, Inc.* | | | 4,361,315 | |
| 74,920 | | | Turning Point Therapeutics, Inc.* | | | 3,859,129 | |
| 26,100 | | | Veracyte, Inc.* | | | 703,917 | |
| 128,185 | | | Y-mAbs Therapeutics, Inc.* | | | 4,304,452 | |
| | | | | | | | |
| | | | | | | 149,615,113 | |
| | | | | | | | |
| | | Real Estate - 3.1% | |
| 234,301 | | | Columbia Property Trust, Inc. REIT | | | 3,348,161 | |
| 48,183 | | | Coresite Realty Corp. REIT | | | 5,839,298 | |
| 178,558 | | | Corporate Office Properties Trust REIT | | | 4,717,502 | |
| 187,964 | | | Essential Properties Realty Trust, Inc. REIT | | | 2,761,191 | |
| 350,139 | | | Independence Realty Trust, Inc. REIT | | | 3,525,900 | |
| 47,241 | | | PS Business Parks, Inc. REIT | | | 6,098,341 | |
| | | | | | | | |
| | | | | | | 26,290,393 | |
| | | | | | | | |
| | | Retailing - 1.8% | |
| 318,487 | | | Caleres, Inc. | | | 2,582,930 | |
| 120,683 | | | Core-Mark Holding Co., Inc. | | | 3,468,429 | |
| 133,971 | | | Floor & Decor Holdings, Inc. Class A* | | | 5,680,370 | |
| 135,165 | | | Foot Locker, Inc. | | | 3,464,279 | |
| | | | | | | | |
| | | | | | | 15,196,008 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.8% | |
| 234,531 | | | Cohu, Inc. | | | 3,876,797 | |
| 35,913 | | | Enphase Energy, Inc.* | | | 1,681,806 | |
| 120,996 | | | Entegris, Inc. | | | 6,561,613 | |
| 301,942 | | | FormFactor, Inc.* | | | 7,035,249 | |
| 40,820 | | | MKS Instruments, Inc. | | | 4,091,389 | |
| 137,068 | | | Onto Innovation, Inc.*(1) | | | 4,449,227 | |
| 45,606 | | | Power Integrations, Inc. | | | 4,667,774 | |
| | | | | | | | |
| | | | | | | 32,363,855 | |
| | | | | | | | |
| | | Software & Services - 12.4% | |
| 203,162 | | | 8x8, Inc.* | | | 3,445,628 | |
| 91,784 | | | Blackbaud, Inc. | | | 5,071,984 | |
| 31,130 | | | CACI International, Inc. Class A* | | | 7,786,858 | |
| 75,422 | | | Everbridge, Inc.* | | | 8,400,502 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% - (continued) | |
| | | Software & Services - 12.4% - (continued) | |
| 75,035 | | | ExlService Holdings, Inc.* | | $ | 4,631,911 | |
| 145,139 | | | Five9, Inc.* | | | 13,450,031 | |
| 25,934 | | | HubSpot, Inc.* | | | 4,373,250 | |
| 130,971 | | | LiveRamp Holdings, Inc.* | | | 4,958,562 | |
| 221,568 | | | Medallia, Inc.* | | | 4,759,281 | |
| 32,558 | | | Paylocity Holding Corp.* | | | 3,728,868 | |
| 70,554 | | | Pegasystems, Inc. | | | 5,899,725 | |
| 115,812 | | | Perficient, Inc.* | | | 4,033,732 | |
| 81,831 | | | PROS Holdings, Inc.* | | | 2,814,168 | |
| 75,538 | | | Q2 Holdings, Inc.* | | | 6,021,889 | |
| 148,500 | | | Rapid7, Inc.* | | | 6,764,175 | |
| 160,448 | | | Science Applications International Corp. | | | 13,102,184 | |
| 388,123 | | | SVMK, Inc.* | | | 6,093,531 | |
| | | | | | | | |
| | | | | | | 105,336,279 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.4% | |
| 203,702 | | | CTS Corp. | | | 4,717,738 | |
| 116,175 | | | Itron, Inc.* | | | 8,111,339 | |
| 103,072 | | | Lumentum Holdings, Inc.* | | | 8,339,556 | |
| 260,775 | | | Pure Storage, Inc. Class A* | | | 3,755,160 | |
| 38,758 | | | Rogers Corp.* | | | 4,303,688 | |
| | | | | | | | |
| | | | | | | 29,227,481 | |
| | | | | | | | |
| | | Telecommunication Services - 0.3% | |
| 27,008 | | | Bandwidth, Inc. Class A* | | | 2,202,772 | |
| | | | | | | | |
| | | Transportation - 0.5% | |
| 182,078 | | | Marten Transport Ltd. | | | 4,082,189 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $754,171,978) | | $ | 834,890,505 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.1% | |
| | | Other Investment Pools & Funds - 2.1% | |
| 18,068,279 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 18,068,279 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.0% | |
| 403,207 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 403,207 | |
| 3,706,689 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 3,706,689 | |
| 2,252,142 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 2,252,142 | |
| 1,686,104 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 1,686,104 | |
| | | | | | | | |
| | | | | | | 8,048,142 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $26,116,421) | | $ | 26,116,421 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $780,288,399) | | | 101.6 | % | | $ | 861,006,926 | |
| | | | Other Assets and Liabilities | | | (1.6 | )% | | | (13,325,870 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 847,681,056 | |
| | | | | | | | | | | | |
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. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Cap Growth Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
(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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 7,608,690 | | | $ | 7,608,690 | | | $ | — | | | $ | — | |
Banks | | | 26,953,084 | | | | 26,953,084 | | | | — | | | | — | |
Capital Goods | | | 110,320,907 | | | | 110,320,907 | | | | — | | | | — | |
Commercial & Professional Services | | | 35,299,240 | | | | 35,299,240 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 48,381,010 | | | | 48,381,010 | | | | — | | | | — | |
Consumer Services | | | 19,906,749 | | | | 19,906,749 | | | | — | | | | — | |
Diversified Financials | | | 12,736,571 | | | | 12,736,571 | | | | — | | | | — | |
Energy | | | 3,287,270 | | | | 3,287,270 | | | | — | | | | — | |
Food & Staples Retailing | | | 9,160,520 | | | | 9,160,520 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 24,654,118 | | | | 24,654,118 | | | | — | | | | — | |
Health Care Equipment & Services | | | 124,328,468 | | | | 124,328,468 | | | | — | | | | — | |
Household & Personal Products | | | 4,335,818 | | | | 4,335,818 | | | | — | | | | — | |
Insurance | | | 12,021,380 | | | | 12,021,380 | | | | — | | | | — | |
Materials | | | 24,233,575 | | | | 24,233,575 | | | | — | | | | — | |
Media & Entertainment | | | 7,349,015 | | | | 7,349,015 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 149,615,113 | | | | 149,615,113 | | | | — | | | | — | |
Real Estate | | | 26,290,393 | | | | 26,290,393 | | | | — | | | | — | |
Retailing | | | 15,196,008 | | | | 15,196,008 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 32,363,855 | | | | 32,363,855 | | | | — | | | | — | |
Software & Services | | | 105,336,279 | | | | 105,336,279 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 29,227,481 | | | | 29,227,481 | | | | — | | | | — | |
Telecommunication Services | | | 2,202,772 | | | | 2,202,772 | | | | — | | | | — | |
Transportation | | | 4,082,189 | | | | 4,082,189 | | | | — | | | | — | |
Short-Term Investments | | | 26,116,421 | | | | 26,116,421 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 861,006,926 | | | $ | 861,006,926 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Value Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% | |
| | | Automobiles & Components - 1.5% | |
| 51,646 | | | Cooper Tire & Rubber Co. | | $ | 1,094,379 | |
| | | | | | | | |
| | | Banks - 25.0% | |
| 58,789 | | | Bank OZK | | | 1,329,807 | |
| 153,869 | | | Cadence Bancorp | | | 1,018,613 | |
| 19,665 | | | Federal Agricultural Mortgage Corp. Class C | | | 1,310,279 | |
| 56,641 | | | First Hawaiian, Inc. | | | 996,315 | |
| 40,062 | | | First Interstate BancSystem, Inc. Class A | | | 1,354,096 | |
| 112,205 | | | FNB Corp. | | | 907,738 | |
| 53,228 | | | Great Western Bancorp, Inc. | | | 1,000,686 | |
| 68,619 | | | Hilltop Holdings, Inc. | | | 1,324,347 | |
| 96,485 | | | Home BancShares, Inc.(1) | | | 1,479,115 | |
| 64,020 | | | Opus Bank | | | 1,230,464 | |
| 117,277 | | | Radian Group, Inc. | | | 1,756,810 | |
| 95,463 | | | Sterling Bancorp | | | 1,177,059 | |
| 84,620 | | | Umpqua Holdings Corp. | | | 1,059,866 | |
| 54,616 | | | Univest Financial Corp. | | | 966,703 | |
| 33,801 | | | Western Alliance Bancorp | | | 1,212,780 | |
| | | | | | | | |
| | | | | | | 18,124,678 | |
| | | | | | | | |
| | | Capital Goods - 10.4% | |
| 23,574 | | | Argan, Inc. | | | 884,968 | |
| 22,941 | | | EnerSys | | | 1,339,525 | |
| 55,721 | | | Kennametal, Inc. | | | 1,427,015 | |
| 19,097 | | | Moog, Inc. Class A | | | 944,919 | |
| 60,649 | | | nVent Electric plc | | | 1,131,104 | |
| 186,592 | | | REV Group, Inc. | | | 992,669 | |
| 121,790 | | | Triumph Group, Inc. | | | 857,402 | |
| | | | | | | | |
| | | | | | | 7,577,602 | |
| | | | | | | | |
| | | Commercial & Professional Services - 6.2% | |
| 109,071 | | | BrightView Holdings, Inc.* | | | 1,398,290 | |
| 37,715 | | | Deluxe Corp. | | | 1,062,432 | |
| 39,756 | | | Kforce, Inc. | | | 1,190,692 | |
| 74,822 | | | Knoll, Inc. | | | 872,424 | |
| | | | | | | | |
| | | | | | | 4,523,838 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 6.3% | |
| 69,985 | | | Kontoor Brands, Inc.* | | | 1,358,409 | |
| 83,028 | | | Movado Group, Inc. | | | 856,019 | |
| 44,718 | | | Steven Madden Ltd. | | | 1,121,080 | |
| 23,480 | | | Sturm Ruger & Co., Inc.(1) | | | 1,249,136 | |
| | | | | | | | |
| | | | | | | 4,584,644 | |
| | | | | | | | |
| | | Consumer Services - 4.5% | |
| 40,418 | | | Adtalem Global Education, Inc.* | | | 1,284,080 | |
| 76,622 | | | Carriage Services, Inc. | | | 1,150,862 | |
| 38,552 | | | Cheesecake Factory, Inc. | | | 859,324 | |
| | | | | | | | |
| | | | | | | 3,294,266 | |
| | | | | | | | |
| | | Diversified Financials - 4.1% | |
| 92,287 | | | Greenhill & Co., Inc. | | | 984,702 | |
| 119,453 | | | Navient Corp. | | | 910,232 | |
| 39,468 | | | PRA Group, Inc.* | | | 1,094,842 | |
| | | | | | | | |
| | | | | | | 2,989,776 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.9% | |
| 117,124 | | | Hostess Brands, Inc.* | | | 1,407,830 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 4.6% | |
| 65,837 | | | Envista Holdings Corp. | | | 1,281,846 | |
| 46,417 | | | Natus Medical, Inc.* | | | 1,159,961 | |
| 84,812 | | | NextGen Healthcare, Inc.* | | | 894,767 | |
| | | | | | | | |
| | | | | | | 3,336,574 | |
| | | | | | | | |
| | | Household & Personal Products - 4.9% | |
| 45,724 | | | Edgewell Personal Care Co.* | | | 1,262,440 | |
| 24,282 | | | Energizer Holdings, Inc. | | | 946,027 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% - (continued) | |
| | | Household & Personal Products - 4.9% - (continued) | |
| 17,713 | | | Medifast, Inc.(1) | | $ | 1,344,062 | |
| | | | | | | | |
| | | | | | | 3,552,529 | |
| | | | | | | | |
| | | Insurance - 2.9% | |
| 140,007 | | | Lancashire Holdings Ltd. | | | 1,079,194 | |
| 133,612 | | | Third Point Reinsurance Ltd.* | | | 994,073 | |
| | | | | | | | |
| | | | | | | 2,073,267 | |
| | | | | | | | |
| | | Materials - 3.2% | |
| 24,098 | | | Compass Minerals International, Inc. | | | 1,184,657 | |
| 35,635 | | | Schweitzer-Mauduit International, Inc. | | | 1,148,160 | |
| | | | | | | | |
| | | | | | | 2,332,817 | |
| | | | | | | | |
| | | Media & Entertainment - 1.8% | |
| 120,436 | | | TEGNA, Inc. | | | 1,291,074 | |
| | | | | | | | |
| | | Real Estate - 4.1% | |
| 103,286 | | | CoreCivic, Inc. REIT | | | 1,355,112 | |
| 59,053 | | | Outfront Media, Inc. REIT | | | 926,542 | |
| 60,010 | | | Pebblebrook Hotel Trust REIT(1) | | | 710,518 | |
| | | | | | | | |
| | | | | | | 2,992,172 | |
| | | | | | | | |
| | | Retailing - 1.7% | |
| 24,379 | | | Children’s Place, Inc.(1) | | | 720,643 | |
| 164,051 | | | Michaels Cos., Inc.*(1) | | | 498,715 | |
| | | | | | | | |
| | | | | | | 1,219,358 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 7.2% | |
| 50,130 | | | Ichor Holdings Ltd.* | | | 1,248,237 | |
| 25,416 | | | Silicon Motion Technology Corp. ADR | | | 1,116,779 | |
| 74,761 | | | Tower Semiconductor Ltd.* | | | 1,438,028 | |
| 95,092 | | | Xperi Corp. | | | 1,453,006 | |
| | | | | | | | |
| | | | | | | 5,256,050 | |
| | | | | | | | |
| | | Software & Services - 3.3% | |
| 23,624 | | | CSG Systems International, Inc. | | | 1,147,654 | |
| 49,312 | | | EVERTEC, Inc. | | | 1,249,566 | |
| | | | | | | | |
| | | | | | | 2,397,220 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 5.3% | |
| 182,787 | | | Avid Technology, Inc.* | | | 1,283,165 | |
| 19,168 | | | InterDigital, Inc. | | | 1,107,335 | |
| 100,571 | | | Plantronics, Inc. | | | 1,420,063 | |
| | | | | | | | |
| | | | | | | 3,810,563 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $87,895,219) | | $ | 71,858,637 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.6% | |
| | | Securities Lending Collateral - 3.6% | |
| 130,685 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 130,685 | |
| 1,201,392 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 1,201,392 | |
| 729,953 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 729,953 | |
| 546,491 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 546,491 | |
| | | | | | | | |
| | | | | | | 2,608,521 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $2,608,521) | | $ | 2,608,521 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $90,503,740) | | | 102.5 | % | | $ | 74,467,158 | |
| | | | Other Assets and Liabilities | | | (2.5 | )% | | | (1,805,798 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 72,661,360 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
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. |
(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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 1,094,379 | | | $ | 1,094,379 | | | $ | — | | | $ | — | |
Banks | | | 18,124,678 | | | | 18,124,678 | | | | — | | | | — | |
Capital Goods | | | 7,577,602 | | | | 7,577,602 | | | | — | | | | — | |
Commercial & Professional Services | | | 4,523,838 | | | | 4,523,838 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 4,584,644 | | | | 4,584,644 | | | | — | | | | — | |
Consumer Services | | | 3,294,266 | | | | 3,294,266 | | | | — | | | | — | |
Diversified Financials | | | 2,989,776 | | | | 2,989,776 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 1,407,830 | | | | 1,407,830 | | | | — | | | | — | |
Health Care Equipment & Services | | | 3,336,574 | | | | 3,336,574 | | | | — | | | | — | |
Household & Personal Products | | | 3,552,529 | | | | 3,552,529 | | | | — | | | | — | |
Insurance | | | 2,073,267 | | | | 2,073,267 | | | | — | | | | — | |
Materials | | | 2,332,817 | | | | 2,332,817 | | | | — | | | | — | |
Media & Entertainment | | | 1,291,074 | | | | 1,291,074 | | | | — | | | | — | |
Real Estate | | | 2,992,172 | | | | 2,992,172 | | | | — | | | | — | |
Retailing | | | 1,219,358 | | | | 1,219,358 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 5,256,050 | | | | 5,256,050 | | | | — | | | | — | |
Software & Services | | | 2,397,220 | | | | 2,397,220 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 3,810,563 | | | | 3,810,563 | | | | — | | | | — | |
Short-Term Investments | | | 2,608,521 | | | | 2,608,521 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 74,467,158 | | | $ | 74,467,158 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Company Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.2% | |
| | | Automobiles & Components - 0.9% | |
| 44,934 | | | Fox Factory Holding Corp.* | | $ | 2,292,083 | |
| 38,847 | | | Thor Industries, Inc. | | | 2,571,672 | |
| | | | | | | | |
| | | | | | | 4,863,755 | |
| | | | | | | | |
| | | Banks - 2.9% | |
| 109,474 | | | Ameris Bancorp | | | 2,783,924 | |
| 130,900 | | | BancorpSouth Bank | | | 2,865,401 | |
| 468,185 | | | Sterling Bancorp /DE | | | 5,772,721 | |
| 133,063 | | | Western Alliance Bancorp | | | 4,774,300 | |
| | | | | | | | |
| | | | | | | 16,196,346 | |
| | | | | | | | |
| | | Capital Goods - 12.3% | |
| 243,123 | | | Advanced Drainage Systems, Inc. | | | 9,856,206 | |
| 150,987 | | | Argan, Inc. | | | 5,668,052 | |
| 67,090 | | | Axon Enterprise, Inc.* | | | 4,878,114 | |
| 82,200 | | | BMC Stock Holdings, Inc.* | | | 1,746,750 | |
| 113,722 | | | Comfort Systems USA, Inc. | | | 3,786,943 | |
| 89,470 | | | Curtiss-Wright Corp. | | | 9,273,565 | |
| 133,630 | | | ITT, Inc. | | | 7,044,974 | |
| 100,860 | | | Kennametal, Inc. | | | 2,583,025 | |
| 18,023 | | | Nordson Corp. | | | 2,900,081 | |
| 427,839 | | | Rexnord Corp. | | | 11,667,170 | |
| 92,987 | | | Rush Enterprises, Inc. Class A | | | 3,487,012 | |
| 47,746 | | | Trex Co., Inc.* | | | 4,546,374 | |
| | | | | | | | |
| | | | | | | 67,438,266 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.3% | |
| 146,219 | | | TriNet Group, Inc.* | | | 7,160,345 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 9.5% | |
| 209,582 | | | Acushnet Holdings Corp. | | | 5,742,547 | |
| 186,586 | | | BRP, Inc. | | | 5,584,376 | |
| 97,954 | | | Carter’s, Inc. | | | 7,660,003 | |
| 38,740 | | | Cavco Industries, Inc.* | | | 5,992,303 | |
| 139,820 | | | Peloton Interactive, Inc. Class A* | | | 4,404,330 | |
| 299,554 | | | Skyline Champion Corp.* | | | 5,904,209 | |
| 237,365 | | | Steven Madden Ltd. | | | 5,950,741 | |
| 227,009 | | | Wolverine World Wide, Inc. | | | 4,651,414 | |
| 220,521 | | | YETI Holdings, Inc.* | | | 6,088,585 | |
| | | | | | | | |
| | | | | | | 51,978,508 | |
| | | | | | | | |
| | | Consumer Services - 3.8% | |
| 284,284 | | | Chegg, Inc.*(1) | | | 12,153,141 | |
| 205,205 | | | DraftKings, Inc.(2)(3) | | | 3,870,166 | |
| 1,913 | | | DraftKings, Inc. Earnout(2)(3) | | | 35,371 | |
| 82,811 | | | Planet Fitness, Inc. Class A* | | | 4,995,988 | |
| | | | | | | | |
| | | | | | | 21,054,666 | |
| | | | | | | | |
| | | Diversified Financials - 2.1% | |
| 164,797 | | | Ares Management Corp. Class A | | | 5,528,939 | |
| 32,582 | | | Hamilton Lane, Inc. Class A | | | 2,112,943 | |
| 135,757 | | | PRA Group, Inc.*(1) | | | 3,765,899 | |
| | | | | | | | |
| | | | | | | 11,407,781 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.6% | |
| 115,420 | | | Performance Food Group Co.* | | | 3,387,577 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.7% | |
| 20,018 | | | Boston Beer Co., Inc. Class A*(1) | | | 9,338,597 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 12.0% | |
| 26,528 | | | Amedisys, Inc.* | | | 4,885,396 | |
| 125,516 | | | Globus Medical, Inc. Class A* | | | 5,956,989 | |
| 152,472 | | | Health Catalyst, Inc. | | | 4,066,428 | |
| 47,235 | | | Hill-Rom Holdings, Inc. | | | 5,313,465 | |
| 37,076 | | | Insulet Corp.* | | | 7,404,819 | |
| 29,900 | | | LHC Group, Inc.* | | | 3,886,701 | |
| 106,258 | | | Livongo Health, Inc.* | | | 4,251,382 | |
| 50,227 | | | Novocure Ltd.* | | | 3,304,937 | |
| 136,264 | | | Omnicell, Inc.* | | | 9,933,646 | |
| 158,370 | | | Tandem Diabetes Care, Inc.* | | | 12,634,759 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.2% - (continued) | |
| | | Health Care Equipment & Services - 12.0% - (continued) | |
| 25,900 | | | Teladoc Health, Inc.*(1) | | $ | 4,262,881 | |
| | | | | | | | |
| | | | | | | 65,901,403 | |
| | | | | | | | |
| | | Insurance - 0.8% | |
| 125,411 | | | James River Group Holdings Ltd. | | | 4,449,582 | |
| | | | | | | | |
| | | Media & Entertainment - 0.6% | |
| 70,746 | | | Cardlytics, Inc.* | | | 3,180,033 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 17.4% | |
| 91,449 | | | ACADIA Pharmaceuticals, Inc.* | | | 4,417,901 | |
| 67,245 | | | Acceleron Pharma, Inc.* | | | 6,087,690 | |
| 41,461 | | | Allakos, Inc.*(1) | | | 2,726,475 | |
| 427,441 | | | Amicus Therapeutics, Inc.* | | | 5,048,078 | |
| 87,495 | | | Apellis Pharmaceuticals, Inc.* | | | 2,998,454 | |
| 121,106 | | | Arena Pharmaceuticals, Inc.* | | | 5,930,561 | |
| 18,902 | | | Ascendis Pharma A/S ADR* | | | 2,565,569 | |
| 87,516 | | | Blueprint Medicines Corp.* | | | 5,148,566 | |
| 40,374 | | | CRISPR Therapeutics AG* | | | 1,986,401 | |
| 55,727 | | | Global Blood Therapeutics, Inc.* | | | 4,264,230 | |
| 191,254 | | | Heron Therapeutics, Inc.*(1) | | | 2,727,282 | |
| 664,886 | | | ImmunoGen, Inc.* | | | 2,712,735 | |
| 119,109 | | | Iovance Biotherapeutics, Inc.* | | | 3,829,354 | |
| 152,848 | | | Karyopharm Therapeutics, Inc.*(1) | | | 3,370,298 | |
| 52,413 | | | Kodiak Sciences, Inc.*(1) | | | 2,859,129 | |
| 53,935 | | | Mirati Therapeutics, Inc.* | | | 4,586,632 | |
| 47,445 | | | MyoKardia, Inc.* | | | 2,980,495 | |
| 63,824 | | | NanoString Technologies, Inc.* | | | 2,027,050 | |
| 82,868 | | | PRA Health Sciences, Inc.* | | | 7,996,762 | |
| 39,699 | | | Principia Biopharma, Inc.* | | | 2,468,484 | |
| 96,148 | | | PTC Therapeutics, Inc.* | | | 4,895,856 | |
| 61,334 | | | RAPT Therapeutics, Inc.* | | | 931,664 | |
| 20,156 | | | Reata Pharmaceuticals, Inc. Class A* | | | 3,187,873 | |
| 179,436 | | | Revance Therapeutics, Inc.* | | | 3,321,360 | |
| 87,699 | | | UroGen Pharma Ltd.* | | | 1,947,795 | |
| 141,758 | | | Y-mAbs Therapeutics, Inc.* | | | 4,760,234 | |
| | | | | | | | |
| | | | | | | 95,776,928 | |
| | | | | | | | |
| | | Real Estate - 2.7% | |
| 280,385 | | | Essential Properties Realty Trust, Inc. REIT | | | 4,118,856 | |
| 234,670 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | | | 6,568,413 | |
| 183,983 | | | Redfin Corp.* | | | 3,887,561 | |
| | | | | | | | |
| | | | | | | 14,574,830 | |
| | | | | | | | |
| | | Retailing - 4.2% | |
| 3,136,600 | | | Allstar Co.(2)(3)(4) | | | — | |
| 42,422 | | | Etsy, Inc.* | | | 2,751,915 | |
| 82,845 | | | Five Below, Inc.* | | | 7,469,305 | |
| 111,112 | | | Floor & Decor Holdings, Inc. Class A* | | | 4,711,149 | |
| 104,739 | | | Ollie’s Bargain Outlet Holdings, Inc.*(1) | | | 7,112,825 | |
| 26,907 | | | Tory Burch LLC*(2)(3)(4) | | | 1,049,391 | |
| | | | | | | | |
| | | | | | | 23,094,585 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.4% | |
| 96,083 | | | Entegris, Inc. | | | 5,210,581 | |
| 121,017 | | | First Solar, Inc.* | | | 5,325,958 | |
| 43,335 | | | MKS Instruments, Inc. | | | 4,343,467 | |
| 489,915 | | | Tower Semiconductor Ltd.* | | | 9,423,515 | |
| | | | | | | | |
| | | | | | | 24,303,521 | |
| | | | | | | | |
| | | Software & Services - 15.6% | |
| 62,365 | | | Avalara, Inc.* | | | 5,573,560 | |
| 137,236 | | | Endava plc ADR* | | | 6,006,820 | |
| 52,263 | | | Everbridge, Inc.*(1) | | | 5,821,053 | |
| 15,821 | | | Fair Isaac Corp.* | | | 5,583,864 | |
| 80,124 | | | Five9, Inc.* | | | 7,425,091 | |
| 35,220 | | | HubSpot, Inc.* | | | 5,939,148 | |
| 68,900 | | | j2 Global, Inc. | | | 5,556,096 | |
| 177,973 | | | LiveRamp Holdings, Inc.* | | | 6,738,058 | |
| 71,281 | | | Manhattan Associates, Inc.* | | | 5,056,674 | |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Company Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.2% - (continued) | |
| | | Software & Services - 15.6% - (continued) | |
| 140,693 | | | Mimecast Ltd.* | | $ | 5,754,344 | |
| 209,728 | | | PagerDuty, Inc.* | | | 4,427,358 | |
| 43,168 | | | Paylocity Holding Corp.* | | | 4,944,031 | |
| 25,759 | | | Perficient, Inc.* | | | 897,186 | |
| 23,008 | | | Proofpoint, Inc.* | | | 2,800,764 | |
| 173,706 | | | Rapid7, Inc.* | | | 7,912,308 | |
| 63,294 | | | Science Applications International Corp. | | | 5,168,588 | |
| | | | | | | | |
| | | | | | | 85,604,943 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.2% | |
| 62,147 | | | Lumentum Holdings, Inc.* | | | 5,028,314 | |
| 83,750 | | | Novanta, Inc.* | | | 7,277,037 | |
| | | | | | | | |
| | | | | | | 12,305,351 | |
| | | | | | | | |
| | | Telecommunication Services - 1.1% | |
| 75,140 | | | Bandwidth, Inc. Class A* | | | 6,128,419 | |
| | | | | | | | |
| | | Transportation - 1.1% | |
| 63,004 | | | Saia, Inc.* | | | 5,829,130 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $489,744,874) | | $ | 533,974,566 | |
| | | | | | | | |
CONVERTIBLE PREFERRED STOCKS - 0.8% | |
| | | Retailing - 0.4% | |
| 47,489 | | | Honest Co., Inc. Series E*(2)(3)(4) | | | 1,905,259 | |
| | | | | | | | |
| | | Software & Services - 0.4% | |
| 263,189 | | | MarkLogic Corp. Series F*(2)(3)(4) | | | 2,223,947 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $5,229,589) | | $ | 4,129,206 | |
| | | | | | | | |
ESCROWS - 0.0%(5) | |
| | | Software & Services - 0.0% | |
| 98,033 | | | Veracode, Inc.*(2)(3)(4) | | | 53,330 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 53,330 | |
| | | | | | | | |
WARRANTS - 0.0% | |
| | | Consumer Services - 0.0% | |
| 1,258 | | | DraftKings, Inc.*(2)(3) | | | 9,410 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $—) | | $ | 9,410 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $494,974,463) | | $ | 538,166,512 | |
| | | | | | | | |
SHORT-TERM INVESTMENTS - 4.8% | |
| | | Other Investment Pools & Funds - 3.0% | |
| 16,580,855 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 16,580,855 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.8% | |
| 506,151 | | | Citibank NA DDCA, 0.04%, 5/1/2020(6) | | | 506,151 | |
| 4,653,055 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6) | | | 4,653,055 | |
| 2,827,144 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6) | | | 2,827,144 | |
| 2,116,589 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 2,116,589 | |
| | | | | | | | |
| | | | | | | 10,102,939 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $26,683,794) | | $ | 26,683,794 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $521,658,257) | | | 102.8 | % | | $ | 564,850,306 | |
| | | | Other Assets and Liabilities | | | (2.8 | )% | | | (15,626,768 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 549,223,538 | |
| | | | | | | | | | | | |
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. |
(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, 2020, the aggregate fair value of these securities was $9,146,874, which represented 1.7% 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 $9,146,874 or 1.7% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 3,136,600 | | | $ | 1,364,479 | | | $ | — | |
| 12/2014 | | | DraftKings, Inc. | | | 205,205 | | | | 2,167,901 | | | | 3,870,166 | |
| 12/2014 | | | DraftKings, Inc. Earnout | | | 1,913 | | | | 19,649 | | | | 35,371 | |
| 12/2014 | | | DraftKings, Inc. Warrants | | | 1,258 | | | | — | | | | 9,410 | |
| 08/2015 | | | Honest Co., Inc. Series E Convertible Preferred | | | 47,489 | | | | 2,172,859 | | | | 1,905,259 | |
| 04/2015 | | | MarkLogic Corp. Series F Convertible Preferred | | | 263,189 | | | | 3,056,730 | | | | 2,223,947 | |
| 11/2013 | | | Tory Burch LLC | | | 26,907 | | | | 2,108,912 | | | | 1,049,391 | |
| 04/2017 | | | Veracode, Inc. | | | 98,033 | | | | — | | | | 53,330 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 10,890,530 | | | $ | 9,146,874 | |
| | | | | | | | | | | | | | | | |
(4) | Investment valued using significant unobservable inputs. |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
The Hartford Small Company Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 4,863,755 | | | $ | 4,863,755 | | | $ | — | | | $ | — | |
Banks | | | 16,196,346 | | | | 16,196,346 | | | | — | | | | — | |
Capital Goods | | | 67,438,266 | | | | 67,438,266 | | | | — | | | | — | |
Commercial & Professional Services | | | 7,160,345 | | | | 7,160,345 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 51,978,508 | | | | 51,978,508 | | | | — | | | | — | |
Consumer Services | | | 21,054,666 | | | | 17,149,129 | | | | 3,905,537 | | | | — | |
Diversified Financials | | | 11,407,781 | | | | 11,407,781 | | | | — | | | | — | |
Food & Staples Retailing | | | 3,387,577 | | | | 3,387,577 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 9,338,597 | | | | 9,338,597 | | | | — | | | | — | |
Health Care Equipment & Services | | | 65,901,403 | | | | 65,901,403 | | | | — | | | | — | |
Insurance | | | 4,449,582 | | | | 4,449,582 | | | | — | | | | — | |
Media & Entertainment | | | 3,180,033 | | | | 3,180,033 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 95,776,928 | | | | 95,776,928 | | | | — | | | | — | |
Real Estate | | | 14,574,830 | | | | 14,574,830 | | | | — | | | | — | |
Retailing | | | 23,094,585 | | | | 22,045,194 | | | | — | | | | 1,049,391 | |
Semiconductors & Semiconductor Equipment | | | 24,303,521 | | | | 24,303,521 | | | | — | | | | — | |
Software & Services | | | 85,604,943 | | | | 85,604,943 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 12,305,351 | | | | 12,305,351 | | | | — | | | | — | |
Telecommunication Services | | | 6,128,419 | | | | 6,128,419 | | | | — | | | | — | |
Transportation | | | 5,829,130 | | | | 5,829,130 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 4,129,206 | | | | — | | | | — | | | | 4,129,206 | |
Escrows | | | 53,330 | | | | — | | | | — | | | | 53,330 | |
Warrants | | | 9,410 | | | | — | | | | 9,410 | | | | — | |
Short-Term Investments | | | 26,683,794 | | | | 26,683,794 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 564,850,306 | | | $ | 555,703,432 | | | $ | 3,914,947 | | | $ | 5,231,927 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, investments valued at $1,839,500 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 and there were no transfers in to Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
GLOSSARY: (abbreviations used in preceding Schedule of Investments)
| | |
Currency Abbreviations: |
USD | | United States Dollar |
|
Index Abbreviations: |
S&P | | Standard & Poor’s |
|
Other Abbreviations: |
ADR | | American Depositary Receipt |
DDCA | | Dollars on Deposit in Custody Account |
ETF | | Exchange-Traded Fund |
REIT | | Real Estate Investment Trust |
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Capital Appreciation Fund | | | Hartford Core Equity Fund | | | The Hartford Dividend and Growth Fund | | | The Hartford Equity Income Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 5,988,118,066 | | | $ | 6,741,801,865 | | | $ | 8,249,799,397 | | | $ | 3,468,426,704 | |
Cash | | | — | | | | — | | | | — | | | | — | |
Foreign currency | | | 1,247 | | | | — | | | | — | | | | 555,450 | |
Receivables: | |
Investment securities sold | | | 88,393,114 | | | | 57,655,928 | | | | 41,630,050 | | | | 66,612,888 | |
Fund shares sold | | | 1,053,028 | | | | 40,925,198 | | | | 16,421,191 | | | | 9,887,813 | |
Dividends and interest | | | 4,363,400 | | | | 5,606,022 | | | | 8,552,341 | | | | 3,176,416 | |
Securities lending income | | | 53,063 | | | | — | | | | 11 | | | | 941 | |
Variation margin on futures contracts | | | 4,340,197 | | | | 10,954,440 | | | | — | | | | — | |
Tax reclaims | | | 598,037 | | | | — | | | | 1,646,508 | | | | 1,516,226 | |
Other assets | | | 105,685 | | | | 272,147 | | | | 202,337 | | | | 117,573 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 6,087,025,837 | | | | 6,857,215,600 | | | | 8,318,251,835 | | | | 3,550,294,011 | |
| | | | | | | | | | | | | | | | |
Liabilities: | |
Obligation to return securities lending collateral | | | 28,574,978 | | | | — | | | | 182,523 | | | | — | |
Payables: | |
Investment securities purchased | | | 91,272,700 | | | | 99,820,379 | | | | 37,344,744 | | | | 45,736,681 | |
Fund shares redeemed | | | 5,858,361 | | | | 10,356,774 | | | | 11,253,939 | | | | 4,539,723 | |
Investment management fees | | | 3,070,517 | | | | 1,727,620 | | | | 3,892,202 | | | | 1,715,934 | |
Transfer agent fees | | | 1,705,515 | | | | 809,729 | | | | 1,454,667 | | | | 691,788 | |
Accounting services fees | | | 68,627 | | | | 76,323 | | | | 95,576 | | | | 41,061 | |
Board of Directors’ fees | | | 30,063 | | | | 9,660 | | | | 32,148 | | | | 16,391 | |
Distribution fees | | | 134,668 | | | | 72,254 | | | | 109,678 | | | | 64,565 | |
Accrued expenses | | | 350,690 | | | | 28,996 | | | | 308,531 | | | | 181,814 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 131,066,119 | | | | 112,901,735 | | | | 54,674,008 | | | | 52,987,957 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 5,955,959,718 | | | $ | 6,744,313,865 | | | $ | 8,263,577,827 | | | $ | 3,497,306,054 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | |
Capital stock and paid-in-capital | | $ | 5,601,007,865 | | | $ | 5,837,738,401 | | | $ | 6,549,341,287 | | | $ | 3,046,490,831 | |
Distributable earnings (loss) | | | 354,951,853 | | | | 906,575,464 | | | | 1,714,236,540 | | | | 450,815,223 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 5,955,959,718 | | | $ | 6,744,313,865 | | | $ | 8,263,577,827 | | | $ | 3,497,306,054 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 1,765,000,000 | | | | 850,000,000 | | | | 1,300,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 33.04 | | | $ | 31.42 | | | $ | 22.64 | | | $ | 16.65 | |
| | | | | | | | | | | | | | | | |
Maximum offering price per share | | $ | 34.96 | | | $ | 33.25 | | | $ | 23.96 | | | $ | 17.62 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 127,348,768 | | | | 29,622,050 | | | | 143,169,845 | | | | 80,276,145 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 4,207,447,429 | | | $ | 930,694,046 | | | $ | 3,240,742,641 | | | $ | 1,336,758,835 | |
| | | | | | | | | | | | | | | | |
Class C: Net asset value per share | | $ | 23.71 | | | $ | 28.54 | | | $ | 21.76 | | | $ | 16.56 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 8,565,090 | | | | 13,618,037 | | | | 7,470,197 | | | | 14,010,437 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 203,088,667 | | | $ | 388,678,235 | | | $ | 162,540,805 | | | $ | 231,993,049 | |
| | | | | | | | | | | | | | | | |
Class I: Net asset value per share | | $ | 33.22 | | | $ | 31.48 | | | $ | 22.51 | | | $ | 16.54 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 16,324,988 | | | | 71,063,333 | | | | 48,170,308 | | | | 48,893,644 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 542,308,142 | | | $ | 2,237,117,674 | | | $ | 1,084,468,559 | | | $ | 808,890,576 | |
| | | | | | | | | | | | | | | | |
Class R3: Net asset value per share | | $ | 37.19 | | | $ | 31.91 | | | $ | 22.99 | | | $ | 16.68 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,125,277 | | | | 1,122,183 | | | | 2,362,171 | | | | 2,034,016 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 41,847,542 | | | $ | 35,811,186 | | | $ | 54,316,561 | | | $ | 33,926,294 | |
| | | | | | | | | | | | | | | | |
Class R4: Net asset value per share | | $ | 38.65 | | | $ | 32.43 | | | $ | 23.17 | | | $ | 16.71 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 829,081 | | | | 4,568,054 | | | | 3,823,638 | | | | 2,721,021 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 32,042,601 | | | $ | 148,151,730 | | | $ | 88,607,670 | | | $ | 45,464,115 | |
| | | | | | | | | | | | | | | | |
Class R5: Net asset value per share | | $ | 39.48 | | | $ | 31.73 | | | $ | 23.28 | | | $ | 16.80 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 864,598 | | | | 6,126,495 | | | | 7,260,693 | | | | 3,435,358 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 34,130,714 | | | $ | 194,383,582 | | | $ | 168,997,982 | | | $ | 57,712,910 | |
| | | | | | | | | | | | | | | | |
Class R6: Net asset value per share | | $ | 39.74 | | | $ | 31.87 | | | $ | 23.28 | | | $ | 16.85 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,889,892 | | | | 14,656,150 | | | | 6,852,092 | | | | 3,047,150 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 75,111,692 | | | $ | 467,084,239 | | | $ | 159,494,433 | | | $ | 51,330,729 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Capital Appreciation Fund | | | Hartford Core Equity Fund | | | The Hartford Dividend and Growth Fund | | | The Hartford Equity Income Fund | |
Class Y: Net asset value per share | | $ | 39.73 | | | $ | 31.86 | | | $ | 23.28 | | | $ | 16.85 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 2,943,452 | | | | 18,526,221 | | | | 28,203,568 | | | | 4,998,884 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 116,940,502 | | | $ | 590,315,856 | | | $ | 656,609,256 | | | $ | 84,226,006 | |
| | | | | | | | | | | | | | | | |
Class F: Net asset value per share | | $ | 33.21 | | | $ | 31.49 | | | $ | 22.49 | | | $ | 16.54 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 21,169,414 | | | | 55,630,800 | | | | 117,711,032 | | | | 51,202,822 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 703,042,429 | | | $ | 1,752,077,317 | | | $ | 2,647,799,920 | | | $ | 847,003,540 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 5,460,155,904 | | | $ | 5,714,959,033 | | | $ | 6,688,985,394 | | | $ | 3,009,491,975 | |
Cost of foreign currency | | $ | 1,234 | | | $ | — | | | $ | — | | | $ | 556,930 | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 27,133,542 | | | $ | — | | | $ | 169,941 | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Growth Opportunities Fund | | | The Hartford Healthcare Fund | | | The Hartford MidCap Fund | | | The Hartford MidCap Value Fund | |
Assets: | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 4,634,025,032 | | | $ | 1,396,294,183 | | | $ | 12,822,445,881 | | | $ | 580,922,230 | |
Cash | | | — | | | | — | | | | 233 | | | | — | |
Foreign currency | | | 19 | | | | 17 | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | |
Investment securities sold | | | 149,950,780 | | | | 995,968 | | | | 53,884,451 | | | | 2,160,253 | |
Fund shares sold | | | 7,431,391 | | | | 2,793,111 | | | | 24,253,700 | | | | 1,617,691 | |
Dividends and interest | | | 986,241 | | | | 1,183,920 | | | | 1,637,262 | | | | 206,405 | |
Securities lending income | | | 171,524 | | | | 9,486 | | | | 87,691 | | | | 881 | |
Variation margin on futures contracts | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | 389,606 | | | | 168,184 | | | | — | | | | — | |
Other assets | | | 125,144 | | | | 96,248 | | | | 222,444 | | | | 88,360 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 4,793,079,737 | | | | 1,401,541,117 | | | | 12,902,531,662 | | | | 584,995,820 | |
| | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | |
Obligation to return securities lending collateral | | | 33,506,118 | | | | 22,384,038 | | | | 318,895,074 | | | | 1,448,696 | |
Payables: | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 147,498,342 | | | | 21,385,366 | | | | 47,200,904 | | | | — | |
Fund shares redeemed | | | 13,307,459 | | | | 920,917 | | | | 24,966,182 | | | | 657,275 | |
Investment management fees | | | 2,422,662 | | | | 892,349 | | | | 6,618,068 | | | | 327,241 | |
Transfer agent fees | | | 1,213,117 | | | | 395,920 | | | | 2,681,646 | | | | 153,791 | |
Accounting services fees | | | 51,200 | | | | 15,496 | | | | 139,655 | | | | 6,575 | |
Board of Directors’ fees | | | 19,867 | | | | 5,478 | | | | 52,112 | | | | 2,820 | |
Distribution fees | | | 87,868 | | | | 36,235 | | | | 119,155 | | | | 8,209 | |
Accrued expenses | | | 174,416 | | | | 77,171 | | | | 682,953 | | | | 88,332 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 198,281,049 | | | | 46,112,970 | | | | 401,355,749 | | | | 2,692,939 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 4,594,798,688 | | | $ | 1,355,428,147 | | | $ | 12,501,175,913 | | | $ | 582,302,881 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 3,662,366,886 | | | $ | 1,013,151,766 | | | $ | 10,813,843,921 | | | $ | 647,693,124 | |
Distributable earnings (loss) | | | 932,431,802 | | | | 342,276,381 | | | | 1,687,331,992 | | | | (65,390,243 | ) |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 4,594,798,688 | | | $ | 1,355,428,147 | | | $ | 12,501,175,913 | | | $ | 582,302,881 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 23,900,000,000 | | | | 610,000,000 | | | | 1,230,000,000 | | | | 610,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0001 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 40.05 | | | $ | 37.23 | | | $ | 26.86 | | | $ | 11.42 | |
| | | | | | | | | | | | | | | | |
Maximum offering price per share | | $ | 42.38 | | | $ | 39.40 | | | $ | 28.42 | | | $ | 12.08 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 54,263,257 | | | | 18,814,771 | | | | 92,907,816 | | | | 21,481,845 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 2,173,203,383 | | | $ | 700,448,470 | | | $ | 2,495,499,005 | | | $ | 245,278,383 | |
| | | | | | | | | | | | | | | | |
Class C: Net asset value per share | | $ | 19.47 | | | $ | 28.90 | | | $ | 17.91 | | | $ | 9.07 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 13,534,480 | | | | 4,765,612 | | | | 22,241,794 | | | | 1,259,393 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 263,558,444 | | | $ | 137,735,826 | | | $ | 398,330,087 | | | $ | 11,418,574 | |
| | | | | | | | | | | | | | | | |
Class I: Net asset value per share | | $ | 42.81 | | | $ | 39.57 | | | $ | 27.91 | | | $ | 11.54 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 30,139,221 | | | | 8,445,275 | | | | 136,812,630 | | | | 1,666,007 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 1,290,378,699 | | | $ | 334,148,092 | | | $ | 3,818,847,529 | | | $ | 19,219,065 | |
| | | | | | | | | | | | | | | | |
Class R3: Net asset value per share | | $ | 39.94 | | | $ | 38.20 | | | $ | 30.21 | | | $ | 12.10 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 989,413 | | | | 830,995 | | | | 3,008,167 | | | | 485,456 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 39,514,911 | | | $ | 31,742,307 | | | $ | 90,872,845 | | | $ | 5,872,021 | |
| | | | | | | | | | | | | | | | |
Class R4: Net asset value per share | | $ | 43.09 | | | $ | 40.62 | | | $ | 31.74 | | | $ | 12.36 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,339,104 | | | | 616,878 | | | | 6,562,875 | | | | 697,675 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 57,699,247 | | | $ | 25,058,035 | | | $ | 208,280,184 | | | $ | 8,621,119 | |
| | | | | | | | | | | | | | | | |
Class R5: Net asset value per share | | $ | 45.89 | | | $ | 42.94 | | | $ | 32.91 | | | $ | 12.55 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 418,823 | | | | 213,623 | | | | 12,563,882 | | | | 103,527 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 19,217,760 | | | $ | 9,172,412 | | | $ | 413,480,739 | | | $ | 1,299,100 | |
| | | | | | | | | | | | | | | | |
Class R6: Net asset value per share | | $ | 46.82 | | | $ | 43.60 | | | $ | 33.35 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 591,556 | | | | 66,672 | | | | 49,283,141 | | | | — | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 27,699,344 | | | $ | 2,906,789 | | | $ | 1,643,463,370 | | | $ | — | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Growth Opportunities Fund | | | The Hartford Healthcare Fund | | | The Hartford MidCap Fund | | | The Hartford MidCap Value Fund | |
Class Y: Net asset value per share | | $ | 46.79 | | | $ | 43.57 | | | $ | 33.29 | | | $ | 12.58 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 3,411,478 | | | | 1,925,403 | | | | 37,407,760 | | | | 786,818 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 159,639,239 | | | $ | 83,892,973 | | | $ | 1,245,460,630 | | | $ | 9,894,271 | |
| | | | | | | | | | | | | | | | |
Class F: Net asset value per share | | $ | 42.99 | | | $ | 39.70 | | | $ | 28.02 | | | $ | 11.54 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 13,117,261 | | | | 763,782 | | | | 78,062,067 | | | | 24,334,474 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 563,887,661 | | | $ | 30,323,243 | | | $ | 2,186,941,524 | | | $ | 280,700,348 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 3,842,856,238 | | | $ | 1,140,612,093 | | | $ | 11,545,504,364 | | | $ | 621,521,933 | |
Cost of foreign currency | | $ | 20 | | | $ | 17 | | | $ | — | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 32,029,437 | | | $ | 20,766,227 | | | $ | 295,957,091 | | | $ | 1,237,918 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | 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) | | $ | 170,315,577 | | | $ | 861,006,926 | | | $ | 74,467,158 | | | $ | 564,850,306 | |
Cash | | | — | | | | — | | | | — | | | | — | |
Foreign currency | | | 6 | | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | |
Investment securities sold | | | 513,846 | | | | 5,164,500 | | | | 1,396,994 | | | | 19,840,007 | |
Fund shares sold | | | 9,433 | | | | 953,084 | | | | 11,431 | | | | 689,874 | |
Dividends and interest | | | 222,893 | | | | 154,453 | | | | 41,635 | | | | 11,382 | |
Securities lending income | | | — | | | | 7,442 | | | | 1,002 | | | | 5,019 | |
Variation margin on futures contracts | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | 75,290 | | | | — | | | | — | | | | — | |
Other assets | | | 89,457 | | | | 75,069 | | | | 70,345 | | | | 77,128 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 171,226,502 | | | | 867,361,474 | | | | 75,988,565 | | | | 585,473,716 | |
| | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | |
Due to custodian | | | — | | | | — | | | | 515,801 | | | | — | |
Obligation to return securities lending collateral | | | — | | | | 8,048,142 | | | | 2,608,521 | | | | 10,102,939 | |
Payables: | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 1,038,115 | | | | 10,074,378 | | | | — | | | | 25,022,862 | |
Fund shares redeemed | | | 68,121 | | | | 819,295 | | | | 126,764 | | | | 535,485 | |
Investment management fees | | | 59,771 | | | | 457,915 | | | | 37,964 | | | | 337,073 | |
Transfer agent fees | | | 86,004 | | | | 207,352 | | | | 23,738 | | | | 165,937 | |
Accounting services fees | | | 1,982 | | | | 9,382 | | | | 809 | | | | 6,104 | |
Board of Directors’ fees | | | 1,227 | | | | 5,114 | | | | 482 | | | | 2,178 | |
Distribution fees | | | 4,322 | | | | 6,920 | | | | 851 | | | | 9,195 | |
Accrued expenses | | | 23,506 | | | | 51,920 | | | | 12,275 | | | | 68,405 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 1,283,048 | | | | 19,680,418 | | | | 3,327,205 | | | | 36,250,178 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 169,943,454 | | | $ | 847,681,056 | | | $ | 72,661,360 | | | $ | 549,223,538 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 174,711,256 | | | $ | 785,107,083 | | | $ | 94,302,817 | | | $ | 516,791,672 | |
Distributable earnings (loss) | | | (4,767,802 | ) | | | 62,573,973 | | | | (21,641,457 | ) | | | 32,431,866 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 169,943,454 | | | $ | 847,681,056 | | | $ | 72,661,360 | | | $ | 549,223,538 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 27,160,000,000 | | | | 27,150,000,000 | | | | 1,110,000,000 | | | | 650,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0001 | | | $ | 0.0001 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 17.55 | | | $ | 42.02 | | | $ | 7.23 | | | $ | 18.39 | |
| | | | | | | | | | | | | | | | |
Maximum offering price per share | | $ | 18.57 | | | $ | 44.47 | | | $ | 7.65 | | | $ | 19.46 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 7,948,918 | | | | 4,063,075 | | | | 4,398,823 | | | | 15,509,515 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 139,480,855 | | | $ | 170,743,109 | | | $ | 31,823,782 | | | $ | 285,177,246 | |
| | | | | | | | | | | | | | | | |
Class C: Net asset value per share | | $ | 14.94 | | | $ | 28.10 | | | $ | 6.24 | | | $ | 11.56 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 321,940 | | | | 435,797 | | | | 343,905 | | | | 686,936 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 4,808,850 | | | $ | 12,245,540 | | | $ | 2,144,952 | | | $ | 7,943,385 | |
| | | | | | | | | | | | | | | | |
Class I: Net asset value per share | | $ | 17.29 | | | $ | 44.30 | | | $ | 7.24 | | | $ | 19.66 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 601,182 | | | | 4,054,265 | | | | 522,117 | | | | 1,266,183 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 10,394,253 | | | $ | 179,596,378 | | | $ | 3,780,402 | | | $ | 24,898,060 | |
| | | | | | | | | | | | | | | | |
Class R3: Net asset value per share | | $ | 17.86 | | | $ | 41.36 | | | $ | 7.52 | | | $ | 20.23 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 48,126 | | | | 189,727 | | | | 60,912 | | | | 580,295 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 859,460 | | | $ | 7,846,854 | | | $ | 458,320 | | | $ | 11,739,267 | |
| | | | | | | | | | | | | | | | |
Class R4: Net asset value per share | | $ | 18.04 | | | $ | 43.89 | | | $ | 7.64 | | | $ | 21.79 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 224,564 | | | | 661,170 | | | | 5,554 | | | | 547,841 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 4,050,311 | | | $ | 29,018,033 | | | $ | 42,431 | | | $ | 11,936,475 | |
| | | | | | | | | | | | | | | | |
Class R5: Net asset value per share | | $ | 18.19 | | | $ | 46.65 | | | $ | 7.61 | | | $ | 23.28 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 11,503 | | | | 1,400,972 | | | | 2,578 | | | | 122,896 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 209,226 | | | $ | 65,349,027 | | | $ | 19,618 | | | $ | 2,860,572 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Quality Value Fund | | | The Hartford Small Cap Growth Fund | | | Hartford Small Cap Value Fund | | | The Hartford Small Company Fund | |
Class R6: Net asset value per share | | $ | 18.23 | | | $ | 47.42 | | | $ | 7.61 | | | $ | 23.83 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 4,083 | | | | 1,693,251 | | | | 18,141 | | | | 4,965 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 74,438 | | | $ | 80,290,666 | | | $ | 138,088 | | | $ | 118,326 | |
| | | | | | | | | | | | | | | | |
Class Y: Net asset value per share | | $ | 18.21 | | | $ | 47.43 | | | $ | 7.60 | | | $ | 23.81 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 19,535 | | | | 5,481,593 | | | | 39,068 | | | | 706,863 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 355,780 | | | $ | 259,968,693 | | | $ | 296,973 | | | $ | 16,828,418 | |
| | | | | | | | | | | | | | | | |
Class F: Net asset value per share | | $ | 17.23 | | | $ | 44.48 | | | $ | 7.24 | | | $ | 19.78 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 563,629 | | | | 958,139 | | | | 4,690,804 | | | | 9,489,850 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 9,710,281 | | | $ | 42,622,756 | | | $ | 33,956,794 | | | $ | 187,721,789 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 173,147,074 | | | $ | 780,288,399 | | | $ | 90,503,740 | | | $ | 521,658,257 | |
Cost of foreign currency | | $ | 7 | | | $ | — | | | $ | — | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | — | | | $ | 7,633,899 | | | $ | 2,406,580 | | | $ | 9,751,628 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Operations
For the Six-Month Period Ended April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Capital Appreciation Fund | | | Hartford Core Equity Fund | | | The Hartford Dividend and Growth Fund | | | The Hartford Equity Income Fund | |
Investment Income: | | | | | | | | | | | | | | | | |
Dividends | | $ | 54,830,308 | | | $ | 46,562,214 | | | $ | 115,366,706 | | | $ | 58,282,959 | |
Interest | | | 799,378 | | | | 1,404,996 | | | | 1,881,171 | | | | 379,692 | |
Securities lending | | | 649,716 | | | | 94,606 | | | | 4,214 | | | | 21,013 | |
Less: Foreign tax withheld | | | (80,896 | ) | | | — | | | | (1,445,230 | ) | | | (1,166,790 | ) |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 56,198,506 | | | | 48,061,816 | | | | 115,806,861 | | | | 57,516,874 | |
| | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | |
Investment management fees | | | 21,839,433 | | | | 10,455,053 | | | | 26,654,615 | | | | 11,998,751 | |
Transfer agent fees | | | | | | | | | | | | | | | | |
Class A | | | 2,924,192 | | | | 469,480 | | | | 1,954,390 | | | | 711,890 | |
Class C | | | 198,666 | | | | 167,822 | | | | 128,870 | | | | 144,411 | |
Class I | | | 287,372 | | | | 752,070 | | | | 509,772 | | | | 397,659 | |
Class R3 | | | 50,903 | | | | 38,682 | | | | 67,274 | | | | 40,637 | |
Class R4 | | | 28,738 | | | | 113,617 | | | | 81,857 | | | | 37,487 | |
Class R5 | | | 21,287 | | | | 104,755 | | | | 93,727 | | | | 40,584 | |
Class R6 | | | 1,170 | | | | 5,193 | | | | 2,390 | | | | 986 | |
Class Y | | | 74,633 | | | | 214,331 | | | | 337,943 | | | | 48,225 | |
Class F | | | 2,929 | | | | 7,217 | | | | 14,752 | | | | 9,622 | |
Distribution fees | | | | | | | | | | | | | | | | |
Class A | | | 5,760,862 | | | | 1,159,926 | | | | 4,469,656 | | | | 1,859,576 | |
Class C | | | 1,228,611 | | | | 1,921,844 | | | | 917,347 | | | | 1,351,886 | |
Class R3 | | | 116,511 | | | | 92,284 | | | | 153,897 | | | | 97,794 | |
Class R4 | | | 44,566 | | | | 190,687 | | | | 127,517 | | | | 61,887 | |
Custodian fees | | | 25,602 | | | | 10,959 | | | | 19,575 | | | | 10,411 | |
Registration and filing fees | | | 80,647 | | | | 193,047 | | | | 137,569 | | | | 90,238 | |
Accounting services fees | | | 544,143 | | | | 470,616 | | | | 643,297 | | | | 303,053 | |
Board of Directors’ fees | | | 88,137 | | | | 74,950 | | | | 114,676 | | | | 51,296 | |
Audit fees | | | 20,966 | | | | 9,521 | | | | 9,630 | | | | 9,663 | |
Other expenses | | | 359,798 | | | | 226,980 | | | | 436,869 | | | | 217,414 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 33,699,166 | | | | 16,679,034 | | | | 36,875,623 | | | | 17,483,470 | |
| | | | | | | | | | | | | | | | |
Expense waivers | | | — | | | | — | | | | — | | | | — | |
Transfer agent fee waivers | | | (40,793 | ) | | | (60,129 | ) | | | (175,661 | ) | | | (21,749 | ) |
Distribution fee reimbursements | | | (90,901 | ) | | | (44,960 | ) | | | (42,480 | ) | | | (5,172 | ) |
Commission recapture | | | (25,897 | ) | | | (4,018 | ) | | | (18,455 | ) | | | (14,089 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (157,591 | ) | | | (109,107 | ) | | | (236,596 | ) | | | (41,010 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 33,541,575 | | | | 16,569,927 | | | | 36,639,027 | | | | 17,442,460 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 22,656,931 | | | | 31,491,889 | | | | 79,167,834 | | | | 40,074,414 | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | (139,867,057 | ) | | | (138,982,705 | ) | | | 139,430,629 | | | | (20,372,286 | ) |
Net realized gain (loss) on futures contracts | | | (13,609,257 | ) | | | (5,463,885 | ) | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 23,561 | | | | — | | | | (57,622 | ) | | | (34,769 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (153,452,753 | ) | | | (144,446,590 | ) | | | 139,373,007 | | | | (20,407,055 | ) |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | (300,359,080 | ) | | | (157,105,533 | ) | | | (1,049,813,832 | ) | | | (429,260,552 | ) |
Net unrealized appreciation (depreciation) of futures contracts | | | 8,193,242 | | | | 5,184,777 | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | (6,343 | ) | | | — | | | | — | | | | 33,559 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (292,172,181 | ) | | | (151,920,756 | ) | | | (1,049,813,832 | ) | | | (429,226,993 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (445,624,934 | ) | | | (296,367,346 | ) | | | (910,440,825 | ) | | | (449,634,048 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (422,968,003 | ) | | $ | (264,875,457 | ) | | $ | (831,272,991 | ) | | $ | (409,559,634 | ) |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Operations – (continued)
For the Six-Month Period Ended April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | The Hartford Growth Opportunities Fund | | | The Hartford Healthcare Fund | | | The Hartford MidCap Fund | | | The Hartford MidCap Value Fund | |
Investment Income: | | | | | | | | | | | | | | | | |
Dividends | | $ | 9,888,441 | | | $ | 6,721,184 | | | $ | 66,686,956 | | | $ | 6,877,672 | |
Interest | | | 426,530 | | | | 126,381 | | | | 162,895 | | | | 99,626 | |
Securities lending | | | 1,853,397 | | | | 75,561 | | | | 448,462 | | | | 6,631 | |
Less: Foreign tax withheld | | | — | | | | (86,907 | ) | | | (33,113 | ) | | | (34,013 | ) |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 12,168,368 | | | | 6,836,219 | | | | 67,265,200 | | | | 6,949,916 | |
| | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | |
Investment management fees | | | 16,282,359 | | | | 5,647,920 | | | | 47,296,010 | | | | 2,421,648 | |
Transfer agent fees | | | | | | | | | | | | | | | | |
Class A | | | 1,318,990 | | | | 471,413 | | | | 1,599,575 | | | | 273,704 | |
Class C | | | 166,838 | | | | 101,667 | | | | 299,416 | | | | 15,512 | |
Class I | | | 713,833 | | | | 148,954 | | | | 2,754,207 | | | | 14,342 | |
Class R3 | | | 45,016 | | | | 35,438 | | | | 99,498 | | | | 7,821 | |
Class R4 | | | 50,768 | | | | 21,469 | | | | 204,732 | | | | 9,252 | |
Class R5 | | | 11,948 | | | | 3,622 | | | | 253,493 | | | | 814 | |
Class R6 | | | 474 | | | | 37 | | | | 32,823 | | | | — | |
Class Y | | | 83,203 | | | | 34,302 | | | | 783,828 | | | | 5,981 | |
Class F | | | 4,301 | | | | 365 | | | | 18,527 | | | | 3,999 | |
Distribution fees | | | | | | | | | | | | | | | | |
Class A | | | 2,627,611 | | | | 862,492 | | | | 3,385,223 | | | | 363,859 | |
Class C | | | 1,335,841 | | | | 692,520 | | | | 2,299,087 | | | | 70,621 | |
Class R3 | | | 103,096 | | | | 83,279 | | | | 231,739 | | | | 17,943 | |
Class R4 | | | 75,902 | | | | 33,185 | | | | 303,905 | | | | 13,700 | |
Custodian fees | | | 12,567 | | | | 12,144 | | | | 28,819 | | | | 5,348 | |
Registration and filing fees | | | 113,493 | | | | 65,444 | | | | 187,845 | | | | 63,389 | |
Accounting services fees | | | 388,516 | | | | 104,184 | | | | 942,061 | | | | 53,098 | |
Board of Directors’ fees | | | 61,284 | | | | 16,864 | | | | 179,216 | | | | 8,926 | |
Audit fees | | | 20,109 | | | | 11,025 | | | | 9,534 | | | | 9,615 | |
Other expenses | | | 237,287 | | | | 81,924 | | | | 907,222 | | | | 95,067 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 23,653,436 | | | | 8,428,248 | | | | 61,816,760 | | | | 3,454,639 | |
| | | | | | | | | | | | | | | | |
Expense waivers | | | — | | | | — | | | | — | | | | — | |
Transfer agent fee waivers | | | (45,275 | ) | | | (12,360 | ) | | | (824,450 | ) | | | (2,712 | ) |
Distribution fee reimbursements | | | (66,885 | ) | | | (11,540 | ) | | | (51,940 | ) | | | (3,150 | ) |
Commission recapture | | | (13,468 | ) | | | (1,290 | ) | | | (66,775 | ) | | | (4,061 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (125,628 | ) | | | (25,190 | ) | | | (943,165 | ) | | | (9,923 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 23,527,808 | | | | 8,403,058 | | | | 60,873,595 | | | | 3,444,716 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (11,359,440 | ) | | | (1,566,839 | ) | | | 6,391,605 | | | | 3,505,200 | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 161,571,597 | | | | 95,143,759 | | | | 437,507,990 | | | | (22,787,675 | ) |
Net realized gain (loss) on other foreign currency transactions | | | 5,037 | | | | (16,481 | ) | | | (6 | ) | | | (5,445 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 161,576,634 | | | | 95,127,278 | | | | 437,507,984 | | | | (22,793,120 | ) |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 210,970,739 | | | | 45,007,125 | | | | (1,306,245,267 | ) | | | (109,297,683 | ) |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 7,201 | | | | 5,966 | | | | — | | | | 574 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 210,977,940 | | | | 45,013,091 | | | | (1,306,245,267 | ) | | | (109,297,109 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 372,554,574 | | | | 140,140,369 | | | | (868,737,283 | ) | | | (132,090,229 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 361,195,134 | | | $ | 138,573,530 | | | $ | (862,345,678 | ) | | $ | (128,585,029 | ) |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Operations – (continued)
For the Six-Month Period Ended April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Quality Value Fund | | | The Hartford Small Cap Growth Fund | | | Hartford Small Cap Value Fund | | | The Hartford Small Company Fund | |
Investment Income: | | | | | | | | | | | | | | | | |
Dividends | | $ | 2,985,385 | | | $ | 4,004,551 | | | $ | 1,166,393 | | | $ | 1,693,987 | |
Interest | | | 22,807 | | | | 59,725 | | | | 4,339 | | | | 99,197 | |
Securities lending | | | — | | | | 74,729 | | | | 11,948 | | | | 188,645 | |
Less: Foreign tax withheld | | | (45,414 | ) | | | — | | | | — | | | | (2,438 | ) |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 2,962,778 | | | | 4,139,005 | | | | 1,182,680 | | | | 1,979,391 | |
| | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | |
Investment management fees | | | 438,187 | | | | 3,433,752 | | | | 327,133 | | | | 2,417,289 | |
Transfer agent fees | | | | | | | | | | | | | | | | |
Class A | | | 166,452 | | | | 233,635 | | | | 50,327 | | | | 291,465 | |
Class C | | | 7,497 | | | | 10,914 | | | | 3,728 | | | | 11,605 | |
Class I | | | 6,536 | | | | 77,538 | | | | 3,097 | | | | 16,126 | |
Class R3 | | | 1,172 | | | | 9,997 | | | | 601 | | | | 14,405 | |
Class R4 | | | 4,310 | | | | 30,921 | | | | 46 | | | | 11,281 | |
Class R5 | | | 119 | | | | 43,557 | | | | 6 | | | | 1,850 | |
Class R6 | | | — | | | | 1,253 | | | | 2 | | | | 2 | |
Class Y | | | 309 | | | | 157,334 | | | | 208 | | | | 9,734 | |
Class F | | | 168 | | | | 351 | | | | 287 | | | | 2,833 | |
Distribution fees | | | | | | | | | | | | | | | | |
Class A | | | 198,731 | | | | 237,002 | | | | 50,859 | | | | 385,841 | |
Class C | | | 30,219 | | | | 73,366 | | | | 15,099 | | | | 46,785 | |
Class R3 | | | 2,687 | | | | 22,958 | | | | 1,379 | | | | 33,046 | |
Class R4 | | | 6,556 | | | | 47,679 | | | | 68 | | | | 16,740 | |
Custodian fees | | | 2,977 | | | | 4,869 | | | | 1,819 | | | | 3,778 | |
Registration and filing fees | | | 56,497 | | | | 63,579 | | | | 57,937 | | | | 66,235 | |
Accounting services fees | | | 15,462 | | | | 76,615 | | | | 7,451 | | | | 51,436 | |
Board of Directors’ fees | | | 2,625 | | | | 13,247 | | | | 1,298 | | | | 7,929 | |
Audit fees | | | 13,878 | | | | 9,590 | | | | 9,694 | | | | 17,564 | |
Other expenses | | | 18,229 | | | | 74,742 | | | | 10,568 | | | | 74,064 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 972,611 | | | | 4,622,899 | | | | 541,607 | | | | 3,480,008 | |
| | | | | | | | | | | | | | | | |
Expense waivers | | | (99,866 | ) | | | — | | | | (42,257 | ) | | | (9,320 | ) |
Transfer agent fee waivers | | | — | | | | (95,003 | ) | | | — | | | | — | |
Distribution fee reimbursements | | | (4,121 | ) | | | (7,136 | ) | | | (1,819 | ) | | | (7,015 | ) |
Commission recapture | | | (630 | ) | | | (4,824 | ) | | | (1,915 | ) | | | (6,477 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (104,617 | ) | | | (106,963 | ) | | | (45,991 | ) | | | (22,812 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 867,994 | | | | 4,515,936 | | | | 495,616 | | | | 3,457,196 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 2,094,784 | | | | (376,931 | ) | | | 687,064 | | | | (1,477,805 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | (3,410,685 | ) | | | (14,551,429 | ) | | | (5,594,471 | ) | | | (6,361,424 | ) |
Net realized gain (loss) on other foreign currency transactions | | | (3,747 | ) | | | — | | | | 526 | | | | (5,443 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (3,414,432 | ) | | | (14,551,429 | ) | | | (5,593,945 | ) | | | (6,366,867 | ) |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | (24,088,001 | ) | | | (42,015,032 | ) | | | (21,228,153 | ) | | | (15,333,704 | ) |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 2,007 | | | | — | | | | (38 | ) | | | 336 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (24,085,994 | ) | | | (42,015,032 | ) | | | (21,228,191 | ) | | | (15,333,368 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (27,500,426 | ) | | | (56,566,461 | ) | | | (26,822,136 | ) | | | (21,700,235 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (25,405,642 | ) | | $ | (56,943,392 | ) | | $ | (26,135,072 | ) | | $ | (23,178,040 | ) |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Changes in Net Assets
| | | | | | | | | | | | | | | | | | | | | | | | |
| | The Hartford Capital Appreciation Fund | | | Hartford Core Equity Fund | | | The Hartford Dividend and Growth Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 22,656,931 | | | $ | 32,178,066 | | | $ | 31,491,889 | | | $ | 46,421,862 | | | $ | 79,167,834 | | | $ | 152,429,025 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | (153,452,753 | ) | | | 313,758,005 | | | | (144,446,590 | ) | | | 100,491,586 | | | | 139,373,007 | | | | 261,913,493 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (292,172,181 | ) | | | 696,148,729 | | | | (151,920,756 | ) | | | 578,564,751 | | | | (1,049,813,832 | ) | | | 705,555,576 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (422,968,003 | ) | | | 1,042,084,800 | | | | (264,875,457 | ) | | | 725,478,199 | | | | (831,272,991 | ) | | | 1,119,898,094 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | (233,332,626 | ) | | | (706,880,408 | ) | | | (22,933,264 | ) | | | (32,665,488 | ) | | | (138,200,562 | ) | | | (376,562,728 | ) |
Class C | | | (16,172,531 | ) | | | (77,462,288 | ) | | | (8,130,632 | ) | | | (13,165,205 | ) | | | (6,618,790 | ) | | | (22,753,711 | ) |
Class I | | | (33,414,798 | ) | | | (107,802,788 | ) | | | (50,034,684 | ) | | | (58,009,690 | ) | | | (43,165,619 | ) | | | (95,343,423 | ) |
Class R3 | | | (1,922,241 | ) | | | (8,221,995 | ) | | | (766,121 | ) | | | (1,469,253 | ) | | | (2,268,043 | ) | | | (7,276,281 | ) |
Class R4 | | | (1,528,792 | ) | | | (6,723,975 | ) | | | (3,662,366 | ) | | | (6,169,265 | ) | | | (3,913,184 | ) | | | (13,533,303 | ) |
Class R5 | | | (1,654,005 | ) | | | (4,489,300 | ) | | | (6,433,517 | ) | | | (10,058,287 | ) | | | (7,306,034 | ) | | | (16,252,768 | ) |
Class R6 | | | (3,567,960 | ) | | | (9,472,410 | ) | | | (7,619,916 | ) | | | (7,010,180 | ) | | | (4,771,523 | ) | | | (9,073,108 | ) |
Class Y | | | (8,300,069 | ) | | | (22,763,013 | ) | | | (10,460,625 | ) | | | (11,032,634 | ) | | | (26,388,429 | ) | | | (68,670,776 | ) |
Class F | | | (40,192,877 | ) | | | (127,729,846 | ) | | | (48,473,882 | ) | | | (33,816,031 | ) | | | (111,468,670 | ) | | | (288,913,297 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | (340,085,899 | ) | | | (1,071,546,023 | ) | | | (158,515,007 | ) | | | (173,396,033 | ) | | | (344,100,854 | ) | | | (898,379,395 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 258,351,929 | | | | 488,499,323 | | | | 2,514,356,752 | | | | 2,583,350,592 | | | | 1,118,770,756 | | | | 1,316,713,660 | |
Issued on reinvestment of distributions | | | 327,641,308 | | | | 1,028,835,269 | | | | 151,792,905 | | | | 165,763,267 | | | | 331,692,965 | | | | 867,611,541 | |
Redeemed | | | (808,616,917 | ) | | | (1,724,498,541 | ) | | | (1,190,356,086 | ) | | | (1,079,118,925 | ) | | | (1,054,831,500 | ) | | | (1,593,432,163 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (222,623,680 | ) | | | (207,163,949 | ) | | | 1,475,793,571 | | | | 1,669,994,934 | | | | 395,632,221 | | | | 590,893,038 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (985,677,582 | ) | | | (236,625,172 | ) | | | 1,052,403,107 | | | | 2,222,077,100 | | | | (779,741,624 | ) | | | 812,411,737 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 6,941,637,300 | | | | 7,178,262,472 | | | | 5,691,910,758 | | | | 3,469,833,658 | | | | 9,043,319,451 | | | | 8,230,907,714 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 5,955,959,718 | | | $ | 6,941,637,300 | | | $ | 6,744,313,865 | | | $ | 5,691,910,758 | | | $ | 8,263,577,827 | | | $ | 9,043,319,451 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | The Hartford Equity Income Fund | | | The Hartford Growth Opportunities Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019 | | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 40,074,414 | | | $ | 83,954,241 | | | $ | (11,359,440 | ) | | $ | (26,899,996 | ) |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | (20,407,055 | ) | | | 251,977,418 | | | | 161,576,634 | | | | 328,106,237 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (429,226,993 | ) | | | 185,592,620 | | | | 210,977,940 | | | | 290,104,434 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (409,559,634 | ) | | | 521,524,279 | | | | 361,195,134 | | | | 591,310,675 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | |
Class A | | | (113,338,631 | ) | | | (139,419,928 | ) | | | (132,324,071 | ) | | | (456,838,651 | ) |
Class C | | | (19,953,888 | ) | | | (27,745,387 | ) | | | (33,399,302 | ) | | | (111,605,001 | ) |
Class I | | | (70,789,580 | ) | | | (106,057,518 | ) | | | (86,336,894 | ) | | | (353,498,531 | ) |
Class R3 | | | (2,989,745 | ) | | | (4,085,476 | ) | | | (2,788,128 | ) | | | (10,699,557 | ) |
Class R4 | | | (3,796,652 | ) | | | (6,151,808 | ) | | | (3,725,988 | ) | | | (17,113,553 | ) |
Class R5 | | | (5,918,346 | ) | | | (7,636,620 | ) | | | (1,419,176 | ) | | | (4,132,294 | ) |
Class R6 | | | (3,945,149 | ) | | | (3,471,599 | ) | | | (1,357,539 | ) | | | (2,565,390 | ) |
Class Y | | | (7,666,420 | ) | | | (12,485,702 | ) | | | (8,936,697 | ) | | | (24,851,439 | ) |
Class F | | | (69,719,568 | ) | | | (76,875,225 | ) | | | (31,543,831 | ) | | | (88,424,295 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | (298,117,979 | ) | | | (383,929,263 | ) | | | (301,831,626 | ) | | | (1,069,728,711 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 391,487,068 | | | | 684,129,579 | | | | 376,493,273 | | | | 1,040,653,406 | |
Issued on reinvestment of distributions | | | 286,058,703 | | | | 367,118,559 | | | | 276,243,675 | | | | 974,523,793 | |
Redeemed | | | (548,171,809 | ) | | | (1,256,628,479 | ) | | | (839,639,477 | ) | | | (1,511,405,502 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 129,373,962 | | | | (205,380,341 | ) | | | (186,902,529 | ) | | | 503,771,697 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (578,303,651 | ) | | | (67,785,325 | ) | | | (127,539,021 | ) | | | 25,353,661 | |
| | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 4,075,609,705 | | | | 4,143,395,030 | | | | 4,722,337,709 | | | | 4,696,984,048 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 3,497,306,054 | | | $ | 4,075,609,705 | | | $ | 4,594,798,688 | | | $ | 4,722,337,709 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | The Hartford Healthcare Fund | | | The Hartford MidCap Fund | | | The Hartford MidCap Value Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| |
Operations: | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | (1,566,839 | ) | | $ | (3,913,470 | ) | | $ | 6,391,605 | | | $ | (17,375,474 | ) | | $ | 3,505,200 | | | $ | 5,214,816 | |
Net realized gain (loss) on investments and foreign currency transactions | | | 95,127,278 | | | | 98,097,029 | | | | 437,507,984 | | | | 692,389,101 | | | | (22,793,120 | ) | | | 15,796,293 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | 45,013,091 | | | | 49,131,042 | | | | (1,306,245,267 | ) | | | 1,148,200,359 | | | | (109,297,109 | ) | | | 60,487,724 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 138,573,530 | | | | 143,314,601 | | | | (862,345,678 | ) | | | 1,823,213,986 | | | | (128,585,029 | ) | | | 81,498,833 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | (43,738,879 | ) | | | (48,565,116 | ) | | | (150,147,304 | ) | | | (289,440,848 | ) | | | (9,305,291 | ) | | | (31,904,637 | ) |
Class C | | | (11,289,417 | ) | | | (13,953,587 | ) | | | (38,059,233 | ) | | | (88,988,927 | ) | | | (469,443 | ) | | | (2,364,041 | ) |
Class I | | | (18,502,651 | ) | | | (25,648,483 | ) | | | (215,894,776 | ) | | | (397,398,146 | ) | | | (986,601 | ) | | | (3,672,119 | ) |
Class R3 | | | (2,132,500 | ) | | | (2,630,413 | ) | | | (4,574,098 | ) | | | (10,655,554 | ) | | | (194,286 | ) | | | (947,049 | ) |
Class R4 | | | (1,601,341 | ) | | | (2,166,993 | ) | | | (11,938,522 | ) | | | (27,102,479 | ) | | | (330,164 | ) | | | (1,216,557 | ) |
Class R5 | | | (362,223 | ) | | | (547,097 | ) | | | (21,826,289 | ) | | | (45,165,553 | ) | | | (46,111 | ) | | | (805,091 | ) |
Class R6 | | | (138,636 | ) | | | — | | | | (75,768,818 | ) | | | (108,955,955 | ) | | | — | | | | — | |
Class Y | | | (4,160,454 | ) | | | (3,369,356 | ) | | | (67,701,428 | ) | | | (162,390,598 | ) | | | (388,030 | ) | | | (1,198,031 | ) |
Class F | | | (1,805,276 | ) | | | (5,165,741 | ) | | | (117,154,616 | ) | | | (183,904,712 | ) | | | (10,736,193 | ) | | | (29,727,333 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | (83,731,377 | ) | | | (102,046,786 | ) | | | (703,065,084 | ) | | | (1,314,002,772 | ) | | | (22,456,119 | ) | | | (71,834,858 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | |
Sold | | | 112,223,825 | | | | 162,135,540 | | | | 1,747,228,072 | | | | 3,932,057,467 | | | | 85,858,025 | | | | 140,081,421 | |
Issued on reinvestment of distributions | | | 79,518,797 | | | | 97,225,749 | | | | 674,235,989 | | | | 1,257,169,368 | | | | 22,332,350 | | | | 70,997,863 | |
Redeemed | | | (162,657,903 | ) | | | (458,221,064 | ) | | | (2,266,343,169 | ) | | | (4,084,043,517 | ) | | | (80,606,483 | ) | | | (145,764,489 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 29,084,719 | | | | (198,859,775 | ) | | | 155,120,892 | | | | 1,105,183,318 | | | | 27,583,892 | | | | 65,314,795 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 83,926,872 | | | | (157,591,960 | ) | | | (1,410,289,870 | ) | | | 1,614,394,532 | | | | (123,457,256 | ) | | | 74,978,770 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | |
Beginning of period | | | 1,271,501,275 | | | | 1,429,093,235 | | | | 13,911,465,783 | | | | 12,297,071,251 | | | | 705,760,137 | | | | 630,781,367 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,355,428,147 | | | $ | 1,271,501,275 | | | $ | 12,501,175,913 | | | $ | 13,911,465,783 | | | $ | 582,302,881 | | | $ | 705,760,137 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Quality Value Fund | | | The Hartford Small Cap Growth Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 2,094,784 | | | $ | 4,991,920 | | | $ | (376,931 | ) | | $ | (1,619,044 | ) |
Net realized gain (loss) on investments and foreign currency transactions | | | (3,414,432 | ) | | | 6,013,760 | | | | (14,551,429 | ) | | | 14,715,285 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | (24,085,994 | ) | | | 18,436,373 | | | | (42,015,032 | ) | | | 68,831,465 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (25,405,642 | ) | | | 29,442,053 | | | | (56,943,392 | ) | | | 81,927,706 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | |
Class A | | | (8,585,794 | ) | | | (10,328,219 | ) | | | (3,152,384 | ) | | | (43,413,241 | ) |
Class C | | | (334,834 | ) | | | (488,659 | ) | | | (371,513 | ) | | | (6,352,380 | ) |
Class I | | | (704,282 | ) | | | (854,566 | ) | | | (2,950,208 | ) | | | (47,429,264 | ) |
Class R3 | | | (57,990 | ) | | | (61,925 | ) | | | (162,662 | ) | | | (2,796,540 | ) |
Class R4 | | | (303,759 | ) | | | (364,460 | ) | | | (630,158 | ) | | | (14,166,813 | ) |
Class R5 | | | (12,405 | ) | | | (32,495 | ) | | | (1,205,841 | ) | | | (18,766,338 | ) |
Class R6 | | | (1,828 | ) | | | (650 | ) | | | (971,533 | ) | | | (8,767,431 | ) |
Class Y | | | (33,830 | ) | | | (39,465 | ) | | | (5,261,029 | ) | | | (69,794,940 | ) |
Class F | | | (650,547 | ) | | | (6,128,466 | ) | | | (693,277 | ) | | | (9,900,355 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | (10,685,269 | ) | | | (18,298,905 | ) | | | (15,398,605 | ) | | | (221,387,302 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 8,963,405 | | | | 16,762,137 | | | | 181,802,257 | | | | 366,698,768 | |
Issued on reinvestment of distributions | | | 10,505,554 | | | | 18,080,940 | | | | 14,907,961 | | | | 209,847,653 | |
Redeemed | | | (22,014,971 | ) | | | (120,327,472 | ) | | | (292,820,649 | ) | | | (518,321,132 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (2,546,012 | ) | | | (85,484,395 | ) | | | (96,110,431 | ) | | | 58,225,289 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (38,636,923 | ) | | | (74,341,247 | ) | | | (168,452,428 | ) | | | (81,234,307 | ) |
| | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 208,580,377 | | | | 282,921,624 | | | | 1,016,133,484 | | | | 1,097,367,791 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 169,943,454 | | | $ | 208,580,377 | | | $ | 847,681,056 | | | $ | 1,016,133,484 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Small Cap Value Fund | | | The Hartford Small Company Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| |
Operations: | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 687,064 | | | $ | 1,171,073 | | �� | $ | (1,477,805 | ) | | $ | (2,934,571 | ) |
Net realized gain (loss) on investments and foreign currency transactions | | | (5,593,945 | ) | | | 5,301,969 | | | | (6,366,867 | ) | | | 38,272,188 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | (21,228,191 | ) | | | (2,603,683 | ) | | | (15,333,368 | ) | | | 34,222,341 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (26,135,072 | ) | | | 3,869,359 | | | | (23,178,040 | ) | | | 69,559,958 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | |
Class A | | | (2,971,162 | ) | | | (12,609,836 | ) | | | (19,581,596 | ) | | | (50,850,996 | ) |
Class C | | | (232,432 | ) | | | (1,665,307 | ) | | | (922,638 | ) | | | (2,799,065 | ) |
Class I | | | (419,421 | ) | | | (1,179,686 | ) | | | (1,641,458 | ) | | | (4,870,629 | ) |
Class R3 | | | (37,274 | ) | | | (126,981 | ) | | | (795,519 | ) | | | (2,677,758 | ) |
Class R4 | | | (4,174 | ) | | | (11,402 | ) | | | (754,352 | ) | | | (2,412,769 | ) |
Class R5 | | | (730 | ) | | | (8,637 | ) | | | (157,911 | ) | | | (403,513 | ) |
Class R6 | | | (7,036 | ) | | | (2,456 | ) | | | (5,772 | ) | | | (21,469 | ) |
Class Y | | | (28,438 | ) | | | (115,661 | ) | | | (1,571,493 | ) | | | (5,332,405 | ) |
Class F | | | (3,318,168 | ) | | | (9,621,393 | ) | | | (11,316,929 | ) | | | (20,116,041 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | (7,018,835 | ) | | | (25,341,359 | ) | | | (36,747,668 | ) | | | (89,484,645 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | |
Sold | | | 6,946,894 | | | | 24,105,167 | | | | 56,261,108 | | | | 140,460,721 | |
Issued on reinvestment of distributions | | | 6,977,513 | | | | 24,897,952 | | | | 36,543,865 | | | | 88,871,747 | |
Redeemed | | | (13,008,355 | ) | | | (24,593,063 | ) | | | (89,827,376 | ) | | | (112,635,884 | ) |
| | | | | | | | | | | | | | | | |
Net increase from capital share transactions | | | 916,052 | | | | 24,410,056 | | | | 2,977,597 | | | | 116,696,584 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (32,237,855 | ) | | | 2,938,056 | | | | (56,948,111 | ) | | | 96,771,897 | |
| | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | |
Beginning of period | | | 104,899,215 | | | | 101,961,159 | | | | 606,171,649 | | | | 509,399,752 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 72,661,360 | | | $ | 104,899,215 | | | $ | 549,223,538 | | | $ | 606,171,649 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2020 (Unaudited) | |
A | | $ | 37.12 | | | $ | 0.11 | | | $ | (2.38 | ) | | $ | (2.27 | ) | | $ | (0.17 | ) | | $ | (1.64 | ) | | $ | (1.81 | ) | | $ | 33.04 | | | | (6.51 | )%(4) | | $ | 4,207,447 | | | | 1.08 | %(5) | | | 1.07 | %(5) | | | 0.64 | %(5) | | | 40 | % |
C | | | 27.08 | | | | (0.02 | ) | | | (1.71 | ) | | | (1.73 | ) | | | — | | | | (1.64 | ) | | | (1.64 | ) | | | 23.71 | | | | (6.91 | )(4) | | | 203,089 | | | | 1.86 | (5) | | | 1.86 | (5) | | | (0.15 | )(5) | | | 40 | |
I | | | 37.36 | | | | 0.16 | | | | (2.39 | ) | | | (2.23 | ) | | | (0.27 | ) | | | (1.64 | ) | | | (1.91 | ) | | | 33.22 | | | | (6.39 | )(4) | | | 542,308 | | | | 0.79 | (5) | | | 0.79 | (5) | | | 0.92 | (5) | | | 40 | |
R3 | | | 41.47 | | | | 0.06 | | | | (2.70 | ) | | | (2.64 | ) | | | — | | | | (1.64 | ) | | | (1.64 | ) | | | 37.19 | | | | (6.68 | )(4) | | | 41,848 | | | | 1.42 | (5) | | | 1.42 | (5) | | | 0.30 | (5) | | | 40 | |
R4 | | | 43.06 | | | | 0.13 | | | | (2.80 | ) | | | (2.67 | ) | | | (0.10 | ) | | | (1.64 | ) | | | (1.74 | ) | | | 38.65 | | | | (6.55 | )(4) | | | 32,043 | | | | 1.11 | (5) | | | 1.11 | (5) | | | 0.61 | (5) | | | 40 | |
R5 | | | 44.04 | | | | 0.19 | | | | (2.85 | ) | | | (2.66 | ) | | | (0.26 | ) | | | (1.64 | ) | | | (1.90 | ) | | | 39.48 | | | | (6.39 | )(4) | | | 34,131 | | | | 0.81 | (5) | | | 0.81 | (5) | | | 0.90 | (5) | | | 40 | |
R6 | | | 44.34 | | | | 0.21 | | | | (2.87 | ) | | | (2.66 | ) | | | (0.30 | ) | | | (1.64 | ) | | | (1.94 | ) | | | 39.74 | | | | (6.36 | )(4) | | | 75,112 | | | | 0.70 | (5) | | | 0.70 | (5) | | | 1.01 | (5) | | | 40 | |
Y | | | 44.32 | | | | 0.21 | | | | (2.87 | ) | | | (2.66 | ) | | | (0.29 | ) | | | (1.64 | ) | | | (1.93 | ) | | | 39.73 | | | | (6.37 | )(4) | | | 116,941 | | | | 0.80 | (5) | | | 0.74 | (5) | | | 0.98 | (5) | | | 40 | |
F | | | 37.36 | | | | 0.18 | | | | (2.39 | ) | | | (2.21 | ) | | | (0.30 | ) | | | (1.64 | ) | | | (1.94 | ) | | | 33.21 | | | | (6.36 | )(4) | | | 703,042 | | | | 0.70 | (5) | | | 0.70 | (5) | | | 1.01 | (5) | | | 40 | |
|
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 | |
|
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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 38.15 | | | $ | 0.13 | | | $ | (0.57 | ) | | $ | (0.44 | ) | | $ | (0.12 | ) | | $ | (3.10 | ) | | $ | (3.22 | ) | | $ | 34.49 | | | | (0.97 | )% | | $ | 4,609,594 | | | | 1.11 | % | | | 1.11 | %(8) | | | 0.39 | % | | | 88 | % |
B | | | 31.00 | | | | (0.13 | ) | | | (0.49 | ) | | | (0.62 | ) | | | — | | | | (3.10 | ) | | | (3.10 | ) | | | 27.28 | | | | (1.82 | ) | | | 58,647 | | | | 2.00 | | | | 2.00 | (8) | | | (0.49 | ) | | | 88 | |
C | | | 31.48 | | | | (0.09 | ) | | | (0.49 | ) | | | (0.58 | ) | | | — | | | | (3.10 | ) | | | (3.10 | ) | | | 27.80 | | | | (1.65 | ) | | | 1,420,171 | | | | 1.83 | | | | 1.83 | (8) | | | (0.33 | ) | | | 88 | |
I | | | 38.31 | | | | 0.24 | | | | (0.57 | ) | | | (0.33 | ) | | | (0.23 | ) | | | (3.10 | ) | | | (3.33 | ) | | | 34.65 | | | | (0.65 | ) | | | 1,225,026 | | | | 0.81 | | | | 0.81 | (8) | | | 0.70 | | | | 88 | |
R3 | | | 41.06 | | | | 0.03 | | | | (0.61 | ) | | | (0.58 | ) | | | — | | | | (3.10 | ) | | | (3.10 | ) | | | 37.38 | | | | (1.26 | ) | | | 103,526 | | | | 1.43 | | | | 1.42 | (8) | | | 0.09 | | | | 88 | |
R4 | | | 42.07 | | | | 0.15 | | | | (0.63 | ) | | | (0.48 | ) | | | (0.10 | ) | | | (3.10 | ) | | | (3.20 | ) | | | 38.39 | | | | (0.95 | ) | | | 100,426 | | | | 1.12 | | | | 1.12 | (8) | | | 0.39 | | | | 88 | |
R5 | | | 42.84 | | | | 0.27 | | | | (0.64 | ) | | | (0.37 | ) | | | (0.22 | ) | | | (3.10 | ) | | | (3.32 | ) | | | 39.15 | | | | (0.65 | ) | | | 45,643 | | | | 0.82 | | | | 0.82 | (8) | | | 0.69 | | | | 88 | |
R6 | | | 43.03 | | | | 0.33 | | | | (0.66 | ) | | | (0.33 | ) | | | (0.24 | ) | | | (3.10 | ) | | | (3.34 | ) | | | 39.36 | | | | (0.56 | ) | | | 57,432 | | | | 0.72 | | | | 0.72 | (8) | | | 0.85 | | | | 88 | |
Y | | | 43.05 | | | | 0.30 | | | | (0.63 | ) | | | (0.33 | ) | | | (0.26 | ) | | | (3.10 | ) | | | (3.36 | ) | | | 39.36 | | | | (0.55 | ) | | | 939,300 | | | | 0.72 | | | | 0.72 | (8) | | | 0.78 | | | | 88 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2015 | |
A | | $ | 49.44 | | | $ | 0.13 | | | $ | 1.27 | | | $ | 1.40 | | | $ | (0.13 | ) | | $ | (12.56 | ) | | $ | (12.69 | ) | | $ | 38.15 | | | | 4.20 | % | | $ | 5,453,502 | | | | 1.09 | % | | | 1.09 | % | | | 0.34 | % | | | 79 | % |
B | | | 42.72 | | | | (0.17 | ) | | | 1.01 | | | | 0.84 | | | | — | | | | (12.56 | ) | | | (12.56 | ) | | | 31.00 | | | | 3.30 | | | | 158,610 | | | | 1.97 | | | | 1.97 | | | | (0.53 | ) | | | 79 | |
C | | | 43.13 | | | | (0.12 | ) | | | 1.03 | | | | 0.91 | | | | — | | | | (12.56 | ) | | | (12.56 | ) | | | 31.48 | | | | 3.47 | | | | 1,799,846 | | | | 1.81 | | | | 1.81 | | | | (0.38 | ) | | | 79 | |
I | | | 49.60 | | | | 0.26 | | | | 1.26 | | | | 1.52 | | | | (0.25 | ) | | | (12.56 | ) | | | (12.81 | ) | | | 38.31 | | | | 4.53 | | | | 1,736,395 | | | | 0.78 | | | | 0.78 | | | | 0.66 | | | | 79 | |
R3 | | | 52.24 | | | | 0.01 | | | | 1.37 | | | | 1.38 | | | | — | | | | (12.56 | ) | | | (12.56 | ) | | | 41.06 | | | | 3.87 | | | | 124,072 | | | | 1.40 | | | | 1.40 | | | | 0.03 | | | | 79 | |
R4 | | | 53.19 | | | | 0.14 | | | | 1.41 | | | | 1.55 | | | | (0.11 | ) | | | (12.56 | ) | | | (12.67 | ) | | | 42.07 | | | | 4.18 | | | | 179,454 | | | | 1.10 | | | | 1.10 | | | | 0.33 | | | | 79 | |
R5 | | | 53.92 | | | | 0.28 | | | | 1.43 | | | | 1.71 | | | | (0.23 | ) | | | (12.56 | ) | | | (12.79 | ) | | | 42.84 | | | | 4.49 | | | | 53,292 | | | | 0.80 | | | | 0.80 | | | | 0.63 | | | | 79 | |
R6(9) | | | 54.32 | | | | 0.30 | | | | 1.25 | | | | 1.55 | | | | (0.28 | ) | | | (12.56 | ) | | | (12.84 | ) | | | 43.03 | | | | 4.16 | (4) | | | 10 | | | | 0.76 | (5) | | | 0.75 | (5) | | | 0.70 | (5) | | | 79 | |
Y | | | 54.12 | | | | 0.32 | | | | 1.45 | | | | 1.77 | | | | (0.28 | ) | | | (12.56 | ) | | | (12.84 | ) | | | 43.05 | | | | 4.60 | | | | 1,253,378 | | | | 0.70 | | | | 0.70 | | | | 0.73 | | | | 79 | |
|
Hartford Core Equity Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 33.40 | | | $ | 0.14 | | | $ | (1.27 | ) | | $ | (1.13 | ) | | $ | (0.23 | ) | | $ | (0.62 | ) | | $ | (0.85 | ) | | $ | 31.42 | | | | (3.59 | )%(4) | | $ | 930,694 | | | | 0.72 | %(5) | | | 0.72 | %(5) | | | 0.83 | %(5) | | | 14 | % |
C | | | 30.35 | | | | 0.01 | | | | (1.16 | ) | | | (1.15 | ) | | | (0.04 | ) | | | (0.62 | ) | | | (0.66 | ) | | | 28.54 | | | | (3.95 | )(4) | | | 388,678 | | | | 1.46 | (5) | | | 1.46 | (5) | | | 0.09 | (5) | | | 14 | |
I | | | 33.50 | | | | 0.18 | | | | (1.27 | ) | | | (1.09 | ) | | | (0.31 | ) | | | (0.62 | ) | | | (0.93 | ) | | | 31.48 | | | | (3.48 | )(4) | | | 2,237,118 | | | | 0.45 | (5) | | | 0.45 | (5) | | | 1.11 | (5) | | | 14 | |
R3 | | | 33.86 | | | | 0.08 | | | | (1.30 | ) | | | (1.22 | ) | | | (0.11 | ) | | | (0.62 | ) | | | (0.73 | ) | | | 31.91 | | | | (3.79 | )(4) | | | 35,811 | | | | 1.08 | (5) | | | 1.08 | (5) | | | 0.47 | (5) | | | 14 | |
R4 | | | 34.44 | | | | 0.14 | | | | (1.31 | ) | | | (1.17 | ) | | | (0.22 | ) | | | (0.62 | ) | | | (0.84 | ) | | | 32.43 | | | | (3.60 | )(4) | | | 148,152 | | | | 0.77 | (5) | | | 0.72 | (5) | | | 0.83 | (5) | | | 14 | |
R5 | | | 33.75 | | | | 0.18 | | | | (1.28 | ) | | | (1.10 | ) | | | (0.30 | ) | | | (0.62 | ) | | | (0.92 | ) | | | 31.73 | | | | (3.48 | )(4) | | | 194,384 | | | | 0.46 | (5) | | | 0.46 | (5) | | | 1.09 | (5) | | | 14 | |
R6 | | | 33.91 | | | | 0.19 | | | | (1.27 | ) | | | (1.08 | ) | | | (0.34 | ) | | | (0.62 | ) | | | (0.96 | ) | | | 31.87 | | | | (3.44 | )(4) | | | 467,084 | | | | 0.37 | (5) | | | 0.37 | (5) | | | 1.18 | (5) | | | 14 | |
Y | | | 33.90 | | | | 0.19 | | | | (1.29 | ) | | | (1.10 | ) | | | (0.32 | ) | | | (0.62 | ) | | | (0.94 | ) | | | 31.86 | | | | (3.48 | )(4) | | | 590,316 | | | | 0.46 | (5) | | | 0.44 | (5) | | | 1.13 | (5) | | | 14 | |
F | | | 33.52 | | | | 0.20 | | | | (1.27 | ) | | | (1.07 | ) | | | (0.34 | ) | | | (0.62 | ) | | | (0.96 | ) | | | 31.49 | | | | (3.45 | )(4) | | | 1,752,077 | | | | 0.37 | (5) | | | 0.37 | (5) | | | 1.18 | (5) | | | 14 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2016 | |
A | | $ | 24.05 | | | $ | 0.15 | | | $ | 0.13 | | | $ | 0.28 | | | $ | (0.03 | ) | | $ | (0.43 | ) | | $ | (0.46 | ) | | $ | 23.87 | | | | 1.21 | % | | $ | 703,896 | | | | 0.80 | % | | | 0.80 | %(10) | | | 0.64 | % | | | 29 | % |
B | | | 22.33 | | | | (0.02 | ) | | | 0.11 | | | | 0.09 | | | | — | | | | (0.43 | ) | | | (0.43 | ) | | | 21.99 | | | | 0.43 | | | | 766 | | | | 1.96 | | | | 1.55 | (10) | | | (0.10 | ) | | | 29 | |
C | | | 22.27 | | | | (0.03 | ) | | | 0.13 | | | | 0.10 | | | | — | | | | (0.43 | ) | | | (0.43 | ) | | | 21.94 | | | | 0.47 | | | | 281,383 | | | | 1.55 | | | | 1.55 | (10) | | | (0.12 | ) | | | 29 | |
I | | | 24.09 | | | | 0.21 | | | | 0.13 | | | | 0.34 | | | | (0.07 | ) | | | (0.43 | ) | | | (0.50 | ) | | | 23.93 | | | | 1.47 | | | | 749,824 | | | | 0.55 | | | | 0.55 | (10) | | | 0.88 | | | | 29 | |
R3 | | | 24.44 | | | | 0.08 | | | | 0.13 | | | | 0.21 | | | | (0.04 | ) | | | (0.43 | ) | | | (0.47 | ) | | | 24.18 | | | | 0.89 | | | | 36,012 | | | | 1.14 | | | | 1.10 | (10) | | | 0.33 | | | | 29 | |
R4 | | | 24.73 | | | | 0.15 | | | | 0.14 | | | | 0.29 | | | | (0.05 | ) | | | (0.43 | ) | | | (0.48 | ) | | | 24.54 | | | | 1.21 | | | | 144,490 | | | | 0.83 | | | | 0.80 | (10) | | | 0.63 | | | | 29 | |
R5 | | | 24.25 | | | | 0.22 | | | | 0.14 | | | | 0.36 | | | | (0.08 | ) | | | (0.43 | ) | | | (0.51 | ) | | | 24.10 | | | | 1.52 | | | | 121,871 | | | | 0.53 | | | | 0.50 | (10) | | | 0.93 | | | | 29 | |
R6 | | | 24.33 | | | | 0.24 | | | | 0.13 | | | | 0.37 | | | | (0.08 | ) | | | (0.43 | ) | | | (0.51 | ) | | | 24.19 | | | | 1.55 | | | | 32,059 | | | | 0.43 | | | | 0.43 | (10) | | | 1.00 | | | | 29 | |
Y | | | 24.33 | | | | 0.24 | | | | 0.13 | | | | 0.37 | | | | (0.07 | ) | | | (0.43 | ) | | | (0.50 | ) | | | 24.20 | | | | 1.58 | | | | 281,692 | | | | 0.43 | | | | 0.43 | (10) | | | 0.99 | | | | 29 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 22.00 | | | $ | 0.13 | | | $ | 2.21 | | | $ | 2.34 | | | $ | — | | | $ | (0.29 | ) | | $ | (0.29 | ) | | $ | 24.05 | | | | 10.75 | % | | $ | 267,237 | | | | 1.03 | % | | | 0.92 | % | | | 0.55 | % | | | 33 | % |
B | | | 20.60 | | | | (0.05 | ) | | | 2.07 | | | | 2.02 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | 22.33 | | | | 9.92 | | | | 1,614 | | | | 2.18 | | | | 1.74 | | | | (0.23 | ) | | | 33 | |
C | | | 20.54 | | | | (0.04 | ) | | | 2.06 | | | | 2.02 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | 22.27 | | | | 9.95 | | | | 73,070 | | | | 1.73 | | | | 1.62 | | | | (0.17 | ) | | | 33 | |
I(11) | | | 23.30 | | | | 0.12 | | | | 0.67 | | | | 0.79 | | | | — | | | | — | | | | — | | | | 24.09 | | | | 3.39 | (4) | | | 136,641 | | | | 0.66 | (5) | | | 0.50 | (5) | | | 0.85 | (5) | | | 33 | |
R3 | | | 22.41 | | | | 0.06 | | | | 2.26 | | | | 2.32 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | 24.44 | | | | 10.46 | | | | 5,081 | | | | 1.34 | | | | 1.16 | | | | 0.27 | | | | 33 | |
R4 | | | 22.60 | | | | 0.13 | | | | 2.29 | | | | 2.42 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | 24.73 | | | | 10.82 | | | | 22,020 | | | | 0.98 | | | | 0.82 | | | | 0.54 | | | | 33 | |
R5 | | | 22.72 | | | | 0.20 | | | | 2.26 | | | | 2.46 | | | | (0.64 | ) | | | (0.29 | ) | | | (0.93 | ) | | | 24.25 | | | | 11.10 | | | | 26,977 | | | | 0.64 | | | | 0.49 | | | | 0.84 | | | | 33 | |
R6(11) | | | 23.53 | | | | 0.11 | | | | 0.69 | | | | 0.80 | | | | — | | | | — | | | | — | | | | 24.33 | | | | 3.40 | (4) | | | 597 | | | | 0.57 | (5) | | | 0.45 | (5) | | | 0.78 | (5) | | | 33 | |
Y | | | 22.79 | | | | 0.21 | | | | 2.27 | | | | 2.48 | | | | (0.65 | ) | | | (0.29 | ) | | | (0.94 | ) | | | 24.33 | | | | 11.15 | | | | 18,802 | | | | 0.57 | | | | 0.50 | | | | 0.90 | | | | 33 | |
|
The Hartford Dividend and Growth Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 25.93 | | | $ | 0.20 | | | $ | (2.53 | ) | | $ | (2.33 | ) | | $ | (0.21 | ) | | $ | (0.75 | ) | | $ | (0.96 | ) | | $ | 22.64 | | | | (9.34 | )%(4) | | $ | 3,240,743 | | | | 1.00 | %(5) | | | 0.99 | %(5) | | | 1.64 | %(5) | | | 18 | % |
C | | | 24.96 | | | | 0.10 | | | | (2.43 | ) | | | (2.33 | ) | | | (0.12 | ) | | | (0.75 | ) | | | (0.87 | ) | | | 21.76 | | | | (9.71 | )(4) | | | 162,541 | | | | 1.78 | (5) | | | 1.78 | (5) | | | 0.86 | (5) | | | 18 | |
I | | | 25.80 | | | | 0.23 | | | | (2.52 | ) | | | (2.29 | ) | | | (0.25 | ) | | | (0.75 | ) | | | (1.00 | ) | | | 22.51 | | | | (9.25 | )(4) | | | 1,084,469 | | | | 0.73 | (5) | | | 0.73 | (5) | | | 1.90 | (5) | | | 18 | |
R3 | | | 26.32 | | | | 0.16 | | | | (2.58 | ) | | | (2.42 | ) | | | (0.16 | ) | | | (0.75 | ) | | | (0.91 | ) | | | 22.99 | | | | (9.54 | )(4) | | | 54,317 | | | | 1.36 | (5) | | | 1.35 | (5) | | | 1.27 | (5) | | | 18 | |
R4 | | | 26.52 | | | | 0.20 | | | | (2.59 | ) | | | (2.39 | ) | | | (0.21 | ) | | | (0.75 | ) | | | (0.96 | ) | | | 23.17 | | | | (9.38 | )(4) | | | 88,608 | | | | 1.05 | (5) | | | 1.05 | (5) | | | 1.58 | (5) | | | 18 | |
R5 | | | 26.64 | | | | 0.24 | | | | (2.61 | ) | | | (2.37 | ) | | | (0.24 | ) | | | (0.75 | ) | | | (0.99 | ) | | | 23.28 | | | | (9.23 | )(4) | | | 168,998 | | | | 0.74 | (5) | | | 0.74 | (5) | | | 1.89 | (5) | | | 18 | |
R6 | | | 26.64 | | | | 0.25 | | | | (2.60 | ) | | | (2.35 | ) | | | (0.26 | ) | | | (0.75 | ) | | | (1.01 | ) | | | 23.28 | | | | (9.18 | )(4) | | | 159,494 | | | | 0.64 | (5) | | | 0.64 | (5) | | | 1.98 | (5) | | | 18 | |
Y | | | 26.64 | | | | 0.25 | | | | (2.61 | ) | | | (2.36 | ) | | | (0.25 | ) | | | (0.75 | ) | | | (1.00 | ) | | | 23.28 | | | | (9.20 | )(4) | | | 656,609 | | | | 0.73 | (5) | | | 0.68 | (5) | | | 1.95 | (5) | | | 18 | |
F | | | 25.78 | | | | 0.24 | | | | (2.52 | ) | | | (2.28 | ) | | | (0.26 | ) | | | (0.75 | ) | | | (1.01 | ) | | | 22.49 | | | | (9.21 | )(4) | | | 2,647,800 | | | | 0.64 | (5) | | | 0.64 | (5) | | | 1.99 | (5) | | | 18 | |
|
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 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 24.99 | | | $ | 0.37 | | | $ | 0.50 | | | $ | 0.87 | | | $ | (0.34 | ) | | $ | (2.03 | ) | | $ | (2.37 | ) | | $ | 23.49 | | | | 4.12 | % | | $ | 3,501,684 | | | | 1.03 | % | | | 1.03 | %(12) | | | 1.59 | % | | | 22 | % |
B | | | 24.55 | | | | 0.16 | | | | 0.47 | | | | 0.63 | | | | (0.11 | ) | | | (2.03 | ) | | | (2.14 | ) | | | 23.04 | | | | 3.12 | | | | 19,716 | | | | 2.01 | | | | 1.96 | (12) | | | 0.71 | | | | 22 | |
C | | | 24.34 | | | | 0.19 | | | | 0.47 | | | | 0.66 | | | | (0.17 | ) | | | (2.03 | ) | | | (2.20 | ) | | | 22.80 | | | | 3.31 | | | | 437,961 | | | | 1.77 | | | | 1.77 | (12) | | | 0.85 | | | | 22 | |
I | | | 24.89 | | | | 0.41 | | | | 0.50 | | | | 0.91 | | | | (0.39 | ) | | | (2.03 | ) | | | (2.42 | ) | | | 23.38 | | | | 4.31 | | | | 1,779,168 | | | | 0.83 | | | | 0.83 | (12) | | | 1.78 | | | | 22 | |
R3 | | | 25.24 | | | | 0.29 | | | | 0.51 | | | | 0.80 | | | | (0.26 | ) | | | (2.03 | ) | | | (2.29 | ) | | | 23.75 | | | | 3.78 | | | | 79,400 | | | | 1.36 | | | | 1.36 | (12) | | | 1.26 | | | | 22 | |
R4 | | | 25.37 | | | | 0.37 | | | | 0.51 | | | | 0.88 | | | | (0.33 | ) | | | (2.03 | ) | | | (2.36 | ) | | | 23.89 | | | | 4.10 | | | | 136,673 | | | | 1.06 | | | | 1.06 | (12) | | | 1.56 | | | | 22 | |
R5 | | | 25.44 | | | | 0.44 | | | | 0.51 | | | | 0.95 | | | | (0.39 | ) | | | (2.03 | ) | | | (2.42 | ) | | | 23.97 | | | | 4.41 | | | | 104,487 | | | | 0.76 | | | | 0.76 | (12) | | | 1.89 | | | | 22 | |
R6 | | | 25.44 | | | | 0.42 | | | | 0.55 | | | | 0.97 | | | | (0.41 | ) | | | (2.03 | ) | | | (2.44 | ) | | | 23.97 | | | | 4.48 | | | | 2,964 | | | | 0.66 | | | | 0.66 | (12) | | | 1.76 | | | | 22 | |
Y | | | 25.45 | | | | 0.46 | | | | 0.51 | | | | 0.97 | | | | (0.42 | ) | | | (2.03 | ) | | | (2.45 | ) | | | 23.97 | | | | 4.50 | | | | 1,460,506 | | | | 0.66 | | | | 0.66 | (12) | | | 1.95 | | | | 22 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 27.05 | | | $ | 0.36 | | | $ | 0.23 | | | $ | 0.59 | | | $ | (0.35 | ) | | $ | (2.30 | ) | | $ | (2.65 | ) | | $ | 24.99 | | | | 2.46 | % | | $ | 3,724,804 | | | | 1.02 | % | | | 1.02 | % | | | 1.43 | % | | | 23 | % |
B | | | 26.59 | | | | 0.14 | | | | 0.22 | | | | 0.36 | | | | (0.10 | ) | | | (2.30 | ) | | | (2.40 | ) | | | 24.55 | | | | 1.54 | | | | 44,909 | | | | 1.97 | | | | 1.92 | | | | 0.54 | | | | 23 | |
C | | | 26.42 | | | | 0.17 | | | | 0.23 | | | | 0.40 | | | | (0.18 | ) | | | (2.30 | ) | | | (2.48 | ) | | | 24.34 | | | | 1.70 | | | | 467,006 | | | | 1.76 | | | | 1.76 | | | | 0.69 | | | | 23 | |
I | | | 26.95 | | | | 0.41 | | | | 0.23 | | | | 0.64 | | | | (0.40 | ) | | | (2.30 | ) | | | (2.70 | ) | | | 24.89 | | | | 2.67 | | | | 1,715,056 | | | | 0.81 | | | | 0.81 | | | | 1.64 | | | | 23 | |
R3 | | | 27.29 | | | | 0.28 | | | | 0.24 | | | | 0.52 | | | | (0.27 | ) | | | (2.30 | ) | | | (2.57 | ) | | | 25.24 | | | | 2.12 | | | | 85,736 | | | | 1.35 | | | | 1.35 | | | | 1.10 | | | | 23 | |
R4 | | | 27.42 | | | | 0.36 | | | | 0.23 | | | | 0.59 | | | | (0.34 | ) | | | (2.30 | ) | | | (2.64 | ) | | | 25.37 | | | | 2.42 | | | | 150,367 | | | | 1.04 | | | | 1.04 | | | | 1.41 | | | | 23 | |
R5 | | | 27.49 | | | | 0.44 | | | | 0.23 | | | | 0.67 | | | | (0.42 | ) | | | (2.30 | ) | | | (2.72 | ) | | | 25.44 | | | | 2.73 | | | | 229,206 | | | | 0.74 | | | | 0.74 | | | | 1.70 | | | | 23 | |
R6(9) | | | 27.81 | | | | 0.43 | | | | (0.05 | ) | | | 0.38 | | | | (0.45 | ) | | | (2.30 | ) | | | (2.75 | ) | | | 25.44 | | | | 1.64 | (4) | | | 10 | | | | 0.71 | (5) | | | 0.70 | (5) | | | 1.71 | (5) | | | 23 | |
Y | | | 27.50 | | | | 0.46 | | | | 0.24 | | | | 0.70 | | | | (0.45 | ) | | | (2.30 | ) | | | (2.75 | ) | | | 25.45 | | | | 2.83 | | | | 1,323,782 | | | | 0.64 | | | | 0.64 | | | | 1.80 | | | | 23 | |
|
The Hartford Equity Income Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 19.99 | | | $ | 0.18 | | | $ | (2.07 | ) | | $ | (1.89 | ) | | $ | (0.19 | ) | | $ | (1.26 | ) | | $ | (1.45 | ) | | $ | 16.65 | | | | (10.22 | )%(4) | | $ | 1,336,759 | | | | 1.00 | %(5) | | | 1.00 | %(5) | | | 1.97 | %(5) | | | 13 | % |
C | | | 19.88 | | | | 0.11 | | | | (2.05 | ) | | | (1.94 | ) | | | (0.12 | ) | | | (1.26 | ) | | | (1.38 | ) | | | 16.56 | | | | (10.55 | )(4) | | | 231,993 | | | | 1.76 | (5) | | | 1.76 | (5) | | | 1.21 | (5) | | | 13 | |
I | | | 19.88 | | | | 0.20 | | | | (2.07 | ) | | | (1.87 | ) | | | (0.21 | ) | | | (1.26 | ) | | | (1.47 | ) | | | 16.54 | | | | (10.15 | )(4) | | | 808,891 | | | | 0.74 | (5) | | | 0.74 | (5) | | | 2.22 | (5) | | | 13 | |
R3 | | | 20.02 | | | | 0.15 | | | | (2.07 | ) | | | (1.92 | ) | | | (0.16 | ) | | | (1.26 | ) | | | (1.42 | ) | | | 16.68 | | | | (10.37 | )(4) | | | 33,926 | | | | 1.36 | (5) | | | 1.36 | (5) | | | 1.61 | (5) | | | 13 | |
R4 | | | 20.06 | | | | 0.18 | | | | (2.09 | ) | | | (1.91 | ) | | | (0.18 | ) | | | (1.26 | ) | | | (1.44 | ) | | | 16.71 | | | | (10.27 | )(4) | | | 45,464 | | | | 1.06 | (5) | | | 1.06 | (5) | | | 1.90 | (5) | | | 13 | |
R5 | | | 20.16 | | | | 0.21 | | | | (2.10 | ) | | | (1.89 | ) | | | (0.21 | ) | | | (1.26 | ) | | | (1.47 | ) | | | 16.80 | | | | (10.13 | )(4) | | | 57,713 | | | | 0.77 | (5) | | | 0.77 | (5) | | | 2.20 | (5) | | | 13 | |
R6 | | | 20.21 | | | | 0.21 | | | | (2.09 | ) | | | (1.88 | ) | | | (0.22 | ) | | | (1.26 | ) | | | (1.48 | ) | | | 16.85 | | | | (10.04 | )(4) | | | 51,331 | | | | 0.66 | (5) | | | 0.66 | (5) | | | 2.30 | (5) | | | 13 | |
Y | | | 20.22 | | | | 0.21 | | | | (2.10 | ) | | | (1.89 | ) | | | (0.22 | ) | | | (1.26 | ) | | | (1.48 | ) | | | 16.85 | | | | (10.07 | )(4) | | | 84,226 | | | | 0.75 | (5) | | | 0.71 | (5) | | | 2.28 | (5) | | | 13 | |
F | | | 19.87 | | | | 0.21 | | | | (2.06 | ) | | | (1.85 | ) | | | (0.22 | ) | | | (1.26 | ) | | | (1.48 | ) | | | 16.54 | | | | (10.07 | )(4) | | | 847,004 | | | | 0.66 | (5) | | | 0.66 | (5) | | | 2.31 | (5) | | | 13 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 18.70 | | | $ | 0.36 | | | $ | 0.64 | | | $ | 1.00 | | | $ | (0.33 | ) | | $ | (1.40 | ) | | $ | (1.73 | ) | | $ | 17.97 | | | | 6.13 | % | | $ | 1,676,572 | | | | 1.04 | % | | | 1.04 | % | | | 2.03 | % | | | 14 | % |
B | | | 18.72 | | | | 0.34 | | | | 0.64 | | | | 0.98 | | | | (0.30 | ) | | | (1.40 | ) | | | (1.70 | ) | | | 18.00 | | | | 6.01 | | | | 6,930 | | | | 1.18 | | | | 1.18 | | | | 1.95 | | | | 14 | |
C | | | 18.61 | | | | 0.23 | | | | 0.65 | | | | 0.88 | | | | (0.20 | ) | | | (1.40 | ) | | | (1.60 | ) | | | 17.89 | | | | 5.45 | | | | 452,909 | | | | 1.76 | | | | 1.76 | | | | 1.30 | | | | 14 | |
I | | | 18.62 | | | | 0.39 | | | | 0.66 | | | | 1.05 | | | | (0.38 | ) | | | (1.40 | ) | | | (1.78 | ) | | | 17.89 | | | | 6.45 | | | | 966,338 | | | | 0.78 | | | | 0.78 | | | | 2.25 | | | | 14 | |
R3 | | | 18.72 | | | | 0.30 | | | | 0.64 | | | | 0.94 | | | | (0.27 | ) | | | (1.40 | ) | | | (1.67 | ) | | | 17.99 | | | | 5.77 | | | | 54,732 | | | | 1.38 | | | | 1.38 | | | | 1.68 | | | | 14 | |
R4 | | | 18.74 | | | | 0.35 | | | | 0.65 | | | | 1.00 | | | | (0.32 | ) | | | (1.40 | ) | | | (1.72 | ) | | | 18.02 | | | | 6.14 | | | | 76,745 | | | | 1.07 | | | | 1.07 | | | | 1.98 | | | | 14 | |
R5 | | | 18.81 | | | | 0.41 | | | | 0.64 | | | | 1.05 | | | | (0.37 | ) | | | (1.40 | ) | | | (1.77 | ) | | | 18.09 | | | | 6.42 | | | | 65,276 | | | | 0.77 | | | | 0.77 | | | | 2.31 | | | | 14 | |
R6 | | | 18.84 | | | | 0.42 | | | | 0.66 | | | | 1.08 | | | | (0.39 | ) | | | (1.40 | ) | | | (1.79 | ) | | | 18.13 | | | | 6.57 | | | | 14,551 | | | | 0.67 | | | | 0.67 | | | | 2.38 | | | | 14 | |
Y | | | 18.84 | | | | 0.41 | | | | 0.67 | | | | 1.08 | | | | (0.39 | ) | | | (1.40 | ) | | | (1.79 | ) | | | 18.13 | | | | 6.57 | | | | 386,011 | | | | 0.67 | | | | 0.67 | | | | 2.35 | | | | 14 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 19.04 | | | $ | 0.35 | | | $ | 0.18 | | | $ | 0.53 | | | $ | (0.35 | ) | | $ | (0.52 | ) | | $ | (0.87 | ) | | $ | 18.70 | | | | 2.95 | % | | $ | 1,757,486 | | | | 1.02 | % | | | 1.02 | % | | | 1.87 | % | | | 20 | % |
B | | | 19.05 | | | | 0.33 | | | | 0.18 | | | | 0.51 | | | | (0.32 | ) | | | (0.52 | ) | | | (0.84 | ) | | | 18.72 | | | | 2.82 | | | | 13,915 | | | | 1.16 | | | | 1.16 | | | | 1.75 | | | | 20 | |
C | | | 18.96 | | | | 0.21 | | | | 0.18 | | | | 0.39 | | | | (0.22 | ) | | | (0.52 | ) | | | (0.74 | ) | | | 18.61 | | | | 2.18 | | | | 461,099 | | | | 1.76 | | | | 1.76 | | | | 1.12 | | | | 20 | |
I | | | 18.97 | | | | 0.40 | | | | 0.17 | | | | 0.57 | | | | (0.40 | ) | | | (0.52 | ) | | | (0.92 | ) | | | 18.62 | | | | 3.18 | | | | 835,297 | | | | 0.76 | | | | 0.76 | | | | 2.13 | | | | 20 | |
R3 | | | 19.06 | | | | 0.29 | | | | 0.18 | | | | 0.47 | | | | (0.29 | ) | | | (0.52 | ) | | | (0.81 | ) | | | 18.72 | | | | 2.61 | | | | 56,026 | | | | 1.36 | | | | 1.36 | | | | 1.52 | | | | 20 | |
R4 | | | 19.08 | | | | 0.34 | | | | 0.18 | | | | 0.52 | | | | (0.34 | ) | | | (0.52 | ) | | | (0.86 | ) | | | 18.74 | | | | 2.92 | | | | 74,473 | | | | 1.06 | | | | 1.06 | | | | 1.82 | | | | 20 | |
R5 | | | 19.15 | | | | 0.40 | | | | 0.18 | | | | 0.58 | | | | (0.40 | ) | | | (0.52 | ) | | | (0.92 | ) | | | 18.81 | | | | 3.22 | | | | 76,741 | | | | 0.76 | | | | 0.76 | | | | 2.15 | | | | 20 | |
R6(9) | | | 19.39 | | | | 0.35 | | | | 0.04 | | | | 0.39 | | | | (0.42 | ) | | | (0.52 | ) | | | (0.94 | ) | | | 18.84 | | | | 2.20 | (4) | | | 13,902 | | | | 0.69 | (5) | | | 0.69 | (5) | | | 1.93 | (5) | | | 20 | |
Y | | | 19.19 | | | | 0.42 | | | | 0.17 | | | | 0.59 | | | | (0.42 | ) | | | (0.52 | ) | | | (0.94 | ) | | | 18.84 | | | | 3.26 | | | | 246,177 | | | | 0.66 | | | | 0.66 | | | | 2.22 | | | | 20 | |
|
The Hartford Growth Opportunities Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 39.45 | | | $ | (0.11 | ) | | $ | 3.24 | | | $ | 3.13 | | | $ | — | | | $ | (2.53 | ) | | $ | (2.53 | ) | | $ | 40.05 | | | | 8.29 | %(4) | | $ | 2,173,203 | | | | 1.12 | %(5) | | | 1.11 | %(5) | | | (0.58 | )%(5) | | | 53 | % |
C | | | 20.50 | | | | (0.13 | ) | | | 1.63 | | | | 1.50 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 19.47 | | | | 7.92 | (4) | | | 263,558 | | | | 1.87 | (5) | | | 1.87 | (5) | | | (1.34 | )(5) | | | 53 | |
I | | | 41.95 | | | | (0.07 | ) | | | 3.46 | | | | 3.39 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 42.81 | | | | 8.42 | (4) | | | 1,290,379 | | | | 0.84 | (5) | | | 0.84 | (5) | | | (0.32 | )(5) | | | 53 | |
R3 | | | 39.41 | | | | (0.18 | ) | | | 3.24 | | | | 3.06 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 39.94 | | | | 8.12 | (4) | | | 39,515 | | | | 1.46 | (5) | | | 1.46 | (5) | | | (0.93 | )(5) | | | 53 | |
R4 | | | 42.26 | | | | (0.13 | ) | | | 3.49 | | | | 3.36 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 43.09 | | | | 8.28 | (4) | | | 57,699 | | | | 1.16 | (5) | | | 1.16 | (5) | | | (0.63 | )(5) | | | 53 | |
R5 | | | 44.78 | | | | (0.07 | ) | | | 3.71 | | | | 3.64 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 45.89 | | | | 8.43 | (4) | | | 19,218 | | | | 0.85 | (5) | | | 0.85 | (5) | | | (0.33 | )(5) | | | 53 | |
R6 | | | 45.62 | | | | (0.05 | ) | | | 3.78 | | | | 3.73 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 46.82 | | | | 8.49 | (4) | | | 27,699 | | | | 0.75 | (5) | | | 0.75 | (5) | | | (0.22 | )(5) | | | 53 | |
Y | | | 45.61 | | | | (0.06 | ) | | | 3.77 | | | | 3.71 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 46.79 | | | | 8.48 | (4) | | | 159,639 | | | | 0.84 | (5) | | | 0.79 | (5) | | | (0.26 | )(5) | | | 53 | |
F | | | 42.09 | | | | (0.04 | ) | | | 3.47 | | | | 3.43 | | | | — | | | | (2.53 | ) | | | (2.53 | ) | | | 42.99 | | | | 8.49 | (4) | | | 563,888 | | | | 0.74 | (5) | | | 0.74 | (5) | | | (0.22 | )(5) | | | 53 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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 | |
|
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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 40.68 | | | $ | (0.20 | ) | | $ | 0.55 | | | $ | 0.35 | | | $ | — | | | $ | (3.37 | ) | | $ | (3.37 | ) | | $ | 37.66 | | | | 1.04 | % | | $ | 1,747,532 | | | | 1.14 | % | | | 1.14 | %(13) | | | (0.55 | )% | | | 117 | % |
B | | | 29.08 | | | | (0.37 | ) | | | 0.35 | | | | (0.02 | ) | | | — | | | | (3.37 | ) | | | (3.37 | ) | | | 25.69 | | | | 0.09 | | | | 4,249 | | | | 2.09 | | | | 2.06 | (13) | | | (1.45 | ) | | | 117 | |
C | | | 29.37 | | | | (0.33 | ) | | | 0.36 | | | | 0.03 | | | | — | | | | (3.37 | ) | | | (3.37 | ) | | | 26.03 | | | | 0.28 | | | | 420,107 | | | | 1.89 | | | | 1.89 | (13) | | | (1.29 | ) | | | 117 | |
I | | | 41.98 | | | | (0.12 | ) | | | 0.57 | | | | 0.45 | | | | (0.06 | ) | | | (3.37 | ) | | | (3.43 | ) | | | 39.00 | | | | 1.25 | | | | 1,726,408 | | | | 0.93 | | | | 0.93 | (13) | | | (0.32 | ) | | | 117 | |
R3 | | | 41.11 | | | | (0.33 | ) | | | 0.55 | | | | 0.22 | | | | — | | | | (3.37 | ) | | | (3.37 | ) | | | 37.96 | | | | 0.71 | | | | 47,559 | | | | 1.47 | | | | 1.47 | (13) | | | (0.87 | ) | | | 117 | |
R4 | | | 42.51 | | | | (0.22 | ) | | | 0.58 | | | | 0.36 | | | | — | | | | (3.37 | ) | | | (3.37 | ) | | | 39.50 | | | | 1.02 | | | | 72,213 | | | | 1.17 | | | | 1.17 | (13) | | | (0.57 | ) | | | 117 | |
R5 | | | 43.73 | | | | (0.08 | ) | | | 0.57 | | | | 0.49 | | | | (0.07 | ) | | | (3.37 | ) | | | (3.44 | ) | | | 40.78 | | | | 1.30 | | | | 14,791 | | | | 0.87 | | | | 0.86 | (13) | | | (0.20 | ) | | | 117 | |
R6 | | | 44.15 | | | | (0.07 | ) | | | 0.61 | | | | 0.54 | | | | (0.11 | ) | | | (3.37 | ) | | | (3.48 | ) | | | 41.21 | | | | 1.40 | | | | 942 | | | | 0.77 | | | | 0.77 | (13) | | | (0.17 | ) | | | 117 | |
Y | | | 44.17 | | | | (0.08 | ) | | | 0.62 | | | | 0.54 | | | | (0.11 | ) | | | (3.37 | ) | | | (3.48 | ) | | | 41.23 | | | | 1.40 | | | | 231,037 | | | | 0.77 | | | | 0.77 | (13) | | | (0.19 | ) | | | 117 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 43.76 | | | $ | (0.17 | ) | | $ | 4.82 | | | $ | 4.65 | | | $ | — | | | $ | (7.73 | ) | | $ | (7.73 | ) | | $ | 40.68 | | | | 12.72 | % | | $ | 1,853,433 | | | | 1.12 | % | | | 1.12 | % | | | (0.42 | )% | | | 93 | % |
B | | | 33.71 | | | | (0.39 | ) | | | 3.49 | | | | 3.10 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 29.08 | | | | 11.72 | | | | 15,256 | | | | 2.04 | | | | 2.03 | | | | (1.32 | ) | | | 93 | |
C | | | 33.91 | | | | (0.34 | ) | | | 3.53 | | | | 3.19 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 29.37 | | | | 11.95 | | | | 401,542 | | | | 1.86 | | | | 1.86 | | | | (1.17 | ) | | | 93 | |
I | | | 44.82 | | | | (0.09 | ) | | | 4.98 | | | | 4.89 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 41.98 | | | | 12.99 | | | | 2,433,134 | | | | 0.89 | | | | 0.89 | | | | (0.21 | ) | | | 93 | |
R3 | | | 44.25 | | | | (0.31 | ) | | | 4.90 | | | | 4.59 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 41.11 | | | | 12.39 | | | | 44,347 | | | | 1.45 | | | | 1.45 | | | | (0.76 | ) | | | 93 | |
R4 | | | 45.39 | | | | (0.19 | ) | | | 5.04 | | | | 4.85 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 42.51 | | | | 12.70 | | | | 60,775 | | | | 1.15 | | | | 1.15 | | | | (0.45 | ) | | | 93 | |
R5 | | | 46.36 | | | | (0.07 | ) | | | 5.17 | | | | 5.10 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 43.73 | | | | 13.02 | | | | 123,897 | | | | 0.84 | | | | 0.84 | | | | (0.15 | ) | | | 93 | |
R6(9) | | | 47.09 | | | | (0.06 | ) | | | 4.85 | | | | 4.79 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 44.15 | | | | 12.16 | (4) | | | 11 | | | | 0.82 | (5) | | | 0.82 | (5) | | | (0.14 | )(5) | | | 93 | |
Y | | | 46.70 | | | | (0.04 | ) | | | 5.24 | | | | 5.20 | | | | — | | | | (7.73 | ) | | | (7.73 | ) | | | 44.17 | | | | 13.16 | | | | 188,938 | | | | 0.75 | | | | 0.75 | | | | (0.09 | ) | | | 93 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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 | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 35.63 | | | $ | (0.04 | ) | | $ | 4.00 | | | $ | 3.96 | | | $ | — | | | $ | (2.36 | ) | | $ | (2.36 | ) | | $ | 37.23 | | | | 11.18 | %(4) | | $ | 700,448 | | | | 1.29 | %(5) | | | 1.28 | %(5) | | | (0.25 | )%(5) | | | 30 | % |
C | | | 28.24 | | | | (0.14 | ) | | | 3.16 | | | | 3.02 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 28.90 | | | | 10.75 | (4) | | | 137,736 | | | | 2.05 | (5) | | | 2.05 | (5) | | | (1.01 | )(5) | | | 30 | |
I | | | 37.68 | | | | 0.01 | | | | 4.24 | | | | 4.25 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 39.57 | | | | 11.34 | (4) | | | 334,148 | | | | 1.00 | (5) | | | 1.00 | (5) | | | 0.04 | (5) | | | 30 | |
R3 | | | 36.56 | | | | (0.11 | ) | | | 4.11 | | | | 4.00 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 38.20 | | | | 10.99 | (4) | | | 31,742 | | | | 1.61 | (5) | | | 1.61 | (5) | | | (0.58 | )(5) | | | 30 | |
R4 | | | 38.69 | | | | (0.06 | ) | | | 4.35 | | | | 4.29 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 40.62 | | | | 11.14 | (4) | | | 25,058 | | | | 1.31 | (5) | | | 1.31 | (5) | | | (0.28 | )(5) | | | 30 | |
R5 | | | 40.71 | | | | 0.01 | | | | 4.58 | | | | 4.59 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 42.94 | | | | 11.34 | (4) | | | 9,172 | | | | 1.00 | (5) | | | 1.00 | (5) | | | 0.04 | (5) | | | 30 | |
R6 | | | 41.28 | | | | 0.03 | | | | 4.65 | | | | 4.68 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 43.60 | | | | 11.40 | (4) | | | 2,907 | | | | 0.90 | (5) | | | 0.90 | (5) | | | 0.15 | (5) | | | 30 | |
Y | | | 41.27 | | | | 0.02 | | | | 4.64 | | | | 4.66 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 43.57 | | | | 11.35 | (4) | | | 83,893 | | | | 0.99 | (5) | | | 0.96 | (5) | | | 0.08 | (5) | | | 30 | |
F | | | 37.79 | | | | 0.03 | | | | 4.24 | | | | 4.27 | | | | — | | | | (2.36 | ) | | | (2.36 | ) | | | 39.70 | | | | 11.37 | (4) | | | 30,323 | | | | 0.90 | (5) | | | 0.90 | (5) | | | 0.14 | (5) | | | 30 | |
|
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 | (14) | | | 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(15) | | | 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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 38.70 | | | $ | (0.12 | ) | | $ | (2.52 | ) | | $ | (2.64 | ) | | $ | (0.55 | ) | | $ | (4.55 | ) | | $ | (5.10 | ) | | $ | 30.96 | | | | (8.11 | )% | | $ | 757,038 | | | | 1.33 | % | | | 1.33 | % | | | (0.36 | )% | | | 35 | % |
B | | | 33.41 | | | | (0.36 | ) | | | (2.15 | ) | | | (2.51 | ) | | | (0.13 | ) | | | (4.55 | ) | | | (4.68 | ) | | | 26.22 | | | | (8.94 | ) | | | 2,056 | | | | 2.24 | | | | 2.22 | | | | (1.26 | ) | | | 35 | |
C | | | 33.73 | | | | (0.31 | ) | | | (2.15 | ) | | | (2.46 | ) | | | (0.38 | ) | | | (4.55 | ) | | | (4.93 | ) | | | 26.34 | | | | (8.78 | ) | | | 254,009 | | | | 2.06 | | | | 2.06 | | | | (1.10 | ) | | | 35 | |
I | | | 39.98 | | | | (0.03 | ) | | | (2.61 | ) | | | (2.64 | ) | | | (0.64 | ) | | | (4.55 | ) | | | (5.19 | ) | | | 32.15 | | | | (7.86 | ) | | | 228,463 | | | | 1.07 | | | | 1.07 | | | | (0.09 | ) | | | 35 | |
R3 | | | 39.69 | | | | (0.22 | ) | | | (2.61 | ) | | | (2.83 | ) | | | (0.44 | ) | | | (4.55 | ) | | | (4.99 | ) | | | 31.87 | | | | (8.38 | ) | | | 43,993 | | | | 1.62 | | | | 1.62 | | | | (0.66 | ) | | | 35 | |
R4 | | | 41.01 | | | | (0.13 | ) | | | (2.69 | ) | | | (2.82 | ) | | | (0.54 | ) | | | (4.55 | ) | | | (5.09 | ) | | | 33.10 | | | | (8.09 | ) | | | 38,273 | | | | 1.32 | | | | 1.32 | | | | (0.36 | ) | | | 35 | |
R5 | | | 42.22 | | | | (0.02 | ) | | | (2.79 | ) | | | (2.81 | ) | | | (0.63 | ) | | | (4.55 | ) | | | (5.18 | ) | | | 34.23 | | | | (7.82 | ) | | | 5,342 | | | | 1.03 | | | | 1.03 | | | | (0.06 | ) | | | 35 | |
Y | | | 42.54 | | | | 0.02 | | | | (2.80 | ) | | | (2.78 | ) | | | (0.67 | ) | | | (4.55 | ) | | | (5.22 | ) | | | 34.54 | | | | (7.72 | ) | | | 51,125 | | | | 0.92 | | | | 0.92 | | | | 0.05 | | | | 35 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2015 | |
A | | $ | 36.60 | | | $ | (0.18 | ) | | $ | 4.77 | | | $ | 4.59 | | | $ | — | | | $ | (2.49 | ) | | $ | (2.49 | ) | | $ | 38.70 | | | | 13.19 | % | | $ | 914,414 | | | | 1.28 | % | | | 1.28 | % | | | (0.46 | )% | | | 39 | % |
B | | | 32.18 | | | | (0.46 | ) | | | 4.18 | | | | 3.72 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 33.41 | | | | 12.23 | | | | 6,239 | | | | 2.15 | | | | 2.15 | | | | (1.35 | ) | | | 39 | |
C | | | 32.42 | | | | (0.41 | ) | | | 4.21 | | | | 3.80 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 33.73 | | | | 12.40 | | | | 310,668 | | | | 2.02 | | | | 2.02 | | | | (1.19 | ) | | | 39 | |
I | | | 37.63 | | | | (0.07 | ) | | | 4.91 | | | | 4.84 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 39.98 | | | | 13.51 | | | | 266,553 | | | | 1.01 | | | | 1.01 | | | | (0.18 | ) | | | 39 | |
R3 | | | 37.58 | | | | (0.31 | ) | | | 4.91 | | | | 4.60 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 39.69 | | | | 12.85 | | | | 59,135 | | | | 1.61 | | | | 1.61 | | | | (0.78 | ) | | | 39 | |
R4 | | | 38.64 | | | | (0.20 | ) | | | 5.06 | | | | 4.86 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 41.01 | | | | 13.19 | | | | 51,253 | | | | 1.30 | | | | 1.30 | | | | (0.48 | ) | | | 39 | |
R5 | | | 39.60 | | | | (0.08 | ) | | | 5.19 | | | | 5.11 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 42.22 | | | | 13.52 | | | | 5,326 | | | | 1.01 | | | | 1.01 | | | | (0.18 | ) | | | 39 | |
Y | | | 39.85 | | | | (0.03 | ) | | | 5.21 | | | | 5.18 | | | | — | | | | (2.49 | ) | | | (2.49 | ) | | | 42.54 | | | | 13.64 | | | | 8,834 | | | | 0.90 | | | | 0.90 | | | | (0.08 | ) | | | 39 | |
|
The Hartford MidCap Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 30.34 | | | $ | (0.01 | ) | | $ | (1.84 | ) | | $ | (1.85 | ) | | $ | — | | | $ | (1.63 | ) | | $ | (1.63 | ) | | $ | 26.86 | | | | (6.63 | )%(4) | | $ | 2,495,499 | | | | 1.11 | %(5) | | | 1.10 | %(5) | | | (0.10 | )%(5) | | | 19 | % |
C | | | 20.83 | | | | (0.08 | ) | | | (1.21 | ) | | | (1.29 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 17.91 | | | | (6.99 | )(4) | | | 398,330 | | | | 1.87 | (5) | | | 1.87 | (5) | | | (0.86 | )(5) | | | 19 | |
I | | | 31.43 | | | | 0.02 | | | | (1.91 | ) | | | (1.89 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 27.91 | | | | (6.52 | )(4) | | | 3,818,848 | | | | 0.89 | (5) | | | 0.86 | (5) | | | 0.14 | (5) | | | 19 | |
R3 | | | 33.98 | | | | (0.07 | ) | | | (2.07 | ) | | | (2.14 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 30.21 | | | | (6.78 | )(4) | | | 90,873 | | | | 1.45 | (5) | | | 1.45 | (5) | | | (0.45 | )(5) | | | 19 | |
R4 | | | 35.57 | | | | (0.02 | ) | | | (2.18 | ) | | | (2.20 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 31.74 | | | | (6.64 | )(4) | | | 208,280 | | | | 1.16 | (5) | | | 1.14 | (5) | | | (0.13 | )(5) | | | 19 | |
R5 | | | 36.77 | | | | 0.03 | | | | (2.26 | ) | | | (2.23 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 32.91 | | | | (6.50 | )(4) | | | 413,481 | | | | 0.85 | (5) | | | 0.85 | (5) | | | 0.17 | (5) | | | 19 | |
R6 | | | 37.22 | | | | 0.05 | | | | (2.29 | ) | | | (2.24 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 33.35 | | | | (6.44 | )(4) | | | 1,643,463 | | | | 0.74 | (5) | | | 0.74 | (5) | | | 0.26 | (5) | | | 19 | |
Y | | | 37.17 | | | | 0.04 | | | | (2.29 | ) | | | (2.25 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 33.29 | | | | (6.45 | )(4) | | | 1,245,461 | | | | 0.85 | (5) | | | 0.78 | (5) | | | 0.24 | (5) | | | 19 | |
F | | | 31.52 | | | | 0.04 | | | | (1.91 | ) | | | (1.87 | ) | | | — | | | | (1.63 | ) | | | (1.63 | ) | | | 28.02 | | | | (6.44 | )(4) | | | 2,186,942 | | | | 0.74 | (5) | | | 0.74 | (5) | | | 0.26 | (5) | | | 19 | |
|
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 | (14) | | | 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 | |
|
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 accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2016 | |
A | | $ | 26.47 | | | $ | (0.07 | ) | | $ | (0.22 | ) | | $ | (0.29 | ) | | $ | — | | | $ | (1.93 | ) | | $ | (1.93 | ) | | $ | 24.25 | | | | (0.79 | )% | | $ | 2,041,826 | | | | 1.17 | % | | | 1.17 | % | | | (0.29 | )% | | | 31 | % |
B | | | 20.13 | | | | (0.21 | ) | | | (0.19 | ) | | | (0.40 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 17.80 | | | | (1.66 | ) | | | 16,842 | | | | 2.06 | | | | 2.06 | | | | (1.16 | ) | | | 31 | |
C | | | 20.73 | | | | (0.18 | ) | | | (0.20 | ) | | | (0.38 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 18.42 | | | | (1.50 | ) | | | 611,311 | | | | 1.89 | | | | 1.89 | | | | (1.01 | ) | | | 31 | |
I | | | 26.96 | | | | (0.04 | ) | | | (0.20 | ) | | | (0.24 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 24.79 | | | | (0.57 | ) | | | 1,725,700 | | | | 1.02 | | | | 1.02 | | | | (0.18 | ) | | | 31 | |
R3 | | | 29.20 | | | | (0.16 | ) | | | (0.23 | ) | | | (0.39 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 26.88 | | | | (1.07 | ) | | | 71,711 | | | | 1.48 | | | | 1.48 | | | | (0.59 | ) | | | 31 | |
R4 | | | 29.93 | | | | (0.08 | ) | | | (0.23 | ) | | | (0.31 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 27.69 | | | | (0.76 | ) | | | 165,137 | | | | 1.18 | | | | 1.18 | | | | (0.30 | ) | | | 31 | |
R5 | | | 30.39 | | | | — | | | | (0.22 | ) | | | (0.22 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 28.24 | | | | (0.47 | ) | | | 193,533 | | | | 0.87 | | | | 0.87 | | | | — | | | | 31 | |
R6 | | | 30.58 | | | | — | | | | (0.20 | ) | | | (0.20 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 28.45 | | | | (0.36 | ) | | | 26,352 | | | | 0.77 | | | | 0.77 | | | | 0.01 | | | | 31 | |
Y | | | 30.57 | | | | 0.03 | | | | (0.23 | ) | | | (0.20 | ) | | | — | | | | (1.93 | ) | | | (1.93 | ) | | | 28.44 | | | | (0.36 | ) | | | 1,490,965 | | | | 0.77 | | | | 0.77 | | | | 0.10 | | | | 31 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 27.38 | | | $ | (0.09 | ) | | $ | 1.85 | | | $ | 1.76 | | | $ | — | | | $ | (2.67 | ) | | $ | (2.67 | ) | | $ | 26.47 | | | | 7.28 | % | | $ | 2,048,529 | | | | 1.14 | % | | | 1.14 | % | | | (0.35 | )% | | | 29 | % |
B | | | 21.65 | | | | (0.25 | ) | | | 1.40 | | | | 1.15 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 20.13 | | | | 6.28 | | | | 24,665 | | | | 2.03 | | | | 2.03 | | | | (1.22 | ) | | | 29 | |
C | | | 22.18 | | | | (0.23 | ) | | | 1.45 | | | | 1.22 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 20.73 | | | | 6.46 | | | | 626,345 | | | | 1.88 | | | | 1.88 | | | | (1.09 | ) | | | 29 | |
I | | | 27.78 | | | | (0.02 | ) | | | 1.87 | | | | 1.85 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 26.96 | | | | 7.52 | | | | 702,566 | | | | 0.87 | | | | 0.87 | | | | (0.09 | ) | | | 29 | |
R3 | | | 30.02 | | | | (0.20 | ) | | | 2.05 | | | | 1.85 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 29.20 | | | | 6.91 | | | | 76,925 | | | | 1.47 | | | | 1.47 | | | | (0.69 | ) | | | 29 | |
R4 | | | 30.61 | | | | (0.11 | ) | | | 2.10 | | | | 1.99 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 29.93 | | | | 7.26 | | | | 135,698 | | | | 1.16 | | | | 1.16 | | | | (0.39 | ) | | | 29 | |
R5 | | | 30.96 | | | | (0.03 | ) | | | 2.13 | | | | 2.10 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 30.39 | | | | 7.59 | | | | 164,879 | | | | 0.86 | | | | 0.86 | | | | (0.09 | ) | | | 29 | |
R6(9) | | | 31.11 | | | | (0.04 | ) | | | 2.18 | | | | 2.14 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 30.58 | | | | 7.65 | (4) | | | 1,230 | | | | 0.77 | (5) | | | 0.77 | (5) | | | (0.13 | )(5) | | | 29 | |
Y | | | 31.10 | | | | 0.01 | | | | 2.13 | | | | 2.14 | | | | — | | | | (2.67 | ) | | | (2.67 | ) | | | 30.57 | | | | 7.66 | | | | 1,201,917 | | | | 0.76 | | | | 0.76 | | | | 0.04 | | | | 29 | |
|
The Hartford MidCap Value Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 14.43 | | | $ | 0.06 | | | $ | (2.64 | ) | | $ | (2.58 | ) | | $ | (0.09 | ) | | $ | (0.34 | ) | | $ | (0.43 | ) | | $ | 11.42 | | | | (18.50 | )%(4) | | $ | 245,278 | | | | 1.23 | %(5) | | | 1.23 | %(5) | | | 0.85 | %(5) | | | 29 | % |
C | | | 11.51 | | | | 0.00 | (14) | | | (2.10 | ) | | | (2.10 | ) | | | — | | | | (0.34 | ) | | | (0.34 | ) | | | 9.07 | | | | (18.83 | )(4) | | | 11,419 | | | | 2.01 | (5) | | | 2.01 | (5) | | | 0.07 | (5) | | | 29 | |
I | | | 14.60 | | | | 0.08 | | | | (2.66 | ) | | | (2.58 | ) | | | (0.14 | ) | | | (0.34 | ) | | | (0.48 | ) | | | 11.54 | | | | (18.38 | )(4) | | | 19,219 | | | | 0.90 | (5) | | | 0.90 | (5) | | | 1.19 | (5) | | | 29 | |
R3 | | | 15.22 | | | | 0.04 | | | | (2.79 | ) | | | (2.75 | ) | | | (0.03 | ) | | | (0.34 | ) | | | (0.37 | ) | | | 12.10 | | | | (18.57 | )(4) | | | 5,872 | | | | 1.51 | (5) | | | 1.51 | (5) | | | 0.57 | (5) | | | 29 | |
R4 | | | 15.58 | | | | 0.06 | | | | (2.85 | ) | | | (2.79 | ) | | | (0.09 | ) | | | (0.34 | ) | | | (0.43 | ) | | | 12.36 | | | | (18.48 | )(4) | | | 8,621 | | | | 1.21 | (5) | | | 1.21 | (5) | | | 0.87 | (5) | | | 29 | |
R5 | | | 15.82 | | | | 0.09 | | | | (2.90 | ) | | | (2.81 | ) | | | (0.12 | ) | | | (0.34 | ) | | | (0.46 | ) | | | 12.55 | | | | (18.38 | )(4) | | | 1,299 | | | | 0.90 | (5) | | | 0.90 | (5) | | | 1.18 | (5) | | | 29 | |
Y | | | 15.87 | | | | 0.09 | | | | (2.90 | ) | | | (2.81 | ) | | | (0.14 | ) | | | (0.34 | ) | | | (0.48 | ) | | | 12.58 | | | | (18.40 | )(4) | | | 9,894 | | | | 0.89 | (5) | | | 0.85 | (5) | | | 1.23 | (5) | | | 29 | |
F | | | 14.60 | | | | 0.09 | | | | (2.66 | ) | | | (2.57 | ) | | | (0.15 | ) | | | (0.34 | ) | | | (0.49 | ) | | | 11.54 | | | | (18.38 | )(4) | | | 280,700 | | | | 0.80 | (5) | | | 0.80 | (5) | | | 1.28 | (5) | | | 29 | |
|
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 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 15.11 | | | $ | 0.03 | | | $ | (0.03 | ) | | $ | — | | | $ | (0.02 | ) | | $ | (1.11 | ) | | $ | (1.13 | ) | | $ | 13.98 | | | | 0.18 | % | | $ | 246,023 | | | | 1.30 | % | | | 1.30 | %(16) | | | 0.18 | % | | | 56 | % |
B | | | 13.15 | | | | (0.07 | ) | | | (0.03 | ) | | | (0.10 | ) | | | — | | | | (1.11 | ) | | | (1.11 | ) | | | 11.94 | | | | (0.57 | ) | | | 637 | | | | 2.42 | | | | 2.12 | (16) | | | (0.63 | ) | | | 56 | |
C | | | 13.09 | | | | (0.06 | ) | | | (0.02 | ) | | | (0.08 | ) | | | — | | | | (1.11 | ) | | | (1.11 | ) | | | 11.90 | | | | (0.42 | ) | | | 35,965 | | | | 2.02 | | | | 2.02 | (16) | | | (0.54 | ) | | | 56 | |
I | | | 15.22 | | | | 0.05 | | | | (0.01 | ) | | | 0.04 | | | | (0.06 | ) | | | (1.11 | ) | | | (1.17 | ) | | | 14.09 | | | | 0.48 | | | | 83,155 | | | | 1.06 | | | | 1.06 | (16) | | | 0.39 | | | | 56 | |
R3 | | | 15.82 | | | | (0.01 | ) | | | (0.03 | ) | | | (0.04 | ) | | | — | | | | (1.11 | ) | | | (1.11 | ) | | | 14.67 | | | | (0.07 | ) | | | 11,396 | | | | 1.56 | | | | 1.56 | (16) | | | (0.07 | ) | | | 56 | |
R4 | | | 15.99 | | | | 0.03 | | | | (0.02 | ) | | | 0.01 | | | | (0.02 | ) | | | (1.11 | ) | | | (1.13 | ) | | | 14.87 | | | | 0.30 | | | | 13,448 | | | | 1.25 | | | | 1.25 | (16) | | | 0.23 | | | | 56 | |
R5 | | | 16.15 | | | | 0.08 | | | | (0.03 | ) | | | 0.05 | | | | (0.06 | ) | | | (1.11 | ) | | | (1.17 | ) | | | 15.03 | | | | 0.54 | | | | 9,831 | | | | 0.95 | | | | 0.95 | (16) | | | 0.52 | | | | 56 | |
Y | | | 16.19 | | | | 0.09 | | | | (0.03 | ) | | | 0.06 | | | | (0.07 | ) | | | (1.11 | ) | | | (1.18 | ) | | | 15.07 | | | | 0.63 | | | | 79,990 | | | | 0.85 | | | | 0.85 | (16) | | | 0.63 | | | | 56 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 16.73 | | | $ | 0.02 | | | $ | 0.25 | | | $ | 0.27 | | | $ | (0.02 | ) | | $ | (1.87 | ) | | $ | (1.89 | ) | | $ | 15.11 | | | | 2.28 | % | | $ | 229,953 | | | | 1.25 | % | | | 1.25 | % | | | 0.11 | % | | | 33 | % |
B | | | 14.91 | | | | (0.10 | ) | | | 0.21 | | | | 0.11 | | | | — | | | | (1.87 | ) | | | (1.87 | ) | | | 13.15 | | | | 1.37 | | | | 1,417 | | | | 2.28 | | | | 2.09 | | | | (0.75 | ) | | | 33 | |
C | | | 14.84 | | | | (0.08 | ) | | | 0.20 | | | | 0.12 | | | | — | | | | (1.87 | ) | | | (1.87 | ) | | | 13.09 | | | | 1.45 | | | | 41,149 | | | | 1.97 | | | | 1.97 | | | | (0.62 | ) | | | 33 | |
I | | | 16.85 | | | | 0.07 | | | | 0.25 | | | | 0.32 | | | | (0.08 | ) | | | (1.87 | ) | | | (1.95 | ) | | | 15.22 | | | | 2.57 | | | | 29,987 | | | | 0.92 | | | | 0.92 | | | | 0.42 | | | | 33 | |
R3 | | | 17.45 | | | | (0.03 | ) | | | 0.27 | | | | 0.24 | | | | — | | | | (1.87 | ) | | | (1.87 | ) | | | 15.82 | | | | 1.97 | | | | 10,204 | | | | 1.52 | | | | 1.52 | | | | (0.19 | ) | | | 33 | |
R4 | | | 17.61 | | | | 0.02 | | | | 0.27 | | | | 0.29 | | | | (0.04 | ) | | | (1.87 | ) | | | (1.91 | ) | | | 15.99 | | | | 2.26 | | | | 11,711 | | | | 1.21 | | | | 1.21 | | | | 0.15 | | | | 33 | |
R5 | | | 17.75 | | | | 0.07 | | | | 0.28 | | | | 0.35 | | | | (0.08 | ) | | | (1.87 | ) | | | (1.95 | ) | | | 16.15 | | | | 2.62 | | | | 7,564 | | | | 0.92 | | | | 0.92 | | | | 0.44 | | | | 33 | |
Y | | | 17.78 | | | | 0.09 | | | | 0.28 | | | | 0.37 | | | | (0.09 | ) | | | (1.87 | ) | | | (1.96 | ) | | | 16.19 | | | | 2.73 | | | | 158,691 | | | | 0.81 | | | | 0.81 | | | | 0.54 | | | | 33 | |
|
Hartford Quality Value Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 21.11 | | | $ | 0.21 | | | $ | (2.70 | ) | | $ | (2.49 | ) | | $ | (0.48 | ) | | $ | (0.59 | ) | | $ | (1.07 | ) | | $ | 17.55 | | | | (12.62 | )%(4) | | $ | 139,481 | | | | 1.02 | %(5) | | | 0.91 | %(5) | | | 2.13 | %(5) | | | 17 | % |
C | | | 18.05 | | | | 0.11 | | | | (2.31 | ) | | | (2.20 | ) | | | (0.32 | ) | | | (0.59 | ) | | | (0.91 | ) | | | 14.94 | | | | (12.99 | )(4) | | | 4,809 | | | | 1.81 | (5) | | | 1.71 | (5) | | | 1.33 | (5) | | | 17 | |
I | | | 20.85 | | | | 0.24 | | | | (2.66 | ) | | | (2.42 | ) | | | (0.55 | ) | | | (0.59 | ) | | | (1.14 | ) | | | 17.29 | | | | (12.49 | )(4) | | | 10,394 | | | | 0.67 | (5) | | | 0.57 | (5) | | | 2.47 | (5) | | | 17 | |
R3 | | | 21.45 | | | | 0.19 | | | | (2.76 | ) | | | (2.57 | ) | | | (0.43 | ) | | | (0.59 | ) | | | (1.02 | ) | | | 17.86 | | | | (12.74 | )(4) | | | 859 | | | | 1.28 | (5) | | | 1.16 | (5) | | | 1.84 | (5) | | | 17 | |
R4 | | | 21.68 | | | | 0.22 | | | | (2.78 | ) | | | (2.56 | ) | | | (0.49 | ) | | | (0.59 | ) | | | (1.08 | ) | | | 18.04 | | | | (12.62 | )(4) | | | 4,050 | | | | 0.98 | (5) | | | 0.87 | (5) | | | 2.15 | (5) | | | 17 | |
R5 | | | 21.87 | | | | 0.25 | | | | (2.80 | ) | | | (2.55 | ) | | | (0.54 | ) | | | (0.59 | ) | | | (1.13 | ) | | | 18.19 | | | | (12.48 | )(4) | | | 209 | | | | 0.67 | (5) | | | 0.57 | (5) | | | 2.48 | (5) | | | 17 | |
R6 | | | 21.93 | | | | 0.25 | | | | (2.79 | ) | | | (2.54 | ) | | | (0.57 | ) | | | (0.59 | ) | | | (1.16 | ) | | | 18.23 | | | | (12.45 | )(4) | | | 74 | | | | 0.57 | (5) | | | 0.46 | (5) | | | 2.52 | (5) | | | 17 | |
Y | | | 21.91 | | | | 0.26 | | | | (2.82 | ) | | | (2.56 | ) | | | (0.55 | ) | | | (0.59 | ) | | | (1.14 | ) | | | 18.21 | | | | (12.52 | )(4) | | | 356 | | | | 0.67 | (5) | | | 0.57 | (5) | | | 2.51 | (5) | | | 17 | |
F | | | 20.83 | | | | 0.25 | | | | (2.65 | ) | | | (2.40 | ) | | | (0.61 | ) | | | (0.59 | ) | | | (1.20 | ) | | | 17.23 | | | | (12.43 | )(4) | | | 9,710 | | | | 0.57 | (5) | | | 0.46 | (5) | | | 2.58 | (5) | | | 17 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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(17) | | | 20.99 | | | | 0.28 | | | | (0.53 | )(18) | | | (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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 18.66 | | | $ | 0.16 | | | $ | 0.57 | | | $ | 0.73 | | | $ | (0.21 | ) | | $ | (1.24 | ) | | $ | (1.45 | ) | | $ | 17.94 | | | | 4.71 | % | | $ | 187,475 | | | | 1.25 | % | | | 1.25 | %(19) | | | 0.93 | % | | | 41 | % |
B | | | 16.45 | | | | 0.02 | | | | 0.48 | | | | 0.50 | | | | (0.01 | ) | | | (1.24 | ) | | | (1.25 | ) | | | 15.70 | | | | 3.75 | | | | 695 | | | | 2.41 | | | | 2.11 | (19) | | | 0.11 | | | | 41 | |
C | | | 16.34 | | | | 0.03 | | | | 0.49 | | | | 0.52 | | | | (0.10 | ) | | | (1.24 | ) | | | (1.34 | ) | | | 15.52 | | | | 3.93 | | | | 22,223 | | | | 1.97 | | | | 1.97 | (19) | | | 0.21 | | | | 41 | |
I | | | 18.47 | | | | 0.21 | | | | 0.57 | | | | 0.78 | | | | (0.26 | ) | | | (1.24 | ) | | | (1.50 | ) | | | 17.75 | | | | 5.03 | | | | 19,139 | | | | 0.92 | | | | 0.92 | (19) | | | 1.23 | | | | 41 | |
R3 | | | 18.83 | | | | 0.11 | | | | 0.58 | | | | 0.69 | | | | (0.15 | ) | | | (1.24 | ) | | | (1.39 | ) | | | 18.13 | | | | 4.39 | | | | 2,783 | | | | 1.54 | | | | 1.54 | (19) | | | 0.64 | | | | 41 | |
R4 | | | 19.03 | | | | 0.17 | | | | 0.59 | | | | 0.76 | | | | (0.21 | ) | | | (1.24 | ) | | | (1.45 | ) | | | 18.34 | | | | 4.73 | | | | 8,720 | | | | 1.22 | | | | 1.22 | (19) | | | 0.96 | | | | 41 | |
R5 | | | 19.19 | | | | 0.22 | | | | 0.59 | | | | 0.81 | | | | (0.27 | ) | | | (1.24 | ) | | | (1.51 | ) | | | 18.49 | | | | 5.04 | | | | 2,025 | | | | 0.92 | | | | 0.92 | (19) | | | 1.27 | | | | 41 | |
Y | | | 19.24 | | | | 0.26 | | | | 0.58 | | | | 0.84 | | | | (0.29 | ) | | | (1.24 | ) | | | (1.53 | ) | | | 18.55 | | | | 5.14 | | | | 845 | | | | 0.81 | | | | 0.81 | (19) | | | 1.46 | | | | 41 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 20.45 | | | $ | 0.21 | | | $ | (0.47 | ) | | $ | (0.26 | ) | | $ | (0.13 | ) | | $ | (1.40 | ) | | $ | (1.53 | ) | | $ | 18.66 | | | | (1.20 | )% | | $ | 207,339 | | | | 1.21 | % | | | 1.21 | % | | | 1.10 | % | | | 55 | % |
B | | | 18.22 | | | | 0.03 | | | | (0.40 | ) | | | (0.37 | ) | | | — | | | | (1.40 | ) | | | (1.40 | ) | | | 16.45 | | | | (1.94 | ) | | | 1,909 | | | | 2.28 | | | | 1.97 | | | | 0.19 | | | | 55 | |
C | | | 18.14 | | | | 0.06 | | | | (0.42 | ) | | | (0.36 | ) | | | (0.04 | ) | | | (1.40 | ) | | | (1.44 | ) | | | 16.34 | | | | (1.90 | ) | | | 26,763 | | | | 1.93 | | | | 1.93 | | | | 0.36 | | | | 55 | |
I | | | 20.25 | | | | 0.27 | | | | (0.45 | ) | | | (0.18 | ) | | | (0.20 | ) | | | (1.40 | ) | | | (1.60 | ) | | | 18.47 | | | | (0.78 | ) | | | 27,168 | | | | 0.88 | | | | 0.88 | | | | 1.41 | | | | 55 | |
R3 | | | 20.62 | | | | 0.15 | | | | (0.46 | ) | | | (0.31 | ) | | | (0.08 | ) | | | (1.40 | ) | | | (1.48 | ) | | | 18.83 | | | | (1.45 | ) | | | 3,657 | | | | 1.52 | | | | 1.49 | | | | 0.79 | | | | 55 | |
R4 | | | 20.82 | | | | 0.22 | | | | (0.47 | ) | | | (0.25 | ) | | | (0.14 | ) | | | (1.40 | ) | | | (1.54 | ) | | | 19.03 | | | | (1.11 | ) | | | 11,942 | | | | 1.19 | | | | 1.18 | | | | 1.11 | | | | 55 | |
R5 | | | 20.95 | | | | 0.28 | | | | (0.48 | ) | | | (0.20 | ) | | | (0.16 | ) | | | (1.40 | ) | | | (1.56 | ) | | | 19.19 | | | | (0.87 | ) | | | 2,487 | | | | 0.90 | | | | 0.88 | | | | 1.41 | | | | 55 | |
Y | | | 21.03 | | | | 0.30 | | | | (0.49 | ) | | | (0.19 | ) | | | (0.20 | ) | | | (1.40 | ) | | | (1.60 | ) | | | 19.24 | | | | (0.77 | ) | | | 1,618 | | | | 0.79 | | | | 0.79 | | | | 1.50 | | | | 55 | |
|
The Hartford Small Cap Growth Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 45.71 | | | $ | (0.09 | ) | | $ | (2.85 | ) | | $ | (2.94 | ) | | $ | — | | | $ | (0.75 | ) | | $ | (0.75 | ) | | $ | 42.02 | | | | (6.62 | )%(4) | | $ | 170,743 | | | | 1.26 | %(5) | | | 1.25 | %(5) | | | (0.39 | )%(5) | | | 22 | % |
C | | | 30.90 | | | | (0.16 | ) | | | (1.89 | ) | | | (2.05 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 28.10 | | | | (6.96 | )(4) | | | 12,246 | | | | 1.91 | (5) | | | 1.91 | (5) | | | (1.05 | )(5) | | | 22 | |
I | | | 48.05 | | | | 0.00 | (14) | | | (3.00 | ) | | | (3.00 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 44.30 | | | | (6.44 | )(4) | | | 179,596 | | | | 0.84 | (5) | | | 0.84 | (5) | | | 0.01 | (5) | | | 22 | |
R3 | | | 45.05 | | | | (0.14 | ) | | | (2.80 | ) | | | (2.94 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 41.36 | | | | (6.74 | )(4) | | | 7,847 | | | | 1.48 | (5) | | | 1.48 | (5) | | | (0.62 | )(5) | | | 22 | |
R4 | | | 47.69 | | | | (0.07 | ) | | | (2.98 | ) | | | (3.05 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 43.89 | | | | (6.60 | )(4) | | | 29,018 | | | | 1.17 | (5) | | | 1.17 | (5) | | | (0.31 | )(5) | | | 22 | |
R5 | | | 50.57 | | | | 0.00 | (14) | | | (3.17 | ) | | | (3.17 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 46.65 | | | | (6.46 | )(4) | | | 65,349 | | | | 0.88 | (5) | | | 0.88 | (5) | | | (0.01 | )(5) | | | 22 | |
R6 | | | 51.36 | | | | 0.02 | | | | (3.21 | ) | | | (3.19 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 47.42 | | | | (6.40 | )(4) | | | 80,291 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 0.09 | (5) | | | 22 | |
Y | | | 51.39 | | | | 0.01 | | | | (3.22 | ) | | | (3.21 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 47.43 | | | | (6.42 | )(4) | | | 259,969 | | | | 0.86 | (5) | | | 0.80 | (5) | | | 0.06 | (5) | | | 22 | |
F | | | 48.23 | | | | 0.02 | | | | (3.02 | ) | | | (3.00 | ) | | | — | | | | (0.75 | ) | | | (0.75 | ) | | | 44.48 | | | | (6.40 | )(4) | | | 42,623 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 0.09 | (5) | | | 22 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 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 | (14) | | | 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 | |
|
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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 48.56 | | | $ | (0.19 | ) | | $ | 0.11 | (18) | | $ | (0.08 | ) | | $ | — | | | $ | (3.93 | ) | | $ | (3.93 | ) | | $ | 44.55 | | | | 0.02 | % | | $ | 197,738 | | | | 1.25 | % | | | 1.25 | % | | | (0.44 | )% | | | 45 | % |
B | | | 39.35 | | | | (0.43 | ) | | | 0.05 | (18) | | | (0.38 | ) | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 35.04 | | | | (0.84 | ) | | | 606 | | | | 2.35 | | | | 2.09 | | | | (1.23 | ) | | | 45 | |
C | | | 39.03 | | | | (0.39 | ) | | | 0.07 | (18) | | | (0.32 | ) | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 34.78 | | | | (0.65 | ) | | | 37,807 | | | | 1.94 | | | | 1.94 | | | | (1.13 | ) | | | 45 | |
I | | | 49.68 | | | | (0.07 | ) | | | 0.11 | (18) | | | 0.04 | | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 45.79 | | | | 0.28 | | | | 137,606 | | | | 0.99 | | | | 0.99 | | | | (0.16 | ) | | | 45 | |
R3 | | | 48.54 | | | | (0.30 | ) | | | 0.11 | (18) | | | (0.19 | ) | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 44.42 | | | | (0.24 | ) | | | 12,708 | | | | 1.51 | | | | 1.51 | | | | (0.70 | ) | | | 45 | |
R4 | | | 49.87 | | | | (0.18 | ) | | | 0.14 | (18) | | | (0.04 | ) | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 45.90 | | | | 0.09 | | | | 66,273 | | | | 1.19 | | | | 1.19 | | | | (0.39 | ) | | | 45 | |
R5 | | | 51.35 | | | | (0.04 | ) | | | 0.14 | (18) | | | 0.10 | | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 47.52 | | | | 0.40 | | | | 102,166 | | | | 0.89 | | | | 0.89 | | | | (0.09 | ) | | | 45 | |
R6 | | | 51.73 | | | | (0.04 | ) | | | 0.18 | (18) | | | 0.14 | | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 47.94 | | | | 0.46 | | | | 4,072 | | | | 0.79 | | | | 0.79 | | | | (0.09 | ) | | | 45 | |
Y | | | 51.78 | | | | 0.01 | | | | 0.14 | (18) | | | 0.15 | | | | — | | | | (3.93 | ) | | | (3.93 | ) | | | 48.00 | | | | 0.50 | | | | 290,401 | | | | 0.79 | | | | 0.79 | | | | 0.01 | | | | 45 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 48.63 | | | $ | (0.20 | ) | | $ | 2.25 | | | $ | 2.05 | | | $ | — | | | $ | (2.12 | ) | | $ | (2.12 | ) | | $ | 48.56 | | | | 4.37 | % | | $ | 243,999 | | | | 1.21 | % | | | 1.21 | % | | | (0.40 | )% | | | 70 | % |
B | | | 40.12 | | | | (0.48 | ) | | | 1.83 | | | | 1.35 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 39.35 | | | | 3.54 | | | | 1,500 | | | | 2.20 | | | | 2.03 | | | | (1.18 | ) | | | 70 | |
C | | | 39.77 | | | | (0.45 | ) | | | 1.83 | | | | 1.38 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 39.03 | | | | 3.62 | | | | 49,549 | | | | 1.91 | | | | 1.91 | | | | (1.11 | ) | | | 70 | |
I | | | 49.55 | | | | (0.06 | ) | | | 2.31 | | | | 2.25 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 49.68 | | | | 4.70 | | | | 209,184 | | | | 0.92 | | | | 0.92 | | | | (0.13 | ) | | | 70 | |
R3 | | | 48.74 | | | | (0.36 | ) | | | 2.28 | | | | 1.92 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 48.54 | | | | 4.10 | | | | 16,184 | | | | 1.48 | | | | 1.48 | | | | (0.70 | ) | | | 70 | |
R4 | | | 49.86 | | | | (0.20 | ) | | | 2.33 | | | | 2.13 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 49.87 | | | | 4.44 | | | | 74,037 | | | | 1.17 | | | | 1.17 | | | | (0.38 | ) | | | 70 | |
R5 | | | 51.13 | | | | (0.05 | ) | | | 2.39 | | | | 2.34 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 51.35 | | | | 4.74 | | | | 115,719 | | | | 0.87 | | | | 0.87 | | | | (0.10 | ) | | | 70 | |
R6(9) | | | 51.80 | | | | (0.02 | ) | | | 2.07 | | | | 2.05 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 51.73 | | | | 4.13 | (4) | | | 14 | | | | 0.87 | (5) | | | 0.87 | (5) | | | (0.05 | )(5) | | | 70 | |
Y | | | 51.49 | | | | 0.01 | | | | 2.40 | | | | 2.41 | | | | — | | | | (2.12 | ) | | | (2.12 | ) | | | 51.78 | | | | 4.84 | | | | 314,145 | | | | 0.77 | | | | 0.77 | | | | 0.02 | | | | 70 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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 | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 10.35 | | | $ | 0.06 | | | $ | (2.52 | ) | | $ | (2.46 | ) | | $ | (0.08 | ) | | $ | (0.58 | ) | | $ | (0.66 | ) | | $ | 7.23 | | | | (25.50 | )%(4) | | $ | 31,824 | | | | 1.39 | %(5) | | | 1.29 | %(5) | | | 1.24 | %(5) | | | 29 | % |
C | | | 8.96 | | | | 0.02 | | | | (2.16 | ) | | | (2.14 | ) | | | — | | | | (0.58 | ) | | | (0.58 | ) | | | 6.24 | | | | (25.64 | )(4) | | | 2,145 | | | | 2.14 | (5) | | | 2.04 | (5) | | | 0.47 | (5) | | | 29 | |
I | | | 10.37 | | | | 0.07 | | | | (2.50 | ) | | | (2.43 | ) | | | (0.12 | ) | | | (0.58 | ) | | | (0.70 | ) | | | 7.24 | | | | (25.26 | )(4) | | | 3,780 | | | | 1.01 | (5) | | | 0.91 | (5) | | | 1.60 | (5) | | | 29 | |
R3 | | | 10.73 | | | | 0.05 | | | | (2.61 | ) | | | (2.56 | ) | | | (0.07 | ) | | | (0.58 | ) | | | (0.65 | ) | | | 7.52 | | | | (25.51 | )(4) | | | 458 | | | | 1.61 | (5) | | | 1.41 | (5) | | | 1.11 | (5) | | | 29 | |
R4 | | | 10.89 | | | | 0.06 | | | | (2.64 | ) | | | (2.58 | ) | | | (0.09 | ) | | | (0.58 | ) | | | (0.67 | ) | | | 7.64 | | | | (25.40 | )(4) | | | 42 | | | | 1.31 | (5) | | | 1.20 | (5) | | | 1.34 | (5) | | | 29 | |
R5 | | | 10.87 | | | | 0.07 | | | | (2.63 | ) | | | (2.56 | ) | | | (0.12 | ) | | | (0.58 | ) | | | (0.70 | ) | | | 7.61 | | | | (25.30 | )(4) | | | 20 | | | | 0.99 | (5) | | | 0.90 | (5) | | | 1.52 | (5) | | | 29 | |
R6 | | | 10.87 | | | | 0.08 | | | | (2.63 | ) | | | (2.55 | ) | | | (0.13 | ) | | | (0.58 | ) | | | (0.71 | ) | | | 7.61 | | | | (25.26 | )(4) | | | 138 | | | | 0.89 | (5) | | | 0.80 | (5) | | | 1.74 | (5) | | | 29 | |
Y | | | 10.86 | | | | 0.08 | | | | (2.63 | ) | | | (2.55 | ) | | | (0.13 | ) | | | (0.58 | ) | | | (0.71 | ) | | | 7.60 | | | | (25.29 | )(4) | | | 297 | | | | 0.99 | (5) | | | 0.85 | (5) | | | 1.66 | (5) | | | 29 | |
F | | | 10.38 | | | | 0.08 | | | | (2.51 | ) | | | (2.43 | ) | | | (0.13 | ) | | | (0.58 | ) | | | (0.71 | ) | | | 7.24 | | | | (25.27 | )(4) | | | 33,957 | | | | 0.89 | (5) | | | 0.80 | (5) | | | 1.74 | (5) | | | 29 | |
|
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(17) | | | 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 | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 12.35 | | | $ | 0.10 | | | $ | (0.15 | )(18) | | $ | (0.05 | ) | | $ | (0.02 | ) | | $ | (0.72 | ) | | $ | (0.74 | ) | | $ | 11.56 | | | | (0.22 | )% | | $ | 46,270 | | | | 1.35 | % | | | 1.31 | %(20) | | | 0.85 | % | | | 94 | % |
B | | | 11.58 | | | | 0.01 | | | | (0.14 | )(18) | | | (0.13 | ) | | | — | | | | (0.72 | ) | | | (0.72 | ) | | | 10.73 | | | | (0.93 | ) | | | 798 | | | | 2.25 | | | | 2.06 | (20) | | | 0.10 | | | | 94 | |
C | | | 11.43 | | | | 0.01 | | | | (0.14 | )(18) | | | (0.13 | ) | | | — | | | | (0.72 | ) | | | (0.72 | ) | | | 10.58 | | | | (0.94 | ) | | | 10,410 | | | | 2.08 | | | | 2.06 | (20) | | | 0.11 | | | | 94 | |
I | | | 12.38 | | | | 0.13 | | | | (0.15 | )(18) | | | (0.02 | ) | | | (0.06 | ) | | | (0.72 | ) | | | (0.78 | ) | | | 11.58 | | | | 0.05 | | | | 2,582 | | | | 1.01 | | | | 1.00 | (20) | | | 1.17 | | | | 94 | |
R3 | | | 12.67 | | | | 0.08 | | | | (0.16 | )(18) | | | (0.08 | ) | | | — | | | | (0.72 | ) | | | (0.72 | ) | | | 11.87 | | | | (0.43 | ) | | | 734 | | | | 1.61 | | | | 1.51 | (20) | | | 0.65 | | | | 94 | |
R4 | | | 12.72 | | | | 0.11 | | | | (0.15 | )(18) | | | (0.04 | ) | | | (0.02 | ) | | | (0.72 | ) | | | (0.74 | ) | | | 11.94 | | | | (0.09 | ) | | | 267 | | | | 1.30 | | | | 1.21 | (20) | | | 0.96 | | | | 94 | |
R5 | | | 12.78 | | | | 0.13 | | | | (0.14 | )(18) | | | (0.01 | ) | | | (0.09 | ) | | | (0.72 | ) | | | (0.81 | ) | | | 11.96 | | | | 0.16 | | | | 44 | | | | 1.00 | | | | 0.91 | (20) | | | 1.08 | | | | 94 | |
Y | | | 12.77 | | | | 0.16 | | | | (0.15 | )(18) | | | 0.01 | | | | (0.06 | ) | | | (0.72 | ) | | | (0.78 | ) | | | 12.00 | | | | 0.31 | | | | 110,028 | | | | 0.88 | | | | 0.86 | (20) | | | 1.36 | | | | 94 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2015 | |
A | | $ | 13.89 | | | $ | 0.11 | | | $ | (0.28 | ) | | $ | (0.17 | ) | | $ | (0.08 | ) | | $ | (1.29 | ) | | $ | (1.37 | ) | | $ | 12.35 | | | | (1.17 | )% | | $ | 51,249 | | | | 1.40 | % | | | 1.29 | % | | | 0.85 | % | | | 112 | % |
B | | | 13.12 | | | | 0.01 | | | | (0.26 | ) | | | (0.25 | ) | | | — | | | | (1.29 | ) | | | (1.29 | ) | | | 11.58 | | | | (1.92 | ) | | | 1,792 | | | | 2.28 | | | | 2.05 | | | | 0.12 | | | | 112 | |
C | | | 12.96 | | | | 0.01 | | | | (0.25 | ) | | | (0.24 | ) | | | — | | | | (1.29 | ) | | | (1.29 | ) | | | 11.43 | | | | (1.86 | ) | | | 12,905 | | | | 2.14 | | | | 2.04 | | | | 0.10 | | | | 112 | |
I(11) | | | 13.40 | | | | 0.08 | | | | (1.10 | ) | | | (1.02 | ) | | | — | | | | — | | | | — | | | | 12.38 | | | | (7.61 | )(4) | | | 2,429 | | | | 1.12 | (5) | | | 0.99 | (5) | | | 1.01 | (5) | | | 112 | |
R3 | | | 14.21 | | | | 0.09 | | | | (0.28 | ) | | | (0.19 | ) | | | (0.06 | ) | | | (1.29 | ) | | | (1.35 | ) | | | 12.67 | | | | (1.29 | ) | | | 830 | | | | 1.70 | | | | 1.50 | | | | 0.64 | | | | 112 | |
R4 | | | 14.26 | | | | 0.13 | | | | (0.27 | ) | | | (0.14 | ) | | | (0.11 | ) | | | (1.29 | ) | | | (1.40 | ) | | | 12.72 | | | | (0.97 | ) | | | 608 | | | | 1.37 | | | | 1.20 | | | | 0.94 | | | | 112 | |
R5 | | | 14.32 | | | | 0.17 | | | | (0.29 | ) | | | (0.12 | ) | | | (0.13 | ) | | | (1.29 | ) | | | (1.42 | ) | | | 12.78 | | | | (0.75 | ) | | | 218 | | | | 1.06 | | | | 0.90 | | | | 1.23 | | | | 112 | |
Y | | | 14.31 | | | | 0.16 | | | | (0.27 | ) | | | (0.11 | ) | | | (0.14 | ) | | | (1.29 | ) | | | (1.43 | ) | | | 12.77 | | | | (0.71 | ) | | | 1,312 | | | | 0.96 | | | | 0.85 | | | | 1.23 | | | | 112 | |
|
The Hartford Small Company Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 20.35 | | | $ | (0.06 | ) | | $ | (0.62 | ) | | $ | (0.68 | ) | | $ | — | | | $ | (1.28 | ) | | $ | (1.28 | ) | | $ | 18.39 | | | | (3.88 | )%(4) | | $ | 285,177 | | | | 1.33 | %(5) | | | 1.32 | %(5) | | | (0.65 | )%(5) | | | 61 | % |
C | | | 13.30 | | | | (0.09 | ) | | | (0.37 | ) | | | (0.46 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 11.56 | | | | (4.24 | )(4) | | | 7,943 | | | | 2.13 | (5) | | | 2.13 | (5) | | | (1.47 | )(5) | | | 61 | |
I | | | 21.65 | | | | (0.04 | ) | | | (0.67 | ) | | | (0.71 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 19.66 | | | | (3.74 | )(4) | | | 24,898 | | | | 1.01 | (5) | | | 1.01 | (5) | | | (0.34 | )(5) | | | 61 | |
R3 | | | 22.29 | | | | (0.09 | ) | | | (0.69 | ) | | | (0.78 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 20.23 | | | | (4.00 | )(4) | | | 11,739 | | | | 1.60 | (5) | | | 1.55 | (5) | | | (0.88 | )(5) | | | 61 | |
R4 | | | 23.88 | | | | (0.07 | ) | | | (0.74 | ) | | | (0.81 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 21.79 | | | | (3.85 | )(4) | | | 11,936 | | | | 1.30 | (5) | | | 1.25 | (5) | | | (0.58 | )(5) | | | 61 | |
R5 | | | 25.40 | | | | (0.03 | ) | | | (0.81 | ) | | | (0.84 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 23.28 | | | | (3.70 | )(4) | | | 2,861 | | | | 1.01 | (5) | | | 0.95 | (5) | | | (0.28 | )(5) | | | 61 | |
R6 | | | 25.97 | | | | (0.03 | ) | | | (0.83 | ) | | | (0.86 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 23.83 | | | | (3.69 | )(4) | | | 118 | | | | 0.89 | (5) | | | 0.89 | (5) | | | (0.21 | )(5) | | | 61 | |
Y | | | 25.95 | | | | (0.03 | ) | | | (0.83 | ) | | | (0.86 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 23.81 | | | | (3.73 | )(4) | | | 16,828 | | | | 0.96 | (5) | | | 0.95 | (5) | | | (0.26 | )(5) | | | 61 | |
F | | | 21.76 | | | | (0.02 | ) | | | (0.68 | ) | | | (0.70 | ) | | | — | | | | (1.28 | ) | | | (1.28 | ) | | | 19.78 | | | | (3.72 | )(4) | | | 187,722 | | | | 0.89 | (5) | | | 0.89 | (5) | | | (0.22 | )(5) | | | 61 | |
|
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 | |
|
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 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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, 2016 | |
A | | $ | 19.36 | | | $ | (0.14 | ) | | $ | (0.90 | ) | | $ | (1.04 | ) | | $ | — | | | $ | (2.58 | ) | | $ | (2.58 | ) | | $ | 15.74 | | | | (5.73 | )% | | $ | 262,618 | | | | 1.45 | % | | | 1.43 | %(21) | | | (0.87 | )% | | | 81 | % |
B | | | 15.08 | | | | (0.19 | ) | | | (0.69 | ) | | | (0.88 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 11.62 | | | | (6.40 | ) | | | 862 | | | | 2.46 | | | | 2.17 | (21) | | | (1.59 | ) | | | 81 | |
C | | | 15.06 | | | | (0.19 | ) | | | (0.69 | ) | | | (0.88 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 11.60 | | | | (6.41 | ) | | | 25,586 | | | | 2.14 | | | | 2.14 | (21) | | | (1.58 | ) | | | 81 | |
I | | | 20.04 | | | | (0.10 | ) | | | (0.93 | ) | | | (1.03 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 16.43 | | | | (5.45 | ) | | | 41,881 | | | | 1.24 | | | | 1.18 | (21) | | | (0.61 | ) | | | 81 | |
R3 | | | 20.77 | | | | (0.18 | ) | | | (0.96 | ) | | | (1.14 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 17.05 | | | | (5.83 | ) | | | 29,662 | | | | 1.62 | | | | 1.58 | (21) | | | (1.02 | ) | | | 81 | |
R4 | | | 21.61 | | | | (0.13 | ) | | | (1.01 | ) | | | (1.14 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 17.89 | | | | (5.58 | ) | | | 27,834 | | | | 1.31 | | | | 1.28 | (21) | | | (0.71 | ) | | | 81 | |
R5 | | | 22.37 | | | | (0.07 | ) | | | (1.05 | ) | | | (1.12 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 18.67 | | | | (5.27 | ) | | | 5,283 | | | | 1.00 | | | | 0.97 | (21) | | | (0.37 | ) | | | 81 | |
R6 | | | 22.69 | | | | (0.06 | ) | | | (1.06 | ) | | | (1.12 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 18.99 | | | | (5.18 | ) | | | 9 | | | | 0.90 | | | | 0.90 | (21) | | | (0.34 | ) | | | 81 | |
Y | | | 22.69 | | | | (0.06 | ) | | | (1.06 | ) | | | (1.12 | ) | | | — | | | | (2.58 | ) | | | (2.58 | ) | | | 18.99 | | | | (5.18 | ) | | | 98,620 | | | | 0.90 | | | | 0.90 | (21) | | | (0.33 | ) | | | 81 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 24.83 | | | $ | (0.17 | ) | | $ | (1.21 | ) | | $ | (1.38 | ) | | $ | — | | | $ | (4.09 | ) | | $ | (4.09 | ) | | $ | 19.36 | | | | (6.22 | )% | | $ | 327,509 | | | | 1.34 | % | | | 1.34 | % | | | (0.77 | )% | | | 96 | % |
B | | | 20.40 | | | | (0.27 | ) | | | (0.96 | ) | | | (1.23 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 15.08 | | | | (6.98 | ) | | | 2,531 | | | | 2.30 | | | | 2.13 | | | | (1.56 | ) | | | 96 | |
C | | | 20.36 | | | | (0.25 | ) | | | (0.96 | ) | | | (1.21 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 15.06 | | | | (6.87 | ) | | | 35,455 | | | | 2.04 | | | | 2.04 | | | | (1.47 | ) | | | 96 | |
I | | | 25.51 | | | | (0.12 | ) | | | (1.26 | ) | | | (1.38 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 20.04 | | | | (6.03 | ) | | | 69,569 | | | | 1.11 | | | | 1.11 | | | | (0.55 | ) | | | 96 | |
R3 | | | 26.39 | | | | (0.23 | ) | | | (1.30 | ) | | | (1.53 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 20.77 | | | | (6.46 | ) | | | 35,865 | | | | 1.54 | | | | 1.54 | | | | (0.98 | ) | | | 96 | |
R4 | | | 27.21 | | | | (0.17 | ) | | | (1.34 | ) | | | (1.51 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 21.61 | | | | (6.15 | ) | | | 41,922 | | | | 1.24 | | | | 1.24 | | | | (0.68 | ) | | | 96 | |
R5 | | | 27.95 | | | | (0.09 | ) | | | (1.40 | ) | | | (1.49 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 22.37 | | | | (5.88 | ) | | | 30,053 | | | | 0.97 | | | | 0.95 | | | | (0.35 | ) | | | 96 | |
R6(9) | | | 28.20 | | | | (0.08 | ) | | | (1.34 | ) | | | (1.42 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 22.69 | | | | (5.56 | )(4) | | | 9 | | | | 0.91 | (5) | | | 0.90 | (5) | | | (0.32 | )(5) | | | 96 | |
Y | | | 28.27 | | | | (0.07 | ) | | | (1.42 | ) | | | (1.49 | ) | | | — | | | | (4.09 | ) | | | (4.09 | ) | | | 22.69 | | | | (5.80 | ) | | | 279,594 | | | | 0.85 | | | | 0.85 | | | | (0.28 | ) | | | 96 | |
(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). |
(6) | Includes interest expense representing less than 0.005%. |
(7) | Commenced operations on February 28, 2017. |
(8) | Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively. |
(9) | Commenced operations on November 7, 2014. |
(10) | Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively. |
(11) | Commenced operations on March 31, 2015. |
(12) | Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively. |
(13) | Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively. |
(14) | Amount is less than $0.01 per share. |
(15) | Commenced operations on February 28, 2019. |
(16) | Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively. |
(17) | Commenced operations on February 28, 2018. |
(18) | 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. |
(19) | Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively. |
(20) | Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively. |
(21) | Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Domestic Equity Funds |
Notes to Financial Statements
April 30, 2020 (Unaudited)
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-seven and fourteen series, respectively, as of April 30, 2020. 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”)
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.
Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. Core Equity Fund has registered for sale Class T shares. As of April 30, 2020, Class T shares have not commenced operations. Each Fund, except the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. The Small Cap Growth Fund is closed to new investors, subject to certain exceptions. For more information please see the Fund’s prospectus.
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 (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (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 net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to 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. |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (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 or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.
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 open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual 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 open-end mutual 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. |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| • | | 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. |
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Growth Opportunities Fund Level 3 Holdings on April 30, 2020
Quantitative Information about Level 3 Fair Value Measurements:
| | | | | | | | | | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s) Range (Weighted Average) | | | Fair Value at April 30, 2020 | |
| | | |
Common Stock | | | | | | | | | | |
Market Approach | | EV/Revenue | | | 3.63x - 5.0x (4.32x) | | | $ | 1,790,038 | |
Last Trade | | Trade Price | | | $5.15 - $228.74 (167.68) | | | | 21,354,876 | |
| | | | | | | | | | |
| | | |
Total | | | | | | | | $ | 23,144,914 | |
| | | | | | | | | | |
| | | |
Escrows | | | | | | | | | | |
Future Distribution | | Discount | | | 20% - 50% (29.7%) | | | $ | 455,841 | |
| | | | | | | | | | |
| | | |
Total | | | | | | | | $ | 455,841 | |
| | | | | | | | | | |
| | | |
Convertible Preferred Stock | | | | | | | | | | |
Market Approach | | EV/Revenue | | | 0.69x - 5.6x (2.10x) | | | $ | 73,264,309 | |
Market Approach | | EV/EBITDA | | | 8.5x | | | | 6,859,193 | |
Last Trade | | Trade price | | | $7.78 | | | | 5,616,421 | |
| | | | | | | | | | |
| | | |
Total | | | | | | | | $ | 85,739,923 | |
| | | | | | | | | | |
| | | |
Total | | | | | | | | $ | 109,340,678 | |
| | | | | | | | | | |
| * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
| 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.
Please refer to Note 8 for Securities Lending information.
| 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 the 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 on investments in these securities, if applicable. |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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.
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.
3. | Securities and Other Investments: |
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.
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 |
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Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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, 2020, each of Capital Appreciation Fund and Core Equity Fund had used futures contracts.
| b) | Additional Derivative Instrument Information: |
Capital Appreciation Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | — | | | $ | — | | | $ | — | | | $ | 9,612,123 | | | $ | — | | | $ | — | | | $ | 9,612,123 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 9,612,123 | | | $ | — | | | $ | — | | | $ | 9,612,123 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | (13,609,257 | ) | | $ | — | | | $ | — | | | $ | (13,609,257 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | (13,609,257 | ) | | $ | — | | | $ | — | | | $ | (13,609,257 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 8,193,242 | | | $ | — | | | $ | — | | | $ | 8,193,242 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 8,193,242 | | | $ | — | | | $ | — | | | $ | 8,193,242 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | | | | | | | | | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Long at Number of Contracts | | 522 |
Core Equity Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | — | | | $ | — | | | $ | — | | | $ | 6,777,870 | | | $ | — | | | $ | — | | | $ | 6,777,870 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 6,777,870 | | | $ | — | | | $ | — | | | $ | 6,777,870 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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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Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
Core Equity Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | (5,463,885 | ) | | $ | — | | | $ | — | | | $ | (5,463,885 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | (5,463,885 | ) | | $ | — | | | $ | — | | | $ | (5,463,885 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 5,184,777 | | | $ | — | | | $ | — | | | $ | 5,184,777 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 5,184,777 | | | $ | — | | | $ | — | | | $ | 5,184,777 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | | | | | | | | | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Long at Number of Contracts | | 884 |
| c) | 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, 2020:
Capital Appreciation Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 9,612,123 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 9,612,123 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (9,612,123 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Core Equity Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 6,777,870 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 6,777,870 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (6,777,870 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
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
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Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
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. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. 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. These risks are heightened for investments in issuers from countries with less developed markets.
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.
| 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, 2020. 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 Funds had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2019 (tax year-end). |
Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2019, the following Funds elected to defer Late-Year Ordinary Losses:
| | | | |
Fund | | Amount | |
Growth Opportunities Fund | | $ | 2,579,043 | |
MidCap Fund | | | 17,410,935 | |
Small Cap Growth Fund | | | 1,796,698 | |
Small Company Fund | | | 209,429 | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 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 | | $ | 5,460,155,904 | | | $ | 864,476,756 | | | $ | (326,902,471 | ) | | $ | 537,574,285 | |
Core Equity Fund | | | 5,714,959,033 | | | | 1,220,701,681 | | | | (187,080,980 | ) | | | 1,033,620,701 | |
Dividend and Growth Fund | | | 6,688,985,394 | | | | 1,943,546,226 | | | | (382,732,223 | ) | | | 1,560,814,003 | |
Equity Income Fund | | | 3,009,491,975 | | | | 627,460,555 | | | | (168,525,826 | ) | | | 458,934,729 | |
Growth Opportunities Fund | | | 3,842,856,238 | | | | 942,709,763 | | | | (151,540,969 | ) | | | 791,168,794 | |
Healthcare Fund | | | 1,140,612,093 | | | | 343,576,575 | | | | (87,894,485 | ) | | | 255,682,090 | |
MidCap Fund | | | 11,545,504,364 | | | | 2,243,039,468 | | | | (966,097,951 | ) | | | 1,276,941,517 | |
MidCap Value Fund | | | 621,521,933 | | | | 38,103,167 | | | | (78,702,870 | ) | | | (40,599,703 | ) |
Quality Value Fund | | | 173,147,074 | | | | 17,168,262 | | | | (19,999,759 | ) | | | (2,831,497 | ) |
Small Cap Growth Fund | | | 780,288,399 | | | | 163,909,654 | | | | (83,191,127 | ) | | | 80,718,527 | |
Small Cap Value Fund | | | 90,503,740 | | | | 3,176,337 | | | | (19,212,919 | ) | | | (16,036,582 | ) |
Small Company Fund | | | 521,658,257 | | | | 75,239,739 | | | | (32,047,690 | ) | | | 43,192,049 | |
| 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. 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, 2020; 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 |
| |
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 |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | |
Fund | | Management Fee Rates |
| |
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. Effective January 1, 2020, the fund accounting agreement with respect to each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services. |
From November 1, 2019 through December 31, 2019, the accounting services fees for each Fund were accrued daily and paid monthly at the rates below.
| | | | |
Capital Appreciation Fund, Growth Opportunities Fund and Small Company Fund | |
Average Daily Net Assets | | Annual Fees | |
first $3.5 billion and; | | | 0.022% | |
next $3.5 billion and | | | 0.018% | |
Amount over $7 billion | | | 0.015% | |
|
Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Growth Fund and Small Cap Value Fund | |
Average Daily Net Assets | | Annual Fees | |
first $3.5 billion and; | | | 0.018% | |
next $3.5 billion and | | | 0.014% | |
Amount over $7 billion | | | 0.010% | |
| 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 |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2020, 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, 2021 (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 | % |
Small Company Fund | | | 1.40 | % | | | 2.15 | % | | | 1.15 | % | | | 1.55 | % | | | 1.25 | % | | | 0.95 | % | | | 0.90 | % | | | 0.95 | % | | | 0.90 | % |
| 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, 2020, 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 | | | 1.07 | % | | | 1.86 | % | | | 0.79 | % | | | 1.42 | % | | | 1.11 | % | | | 0.81 | % | | | 0.70 | % | | | 0.74 | % | | | 0.70 | % |
Core Equity Fund | | | 0.72 | % | | | 1.46 | % | | | 0.45 | % | | | 1.08 | % | | | 0.72 | % | | | 0.46 | % | | | 0.37 | % | | | 0.44 | % | | | 0.37 | % |
Dividend and Growth Fund | | | 0.99 | % | | | 1.78 | % | | | 0.73 | % | | | 1.35 | % | | | 1.05 | % | | | 0.74 | % | | | 0.64 | % | | | 0.68 | % | | | 0.64 | % |
Equity Income Fund | | | 1.00 | % | | | 1.76 | % | | | 0.74 | % | | | 1.36 | % | | | 1.05 | % | | | 0.77 | % | | | 0.66 | % | | | 0.71 | % | | | 0.66 | % |
Growth Opportunities Fund | | | 1.11 | % | | | 1.87 | % | | | 0.84 | % | | | 1.46 | % | | | 1.16 | % | | | 0.85 | % | | | 0.74 | % | | | 0.79 | % | | | 0.74 | % |
Healthcare Fund | | | 1.28 | % | | | 2.05 | % | | | 1.00 | % | | | 1.61 | % | | | 1.31 | % | | | 1.00 | % | | | 0.90 | % | | | 0.96 | % | | | 0.90 | % |
MidCap Fund | | | 1.10 | % | | | 1.87 | % | | | 0.86 | % | | | 1.45 | % | | | 1.14 | % | | | 0.85 | % | | | 0.74 | % | | | 0.78 | % | | | 0.74 | % |
MidCap Value Fund | | | 1.23 | % | | | 2.01 | % | | | 0.90 | % | | | 1.51 | % | | | 1.21 | % | | | 0.90 | % | | | N/A | | | | 0.85 | % | | | 0.80 | % |
Quality Value Fund | | | 0.91 | % | | | 1.71 | % | | | 0.57 | % | | | 1.16 | % | | | 0.87 | % | | | 0.56 | % | | | 0.46 | % | | | 0.56 | % | | | 0.46 | % |
Small Cap Growth Fund | | | 1.25 | % | | | 1.91 | % | | | 0.84 | % | | | 1.47 | % | | | 1.17 | % | | | 0.88 | % | | | 0.76 | % | | | 0.80 | % | | | 0.76 | % |
Small Cap Value Fund | | | 1.29 | % | | | 2.03 | % | | | 0.90 | % | | | 1.40 | % | | | 1.20 | % | | | 0.90 | % | | | 0.79 | % | | | 0.85 | % | | | 0.80 | % |
Small Company Fund | | | 1.32 | % | | | 2.13 | % | | | 1.00 | % | | | 1.55 | % | | | 1.25 | % | | | 0.95 | % | | | 0.89 | % | | | 0.95 | % | | | 0.89 | % |
| e) | Sales Charges and Distribution and Service Plan for Class A, T, 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, 2020, 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 | | $ | 1,042,236 | | | $ | 14,550 | |
Core Equity Fund | | | 1,783,452 | | | | 55,462 | |
Dividend and Growth Fund | | | 1,785,604 | | | | 21,047 | |
Equity Income Fund | | | 765,491 | | | | 9,626 | |
Growth Opportunities Fund | | | 1,084,964 | | | | 13,853 | |
Healthcare Fund | | | 338,766 | | | | 4,012 | |
MidCap Fund | | | 1,687,999 | | | | 34,156 | |
MidCap Value Fund | | | 258,317 | | | | 1,608 | |
Quality Value Fund | | | 59,815 | | | | 170 | |
Small Cap Growth Fund | | | 22,104 | | | | 94 | |
Small Cap Value Fund | | | 19,286 | | | | 47 | |
Small Company Fund | | | 241,966 | | | | 1,864 | |
The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2020, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (of HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statements of Operations.
| 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, 2020, 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 | | $ | 3,827 | |
Core Equity Fund | | | 3,676 | |
Dividend and Growth Fund | | | 5,070 | |
Equity Income Fund | | | 2,219 | |
Growth Opportunities Fund | | | 2,752 | |
Healthcare Fund | | | 749 | |
MidCap Fund | | | 7,872 | |
MidCap Value Fund | | | 398 | |
Quality Value Fund | | | 111 | |
Small Cap Growth Fund | | | 574 | |
Small Cap Value Fund | | | 54 | |
Small Company Fund | | | 354 | |
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below ). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
| | | | |
Share Class | | Specified Amount (as a percentage average daily net assets) | |
Class A | | | 0.25 | % |
Class C | | | 0.25 | % |
Class I | | | 0.20 | % |
Class Y | | | 0.11 | % |
Class R3 | | | 0.22 | % |
Class R4 | | | 0.17 | % |
Class R5 | | | 0.12 | % |
Class R6 | | | 0.004 | % |
Class F | | | 0.004 | % |
Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows through February 28, 2021, unless the Board of Directors approve its earlier termination:
| | | | | | | | |
Fund | | Class I | | | Class Y | |
Capital Appreciation Fund | | | N/A | | | | 0.06 | % |
Core Equity Fund | | | N/A | | | | 0.08 | % |
Dividend and Growth Fund | | | N/A | | | | 0.04 | % |
Equity Income Fund | | | N/A | | | | 0.06 | % |
Growth Opportunities Fund | | | N/A | | | | 0.04 | % |
Healthcare Fund | | | N/A | | | | 0.05 | % |
MidCap Fund | | | 0.12 | % | | | 0.04 | % |
MidCap Value Fund | | | N/A | | | | 0.07 | % |
Small Cap Growth Fund | | | N/A | | | | 0.04 | % |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
From November 1, 2019 through February 27, 2020, HASCO contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:
| | | | | | | | |
Fund | | Class I | | | Class Y | |
Capital Appreciation Fund | | | N/A | | | | 0.04 | % |
Core Equity Fund | | | N/A | | | | 0.06 | % |
Dividend and Growth Fund | | | N/A | | | | 0.05 | % |
Equity Income Fund | | | N/A | | | | 0.05 | % |
Growth Opportunities Fund | | | N/A | | | | 0.05 | % |
Healthcare Fund | | | N/A | | | | 0.06 | % |
MidCap Fund | | | 0.12 | % | | | 0.04 | % |
MidCap Value Fund | | | N/A | | | | 0.05 | % |
Small Cap Growth Fund | | | N/A | | | | 0.04 | % |
Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets 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 | | | 0.13 | % | | | 0.16 | % | | | 0.09 | % | | | 0.22 | % | | | 0.16 | % | | | 0.11 | % | | | 0.00 | % | | | 0.05 | % | | | 0.00 | % |
Core Equity Fund | | | 0.10 | % | | | 0.09 | % | | | 0.08 | % | | | 0.21 | % | | | 0.15 | % | | | 0.09 | % | | | 0.00 | % | | | 0.07 | % | | | 0.00 | % |
Dividend and Growth Fund | | | 0.11 | % | | | 0.14 | % | | | 0.09 | % | | | 0.22 | % | | | 0.16 | % | | | 0.10 | % | | | 0.00 | % | | | 0.05 | % | | | 0.00 | % |
Equity Income Fund | | | 0.10 | % | | | 0.11 | % | | | 0.09 | % | | | 0.21 | % | | | 0.15 | % | | | 0.11 | % | | | 0.00 | % | | | 0.05 | % | | | 0.00 | % |
Growth Opportunities Fund | | | 0.13 | % | | | 0.12 | % | | | 0.10 | % | | | 0.22 | % | | | 0.17 | % | | | 0.11 | % | | | 0.00 | % | | | 0.05 | % | | | 0.00 | % |
Healthcare Fund | | | 0.14 | % | | | 0.15 | % | | | 0.10 | % | | | 0.21 | % | | | 0.16 | % | | | 0.10 | % | | | 0.00 | % | | | 0.06 | % | | | 0.00 | % |
MidCap Fund | | | 0.12 | % | | | 0.13 | % | | | 0.14 | % | | | 0.21 | % | | | 0.17 | % | | | 0.11 | % | | | 0.00 | % | | | 0.04 | % | | | 0.00 | % |
MidCap Value Fund | | | 0.19 | % | | | 0.22 | % | | | 0.10 | % | | | 0.22 | % | | | 0.17 | % | | | 0.11 | % | | | N/A | | | | 0.05 | % | | | 0.00 | % |
Quality Value Fund | | | 0.21 | % | | | 0.25 | % | | | 0.11 | % | | | 0.22 | % | | | 0.16 | % | | | 0.10 | % | | | 0.00 | % | | | 0.10 | % | | | 0.00 | % |
Small Cap Growth Fund | | | 0.25 | % | | | 0.15 | % | | | 0.08 | % | | | 0.22 | % | | | 0.16 | % | | | 0.11 | % | | | 0.00 | % | | | 0.04 | % | | | 0.00 | % |
Small Cap Value Fund | | | 0.25 | % | | | 0.25 | % | | | 0.12 | % | | | 0.22 | % | | | 0.17 | % | | | 0.10 | % | | | 0.00 | % | | | 0.10 | % | | | 0.00 | % |
Small Company Fund | | | 0.19 | % | | | 0.25 | % | | | 0.12 | % | | | 0.22 | % | | | 0.17 | % | | | 0.12 | % | | | 0.00 | % | | | 0.07 | % | | | 0.00 | % |
Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to a 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; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
The Funds retain loan fees and the interest on cash collateral investments but are 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 Funds). Upon termination of a loan, the Funds are 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. The Funds also receive 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.
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.
| | | | | | | | | | | | |
| | Investment Securities on Loan, at market value, Presented on the Statement of Assets and Liabilities(1) | | | Collateral Posted by Borrower(2) | | | Net Amount(3) | |
Capital Appreciation Fund | | $ | 27,133,542 | | | $ | (27,133,542 | ) | | $ | — | |
Dividend and Growth Fund | | | 169,941 | | | | (169,941 | ) | | | — | |
Growth Opportunities Fund | | | 32,029,437 | | | | (32,029,437 | ) | | | — | |
Healthcare Fund | | | 20,766,227 | | | | (20,766,227 | ) | | | — | |
MidCap Fund | | | 295,957,091 | | | | (295,957,091 | ) | | | — | |
MidCap Value Fund | | | 1,237,918 | | | | (1,237,918 | ) | | | — | |
Small Cap Growth Fund | | | 7,633,899 | | | | (7,633,899 | ) | | | — | |
Small Cap Value Fund | | | 2,406,580 | | | | (2,406,580 | ) | | | — | |
Small Company Fund | | | 9,751,628 | | | | (9,751,628 | ) | | | — | |
| (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. |
| (2) | Collateral received in excess of the market value of securities on loan is not presented in this table. |
| (3) | Net amount represents the net amount receivable due from the counterparty in the event of default. |
The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:
| | | | | | | | |
Fund | | Cash Collateral | | | Non-Cash Collateral | |
Capital Appreciation Fund | | $ | 28,574,978 | | | $ | 11,369 | |
Dividend and Growth Fund | | | 182,523 | | | | — | |
Growth Opportunities Fund | | | 33,506,118 | | | | — | |
Healthcare Fund | | | 22,384,038 | | | | — | |
MidCap Fund | | | 318,895,074 | | | | — | |
MidCap Value Fund | | | 1,448,696 | | | | — | |
Small Cap Growth Fund | | | 8,048,142 | | | | — | |
Small Cap Value Fund | | | 2,608,521 | | | | — | |
Small Company Fund | | | 10,102,939 | | | | — | |
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, 2020.
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 | | $ | 28,574,978 | | | $ | — | | | $ | — | | | $ | — | | | $ | 28,574,978 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 28,574,978 | | | $ | — | | | $ | — | | | $ | — | | | $ | 28,574,978 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 28,574,978 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Dividend and Growth Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 182,523 | | | $ | — | | | $ | — | | | $ | — | | | $ | 182,523 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 182,523 | | | $ | — | | | $ | — | | | $ | — | | | $ | 182,523 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 182,523 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Growth Opportunities Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 33,506,118 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33,506,118 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 33,506,118 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33,506,118 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 33,506,118 | |
| | | | | | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Healthcare Fund | | | | | | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 22,384,038 | | | $ | — | | | $ | — | | | $ | — | | | $ | 22,384,038 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 22,384,038 | | | $ | — | | | $ | — | | | $ | — | | | $ | 22,384,038 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 22,384,038 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 318,895,074 | | | $ | — | | | $ | — | | | $ | — | | | $ | 318,895,074 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 318,895,074 | | | $ | — | | | $ | — | | | $ | — | | | $ | 318,895,074 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 318,895,074 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap Value Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 1,448,696 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,448,696 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 1,448,696 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,448,696 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 1,448,696 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Cap Growth Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 8,048,142 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8,048,142 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 8,048,142 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8,048,142 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 8,048,142 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Cap Value Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 2,608,521 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,608,521 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 2,608,521 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,608,521 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 2,608,521 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Company Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 10,102,939 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10,102,939 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 10,102,939 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10,102,939 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 10,102,939 | |
| | | | | | | | | | | | | | | | | | | | |
| (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. |
As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund 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 | |
Healthcare Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 0 | %* | | | — | | | | — | |
Quality Value Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 13 | % | | | — | | | | — | |
Small Cap Value Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | 43 | % | | | 6 | % | | | — | | | | — | |
Percentage of Fund by Class:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Class A | | | Class C | | | Class I | | | Class R3 | | | Class R4 | | | Class R5 | | | Class R6 | | | Class Y | | | Class F | |
Healthcare Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 0 | %* | | | — | | | | — | |
Quality Value Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 0 | %* | | | — | | | | — | |
Small Cap Value Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | 0 | %* | | | 0 | %* | | | — | | | | — | |
| * | Percentage rounds to zero. |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds and the 529 plans. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:
| | | | |
Funds | | Percentage of Fund* | |
Capital Appreciation Fund | | | 8 | % |
Core Equity Fund | | | 5 | % |
Dividend and Growth Fund | | | 10 | % |
Equity Income Fund | | | 7 | % |
Growth Opportunities Fund | | | 2 | % |
MidCap Fund | | | 1 | % |
MidCap Value Fund | | | 2 | % |
Small Cap Growth Fund | | | 4 | % |
Small Cap Value Fund | | | 45 | % |
Small Company Fund | | | 9 | % |
| * | As of April 30, 2020, affiliated funds of funds and the 529 plans invest in Class F shares. |
11. | Investment Transactions: |
For the six-month period ended April 30, 2020, 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 | |
Capital Appreciation Fund | | $ | 2,597,001,923 | | | $ | 3,169,477,168 | | | $ | — | | | $ | — | | | $ | 2,597,001,923 | | | $ | 3,169,477,168 | |
Core Equity Fund | | | 2,134,473,283 | | | | 803,620,226 | | | | — | | | | — | | | | 2,134,473,283 | | | | 803,620,226 | |
Dividend and Growth Fund | | | 1,639,081,185 | | | | 1,529,056,569 | | | | — | | | | — | | | | 1,639,081,185 | | | | 1,529,056,569 | |
Equity Income Fund | | | 476,491,772 | | | | 663,704,134 | | | | — | | | | — | | | | 476,491,772 | | | | 663,704,134 | |
Growth Opportunities Fund | | | 2,410,632,045 | | | | 2,991,170,152 | | | | — | | | | — | | | | 2,410,632,045 | | | | 2,991,170,152 | |
Healthcare Fund | | | 386,454,704 | | | | 442,741,476 | | | | — | | | | — | | | | 386,454,704 | | | | 442,741,476 | |
MidCap Fund | | | 2,549,284,676 | | | | 3,129,838,615 | | | | — | | | | — | | | | 2,549,284,676 | | | | 3,129,838,615 | |
MidCap Value Fund | | | 220,084,126 | | | | 189,867,164 | | | | — | | | | — | | | | 220,084,126 | | | | 189,867,164 | |
Quality Value Fund | | | 32,361,055 | | | | 43,139,679 | | | | — | | | | — | | | | 32,361,055 | | | | 43,139,679 | |
Small Cap Growth Fund | | | 213,588,694 | | | | 326,461,380 | | | | — | | | | — | | | | 213,588,694 | | | | 326,461,380 | |
Small Cap Value Fund | | | 26,352,724 | | | | 30,472,149 | | | | — | | | | — | | | | 26,352,724 | | | | 30,472,149 | |
Small Company Fund | | | 351,843,345 | | | | 372,732,412 | | | | — | | | | — | | | | 351,843,345 | | | | 372,732,412 | |
12. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2020, and the year ended October 31, 2019:
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Capital Appreciation Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,963,054 | | | $ | 101,025,852 | | | | 6,684,086 | | | $ | 232,423,382 | |
Shares Issued for Reinvested Dividends | | | 6,205,381 | | | | 227,070,201 | | | | 22,329,307 | | | | 687,462,739 | |
Shares Redeemed | | | (11,995,095 | ) | | | (413,337,771 | ) | | | (24,060,103 | ) | | | (834,177,503 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,826,660 | ) | | | (85,241,718 | ) | | | 4,953,290 | | | | 85,708,618 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 433,141 | | | $ | 10,690,440 | | | | 1,093,708 | | | $ | 26,748,681 | |
Shares Issued for Reinvested Dividends | | | 576,523 | | | | 15,076,069 | | | | 3,194,762 | | | | 71,977,983 | |
Shares Redeemed | | | (2,726,471 | ) | | | (68,456,732 | ) | | | (8,552,882 | ) | | | (220,040,659 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,716,807 | ) | | | (42,690,223 | ) | | | (4,264,412 | ) | | | (121,313,995 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,280,799 | | | $ | 45,456,032 | | | | 2,525,910 | | | $ | 87,546,675 | |
Shares Issued for Reinvested Dividends | | | 771,728 | | | | 28,460,949 | | | | 2,918,816 | | | | 90,422,933 | |
Shares Redeemed | | | (3,349,791 | ) | | | (115,366,113 | ) | | | (7,113,244 | ) | | | (243,912,297 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,297,264 | ) | | | (41,449,132 | ) | | | (1,668,518 | ) | | | (65,942,689 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Capital Appreciation Fund – (continued) | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 77,933 | | | $ | 2,913,971 | | | | 112,855 | | | $ | 4,432,352 | |
Shares Issued for Reinvested Dividends | | | 46,694 | | | | 1,912,115 | | | | 236,998 | | | | 8,150,367 | |
Shares Redeemed | | | (228,212 | ) | | | (8,943,419 | ) | | | (607,653 | ) | | | (23,140,877 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (103,585 | ) | | | (4,117,333 | ) | | | (257,800 | ) | | | (10,558,158 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 70,405 | | | $ | 2,953,570 | | | | 84,709 | | | $ | 3,432,233 | |
Shares Issued for Reinvested Dividends | | | 34,702 | | | | 1,480,745 | | | | 183,710 | | | | 6,552,532 | |
Shares Redeemed | | | (173,212 | ) | | | (7,349,941 | ) | | | (573,752 | ) | | | (23,412,700 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (68,105 | ) | | | (2,915,626 | ) | | | (305,333 | ) | | | (13,427,935 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 48,259 | | | $ | 1,991,513 | | | | 181,208 | | | $ | 7,914,397 | |
Shares Issued for Reinvested Dividends | | | 37,234 | | | | 1,629,967 | | | | 122,722 | | | | 4,476,273 | |
Shares Redeemed | | | (102,115 | ) | | | (4,281,249 | ) | | | (205,507 | ) | | | (8,681,890 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (16,622 | ) | | | (659,769 | ) | | | 98,423 | | | | 3,708,780 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 121,487 | | | $ | 4,734,019 | | | | 267,939 | | | $ | 11,761,170 | |
Shares Issued for Reinvested Dividends | | | 80,778 | | | | 3,562,525 | | | | 257,757 | | | | 9,465,639 | |
Shares Redeemed | | | (128,695 | ) | | | (5,311,170 | ) | | | (319,035 | ) | | | (13,587,366 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 73,570 | | | | 2,985,374 | | | | 206,661 | | | | 7,639,443 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 265,839 | | | $ | 11,543,695 | | | | 941,007 | | | $ | 38,590,999 | |
Shares Issued for Reinvested Dividends | | | 187,899 | | | | 8,281,321 | | | | 618,487 | | | | 22,707,855 | |
Shares Redeemed | | | (1,747,004 | ) | | | (76,692,053 | ) | | | (1,311,560 | ) | | | (54,361,429 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,293,266 | ) | | | (56,867,037 | ) | | | 247,934 | | | | 6,937,425 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,450,737 | | | $ | 77,042,837 | | | | 2,208,483 | | | $ | 75,649,434 | |
Shares Issued for Reinvested Dividends | | | 1,088,641 | | | | 40,167,416 | | | | 4,119,442 | | | | 127,618,948 | |
Shares Redeemed | | | (3,154,485 | ) | | | (108,878,469 | ) | | | (8,650,541 | ) | | | (303,183,820 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 384,893 | | | | 8,331,784 | | | | (2,322,616 | ) | | | (99,915,438 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (6,863,846 | ) | | $ | (222,623,680 | ) | | | (3,312,371 | ) | | $ | (207,163,949 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Core Equity Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 7,006,914 | | | $ | 225,718,630 | | | | 8,354,312 | | | $ | 252,717,104 | |
Shares Issued for Reinvested Dividends | | | 652,242 | | | | 22,377,565 | | | | 1,170,588 | | | | 31,856,185 | |
Shares Redeemed | | | (4,430,049 | ) | | | (138,030,227 | ) | | | (5,215,218 | ) | | | (160,692,456 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 3,229,107 | | | | 110,065,968 | | | | 4,309,682 | | | | 123,880,833 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,945,363 | | | $ | 87,236,336 | | | | 3,448,909 | | | $ | 95,348,410 | |
Shares Issued for Reinvested Dividends | | | 247,606 | | | | 7,653,796 | | | | 502,591 | | | | 12,459,225 | |
Shares Redeemed | | | (1,651,731 | ) | | | (48,018,134 | ) | | | (2,521,277 | ) | | | (70,389,801 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,541,238 | | | | 46,871,998 | | | | 1,430,223 | | | | 37,417,834 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 33,291,622 | | | $ | 1,061,391,912 | | | | 25,472,720 | | | $ | 784,168,575 | |
Shares Issued for Reinvested Dividends | | | 1,340,855 | | | | 46,209,109 | | | | 1,993,782 | | | | 54,347,120 | |
Shares Redeemed | | | (15,532,911 | ) | | | (479,333,843 | ) | | | (12,866,239 | ) | | | (391,201,983 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 19,099,566 | | | | 628,267,178 | | | | 14,600,263 | | | | 447,313,712 | |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 318,244 | | | $ | 10,741,517 | | | | 211,237 | | | $ | 6,632,389 | |
Shares Issued for Reinvested Dividends | | | 21,100 | | | | 731,315 | | | | 48,300 | | | | 1,333,045 | |
Shares Redeemed | | | (226,066 | ) | | | (7,414,544 | ) | | | (389,729 | ) | | | (12,245,081 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 113,278 | | | | 4,058,288 | | | | (130,192 | ) | | | (4,279,647 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 864,968 | | | $ | 29,451,507 | | | | 1,180,826 | | | $ | 37,776,886 | |
Shares Issued for Reinvested Dividends | | | 100,713 | | | | 3,564,282 | | | | 208,644 | | | | 5,850,946 | |
Shares Redeemed | | | (757,169 | ) | | | (25,201,139 | ) | | | (1,698,103 | ) | | | (53,981,141 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 208,512 | | | | 7,814,650 | | | | (308,633 | ) | | | (10,353,309 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
Core Equity Fund – (continued) | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 729,060 | | | $ | 24,302,894 | | | | 1,436,917 | | | $ | 45,315,419 | |
Shares Issued for Reinvested Dividends | | | 159,932 | | | | 5,552,692 | | | | 323,315 | | | | 8,879,357 | |
Shares Redeemed | | | (1,633,121 | ) | | | (54,917,405 | ) | | | (1,502,323 | ) | | | (47,538,353 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (744,129 | ) | | | (25,061,819 | ) | | | 257,909 | | | | 6,656,423 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,083,948 | | | $ | 264,510,669 | | | | 4,632,883 | | | $ | 148,100,189 | |
Shares Issued for Reinvested Dividends | | | 209,189 | | | | 7,302,091 | | | | 253,490 | | | | 6,992,185 | |
Shares Redeemed | | | (1,296,044 | ) | | | (42,491,358 | ) | | | (2,017,998 | ) | | | (61,880,496 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,997,093 | | | | 229,321,402 | | | | 2,868,375 | | | | 93,211,878 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 9,555,176 | | | $ | 315,451,272 | | | | 5,881,409 | | | $ | 182,841,788 | |
Shares Issued for Reinvested Dividends | | | 285,662 | | | | 9,972,693 | | | | 370,855 | | | | 10,229,172 | |
Shares Redeemed | | | (2,275,789 | ) | | | (74,092,984 | ) | | | (2,374,093 | ) | | | (71,937,946 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 7,565,049 | | | | 251,330,981 | | | | 3,878,171 | | | | 121,133,014 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 15,238,832 | | | $ | 495,552,015 | | | | 33,881,513 | | | $ | 1,030,449,832 | |
Shares Issued for Reinvested Dividends | | | 1,403,840 | | | | 48,429,362 | | | | 1,240,370 | | | | 33,816,032 | |
Shares Redeemed | | | (10,403,014 | ) | | | (320,856,452 | ) | | | (6,710,781 | ) | | | (209,251,668 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,239,658 | | | | 223,124,925 | | | | 28,411,102 | | | | 855,014,196 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 44,249,372 | | | $ | 1,475,793,571 | | | | 55,316,900 | | | $ | 1,669,994,934 | |
| | | | | | | | | | | | | | | | |
| | | | |
Dividend and Growth Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 7,459,999 | | | $ | 176,143,712 | | | | 10,848,253 | | | $ | 260,738,740 | |
Shares Issued for Reinvested Dividends | | | 5,431,596 | | | | 136,788,600 | | | | 16,688,013 | | | | 372,818,519 | |
Shares Redeemed | | | (13,935,936 | ) | | | (334,856,993 | ) | | | (20,698,694 | ) | | | (499,914,217 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,044,341 | ) | | | (21,924,681 | ) | | | 6,837,572 | | | | 133,643,042 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 972,666 | | | $ | 23,155,431 | | | | 1,414,298 | | | $ | 32,132,341 | |
Shares Issued for Reinvested Dividends | | | 259,419 | | | | 6,342,279 | | | | 1,026,732 | | | | 21,933,732 | |
Shares Redeemed | | | (1,483,934 | ) | | | (34,368,765 | ) | | | (3,932,419 | ) | | | (91,472,582 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (251,849 | ) | | | (4,871,055 | ) | | | (1,491,389 | ) | | | (37,406,509 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 13,969,860 | | | $ | 326,815,742 | | | | 13,889,977 | | | $ | 332,507,196 | |
Shares Issued for Reinvested Dividends | | | 1,634,040 | | | | 40,689,595 | | | | 3,988,160 | | | | 88,918,028 | |
Shares Redeemed | | | (9,300,296 | ) | | | (213,022,830 | ) | | | (9,237,704 | ) | | | (220,366,922 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,303,604 | | | | 154,482,507 | | | | 8,640,433 | | | | 201,058,302 | |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 177,085 | | | $ | 4,317,593 | | | | 328,462 | | | $ | 8,057,448 | |
Shares Issued for Reinvested Dividends | | | 87,644 | | | | 2,255,166 | | | | 314,415 | | | | 7,102,460 | |
Shares Redeemed | | | (414,609 | ) | | | (10,411,802 | ) | | | (931,518 | ) | | | (22,971,895 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (149,880 | ) | | | (3,839,043 | ) | | | (288,641 | ) | | | (7,811,987 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 400,870 | | | $ | 9,865,027 | | | | 1,040,819 | | | $ | 25,469,227 | |
Shares Issued for Reinvested Dividends | | | 120,475 | | | | 3,112,543 | | | | 460,939 | | | | 10,513,161 | |
Shares Redeemed | | | (899,712 | ) | | | (22,767,819 | ) | | | (2,335,283 | ) | | | (58,396,232 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (378,367 | ) | | | (9,790,249 | ) | | | (833,525 | ) | | | (22,413,844 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,518,474 | | | $ | 37,850,679 | | | | 3,271,224 | | | $ | 81,329,519 | |
Shares Issued for Reinvested Dividends | | | 120,615 | | | | 3,119,496 | | | | 245,192 | | | | 5,650,369 | |
Shares Redeemed | | | (1,650,249 | ) | | | (41,619,369 | ) | | | (1,841,585 | ) | | | (46,178,130 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (11,160 | ) | | | (649,194 | ) | | | 1,674,831 | | | | 40,801,758 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,939,609 | | | $ | 65,111,782 | | | | 2,225,050 | | | $ | 55,216,561 | |
Shares Issued for Reinvested Dividends | | | 180,999 | | | | 4,611,837 | | | | 391,648 | | | | 9,024,849 | |
Shares Redeemed | | | (741,211 | ) | | | (17,939,964 | ) | | | (993,067 | ) | | | (24,710,883 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,379,397 | | | | 51,783,655 | | | | 1,623,631 | | | | 39,530,527 | |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
Dividend and Growth Fund – (continued) | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 5,572,089 | | | $ | 141,094,961 | | | | 5,457,856 | | | $ | 135,046,773 | |
Shares Issued for Reinvested Dividends | | | 930,819 | | | | 24,022,972 | | | | 2,777,641 | | | | 63,824,725 | |
Shares Redeemed | | | (4,432,620 | ) | | | (101,673,276 | ) | | | (5,583,324 | ) | | | (138,468,750 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,070,288 | | | | 63,444,657 | | | | 2,652,173 | | | | 60,402,748 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 14,697,130 | | | $ | 334,415,829 | | | | 16,093,030 | | | $ | 386,215,855 | |
Shares Issued for Reinvested Dividends | | | 4,450,396 | | | | 110,750,477 | | | | 12,928,718 | | | | 287,825,698 | |
Shares Redeemed | | | (11,769,901 | ) | | | (278,170,682 | ) | | | (20,334,098 | ) | | | (490,952,552 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 7,377,625 | | | | 166,995,624 | | | | 8,687,650 | | | | 183,089,001 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 16,295,317 | | | $ | 395,632,221 | | | | 27,502,735 | | | $ | 590,893,038 | |
| | | | | | | | | | | | | | | | |
| | | | |
Equity Income Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,842,176 | | | $ | 67,504,955 | | | | 6,480,746 | | | $ | 121,285,443 | |
Shares Issued for Reinvested Dividends | | | 5,937,515 | | | | 111,649,007 | | | | 7,839,935 | | | | 137,242,745 | |
Shares Redeemed | | | (7,807,493 | ) | | | (137,059,795 | ) | | | (13,808,960 | ) | | | (258,119,451 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,972,198 | | | | 42,094,167 | | | | 511,721 | | | | 408,737 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 667,980 | | | $ | 11,956,768 | | | | 1,403,741 | | | $ | 25,634,319 | |
Shares Issued for Reinvested Dividends | | | 979,785 | | | | 18,415,419 | | | | 1,490,092 | | | | 25,756,245 | |
Shares Redeemed | | | (2,342,876 | ) | | | (41,506,267 | ) | | | (5,337,720 | ) | | | (99,926,506 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (695,111 | ) | | | (11,134,080 | ) | | | (2,443,887 | ) | | | (48,535,942 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,259,095 | | | $ | 142,349,481 | | | | 12,788,727 | | | $ | 238,778,998 | |
Shares Issued for Reinvested Dividends | | | 3,511,393 | | | | 65,564,494 | | | | 5,610,079 | | | | 97,562,348 | |
Shares Redeemed | | | (11,130,866 | ) | | | (190,446,986 | ) | | | (30,170,664 | ) | | | (559,232,499 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 639,622 | | | | 17,466,989 | | | | (11,771,858 | ) | | | (222,891,153 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 179,782 | | | $ | 3,164,441 | | | | 201,583 | | | $ | 3,801,906 | |
Shares Issued for Reinvested Dividends | | | 157,140 | | | | 2,968,373 | | | | 229,662 | | | | 4,011,859 | |
Shares Redeemed | | | (473,947 | ) | | | (8,697,404 | ) | | | (671,796 | ) | | | (12,589,934 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (137,025 | ) | | | (2,564,590 | ) | | | (240,551 | ) | | | (4,776,169 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 408,642 | | | $ | 7,096,022 | | | | 517,003 | | | $ | 9,693,018 | |
Shares Issued for Reinvested Dividends | | | 151,830 | | | | 2,867,419 | | | | 271,292 | | | | 4,754,392 | |
Shares Redeemed | | | (529,715 | ) | | | (9,923,900 | ) | | | (1,721,384 | ) | | | (32,616,945 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 30,757 | | | | 39,541 | | | | (933,089 | ) | | | (18,169,535 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 447,587 | | | $ | 8,310,417 | | | | 1,131,152 | | | $ | 21,619,237 | |
Shares Issued for Reinvested Dividends | | | 253,116 | | | | 4,805,164 | | | | 360,589 | | | | 6,368,591 | |
Shares Redeemed | | | (1,320,681 | ) | | | (24,566,195 | ) | | | (1,508,603 | ) | | | (28,818,781 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (619,978 | ) | | | (11,450,614 | ) | | | (16,862 | ) | | | (830,953 | ) |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 716,977 | | | $ | 13,477,409 | | | | 1,148,910 | | | $ | 22,234,541 | |
Shares Issued for Reinvested Dividends | | | 190,778 | | | | 3,615,596 | | | | 193,154 | | | | 3,429,995 | |
Shares Redeemed | | | (443,261 | ) | | | (8,090,572 | ) | | | (544,409 | ) | | | (10,408,102 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 464,494 | | | | 9,002,433 | | | | 797,655 | | | | 15,256,434 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,225,592 | | | $ | 22,290,728 | | | | 2,508,088 | | | $ | 47,678,296 | |
Shares Issued for Reinvested Dividends | | | 358,252 | | | | 6,796,883 | | | | 658,477 | | | | 11,609,476 | |
Shares Redeemed | | | (1,779,786 | ) | | | (30,542,516 | ) | | | (5,123,450 | ) | | | (95,079,692 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (195,942 | ) | | | (1,454,905 | ) | | | (1,956,885 | ) | | | (35,791,920 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 6,577,908 | | | $ | 115,336,847 | | | | 10,316,801 | | | $ | 193,403,821 | |
Shares Issued for Reinvested Dividends | | | 3,722,809 | | | | 69,376,348 | | | | 4,372,836 | | | | 76,382,908 | |
Shares Redeemed | | | (5,489,203 | ) | | | (97,338,174 | ) | | | (8,455,981 | ) | | | (159,836,569 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,811,514 | | | | 87,375,021 | | | | 6,233,656 | | | | 109,950,160 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 6,270,529 | | | $ | 129,373,962 | | | | (9,820,100 | ) | | $ | (205,380,341 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Growth Opportunities Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,678,701 | | | $ | 99,892,678 | | | | 5,563,708 | | | $ | 213,086,115 | |
Shares Issued for Reinvested Dividends | | | 3,358,472 | | | | 128,192,872 | | | | 13,501,045 | | | | 442,159,235 | |
Shares Redeemed | | | (4,733,400 | ) | | | (178,445,677 | ) | | | (9,974,318 | ) | | | (382,016,437 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,303,773 | | | | 49,639,873 | | | | 9,090,435 | | | | 273,228,913 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,173,901 | | | $ | 21,717,972 | | | | 3,170,815 | | | $ | 62,375,652 | |
Shares Issued for Reinvested Dividends | | | 1,561,688 | | | | 29,063,009 | | | | 5,635,659 | | | | 96,538,837 | |
Shares Redeemed | | | (2,933,338 | ) | | | (54,679,129 | ) | | | (6,028,908 | ) | | | (121,531,114 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (197,749 | ) | | | (3,898,148 | ) | | | 2,777,566 | | | | 37,383,375 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,030,863 | | | $ | 162,275,947 | | | | 11,781,273 | | | $ | 478,068,139 | |
Shares Issued for Reinvested Dividends | | | 1,712,981 | | | | 69,821,119 | | | | 8,365,419 | | | | 290,614,670 | |
Shares Redeemed | | | (11,383,226 | ) | | | (461,319,809 | ) | | | (19,254,836 | ) | | | (785,597,820 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,639,382 | ) | | | (229,222,743 | ) | | | 891,856 | | | | (16,915,011 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 93,951 | | | $ | 3,505,584 | | | | 218,666 | | | $ | 8,369,169 | |
Shares Issued for Reinvested Dividends | | | 70,480 | | | | 2,685,999 | | | | 309,474 | | | | 10,153,854 | |
Shares Redeemed | | | (310,807 | ) | | | (12,121,199 | ) | | | (429,915 | ) | | | (16,932,192 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (146,376 | ) | | | (5,929,616 | ) | | | 98,225 | | | | 1,590,831 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 120,582 | | | $ | 4,969,449 | | | | 250,422 | | | $ | 10,352,870 | |
Shares Issued for Reinvested Dividends | | | 84,663 | | | | 3,477,115 | | | | 446,887 | | | | 15,681,250 | |
Shares Redeemed | | | (453,956 | ) | | | (18,969,916 | ) | | | (746,989 | ) | | | (31,374,403 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (248,711 | ) | | | (10,523,352 | ) | | | (49,680 | ) | | | (5,340,283 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 78,147 | | | $ | 3,431,163 | | | | 186,925 | | | $ | 8,171,987 | |
Shares Issued for Reinvested Dividends | | | 30,971 | | | | 1,353,114 | | | | 109,194 | | | | 4,050,013 | |
Shares Redeemed | | | (257,394 | ) | | | (11,613,919 | ) | | | (119,452 | ) | | | (5,325,984 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (148,276 | ) | | | (6,829,642 | ) | | | 176,667 | | | | 6,896,016 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 161,803 | | | $ | 7,337,526 | | | | 357,710 | | | $ | 15,726,095 | |
Shares Issued for Reinvested Dividends | | | 28,918 | | | | 1,288,564 | | | | 64,798 | | | | 2,446,116 | |
Shares Redeemed | | | (98,131 | ) | | | (4,355,219 | ) | | | (159,208 | ) | | | (7,327,990 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 92,590 | | | | 4,270,871 | | | | 263,300 | | | | 10,844,221 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 221,337 | | | $ | 9,920,149 | | | | 1,911,323 | | | $ | 84,186,840 | |
Shares Issued for Reinvested Dividends | | | 199,027 | | | | 8,864,641 | | | | 650,084 | | | | 24,540,654 | |
Shares Redeemed | | | (613,457 | ) | | | (27,158,243 | ) | | | (1,452,543 | ) | | | (67,133,531 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (193,093 | ) | | | (8,373,453 | ) | | | 1,108,864 | | | | 41,593,963 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,570,434 | | | $ | 63,442,805 | | | | 3,874,932 | | | $ | 160,316,539 | |
Shares Issued for Reinvested Dividends | | | 769,915 | | | | 31,497,242 | | | | 2,537,024 | | | | 88,339,164 | |
Shares Redeemed | | | (1,730,232 | ) | | | (70,976,366 | ) | | | (2,258,227 | ) | | | (94,166,031 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 610,117 | | | | 23,963,681 | | | | 4,153,729 | | | | 154,489,672 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (4,567,107 | ) | | $ | (186,902,529 | ) | | | 18,510,962 | | | $ | 503,771,697 | |
| | | | | | | | | | | | | | | | |
Healthcare Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 716,142 | | | $ | 25,572,731 | | | | 1,270,592 | | | $ | 42,474,857 | |
Shares Issued for Reinvested Dividends | | | 1,142,448 | | | | 42,179,217 | | | | 1,531,546 | | | | 47,003,147 | |
Shares Redeemed | | | (1,740,489 | ) | | | (61,998,775 | ) | | | (3,947,053 | ) | | | (131,520,198 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 118,101 | | | | 5,753,173 | | | | (1,144,915 | ) | | | (42,042,194 | ) |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 234,552 | | | $ | 6,553,400 | | | | 386,423 | | | $ | 10,098,608 | |
Shares Issued for Reinvested Dividends | | | 382,047 | | | | 10,983,839 | | | | 549,060 | | | | 13,440,993 | |
Shares Redeemed | | | (756,537 | ) | | | (21,307,691 | ) | | | (1,751,911 | ) | | | (46,660,248 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (139,938 | ) | | | (3,770,452 | ) | | | (816,428 | ) | | | (23,120,647 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Healthcare Fund – (continued) | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,367,504 | | | $ | 52,062,782 | | | | 1,860,549 | | | $ | 65,494,008 | |
Shares Issued for Reinvested Dividends | | | 416,322 | | | | 16,319,822 | | | | 716,965 | | | | 23,208,155 | |
Shares Redeemed | | | (1,220,368 | ) | | | (45,881,654 | ) | | | (5,201,462 | ) | | | (180,879,649 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 563,458 | | | | 22,500,950 | | | | (2,623,948 | ) | | | (92,177,486 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 97,995 | | | $ | 3,584,383 | | | | 140,316 | | | $ | 4,727,398 | |
Shares Issued for Reinvested Dividends | | | 55,830 | | | | 2,117,618 | | | | 82,110 | | | | 2,592,207 | |
Shares Redeemed | | | (251,400 | ) | | | (9,234,747 | ) | | | (381,548 | ) | | | (13,280,244 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (97,575 | ) | | | (3,532,746 | ) | | | (159,122 | ) | | | (5,960,639 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 120,181 | | | $ | 4,705,706 | | | | 153,972 | | | $ | 5,595,659 | |
Shares Issued for Reinvested Dividends | | | 36,845 | | | | 1,484,498 | | | | 61,171 | | | | 2,038,224 | |
Shares Redeemed | | | (230,269 | ) | | | (9,156,773 | ) | | | (397,220 | ) | | | (14,387,290 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (73,243 | ) | | | (2,966,569 | ) | | | (182,077 | ) | | | (6,753,407 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 128,715 | | | $ | 5,372,872 | | | | 98,097 | | | $ | 3,776,425 | |
Shares Issued for Reinvested Dividends | | | 8,515 | | | | 362,223 | | | | 12,444 | | | | 435,292 | |
Shares Redeemed | | | (75,164 | ) | | | (2,953,350 | ) | | | (158,841 | ) | | | (6,002,309 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 62,066 | | | | 2,781,745 | | | | (48,300 | ) | | | (1,790,592 | ) |
| | | | | | | | | | | | | | | | |
Class R6(1) | | | | | | | | | | | | | | | | |
Shares Sold | | | 36,632 | | | $ | 1,541,196 | | | | 33,146 | | | $ | 1,302,429 | |
Shares Issued for Reinvested Dividends | | | 3,211 | | | | 138,636 | | | | — | | | | — | |
Shares Redeemed | | | (5,657 | ) | | | (229,239 | ) | | | (660 | ) | | | (26,300 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 34,186 | | | | 1,450,593 | | | | 32,486 | | | | 1,276,129 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 286,891 | | | $ | 11,739,611 | | | | 669,883 | | | $ | 26,123,541 | |
Shares Issued for Reinvested Dividends | | | 96,305 | | | | 4,156,525 | | | | 94,877 | | | | 3,362,455 | |
Shares Redeemed | | | (214,786 | ) | | | (8,843,358 | ) | | | (354,102 | ) | | | (13,626,705 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 168,410 | | | | 7,052,778 | | | | 410,658 | | | | 15,859,291 | |
| | | | | | | | | | | | | | | | |
Class F | |
Shares Sold | | | 27,964 | | | $ | 1,091,144 | | | | 72,466 | | | $ | 2,542,615 | |
Shares Issued for Reinvested Dividends | | | 45,179 | | | | 1,776,419 | | | | 158,658 | | | | 5,145,276 | |
Shares Redeemed | | | (79,703 | ) | | | (3,052,316 | ) | | | (1,561,880 | ) | | | (51,838,121 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,560 | ) | | | (184,753 | ) | | | (1,330,756 | ) | | | (44,150,230 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 628,905 | | | $ | 29,084,719 | | | | (5,862,402 | ) | | $ | (198,859,775 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
MidCap Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,404,196 | | | $ | 122,749,484 | | | | 10,562,439 | | | $ | 302,872,439 | |
Shares Issued for Reinvested Dividends | | | 4,994,716 | | | | 148,592,803 | | | | 11,616,898 | | | | 286,472,704 | |
Shares Redeemed | | | (9,471,297 | ) | | | (258,243,064 | ) | | | (15,519,945 | ) | | | (445,949,253 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (72,385 | ) | | | 13,099,223 | | | | 6,659,392 | | | | 143,395,890 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,099,817 | | | $ | 20,986,987 | | | | 3,619,415 | | | $ | 71,020,807 | |
Shares Issued for Reinvested Dividends | | | 1,866,823 | | | | 37,149,763 | | | | 5,087,766 | | | | 86,695,527 | |
Shares Redeemed | | | (4,638,436 | ) | | | (85,707,749 | ) | | | (11,310,026 | ) | | | (222,847,023 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,671,796 | ) | | | (27,570,999 | ) | | | (2,602,845 | ) | | | (65,130,689 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 25,739,295 | | | $ | 682,088,981 | | | | 42,632,618 | | | $ | 1,267,074,961 | |
Shares Issued for Reinvested Dividends | | | 6,833,413 | | | | 211,084,130 | | | | 15,195,028 | | | | 387,321,276 | |
Shares Redeemed | | | (28,391,835 | ) | | | (800,556,836 | ) | | | (43,805,361 | ) | | | (1,290,404,699 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,180,873 | | | | 92,616,275 | | | | 14,022,285 | | | | 363,991,538 | |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 537,400 | | | $ | 16,199,136 | | | | 556,017 | | | $ | 17,863,858 | |
Shares Issued for Reinvested Dividends | | | 135,870 | | | | 4,553,016 | | | | 380,030 | | | | 10,526,822 | |
Shares Redeemed | | | (502,130 | ) | | | (15,690,716 | ) | | | (1,180,346 | ) | | | (38,151,880 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 171,140 | | | | 5,061,436 | | | | (244,299 | ) | | | (9,761,200 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
MidCap Fund – (continued) | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 711,170 | | | $ | 23,055,118 | | | | 2,008,473 | | | $ | 67,464,654 | |
Shares Issued for Reinvested Dividends | | | 324,499 | | | | 11,409,397 | | | | 881,164 | | | | 25,483,275 | |
Shares Redeemed | | | (1,962,626 | ) | | | (64,476,701 | ) | | | (3,755,272 | ) | | | (128,083,303 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (926,957 | ) | | | (30,012,186 | ) | | | (865,635 | ) | | | (35,135,374 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,462,211 | | | $ | 50,037,435 | | | | 5,884,056 | | | $ | 201,889,123 | |
Shares Issued for Reinvested Dividends | | | 534,352 | | | | 19,461,090 | | | | 1,361,847 | | | | 40,610,288 | |
Shares Redeemed | | | (2,967,254 | ) | | | (102,052,997 | ) | | | (6,880,878 | ) | | | (238,241,924 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (970,691 | ) | | | (32,554,472 | ) | | | 365,025 | | | | 4,257,487 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,533,787 | | | $ | 299,966,218 | | | | 23,570,871 | | | $ | 824,805,540 | |
Shares Issued for Reinvested Dividends | | | 1,978,533 | | | | 72,988,070 | | | | 3,466,868 | | | | 104,560,740 | |
Shares Redeemed | | | (7,758,373 | ) | | | (264,406,164 | ) | | | (8,765,259 | ) | | | (311,279,864 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,753,947 | | | | 108,548,124 | | | | 18,272,480 | | | | 618,086,416 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 5,320,188 | | | $ | 176,738,180 | | | | 13,498,176 | | | $ | 461,820,073 | |
Shares Issued for Reinvested Dividends | | | 1,713,171 | | | | 63,096,079 | | | | 4,622,179 | | | | 139,266,264 | |
Shares Redeemed | | | (11,912,067 | ) | | | (408,383,492 | ) | | | (29,761,816 | ) | | | (1,038,153,416 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,878,708 | ) | | | (168,549,233 | ) | | | (11,641,461 | ) | | | (437,067,079 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 12,412,120 | | | $ | 355,406,533 | | | | 23,838,251 | | | $ | 717,246,012 | |
Shares Issued for Reinvested Dividends | | | 3,417,284 | | | | 105,901,641 | | | | 6,900,254 | | | | 176,232,472 | |
Shares Redeemed | | | (9,451,952 | ) | | | (266,825,450 | ) | | | (12,295,039 | ) | | | (370,932,155 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,377,452 | | | | 194,482,724 | | | | 18,443,466 | | | | 522,546,329 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 4,962,875 | | | $ | 155,120,892 | | | | 42,408,408 | | | $ | 1,105,183,318 | |
| | | | | | | | | | | | | | | | |
| | | | |
MidCap Value Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,583,676 | | | $ | 19,898,635 | | | | 3,015,194 | | | $ | 39,850,799 | |
Shares Issued for Reinvested Dividends | | | 633,942 | | | | 9,248,149 | | | | 2,634,934 | | | | 31,694,686 | |
Shares Redeemed | | | (2,219,238 | ) | | | (27,278,407 | ) | | | (3,749,358 | ) | | | (50,258,979 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,620 | ) | | | 1,868,377 | | | | 1,900,770 | | | | 21,286,506 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 95,793 | | | $ | 872,196 | | | | 219,028 | | | $ | 2,302,437 | |
Shares Issued for Reinvested Dividends | | | 40,108 | | | | 460,945 | | | | 240,187 | | | | 2,313,001 | |
Shares Redeemed | | | (259,253 | ) | | | (2,675,723 | ) | | | (572,160 | ) | | | (6,156,895 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (123,352 | ) | | | (1,342,582 | ) | | | (112,945 | ) | | | (1,541,457 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 311,524 | | | $ | 4,220,703 | | | | 414,930 | | | $ | 5,677,380 | |
Shares Issued for Reinvested Dividends | | | 66,544 | | | | 983,484 | | | | 300,075 | | | | 3,648,250 | |
Shares Redeemed | | | (847,821 | ) | | | (10,459,260 | ) | | | (939,685 | ) | | | (12,651,962 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (469,753 | ) | | | (5,255,073 | ) | | | (224,680 | ) | | | (3,326,332 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 47,876 | | | $ | 570,334 | | | | 77,867 | | | $ | 1,086,097 | |
Shares Issued for Reinvested Dividends | | | 12,474 | | | | 191,545 | | | | 72,689 | | | | 922,418 | |
Shares Redeemed | | | (102,576 | ) | | | (1,453,316 | ) | | | (250,237 | ) | | | (3,619,666 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (42,226 | ) | | | (691,437 | ) | | | (99,681 | ) | | | (1,611,151 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 70,833 | | | $ | 909,366 | | | | 125,020 | | | $ | 1,801,520 | |
Shares Issued for Reinvested Dividends | | | 19,234 | | | | 303,476 | | | | 82,313 | | | | 1,068,388 | |
Shares Redeemed | | | (153,997 | ) | | | (2,099,669 | ) | | | (194,448 | ) | | | (2,814,110 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (63,930 | ) | | | (886,827 | ) | | | 12,885 | | | | 55,798 | |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 6,031 | | | $ | 90,578 | | | | 68,987 | | | $ | 961,987 | |
Shares Issued for Reinvested Dividends | | | 2,874 | | | | 46,111 | | | | 36,259 | | | | 477,765 | |
Shares Redeemed | | | (6,020 | ) | | | (76,584 | ) | | | (517,692 | ) | | | (7,282,905 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,885 | | | | 60,105 | | | | (412,446 | ) | | | (5,843,153 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
MidCap Value Fund – (continued) | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 77,709 | | | $ | 1,098,623 | | | | 291,417 | | | $ | 4,364,547 | |
Shares Issued for Reinvested Dividends | | | 24,096 | | | | 388,031 | | | | 90,660 | | | | 1,198,031 | |
Shares Redeemed | | | (110,529 | ) | | | (1,558,447 | ) | | | (306,083 | ) | | | (4,432,547 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (8,724 | ) | | | (71,793 | ) | | | 75,994 | | | | 1,130,031 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,703,883 | | | $ | 58,197,590 | | | | 6,169,822 | | | $ | 84,036,654 | |
Shares Issued for Reinvested Dividends | | | 724,542 | | | | 10,710,609 | | | | 2,440,229 | | | | 29,675,324 | |
Shares Redeemed | | | (2,643,697 | ) | | | (35,005,077 | ) | | | (4,278,093 | ) | | | (58,547,425 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,784,728 | | | | 33,903,122 | | | | 4,331,958 | | | | 55,164,553 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 2,078,008 | | | $ | 27,583,892 | | | | 5,471,855 | | | $ | 65,314,795 | |
| | | | | | | | | | | | | | | | |
| | | | |
Quality Value Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 300,143 | | | $ | 5,680,642 | | | | 515,463 | | | $ | 10,074,937 | |
Shares Issued for Reinvested Dividends | | | 399,948 | | | | 8,456,465 | | | | 572,123 | | | | 10,176,420 | |
Shares Redeemed | | | (791,922 | ) | | | (14,856,716 | ) | | | (1,261,687 | ) | | | (24,792,514 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (91,831 | ) | | | (719,609 | ) | | | (174,101 | ) | | | (4,541,157 | ) |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 17,842 | | | $ | 298,656 | | | | 48,982 | | | $ | 803,712 | |
Shares Issued for Reinvested Dividends | | | 16,808 | | | | 302,140 | | | | 28,768 | | | | 438,130 | |
Shares Redeemed | | | (91,375 | ) | | | (1,486,935 | ) | | | (229,704 | ) | | | (3,910,337 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (56,725 | ) | | | (886,139 | ) | | | (151,954 | ) | | | (2,668,495 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 53,216 | | | $ | 1,059,434 | | | | 118,116 | | | $ | 2,316,278 | |
Shares Issued for Reinvested Dividends | | | 32,925 | | | | 686,590 | | | | 47,997 | | | | 841,546 | |
Shares Redeemed | | | (98,598 | ) | | | (1,931,094 | ) | | | (208,357 | ) | | | (4,046,731 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (12,457 | ) | | | (185,070 | ) | | | (42,244 | ) | | | (888,907 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,202 | | | $ | 58,110 | | | | 17,295 | | | $ | 356,081 | |
Shares Issued for Reinvested Dividends | | | 2,697 | | | | 57,990 | | | | 3,279 | | | | 59,308 | |
Shares Redeemed | | | (15,568 | ) | | | (315,163 | ) | | | (15,768 | ) | | | (322,706 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (9,669 | ) | | | (199,063 | ) | | | 4,806 | | | | 92,683 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 22,010 | | | $ | 422,224 | | | | 27,215 | | | $ | 549,127 | |
Shares Issued for Reinvested Dividends | | | 13,979 | | | | 303,759 | | | | 19,976 | | | | 364,460 | |
Shares Redeemed | | | (88,866 | ) | | | (1,827,205 | ) | | | (63,260 | ) | | | (1,291,227 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (52,877 | ) | | | (1,101,222 | ) | | | (16,069 | ) | | | (377,640 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 465 | | | $ | 9,794 | | | | 1,251 | | | $ | 24,050 | |
Shares Issued for Reinvested Dividends | | | 566 | | | | 12,405 | | | | 1,768 | | | | 32,495 | |
Shares Redeemed | | | (22 | ) | | | (427 | ) | | | (16,898 | ) | | | (357,155 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,009 | | | | 21,772 | | | | (13,879 | ) | | | (300,610 | ) |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,442 | | | $ | 40,557 | | | | 1,060 | | | $ | 21,715 | |
Shares Issued for Reinvested Dividends | | | 83 | | | | 1,828 | | | | 35 | | | | 650 | |
Shares Redeemed | | | (7 | ) | | | (138 | ) | | | (6 | ) | | | (133 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,518 | | | | 42,247 | | | | 1,089 | | | | 22,232 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,605 | | | $ | 100,900 | | | | 27,388 | | | $ | 566,227 | |
Shares Issued for Reinvested Dividends | | | 1,541 | | | | 33,830 | | | | 2,143 | | | | 39,465 | |
Shares Redeemed | | | (15,005 | ) | | | (252,179 | ) | | | (30,147 | ) | | | (614,974 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (8,859 | ) | | | (117,449 | ) | | | (616 | ) | | | (9,282 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 73,685 | | | $ | 1,293,088 | | | | 106,180 | | | $ | 2,050,010 | |
Shares Issued for Reinvested Dividends | | | 31,266 | | | | 650,547 | | | | 350,111 | | | | 6,128,466 | |
Shares Redeemed | | | (71,280 | ) | | | (1,345,114 | ) | | | (4,395,222 | ) | | | (84,991,695 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 33,671 | | | | 598,521 | | | | (3,938,931 | ) | | | (76,813,219 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (195,220 | ) | | $ | (2,546,012 | ) | | | (4,331,899 | ) | | $ | (85,484,395 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Small Cap Growth Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 67,086 | | | $ | 2,955,408 | | | | 143,713 | | | $ | 6,367,732 | |
Shares Issued for Reinvested Dividends | | | 64,624 | | | | 3,116,821 | | | | 1,137,942 | | | | 42,820,742 | |
Shares Redeemed | | | (341,417 | ) | | | (14,978,614 | ) | | | (691,468 | ) | | | (30,501,386 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (209,707 | ) | | | (8,906,385 | ) | | | 590,187 | | | | 18,687,088 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,716 | | | $ | 81,188 | | | | 33,213 | | | $ | 900,484 | |
Shares Issued for Reinvested Dividends | | | 10,908 | | | | 352,646 | | | | 236,201 | | | | 6,042,022 | |
Shares Redeemed | | | (86,686 | ) | | | (2,529,670 | ) | | | (315,783 | ) | | | (9,391,318 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (73,062 | ) | | | (2,095,836 | ) | | | (46,369 | ) | | | (2,448,812 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 876,066 | | | $ | 36,508,618 | | | | 2,177,043 | | | $ | 98,419,282 | |
Shares Issued for Reinvested Dividends | | | 57,457 | | | | 2,916,489 | | | | 1,099,491 | | | | 43,341,934 | |
Shares Redeemed | | | (864,137 | ) | | | (37,984,002 | ) | | | (3,548,369 | ) | | | (163,047,531 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 69,386 | | | | 1,441,105 | | | | (271,835 | ) | | | (21,286,315 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 32,029 | | | $ | 1,318,264 | | | | 69,866 | | | $ | 2,907,966 | |
Shares Issued for Reinvested Dividends | | | 3,087 | | | | 146,681 | | | | 60,131 | | | | 2,234,481 | |
Shares Redeemed | | | (68,159 | ) | | | (3,108,948 | ) | | | (148,734 | ) | | | (6,537,096 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (33,043 | ) | | | (1,644,003 | ) | | | (18,737 | ) | | | (1,394,649 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 89,522 | | | $ | 4,153,022 | | | | 285,710 | | | $ | 12,583,104 | |
Shares Issued for Reinvested Dividends | | | 12,210 | | | | 614,886 | | | | 297,846 | | | | 11,687,478 | |
Shares Redeemed | | | (327,397 | ) | | | (14,338,460 | ) | | | (909,172 | ) | | | (41,585,558 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (225,665 | ) | | | (9,570,552 | ) | | | (325,616 | ) | | | (17,314,976 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 148,750 | | | $ | 7,369,134 | | | | 484,882 | | | $ | 22,426,482 | |
Shares Issued for Reinvested Dividends | | | 21,655 | | | | 1,157,694 | | | | 397,887 | | | | 16,508,317 | |
Shares Redeemed | | | (403,283 | ) | | | (20,475,218 | ) | | | (844,219 | ) | | | (41,911,678 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (232,878 | ) | | | (11,948,390 | ) | | | 38,550 | | | | (2,976,879 | ) |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,595,672 | | | $ | 87,103,736 | | | | 827,350 | | | $ | 38,567,669 | |
Shares Issued for Reinvested Dividends | | | 17,777 | | | | 965,664 | | | | 205,988 | | | | 8,674,158 | |
Shares Redeemed | | | (1,210,213 | ) | | | (57,385,441 | ) | | | (479,346 | ) | | | (23,694,911 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 403,236 | | | | 30,683,959 | | | | 553,992 | | | | 23,546,916 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 724,893 | | | $ | 36,114,370 | | | | 3,471,469 | | | $ | 173,976,901 | |
Shares Issued for Reinvested Dividends | | | 92,203 | | | | 5,010,331 | | | | 1,656,136 | | | | 69,789,590 | |
Shares Redeemed | | | (2,455,582 | ) | | | (133,923,298 | ) | | | (3,955,235 | ) | | | (186,437,170 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,638,486 | ) | | | (92,798,597 | ) | | | 1,172,370 | | | | 57,329,321 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 157,789 | | | $ | 6,198,517 | | | | 229,925 | | | $ | 10,549,148 | |
Shares Issued for Reinvested Dividends | | | 12,299 | | | | 626,749 | | | | 221,268 | | | | 8,748,931 | |
Shares Redeemed | | | (176,713 | ) | | | (8,096,998 | ) | | | (324,117 | ) | | | (15,214,484 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,625 | ) | | | (1,271,732 | ) | | | 127,076 | | | | 4,083,595 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,946,844 | ) | | $ | (96,110,431 | ) | | | 1,819,618 | | | $ | 58,225,289 | |
| | | | | | | | | | | | | | | | |
Small Cap Value Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 286,807 | | | $ | 2,271,219 | | | | 535,811 | | | $ | 5,599,188 | |
Shares Issued for Reinvested Dividends | | | 292,506 | | | | 2,936,037 | | | | 1,345,441 | | | | 12,452,725 | |
Shares Redeemed | | | (726,284 | ) | | | (6,162,891 | ) | | | (1,175,436 | ) | | | (12,205,028 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (146,971 | ) | | | (955,635 | ) | | | 705,816 | | | | 5,846,885 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 15,230 | | | $ | 109,300 | | | | 27,521 | | | $ | 250,111 | |
Shares Issued for Reinvested Dividends | | | 26,761 | | | | 229,881 | | | | 201,614 | | | | 1,622,991 | |
Shares Redeemed | | | (113,018 | ) | | | (880,553 | ) | | | (336,158 | ) | | | (3,016,977 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (71,027 | ) | | | (541,372 | ) | | | (107,023 | ) | | | (1,143,875 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Small Cap Value Fund – (continued) | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 256,421 | | | $ | 2,516,550 | | | | 290,021 | | | $ | 3,176,128 | |
Shares Issued for Reinvested Dividends | | | 41,551 | | | | 418,405 | | | | 101,935 | | | | 945,995 | |
Shares Redeemed | | | (195,517 | ) | | | (1,617,815 | ) | | | (246,872 | ) | | | (2,384,735 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 102,455 | | | | 1,317,140 | | | | 145,084 | | | | 1,737,388 | |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,479 | | | $ | 23,399 | | | | 12,137 | | | $ | 130,291 | |
Shares Issued for Reinvested Dividends | | | 3,512 | | | | 36,623 | | | | 12,847 | | | | 123,296 | |
Shares Redeemed | | | (1,831 | ) | | | (19,270 | ) | | | (5,951 | ) | | | (64,581 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,160 | | | | 40,752 | | | | 19,033 | | | | 189,006 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 575 | | | $ | 5,266 | | | | 2,596 | | | $ | 26,803 | |
Shares Issued for Reinvested Dividends | | | 226 | | | | 2,398 | | | | 493 | | | | 4,797 | |
Shares Redeemed | | | (1,623 | ) | | | (17,252 | ) | | | (92 | ) | | | (993 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (822 | ) | | | (9,588 | ) | | | 2,997 | | | | 30,607 | |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,479 | | | $ | 10,000 | | | | — | | | $ | — | |
Shares Issued for Reinvested Dividends | | | 69 | | | | 730 | | | | 888 | | | | 8,638 | |
Shares Redeemed | | | — | | | | — | | | | (2,386 | ) | | | (24,304 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,548 | | | | 10,730 | | | | (1,498 | ) | | | (15,666 | ) |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,639 | | | $ | 84,232 | | | | 8,510 | | | $ | 91,476 | |
Shares Issued for Reinvested Dividends | | | 665 | | | | 7,036 | | | | 253 | | | | 2,456 | |
Shares Redeemed | | | (630 | ) | | | (6,412 | ) | | | (11 | ) | | | (110 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 8,674 | | | | 84,856 | | | | 8,752 | | | | 93,822 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 815 | | | $ | 7,479 | | | | 27,569 | | | $ | 298,131 | |
Shares Issued for Reinvested Dividends | | | 2,671 | | | | 28,235 | | | | 11,902 | | | | 115,661 | |
Shares Redeemed | | | (17,060 | ) | | | (175,853 | ) | | | (32,472 | ) | | | (375,274 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (13,574 | ) | | | (140,139 | ) | | | 6,999 | | | | 38,518 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 229,197 | | | $ | 1,919,449 | | | | 1,466,457 | | | $ | 14,533,039 | |
Shares Issued for Reinvested Dividends | | | 329,546 | | | | 3,318,168 | | | | 1,036,113 | | | | 9,621,393 | |
Shares Redeemed | | | (534,978 | ) | | | (4,128,309 | ) | | | (619,373 | ) | | | (6,521,061 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 23,765 | | | | 1,109,308 | | | | 1,883,197 | | | | 17,633,371 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (91,792 | ) | | $ | 916,052 | | | | 2,663,357 | | | $ | 24,410,056 | |
| | | | | | | | | | | | | | | | |
| | | | |
Small Company Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,106,331 | | | $ | 21,559,739 | | | | 1,819,229 | | | $ | 35,427,303 | |
Shares Issued for Reinvested Dividends | | | 956,824 | | | | 19,433,104 | | | | 3,082,592 | | | | 50,462,033 | |
Shares Redeemed | | | (1,871,411 | ) | | | (35,782,579 | ) | | | (2,373,495 | ) | | | (46,229,828 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 191,744 | | | | 5,210,264 | | | | 2,528,326 | | | | 39,659,508 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 60,447 | | | $ | 727,124 | | | | 124,624 | | | $ | 1,583,364 | |
Shares Issued for Reinvested Dividends | | | 70,385 | | | | 901,627 | | | | 252,369 | | | | 2,718,019 | |
Shares Redeemed | | | (190,566 | ) | | | (2,275,987 | ) | | | (358,239 | ) | | | (4,604,087 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (59,734 | ) | | | (647,236 | ) | | | 18,754 | | | | (302,704 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 141,971 | | | $ | 3,077,689 | | | | 217,227 | | | $ | 4,551,958 | |
Shares Issued for Reinvested Dividends | | | 75,333 | | | | 1,633,979 | | | | 279,521 | | | | 4,855,272 | |
Shares Redeemed | | | (195,538 | ) | | | (3,949,014 | ) | | | (478,368 | ) | | | (9,730,251 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 21,766 | | | | 762,654 | | | | 18,380 | | | | (323,021 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 56,728 | | | $ | 1,115,616 | | | | 134,256 | | | $ | 2,730,277 | |
Shares Issued for Reinvested Dividends | | | 35,475 | | | | 793,230 | | | | 146,146 | | | | 2,626,237 | |
Shares Redeemed | | | (146,251 | ) | | | (3,038,939 | ) | | | (330,361 | ) | | | (7,087,474 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (54,048 | ) | | | (1,130,093 | ) | | | (49,959 | ) | | | (1,730,960 | ) |
| | | | | | | | | | | | | | | | |
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
Small Company Fund – (continued) | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 85,760 | | | $ | 1,961,774 | | | | 147,445 | | | $ | 3,466,416 | |
Shares Issued for Reinvested Dividends | | | 31,292 | | | | 752,892 | | | | 125,461 | | | | 2,408,843 | |
Shares Redeemed | | | (166,327 | ) | | | (4,025,063 | ) | | | (280,883 | ) | | | (6,458,571 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (49,275 | ) | | | (1,310,397 | ) | | | (7,977 | ) | | | (583,312 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 17,541 | | | $ | 438,294 | | | | 62,555 | | | $ | 1,589,279 | |
Shares Issued for Reinvested Dividends | | | 6,152 | | | | 157,911 | | | | 19,819 | | | | 403,513 | |
Shares Redeemed | | | (28,323 | ) | | | (695,468 | ) | | | (55,755 | ) | | | (1,415,258 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,630 | ) | | | (99,263 | ) | | | 26,619 | | | | 577,534 | |
| | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | |
Shares Sold | | | 642 | | | $ | 16,904 | | | | 2,145 | | | $ | 54,273 | |
Shares Issued for Reinvested Dividends | | | 220 | | | | 5,772 | | | | 1,032 | | | | 21,469 | |
Shares Redeemed | | | (3,838 | ) | | | (103,958 | ) | | | (553 | ) | | | (14,301 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,976 | ) | | | (81,282 | ) | | | 2,624 | | | | 61,441 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 202,470 | | | $ | 4,987,780 | | | | 165,468 | | | $ | 4,153,738 | |
Shares Issued for Reinvested Dividends | | | 58,965 | | | | 1,548,421 | | | | 252,900 | | | | 5,260,320 | |
Shares Redeemed | | | (806,009 | ) | | | (18,476,307 | ) | | | (475,656 | ) | | | (10,480,486 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (544,574 | ) | | | (11,940,106 | ) | | | (57,288 | ) | | | (1,066,428 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,108,287 | | | $ | 22,376,188 | | | | 4,045,700 | | | $ | 86,904,113 | |
Shares Issued for Reinvested Dividends | | | 518,887 | | | | 11,316,929 | | | | 1,153,443 | | | | 20,116,041 | |
Shares Redeemed | | | (1,018,964 | ) | | | (21,480,061 | ) | | | (1,258,713 | ) | | | (26,615,628 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 608,210 | | | | 12,213,056 | | | | 3,940,430 | | | | 80,404,526 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 106,483 | | | $ | 2,977,597 | | | | 6,419,909 | | | $ | 116,696,584 | |
| | | | | | | | | | | | | | | | |
| (1) | Inception date was February 28, 2019. |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 a commitment fee, which is allocated ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.
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.
15. | Recent Accounting Pronouncement: |
The FASB issued ASU 2017-08 (the “ASU”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and effective for private entities one year later. Management has evaluated the implication of additional disclosure and determined there is no impact to the Funds’ financial statements.
In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.
ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early
|
Hartford Domestic Equity Funds |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.
16. | Change in Independent Registered Public Accounting Firm: |
On November 6, 2019, the Companies, on behalf of their respective Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
On November 6, 2019, the Audit Committee of each Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by each Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).
In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.
The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.
|
Hartford Domestic Equity Funds |
HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
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This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised March 2020
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.
MFSAR-DE20 06/20 217383 Printed in U.S.A.
A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Schroders Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.
Market Review
During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty that continued to grip markets under the shadow of the ongoing coronavirus disease
(COVID-19) pandemic, as global authorities grappled with rising infection rates, overwhelmed hospitals, and devastated economies shut down by social distancing.
Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.
But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme market volatility, and the end of the longest bull market in U.S. economic history.
Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.
On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package – the largest fiscal rescue package in U.S. history – providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.
By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.
Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Schroders Funds. For the most up-to-date information on our complete selection of funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
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. |
Hartford Schroders Funds
Table of Contents
|
Hartford Schroders China A Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 03/31/2020 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | | Investment objective – The Fund seeks long-term capital appreciation. |
Cumulative Total Returns
for the Period Ending 04/30/2020
| | | | |
| | Since Inception1 | |
Class A2 | | | 8.00% | |
Class A3 | | | 2.06% | |
Class C2 | | | 8.00% | |
Class C4 | | | 7.00% | |
Class I2 | | | 8.00% | |
Class Y2 | | | 8.10% | |
Class F2 | | | 8.10% | |
Class SDR2 | | | 8.10% | |
MSCI China A Onshore Index (Net) | | | 7.19% | |
1 | Inception: 03/31/2020, Not Annualized |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.47% | | | | 1.45% | |
Class C | | | 2.24% | | | | 2.24% | |
Class I | | | 1.20% | | | | 1.15% | |
Class Y | | | 1.22% | | | | 1.11% | |
Class F | | | 1.12% | | | | 0.99% | |
Class SDR | | | 1.12% | | | | 0.99% | |
* | 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 3/31/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund invests in China A shares through Stock Connect, which is subject to a number of restrictions that may affect the Fund’s investments and returns. • Risks associated with investments in China include currency fluctuation, political, economic, social, environmental, regulatory and other risks, including risks associated with differing legal standards. Concentrating investments in China subjects the Fund to more volatility and greater risk of loss than a more diversified fund. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • Small-cap and mid-cap securities can have greater risks and volatility than large-cap securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.6 | % |
Consumer Discretionary | | | 11.3 | |
Consumer Staples | | | 11.1 | |
Financials | | | 18.2 | |
Health Care | | | 6.7 | |
Industrials | | | 22.2 | |
Information Technology | | | 9.8 | |
Materials | | | 13.3 | |
Real Estate | | | 3.1 | |
| | | | |
Total | | | 97.3 | % |
| | | | |
Short-Term Investments | | | 2.6 | |
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. |
|
Hartford Schroders Emerging Markets Equity Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 03/31/2006 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -10.95% | | | | -10.50% | | | | 1.11% | | | | 1.90% | |
Class A3 | | | -15.86% | | | | -15.40% | | | | -0.03% | | | | 1.33% | |
Class C2 | | | -11.29% | | | | -11.12% | | | | 0.68% | | | | 1.81% | |
Class C4 | | | -12.17% | | | | -12.00% | | | | 0.68% | | | | 1.81% | |
Class I2 | | | -10.86% | | | | -10.29% | | | | 1.34% | | | | 2.14% | |
Class R32 | | | -11.06% | | | | -10.72% | | | | 1.06% | | | | 2.00% | |
Class R42 | | | -10.87% | | | | -9.90% | | | | 1.27% | | | | 2.10% | |
Class R52 | | | -10.86% | | | | -10.24% | | | | 1.37% | | | | 2.16% | |
Class Y2 | | | -10.84% | | | | -10.27% | | | | 1.43% | | | | 2.18% | |
Class F2 | | | -10.77% | | | | -10.09% | | | | 1.43% | | | | 2.19% | |
Class SDR2 | | | -10.75% | | | | -10.07% | | | | 1.51% | | | | 2.23% | |
MSCI Emerging Markets Index (Net) | | | -10.50% | | | | -12.00% | | | | -0.10% | | | | 1.45% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder Emerging Market Equity Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical waivers/reimbursements without which performance would have been lower.
Effective on the close of business on 3/15/19, the Fund was closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.44% | | | | 1.44% | |
Class C | | | 2.16% | | | | 2.16% | |
Class I | | | 1.23% | | | | 1.23% | |
Class R3 | | | 1.78% | | | | 1.78% | |
Class R4 | | | 1.48% | | | | 1.48% | |
Class R5 | | | 1.18% | | | | 1.18% | |
Class Y | | | 1.15% | | | | 1.15% | |
Class F | | | 1.06% | | | | 1.06% | |
Class SDR | | | 1.06% | | | | 1.06% | |
* | 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 13.4 | % |
Consumer Discretionary | | | 20.3 | |
Consumer Staples | | | 6.9 | |
Energy | | | 6.6 | |
Financials | | | 18.2 | |
Health Care | | | 1.8 | |
Industrials | | | 1.9 | |
Information Technology | | | 21.8 | |
Materials | | | 5.0 | |
Real Estate | | | 0.8 | |
Utilities | | | 1.1 | |
| | | | |
Total | | | 97.8 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | 1.4 | |
| | | | |
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. |
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 06/25/2013 Sub-advised by Schroder Investment Management North America Inc. | | Investment objective – The Fund seeks to provide a return of long-term capital growth and income. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | Since Inception2 | |
Class A3 | | | -17.40% | | | | -15.12% | | | | -0.55% | | | | 0.46% | |
Class A4 | | | -21.12% | | | | -18.95% | | | | -1.47% | | | | -0.21% | |
Class C3 | | | -17.73% | | | | -15.82% | | | | -1.05% | | | | 0.14% | |
Class C5 | | | -18.53% | | | | -16.62% | | | | -1.05% | | | | 0.14% | |
Class I3 | | | -17.26% | | | | -14.85% | | | | -0.30% | | | | 0.70% | |
Class R33 | | | -17.27% | | | | -14.89% | | | | -0.45% | | | | 0.59% | |
Class R43 | | | -17.26% | | | | -14.97% | | | | -0.38% | | | | 0.64% | |
Class R53 | | | -17.16% | | | | -14.84% | | | | -0.30% | | | | 0.70% | |
Class Y3 | | | -17.14% | | | | -14.80% | | | | -0.26% | | | | 0.73% | |
Class F3 | | | -17.26% | | | | -14.90% | | | | -0.28% | | | | 0.72% | |
Class SDR3 | | | -17.24% | | | | -14.88% | | | | -0.22% | | | | 0.78% | |
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted6 | | | -8.40% | | | | -2.57% | | | | 2.43% | | | | 2.84% | |
Custom Blended Benchmark6 | | | -8.39% | | | | -2.57% | | | | 2.42% | | | | 2.84% | |
JP Morgan EMBI Global Diversified Index | | | -10.08% | | | | -4.97% | | | | 2.94% | | | | 4.50% | |
JP Morgan GBI Emerging Markets Global Diversified Index | | | -9.91% | | | | -2.68% | | | | 0.44% | | | | -0.77% | |
JP Morgan CEMBI Broad Diversified Index | | | -5.23% | | | | -0.21% | | | | 3.68% | | | | 4.65% | |
4 | Reflects maximum sales charge of 4.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
6 | Effective March 31, 2020, the JP Morgan Emerging Markets Blended Index (JEMB) — Equal Weighted replaced the Custom Blended Benchmark as the Fund’s primary benchmark as Hartford Funds Management Company, LLC (HFMC) believes this benchmark is a more appropriate benchmark for the Fund. The Custom Blended Benchmark is calculated by HFMC and consists of 33.4% JP Morgan EMBI Global Diversified Index/ 33.3% JP Morgan GBI Emerging Markets Global Diversified Index/ 33.3% JP Morgan CEMBI Broad Diversified Index. |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder Emerging Markets Multi-Sector Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.29% | | | | 1.15% | |
Class C | | | 2.14% | | | | 1.90% | |
Class I | | | 1.00% | | | | 0.90% | |
Class R3 | | | 1.65% | | | | 1.45% | |
Class R4 | | | 1.35% | | | | 1.15% | |
Class R5 | | | 1.05% | | | | 0.85% | |
Class Y | | | 1.04% | | | | 0.85% | |
Class F | | | 0.93% | | | | 0.75% | |
Class SDR | | | 0.93% | | | | 0.75% | |
* | 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 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • The Fund invests in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund.
Composition by Security Type(1)
as of April 30, 2020
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | |
Corporate Bonds | | | 55.6 | % |
Foreign Government Obligations | | | 40.7 | |
| | | | |
Total | | | 96.3 | % |
| | | | |
Short-Term Investments | | | 1.8 | |
Other Assets & Liabilities | | | 1.9 | |
| | | | |
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. |
|
Hartford Schroders International Multi-Cap Value Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 08/30/2006 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -17.36% | | | | -17.14% | | | | -1.81% | | | | 2.81% | |
Class A3 | | | -21.93% | | | | -21.66% | | | | -2.91% | | | | 2.23% | |
Class C2 | | | -17.74% | | | | -17.84% | | | | -2.29% | | | | 2.69% | |
Class C4 | | | -18.55% | | | | -18.64% | | | | -2.29% | | | | 2.69% | |
Class I2 | | | -17.35% | | | | -17.01% | | | | -1.58% | | | | 3.07% | |
Class R32 | | | -17.63% | | | | -17.55% | | | | -1.99% | | | | 2.85% | |
Class R42 | | | -17.42% | | | | -17.22% | | | | -1.80% | | | | 2.96% | |
Class R52 | | | -17.24% | | | | -16.92% | | | | -1.58% | | | | 3.07% | |
Class Y2 | | | -17.23% | | | | -16.88% | | | | -1.51% | | | | 3.10% | |
Class F2 | | | -17.30% | | | | -16.92% | | | | -1.52% | | | | 3.10% | |
Class SDR2 | | | -17.21% | | | | -16.83% | | | | -1.44% | | | | 3.13% | |
MSCI ACWI ex USA Index (Net) | | | -13.22% | | | | -11.51% | | | | -0.17% | | | | 2.89% | |
MSCI ACWI ex USA Value Index (Net) | | | -20.43% | | | | -20.51% | | | | -3.39% | | | | 0.83% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder International Multi-Cap Value Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.13% | | | | 1.13% | |
Class C | | | 1.88% | | | | 1.88% | |
Class I | | | 0.87% | | | | 0.87% | |
Class R3 | | | 1.49% | | | | 1.49% | |
Class R4 | | | 1.19% | | | | 1.19% | |
Class R5 | | | 0.88% | | | | 0.88% | |
Class Y | | | 0.88% | | | | 0.83% | |
Class F | | | 0.77% | | | | 0.77% | |
Class SDR | | | 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. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 9.8 | % |
Consumer Discretionary | | | 10.6 | |
Consumer Staples | | | 5.8 | |
Energy | | | 6.7 | |
Financials | | | 16.9 | |
Health Care | | | 9.7 | |
Industrials | | | 12.7 | |
Information Technology | | | 11.8 | |
Materials | | | 9.7 | |
Real Estate | | | 3.3 | |
Utilities | | | 1.9 | |
| | | | |
Total | | | 98.9 | % |
| | | | |
Short-Term Investments | | | 2.9 | |
Other Assets & Liabilities | | | (1.8 | ) |
| | | | |
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. |
|
Hartford Schroders International Stock Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 12/19/1985 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | | Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -7.91% | | | | -6.31% | | | | 1.92% | | | | 4.59% | |
Class A3 | | | -12.97% | | | | -11.48% | | | | 0.78% | | | | 4.00% | |
Class C2 | | | -8.16% | | | | -6.95% | | | | 1.49% | | | | 4.50% | |
Class C4 | | | -9.08% | | | | -7.87% | | | | 1.49% | | | | 4.50% | |
Class I2 | | | -7.76% | | | | -5.96% | | | | 2.20% | | | | 4.87% | |
Class R32 | | | -8.00% | | | | -6.51% | | | | 1.99% | | | | 4.76% | |
Class R42 | | | -7.91% | | | | -6.26% | | | | 2.09% | | | | 4.81% | |
Class R52 | | | -7.72% | | | | -5.92% | | | | 2.22% | | | | 4.88% | |
Class Y2 | | | -7.80% | | | | -5.99% | | | | 2.24% | | | | 4.89% | |
Class F2 | | | -7.79% | | | | -5.98% | | | | 2.24% | | | | 4.89% | |
Class SDR2 | | | -7.70% | | | | -5.90% | | | | 2.31% | | | | 4.92% | |
MSCI ACWI ex USA Index (Net) | | | -13.22% | | | | -11.51% | | | | -0.17% | | | | 2.89% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder International Alpha Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.16% | | | | 1.16% | |
Class C | | | 1.89% | | | | 1.89% | |
Class I | | | 0.85% | | | | 0.85% | |
Class R3 | | | 1.50% | | | | 1.46% | |
Class R4 | | | 1.20% | | | | 1.16% | |
Class R5 | | | 0.90% | | | | 0.86% | |
Class Y | | | 0.85% | | | | 0.85% | |
Class F | | | 0.78% | | | | 0.76% | |
Class SDR | | | 0.78% | | | | 0.76% | |
* | 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 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 5.0 | % |
Consumer Discretionary | | | 20.8 | |
Consumer Staples | | | 7.4 | |
Financials | | | 11.9 | |
Health Care | | | 14.5 | |
Industrials | | | 14.3 | |
Information Technology | | | 16.3 | |
Materials | | | 1.7 | |
Real Estate | | | 2.1 | |
Utilities | | | 3.9 | |
| | | | |
Total | | | 97.9 | % |
| | | | |
Short-Term Investments | | | 2.1 | |
Other Assets & Liabilities | | | (0.0 | )* |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(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. |
|
Hartford Schroders Securitized Income Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 02/28/2019 Sub-advised by Schroder Investment Management North America Inc. | | Investment objective – The Fund seeks to provide current income and long-term total return consistent with preservation of capital. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | Since Inception2 | |
Class A3 | | | -7.25% | | | | -5.87% | | | | -4.61% | |
Class A4 | | | -10.02% | | | | -8.69% | | | | -7.07% | |
Class C3 | | | -7.33% | | | | -5.95% | | | | -4.68% | |
Class C5 | | | -8.24% | | | | -6.87% | | | | -4.68% | |
Class I3 | | | -7.28% | | | | -5.87% | | | | -4.60% | |
Class Y3 | | | -7.25% | | | | -5.80% | | | | -4.53% | |
Class F3 | | | -7.16% | | | | -5.78% | | | | -4.51% | |
Class SDR3 | | | -7.21% | | | | -5.71% | | | | -4.45% | |
ICE BofAML US ABS & CMBS Index | | | -0.70% | | | | 2.93% | | | | 3.76% | |
S&P/LSTA Leveraged Loan Index | | | -7.14% | | | | -6.61% | | | | -4.51% | |
4 | Reflects maximum sales charge of 3.00% |
5 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Class C shares commenced operations on 2/28/20 and performance prior to this date reflects Class A shares (excluding sales charges). Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class. If the performance were adjusted, it would have been lower.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.59% | | | | 1.30% | |
Class C | | | 2.34% | | | | 2.15% | |
Class I | | | 1.34% | | | | 1.05% | |
Class Y | | | 1.32% | | | | 1.00% | |
Class F | | | 1.27% | | | | 0.90% | |
Class SDR | | | 1.27% | | | | 0.90% | |
* | 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 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. • The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Restricted securities may be more difficult to sell and price than other securities. • The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. • The Fund may use repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. • Use of leverage can increase market exposure, magnify investment risks, and cause losses to be realized more quickly. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.
Composition by Security Type(1)
as of April 30, 2020
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage-Backed Securities | | | 104.3 | % |
Corporate Bonds | | | 2.6 | |
U.S. Government Agencies(2) | | | 13.9 | |
| | | | |
Total | | | 120.8 | % |
| | | | |
Short-Term Investments | | | 7.3 | |
Other Assets & Liabilities | | | (28.1 | ) |
| | | | |
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. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020. |
|
Hartford Schroders Tax-Aware Bond Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 10/03/2011 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | | Investment objective – The Fund seeks total return on an after-tax basis. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | Since Inception2 | |
Class A3 | | | 0.78% | | | | 4.31% | | | | 3.27% | | | | 4.56% | |
Class A4 | | | -3.72% | | | | -0.37% | | | | 2.33% | | | | 4.00% | |
Class C3 | | | 0.42% | | | | 3.57% | | | | 2.77% | | | | 4.37% | |
Class C5 | | | -0.56% | | | | 2.57% | | | | 2.77% | | | | 4.37% | |
Class I3 | | | 0.98% | | | | 4.56% | | | | 3.53% | | | | 4.82% | |
Class Y3 | | | 0.94% | | | | 4.56% | | | | 3.52% | | | | 4.81% | |
Class F3 | | | 1.00% | | | | 4.68% | | | | 3.55% | | | | 4.83% | |
Class SDR3 | | | 1.00% | | | | 4.69% | | | | 3.54% | | | | 4.83% | |
Bloomberg Barclays Municipal Bond Index | | | -1.33% | | | | 2.16% | | | | 3.04% | | | | 3.58% | |
4 | Reflects maximum sales charge of 3.00% |
5 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder Broad Tax-Aware Value Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund and the Predecessor Fund’s predecessor. Prior to 10/24/16, Class A and Class I were called Advisor Shares and Investor Shares, respectively. Performance for Class A shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Advisor Shares) reflects the performance of the Predecessor Fund’s Investor Shares adjusted to reflect the distribution fees of the Predecessor Fund’s Advisor Shares. Class C, Class Y and Class SDR shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16. Performance for the Fund prior to 6/14/13 reflects performance of the Predecessor Fund’s predecessor, which commenced operations on 10/3/11.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 0.83% | | | | 0.71% | |
Class C | | | 1.61% | | | | 1.59% | |
Class I | | | 0.61% | | | | 0.49% | |
Class Y | | | 0.64% | | | | 0.56% | |
Class F | | | 0.53% | | | | 0.46% | |
Class SDR | | | 0.53% | | | | 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 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.
Composition by Security Type(1)
as of April 30, 2020
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | | | | |
Corporate Bonds | | | 33.0 | % |
Municipal Bonds | | | 61.0 | |
U.S. Government Securities(2) | | | 0.2 | |
| | | | |
Total | | | 94.2 | % |
| | | | |
Short-Term Investments | | | 12.2 | |
Other Assets & Liabilities | | | (6.4 | ) |
| | | | |
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, 2020. |
|
Hartford Schroders US MidCap Opportunities Fund (formerly, Hartford Schroders US Small/Mid Cap Opportunities Fund) |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 03/31/2006 Sub-advised by Schroder Investment Management North America Inc. | | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -12.85% | | | | -10.03% | | | | 4.37% | | | | 8.75% | |
Class A3 | | | -17.62% | | | | -15.00% | | | | 3.20% | | | | 8.14% | |
Class C2 | | | -13.16% | | | | -10.76% | | | | 3.88% | | | | 8.64% | |
Class C4 | | | -14.03% | | | | -11.64% | | | | 3.88% | | | | 8.64% | |
Class I2 | | | -12.70% | | | | -9.82% | | | | 4.64% | | | | 9.04% | |
Class R32 | | | -12.99% | | | | -10.43% | | | | 4.18% | | | | 8.80% | |
Class R42 | | | -12.89% | | | | -10.17% | | | | 4.41% | | | | 8.92% | |
Class R52 | | | -12.70% | | | | -9.92% | | | | 4.62% | | | | 9.02% | |
Class Y2 | | | -12.72% | | | | -9.83% | | | | 4.67% | | | | 9.05% | |
Class F2 | | | -12.67% | | | | -9.78% | | | | 4.70% | | | | 9.07% | |
Class SDR3 | | | -12.64% | | | | -9.71% | | | | 4.75% | | | | 9.10% | |
Russell Midcap Index | | | -11.63% | | | | -10.00% | | | | 4.81% | | | | 9.83% | |
Russell 2500 Index | | | -14.27% | | | | -14.20% | | | | 3.62% | | | | 8.70% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder U.S. Small and Mid Cap Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
Performance information prior to 5/1/19 reflect when the Fund invested at least 80% of its assets in securities of companies considered by the Fund’s sub-adviser to be small- or mid-cap companies located in the United States. Effective 5/1/19, the Fund changed its primary benchmark to Russell Midcap Index. The Fund’s former primary benchmark, Russell 2500 Index has become the Fund’s secondary benchmark. The Fund changed its benchmarks because Hartford Funds Management Company, LLC, the Fund’s investment manager, believes that the Russell Midcap Index better reflects the Fund’s revised investment strategy.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.21% | | | | 1.21% | |
Class C | | | 1.96% | | | | 1.96% | |
Class I | | | 0.94% | | | | 0.94% | |
Class R3 | | | 1.56% | | | | 1.56% | |
Class R4 | | | 1.26% | | | | 1.26% | |
Class R5 | | | 0.97% | | | | 0.97% | |
Class Y | | | 0.96% | | | | 0.96% | |
Class F | | | 0.85% | | | | 0.85% | |
Class SDR | | | 0.85% | | | | 0.85% | |
* | 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 2.7 | % |
Consumer Discretionary | | | 8.3 | |
Consumer Staples | | | 2.4 | |
Energy | | | 1.3 | |
Financials | | | 13.6 | |
Health Care | | | 14.0 | |
Industrials | | | 14.2 | |
Information Technology | | | 22.6 | |
Materials | | | 4.1 | |
Real Estate | | | 6.9 | |
Utilities | | | 6.3 | |
| | | | |
Total | | | 96.4 | % |
| | | | |
Short-Term Investments | | | 3.9 | |
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. |
|
Hartford Schroders US Small Cap Opportunities Fund |
Fund Overview
April 30, 2020 (Unaudited)
| | |
Inception 08/06/1993 Sub-advised by Schroder Investment Management North America Inc. | | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns
for the Periods Ending 04/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class A2 | | | -18.45% | | | | -15.69% | | | | 3.16% | | | | 7.39% | |
Class A3 | | | -22.95% | | | | -20.34% | | | | 2.00% | | | | 6.78% | |
Class C2 | | | -18.78% | | | | -16.32% | | | | 2.70% | | | | 7.30% | |
Class C4 | | | -19.55% | | | | -17.12% | | | | 2.70% | | | | 7.30% | |
Class I2 | | | -18.33% | | | | -15.42% | | | | 3.47% | | | | 7.70% | |
Class R32 | | | -18.55% | | | | -15.90% | | | | 3.10% | | | | 7.51% | |
Class R42 | | | -18.46% | | | | -15.67% | | | | 3.33% | | | | 7.62% | |
Class R52 | | | -18.30% | | | | -15.38% | | | | 3.46% | | | | 7.69% | |
Class Y2 | | | -18.33% | | | | -15.42% | | | | 3.50% | | | | 7.71% | |
Class F2 | | | -18.31% | | | | -15.33% | | | | 3.52% | | | | 7.73% | |
Class SDR3 | | | -18.27% | | | | -15.30% | | | | 3.56% | | | | 7.75% | |
Russell 2000 Index | | | -15.47% | | | | -16.39% | | | | 2.88% | | | | 7.69% | |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective immediately before the opening of business on 10/24/16, the Schroder U.S. Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 9/28/15 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
| | | | | | | | |
Operating Expenses* | | Gross | | | Net | |
Class A | | | 1.51% | | | | 1.43% | |
Class C | | | 2.26% | | | | 2.18% | |
Class I | | | 1.19% | | | | 1.18% | |
Class R3 | | | 1.82% | | | | 1.73% | |
Class R4 | | | 1.52% | | | | 1.43% | |
Class R5 | | | 1.20% | | | | 1.13% | |
Class Y | | | 1.21% | | | | 1.13% | |
Class F | | | 1.10% | | | | 1.03% | |
Class SDR | | | 1.10% | | | | 1.03% | |
* | 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 2/28/21 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 April 30, 2020. |
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks and volatility than large-cap securities.
Composition by Sector(1)
as of April 30, 2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 2.2 | % |
Consumer Discretionary | | | 10.4 | |
Consumer Staples | | | 4.2 | |
Energy | | | 0.6 | |
Financials | | | 19.0 | |
Health Care | | | 11.5 | |
Industrials | | | 13.5 | |
Information Technology | | | 16.0 | |
Materials | | | 8.4 | |
Real Estate | | | 4.8 | |
Utilities | | | 3.4 | |
| | | | |
Total | | | 94.0 | % |
| | | | |
Short-Term Investments | | | 8.8 | |
Other Assets & Liabilities | | | (2.8 | ) |
| | | | |
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. |
Benchmark Glossary (Unaudited)
Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.
ICE BofAML US ABS & CMBS Index (reflects no deduction for fees, expenses or taxes) tracks the performance of US dollar denominated investment grade fixed and floating rate asset backed securities and fixed rate commercial mortgage backed securities publicly issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody’s, S&P and Fitch), at least one year remaining term to final stated maturity and at least one month to the last expected cash flow. 144a securities qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Inverse floating rate, interest only and principal only tranches of qualifying deals are excluded from the Index as are all tranches of re-securitized deals.
JP Morgan CEMBI Broad Diversified Index (reflects no deduction for fees, expenses or taxes) tracks total returns of U.S. dollar denominated debt instruments issued by corporate entities in Emerging Markets countries.
JP Morgan EMBI Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a uniquely weighted index that tracks total returns for U.S. dollar denominated Brady bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities.
JP Morgan Emerging Markets Blended Index (JEMB) — Equal Weighted (reflects no deduction for fees, expenses or taxes) is a blended index produced by JP Morgan that is comprised of 1/3 JP Morgan GBI Emerging Markets Global Diversified Index, 1/3 JP Morgan EMBI Global Diversified Index, and 1/3 JP Morgan CEMBI Broad Diversified Index. The JEMB — Equal Weighted is designed to blend U.S. dollar and local currency denominated sovereign, quasi-sovereign and corporate bonds in equal proportion.
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.
MSCI All Country World (ACWI) 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 representation across developed markets (excluding the United States) and emerging market countries.
MSCI All Country World (ACWI) ex USA 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 (excluding the U.S.) and emerging market countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.
MSCI China A Onshore 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 representation across China securities listed on the Shanghai and Shenzhen exchanges. The index covers only those securities that are accessible through “Stock Connect”.
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 representation across emerging market countries.
Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 2500 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index that is designed to measure the performance of the 2,500 smallest U.S. companies based on a combination of their market capitalization and current index membership.
Russell Midcap Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap segment of the U.S. equity universe. The Russell Midcap Index is a subset of the Russell 1000 Index. It includes approximately 800 of the smallest securities based on a combination of their market cap and current index membership.
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 U.S. leveraged loan market based upon market weightings, spreads and interest payments.
BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2019 through April 30, 2020, except as noted below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Annualized expense ratio | |
Hartford Schroders China A Fund(1)
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 1,080.00 | | | $ | 1.24 | | | $ | 1,000.00 | | | $ | 1,017.65 | | | $ | 7.27 | | | | 1.45 | % |
Class C | | $ | 1,000.00 | | | $ | 1,080.00 | | | $ | 1.90 | | | $ | 1,000.00 | | | $ | 1,013.77 | | | $ | 11.17 | | | | 2.23 | % |
Class I | | $ | 1,000.00 | | | $ | 1,080.00 | | | $ | 0.98 | | | $ | 1,000.00 | | | $ | 1,019.15 | | | $ | 5.77 | | | | 1.15 | % |
Class Y | | $ | 1,000.00 | | | $ | 1,081.00 | | | $ | 0.94 | | | $ | 1,000.00 | | | $ | 1,019.39 | | | $ | 5.52 | | | | 1.10 | % |
Class F | | $ | 1,000.00 | | | $ | 1,081.00 | | | $ | 0.84 | | | $ | 1,000.00 | | | $ | 1,019.94 | | | $ | 4.97 | | | | 0.99 | % |
Class SDR | | $ | 1,000.00 | | | $ | 1,081.00 | | | $ | 0.84 | | | $ | 1,000.00 | | | $ | 1,019.94 | | | $ | 4.97 | | | | 0.99 | % |
|
Hartford Schroders Emerging Markets Equity Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 890.50 | | | $ | 6.86 | | | $ | 1,000.00 | | | $ | 1,017.60 | | | $ | 7.32 | | | | 1.46 | % |
Class C | | $ | 1,000.00 | | | $ | 887.10 | | | $ | 10.18 | | | $ | 1,000.00 | | | $ | 1,014.07 | | | $ | 10.87 | | | | 2.17 | % |
Class I | | $ | 1,000.00 | | | $ | 891.40 | | | $ | 5.74 | | | $ | 1,000.00 | | | $ | 1,018.80 | | | $ | 6.12 | | | | 1.22 | % |
Class R3 | | $ | 1,000.00 | | | $ | 889.40 | | | $ | 7.99 | | | $ | 1,000.00 | | | $ | 1,016.41 | | | $ | 8.52 | | | | 1.70 | % |
Class R4 | | $ | 1,000.00 | | | $ | 891.30 | | | $ | 6.21 | | | $ | 1,000.00 | | | $ | 1,018.30 | | | $ | 6.62 | | | | 1.32 | % |
Class R5 | | $ | 1,000.00 | | | $ | 891.40 | | | $ | 5.55 | | | $ | 1,000.00 | | | $ | 1,019.00 | | | $ | 5.92 | | | | 1.18 | % |
Class Y | | $ | 1,000.00 | | | $ | 891.60 | | | $ | 5.41 | | | $ | 1,000.00 | | | $ | 1,019.15 | | | $ | 5.77 | | | | 1.15 | % |
Class F | | $ | 1,000.00 | | | $ | 892.30 | | | $ | 5.03 | | | $ | 1,000.00 | | | $ | 1,019.54 | | | $ | 5.37 | | | | 1.07 | % |
Class SDR | | $ | 1,000.00 | | | $ | 892.50 | | | $ | 4.99 | | | $ | 1,000.00 | | | $ | 1,019.59 | | | $ | 5.32 | | | | 1.06 | % |
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 826.00 | | | $ | 5.22 | | | $ | 1,000.00 | | | $ | 1,019.15 | | | $ | 5.77 | | | | 1.15 | % |
Class C | | $ | 1,000.00 | | | $ | 822.70 | | | $ | 8.61 | | | $ | 1,000.00 | | | $ | 1,015.42 | | | $ | 9.52 | | | | 1.90 | % |
Class I | | $ | 1,000.00 | | | $ | 827.40 | | | $ | 3.82 | | | $ | 1,000.00 | | | $ | 1,020.69 | | | $ | 4.22 | | | | 0.84 | % |
Class R3 | | $ | 1,000.00 | | | $ | 827.30 | | | $ | 4.95 | | | $ | 1,000.00 | | | $ | 1,019.44 | | | $ | 5.47 | | | | 1.09 | % |
Class R4 | | $ | 1,000.00 | | | $ | 827.40 | | | $ | 4.04 | | | $ | 1,000.00 | | | $ | 1,020.44 | | | $ | 4.47 | | | | 0.89 | % |
Class R5 | | $ | 1,000.00 | | | $ | 828.40 | | | $ | 3.86 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class Y | | $ | 1,000.00 | | | $ | 828.60 | | | $ | 3.46 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.82 | | | | 0.76 | % |
Class F | | $ | 1,000.00 | | | $ | 827.40 | | | $ | 3.41 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Class SDR | | $ | 1,000.00 | | | $ | 827.60 | | | $ | 3.41 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Beginning Account Value November 1, 2019 | | | Ending Account Value April 30, 2020 | | | Expenses paid during the period November 1, 2019 through April 30, 2020 | | | Annualized expense ratio | |
|
Hartford Schroders International Multi-Cap Value Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 826.40 | | | $ | 5.09 | | | $ | 1,000.00 | | | $ | 1,019.29 | | | $ | 5.62 | | | | 1.12 | % |
Class C | | $ | 1,000.00 | | | $ | 822.60 | | | $ | 8.47 | | | $ | 1,000.00 | | | $ | 1,015.56 | | | $ | 9.37 | | | | 1.87 | % |
Class I | | $ | 1,000.00 | | | $ | 826.50 | | | $ | 3.86 | | | $ | 1,000.00 | | | $ | 1,020.64 | | | $ | 4.27 | | | | 0.85 | % |
Class R3 | | $ | 1,000.00 | | | $ | 823.70 | | | $ | 6.67 | | | $ | 1,000.00 | | | $ | 1,017.55 | | | $ | 7.37 | | | | 1.47 | % |
Class R4 | | $ | 1,000.00 | | | $ | 825.80 | | | $ | 5.31 | | | $ | 1,000.00 | | | $ | 1,019.05 | | | $ | 5.87 | | | | 1.17 | % |
Class R5 | | $ | 1,000.00 | | | $ | 827.60 | | | $ | 3.77 | | | $ | 1,000.00 | | | $ | 1,020.74 | | | $ | 4.17 | | | | 0.83 | % |
Class Y | | $ | 1,000.00 | | | $ | 827.70 | | | $ | 3.64 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
Class F | | $ | 1,000.00 | | | $ | 827.00 | | | $ | 3.41 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Class SDR | | $ | 1,000.00 | | | $ | 827.90 | | | $ | 3.41 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
|
Hartford Schroders International Stock Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 920.90 | | | $ | 5.25 | | | $ | 1,000.00 | | | $ | 1,019.39 | | | $ | 5.52 | | | | 1.10 | % |
Class C | | $ | 1,000.00 | | | $ | 918.40 | | | $ | 8.87 | | | $ | 1,000.00 | | | $ | 1,015.61 | | | $ | 9.32 | | | | 1.86 | % |
Class I | | $ | 1,000.00 | | | $ | 922.40 | | | $ | 3.92 | | | $ | 1,000.00 | | | $ | 1,020.79 | | | $ | 4.12 | | | | 0.82 | % |
Class R3 | | $ | 1,000.00 | | | $ | 920.00 | | | $ | 6.49 | | | $ | 1,000.00 | | | $ | 1,018.10 | | | $ | 6.82 | | | | 1.36 | % |
Class R4 | | $ | 1,000.00 | | | $ | 920.90 | | | $ | 5.21 | | | $ | 1,000.00 | | | $ | 1,019.44 | | | $ | 5.47 | | | | 1.09 | % |
Class R5 | | $ | 1,000.00 | | | $ | 922.80 | | | $ | 3.68 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.87 | | | | 0.77 | % |
Class Y | | $ | 1,000.00 | | | $ | 922.00 | | | $ | 3.73 | | | $ | 1,000.00 | | | $ | 1,020.99 | | | $ | 3.92 | | | | 0.78 | % |
Class F | | $ | 1,000.00 | | | $ | 922.10 | | | $ | 3.58 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Class SDR | | $ | 1,000.00 | | | $ | 923.00 | | | $ | 3.59 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
|
Hartford Schroders Securitized Income Fund(2) | |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 927.50 | | | $ | 5.42 | | | $ | 1,000.00 | | | $ | 1,019.24 | | | $ | 5.67 | | | | 1.13 | % |
Class C(3) | | $ | 1,000.00 | | | $ | 911.90 | | | $ | 3.87 | | | $ | 1,000.00 | | | $ | 1,012.78 | | | $ | 12.16 | | | | 2.43 | % |
Class I | | $ | 1,000.00 | | | $ | 927.20 | | | $ | 6.18 | | | $ | 1,000.00 | | | $ | 1,018.45 | | | $ | 6.47 | | | | 1.29 | % |
Class Y | | $ | 1,000.00 | | | $ | 927.50 | | | $ | 5.37 | | | $ | 1,000.00 | | | $ | 1,019.29 | | | $ | 5.62 | | | | 1.12 | % |
Class F | | $ | 1,000.00 | | | $ | 928.40 | | | $ | 5.23 | | | $ | 1,000.00 | | | $ | 1,019.44 | | | $ | 5.47 | | | | 1.09 | % |
Class SDR | | $ | 1,000.00 | | | $ | 927.90 | | | $ | 4.99 | | | $ | 1,000.00 | | | $ | 1,019.69 | | | $ | 5.22 | | | | 1.04 | % |
|
Hartford Schroders Tax-Aware Bond Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 1,007.80 | | | $ | 3.54 | | | $ | 1,000.00 | | | $ | 1,021.33 | | | $ | 3.57 | | | | 0.71 | % |
Class C | | $ | 1,000.00 | | | $ | 1,004.20 | | | $ | 7.72 | | | $ | 1,000.00 | | | $ | 1,017.16 | | | $ | 7.77 | | | | 1.55 | % |
Class I | | $ | 1,000.00 | | | $ | 1,009.80 | | | $ | 2.45 | | | $ | 1,000.00 | | | $ | 1,022.43 | | | $ | 2.46 | | | | 0.49 | % |
Class Y | | $ | 1,000.00 | | | $ | 1,009.40 | | | $ | 2.80 | | | $ | 1,000.00 | | | $ | 1,022.08 | | | $ | 2.82 | | | | 0.56 | % |
Class F | | $ | 1,000.00 | | | $ | 1,010.00 | | | $ | 2.30 | | | $ | 1,000.00 | | | $ | 1,022.58 | | | $ | 2.31 | | | | 0.46 | % |
Class SDR | | $ | 1,000.00 | | | $ | 1,010.00 | | | $ | 2.30 | | | $ | 1,000.00 | | | $ | 1,022.58 | | | $ | 2.31 | | | | 0.46 | % |
|
Hartford Schroders US MidCap Opportunities Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 871.50 | | | $ | 5.49 | | | $ | 1,000.00 | | | $ | 1,019.00 | | | $ | 5.92 | | | | 1.18 | % |
Class C | | $ | 1,000.00 | | | $ | 868.40 | | | $ | 8.92 | | | $ | 1,000.00 | | | $ | 1,015.32 | | | $ | 9.62 | | | | 1.92 | % |
Class I | | $ | 1,000.00 | | | $ | 873.00 | | | $ | 4.24 | | | $ | 1,000.00 | | | $ | 1,020.34 | | | $ | 4.57 | | | | 0.91 | % |
Class R3 | | $ | 1,000.00 | | | $ | 870.10 | | | $ | 7.07 | | | $ | 1,000.00 | | | $ | 1,017.31 | | | $ | 7.62 | | | | 1.52 | % |
Class R4 | | $ | 1,000.00 | | | $ | 871.10 | | | $ | 5.63 | | | $ | 1,000.00 | | | $ | 1,018.85 | | | $ | 6.07 | | | | 1.21 | % |
Class R5 | | $ | 1,000.00 | | | $ | 873.00 | | | $ | 4.28 | | | $ | 1,000.00 | | | $ | 1,020.29 | | | $ | 4.62 | | | | 0.92 | % |
Class Y | | $ | 1,000.00 | | | $ | 872.80 | | | $ | 4.14 | | | $ | 1,000.00 | | | $ | 1,020.44 | | | $ | 4.47 | | | | 0.89 | % |
Class F | | $ | 1,000.00 | | | $ | 873.30 | | | $ | 3.77 | | | $ | 1,000.00 | | | $ | 1,020.84 | | | $ | 4.07 | | | | 0.81 | % |
Class SDR | | $ | 1,000.00 | | | $ | 873.60 | | | $ | 3.77 | | | $ | 1,000.00 | | | $ | 1,020.84 | | | $ | 4.07 | | | | 0.81 | % |
|
Hartford Schroders US Small Cap Opportunities Fund
| |
| | | | | | | |
Class A | | $ | 1,000.00 | | | $ | 815.50 | | | $ | 6.09 | | | $ | 1,000.00 | | | $ | 1,018.15 | | | $ | 6.77 | | | | 1.35 | % |
Class C | | $ | 1,000.00 | | | $ | 812.20 | | | $ | 9.46 | | | $ | 1,000.00 | | | $ | 1,014.42 | | | $ | 10.52 | | | | 2.10 | % |
Class I | | $ | 1,000.00 | | | $ | 816.70 | | | $ | 4.70 | | | $ | 1,000.00 | | | $ | 1,019.69 | | | $ | 5.22 | | | | 1.04 | % |
Class R3 | | $ | 1,000.00 | | | $ | 814.50 | | | $ | 7.04 | | | $ | 1,000.00 | | | $ | 1,017.11 | | | $ | 7.82 | | | | 1.56 | % |
Class R4 | | $ | 1,000.00 | | | $ | 815.40 | | | $ | 6.00 | | | $ | 1,000.00 | | | $ | 1,018.25 | | | $ | 6.67 | | | | 1.33 | % |
Class R5 | | $ | 1,000.00 | | | $ | 817.00 | | | $ | 4.65 | | | $ | 1,000.00 | | | $ | 1,019.74 | | | $ | 5.17 | | | | 1.03 | % |
Class Y | | $ | 1,000.00 | | | $ | 816.70 | | | $ | 4.74 | | | $ | 1,000.00 | | | $ | 1,019.64 | | | $ | 5.27 | | | | 1.05 | % |
Class F | | $ | 1,000.00 | | | $ | 816.90 | | | $ | 4.29 | | | $ | 1,000.00 | | | $ | 1,020.14 | | | $ | 4.77 | | | | 0.95 | % |
Class SDR | | $ | 1,000.00 | | | $ | 817.30 | | | $ | 4.29 | | | $ | 1,000.00 | | | $ | 1,020.14 | | | $ | 4.77 | | | | 0.95 | % |
(1) | Please note that while the Fund commenced operations on March 31, 2020, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2019 to April 30, 2020. |
(2) | Expenses include interest expenses and the impact of certain non-contractual waivers. Please see the fee table in the current prospectus for purposes of evaluating the expenses of each share class. |
(3) | Please note that while the Class C commenced operations on February 28, 2020, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2019 to April 30, 2020. |
|
Hartford Schroders China A Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 92.0% | |
| | | | Automobiles & Components - 1.0% | |
| 19,700 | | | Huayu Automotive Systems Co., Ltd. Class A | | $ | 56,093 | |
| | | | | | | | |
| | | Banks - 6.9% | |
| 43,900 | | | China Merchants Bank Co., Ltd. Class A | | | 216,206 | |
| 66,900 | | | Industrial Bank Co., Ltd. Class A | | | 156,276 | |
| | | | | | | | |
| | | | | | | 372,482 | |
| | | | | | | | |
| | | Capital Goods - 21.2% | |
| 12,135 | | | Eve Energy Co., Ltd. Class A* | | | 113,741 | |
| 27,500 | | | Hongfa Technology Co., Ltd. Class A | | | 125,784 | |
| 12,100 | | | Jiangsu Hengli Hydraulic Co., Ltd. Class A | | | 118,005 | |
| 30,200 | | | Shenzhen Inovance Technology Co., Ltd. Class A | | | 138,684 | |
| 59,700 | | | Sungrow Power Supply Co., Ltd. Class A | | | 90,962 | |
| 103,800 | | | Weichai Power Co., Ltd. Class A | | | 194,662 | |
| 181,100 | | | XCMG Construction Machinery Co., Ltd. Class A | | | 140,844 | |
| 73,000 | | | Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A | | | 223,750 | |
| | | | | | | | |
| | | | | | | 1,146,432 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 7.7% | |
| 33,000 | | | Midea Group Co., Ltd. Class A | | | 247,283 | |
| 11,151 | | | Oppein Home Group, Inc. Class A | | | 166,108 | |
| | | | | | | | |
| | | | | | | 413,391 | |
| | | | | | | | |
| | | Consumer Services - 1.6% | |
| 23,400 | | | Offcn Education Technology Co., Ltd. Class A | | | 85,242 | |
| | | | | | | | |
| | | Diversified Financials - 3.4% | |
| 6,500 | | | Hithink RoyalFlush Information Network Co., Ltd. Class A | | | 107,741 | |
| 30,900 | | | Huatai Securities Co., Ltd. Class A | | | 78,249 | |
| | | | | | | | |
| | | | | | | 185,990 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 11.1% | |
| 28,208 | | | Anhui Kouzi Distillery Co., Ltd. Class A | | | 163,642 | |
| 26,700 | | | Chacha Food Co., Ltd. Class A | | | 180,513 | |
| 3,400 | | | Foshan Haitian Flavouring & Food Co., Ltd. Class A | | | 58,698 | |
| 35,600 | | | Inner Mongolia Yili Industrial Group Co., Ltd. Class A | | | 145,968 | |
| 12,100 | | | Wens Foodstuffs Group Co., Ltd. Class A | | | 51,445 | |
| | | | | | | | |
| | | | | | | 600,266 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 2.0% | |
| 3,300 | | | Guangzhou Wondfo Biotech Co., Ltd. Class A | | | 37,112 | |
| 17,700 | | | Sonoscape Medical Corp. Class A | | | 72,749 | |
| | | | | | | | |
| | | | | | | 109,861 | |
| | | | | | | | |
| | | Insurance - 7.9% | |
| 41,000 | | | Ping An Insurance Group Co., of China Ltd. Class A | | | 427,190 | |
| | | | | | | | |
| | | Materials - 11.5% | |
| 6,400 | | | Anhui Conch Cement Co., Ltd. Class A | | | 53,663 | |
| 121,200 | | | China Jushi Co., Ltd. Class A | | | 149,371 | |
| 23,300 | | | Red Avenue New Materials Group Co., Ltd. Class A | | | 48,619 | |
| 59,300 | | | Shandong Sinocera Functional Material Co., Ltd. Class A | | | 191,419 | |
| 6,600 | | | Skshu Paint Co., Ltd. Class A | | | 99,662 | |
| 12,900 | | | Wanhua Chemical Group Co., Ltd. Class A | | | 81,250 | |
| | | | | | | | |
| | | | | | | 623,984 | |
| | | | | | | | |
| | | Media & Entertainment - 1.6% | |
| 13,000 | | | Mango Excellent Media Co., Ltd. Class A* | | | 84,445 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 4.7% | |
| 13,300 | | | Anhui Anke Biotechnology Group Co., Ltd. Class A | | | 27,280 | |
| 3,900 | | | Jiangsu Hengrui Medicine Co., Ltd. Class A | | | 50,721 | |
| 22,589 | | | Livzon Pharmaceutical Group, Inc. Class A | | | 126,021 | |
| 9,800 | | | Maccura Biotechnology Co., Ltd. Class A | | | 51,296 | |
| | | | | | | | |
| | | | | | | 255,318 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 92.0% - (continued) | |
| | | Real Estate - 3.1% | |
| 21,500 | | | China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A | | $ | 51,539 | |
| 13,800 | | | China Vanke Co., Ltd. Class A | | | 51,784 | |
| 28,600 | | | Poly Developments and Holdings Group Co., Ltd. Class A | | | 64,922 | |
| | | | | | | | |
| | | | | | | 168,245 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 8.3% | |
| 20,700 | | | AVIC Jonhon OptronicTechnology Co., Ltd. Class A | | | 104,184 | |
| 300 | | | Quectel Wireless Solutions Co., Ltd. Class A* | | | 8,891 | |
| 21,900 | | | Shenzhen Sunlord Electronics Co., Ltd. Class A | | | 67,057 | |
| 20,100 | | | Unisplendour Corp. Ltd. Class A | | | 117,692 | |
| 2,300 | | | Wuhan Raycus Fiber Laser Technologies Co., Ltd. Class A | | | 29,718 | |
| 16,100 | | | Xiamen Faratronic Co., Ltd. Class A | | | 118,950 | |
| | | | | | | | |
| | | | | | | 446,492 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $4,636,527) | | $ | 4,975,431 | |
| | | | | | | | |
|
WARRANTS - 5.3% | |
| | | Consumer Durables & Apparel - 1.0% | |
| 1,027 | | | Beijing Roborock Technology Co., Ltd.* | | | 54,670 | |
| | | | | | | | |
| | | Materials - 1.8% | |
| 55,000 | | | Chongqing Zaisheng Technology Corp. Ltd.* | | | 94,686 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.5% | |
| 2,450 | | | Gongniu Group Co., Ltd.* | | | 52,206 | |
| 25,600 | | | Hubei Feilihua Quartz Glass Co., Ltd.* | | | 83,868 | |
| | | | | | | | |
| | | | | | | 136,074 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $263,797) | | $ | 285,430 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $4,900,324) | | $ | 5,260,861 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.6% | |
| | | Other Investment Pools & Funds - 2.6% | |
| 141,211 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(1) | | $ | 141,211 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $141,211) | | $ | 141,211 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $5,041,535) | | | 99.9 | % | | $ | 5,402,072 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 4,216 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 5,406,288 | |
| | | | | | | | | | | | |
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 accompanying notes are an integral part of these financial statements.
|
Hartford Schroders China A Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| 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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 56,093 | | | $ | — | | | $ | 56,093 | | | $ | — | |
Banks | | | 372,482 | | | | — | | | | 372,482 | | | | — | |
Capital Goods | | | 1,146,432 | | | | — | | | | 1,146,432 | | | | — | |
Consumer Durables & Apparel | | | 413,391 | | | | — | | | | 413,391 | | | | — | |
Consumer Services | | | 85,242 | | | | — | | | | 85,242 | | | | — | |
Diversified Financials | | | 185,990 | | | | — | | | | 185,990 | | | | — | |
Food, Beverage & Tobacco | | | 600,266 | | | | — | | | | 600,266 | | | | — | |
Health Care Equipment & Services | | | 109,861 | | | | — | | | | 109,861 | | | | — | |
Insurance | | | 427,190 | | | | — | | | | 427,190 | | | | — | |
Materials | | | 623,984 | | | | — | | | | 623,984 | | | | — | |
Media & Entertainment | | | 84,445 | | | | — | | | | 84,445 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 255,318 | | | | — | | | | 255,318 | | | | — | |
Real Estate | | | 168,245 | | | | — | | | | 168,245 | | | | — | |
Technology Hardware & Equipment | | | 446,492 | | | | — | | | | 446,492 | | | | — | |
Warrants | | | 285,430 | | | | 285,430 | | | | — | | | | — | |
Short-Term Investments | | | 141,211 | | | | 141,211 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 5,402,072 | | | $ | 426,641 | | | $ | 4,975,431 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Equity Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.8% | |
| | | Argentina - 0.7% | |
| 36,569 | | | MercadoLibre, Inc.* | | $ | 21,338,377 | |
| | | | | | | | |
| | | Brazil - 7.0% | |
| 685,738 | | | Ambev S.A. ADR | | | 1,474,337 | |
| 1,777,507 | | | B3 S.A. - Brasil Bolsa Balcao | | | 12,558,491 | |
| 1,969,393 | | | Duratex S.A. | | | 3,527,444 | |
| 4,671,987 | | | Equatorial Energia S.A. | | | 15,748,271 | |
| 8,735,832 | | | Itau Unibanco Holding S.A. ADR | | | 36,777,853 | |
| 2,838,384 | | | Klabin S.A. | | | 9,296,166 | |
| 4,079,506 | | | Lojas Renner S.A. | | | 28,800,131 | |
| 862,337 | | | Magazine Luiza S.A. | | | 7,881,379 | |
| 382,319 | | | Pagseguro Digital Ltd. Class A* | | | 9,684,140 | |
| 3,183,587 | | | Petroleo Brasileiro S.A. ADR | | | 21,700,809 | |
| 1,120,754 | | | Raia Drogasil S.A. | | | 21,595,212 | |
| 1,757,573 | | | Vale S.A. ADR | | | 14,499,977 | |
| 2,619,353 | | | WEG S.A. | | | 19,238,485 | |
| 862,031 | | | YDUQS Part | | | 4,811,166 | |
| | | | | | | | |
| | | | | | | 207,593,861 | |
| | | | | | | | |
| | | Chile - 0.5% | |
| 798,830 | | | Banco Santander Chile ADR | | | 13,436,321 | |
| | | | | | | | |
| | | China - 34.9% | |
| 126,872 | | | 51job, Inc. ADR* | | | 7,604,708 | |
| 969,774 | | | Alibaba Group Holding Ltd. ADR* | | | 196,544,097 | |
| 2,393,500 | | | Anhui Conch Cement Co., Ltd. Class H | | | 18,873,652 | |
| 13,836,000 | | | China Mengniu Dairy Co., Ltd.* | | | 48,994,771 | |
| 4,948,200 | | | China Pacific Insurance Group Co., Ltd. Class H | | | 16,370,771 | |
| 54,087,600 | | | China Petroleum & Chemical Corp. Class H | | | 26,957,943 | |
| 32,538,000 | | | CNOOC Ltd. | | | 35,974,714 | |
| 1,583,400 | | | ENN Energy Holdings Ltd. | | | 17,848,816 | |
| 7,588,000 | | | Guangzhou Automobile Group Co., Ltd. Class H | | | 6,808,764 | |
| 5,714,065 | | | Huayu Automotive Systems Co., Ltd. Class A | | | 16,270,046 | |
| 2,091,409 | | | JD.com, Inc. ADR* | | | 90,139,728 | |
| 5,680,500 | | | Li Ning Co., Ltd. | | | 17,936,028 | |
| 6,624,306 | | | Midea Group Co., Ltd. Class A | | | 49,638,725 | |
| 114,081 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 14,563,580 | |
| 368,815 | | | Oppein Home Group, Inc. Class A | | | 5,493,943 | |
| 12,678,000 | | | PICC Property & Casualty Co., Ltd. Class H | | | 12,132,157 | |
| 8,645,500 | | | Ping An Insurance Group Co., of China Ltd. Class H | | | 87,978,842 | |
| 3,206,600 | | | Shenzhou International Group Holdings Ltd. | | | 37,009,395 | |
| 4,191,500 | | | Tencent Holdings Ltd. | | | 220,344,776 | |
| 2,215,847 | | | Tencent Music Entertainment Group ADR* | | | 25,282,814 | |
| 354,974 | | | WuXi AppTec Co., Ltd. Class A | | | 5,018,400 | |
| 1,738,500 | | | Wuxi Biologics Cayman, Inc.*(1) | | | 27,062,211 | |
| 390,046 | | | Yum China Holdings, Inc. | | | 18,901,629 | |
| 1,782,687 | | | Zhejiang Supor Co., Ltd. Class A | | | 16,540,285 | |
| 3,133,700 | | | Zhuzhou CRRC Times Electric Co., Ltd. Class H | | | 9,586,412 | |
| | | | | | | | |
| | | | | | | 1,029,877,207 | |
| | | | | | | | |
| | | Colombia - 0.2% | |
| 219,473 | | | Bancolombia S.A. ADR | | | 5,728,245 | |
| | | | | | | | |
| | | Egypt - 0.3% | |
| 2,605,158 | | | Commercial International Bank Egypt S.A.E. GDR | | | 9,989,541 | |
| | | | | | | | |
| | | Greece - 0.3% | |
| 5,855,808 | | | Alpha Bank A.E.* | | | 4,276,057 | |
| 8,004,422 | | | Eurobank Ergasias S.A.* | | | 3,233,227 | |
| | | | | | | | |
| | | | | | | 7,509,284 | |
| | | | | | | | |
| | | Hong Kong - 4.6% | |
| 6,147,200 | | | AIA Group Ltd. | | | 56,417,566 | |
| 5,307,500 | | | China Mobile Ltd. | | | 42,667,295 | |
| 5,156,000 | | | China Resources Beer Holdings Co., Ltd. | | | 24,283,784 | |
| 5,680,000 | | | Hang Lung Properties Ltd. | | | 12,150,694 | |
| | | | | | | | |
| | | | | | | 135,519,339 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.8% - (continued) | |
| | | Hungary - 1.4% | |
| 1,369,635 | | | MOL Hungarian Oil & Gas plc | | $ | 8,670,906 | |
| 486,242 | | | OTP Bank Nyrt | | | 14,400,539 | |
| 865,558 | | | Richter Gedeon Nyrt | | | 18,495,886 | |
| | | | | | | | |
| | | | | | | 41,567,331 | |
| | | | | | | | |
| | | India - 4.1% | |
| 195,932 | | | Avenue Supermarts Ltd.*(1) | | | 6,141,033 | |
| 3,834,731 | | | Bharti Airtel Ltd.* | | | 26,114,982 | |
| 1,619,608 | | | HDFC Bank Ltd. | | | 21,268,267 | |
| 291,790 | | | Hindustan Unilever Ltd. | | | 8,448,933 | |
| 5,760,966 | | | ICICI Bank Ltd. | | | 28,901,821 | |
| 1,173,146 | | | Tata Consultancy Services Ltd. | | | 31,055,912 | |
| | | | | | | | |
| | | | | | | 121,930,948 | |
| | | | | | | | |
| | | Japan - 0.6% | |
| 1,146,800 | | | Nexon Co., Ltd. | | | 18,516,210 | |
| | | | | | | | |
| | | Kuwait - 0.6% | |
| 7,179,977 | | | National Bank of Kuwait SAKP | | | 17,216,508 | |
| | | | | | | | |
| | | Luxembourg - 0.3% | |
| 10,166 | | | Globant S.A.* | | | 1,175,901 | |
| 585,889 | | | Ternium S.A. ADR | | | 7,962,232 | |
| | | | | | | | |
| | | | | | | 9,138,133 | |
| | | | | | | | |
| | | Mexico - 1.1% | |
| 497,682 | | | Fomento Economico Mexicano S.A.B. de C.V. ADR | | | 32,015,883 | |
| | | | | | | | |
| | | Pakistan - 0.1% | |
| 3,442,700 | | | Habib Bank Ltd. | | | 2,161,039 | |
| 2,668,800 | | | United Bank Ltd. | | | 1,777,942 | |
| | | | | | | | |
| | | | | | | 3,938,981 | |
| | | | | | | | |
| | | Peru - 0.4% | |
| 76,505 | | | Credicorp Ltd. | | | 11,400,775 | |
| | | | | | | | |
| | | Poland - 1.0% | |
| 563,116 | | | Bank Polska Kasa Opieki S.A. | | | 7,143,012 | |
| 466,062 | | | KGHM Polska Miedz S.A.* | | | 8,766,238 | |
| 78,492 | | | Polski Koncern Naftowy ORLEN S.A. | | | 1,191,457 | |
| 1,680,616 | | | Powszechny Zaklad Ubezpieczen S.A. | | | 12,404,819 | |
| | | | | | | | |
| | | | | | | 29,505,526 | |
| | | | | | | | |
| | | Qatar - 0.2% | |
| 1,443,652 | | | Qatar National Bank QPSC | | | 6,809,184 | |
| | | | | | | | |
| | | Russia - 7.5% | |
| 5,704,555 | | | Gazprom PJSC ADR | | | 28,887,633 | |
| 487,604 | | | LUKOIL PJSC ADR | | | 31,810,038 | |
| 308,176 | | | MMC Norilsk Nickel PJSC ADR | | | 8,425,532 | |
| 8,149,486 | | | Moscow Exchange MICEX-RTS PJSC* | | | 13,249,891 | |
| 216,078 | | | Novatek PJSC GDR | | | 30,301,037 | |
| 87,607 | | | Polyus PJSC* | | | 14,346,703 | |
| 114,708 | | | Polyus PJSC GDR | | | 9,342,966 | |
| 5,662,249 | | | Sberbank of Russia PJSC ADR | | | 60,112,921 | |
| 387,160 | | | X5 Retail Group N.V. GDR | | | 11,426,323 | |
| 392,457 | | | Yandex N.V. Class A* | | | 14,827,025 | |
| | | | | | | | |
| | | | | | | 222,730,069 | |
| | | | | | | | |
| | | South Africa - 2.0% | |
| 1,499,325 | | | AVI Ltd. | | | 6,365,994 | |
| 354,594 | | | Mediclinic International plc | | | 1,108,480 | |
| 322,842 | | | Naspers Ltd. Class N | | | 50,249,839 | |
| | | | | | | | |
| | | | | | | 57,724,313 | |
| | | | | | | | |
| | | South Korea - 14.3% | |
| 863,520 | | | Hana Financial Group, Inc. | | | 19,712,439 | |
| 122,622 | | | Hyundai Mobis Co., Ltd. | | | 17,336,323 | |
| 67,395 | | | Korea Zinc Co., Ltd. | | | 21,420,427 | |
| 103,814 | | | LG Chem Ltd. | | | 32,256,376 | |
| 271,628 | | | NAVER Corp. | | | 44,039,202 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Equity Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.8% - (continued) | |
| | | South Korea - 14.3% - (continued) | |
| 3,538,389 | | | Samsung Electronics Co., Ltd. | | $ | 145,489,803 | |
| 119,934 | | | Samsung Fire & Marine Insurance Co., Ltd. | | | 18,809,520 | |
| 160,913 | | | Samsung SDI Co., Ltd. | | | 38,013,417 | |
| 1,225,218 | | | SK Hynix, Inc. | | | 84,316,501 | |
| | | | | | | | |
| | | | | | | 421,394,008 | |
| | | | | | | | |
| | | Taiwan - 13.1% | | | |
| 2,708,000 | | | Accton Technology Corp. | | | 19,630,471 | |
| 14,143,036 | | | ASE Technology Holding, Co., Ltd. | | | 31,506,603 | |
| 37,194,000 | | | CTBC Financial Holding Co., Ltd. | | | 24,785,802 | |
| 8,230,000 | | | Delta Electronics, Inc. | | | 38,386,415 | |
| 17,338,000 | | | Hon Hai Precision Industry Co., Ltd. | | | 44,558,078 | |
| 879,000 | | | MediaTek, Inc. | | | 12,137,607 | |
| 17,294,139 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 174,459,742 | |
| 11,254,000 | | | Uni-President Enterprises Corp. | | | 26,203,658 | |
| 4,132,000 | | | Zhen Ding Technology Holding Ltd. | | | 14,826,927 | |
| | | | | | | | |
| | | | | | | 386,495,303 | |
| | | | | | | | |
| | | Turkey - 1.4% | | | |
| 16,300,292 | | | Akbank T.A.S.* | | | 13,760,709 | |
| 2,270,164 | | | BIM Birlesik Magazalar A.S. | | | 18,025,783 | |
| 757,120 | | | Tupras Turkiye Petrol Rafinerileri A.S.* | | | 9,832,032 | |
| | | | | | | | |
| | | | | | | 41,618,524 | |
| | | | | | | | |
| | | United Arab Emirates - 1.2% | | | |
| 3,277,833 | | | Abu Dhabi Commercial Bank PJSC | | | 3,939,420 | |
| 1,160,475 | | | DP World plc | | | 18,531,390 | |
| 16,238,514 | | | Emaar Properties PJSC | | | 11,908,839 | |
| | | | | | | | |
| | | | | | | 34,379,649 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,442,513,359) | | $ | 2,887,373,520 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.8% | |
| | | Other Investment Pools & Funds - 0.8% | | | |
| 24,843,921 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(2) | | $ | 24,843,921 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $24,843,921) | | $ | 24,843,921 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $2,467,357,280) | | | 98.6 | % | | $ | 2,912,217,441 | |
| | | | Other Assets and Liabilities | | | 1.4 | % | | | 40,584,374 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,952,801,815 | |
| | | | | | | | | | | | |
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. |
| 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, 2020, the aggregate value of these securities was $33,203,244, representing 1.1% of net assets. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Equity Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Argentina | | $ | 21,338,377 | | | $ | 21,338,377 | | | $ | — | | | $ | — | |
Brazil | | | 207,593,861 | | | | 207,593,861 | | | | — | | | | — | |
Chile | | | 13,436,321 | | | | 13,436,321 | | | | — | | | | — | |
China | | | 1,029,877,207 | | | | 353,036,556 | | | | 676,840,651 | | | | — | |
Colombia | | | 5,728,245 | | | | 5,728,245 | | | | — | | | | — | |
Egypt | | | 9,989,541 | | | | — | | | | 9,989,541 | | | | — | |
Greece | | | 7,509,284 | | | | — | | | | 7,509,284 | | | | — | |
Hong Kong | | | 135,519,339 | | | | — | | | | 135,519,339 | | | | — | |
Hungary | | | 41,567,331 | | | | — | | | | 41,567,331 | | | | — | |
India | | | 121,930,948 | | | | — | | | | 121,930,948 | | | | — | |
Japan | | | 18,516,210 | | | | — | | | | 18,516,210 | | | | — | |
Kuwait | | | 17,216,508 | | | | — | | | | 17,216,508 | | | | — | |
Luxembourg | | | 9,138,133 | | | | 9,138,133 | | | | — | | | | — | |
Mexico | | | 32,015,883 | | | | 32,015,883 | | | | — | | | | — | |
Pakistan | | | 3,938,981 | | | | 2,161,039 | | | | 1,777,942 | | | | — | |
Peru | | | 11,400,775 | | | | 11,400,775 | | | | — | | | | — | |
Poland | | | 29,505,526 | | | | — | | | | 29,505,526 | | | | — | |
Qatar | | | 6,809,184 | | | | — | | | | 6,809,184 | | | | — | |
Russia | | | 222,730,069 | | | | 32,609,470 | | | | 190,120,599 | | | | — | |
South Africa | | | 57,724,313 | | | | 6,365,994 | | | | 51,358,319 | | | | — | |
South Korea | | | 421,394,008 | | | | — | | | | 421,394,008 | | | | — | |
Taiwan | | | 386,495,303 | | | | — | | | | 386,495,303 | | | | — | |
Turkey | | | 41,618,524 | | | | — | | | | 41,618,524 | | | | — | |
United Arab Emirates | | | 34,379,649 | | | | — | | | | 34,379,649 | | | | — | |
Short-Term Investments | | | 24,843,921 | | | | 24,843,921 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,912,217,441 | | | $ | 719,668,575 | | | $ | 2,192,548,866 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 55.6% | |
| | | Argentina - 2.2% | |
$ | | | 161,000 | | | Pampa Energia S.A. 7.38%, 07/21/2023(1)(2) | | $ | 105,052 | |
| | | 800,000 | | | YPF Energia Electrica S.A. 10.00%, 07/25/2026(1) | | | 376,000 | |
| | | YPF S.A. | |
| | | 750,000 | | | 8.50%, 07/28/2025(3) | | | 363,750 | |
| | | 820,000 | | | 8.50%, 06/27/2029(1) | | | 381,300 | |
| | | | | | | | | | |
| | | | | | | | | 1,226,102 | |
| | | | | | | | | | |
| | | Austria - 0.4% | |
| | | 230,000 | | | Klabin Austria GmbH 7.00%, 04/03/2049(1) | | | 223,963 | |
| | | | | | | | | | |
| | | Brazil - 1.1% | |
| | | | | | Banco do Brasil S.A. | | | | |
| | | 230,000 | | | 6.25%, 04/15/2024, (6.25% fixed rate until 04/15/2024; 10 year USD CMT + 4.398% thereafter)(1)(4)(5) | | | 188,025 | |
| | | 210,000 | | | 9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 10 year USD CMT + 6.362% thereafter)(1)(4)(5) | | | 200,760 | |
| | | 260,000 | | | Itau Unibanco Holding S.A. 6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981% thereafter)(1)(4)(5) | | | 241,150 | |
| | | | | | | | | | |
| | | | | | | | | 629,935 | |
| | | | | | | | | | |
| | | British Virgin Islands - 4.6% | |
| | | 1,060,000 | | | China Great Wall International Holdings Ltd. 3.88%, 08/31/2027(3) | | | 1,126,769 | |
| | | 495,000 | | | China Railway Xunjie Co., Ltd. 3.25%, 07/28/2026(3) | | | 520,639 | |
| | | 410,000 | | | Rongshi International Finance Ltd. 3.63%, 05/04/2027(3) | | | 439,099 | |
| | | 430,000 | | | Sinopec Group Overseas Development Ltd. 3.50%, 05/03/2026(1) | | | 462,472 | |
| | | | | | | | | | |
| | | | | | | | | 2,548,979 | |
| | | | | | | | | | |
| | | Cayman Islands - 5.1% | |
| | | 340,000 | | | Baidu, Inc. 4.38%, 05/14/2024 | | | 362,552 | |
| | | 380,000 | | | China Evergrande Group 11.50%, 01/22/2023(3) | | | 339,184 | |
| | | 640,000 | | | CSCEC Finance Cayman Ltd. 3.50%, 07/05/2027(3) | | | 681,191 | |
| | | 580,000 | | | CSN Islands Corp. 6.75%, 01/28/2028(1) | | | 378,450 | |
| | | 770,000 | | | Tencent Holdings Ltd. 3.80%, 02/11/2025(1) | | | 827,349 | |
| | | 300,000 | | | Yuzhou Properties Co., Ltd. 7.38%, 01/13/2026(3) | | | 243,134 | |
| | | | | | | | | | |
| | | | | | | | | 2,831,860 | |
| | | | | | | | | | |
| | | Chile - 5.4% | |
| | | 290,000 | | | AES Gener S.A. 7.13%, 03/26/2079, (7.13% fixed rate until 04/07/2024; 5 year USD Swap + 4.644% thereafter)(1)(5) | | | 276,904 | |
| | | 1,280,000 | | | Corp. Nacional del Cobre de Chile 4.38%, 02/05/2049(1) | | | 1,310,990 | |
| | | 720,000 | | | Empresa de Transporte de Pasajeros Metro S.A. 5.00%, 01/25/2047(1) | | | 759,600 | |
| | | 320,000 | | | Empresa Electrica Cochrane S.p.A. 5.50%, 05/14/2027(1) | | | 307,200 | |
| | | 380,000 | | | Engie Energia Chile S.A. 3.40%, 01/28/2030(1) | | | 368,224 | |
| | | | | | | | | | |
| | | | | | | | | 3,022,918 | |
| | | | | | | | | | |
| | | | | Colombia - 1.0% | |
| | | | | | Ecopetrol S.A. | |
| | | 270,000 | | | 5.88%, 09/18/2023 | | | 277,290 | |
| | | 295,000 | | | 6.88%, 04/29/2030 | | | 301,638 | |
| | | | | | | | | | |
| | | | | | | | | 578,928 | |
| | | | | | | | | | |
| | | | | Hong Kong - 4.4% | |
| | | 1,040,000 | | | Beijing State-Owned Assets Management Hong Kong Co., Ltd.4.13%, 05/26/2025(3) | | | 1,127,564 | |
| | | 460,000 | | | CNAC HK Finbridge Co., Ltd.4.88%, 03/14/2025(3) | | | 491,216 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 55.6% - (continued) | |
| | | | | Hong Kong - 4.4% - (continued) | |
$ | | | 830,000 | | | Xiaomi Best Time International Ltd. 3.38%, 04/29/2030(1) | | $ | 815,413 | |
| | | | | | | | | | |
| | | | | | | | | 2,434,193 | |
| | | | | | | | | | |
| | | | | India - 1.8% | |
| | | 380,000 | | | Adani Ports & Special Economic Zone Ltd. 4.00%, 07/30/2027(1) | | | 323,353 | |
| | | 340,000 | | | Power Finance Corp. Ltd. 6.15%, 12/06/2028(1) | | | 354,880 | |
| | | 390,000 | | | REC Ltd. 3.88%, 07/07/2027(3) | | | 354,704 | |
| | | | | | | | | | |
| | | | | | | | | 1,032,937 | |
| | | | | | | | | | |
| | | | | Indonesia - 4.8% | |
| | | 665,000 | | | ABM Investama Tbk PT 7.13%, 08/01/2022(1) | | | 339,247 | |
| | | 436,000 | | | Bayan Resources Tbk PT 6.13%, 01/24/2023(1) | | | 344,762 | |
| | | 250,000 | | | Indonesia Asahan Aluminium Persero PT 6.76%, 11/15/2048(1) | | | 267,392 | |
| | | 270,000 | | | Pelabuhan Indonesia PT 5.38%, 05/05/2045(1) | | | 269,662 | |
| | | 360,000 | | | Pertamina Persero PT 6.00%, 05/03/2042(1) | | | 379,671 | |
| | | | | | Perusahaan Listrik Negara PT | |
| | | 400,000 | | | 5.25%, 10/24/2042(1) | | | 408,200 | |
| | | 400,000 | | | 5.25%, 05/15/2047(1) | | | 406,000 | |
| | | 250,000 | | | 6.15%, 05/21/2048(1) | | | 272,500 | |
| | | | | | | | | | |
| | | | | | | | | 2,687,434 | |
| | | | | | | | | | |
| | | | | Kazakhstan - 1.0% | |
| | | 560,000 | | | KazMunayGas National Co. JSC 6.38%, 10/24/2048(1) | | | 579,687 | |
| | | | | | | | | | |
| | | | | Luxembourg - 2.8% | |
| | | 460,000 | | | Atento Luxco 1 S.A. 6.13%, 08/10/2022(1) | | | 290,379 | |
| | | 200,000 | | | JSL Europe S.A. 7.75%, 07/26/2024(1) | | | 183,000 | |
| | | 200,000 | | | Kenbourne Invest S.A. 6.88%, 11/26/2024(1) | | | 187,000 | |
| | | 390,000 | | | Minerva Luxembourg S.A. 5.88%, 01/19/2028(1) | | | 358,800 | |
| | | 340,000 | | | Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(1) | | | 287,742 | |
| | | 470,000 | | | Unigel Luxembourg S.A. 8.75%, 10/01/2026(1)(2) | | | 280,125 | |
| | | | | | | | | | |
| | | | | | | | | 1,587,046 | |
| | | | | | | | | | |
| | | | | Malaysia - 0.4% | |
| | | 200,000 | | | Petronas Capital Ltd.4.80%, 04/21/2060(1) | | | 231,169 | |
| | | | | | | | | | |
| | | | | Mexico - 14.8% | |
| | | 595,000 | | | Aerovias de Mexico S.A. de C.V. 7.00%, 02/05/2025(1)(2) | | | 223,125 | |
| | | 550,000 | | | Alpha Holding S.A. de C.V.10.00%, 12/19/2022(1) | | | 396,005 | |
| | | 500,000 | | | BBVA Bancomer S.A. 5.88%, 09/13/2034, (5.88% fixed rate until 09/13/2029; 5 year USD CMT + 4.308% thereafter)(1)(5) | | | 437,850 | |
| | | 494,000 | | | Cometa Energia S.A. de C.V.6.38%, 04/24/2035(1) | | | 442,130 | |
| | | 590,000 | | | Credito Real S.A.B. de C.V. 9.13%, 11/29/2022, (9.13% fixed rate until 11/29/2022; 5 year USD CMT + 7.026% thereafter)(1)(2)(4)(5) | | | 430,706 | |
| | | 430,000 | | | Cydsa S.A.B. de C.V. 6.25%, 10/04/2027(1) | | | 383,775 | |
| | | 710,000 | | | Docuformas SAPI de C.V. 10.25%, 07/24/2024(1) | | | 388,725 | |
MXN | | | 36,010,000 | | | Grupo Televisa S.A.B. 7.25%, 05/14/2043 | | | 1,001,822 | |
$ | | | 200,000 | | | Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(1) | | | 166,300 | |
| | | 483,989 | | | Mexico Generadora de Energia S de rl 5.50%, 12/06/2032(1) | | | 476,729 | |
| | | 405,000 | | | Operadora de Servicios Mega S.A. de C.V. 8.25%, 02/11/2025(1) | | | 263,939 | |
| | | Petroleos Mexicanos | |
| | | 340,000 | | | 3.50%, 01/30/2023 | | | 300,050 | |
| | | 715,000 | | | 6.49%, 01/23/2027(1) | | | 582,653 | |
| | | 1,790,000 | | | 7.69%, 01/23/2050(1) | | | 1,315,650 | |
| | | 550,000 | | | Sixsigma Networks Mexico S.A. de C.V. 7.50%, 05/02/2025(1) | | | 412,720 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 55.6% - (continued) | |
| | | | | Mexico - 14.8% - (continued) | |
$ | | | 430,000 | | | Trust Fibra Uno 6.39%, 01/15/2050(1) | | $ | 383,242 | |
| | | 670,000 | | | TV Azteca S.A.B. de C.V. 8.25%, 08/09/2024(3) | | | 381,900 | |
| | | 620,000 | | | Unifin Financiera S.A.B. de C.V. 8.38%, 01/27/2028(1) | | | 270,630 | |
| | | | | | | | | | |
| | | 8,257,951 | |
| | | | | | | | | | |
| | | Mult - 0.7% | |
| | | 690,000 | | | Mongolian Mining Corp/Energy Resources LLC 9.25%, 04/15/2024(1) | | | 410,858 | |
| | | | | | | | | | |
| | | Netherlands - 1.8% | |
| | | 575,000 | | | Ajecorp B.V. 6.50%, 05/14/2022(1) | | | 501,688 | |
| | | 530,000 | | | Braskem Netherlands Finance B.V. 5.88%, 01/31/2050(1) | | | 406,775 | |
| | | 130,000 | | | Petrobras Global Finance B.V. 6.90%, 03/19/2049 | | | 126,100 | |
| | | | | | | | | | |
| | | 1,034,563 | |
| | | | | | | | | | |
| | | Peru - 0.1% | |
| | | 85,000 | | | Volcan Cia Minera SAA 5.38%, 02/02/2022(1) | | | 63,857 | |
| | | | | | | | | | |
| | | South Korea - 0.4% | |
| | | 200,000 | | | Korea East-West Power Co., Ltd. 1.75%, 05/06/2025(1) | | | 199,592 | |
| | | | | | | | | | |
| | | Spain - 0.7% | |
| | | 445,000 | | | AI Candelaria Spain SLU 7.50%, 12/15/2028(1)(2) | | | 403,838 | |
| | | | | | | | | | |
| | | Thailand - 0.7% | |
| | | 340,000 | | | Siam Commercial Bank PCL 4.40%, 02/11/2029(3) | | | 368,561 | |
| | | | | | | | | | |
| | | United Kingdom - 1.4% | |
| | | 270,000 | | | MARB BondCo plc 6.88%, 01/19/2025(1) | | | 259,200 | |
| | | 250,000 | | | NAK Naftogaz Ukraine via Kondor Finance plc 7.63%, 11/08/2026(1) | | | 210,184 | |
| | | 750,000 | | | Vedanta Resources Finance plc 9.25%, 04/23/2026(1) | | | 303,750 | |
| | | | | | | | | | |
| | | 773,134 | |
| | | | | | | | | | |
| | |
| | | Total Corporate Bonds (cost $37,008,150) | | $ | 31,127,505 | |
| | | | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 40.7% | |
| | | Argentina - 2.0% | |
| | | Provincia de Cordoba | |
| | | 2,310,000 | | | 7.13%, 06/10/2021(1) | | | 1,039,523 | |
| | | 266,000 | | | 7.45%, 09/01/2024(1) | | | 103,743 | |
| | | | | | | | | | |
| | | 1,143,266 | |
| | | | | | | | | | |
| | | Brazil - 3.6% | |
| | | Brazil Notas do Tesouro Nacional | |
BRL | | | 5,518,000 | | | 10.00%, 01/01/2025 | | | 1,157,790 | |
| | | 1,000,000 | | | 10.00%, 01/01/2027 | | | 210,330 | |
| | | 1,485,000 | | | Brazilian Government International Bond 10.25%, 01/10/2028 | | | 285,201 | |
$ | | | 371,798 | | | Prumo Participacoes e Investimentos S.A 7.50%, 12/31/2031(1) | | | 340,195 | |
| | | | | | | | | | |
| | | 1,993,516 | |
| | | | | | | | | | |
| | | Cameroon - 0.8% | |
| | | 500,000 | | | Republic of Cameroon International Bond 9.50%, 11/19/2025(1) | | | 427,500 | |
| | | | | | | | | | |
| | | Chile - 1.8% | |
| | | 1,010,000 | | | Chile Government International Bond 3.50%, 01/25/2050 | | | 1,025,150 | |
| | | | | | | | | | |
| | | Colombia - 1.2% | |
| | | Colombia Government International Bond | |
| | | 460,000 | | | 3.00%, 01/30/2030 | | | 417,684 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 40.7% - (continued) | |
| | | Colombia - 1.2% - (continued) | |
COP | | | 958,000,000 | | | 9.85%, 06/28/2027 | | $ | 276,608 | |
| | | | | | | | | | |
| | | 694,292 | |
| | | | | | | | | | |
| | | Ecuador - 0.4% | |
| | | Ecuador Government International Bond | |
$ | | | 470,000 | | | 8.75%, 06/02/2023(1) | | | 145,700 | |
| | | 388,000 | | | 9.65%, 12/13/2026(1) | | | 110,584 | |
| | | | | | | | | | |
| | | 256,284 | |
| | | | | | | | | | |
| | | Egypt - 1.3% | |
| | | Egypt Government International Bond | |
| | | 200,000 | | | 4.55%, 11/20/2023(1) | | | 187,292 | |
| | | 200,000 | | | 7.50%, 01/31/2027(1) | | | 194,311 | |
| | | 400,000 | | | 8.70%, 03/01/2049(1) | | | 358,477 | |
| | | | | | | | | | |
| | | 740,080 | |
| | | | | | | | | | |
| | | Gabon - 1.0% | |
| | | 760,000 | | | Gabon Government International Bond 6.63%, 02/06/2031(1) | | | 538,296 | |
| | | | | | | | | | |
| | | Ghana - 1.1% | |
| | | Ghana Government International Bond | |
| | | 380,000 | | | 7.88%, 02/11/2035(1) | | | 285,570 | |
| | | 460,000 | | | 8.63%, 06/16/2049(1) | | | 345,115 | |
| | | | | | | | | | |
| | | 630,685 | |
| | | | | | | | | | |
| | | Indonesia - 3.4% | |
| | | Indonesia Treasury Bond | |
IDR | | | 4,563,000,000 | | | 7.00%, 05/15/2022 | | | 310,591 | |
| | | 4,168,000,000 | | | 7.00%, 05/15/2027 | | | 268,293 | |
| | | 2,146,000,000 | | | 7.50%, 08/15/2032 | | | 136,147 | |
| | | 6,523,000,000 | | | 8.75%, 05/15/2031 | | | 457,377 | |
| | | 9,981,000,000 | | | 9.00%, 03/15/2029 | | | 713,740 | |
| | | | | | | | | | |
| | | 1,886,148 | |
| | | | | | | | | | |
| | | Kuwait - 0.4% | |
$ | | | 200,000 | | | Kuwait International Government Bond 3.50%, 03/20/2027(1) | | | 219,250 | |
| | | | | | | | | | |
| | | Malaysia - 2.9% | |
| | | Malaysia Government Bond | |
MYR | | | 1,510,000 | | | 3.48%, 06/14/2024 | | | 363,662 | |
| | | 5,030,000 | | | 3.90%, 11/30/2026 | | | 1,251,511 | |
| | | | | | | | | | |
| | | 1,615,173 | |
| | | | | | | | | | |
| | | Mexico - 2.7% | |
| | | Mexican Bonos | |
MXN | | | 24,800,000 | | | 7.75%, 05/29/2031 | | | 1,092,369 | |
| | | 7,333,900 | | | 7.75%, 11/13/2042 | | | 302,634 | |
$ | | | 132,000 | | | Mexico Government International Bond 5.75%, 10/12/2110 | | | 125,236 | |
| | | | | | | | | | |
| | | 1,520,239 | |
| | | | | | | | | | |
| | | Panama - 1.7% | |
| | | Panama Government International Bond | |
| | | 600,000 | | | 3.16%, 01/23/2030 | | | 612,006 | |
| | | 320,000 | | | 3.87%, 07/23/2060 | | | 332,000 | |
| | | | | | | | | | |
| | | 944,006 | |
| | | | | | | | | | |
| | | Peru - 2.1% | |
PEN | | | 1,520,000 | | | Peru Government Bond 6.95%, 08/12/2031 | | | 533,774 | |
| | | Peruvian Government International Bond | |
$ | | | 135,000 | | | 2.39%, 01/23/2026 | | | 137,700 | |
| | | 490,000 | | | 2.84%, 06/20/2030 | | | 505,680 | |
| | | | | | | | | | |
| | | 1,177,154 | |
| | | | | | | | | | |
| | | Philippines - 0.7% | |
| | | 375,000 | | | Philippine Government International Bond 2.46%, 05/05/2030 | | | 382,407 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 40.7% - (continued) | |
| | | Qatar - 2.3% | |
| | | Qatar Government International Bond | |
$ | | | 420,000 | | | 3.25%, 06/02/2026(1) | | $ | 443,625 | |
| | | 200,000 | | | 3.40%, 04/16/2025(1) | | | 212,766 | |
| | | 200,000 | | | 3.75%, 04/16/2030(1) | | | 218,352 | |
| | | 320,000 | | | 5.10%, 04/23/2048(1) | | | 398,400 | |
| | | | | | | | | | |
| | | 1,273,143 | |
| | | | | | | | | | |
| | | Russia - 3.8% | |
RUB | | | 147,540,000 | | | Russian Federal Bond - OFZ 7.15%, 11/12/2025 | | | 2,126,918 | |
| | | | | | | | | | |
| | | Saudi Arabia - 1.7% | |
| | | Saudi Government International Bond | |
$ | | | 430,000 | | | 3.25%, 10/26/2026(1) | | | 443,438 | |
| | | 470,000 | | | 4.50%, 10/26/2046(1) | | | 486,544 | |
| | | | | | | | | | |
| | | 929,982 | |
| | | | | | | | | | |
| | | South Africa - 2.0% | |
ZAR | | | 35,359,271 | | | Republic of South Africa Government Bond 6.50%, 02/28/2041 | | | 1,144,648 | |
| | | | | | | | | | |
| | | Turkey - 1.6% | |
$ | | | 857,000 | | | Turkiye Ihracat Kredi Bankasi AS 8.25%, 01/24/2024(1) | | | 876,079 | |
| | | | | | | | | | |
| | | Ukraine - 1.3% | |
| | | 820,000 | | | Ukraine Government International Bond 7.38%, 09/25/2032(1) | | | 725,700 | |
| | | | | | | | | | |
| | | United Arab Emirates - 0.9% | |
| | | 500,000 | | | Abu Dhabi Government International Bond 3.88%, 04/16/2050(1) | | | 532,600 | |
| | |
| | | Total Foreign Government Obligations (cost $26,530,908) | | $ | 22,802,516 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $63,539,058) | | $ | 53,930,021 | |
| | | | | | | | | | |
| |
| | SHORT-TERM INVESTMENTS - 1.8% | |
| | | | | Other Investment Pools & Funds - 0.7% | |
| | | 370,198 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(6) | | | 370,198 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 1.1% | |
| | | 31,809 | | | Citibank NA DDCA, 0.04%, 5/1/2020(6) | | | 31,809 | |
| | | 292,418 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6) | | | 292,418 | |
| | | 177,670 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6) | | | 177,670 | |
| | | 133,016 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 133,016 | |
| | | | | | | | | | |
| | | | | | | | | 634,913 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $1,005,111) | | $ | 1,005,111 | |
| | | | | | | | | | |
| | | | | | | | | | | | |
| | | | |
| | | | Total Investments (cost $64,543,203) | | | 98.1 | % | | $ | 54,935,132 | |
| | | | Other Assets and Liabilities | | | 1.9 | % | | | 1,040,291 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 55,975,423 | |
| | | | | | | | | | | | |
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. |
| 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, 2020, the aggregate value of these securities was $30,953,402, representing 55.3% 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) | 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, 2020, the aggregate value of these securities was $6,437,711, representing 11.5% of net assets. |
(4) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(5) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(6) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at April 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Short position contracts: | | | | | | | | | | | | |
U.S. Treasury Long Bond Future | | | 12 | | | | 06/19/2020 | | | $ | 2,172,375 | | | $ | 3,727 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | $ | 3,727 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Credit Default Swap Contracts Outstanding at April 30, 2020 | |
Reference Entity | | Counterparty | | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | | Periodic Payment Frequency | | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on single-name issues: | |
Buy protection: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Mexico Government International Bond | | | MSC | | | | USD | | | | 1,210,000 | | | | (1.00%) | | | | 06/20/25 | | | | Quarterly | | | $ | 96,415 | | | $ | — | | | $ | 89,019 | | | $ | (7,396 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on single-name issues: | |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Petroleo Brasileiro S.A. - Petrobras | | | JPM | | | | USD | | | | 4,360,000 | | | | 1.00% | | | | 12/20/24 | | | | Quarterly | | | $ | — | | | $ | (122,944 | ) | | $ | (720,756 | ) | | $ | (597,812 | ) |
Total single-name issues | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 96,415 | | | $ | (122,944 | ) | | $ | (631,737 | ) | | $ | (605,208 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC contracts | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 96,415 | | | $ | (122,944 | ) | | $ | (631,737 | ) | | $ | (605,208 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(a) | 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, 2020 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | | Appreciation | | | Depreciation | |
| 5,871,244 | | | BRL | | | 1,149,421 | | | USD | | CBK | | | 06/22/20 | | | $ | — | | | $ | (73,920 | ) |
| 4,570,000 | | | BRL | | | 819,575 | | | USD | | JPM | | | 07/07/20 | | | | 20,996 | | | | (4,120 | ) |
| 956,690,000 | | | CLP | | | 1,158,969 | | | USD | | JPM | | | 05/04/20 | | | | 2,115 | | | | (15,010 | ) |
| 626,690,000 | | | CLP | | | 805,255 | | | USD | | UBS | | | 05/04/20 | | | | — | | | | (54,508 | ) |
| 1,866,980,000 | | | CLP | | | 2,200,654 | | | USD | | UBS | | | 06/02/20 | | | | 37,282 | | | | — | |
| 1,267,170,000 | | | CLP | | | 1,559,114 | | | USD | | CBK | | | 06/02/20 | | | | — | | | | (40,166 | ) |
| 344,870,000 | | | CLP | | | 409,828 | | | USD | | JPM | | | 06/30/20 | | | | 3,934 | | | | — | |
| 10,827,490,000 | | | COP | | | 2,771,046 | | | USD | | JPM | | | 06/02/20 | | | | 48,843 | | | | (93,660 | ) |
| 3,342,110,000 | | | COP | | | 835,319 | | | USD | | UBS | | | 07/17/20 | | | | 3,333 | | | | — | |
| 6,140,000 | | | CZK | | | 269,126 | | | USD | | UBS | | | 07/07/20 | | | | — | | | | (20,634 | ) |
| 930,000 | | | EUR | | | 1,069,276 | | | USD | | UBS | | | 06/09/20 | | | | — | | | | (49,325 | ) |
| 1,660,000 | | | EUR | | | 1,828,897 | | | USD | | UBS | | | 06/30/20 | | | | — | | | | (7,479 | ) |
| 950,000 | | | EUR | | | 1,035,890 | | | USD | | JPM | | | 07/31/20 | | | | 7,171 | | | | — | |
| 363,040,000 | | | HUF | | | 1,202,372 | | | USD | | UBS | | | 06/04/20 | | | | — | | | | (74,343 | ) |
| 175,830,000 | | | HUF | | | 536,803 | | | USD | | JPM | | | 06/29/20 | | | | 9,367 | | | | — | |
| 37,030,000 | | | MXN | | | 1,864,628 | | | USD | | JPM | | | 05/04/20 | | | | — | | | | (329,237 | ) |
| 9,430,000 | | | MXN | | | 374,629 | | | USD | | UBS | | | 05/08/20 | | | | 16,102 | | | | — | |
| 24,030,000 | | | MXN | | | 1,086,249 | | | USD | | JPM | | | 06/17/20 | | | | — | | | | (96,875 | ) |
| 33,830,000 | | | MXN | | | 1,397,761 | | | USD | | CBK | | | 06/22/20 | | | | — | | | | (5,948 | ) |
| 15,570,000 | | | MXN | | | 622,302 | | | USD | | JPM | | | 07/07/20 | | | | 16,874 | | | | — | |
| 13,870,000 | | | PLN | | | 3,608,505 | | | USD | | JPM | | | 06/05/20 | | | | — | | | | (266,358 | ) |
| 5,280,000 | | | PLN | | | 1,245,635 | | | USD | | CBK | | | 06/29/20 | | | | 26,650 | | | | — | |
| 7,910,000 | | | PLN | | | 1,905,629 | | | USD | | CBK | | | 07/14/20 | | | | 395 | | | | — | |
| 91,000,000 | | | RUB | | | 1,122,764 | | | USD | | JPM | | | 06/17/20 | | | | 94,432 | | | | — | |
| 85,900,000 | | | RUB | | | 1,093,571 | | | USD | | CBK | | | 06/30/20 | | | | 53,406 | | | | — | |
| 31,330,000 | | | RUB | | | 402,492 | | | USD | | JPM | | | 07/21/20 | | | | 14,577 | | | | — | |
| 31,880,000 | | | RUB | | | 409,874 | | | USD | | CBK | | | 07/21/20 | | | | 14,517 | | | | — | |
| 19,430,000 | | | THB | | | 619,332 | | | USD | | CBK | | | 06/08/20 | | | | — | | | | (18,799 | ) |
| 39,830,000 | | | THB | | | 1,223,468 | | | USD | | JPM | | | 06/30/20 | | | | 7,620 | | | | — | |
| 1,127,784 | | | USD | | | 5,871,244 | | | BRL | | JPM | | | 06/22/20 | | | | 52,283 | | | | — | |
| 854,605 | | | USD | | | 4,570,000 | | | BRL | | JPM | | | 07/07/20 | | | | 18,154 | | | | — | |
| 1,186,835 | | | USD | | | 956,690,000 | | | CLP | | JPM | | | 05/04/20 | | | | 41,202 | | | | (441 | ) |
| 749,074 | | | USD | | | 626,690,000 | | | CLP | | UBS | | | 05/04/20 | | | | — | | | | (1,674 | ) |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at April 30, 2020 – (continued) | |
Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Counterparty | | | Settlement Date | | | Appreciation | | | Depreciation | |
| 1,551,384 | | | | USD | | | | 1,267,170,000 | | | | CLP | | | | JPM | | | | 06/02/20 | | | $ | 32,436 | | | $ | — | |
| 2,215,474 | | | | USD | | | | 1,866,980,000 | | | | CLP | | | | UBS | | | | 06/02/20 | | | | — | | | | (22,462 | ) |
| 414,102 | | | | USD | | | | 344,740,000 | | | | CLP | | | | CBK | | | | 06/30/20 | | | | 497 | | | | — | |
| 1,824,658 | | | | USD | | | | 6,774,380,000 | | | | COP | | | | JPM | | | | 06/02/20 | | | | 118,952 | | | | — | |
| 1,056,047 | | | | USD | | | | 4,053,110,000 | | | | COP | | | | UBS | | | | 06/02/20 | | | | 35,524 | | | | — | |
| 846,532 | | | | USD | | | | 3,342,110,000 | | | | COP | | | | JPM | | | | 07/17/20 | | | | 7,881 | | | | — | |
| 246,048 | | | | USD | | | | 6,140,000 | | | | CZK | | | | CBK | | | | 07/07/20 | | | | — | | | | (2,444 | ) |
| 1,028,907 | | | | USD | | | | 930,000 | | | | EUR | | | | CBK | | | | 06/09/20 | | | | 8,956 | | | | — | |
| 1,155,259 | | | | USD | | | | 363,040,000 | | | | HUF | | | | CBK | | | | 06/04/20 | | | | 27,229 | | | | — | |
| 540,420 | | | | USD | | | | 175,830,000 | | | | HUF | | | | CBK | | | | 06/29/20 | | | | — | | | | (5,750 | ) |
| 1,854,585 | | | | USD | | | | 37,030,000 | | | | MXN | | | | JPM | | | | 05/04/20 | | | | 319,193 | | | | — | |
| 378,608 | | | | USD | | | | 9,430,000 | | | | MXN | | | | CBK | | | | 05/08/20 | | | | — | | | | (12,122 | ) |
| 1,062,334 | | | | USD | | | | 24,030,000 | | | | MXN | | | | JPM | | | | 06/17/20 | | | | 72,960 | | | | — | |
| 1,401,525 | | | | USD | | | | 33,830,000 | | | | MXN | | | | CBK | | | | 06/22/20 | | | | 9,712 | | | | — | |
| 622,252 | | | | USD | | | | 15,570,000 | | | | MXN | | | | CBK | | | | 07/07/20 | | | | — | | | | (16,924 | ) |
| 3,350,091 | | | | USD | | | | 13,870,000 | | | | PLN | | | | CBK | | | | 06/05/20 | | | | 15,643 | | | | (7,699 | ) |
| 1,244,036 | | | | USD | | | | 5,280,000 | | | | PLN | | | | CBK | | | | 06/29/20 | | | | — | | | | (28,250 | ) |
| 1,208,499 | | | | USD | | | | 91,000,000 | | | | RUB | | | | CBK | | | | 06/17/20 | | | | — | | | | (8,697 | ) |
| 1,069,472 | | | | USD | | | | 85,900,000 | | | | RUB | | | | CBK | | | | 06/30/20 | | | | — | | | | (77,505 | ) |
| 836,720 | | | | USD | | | | 63,210,000 | | | | RUB | | | | JPM | | | | 07/21/20 | | | | — | | | | (4,740 | ) |
| 574,118 | | | | USD | | | | 43,300,000 | | | | RUB | | | | CBK | | | | 07/24/20 | | | | — | | | | (2,048 | ) |
| 609,628 | | | | USD | | | | 19,750,000 | | | | THB | | | | CBK | | | | 06/30/20 | | | | — | | | | (816 | ) |
| 591,868 | | | | USD | | | | 9,370,000 | | | | ZAR | | | | UBS | | | | 05/04/20 | | | | 86,604 | | | | — | |
| 599,053 | | | | USD | | | | 9,200,000 | | | | ZAR | | | | CBK | | | | 05/26/20 | | | | 104,156 | | | | — | |
| 1,638,011 | | | | USD | | | | 31,110,000 | | | | ZAR | | | | JPM | | | | 07/03/20 | | | | — | | | | (29,624 | ) |
| 9,370,000 | | | | ZAR | | | | 591,742 | | | | USD | | | | JPM | | | | 05/04/20 | | | | — | | | | (86,477 | ) |
| 9,200,000 | | | | ZAR | | | | 602,190 | | | | USD | | | | UBS | | | | 05/26/20 | | | | — | | | | (107,293 | ) |
| 9,030,000 | | | | ZAR | | | | 478,043 | | | | USD | | | | JPM | | | | 07/03/20 | | | | 6,005 | | | | — | |
| 6,370,000 | | | | ZAR | | | | 336,361 | | | | USD | | | | CBK | | | | 07/03/20 | | | | 5,099 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Total | | | | | | | | | | | | | | | | | | | | | | | $ | 1,340,100 | | | $ | (1,565,348 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Corporate Bonds | | $ | 31,127,505 | | | $ | — | | | $ | 31,127,505 | | | $ | — | |
Foreign Government Obligations | | | 22,802,516 | | | | — | | | | 22,802,516 | | | | — | |
Short-Term Investments | | | 1,005,111 | | | | 1,005,111 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 1,340,100 | | | | — | | | | 1,340,100 | | | | — | |
Futures Contracts(2) | | | 3,727 | | | | 3,727 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 56,278,959 | | | $ | 1,008,838 | | | $ | 55,270,121 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Foreign Currency Contracts(2) | | $ | (1,565,348 | ) | | $ | — | | | $ | (1,565,348 | ) | | $ | — | |
Swaps - Credit Default(2) | | | (605,208 | ) | | | — | | | | (605,208 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (2,170,556 | ) | | $ | — | | | $ | (2,170,556 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, 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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% | |
| | | Australia - 2.8% | |
| 57,354 | | | Ansell Ltd. | | $ | 1,057,733 | |
| 3,347,661 | | | Beach Energy Ltd. | | | 3,263,132 | |
| 177,125 | | | BHP Group Ltd. | | | 3,615,883 | |
| 180,356 | | | BHP Group plc | | | 3,027,270 | |
| 185,118 | | | BWP Trust REIT | | | 423,045 | |
| 61,175 | | | Collection House Ltd.(1)(2) | | | 10,813 | |
| 339,996 | | | Computershare Ltd. | | | 2,674,977 | |
| 712,320 | | | Fortescue Metals Group Ltd. | | | 5,443,726 | |
| 63,430 | | | McMillan Shakespeare Ltd. | | | 273,995 | |
| 162,244 | | | Northern Star Resources Ltd. | | | 1,310,132 | |
| 164,572 | | | Pendal Group Ltd. | | | 584,468 | |
| 475,648 | | | Perenti Global Ltd. | | | 279,673 | |
| 979,880 | | | Perseus Mining Ltd.* | | | 592,176 | |
| 1,188,858 | | | Ramelius Resources Ltd. | | | 1,010,193 | |
| 212,863 | | | Regis Resources Ltd. | | | 608,654 | |
| 1,002,119 | | | Resolute Mining Ltd.*(3) | | | 597,052 | |
| 130,948 | | | Rio Tinto Ltd. | | | 7,380,379 | |
| 334,969 | | | Sandfire Resources Ltd. | | | 972,172 | |
| 538,936 | | | Santos Ltd. | | | 1,713,707 | |
| 486,363 | | | Saracen Mineral Holdings Ltd.* | | | 1,333,897 | |
| 364,851 | | | Shopping Centres Australasia Property Group REIT | | | 528,849 | |
| 643,823 | | | Silver Lake Resources Ltd.* | | | 795,207 | |
| 228,328 | | | SmartGroup Corp. Ltd. | | | 798,111 | |
| 1,143,562 | | | St. Barbara Ltd. | | | 1,882,242 | |
| 632,239 | | | Woodside Petroleum Ltd. | | | 9,053,180 | |
| | | | | | | | |
| | | | | | | 49,230,666 | |
| | | | | | | | |
| | | Austria - 0.9% | |
| 135,430 | | | ams AG* | | | 1,777,770 | |
| 32,991 | | | BAWAG Group AG(4) | | | 1,121,288 | |
| 110,501 | | | Erste Group Bank AG | | | 2,394,870 | |
| 2,087 | | | Mayr Melnhof Karton AG | | | 286,708 | |
| 242,402 | | | OMV AG | | | 7,914,864 | |
| 149,398 | | | Raiffeisen Bank International AG | | | 2,578,620 | |
| | | | | | | | |
| | | | | | | 16,074,120 | |
| | | | | | | | |
| | | Belgium - 1.0% | |
| 50,069 | | | bpost S.A. | | | 349,360 | |
| 2,358 | | | Cofinimmo S.A. REIT | | | 327,814 | |
| 1,075 | | | D’ieteren S.A. | | | 53,873 | |
| 22,343 | | | Galapagos N.V.* | | | 4,936,176 | |
| 229,809 | | | Proximus SADP | | | 4,904,911 | |
| 16,838 | | | Sofina S.A. | | | 3,965,587 | |
| 21,919 | | | UCB S.A. | | | 2,008,633 | |
| 3,927 | | | Wereldhave Belgium Comm REIT* | | | 224,435 | |
| | | | | | | | |
| | | | | | | 16,770,789 | |
| | | | | | | | |
| | | Brazil - 0.4% | |
| 551,246 | | | Cia de Saneamento Basico do Estado de Sao Paulo | | | 4,062,955 | |
| 91,517 | | | Cia Paranaense de Energia ADR(3) | | | 938,049 | |
| 46,137 | | | Cosan Ltd. Class A*(3) | | | 615,468 | |
| 141,500 | | | Vale S.A. | | | 1,167,305 | |
| | | | | | | | |
| | | | | | | 6,783,777 | |
| | | | | | | | |
| | | Canada - 5.5% | |
| 262,994 | | | Alamos Gold, Inc. Class A | | | 2,118,009 | |
| 657,900 | | | B2Gold Corp. | | | 3,327,430 | |
| 113,965 | | | BCE, Inc. | | | 4,608,707 | |
| 33,676 | | | Celestica, Inc.* | | | 210,241 | |
| 212,700 | | | Centerra Gold, Inc. | | | 1,700,744 | |
| 74,900 | | | CGI, Inc.* | | | 4,776,661 | |
| 292,100 | | | CI Financial Corp. | | | 3,103,674 | |
| 39,697 | | | Cogeco Communications, Inc. | | | 2,934,889 | |
| 12,500 | | | Colliers International Group, Inc. | | | 685,998 | |
| 154,260 | | | Computer Modelling Group Ltd. | | | 518,651 | |
| 98,900 | | | Corby Spirit and Wine Ltd. | | | 1,157,427 | |
| 259,700 | | | Crescent Point Energy Corp.(3) | | | 361,951 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Canada - 5.5% - (continued) | |
| 309,884 | | | Dundee Precious Metals, Inc. | | $ | 1,444,842 | |
| 200 | | | E-L Financial Corp. Ltd. | | | 98,920 | |
| 146,000 | | | Enerplus Corp. | | | 393,333 | |
| 133,900 | | | Fortuna Silver Mines, Inc.*(3) | | | 402,099 | |
| 163,300 | | | Genworth MI Canada, Inc.(3) | | | 4,026,334 | |
| 109,700 | | | Gildan Activewear, Inc. | | | 1,530,496 | |
| 37,400 | | | Home Capital Group, Inc.* | | | 500,565 | |
| 149,500 | | | iA Financial Corp., Inc. | | | 4,853,554 | |
| 361,700 | | | IAMGOLD Corp.* | | | 1,265,476 | |
| 46,200 | | | Labrador Iron Ore Royalty Corp.(3) | | | 655,187 | |
| 33,600 | | | Linamar Corp. | | | 807,201 | |
| 211,800 | | | Magna International, Inc. | | | 8,253,193 | |
| 783,549 | | | Manulife Financial Corp. | | | 9,867,893 | |
| 42,700 | | | Martinrea International, Inc. | | | 257,989 | |
| 260,000 | | | Open Text Corp. | | | 9,825,066 | |
| 98,506 | | | Pan American Silver Corp. | | | 2,094,743 | |
| 237,400 | | | Parex Resources, Inc.* | | | 2,602,625 | |
| 172,000 | | | SEMAFO, Inc.* | | | 432,487 | |
| 95,259 | | | SSR Mining, Inc.* | | | 1,669,146 | |
| 207,429 | | | Sun Life Financial, Inc. | | | 7,109,765 | |
| 40,378 | | | Teekay Tankers Ltd. Class A* | | | 820,077 | |
| 218,500 | | | TFI International, Inc. | | | 6,059,198 | |
| 80,700 | | | Torex Gold Resources, Inc.* | | | 1,148,509 | |
| 38,664 | | | Transcontinental, Inc. Class A | | | 350,266 | |
| 102,600 | | | Tricon Capital Group, Inc. | | | 596,310 | |
| 176,810 | | | Wesdome Gold Mines Ltd.* | | | 1,354,068 | |
| 116,265 | | | Westshore Terminals Investment Corp.(3) | | | 1,246,219 | |
| | | | | | | | |
| | | | | | | 95,169,943 | |
| | | | | | | | |
| | | Chile - 0.3% | |
| 6,333,948 | | | Aguas Andinas S.A. Class A | | | 2,124,213 | |
| 237,981 | | | Enel Americas S.A. ADR | | | 1,925,266 | |
| 2,617,917 | | | Enel Generacion Chile S.A. | | | 981,413 | |
| | | | | | | | |
| | | | | | | 5,030,892 | |
| | | | | | | | |
| | | China - 5.5% | |
| 8,809,000 | | | Agricultural Bank of China Ltd. Class H | | | 3,664,384 | |
| 2,344,000 | | | Anhui Expressway Co., Ltd. Class H | | | 1,208,087 | |
| 1,468,500 | | | BAIC Motor Corp. Ltd. Class H(4) | | | 642,454 | |
| 7,466,000 | | | Bank of China Ltd. Class H | | | 2,842,327 | |
| 999,000 | | | Bank of Communications Co., Ltd. Class H | | | 633,072 | |
| 4,676,000 | | | China BlueChemical Ltd. Class H | | | 697,926 | |
| 874,000 | | | China Conch Venture Holdings Ltd. | | | 4,178,921 | |
| 9,196,000 | | | China Construction Bank Corp. Class H | | | 7,381,290 | |
| 831,000 | | | China Lesso Group Holdings Ltd. | | | 1,190,798 | |
| 733,000 | | | China Machinery Engineering Corp. Class H | | | 201,115 | |
| 3,023,000 | | | China Medical System Holdings Ltd. | | | 3,558,587 | |
| 1,284,800 | | | China Pacific Insurance Group Co., Ltd. Class H | | | 4,250,670 | |
| 984,000 | | | China Shineway Pharmaceutical Group Ltd. | | | 729,287 | |
| 2,173,000 | | | CNOOC Ltd. | | | 2,402,516 | |
| 1,708,000 | | | Consun Pharmaceutical Group Ltd. | | | 873,217 | |
| 1,000,500 | | | Dali Foods Group Co. Ltd.(4) | | | 618,092 | |
| 1,918,000 | | | Dongfeng Motor Group Co., Ltd. Class H | | | 1,272,136 | |
| 3,193,000 | | | FIH Mobile Ltd.* | | | 356,862 | |
| 1,452,000 | | | Fufeng Group Ltd.* | | | 497,653 | |
| 2,633,000 | | | Geely Automobile Holdings Ltd. | | | 4,095,688 | |
| 1,988,500 | | | Great Wall Motor Co., Ltd. Class H | | | 1,329,424 | |
| 1,726,000 | | | Guangzhou Automobile Group Co., Ltd. Class H | | | 1,548,752 | |
| 554,500 | | | Hengan International Group Co., Ltd. | | | 4,931,138 | |
| 58,861 | | | Huami Corp. ADR* | | | 742,826 | |
| 10,864,000 | | | Industrial & Commercial Bank of China Ltd. Class H | | | 7,284,411 | |
| 22,866 | | | JOYY, Inc.* | | | 1,393,911 | |
| 7,953,000 | | | Lonking Holdings Ltd. | | | 2,694,619 | |
| 1,372,000 | | | Luye Pharma Group Ltd.(3)(4) | | | 666,211 | |
| 144,591 | | | Momo, Inc. ADR | | | 3,481,751 | |
| 517,500 | | | Ping An Insurance Group Co., of China Ltd. Class H | | | 5,266,214 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | China - 5.5% - (continued) | |
| 876,000 | | | Qingdao Port International Co., Ltd. Class H(4) | | $ | 471,386 | |
| 1,755,000 | | | Sinopec Engineering Group Co., Ltd. Class H | | | 841,434 | |
| 838,000 | | | Sinotruk Hong Kong Ltd. | | | 1,699,080 | |
| 1,021,000 | | | Tian Ge Interactive Holdings Ltd.*(4) | | | 173,843 | |
| 1,068,000 | | | Tianneng Power International Ltd.(3) | | | 1,045,302 | |
| 1,705,000 | | | Tong Ren Tang Technologies Co., Ltd. Class H | | | 1,350,971 | |
| 238,620 | | | Vipshop Holdings Ltd. ADR* | | | 3,801,217 | |
| 12,463,000 | | | Want Want China Holdings Ltd. | | | 8,882,897 | |
| 2,376,000 | | | Weichai Power Co., Ltd. Class H | | | 4,174,652 | |
| 117,400 | | | YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(4) | | | 442,733 | |
| 1,242,000 | | | Youyuan International Holdings Ltd.*(1)(2)(3) | | | 24,367 | |
| 205,900 | | | Zhuzhou CRRC Times Electric Co., Ltd. Class H | | | 629,876 | |
| 1,693,600 | | | Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H | | | 1,371,115 | |
| | | | | | | | |
| | | | | | | 95,543,212 | |
| | | | | | | | |
| | | Colombia - 0.1% | |
| 187,471 | | | Ecopetrol S.A. ADR(3) | | | 1,959,072 | |
| | | | | | | | |
| | | Czech Republic - 0.2% | |
| 272,280 | | | Moneta Money Bank AS(4) | | | 565,651 | |
| 3,587 | | | Philip Morris CR AS | | | 2,047,844 | |
| | | | | | | | |
| | | | | | | 2,613,495 | |
| | | | | | | | |
| | | Denmark - 0.4% | |
| 18,789 | | | FLSmidth & Co. AS* | | | 494,509 | |
| 79,463 | | | Pandora A/S | | | 2,825,587 | |
| 11,873 | | | Ringkjoebing Landbobank A/S | | | 745,309 | |
| 247,940 | | | Scandinavian Tobacco Group A/S Class A(4) | | | 2,849,294 | |
| 80,953 | | | Spar Nord Bank A/S* | | | 564,216 | |
| 6,919 | | | Sydbank A/S | | | 115,126 | |
| | | | | | | | |
| | | | | | | 7,594,041 | |
| | | | | | | | |
| | | Egypt - 0.1% | |
| 713,601 | | | Centamin plc | | | 1,381,655 | |
| | | | | | | | |
| | | Finland - 0.9% | |
| 66,607 | | | Alma Media Oyj | | | 590,095 | |
| 241,732 | | | Sampo Oyj Class A | | | 8,012,797 | |
| 191,090 | | | TietoEVRY Oyj | | | 4,656,209 | |
| 63,653 | | | Valmet Oyj | | | 1,455,684 | |
| | | | | | | | |
| | | | | | | 14,714,785 | |
| | | | | | | | |
| | | France - 6.4% | |
| 14,010 | | | Alten S.A. | | | 1,008,689 | |
| 89,076 | | | Atos SE | | | 6,370,193 | |
| 60,749 | | | BNP Paribas S.A. | | | 1,908,510 | |
| 169,668 | | | Cie de Saint-Gobain | | | 4,514,510 | |
| 67,516 | | | Cie Generale des Etablissements Michelin SCA | | | 6,523,465 | |
| 20,635 | | | Coface S.A.* | | | 121,205 | |
| 207,199 | | | Danone S.A. | | | 14,441,155 | |
| 444,852 | | | Eutelsat Communications S.A. | | | 4,980,689 | |
| 56,356 | | | Faurecia SE | | | 2,019,316 | |
| 75,449 | | | Gaztransport Et Technigaz S.A. | | | 5,469,826 | |
| 91,600 | | | Ipsen S.A. | | | 6,820,795 | |
| 35,999 | | | IPSOS | | | 693,174 | |
| 19,138 | | | Kaufman & Broad S.A.(3) | | | 691,637 | |
| 279,912 | | | Metropole Television S.A. | | | 3,115,655 | |
| 265,425 | | | Peugeot S.A. | | | 3,762,569 | |
| 347,550 | | | Publicis Groupe S.A. | | | 10,259,313 | |
| 12,552 | | | Rothschild & Co. | | | 248,224 | |
| 123,160 | | | Sanofi(3) | | | 12,029,497 | |
| 62,276 | | | Schneider Electric SE | | | 5,755,071 | |
| 8,033 | | | SEB S.A. | | | 963,378 | |
| 97,733 | | | Societe BIC S.A. | | | 4,888,890 | |
| 188,612 | | | Societe Generale S.A. | | | 2,959,138 | |
| 7,538 | | | Sopra Steria Group | | | 892,504 | |
| 137,757 | | | Television Francaise 1 S.A. | | | 674,460 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | France - 6.4% - (continued) | |
| 205,254 | | | Total S.A. | | $ | 7,284,952 | |
| 7,463 | | | Trigano S.A. | | | 549,203 | |
| 41,368 | | | UBISOFT Entertainment S.A.* | | | 3,077,026 | |
| | | | | | | | |
| | | | | | | 112,023,044 | |
| | | | | | | | |
| | | Georgia - 0.0% | |
| 68,559 | | | TBC Bank Group plc | | | 703,891 | |
| | | | | | | | |
| | | Germany - 1.4% | |
| 36,700 | | | Allianz SE | | | 6,753,947 | |
| 6,914 | | | Amadeus Fire AG | | | 711,994 | |
| 65,438 | | | Bayer AG | | | 4,303,815 | |
| 355,786 | | | Deutsche Bank AG(3) | | | 2,635,031 | |
| 17,823 | | | DWS Group GmbH & Co. KgaA(4) | | | 562,726 | |
| 15,366 | | | Hella KGaA Hueck & Co. | | | 565,300 | |
| 11,437 | | | Hochtief AG | | | 894,959 | |
| 5,127 | | | KWS Saat SE & Co. KGaA | | | 294,967 | |
| 19,924 | | | Norma Group SE | | | 498,996 | |
| 284,998 | | | ProSiebenSat.1 Media SE(3) | | | 2,848,166 | |
| 40,441 | | | Rocket Internet SE*(4) | | | 850,700 | |
| 96,177 | | | Software AG | | | 3,415,136 | |
| 94,601 | | | Takkt AG | | | 768,663 | |
| | | | | | | | |
| | | | | | | 25,104,400 | |
| | | | | | | | |
| | | Greece - 0.1% | |
| 22,873 | | | JUMBO S.A. | | | 357,960 | |
| 12,653 | | | Motor Oil Hellas Corinth Refineries S.A. | | | 187,478 | |
| 39,004 | | | OPAP S.A. | | | 349,371 | |
| | | | | | | | |
| | | | | | | 894,809 | |
| | | | | | | | |
| | | Hong Kong - 4.2% | |
| 267,000 | | | Bank of East Asia Ltd. | | | 565,614 | |
| 1,400,000 | | | BOC Hong Kong Holdings Ltd. | | | 4,296,786 | |
| 1,784,000 | | | Brilliance China Automotive Holdings Ltd. | | | 1,650,624 | |
| 273,000 | | | China Mobile Ltd. | | | 2,194,663 | |
| 4,300,000 | | | China Travel International Investment Hong Kong Ltd. | | | 602,067 | |
| 1,618,000 | | | China Unicom Hong Kong Ltd. | | | 1,046,413 | |
| 1,154,000 | | | CK Asset Holdings Ltd. | | | 7,291,826 | |
| 401,200 | | | Dah Sing Banking Group Ltd. | | | 393,860 | |
| 111,600 | | | Dah Sing Financial Holdings Ltd. | | | 368,141 | |
| 285,000 | | | Emperor Entertainment Hotel Ltd. | | | 42,562 | |
| 690,000 | | | Guangdong Investment Ltd. | | | 1,434,142 | |
| 417,000 | | | Hang Lung Group Ltd. | | | 952,455 | |
| 1,463,000 | | | Hang Lung Properties Ltd. | | | 3,129,659 | |
| 211,200 | | | Hang Seng Bank Ltd. | | | 3,693,898 | |
| 943,000 | | | Henderson Land Development Co., Ltd. | | | 3,843,298 | |
| 418,300 | | | Hongkong Land Holdings Ltd. | | | 1,749,809 | |
| 1,335,000 | | | Hysan Development Co., Ltd. | | | 4,453,767 | |
| 65,800 | | | Jardine Strategic Holdings Ltd. | | | 1,414,496 | |
| 829,500 | | | Kerry Properties Ltd. | | | 2,291,056 | |
| 271,500 | | | Kingboard Holdings Ltd. | | | 662,340 | |
| 4,026,000 | | | Kunlun Energy Co., Ltd. | | | 2,622,920 | |
| 119,700 | | | Link REIT | | | 1,067,035 | |
| 962,000 | | | Pacific Textiles Holdings Ltd. | | | 486,788 | |
| 929,000 | | | PAX Global Technology Ltd. | | | 396,057 | |
| 68,000 | | | Qingling Motors Co., Ltd. Class H | | | 14,332 | |
| 321,000 | | | Shenzhen International Holdings Ltd. | | | 620,399 | |
| 1,528,000 | | | Sino Land Co., Ltd. | | | 2,135,426 | |
| 20,000 | | | Soundwill Holdings Ltd. | | | 18,417 | |
| 571,500 | | | Sun Hung Kai Properties Ltd. | | | 7,814,590 | |
| 2,105,600 | | | Swire Properties Ltd. | | | 5,905,717 | |
| 41,000 | | | TAI Cheung Holdings Ltd. | | | 28,267 | |
| 713,000 | | | TCL Electronics Holdings Ltd. | | | 291,087 | |
| 1,820,000 | | | WH Group Ltd.(4) | | | 1,735,829 | |
| 921,000 | | | Wharf Real Estate Investment Co., Ltd.(3) | | | 3,899,027 | |
| 3,604,000 | | | Xinyi Glass Holdings Ltd. | | | 4,173,996 | |
| | | | | | | | |
| | | | | | | 73,287,363 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Hungary - 0.4% | |
| 128,870 | | | MOL Hungarian Oil & Gas plc | | $ | 815,852 | |
| 208,375 | | | OTP Bank Nyrt | | | 6,171,232 | |
| | | | | | | | |
| | | | | | | 6,987,084 | |
| | | | | | | | |
| | | India - 1.0% | |
| 94,307 | | | GAIL India Ltd. GDR | | | 669,580 | |
| 1,063,313 | | | Infosys Ltd. ADR | | | 9,814,379 | |
| 1,885,610 | | | Wipro Ltd. ADR | | | 6,203,657 | |
| | | | | | | | |
| | | | | | | 16,687,616 | |
| | | | | | | | |
| | | Indonesia - 0.8% | |
| 8,220,700 | | | Astra International Tbk PT | | | 2,102,578 | |
| 1,206,600 | | | Bank Pembangunan Daerah Jawa Timur Tbk PT | | | 45,425 | |
| 9,662,900 | | | Bank Rakyat Indonesia Persero Tbk PT | | | 1,757,560 | |
| 187,400 | | | Gudang Garam Tbk PT | | | 569,659 | |
| 843,600 | | | Industri Jamu Dan Farmasi Sido Muncul Tbk PT | | | 71,501 | |
| 1,569,700 | | | Link Net Tbk PT | | | 293,362 | |
| 4,391,400 | | | Selamat Sempurna Tbk PT | | | 365,730 | |
| 36,687,100 | | | Telekomunikasi Indonesia Persero Tbk PT | | | 8,436,272 | |
| 761,100 | | | United Tractors Tbk PT | | | 830,113 | |
| | | | | | | | |
| | | | | | | 14,472,200 | |
| | | | | | | | |
| | | Ireland - 0.2% | |
| 1,218,668 | | | AIB Group plc* | | | 1,686,415 | |
| 498,558 | | | Bank of Ireland Group plc | | | 1,023,090 | |
| 39,928 | | | Cairn Homes plc* | | | 37,204 | |
| 135,281 | | | Grafton Group plc UNIT | | | 1,079,461 | |
| | | | | | | | |
| | | | | | | 3,826,170 | |
| | | | | | | | |
| | | Israel - 1.0% | |
| 427,671 | | | Bank Hapoalim BM | | | 2,741,180 | |
| 233,412 | | | Bank Leumi Le-Israel BM | | | 1,257,647 | |
| 86,293 | | | Check Point Software Technologies Ltd.* | | | 9,124,622 | |
| 21,143 | | | Isracard Ltd. | | | 55,433 | |
| 374,195 | | | Israel Chemicals Ltd. | | | 1,305,575 | |
| 88,700 | | | Ituran Location and Control Ltd. | | | 1,569,990 | |
| 1 | | | Mehadrin Ltd.* | | | 21 | |
| 300,449 | | | Phoenix Holdings Ltd. | | | 1,580,018 | |
| | | | | | | | |
| | | | | | | 17,634,486 | |
| | | | | | | | |
| | | Italy - 1.1% | |
| 26,736 | | | Anima Holding S.p.A.(4) | | | 94,576 | |
| 75,790 | | | ASTM S.p.A. | | | 1,482,225 | |
| 42,739 | | | Azimut Holding S.p.A. | | | 728,346 | |
| 26,502 | | | Cembre S.p.A. | | | 433,002 | |
| 898,301 | | | Eni S.p.A. | | | 8,557,507 | |
| 109,536 | | | Immobiliare Grande Distribuzione SIIQ S.p.A. REIT | | | 433,703 | |
| 632,197 | | | Italgas S.p.A. | | | 3,542,086 | |
| 799,639 | | | Mediaset S.p.A.*(3) | | | 1,625,688 | |
| 438,841 | | | Mediobanca Banca di Credito Finanziario S.p.A. | | | 2,551,205 | |
| 31,443 | | | Tinexta S.p.A. | | | 418,305 | |
| | | | | | | | |
| | | | | | | 19,866,643 | |
| | | | | | | | |
| | | Japan - 20.1% | |
| 16,100 | | | ABC-Mart, Inc. | | | 818,181 | |
| 107,800 | | | ADEKA Corp. | | | 1,353,661 | |
| 107,500 | | | Aida Engineering Ltd. | | | 737,861 | |
| 35,500 | | | Aisin Seiki Co., Ltd. | | | 1,022,379 | |
| 26,000 | | | Akatsuki, Inc. | | | 974,886 | |
| 96,700 | | | Amada Co., Ltd. | | | 874,075 | |
| 2,200 | | | Arcland Sakamoto Co., Ltd. | | | 20,979 | |
| 54,300 | | | Arisawa Manufacturing Co., Ltd. | | | 427,187 | |
| 75,400 | | | Asahi Diamond Industrial Co., Ltd. | | | 335,799 | |
| 18,700 | | | Asahi Glass Co., Ltd. | | | 461,145 | |
| 185,000 | | | Asahi Group Holdings Ltd. | | | 6,361,283 | |
| 188,400 | | | Asahi Kasei Corp. | | | 1,336,599 | |
| 27,200 | | | Asahi Yukizai Corp. | | | 326,025 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Japan - 20.1% - (continued) | |
| 9,000 | | | Asanuma Corp. | | $ | 286,050 | |
| 1,252,700 | | | Astellas Pharma, Inc. | | | 20,718,588 | |
| 175,200 | | | Ateam, Inc. | | | 1,148,835 | |
| 1,900 | | | Atsugi Co., Ltd. | | | 10,915 | |
| 1,500 | | | Bando Chemical Industries Ltd. | | | 8,933 | |
| 207,900 | | | Brother Industries Ltd. | | | 3,523,592 | |
| 25,700 | | | Canon Electronics, Inc. | | | 376,388 | |
| 35,300 | | | Central Japan Railway Co. | | | 5,554,612 | |
| 428,100 | | | Citizen Watch Co., Ltd. | | | 1,510,913 | |
| 3,100 | | | Corona Corp. | | | 27,495 | |
| 74,300 | | | Dai Nippon Printing Co., Ltd. | | | 1,566,549 | |
| 46,300 | | | Daiho Corp. | | | 969,263 | |
| 71,700 | | | Daikyonishikawa Corp. | | | 355,169 | |
| 1,800 | | | Dainichi Co., Ltd. | | | 11,243 | |
| 26,900 | | | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | | | 567,524 | |
| 13,600 | | | Daito Pharmaceutical Co., Ltd. | | | 457,806 | |
| 523,700 | | | Daiwa Securities Group, Inc. | | | 2,177,770 | |
| 52,200 | | | Daiwabo Holdings Co., Ltd. | | | 3,215,780 | |
| 57,700 | | | DIC Corp. | | | 1,339,938 | |
| 88,500 | | | Dip Corp. | | | 1,888,798 | |
| 19,900 | | | Doutor Nichires Holdings Co., Ltd. | | | 301,163 | |
| 30,800 | | | Dowa Holdings Co., Ltd. | | | 851,868 | |
| 36,000 | | | Eagle Industry Co., Ltd. | | | 226,452 | |
| 61,600 | | | Exedy Corp. | | | 992,506 | |
| 151,800 | | | FamilyMart Co., Ltd. | | | 2,574,168 | |
| 124,500 | | | FCC Co., Ltd. | | | 1,771,408 | |
| 46,400 | | | Foster Electric Co., Ltd. | | | 504,629 | |
| 44,700 | | | Fuji Electric Co., Ltd. | | | 1,066,201 | |
| 152,200 | | | Fuji Media Holdings, Inc. | | | 1,511,884 | |
| 18,200 | | | Fujicco Co., Ltd. | | | 327,148 | |
| 8,400 | | | Fujikura Kasei Co., Ltd. | | | 38,750 | |
| 1,600 | | | Fujishoji Co., Ltd. | | | 9,748 | |
| 1,100 | | | FuKoKu Co., Ltd.(3) | | | 6,042 | |
| 5,800 | | | Fukuda Denshi Co., Ltd. | | | 413,564 | |
| 29,400 | | | G-Tekt Corp. | | | 300,724 | |
| 34,600 | | | Glory Ltd. | | | 777,608 | |
| 24,100 | | | Goldcrest Co., Ltd. | | | 363,550 | |
| 30,800 | | | GungHo Online Entertainment, Inc. | | | 477,634 | |
| 237,400 | | | Hachijuni Bank Ltd. | | | 847,720 | |
| 37,600 | | | Hamakyorex Co., Ltd. | | | 1,027,788 | |
| 364,300 | | | Haseko Corp. | | | 3,955,060 | |
| 226,500 | | | Hazama Ando Corp. | | | 1,410,584 | |
| 99,000 | | | Hino Motors Ltd. | | | 588,924 | |
| 37,400 | | | Hirano Tecseed Co., Ltd.(3) | | | 393,959 | |
| 189,100 | | | Hitachi Ltd. | | | 5,612,379 | |
| 260,100 | | | Honda Motor Co., Ltd. | | | 6,316,309 | |
| 57,400 | | | Hosiden Corp. | | | 489,849 | |
| 29,000 | | | Hosokawa Micron Corp. | | | 1,320,165 | |
| 10,500 | | | Imasen Electric Industrial | | | 73,348 | |
| 68,300 | | | Inaba Denki Sangyo Co., Ltd. | | | 1,444,933 | |
| 1,043,400 | | | Inpex Corp. | | | 6,735,243 | |
| 48,100 | | | Intage Holdings, Inc. | | | 344,117 | |
| 18,900 | | | Internet Initiative Japan, Inc. | | | 646,032 | |
| 583,600 | | | Isuzu Motors Ltd. | | | 4,435,097 | |
| 315,700 | | | ITOCHU Corp. | | | 6,189,333 | |
| 28,800 | | | Iwatani Corp. | | | 983,871 | |
| 1,400 | | | Iwatsu Electric Co., Ltd.* | | | 10,988 | |
| 210,000 | | | Iyo Bank Ltd. | | | 1,125,020 | |
| 3,900 | | | Japan Foundation Engineering Co., Ltd. | | | 14,945 | |
| 51,300 | | | Japan Petroleum Exploration Co., Ltd. | | | 881,718 | |
| 21,800 | | | K&O Energy Group, Inc. | | | 320,385 | |
| 103,500 | | | Kaken Pharmaceutical Co., Ltd. | | | 5,696,790 | |
| 275,100 | | | Kamigumi Co., Ltd. | | | 4,843,259 | |
| 91,000 | | | Kanamoto Co., Ltd. | | | 1,764,626 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Japan - 20.1% - (continued) | |
| 63,800 | | | Kandenko Co., Ltd. | | $ | 533,881 | |
| 33,600 | | | Kanematsu Corp. | | | 331,225 | |
| 50,600 | | | Kasai Kogyo Co., Ltd. | | | 235,161 | |
| 570,800 | | | KDDI Corp. | | | 16,532,804 | |
| 29,600 | | | Kinden Corp. | | | 476,296 | |
| 63,800 | | | Koito Manufacturing Co., Ltd. | | | 2,403,203 | |
| 40,700 | | | Kondotec, Inc. | | | 346,566 | |
| 29,700 | | | Kureha Corp. | | | 1,197,881 | |
| 31,200 | | | Kyokuto Kaihatsu Kogyo Co., Ltd. | | | 363,892 | |
| 45,600 | | | Kyudenko Corp. | | | 1,278,487 | |
| 72,300 | | | Macromill, Inc. | | | 458,852 | |
| 36,700 | | | Makino Milling Machine Co., Ltd. | | | 1,046,226 | |
| 10,200 | | | Meitec Corp. | | | 450,373 | |
| 503,100 | | | Mitsubishi Chemical Holdings Corp. | | | 2,859,417 | |
| 284,500 | | | Mitsubishi Gas Chemical Co., Inc. | | | 3,485,363 | |
| 10,300 | | | Mitsubishi Research Institute, Inc. | | | 349,024 | |
| 22,200 | | | Mitsuboshi Belting Ltd. | | | 303,968 | |
| 162,100 | | | Mitsui & Co., Ltd. | | | 2,262,647 | |
| 61,400 | | | Mitsui Chemicals, Inc. | | | 1,205,468 | |
| 35,700 | | | Mitsui Matsushima Holdings Co., Ltd. | | | 276,953 | |
| 34,600 | | | Mitsui Sugar Co., Ltd. | | | 690,316 | |
| 42,100 | | | Mixi, Inc. | | | 726,400 | |
| 35,400 | | | Mizuno Corp. | | | 614,132 | |
| 55,100 | | | Modec, Inc. | | | 780,719 | |
| 3,900 | | | Murakami Corp. | | | 81,923 | |
| 105,800 | | | Musashi Seimitsu Industry Co., Ltd. | | | 856,611 | |
| 88,300 | | | Nagase & Co., Ltd. | | | 1,062,129 | |
| 2,600 | | | Natoco Co., Ltd. | | | 24,366 | |
| 154,300 | | | Nexon Co., Ltd. | | | 2,491,325 | |
| 229,000 | | | NHK Spring Co., Ltd. | | | 1,515,244 | |
| 44,500 | | | Nichias Corp. | | | 884,657 | |
| 4,000 | | | Nichireki Co., Ltd. | | | 53,004 | |
| 10,868 | | | Nichirin Co., Ltd. | | | 124,951 | |
| 25,900 | | | Nikkon Holdings Co., Ltd. | | | 502,913 | |
| 31,600 | | | Nippo Corp. | | | 710,639 | |
| 14,100 | | | Nippon Carbon Co., Ltd. | | | 432,413 | |
| 71,700 | | | Nippon Electric Glass Co., Ltd. | | | 1,044,506 | |
| 38,100 | | | Nippon Kanzai Co., Ltd. | | | 651,650 | |
| 64,600 | | | Nippon Kayaku Co., Ltd. | | | 624,939 | |
| 969,500 | | | Nippon Light Metal Holdings Co., Ltd. | | | 1,526,882 | |
| 31,900 | | | Nippon Pillar Packing Co., Ltd. | | | 404,216 | |
| 26,600 | | | Nippon Seiki Co., Ltd. | | | 286,227 | |
| 29,400 | | | Nippon Shokubai Co., Ltd. | | | 1,388,453 | |
| 15,000 | | | Nippon Soda Co., Ltd. | | | 384,865 | |
| 432,200 | | | Nippon Telegraph & Telephone Corp. | | | 9,842,766 | |
| 53,300 | | | Nishio Rent All Co., Ltd. | | | 1,097,497 | |
| 15,000 | | | Nisshin Oillio Group Ltd. | | | 493,289 | |
| 22,200 | | | Nitta Corp. | | | 397,251 | |
| 137,100 | | | NOK Corp. | | | 1,596,648 | |
| 12,400 | | | Noritake Co. Ltd. | | | 406,108 | |
| 12,400 | | | NS Solutions Corp. | | | 313,220 | |
| 582,700 | | | NTT DOCOMO, Inc. | | | 17,172,882 | |
| 373,100 | | | Obayashi Corp. | | | 3,261,116 | |
| 537,400 | | | Oji Holdings Corp. | | | 2,728,644 | |
| 51,400 | | | Okinawa Cellular Telephone Co. | | | 1,962,720 | |
| 15,200 | | | OKUMA Corp. | | | 573,113 | |
| 20,600 | | | Okura Industrial Co., Ltd. | | | 299,910 | |
| 78,800 | | | Open House Co., Ltd. | | | 1,717,690 | |
| 27,800 | | | Optorun Co., Ltd. | | | 755,095 | |
| 65,000 | | | Osaki Electric Co., Ltd. | | | 312,494 | |
| 238,100 | | | Penta-Ocean Construction Co., Ltd. | | | 1,202,853 | |
| 36,000 | | | Piolax, Inc. | | | 535,954 | |
| 198,500 | | | Press Kogyo Co., Ltd. | | | 489,235 | |
| 159,600 | | | Rengo Co., Ltd. | | | 1,243,391 | |
| 26,100 | | | Ryosan Co., Ltd. | | | 570,749 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Japan - 20.1% - (continued) | |
| 29,200 | | | Sanki Engineering Co., Ltd. | | $ | 329,253 | |
| 2,000 | | | Sanko Metal Industrial Co., Ltd. | | | 39,284 | |
| 30,500 | | | Sankyu, Inc. | | | 1,172,049 | |
| 126,400 | | | Sanwa Holdings Corp. | | | 980,827 | |
| 13,000 | | | Sanyo Chemical Industries Ltd. | | | 512,134 | |
| 80,500 | | | Sawai Pharmaceutical Co., Ltd. | | | 4,395,647 | |
| 18,600 | | | SEC Carbon Ltd.(3) | | | 1,101,593 | |
| 321,900 | | | Seino Holdings Co., Ltd. | | | 3,832,247 | |
| 137,100 | | | Sekisui Chemical Co., Ltd. | | | 1,737,619 | |
| 256,500 | | | Sekisui House Ltd. | | | 4,400,183 | |
| 75,700 | | | Sekisui Jushi Corp. | | | 1,539,138 | |
| 13,500 | | | Shibaura Mechatronics Corp. | | | 339,009 | |
| 14,600 | | | Shibuya Corp. | | | 359,336 | |
| 89,000 | | | Shikoku Chemicals Corp. | | | 904,177 | |
| 6,600 | | | Shimamura Co., Ltd. | | | 416,106 | |
| 310,900 | | | Shimizu Corp. | | | 2,387,731 | |
| 70,600 | | | Shinnihon Corp. | | | 502,558 | |
| 23,400 | | | Shinwa Co., Ltd. | | | 387,874 | |
| 371,300 | | | Shionogi & Co., Ltd. | | | 20,505,977 | |
| 108,700 | | | Shizuoka Bank Ltd. | | | 659,942 | |
| 50,800 | | | Shizuoka Gas Co., Ltd. | | | 456,480 | |
| 177,200 | | | Showa Denko KK | | | 3,878,542 | |
| 43,000 | | | Sintokogio Ltd. | | | 297,248 | |
| 600 | | | SK Kaken Co., Ltd. | | | 228,394 | |
| 29,500 | | | SK-Electronics Co., Ltd. | | | 289,621 | |
| 327,100 | | | SKY Perfect JSAT Holdings, Inc. | | | 1,229,686 | |
| 156,500 | | | Softbank Corp. | | | 2,131,213 | |
| 158,000 | | | Stanley Electric Co., Ltd. | | | 3,599,923 | |
| 21,800 | | | Starts Corp., Inc. | | | 421,724 | |
| 125,600 | | | Sumitomo Corp. | | | 1,420,812 | |
| 550,300 | | | Sumitomo Electric Industries Ltd. | | | 5,661,730 | |
| 115,500 | | | Sumitomo Forestry Co., Ltd. | | | 1,426,899 | |
| 87,700 | | | Sumitomo Heavy Industries Ltd. | | | 1,848,205 | |
| 146,500 | | | Sumitomo Mitsui Construction Co., Ltd. | | | 604,510 | |
| 22,300 | | | Sumitomo Mitsui Financial Group, Inc. | | | 586,428 | |
| 50,500 | | | Sumitomo Rubber Industries Ltd. | | | 490,180 | |
| 33,600 | | | Sumitomo Seika Chemicals Co., Ltd. | | | 921,606 | |
| 32,900 | | | Tachi-S Co., Ltd. | | | 287,840 | |
| 55,300 | | | Tadano Ltd. | | | 421,815 | |
| 19,000 | | | Taihei Dengyo Kaisha Ltd. | | | 388,635 | |
| 106,300 | | | Taisei Corp. | | | 3,313,593 | |
| 23,400 | | | Takasago Thermal Engineering Co., Ltd. | | | 368,856 | |
| 98,700 | | | Tatsuta Electric Wire and Cable Co., Ltd. | | | 479,026 | |
| 107,100 | | | Toagosei Co., Ltd. | | | 979,895 | |
| 41,700 | | | Tokai Rika Co., Ltd. | | | 531,240 | |
| 92,000 | | | Tokuyama Corp. | | | 1,941,199 | |
| 63,600 | | | Tokyo Broadcasting System Holdings, Inc. | | | 983,312 | |
| 174,300 | | | Tokyu Construction Co., Ltd. | | | 901,082 | |
| 301,300 | | | Toppan Printing Co., Ltd. | | | 4,475,845 | |
| 74,800 | | | Topre Corp. | | | 865,271 | |
| 561,800 | | | Toray Industries, Inc. | | | 2,575,688 | |
| 25,000 | | | Torii Pharmaceutical Co., Ltd. | | | 688,319 | |
| 12,300 | | | Toukei Computer Co., Ltd. | | | 470,065 | |
| 105,600 | | | Toyo Construction Co., Ltd. | | | 421,692 | |
| 38,200 | | | Toyo Ink SC Holdings Co., Ltd. | | | 726,578 | |
| 22,200 | | | Toyo Kanetsu KK | | | 393,172 | |
| 79,400 | | | Toyo Seikan Group Holdings Ltd. | | | 805,503 | |
| 38,400 | | | Toyo Tanso Co., Ltd. | | | 527,350 | |
| 84,600 | | | Toyota Boshoku Corp. | | | 1,056,215 | |
| 41,300 | | | Toyota Motor Corp. | | | 2,553,449 | |
| 102,200 | | | Toyota Tsusho Corp. | | | 2,432,789 | |
| 44,400 | | | TPR Co., Ltd. | | | 518,303 | |
| 5,700 | | | Trancom Co., Ltd. | | | 377,529 | |
| 75,800 | | | TS Tech Co., Ltd. | | | 2,055,297 | |
| 34,400 | | | Tsubakimoto Chain Co. | | | 805,734 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Japan - 20.1% - (continued) | |
| 48,200 | | | TV Asahi Holdings Corp. | | $ | 715,511 | |
| 20,200 | | | Tv Tokyo Holdings Corp. | | | 449,537 | |
| 62,000 | | | Ube Industries Ltd. | | | 1,039,702 | |
| 75,400 | | | Unipres Corp. | | | 661,218 | |
| 371 | | | United Urban Investment Corp. REIT | | | 372,206 | |
| 34,000 | | | Ushio, Inc. | | | 358,518 | |
| 3,100 | | | Utoc Corp. | | | 13,969 | |
| 10,300 | | | V Technology Co., Ltd. | | | 355,528 | |
| 92,000 | | | Wakita & Co., Ltd. | | | 847,675 | |
| 48,400 | | | YAMABIKO Corp. | | | 373,020 | |
| 328,600 | | | Yamaha Motor Co., Ltd. | | | 4,227,694 | |
| 52,900 | | | Yokogawa Bridge Holdings Corp. | | | 928,518 | |
| 77,000 | | | Yokohama Rubber Co., Ltd. | | | 979,356 | |
| 18,500 | | | Yuasa Trading Co., Ltd. | | | 497,839 | |
| 54,500 | | | Yurtec Corp. | | | 306,127 | |
| 54,200 | | | Zeon Corp. | | | 474,910 | |
| | | | | | | | |
| | | | | | | 348,930,007 | |
| | | | | | | | |
| | | Luxembourg - 0.4% | |
| 64,124 | | | Orion Engineered Carbons S.A. | | | 584,170 | |
| 40,082 | | | Reinet Investments SCA | | | 641,207 | |
| 133,877 | | | RTL Group S.A. | | | 4,458,245 | |
| 25,173 | | | Stabilus S.A. | | | 1,075,254 | |
| | | | | | | | |
| | | | | | | 6,758,876 | |
| | | | | | | | |
| | | Malaysia - 0.6% | |
| 48,400 | | | AFFIN Bank Bhd* | | | 17,075 | |
| 396,800 | | | AMMB Holdings Bhd | | | 274,077 | |
| 9,062,400 | | | Astro Malaysia Holdings Bhd | | | 1,982,274 | |
| 1,147,300 | | | Genting Bhd | | | 1,109,577 | |
| 2,172,200 | | | Hibiscus Petroleum Bhd* | | | 246,058 | |
| 444,500 | | | KLCCP Stapled Group | | | 808,485 | |
| 768,200 | | | Lingkaran Trans Kota Holdings Bhd | | | 693,007 | |
| 258,400 | | | Petronas Gas Bhd | | | 923,005 | |
| 605,200 | | | Public Bank Bhd | | | 2,300,103 | |
| 1,604,200 | | | RHB Bank Bhd | | | 1,765,413 | |
| 606,000 | | | Uchi Technologies Bhd | | | 337,165 | |
| 304,400 | | | Westports Holdings Bhd | | | 259,806 | |
| | | | | | | | |
| | | | | | | 10,716,045 | |
| | | | | | | | |
| | | Mexico - 0.9% | |
| 705,000 | | | Banco del Bajio S.A.(4) | | | 555,786 | |
| 986,532 | | | Bolsa Mexicana de Valores S.A.B. de C.V. | | | 1,780,187 | |
| 3,587,200 | | | Concentradora Fibra Danhos S.A. de C.V. REIT(3) | | | 2,781,825 | |
| 658,100 | | | Gentera S.A.B. de C.V.(3) | | | 264,594 | |
| 232,800 | | | Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | | | 852,051 | |
| 40,745 | | | Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR | | | 2,526,190 | |
| 5,642 | | | Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR | | | 562,564 | |
| 868,000 | | | Grupo Financiero Banorte S.A.B. de C.V. Class O | | | 2,376,276 | |
| 1,043,300 | | | Grupo Financiero Inbursa S.A.B. de C.V. | | | 622,924 | |
| 421,400 | | | Grupo Herdez S.A.B. de C.V. Series * | | | 524,368 | |
| 245,700 | | | Grupo Mexico S.A.B. de C.V. Class B | | | 522,473 | |
| 1,591,027 | | | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | | | 2,247,810 | |
| 50 | | | Urbi Desarrollos Urbanos S.A.B. de C.V.* | | | 2 | |
| | | | | | | | |
| | | | | | | 15,617,050 | |
| | | | | | | | |
| | | Netherlands - 2.6% | |
| 111,010 | | | Aalberts N.V. | | | 3,126,008 | |
| 372,873 | | | ASR Nederland N.V. | | | 10,031,442 | |
| 355,278 | | | ING Groep N.V. | | | 1,990,546 | |
| 7,212 | | | Nederland Apparatenfabriek* | | | 274,606 | |
| 236,457 | | | NN Group N.V. | | | 6,840,123 | |
| 2,807,028 | | | Pharming Group N.V.* | | | 4,140,404 | |
| 408,302 | | | PostNL N.V. | | | 703,525 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Netherlands - 2.6% - (continued) | |
| 46,547 | | | Randstad N.V. | | $ | 1,873,309 | |
| 506,111 | | | Royal Dutch Shell plc Class A | | | 8,396,224 | |
| 263,410 | | | Royal Dutch Shell plc Class B | | | 4,216,835 | |
| 138,459 | | | Signify N.V.(4) | | | 2,818,519 | |
| | | | | | | | |
| | | | | | | 44,411,541 | |
| | | | | | | | |
| | | New Zealand - 0.1% | |
| 219,947 | | | Freightways Ltd. | | | 893,354 | |
| 712,970 | | | Skellerup Holdings Ltd. | | | 843,000 | |
| 288,216 | | | Spark New Zealand Ltd. | | | 780,002 | |
| | | | | | | | |
| | | | | | | 2,516,356 | |
| | | | | | | | |
| | | Norway - 1.0% | |
| 64,802 | | | Austevoll Seafood ASA | | | 504,796 | |
| 104,204 | | | Fjordkraft Holding ASA(4) | | | 699,674 | |
| 27,836 | | | Frontline Ltd. | | | 263,007 | |
| 306,578 | | | Nordic American Tankers Ltd.(3) | | | 1,845,600 | |
| 19,458 | | | Salmar ASA | | | 758,337 | |
| 525,149 | | | Telenor ASA | | | 8,055,280 | |
| 368,739 | | | TGS Nopec Geophysical Co. ASA | | | 5,646,991 | |
| | | | | | | | |
| | | | | | | 17,773,685 | |
| | | | | | | | |
| | | Philippines - 0.0% | |
| 373,000 | | | Metropolitan Bank & Trust Co. | | | 285,280 | |
| | | | | | | | |
| | | Poland - 0.9% | |
| 65,286 | | | Asseco Poland S.A. | | | 1,055,012 | |
| 57,104 | | | Grupa Lotos S.A. | | | 866,569 | |
| 54,403 | | | KGHM Polska Miedz S.A.* | | | 1,023,275 | |
| 74,319 | | | PLAY Communications S.A.(4) | | | 601,610 | |
| 119,449 | | | Polski Koncern Naftowy ORLEN S.A. | | | 1,813,157 | |
| 1,183,506 | | | Polskie Gornictwo Naftowe i Gazownictwo S.A. | | | 1,065,305 | |
| 886,928 | | | Powszechna Kasa Oszczednosci Bank Polski S.A. | | | 4,746,625 | |
| 513,945 | | | Powszechny Zaklad Ubezpieczen S.A. | | | 3,793,487 | |
| 9,654 | | | Santander Bank Polska S.A. | | | 383,747 | |
| 25,936 | | | Warsaw Stock Exchange | | | 254,038 | |
| | | | | | | | |
| | | | | | | 15,602,825 | |
| | | | | | | | |
| | | Portugal - 0.1% | |
| 271,602 | | | Navigator Co. S.A.(3) | | | 705,699 | |
| 397,699 | | | NOS SGPS S.A. | | | 1,489,623 | |
| | | | | | | | |
| | | | | | | 2,195,322 | |
| | | | | | | | |
| | | Russia - 1.5% | |
| 125,958 | | | Gazprom PJSC ADR | | | 637,846 | |
| 98,972 | | | Globaltrans Investment plc GDR | | | 560,326 | |
| 105,818 | | | LUKOIL PJSC ADR | | | 6,872,738 | |
| 80,413 | | | Magnitogorsk Iron & Steel Works PJSC GDR | | | 566,912 | |
| 104,625 | | | MMC Norilsk Nickel PJSC ADR | | | 2,860,447 | |
| 104,035 | | | PhosAgro PJSC GDR | | | 1,256,743 | |
| 200,368 | | | Polymetal International plc | | | 4,103,317 | |
| 27,305 | | | Polyus PJSC GDR | | | 2,223,992 | |
| 59,346 | | | Severstal PAO GDR | | | 707,457 | |
| 555,644 | | | Surgutneftegas PJSC ADR | | | 2,763,342 | |
| 95,895 | | | Tatneft PJSC ADR | | | 4,271,989 | |
| | | | | | | | |
| | | | | | | 26,825,109 | |
| | | | | | | | |
| | | Singapore - 2.2% | |
| 1,728,100 | | | CapitaLand Commerical Trust REIT | | | 1,963,719 | |
| 31,600 | | | China Yuchai International Ltd. | | | 390,260 | |
| 2,699,700 | | | ComfortDelGro Corp. Ltd. | | | 3,147,372 | |
| 717,600 | | | DBS Group Holdings Ltd. | | | 10,103,167 | |
| 500,300 | | | Frasers Logistics & Industrial Trust REIT | | | 374,437 | |
| 1,041,200 | | | Hi-P International Ltd. | | | 784,118 | |
| 1,400,000 | | | IGG, Inc.(3) | | | 890,126 | |
| 121,600 | | | Jardine Cycle & Carriage Ltd. | | | 1,728,898 | |
| 1,143,700 | | | Oversea-Chinese Banking Corp. Ltd. | | | 7,297,161 | |
| 1,016,700 | | | Singapore Telecommunications Ltd. | | | 2,009,463 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Singapore - 2.2% - (continued) | |
| 324,200 | | | United Overseas Bank Ltd. | | $ | 4,632,528 | |
| 790,100 | | | UOL Group Ltd. | | | 3,800,119 | |
| 93,300 | | | Venture Corp. Ltd. | | | 1,042,691 | |
| | | | | | | | |
| | | | | | | 38,164,059 | |
| | | | | | | | |
| | | South Africa - 2.5% | |
| 76,147 | | | AECI Ltd. | | | 305,249 | |
| 113,183 | | | African Rainbow Minerals Ltd. | | | 828,414 | |
| 44,661 | | | Anglo American Platinum Ltd. | | | 2,343,809 | |
| 151,093 | | | AngloGold Ashanti Ltd. ADR | | | 3,685,158 | |
| 10,524 | | | Assore Ltd. | | | 179,440 | |
| 72,485 | | | Astral Foods Ltd. | | | 754,598 | |
| 739,264 | | | AVI Ltd. | | | 3,138,846 | |
| 268,724 | | | Barloworld Ltd. | | | 985,896 | |
| 145,797 | | | Coronation Fund Managers Ltd. | | | 284,009 | |
| 517,816 | | | Gold Fields Ltd. ADR | | | 3,800,770 | |
| 412,226 | | | Harmony Gold Mining Co., Ltd. ADR* | | | 1,492,258 | |
| 94,262 | | | Hudaco Industries Ltd. | | | 341,793 | |
| 422,765 | | | Impala Platinum Holdings Ltd. | | | 2,521,478 | |
| 135,567 | | | Kumba Iron Ore Ltd. | | | 2,551,468 | |
| 4,482,353 | | | Netcare Ltd. | | | 3,748,292 | |
| 127,405 | | | Northam Platinum Ltd.* | | | 631,474 | |
| 466,703 | | | Rand Merchant Investment Holdings Ltd. | | | 631,969 | |
| 1,074,205 | | | RMB Holdings Ltd. | | | 3,079,741 | |
| 1,065,051 | | | Sanlam Ltd. | | | 3,404,874 | |
| 376,280 | | | Sibanye Stillwater Ltd.* | | | 766,547 | |
| 511,296 | | | Standard Bank Group Ltd. | | | 2,817,224 | |
| 200,209 | | | Truworths International Ltd. | | | 316,041 | |
| 850,649 | | | Vodacom Group Ltd. | | | 5,654,931 | |
| | | | | | | | |
| | | | | | | 44,264,279 | |
| | | | | | | | |
| | | South Korea - 4.1% | |
| 30,450 | | | Asia Paper Manufacturing Co., Ltd. | | | 812,464 | |
| 131,840 | | | BH Co., Ltd.* | | | 1,825,859 | |
| 6,898 | | | CJ ENM Co., Ltd. | | | 725,713 | |
| 81,891 | | | Daeduck Electronics Co.(1)(2) | | | 559,215 | |
| 25,127 | | | Daelim Industrial Co., Ltd. | | | 1,813,014 | |
| 34,429 | | | DB HiTek Co., Ltd. | | | 756,942 | |
| 4,648 | | | DongKook Pharmaceutical Co., Ltd. | | | 361,198 | |
| 23,015 | | | ENF Technology Co., Ltd. | | | 502,197 | |
| 9,400 | | | Gravity Co., Ltd. ADR* | | | 375,624 | |
| 6,878 | | | GS Home Shopping, Inc. | | | 720,624 | |
| 138,428 | | | Hana Financial Group, Inc. | | | 3,160,035 | |
| 18,238 | | | Handsome Co., Ltd. | | | 367,974 | |
| 50,393 | | | Hankook Tire & Technology Co., Ltd. | | | 884,129 | |
| 31,319 | | | Hanyang Eng Co., Ltd. | | | 258,603 | |
| 27,797 | | | Hyundai Department Store Co., Ltd. | | | 1,658,537 | |
| 22,580 | | | Hyundai Engineering & Construction Co., Ltd. | | | 654,575 | |
| 5,371 | | | Hyundai Glovis Co., Ltd. | | | 448,900 | |
| 35,233 | | | Hyundai Greenfood Co., Ltd. | | | 236,248 | |
| 34,110 | | | Hyundai Mobis Co., Ltd. | | | 4,822,479 | |
| 30,973 | | | INTOPS Co., Ltd. | | | 278,840 | |
| 115,243 | | | KB Financial Group, Inc. | | | 3,297,252 | |
| 44,474 | | | KC Tech Co., Ltd. | | | 657,775 | |
| 66,908 | | | KEPCO Plant Service & Engineering Co., Ltd. | | | 1,787,843 | |
| 67,782 | | | Kginicis Co., Ltd. | | | 1,225,191 | |
| 78,216 | | | Kia Motors Corp. | | | 1,910,402 | |
| 26,466 | | | Kolmar Korea Holdings Co., Ltd. | | | 476,805 | |
| 29,278 | | | Korea Autoglass Corp. | | | 320,028 | |
| 31,466 | | | Kortek Corp. | | | 248,755 | |
| 59,066 | | | KT Skylife Co., Ltd. | | | 384,175 | |
| 71,834 | | | KT&G Corp. | | | 4,796,172 | |
| 78,362 | | | LG Corp. | | | 3,987,409 | |
| 5,014 | | | LG Innotek Co., Ltd. | | | 543,229 | |
| 10,897 | | | Lotte Chemical Corp. | | | 1,936,456 | |
| 46,070 | | | LOTTE Fine Chemical Co., Ltd. | | | 1,479,832 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | South Korea - 4.1% - (continued) | |
| 15,931 | | | Mcnex Co., Ltd. | | $ | 388,592 | |
| 40,861 | | | Partron Co., Ltd. | | | 270,684 | |
| 5,887 | | | POSCO | | | 889,558 | |
| 200,682 | | | Power Logics Co., Ltd. | | | 1,134,952 | |
| 36,315 | | | Sammok S-Form Co., Ltd. | | | 215,782 | |
| 335,357 | | | Samsung Electronics Co., Ltd. | | | 13,789,050 | |
| 90,445 | | | Samsung Engineering Co., Ltd.* | | | 853,624 | |
| 244,969 | | | Seohan Co., Ltd. | | | 204,941 | |
| 634,176 | | | Seohee Construction Co., Ltd. | | | 543,831 | |
| 12,783 | | | SFA Engineering Corp. | | | 368,510 | |
| 13,569 | | | Shindaeyang Paper Co., Ltd. | | | 680,287 | |
| 121,914 | | | Shinhan Financial Group Co., Ltd. | | | 3,090,831 | |
| 24,799 | | | Songwon Industrial Co., Ltd. | | | 293,396 | |
| 48,632 | | | Soulbrain Co., Ltd. | | | 2,927,043 | |
| 16,337 | | | Spigen Korea Co., Ltd. | | | 583,812 | |
| 304 | | | Taekwang Industrial Co., Ltd. | | | 199,675 | |
| | | | | | | | |
| | | | | | | 70,709,062 | |
| | | | | | | | |
| | | Spain - 1.1% | |
| 24,051 | | | Aena SME S.A.(4) | | | 3,044,503 | |
| 69,076 | | | Applus Services S.A. | | | 453,191 | |
| 119,821 | | | Atresmedia Corp. de Medios de Comunicacion S.A. | | | 309,882 | |
| 498,265 | | | Banco Bilbao Vizcaya Argentaria S.A. | | | 1,628,718 | |
| 163,654 | | | Faes Farma S.A. | | | 715,575 | |
| 57,574 | | | Grupo Catalana Occidente S.A. | | | 1,118,918 | |
| 305,678 | | | Mediaset Espana Comunicacion S.A. | | | 1,095,334 | |
| 208,449 | | | Pharma Mar S.A.* | | | 1,246,263 | |
| 874,960 | | | Prosegur Cash S.A.(4) | | | 763,589 | |
| 275,164 | | | Red Electrica Corp. S.A. | | | 4,843,401 | |
| 427,920 | | | Repsol S.A. | | | 3,884,156 | |
| 64,915 | | | Talgo S.A.*(4) | | | 314,259 | |
| | | | | | | | |
| | | | | | | 19,417,789 | |
| | | | | | | | |
| | | Sweden - 1.4% | |
| 71,824 | | | Boliden AB(3) | | | 1,447,785 | |
| 34,026 | | | Bure Equity AB | | | 621,277 | |
| 713,999 | | | Hexpol AB* | | | 5,129,539 | |
| 289,100 | | | Husqvarna AB Class B | | | 1,739,598 | |
| 112,652 | | | Industrivarden AB Class C* | | | 2,305,197 | |
| 47,007 | | | Loomis AB Class B | | | 1,146,300 | |
| 86,633 | | | Securitas AB Class B | | | 1,025,059 | |
| 297,442 | | | SKF AB Class B | | | 4,694,709 | |
| 32,997 | | | Swedish Orphan Biovitrum AB* | | | 632,194 | |
| 111,733 | | | Tethys Oil AB | | | 570,626 | |
| 108,580 | | | Trelleborg AB Class B* | | | 1,382,649 | |
| 257,839 | | | Volvo AB Class B | | | 3,304,094 | |
| | | | | | | | |
| | | | | | | 23,999,027 | |
| | | | | | | | |
| | | Switzerland - 3.5% | |
| 12,187 | | | Baloise Holding AG | | | 1,823,387 | |
| 46,107 | | | Coca-Cola HBC AG | | | 1,168,292 | |
| 320,053 | | | Credit Suisse Group AG | | | 2,922,288 | |
| 1,861 | | | dormakaba Holding AG* | | | 928,716 | |
| 248,804 | | | Novartis AG | | | 21,232,549 | |
| 4,165 | | | Orior AG | | | 345,972 | |
| 1,412 | | | Plazza AG Class A | | | 408,131 | |
| 58,465 | | | Roche Holding AG | | | 20,246,274 | |
| 6,869 | | | Sulzer AG | | | 485,840 | |
| 9,629 | | | Swisscom AG | | | 5,003,150 | |
| 359,887 | | | UBS Group AG | | | 3,853,488 | |
| 8,802 | | | Zurich Insurance Group AG | | | 2,790,712 | |
| | | | | | | | |
| | | | | | | 61,208,799 | |
| | | | | | | | |
| | | Taiwan - 6.6% | |
| 74,000 | | | Addcn Technology Co., Ltd. | | | 538,080 | |
| 892,000 | | | Asia Cement Corp. | | | 1,310,437 | |
| 99,000 | | | Bioteque Corp. | | | 376,051 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Taiwan - 6.6% - (continued) | |
| 422,000 | | | Catcher Technology Co., Ltd. | | $ | 3,196,436 | |
| 2,903,000 | | | Cathay Financial Holding Co., Ltd. | | | 3,873,526 | |
| 178,000 | | | Chenbro Micom Co., Ltd. | | | 539,640 | |
| 281,000 | | | Chia Chang Co., Ltd. | | | 310,590 | |
| 1,111,000 | | | Chicony Electronics Co., Ltd. | | | 3,129,496 | |
| 1,270,000 | | | China Life Insurance Co., Ltd.* | | | 867,182 | |
| 250,400 | | | China Motor Corp. | | | 265,706 | |
| 952,000 | | | Chipbond Technology Corp. | | | 1,792,143 | |
| 492,000 | | | Compeq Manufacturing Co., Ltd. | | | 650,814 | |
| 389,000 | | | Coretronic Corp. | | | 414,494 | |
| 99,000 | | | Egis Technology, Inc. | | | 627,597 | |
| 1,000,000 | | | Elan Microelectronics Corp. | | | 3,212,193 | |
| 1,089,000 | | | Epistar Corp. | | | 1,386,440 | |
| 1,001,000 | | | FIT Hon Teng Ltd.(4) | | | 216,427 | |
| 320,000 | | | Foxconn Technology Co., Ltd. | | | 614,429 | |
| 632,000 | | | Fusheng Precision Co., Ltd. | | | 3,488,212 | |
| 756,000 | | | Gamania Digital Entertainment Co., Ltd. | | | 1,334,010 | |
| 297,000 | | | Globalwafers Co., Ltd. | | | 3,779,928 | |
| 333,000 | | | Grape King Bio Ltd. | | | 2,205,415 | |
| 161,000 | | | Greatek Electronics, Inc. | | | 244,190 | |
| 1,626,829 | | | Hannstar Board Corp. | | | 2,161,011 | |
| 580,000 | | | Holtek Semiconductor, Inc. | | | 1,287,674 | |
| 482,000 | | | Hon Hai Precision Industry Co., Ltd. | | | 1,238,724 | |
| 548,000 | | | HTC Corp. | | | 547,251 | |
| 404,940 | | | Innodisk Corp. | | | 2,515,945 | |
| 292,000 | | | ITE Technology, Inc.* | | | 458,973 | |
| 399,000 | | | Kinsus Interconnect Technology Corp. | | | 697,960 | |
| 88,000 | | | Kung Long Batteries Industrial Co., Ltd. | | | 428,457 | |
| 2,619,000 | | | Lite-On Technology Corp. | | | 4,069,792 | |
| 39,000 | | | Lotes Co., Ltd. | | | 434,102 | |
| 58,500 | | | Lumax International Corp. Ltd. | | | 127,044 | |
| 543,000 | | | Macronix International | | | 647,837 | |
| 744,050 | | | Mitac Holdings Corp. | | | 756,604 | |
| 199,000 | | | Nien Made Enterprise Co., Ltd. | | | 1,526,957 | |
| 388,000 | | | Novatek Microelectronics Corp. | | | 2,412,956 | |
| 1,157,000 | | | Pegatron Corp. | | | 2,538,350 | |
| 67,000 | | | Phison Electronics Corp. | | | 635,801 | |
| 321,000 | | | Polytronics Technology Corp. | | | 658,299 | |
| 792,000 | | | Pou Chen Corp. | | | 745,822 | |
| 722,000 | | | Powertech Technology, Inc. | | | 2,414,412 | |
| 1,098,000 | | | Radiant Opto-Electronics Corp. | | | 3,603,634 | |
| 74,000 | | | Realtek Semiconductor Corp. | | | 633,686 | |
| 56,000 | | | SCI Pharmtech, Inc. | | | 250,455 | |
| 259,000 | | | Shin Kong No.1 REIT | | | 162,003 | |
| 333,000 | | | Shinkong Insurance Co., Ltd. | | | 411,274 | |
| 245,000 | | | Sigurd Microelectronics Corp.* | | | 298,318 | |
| 327,000 | | | Simplo Technology Co., Ltd. | | | 3,396,087 | |
| 116,000 | | | Sinmag Equipment Corp. | | | 367,685 | |
| 649,000 | | | Sino-American Silicon Products, Inc.* | | | 1,917,006 | |
| 25,600 | | | Sirtec International Co., Ltd. | | | 24,665 | |
| 158,000 | | | Sitronix Technology Corp. | | | 768,188 | |
| 408,000 | | | Standard Foods Corp. | | | 919,569 | |
| 591,000 | | | Synnex Technology International Corp. | | | 788,744 | |
| 354,000 | | | Taiwan PCB Techvest Co., Ltd. | | | 399,024 | |
| 846,000 | | | Taiwan Secom Co., Ltd. | | | 2,502,347 | |
| 341,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3,439,938 | |
| 355,693 | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | 18,897,969 | |
| 823,000 | | | Test Research, Inc. | | | 1,425,381 | |
| 343,000 | | | Thinking Electronic Industrial Co., Ltd. | | | 963,949 | |
| 110,000 | | | Topco Scientific Co., Ltd. | | | 378,146 | |
| 520,000 | | | TPK Holding Co., Ltd.* | | | 727,438 | |
| 1,065,000 | | | Tripod Technology Corp. | | | 3,763,068 | |
| 626,000 | | | Unitech Printed Circuit Board Corp. | | | 471,718 | |
| 320,000 | | | United Integrated Services Co., Ltd. | | | 2,020,170 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Taiwan - 6.6% - (continued) | |
| 8,989,000 | | | United Microelectronics Corp. | | $ | 4,650,594 | |
| 1,143,000 | | | Walton Advanced Engineering, Inc. | | | 399,836 | |
| 341,000 | | | Zippy Technology Corp. | | | 409,573 | |
| | | | | | | | |
| | | | | | | 114,667,872 | |
| | | | | | | | |
| | | Thailand - 1.3% | |
| 1,238,200 | | | Bangkok Bank PCL NVDR | | | 3,936,444 | |
| 468,100 | | | Dhipaya Insurance PCL NVDR | | | 322,108 | |
| 1,292,200 | | | Kasikornbank PCL NVDR | | | 3,387,756 | |
| 392,100 | | | Kiatnakin Bank PCL NVDR | | | 505,315 | |
| 3,865,800 | | | Krung Thai Bank PCL NVDR | | | 1,299,534 | |
| 2,340,700 | | | PTT Exploration & Production PCL NVDR | | | 6,041,852 | |
| 1,349,200 | | | Siam Commercial Bank PCL NVDR | | | 2,817,918 | |
| 20,783,400 | | | TMB Bank PCL NVDR | | | 609,308 | |
| 7,364,200 | | | TTW PCL NVDR | | | 3,043,677 | |
| | | | | | | | |
| | | | | | | 21,963,912 | |
| | | | | | | | |
| | | Turkey - 0.6% | |
| 77,490 | | | Coca-Cola Icecek AS | | | 409,943 | |
| 3,246,069 | | | Dogan Sirketler Grubu Holding AS | | | 836,761 | |
| 4,983 | | | EGE Endustri VE Ticaret AS | | | 391,999 | |
| 2,363,067 | | | Enka Insaat ve Sanayi AS | | | 2,045,433 | |
| 570,914 | | | Eregli Demir ve Celik Fabrikalari T.A.S. | | | 658,205 | |
| 600,733 | | | Tekfen Holding AS | | | 1,224,758 | |
| 91,308 | | | Tofas Turk Otomobil Fabrikasi AS | | | 291,759 | |
| 764,188 | | | Turk Telekomunikasyon AS* | | | 806,883 | |
| 1,523,734 | | | Turkcell Iletisim Hizmetleri AS | | | 3,035,535 | |
| 64,339 | | | Vestel Beyaz Esya Sanayi ve Ticaret AS | | | 181,895 | |
| | | | | | | | |
| | | | | | | 9,883,171 | |
| | | | | | | | |
| | | United Kingdom - 11.5% | |
| 180,494 | | | Anglo American plc | | | 3,210,095 | |
| 272,787 | | | Ashmore Group plc | | | 1,300,603 | |
| 105,062 | | | Ashtead Group plc | | | 2,869,792 | |
| 2,498,242 | | | Aviva plc | | | 7,555,001 | |
| 566,872 | | | Babcock International Group plc | | | 3,002,531 | |
| 1,893,635 | | | Barclays plc | | | 2,528,569 | |
| 588,893 | | | Barratt Developments plc | | | 3,839,203 | |
| 117,410 | | | Bellway plc | | | 3,928,694 | |
| 27,956 | | | Berkeley Group Holdings plc | | | 1,467,496 | |
| 31,149 | | | British American Tobacco plc | | | 1,200,614 | |
| 705,449 | | | Britvic plc | | | 6,493,459 | |
| 868,886 | | | BT Group plc | | | 1,266,419 | |
| 179,502 | | | Bunzl plc | | | 3,896,045 | |
| 138,570 | | | Card Factory plc | | | 73,022 | |
| 315,849 | | | Clinigen Healthcare Ltd. | | | 2,872,201 | |
| 495,184 | | | Countryside Properties plc(4) | | | 2,522,859 | |
| 318,469 | | | Crest Nicholson Holdings plc | | | 1,026,167 | |
| 122,222 | | | Dialog Semiconductor plc* | | | 3,838,364 | |
| 531,762 | | | Direct Line Insurance Group plc | | | 1,811,733 | |
| 188,560 | | | Domino’s Pizza Group plc | | | 817,103 | |
| 526,618 | | | Forterra plc(4) | | | 1,595,734 | |
| 83,239 | | | Gamesys Group plc* | | | 919,696 | |
| 1,041,434 | | | GlaxoSmithKline plc | | | 21,727,013 | |
| 304,192 | | | GoCo Group plc | | | 318,331 | |
| 459,389 | | | Gulf Keystone Petroleum Ltd. | | | 461,144 | |
| 242,925 | | | Headlam Group plc | | | 915,848 | |
| 2,951,122 | | | HSBC Holdings plc | | | 15,196,356 | |
| 115,910 | | | Hunting plc | | | 265,711 | |
| 321,881 | | | IG Group Holdings plc | | | 3,050,864 | |
| 650,939 | | | IMI plc | | | 6,768,513 | |
| 59,716 | | | Imperial Brands plc | | | 1,256,332 | |
| 391,404 | | | Indivior plc* | | | 243,134 | |
| 4,593,588 | | | ITV plc | | | 4,410,670 | |
| 68,366 | | | John Laing Group plc(4) | | | 313,640 | |
| 261,484 | | | Jupiter Fund Management plc | | | 718,814 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | United Kingdom - 11.5% - (continued) | |
| 2,024,719 | | | Legal & General Group plc | | $ | 5,205,551 | |
| 511,824 | | | Meggitt plc | | | 1,792,230 | |
| 243,236 | | | Mondi plc | | | 4,295,378 | |
| 1,897,446 | | | Moneysupermarket.com Group plc | | | 7,559,959 | |
| 67,663 | | | Next Fifteen Communications Group plc | | | 315,320 | |
| 73,355 | | | Next plc | | | 4,367,454 | |
| 110,957 | | | Norcros plc | | | 223,601 | |
| 412,116 | | | PayPoint plc | | | 3,430,987 | |
| 163,243 | | | Persimmon plc | | | 4,522,849 | |
| 413,536 | | | Prudential plc | | | 5,833,921 | |
| 202,326 | | | Reach plc | | | 200,457 | |
| 297,805 | | | Redrow plc | | | 1,730,340 | |
| 158,342 | | | Rio Tinto plc | | | 7,350,016 | |
| 1,516,262 | | | Royal Bank of Scotland Group plc | | | 2,115,354 | |
| 60,881 | | | Savills plc | | | 741,155 | |
| 268,521 | | | Serica Energy plc* | | | 318,900 | |
| 710,199 | | | Standard Chartered plc | | | 3,628,892 | |
| 164,494 | | | Stock Spirits Group plc | | | 389,510 | |
| 215,977 | | | Subsea 7 S.A.* | | | 1,185,528 | |
| 478,266 | | | Synthomer plc | | | 1,704,694 | |
| 97,684 | | | Tate & Lyle plc | | | 875,284 | |
| 2,489,821 | | | Taylor Wimpey plc | | | 4,598,301 | |
| 242,439 | | | TI Fluid Systems plc(4) | | | 487,342 | |
| 220,717 | | | TP ICAP plc | | | 942,289 | |
| 32,074 | | | Ultra Electronics Holdings plc | | | 794,061 | |
| 185,971 | | | Unilever N.V. | | | 9,261,221 | |
| 111,913 | | | Unilever plc | | | 5,762,643 | |
| 134,008 | | | Victrex plc | | | 3,357,698 | |
| 213,266 | | | Vistry Group plc | | | 2,165,836 | |
| 200,149 | | | WPP plc | | | 1,552,980 | |
| | | | | | | | |
| | | | | | | 200,391,521 | |
| | | | | | | | |
| | | United States - 0.2% | |
| 306,900 | | | Alacer Gold Corp.* | | | 1,574,242 | |
| 393,300 | | | Argonaut Gold, Inc.* | | | 409,702 | |
| 79,000 | | | Bizlink Holding, Inc. | | | 514,734 | |
| 159,937 | | | Diversified Gas & Oil plc | | | 190,563 | |
| 649,000 | | | Nexteer Automotive Group Ltd. | | | 333,542 | |
| | | | | | | | |
| | | | | | | 3,022,783 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,953,191,753) | | $ | 1,703,678,523 | |
| | | | | | | | |
|
PREFERRED STOCKS - 1.0% | |
| | | Brazil - 0.3% | |
| 262,200 | | | Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34% | | | 604,643 | |
| 3,170,853 | | | Cia de Saneamento do Parana | | | 2,903,850 | |
| 1,053,800 | | | Itausa - Investimentos Itau S.A. | | | 1,744,092 | |
| | | | | | | | |
| | | | | | | 5,252,585 | |
| | | | | | | | |
| | | Germany - 0.7% | |
| 113,874 | | | Henkel AG & Co. KGaA | | | 10,110,477 | |
| 251,499 | | | Schaeffler AG | | | 1,698,229 | |
| | | | | | | | |
| | | | | | | 11,808,706 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $21,088,803) | | $ | 17,061,291 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,974,280,556) | | $ | 1,720,739,814 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.9% | |
| | | Other Investment Pools & Funds - 1.1% | |
| 19,033,240 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(5) | | $ | 19,033,240 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SHORT-TERM INVESTMENTS - 2.9% - (continued) | |
| | | Securities Lending Collateral - 1.8% | |
| 1,529,888 | | | Citibank NA DDCA, 0.04%, 5/1/2020(5) | | $ | 1,529,888 | |
| 14,064,304 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(5) | | | 14,064,304 | |
| 8,545,314 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(5) | | | 8,545,314 | |
| 6,397,593 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5) | | | 6,397,593 | |
| | | | | | | | |
| | | | | | | 30,537,099 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $49,570,339) | | $ | 49,570,339 | |
| | | | | | | | |
| | | | | | | | | | |
| | | | | | | | |
| | Total Investments (cost $2,023,850,895) | | | 101.8 | % | | $ | 1,770,310,153 | |
| | Other Assets & Liabilities | | | (1.8 | )% | | | (30,674,703 | ) |
| | | | | | | | | | |
| | Total Net Assets | | | 100.0 | % | | $ | 1,739,635,450 | |
| | | | | | | | | | |
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) | 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, 2020, the aggregate fair value of these securities was $594,395, 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 valued using significant unobservable inputs. |
(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, 2020, the aggregate value of these securities was $24,728,725, representing 1.4% of net assets. |
(5) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at April 30, 2020 | |
Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Counterparty | | | Settlement Date | | | Appreciation | | | Depreciation | |
| 11,819,798 | | | | USD | | | | 9,502,400 | | | | GBP | | | | UBS | | | | 05/13/20 | | | $ | — | | | $ | (148,985 | ) |
| 5,722,194 | | | | USD | | | | 4,828,400 | | | | GBP | | | | CBK | | | | 05/13/20 | | | | — | | | | (359,435 | ) |
| 10,204,852 | | | | USD | | | | 8,809,300 | | | | GBP | | | | JPM | | | | 05/13/20 | | | | — | | | | (890,934 | ) |
| 9,002,154 | | | | USD | | | | 152,943,000 | | | | ZAR | | | | CBK | | | | 05/13/20 | | | | 763,329 | | | | — | |
| 8,842,430 | | | | USD | | | | 151,110,600 | | | | ZAR | | | | UBS | | | | 05/13/20 | | | | 702,314 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Total | | | | | | | | | | | | | | | | | | | | | | | $ | 1,465,643 | | | $ | (1,399,354 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Australia | | $ | 49,230,666 | | | $ | — | | | $ | 49,219,853 | | | $ | 10,813 | |
Austria | | | 16,074,120 | | | | — | | | | 16,074,120 | | | | — | |
Belgium | | | 16,770,789 | | | | 53,873 | | | | 16,716,916 | | | | — | |
Brazil | | | 6,783,777 | | | | 6,783,777 | | | | — | | | | — | |
Canada | | | 95,169,943 | | | | 95,169,943 | | | | — | | | | — | |
Chile | | | 5,030,892 | | | | 5,030,892 | | | | — | | | | — | |
China | | | 95,543,212 | | | | 9,593,548 | | | | 85,925,297 | | | | 24,367 | |
Colombia | | | 1,959,072 | | | | 1,959,072 | | | | — | | | | — | |
Czech Republic | | | 2,613,495 | | | | — | | | | 2,613,495 | | | | — | |
Denmark | | | 7,594,041 | | | | 115,126 | | | | 7,478,915 | | | | — | |
Egypt | | | 1,381,655 | | | | — | | | | 1,381,655 | | | | — | |
Finland | | | 14,714,785 | | | | — | | | | 14,714,785 | | | | — | |
France | | | 112,023,044 | | | | 121,205 | | | | 111,901,839 | | | | — | |
Georgia | | | 703,891 | | | | — | | | | 703,891 | | | | — | |
Germany | | | 25,104,400 | | | | 294,967 | | | | 24,809,433 | | | | — | |
Greece | | | 894,809 | | | | — | | | | 894,809 | | | | — | |
Hong Kong | | | 73,287,363 | | | | — | | | | 73,287,363 | | | | — | |
Hungary | | | 6,987,084 | | | | — | | | | 6,987,084 | | | | — | |
India | | | 16,687,616 | | | | 16,687,616 | | | | — | | | | — | |
Indonesia | | | 14,472,200 | | | | 338,787 | | | | 14,133,413 | | | | — | |
Ireland | | | 3,826,170 | | | | 37,204 | | | | 3,788,966 | | | | — | |
Israel | | | 17,634,486 | | | | 10,694,633 | | | | 6,939,853 | | | | — | |
Italy | | | 19,866,643 | | | | 512,881 | | | | 19,353,762 | | | | — | |
Japan | | | 348,930,007 | | | | — | | | | 348,930,007 | | | | — | |
Luxembourg | | | 6,758,876 | | | | 584,170 | | | | 6,174,706 | | | | — | |
Malaysia | | | 10,716,045 | | | | — | | | | 10,716,045 | | | | — | |
Mexico | | | 15,617,050 | | | | 15,617,050 | | | | — | | | | — | |
Netherlands | | | 44,411,541 | | | | 14,171,846 | | | | 30,239,695 | | | | — | |
New Zealand | | | 2,516,356 | | | | — | | | | 2,516,356 | | | | — | |
Norway | | | 17,773,685 | | | | 2,108,607 | | | | 15,665,078 | | | | — | |
Philippines | | | 285,280 | | | | — | | | | 285,280 | | | | — | |
Poland | | | 15,602,825 | | | | — | | | | 15,602,825 | | | | — | |
Portugal | | | 2,195,322 | | | | — | | | | 2,195,322 | | | | — | |
Russia | | | 26,825,109 | | | | 9,866,046 | | | | 16,959,063 | | | | — | |
Singapore | | | 38,164,059 | | | | 390,260 | | | | 37,773,799 | | | | — | |
South Africa | | | 44,264,279 | | | | 25,283,466 | | | | 18,980,813 | | | | — | |
South Korea | | | 70,709,062 | | | | 375,624 | | | | 69,774,223 | | | | 559,215 | |
Spain | | | 19,417,789 | | | | 309,882 | | | | 19,107,907 | | | | — | |
Sweden | | | 23,999,027 | | | | — | | | | 23,999,027 | | | | — | |
Switzerland | | | 61,208,799 | | | | 408,131 | | | | 60,800,668 | | | | — | |
Taiwan | | | 114,667,872 | | | | 19,059,972 | | | | 95,607,900 | | | | — | |
Thailand | | | 21,963,912 | | | | — | | | | 21,963,912 | | | | — | |
Turkey | | | 9,883,171 | | | | 4,077,074 | | | | 5,806,097 | | | | — | |
United Kingdom | | | 200,391,521 | | | | 8,033,729 | | | | 192,357,792 | | | | — | |
United States | | | 3,022,783 | | | | 2,174,507 | | | | 848,276 | | | | — | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Multi-Cap Value Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Preferred Stocks | | $ | 17,061,291 | | | $ | 5,252,585 | | | $ | 11,808,706 | | | $ | — | |
Short-Term Investments | | | 49,570,339 | | | | 49,570,339 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 1,465,643 | | | | — | | | | 1,465,643 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,771,775,796 | | | $ | 304,676,812 | | | $ | 1,466,504,589 | | | $ | 594,395 | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Foreign Currency Contracts(2) | | $ | (1,399,354 | ) | | $ | — | | | $ | (1,399,354 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (1,399,354 | ) | | $ | — | | | $ | (1,399,354 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, investments valued at $802,689 were transferred into Level 3 due to the unavailability of active market pricing and 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. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended April 30,2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Stock Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% | |
| | | Argentina - 2.0% | |
| 18,454 | | | MercadoLibre, Inc.* | | $ | 10,768,094 | |
| | | | | | | | |
| | | Australia - 1.7% | |
| 536,893 | | | BHP Group plc | | | 9,011,734 | |
| | | | | | | | |
| | | Austria - 1.1% | |
| 272,285 | | | Erste Group Bank AG | | | 5,901,188 | |
| | | | | | | | |
| | | Brazil - 1.9% | |
| 687,695 | | | B3 S.A. - Brasil Bolsa Balcao | | | 4,858,722 | |
| 280,224 | | | Raia Drogasil S.A. | | | 5,399,487 | |
| | | | | | | | |
| | | | | | | 10,258,209 | |
| | | | | | | | |
| | | China - 7.7% | |
| 97,275 | | | Alibaba Group Holding Ltd. ADR* | | | 19,714,724 | |
| 398,000 | | | Tencent Holdings Ltd. | | | 20,922,634 | |
| | | | | | | | |
| | | | | | | 40,637,358 | |
| | | | | | | | |
| | | Denmark - 1.9% | |
| 115,533 | | | Vestas Wind Systems A/S(1) | | | 9,921,180 | |
| | | | | | | | |
| | | France - 4.0% | |
| 66,563 | | | EssilorLuxottica S.A.(1) | | | 8,268,751 | |
| 138,702 | | | Schneider Electric SE | | | 12,817,776 | |
| | | | | | | | |
| | | | | | | 21,086,527 | |
| | | | | | | | |
| | | Germany - 14.6% | |
| 32,966 | | | adidas AG | | | 7,546,985 | |
| 162,699 | | | Bayerische Motoren Werke AG | | | 9,570,797 | |
| 67,525 | | | Continental AG | | | 5,642,488 | |
| 270,777 | | | Deutsche Wohnen SE | | | 10,974,090 | |
| 392,733 | | | GEA Group AG | | | 9,012,392 | |
| 509,528 | | | Infineon Technologies AG | | | 9,472,595 | |
| 104,485 | | | Knorr-Bremse AG | | | 9,717,467 | |
| 130,444 | | | SAP SE | | | 15,536,814 | |
| | | | | | | | |
| | | | | | | 77,473,628 | |
| | | | | | | | |
| | | Hong Kong - 4.2% | |
| 1,634,600 | | | AIA Group Ltd. | | | 15,001,977 | |
| 230,011 | | | Hong Kong Exchanges & Clearing Ltd. | | | 7,374,644 | |
| | | | | | | | |
| | | | | | | 22,376,621 | |
| | | | | | | | |
| | | India - 1.8% | |
| 720,682 | | | HDFC Bank Ltd. | | | 9,463,807 | |
| | | | | | | | |
| | | Japan - 8.6% | |
| 13,100 | | | Nintendo Co., Ltd. | | | 5,409,304 | |
| 324,000 | | | Recruit Holdings Co., Ltd. | | | 9,451,464 | |
| 19,000 | | | SMC Corp. | | | 8,588,424 | |
| 163,400 | | | Sony Corp. | | | 10,515,456 | |
| 320,600 | | | Takeda Pharmaceutical Co., Ltd. | | | 11,561,298 | |
| | | | | | | | |
| | | | | | | 45,525,946 | |
| | | | | | | | |
| | | Netherlands - 4.5% | |
| 50,318 | | | ASML Holding N.V. | | | 14,697,147 | |
| 207,129 | | | Koninklijke Philips N.V. | | | 9,029,266 | |
| | | | | | | | |
| | | | | | | 23,726,413 | |
| | | | | | | | |
| | | New Zealand - 1.6% | |
| 167,714 | | | Xero Ltd.* | | | 8,574,533 | |
| | | | | | | | |
| | | Norway - 1.3% | |
| 590,226 | | | DNB ASA | | | 7,146,402 | |
| | | | | | | | |
| | | Singapore - 1.3% | |
| 1,092,200 | | | Oversea-Chinese Banking Corp. Ltd. | | | 6,968,575 | |
| | | | | | | | |
| | | South Korea - 4.1% | |
| 414,775 | | | Samsung Electronics Co., Ltd. | | | 17,054,522 | |
| 18,972 | | | Samsung SDI Co., Ltd. | | | 4,481,866 | |
| | | | | | | | |
| | | | | | | 21,536,388 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Spain - 3.5% | |
| 2,103,736 | | | Banco Bilbao Vizcaya Argentaria S.A. | | $ | 6,876,646 | |
| 1,169,699 | | | Iberdrola S.A. | | | 11,635,902 | |
| | | | | | | | |
| | | | | | | 18,512,548 | |
| | | | | | | | |
| | | Switzerland - 14.9% | |
| 172,084 | | | Alcon, Inc.* | | | 9,082,078 | |
| 707 | | | Chocoladefabriken Lindt & Spruengli AG | | | 5,507,524 | |
| 141,390 | | | Cie Financiere Richemont S.A. | | | 8,021,540 | |
| 28,884 | | | Lonza Group AG* | | | 12,612,648 | |
| 163,406 | | | Nestle S.A. | | | 17,306,333 | |
| 58,491 | | | Roche Holding AG | | | 20,255,278 | |
| 29,358 | | | Schindler Holding AG | | | 6,533,786 | |
| | | | | | | | |
| | | | | | | 79,319,187 | |
| | | | | | | | |
| | | Taiwan - 3.1% | |
| 1,615,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 16,291,790 | |
| | | | | | | | |
| | | United Kingdom - 12.4% | |
| 451,377 | | | Bunzl plc | | | 9,797,023 | |
| 411,549 | | | Burberry Group plc | | | 7,145,941 | |
| 329,490 | | | Diageo plc | | | 11,344,290 | |
| 681,934 | | | GlaxoSmithKline plc | | | 14,226,911 | |
| 750,492 | | | National Grid plc | | | 8,794,828 | |
| 314,857 | | | Ocado Group plc* | | | 6,359,381 | |
| 215,229 | | | Whitbread plc | | | 8,073,832 | |
| | | | | | | | |
| | | | | | | 65,742,206 | |
| | | | | | | | |
| | | United States - 1.7% | |
| 6,130 | | | Booking Holdings, Inc.* | | | 9,075,894 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $502,590,051) | | $ | 519,318,228 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.1% | |
| | | Other Investment Pools & Funds - 1.8% | |
| 9,651,170 | | | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.14%(2) | | $ | 9,651,170 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.3% | |
| 67,584 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 67,584 | |
| 621,304 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 621,304 | |
| 377,498 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 377,498 | |
| 282,620 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 282,620 | |
| | | | | | | | |
| | | | | | | 1,349,006 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $11,000,176) | | $ | 11,000,176 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $513,590,227) | | | 100.0 | % | | $ | 530,318,404 | |
| | | | Other Assets and Liabilities | | | (0.0 | )% | | | (88,674 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 530,229,730 | |
| | | | | | | | | | | | |
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 accompanying notes are an integral part of these financial statements.
|
Hartford Schroders International Stock Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| 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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Argentina | | $ | 10,768,094 | | | $ | 10,768,094 | | | $ | — | | | $ | — | |
Australia | | | 9,011,734 | | | | — | | | | 9,011,734 | | | | — | |
Austria | | | 5,901,188 | | | | — | | | | 5,901,188 | | | | — | |
Brazil | | | 10,258,209 | | | | 10,258,209 | | | | — | | | | — | |
China | | | 40,637,358 | | | | 19,714,724 | | | | 20,922,634 | | | | — | |
Denmark | | | 9,921,180 | | | | — | | | | 9,921,180 | | | | — | |
France | | | 21,086,527 | | | | — | | | | 21,086,527 | | | | — | |
Germany | | | 77,473,628 | | | | — | | | | 77,473,628 | | | | — | |
Hong Kong | | | 22,376,621 | | | | — | | | | 22,376,621 | | | | — | |
India | | | 9,463,807 | | | | — | | | | 9,463,807 | | | | — | |
Japan | | | 45,525,946 | | | | — | | | | 45,525,946 | | | | — | |
Netherlands | | | 23,726,413 | | | | — | | | | 23,726,413 | | | | — | |
New Zealand | | | 8,574,533 | | | | — | | | | 8,574,533 | | | | — | |
Norway | | | 7,146,402 | | | | — | | | | 7,146,402 | | | | — | |
Singapore | | | 6,968,575 | | | | — | | | | 6,968,575 | | | | — | |
South Korea | | | 21,536,388 | | | | — | | | | 21,536,388 | | | | — | |
Spain | | | 18,512,548 | | | | — | | | | 18,512,548 | | | | — | |
Switzerland | | | 79,319,187 | | | | — | | | | 79,319,187 | | | | — | |
Taiwan | | | 16,291,790 | | | | — | | | | 16,291,790 | | | | — | |
United Kingdom | | | 65,742,206 | | | | — | | | | 65,742,206 | | | | — | |
United States | | | 9,075,894 | | | | 9,075,894 | | | | — | | | | — | |
Short-Term Investments | | | 11,000,176 | | | | 11,000,176 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 530,318,404 | | | $ | 60,817,097 | | | $ | 469,501,307 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Securitized Income Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 104.3% | |
| | | | | Asset-Backed - Automobile - 3.6% | |
| | | | | | Ford Credit Auto Lease Trust | | | | |
$ | | | 260,688 | | | 2.01%, 03/15/2022 | | $ | 261,705 | |
| | | 883,109 | | | 2.35%, 02/15/2022 | | | 888,043 | |
| | | | | | Honda Auto Receivables Owner Trust | | | | |
| | | 435,183 | | | 2.57%, 12/21/2021 | | | 438,371 | |
| | | 259,303 | | | 2.75%, 09/20/2021 | | | 260,710 | |
| | | 250,819 | | | Nissan Auto Receivables Owner Trust 2.82%, 01/18/2022 | | | 252,107 | |
| | | 356,035 | | | Toyota Auto Receivables Owner Trust 2.96%, 09/15/2022 | | | 360,891 | |
| | | | | | | | | | |
| | | | | | | | | 2,461,827 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Credit Card - 1.2% | |
| | | 400,000 | | | American Express Credit Account Master Trust 2.87%, 10/15/2024 | | | 415,578 | |
| | | 403,000 | | | Capital One Multi-Asset Execution Trust 2.84%, 12/15/2024 | | | 416,524 | |
| | | | | | | | | | |
| | | | | | | | | 832,102 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 20.0% | |
| | | 1,000,000 | | | Carbone CLO Ltd. 2.28%, 01/20/2031, 3 mo. USD LIBOR + 1.140%(1)(2) | | | 952,844 | |
| | | 1,500,000 | | | Carlyle Global Market Strategies CLO Ltd. 2.03%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(2)(3) | | | 1,456,912 | |
| | | 1,296,000 | | | CIFC Funding Ltd. 2.21%, 01/22/2031, 3 mo. USD LIBOR + 1.110%(1)(2) | | | 1,256,310 | |
| | | 1,328,377 | | | CLI Funding VI LLC 3.71%, 05/18/2044(1) | | | 1,261,915 | |
| | | 620,906 | | | Countrywide Asset-Backed Certificates 5.71%, 05/25/2036(4) | | | 621,523 | |
| | | 1,000,000 | | | Madison Park Funding Ltd. 1.97%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(2)(3) | | | 961,049 | |
| | | 663,431 | | | Preston Ridge Partners Mortgage Trust LLC 3.35%, 07/25/2024(1)(5) | | | 617,957 | |
| | | 1,156,223 | | | SpringCastle Funding Asset-Backed Notes 3.20%, 05/27/2036(1) | | | 1,068,981 | |
| | | | | | Towd Point Mortgage Trust | | | | |
| | | 1,400,000 | | | 4.25%, 10/25/2058(1)(4) | | | 1,408,659 | |
| | | 919,000 | | | 4.40%, 11/25/2058(1)(4) | | | 910,061 | |
| | | 1,053,000 | | | 4.50%, 11/25/2058(1)(4) | | | 1,050,163 | |
| | | 1,000,000 | | | 5.00%, 11/25/2058(1)(4) | | | 870,907 | |
| | | 725,000 | | | Treman Park CLO Ltd. 2.21%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2)(3) | | | 706,919 | |
| | | 431,471 | | | Triton Container Finance VI LLC 3.52%, 06/20/2042(1) | | | 413,223 | |
| | | | | | | | | | |
| | | | | | | | | 13,557,423 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Home Equity - 7.8% | |
| | | | | | CWHEQ Revolving Home Equity Loan Resecuritization Trust | | | | |
| | | 868,373 | | | 0.95%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2) | | | 767,442 | |
| | | 636,971 | | | 1.00%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2) | | | 555,084 | |
| | | 278,945 | | | Home Equity Loan Trust 0.62%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2) | | | 266,123 | |
| | | | | | Master Asset Backed Securities Trust | | | | |
| | | 1,212,581 | | | 0.79%, 05/25/2037, 1 mo. USD LIBOR + 0.300%(1)(2) | | | 1,015,920 | |
| | | 1,188,624 | | | 0.99%, 11/25/2035, 1 mo. USD LIBOR + 0.500%(2) | | | 790,608 | |
| | | 814,404 | | | Morgan Stanley Home Equity Loan Trust 0.77%, 02/25/2036, 1 mo. USD LIBOR + 0.280%(2) | | | 781,480 | |
| | | 575,348 | | | New Century Home Equity Loan Trust 0.83%, 12/25/2035, 1 mo. USD LIBOR + 0.340%(2) | | | 566,598 | |
| | | 542,781 | | | Option One Mortgage Loan Trust 5.86%, 01/25/2037(5) | | | 539,254 | |
| | | | | | | | | | |
| | | | | | | | | 5,282,509 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 104.3% - (continued) | |
| | | | | Asset-Backed - Student Loan - 1.4% | |
GBP | | | 763,490 | | | Income Contingent Student Loan 1.86%, 07/24/2058, 12 mo. GBP LIBOR + 1.000%(2)(6) | | $ | 945,140 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 25.1% | |
$ | | | 642,049 | | | Bayview Commercial Asset Trust 2.99%, 04/25/2038, 1 mo. USD LIBOR + 2.500%(1)(2) | | | 621,971 | |
| | | 1,104,000 | | | BF NYT Mortgage Trust 2.01%, 12/15/2035, 1 mo. USD LIBOR + 1.200%(1)(2) | | | 1,054,167 | |
| | | | | | BX Commercial Mortgage Trust | | | | |
| | | 647,762 | | | 2.26%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2) | | | 622,969 | |
| | | 700,000 | | | 2.51%, 11/15/2035, 1 mo. USD LIBOR + 1.170%(1)(2) | | | 664,492 | |
| | | 648,000 | | | 2.77%, 03/15/2037, 1 mo. USD LIBOR + 1.951%(1)(2) | | | 593,577 | |
| | | 1,015,000 | | | BX Trust 2.58%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2) | | | 831,778 | |
| | | 1,000,000 | | | CAMB Commercial Mortgage Trust 3.36%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | | | 914,764 | |
| | | | | | Citigroup Commercial Mortgage Trust | | | | |
| | | 500,000 | | | 1.96%, 12/15/2036, 1 mo. USD LIBOR + 1.150%(1)(2) | | | 417,681 | |
| | | 500,000 | | | 3.61%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2) | | | 321,982 | |
| | | 1,000,000 | | | 3.64%, 05/10/2035(1)(4) | | | 954,448 | |
| | | | | | COMM Mortgage Trust | | | | |
| | | 280,000 | | | 2.81%, 06/15/2034, 1 mo. USD LIBOR + 2.000%(1)(2) | | | 262,994 | |
| | | 536,000 | | | 3.01%, 10/15/2036, 1 mo. USD LIBOR + 2.200%(1)(2) | | | 404,255 | |
| | | 252,000 | | | 3.21%, 06/15/2034, 1 mo. USD LIBOR + 2.394%(1)(2) | | | 194,976 | |
| | | | | | Core Trust | | | | |
| | | 1,000,000 | | | 1.69%, 12/15/2031, 1 mo. USD LIBOR + 0.880%(1)(2) | | | 959,186 | |
| | | 835,000 | | | 2.71%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2) | | | 742,248 | |
| | | 1,708,000 | | | Credit Suisse Mortgage Capital Certificates 2.96%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2) | | | 1,577,315 | |
| | | 998,281 | | | GS Mortgage Securities Corp. Trust 1.76%, 07/15/2035, 1 mo. USD LIBOR + 0.950%(1)(2) | | | 948,453 | |
| | | 819,593 | | | HPLY Trust 3.16%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2) | | | 666,262 | |
| | | | | | Morgan Stanley Capital Trust | | | | |
| | | 1,000,000 | | | 1.71%, 07/15/2035, 1 mo. USD LIBOR + 0.900%(1)(2) | | | 917,246 | |
| | | 782,000 | | | 1.81%, 05/15/2036, 1 mo. USD LIBOR + 1.000%(1)(2) | | | 708,916 | |
| | | 528,000 | | | 2.46%, 08/15/2033, 1 mo. USD LIBOR + 1.650%(1)(2) | | | 506,332 | |
| | | 250,000 | | | 3.36%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2) | | | 183,901 | |
| | | 900,000 | | | 3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2) | | | 762,175 | |
| | | 1,413,000 | | | MSSG Trust 3.87%, 09/13/2039(1) | | | 1,258,332 | |
| | | | | | | | | | |
| | | | | | | | | 17,090,420 | |
| | | | | | | | | | |
| | | | | Other Asset Backed Securities - 25.2% | |
| | | 966,609 | | | American Home Mortgage Investment Trust 0.97%, 02/25/2032, 1 mo. USD LIBOR + 0.480%(1)(2) | | | 904,766 | |
| | | 990,698 | | | BlueMountain CLO Ltd. 2.37%, 01/20/2029, 3 mo. USD LIBOR + 1.230%(1)(2)(3) | | | 960,198 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Securitized Income Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 104.3% - (continued) | |
| | | | | Other Asset Backed Securities - 25.2% - (continued) | |
$ | | | 1,750,000 | | | CBAM Ltd. 2.49%, 01/15/2031, 3 mo. USD LIBOR + 1.270%(1)(2)(3) | | $ | 1,703,704 | |
| | | 1,485,574 | | | CIFC Funding Ltd. 1.94%, 01/20/2028, 3 mo. USD LIBOR + 0.800%(1)(2)(3) | | | 1,448,538 | |
| | | | | | CWABS Revolving Home Equity Loan Trust | | | | |
| | | 753,928 | | | 1.10%, 02/15/2034, 1 mo. USD LIBOR + 0.290%(2) | | | 717,356 | |
| | | 582,809 | | | 1.11%, 02/15/2034, 1 mo. USD LIBOR + 0.300%(2) | | | 574,277 | |
| | | 834,307 | | | CWHEQ Revolving Home Equity Loan Trust 0.95%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2) | | | 758,965 | |
| | | 850,000 | | | Dryden 53 CLO Ltd. 2.34%, 01/15/2031, 3 mo. USD LIBOR + 1.120%(1)(2) | | | 822,581 | |
| | | 483,000 | | | Dryden 58 CLO Ltd. 2.14%, 07/17/2031, 12 mo. GBP LIBOR + 1.000%(1)(2) | | | 460,567 | |
| | | 821,000 | | | Goldentree Loan Management US Clo 2 Ltd. 2.29%, 11/28/2030, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 794,312 | |
| | | 750,000 | | | JP Morgan Mortgage Acquisition Trust 4.88%, 11/25/2036(5) | | | 761,544 | |
| | | 3,000,000 | | | LCM XIII L.P. 2.28%, 07/19/2027, 3 mo. USD LIBOR + 1.140%(1)(2)(3) | | | 2,911,779 | |
| | | 1,000,000 | | | LCM XXIII Ltd. 2.21%, 10/20/2029, 3 mo. USD LIBOR + 1.070%(1)(2)(3) | | | 972,975 | |
| | | 1,508,157 | | | MP CLO VIII Ltd. 1.80%, 10/28/2027, 3 mo. USD LIBOR + 0.910%(1)(2)(3) | | | 1,470,168 | |
| | | | | | Preston Ridge Partners Mortgage Trust LLC | | | | |
| | | 1,436,177 | | | 3.35%, 11/25/2024(1)(5) | | | 1,325,836 | |
| | | 411,694 | | | 3.97%, 04/25/2024(1)(5) | | | 382,914 | |
| | | 138,869 | | | Zais CLO Ltd. 2.19%, 07/25/2026, 3 mo. USD LIBOR + 1.200%(1)(2) | | | 137,544 | |
| | | | | | | | | | |
| | | | | | | | | 17,108,024 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 20.0% | |
GBP | | | 182,140 | | | Alba plc 0.66%, 12/15/2038, 3 mo. GBP LIBOR + 0.170%(2)(6) | | | 210,448 | |
| | | | | | Banc of America Funding Trust | | | | |
$ | | | 237,323 | | | 1.32%, 12/20/2034, 1 mo. USD LIBOR + 0.600%(2) | | | 232,633 | |
| | | 1,174,000 | | | 4.29%, 06/26/2035(1)(4) | | | 1,002,432 | |
GBP | | | 1,400,000 | | | Dukinfield II plc 4.29%, 12/20/2052, 3 mo. GBP LIBOR + 3.750%(2)(6) | | | 1,602,067 | |
| | | 183,904 | | | EMF plc 1.49%, 03/13/2046, 3 mo. GBP LIBOR + 0.980%(2)(6) | | | 221,570 | |
| | | | | | Eurosail plc | | | | |
| | | 197,619 | | | 0.65%, 12/15/2044, 3 mo. GBP LIBOR + 0.160%(2)(6) | | | 245,185 | |
| | | 104,188 | | | 0.66%, 03/13/2045, 3 mo. GBP LIBOR + 0.150%(2)(6) | | | 125,924 | |
| | | | | | Fannie Mae Connecticut Avenue Securities | | | | |
$ | | | 1,375,000 | | | 2.64%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2) | | | 1,233,532 | |
| | | 560,000 | | | 2.84%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2) | | | 499,882 | |
| | | 1,375,000 | | | 2.89%, 05/25/2030, 1 mo. USD LIBOR + 2.400%(2) | | | 1,229,078 | |
| | | 768,309 | | | 3.49%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2) | | | 585,262 | |
| | | 1,499,611 | | | 5.39%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | | | 1,177,492 | |
| | | 565,603 | | | IndyMac INDX Mortgage Loan Trust 1.05%, 03/25/2035, 1 mo. USD LIBOR + 0.560%(2) | | | 526,934 | |
| | | 568,602 | | | JP Morgan Mortgage Trust 3.50%, 05/25/2046(1)(4) | | | 570,322 | |
GBP | | | 510,079 | | | Landmark Mortgage Securities No. 2 plc 0.71%, 06/17/2039, 3 mo. GBP LIBOR + 0.200%(2)(3)(6) | | | 577,549 | |
$ | | | 219,866 | | | Oaktown Re III Ltd. 1.89%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | | | 216,319 | |
| | | 510,000 | | | Park Place Securities, Inc. Asset-Backed Pass-Through 1.61%, 03/25/2035, 1 mo. USD LIBOR + 1.125%(2) | | | 472,797 | |
| | | 286,949 | | | Preston Ridge Partners Mortgage Trust LLC 2.98%, 02/25/2025(1)(5) | | | 280,910 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 104.3% - (continued) | |
| | | | | Whole Loan Collateral CMO - 20.0% - (continued) | |
GBP | | | 1,267,326 | | | Resloc plc 0.65%, 12/15/2043, 3 mo. GBP LIBOR + 0.160%(2)(3)(6) | | $ | 1,458,005 | |
$ | | | 125,288 | | | Structured Asset Investment Loan Trust 1.22%, 03/25/2035, 1 mo. USD LIBOR + 0.735%(2) | | | 122,500 | |
EUR | | | 633,222 | | | Uropa Securities plc 0.00%, 10/10/2040, 3 mo. Euribor + 0.200%(2)(6) | | | 632,973 | |
$ | | | 415,172 | | | WaMu Mortgage Pass-Through Certificates Trust 4.45%, 08/25/2033(4) | | | 395,546 | |
| | | | | | | | | | |
| | | | | | | | | 13,619,360 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage-Backed Securities (cost $76,362,130) | | $ | 70,896,805 | |
| | | | | | | | | | |
|
CORPORATE BONDS - 2.6% | |
| | | | | Insurance - 2.6% | |
| | | 1,862,450 | | | Ambac LSNI LLC 6.45%, 02/12/2023, 3 mo. USD LIBOR + 5.000%(1)(2) | | $ | 1,769,327 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $1,862,450) | | $ | 1,769,327 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 13.9% | |
| | | | | Mortgage-Backed Agencies - 13.9% | |
| | | | | FHLMC - 13.9% | |
| | | 1,000,000 | | | 2.99%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2) | | $ | 940,378 | |
| | | 1,375,000 | | | 3.19%, 09/25/2027(3)(4) | | | 1,541,738 | |
| | | 1,633,000 | | | 3.43%, 01/25/2027(3)(4) | | | 1,848,464 | |
| | | 1,500,000 | | | 3.93%, 07/25/2028(3)(4) | | | 1,778,341 | |
| | | 500,000 | | | 4.55%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(2) | | | 333,459 | |
| | | 463,978 | | | 4.64%, 01/25/2025, 1 mo. USD LIBOR + 4.150%(2) | | | 396,149 | |
| | | 715,410 | | | 4.95%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(2) | | | 568,192 | |
| | | 699,396 | | | 5.60%, 10/25/2028, 1 mo. USD LIBOR + 4.650%(2) | | | 688,974 | |
| | | 638,000 | | | 5.65%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(2) | | | 637,999 | |
| | | 680,260 | | | 5.95%, 12/25/2028, 1 mo. USD LIBOR + 5.000%(2) | | | 675,158 | |
| | | | | | | | | | |
| | | | | | | | | 9,408,852 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $9,763,814) | | $ | 9,408,852 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $87,988,394) | | $ | 82,074,984 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 7.3% | |
| | | | | Other Investment Pools & Funds - 7.3% | |
| | | 5,002,816 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(7) | | $ | 5,002,816 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $5,002,816) | | $ | 5,002,816 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $92,991,210) | | | 128.1 | % | | $ | 87,077,800 | |
| | | | | | Other Assets and Liabilities | | | (28.1 | )% | | | (19,121,543 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 67,956,257 | |
| | | | | | | | | | | | | | |
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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Securitized Income Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| 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, 2020, the aggregate value of these securities was $49,732,516, representing 73.2% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap. |
(3) | All, or a portion of the security, was pledged as collateral in connection with reverse repurchase agreements. As of April 30, 2020, the market value of securities pledged was $19,796,339. |
(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) | 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, 2020, the aggregate value of these securities was $6,018,861, representing 8.9% of net assets. |
(7) | Current yield as of period end. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Reverse Repurchase Agreements Outstanding at April 30, 2020 | |
Counterparty | | Interest Rate | | | Settlement Date | | | Maturity Date | | | Principal Amount | | | Value | | | Value Including Accrued Interest | |
JP Morgan Chase Bank | | | 1.550% | | | | 03/12/20 | | | | 06/10/20 | | | | USD | | | | (2,700,000 | ) | | $ | (2,700,000 | ) | | $ | (2,705,813 | ) |
JP Morgan Chase Bank | | | 1.814% | | | | 03/04/20 | | | | 06/01/20 | | | | USD | | | | (8,145,000 | ) | | | (8,145,000 | ) | | | (8,168,807 | ) |
JP Morgan Chase Bank | | | 1.900% | | | | 02/04/20 | | | | 05/01/20 | | | | USD | | | | (4,653,000 | ) | | | (4,653,000 | ) | | | (4,674,365 | ) |
JP Morgan Chase Bank | | | 2.113% | | | | 02/26/20 | | | | 05/22/20 | | | | USD | | | | (900,000 | ) | | | (900,000 | ) | | | (903,434 | ) |
JP Morgan Chase Bank | | | 1.537% | | | | 04/30/20 | | | | 07/30/20 | | | | GBP | | | | (609,082 | ) | | | (767,138 | ) | | | (767,171 | ) |
JP Morgan Chase Bank | | | 2.388% | | | | 04/08/20 | | | | 07/03/20 | | | | GBP | | | | (364,641 | ) | | | (459,265 | ) | | | (459,956 | ) |
JP Morgan Chase Bank | | | 2.338% | | | | 04/03/20 | | | | 07/03/20 | | | | GBP | | | | (926,983 | ) | | | (1,167,535 | ) | | | (1,169,624 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | (18,791,938 | ) | | $ | (18,849,170 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities pledged as collateral against open reverse repurchase agreements are noted in the Schedule of Investments.
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at April 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Short position contracts: | |
British Pound Future | | | 40 | | | | 06/15/2020 | | | $ | 3,150,500 | | | $ | 65,605 | |
Euro FX Future | | | 4 | | | | 06/15/2020 | | | | 548,100 | | | | (3,011 | ) |
| | | | | | | | | | | | | | | | |
Total | | | $ | 62,594 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 62,594 | |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Securitized Income Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Asset & Commercial Mortgage-Backed Securities | | $ | 70,896,805 | | | $ | — | | | $ | 70,896,805 | | | $ | — | |
Corporate Bonds | | | 1,769,327 | | | | — | | | | 1,769,327 | | | | — | |
U.S. Government Agencies | | | 9,408,852 | | | | — | | | | 9,408,852 | | | | — | |
Short-Term Investments | | | 5,002,816 | | | | 5,002,816 | | | | — | | | | — | |
Futures Contracts(2) | | | 65,605 | | | | 65,605 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 87,143,405 | | | $ | 5,068,421 | | | $ | 82,074,984 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Futures Contracts(2) | | $ | (3,011 | ) | | $ | (3,011 | ) | | $ | — | | | $ | — | |
Reverse Repurchase Agreements | | | (18,791,938 | ) | | | — | | | | (18,791,938 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (18,794,949 | ) | | $ | (3,011 | ) | | $ | (18,791,938 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, 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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Tax-Aware Bond Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.0% | |
| | | | | Agriculture - 0.3% | |
$ | | | 941,000 | | | Altria Group, Inc. 3.80%, 02/14/2024 | | $ | 1,007,589 | |
| | | | | | | | | | |
| | | | | Commercial Banks - 18.7% | | | |
| | | 1,656,000 | | | Bank of New York Mellon Corp. 1.95%, 08/23/2022 | | | 1,685,741 | |
| | | 2,430,000 | | | Bank of Nova Scotia 2.38%, 01/18/2023(1) | | | 2,498,907 | |
| | | 4,184,000 | | | Canadian Imperial Bank of Commerce 2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785% thereafter)(2) | | | 4,257,751 | |
| | | 3,007,000 | | | Capital One NA 2.15%, 09/06/2022 | | | 2,996,658 | |
| | | 8,000 | | | Citigroup, Inc. 6.88%, 06/01/2025 | | | 9,714 | |
| | | 1,159,000 | | | Fifth Third Bancorp 3.65%, 01/25/2024 | | | 1,224,685 | |
| | | 2,396,000 | | | HSBC Holdings plc 3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(2) | | | 2,624,577 | |
| | | | | | JPMorgan Chase & Co. | | | | |
| | | 6,185,000 | | | 2.01%, 03/13/2026, (2.01% fixed rate until 03/13/2025; 3 mo. USD SOFR + 1.585% thereafter)(2) | | | 6,245,033 | |
| | | 5,090,000 | | | 2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(2) | | | 5,161,499 | |
| | | 7,993,000 | | | National Bank of Canada 2.10%, 02/01/2023 | | | 8,094,211 | |
| | | 2,655,000 | | | PNC Financial Services Group, Inc. 3.50%, 01/23/2024 | | | 2,834,559 | |
| | | 1,265,000 | | | Regions Financial Corp. 3.80%, 08/14/2023 | | | 1,335,538 | |
| | | | | | Royal Bank of Canada | | | | |
| | | 2,428,000 | | | 2.25%, 11/01/2024 | | | 2,485,906 | |
| | | 4,570,000 | | | 2.80%, 04/29/2022 | | | 4,696,593 | |
| | | 2,755,000 | | | SunTrust Bank 2.80%, 05/17/2022 | | | 2,841,244 | |
| | | 5,626,000 | | | Toronto-Dominion Bank 2.65%, 06/12/2024 | | | 5,866,902 | |
| | | 7,508,000 | | | Truist Bank 1.25%, 03/09/2023 | | | 7,492,469 | |
| | | 4,485,000 | | | Truist Financial Corp. 2.20%, 03/16/2023 | | | 4,587,377 | |
| | | 1,934,000 | | | Wells Fargo & Co. 3.75%, 01/24/2024 | | | 2,064,182 | |
| | | | | | | | | | |
| | | | | | | | | 69,003,546 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 1.0% | |
| | | 973,000 | | | Air Lease Corp. 2.25%, 01/15/2023 | | | 903,781 | |
| | | 2,605,000 | | | Visa, Inc. 2.05%, 04/15/2030 | | | 2,683,987 | |
| | | | | | | | | | |
| | | | | | | | | 3,587,768 | |
| | | | | | | | | | |
| | | | | Healthcare-Services - 0.9% | |
| | | 820,000 | | | CommonSpirit Health 2.76%, 10/01/2024 | | | 805,259 | |
| | | 2,320,000 | | | UnitedHealth Group, Inc. 2.38%, 08/15/2024 | | | 2,442,795 | |
| | | | | | | | | | |
| | | | | | | | | 3,248,054 | |
| | | | | | | | | | |
| | | | | Machinery-Diversified - 0.5% | |
| | | 1,835,000 | | | John Deere Capital Corp. 1.20%, 04/06/2023 | | | 1,849,732 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 2.1% | |
| | | 7,348,000 | | | Exxon Mobil Corp. 2.61%, 10/15/2030 | | | 7,663,830 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 2.3% | |
| | | 3,550,000 | | | Bristol-Myers Squibb Co. 2.90%, 07/26/2024(3) | | | 3,842,153 | |
| | | 4,165,000 | | | CVS Health Corp. 3.75%, 04/01/2030 | | | 4,626,659 | |
| | | | | | | | | | |
| | | | | | | | | 8,468,812 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 1.7% | |
| | | 2,940,000 | | | Boston Properties L.P. 3.40%, 06/21/2029 | | | 3,051,843 | |
| | | 1,415,000 | | | ERP Operating L.P. 3.00%, 07/01/2029 | | | 1,479,515 | |
| | | 1,740,000 | | | Ventas Realty L.P. 2.65%, 01/15/2025 | | | 1,655,443 | |
| | | | | | | | | | |
| | | | | | | | | 6,186,801 | |
| | | | | | | | | | |
| | | | | Retail - 2.7% | |
| | | | | | Home Depot, Inc. | | | | |
| | | 1,968,000 | | | 2.13%, 09/15/2026 | | | 2,069,353 | |
| | | 1,779,000 | | | 2.95%, 06/15/2029 | | | 1,932,792 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.0% - (continued) | |
| | | | | Retail - 2.7% - (continued) | |
$ | | | 3,774,000 | | | McDonald’s Corp. 1.45%, 09/01/2025 | | $ | 3,767,204 | |
| | | 2,136,000 | | | Walmart, Inc. 2.85%, 07/08/2024 | | | 2,295,411 | |
| | | | | | | | | | |
| | | | | | | | | 10,064,760 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.5% | |
| | | 1,610,000 | | | NVIDIA Corp. 3.50%, 04/01/2040 | | | 1,809,642 | |
| | | | | | | | | | |
| | | | | Software - 2.0% | | | |
| | | 6,953,000 | | | Oracle Corp. 2.80%, 04/01/2027 | | | 7,461,082 | |
| | | | | | | | | | |
| | | | | Transportation - 0.3% | |
| | | 1,256,000 | | | United Parcel Service, Inc. 2.20%, 09/01/2024 | | | 1,298,941 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $117,313,425) | | $ | 121,650,557 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 61.0% | |
| | | | | Arizona - 0.4% | |
| | | | | | City of Phoenix, AZ, Civic Improvement Corp. | | | | |
| | | 350,000 | | | 5.00%, 07/01/2026 | | | 412,395 | |
| | | 350,000 | | | 5.00%, 07/01/2027 | | | 419,783 | |
| | | 460,000 | | | 5.00%, 07/01/2028 | | | 548,343 | |
| | | | | | | | | | |
| | | | | | | | | 1,380,521 | |
| | | | | | | | | | |
| | | | | California - 4.6% | |
| | | | | | California State, GO Taxable | | | | |
| | | 590,000 | | | 5.00%, 03/01/2023 | | | 651,207 | |
| | | 775,000 | | | 5.00%, 03/01/2024 | | | 880,229 | |
| | | 590,000 | | | 5.00%, 03/01/2025 | | | 687,403 | |
| | | 1,135,000 | | | Chino Valley, CA, Unified School Dist, GO 5.00%, 08/01/2055 | | | 1,363,691 | |
| | | 20,000 | | | East Side, CA, Union High School Dist, GO 5.25%, 02/01/2024 | | | 22,828 | |
| | | 1,000,000 | | | Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(4) | | | 689,390 | |
| | | 4,675,000 | | | Moreno Valley, CA, Unified School Dist, GO 0.00%, 08/01/2025(4) | | | 4,277,859 | |
| | | 200,000 | | | North Orange County, CA, Community College Dist, GO 0.00%, 08/01/2028(4) | | | 171,512 | |
| | | | | | Peralta, CA, Community College Dist, GO | | | | |
| | | 2,920,000 | | | 5.00%, 08/01/2021 | | | 3,065,270 | |
| | | 4,330,000 | | | 5.00%, 08/01/2022 | | | 4,704,458 | |
| | | 300,000 | | | Rialto, CA, Unified School Dist, GO0.00%, 08/01/2029(4) | | | 247,566 | |
| | | 55,000 | | | Southern California Metropolitan Water Dist5.75%, 07/01/2021 | | | 55,896 | |
| | | | | | | | | | |
| | | | | | | | | 16,817,309 | |
| | | | | | | | | | |
| | | | | Connecticut - 0.8% | |
| | | 2,830,000 | | | Connecticut Housing Finance Auth Rev4.25%, 05/15/2042 | | | 3,045,731 | |
| | | | | | | | | | |
| | | | | District of Columbia - 3.4% | |
| | | 1,910,000 | | | Dist of Columbia Housing Finance Agency Rev2.00%, 09/01/2021(5) | | | 1,914,202 | |
| | | 5,225,000 | | | Dist of Columbia Water & Sewer Auth Rev5.00%, 10/01/2052 | | | 6,097,575 | |
| | | | | | Dist of Columbia, GO | | | | |
| | | 2,800,000 | | | 5.00%, 10/01/2030 | | | 3,618,496 | |
| | | 600,000 | | | 5.00%, 06/01/2032 | | | 721,134 | |
| | | | | | | | | | |
| | | | | | | | | 12,351,407 | |
| | | | | | | | | | |
| | | | | Florida - 1.6% | |
| | | 2,565,000 | | | County of Palm Beach, FL5.00%, 11/01/2028 | | | 2,730,750 | |
| | | 1,015,000 | | | Florida Housing Finance Corp. Rev4.00%, 07/01/2049 | | | 1,078,458 | |
| | | 1,840,000 | | | Miami-Dade County, FL, Transit System5.00%, 07/01/2042 | | | 1,954,706 | |
| | | | | | | | | | |
| | | | | | | | | 5,763,914 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Tax-Aware Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 61.0% - (continued) | |
| | | | | Georgia - 3.0% | |
| | | | | | Georgia Municipal Association, Inc. | | | | |
$ | | | 50,000 | | | 5.00%, 12/01/2026 | | $ | 61,349 | |
| | | 35,000 | | | 5.00%, 12/01/2027 | | | 43,941 | |
| | | 25,000 | | | 5.00%, 12/01/2028 | | | 31,241 | |
| | | 80,000 | | | 5.00%, 12/01/2029 | | | 99,060 | |
| | | 55,000 | | | 5.00%, 12/01/2030 | | | 67,725 | |
| | | 55,000 | | | 5.00%, 12/01/2032 | | | 66,694 | |
| | | 35,000 | | | 5.00%, 12/01/2033 | | | 42,276 | |
| | | 55,000 | | | 5.00%, 12/01/2034 | | | 66,202 | |
| | | | | | Main Street, GA, Natural Gas, Inc. Rev | | | | |
| | | 3,945,000 | | | 4.00%, 08/01/2048(5) | | | 4,177,360 | |
| | | 5,905,000 | | | 4.00%, 03/01/2050(5) | | | 6,323,251 | |
| | | | | | | | | | |
| | | | | | | | | 10,979,099 | |
| | | | | | | | | | |
| | | | | Illinois - 3.8% | |
| | | | | | Champaign County, IL, Community Unit School Dist No. 4 | | | | |
| | | 130,000 | | | 5.00%, 01/01/2027 | | | 155,158 | |
| | | 475,000 | | | 5.00%, 01/01/2029 | | | 564,932 | |
| | | 695,000 | | | Chicago, IL, Metropolitan Water Reclamation Dist, GO5.25%, 12/01/2032 | | | 903,166 | |
| | | 1,145,000 | | | Chicago, IL, Transit Auth5.00%, 06/01/2025 | | | 1,334,623 | |
| | | | | | Illinois Housing Dev Auth | | | | |
| | | 7,065,000 | | | 3.75%, 04/01/2050 | | | 7,516,453 | |
| | | 1,615,000 | | | 4.50%, 10/01/2048 | | | 1,748,254 | |
| | | | | | Metropolitan Pier & Exposition Auth, IL | | | | |
| | | 80,000 | | | 0.00%, 06/15/2020(4) | | | 79,779 | |
| | | 90,000 | | | 0.00%, 06/15/2028(4) | | | 67,631 | |
| | | 330,000 | | | 5.00%, 06/15/2050 | | | 331,492 | |
| | | 1,350,000 | | | Railsplitter, IL, Tobacco Settlement Auth5.00%, 06/01/2022 | | | 1,447,173 | |
| | | | | | | | | | |
| | | | | | | | | 14,148,661 | |
| | | | | | | | | | |
| | | | | Indiana - 0.3% | |
| | | 1,040,000 | | | Indiana Housing & Community Dev Auth4.00%, 07/01/2048 | | | 1,105,634 | |
| | | | | | | | | | |
| | | | | Iowa - 0.2% | |
| | | 820,000 | | | Iowa Finance Auth 4.00%, 07/01/2048 | | | 873,005 | |
| | | | | | | | | | |
| | | | | Kentucky - 4.3% | |
| | | | | | Kentucky Public Energy Auth | | | | |
| | | 6,080,000 | | | 4.00%, 12/01/2049(5) | | | 6,442,003 | |
| | | 6,265,000 | | | 4.00%, 02/01/2050(5) | | | 6,748,219 | |
| | | | | | Kentucky State Property & Building Commission Rev | | | | |
| | | 660,000 | | | 5.00%, 05/01/2024 | | | 725,848 | |
| | | 1,175,000 | | | 5.00%, 08/01/2024 | | | 1,298,434 | |
| | | 445,000 | | | 5.00%, 05/01/2025 | | | 496,794 | |
| | | | | | | | | | |
| | | | | | | | | 15,711,298 | |
| | | | | | | | | | |
| | | | | Louisiana - 0.3% | |
| | | 410,000 | | | Louisiana Housing Corp. Rev 4.50%, 12/01/2047 | | | 444,604 | |
| | | 905,000 | | | Parish of Saint John the Baptist, LA 2.10%, 06/01/2037(5) | | | 795,061 | |
| | | | | | | | | | |
| | | | | | | | | 1,239,665 | |
| | | | | | | | | | |
| | | | | Maine - 0.6% | |
| | | 2,030,000 | | | Maine State Housing Auth 4.00%, 11/15/2048 | | | 2,162,052 | |
| | | | | | | | | | |
| | | | | Maryland - 0.6% | |
| | | 1,955,000 | | | Maryland Community Dev Administration Rev 4.50%, 09/01/2048 | | | 2,123,795 | |
| | | | | | | | | | |
| | | | | Massachusetts - 5.4% | |
| | | | | | Commonwealth of Massachusetts, GO | | | | |
| | | 1,000,000 | | | 0.24%, 01/01/2021(5) | | | 1,000,000 | |
| | | 1,685,000 | | | 5.00%, 01/01/2035 | | | 2,041,580 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 61.0% - (continued) | |
| | | | | Massachusetts - 5.4% - (continued) | |
| | | | | | Massachusetts Educational Financing Auth | | | | |
$ | | | 665,000 | | | 3.17%, 07/01/2025 | | $ | 685,828 | |
| | | 510,000 | | | 3.27%, 07/01/2026 | | | 535,061 | |
| | | 560,000 | | | 3.38%, 07/01/2027 | | | 585,317 | |
| | | 8,875,000 | | | Massachusetts Health & Educational Facs Auth 0.20%, 07/01/2027(5) | | | 8,875,000 | |
| | | 6,330,000 | | | University of Massachusetts Building Auth 0.22%, 05/01/2038(5) | | | 6,330,000 | |
| | | | | | | | | | |
| | | | | | | | | 20,052,786 | |
| | | | | | | | | | |
| | | | | Michigan - 0.6% | |
| | | 1,200,000 | | | Lansing, MI, Board of Water & Light 5.00%, 07/01/2030 | | | 1,259,556 | |
| | | | | | Southgate, MI, Community School Dist, GO | | | | |
| | | 255,000 | | | 5.00%, 05/01/2024 | | | 291,631 | |
| | | 350,000 | | | 5.00%, 05/01/2025 | | | 409,531 | |
| | | 320,000 | | | State of Michigan Rev 5.00%, 03/15/2027 | | | 390,189 | |
| | | | | | | | | | |
| | | | | | | | | 2,350,907 | |
| | | | | | | | | | |
| | | | | Missouri - 4.0% | |
| | | 8,045,000 | | | Curators of The University Of Missouri 5.00%, 11/01/2030 | | | 10,584,324 | |
| | | | | | Missouri Housing Dev Commission Rev | | | | |
| | | 2,025,000 | | | 4.25%, 05/01/2049 | | | 2,175,802 | |
| | | 1,755,000 | | | 4.75%, 05/01/2049 | | | 1,918,390 | |
| | | | | | | | | | |
| | | | | | | | | 14,678,516 | |
| | | | | | | | | | |
| | | | | Montana - 0.1% | |
| | | | | | State of Montana | | | | |
| | | 165,000 | | | 5.00%, 08/01/2020 | | | 166,619 | |
| | | 120,000 | | | 5.00%, 08/01/2021 | | | 125,815 | |
| | | 100,000 | | | 5.00%, 08/01/2022 | | | 108,845 | |
| | | | | | | | | | |
| | | | | | | | | 401,279 | |
| | | | | | | | | | |
| | | | | Nebraska - 0.7% | |
| | | 1,325,000 | | | Nebraska Investment Finance Auth Rev 4.00%, 09/01/2048 | | | 1,414,636 | |
| | | 1,230,000 | | | Omaha Public Power Dist 5.00%, 02/01/2025 | | | 1,320,491 | |
| | | | | | | | | | |
| | | | | | | | | 2,735,127 | |
| | | | | | | | | | |
| | | | | Nevada - 0.4% | |
| | | 1,515,000 | | | Nevada Housing Division 4.00%, 10/01/2049 | | | 1,621,883 | |
| | | | | | | | | | |
| | | | | New Jersey - 2.0% | |
| | | 1,430,000 | | | Garden State, NJ, Preservation Trust 5.75%, 11/01/2028 | | | 1,775,988 | |
| | | | | | New Jersey Economic Dev Auth | |
| | | 70,000 | | | 5.00%, 03/01/2026 | | | 71,308 | |
| | | 285,000 | | | 5.00%, 06/15/2027 | | | 295,784 | |
| | | 565,000 | | | 5.00%, 06/15/2028 | | | 583,295 | |
| | | | | | New Jersey Transportation Trust Fund Auth | |
| | | 405,000 | | | 5.00%, 06/15/2024 | | | 433,958 | |
| | | 1,530,000 | | | 5.00%, 12/15/2028 | | | 1,583,596 | |
| | | 685,000 | | | 5.50%, 12/15/2022 | | | 725,031 | |
| | | | | | New Jersey Turnpike Auth | |
| | | 110,000 | | | 5.00%, 01/01/2023 | | | 119,917 | |
| | | 605,000 | | | 5.00%, 01/01/2029 | | | 719,660 | |
| | | 740,000 | | | Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029 | | | 869,552 | |
| | | | | | | | | | |
| | | | | | | | | 7,178,089 | |
| | | | | | | | | | |
| | | | | New Mexico - 0.3% | |
| | | 1,090,000 | | | New Mexico Mortgage Finance Auth 4.00%, 01/01/2049 | | | 1,163,542 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Tax-Aware Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 61.0% - (continued) | |
| | | | | New York - 0.3% | |
$ | | | 1,190,000 | | | City of New York, NY, GO 0.17%, 04/01/2042(5) | | $ | 1,190,000 | |
| | | | | | | | | | |
| | | | | North Dakota - 1.0% | |
| | | 3,265,000 | | | North Dakota Housing Finance Agency 4.00%, 01/01/2050 | | | 3,529,106 | |
| | | | | | | | | | |
| | | | | Ohio - 2.1% | |
| | | 1,750,000 | | | Ohio Housing Finance Agency 4.50%, 09/01/2048 | | | 1,889,580 | |
| | | | | | Ohio State University | |
| | | 5,000 | | | 5.00%, 12/01/2030 | | | 6,717 | |
| | | 5,000 | | | 5.00%, 12/01/2031 | | | 6,771 | |
| | | 1,680,000 | | | Ohio Turnpike & Infrastructure Commission Rev 0.00%, 02/15/2038(4) | | | 969,360 | |
| | | 1,395,000 | | | 0.00%, 02/15/2041(4) | | | 713,319 | |
| | | 2,320,000 | | | Ohio Water Dev Auth Water Pollution Control Loan Fund 5.00%, 12/01/2044 | | | 2,839,703 | |
| | | 965,000 | | | State of Ohio, GO 5.00%, 08/01/2027 | | | 1,206,347 | |
| | | | | | | | | | |
| | | | | | | | | 7,631,797 | |
| | | | | | | | | | |
| | | | | Oklahoma - 0.4% | |
| | | 1,270,000 | | | Oklahoma Housing Finance Agency 4.00%, 03/01/2050 | | | 1,370,355 | |
| | | | | | | | | | |
| | | | | Oregon - 2.8% | |
| | | 5,350,000 | | | City of Portland OR Water System Rev 5.00%, 05/01/2044 | | | 6,470,557 | |
| | | 3,310,000 | | | Multnomah County, OR, School Dist No 1 Portland, GO 5.00%, 06/15/2025 | | | 3,924,303 | |
| | | | | | | | | | |
| | | | | | | | | 10,394,860 | |
| | | | | | | | | | |
| | | | | Pennsylvania - 1.8% | |
| | | 635,000 | | | Commonwealth Finance Auth, PA 5.00%, 06/01/2032 | | | 724,897 | |
| | | 1,295,000 | | | Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 | | | 1,509,530 | |
| | | 2,285,000 | | | Pennsylvania Housing Finance Agency 3.50%, 04/01/2049 | | | 2,400,278 | |
| | | | | | Pennsylvania Turnpike Commission Rev | |
| | | 240,000 | | | 5.00%, 12/01/2026 | | | 286,152 | |
| | | 705,000 | | | 5.00%, 12/01/2027 | | | 856,857 | |
| | | 445,000 | | | 5.00%, 12/01/2028 | | | 538,374 | |
| | | | | | Reading, PA, School Dist, GO | |
| | | 70,000 | | | 5.00%, 03/01/2025 | | | 81,132 | |
| | | 55,000 | | | 5.00%, 03/01/2026 | | | 65,198 | |
| | | 50,000 | | | 5.00%, 03/01/2027 | | | 60,591 | |
| | | | | | | | | | |
| | | | | | | | | 6,523,009 | |
| | | | | | | | | | |
| | | | | Rhode Island - 2.5% | |
| | | | | | Rhode Island Housing & Mortgage Finance Corp. | |
| | | 6,655,000 | | | 3.75%, 10/01/2049 | | | 7,076,262 | |
| | | 2,080,000 | | | 4.00%, 10/01/2048 | | | 2,212,246 | |
| | | | | | | | | | |
| | | | | | | | | 9,288,508 | |
| | | | | | | | | | |
| | | | | South Carolina - 2.7% | |
| | | 6,375,000 | | | Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048(5) | | | 6,759,030 | |
| | | 2,505,000 | | | South Carolina Jobs-Economic Dev Auth 3.75%, 01/01/2050 | | | 2,673,486 | |
| | | 250,000 | | | Tobacco Settlement Revenue Mgmt Auth, SC 6.38%, 05/15/2030 | | | 337,130 | |
| | | | | | | | | | |
| | | | | | | | | 9,769,646 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 61.0% - (continued) | |
| | | | | Tennessee - 0.5% | |
$ | | | 250,000 | | | Metropolitan Nashville, TN, Airport Auth 5.00%, 07/01/2049 | | $ | 282,033 | |
| | | 1,445,000 | | | Tennessee Housing Dev Agency 4.50%, 07/01/2049 | | | 1,562,305 | |
| | | | | | | | | | |
| | | | | | | | | 1,844,338 | |
| | | | | | | | | | |
| | | | | Texas - 4.6% | |
| | | 2,375,000 | | | Arlington, TX, Higher Education Finance Corp. 5.00%, 12/01/2047 | | | 2,713,414 | |
| | | 705,000 | | | Bexar County, TX, Hospital Dist, GO 5.00%, 02/15/2030 | | | 876,618 | |
| | | 210,000 | | | Dallas, TX, Area Rapid Transit Sales Tax Rev 5.25%, 12/01/2030 | | | 278,813 | |
| | | 1,190,000 | | | Dallas-Fort Worth, TX, International Airport Rev 2.04%, 11/01/2024 | | | 1,184,788 | |
| | | | | | Fort Bend, TX, Independent School Dist, GO | |
| | | 475,000 | | | 5.00%, 08/15/2022 | | | 515,555 | |
| | | 530,000 | | | 5.00%, 08/15/2023 | | | 594,723 | |
| | | 275,000 | | | 5.00%, 08/15/2024 | | | 317,812 | |
| | | | | | Harris County, TX, Cultural Education Facs Finance Corp. | |
| | | 430,000 | | | 5.00%, 11/15/2027 | | | 533,080 | |
| | | 450,000 | | | 5.00%, 11/15/2028 | | | 554,643 | |
| | | 430,000 | | | 5.00%, 11/15/2029 | | | 526,565 | |
| | | 45,000 | | | Harris County, TX, Flood Control Dist 5.00%, 10/01/2024 | | | 45,789 | |
| | | | | | Lower Colorado River, TX, Auth Rev | |
| | | 370,000 | | | 5.00%, 05/15/2029 | | | 471,136 | |
| | | 140,000 | | | 5.00%, 05/15/2030 | | | 180,711 | |
| | | 100,000 | | | North East Texas Independent School Dist 5.25%, 02/01/2027 | | | 124,209 | |
| | | | | | Northwest, TX, Independent School Dist | |
| | | 160,000 | | | 5.00%, 02/15/2025 | | | 187,978 | |
| | | 90,000 | | | 5.00%, 02/15/2026 | | | 108,453 | |
| | | 530,000 | | | 5.00%, 02/15/2027 | | | 653,866 | |
| | | 705,000 | | | 5.00%, 02/15/2028 | | | 889,026 | |
| | | 480,000 | | | 5.00%, 02/15/2029 | | | 616,435 | |
| | | 365,000 | | | 5.00%, 02/15/2030 | | | 476,062 | |
| | | | | | Texas Department of Housing & Community Affairs Rev | |
| | | 1,305,000 | | | 4.00%, 03/01/2050 | | | 1,411,932 | |
| | | 1,070,000 | | | 4.75%, 03/01/2049 | | | 1,169,200 | |
| | | 880,000 | | | University of Texas 5.00%, 05/15/2035 | | | 1,058,200 | |
| | | | | | University of Texas System | |
| | | 450,000 | | | 5.00%, 08/15/2027 | | | 562,689 | |
| | | 340,000 | | | 5.00%, 08/15/2028 | | | 421,603 | |
| | | 480,000 | | | University of Texas, Permanent University Fund 5.25%, 07/01/2028 | | | 619,584 | |
| | | | | | | | | | |
| | | | | | | | | 17,092,884 | |
| | | | | | | | | | |
| | | | | Virginia - 2.6% | |
| | | 610,000 | | | Virginia College Building Auth 5.00%, 02/01/2023 | | | 655,433 | |
| | | 1,115,000 | | | Virginia Commonwealth Transportation Board 5.00%, 05/15/2031 | | | 1,164,851 | |
| | | 2,355,000 | | | Virginia Public Building Auth 5.00%, 08/01/2029 | | | 2,880,636 | |
| | | 4,985,000 | | | Virginia Small Business Financing Auth 0.25%, 07/01/2042(5) | | | 4,985,000 | |
| | | | | | | | | | |
| | | | | | | | | 9,685,920 | |
| | | | | | | | | | |
| | | | | Washington - 1.3% | |
| | | 1,215,000 | | | Chelan County, WA, Public Utility Dist No. 1 5.00%, 07/01/2022 | | | 1,317,352 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Tax-Aware Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 61.0% - (continued) | |
| | | | | Washington - 1.3% - (continued) | |
$ | | | 3,075,000 | | | Washington State Housing Finance Commission Rev 4.00%, 12/01/2048 | | $ | 3,279,764 | |
| | | | | | | | | | |
| | | | | | | | | 4,597,116 | |
| | | | | | | | | | |
| | | | | West Virginia - 0.1% | |
| | | 360,000 | | | West Virginia Commissioner of Highways 5.00%, 09/01/2026 | | | 438,059 | |
| | | | | | | | | | |
| | | | | Wisconsin - 0.5% | |
| | | | | | Wisconsin Health & Educational Facs Auth | |
| | | 825,000 | | | 5.00%, 04/01/2032 | | | 961,603 | |
| | | 650,000 | | | 5.00%, 04/01/2033 | | | 752,759 | |
| | | | | | | | | | |
| | | | | | | | | 1,714,362 | |
| | | | | | | | | | |
| | | | | Wyoming - 0.4% | |
| | | 1,370,000 | | | Wyoming Community Dev Auth 4.00%, 06/01/2043 | | | 1,457,570 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Municipal Bonds (cost $220,684,803) | | $ | 224,411,750 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 0.2% | |
| | | | | U.S. Treasury Securities - 0.2% | |
| | | 706,000 | | | U.S. Treasury Notes 0.38%, 03/31/2022 | | | 708,427 | |
| | | | | | | | | | |
| | | | | | | | | 708,427 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $707,957) | | $ | 708,427 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $338,706,185) | | $ | 346,770,734 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 12.2% | |
| | | | | Other Investment Pools & Funds - 4.7% | |
| | | 17,296,002 | | | Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class, 0.14%(6) | | | 17,296,002 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 0.7% | |
| | | 127,465 | | | Citibank NA DDCA, 0.04%, 5/1/2020(6) | | | 127,465 | |
| | | 1,171,789 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6) | | | 1,171,789 | |
| | | 711,966 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6) | | | 711,966 | |
| | | 533,025 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6) | | | 533,025 | |
| | | | | | | | | | |
| | | | | | | | | 2,544,245 | |
| | | | | | | | | | |
| | | | | U.S. Treasury - 6.8% | |
| | | | | | U.S. Treasury Bills | |
| | | 919,000 | | | 0.05%, 07/16/2020(7) | | | 918,813 | |
| | | 24,250,000 | | | 0.28%, 07/16/2020(7) | | | 24,245,073 | |
| | | | | | | | | | |
| | | | | | | | | 25,163,886 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $44,995,081) | | $ | 45,004,133 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $383,701,266) | | | 106.4 | % | | $ | 391,774,867 | |
| | | | | | Other Assets & Liabilities | | | (6.4 | )% | | | (23,710,814 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 368,064,053 | |
| | | | | | | | | | | | | | |
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) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(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, 2020, the aggregate value of this security was $3,842,153, representing 1.0% of net assets. |
(4) | Security is a zero-coupon bond. |
(5) | 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. |
(6) | Current yield as of period end. |
(7) | The rate shown represents current yield to maturity. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders Tax-Aware Bond Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at April 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Short position contracts: | |
U.S. Treasury 10-Year Note Future | | | 111 | | | | 06/19/2020 | | | $ | 15,435,938 | | | $ | (38,887 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | (38,887 | ) |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Corporate Bonds | | $ | 121,650,557 | | | $ | — | | | $ | 121,650,557 | | | $ | — | |
Municipal Bonds | | | 224,411,750 | | | | — | | | | 224,411,750 | | | | — | |
U.S. Government Securities | | | 708,427 | | | | — | | | | 708,427 | | | | — | |
Short-Term Investments | | | 45,004,133 | | | | 19,840,247 | | | | 25,163,886 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 391,774,867 | | | $ | 19,840,247 | | | $ | 371,934,620 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (38,887 | ) | | $ | (38,887 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (38,887 | ) | | $ | (38,887 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, 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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders US MidCap Opportunities Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.4% | |
| | | Banks - 4.4% | |
| 140,003 | | | Commerce Bancshares, Inc.(1) | | $ | 8,566,783 | |
| 74,861 | | | First Republic Bank | | | 7,807,254 | |
| 70,448 | | | M&T Bank Corp. | | | 7,895,812 | |
| 167,258 | | | Zions Bancorp N.A. | | | 5,287,025 | |
| | | | | | | | |
| | | | | | | 29,556,874 | |
| | | | | | | | |
| | | Capital Goods - 9.6% | |
| 260,069 | | | BWX Technologies, Inc. | | | 13,799,261 | |
| 55,684 | | | Dover Corp. | | | 5,214,807 | |
| 169,331 | | | Fortune Brands Home & Security, Inc. | | | 8,161,754 | |
| 230,575 | | | Hexcel Corp. | | | 7,975,589 | |
| 78,514 | | | IDEX Corp. | | | 12,062,106 | |
| 236,477 | | | Pentair plc | | | 8,179,739 | |
| 45,858 | | | Snap-on, Inc. | | | 5,974,839 | |
| 45,731 | | | Trane Technologies plc | | | 3,997,804 | |
| | | | | | | | |
| | | | | | | 65,365,899 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.6% | |
| 357,091 | | | KAR Auction Services, Inc. | | | 5,349,223 | |
| 126,954 | | | Stericycle, Inc.* | | | 6,195,355 | |
| 73,662 | | | Verisk Analytics, Inc. | | | 11,257,764 | |
| 100,378 | | | Waste Connections, Inc. | | | 8,623,474 | |
| | | | | | | | |
| | | | | | | 31,425,816 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 1.9% | |
| 146,495 | | | Mohawk Industries, Inc.* | | | 12,850,541 | |
| | | | | | | | |
| | | Consumer Services - 3.0% | |
| 395,391 | | | Aramark | | | 10,798,128 | |
| 276,178 | | | ServiceMaster Global Holdings, Inc.* | | | 9,403,861 | |
| | | | | | | | |
| | | | | | | 20,201,989 | |
| | | | | | | | |
| | | Diversified Financials - 1.0% | |
| 100,313 | | | Raymond James Financial, Inc. | | | 6,612,633 | |
| | | | | | | | |
| | | | Energy - 1.3% | |
| 77,957 | | | Diamondback Energy, Inc. | | | 3,394,248 | |
| 57,202 | | | Pioneer Natural Resources Co. | | | 5,108,710 | |
| | | | | | | | |
| | | | | | | 8,502,958 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.4% | |
| 31,509 | | | Casey’s General Stores, Inc. | | | 4,770,778 | |
| 393,410 | | | Performance Food Group Co.* | | | 11,546,583 | |
| | | | | | | | |
| | | | | | | 16,317,361 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.5% | |
| 126,216 | | | Centene Corp.* | | | 8,403,461 | |
| 36,411 | | | Cooper Cos., Inc. | | | 10,439,034 | |
| 236,561 | | | Dentsply Sirona, Inc. | | | 10,039,649 | |
| 189,548 | | | Encompass Health Corp. | | | 12,557,555 | |
| 47,323 | | | Masimo Corp.* | | | 10,122,863 | |
| 80,271 | | | Universal Health Services, Inc. Class B | | | 8,483,842 | |
| 58,088 | | | West Pharmaceutical Services, Inc. | | | 10,993,735 | |
| | | | | | | | |
| | | | | | | 71,040,139 | |
| | | | | | | | |
| | | Insurance - 8.2% | |
| 121,592 | | | Arthur J Gallagher & Co. | | | 9,544,972 | |
| 146,511 | | | Assurant, Inc. | | | 15,565,329 | |
| 290,117 | | | Brown & Brown, Inc. | | | 10,418,101 | |
| 134,633 | | | Globe Life, Inc. | | | 11,085,681 | |
| 88,963 | | | Reinsurance Group of America, Inc. | | | 9,312,647 | |
| | | | | | | | |
| | | | | | | 55,926,730 | |
| | | | | | | | |
| | | Materials - 4.1% | |
| 165,196 | | | Ashland Global Holdings, Inc. | | | 10,190,941 | |
| 124,953 | | | Crown Holdings, Inc.* | | | 8,048,223 | |
| 689,412 | | | Graphic Packaging Holding Co. | | | 9,203,650 | |
| | | | | | | | |
| | | | | | | 27,442,814 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.4% - (continued) | |
| | | Media & Entertainment - 2.7% | |
| 49,623 | | | IAC/InterActiveCorp.* | | $ | 11,089,748 | |
| 61,489 | | | Take-Two Interactive Software, Inc.* | | | 7,443,244 | |
| | | | | | | | |
| | | | | | | 18,532,992 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 3.5% | |
| 224,108 | | | Catalent, Inc.* | | | 15,497,068 | |
| 88,373 | | | PerkinElmer, Inc. | | | 8,000,408 | |
| | | | | | | | |
| | | | | | | 23,497,476 | |
| | | | | | | | |
| | | | Real Estate - 6.9% | |
| 54,726 | | | Alexandria Real Estate Equities, Inc. REIT | | | 8,596,907 | |
| 144,158 | | | Americold Realty Trust REIT | | | 4,409,793 | |
| 296,235 | | | Douglas Emmett, Inc. REIT | | | 9,032,205 | |
| 140,266 | | | Equity LifeStyle Properties, Inc. REIT | | | 8,459,442 | |
| 46,891 | | | Mid-America Apartment Communities, Inc. REIT | | | 5,248,041 | |
| 37,919 | | | SBA Communications Corp. REIT | | | 10,993,477 | |
| | | | | | | | |
| | | | | | | 46,739,865 | |
| | | | | | | | |
| | | | Retailing - 3.4% | |
| 95,255 | | | Advance Auto Parts, Inc. | | | 11,517,282 | |
| 451,075 | | | LKQ Corp.* | | | 11,795,611 | |
| | | | | | | | |
| | | | | | | 23,312,893 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 3.8% | |
| 189,754 | | | Entegris, Inc. | | | 10,290,359 | |
| 89,609 | | | Microchip Technology, Inc. | | | 7,861,398 | |
| 487,660 | | | ON Semiconductor Corp.* | | | 7,824,505 | |
| | | | | | | | |
| | | | | | | 25,976,262 | |
| | | | | | | | |
| | | | Software & Services - 13.8% | |
| 111,277 | | | Amdocs Ltd. | | | 7,170,690 | |
| 128,315 | | | Black Knight, Inc.* | | | 9,055,190 | |
| 91,403 | | | Cadence Design Systems, Inc.* | | | 7,415,525 | |
| 25,218 | | | EPAM Systems, Inc.* | | | 5,570,404 | |
| 47,589 | | | Fortinet, Inc.* | | | 5,127,239 | |
| 274,760 | | | Genpact Ltd. | | | 9,459,987 | |
| 122,398 | | | Leidos Holdings, Inc. | | | 12,094,146 | |
| 120,972 | | | PTC, Inc.* | | | 8,377,311 | |
| 61,197 | | | Synopsys, Inc.* | | | 9,615,273 | |
| 353,493 | | | Teradata Corp.* | | | 8,692,393 | |
| 53,901 | | | VeriSign, Inc.* | | | 11,291,720 | |
| | | | | | | | |
| | | | | | | 93,869,878 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 5.0% | |
| 109,231 | | | Arrow Electronics, Inc.* | | | 6,872,815 | |
| 171,636 | | | Ciena Corp.* | | | 7,938,165 | |
| 180,778 | | | Dolby Laboratories, Inc. Class A | | | 10,852,103 | |
| 194,517 | | | FLIR Systems, Inc. | | | 8,442,038 | |
| | | | | | | | |
| | | | | | | 34,105,121 | |
| | | | | | | | |
| | | | Utilities - 6.3% | |
| 239,139 | | | Alliant Energy Corp. | | | 11,610,199 | |
| 350,594 | | | CenterPoint Energy, Inc. | | | 5,970,616 | |
| 73,775 | | | CMS Energy Corp. | | | 4,211,815 | |
| 54,089 | | | Eversource Energy | | | 4,364,982 | |
| 227,818 | | | FirstEnergy Corp. | | | 9,402,049 | |
| 293,640 | | | NiSource, Inc. | | | 7,373,300 | |
| | | | | | | | |
| | | | | | | 42,932,961 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $567,430,605) | | $ | 654,211,202 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders US MidCap Opportunities Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 3.9% | |
| | | Other Investment Pools & Funds - 3.9% | |
| 26,255,719 | | | Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 0.14%(2) | | $ | 26,255,719 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | |
| 14,300 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 14,300 | |
| 131,457 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 131,457 | |
| 79,872 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 79,872 | |
| 59,797 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 59,797 | |
| | | | | | | | |
| | | | | | | 285,426 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $26,541,145) | | $ | 26,541,145 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | |
| | | |
| | | | Total Investments (cost $593,971,750) | | | 100.3 | % | | $ | 680,752,347 | |
| | | | Other Assets and Liabilities | | | (0.3 | )% | | | (1,897,874 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 678,854,473 | |
| | | | | | | | | | | | |
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. |
(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. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 29,556,874 | | | $ | 29,556,874 | | | $ | — | | | $ | — | |
Capital Goods | | | 65,365,899 | | | | 65,365,899 | | | | — | | | | — | |
Commercial & Professional Services | | | 31,425,816 | | | | 31,425,816 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 12,850,541 | | | | 12,850,541 | | | | — | | | | — | |
Consumer Services | | | 20,201,989 | | | | 20,201,989 | | | | — | | | | — | |
Diversified Financials | | | 6,612,633 | | | | 6,612,633 | | | | — | | | | — | |
Energy | | | 8,502,958 | | | | 8,502,958 | | | | — | | | | — | |
Food & Staples Retailing | | | 16,317,361 | | | | 16,317,361 | | | | — | | | | — | |
Health Care Equipment & Services | | | 71,040,139 | | | | 71,040,139 | | | | — | | | | — | |
Insurance | | | 55,926,730 | | | | 55,926,730 | | | | — | | | | — | |
Materials | | | 27,442,814 | | | | 27,442,814 | | | | — | | | | — | |
Media & Entertainment | | | 18,532,992 | | | | 18,532,992 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 23,497,476 | | | | 23,497,476 | | | | — | | | | — | |
Real Estate | | | 46,739,865 | | | | 46,739,865 | | | | — | | | | — | |
Retailing | | | 23,312,893 | | | | 23,312,893 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 25,976,262 | | | | 25,976,262 | | | | — | | | | — | |
Software & Services | | | 93,869,878 | | | | 93,869,878 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 34,105,121 | | | | 34,105,121 | | | | — | | | | — | |
Utilities | | | 42,932,961 | | | | 42,932,961 | | | | — | | | | — | |
Short-Term Investments | | | 26,541,145 | | | | 26,541,145 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 680,752,347 | | | $ | 680,752,347 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders US Small Cap Opportunities Fund |
Schedule of Investments
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 94.0% | |
| | | Automobiles & Components - 1.3% | |
| 27,734 | | | Gentherm, Inc.* | | $ | 1,038,361 | |
| 44,310 | | | Standard Motor Products, Inc. | | | 1,802,974 | |
| | | | | | | | |
| | | | | | | 2,841,335 | |
| | | | | | | | |
| | | Banks - 8.7% | |
| 11,847 | | | Cambridge Bancorp(1) | | | 660,826 | |
| 101,248 | | | CenterState Bank Corp. | | | 1,760,703 | |
| 5,619 | | | First Citizens BancShares, Inc. Class A | | | 2,146,458 | |
| 88,319 | | | First Interstate BancSystem, Inc. Class A | | | 2,985,182 | |
| 50,133 | | | First Merchants Corp. | | | 1,419,265 | |
| 89,682 | | | First Midwest Bancorp, Inc. | | | 1,325,500 | |
| 62,017 | | | Heritage Financial Corp. | | | 1,243,441 | |
| 38,246 | | | Lakeland Financial Corp. | | | 1,618,953 | |
| 88,603 | | | OceanFirst Financial Corp. | | | 1,492,960 | |
| 64,975 | | | Seacoast Banking Corp. of Florida*(1) | | | 1,459,988 | |
| 92,273 | | | United Community Banks, Inc. | | | 1,951,113 | |
| 7,658 | | | Westamerica Bancorporation. | | | 482,454 | |
| | | | | | | | |
| | | | | | | 18,546,843 | |
| | | | | | | | |
| | | Capital Goods - 10.4% | |
| 33,483 | | | Albany International Corp. Class A | | | 1,712,321 | |
| 53,547 | | | Apogee Enterprises, Inc. | | | 1,094,501 | |
| 40,816 | | | Comfort Systems USA, Inc. | | | 1,359,173 | |
| 49,294 | | | Dycom Industries, Inc.* | | | 1,606,984 | |
| 42,824 | | | EnPro Industries, Inc. | | | 1,942,068 | |
| 30,628 | | | ESCO Technologies, Inc. | | | 2,336,916 | |
| 16,735 | | | Generac Holdings, Inc.* | | | 1,630,658 | |
| 37,789 | | | Hexcel Corp. | | | 1,307,122 | |
| 14,111 | | | IDEX Corp. | | | 2,167,873 | |
| 19,963 | | | MasTec, Inc.* | | | 716,672 | |
| 14,663 | | | Simpson Manufacturing Co., Inc. | | | 1,057,202 | |
| 153,120 | | | Univar Solutions, Inc.* | | | 2,223,302 | |
| 25,074 | | | Valmont Industries, Inc. | | | 2,939,676 | |
| | | | | | | | |
| | | | | | | 22,094,468 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.1% | |
| 92,829 | | | ASGN, Inc.* | | | 4,311,907 | |
| 155,410 | | | KAR Auction Services, Inc. | | | 2,328,042 | |
| | | | | | | | |
| | | | | | | 6,639,949 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 4.8% | |
| 52,798 | | | Brunswick Corp. | | | 2,519,521 | |
| 13,619 | | | Cavco Industries, Inc.* | | | 2,106,587 | |
| 37,025 | | | Oxford Industries, Inc. | | | 1,552,088 | |
| 116,988 | | | Skyline Champion Corp.* | | | 2,305,833 | |
| 65,733 | | | Steven Madden Ltd. | | | 1,647,926 | |
| | | | | | | | |
| | | | | | | 10,131,955 | |
| | | | | | | | |
| | | Consumer Services - 3.5% | |
| 78,272 | | | Cheesecake Factory, Inc. | | | 1,744,683 | |
| 112,687 | | | Extended Stay America, Inc. | | | 1,224,907 | |
| 101,526 | | | Red Rock Resorts, Inc. Class A | | | 1,112,725 | |
| 100,277 | | | ServiceMaster Global Holdings, Inc.* | | | 3,414,432 | |
| | | | | | | | |
| | | | | | | 7,496,747 | |
| | | | | | | | |
| | | Diversified Financials - 3.0% | |
| 113,091 | | | Compass Diversified Holdings(1) | | | 2,271,998 | |
| 116,407 | | | Golub Capital BDC, Inc.(1) | | | 1,194,336 | |
| 49,541 | | | Houlihan Lokey, Inc. | | | 2,941,745 | |
| | | | | | | | |
| | | | | | | 6,408,079 | |
| | | | | | | | |
| | | Energy - 0.6% | |
| 35,390 | | | Cactus, Inc. Class A | | | 629,234 | |
| 108,753 | | | Solaris Oilfield Infrastructure, Inc. Class A(1) | | | 743,871 | |
| | | | | | | | |
| | | | | | | 1,373,105 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 94.0% - (continued) | |
| | | Food & Staples Retailing - 1.7% | |
| 121,271 | | | Performance Food Group Co.* | | $ | 3,559,304 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.5% | |
| 126,923 | | | Darling Ingredients, Inc.*(1) | | | 2,613,344 | |
| 36,625 | | | Hain Celestial Group, Inc.* | | | 946,390 | |
| 171,657 | | | Primo Water Corp. | | | 1,761,201 | |
| | | | | | | | |
| | | | | | | 5,320,935 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 3.7% | |
| 182,151 | | | Change Healthcare, Inc.* | | | 2,120,238 | |
| 119,203 | | | Envista Holdings Corp. | | | 2,320,882 | |
| 8,553 | | | ICU Medical, Inc.* | | | 1,875,758 | |
| 202,365 | | | Sientra, Inc.* | | | 465,440 | |
| 6,590 | | | Teladoc Health, Inc.* | | | 1,084,648 | |
| | | | | | | | |
| | | | | | | 7,866,966 | |
| | | | | | | | |
| | | Insurance - 7.3% | |
| 38,543 | | | AMERISAFE, Inc. | | | 2,454,033 | |
| 71,521 | | | Axis Capital Holdings Ltd. | | | 2,617,669 | |
| 64,749 | | | Brown & Brown, Inc. | | | 2,325,137 | |
| 48,326 | | | James River Group Holdings Ltd. | | | 1,714,606 | |
| 24,956 | | | Kemper Corp. | | | 1,677,542 | |
| 45,717 | | | Palomar Holdings, Inc.* | | | 2,674,445 | |
| 19,918 | | | Reinsurance Group of America, Inc. | | | 2,085,016 | |
| | | | | | | | |
| | | | | | | 15,548,448 | |
| | | | | | | | |
| | | Materials - 8.4% | |
| 110,158 | | | Ardagh Group S.A. | | | 1,370,366 | |
| 52,441 | | | Ashland Global Holdings, Inc. | | | 3,235,086 | |
| 19,972 | | | Balchem Corp. | | | 1,782,301 | |
| 43,039 | | | Compass Minerals International, Inc. | | | 2,115,797 | |
| 207,132 | | | Graphic Packaging Holding Co. | | | 2,765,212 | |
| 198,803 | | | Pretium Resources, Inc.*(1) | | | 1,516,867 | |
| 36,505 | | | Sensient Technologies Corp.(1) | | | 1,744,574 | |
| 200,164 | | | Valvoline, Inc. | | | 3,440,819 | |
| | | | | | | | |
| | | | | | | 17,971,022 | |
| | | | | | | | |
| | | Media & Entertainment - 2.2% | |
| 60,161 | | | John Wiley & Sons, Inc. Class A | | | 2,259,045 | |
| 22,334 | | | Madison Square Garden Entertainment Corp.* | | | 1,847,022 | |
| 350,181 | | | MDC Partners, Inc. Class A*(1) | | | 500,759 | |
| | | | | | | | |
| | | | | | | 4,606,826 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.8% | |
| 45,794 | | | Aerie Pharmaceuticals, Inc.* | | | 697,900 | |
| 9,575 | | | Bio-Techne Corp. | | | 2,154,375 | |
| 61,278 | | | Catalent, Inc.* | | | 4,237,374 | |
| 113,079 | | | Evolus, Inc.*(1) | | | 470,409 | |
| 70,814 | | | Flexion Therapeutics, Inc.*(1) | | | 753,461 | |
| 51,070 | | | Intra-Cellular Therapies, Inc.* | | | 902,407 | |
| 35,091 | | | Natera, Inc.* | | | 1,299,771 | |
| 38,159 | | | Pacira BioSciences, Inc.* | | | 1,575,585 | |
| 21,248 | | | Repligen Corp.* | | | 2,467,955 | |
| 36,084 | | | Syneos Health, Inc.* | | | 2,013,126 | |
| | | | | | | | |
| | | | | | | 16,572,363 | |
| | | | | | | | |
| | | Real Estate - 4.8% | |
| 115,781 | | | Columbia Property Trust, Inc. REIT | | | 1,654,510 | |
| 69,324 | | | Douglas Emmett, Inc. REIT | | | 2,113,689 | |
| 28,796 | | | Equity LifeStyle Properties, Inc. REIT | | | 1,736,687 | |
| 146,986 | | | Kennedy-Wilson Holdings, Inc. | | | 2,079,852 | |
| 48,458 | | | Terreno Realty Corp. REIT | | | 2,656,467 | |
| | | | | | | | |
| | | | | | | 10,241,205 | |
| | | | | | | | |
| | | Retailing - 0.8% | |
| 24,919 | | | Asbury Automotive Group, Inc.* | | | 1,682,033 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders US Small Cap Opportunities Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 94.0% - (continued) | |
| | | Semiconductors & Semiconductor Equipment - 4.5% | |
| 57,638 | | | Entegris, Inc. | | $ | 3,125,709 | |
| 48,440 | | | MACOM Technology Solutions Holdings, Inc.* | | | 1,485,170 | |
| 130,658 | | | ON Semiconductor Corp.* | | | 2,096,408 | |
| 64,972 | | | Semtech Corp.* | | | 2,939,333 | |
| | | | | | | | |
| | | | | | | 9,646,620 | |
| | | | | | | | |
| | | Software & Services - 6.9% | |
| 41,711 | | | CSG Systems International, Inc. | | | 2,026,320 | |
| 68,079 | | | LiveRamp Holdings, Inc.* | | | 2,577,471 | |
| 66,779 | | | Perficient, Inc.* | | | 2,325,913 | |
| 33,471 | | | PTC, Inc.* | | | 2,317,867 | |
| 37,104 | | | Science Applications International Corp. | | | 3,029,913 | |
| 49,911 | | | WNS Holdings Ltd. ADR* | | | 2,438,152 | |
| | | | | | | | |
| | | | | | | 14,715,636 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.6% | |
| 54,645 | | | Ciena Corp.* | | | 2,527,331 | |
| 29,089 | | | Lumentum Holdings, Inc.* | | | 2,353,591 | |
| 24,749 | | | Novanta, Inc.* | | | 2,150,441 | |
| 79,219 | | | Plantronics, Inc.(1) | | | 1,118,572 | |
| 142,314 | | | Viavi Solutions, Inc.* | | | 1,719,153 | |
| | | | | | | | |
| | | | | | | 9,869,088 | |
| | | | | | | | |
| | | Utilities - 3.4% | |
| 31,396 | | | Avista Corp. | | | 1,351,284 | |
| 23,463 | | | Chesapeake Utilities Corp. | | | 2,061,928 | |
| 26,777 | | | IDACORP, Inc. | | | 2,457,593 | |
| 21,616 | | | SJW Group | | | 1,286,801 | |
| | | | | | | | |
| | | | | | | 7,157,606 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $202,301,475) | | $ | 200,290,533 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 8.8% | |
| | | Other Investment Pools & Funds - 5.3% | |
| 11,377,200 | | | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.14%(2) | | $ | 11,377,200 | |
| | | | | | | | |
| | | Securities Lending Collateral - 3.5% | |
| 372,291 | | | Citibank NA DDCA, 0.04%, 5/1/2020(2) | | | 372,291 | |
| 3,422,483 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2) | | | 3,422,483 | |
| 2,079,462 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2) | | | 2,079,462 | |
| 1,556,824 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2) | | | 1,556,824 | |
| | | | | | | | |
| | | | | | | 7,431,060 | |
| | | | | | | | |
| | | | Total Short-Term Investments (cost $18,808,260) | | $ | 18,808,260 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $221,109,735) | | | 102.8 | % | | $ | 219,098,793 | |
| | | | Other Assets and Liabilities | | | (2.8 | )% | | | (6,067,865 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 213,030,928 | |
| | | | | | | | | | | | |
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. |
(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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Schroders US Small Cap Opportunities Fund |
Schedule of Investments – (continued)
April 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 2,841,335 | | | $ | 2,841,335 | | | $ | — | | | $ | — | |
Banks | | | 18,546,843 | | | | 18,546,843 | | | | — | | | | — | |
Capital Goods | | | 22,094,468 | | | | 22,094,468 | | | | — | | | | — | |
Commercial & Professional Services | | | 6,639,949 | | | | 6,639,949 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 10,131,955 | | | | 10,131,955 | | | | — | | | | — | |
Consumer Services | | | 7,496,747 | | | | 7,496,747 | | | | — | | | | — | |
Diversified Financials | | | 6,408,079 | | | | 6,408,079 | | | | — | | | | — | |
Energy | | | 1,373,105 | | | | 1,373,105 | | | | — | | | | — | |
Food & Staples Retailing | | | 3,559,304 | | | | 3,559,304 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 5,320,935 | | | | 5,320,935 | | | | — | | | | — | |
Health Care Equipment & Services | | | 7,866,966 | | | | 7,866,966 | | | | — | | | | — | |
Insurance | | | 15,548,448 | | | | 15,548,448 | | | | — | | | | — | |
Materials | | | 17,971,022 | | | | 17,971,022 | | | | — | | | | — | |
Media & Entertainment | | | 4,606,826 | | | | 4,606,826 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 16,572,363 | | | | 16,572,363 | | | | — | | | | — | |
Real Estate | | | 10,241,205 | | | | 10,241,205 | | | | — | | | | — | |
Retailing | | | 1,682,033 | | | | 1,682,033 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 9,646,620 | | | | 9,646,620 | | | | — | | | | — | |
Software & Services | | | 14,715,636 | | | | 14,715,636 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 9,869,088 | | | | 9,869,088 | | | | — | | | | — | |
Utilities | | | 7,157,606 | | | | 7,157,606 | | | | — | | | | — | |
Short-Term Investments | | | 18,808,260 | | | | 18,808,260 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 219,098,793 | | | $ | 219,098,793 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Glossary (abbreviations used in the preceding Schedules of Investments)
| | |
Counterparty Abbreviations: |
CBK | | Citibank NA |
JPM | | JP Morgan Chase & Co. |
MSC | | Morgan Stanley |
UBS | | UBS AG |
|
Currency Abbreviations: |
BRL | | Brazilian Real |
CLP | | Chilean Peso |
COP | | Colombian Peso |
CZK | | Czech Koruna |
EUR | | Euro |
GBP | | British Pound |
HUF | | Hungarian Forint |
IDR | | Indonesian Rupiah |
MXN | | Mexican Peso |
MYR | | Malaysian Ringgit |
PEN | | Peruvian Sol |
PLN | | Polish Zloty |
RUB | | Russian Ruble |
THB | | Thai Baht |
USD | | United States Dollar |
ZAR | | South African Rand |
|
Index Abbreviations: |
CMT | | Constant Maturity Treasury Index |
|
Municipal Abbreviations: |
Auth | | Authority |
Dev | | Development |
Dist | | District |
Facs | | Facilities |
GO | | General Obligation |
PA | | Port Authority |
Rev | | Revenue |
|
Other Abbreviations: |
ADR | | American Depositary Receipt |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
DDCA | | Dollars on Deposit in Custody Account |
EM | | Emerging Markets |
FHLMC | | Federal Home Loan Mortgage Corp. |
GDR | | Global Depositary Receipt |
JSC | | Joint Stock Company |
LIBOR | | London Interbank Offered Rate |
NVDR | | Non-Voting Depositary Receipt |
OTC | | Over-the-Counter |
PJSC | | Private Joint Stock Company |
PT | | Perseroan Terbatas |
REIT | | Real Estate Investment Trust |
SOFR | | Secured Overnight Financing Rate |
Statements of Assets and Liabilities
April 30, 2020 (Unaudited)
| | | | | | | | | | | | |
| | Hartford Schroders China A Fund | | | Hartford Schroders Emerging Markets Equity Fund | | | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |
Assets: | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 5,402,072 | | | $ | 2,912,217,441 | | | $ | 54,935,132 | |
Cash collateral due from broker on swap contracts | | | — | | | | — | | | | 1,120,000 | |
Foreign currency | | | 1,718 | | | | 24,564,850 | | | | 51,648 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | 1,340,100 | |
Receivables: | | | | | | | | | | | | |
Investment securities sold | | | — | | | | 39,366,535 | | | | 1,314,192 | |
Fund shares sold | | | — | | | | 3,254,187 | | | | 120,456 | |
Dividends and interest | | | 80 | | | | 3,093,281 | | | | 1,175,925 | |
Securities lending income | | | — | | | | 3,740 | | | | 694 | |
Variation margin on futures contracts | | | — | | | | — | | | | 76,125 | |
Tax reclaims | | | — | | | | 73,326 | | | | 52,686 | |
OTC swap contracts premiums paid | | | — | | | | — | | | | 96,415 | |
Other assets | | | 13,570 | | | | 119,789 | | | | 74,595 | |
| | | | | | | | | | | | |
Total assets | | | 5,417,440 | | | | 2,982,693,149 | | | | 60,357,968 | |
| | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | | | | 1,565,348 | |
Due to custodian | | | — | | | | — | | | | 28 | |
Obligation to return securities lending collateral | | | — | | | | — | | | | 634,913 | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | 605,208 | |
Payables: | | | | | | | | | | | | |
Investment securities purchased | | | — | | | | 15,869,386 | | | | 1,257,273 | |
Fund shares redeemed | | | — | | | | 9,921,644 | | | | 126,151 | |
Investment management fees | | | 3,836 | | | | 2,603,663 | | | | 31,473 | |
Transfer agent fees | | | 81 | | | | 729,483 | | | | 9,642 | |
Accounting services fees | | | 64 | | | | 38,235 | | | | 671 | |
Board of Directors’ fees | | | 21 | | | | 12,536 | | | | 515 | |
Foreign taxes | | | — | | | | 389,204 | | | | 1,286 | |
Distribution fees | | | 15 | | | | 2,381 | | | | 8 | |
Accrued expenses | | | 7,135 | | | | 324,802 | | | | 27,085 | |
OTC swap contracts premiums received | | | — | | | | — | | | | 122,944 | |
| | | | | | | | | | | | |
Total liabilities | | | 11,152 | | | | 29,891,334 | | | | 4,382,545 | |
| | | | | | | | | | | | |
Net assets | | $ | 5,406,288 | | | $ | 2,952,801,815 | | | $ | 55,975,423 | |
| | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 5,003,428 | | | $ | 2,943,117,971 | | | $ | 77,607,932 | |
Distributable earnings (loss) | | | 402,860 | | | | 9,683,844 | | | | (21,632,509 | ) |
| | | | | | | | | | | | |
Net assets | | $ | 5,406,288 | | | $ | 2,952,801,815 | | | $ | 55,975,423 | |
| | | | | | | | | | | | |
Shares authorized | | | 300,000,000 | | | | 855,000,000 | | | | 600,000,000 | |
| | | | | | | | | | | | |
Par value | | $ | 0.0001 | | | $ | 0.0001 | | | $ | 0.0001 | |
| | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 10.80 | | | $ | 13.78 | | | $ | 7.33 | |
| | | | | | | | | | | | |
Maximum offering price per share | | $ | 11.43 | | | $ | 14.58 | | | $ | 7.68 | |
| | | | | | | | | | | | |
Shares outstanding | | | 10,317 | | | | 4,176,982 | | | | 174,456 | |
| | | | | | | | | | | | |
Net Assets | | $ | 111,441 | | | $ | 57,559,522 | | | $ | 1,278,682 | |
| | | | | | | | | | | | |
Class C: Net asset value per share | | $ | 10.80 | | | $ | 13.59 | | | $ | 7.30 | |
| | | | | | | | | | | | |
Shares outstanding | | | 10,001 | | | | 512,389 | | | | 27,406 | |
| | | | | | | | | | | | |
Net Assets | | $ | 107,961 | | | $ | 6,961,628 | | | $ | 200,166 | |
| | | | | | | | | | | | |
Class I: Net asset value per share | | $ | 10.80 | | | $ | 13.76 | | | $ | 7.32 | |
| | | | | | | | | | | | |
Shares outstanding | | | 10,001 | | | | 96,033,480 | | | | 3,046,507 | |
| | | | | | | | | | | | |
Net Assets | | $ | 108,056 | | | $ | 1,321,556,409 | | | $ | 22,296,209 | |
| | | | | | | | | | | | |
Class R3: Net asset value per share | | $ | — | | | $ | 13.70 | | | $ | 7.34 | |
| | | | | | | | | | | | |
Shares outstanding | | | — | | | | 5,072 | | | | 3,322 | |
| | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 69,481 | | | $ | 24,376 | |
| | | | | | | | | | | | |
Class R4: Net asset value per share | | $ | — | | | $ | 13.83 | | | $ | 7.32 | |
| | | | | | | | | | | | |
Shares outstanding | | | — | | | | 260,397 | | | | 1,265 | |
| | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 3,600,321 | | | $ | 9,262 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | |
| | Hartford Schroders China A Fund | | | Hartford Schroders Emerging Markets Equity Fund | | | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |
Class R5: Net asset value per share | | $ | — | | | $ | 13.76 | | | $ | 7.32 | |
| | | | | | | | | | | | |
Shares outstanding | | | — | | | | 38,038 | | | | 1,270 | |
| | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 523,369 | | | $ | 9,290 | |
| | | | | | | | | | | | |
Class Y: Net asset value per share | | $ | 10.81 | | | $ | 13.77 | | | $ | 7.32 | |
| | | | | | | | | | | | |
Shares outstanding | | | 10,001 | | | | 14,471,556 | | | | 253,556 | |
| | | | | | | | | | | | |
Net Assets | | $ | 108,061 | | | $ | 199,341,024 | | | $ | 1,855,201 | |
| | | | | | | | | | | | |
Class F: Net asset value per share | | $ | 10.81 | | | $ | 13.76 | | | $ | 6.91 | |
| | | | | | | | | | | | |
Shares outstanding | | | 210,001 | | | | 26,703,365 | | | | 11,655 | |
| | | | | | | | | | | | |
Net Assets | | $ | 2,269,265 | | | $ | 367,432,819 | | | $ | 80,535 | |
| | | | | | | | | | | | |
Class SDR:Net asset value per share | | $ | 10.81 | | | $ | 13.79 | | | $ | 7.32 | |
| | | | | | | | | | | | |
Shares outstanding | | | 250,001 | | | | 72,224,009 | | | | 4,127,611 | |
| | | | | | | | | | | | |
Net Assets | | $ | 2,701,504 | | | $ | 995,757,242 | | | $ | 30,221,702 | |
| | | | | | | | | | | | |
Cost of investments | | $ | 5,041,535 | | | $ | 2,467,357,280 | | | $ | 64,543,203 | |
Cost of foreign currency | | $ | 1,710 | | | $ | 24,521,612 | | | $ | 52,433 | |
| | | |
(1) Includes Investment in securities on loan, at market value | | $ | — | | | $ | — | | | $ | 612,064 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Schroders International Multi-Cap Value Fund | | | Hartford Schroders International Stock Fund | | | Hartford Schroders Securitized Income Fund | | | Hartford Schroders Tax-Aware Bond Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 1,770,310,153 | | | $ | 530,318,404 | | | $ | 87,077,800 | | | $ | 391,774,867 | |
Cash | | | 2 | | | | — | | | | — | | | | 70,285 | |
Cash collateral due from broker on futures contracts | | | 1,787,471 | | | | — | | | | 1,464,000 | | | | — | |
Foreign currency | | | 898,662 | | | | 410,755 | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | 1,465,643 | | | | — | | | | — | | | | — | |
Receivables: | |
Investment securities sold | | | 9,865,119 | | | | — | | | | 767,138 | | | | — | |
Fund shares sold | | | 3,676,493 | | | | 2,291,376 | | | | 115,963 | | | | 1,798,173 | |
Dividends and interest | | | 6,940,719 | | | | 812,276 | | | | 245,994 | | | | 2,619,158 | |
Securities lending income | | | 45,978 | | | | 382 | | | | — | | | | 914 | |
Variation margin on futures contracts | | | — | | | | — | | | | 263,784 | | | | 295,616 | |
Tax reclaims | | | 1,910,217 | | | | 777,325 | | | | — | | | | — | |
Other assets | | | 82,578 | | | | 83,596 | | | | 77,207 | | | | 18,824 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 1,796,983,035 | | | | 534,694,114 | | | | 90,011,886 | | | | 396,577,837 | |
| | | | | | | | | | | | | | | | |
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | | 1,399,354 | | | | — | | | | — | | | | — | |
Due to custodian | | | — | | | | — | | | | 1,100,000 | | | | — | |
Due to custodian – foreign cash | | | — | | | | — | | | | 690,559 | | | | — | |
Obligation to return securities lending collateral | | | 30,537,099 | | | | 1,349,006 | | | | — | | | | 2,544,245 | |
Reverse repurchase agreements | | | — | | | | — | | | | 18,791,938 | | | | — | |
Payables: | |
Investment securities purchased | | | 20,253,531 | | | | 2,299,754 | | | | 1,199,764 | | | | 25,321,674 | |
Fund shares redeemed | | | 3,699,604 | | | | 477,619 | | | | 148,922 | | | | 453,886 | |
Investment management fees | | | 957,073 | | | | 268,768 | | | | 40,821 | | | | 135,203 | |
Transfer agent fees | | | 264,048 | | | | 49,579 | | | | 810 | | | | 41,296 | |
Accounting services fees | | | 20,280 | | | | 5,985 | | | | 937 | | | | 4,482 | |
Board of Directors’ fees | | | 7,954 | | | | 451 | | | | 4 | | | | 316 | |
Foreign taxes | | | 82,300 | | | | — | | | | — | | | | — | |
Distribution fees | | | 4,584 | | | | 2,159 | | | | 127 | | | | 2,289 | |
Interest on reverse repurchase agreements | | | — | | | | — | | | | 57,232 | | | | — | |
Accrued expenses | | | 121,758 | | | | 11,063 | | | | 24,515 | | | | 10,393 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 57,347,585 | | | | 4,464,384 | | | | 22,055,629 | | | | 28,513,784 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 1,739,635,450 | | | $ | 530,229,730 | | | $ | 67,956,257 | | | $ | 368,064,053 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | |
Capital stock and paid-in-capital | | $ | 2,241,461,221 | | | $ | 530,633,058 | | | $ | 73,998,766 | | | $ | 357,944,763 | |
Distributable earnings (loss) | | | (501,825,771 | ) | | | (403,328 | ) | | | (6,042,509 | ) | | | 10,119,290 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 1,739,635,450 | | | $ | 530,229,730 | | | $ | 67,956,257 | | | $ | 368,064,053 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 880,000,000 | | | | 610,000,000 | | | | 350,000,000 | | | | 410,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0001 | | | $ | 0.0001 | | | $ | 0.0001 | | | $ | 0.0001 | |
| | | | | | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 7.36 | | | $ | 11.77 | | | $ | 9.20 | | | $ | 11.10 | |
| | | | | | | | | | | | | | | | |
Maximum offering price per share | | $ | 7.79 | | | $ | 12.46 | | | $ | 9.48 | | | $ | 11.62 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 11,445,081 | | | | 5,203,481 | | | | 401,989 | | | | 4,217,926 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 84,180,157 | | | $ | 61,255,501 | | | $ | 3,698,892 | | | $ | 46,832,622 | |
| | | | | | | | | | | | | | | | |
Class C: Net asset value per share | | $ | 7.31 | | | $ | 11.21 | | | $ | 9.20 | | | $ | 11.11 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,898,905 | | | | 370,522 | | | | 32,058 | | | | 797,429 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 13,881,005 | | | $ | 4,155,352 | | | $ | 294,916 | | | $ | 8,858,064 | |
| | | | | | | | | | | | | | | | |
Class I: Net asset value per share | | $ | 7.35 | | | $ | 11.40 | | | $ | 9.20 | | | $ | 11.11 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 72,788,943 | | | | 24,165,846 | | | | 4,791,766 | | | | 20,389,053 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 535,062,381 | | | $ | 275,447,967 | | | $ | 44,099,253 | | | $ | 226,573,930 | |
| | | | | | | | | | | | | | | | |
Class R3: Net asset value per share | | $ | 7.33 | | | $ | 11.36 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,720,177 | | | | 50,740 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 12,615,486 | | | $ | 576,486 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Class R4: Net asset value per share | | $ | 7.34 | | | $ | 11.38 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 329,335 | | | | 112,931 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 2,417,331 | | | $ | 1,285,088 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Schroders International Multi-Cap Value Fund | | | Hartford Schroders International Stock Fund | | | Hartford Schroders Securitized Income Fund | | | Hartford Schroders Tax-Aware Bond Fund | |
Class R5: Net asset value per share | | $ | 7.35 | | | $ | 11.40 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 2,453,845 | | | | 598,573 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 18,024,298 | | | $ | 6,826,716 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Class Y: Net asset value per share | | $ | 7.35 | | | $ | 11.43 | | | $ | 9.20 | | | $ | 11.12 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 18,015,020 | | | | 399,650 | | | | 361,396 | | | | 18,517 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 132,358,574 | | | $ | 4,569,048 | | | $ | 3,324,480 | | | $ | 205,826 | |
| | | | | | | | | | | | | | | | |
Class F: Net asset value per share | | $ | 7.35 | | | $ | 11.41 | | | $ | 9.20 | | | $ | 11.12 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 48,880,438 | | | | 7,936,700 | | | | 245,931 | | | | 2,471,724 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 359,453,618 | | | $ | 90,588,279 | | | $ | 2,262,502 | | | $ | 27,475,773 | |
| | | | | | | | | | | | | | | | |
Class SDR:Net asset value per share | | $ | 7.34 | | | $ | 11.41 | | | $ | 9.20 | | | $ | 11.11 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 79,199,965 | | | | 7,498,675 | | | | 1,552,015 | | | | 5,232,971 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 581,642,600 | | | $ | 85,525,293 | | | $ | 14,276,214 | | | $ | 58,117,838 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 2,023,850,895 | | | $ | 513,590,227 | | | $ | 92,991,210 | | | $ | 383,701,266 | |
Cost of foreign currency | | $ | 904,181 | | | $ | 410,751 | | | $ | — | | | $ | — | |
Cost of bank overdraft – foreign cash | | $ | — | | | $ | — | | | $ | 685,886 | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 30,421,926 | | | $ | 1,300,259 | | | $ | — | | | $ | 2,473,199 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
| | Hartford Schroders US MidCap Opportunities Fund | | | Hartford Schroders US Small Cap Opportunities Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 680,752,347 | | | $ | 219,098,793 | |
Cash | | | — | | | | — | |
Cash collateral due from broker on futures contracts | | | — | | | | — | |
Foreign currency | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | |
Receivables: | |
Investment securities sold | | | 864,855 | | | | 1,043,545 | |
Fund shares sold | | | 987,365 | | | | 960,461 | |
Dividends and interest | | | 289,850 | | | | 27,966 | |
Securities lending income | | | 441 | | | | 3,914 | |
Variation margin on futures contracts | | | — | | | | — | |
Tax reclaims | | | — | | | | — | |
Other assets | | | 78,067 | | | | 83,467 | |
| | | | | | | | |
Total assets | | | 682,972,925 | | | | 221,218,146 | |
| | | | | | | | |
Liabilities: | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | |
Due to custodian | | | — | | | | — | |
Due to custodian - foreign cash | | | — | | | | — | |
Obligation to return securities lending collateral | | | 285,426 | | | | 7,431,060 | |
Reverse repurchase agreements | | | — | | | | — | |
Payables: | | | | | | | | |
Investment securities purchased | | | — | | | | 215,566 | |
Fund shares redeemed | | | 3,160,435 | | | | 337,694 | |
Investment management fees | | | 395,205 | | | | 140,969 | |
Transfer agent fees | | | 187,597 | | | | 41,950 | |
Accounting services fees | | | 7,862 | | | | 2,337 | |
Board of Directors’ fees | | | 4,700 | | | | 559 | |
Foreign taxes | | | — | | | | — | |
Distribution fees | | | 6,944 | | | | 1,238 | |
Interest on reverse repurchase agreements | | | — | | | | — | |
Accrued expenses | | | 70,283 | | | | 15,845 | |
| | | | | | | | |
Total liabilities | | | 4,118,452 | | | | 8,187,218 | |
| | | | | | | | |
Net assets | | $ | 678,854,473 | | | $ | 213,030,928 | |
| | | | | | | | |
Summary of Net Assets: | |
Capital stock and paid-in-capital | | $ | 631,977,645 | | | $ | 224,575,664 | |
Distributable earnings (loss) | | | 46,876,828 | | | | (11,544,736 | ) |
| | | | | | | | |
Net assets | | $ | 678,854,473 | | | $ | 213,030,928 | |
| | | | | | | | |
Shares authorized | | | 600,000,000 | | | | 600,000,000 | |
| | | | | | | | |
Par value | | $ | 0.0001 | | | $ | 0.0001 | |
| | | | | | | | |
Class A: Net asset value per share | | $ | 12.99 | | | $ | 19.92 | |
| | | | | | | | |
Maximum offering price per share | | $ | 13.75 | | | $ | 21.08 | |
| | | | | | | | |
Shares outstanding | | | 5,587,515 | | | | 1,027,257 | |
| | | | | | | | |
Net Assets | | $ | 72,577,724 | | | $ | 20,463,973 | |
| | | | | | | | |
Class C: Net asset value per share | | $ | 13.12 | | | $ | 20.29 | |
| | | | | | | | |
Shares outstanding | | | 3,474,195 | | | | 321,343 | |
| | | | | | | | |
Net Assets | | $ | 45,596,816 | | | $ | 6,520,798 | |
| | | | | | | | |
Class I: Net asset value per share | | $ | 13.52 | | | $ | 20.97 | |
| | | | | | | | |
Shares outstanding | | | 27,068,202 | | | | 6,826,376 | |
| | | | | | | | |
Net Assets | | $ | 365,996,362 | | | $ | 143,157,118 | |
| | | | | | | | |
Class R3: Net asset value per share | | $ | 13.32 | | | $ | 20.74 | |
| | | | | | | | |
Shares outstanding | | | 87,067 | | | | 8,995 | |
| | | | | | | | |
Net Assets | | $ | 1,160,045 | | | $ | 186,569 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
| | Hartford Schroders US MidCap Opportunities Fund | | | Hartford Schroders US Small Cap Opportunities Fund | |
Class R4: Net asset value per share | | $ | 13.44 | | | $ | 20.91 | |
| | | | | | | | |
Shares outstanding | | | 49,680 | | | | 6,869 | |
| | | | | | | | |
Net Assets | | $ | 667,946 | | | $ | 143,671 | |
| | | | | | | | |
Class R5: Net asset value per share | | $ | 13.50 | | | $ | 20.96 | |
| | | | | | | | |
Shares outstanding | | | 97,288 | | | | 7,459 | |
| | | | | | | | |
Net Assets | | $ | 1,313,173 | | | $ | 156,299 | |
| | | | | | | | |
Class Y: Net asset value per share | | $ | 13.51 | | | $ | 20.97 | |
| | | | | | | | |
Shares outstanding | | | 7,938,289 | | | | 951,741 | |
| | | | | | | | |
Net Assets | | $ | 107,244,832 | | | $ | 19,959,397 | |
| | | | | | | | |
Class F: Net asset value per share | | $ | 13.52 | | | $ | 20.99 | |
| | | | | | | | |
Shares outstanding | | | 3,647,139 | | | | 336,096 | |
| | | | | | | | |
Net Assets | | $ | 49,316,655 | | | $ | 7,055,307 | |
| | | | | | | | |
Class SDR:Net asset value per share | | $ | 13.55 | | | $ | 21.02 | |
| | | | | | | | |
Shares outstanding | | | 2,582,413 | | | | 732,203 | |
| | | | | | | | |
Net Assets | | $ | 34,980,920 | | | $ | 15,387,796 | |
| | | | | | | | |
Cost of investments | | $ | 593,971,750 | | | $ | 221,109,735 | |
Cost of foreign currency | | $ | — | | | $ | — | |
Cost of bank overdraft - foreign cash | | $ | — | | | $ | — | |
| | |
(1) Includes Investment in securities on loan, at market value | | $ | 271,316 | | | $ | 6,981,341 | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For the Six-Month Period Ended April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Hartford Schroders China A Fund(1) | | | Hartford Schroders Emerging Markets Equity Fund | | | Hartford Schroders Emerging Markets Multi- Sector Bond Fund | | | Hartford Schroders International Multi-Cap Value Fund | | | Hartford Schroders International Stock Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 1,899 | | | $ | 23,995,202 | | | $ | — | | | $ | 28,058,399 | | | $ | 4,400,347 | |
Interest | | | 80 | | | | 525,754 | | | | 2,546,849 | | | | 144,981 | | | | 66,540 | |
Securities lending | | | — | | | | 6,691 | | | | 8,217 | | | | 545,925 | | | | 5,148 | |
Less: Foreign tax withheld | | | (190 | ) | | | (2,811,893 | ) | | | (25,413 | ) | | | (2,847,938 | ) | | | (489,725 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 1,789 | | | | 21,715,754 | | | | 2,529,653 | | | | 25,901,367 | | | | 3,982,310 | |
| | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 3,836 | | | | 18,417,842 | | | | 273,186 | | | | 6,825,715 | | | | 1,559,859 | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | |
Class A | | | 20 | | | | 42,937 | | | | 1,976 | | | | 59,120 | | | | 28,755 | |
Class C | | | 20 | | | | 4,863 | | | | 269 | | | | 11,355 | | | | 2,167 | |
Class I | | | 17 | | | | 1,463,270 | | | | 12,469 | | | | 356,122 | | | | 87,743 | |
Class R3 | | | — | | | | 84 | | | | 12 | | | | 20,123 | | | | 182 | |
Class R4 | | | — | | | | 18 | | | | 7 | | | | 2,197 | | | | 185 | |
Class R5 | | | — | | | | 356 | | | | 6 | | | | 8,205 | | | | 295 | |
Class Y | | | 9 | | | | 71,148 | | | | 106 | | | | 71,852 | | | | 348 | |
Class F | | | 7 | | | | 4,846 | | | | 84 | | | | 4,093 | | | | 299 | |
Class SDR | | | 8 | | | | 1,811 | | | | 144 | | | | 11,569 | | | | 331 | |
Distribution fees | | | | | | | | | | | | | | | | | | | | |
Class A | | | 21 | | | | 75,843 | | | | 2,103 | | | | 125,718 | | | | 67,347 | |
Class C | | | 85 | | | | 45,781 | | | | 1,210 | | | | 91,514 | | | | 19,822 | |
Class R3 | | | — | | | | 191 | | | | 46 | | | | 45,694 | | | | 635 | |
Class R4 | | | — | | | | 391 | | | | 14 | | | | 3,292 | | | | 474 | |
Custodian fees | | | 841 | | | | 233,768 | | | | 10,465 | | | | 82,064 | | | | 14,671 | |
Registration and filing fees | | | 8,697 | | | | 80,945 | | | | 54,906 | | | | 86,958 | | | | 77,687 | |
Accounting services fees | | | 64 | | | | 285,583 | | | | 6,225 | | | | 154,741 | | | | 36,606 | |
Board of Directors’ fees | | | 21 | | | | 46,306 | | | | 1,138 | | | | 25,915 | | | | 5,537 | |
Audit fees | | | 4,120 | | | | 28,858 | | | | 15,546 | | | | 24,417 | | | | 17,773 | |
Other expenses | | | 2,783 | | | | 234,544 | | | | 9,191 | | | | 95,749 | | | | 26,302 | |
| | | | | | | | | | | | | | | | | | | | |
Total expenses (before interest expense) | | | 20,549 | | | | 21,039,385 | | | | 389,103 | | | | 8,106,413 | | | | 1,947,018 | |
| | | | | | | | | | | | | | | | | | | | |
Interest expense | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 20,549 | | | | 21,039,385 | | | | 389,103 | | | | 8,106,413 | | | | 1,947,018 | |
| | | | | | | | | | | | | | | | | | | | |
Expense waivers | | | (16,160 | ) | | | — | | | | (78,832 | ) | | | — | | | | — | |
Transfer agent fee waivers | | | — | | | | — | | | | — | | | | (33,677 | ) | | | — | |
Distribution fee reimbursements | | | (1 | ) | | | (58 | ) | | | (113 | ) | | | (39 | ) | | | (88 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (16,161 | ) | | | (58 | ) | | | (78,945 | ) | | | (33,716 | ) | | | (88 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 4,388 | | | | 21,039,327 | | | | 310,158 | | | | 8,072,697 | | | | 1,946,930 | |
| | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (2,599 | ) | | | 676,427 | | | | 2,219,495 | | | | 17,828,670 | | | | 2,035,380 | |
| | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 43,138 | | | | (106,848,723 | ) | | | (1,817,843 | ) | | | (91,156,613 | ) | | | (10,117,287 | ) |
Less: Foreign taxes paid on realized capital gains | | | — | | | | (1,376,558 | ) | | | (33,233 | ) | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | — | | | | — | | | | (110,450 | ) | | | (2,459,057 | ) | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | 61,552 | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | — | | | | (589,287 | ) | | | 767,744 | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 1,776 | | | | (2,265,046 | ) | | | (29,072 | ) | | | 18,342 | | | | (41,942 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 44,914 | | | | (110,490,327 | ) | | | (2,518,333 | ) | | | (92,829,584 | ) | | | (10,159,229 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments* | | | 360,537 | | | | (327,674,927 | ) | | | (11,301,793 | ) | | | (274,966,403 | ) | | | (30,261,743 | ) |
Net unrealized appreciation (depreciation) of futures contracts | | | — | | | | — | | | | 9,774 | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | (605,873 | ) | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | — | | | | 238,331 | | | | 165,317 | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 8 | | | | (159,239 | ) | | | (31,598 | ) | | | 29,865 | | | | (6,397 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 360,545 | | | | (327,834,166 | ) | | | (11,691,159 | ) | | | (274,771,221 | ) | | | (30,268,140 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 405,459 | | | | (438,324,493 | ) | | | (14,209,492 | ) | | | (367,600,805 | ) | | | (40,427,369 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 402,860 | | | $ | �� (437,648,066 | ) | | $ | (11,989,997 | ) | | $ | (349,772,135 | ) | | $ | (38,391,989 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
* Includes change in unrealized appreciation (depreciation) on deferred capital gains | | $ | — | | | $ | 1,982,362 | | | $ | 46,349 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | |
(1) | Commenced operations on March 31, 2020. |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Schroders Securitized Income Fund | | | Hartford Schroders Tax-Aware Bond Fund | | | Hartford Schroders US MidCap Opportunities Fund | | | Hartford Schroders US Small Cap Opportunities Fund | |
Investment Income: | | | | | | | | | | | | | | | | |
Dividends | | $ | — | | | $ | — | | | $ | 5,377,188 | | | $ | 1,748,414 | |
Interest | | | 1,433,860 | | | | 4,122,191 | | | | 214,717 | | | | 74,262 | |
Securities lending | | | — | | | | 4,928 | | | | 20,119 | | | | 55,643 | |
Less: Foreign tax withheld | | | — | | | | — | | | | (5,097 | ) | | | (9,369 | ) |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 1,433,860 | | | | 4,127,119 | | | | 5,606,927 | | | | 1,868,950 | |
| | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | |
Investment management fees | | | 258,262 | | | | 804,616 | | | | 3,061,038 | | | | 987,363 | |
Transfer agent fees | | | | | | | | | | | | | | | | |
Class A | | | 108 | | | | 10,666 | | | | 52,002 | | | | 17,055 | |
Class C | | | — | | | | 3,631 | | | | 32,289 | | | | 5,970 | |
Class I | | | 818 | | | | 80,803 | | | | 227,849 | | | | 62,807 | |
Class R3 | | | — | | | | — | | | | 1,381 | | | | 116 | |
Class R4 | | | — | | | | — | | | | 499 | | | | 157 | |
Class R5 | | | — | | | | — | | | | 816 | | | | 44 | |
Class Y | | | 92 | | | | 112 | | | | 59,592 | | | | 13,061 | |
Class F | | | 12 | | | | 267 | | | | 877 | | | | 98 | |
Class SDR | | | 679 | | | | 408 | | | | 1,080 | | | | 182 | |
Distribution fees | | | | | | | | | | | | | | | | |
Class A | | | 4,409 | | | | 52,414 | | | | 101,351 | | | | 27,220 | |
Class C | | | 56 | | | | 41,750 | | | | 272,217 | | | | 36,797 | |
Class R3 | | | — | | | | — | | | | 3,161 | | | | 392 | |
Class R4 | | | — | | | | — | | | | 836 | | | | 270 | |
Custodian fees | | | 5,895 | | | | 5,948 | | | | 6,098 | | | | 4,892 | |
Registration and filing fees | | | 64,317 | | | | 54,876 | | | | 67,103 | | | | 57,921 | |
Accounting services fees | | | 6,369 | | | | 25,833 | | | | 58,833 | | | | 15,840 | |
Board of Directors’ fees | | | 1,146 | | | | 4,259 | | | | 11,372 | | | | 2,709 | |
Audit fees | | | 20,845 | | | | 14,419 | | | | 10,292 | | | | 10,339 | |
Other expenses | | | 14,949 | | | | 13,735 | | | | 73,849 | | | | 15,825 | |
| | | | | | | | | | | | | | | | |
Total expenses (before interest expense) | | | 377,957 | | | | 1,113,737 | | | | 4,042,535 | | | | 1,259,058 | |
| | | | | | | | | | | | | | | | |
Interest expense | | | 152,255 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 530,212 | | | | 1,113,737 | | | | 4,042,535 | | | | 1,259,059 | |
| | | | | | | | | | | | | | | | |
Expense waivers | | | (87,297 | ) | | | (159,758 | ) | | | — | | | | (54,375 | ) |
Transfer agent fee waivers | | | — | | | | — | | | | (11,090 | ) | | | — | |
Distribution fee reimbursements | | | (4,449 | ) | | | (67 | ) | | | (220 | ) | | | (293 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (91,746 | ) | | | (159,825 | ) | | | (11,310 | ) | | | (54,668 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 438,466 | | | | 953,912 | | | | 4,031,225 | | | | 1,204,390 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 995,394 | | | | 3,173,207 | | | | 1,575,702 | | | | 664,559 | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | (252,181 | ) | | | 3,083,653 | | | | (39,384,007 | ) | | | (9,456,922 | ) |
Net realized gain (loss) on futures contracts | | | (216,694 | ) | | | (1,019,414 | ) | | | (34 | ) | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 414 | | | | — | | | | (54 | ) | | | (38,019 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (468,461 | ) | | | 2,064,239 | | | | (39,384,095 | ) | | | (9,494,941 | ) |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments* | | | (5,978,238 | ) | | | (1,910,467 | ) | | | (64,344,573 | ) | | | (38,592,137 | ) |
Net unrealized appreciation (depreciation) of futures contracts | | | 296,833 | | | | (65,442 | ) | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | (7,921 | ) | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (5,689,326 | ) | | | (1,975,909 | ) | | | (64,344,573 | ) | | | (38,592,137 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (6,157,787 | ) | | | 88,330 | | | | (103,728,668 | ) | | | (48,087,078 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (5,162,393 | ) | | $ | 3,261,537 | | | $ | (102,152,966 | ) | | $ | (47,422,518 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
* Includes change in unrealized appreciation (depreciation) on deferred capital gains | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets
| | | | | | | | | | | | | | | | | | | | |
| | Hartford Schroders China A Fund | | | Hartford Schroders Emerging Markets Equity Fund | | | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited)(1) | | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019 | | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019 | |
Operations: | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | (2,599 | ) | | $ | 676,427 | | | $ | 77,530,494 | | | $ | 2,219,495 | | | $ | 6,447,810 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 44,914 | | | | (110,490,327 | ) | | | (45,829,064 | ) | | | (2,518,333 | ) | | | (2,595,522 | ) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 360,545 | | | | (327,834,166 | ) | | | 401,724,157 | | | | (11,691,159 | ) | | | 5,286,245 | |
| | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 402,860 | | | | (437,648,066 | ) | | | 433,425,587 | | | | (11,989,997 | ) | | | 9,138,533 | |
| | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | |
Class A | | | — | | | | (1,276,901 | ) | | | (481,292 | ) | | | (40,415 | ) | | | (133,660 | ) |
Class C | | | — | | | | (135,012 | ) | | | (46,251 | ) | | | (4,873 | ) | | | (7,719 | ) |
Class I | | | — | | | | (42,224,831 | ) | | | (20,186,735 | ) | | | (660,306 | ) | | | (1,588,823 | ) |
Class R3 | | | — | | | | (1,392 | ) | | | (787 | ) | | | (522 | ) | | | (536 | ) |
Class R4 | | | — | | | | (394 | ) | | | (45,699 | ) | | | (287 | ) | | | (537 | ) |
Class R5 | | | — | | | | (15,146 | ) | | | (6,306 | ) | | | (288 | ) | | | (548 | ) |
Class Y | | | — | | | | (3,396,488 | ) | | | (2,433,096 | ) | | | (57,918 | ) | | | (80,113 | ) |
Class F | | | — | | | | (10,265,925 | ) | | | (2,614,489 | ) | | | (185,346 | ) | | | (1,396,956 | ) |
Class SDR | | | — | | | | (28,457,971 | ) | | | (13,830,184 | ) | | | (948,591 | ) | | | (1,851,571 | ) |
From tax return of capital | | | — | | | | — | | | | — | | | | — | | | | — | |
Class A | | | — | | | | — | | | | — | | | | — | | | | (11,860 | ) |
Class C | | | — | | | | — | | | | — | | | | — | | | | (685 | ) |
Class I | | | — | | | | — | | | | — | | | | — | | | | (140,988 | ) |
Class R3 | | | — | | | | — | | | | — | | | | — | | | | (48 | ) |
Class R4 | | | — | | | | — | | | | — | | | | — | | | | (48 | ) |
Class R5 | | | — | | | | — | | | | — | | | | — | | | | (49 | ) |
Class Y | | | — | | | | — | | | | — | | | | — | | | | (7,019 | ) |
Class F | | | — | | | | — | | | | — | | | | — | | | | (123,963 | ) |
Class SDR | | | — | | | | — | | | | — | | | | — | | | | (164,304 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (85,774,060 | ) | | | (39,644,839 | ) | | | (1,898,546 | ) | | | (5,509,517 | ) |
| | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | |
Sold | | | 5,003,428 | | | | 1,002,898,873 | | | | 1,569,572,457 | | | | 12,004,330 | | | | 19,812,789 | |
Issued on reinvestment of distributions | | | — | | | | 52,562,020 | | | | 24,314,244 | | | | 1,897,417 | | | | 5,473,630 | |
Redeemed | | | — | | | | (1,158,169,610 | ) | | | (1,407,536,600 | ) | | | (38,120,382 | ) | | | (39,875,815 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 5,003,428 | | | | (102,708,717 | ) | | | 186,350,101 | | | | (24,218,635 | ) | | | (14,589,396 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 5,406,288 | | | | (626,130,843 | ) | | | 580,130,849 | | | | (38,107,178 | ) | | | (10,960,380 | ) |
| | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | — | | | | 3,578,932,658 | | | | 2,998,801,809 | | | | 94,082,601 | | | | 105,042,981 | |
| | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 5,406,288 | | | $ | 2,952,801,815 | | | $ | 3,578,932,658 | | | $ | 55,975,423 | | | $ | 94,082,601 | |
| | | | | | | | | | | | | | | | | | | | |
(1) | Commenced operations on March 31, 2020. |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Schroders International Multi-Cap Value Fund | | | Hartford Schroders International Stock Fund | | | Hartford Schroders Securitized Income Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the
Period Ended
October 31, 2019(1) | |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 17,828,670 | | | $ | 62,260,816 | | | $ | 2,035,380 | | | $ | 5,769,350 | | | $ | 995,394 | | | $ | 946,180 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | (92,829,584 | ) | | | (146,143,367 | ) | | | (10,159,229 | ) | | | (7,907,102 | ) | | | (468,461 | ) | | | 351,147 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (274,771,221 | ) | | | 211,806,292 | | | | (30,268,140 | ) | | | 42,350,698 | | | | (5,689,326 | ) | | | (206,707 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (349,772,135 | ) | | | 127,923,741 | | | | (38,391,989 | ) | | | 40,212,946 | | | | (5,162,393 | ) | | | 1,090,620 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | (1,693,096 | ) | | | (4,247,199 | ) | | | (551,218 | ) | | | (1,107,203 | ) | | | (50,004 | ) | | | (50,264 | ) |
Class C(2) | | | (237,007 | ) | | | (1,098,114 | ) | | | (10,939 | ) | | | (157,415 | ) | | | (460 | ) | | | — | |
Class I | | | (12,511,529 | ) | | | (42,940,197 | ) | | | (2,937,044 | ) | | | (10,142,730 | ) | | | (237,337 | ) | | | (61,092 | ) |
Class R3 | | | (261,662 | ) | | | (308,569 | ) | | | (2,018 | ) | | | (887 | ) | | | — | | | | — | |
Class R4 | | | (43,253 | ) | | | (96,105 | ) | | | (3,576 | ) | | | (891 | ) | | | — | | | | — | |
Class R5 | | | (362,788 | ) | | | (1,208,181 | ) | | | (21,848 | ) | | | (901 | ) | | | — | | | | — | |
Class Y | | | (2,631,157 | ) | | | (6,351,435 | ) | | | (12,698 | ) | | | (416,824 | ) | | | (49,340 | ) | | | (53,578 | ) |
Class F | | | (6,837,711 | ) | | | (15,601,049 | ) | | | (1,036,195 | ) | | | (995,487 | ) | | | (34,363 | ) | | | (38,286 | ) |
Class SDR | | | (11,267,294 | ) | | | (31,533,597 | ) | | | (957,577 | ) | | | (5,246,663 | ) | | | (703,155 | ) | | | (692,857 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | (35,845,497 | ) | | | (103,384,446 | ) | | | (5,533,113 | ) | | | (18,069,001 | ) | | | (1,074,659 | ) | | | (896,077 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 435,666,191 | | | | 929,356,674 | | | | 238,227,438 | | | | 267,703,140 | | | | 60,953,538 | | | | 94,071,017 | |
Issued on reinvestment of distributions | | | 32,519,826 | | | | 93,713,594 | | | | 5,300,485 | | | | 17,755,039 | | | | 849,273 | | | | 691,846 | |
Redeemed | | | (415,343,991 | ) | | | (841,072,557 | ) | | | (110,728,638 | ) | | | (91,102,156 | ) | | | (82,556,226 | ) | | | (10,682 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 52,842,026 | | | | 181,997,711 | | | | 132,799,285 | | | | 194,356,023 | | | | (20,753,415 | ) | | | 94,752,181 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (332,775,606 | ) | | | 206,537,006 | | | | 88,874,183 | | | | 216,499,968 | | | | (26,990,467 | ) | | | 94,946,724 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 2,072,411,056 | | | | 1,865,874,050 | | | | 441,355,547 | | | | 224,855,579 | | | | 94,946,724 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,739,635,450 | | | $ | 2,072,411,056 | | | $ | 530,229,730 | | | $ | 441,355,547 | | | $ | 67,956,257 | | | $ | 94,946,724 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
(1) | Commenced operations on February 28, 2019. |
(2) | Class C of the Securitized Income Fund commenced operations on February 28, 2020. |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Schroders Tax-Aware Bond Fund | | | Hartford Schroders US MidCap Opportunities Fund | | | Hartford Schroders US Small Cap Opportunities Fund | |
| | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019
| | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019 | | | For the Six-Month Period Ended April 30, 2020 (Unaudited) | | | For the Year Ended October 31, 2019 | |
Operations: | |
Net investment income (loss) | | $ | 3,173,207 | | | $ | 5,761,498 | | | $ | 1,575,702 | | | $ | 3,217,479 | | | $ | 664,560 | | | $ | 585,427 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 2,064,239 | | | | 6,911,867 | | | | (39,384,095 | ) | | | 7,531,128 | | | | (9,494,941 | ) | | | 10,306,177 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (1,975,909 | ) | | | 9,932,702 | | | | (64,344,573 | ) | | | 102,046,455 | | | | (38,592,137 | ) | | | 8,527,470 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 3,261,537 | | | | 22,606,067 | | | | (102,152,966 | ) | | | 112,795,062 | | | | (47,422,518 | ) | | | 19,419,074 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | (1,141,726 | ) | | | (758,076 | ) | | | (618,119 | ) | | | (1,875,469 | ) | | | (1,122,710 | ) | | | (1,273,415 | ) |
Class C | | | (207,070 | ) | | | (121,750 | ) | | | (401,294 | ) | | | (1,310,733 | ) | | | (365,812 | ) | | | (613,652 | ) |
Class I | | | (6,613,011 | ) | | | (4,585,616 | ) | | | (4,612,066 | ) | | | (13,979,494 | ) | | | (7,302,285 | ) | | | (9,398,176 | ) |
Class R3 | | | — | | | | — | | | | (8,911 | ) | | | (18,758 | ) | | | (4,953 | ) | | | (6,097 | ) |
Class R4 | | | — | | | | — | | | | (4,116 | ) | | | (18,966 | ) | | | (13,210 | ) | | | (928 | ) |
Class R5 | | | — | | | | — | | | | (13,317 | ) | | | (52,582 | ) | | | (4,561 | ) | | | (1,691 | ) |
Class Y | | | (6,062 | ) | | | (7,078 | ) | | | (1,235,418 | ) | | | (2,455,954 | ) | | | (1,302,907 | ) | | | (2,040,823 | ) |
Class F | | | (710,547 | ) | | | (408,408 | ) | | | (581,930 | ) | | | (1,075,458 | ) | | | (257,410 | ) | | | (254,541 | ) |
Class SDR | | | (1,815,397 | ) | | | (2,099,274 | ) | | | (830,635 | ) | | | (1,352,705 | ) | | | (585,075 | ) | | | (959,593 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | (10,493,813 | ) | | | (7,980,202 | ) | | | (8,305,806 | ) | | | (22,140,119 | ) | | | (10,958,923 | ) | | | (14,548,916 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 146,685,760 | | | | 186,245,249 | | | | 111,437,952 | | | | 305,402,261 | | | | 86,143,142 | | | | 60,412,503 | |
Issued on reinvestment of distributions | | | 8,544,437 | | | | 6,069,834 | | | | 7,957,824 | | | | 19,743,423 | | | | 10,784,153 | | | | 14,244,734 | |
Redeemed | | | (114,482,549 | ) | | | (91,171,993 | ) | | | (232,473,849 | ) | | | (541,524,513 | ) | | | (35,704,865 | ) | | | (37,311,741 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 40,747,648 | | | | 101,143,090 | | | | (113,078,073 | ) | | | (216,378,829 | ) | | | 61,222,430 | | | | 37,345,496 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 33,515,372 | | | | 115,768,955 | | | | (223,536,845 | ) | | | (125,723,886 | ) | | | 2,840,989 | | | | 42,215,654 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 334,548,681 | | | | 218,779,726 | | | | 902,391,318 | | | | 1,028,115,204 | | | | 210,189,939 | | | | 167,974,285 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 368,064,053 | | | $ | 334,548,681 | | | $ | 678,854,473 | | | $ | 902,391,318 | | | $ | 213,030,928 | | | $ | 210,189,939 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
Hartford Schroders China A Fund(4) | |
|
For the Period from March 31, 2020 through April 30, 2020 (Unaudited) | |
A | | $ | 10.00 | | | $ | (0.01 | ) | | $ | 0.81 | | | $ | 0.80 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.80 | | | | 8.00 | %(5) | | $ | 111 | | | | 5.26 | %(6) | | | 1.45 | %(6) | | | (1.01 | )%(6) | | | 8 | % |
C | | | 10.00 | | | | (0.02 | ) | | | 0.82 | | | | 0.80 | | | | — | | | | — | | | | — | | | | — | | | | 10.80 | | | | 8.00 | (5) | | | 108 | | | | 6.02 | (6) | | | 2.23 | (6) | | | (1.82 | )(6) | | | 8 | |
I | | | 10.00 | | | | (0.01 | ) | | | 0.81 | | | | 0.80 | | | | — | | | | — | | | | — | | | | — | | | | 10.80 | | | | 8.00 | (5) | | | 108 | | | | 4.97 | (6) | | | 1.15 | (6) | | | (0.73 | )(6) | | | 8 | |
Y | | | 10.00 | | | | (0.01 | ) | | | 0.82 | | | | 0.81 | | | | — | | | | — | | | | — | | | | — | | | | 10.81 | | | | 8.10 | (5) | | | 108 | | | | 4.88 | (6) | | | 1.10 | (6) | | | (0.68 | )(6) | | | 8 | |
F | | | 10.00 | | | | 0.00 | (7) | | | 0.81 | | | | 0.81 | | | | — | | | | — | | | | — | | | | — | | | | 10.81 | | | | 8.10 | (5) | | | 2,269 | | | | 4.78 | (6) | | | 0.99 | (6) | | | (0.57 | )(6) | | | 8 | |
SDR | | | 10.00 | | | | 0.00 | (7) | | | 0.81 | | | | 0.81 | | | | — | | | | — | | | | — | | | | — | | | | 10.81 | | | | 8.10 | (5) | | | 2,702 | | | | 4.78 | (6) | | | 0.99 | (6) | | | (0.57 | )(6) | | | 8 | |
|
Hartford Schroders Emerging Markets Equity Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 15.78 | | | $ | (0.02 | ) | | $ | (1.65 | ) | | $ | (1.67 | ) | | $ | (0.33 | ) | | $ | — | | | $ | — | | | $ | (0.33 | ) | | $ | 13.78 | | | | (10.95 | )%(5) | | $ | 57,560 | | | | 1.46 | %(6) | | | 1.46 | %(6) | | | (0.26 | )%(6) | | | 29 | % |
C | | | 15.51 | | | | (0.08 | ) | | | (1.64 | ) | | | (1.72 | ) | | | (0.20 | ) | | | — | | | | — | | | | (0.20 | ) | | | 13.59 | | | | (11.29 | )(5) | | | 6,962 | | | | 2.17 | (6) | | | 2.17 | (6) | | | (1.00 | )(6) | | | 29 | |
I | | | 15.77 | | | | 0.00 | (7) | | | (1.65 | ) | | | (1.65 | ) | | | (0.36 | ) | | | — | | | | — | | | | (0.36 | ) | | | 13.76 | | | | (10.86 | )(5) | | | 1,321,556 | | | | 1.22 | (6) | | | 1.22 | (6) | | | (0.03 | )(6) | | | 29 | |
R3 | | | 15.66 | | | | (0.04 | ) | | | (1.64 | ) | | | (1.68 | ) | | | (0.28 | ) | | | — | | | | — | | | | (0.28 | ) | | | 13.70 | | | | (11.06 | )(5) | | | 69 | | | | 1.78 | (6) | | | 1.70 | (6) | | | (0.51 | )(6) | | | 29 | |
R4 | | | 15.74 | | | | (0.02 | ) | | | (1.65 | ) | | | (1.67 | ) | | | (0.24 | ) | | | — | | | | — | | | | (0.24 | ) | | | 13.83 | | | | (10.87 | )(5) | | | 3,600 | | | | 1.33 | (6) | | | 1.32 | (6) | | | (0.23 | )(6) | | | 29 | |
R5 | | | 15.78 | | | | 0.00 | (7) | | | (1.65 | ) | | | (1.65 | ) | | | (0.37 | ) | | | — | | | | — | | | | (0.37 | ) | | | 13.76 | | | | (10.86 | )(5) | | | 523 | | | | 1.18 | (6) | | | 1.18 | (6) | | | 0.01 | (6) | | | 29 | |
Y | | | 15.79 | | | | 0.01 | | | | (1.66 | ) | | | (1.65 | ) | | | (0.37 | ) | | | — | | | | — | | | | (0.37 | ) | | | 13.77 | | | | (10.84 | )(5) | | | 199,341 | | | | 1.15 | (6) | | | 1.15 | (6) | | | 0.07 | (6) | | | 29 | |
F | | | 15.78 | | | | 0.01 | | | | (1.64 | ) | | | (1.63 | ) | | | (0.39 | ) | | | — | | | | — | | | | (0.39 | ) | | | 13.76 | | | | (10.77 | )(5) | | | 367,433 | | | | 1.07 | (6) | | | 1.07 | (6) | | | 0.12 | (6) | | | 29 | |
SDR | | | 15.81 | | | | 0.01 | | | | (1.64 | ) | | | (1.63 | ) | | | (0.39 | ) | | | — | | | | — | | | | (0.39 | ) | | | 13.79 | | | | (10.75 | )(5) | | | 995,757 | | | | 1.06 | (6) | | | 1.06 | (6) | | | 0.13 | (6) | | | 29 | |
|
For the Year Ended October 31, 2019 | |
A | | $ | 14.07 | | | $ | 0.29 | | | $ | 1.56 | | | $ | 1.85 | | | $ | (0.14 | ) | | $ | — | | | $ | — | | | $ | (0.14 | ) | | $ | 15.78 | | | | 13.27 | % | | $ | 60,356 | | | | 1.45 | % | | | 1.45 | % | | | 1.95 | % | | | 43 | % |
C | | | 13.86 | | | | 0.19 | | | | 1.53 | | | | 1.72 | | | | (0.07 | ) | | | — | | | | — | | | | (0.07 | ) | | | 15.51 | | | | 12.50 | | | | 10,532 | | | | 2.17 | | | | 2.17 | | | | 1.27 | | | | 43 | |
I | | | 14.06 | | | | 0.31 | | | | 1.57 | | | | 1.88 | | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 15.77 | | | | 13.54 | | | | 1,838,077 | | | | 1.23 | | | | 1.23 | | | | 2.07 | | | | 43 | |
R3 | | | 13.98 | | | | 0.23 | | | | 1.57 | | | | 1.80 | | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 15.66 | | | | 13.01 | | | | 83 | | | | 1.79 | | | | 1.72 | | | | 1.51 | | | | 43 | |
R4 | | | 14.02 | | | | (0.05 | ) | | | 1.95 | | | | 1.90 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 15.74 | | | | 13.78 | | | | 26 | | | | 1.43 | | | | 1.42 | | | | (0.32 | ) | | | 43 | |
R5 | | | 14.07 | | | | 0.33 | | | | 1.56 | | | | 1.89 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 15.78 | | | | 13.61 | | | | 600 | | | | 1.19 | | | | 1.19 | | | | 2.19 | | | | 43 | |
Y | | | 14.09 | | | | 0.32 | | | | 1.57 | | | | 1.89 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 15.79 | | | | 13.62 | | | | 120,308 | | | | 1.13 | | | | 1.13 | | | | 2.11 | | | | 43 | |
F | | | 14.07 | | | | 0.42 | | | | 1.48 | | | | 1.90 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 15.78 | | | | 13.73 | | | | 419,520 | | | | 1.07 | | | | 1.07 | | | | 2.77 | | | | 43 | |
SDR | | | 14.10 | | | | 0.34 | | | | 1.56 | | | | 1.90 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 15.81 | | | | 13.71 | | | | 1,129,431 | | | | 1.07 | | | | 1.07 | | | | 2.28 | | | | 43 | |
|
For the Year Ended October 31, 2018 | |
A | | $ | 16.23 | | | $ | 0.16 | | | $ | (2.22 | ) | | $ | (2.06 | ) | | $ | (0.10 | ) | | $ | — | | | $ | — | | | $ | (0.10 | ) | | $ | 14.07 | | | | (12.79 | )% | | $ | 46,162 | | | | 1.45 | % | | | 1.45 | % | | | 0.98 | % | | | 24 | % |
C | | | 16.08 | | | | 0.07 | | | | (2.22 | ) | | | (2.15 | ) | | | (0.07 | ) | | | — | | | | — | | | | (0.07 | ) | | | 13.86 | | | | (13.44 | ) | | | 7,217 | | | | 2.19 | | | | 2.19 | | | | 0.45 | | | | 24 | |
I | | | 16.23 | | | | 0.19 | | | | (2.22 | ) | | | (2.03 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 14.06 | | | | (12.66 | ) | | | 1,733,270 | | | | 1.24 | | | | 1.24 | | | | 1.19 | | | | 24 | |
R3 | | | 16.20 | | | | 0.22 | | | | (2.30 | ) | | | (2.08 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 13.98 | | | | (12.99 | ) | | | 90 | | | | 1.80 | | | | 1.70 | | | | 1.36 | | | | 24 | |
R4 | | | 16.19 | | | | 0.05 | | | | (2.11 | ) | | | (2.06 | ) | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 14.02 | | | | (12.88 | ) | | | 3,710 | | | | 1.49 | | | | 1.48 | | | | 0.36 | | | | 24 | |
R5 | | | 16.23 | | | | 0.27 | | | | (2.29 | ) | | | (2.02 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 14.07 | | | | (12.56 | ) | | | 484 | | | | 1.20 | | | | 1.20 | | | | 1.69 | | | | 24 | |
Y | | | 16.25 | | | | 0.23 | | | | (2.24 | ) | | | (2.01 | ) | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 14.09 | | | | (12.48 | ) | | | 123,082 | | | | 1.11 | | | | 1.11 | | | | 1.43 | | | | 24 | |
F | | | 16.23 | | | | 0.30 | | | | (2.30 | ) | | | (2.00 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 14.07 | | | | (12.48 | ) | | | 154,306 | | | | 1.08 | | | | 1.08 | | | | 1.89 | | | | 24 | |
SDR | | | 16.26 | | | | 0.23 | | | | (2.23 | ) | | | (2.00 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 14.10 | | | | (12.46 | ) | | | 930,480 | | | | 1.08 | | | | 1.08 | | | | 1.43 | | | | 24 | |
|
For the Year Ended October 31, 2017 | |
A | | $ | 12.59 | | | $ | 0.10 | | | $ | 3.62 | | | $ | 3.72 | | | $ | (0.08 | ) | | $ | — | | | $ | — | | | $ | (0.08 | ) | | $ | 16.23 | | | | 29.83 | % | | $ | 53,107 | | | | 1.56 | % | | | 1.50 | % | | | 0.69 | % | | | 33 | % |
C | | | 12.58 | | | | 0.04 | | | | 3.57 | | | | 3.61 | | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 16.08 | | | | 29.00 | | | | 3,658 | | | | 2.25 | | | | 2.25 | | | | 0.25 | | | | 33 | |
I | | | 12.59 | | | | 0.14 | | | | 3.61 | | | | 3.75 | | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 16.23 | | | | 30.14 | | | | 1,848,368 | | | | 1.35 | | | | 1.25 | | | | 0.98 | | | | 33 | |
R3 | | | 12.58 | | | | 0.10 | | | | 3.62 | | | | 3.72 | | | | (0.10 | ) | | | — | | | | — | | | | (0.10 | ) | | | 16.20 | | | | 29.87 | | | | 13 | | | | 1.86 | | | | 1.48 | | | | 0.71 | | | | 33 | |
R4 | | | 12.58 | | | | 0.16 | | | | 3.56 | | | | 3.72 | | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 16.19 | | | | 29.86 | | | | 136 | | | | 1.52 | | | | 1.50 | | | | 1.11 | | | | 33 | |
R5 | | | 12.58 | | | | 0.13 | | | | 3.63 | | | | 3.76 | | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 16.23 | | | | 30.26 | | | | 13 | | | | 1.25 | | | | 1.20 | | | | 0.97 | | | | 33 | |
Y | | | 12.58 | | | | 0.26 | | | | 3.53 | | | | 3.79 | | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 16.25 | | | | 30.45 | | | | 97,758 | | | | 1.14 | | | | 1.14 | | | | 1.72 | | | | 33 | |
F(8) | | | 12.98 | | | | 0.16 | | | | 3.09 | | | | 3.25 | | | | — | | | | — | | | | — | | | | — | | | | 16.23 | | | | 25.04 | (5) | | | 42,462 | | | | 1.10 | (6) | | | 1.10 | (6) | | | 1.57 | (6) | | | 33 | |
SDR | | | 12.60 | | | | 0.15 | | | | 3.63 | | | | 3.78 | | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 16.26 | | | | 30.32 | | | | 710,039 | | | | 1.10 | | | | 1.10 | | | | 1.10 | | | | 33 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders Emerging Markets Equity Fund(10) – (continued) | |
|
For the Year Ended October 31, 2016 | |
A | | $ | 11.56 | | | $ | 0.08 | | | $ | 1.02 | (11) | | $ | 1.10 | | | $ | (0.07 | ) | | $ | — | | | $ | — | | | $ | (0.07 | ) | | $ | 12.59 | | | | 9.59 | % | | $ | 38,918 | | | | 1.57 | % | | | 1.49 | % | | | 0.71 | % | | | 47 | % |
C(9) | | | 12.68 | | | | (0.01 | ) | | | (0.09 | ) | | | (0.10 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.58 | | | | (0.79 | )(5) | | | 10 | | | | 2.06 | (6) | | | 2.06 | (6) | | | (2.06 | )(6) | | | 47 | |
I | | | 11.56 | | | | 0.10 | | | | 1.03 | (11) | | | 1.13 | | | | (0.10 | ) | | | — | | | | — | | | | (0.10 | ) | | | 12.59 | | | | 9.94 | | | | 1,020,291 | | | | 1.32 | | | | 1.24 | | | | 0.89 | | | | 47 | |
R3(9) | | | 12.68 | | | | (0.01 | ) | | | (0.09 | ) | | | (0.10 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.58 | | | | (0.79 | )(5) | | | 10 | | | | 1.75 | (6) | | | 1.75 | (6) | | | (1.75 | )(6) | | | 47 | |
R4(9) | | | 12.68 | | | | (0.01 | ) | | | (0.09 | ) | | | (0.10 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.58 | | | | (0.79 | )(5) | | | 10 | | | | 1.46 | (6) | | | 1.46 | (6) | | | (1.46 | )(6) | | | 47 | |
R5(9) | | | 12.68 | | | | — | | | | (0.10 | ) | | | (0.10 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.58 | | | | (0.79 | )(5) | | | 10 | | | | 1.17 | (6) | | | 1.17 | (6) | | | (1.16 | )(6) | | | 47 | |
Y(9) | | | 12.68 | | | | — | | | | (0.10 | ) | | | (0.10 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.58 | | | | (0.79 | )(5) | | | 10 | | | | 1.06 | (6) | | | 1.06 | (6) | | | (1.06 | )(6) | | | 47 | |
SDR | | | 11.57 | | | | 0.12 | | | | 1.03 | (11) | | | 1.15 | | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 12.60 | | | | 10.10 | | | | 561,740 | | | | 1.18 | | | | 1.10 | | | | 1.05 | | | | 47 | |
|
For the Year Ended October 31, 2015 | |
A | | $ | 13.33 | | | $ | 0.10 | | | $ | (1.83 | )(11) | | $ | (1.73 | ) | | $ | (0.04 | ) | | $ | — | | | $ | — | | | $ | (0.04 | ) | | $ | 11.56 | | | | (13.01 | )% | | $ | 41,116 | | | | 1.57 | % | | | 1.49 | % | | | 0.76 | % | | | 55 | % |
I | | | 13.40 | | | | 0.13 | | | | (1.85 | )(11) | | | (1.72 | ) | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 11.56 | | | | (12.88 | ) | | | 877,480 | | | | 1.33 | | | | 1.24 | | | | 1.05 | | | | 55 | |
SDR(12) | | | 12.60 | | | | 0.14 | | | | (1.17 | )(11) | | | (1.03 | ) | | | — | | | | — | | | | — | | | | — | | | | 11.57 | | | | (8.17 | )(5) | | | 351,836 | | | | 1.21 | (6) | | | 1.10 | (6) | | | 1.35 | (6) | | | 55 | |
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 9.12 | | | $ | 0.23 | (23) | | $ | (1.80 | )(23) | | $ | (1.57 | ) | | $ | (0.22 | ) | | $ | — | | | $ | — | | | $ | (0.22 | ) | | $ | 7.33 | | | | (17.40 | )%(5) | | $ | 1,279 | | | | 1.43 | %(6) | | | 1.15 | %(6) | | | 5.36 | %(6)(23) | | | 79 | % |
C | | | 9.08 | | | | 0.20 | (23) | | | (1.80 | )(23) | | | (1.60 | ) | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 7.30 | | | | (17.73 | )(5) | | | 200 | | | | 2.17 | (6) | | | 1.90 | (6) | | | 4.62 | (6)(23) | | | 79 | |
I | | | 9.11 | | | | 0.24 | (23) | | | (1.80 | )(23) | | | (1.56 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.32 | | | | (17.26 | )(5) | | | 22,296 | | | | 1.04 | (6) | | | 0.84 | (6) | | | 5.65 | (6)(23) | | | 79 | |
R3 | | | 9.13 | | | | 0.24 | (23) | | | (1.80 | )(23) | | | (1.56 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.34 | | | | (17.27 | )(5) | | | 24 | | | | 1.58 | (6) | | | 1.09 | (6) | | | 5.57 | (6)(23) | | | 79 | |
R4 | | | 9.11 | | | | 0.24 | (23) | | | (1.80 | )(23) | | | (1.56 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.32 | | | | (17.26 | )(5) | | | 9 | | | | 1.34 | (6) | | | 0.89 | (6) | | | 5.64 | (6)(23) | | | 79 | |
R5 | | | 9.10 | | | | 0.24 | (23) | | | (1.79 | )(23) | | | (1.55 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.32 | | | | (17.16 | )(5) | | | 9 | | | | 1.05 | (6) | | | 0.85 | (6) | | | 5.70 | (6)(23) | | | 79 | |
Y | | | 9.10 | | | | 0.25 | (23) | | | (1.80 | )(23) | | | (1.55 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.32 | | | | (17.14 | )(5) | | | 1,855 | | | | 0.96 | (6) | | | 0.76 | (6) | | | 5.76 | (6)(23) | | | 79 | |
F | | | 9.10 | | | | 0.25 | (23) | | | (1.81 | )(23) | | | (1.56 | ) | | | (0.63 | ) | | | — | | | | — | | | | (0.63 | ) | | | 6.91 | | | | (17.26 | )(5) | | | 81 | | | | 0.95 | (6) | | | 0.75 | (6) | | | 5.58 | (6)(23) | | | 79 | |
SDR | | | 9.11 | | | | 0.25 | (23) | | | (1.81 | )(23) | | | (1.56 | ) | | | (0.23 | ) | | | — | | | | — | | | | (0.23 | ) | | | 7.32 | | | | (17.24 | )(5) | | | 30,222 | | | | 0.95 | (6) | | | 0.75 | (6) | | | 5.77 | (6)(23) | | | 79 | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 8.79 | | | $ | 0.55 | | | $ | 0.25 | | | $ | 0.80 | | | $ | (0.43 | ) | | $ | — | | | $ | (0.04 | ) | | $ | (0.47 | ) | | $ | 9.12 | | | | 9.21 | % | | $ | 1,829 | | | | 1.29 | % | | | 1.11 | % | | | 6.12 | % | | | 240 | % |
C | | | 8.74 | | | | 0.48 | | | | 0.25 | | | | 0.73 | | | | (0.36 | ) | | | — | | | | (0.03 | ) | | | (0.39 | ) | | | 9.08 | | | | 8.44 | | | | 266 | | | | 2.14 | | | | 1.90 | | | | 5.39 | | | | 240 | |
I | | | 8.78 | | | | 0.58 | | | | 0.25 | | | | 0.83 | | | | (0.46 | ) | | | — | | | | (0.04 | ) | | | (0.50 | ) | | | 9.11 | | | | 9.65 | | | | 29,715 | | | | 1.00 | | | | 0.83 | | | | 6.37 | | | | 240 | |
R3 | | | 8.80 | | | | 0.57 | | | | 0.25 | | | | 0.82 | | | | (0.45 | ) | | | — | | | | (0.04 | ) | | | (0.49 | ) | | | 9.13 | | | | 9.46 | | | | 11 | | | | 1.55 | | | | 0.88 | | | | 6.33 | | | | 240 | |
R4 | | | 8.78 | | | | 0.57 | | | | 0.25 | | | | 0.82 | | | | (0.45 | ) | | | — | | | | (0.04 | ) | | | (0.49 | ) | | | 9.11 | | | | 9.45 | | | | 11 | | | | 1.28 | | | | 0.86 | | | | 6.35 | | | | 240 | |
R5 | | | 8.78 | | | | 0.58 | | | | 0.24 | | | | 0.82 | | | | (0.46 | ) | | | — | | | | (0.04 | ) | | | (0.50 | ) | | | 9.10 | | | | 9.56 | | | | 11 | | | | 1.00 | | | | 0.81 | | | | 6.39 | | | | 240 | |
Y | | | 8.78 | | | | 0.58 | | | | 0.24 | | | | 0.82 | | | | (0.46 | ) | | | — | | | | (0.04 | ) | | | (0.50 | ) | | | 9.10 | | | | 9.61 | | | | 2,046 | | | | 0.94 | | | | 0.76 | | | | 6.39 | | | | 240 | |
F | | | 8.78 | | | | 0.58 | | | | 0.25 | | | | 0.83 | | | | (0.47 | ) | | | — | | | | (0.04 | ) | | | (0.51 | ) | | | 9.10 | | | | 9.66 | | | | 23,084 | | | | 0.93 | | | | 0.75 | | | | 6.45 | | | | 240 | |
SDR | | | 8.79 | | | | 0.58 | | | | 0.25 | | | | 0.83 | | | | (0.47 | ) | | | — | | | | (0.04 | ) | | | (0.51 | ) | | | 9.11 | | | | 9.65 | | | | 37,109 | | | | 0.93 | | | | 0.75 | | | | 6.44 | | | | 240 | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 9.98 | | | $ | 0.50 | | | $ | (1.02 | ) | | $ | (0.52 | ) | | $ | (0.32 | ) | | $ | (0.13 | ) | | $ | (0.22 | ) | | $ | (0.67 | ) | | $ | 8.79 | | | | (5.34 | )% | | $ | 3,389 | | | | 1.29 | % | | | 1.08 | % | | | 5.42 | % | | | 285 | % |
C | | | 9.95 | | | | 0.41 | | | | (1.01 | ) | | | (0.60 | ) | | | (0.28 | ) | | | (0.13 | ) | | | (0.20 | ) | | | (0.61 | ) | | | 8.74 | | | | (6.27 | ) | | | 414 | | | | 2.16 | | | | 1.90 | | | | 4.52 | | | | 285 | |
I | | | 9.97 | | | | 0.52 | | | | (1.02 | ) | | | (0.50 | ) | | | (0.34 | ) | | | (0.13 | ) | | | (0.22 | ) | | | (0.69 | ) | | | 8.78 | | | | (5.22 | ) | | | 36,557 | | | | 1.02 | | | | 0.85 | | | | 5.63 | | | | 285 | |
R3 | | | 9.97 | | | | 0.50 | | | | (1.03 | ) | | | (0.53 | ) | | | (0.30 | ) | | | (0.13 | ) | | | (0.21 | ) | | | (0.64 | ) | | | 8.80 | | | | (5.43 | ) | | | 10 | | | | 1.65 | | | | 1.25 | | | | 5.23 | | | | 285 | |
R4 | | | 9.97 | | | | 0.52 | | | | (1.03 | ) | | | (0.51 | ) | | | (0.33 | ) | | | (0.13 | ) | | | (0.22 | ) | | | (0.68 | ) | | | 8.78 | | | | (5.25 | ) | | | 10 | | | | 1.35 | | | | 0.92 | | | | 5.54 | | | | 285 | |
R5 | | | 9.97 | | | | 0.53 | | | | (1.03 | ) | | | (0.50 | ) | | | (0.34 | ) | | | (0.13 | ) | | | (0.22 | ) | | | (0.69 | ) | | | 8.78 | | | | (5.23 | ) | | | 10 | | | | 1.06 | | | | 0.85 | | | | 5.58 | | | | 285 | |
Y | | | 9.97 | | | | 0.49 | | | | (0.98 | ) | | | (0.49 | ) | | | (0.34 | ) | | | (0.13 | ) | | | (0.23 | ) | | | (0.70 | ) | | | 8.78 | | | | (5.17 | ) | | | 970 | | | | 0.95 | | | | 0.77 | | | | 5.29 | | | | 285 | |
F | | | 9.96 | | | | 0.53 | | | | (1.01 | ) | | | (0.48 | ) | | | (0.34 | ) | | | (0.13 | ) | | | (0.23 | ) | | | (0.70 | ) | | | 8.78 | | | | (5.04 | ) | | | 28,842 | | | | 0.94 | | | | 0.75 | | | | 5.67 | | | | 285 | |
SDR | | | 9.98 | | | | 0.56 | | | | (1.05 | ) | | | (0.49 | ) | | | (0.34 | ) | | | (0.13 | ) | | | (0.23 | ) | | | (0.70 | ) | | | 8.79 | | | | (5.11 | ) | | | 34,841 | | | | 0.94 | | | | 0.75 | | | | 5.89 | | | | 285 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(10) – (continued) | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 9.79 | | | $ | 0.55 | | | $ | 0.27 | | | $ | 0.82 | | | $ | (0.53 | ) | | $ | (0.10 | ) | | $ | — | | | $ | (0.63 | ) | | $ | 9.98 | | | | 8.83 | % | | $ | 2,472 | | | | 1.15 | % | | | 1.03 | % | | | 5.65 | % | | | 212 | % |
C | | | 9.78 | | | | 0.46 | | | | 0.29 | | | | 0.75 | | | | (0.48 | ) | | | (0.10 | ) | | | — | | | | (0.58 | ) | | | 9.95 | | | | 8.01 | | | | 73 | | | | 2.03 | | | | 1.90 | | | | 4.72 | | | | 212 | |
I | | | 9.78 | | | | 0.57 | | | | 0.28 | | | | 0.85 | | | | (0.56 | ) | | | (0.10 | ) | | | — | | | | (0.66 | ) | | | 9.97 | | | | 9.08 | | | | 15,441 | | | | 0.94 | | | | 0.82 | | | | 5.86 | | | | 212 | |
R3 | | | 9.78 | | | | 0.54 | | | | 0.28 | | | | 0.82 | | | | (0.53 | ) | | | (0.10 | ) | | | — | | | | (0.63 | ) | | | 9.97 | | | | 8.74 | | | | 36 | | | | 1.63 | | | | 1.19 | | | | 5.53 | | | | 212 | |
R4 | | | 9.78 | | | | 0.55 | | | | 0.28 | | | | 0.83 | | | | (0.54 | ) | | | (0.10 | ) | | | — | | | | (0.64 | ) | | | 9.97 | | | | 8.88 | | | | 11 | | | | 1.33 | | | | 1.02 | | | | 5.67 | | | | 212 | |
R5 | | | 9.78 | | | | 0.57 | | | | 0.27 | | | | 0.84 | | | | (0.55 | ) | | | (0.10 | ) | | | — | | | | (0.65 | ) | | | 9.97 | | | | 9.07 | | | | 11 | | | | 1.04 | | | | 0.85 | | | | 5.82 | | | | 212 | |
Y | | | 9.78 | | | | 0.57 | | | | 0.28 | | | | 0.85 | | | | (0.56 | ) | | | (0.10 | ) | | | — | | | | (0.66 | ) | | | 9.97 | | | | 9.16 | | | | 122 | | | | 0.91 | | | | 0.79 | | | | 5.81 | | | | 212 | |
F(8) | | | 9.70 | | | | 0.39 | | | | 0.30 | | | | 0.69 | | | | (0.43 | ) | | | — | | | | — | | | | (0.43 | ) | | | 9.96 | | | | 7.22 | (5) | | | 11 | | | | 0.87 | (6) | | | 0.75 | (6) | | | 5.90 | (6) | | | 212 | |
SDR | | | 9.79 | | | | 0.58 | | | | 0.27 | | | | 0.85 | | | | (0.56 | ) | | | (0.10 | ) | | | — | | | | (0.66 | ) | | | 9.98 | | | | 9.16 | | | | 57,054 | | | | 0.87 | | | | 0.75 | | | | 5.93 | | | | 212 | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 9.04 | | | $ | 0.52 | | | $ | 0.51 | | | $ | 1.03 | | | $ | (0.28 | ) | | $ | — | | | $ | — | | | $ | (0.28 | ) | | $ | 9.79 | | | | 11.59 | % | | $ | 1,707 | | | | 1.82 | % | | | 1.11 | % | | | 5.61 | % | | | 147 | % |
C(9) | | | 9.87 | | | | 0.02 | | | | (0.11 | ) | | | (0.09 | ) | | | — | | | | — | | | | — | | | | — | | | | 9.78 | | | | (0.91 | )(5) | | | 10 | | | | 1.73 | (6) | | | 1.73 | (6) | | | 7.72 | (6) | | | 147 | |
I | | | 9.02 | | | | 0.55 | | | | 0.51 | | | | 1.06 | | | | (0.30 | ) | | | — | | | | — | | | | (0.30 | ) | | | 9.78 | | | | 11.94 | | | | 9,218 | | | | 1.54 | | | | 0.85 | | | | 5.89 | | | | 147 | |
R3(9) | | | 9.87 | | | | 0.02 | | | | (0.11 | ) | | | (0.09 | ) | | | — | | | | — | | | | — | | | | — | | | | 9.78 | | | | (0.91 | )(5) | | | 10 | | | | 1.41 | (6) | | | 1.41 | (6) | | | 8.09 | (6) | | | 147 | |
R4(9) | | | 9.87 | | | | 0.02 | | | | (0.11 | ) | | | (0.09 | ) | | | — | | | | — | | | | — | | | | — | | | | 9.78 | | | | (0.91 | )(5) | | | 10 | | | | 1.13 | (6) | | | 1.13 | (6) | | | 8.46 | (6) | | | 147 | |
R5(9) | | | 9.87 | | | | 0.02 | | | | (0.11 | ) | | | (0.09 | ) | | | — | | | | — | | | | — | | | | — | | | | 9.78 | | | | (0.91 | )(5) | | | 10 | | | | 0.84 | (6) | | | 0.84 | (6) | | | 8.46 | (6) | | | 147 | |
Y(9) | | | 9.87 | | | | 0.02 | | | | (0.11 | ) | | | (0.09 | ) | | | — | | | | — | | | | — | | | | — | | | | 9.78 | | | | (0.91 | )(5) | | | 10 | | | | 0.73 | (6) | | | 0.73 | (6) | | | 8.82 | (6) | | | 147 | |
SDR | | | 9.03 | | | | 0.56 | | | | 0.51 | | | | 1.07 | | | | (0.31 | ) | | | — | | | | — | | | | (0.31 | ) | | | 9.79 | | | | 12.04 | | | | 51,219 | | | | 1.36 | | | | 0.71 | | | | 5.99 | | | | 147 | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 9.97 | | | $ | 0.53 | | | $ | (1.19 | ) | | $ | (0.66 | ) | | $ | (0.18 | ) | | $ | (0.06 | ) | | $ | (0.03 | ) | | $ | (0.27 | ) | | $ | 9.04 | | | | (6.59 | )% | | $ | 1,637 | | | | 2.01 | % | | | 1.15 | % | | | 5.75 | % | | | 209 | % |
I | | | 9.96 | | | | 0.53 | | | | (1.17 | ) | | | (0.64 | ) | | | (0.22 | ) | | | (0.06 | ) | | | (0.02 | ) | | | (0.30 | ) | | | 9.02 | | | | (6.47 | ) | | | 5,980 | | | | 1.68 | | | | 0.90 | | | | 5.66 | | | | 209 | |
SDR(12) | | | 9.23 | | | | 0.49 | | | | (0.57 | ) | | | (0.08 | ) | | | (0.09 | ) | | | — | | | | (0.03 | ) | | | (0.12 | ) | | | 9.03 | | | | (0.87 | )(5) | | | 21,171 | | | | 1.66 | (6) | | | 0.75 | (6) | | | 6.32 | (6) | | | 209 | |
|
Hartford Schroders International Multi-Cap Value Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 9.05 | | | $ | 0.06 | | | $ | (1.61 | ) | | $ | (1.55 | ) | | $ | (0.14 | ) | | $ | — | | | $ | — | | | $ | (0.14 | ) | | $ | 7.36 | | | | (17.36 | )%(5) | | $ | 84,180 | | | | 1.12 | %(6) | | | 1.12 | %(6) | | | 1.52 | %(6) | | | 61 | % |
C | | | 8.99 | | | | 0.03 | | | | (1.60 | ) | | | (1.57 | ) | | | (0.11 | ) | | | — | | | | — | | | | (0.11 | ) | | | 7.31 | | | | (17.74 | )(5) | | | 13,881 | | | | 1.87 | (6) | | | 1.87 | (6) | | | 0.71 | (6) | | | 61 | |
I | | | 9.05 | | | | 0.08 | | | | (1.63 | ) | | | (1.55 | ) | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 7.35 | | | | (17.35 | )(5) | | | 535,062 | | | | 0.85 | (6) | | | 0.85 | (6) | | | 1.78 | (6) | | | 61 | |
R3 | | | 9.02 | | | | 0.05 | | | | (1.62 | ) | | | (1.57 | ) | | | (0.12 | ) | | | — | | | | — | | | | (0.12 | ) | | | 7.33 | | | | (17.63 | )(5) | | | 12,615 | | | | 1.47 | (6) | | | 1.47 | (6) | | | 1.18 | (6) | | | 61 | |
R4 | | | 9.03 | | | | 0.06 | | | | (1.61 | ) | | | (1.55 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 7.34 | | | | (17.42 | )(5) | | | 2,417 | | | | 1.17 | (6) | | | 1.17 | (6) | | | 1.50 | (6) | | | 61 | |
R5 | | | 9.04 | | | | 0.08 | | | | (1.61 | ) | | | (1.53 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 7.35 | | | | (17.24 | )(5) | | | 18,024 | | | | 0.83 | (6) | | | 0.83 | (6) | | | 1.82 | (6) | | | 61 | |
Y | | | 9.04 | | | | 0.08 | | | | (1.61 | ) | | | (1.53 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 7.35 | | | | (17.23 | )(5) | | | 132,359 | | | | 0.85 | (6) | | | 0.80 | (6) | | | 1.90 | (6) | | | 61 | |
F | | | 9.05 | | | | 0.08 | | | | (1.62 | ) | | | (1.54 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 7.35 | | | | (17.30 | )(5) | | | 359,454 | | | | 0.75 | (6) | | | 0.75 | (6) | | | 1.97 | (6) | | | 61 | |
SDR | | | 9.04 | | | | 0.08 | | | | (1.62 | ) | | | (1.54 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 7.34 | | | | (17.21 | )(5) | | | 581,643 | | | | 0.75 | (6) | | | 0.75 | (6) | | | 1.90 | (6) | | | 61 | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 8.97 | | | $ | 0.27 | | | $ | 0.28 | | | $ | 0.55 | | | $ | (0.25 | ) | | $ | (0.22 | ) | | $ | — | | | $ | (0.47 | ) | | $ | 9.05 | | | | 6.61 | % | | $ | 106,530 | | | | 1.12 | % | | | 1.12 | % | | | 3.03 | % | | | 119 | % |
C | | | 8.90 | | | | 0.19 | | | | 0.30 | | | | 0.49 | | | | (0.18 | ) | | | (0.22 | ) | | | — | | | | (0.40 | ) | | | 8.99 | | | | 5.91 | | | | 21,500 | | | | 1.87 | | | | 1.87 | | | | 2.12 | | | | 119 | |
I | | | 8.96 | | | | 0.28 | | | | 0.30 | | | | 0.58 | | | | (0.27 | ) | | | (0.22 | ) | | | — | | | | (0.49 | ) | | | 9.05 | | | | 6.98 | | | | 740,680 | | | | 0.86 | | | | 0.86 | | | | 3.13 | | | | 119 | |
R3 | | | 8.94 | | | | 0.28 | | | | 0.25 | | | | 0.53 | | | | (0.23 | ) | | | (0.22 | ) | | | — | | | | (0.45 | ) | | | 9.02 | | | | 6.36 | | | | 19,748 | | | | 1.48 | | | | 1.48 | | | | 3.25 | | | | 119 | |
R4 | | | 8.95 | | | | 0.26 | | | | 0.29 | | | | 0.55 | | | | (0.25 | ) | | | (0.22 | ) | | | — | | | | (0.47 | ) | | | 9.03 | | | | 6.57 | | | | 2,746 | | | | 1.18 | | | | 1.18 | | | | 3.01 | | | | 119 | |
R5 | | | 8.95 | | | | 0.26 | | | | 0.32 | | | | 0.58 | | | | (0.27 | ) | | | (0.22 | ) | | | — | | | | (0.49 | ) | | | 9.04 | | | | 6.97 | | | | 21,262 | | | | 0.87 | | | | 0.87 | | | | 2.99 | | | | 119 | |
Y | | | 8.96 | | | | 0.29 | | | | 0.29 | | | | 0.58 | | | | (0.28 | ) | | | (0.22 | ) | | | — | | | | (0.50 | ) | | | 9.04 | | | | 6.93 | | | | 146,587 | | | | 0.85 | | | | 0.80 | | | | 3.29 | | | | 119 | |
F | | | 8.97 | | | | 0.29 | | | | 0.29 | | | | 0.58 | | | | (0.28 | ) | | | (0.22 | ) | | | — | | | | (0.50 | ) | | | 9.05 | | | | 6.98 | | | | 377,025 | | | | 0.76 | | | | 0.76 | | | | 3.31 | | | | 119 | |
SDR | | | 8.96 | | | | 0.29 | | | | 0.29 | | | | 0.58 | | | | (0.28 | ) | | | (0.22 | ) | | | — | | | | (0.50 | ) | | | 9.04 | | | | 6.99 | | | | 636,333 | | | | 0.76 | | | | 0.76 | | | | 3.27 | | | | 119 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders International Multi-Cap Value Fund(10) – (continued) | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 10.18 | | | $ | 0.23 | | | $ | (1.09 | ) | | $ | (0.86 | ) | | $ | (0.24 | ) | | $ | (0.11 | ) | | $ | — | | | $ | (0.35 | ) | | $ | 8.97 | | | | (8.71 | )% | | $ | 67,252 | | | | 1.13 | % | | | 1.10 | % | | | 2.26 | % | | | 87 | % |
C | | | 10.12 | | | | 0.17 | | | | (1.10 | ) | | | (0.93 | ) | | | (0.18 | ) | | | (0.11 | ) | | | — | | | | (0.29 | ) | | | 8.90 | | | | (9.47 | ) | | | 25,614 | | | | 1.88 | | | | 1.85 | | | | 1.71 | | | | 87 | |
I | | | 10.17 | | | | 0.26 | | | | (1.09 | ) | | | (0.83 | ) | | | (0.27 | ) | | | (0.11 | ) | | | — | | | | (0.38 | ) | | | 8.96 | | | | (8.47 | ) | | | 875,109 | | | | 0.87 | | | | 0.84 | | | | 2.64 | | | | 87 | |
R3 | | | 10.15 | | | | 0.22 | | | | (1.10 | ) | | | (0.88 | ) | | | (0.22 | ) | | | (0.11 | ) | | | — | | | | (0.33 | ) | | | 8.94 | | | | (8.96 | ) | | | 613 | | | | 1.50 | | | | 1.43 | | | | 2.22 | | | | 87 | |
R4 | | | 10.16 | | | | 0.20 | | | | (1.06 | ) | | | (0.86 | ) | | | (0.24 | ) | | | (0.11 | ) | | | — | | | | (0.35 | ) | | | 8.95 | | | | (8.76 | ) | | | 1,312 | | | | 1.20 | | | | 1.16 | | | | 2.03 | | | | 87 | |
R5 | | | 10.17 | | | | 0.27 | | | | (1.11 | ) | | | (0.84 | ) | | | (0.27 | ) | | | (0.11 | ) | | | — | | | | (0.38 | ) | | | 8.95 | | | | (8.58 | ) | | | 22,482 | | | | 0.88 | | | | 0.85 | | | | 2.68 | | | | 87 | |
Y | | | 10.17 | | | | 0.25 | | | | (1.07 | ) | | | (0.82 | ) | | | (0.28 | ) | | | (0.11 | ) | | | — | | | | (0.39 | ) | | | 8.96 | | | | (8.42 | ) | | | 80,993 | | | | 0.83 | | | | 0.81 | | | | 2.57 | | | | 87 | |
F | | | 10.18 | | | | 0.28 | | | | (1.10 | ) | | | (0.82 | ) | | | (0.28 | ) | | | (0.11 | ) | | | — | | | | (0.39 | ) | | | 8.97 | | | | (8.38 | ) | | | 251,677 | | | | 0.78 | | | | 0.75 | | | | 2.78 | | | | 87 | |
SDR | | | 10.17 | | | | 0.27 | | | | (1.09 | ) | | | (0.82 | ) | | | (0.28 | ) | | | (0.11 | ) | | | — | | | | (0.39 | ) | | | 8.96 | | | | (8.38 | ) | | | 540,822 | | | | 0.78 | | | | 0.75 | | | | 2.69 | | | | 87 | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 8.61 | | | $ | 0.20 | | | $ | 1.53 | | | $ | 1.73 | | | $ | (0.16 | ) | | $ | — | | | $ | — | | | $ | (0.16 | ) | | $ | 10.18 | | | | 20.26 | % | | $ | 58,977 | | | | 1.20 | % | | | 1.12 | % | | | 2.08 | % | | | 63 | % |
C | | | 8.60 | | | | 0.15 | | | | 1.50 | | | | 1.65 | | | | (0.13 | ) | | | — | | | | — | | | | (0.13 | ) | | | 10.12 | | | | 19.31 | | | | 15,580 | | | | 1.93 | | | | 1.85 | | | | 1.51 | | | | 63 | |
I | | | 8.60 | | | | 0.24 | | | | 1.52 | | | | 1.76 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 10.17 | | | | 20.47 | | | | 706,652 | | | | 0.91 | | | | 0.82 | | | | 2.48 | | | | 63 | |
R3 | | | 8.60 | | | | 0.20 | | | | 1.49 | | | | 1.69 | | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 10.15 | | | | 19.82 | | | | 105 | | | | 1.58 | | | | 1.42 | | | | 2.03 | | | | 63 | |
R4 | | | 8.60 | | | | 0.18 | | | | 1.54 | | | | 1.72 | | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 10.16 | | | | 20.23 | | | | 809 | | | | 1.24 | | | | 1.15 | | | | 1.83 | | | | 63 | |
R5 | | | 8.60 | | | | 0.23 | | | | 1.52 | | | | 1.75 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 10.17 | | | | 20.57 | | | | 14,212 | | | | 0.93 | | | | 0.85 | | | | 2.32 | | | | 63 | |
Y | | | 8.60 | | | | 0.21 | | | | 1.56 | | | | 1.77 | | | | (0.20 | ) | | | — | | | | — | | | | (0.20 | ) | | | 10.17 | | | | 20.80 | | | | 4,440 | | | | 0.84 | | | | 0.76 | | | | 2.30 | | | | 63 | |
F(8) | | | 9.13 | | | | 0.17 | | | | 1.02 | | | | 1.19 | | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 10.18 | | | | 13.07 | (5) | | | 110,585 | | | | 0.83 | (6) | | | 0.75 | (6) | | | 2.60 | (6) | | | 63 | |
SDR | | | 8.60 | | | | 0.23 | | | | 1.53 | | | | 1.76 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 10.17 | | | | 20.70 | | | | 448,891 | | | | 0.83 | | | | 0.75 | | | | 2.43 | | | | 63 | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 8.48 | | | $ | 0.15 | | | $ | 0.17 | (11) | | $ | 0.32 | | | $ | (0.19 | ) | | $ | — | | | $ | — | | | $ | (0.19 | ) | | $ | 8.61 | | | | 3.88 | % | | $ | 27,751 | | | | 1.47 | % | | | 1.14 | % | | | 1.80 | % | | | 94 | % |
C(9) | | | 8.62 | | | | — | | | | (0.02 | ) | | | (0.02 | ) | | | — | | | | — | | | | — | | | | — | | | | 8.60 | | | | (0.23 | )(5) | | | 10 | | | | 1.80 | (6) | | | 1.80 | (6) | | | (1.10 | )(6) | | | 94 | |
I | | | 8.47 | | | | 0.18 | | | | 0.16 | (11) | | | 0.34 | | | | (0.21 | ) | | | — | | | | — | | | | (0.21 | ) | | | 8.60 | | | | 4.27 | | | | 183,321 | | | | 1.22 | | | | 0.89 | | | | 2.15 | | | | 94 | |
R3(9) | | | 8.62 | | | | — | | | | (0.02 | ) | | | (0.02 | ) | | | — | | | | — | | | | — | | | | — | | | | 8.60 | | | | (0.23 | )(5) | | | 10 | | | | 1.48 | (6) | | | 1.48 | (6) | | | (0.73 | )(6) | | | 94 | |
R4(9) | | | 8.62 | | | | — | | | | (0.02 | ) | | | (0.02 | ) | | | — | | | | — | | | | — | | | | — | | | | 8.60 | | | | (0.23 | )(5) | | | 10 | | | | 1.19 | (6) | | | 1.19 | (6) | | | (0.37 | )(6) | | | 94 | |
R5(9) | | | 8.62 | | | | — | | | | (0.02 | ) | | | (0.02 | ) | | | — | | | | — | | | | — | | | | — | | | | 8.60 | | | | (0.23 | )(5) | | | 10 | | | | 0.91 | (6) | | | 0.91 | (6) | | | 0.73 | (6) | | | 94 | |
Y(9) | | | 8.62 | | | | — | | | | (0.02 | ) | | | (0.02 | ) | | | — | | | | — | | | | — | | | | — | | | | 8.60 | | | | (0.23 | )(5) | | | 10 | | | | 0.80 | (6) | | | 0.80 | (6) | | | — | (6) | | | 94 | |
SDR | | | 8.46 | | | | 0.20 | | | | 0.16 | (11) | | | 0.36 | | | | (0.22 | ) | | | — | | | | — | | | | (0.22 | ) | | | 8.60 | | | | 4.44 | | | | 221,643 | | | | 1.06 | | | | 0.75 | | | | 2.37 | | | | 94 | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 9.46 | | | $ | 0.20 | | | $ | (0.68 | )(11) | | $ | (0.48 | ) | | $ | (0.24 | ) | | $ | (0.26 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 8.48 | | | | (5.27 | )% | | $ | 19,330 | | | | 1.48 | % | | | 1.17 | % | | | 2.21 | % | | | 90 | % |
I | | | 9.46 | | | | 0.22 | | | | (0.69 | )(11) | | | (0.47 | ) | | | (0.26 | ) | | | (0.26 | ) | | | — | | | | (0.52 | ) | | | 8.47 | | | | (5.12 | ) | | | 218,467 | | | | 1.22 | | | | 0.91 | | | | 2.45 | | | | 90 | |
SDR(12) | | | 8.79 | | | | 0.24 | | | | (0.38 | ) | | | (0.14 | ) | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 8.46 | | | | (1.62 | )(5) | | | 75,256 | | | | 1.08 | (6) | | | 0.76 | (6) | | | 3.18 | (6) | | | 90 | |
|
Hartford Schroders International Stock Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 12.91 | | | $ | 0.04 | | | $ | (1.04 | ) | | $ | (1.00 | ) | | $ | (0.14 | ) | | $ | — | | | $ | — | | | $ | (0.14 | ) | | $ | 11.77 | | | | (7.91 | )%(5) | | $ | 61,256 | | | | 1.10 | %(6) | | | 1.10 | %(6) | | | 0.61 | %(6) | | | 23 | % |
C | | | 12.25 | | | | (0.01 | ) | | | (0.99 | ) | | | (1.00 | ) | | | (0.04 | ) | | | — | | | | — | | | | (0.04 | ) | | | 11.21 | | | | (8.16 | )(5) | | | 4,155 | | | | 1.86 | (6) | | | 1.86 | (6) | | | (0.15 | )(6) | | | 23 | |
I | | | 12.51 | | | | 0.05 | | | | (1.00 | ) | | | (0.95 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 11.40 | | | | (7.76 | )(5) | | | 275,448 | | | | 0.82 | (6) | | | 0.82 | (6) | | | 0.90 | (6) | | | 23 | |
R3 | | | 12.47 | | | | 0.03 | | | | (1.01 | ) | | | (0.98 | ) | | | (0.13 | ) | | | — | | | | — | | | | (0.13 | ) | | | 11.36 | | | | (8.00 | )(5) | | | 576 | | | | 1.39 | (6) | | | 1.36 | (6) | | | 0.55 | (6) | | | 23 | |
R4 | | | 12.50 | | | | 0.05 | | | | (1.02 | ) | | | (0.97 | ) | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 11.38 | | | | (7.91 | )(5) | | | 1,285 | | | | 1.09 | (6) | | | 1.09 | (6) | | | 0.84 | (6) | | | 23 | |
R5 | | | 12.52 | | | | 0.08 | | | | (1.03 | ) | | | (0.95 | ) | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 11.40 | | | | (7.72 | )(5) | | | 6,827 | | | | 0.77 | (6) | | | 0.77 | (6) | | | 1.31 | (6) | | | 23 | |
Y | | | 12.52 | | | | 0.09 | | | | (1.04 | ) | | | (0.95 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 11.43 | | | | (7.80 | )(5) | | | 4,569 | | | | 0.78 | (6) | | | 0.78 | (6) | | | 1.57 | (6) | | | 23 | |
F | | | 12.52 | | | | 0.06 | | | | (1.00 | ) | | | (0.94 | ) | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 11.41 | | | | (7.79 | )(5) | | | 90,588 | | | | 0.75 | (6) | | | 0.75 | (6) | | | 0.95 | (6) | | | 23 | |
SDR | | | 12.52 | | | | 0.06 | | | | (1.00 | ) | | | (0.94 | ) | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 11.41 | | | | (7.70 | )(5) | | | 85,525 | | | | 0.75 | (6) | | | 0.75 | (6) | | | 0.91 | (6) | | | 23 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders International Stock Fund(10) – (continued) | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 12.46 | | | $ | 0.17 | | | $ | 1.18 | | | $ | 1.35 | | | $ | (0.15 | ) | | $ | (0.75 | ) | | $ | — | | | $ | (0.90 | ) | | $ | 12.91 | | | | 12.04 | % | | $ | 46,241 | | | | 1.16 | % | | | 1.14 | % | | | 1.42 | % | | | 37 | % |
C | | | 11.90 | | | | 0.10 | | | | 1.10 | | | | 1.20 | | | | (0.10 | ) | | | (0.75 | ) | | | — | | | | (0.85 | ) | | | 12.25 | | | | 11.16 | | | | 3,530 | | | | 1.90 | | | | 1.87 | | | | 0.88 | | | | 37 | |
I | | | 12.09 | | | | 0.21 | | | | 1.13 | | | | 1.34 | | | | (0.17 | ) | | | (0.75 | ) | | | — | | | | (0.92 | ) | | | 12.51 | | | | 12.39 | | | | 218,391 | | | | 0.86 | | | | 0.83 | | | | 1.81 | | | | 37 | |
R3 | | | 12.08 | | | | 0.16 | | | | 1.13 | | | | 1.29 | | | | (0.15 | ) | | | (0.75 | ) | | | — | | | | (0.90 | ) | | | 12.47 | | | | 11.93 | | | | 190 | | | | 1.44 | | | | 1.33 | | | | 1.35 | | | | 37 | |
R4 | | | 12.09 | | | | 0.15 | | | | 1.17 | | | | 1.32 | | | | (0.16 | ) | | | (0.75 | ) | | | — | | | | (0.91 | ) | | | 12.50 | | | | 12.15 | | | | 292 | | | | 1.12 | | | | 1.05 | | | | 1.24 | | | | 37 | |
R5 | | | 12.10 | | | | 0.15 | | | | 1.19 | | | | 1.34 | | | | (0.17 | ) | | | (0.75 | ) | | | — | | | | (0.92 | ) | | | 12.52 | | | | 12.33 | | | | 1,066 | | | | 0.80 | | | | 0.78 | | | | 1.21 | | | | 37 | |
Y | | | 12.11 | | | | 0.21 | | | | 1.12 | | | | 1.33 | | | | (0.17 | ) | | | (0.75 | ) | | | — | | | | (0.92 | ) | | | 12.52 | | | | 12.38 | | | | 676 | | | | 0.87 | | | | 0.84 | | | | 1.80 | | | | 37 | |
F | | | 12.10 | | | | 0.22 | | | | 1.12 | | | | 1.34 | | | | (0.17 | ) | | | (0.75 | ) | | | — | | | | (0.92 | ) | | | 12.52 | | | | 12.47 | | | | 70,305 | | | | 0.78 | | | | 0.76 | | | | 1.85 | | | | 37 | |
SDR | | | 12.10 | | | | 0.21 | | | | 1.14 | | | | 1.35 | | | | (0.18 | ) | | | (0.75 | ) | | | — | | | | (0.93 | ) | | | 12.52 | | | | 12.45 | | | | 100,663 | | | | 0.80 | | | | 0.76 | | | | 1.80 | | | | 37 | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 13.62 | | | $ | 0.19 | | | $ | (1.22 | ) | | $ | (1.03 | ) | | $ | (0.13 | ) | | $ | — | | | $ | — | | | $ | (0.13 | ) | | $ | 12.46 | | | | (7.63 | )% | | $ | 11,234 | | | | 1.25 | % | | | 1.16 | % | | | 1.40 | % | | | 65 | % |
C | | | 13.11 | | | | 0.13 | | | | (1.21 | ) | | | (1.08 | ) | | | (0.13 | ) | | | — | | | | — | | | | (0.13 | ) | | | 11.90 | | | | (8.33 | ) | | | 1,824 | | | | 2.01 | | | | 1.92 | | | | 0.97 | | | | 65 | |
I | | | 13.20 | | | | 0.22 | | | | (1.17 | ) | | | (0.95 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 12.09 | | | | (7.32 | ) | | | 129,528 | | | | 0.93 | | | | 0.85 | | | | 1.70 | | | | 65 | |
R3 | | | 13.19 | | | | 0.21 | | | | (1.19 | ) | | | (0.98 | ) | | | (0.13 | ) | | | — | | | | — | | | | (0.13 | ) | | | 12.08 | | | | (7.49 | ) | | | 12 | | | | 1.61 | | | | 1.02 | | | | 1.59 | | | | 65 | |
R4 | | | 13.20 | | | | 0.22 | | | | (1.19 | ) | | | (0.97 | ) | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 12.09 | | | | (7.42 | ) | | | 12 | | | | 1.31 | | | | 0.97 | | | | 1.64 | | | | 65 | |
R5 | | | 13.22 | | | | 0.22 | | | | (1.18 | ) | | | (0.96 | ) | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 12.10 | | | | (7.36 | ) | | | 12 | | | | 1.01 | | | | 0.90 | | | | 1.69 | | | | 65 | |
Y | | | 13.23 | | | | 0.12 | | | | (1.07 | ) | | | (0.95 | ) | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 12.11 | | | | (7.32 | ) | | | 5,693 | | | | 0.90 | | | | 0.81 | | | | 0.97 | | | | 65 | |
F | | | 13.22 | | | | 0.22 | | | | (1.17 | ) | | | (0.95 | ) | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 12.10 | | | | (7.32 | ) | | | 9,204 | | | | 0.89 | | | | 0.80 | | | | 1.69 | | | | 65 | |
SDR | | | 13.23 | | | | 0.23 | | | | (1.18 | ) | | | (0.95 | ) | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 12.10 | | | | (7.33 | ) | | | 67,339 | | | | 0.89 | | | | 0.80 | | | | 1.71 | | | | 65 | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 11.02 | | | $ | 0.12 | | | $ | 2.64 | | | $ | 2.76 | | | $ | (0.16 | ) | | $ | — | | | $ | — | | | $ | (0.16 | ) | | $ | 13.62 | | | | 25.41 | % | | $ | 5,930 | | | | 1.32 | % | | | 1.20 | % | | | 0.98 | % | | | 53 | % |
C | | | 10.69 | | | | (0.02 | ) | | | 2.60 | | | | 2.58 | | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 13.11 | | | | 24.60 | | | | 321 | | | | 2.01 | | | | 1.94 | | | | (0.13 | ) | | | 53 | |
I | | | 10.69 | | | | 0.14 | | | | 2.55 | | | | 2.69 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 13.20 | | | | 25.69 | | | | 116,660 | | | | 1.02 | | | | 0.95 | | | | 1.24 | | | | 53 | |
R3 | | | 10.69 | | | | 0.12 | | | | 2.55 | | | | 2.67 | | | | (0.17 | ) | | | — | | | | — | | | | (0.17 | ) | | | 13.19 | | | | 25.45 | | | | 13 | | | | 1.62 | | | | 1.18 | | | | 1.04 | | | | 53 | |
R4 | | | 10.69 | | | | 0.13 | | | | 2.56 | | | | 2.69 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 13.20 | | | | 25.61 | | | | 13 | | | | 1.34 | | | | 1.08 | | | | 1.15 | | | | 53 | |
R5 | | | 10.69 | | | | 0.16 | | | | 2.55 | | | | 2.71 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 13.22 | | | | 25.88 | | | | 13 | | | | 1.02 | | | | 0.90 | | | | 1.34 | | | | 53 | |
Y | | | 10.69 | | | | 0.13 | | | | 2.59 | | | | 2.72 | | | | (0.18 | ) | | | — | | | | — | | | | (0.18 | ) | | | 13.23 | | | | 25.99 | | | | 115 | | | | 0.88 | | | | 0.79 | | | | 1.04 | | | | 53 | |
F(8) | | | 10.87 | | | | 0.04 | | | | 2.31 | | | | 2.35 | | | | — | | | | — | | | | — | | | | — | | | | 13.22 | | | | 21.62 | (5) | | | 844 | | | | 0.85 | (6) | | | 0.80 | (6) | | | 0.52 | (6) | | | 53 | |
SDR | | | 10.70 | | | | 0.17 | | | | 2.55 | | | | 2.72 | | | | (0.19 | ) | | | — | | | | — | | | | (0.19 | ) | | | 13.23 | | | | 25.88 | | | | 77,051 | | | | 0.86 | | | | 0.80 | | | | 1.45 | | | | 53 | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 11.35 | | | $ | 0.12 | | | $ | (0.35 | )(11) | | $ | (0.23 | ) | | $ | (0.10 | ) | | $ | — | | | $ | — | | | $ | (0.10 | ) | | $ | 11.02 | | | | (2.01 | )% | | $ | 3,217 | | | | 1.45 | % | | | 1.18 | % | | | 1.11 | % | | | 53 | % |
C(9) | | | 10.64 | | | | (0.01 | ) | | | 0.06 | | | | 0.05 | | | | — | | | | — | | | | — | | | | — | | | | 10.69 | | | | 0.47 | (5) | | | 10 | | | | 1.77 | (6) | | | 1.77 | (6) | | | (1.77 | )(6) | | | 53 | |
I | | | 11.01 | | | | 0.14 | | | | (0.33 | )(11) | | | (0.19 | ) | | | (0.13 | ) | | | — | | | | — | | | | (0.13 | ) | | | 10.69 | | | | (1.70 | ) | | | 82,726 | | | | 1.20 | | | | 0.92 | | | | 1.33 | | | | 53 | |
R3(9) | | | 10.64 | | | | — | | | | 0.05 | | | | 0.05 | | | | — | | | | — | | | | — | | | | — | | | | 10.69 | | | | 0.47 | (5) | | | 10 | | | | 1.47 | (6) | | | 1.47 | (6) | | | (1.47 | )(6) | | | 53 | |
R4(9) | | | 10.64 | | | | — | | | | 0.05 | | | | 0.05 | | | | — | | | | — | | | | — | | | | — | | | | 10.69 | | | | 0.47 | (5) | | | 10 | | | | 1.17 | (6) | | | 1.17 | (6) | | | (1.17 | )(6) | | | 53 | |
R5(9) | | | 10.64 | | | | — | | | | 0.05 | | | | 0.05 | | | | — | | | | — | | | | — | | | | — | | | | 10.69 | | | | 0.47 | (5) | | | 10 | | | | 0.89 | (6) | | | 0.89 | (6) | | | (0.87 | )(6) | | | 53 | |
Y(9) | | | 10.64 | | | | — | | | | 0.05 | | | | 0.05 | | | | — | | | | — | | | | — | | | | — | | | | 10.69 | | | | 0.47 | (5) | | | 10 | | | | 0.78 | (6) | | | 0.78 | (6) | | | (0.78 | )(6) | | | 53 | |
SDR | | | 11.02 | | | | 0.16 | | | | (0.33 | )(11) | | | (0.17 | ) | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 10.70 | | | | (1.54 | ) | | | 64,263 | | | | 1.07 | | | | 0.79 | | | | 1.54 | | | | 53 | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 11.93 | | | $ | 0.05 | | | $ | (0.18 | ) | | $ | (0.13 | ) | | $ | — | | | $ | (0.45 | ) | | $ | — | | | $ | (0.45 | ) | | $ | 11.35 | | | | (1.08 | )% | | $ | 3,921 | | | | 1.38 | % | | | 1.17 | % | | | 0.46 | % | | | 45 | % |
I | | | 11.86 | | | | 0.12 | | | | (0.23 | )(11) | | | (0.11 | ) | | | (0.29 | ) | | | (0.45 | ) | | | — | | | | (0.74 | ) | | | 11.01 | | | | (0.89 | ) | | | 104,237 | | | | 1.19 | | | | 0.95 | | | | 1.02 | | | | 45 | |
SDR(12) | | | 10.88 | | | | 0.17 | | | | (0.03 | ) | | | 0.14 | | | | — | | | | — | | | | — | | | | — | | | | 11.02 | | | | 1.29 | (5) | | | 54,747 | | | | 1.09 | (6) | | | 0.81 | (6) | | | 1.78 | (6) | | | 45 | |
|
Hartford Schroders Securitized Income Fund | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 10.06 | | | $ | 0.12 | | | $ | (0.84 | ) | | $ | (0.72 | ) | | $ | (0.13 | ) | | $ | (0.01 | ) | | $ | — | | | $ | (0.14 | ) | | $ | 9.20 | | | | (7.25 | )%(5) | | $ | 3,699 | | | | 1.58 | %(6)(13) | | | 1.13 | %(6)(14) | | | 2.54 | %(6)(15) | | | 37 | % |
C(16) | | | 10.12 | | | | 0.02 | | | | (0.91 | ) | | | (0.89 | ) | | | (0.03 | ) | | | — | | | | — | | | | (0.03 | ) | | | 9.20 | | | | (8.81 | )(5) | | | 295 | | | | 2.52 | (6)(13) | | | 2.43 | (6)(14) | | | 0.98 | (6)(15) | | | 37 | |
I | | | 10.06 | | | | 0.12 | | | | (0.84 | ) | | | (0.72 | ) | | | (0.13 | ) | | | (0.01 | ) | | | — | | | | (0.14 | ) | | | 9.20 | | | | (7.28 | )(5) | | | 44,099 | | | | 1.46 | (6)(13) | | | 1.29 | (6)(14) | | | 2.45 | (6)(15) | | | 37 | |
Y | | | 10.06 | | | | 0.12 | | | | (0.84 | ) | | | (0.72 | ) | | | (0.13 | ) | | | (0.01 | ) | | | — | | | | (0.14 | ) | | | 9.20 | | | | (7.25 | )(5) | | | 3,324 | | | | 1.33 | (6)(13) | | | 1.12 | (6)(14) | | | 2.55 | (6)(15) | | | 37 | |
F | | | 10.05 | | | | 0.13 | | | | (0.84 | ) | | | (0.71 | ) | | | (0.13 | ) | | | (0.01 | ) | | | — | | | | (0.14 | ) | | | 9.20 | | | | (7.16 | )(5) | | | 2,263 | | | | 1.33 | (6)(13) | | | 1.09 | (6)(14) | | | 2.59 | (6)(15) | | | 37 | |
SDR | | | 10.05 | | | | 0.12 | | | | (0.83 | ) | | | (0.71 | ) | | | (0.13 | ) | | | (0.01 | ) | | | — | | | | (0.14 | ) | | | 9.20 | | | | (7.21 | )(5) | | | 14,276 | | | | 1.28 | (6)(13) | | | 1.04 | (6)(14) | | | 2.51 | (6)(15) | | | 37 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders Securitized Income Fund – (continued) | |
| | | | |
For the Year Ended October 31, 2019(17) | | | | | | | | | | | | | | | | | |
A | | $ | 10.00 | | | $ | 0.17 | | | $ | 0.03 | | | $ | 0.20 | | | $ | (0.14 | ) | | $ | — | | | $ | — | | | $ | (0.14 | ) | | $ | 10.06 | | | | 2.04 | %(5) | | $ | 3,571 | | | | 1.58 | %(6)(18) | | | 1.00 | %(6)(19)(20) | | | 2.49 | %(6)(21) | | | 35 | % |
I | | | 10.00 | | | | 0.17 | | | | 0.04 | | | | 0.21 | | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 10.06 | | | | 2.09 | (5) | | | 4,633 | | | | 1.33 | (6)(18) | | | 0.96 | (6)(19)(20) | | | 2.52 | (6)(21) | | | 35 | |
Y | | | 10.00 | | | | 0.17 | | | | 0.04 | | | | 0.21 | | | | (0.15 | ) | | | — | | | | — | | | | (0.15 | ) | | | 10.06 | | | | 2.13 | (5) | | | 3,583 | | | | 1.27 | (6)(18) | | | 0.91 | (6)(19)(20) | | | 2.58 | (6)(21) | | | 35 | |
F | | | 10.00 | | | | 0.18 | | | | 0.03 | | | | 0.21 | | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 10.05 | | | | 2.06 | (5) | | | 2,544 | | | | 1.26 | (6)(18) | | | 0.89 | (6)(19)(20) | | | 2.61 | (6)(21) | | | 35 | |
SDR | | | 10.00 | | | | 0.17 | | | | 0.04 | | | | 0.21 | | | | (0.16 | ) | | | — | | | | — | | | | (0.16 | ) | | | 10.05 | | | | 2.19 | (5) | | | 80,616 | | | | 1.24 | (6)(18) | | | 0.86 | (6)(19)(20) | | | 2.55 | (6)(21) | | | 35 | |
|
Hartford Schroders Tax-Aware Bond Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 11.34 | | | $ | 0.09 | (23) | | $ | — | (23) | | $ | 0.09 | | | $ | (0.10 | ) | | $ | (0.23 | ) | | $ | — | | | $ | (0.33 | ) | | $ | 11.10 | | | | 0.78 | %(5) | | $ | 46,833 | | | | 0.82 | %(6) | | | 0.71 | %(6) | | | 1.60 | %(6)(23) | | | 72 | % |
C | | | 11.34 | | | | 0.04 | (23) | | | 0.01 | (23) | | | 0.05 | | | | (0.05 | ) | | | (0.23 | ) | | | — | | | | (0.28 | ) | | | 11.11 | | | | 0.42 | (5) | | | 8,858 | | | | 1.60 | (6) | | | 1.55 | (6) | | | 0.76 | (6)(23) | | | 72 | |
I | | | 11.34 | | | | 0.10 | (23) | | | 0.01 | (23) | | | 0.11 | | | | (0.11 | ) | | | (0.23 | ) | | | — | | | | (0.34 | ) | | | 11.11 | | | | 0.98 | (5) | | | 226,574 | | | | 0.59 | (6) | | | 0.49 | (6) | | | 1.82 | (6)(23) | | | 72 | |
Y | | | 11.35 | | | | 0.10 | (23) | | | 0.01 | (23) | | | 0.11 | | | | (0.11 | ) | | | (0.23 | ) | | | — | | | | (0.34 | ) | | | 11.12 | | | | 0.94 | (5) | | | 206 | | | | 0.63 | (6) | | | 0.56 | (6) | | | 1.75 | (6)(23) | | | 72 | |
F | | | 11.35 | | | | 0.10 | (23) | | | 0.01 | (23) | | | 0.11 | | | | (0.11 | ) | | | (0.23 | ) | | | — | | | | (0.34 | ) | | | 11.12 | | | | 1.00 | (5) | | | 27,476 | | | | 0.52 | (6) | | | 0.46 | (6) | | | 1.85 | (6)(23) | | | 72 | |
SDR | | | 11.34 | | | | 0.10 | (23) | | | 0.01 | (23) | | | 0.11 | | | | (0.11 | ) | | | (0.23 | ) | | | — | | | | (0.34 | ) | | | 11.11 | | | | 1.00 | (5) | | | 58,118 | | | | 0.52 | (6) | | | 0.46 | (6) | | | 1.85 | (6)(23) | | | 72 | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 10.66 | | | $ | 0.23 | | | $ | 0.80 | | | $ | 1.03 | | | $ | (0.23 | ) | | $ | (0.12 | ) | | $ | — | | | $ | (0.35 | ) | | $ | 11.34 | | | | 9.79 | % | | $ | 36,158 | | | | 0.83 | % | | | 0.71 | % | | | 2.08 | % | | | 161 | % |
C | | | 10.65 | | | | 0.14 | | | | 0.80 | | | | 0.94 | | | | (0.13 | ) | | | (0.12 | ) | | | — | | | | (0.25 | ) | | | 11.34 | | | | 8.91 | | | | 7,894 | | | | 1.61 | | | | 1.54 | | | | 1.26 | | | | 161 | |
I | | | 10.67 | | | | 0.26 | | | | 0.79 | | | | 1.05 | | | | (0.26 | ) | | | (0.12 | ) | | | — | | | | (0.38 | ) | | | 11.34 | | | | 9.95 | | | | 209,719 | | | | 0.61 | | | | 0.48 | | | | 2.31 | | | | 161 | |
Y | | | 10.67 | | | | 0.26 | | | | 0.79 | | | | 1.05 | | | | (0.25 | ) | | | (0.12 | ) | | | — | | | | (0.37 | ) | | | 11.35 | | | | 9.98 | | | | 204 | | | | 0.60 | | | | 0.53 | | | | 2.31 | | | | 161 | |
F | | | 10.67 | | | | 0.26 | | | | 0.80 | | | | 1.06 | | | | (0.26 | ) | | | (0.12 | ) | | | — | | | | (0.38 | ) | | | 11.35 | | | | 10.06 | | | | 20,569 | | | | 0.53 | | | | 0.46 | | | | 2.33 | | | | 161 | |
SDR | | | 10.66 | | | | 0.26 | | | | 0.80 | | | | 1.06 | | | | (0.26 | ) | | | (0.12 | ) | | | — | | | | (0.38 | ) | | | 11.34 | | | | 10.08 | | | | 60,005 | | | | 0.53 | | | | 0.46 | | | | 2.38 | | | | 161 | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 11.08 | | | $ | 0.23 | | | $ | (0.42 | ) | | $ | (0.19 | ) | | $ | (0.22 | ) | | $ | (0.01 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 10.66 | | | | (1.77 | )% | | $ | 25,186 | | | | 0.86 | % | | | 0.71 | % | | | 2.07 | % | | | 161 | % |
C | | | 11.07 | | | | 0.14 | | | | (0.43 | ) | | | (0.29 | ) | | | (0.12 | ) | | | (0.01 | ) | | | — | | | | (0.13 | ) | | | 10.65 | | | | (2.64 | ) | | | 4,819 | | | | 1.62 | | | | 1.53 | | | | 1.24 | | | | 161 | |
I | | | 11.10 | | | | 0.25 | | | | (0.42 | ) | | | (0.17 | ) | | | (0.25 | ) | | | (0.01 | ) | | | — | | | | (0.26 | ) | | | 10.67 | | | | (1.59 | ) | | | 120,282 | | | | 0.62 | | | | 0.46 | | | | 2.31 | | | | 161 | |
Y | | | 11.10 | | | | 0.25 | | | | (0.43 | ) | | | (0.18 | ) | | | (0.24 | ) | | | (0.01 | ) | | | — | | | | (0.25 | ) | | | 10.67 | | | | (1.63 | ) | | | 214 | | | | 0.57 | | | | 0.48 | | | | 2.30 | | | | 161 | |
F | | | 11.10 | | | | 0.26 | | | | (0.44 | ) | | | (0.18 | ) | | | (0.24 | ) | | | (0.01 | ) | | | — | | | | (0.25 | ) | | | 10.67 | | | | (1.60 | ) | | | 8,689 | | | | 0.55 | | | | 0.46 | | | | 2.36 | | | | 161 | |
SDR | | | 11.09 | | | | 0.25 | | | | (0.43 | ) | | | (0.18 | ) | | | (0.24 | ) | | | (0.01 | ) | | | — | | | | (0.25 | ) | | | 10.66 | | | | (1.60 | ) | | | 59,590 | | | | 0.55 | | | | 0.46 | | | | 2.30 | | | | 161 | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 11.19 | | | $ | 0.20 | | | $ | (0.07 | ) | | $ | 0.13 | | | $ | (0.20 | ) | | $ | (0.04 | ) | | $ | — | | | $ | (0.24 | ) | | $ | 11.08 | | | | 1.20 | % | | $ | 22,948 | | | | 0.86 | % | | | 0.71 | % | | | 1.83 | % | | | 72 | % |
C | | | 11.20 | | | | 0.11 | | | | (0.07 | ) | | | 0.04 | | | | (0.13 | ) | | | (0.04 | ) | | | — | | | | (0.17 | ) | | | 11.07 | | | | 0.40 | | | | 4,712 | | | | 1.58 | | | | 1.50 | | | | 0.96 | | | | 72 | |
I | | | 11.21 | | | | 0.23 | | | | (0.07 | ) | | | 0.16 | | | | (0.23 | ) | | | (0.04 | ) | | | — | | | | (0.27 | ) | | | 11.10 | | | | 1.45 | | | | 147,851 | | | | 0.58 | | | | 0.46 | | | | 2.10 | | | | 72 | |
Y | | | 11.20 | | | | 0.23 | | | | (0.07 | ) | | | 0.16 | | | | (0.22 | ) | | | (0.04 | ) | | | — | | | | (0.26 | ) | | | 11.10 | | | | 1.53 | | | | 10 | | | | 0.54 | | | | 0.46 | | | | 2.08 | | | | 72 | |
F(8) | | | 10.93 | | | | 0.14 | | | | 0.17 | | | | 0.31 | | | | (0.14 | ) | | | — | | | | — | | | | (0.14 | ) | | | 11.10 | | | | 2.85 | (5) | | | 2,377 | | | | 0.53 | (6) | | | 0.46 | (6) | | | 1.96 | (6) | | | 72 | |
SDR | | | 11.20 | | | | 0.23 | | | | (0.07 | ) | | | 0.16 | | | | (0.23 | ) | | | (0.04 | ) | | | — | | | | (0.27 | ) | | | 11.09 | | | | 1.46 | | | | 70,615 | | | | 0.54 | | | | 0.46 | | | | 2.12 | | | | 72 | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 10.84 | | | $ | 0.25 | | | $ | 0.35 | | | $ | 0.60 | | | $ | (0.25 | ) | | $ | — | | | $ | — | | | $ | (0.25 | ) | | $ | 11.19 | | | | 5.61 | % | | $ | 8,648 | | | | 0.90 | % | | | 0.70 | % | | | 2.22 | % | | | 42 | % |
C(9) | | | 11.23 | | | | — | | | | (0.01 | ) | | | (0.01 | ) | | | (0.02 | ) | | | — | | | | — | | | | (0.02 | ) | | | 11.20 | | | | (0.10 | )(5) | | | 10 | | | | 1.46 | (6) | | | 1.45 | (6) | | | 1.47 | (6) | | | 42 | |
I | | | 10.84 | | | | 0.28 | | | | 0.37 | | | | 0.65 | | | | (0.28 | ) | | | — | | | | — | | | | (0.28 | ) | | | 11.21 | | | | 6.02 | | | | 82,088 | | | | 0.66 | | | | 0.45 | | | | 2.55 | | | | 42 | |
Y(9) | | | 11.23 | | | | 0.01 | | | | (0.02 | ) | | | (0.01 | ) | | | (0.02 | ) | | | — | | | | — | | | | (0.02 | ) | | | 11.20 | | | | (0.08 | )(5) | | | 10 | | | | 0.46 | (6) | | | 0.45 | (6) | | | 2.56 | (6) | | | 42 | |
SDR(9) | | | 11.23 | | | | 0.01 | | | | (0.02 | ) | | | (0.01 | ) | | | (0.02 | ) | | | — | | | | — | | | | (0.02 | ) | | | 11.20 | | | | (0.08 | )(5) | | | 66,275 | | | | 0.47 | (6) | | | 0.46 | (6) | | | 4.71 | (6) | | | 42 | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 10.93 | | | $ | 0.25 | | | $ | (0.10 | ) | | $ | 0.15 | | | $ | (0.24 | ) | | $ | — | | | $ | — | | | $ | (0.24 | ) | | $ | 10.84 | | | | 1.42 | %(5) | | $ | 1,039 | | | | 1.01 | %(6) | | | 0.71 | %(6) | | | 2.77 | %(6) | | | 36 | % |
I | | | 11.09 | | | | 0.32 | | | | (0.10 | ) | | | 0.22 | | | | (0.32 | ) | | | (0.15 | ) | | | — | | | | (0.47 | ) | | | 10.84 | | | | 2.00 | | | | 105,036 | | | | 0.70 | | | | 0.46 | | | | 2.93 | | | | 36 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
Hartford Schroders US MidCap Opportunities Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 15.01 | | | $ | 0.01 | | | $ | (1.93 | ) | | $ | (1.92 | ) | | $ | (0.00 | )(7) | | $ | (0.10 | ) | | $ | — | | | $ | (0.10 | ) | | $ | 12.99 | | | | (12.85 | )%(5) | | $ | 72,578 | | | | 1.18 | %(6) | | | 1.18 | %(6) | | | 0.19 | %(6) | | | 29 | % |
C | | | 15.21 | | | | (0.04 | ) | | | (1.95 | ) | | | (1.99 | ) | | | — | | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 13.12 | | | | (13.16 | )(5) | | | 45,597 | | | | 1.92 | (6) | | | 1.92 | (6) | | | (0.55 | )(6) | | | 29 | |
I | | | 15.63 | | | | 0.04 | | | | (2.01 | ) | | | (1.97 | ) | | | (0.04 | ) | | | (0.10 | ) | | | — | | | | (0.14 | ) | | | 13.52 | | | | (12.70 | )(5) | | | 365,996 | | | | 0.91 | (6) | | | 0.91 | (6) | | | 0.47 | (6) | | | 29 | |
R3 | | | 15.41 | | | | (0.01 | ) | | | (1.98 | ) | | | (1.99 | ) | | | — | | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 13.32 | | | | (12.99 | )(5) | | | 1,160 | | | | 1.52 | (6) | | | 1.52 | (6) | | | (0.15 | )(6) | | | 29 | |
R4 | | | 15.53 | | | | 0.01 | | | | (2.00 | ) | | | (1.99 | ) | | | — | | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 13.44 | | | | (12.89 | )(5) | | | 668 | | | | 1.21 | (6) | | | 1.21 | (6) | | | 0.16 | (6) | | | 29 | |
R5 | | | 15.60 | | | | 0.03 | | | | (2.03 | ) | | | (2.00 | ) | | | (0.00 | )(7) | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 13.50 | | | | (12.70 | )(5) | | | 1,313 | | | | 0.92 | (6) | | | 0.92 | (6) | | | 0.45 | (6) | | | 29 | |
Y | | | 15.63 | | | | 0.04 | | | | (2.06 | ) | | | (2.02 | ) | | | (0.00 | )(7) | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 13.51 | | | | (12.72 | )(5) | | | 107,245 | | | | 0.91 | (6) | | | 0.89 | (6) | | | 0.48 | (6) | | | 29 | |
F | | | 15.64 | | | | 0.04 | | | | (2.00 | ) | | | (1.96 | ) | | | (0.06 | ) | | | (0.10 | ) | | | — | | | | (0.16 | ) | | | 13.52 | | | | (12.67 | )(5) | | | 49,317 | | | | 0.81 | (6) | | | 0.81 | (6) | | | 0.56 | (6) | | | 29 | |
SDR | | | 15.67 | | | | 0.04 | | | | (2.00 | ) | | | (1.96 | ) | | | (0.06 | ) | | | (0.10 | ) | | | — | | | | (0.16 | ) | | | 13.55 | | | | (12.64 | )(5) | | | 34,981 | | | | 0.81 | (6) | | | 0.81 | (6) | | | 0.58 | (6) | | | 29 | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 13.68 | | | $ | 0.02 | | | $ | 1.58 | | | $ | 1.60 | | | $ | — | | | $ | (0.27 | ) | | $ | — | | | $ | (0.27 | ) | | $ | 15.01 | | | | 12.12 | % | | $ | 87,831 | | | | 1.27 | % | | | 1.27 | % | | | 0.14 | % | | | 39 | % |
C | | | 13.97 | | | | (0.09 | ) | | | 1.60 | | | | 1.51 | | | | — | | | | (0.27 | ) | | | — | | | | (0.27 | ) | | | 15.21 | | | | 11.29 | | | | 60,195 | | | | 2.02 | | | | 2.02 | | | | (0.61 | ) | | | 39 | |
I | | | 14.24 | | | | 0.06 | | | | 1.64 | | | | 1.70 | | | | (0.04 | ) | | | (0.27 | ) | | | — | | | | (0.31 | ) | | | 15.63 | | | | 12.41 | | | | 496,725 | | | | 1.00 | | | | 1.00 | | | | 0.42 | | | | 39 | |
R3 | | | 14.09 | | | | (0.04 | ) | | | 1.63 | | | | 1.59 | | | | — | | | | (0.27 | ) | | | — | | | | (0.27 | ) | | | 15.41 | | | | 11.69 | | | | 1,423 | | | | 1.62 | | | | 1.62 | | | | (0.25 | ) | | | 39 | |
R4 | | | 14.17 | | | | 0.01 | | | | 1.64 | | | | 1.65 | | | | (0.02 | ) | | | (0.27 | ) | | | — | | | | (0.29 | ) | | | 15.53 | | | | 12.09 | | | | 627 | | | | 1.32 | | | | 1.32 | | | | 0.09 | | | | 39 | |
R5 | | | 14.24 | | | | 0.06 | | | | 1.62 | | | | 1.68 | | | | (0.05 | ) | | | (0.27 | ) | | | — | | | | (0.32 | ) | | | 15.60 | | | | 12.32 | | | | 1,476 | | | | 1.02 | | | | 1.02 | | | | 0.39 | | | | 39 | |
Y | | | 14.24 | | | | 0.07 | | | | 1.64 | | | | 1.71 | | | | (0.05 | ) | | | (0.27 | ) | | | — | | | | (0.32 | ) | | | 15.63 | | | | 12.50 | | | | 116,557 | | | | 0.97 | | | | 0.95 | | | | 0.44 | | | | 39 | |
F | | | 14.25 | | | | 0.07 | | | | 1.64 | | | | 1.71 | | | | (0.05 | ) | | | (0.27 | ) | | | — | | | | (0.32 | ) | | | 15.64 | | | | 12.52 | | | | 54,955 | | | | 0.91 | | | | 0.91 | | | | 0.48 | | | | 39 | |
SDR | | | 14.28 | | | | 0.07 | | | | 1.64 | | | | 1.71 | | | | (0.05 | ) | | | (0.27 | ) | | | — | | | | (0.32 | ) | | | 15.67 | | | | 12.49 | | | | 82,604 | | | | 0.91 | | | | 0.91 | | | | 0.48 | | | | 39 | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 13.97 | | | $ | 0.01 | | | $ | (0.10 | ) | | $ | (0.09 | ) | | $ | — | | | $ | (0.20 | ) | | $ | — | | | $ | (0.20 | ) | | $ | 13.68 | | | | (0.66 | )% | | $ | 96,491 | | | | 1.26 | % | | | 1.25 | % | | | 0.05 | % | | | 37 | % |
C | | | 14.37 | | | | (0.11 | ) | | | (0.09 | ) | | | (0.20 | ) | | | — | | | | (0.20 | ) | | | — | | | | (0.20 | ) | | | 13.97 | | | | (1.49 | ) | | | 67,037 | | | | 2.02 | | | | 2.01 | | | | (0.72 | ) | | | 37 | |
I | | | 14.52 | | | | 0.05 | | | | (0.11 | ) | | | (0.06 | ) | | | (0.02 | ) | | | (0.20 | ) | | | — | | | | (0.22 | ) | | | 14.24 | | | | (0.44 | ) | | | 648,971 | | | | 0.99 | | | | 0.98 | | | | 0.31 | | | | 37 | |
R3 | | | 14.43 | | | | (0.05 | ) | | | (0.09 | ) | | | (0.14 | ) | | | — | | | | (0.20 | ) | | | — | | | | (0.20 | ) | | | 14.09 | | | | (1.06 | ) | | | 950 | | | | 1.63 | | | | 1.60 | | | | (0.31 | ) | | | 37 | |
R4 | | | 14.48 | | | | — | | | | (0.10 | ) | | | (0.10 | ) | | | (0.01 | ) | | | (0.20 | ) | | | — | | | | (0.21 | ) | | | 14.17 | | | | (0.74 | ) | | | 775 | | | | 1.33 | | | | 1.30 | | | | (0.03 | ) | | | 37 | |
R5 | | | 14.51 | | | | 0.04 | | | | (0.09 | ) | | | (0.05 | ) | | | (0.02 | ) | | | (0.20 | ) | | | — | | | | (0.22 | ) | | | 14.24 | | | | (0.42 | ) | | | 1,864 | | | | 1.03 | | | | 1.00 | | | | 0.26 | | | | 37 | |
Y | | | 14.53 | | | | 0.04 | | | | (0.10 | ) | | | (0.06 | ) | | | (0.03 | ) | | | (0.20 | ) | | | — | | | | (0.23 | ) | | | 14.24 | | | | (0.46 | ) | | | 108,680 | | | | 0.96 | | | | 0.94 | | | | 0.25 | | | | 37 | |
F | | | 14.53 | | | | 0.06 | | | | (0.11 | ) | | | (0.05 | ) | | | (0.03 | ) | | | (0.20 | ) | | | — | | | | (0.23 | ) | | | 14.25 | | | | (0.37 | ) | | | 45,449 | | | | 0.91 | | | | 0.90 | | | | 0.38 | | | | 37 | |
SDR | | | 14.56 | | | | 0.06 | | | | (0.11 | ) | | | (0.05 | ) | | | (0.03 | ) | | | (0.20 | ) | | | — | | | | (0.23 | ) | | | 14.28 | | | | (0.37 | ) | | | 57,898 | | | | 0.91 | | | | 0.90 | | | | 0.38 | | | | 37 | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 11.98 | | | $ | (0.02 | ) | | $ | 2.22 | | | $ | 2.20 | | | $ | (0.02 | ) | | $ | (0.19 | ) | | $ | — | | | $ | (0.21 | ) | | $ | 13.97 | | | | 18.57 | % | | $ | 116,594 | | | | 1.28 | % | | | 1.27 | % | | | (0.12 | )% | | | 54 | % |
C | | | 12.41 | | | | (0.13 | ) | | | 2.31 | | | | 2.18 | | | | (0.03 | ) | | | (0.19 | ) | | | — | | | | (0.22 | ) | | | 14.37 | | | | 17.75 | | | | 48,121 | | | | 2.04 | | | | 2.02 | | | | (0.94 | ) | | | 54 | |
I | | | 12.42 | | | | 0.02 | | | | 2.30 | | | | 2.32 | | | | (0.03 | ) | | | (0.19 | ) | | | — | | | | (0.22 | ) | | | 14.52 | | | | 18.91 | | | | 620,850 | | | | 1.02 | | | | 1.01 | | | | 0.15 | | | | 54 | |
R3 | | | 12.41 | | | | (0.07 | ) | | | 2.30 | | | | 2.23 | | | | (0.02 | ) | | | (0.19 | ) | | | — | | | | (0.21 | ) | | | 14.43 | | | | 18.28 | | | | 425 | | | | 1.64 | | | | 1.60 | | | | (0.49 | ) | | | 54 | |
R4 | | | 12.42 | | | | (0.04 | ) | | | 2.31 | | | | 2.27 | | | | (0.02 | ) | | | (0.19 | ) | | | — | | | | (0.21 | ) | | | 14.48 | | | | 18.52 | | | | 274 | | | | 1.39 | | | | 1.30 | | | | (0.28 | ) | | | 54 | |
R5 | | | 12.42 | | | | 0.02 | | | | 2.29 | | | | 2.31 | | | | (0.03 | ) | | | (0.19 | ) | | | — | | | | (0.22 | ) | | | 14.51 | | | | 18.82 | | | | 56 | | | | 1.14 | | | | 1.00 | | | | 0.18 | | | | 54 | |
Y | | | 12.42 | | | | 0.02 | | | | 2.31 | | | | 2.33 | | | | (0.03 | ) | | | (0.19 | ) | | | — | | | | (0.22 | ) | | | 14.53 | | | | 19.00 | | | | 11,479 | | | | 0.96 | | | | 0.94 | | | | 0.16 | | | | 54 | |
F(8) | | | 13.63 | | | | 0.01 | | | | 0.89 | | | | 0.90 | | | | — | | | | — | | | | — | | | | — | | | | 14.53 | | | | 6.60 | (5) | | | 8,436 | | | | 0.91 | (6) | | | 0.90 | (6) | | | 0.14 | (6) | | | 54 | |
SDR | | | 12.44 | | | | 0.03 | | | | 2.31 | | | | 2.34 | | | | (0.03 | ) | | | (0.19 | ) | | | — | | | | (0.22 | ) | | | 14.56 | | | | 19.06 | | | | 21,490 | | | | 0.91 | | | | 0.90 | | | | 0.24 | | | | 54 | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 12.36 | | | $ | 0.02 | | | $ | 0.89 | (11) | | $ | 0.91 | | | $ | — | | | $ | (1.29 | ) | | $ | — | | | $ | (1.29 | ) | | $ | 11.98 | | | | 8.40 | % | | $ | 32,399 | | | | 1.67 | % | | | 1.26 | % | | | 0.15 | % | | | 72 | % |
C(9) | | | 12.49 | | | | (0.01 | ) | | | (0.07 | ) | | | (0.08 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.41 | | | | (0.64 | )(5) | | | 10 | | | | 1.86 | (6) | | | 1.86 | (6) | | | (1.49 | )(6) | | | 72 | |
I | | | 12.74 | | | | 0.05 | | | | 0.92 | (11) | | | 0.97 | | | | — | | | | (1.29 | ) | | | — | | | | (1.29 | ) | | | 12.42 | | | | 8.68 | | | | 177,197 | | | | 1.44 | | | | 1.01 | | | | 0.45 | | | | 72 | |
R3(9) | | | 12.49 | | | | — | | | | (0.08 | ) | | | (0.08 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.41 | | | | (0.64 | )(5) | | | 10 | | | | 1.54 | (6) | | | 1.54 | (6) | | | (1.18 | )(6) | | | 72 | |
R4(9) | | | 12.49 | | | | — | | | | (0.07 | ) | | | (0.07 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.42 | | | | (0.56 | )(5) | | | 10 | | | | 1.25 | (6) | | | 1.25 | (6) | | | (0.89 | )(6) | | | 72 | |
R5(9) | | | 12.49 | | | | — | | | | (0.07 | ) | | | (0.07 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.42 | | | | (0.56 | )(5) | | | 10 | | | | 0.97 | (6) | | | 0.97 | (6) | | | (0.57 | )(6) | | | 72 | |
Y(9) | | | 12.49 | | | | — | | | | (0.07 | ) | | | (0.07 | ) | | | — | | | | — | | | | — | | | | — | | | | 12.42 | | | | (0.56 | )(5) | | | 10 | | | | 0.86 | (6) | | | 0.86 | (6) | | | (0.49 | )(6) | | | 72 | |
SDR | | | 12.76 | | | | 0.06 | | | | 0.92 | (11) | | | 0.98 | | | | (0.01 | ) | | | (1.29 | ) | | | — | | | | (1.30 | ) | | | 12.44 | | | | 8.77 | | | | 5,111 | | | | 1.33 | | | | 0.88 | | | | 0.47 | | | | 72 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders US MidCap Opportunities Fund(10) – (continued) | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 13.56 | | | $ | (0.03 | ) | | $ | 0.85 | (11) | | $ | 0.82 | | | $ | — | | | $ | (2.02 | ) | | $ | — | | | $ | (2.02 | ) | | $ | 12.36 | | | | 7.00 | % | | $ | 5,541 | | | | 1.85 | % | | | 1.30 | % | | | (0.21 | )% | | | 56 | % |
I | | | 13.89 | | | | 0.01 | | | | 0.86 | (11) | | | 0.87 | | | | — | | | | (2.02 | ) | | | — | | | | (2.02 | ) | | | 12.74 | | | | 7.23 | | | | 50,126 | | | | 1.60 | | | | 1.05 | | | | 0.05 | | | | 56 | |
SDR(12) | | | 12.36 | | | | — | | | | 0.40 | | | | 0.40 | | | | — | | | | — | | | | — | | | | — | | | | 12.76 | | | | 3.24 | (5) | | | 1,935 | | | | 1.51 | (6) | | | 0.90 | (6) | | | 0.03 | (6) | | | 56 | |
|
Hartford Schroders US Small Cap Opportunities Fund(10) | |
|
For the Six-Month Period Ended April 30, 2020 (Unaudited) | |
A | | $ | 25.69 | | | $ | 0.04 | | | $ | (4.50 | ) | | $ | (4.46 | ) | | $ | (0.02 | ) | | $ | (1.29 | ) | | $ | — | | | $ | (1.31 | ) | | $ | 19.92 | | | | (18.45 | )%(5) | | $ | 20,464 | | | | 1.40 | %(6) | | | 1.35 | %(6) | | | 0.35 | %(6) | | | 25 | % |
C | | | 26.23 | | | | (0.05 | ) | | | (4.60 | ) | | | (4.65 | ) | | | — | | | | (1.29 | ) | | | — | | | | (1.29 | ) | | | 20.29 | | | | (18.78 | )(5) | | | 6,521 | | | | 2.16 | (6) | | | 2.10 | (6) | | | (0.40 | )(6) | | | 25 | |
I | | | 27.00 | | | | 0.08 | | | | (4.74 | ) | | | (4.66 | ) | | | (0.08 | ) | | | (1.29 | ) | | | — | | | | (1.37 | ) | | | 20.97 | | | | (18.33 | )(5) | | | 143,157 | | | | 1.08 | (6) | | | 1.04 | (6) | | | 0.67 | (6) | | | 25 | |
R3 | | | 26.71 | | | | 0.01 | | | | (4.69 | ) | | | (4.68 | ) | | | — | | | | (1.29 | ) | | | — | | | | (1.29 | ) | | | 20.74 | | | | (18.55 | )(5) | | | 187 | | | | 1.65 | (6) | | | 1.56 | (6) | | | 0.12 | (6) | | | 25 | |
R4 | | | 26.93 | | | | 0.04 | | | | (4.73 | ) | | | (4.69 | ) | | | (0.04 | ) | | | (1.29 | ) | | | — | | | | (1.33 | ) | | | 20.91 | | | | (18.46 | )(5) | | | 144 | | | | 1.39 | (6) | | | 1.33 | (6) | | | 0.36 | (6) | | | 25 | |
R5 | | | 26.98 | | | | 0.07 | | | | (4.72 | ) | | | (4.65 | ) | | | (0.08 | ) | | | (1.29 | ) | | | — | | | | (1.37 | ) | | | 20.96 | | | | (18.30 | )(5) | | | 156 | | | | 1.08 | (6) | | | 1.03 | (6) | | | 0.63 | (6) | | | 25 | |
Y | | | 27.00 | | | | 0.08 | | | | (4.74 | ) | | | (4.66 | ) | | | (0.08 | ) | | | (1.29 | ) | | | — | | | | (1.37 | ) | | | 20.97 | | | | (18.33 | )(5) | | | 19,959 | | | | 1.11 | (6) | | | 1.05 | (6) | | | 0.66 | (6) | | | 25 | |
F | | | 27.03 | | | | 0.09 | | | | (4.74 | ) | | | (4.65 | ) | | | (0.10 | ) | | | (1.29 | ) | | | — | | | | (1.39 | ) | | | 20.99 | | | | (18.31 | )(5) | | | 7,055 | | | | 1.00 | (6) | | | 0.95 | (6) | | | 0.74 | (6) | | | 25 | |
SDR | | | 27.06 | | | | 0.09 | | | | (4.74 | ) | | | (4.65 | ) | | | (0.10 | ) | | | (1.29 | ) | | | — | | | | (1.39 | ) | | | 21.02 | | | | (18.27 | )(5) | | | 15,388 | | | | 1.00 | (6) | | | 0.95 | (6) | | | 0.70 | (6) | | | 25 | |
| | | | |
For the Year Ended October 31, 2019 | | | | | | | | | | | | | | | | | |
A | | $ | 25.55 | | | $ | 0.02 | | | $ | 2.38 | | | $ | 2.40 | | | $ | (0.01 | ) | | $ | (2.25 | ) | | $ | — | | | $ | (2.26 | ) | | $ | 25.69 | | | | 11.21 | % | | $ | 20,928 | | | | 1.43 | % | | | 1.35 | % | | | 0.07 | % | | | 45 | % |
C | | | 26.20 | | | | (0.16 | ) | | | 2.44 | | | | 2.28 | | | | — | | | | (2.25 | ) | | | — | | | | (2.25 | ) | | | 26.23 | | | | 10.43 | | | | 7,096 | | | | 2.18 | | | | 2.10 | | | | (0.65 | ) | | | 45 | |
I | | | 26.71 | | | | 0.10 | | | | 2.50 | | | | 2.60 | | | | (0.06 | ) | | | (2.25 | ) | | | — | | | | (2.31 | ) | | | 27.00 | | | | 11.59 | | | | 140,024 | | | | 1.11 | | | | 1.04 | | | | 0.40 | | | | 45 | |
R3 | | | 26.53 | | | | (0.05 | ) | | | 2.48 | | | | 2.43 | | | | — | | | | (2.25 | ) | | | — | | | | (2.25 | ) | | | 26.71 | | | | 10.90 | | | | 111 | | | | 1.74 | | | | 1.63 | | | | (0.21 | ) | | | 45 | |
R4 | | | 26.68 | | | | — | | | | 2.54 | | | | 2.54 | | | | (0.04 | ) | | | (2.25 | ) | | | — | | | | (2.29 | ) | | | 26.93 | | | | 11.33 | | | | 259 | | | | 1.44 | | | | 1.31 | | | | (0.01 | ) | | | 45 | |
R5 | | | 26.70 | | | | 0.08 | | | | 2.51 | | | | 2.59 | | | | (0.06 | ) | | | (2.25 | ) | | | — | | | | (2.31 | ) | | | 26.98 | | | | 11.56 | | | | 78 | | | | 1.12 | | | | 1.05 | | | | 0.31 | | | | 45 | |
Y | | | 26.73 | | | | 0.11 | | | | 2.50 | | | | 2.61 | | | | (0.09 | ) | | | (2.25 | ) | | | — | | | | (2.34 | ) | | | 27.00 | | | | 11.62 | | | | 25,883 | | | | 1.08 | | | | 1.01 | | | | 0.43 | | | | 45 | |
F | | | 26.74 | | | | 0.12 | | | | 2.51 | | | | 2.63 | | | | (0.09 | ) | | | (2.25 | ) | | | — | | | | (2.34 | ) | | | 27.03 | | | | 11.69 | | | | 4,483 | | | | 1.02 | | | | 0.95 | | | | 0.47 | | | | 45 | |
SDR | | | 26.78 | | | | 0.13 | | | | 2.49 | | | | 2.62 | | | | (0.09 | ) | | | (2.25 | ) | | | — | | | | (2.34 | ) | | | 27.06 | | | | 11.67 | | | | 11,328 | | | | 1.02 | | | | 0.95 | | | | 0.50 | | | | 45 | |
| | | | |
For the Year Ended October 31, 2018 | | | | | | | | | | | | | | | | | |
A | | $ | 27.97 | | | $ | (0.02 | ) | | $ | (0.04 | ) | | $ | (0.06 | ) | | $ | — | | | $ | (2.36 | ) | | $ | — | | | $ | (2.36 | ) | | $ | 25.55 | | | | (0.34 | )% | | $ | 13,976 | | | | 1.43 | % | | | 1.34 | % | | | (0.08 | )% | | | 42 | % |
C | | | 28.82 | | | | (0.23 | ) | | | (0.03 | ) | | | (0.26 | ) | | | — | | | | (2.36 | ) | | | — | | | | (2.36 | ) | | | 26.20 | | | | (1.08 | ) | | | 6,892 | | | | 2.18 | | | | 2.09 | | | | (0.84 | ) | | | 42 | |
I | | | 29.14 | | | | 0.07 | | | | (0.05 | ) | | | 0.02 | | | | (0.09 | ) | | | (2.36 | ) | | | — | | | | (2.45 | ) | | | 26.71 | | | | (0.05 | ) | | | 109,710 | | | | 1.12 | | | | 1.04 | | | | 0.25 | | | | 42 | |
R3 | | | 29.06 | | | | (0.08 | ) | | | (0.05 | ) | | | (0.13 | ) | | | (0.04 | ) | | | (2.36 | ) | | | — | | | | (2.40 | ) | | | 26.53 | | | | (0.58 | ) | | | 66 | | | | 1.75 | | | | 1.58 | | | | (0.30 | ) | | | 42 | |
R4 | | | 29.08 | | | | 0.04 | | | | (0.04 | ) | | | — | | | | (0.04 | ) | | | (2.36 | ) | | | — | | | | (2.40 | ) | | | 26.68 | | | | (0.11 | ) | | | 11 | | | | 1.45 | | | | 1.13 | | | | 0.12 | | | | 42 | |
R5 | | | 29.11 | | | | 0.07 | | | | (0.05 | ) | | | 0.02 | | | | (0.07 | ) | | | (2.36 | ) | | | — | | | | (2.43 | ) | | | 26.70 | | | | (0.02 | ) | | | 19 | | | | 1.15 | | | | 1.05 | | | | 0.23 | | | | 42 | |
Y | | | 29.14 | | | | 0.09 | | | | (0.05 | ) | | | 0.04 | | | | (0.09 | ) | | | (2.36 | ) | | | — | | | | (2.45 | ) | | | 26.73 | | | | 0.03 | | | | 23,507 | | | | 1.03 | | | | 0.95 | | | | 0.33 | | | | 42 | |
F | | | 29.15 | | | | 0.08 | | | | (0.04 | ) | | | 0.04 | | | | (0.09 | ) | | | (2.36 | ) | | | — | | | | (2.45 | ) | | | 26.74 | | | | 0.04 | | | | 2,841 | | | | 1.03 | | | | 0.95 | | | | 0.30 | | | | 42 | |
SDR | | | 29.19 | | | | 0.13 | | | | (0.08 | ) | | | 0.05 | | | | (0.10 | ) | | | (2.36 | ) | | | — | | | | (2.46 | ) | | | 26.78 | | | | 0.07 | | | | 10,952 | | | | 1.03 | | | | 0.95 | | | | 0.44 | | | | 42 | |
| | | | |
For the Year Ended October 31, 2017 | | | | | | | | | | | | | | | | | |
A | | $ | 23.78 | | | $ | (0.07 | ) | | $ | 5.71 | | | $ | 5.64 | | | $ | (0.07 | ) | | $ | (1.38 | ) | | $ | — | | | $ | (1.45 | ) | | $ | 27.97 | | | | 24.43 | % | | $ | 17,379 | | | | 1.41 | % | | | 1.35 | % | | | (0.25 | )% | | | 69 | % |
C | | | 24.66 | | | | (0.27 | ) | | | 5.90 | | | | 5.63 | | | | (0.09 | ) | | | (1.38 | ) | | | — | | | | (1.47 | ) | | | 28.82 | | | | 23.50 | | | | 4,426 | | | | 2.14 | | | | 2.08 | | | | (1.00 | ) | | | 69 | |
I | | | 24.67 | | | | 0.05 | | | | 5.90 | | | | 5.95 | | | | (0.10 | ) | | | (1.38 | ) | | | — | | | | (1.48 | ) | | | 29.14 | | | | 24.85 | | | | 124,651 | | | | 1.05 | | | | 1.00 | | | | 0.20 | | | | 69 | |
R3 | | | 24.67 | | | | (0.07 | ) | | | 5.91 | | | | 5.84 | | | | (0.07 | ) | | | (1.38 | ) | | | — | | | | (1.45 | ) | | | 29.06 | | | | 24.36 | | | | 54 | | | | 1.76 | | | | 1.38 | | | | (0.27 | ) | | | 69 | |
R4 | | | 24.67 | | | | (0.01 | ) | | | 5.88 | | | | 5.87 | | | | (0.08 | ) | | | (1.38 | ) | | | — | | | | (1.46 | ) | | | 29.08 | | | | 24.51 | | | | 11 | | | | 1.46 | | | | 1.22 | | | | (0.03 | ) | | | 69 | |
R5 | | | 24.67 | | | | 0.04 | | | | 5.88 | | | | 5.92 | | | | (0.10 | ) | | | (1.38 | ) | | | — | | | | (1.48 | ) | | | 29.11 | | | | 24.72 | | | | 20 | | | | 1.25 | | | | 1.05 | | | | 0.13 | | | | 69 | |
Y | | | 24.67 | | | | (0.05 | ) | | | 6.00 | | | | 5.95 | | | | (0.10 | ) | | | (1.38 | ) | | | — | | | | (1.48 | ) | | | 29.14 | | | | 24.86 | | | | 26,227 | | | | 1.04 | | | | 0.95 | | | | (0.17 | ) | | | 69 | |
F(8) | | | 26.78 | | | | 0.02 | | | | 2.35 | | | | 2.37 | | | | — | | | | — | | | | — | | | | — | | | | 29.15 | | | | 8.85 | (5) | | | 1,256 | | | | 1.00 | (6) | | | 0.96 | (6) | | | 0.10 | (6) | | | 69 | |
SDR | | | 24.71 | | | | 0.05 | | | | 5.91 | | | | 5.96 | | | | (0.10 | ) | | | (1.38 | ) | | | — | | | | (1.48 | ) | | | 29.19 | | | | 24.86 | | | | 32,525 | | | | 1.00 | | | | 0.95 | | | | 0.17 | | | | 69 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — 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) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Schroders US Small Cap Opportunities Fund(10) – (continued) | |
| | | | |
For the Year Ended October 31, 2016 | | | | | | | | | | | | | | | | | |
A | | $ | 24.46 | | | $ | 0.03 | | | $ | 1.14 | (11) | | $ | 1.17 | | | $ | — | | | $ | (1.85 | ) | | $ | — | | | $ | (1.85 | ) | | $ | 23.78 | | | | 5.33 | % | | $ | 2,579 | | | | 1.65 | % | | | 1.41 | % | | | 0.12 | % | | | 51 | % |
C(9) | | | 24.96 | | | | (0.01 | ) | | | (0.29 | ) | | | (0.30 | ) | | | — | | | | — | | | | — | | | | — | | | | 24.66 | | | | (1.20 | )(5) | | | 10 | | | | 1.90 | (6) | | | 1.90 | (6) | | | (1.70 | )(6) | | | 51 | |
I | | | 25.25 | | | | 0.08 | | | | 1.19 | (11) | | | 1.27 | | | | — | | | | (1.85 | ) | | | — | | | | (1.85 | ) | | | 24.67 | | | | 5.58 | | | | 113,072 | | | | 1.41 | | | | 1.16 | | | | 0.33 | | | | 51 | |
R3(9) | | | 24.96 | | | | (0.01 | ) | | | (0.28 | ) | | | (0.29 | ) | | | — | | | | — | | | | — | | | | — | | | | 24.67 | | | | (1.16 | )(5) | | | 10 | | | | 1.59 | (6) | | | 1.59 | (6) | | | (1.39 | )(6) | | | 51 | |
R4(9) | | | 24.96 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | — | | | | — | | | | — | | | | — | | | | 24.67 | | | | (1.16 | )(5) | | | 10 | | | | 1.31 | (6) | | | 1.31 | (6) | | | (1.10 | )(6) | | | 51 | |
R5(9) | | | 24.96 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | — | | | | — | | | | — | | | | — | | | | 24.67 | | | | (1.16 | )(5) | | | 10 | | | | 1.02 | (6) | | | 1.02 | (6) | | | (0.80 | )(6) | | | 51 | |
Y(9) | | | 24.96 | | | | — | | | | (0.29 | ) | | | (0.29 | ) | | | — | | | | — | | | | — | | | | — | | | | 24.67 | | | | (1.16 | )(5) | | | 10 | | | | 0.91 | (6) | | | 0.91 | (6) | | | (0.70 | )(6) | | | 51 | |
SDR | | | 25.25 | | | | 0.12 | | | | 1.19 | (11) | | | 1.31 | | | | — | | | | (1.85 | ) | | | — | | | | (1.85 | ) | | | 24.71 | | | | 5.74 | | | | 6,806 | | | | 1.26 | | | | 1.02 | | | | 0.50 | | | | 51 | |
| | | | |
For the Year Ended October 31, 2015 | | | | | | | | | | | | | | | | | |
A | | $ | 26.66 | | | $ | (0.11 | ) | | $ | 0.93 | | | $ | 0.82 | | | $ | — | | | $ | (3.02 | ) | | $ | — | | | $ | (3.02 | ) | | $ | 24.46 | | | | 3.50 | % | | $ | 937 | | | | 1.66 | % | | | 1.58 | % | | | (0.46 | )% | | | 49 | % |
I | | | 27.36 | | | | (0.05 | ) | | | 0.96 | (11) | | | 0.91 | | | | — | | | | (3.02 | ) | | | — | | | | (3.02 | ) | | | 25.25 | | | | 3.76 | | | | 128,250 | | | | 1.39 | | | | 1.31 | | | | (0.18 | ) | | | 49 | |
SDR(22) | | | 23.83 | | | | (0.02 | ) | | | 1.44 | | | | 1.42 | | | | — | | | | — | | | | — | | | | — | | | | 25.25 | | | | 5.96 | (5) | | | 21 | | | | 1.90 | (6) | | | 1.05 | (6) | | | (0.95 | )(6) | | | 49 | |
(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) | Commenced operations on March 31, 2020. |
(7) | Amount is less than $0.01 per share. |
(8) | Commenced operations on February 28, 2017. |
(9) | Commenced operations on October 24, 2016. |
(10) | Prior to October 24, 2016 this Fund operated under a different name. Effective before the opening of business on October 24, 2016, the Advisor, Investor, and R6 share classes were redesignated as Class A, I, and SDR, respectively. |
(11) | Includes redemption fees. Amount was less than $0.01 per share. |
(12) | Commenced operations on December 30, 2014. |
(13) | The ratio of expenses before adjustments to average net assets excluding interest expense for the period November 1, 2019 through April 30, 2020 was 1.19%, 1.90%, 0.95%, 0.94%, 0.94% and 0.94% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(14) | The ratio of expenses after adjustments to average net assets excluding interest expense for the period November 1, 2019 through April 30, 2020 was 0.74%, 1.81%, 0.79%, 0.74%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. This includes the impact of certain non-contractual waivers. Please see the fee table in the current prospectus for purposes of evaluating the expenses of each share class. |
(15) | The ratio of net investment income to average net assets excluding interest expense for the period November 1, 2019 through April 30, 2020 was 2.94%, 1.71%, 2.97%, 2.94%, 2.98% and 2.85% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(16) | Commenced operations on February 28, 2020. |
(17) | Commenced operations on February 28, 2019. |
(18) | The ratio of expenses before adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 1.39%, 1.14%, 1.09%, 1.07% and 1.07% for Class A, Class I, Class Y, Class F and Class SDR, respectively. |
(19) | The ratio of expenses after adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 0.79%, 0.76%, 0.70%, 0.68% and 0.70% for Class A, Class I, Class Y, Class F and Class SDR, respectively. This includes the impact of certain non-contractual waivers. |
(20) | Includes the impact of certain non-contractual waivers. Please see the fee table in the Fund’s prospectus for the Fund’s estimated total annual fund operating expenses (before and after contractual waivers and/or reimbursements). |
(21) | The ratio of net investment income to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 2.68%, 2.71%, 2.77%, 2.81% and 2.71% for Class A, Class I, Class Y, Class F and Class SDR, respectively. |
(22) | Commenced operations on September 28, 2015. |
(23) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.01)%. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation. |
The accompanying notes are an integral part of these financial statements.
Notes to Financial Statements
April 30, 2020 (Unaudited)
The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of fourteen series, as of April 30, 2020. Financial statements of each series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
The Hartford Mutual Funds II, Inc.:
Hartford Schroders China A Fund (the “China A Fund”)
Hartford Schroders Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)
Hartford Schroders Emerging Markets Multi-Sector Bond Fund (the “Emerging Markets Multi-Sector Bond Fund”)
Hartford Schroders International Multi-Cap Value Fund (the “International Multi-Cap Value Fund”)
Hartford Schroders International Stock Fund (the “International Stock Fund”)
Hartford Schroders Securitized Income Fund (the “Securitized Income Fund”)
Hartford Schroders Tax-Aware Bond Fund (the “Tax-Aware Bond Fund”)
Hartford Schroders US MidCap Opportunities Fund (the “US MidCap Opportunities Fund”)
Hartford Schroders US Small Cap Opportunities Fund (the “US Small Cap Opportunities Fund”)
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except China A Fund and Emerging Markets Multi-Sector Bond Fund, is a diversified open-end management investment company. China A Fund and Emerging Markets Multi-Sector Bond Fund are each a non-diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification-Topic 946, “Financial Services – Investment Companies”.
The China A Fund commenced operations on March 31, 2020. Each Fund has registered for sale Class A, Class C, Class I, Class Y, Class F and Class SDR shares. In addition, each Fund, except China A Fund, Securitized Income Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Effective February 28, 2020, Class C of the Securitized Income Fund commenced operations. Class A shares of each Fund, except Emerging Markets Multi-Sector Bond Fund, Securitized Income Fund and Tax-Aware Bond Fund, are sold with a front-end sales charge of up to 5.50%. Class A shares of Emerging Markets Multi-Sector Bond Fund and Tax-Aware Bond Fund are sold with a front-end sales charge of up to 4.50%. Class A shares of Securitized Income Fund are sold with a front-end sales charge up to 3.00%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, Y, F and SDR shares do not have a sales charge. Emerging Markets Equity Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.
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 (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (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 net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to 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. |
Notes to Financial Statements – (continued)
April 30, 2020 (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 the 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, sell or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.
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 open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual 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 open-end mutual 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. |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| • | | 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. |
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
| 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.
Please refer to Note 8 for Securities Lending information.
| 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 gain 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. |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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. The policy of China A Fund, Emerging Markets Equity Fund, International Stock Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Securitized Income Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value 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.
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, 2020. |
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 the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2020.
| c) | 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 |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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, 2020. |
| d) | 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, 2020. |
| e) | Reverse Repurchase Agreements – Reverse repurchase agreements involve the sale of securities held by a Fund with an agreement to repurchase the securities at an agreed-upon price, date and interest payment. Reverse repurchase agreements carry the risk that the market value of the securities that a Fund is obligated to repurchase may decline 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 securities. The use of reverse repurchase agreements may increase the possibility of fluctuation in a Fund’s net asset value. |
For the six-month period ended April 30, 2020, Securitized Income Fund had used Reverse Repurchase Agreements.
For the six-month period ended April 30, 2020, the Securitized Income Fund had an outstanding reverse repurchase agreement balance for 182 days. The average amount of borrowings was $2,555,560 and the annualized weighted average interest rate was 1.77% during the six-month period.
The following table summarizes open reverse repurchase agreements by counterparty which are subject to offset under a master repurchase agreement (“MRA”) and net of the related collateral received/pledged by the Securitized Income Fund as of April 30, 2020:
| | | | | | | | | | | | |
Counterparty | | Reverse Repurchase Agreement | | | Collateral Pledged1 | | | Net Amount2 | |
JP Morgan Chase Bank | | $ | 18,791,938 | | | $ | (18,791,938 | ) | | $ | — | |
| | | | | | | | | | | | |
| | $ | 18,791,938 | | | $ | (18,791,938 | ) | | $ | — | |
| | | | | | | | | | | | |
| 1 | Collateral with a value of $19,796,339 has been pledged in connection with open reverse repurchase agreements. In some instances, the actual collateral pledged may be more than the amount shown here due to overcollateralization. |
| 2 | Net amount represents the net amount payable due to the counterparty in the event of default. |
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) | 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, 2020, each of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund had used Foreign Currency Contracts.
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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, 2020, each of Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, Securitized Income Fund and Tax-Aware Bond Fund had used Futures Contracts.
| c) | 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.
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
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
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, 2020, Emerging Markets Multi-Sector Bond Fund had used Credit Default Swaps.
| d) | Additional Derivative Instrument Information: |
Emerging Markets Multi-Sector Bond Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | 3,727 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,727 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 1,340,100 | | | | — | | | | — | | | | — | | | | — | | | | 1,340,100 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 3,727 | | | $ | 1,340,100 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,343,827 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 1,565,348 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,565,348 | |
Unrealized depreciation on swap contracts(2) | | | — | | | | — | | | | 605,208 | | | | — | | | | — | | | | — | | | | 605,208 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 1,565,348 | | | $ | 605,208 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,170,556 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | (110,450 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (110,450 | ) |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | 61,552 | | | | — | | | | — | | | | — | | | | 61,552 | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (589,287 | ) | | | — | | | | — | | | | — | | | | — | | | | (589,287 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (110,450 | ) | | $ | (589,287 | ) | | $ | 61,552 | | | $ | — | | | $ | — | | | $ | — | | | $ | (638,185 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | 9,774 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 9,774 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | (605,873 | ) | | | — | | | | — | | | | — | | | | (605,873 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 238,331 | | | | — | | | | — | | | | — | | | | — | | | | 238,331 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 9,774 | | | $ | 238,331 | | | $ | (605,873 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (357,768 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
Emerging Markets Multi-Sector Bond Fund – (continued)
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 12 | |
Futures Contracts Short at Number of Contracts | | | (9 | ) |
Swap Contracts at Notional Amount | | $ | 7,775,000 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 16,473,798 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 14,266,610 | |
International Multi-Cap Value Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 1,465,643 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,465,643 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 1,465,643 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,465,643 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 1,399,354 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,399,354 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 1,399,354 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,399,354 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | (2,459,057 | ) | | $ | — | | | $ | — | | | $ | (2,459,057 | ) |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 767,744 | | | | — | | | | — | | | | — | | | | — | | | | 767,744 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 767,744 | | | $ | — | | | $ | (2,459,057 | ) | | $ | — | | | $ | — | | | $ | (1,691,313 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | $ | — | | | $ | 165,317 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 165,317 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 165,317 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 165,317 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Short at Number of Contracts | | | 146 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 9,808,090 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 33,498,909 | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
Securitized Income Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | — | | | $ | 65,605 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 65,605 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 65,605 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 65,605 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | — | | | $ | 3,011 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,011 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 3,011 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,011 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | (216,694 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (216,694 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (216,694 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (216,694 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | 296,833 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 296,833 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 296,833 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 296,833 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | | | | | | | | | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Short at Number of Contracts | | (56) |
Tax-Aware Bond Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 38,887 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 38,887 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 38,887 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 38,887 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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. |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
Tax-Aware Bond Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | (1,019,414 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,019,414 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (1,019,414 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,019,414 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | (65,442 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (65,442 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (65,442 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (65,442 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | | | | | | | | | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Long at Number of Contracts | | 140 |
Futures Contracts Short at Number of Contracts | | (108) |
| e) | 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, 2020:
Emerging Markets Multi-Sector Bond Fund
| | | | | | | | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 1,340,100 | | | $ | (1,565,348 | ) |
Futures contracts | | | 3,727 | | | | — | |
Swap contracts | | | — | | | | (605,208 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 1,343,827 | | | | (2,170,556 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (3,727 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 1,340,100 | | | $ | (2,170,556 | ) |
| | | | | | | | |
Emerging Markets Multi-Sector Bond Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Assets | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Received* | | | Cash Collateral Received* | | | Net Amount of Assets | |
Citibank NA | | $ | 266,260 | | | $ | (266,260 | ) | | $ | — | | | $ | — | | | $ | — | |
JP Morgan Chase & Co. | | | 894,995 | | | | (894,995 | ) | | | — | | | | — | | | | — | |
UBS AG | | | 178,845 | | | | (178,845 | ) | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,340,100 | | | $ | (1,340,100 | ) | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
Emerging Markets Multi-Sector Bond Fund – (continued)
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
Citibank NA | | $ | (301,088 | ) | | $ | 266,260 | | | $ | — | | | $ | — | | | $ | (34,828 | ) |
JP Morgan Chase & Co. | | | (1,524,354 | ) | | | 894,995 | | | | — | | | | — | | | | (629,359 | ) |
Morgan Stanley | | | (7,396 | ) | | | — | | | | — | | | | — | | | | (7,396 | ) |
UBS AG | | | (337,718 | ) | | | 178,845 | | | | — | | | | — | | | | (158,873 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (2,170,556 | ) | | $ | 1,340,100 | | | $ | — | | | $ | — | | | $ | (830,456 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
International Multi-Cap Value Fund
| | | | | | | | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 1,465,643 | | | $ | (1,399,354 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 1,465,643 | | | | (1,399,354 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 1,465,643 | | | $ | (1,399,354 | ) |
| | | | | | | | |
International Multi-Cap Value Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Assets | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Received* | | | Cash Collateral Received* | | | Net Amount of Assets | |
Citibank NA | | $ | 763,329 | | | $ | (359,435 | ) | | $ | — | | | $ | — | | | $ | 403,894 | |
UBS AG | | | 702,314 | | | | (148,985 | ) | | | — | | | | — | | | | 553,329 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,465,643 | | | $ | (508,420 | ) | | $ | — | | | $ | — | | | $ | 957,223 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
Citibank NA | | $ | (359,435 | ) | | $ | 359,435 | | | $ | — | | | $ | — | | | $ | — | |
JP Morgan Chase & Co. | | | (890,934 | ) | | | — | | | | — | | | | — | | | | (890,934 | ) |
UBS AG | | | (148,985 | ) | | | 148,985 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (1,399,354 | ) | | $ | 508,420 | | | $ | — | | | $ | — | | | $ | (890,934 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Securitized Income Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 65,605 | | | $ | (3,011 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 65,605 | | | | (3,011 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (65,605 | ) | | | 3,011 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 0 | | | $ | 0 | |
| | | | | | | | |
Tax-Aware Bond Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | — | | | $ | (38,887 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | — | | | | (38,887 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | 38,887 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
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. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. 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. These risks are heightened for investments in issuers from countries with less developed markets.
As a result of the China A Fund’s focus in China A shares, the Fund may be subject to increased currency, political, economic, social, environmental, regulatory and other risks not typically associated with investing in a larger number of countries or regions. Over the last few decades, the Chinese government has undertaken reform of economic and market practices and has expanded the sphere of private ownership of property in China. Nevertheless, China remains an emerging market and demonstrates significantly higher volatility from time to time in comparison to developed markets. China A shares are equity securities of companies located in mainland China that trade on the Shanghai Stock Exchange and the Shenzhen Stock Exchange. The China A Fund may invest in China A shares through the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect programs (collectively, “Stock Connect”). The Shanghai and Shenzhen stock exchanges may close for extended periods for holidays or otherwise, which impacts the Fund’s ability to trade in China A shares during those periods. Trading suspensions in certain stocks and extended market closures could lead to greater market execution risk, valuation risks, liquidity risks, and costs for the Fund. The Fund’s investments in China A shares are generally subject to the laws of the People’s Republic of China (“PRC”), including local securities regulations and listing rules. As a result of different legal standards, the Fund faces the risk of being unable to enforce its rights with respect to its China A shares holdings. Investing in China A shares is subject to trading, clearance, settlement and other procedures, which could pose risks to the Fund. Trading through Stock Connect is currently subject to a daily quota, which may restrict the Fund’s ability to invest in China A shares through Stock Connect on a timely basis and could affect the Fund’s ability to effectively pursue its investment strategy. Stock Connect will only operate on days when both the Chinese and Hong Kong markets are open for trading and when banking services are available in both markets on the corresponding settlement days. Therefore, an investment in China A shares through Stock Connect may subject the Fund to the risk of price fluctuations on days when the Chinese markets are open, but Stock Connect is not trading. If the Fund invests through the Qualified Foreign Institutional Investor or Renminbi Qualified Foreign Institutional Investor systems, it may be subject to additional risks, such as failure to achieve best execution, trading disruption, custody risk and credit loss. In difficult market conditions, the Fund may not be able to sell its investments easily or at all, which could affect Fund performance and the Fund’s liquidity.
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
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.
| 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, 2020. 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 of time. |
At October 31, 2019 (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 | | $ | 224,002,332 | | | $ | 73,954,262 | |
Emerging Markets Multi-Sector Bond Fund | | | 6,854,984 | * | | | 2,450,046 | * |
International Multi-Cap Value Fund | | | 50,292,899 | | | | 90,569,742 | |
International Stock Fund | | | 2,117,965 | | | | 5,244,482 | |
| * | Future utilization of losses are subject to limitation under current tax laws. |
The Securitized Income Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2019. As of October 31, 2019, China A Fund had not commenced operations and therefore, had no capital loss carryforwards.
| c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 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) | |
China A Fund | | $ | 5,041,535 | | | $ | 374,341 | | | $ | (13,804 | ) | | $ | 360,537 | |
Emerging Markets Equity Fund | | | 2,467,357,280 | | | | 687,374,280 | | | | (242,514,119 | ) | | | 444,860,161 | |
Emerging Markets Multi-Sector Bond Fund | | | 64,543,203 | | | | 2,141,953 | | | | (12,576,753 | ) | | | (10,434,800 | ) |
International Multi-Cap Value Fund | | | 2,023,850,895 | | | | 86,007,763 | | | | (339,482,217 | ) | | | (253,474,454 | ) |
International Stock Fund | | | 513,590,227 | | | | 51,309,423 | | | | (34,581,246 | ) | | | 16,728,177 | |
Securitized Income Fund | | | 92,991,210 | | | | 368,641 | | | | (6,219,457 | ) | | | (5,850,816 | ) |
Tax-Aware Bond Fund | | | 383,701,266 | | | | 9,803,560 | | | | (1,768,847 | ) | | | 8,034,713 | |
US MidCap Opportunities Fund | | | 593,971,750 | | | | 128,024,641 | | | | (41,244,044 | ) | | | 86,780,597 | |
US Small Cap Opportunities Fund | | | 221,109,735 | | | | 30,559,557 | | | | (32,570,499 | ) | | | (2,010,942 | ) |
| a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. 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 Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. SIMNA Ltd. also performs daily investment of the assets for each of China A Fund, Emerging Markets Equity Fund, International Multi-Cap Value Fund, International Stock Fund and Tax-Aware Bond Fund. HFMC pays a sub-advisory fee to SIMNA out of its management fee. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd. |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2020; 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 |
China A Fund | | 0.9000% on first $1 billion and; |
| | 0.8900% over $1 billion |
| |
Emerging Markets Equity Fund | | 1.0500% on first $1 billion and; |
| | 1.0000% on next $4 billion and; |
| | 0.9900% on next $5 billion and; |
| | 0.9850% over $10 billion |
| |
Emerging Markets Multi-Sector Bond Fund | | 0.7000% on first $1 billion and; |
| | 0.6500% on next $4 billion and; |
| | 0.6400% on next $5 billion and; |
| | 0.6350% over $10 billion |
| |
International Multi-Cap Value Fund | | 0.7200% on first $1 billion and; |
| | 0.6800% on next $4 billion and; |
| | 0.6750% on next $5 billion and; |
| | 0.6700% over $10 billion |
| |
International Stock Fund | | 0.6700% on first $1 billion and; |
| | 0.6500% on next $4 billion and; |
| | 0.6450% on next $5 billion and; |
| | 0.6400% over $10 billion |
| |
Securitized Income Fund | | 0.6500% on first $1 billion and; |
| | 0.6000% over $1 billion |
| |
Tax-Aware Bond Fund | | 0.4500% on first $1 billion and; |
| | 0.4300% on next $4 billion and; |
| | 0.4250% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
US MidCap Opportunities Fund | | 0.7500% on first $1 billion and; |
| | 0.7000% on next $1.5 billion and; |
| | 0.6500% on next $2.5 billion and; |
| | 0.6450% on next $5 billion and; |
| | 0.6400% over $10 billion |
| |
US Small Cap Opportunities Fund | | 0.9000% on first $1 billion and; |
| | 0.8900% on next $4 billion and; |
| | 0.8800% on next $5 billion and; |
| | 0.8700% 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 its 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. Effective January 1, 2020, the fund accounting agreement was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services. |
From November 1, 2019 through December 31, 2019, the accounting services fees for each Fund, except for the China A Fund, were accrued daily and paid monthly at the rates below.
| | | | |
Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund and Securitized Income Fund | |
Average Daily Net Assets | | Annual Fees | |
first $3.5 billion and; | | | 0.018% | |
next $3.5 billion and; | | | 0.014% | |
Amount over $7 billion | | | 0.010% | |
|
Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund | |
Average Daily Net Assets | | Annual Fees | |
first $3.5 billion and; | | | 0.014% | |
next $3.5 billion and; | | | 0.012% | |
Amount over $7 billion | | | 0.010% | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| 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, 2020, 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, 2021 (unless the Board of Directors approves its earlier termination), except as noted below, 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 Y | | | Class F | | | Class SDR | |
China A Fund(1) | | | 1.45 | % | | | 2.25 | % | | | 1.15 | % | | | N/A | | | | N/A | | | | N/A | | | | 1.11 | % | | | 0.99 | % | | | 0.99 | % |
Emerging Markets Multi-Sector Bond Fund | | | 1.15 | % | | | 1.90 | % | | | 0.90 | % | | | 1.45 | % | | | 1.15 | % | | | 0.85 | % | | | 0.85 | % | | | 0.75 | % | | | 0.75 | % |
International Stock Fund | | | 1.15 | % | | | 1.95 | % | | | 0.85 | % | | | 1.45 | % | | | 1.15 | % | | | 0.85 | % | | | 0.85 | % | | | 0.75 | % | | | 0.75 | % |
Securitized Income Fund | | | 1.10 | % | | | 1.95 | % | | | 0.85 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.80 | % | | | 0.70 | % | | | 0.70 | % |
Tax-Aware Bond Fund | | | 0.71 | % | | | 1.59 | % | | | 0.49 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.56 | % | | | 0.46 | % | | | 0.46 | % |
US Small Cap Opportunities Fund | | | 1.35 | % | | | 2.10 | % | | | 1.10 | % | | | 1.65 | % | | | 1.35 | % | | | 1.05 | % | | | 1.05 | % | | | 0.95 | % | | | 0.95 | % |
| (1) | Expense limitation arrangement described above for China A Fund extends through March 31, 2021 (unless the Board of Directors approves its earlier termination). |
| 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 or period ended April 30, 2020, 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 Y | | | Class F | | | Class SDR | |
China A Fund | | | 1.45 | % | | | 2.23 | % | | | 1.15 | % | | | N/A | | | | N/A | | | | N/A | | | | 1.10 | % | | | 0.99 | % | | | 0.99 | % |
Emerging Markets Equity Fund | | | 1.46 | % | | | 2.17 | % | | | 1.22 | % | | | 1.70 | % | | | 1.32 | % | | | 1.18 | % | | | 1.15 | % | | | 1.07 | % | | | 1.06 | % |
Emerging Markets Multi-Sector Bond Fund | | | 1.15 | % | | | 1.90 | % | | | 0.84 | % | | | 1.09 | % | | | 0.89 | % | | | 0.85 | % | | | 0.76 | % | | | 0.75 | % | | | 0.75 | % |
International Multi-Cap Value Fund | | | 1.12 | % | | | 1.87 | % | | | 0.85 | % | | | 1.47 | % | | | 1.17 | % | | | 0.83 | % | �� | | 0.80 | % | | | 0.75 | % | | | 0.75 | % |
International Stock Fund | | | 1.10 | % | | | 1.86 | % | | | 0.82 | % | | | 1.36 | % | | | 1.09 | % | | | 0.77 | % | | | 0.78 | % | | | 0.75 | % | | | 0.75 | % |
Securitized Income Fund | | | 1.13 | % | | | 2.43 | % | | | 1.29 | % | | | N/A | | | | N/A | | | | N/A | | | | 1.12 | % | | | 1.09 | % | | | 1.04 | % |
Tax-Aware Bond Fund | | | 0.71 | % | | | 1.55 | % | | | 0.49 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.56 | % | | | 0.46 | % | | | 0.46 | % |
US MidCap Opportunities Fund | | | 1.18 | % | | | 1.92 | % | | | 0.91 | % | | | 1.52 | % | | | 1.21 | % | | | 0.92 | % | | | 0.89 | % | | | 0.81 | % | | | 0.81 | % |
US Small Cap Opportunities Fund | | | 1.35 | % | | | 2.10 | % | | | 1.04 | % | | | 1.56 | % | | | 1.33 | % | | | 1.03 | % | | | 1.05 | % | | | 0.95 | % | | | 0.95 | % |
| 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, 2020, 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 | |
China A Fund | | $ | 32 | | | $ | — | |
Emerging Markets Equity Fund | | | 6,488 | | | | 429 | |
Emerging Markets Multi-Sector Bond Fund | | | 1,375 | | | | 248 | |
International Multi-Cap Value Fund | | | 134,918 | | | | 1,545 | |
International Stock Fund | | | 187,719 | | | | 1,417 | |
Securitized Income Fund | | | 6,018 | | | | — | |
Tax-Aware Bond Fund | | | 119,143 | | | | 6,076 | |
US MidCap Opportunities Fund | | | 71,758 | | | | 2,146 | |
US Small Cap Opportunities Fund | | | 54,458 | | | | 496 | |
The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, C, R3 and R4 shares. Under a Plan, Class A, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statement of Operations.
| 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 or period ended April 30, 2020, 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 | |
China A Fund | | $ | 0 | |
Emerging Markets Equity Fund | | | 2,117 | |
Emerging Markets Multi-Sector Bond Fund | | | 42 | |
International Multi-Cap Value Fund | | | 1,078 | |
International Stock Fund | | | 271 | |
Securitized Income Fund | | | 38 | |
Tax-Aware Bond Fund | | | 196 | |
US MidCap Opportunities Fund | | | 469 | |
US Small Cap Opportunities Fund | | | 142 | |
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
| | | | |
Share Class | | Specified Amount (as a percentage average daily net assets) | |
Class A | | | 0.25 | % |
Class C | | | 0.25 | % |
Class I | | | 0.20 | % |
Class Y | | | 0.11 | % |
Class R3 | | | 0.22 | % |
Class R4 | | | 0.17 | % |
Class R5 | | | 0.12 | % |
Class F | | | 0.004 | % |
Class SDR | | | 0.004 | % |
Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for Class Y shares of the International Multi-Cap Value Fund to the extent necessary to limit the transfer agency fees to 0.06% through February 28, 2021, unless the Board of Directors approves its earlier termination.
From November 1, 2019 to February 27, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:
| | | | |
Fund | | Class Y | |
International Multi-Cap Value Fund | | | 0.05 | % |
US MidCap Opportunities Fund | | | 0.07 | % |
Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Class A | | | Class C | | | Class I | | | Class R3 | | | Class R4 | | | Class R5 | | | Class Y | | | Class F | | | Class SDR | |
China A Fund | | | 0.23 | % | | | 0.23 | % | | | 0.20 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.11 | % | | | 0.00 | % | | | 0.00 | % |
Emerging Markets Equity Fund | | | 0.14 | % | | | 0.11 | % | | | 0.16 | % | | | 0.22 | % | | | 0.01 | % | | | 0.12 | % | | | 0.08 | % | | | 0.00 | % | | | 0.00 | % |
Emerging Markets Multi-Sector Bond Fund | | | 0.23 | % | | | 0.22 | % | | | 0.09 | % | | | 0.13 | % | | | 0.13 | % | | | 0.11 | % | | | 0.01 | % | | | 0.00 | % | | | 0.00 | % |
International Multi-Cap Value Fund | | | 0.12 | % | | | 0.12 | % | | | 0.10 | % | | | 0.22 | % | | | 0.17 | % | | | 0.08 | % | | | 0.05 | % | | | 0.00 | % | | | 0.00 | % |
International Stock Fund | | | 0.11 | % | | | 0.11 | % | | | 0.07 | % | | | 0.14 | % | | | 0.10 | % | | | 0.02 | % | | | 0.03 | % | | | 0.00 | % | | | 0.00 | % |
Securitized Income Fund | | | 0.01 | % | | | 0.00 | % | | | 0.01 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.01 | % | | | 0.00 | % | | | 0.00 | % |
Tax-Aware Bond Fund | | | 0.05 | % | | | 0.09 | % | | | 0.07 | % | | | N/A | | | | N/A | | | | N/A | | | | 0.11 | % | | | 0.00 | % | | | 0.00 | % |
US Small Cap Opportunities Fund | | | 0.16 | % | | | 0.16 | % | | | 0.08 | % | | | 0.15 | % | | | 0.15 | % | | | 0.08 | % | | | 0.11 | % | | | 0.00 | % | | | 0.00 | % |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to a 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. Each of China A Fund and Securitized Income Fund do not currently engage in securities lending. 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; 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; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
The Funds retain loan fees and the interest on cash collateral investments but are 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 Funds). Upon termination of a loan, the Funds are 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. The Funds also receive 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 the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.
| | | | | | | | | | | | |
Fund | | Investment Securities on Loan, at market value, Presented on the Statement of Assets and Liabilities(1) | | | Collateral Posted by Borrower(2) | | | Net Amount(3) | |
Emerging Markets Equity Fund | | $ | — | | | $ | — | | | $ | — | |
Emerging Markets Multi-Sector Bond Fund | | | 612,064 | | | | (612,064 | ) | | | — | |
International Multi-Cap Value Fund | | | 30,421,926 | | | | (30,421,926 | ) | | | — | |
International Stock Fund | | | 1,300,259 | | | | (1,300,259 | ) | | | — | |
Tax-Aware Bond Fund | | | 2,473,199 | | | | (2,473,199 | ) | | | — | |
US MidCap Opportunities Fund | | | 271,316 | | | | (271,316 | ) | | | — | |
US Small Cap Opportunities Fund | | | 6,981,341 | | | | (6,981,341 | ) | | | — | |
| (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. |
| (2) | Collateral received in excess of the market value of securities on loan is not presented in this table |
| (3) | Net amount represents the net amount receivable due from the counterparty in the event of default. |
The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:
| | | | | | | | |
Fund | | Cash Collateral | | | Non-Cash Collateral | |
Emerging Markets Equity Fund | | $ | — | | | $ | — | |
Emerging Markets Multi-Sector Bond Fund | | | 634,913 | | | | — | |
International Multi-Cap Value Fund | | | 30,537,099 | | | | 4,275,521 | |
International Stock Fund | | | 1,349,006 | | | | — | |
Tax-Aware Bond Fund | | | 2,544,245 | | | | — | |
US MidCap Opportunities Fund | | | 285,426 | | | | — | |
US Small Cap Opportunities Fund | | | 7,431,060 | | | | 9,134 | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
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, 2020.
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Emerging Markets Multi-Sector Bond Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 634,913 | | | $ | — | | | $ | — | | | $ | — | | | $ | 634,913 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 634,913 | | | $ | — | | | $ | — | | | $ | — | | | $ | 634,913 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 634,913 | |
| | | | | | | | | | | | | | | | | | | | |
International Multi-Cap Value Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 30,537,099 | | | $ | — | | | $ | — | | | $ | — | | | $ | 30,537,099 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 30,537,099 | | | $ | — | | | $ | — | | | $ | — | | | $ | 30,537,099 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 30,537,099 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
International Stock Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 1,349,006 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,349,006 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 1,349,006 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,349,006 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 1,349,006 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Securitized Income Fund | | | | | | | | | | | | | | | |
Reverse Repurchase Agreements(1) | | | | | | | | | | | | | | | | | | | | |
Asset & Mortgage Backed Securities | | $ | — | | | $ | — | | | $ | 18,791,938 | | | $ | — | | | $ | 18,791,938 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | — | | | $ | — | | | $ | 18,791,938 | | | $ | — | | | $ | 18,791,938 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for reverse repurchase agreements | | | | | | | | | | | | | | | | | | $ | 18,791,938 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Tax-Aware Bond Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds | | $ | 2,544,245 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,544,245 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 2,544,245 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,544,245 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 2,544,245 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
US MidCap Opportunities Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 285,426 | | | $ | — | | | $ | — | | | $ | — | | | $ | 285,426 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 285,426 | | | $ | — | | | $ | — | | | $ | — | | | $ | 285,426 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 285,426 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
US Small Cap Opportunities Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 7,431,060 | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,431,060 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 7,431,060 | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,431,060 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 7,431,060 | |
| | | | | | | | | | | | | | | | | | | | |
| (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. |
As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund as follows:
Percentage of a Class:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Class A | | | Class C | | | Class I | | | Class R3 | | | Class R4 | | | Class R5 | | | Class Y | | | Class F | | | Class SDR | |
China A Fund | | | 97 | % | | | 100 | % | | | 100 | % | | | N/A | | | | N/A | | | | N/A | | | | 100 | % | | | 100 | % | | | — | %* |
Emerging Markets Equity Fund | | | — | | | | — | | | | — | | | | 16 | % | | | — | %* | | | — | | | | — | | | | — | | | | — | |
Emerging Markets Multi-Sector Bond Fund | | | — | | | | — | | | | — | | | | 38 | % | | | 100 | % | | | 100 | % | | | — | | | | — | | | | — | |
International Multi-Cap Value Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | | | | — | | | | — | | | | — | | | | — | |
International Stock Fund | | | — | | | | — | | | | — | | | | 2 | % | | | 1 | % | | | — | %* | | | — | %* | | | — | | | | — | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Class A | | | Class C | | | Class I | | | Class R3 | | | Class R4 | | | Class R5 | | | Class Y | | | Class F | | | Class SDR | |
Securitized Income Fund | | | 90 | % | | | 3 | % | | | 8 | % | | | N/A | | | | N/A | | | | N/A | | | | 100 | % | | | 84 | % | | | — | % |
Tax-Aware Bond Fund | | | — | | | | — | | | | — | | | | N/A | | | | N/A | | | | N/A | | | | 5 | % | | | — | | | | — | |
US MidCap Opportunities Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | 1 | % | | | — | | | | — | | | | — | |
US Small Cap Opportunities Fund | | | — | | | | — | | | | — | | | | 5 | % | | | 7 | % | | | 6 | % | | | — | | | | — | | | | — | |
Percentage of Fund by Class:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Class A | | | Class C | | | Class I | | | Class R3 | | | Class R4 | | | Class R5 | | | Class Y | | | Class F | | | Class SDR | |
China A Fund | | | 2 | % | | | 2 | % | | | 2 | % | | | N/A | | | | N/A | | | | N/A | | | | 2 | % | | | 42 | % | | | — | %* |
Emerging Markets Equity Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | %* | | | — | | | | — | | | | — | | | | — | |
Emerging Markets Multi-Sector Bond Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | %* | | | — | %* | | | — | | | | — | | | | — | |
International Multi-Cap Value Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | | | | — | | | | — | | | | — | | | | — | |
International Stock Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | %* | | | — | %* | | | — | %* | | | — | | | | — | |
Securitized Income Fund | | | 5 | % | | | — | %* | | | 5 | % | | | N/A | | | | N/A | | | | N/A | | | | 5 | % | | | 3 | % | | | — | |
Tax-Aware Bond Fund | | | — | | | | — | | | | — | | | | N/A | | | | N/A | | | | N/A | | | | — | %* | | | — | | | | — | |
US MidCap Opportunities Fund | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | %* | | | — | | | | — | | | | — | |
US Small Cap Opportunities Fund | | | — | | | | — | | | | — | | | | — | %* | | | — | %* | | | — | %* | | | — | | | | — | | | | — | |
| * | Percentage rounds to zero. |
As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds and the 529 plans. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:
| | | | |
Funds | | Percentage of Fund* | |
Emerging Markets Equity Fund | | | 1 | % |
International Multi-Cap Value Fund | | | 5 | % |
| * | As of April 30, 2020, the affiliated funds of funds and the 529 plans invested in Class F shares. |
11. | Investment Transactions: |
For the six-month period ended April 30, 2020, 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 | |
China A Fund | | $ | 5,274,553 | | | $ | 417,367 | | | $ | — | | | $ | — | | | $ | 5,274,553 | | | $ | 417,367 | |
Emerging Markets Equity Fund | | | 1,013,209,502 | | | | 1,197,941,170 | | | | — | | | | — | | | | 1,013,209,502 | | | | 1,197,941,170 | |
Emerging Markets Multi-Sector Bond Fund | | | 57,642,952 | | | | 79,135,769 | | | | — | | | | — | | | | 57,642,952 | | | | 79,135,769 | |
International Multi-Cap Value Fund | | | 1,222,282,077 | | | | 1,170,986,531 | | | | — | | | | — | | | | 1,222,282,077 | | | | 1,170,986,531 | |
International Stock Fund | | | 227,277,116 | | | | 105,633,250 | | | | — | | | | — | | | | 227,277,116 | | | | 105,633,250 | |
Securitized Income Fund | | | 31,280,578 | | | | 33,271,346 | | | | — | | | | — | | | | 31,280,578 | | | | 33,271,346 | |
Tax-Aware Bond Fund | | | 208,647,193 | | | | 136,512,463 | | | | 54,697,617 | | | | 108,058,461 | | | | 263,344,810 | | | | 244,570,924 | |
US MidCap Opportunities Fund | | | 226,052,413 | | | | 327,960,178 | | | | — | | | | — | | | | 226,052,413 | | | | 327,960,178 | |
US Small Cap Opportunities Fund | | | 101,068,988 | | | | 52,907,131 | | | | — | | | | — | | | | 101,068,988 | | | | 52,907,131 | |
12. | Capital Share Transactions: |
The following information is for the period ended April 30, 2020, and the year ended October 31, 2019:
| | | | | | | | |
| | For the Period Ended April 30, 2020(1) | |
| | Shares | | | Amount | |
China A Fund | | | | | | |
Class A | | | | | | | | |
Shares Sold | | | 10,317 | | | $ | 103,378 | |
| | | | | | | | |
Net Increase (Decrease) | | | 10,317 | | | | 103,378 | |
| | | | | | | | |
Class C | | | | | | | | |
Shares Sold | | | 10,001 | | | $ | 100,010 | |
| | | | | | | | |
Net Increase (Decrease) | | | 10,001 | | | | 100,010 | |
| | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | |
| | For the Period Ended April 30, 2020(1) | |
| | Shares | | | Amount | |
China A Fund – (continued) | | | | | | |
Class I | | | | | | | | |
Shares Sold | | | 10,001 | | | $ | 100,010 | |
| | | | | | | | |
Net Increase (Decrease) | | | 10,001 | | | | 100,010 | |
| | | | | | | | |
Class Y | | | | | | | | |
Shares Sold | | | 10,001 | | | $ | 100,010 | |
| | | | | | | | |
Net Increase (Decrease) | | | 10,001 | | | | 100,010 | |
| | | | | | | | |
Class F | | | | | | | | |
Shares Sold | | | 210,001 | | | $ | 2,100,010 | |
| | | | | | | | |
Net Increase (Decrease) | | | 210,001 | | | | 2,100,010 | |
| | | | | | | | |
Class SDR | | | | | | | | |
Shares Sold | | | 250,001 | | | $ | 2,500,010 | |
| | | | | | | | |
Net Increase (Decrease) | | | 250,001 | | | | 2,500,010 | |
| | | | | | | | |
Total Net Increase (Decrease) | | | 500,322 | | | $ | 5,003,428 | |
| | | | | | | | |
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Emerging Markets Equity Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,238,482 | | | $ | 18,711,540 | | | | 1,748,349 | | | $ | 25,903,979 | |
Shares Issued for Reinvested Dividends | | | 70,589 | | | | 1,177,420 | | | | 34,398 | | | | 474,696 | |
Shares Redeemed | | | (956,055 | ) | | | (14,429,401 | ) | | | (1,240,206 | ) | | | (18,680,319 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 353,016 | | | | 5,459,559 | | | | 542,541 | | | | 7,698,356 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,520 | | | $ | 69,756 | | | | 351,995 | | | $ | 5,084,173 | |
Shares Issued for Reinvested Dividends | | | 8,192 | | | | 135,012 | | | | 3,391 | | | | 46,251 | |
Shares Redeemed | | | (179,587 | ) | | | (2,777,782 | ) | | | (196,969 | ) | | | (2,908,753 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (166,875 | ) | | | (2,573,014 | ) | | | 158,417 | | | | 2,221,671 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 33,068,651 | | | $ | 504,440,652 | | | | 51,189,025 | | | $ | 762,162,282 | |
Shares Issued for Reinvested Dividends | | | 874,907 | | | | 14,558,446 | | | | 516,573 | | | | 7,113,215 | |
Shares Redeemed | | | (54,437,349 | ) | | | (760,650,839 | ) | | | (58,447,579 | ) | | | (871,528,570 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (20,493,791 | ) | | | (241,651,741 | ) | | | (6,741,981 | ) | | | (102,253,073 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 455 | | | $ | 7,046 | | | | 834 | | | $ | 12,388 | |
Shares Issued for Reinvested Dividends | | | 84 | | | | 1,392 | | | | 57 | | | | 787 | |
Shares Redeemed | | | (754 | ) | | | (12,180 | ) | | | (2,050 | ) | | | (30,637 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (215 | ) | | | (3,742 | ) | | | (1,159 | ) | | | (17,462 | ) |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 258,808 | | | $ | 3,460,369 | | | | 5,127 | | | $ | 71,225 | |
Shares Issued for Reinvested Dividends | | | 24 | | | | 394 | | | | 3,331 | | | | 45,699 | |
Shares Redeemed | | | (71 | ) | | | (957 | ) | | | (271,528 | ) | | | (3,755,502 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 258,761 | | | | 3,459,806 | | | | (263,070 | ) | | | (3,638,578 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,880 | | | $ | 77,192 | | | | 5,315 | | | $ | 79,902 | |
Shares Issued for Reinvested Dividends | | | 910 | | | | 15,146 | | | | 458 | | | | 6,306 | |
Shares Redeemed | | | (5,812 | ) | | | (85,423 | ) | | | (2,130 | ) | | | (32,680 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (22 | ) | | | 6,915 | | | | 3,643 | | | | 53,528 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 20,344,368 | | | $ | 285,325,696 | | | | 11,244,782 | | | $ | 164,696,976 | |
Shares Issued for Reinvested Dividends | | | 196,853 | | | | 3,277,596 | | | | 117,355 | | | | 1,617,151 | |
Shares Redeemed | | | (13,686,842 | ) | | | (183,228,040 | ) | | | (12,480,644 | ) | | | (190,216,734 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,854,379 | | | | 105,375,252 | | | | (1,118,507 | ) | | | (23,902,607 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,795,672 | | | $ | 55,749,075 | | | | 22,780,248 | | | $ | 344,169,329 | |
Shares Issued for Reinvested Dividends | | | 445,955 | | | | 7,416,236 | | | | 181,969 | | | | 2,503,890 | |
Shares Redeemed | | | (4,117,231 | ) | | | (61,225,503 | ) | | | (7,350,035 | ) | | | (111,675,098 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 124,396 | | | | 1,939,808 | | | | 15,612,182 | | | | 234,998,121 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Emerging Markets Equity Fund – (continued) | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,573,641 | | | $ | 135,057,547 | | | | 18,036,150 | | | $ | 267,392,203 | |
Shares Issued for Reinvested Dividends | | | 1,559,446 | | | | 25,980,378 | | | | 906,907 | | | | 12,506,249 | |
Shares Redeemed | | | (9,327,923 | ) | | | (135,759,485 | ) | | | (13,526,435 | ) | | | (208,708,307 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 805,164 | | | | 25,278,440 | | | | 5,416,622 | | | | 71,190,145 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (12,265,187 | ) | | $ | (102,708,717 | ) | | | 13,608,688 | | | $ | 186,350,101 | |
| | | | | | | | | | | | | | | | |
| | | | |
Emerging Markets Multi-Sector Bond Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 24,993 | | | $ | 204,216 | | | | 148,243 | | | $ | 1,360,898 | |
Shares Issued for Reinvested Dividends | | | 5,148 | | | | 40,358 | | | | 13,866 | | | | 124,253 | |
Shares Redeemed | | | (56,275 | ) | | | (459,860 | ) | | | (347,011 | ) | | | (3,150,553 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (26,134 | ) | | | (215,286 | ) | | | (184,902 | ) | | | (1,665,402 | ) |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,809 | | | $ | 25,200 | | | | 23,237 | | | $ | 209,450 | |
Shares Issued for Reinvested Dividends | | | 630 | | | | 4,873 | | | | 944 | | | | 8,404 | |
Shares Redeemed | | | (5,353 | ) | | | (48,151 | ) | | | (42,187 | ) | | | (373,516 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,914 | ) | | | (18,078 | ) | | | (18,006 | ) | | | (155,662 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,354,070 | | | $ | 10,583,750 | | | | 1,631,596 | | | $ | 14,785,602 | |
Shares Issued for Reinvested Dividends | | | 83,298 | | | | 659,338 | | | | 191,328 | | | | 1,715,191 | |
Shares Redeemed | | | (1,654,124 | ) | | | (13,561,937 | ) | | | (2,722,831 | ) | | | (24,420,037 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (216,756 | ) | | | (2,318,849 | ) | | | (899,907 | ) | | | (7,919,244 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,032 | | | $ | 18,332 | | | | — | | | $ | — | |
Shares Issued for Reinvested Dividends | | | 69 | | | | 522 | | | | 65 | | | | 584 | |
Shares Redeemed | | | (1 | ) | | | (6 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,100 | | | | 18,848 | | | | 65 | | | | 584 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Issued for Reinvested Dividends | | | 37 | | | $ | 287 | | | | 65 | | | $ | 585 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 37 | | | | 287 | | | | 65 | | | | 585 | |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Issued for Reinvested Dividends | | | 37 | | | $ | 288 | | | | 66 | | | $ | 597 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 37 | | | | 288 | | | | 66 | | | | 597 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 22,741 | | | $ | 207,364 | | | | 117,019 | | | $ | 1,054,550 | |
Shares Issued for Reinvested Dividends | | | 7,403 | | | | 57,918 | | | | 9,722 | | | | 87,222 | |
Shares Redeemed | | | (1,300 | ) | | | (9,222 | ) | | | (12,487 | ) | | | (112,135 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 28,844 | | | | 256,060 | | | | 114,254 | | | | 1,029,637 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 31,864 | | | $ | 290,908 | | | | 127,336 | | | $ | 1,139,433 | |
Shares Issued for Reinvested Dividends | | | 20,553 | | | | 185,242 | | | | 170,007 | | | | 1,520,919 | |
Shares Redeemed | | | (2,577,142 | ) | | | (22,803,430 | ) | | | (1,045,807 | ) | | | (9,496,407 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,524,725 | ) | | | (22,327,280 | ) | | | (748,464 | ) | | | (6,836,055 | ) |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 77,980 | | | $ | 674,560 | | | | 138,869 | | | $ | 1,262,856 | |
Shares Issued for Reinvested Dividends | | | 121,132 | | | | 948,591 | | | | 224,846 | | | | 2,015,875 | |
Shares Redeemed | | | (145,204 | ) | | | (1,237,776 | ) | | | (254,804 | ) | | | (2,323,167 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 53,908 | | | | 385,375 | | | | 108,911 | | | | 955,564 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,684,603 | ) | | $ | (24,218,635 | ) | | | (1,627,918 | ) | | $ | (14,589,396 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
International Multi-Cap Value Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,959,076 | | | $ | 16,319,807 | | | | 7,308,958 | | | $ | 64,185,746 | |
Shares Issued for Reinvested Dividends | | | 191,269 | | | | 1,685,472 | | | | 497,126 | | | | 4,232,125 | |
Shares Redeemed | | | (2,476,292 | ) | | | (19,678,000 | ) | | | (3,535,202 | ) | | | (30,710,971 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (325,947 | ) | | | (1,672,721 | ) | | | 4,270,882 | | | | 37,706,900 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
International Multi-Cap Value Fund – (continued) | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 208,733 | | | $ | 1,841,543 | | | | 804,534 | | | $ | 6,997,228 | |
Shares Issued for Reinvested Dividends | | | 25,873 | | | | 236,644 | | | | 130,672 | | | | 1,092,114 | |
Shares Redeemed | | | (727,614 | ) | | | (6,052,791 | ) | | | (1,419,956 | ) | | | (12,228,675 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (493,008 | ) | | | (3,974,604 | ) | | | (484,750 | ) | | | (4,139,333 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 18,704,512 | | | $ | 153,982,894 | | | | 43,206,748 | | | $ | 376,911,502 | |
Shares Issued for Reinvested Dividends | | | 1,277,034 | | | | 11,154,451 | | | | 4,390,363 | | | | 37,179,961 | |
Shares Redeemed | | | (29,066,072 | ) | | | (225,958,144 | ) | | | (63,378,109 | ) | | | (552,346,795 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (9,084,526 | ) | | | (60,820,799 | ) | | | (15,780,998 | ) | | | (138,255,332 | ) |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 322,068 | | | $ | 2,669,344 | | | | 2,630,986 | | | $ | 23,971,443 | |
Shares Issued for Reinvested Dividends | | | 29,466 | | | | 261,662 | | | | 35,113 | | | | 308,551 | |
Shares Redeemed | | | (821,741 | ) | | | (6,236,337 | ) | | | (544,310 | ) | | | (4,758,882 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (470,207 | ) | | | (3,305,331 | ) | | | 2,121,789 | | | | 19,521,112 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 43,236 | | | $ | 327,519 | | | | 224,145 | | | $ | 1,920,458 | |
Shares Issued for Reinvested Dividends | | | 4,928 | | | | 43,253 | | | | 11,262 | | | | 96,105 | |
Shares Redeemed | | | (22,904 | ) | | | (170,693 | ) | | | (77,906 | ) | | | (674,128 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 25,260 | | | | 200,079 | | | | 157,501 | | | | 1,342,435 | |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 305,635 | | | $ | 2,416,226 | | | | 963,121 | | | $ | 8,283,064 | |
Shares Issued for Reinvested Dividends | | | 41,708 | | | | 362,788 | | | | 143,439 | | | | 1,208,180 | |
Shares Redeemed | | | (245,303 | ) | | | (2,066,497 | ) | | | (1,265,541 | ) | | | (11,362,022 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 102,040 | | | | 712,517 | | | | (158,981 | ) | | | (1,870,778 | ) |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,020,508 | | | $ | 30,855,915 | | | | 8,747,939 | | | $ | 76,763,544 | |
Shares Issued for Reinvested Dividends | | | 304,699 | | | | 2,630,612 | | | | 747,314 | | | | 6,345,975 | |
Shares Redeemed | | | (2,521,942 | ) | | | (19,426,425 | ) | | | (2,324,975 | ) | | | (20,118,934 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,803,265 | | | | 14,060,102 | | | | 7,170,278 | | | | 62,990,585 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 12,250,421 | | | $ | 93,945,701 | | | | 21,330,908 | | | $ | 187,800,399 | |
Shares Issued for Reinvested Dividends | | | 632,394 | | | | 5,469,189 | | | | 1,474,000 | | | | 12,537,678 | |
Shares Redeemed | | | (5,661,164 | ) | | | (45,169,842 | ) | | | (9,215,134 | ) | | | (81,327,657 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 7,221,651 | | | | 54,245,048 | | | | 13,589,774 | | | | 119,010,420 | |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 17,769,263 | | | $ | 133,307,242 | | | | 20,897,933 | | | $ | 182,523,290 | |
Shares Issued for Reinvested Dividends | | | 1,225,906 | | | | 10,675,755 | | | | 3,624,947 | | | | 30,712,905 | |
Shares Redeemed | | | (10,194,715 | ) | | | (90,585,262 | ) | | | (14,513,700 | ) | | | (127,544,493 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 8,800,454 | | | | 53,397,735 | | | | 10,009,180 | | | | 85,691,702 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 7,578,982 | | | $ | 52,842,026 | | | | 20,894,675 | | | $ | 181,997,711 | |
| | | | | | | | | | | | | | | | |
| | | | |
International Stock Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,003,228 | | | $ | 25,137,317 | | | | 3,129,557 | | | $ | 38,300,055 | |
Shares Issued for Reinvested Dividends | | | 39,982 | | | | 548,940 | | | | 98,255 | | | | 1,103,348 | |
Shares Redeemed | | | (422,213 | ) | | | (5,091,081 | ) | | | (546,692 | ) | | | (6,612,696 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,620,997 | | | | 20,595,176 | | | | 2,681,120 | | | | 32,790,707 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 109,712 | | | $ | 1,336,244 | | | | 266,133 | | | $ | 2,980,258 | |
Shares Issued for Reinvested Dividends | | | 835 | | | | 10,939 | | | | 14,715 | | | | 157,415 | |
Shares Redeemed | | | (28,171 | ) | | | (312,720 | ) | | | (145,940 | ) | | | (1,679,330 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 82,376 | | | | 1,034,463 | | | | 134,908 | | | | 1,458,343 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 11,804,762 | | | $ | 137,694,892 | | | | 11,742,900 | | | $ | 136,541,482 | |
Shares Issued for Reinvested Dividends | | | 203,818 | | | | 2,706,694 | | | | 905,219 | | | | 9,832,890 | |
Shares Redeemed | | | (5,306,482 | ) | | | (60,290,814 | ) | | | (5,895,649 | ) | | | (69,641,488 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 6,702,098 | | | | 80,110,772 | | | | 6,752,470 | | | | 76,732,884 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
International Stock Fund – (continued) | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 36,620 | | | $ | 388,983 | | | | 14,183 | | | $ | 169,465 | |
Shares Issued for Reinvested Dividends | | | 153 | | | | 2,018 | | | | 82 | | | | 886 | |
Shares Redeemed | | | (1,262 | ) | | | (13,579 | ) | | | (3 | ) | | | (35 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 35,511 | | | | 377,422 | | | | 14,262 | | | | 170,316 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 108,698 | | | $ | 1,229,425 | | | | 22,719 | | | $ | 274,429 | |
Shares Issued for Reinvested Dividends | | | 269 | | | | 3,576 | | | | 82 | | | | 890 | |
Shares Redeemed | | | (19,401 | ) | | | (217,025 | ) | | | (402 | ) | | | (4,890 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 89,566 | | | | 1,015,976 | | | | 22,399 | | | | 270,429 | |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 522,246 | | | $ | 5,924,958 | | | | 85,870 | | | $ | 1,027,962 | |
Shares Issued for Reinvested Dividends | | | 1,644 | | | | 21,848 | | | | 83 | | | | 901 | |
Shares Redeemed | | | (10,528 | ) | | | (124,942 | ) | | | (1,710 | ) | | | (20,330 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 513,362 | | | | 5,821,864 | | | | 84,243 | | | | 1,008,533 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 382,914 | | | $ | 4,845,373 | | | | 94,385 | | | $ | 1,101,980 | |
Shares Issued for Reinvested Dividends | | | 953 | | | | 12,698 | | | | 38,210 | | | | 416,560 | |
Shares Redeemed | | | (38,166 | ) | | | (450,899 | ) | | | (548,604 | ) | | | (6,406,752 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 345,701 | | | | 4,407,172 | | | | (416,009 | ) | | | (4,888,212 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,114,843 | | | $ | 37,628,423 | | | | 5,309,055 | | | $ | 62,969,906 | |
Shares Issued for Reinvested Dividends | | | 77,909 | | | | 1,036,195 | | | | 91,563 | | | | 995,486 | |
Shares Redeemed | | | (869,546 | ) | | | (10,042,590 | ) | | | (547,580 | ) | | | (6,552,705 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,323,206 | | | | 28,622,028 | | | | 4,853,038 | | | | 57,412,687 | |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,071,055 | | | $ | 24,041,823 | | | | 2,010,707 | | | $ | 24,337,603 | |
Shares Issued for Reinvested Dividends | | | 72,053 | | | | 957,577 | | | | 482,543 | | | | 5,246,663 | |
Shares Redeemed | | | (2,685,704 | ) | | | (34,184,988 | ) | | | (15,335 | ) | | | (183,930 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (542,596 | ) | | | (9,185,588 | ) | | | 2,477,915 | | | | 29,400,336 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 11,170,221 | | | $ | 132,799,285 | | | | 16,604,346 | | | $ | 194,356,023 | |
| | | | | | | | | | | | | | | | |
| | | | |
Securitized Income Fund(2) | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 41,842 | | | $ | 382,982 | | | | 350,007 | | | $ | 3,500,072 | |
Shares Issued for Reinvested Dividends | | | 5,133 | | | | 50,004 | | | | 5,008 | | | | 50,265 | |
Shares Redeemed | | | — | | | | — | | | | (1 | ) | | | (10 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 46,975 | | | | 432,986 | | | | 355,014 | | | | 3,550,327 | |
| | | | | | | | | | | | | | | | |
Class C(3) | |
Shares Sold | | | 32,007 | | | $ | 294,739 | | | | — | | | $ | — | |
Shares Issued for Reinvested Dividends | | | 51 | | | | 460 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 32,058 | | | | 295,199 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Class I | |
Shares Sold | | | 4,985,868 | | | $ | 48,333,118 | | | | 455,638 | | | $ | 4,560,915 | |
Shares Issued for Reinvested Dividends | | | 25,210 | | | | 237,323 | | | | 6,086 | | | | 61,092 | |
Shares Redeemed | | | (679,978 | ) | | | (6,456,726 | ) | | | (1,058 | ) | | | (10,642 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,331,100 | | | | 42,113,715 | | | | 460,666 | | | | 4,611,365 | |
| | | | | | | | | | | | | | | | |
Class Y | |
Shares Sold | | | — | | | $ | — | | | | 350,994 | | | $ | 3,510,010 | |
Shares Issued for Reinvested Dividends | | | 5,064 | | | | 49,340 | | | | 5,339 | | | | 53,578 | |
Shares Redeemed | | | — | | | | — | | | | (1 | ) | | | (10 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 5,064 | | | | 49,340 | | | | 356,332 | | | | 3,563,578 | |
| | | | | | | | | | | | | | | | |
Class F | |
Shares Sold | | | — | | | $ | — | | | | 249,951 | | | $ | 2,500,010 | |
Shares Issued for Reinvested Dividends | | | 2,869 | | | | 27,916 | | | | 3,112 | | | | 31,230 | |
Shares Redeemed | | | (10,000 | ) | | | (99,500 | ) | | | (1 | ) | | | (10 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,131 | ) | | | (71,584 | ) | | | 253,062 | | | | 2,531,230 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
Securitized Income Fund(2) – (continued) | | | | | | | | | | | | |
Class SDR | |
Shares Sold | | | 1,187,394 | | | $ | 11,942,699 | | | | 7,968,817 | | | $ | 80,000,010 | |
Shares Issued for Reinvested Dividends | | | 48,690 | | | | 484,230 | | | | 49,337 | | | | 495,681 | |
Shares Redeemed | | | (7,702,222 | ) | | | (76,000,000 | ) | | | (1 | ) | | | (10 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,466,138 | ) | | | (63,573,071 | ) | | | 8,018,153 | | | | 80,495,681 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,058,072 | ) | | $ | (20,753,415 | ) | | | 9,443,227 | | | $ | 94,752,181 | |
| | | | | | | | | | | | | | | | |
| | | | |
Tax-Aware Bond Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,787,811 | | | $ | 19,835,210 | | | | 2,534,913 | | | $ | 28,415,810 | |
Shares Issued for Reinvested Dividends | | | 101,687 | | | | 1,130,036 | | | | 68,930 | | | | 755,814 | |
Shares Redeemed | | | (861,523 | ) | | | (9,605,540 | ) | | | (1,777,407 | ) | | | (19,673,697 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,027,975 | | | | 11,359,706 | | | | 826,436 | | | | 9,497,927 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 164,561 | | | $ | 1,839,325 | | | | 325,219 | | | $ | 3,637,524 | |
Shares Issued for Reinvested Dividends | | | 18,639 | | | | 207,041 | | | | 11,164 | | | | 121,750 | |
Shares Redeemed | | | (82,073 | ) | | | (904,156 | ) | | | (92,411 | ) | | | (1,017,093 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 101,127 | | | | 1,142,210 | | | | 243,972 | | | | 2,742,181 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 10,042,645 | | | $ | 111,980,627 | | | | 12,356,423 | | | $ | 138,106,462 | |
Shares Issued for Reinvested Dividends | | | 464,219 | | | | 5,164,453 | | | | 330,094 | | | | 3,631,801 | |
Shares Redeemed | | | (8,603,795 | ) | | | (95,632,645 | ) | | | (5,474,602 | ) | | | (60,553,758 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,903,069 | | | | 21,512,435 | | | | 7,211,915 | | | | 81,184,505 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Issued for Reinvested Dividends | | | 545 | | | $ | 6,061 | | | | 646 | | | $ | 7,078 | |
Shares Redeemed | | | — | | | | (4 | ) | | | (2,710 | ) | | | (30,000 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 545 | | | | 6,057 | | | | (2,064 | ) | | | (22,922 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 942,743 | | | $ | 10,530,498 | | | | 1,168,928 | | | $ | 13,046,366 | |
Shares Issued for Reinvested Dividends | | | 63,782 | | | | 709,970 | | | | 37,053 | | | | 408,408 | |
Shares Redeemed | | | (347,311 | ) | | | (3,840,204 | ) | | | (207,705 | ) | | | (2,288,445 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 659,214 | | | | 7,400,264 | | | | 998,276 | | | | 11,166,329 | |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 223,024 | | | $ | 2,500,100 | | | | 276,460 | | | $ | 3,039,087 | |
Shares Issued for Reinvested Dividends | | | 119,368 | | | | 1,326,876 | | | | 105,304 | | | | 1,144,983 | |
Shares Redeemed | | | (401,309 | ) | | | (4,500,000 | ) | | | (678,010 | ) | | | (7,609,000 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (58,917 | ) | | | (673,024 | ) | | | (296,246 | ) | | | (3,424,930 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 3,633,013 | | | $ | 40,747,648 | | | | 8,982,289 | | | $ | 101,143,090 | |
| | | | | | | | | | | | | | | | |
| | | | |
US MidCap Opportunities Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 889,945 | | | $ | 11,847,978 | | | | 1,395,369 | | | $ | 18,900,433 | |
Shares Issued for Reinvested Dividends | | | 39,994 | | | | 614,359 | | | | 148,492 | | | | 1,869,520 | |
Shares Redeemed | | | (1,195,152 | ) | | | (16,246,249 | ) | | | (2,745,633 | ) | | | (37,795,392 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (265,213 | ) | | | (3,783,912 | ) | | | (1,201,772 | ) | | | (17,025,439 | ) |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 215,836 | | | $ | 3,143,099 | | | | 724,496 | | | $ | 10,067,884 | |
Shares Issued for Reinvested Dividends | | | 25,799 | | | | 401,177 | | | | 101,881 | | | | 1,309,177 | |
Shares Redeemed | | | (723,874 | ) | | | (10,306,087 | ) | | | (1,670,142 | ) | | | (23,612,797 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (482,239 | ) | | | (6,761,811 | ) | | | (843,765 | ) | | | (12,235,736 | ) |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,928,489 | | | $ | 55,911,799 | | | | 12,387,001 | | | $ | 176,704,549 | |
Shares Issued for Reinvested Dividends | | | 265,164 | | | | 4,268,155 | | | | 886,035 | | | | 11,590,976 | |
Shares Redeemed | | | (8,896,816 | ) | | | (126,630,028 | ) | | | (27,060,730 | ) | | | (392,868,620 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,703,163 | ) | | | (66,450,074 | ) | | | (13,787,694 | ) | | | (204,573,095 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
US MidCap Opportunities Fund – (continued) | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 5,318 | | | $ | 75,459 | | | | 58,724 | | | $ | 792,137 | |
Shares Issued for Reinvested Dividends | | | 565 | | | | 8,911 | | | | 1,446 | | | | 18,758 | |
Shares Redeemed | | | (11,128 | ) | | | (173,006 | ) | | | (35,308 | ) | | | (518,682 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,245 | ) | | | (88,636 | ) | | | 24,862 | | | | 292,213 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 13,811 | | | $ | 214,335 | | | | 18,328 | | | $ | 258,881 | |
Shares Issued for Reinvested Dividends | | | 259 | | | | 4,116 | | | | 1,456 | | | | 18,966 | |
Shares Redeemed | | | (4,775 | ) | | | (63,953 | ) | | | (34,076 | ) | | | (503,214 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 9,295 | | | | 154,498 | | | | (14,292 | ) | | | (225,367 | ) |
| | | | | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 7,879 | | | $ | 106,189 | | | | 116,843 | | | $ | 1,683,332 | |
Shares Issued for Reinvested Dividends | | | 830 | | | | 13,318 | | | | 4,025 | | | | 52,582 | |
Shares Redeemed | | | (6,010 | ) | | | (97,003 | ) | | | (157,215 | ) | | | (2,369,735 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 2,699 | | | | 22,504 | | | | (36,347 | ) | | | (633,821 | ) |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,728,008 | | | $ | 22,910,076 | | | | 2,387,698 | | | $ | 34,734,049 | |
Shares Issued for Reinvested Dividends | | | 76,744 | | | | 1,235,384 | | | | 187,871 | | | | 2,455,282 | |
Shares Redeemed | | | (1,324,143 | ) | | | (17,714,097 | ) | | | (2,747,706 | ) | | | (40,197,854 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 480,609 | | | | 6,431,363 | | | | (172,137 | ) | | | (3,008,523 | ) |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 809,627 | | | $ | 11,134,942 | | | | 1,858,107 | | | $ | 26,939,675 | |
Shares Issued for Reinvested Dividends | | | 36,082 | | | | 581,769 | | | | 82,249 | | | | 1,075,457 | |
Shares Redeemed | | | (711,513 | ) | | | (10,010,709 | ) | | | (1,616,038 | ) | | | (23,787,613 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 134,196 | | | | 1,706,002 | | | | 324,318 | | | | 4,227,519 | |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 414,673 | | | $ | 6,094,075 | | | | 2,459,704 | | | $ | 35,321,321 | |
Shares Issued for Reinvested Dividends | | | 51,452 | | | | 830,635 | | | | 103,292 | | | | 1,352,705 | |
Shares Redeemed | | | (3,154,421 | ) | | | (51,232,717 | ) | | | (1,347,036 | ) | | | (19,870,606 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,688,296 | ) | | | (44,308,007 | ) | | | 1,215,960 | | | | 16,803,420 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (7,517,357 | ) | | $ | (113,078,073 | ) | | | (14,490,867 | ) | | $ | (216,378,829 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
US Small Cap Opportunities Fund | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | |
Shares Sold | | | 248,222 | | | $ | 5,702,210 | | | | 351,863 | | | $ | 8,393,071 | |
Shares Issued for Reinvested Dividends | | | 44,207 | | | | 1,122,066 | | | | 59,679 | | | | 1,269,289 | |
Shares Redeemed | | | (79,684 | ) | | | (1,714,035 | ) | | | (144,087 | ) | | | (3,490,218 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 212,745 | | | | 5,110,241 | | | | 267,455 | | | | 6,172,142 | |
| | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | |
Shares Sold | | | 83,484 | | | $ | 2,125,147 | | | | 87,016 | | | $ | 2,119,060 | |
Shares Issued for Reinvested Dividends | | | 14,029 | | | | 363,339 | | | | 28,097 | | | | 613,652 | |
Shares Redeemed | | | (46,732 | ) | | | (1,036,903 | ) | | | (107,604 | ) | | | (2,622,739 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 50,781 | | | | 1,451,583 | | | | 7,509 | | | | 109,973 | |
| | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,676,551 | | | $ | 66,036,230 | | | | 1,715,671 | | | $ | 43,830,966 | |
Shares Issued for Reinvested Dividends | | | 267,211 | | | | 7,158,748 | | | | 409,497 | | | | 9,144,178 | |
Shares Redeemed | | | (1,303,430 | ) | | | (28,933,358 | ) | | | (1,046,256 | ) | | | (25,702,015 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,640,332 | | | | 44,261,620 | | | | 1,078,912 | | | | 27,273,129 | |
| | | | | | | | | | | | | | | | |
Class R3 | | | | | | | | | | | | | | | | |
Shares Sold | | | 5,191 | | | $ | 132,654 | | | | 4,254 | | | $ | 102,890 | |
Shares Issued for Reinvested Dividends | | | 187 | | | | 4,953 | | | | 275 | | | | 6,097 | |
Shares Redeemed | | | (545 | ) | | | (14,798 | ) | | | (2,869 | ) | | | (73,330 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,833 | | | | 122,809 | | | | 1,660 | | | | 35,657 | |
| | | | | | | | | | | | | | | | |
Class R4 | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,592 | | | $ | 42,969 | | | | 10,994 | | | $ | 283,414 | |
Shares Issued for Reinvested Dividends | | | 495 | | | | 13,210 | | | | 42 | | | | 928 | |
Shares Redeemed | | | (4,844 | ) | | | (128,779 | ) | | | (1,814 | ) | | | (46,278 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,757 | ) | | | (72,600 | ) | | | 9,222 | | | | 238,064 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended April 30, 2020 | | | For the Year Ended October 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
US Small Cap Opportunities Fund – (continued) | | | | | | | | | | | | |
Class R5 | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,446 | | | $ | 103,703 | | | | 2,106 | | | $ | 55,043 | |
Shares Issued for Reinvested Dividends | | | 170 | | | | 4,561 | | | | 76 | | | | 1,691 | |
Shares Redeemed | | | (63 | ) | | | (1,599 | ) | | | (5 | ) | | | (134 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 4,553 | | | | 106,665 | | | | 2,177 | | | | 56,600 | |
| | | | | | | | | | | | | | | | |
Class Y | | | | | | | | | | | | | | | | |
Shares Sold | | | 47,138 | | | $ | 1,114,056 | | | | 128,832 | | | $ | 3,308,681 | |
Shares Issued for Reinvested Dividends | | | 48,634 | | | | 1,302,907 | | | | 91,347 | | | | 2,040,823 | |
Shares Redeemed | | | (102,573 | ) | | | (2,448,011 | ) | | | (140,942 | ) | | | (3,619,163 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,801 | ) | | | (31,048 | ) | | | 79,237 | | | | 1,730,341 | |
| | | | | | | | | | | | | | | | |
Class F | | | | | | | | | | | | | | | | |
Shares Sold | | | 199,959 | | | $ | 4,708,807 | | | | 83,264 | | | $ | 2,135,611 | |
Shares Issued for Reinvested Dividends | | | 8,742 | | | | 234,558 | | | | 9,328 | | | | 208,483 | |
Shares Redeemed | | | (38,483 | ) | | | (841,105 | ) | | | (32,939 | ) | | | (819,850 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 170,218 | | | | 4,102,260 | | | | 59,653 | | | | 1,524,244 | |
| | | | | | | | | | | | | | | | |
Class SDR | | | | | | | | | | | | | | | | |
Shares Sold | | | 314,977 | | | $ | 6,177,366 | | | | 7,073 | | | $ | 183,767 | |
Shares Issued for Reinvested Dividends | | | 21,587 | | | | 579,811 | | | | 42,875 | | | | 959,593 | |
Shares Redeemed | | | (22,984 | ) | | | (586,277 | ) | | | (40,314 | ) | | | (938,014 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 313,580 | | | | 6,170,900 | | | | 9,634 | | | | 205,346 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 2,387,484 | | | $ | 61,222,430 | | | | 1,515,459 | | | $ | 37,345,496 | |
| | | | | | | | | | | | | | | | |
| (1) | Commenced operations on March 31, 2020. |
| (2) | Commenced operations on February 28, 2019. |
| (3) | Class C of Securitized Income Fund commenced operations on February 28, 2020. |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 a commitment fee, which is allocated ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.
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: |
The FASB recently issued ASU 2017-08 (the “ASU” or “Update”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and will become effective for private entities one year later. Upon initial adoption, the Funds adjusted the cost of their callable debt securities by the cumulative amount of amortization that would have been recognized had the amortization period to the earliest call date been in effect from the purchase date of each holding with a corresponding reclassification between unrealized appreciation on investments and undistributed income. Adoption of these accounting principles does not affect the Funds’ net asset value or distributions, but changes the classification of certain amounts between
Notes to Financial Statements – (continued)
April 30, 2020 (Unaudited)
interest income and realized and unrealized gain/loss in the Statements of Operations. The cumulative effect to the Funds resulting from the adoption of amending the amortization period to the earliest call date for callable debt securities is as follows:
| | | | | | | | | | | | | | | | |
| | As of November 1, 2019 | | | For the Six-Month Period Ended April 30, 2020 | |
Fund | | Cost of Investments | | | Interest Income | | | Net Unrealized Appreciation (Depreciation) of Investments | | | Net Realized Gain (Loss) on Investments | |
Emerging Markets Multi-Sector Bond Fund | | $ | (4,259 | ) | | $ | (3,070 | ) | | $ | (3,293 | ) | | $ | 6,363 | |
Tax-Aware Bond Fund | | | 59,158 | | | | 23,179 | | | | (5,062 | ) | | | (18,117 | ) |
In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.
ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.
16. | Change in Independent Registered Public Accounting Firm: |
On November 6, 2019, the Company, on behalf of each of Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, Securitized Income Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
On November 6, 2019, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for each of Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, Securitized Income Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K). PwC has also been appointed to serve as the independent registered public accounting firm for the China A Fund for the fiscal year ended October 31, 2020.
In connection with the preparation of the financial statements of the Funds as of and for the six-month period or period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.
The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.
HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.
Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders China A Fund (Unaudited)
The Hartford Mutual Funds II, Inc.
Hartford Schroders China A Fund
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), initially approve, and annually review and consider the continuation of, the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on February 4-5, 2020, the Board of Directors (the “Board”) of The Hartford Mutual Funds II, Inc. (the “Company”), including each of the Independent Directors, unanimously voted to approve for an initial two-year period (i) an investment management agreement for Hartford Schroders China A Fund (the “Fund”) with Hartford Funds Management Company, LLC (“HFMC”) (the “Management Agreement”); (ii) a separate investment sub-advisory agreement between HFMC and the Fund’s sub-adviser, Schroder Investment Management North America Inc. (“SIMNA Inc.”) (the “Sub-Advisory Agreement”); and (iii) a separate sub-sub-advisory agreement (the “Sub-Sub-Advisory Agreement”, and collectively with the Sub-Advisory Agreement and Management Agreement, the “Agreements”) between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.,” and together with SIMNA Inc., “Schroders,” and collectively with HFMC, the “Advisers”).
Prior to approving the Agreements, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board and its Investment Committee considered the materials and presentations from representatives of the Advisers received at meetings held on August 6-7, 2019 and February 4-5, 2020 regarding the Fund and its investment strategy. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meeting on February 4-5, 2020 concerning the Agreements.
In determining whether to approve the Agreements for the Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Company. The Independent Directors were also separately assisted by independent legal counsel throughout the evaluation process. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.
Nature, Extent and Quality of Services to be Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services to be provided to the Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services to be provided by each Adviser. The Board considered each Adviser’s organizational structure, systems and personnel. The Board also considered each Adviser’s reputation and overall financial strength and the Board’s past experience with each Adviser with respect to the services it provides to other funds managed by HFMC and its affiliates (the “Hartford Funds”). The Board also considered that, although the Fund would be the first fund managed by HFMC with a policy to invest at least 80% of its assets in China A Shares and related instruments, HFMC had extensive experience managing emerging market equity funds.
With respect to HFMC, the Board noted that, under the Management Agreement, HFMC would be responsible for the management of the Fund, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative services to the Fund as well as investment advisory services in connection with selecting, monitoring and supervising the Fund’s sub-advisers, and that HFMC had recommended to the Board that Schroders be appointed as the sub-adviser and sub-sub-adviser to the Fund. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to, or assumed by, Schroders. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Hartford Fund’s portfolio management team, and oversight of the portfolio managers to the Hartford Funds. The Board recognized that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford Funds when warranted. The Board considered that HFMC would oversee Schroders’ investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by Schroders and approach to risk management with respect to the Fund and the service providers to the Fund. The Board also considered that HFMC would oversee the Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations. Moreover, the Board considered that HFMC would oversee potential conflicts of interest between the Fund’s investments and those of other funds or accounts managed by the Fund’s portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Fund’s officers.
With respect to Schroders, which would provide certain day-to-day portfolio management services for the Fund, subject to oversight by HFMC, the Board considered, among other things, Schroders’ investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. In particular, the Board considered the abilities and experience of Schroders’ investment personnel in analyzing factors such as special considerations relevant to investing in China A Shares. The Board also considered the emerging market investment capabilities of Schroders, which has offices based in Asia, including Hong Kong, and the benefits to the Fund of having portfolio management services involving investments in China A Shares provided by investment personnel located in Asia. The
Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders China A Fund (Unaudited) – (continued)
Board considered the quality and experience of the Fund’s proposed portfolio manager, the number of accounts managed by the portfolio manager, and Schroders’ method for compensating the portfolio manager. The Board also considered Schroders’ succession planning to ensure continuity of portfolio management services to be provided to the Fund.
The Board also considered information previously provided by the Advisers regarding their compliance policies and procedures and compliance history, and received a representation from the Hartford Funds’ Chief Compliance Officer that the written compliance policies and procedures of each of HFMC and Schroders are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford Funds’ compliance program as a result of the addition of the Fund.
The Board considered the benefits to the Fund’s future shareholders of being part of the Hartford Funds family of funds, including, with respect to certain share classes, the right to exchange investments between the same class of shares without a sales charge, the ability to reinvest Fund dividends into other Hartford mutual funds, and the ability to combine holdings in the Fund with holdings in other Hartford mutual funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the Hartford Funds family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and managing new funds to expand these opportunities for shareholders.
In considering the foregoing information, the Board evaluated not only the information presented to the Board and the Investment Committee in connection with its consideration of the Agreements, but also the Board’s experience through past interactions with HFMC and Schroders. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to the Fund by HFMC and Schroders.
Performance of the Fund and the Advisers
The Board considered the investment performance of Schroders and its portfolio management team, including, for purposes of considering the investment skill and experience of the Fund’s portfolio manager, composite performance data showing the portfolio management team’s capabilities in managing accounts that use an investment strategy substantially similar to that proposed for the Fund (although none of the accounts are registered investment companies). The Board also considered information comparing Schroders’ composite performance data to the Fund’s proposed benchmark and an appropriate universe of peer funds. HFMC also provided additional information about the broad range of the portfolio management team’s investment experience and their investment philosophy and process, including with respect to the Fund’s proposed investments in China A Shares.
Based on these considerations, the Board concluded that it was satisfied that HFMC and Schroders have the capability of providing satisfactory investment performance for the Fund.
Costs of the Services and Profitability of the Advisers
In considering the proposed advisory and sub-advisory fee schedules for the Fund, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to the Fund and the estimated profitability to HFMC from the investment management and related services to be provided to the Fund. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Fund, taking into consideration the revenue and expenses of the Fund, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability of the Fund to HFMC would depend on the growth of the Fund’s assets under management. The Board considered representations from HFMC and SIMNA Inc. that SIMNA Inc.’s fees were negotiated at arm’s length and that the sub-advisory fees would be paid by HFMC and not the Fund. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not the Fund. Accordingly, the Board concluded that the profitability of Schroders is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreement and Sub-Sub-Advisory Agreement.
Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Fund would not be excessive.
Comparison of Fees and Services to be Provided by the Advisers
The Board considered comparative information that had been provided at a meeting on February 4-5, 2020 with respect to the management fees to be paid by the Fund to HFMC and the expected total expense ratios of the Fund. The Board also considered the proposed sub-advisory fees to be paid by HFMC to SIMNA Inc. with respect to the Fund. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not the Fund. In this regard, the Board requested and reviewed information from HFMC and Schroders relating to the proposed management and sub-advisory fees and the amount of the management fee to be retained by HFMC, and expected total operating expenses for the Fund. The Board also reviewed information comparing the Fund’s proposed contractual management fees, actual management fees and expected total expense ratios relative to an appropriate group of funds (the “Peer Group”) selected from the relevant peer universe identified by Broadridge Financial Solutions, Inc., an independent provider of investment company data. As part of this review, the Board
Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders China A Fund (Unaudited) – (continued)
considered the composition of the Peer Group and the methodology used to select the Peer Group, which included input from an independent financial services consultant engaged by the Independent Directors to assist them in evaluating the Fund’s proposed management fees and estimated total expense ratios. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of other funds in the Peer Group are set and potentially material differences between the Fund and the Peer Group. The Board also considered that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund’s Class A, Class C, Class I, Class Y, Class F and Class SDR shares to 1.45%, 2.25%, 1.15%, 1.11%, 0.99% and 0.99%, respectively, each through March 31, 2021, unless the Board approves its earlier termination.
In considering the reasonableness of the Fund’s proposed management and sub-advisory fees and projected total expense ratios, the Board considered that the Fund’s proposed weighted management fees were below the average and median of its Peer Group for all asset levels. The Board further considered that the Fund’s proposed weighted management fees for the Fund fell within the 1st or 2nd quintile of its Peer Group for all asset levels. The Board also considered that the Fund’s estimated total expense ratio for Class A shares, less Rule 12b-1 fees, was within the 1st quintile of its Peer Group.
Based on these considerations, the Board concluded that the Fund’s proposed fees and projected total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services to be provided.
Economies of Scale
The Board considered information regarding the extent to which economies of scale may be realized as the Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board reviewed the breakpoint in the proposed management fee schedule for the Fund, which would reduce the fee rate if and when Fund assets grow to more than $1 billion. The Board considered HFMC’s representation that the Fund could be expected to achieve some economies of scale as assets in the Fund grow. The Board recognized that a fund with assets beyond the highest breakpoint level would continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also recognized that a fee schedule that reaches a breakpoint at a lower asset level provides shareholders with the benefit of anticipated or potential economies of scale. The Board also considered that expense limitations that reduce the Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if Fund assets decline. The Board also considered that HFMC has been active in managing expenses for the Hartford Funds. In addition, the Board considered that initially setting competitive fee rates and pricing the Fund to scale at inception are other means of sharing potential economies of scale with shareholders.
The Board reviewed and evaluated materials from HFMC showing how management fee schedules of other funds in the Peer Group reflect economies of scale for the benefit of shareholders as a fund’s assets hypothetically increase over time. The Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.
The Board also considered how any benefits from economies of scale would be realized by the various parties. The Board reviewed relevant information included in the materials provided to the Board regarding comparative breakpoint information for other funds in the Peer Group. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of the Fund’s future shareholders. The Board noted, however, that it would review future growth in the Fund’s assets and the appropriateness of additional management fee breakpoints as part of its future annual review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Fund.
The Board noted that HFMC would receive fees for fund accounting and related services from the Fund. The Board also considered that Hartford Administrative Services Company, the Fund’s transfer agent and an affiliate of HFMC, would receive transfer agency compensation from the Fund.
The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, would serve as principal underwriter of the Fund. The Board noted that, as principal underwriter, HFD would receive distribution and service fees from the Fund and would receive all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also considered that Schroder Fund Advisors LLC (“SFA”), a wholly-owned subsidiary of SINMA Inc., has entered into an additional compensation arrangement with HFMC and HFD. The Board considered that under this arrangement, SFA would be involved in the distribution of the Class SDR shares of the Fund, and HFMC would compensate SFA for such services.
* * * *
Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of the Fund for the Board to approve the Agreements. In reaching this conclusion, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session with independent legal counsel to review the relevant materials and consider their responsibilities under relevant laws and regulations.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
The Hartford Financial Services Group, Inc. and Affiliates*
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
a) management;
b) use; and
c) protection;
of Personal Information.
This notice describes how we collect, disclose, and protect Personal Information.
We collect Personal Information to:
a) service your Transactions with us; and
b) support our business functions.
We may obtain Personal Information from:
a) You;
b) your Transactions with us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or service You apply for or get from us, Personal Information such as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications, Transactions, and consumer reports.
To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:
a) our insurance companies;
b) our employee agents;
c) our brokerage firms; and
d) our administrators.
As allowed by law, we may share Personal Financial Information with our affiliates to:
a) market our products; or
b) market our services;
to You without providing You with an option to prevent these disclosures.
We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:
a) independent agents;
b) brokerage firms;
c) insurance companies;
d) administrators; and
e) service providers;
who help us serve You and service our business.
When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
a) taking surveys;
b) marketing our products or services; or
c) offering financial products or services under a joint agreement between us and one or more financial institutions.
We, and third parties we partner with, may track some of the pages You visit through the use of:
a) cookies;
b) pixel tagging; or
c) other technologies;
and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.
For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:
a) “opt-out;” or
b) “opt-in;”
as required by law.
We only disclose Personal Health Information with:
a) your authorization; or
b) as otherwise allowed or required by law.
Our employees have access to Personal Information in the course of doing their jobs, such as:
a) underwriting policies;
b) paying claims;
c) developing new products; or
d) advising customers of our products and services.
We use manual and electronic security procedures to maintain:
a) the confidentiality; and
b) the integrity of;
Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect Personal Information include:
a) secured files;
b) user authentication;
c) encryption;
d) firewall technology; and
e) the use of detection software.
We are responsible for and must:
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 it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) Personal Financial Information; and
b) Personal Health Information.
Transaction means your business dealings with us, such as:
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.
You means an individual who has given us Personal Information in conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised March 2020
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a sub-sub adviser to certain Funds. HFD and HFMC are not affiliated with Schroder Investment Management North America Inc. and Schroder Investment Management North America Ltd.
MFSAR-HSE20 6/20 217371 Printed in U.S.A.
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. |
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 shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.
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.
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| | | | THE HARTFORD MUTUAL FUNDS II, INC. |
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Date: July 6, 2020 | | | | 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.
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Date: July 6, 2020 | | | | By: | | /s/ James E. Davey |
| | | | | | James E. Davey |
| | | | | | President and Chief Executive Officer |
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Date: July 6, 2020 | | | | By: | | /s/ Amy N. Furlong |
| | | | | | Amy N. Furlong |
| | | | | | Treasurer |
| | | | | | (Principal Financial Officer and Principal Accounting Officer) |