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, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant’s telephone number, including area code: (610) 386-4068
Date of fiscal year end: October 31
Date of reporting period: April 30, 2022
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a)
Equity Funds
■ The Hartford Capital Appreciation Fund |
■ Hartford Core Equity Fund |
■ The Hartford Dividend and Growth Fund |
■ The Hartford Equity Income Fund |
■ The Hartford Growth Opportunities Fund |
■ The Hartford Healthcare Fund |
■ The Hartford MidCap Fund |
■ The Hartford MidCap Value Fund |
■ Hartford Quality Value Fund |
■ The Hartford Small Cap Growth Fund |
■ Hartford Small Cap Value Fund |
■ The Hartford Small Company Fund |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -12.23% | -8.91% | 10.65% | 11.85% |
Class A3 | -17.05% | -13.92% | 9.41% | 11.22% |
Class C2 | -12.58% | -9.62% | 9.82% | 11.03% |
Class C4 | -13.28% | -10.34% | 9.82% | 11.03% |
Class I2 | -12.11% | -8.66% | 10.96% | 12.18% |
Class R32 | -12.38% | -9.24% | 10.26% | 11.49% |
Class R42 | -12.25% | -8.97% | 10.61% | 11.84% |
Class R52 | -12.13% | -8.68% | 10.94% | 12.17% |
Class R62 | -12.08% | -8.59% | 11.05% | 12.28% |
Class Y2 | -12.14% | -8.69% | 10.99% | 12.25% |
Class F2 | -12.06% | -8.57% | 11.05% | 12.23% |
Russell 3000 Index | -11.75% | -3.11% | 13.01% | 13.29% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.04% | 1.04% |
Class C | 1.82% | 1.82% |
Class I | 0.77% | 0.77% |
Class R3 | 1.41% | 1.41% |
Class R4 | 1.10% | 1.10% |
Class R5 | 0.80% | 0.80% |
Class R6 | 0.69% | 0.69% |
Class Y | 0.80% | 0.80% |
Class F | 0.69% | 0.69% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 6.9% |
Consumer Discretionary | 12.0 |
Consumer Staples | 7.8 |
Energy | 1.5 |
Financials | 14.2 |
Health Care | 16.4 |
Industrials | 13.7 |
Information Technology | 17.8 |
Materials | 4.3 |
Real Estate | 2.9 |
Utilities | 0.9 |
Total | 98.4% |
Short-Term Investments | 1.7 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 04/30/1998 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -11.77% | -3.59% | 13.17% | 13.69% |
Class A3 | -16.62% | -8.90% | 11.90% | 13.05% |
Class C2 | -12.10% | -4.30% | 12.33% | 12.87% |
Class C4 | -12.96% | -5.23% | 12.33% | 12.87% |
Class I2 | -11.66% | -3.34% | 13.46% | 13.90% |
Class R32 | -11.93% | -3.93% | 12.77% | 13.36% |
Class R42 | -11.77% | -3.61% | 13.15% | 13.73% |
Class R52 | -11.66% | -3.35% | 13.45% | 14.04% |
Class R62 | -11.62% | -3.26% | 13.56% | 14.12% |
Class Y2 | -11.65% | -3.34% | 13.49% | 14.09% |
Class F2 | -11.62% | -3.24% | 13.57% | 13.96% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.70% | 0.70% |
Class C | 1.45% | 1.45% |
Class I | 0.45% | 0.45% |
Class R3 | 1.07% | 1.07% |
Class R4 | 0.76% | 0.76% |
Class R5 | 0.46% | 0.46% |
Class R6 | 0.36% | 0.36% |
Class Y | 0.45% | 0.45% |
Class F | 0.36% | 0.36% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.6% |
Consumer Discretionary | 10.9 |
Consumer Staples | 6.9 |
Energy | 3.1 |
Financials | 10.8 |
Health Care | 17.0 |
Industrials | 8.8 |
Information Technology | 26.9 |
Materials | 1.0 |
Real Estate | 2.1 |
Utilities | 2.5 |
Total | 98.6% |
Short-Term Investments | 1.2 |
Other Assets & Liabilities | 0.2 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
3 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -2.08% | 6.33% | 12.48% | 12.45% |
Class A3 | -7.47% | 0.49% | 11.21% | 11.81% |
Class C2 | -2.44% | 5.52% | 11.62% | 11.60% |
Class C4 | -3.37% | 4.52% | 11.62% | 11.60% |
Class I2 | -1.95% | 6.60% | 12.77% | 12.72% |
Class R32 | -2.23% | 5.95% | 12.07% | 12.07% |
Class R42 | -2.10% | 6.25% | 12.41% | 12.41% |
Class R52 | -1.95% | 6.60% | 12.75% | 12.75% |
Class R62 | -1.93% | 6.70% | 12.86% | 12.85% |
Class Y2 | -1.92% | 6.66% | 12.81% | 12.83% |
Class F2 | -1.94% | 6.66% | 12.86% | 12.77% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.97% |
Class C | 1.75% | 1.75% |
Class I | 0.71% | 0.71% |
Class R3 | 1.35% | 1.35% |
Class R4 | 1.03% | 1.03% |
Class R5 | 0.73% | 0.73% |
Class R6 | 0.63% | 0.63% |
Class Y | 0.74% | 0.69% |
Class F | 0.63% | 0.63% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 6.5% |
Consumer Discretionary | 5.4 |
Consumer Staples | 6.7 |
Energy | 4.1 |
Financials | 17.3 |
Health Care | 17.1 |
Industrials | 8.6 |
Information Technology | 18.0 |
Materials | 3.6 |
Real Estate | 3.5 |
Utilities | 5.0 |
Total | 95.8% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 1.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
4 |
April 30, 2022 (Unaudited)
Inception 08/28/2003 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | 0.19% | 6.97% | 10.45% | 11.19% |
Class A3 | -5.32% | 1.08% | 9.21% | 10.56% |
Class C2 | -0.15% | 6.14% | 9.62% | 10.36% |
Class C4 | -1.07% | 5.16% | 9.62% | 10.36% |
Class I2 | 0.35% | 7.22% | 10.73% | 11.47% |
Class R32 | 0.03% | 6.57% | 10.05% | 10.80% |
Class R42 | 0.19% | 6.90% | 10.39% | 11.13% |
Class R52 | 0.34% | 7.22% | 10.72% | 11.47% |
Class R62 | 0.39% | 7.31% | 10.83% | 11.57% |
Class Y2 | 0.35% | 7.21% | 10.76% | 11.54% |
Class F2 | 0.40% | 7.32% | 10.83% | 11.52% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.97% |
Class C | 1.74% | 1.74% |
Class I | 0.73% | 0.73% |
Class R3 | 1.35% | 1.35% |
Class R4 | 1.04% | 1.04% |
Class R5 | 0.74% | 0.74% |
Class R6 | 0.65% | 0.65% |
Class Y | 0.74% | 0.74% |
Class F | 0.64% | 0.64% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.4% |
Consumer Discretionary | 3.3 |
Consumer Staples | 11.7 |
Energy | 7.0 |
Financials | 17.1 |
Health Care | 20.0 |
Industrials | 12.3 |
Information Technology | 9.2 |
Materials | 3.6 |
Real Estate | 3.0 |
Utilities | 7.0 |
Total | 96.6% |
Short-Term Investments | 2.6 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (Unaudited)
Inception 03/31/1963 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -29.91% | -26.20% | 13.75% | 14.16% |
Class A3 | -33.77% | -30.26% | 12.47% | 13.52% |
Class C2 | -30.19% | -26.78% | 12.90% | 13.33% |
Class C4 | -30.53% | -27.14% | 12.90% | 13.33% |
Class I2 | -29.85% | -26.05% | 14.03% | 14.44% |
Class R32 | -30.05% | -26.49% | 13.35% | 13.79% |
Class R42 | -29.96% | -26.28% | 13.69% | 14.13% |
Class R52 | -29.85% | -26.05% | 14.02% | 14.47% |
Class R62 | -29.81% | -25.97% | 14.14% | 14.58% |
Class Y2 | -29.84% | -26.06% | 14.08% | 14.55% |
Class F2 | -29.80% | -25.96% | 14.15% | 14.50% |
Russell 3000 Growth Index | -18.39% | -6.83% | 16.58% | 15.18% |
Russell 1000 Growth Index | -17.84% | -5.35% | 17.28% | 15.56% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.06% | 1.06% |
Class C | 1.83% | 1.83% |
Class I | 0.82% | 0.82% |
Class R3 | 1.45% | 1.45% |
Class R4 | 1.14% | 1.14% |
Class R5 | 0.84% | 0.84% |
Class R6 | 0.73% | 0.73% |
Class Y | 0.84% | 0.84% |
Class F | 0.73% | 0.73% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 20.4% |
Consumer Discretionary | 21.8 |
Financials | 1.0 |
Health Care | 12.5 |
Industrials | 7.1 |
Information Technology | 32.3 |
Materials | 1.3 |
Real Estate | 1.2 |
Total | 97.6% |
Short-Term Investments | 2.1 |
Other Assets & Liabilities | 0.3 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
6 |
April 30, 2022 (Unaudited)
Inception 05/01/2000 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -13.83% | -9.88% | 9.58% | 13.93% |
Class A3 | -18.56% | -14.84% | 8.34% | 13.29% |
Class C2 | -14.14% | -10.57% | 8.76% | 13.09% |
Class C4 | -14.88% | -11.35% | 8.76% | 13.09% |
Class I2 | -13.70% | -9.65% | 9.88% | 14.26% |
Class R32 | -13.98% | -10.22% | 9.21% | 13.58% |
Class R42 | -13.85% | -9.94% | 9.54% | 13.93% |
Class R52 | -13.71% | -9.67% | 9.87% | 14.26% |
Class R62 | -13.67% | -9.57% | 9.97% | 14.38% |
Class Y2 | -13.71% | -9.66% | 9.92% | 14.35% |
Class F2 | -13.67% | -9.56% | 9.98% | 14.31% |
S&P Composite 1500 Health Care Index | -3.03% | 6.98% | 13.55% | 15.44% |
S&P 500 Index | -9.65% | 0.21% | 13.66% | 13.67% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.24% | 1.24% |
Class C | 2.01% | 2.01% |
Class I | 0.98% | 0.98% |
Class R3 | 1.59% | 1.59% |
Class R4 | 1.29% | 1.29% |
Class R5 | 1.00% | 1.00% |
Class R6 | 0.88% | 0.88% |
Class Y | 0.99% | 0.99% |
Class F | 0.88% | 0.88% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Subsector(1) | |
as of 04/30/2022 | |
Subsector | Percentage of Net Assets |
Equity Securities | |
Biotechnology | 12.0% |
Consumer Finance | 0.1 |
Health Care Equipment & Supplies | 21.2 |
Health Care Providers & Services | 23.4 |
Insurance | 0.1 |
Life Sciences Tools & Services | 10.8 |
Pharmaceuticals | 31.3 |
Total | 98.9% |
Short-Term Investments | 1.1 |
Other Assets & Liabilities | (0.0) * |
Total | 100.0% |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
7 |
April 30, 2022 (Unaudited)
Inception 12/31/1997 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -18.81% | -18.79% | 9.27% | 11.54% |
Class A3 | -23.28% | -23.26% | 8.04% | 10.91% |
Class C2 | -19.09% | -19.41% | 8.45% | 10.72% |
Class C4 | -19.75% | -20.06% | 8.45% | 10.72% |
Class I2 | -18.72% | -18.63% | 9.54% | 11.81% |
Class R32 | -18.96% | -19.09% | 8.89% | 11.17% |
Class R42 | -18.83% | -18.85% | 9.22% | 11.52% |
Class R52 | -18.70% | -18.60% | 9.56% | 11.85% |
Class R62 | -18.67% | -18.51% | 9.66% | 11.97% |
Class Y2 | -18.68% | -18.54% | 9.62% | 11.94% |
Class F2 | -18.68% | -18.51% | 9.66% | 11.87% |
S&P MidCap 400 Index | -9.88% | -7.03% | 9.29% | 11.40% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.07% | 1.07% |
Class C | 1.84% | 1.84% |
Class I | 0.85% | 0.85% |
Class R3 | 1.45% | 1.45% |
Class R4 | 1.15% | 0.15% |
Class R5 | 0.83% | 0.83% |
Class R6 | 0.73% | 0.73% |
Class Y | 0.84% | 0.79% |
Class F | 0.73% | 0.73% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Classes I and Y and in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.8% |
Consumer Discretionary | 10.1 |
Consumer Staples | 1.3 |
Energy | 2.4 |
Financials | 13.3 |
Health Care | 18.1 |
Industrials | 17.7 |
Information Technology | 23.1 |
Materials | 5.0 |
Real Estate | 3.4 |
Utilities | 2.8 |
Total | 100.0% |
Short-Term Investments | 1.1 |
Other Assets & Liabilities | (1.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
8 |
April 30, 2022 (Unaudited)
Inception 04/30/2001 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | 0.34% | 3.07% | 8.40% | 10.02% |
Class A3 | -5.18% | -2.60% | 7.18% | 9.40% |
Class C2 | -0.08% | 2.29% | 7.57% | 9.21% |
Class C4 | -0.99% | 1.36% | 7.57% | 9.21% |
Class I2 | 0.51% | 3.44% | 8.73% | 10.36% |
Class R32 | 0.22% | 2.74% | 8.08% | 9.72% |
Class R42 | 0.37% | 3.05% | 8.41% | 10.06% |
Class R52 | 0.52% | 3.37% | 8.72% | 10.38% |
Class Y2 | 0.46% | 3.35% | 8.77% | 10.46% |
Class F2 | 0.52% | 3.44% | 8.85% | 10.43% |
Russell Midcap Value Index | -4.84% | 0.00% | 8.61% | 11.40% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.18% | 1.18% |
Class C | 1.96% | 1.96% |
Class I | 0.85% | 0.85% |
Class R3 | 1.49% | 1.49% |
Class R4 | 1.19% | 1.19% |
Class R5 | 0.89% | 0.89% |
Class Y | 0.88% | 0.88% |
Class F | 0.77% | 0.77% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.4% |
Consumer Discretionary | 9.5 |
Consumer Staples | 2.6 |
Energy | 5.9 |
Financials | 18.5 |
Health Care | 11.1 |
Industrials | 19.3 |
Information Technology | 8.0 |
Materials | 4.1 |
Real Estate | 10.1 |
Utilities | 5.7 |
Total | 98.2% |
Short-Term Investments | 2.8 |
Other Assets & Liabilities | (1.0) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
9 |
April 30, 2022 (Unaudited)
Inception 01/02/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -0.87% | 5.81% | 9.82% | 10.66% |
Class A3 | -6.32% | -0.01% | 8.59% | 10.04% |
Class C2 | -1.25% | 5.03% | 8.99% | 9.83% |
Class C4 | -2.18% | 4.05% | 8.99% | 9.83% |
Class I2 | -0.75% | 6.13% | 10.18% | 11.01% |
Class R32 | -0.99% | 5.57% | 9.54% | 10.37% |
Class R42 | -0.85% | 5.89% | 9.87% | 10.71% |
Class R52 | -0.72% | 6.17% | 10.18% | 11.03% |
Class R62 | -0.63% | 6.36% | 10.31% | 11.12% |
Class Y2 | -0.74% | 6.22% | 10.21% | 11.07% |
Class F2 | -0.67% | 6.33% | 10.30% | 11.08% |
Russell 1000 Value Index | -3.94% | 1.32% | 9.06% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.97% | 0.96% |
Class C | 1.80% | 1.71% |
Class I | 0.65% | 0.65% |
Class R3 | 1.27% | 1.18% |
Class R4 | 0.97% | 0.88% |
Class R5 | 0.67% | 0.63% |
Class R6 | 0.56% | 0.46% |
Class Y | 0.66% | 0.57% |
Class F | 0.56% | 0.46% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.8% |
Consumer Discretionary | 6.2 |
Consumer Staples | 7.2 |
Energy | 5.1 |
Financials | 20.7 |
Health Care | 18.1 |
Industrials | 11.0 |
Information Technology | 10.1 |
Materials | 3.8 |
Real Estate | 4.4 |
Utilities | 5.3 |
Total | 96.7% |
Short-Term Investments | 2.5 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
10 |
April 30, 2022 (Unaudited)
Inception 01/04/1988 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -25.87% | -25.51% | 6.64% | 9.94% |
Class A3 | -29.94% | -29.61% | 5.44% | 9.32% |
Class C2 | -26.14% | -26.03% | 5.91% | 9.18% |
Class C4 | -26.65% | -26.54% | 5.91% | 9.18% |
Class I2 | -25.76% | -25.27% | 7.02% | 10.30% |
Class R32 | -25.97% | -25.73% | 6.35% | 9.66% |
Class R42 | -25.86% | -25.49% | 6.68% | 10.00% |
Class R52 | -25.76% | -25.29% | 7.00% | 10.33% |
Class R62 | -25.71% | -25.19% | 7.12% | 10.43% |
Class Y2 | -25.74% | -25.25% | 7.06% | 10.42% |
Class F2 | -25.70% | -25.18% | 7.12% | 10.36% |
Russell 2000 Growth Index | -26.77% | -26.44% | 7.08% | 9.95% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.19% | 1.19% |
Class C | 1.90% | 1.90% |
Class I | 0.84% | 0.84% |
Class R3 | 1.48% | 1.48% |
Class R4 | 1.18% | 1.18% |
Class R5 | 0.87% | 0.87% |
Class R6 | 0.77% | 0.77% |
Class Y | 0.87% | 0.83% |
Class F | 0.77% | 0.77% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.1% |
Consumer Discretionary | 13.4 |
Consumer Staples | 5.4 |
Energy | 2.4 |
Financials | 4.9 |
Health Care | 21.7 |
Industrials | 17.9 |
Information Technology | 23.5 |
Materials | 2.8 |
Real Estate | 5.6 |
Total | 99.7% |
Short-Term Investments | 0.8 |
Other Assets & Liabilities | (0.5) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
11 |
April 30, 2022 (Unaudited)
Inception 01/01/2005 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -8.14% | -10.03% | 7.01% | 9.06% |
Class A3 | -13.19% | -14.98% | 5.80% | 8.45% |
Class C2 | -8.60% | -10.78% | 6.19% | 8.24% |
Class C4 | -9.46% | -11.61% | 6.19% | 8.24% |
Class I2 | -8.08% | -9.83% | 7.35% | 9.31% |
Class R32 | -8.28% | -10.16% | 6.84% | 8.86% |
Class R42 | -8.11% | -9.90% | 7.09% | 9.15% |
Class R52 | -8.02% | -9.69% | 7.42% | 9.48% |
Class R62 | -8.01% | -9.67% | 7.49% | 9.54% |
Class Y2 | -8.06% | -9.67% | 7.45% | 9.52% |
Class F2 | -7.98% | -9.60% | 7.50% | 9.38% |
Russell 2000 Value Index | -9.50% | -6.59% | 6.75% | 9.81% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.30% | 1.30% |
Class C | 2.09% | 2.05% |
Class I | 0.97% | 0.97% |
Class R3 | 1.56% | 1.50% |
Class R4 | 1.26% | 1.20% |
Class R5 | 0.96% | 0.90% |
Class R6 | 0.85% | 0.80% |
Class Y | 0.95% | 0.85% |
Class F | 0.84% | 0.80% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Consumer Discretionary | 10.3% |
Consumer Staples | 4.6 |
Energy | 3.0 |
Financials | 33.8 |
Health Care | 5.7 |
Industrials | 21.1 |
Information Technology | 11.6 |
Materials | 3.2 |
Real Estate | 3.5 |
Utilities | 1.7 |
Total | 98.5% |
Short-Term Investments | 1.0 |
Other Assets & Liabilities | 0.5 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
12 |
April 30, 2022 (Unaudited)
Inception 07/22/1996 Sub-advised by Wellington Management Company LLP | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -25.45% | -26.61% | 12.22% | 10.58% |
Class A3 | -29.55% | -30.65% | 10.96% | 9.95% |
Class C2 | -25.74% | -27.22% | 11.33% | 9.74% |
Class C4 | -26.19% | -27.67% | 11.33% | 9.74% |
Class I2 | -25.32% | -26.40% | 12.53% | 10.87% |
Class R32 | -25.53% | -26.84% | 11.94% | 10.34% |
Class R42 | -25.43% | -26.62% | 12.28% | 10.67% |
Class R52 | -25.31% | -26.42% | 12.61% | 11.00% |
Class R62 | -25.28% | -26.32% | 12.69% | 11.09% |
Class Y2 | -25.31% | -26.37% | 12.65% | 11.07% |
Class F2 | -25.29% | -26.34% | 12.69% | 10.94% |
Russell 2000 Growth Index | -26.77% | -26.44% | 7.08% | 9.95% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.23% | 1.23% |
Class C | 2.05% | 2.05% |
Class I | 0.96% | 0.96% |
Class R3 | 1.57% | 1.57% |
Class R4 | 1.26% | 1.26% |
Class R5 | 0.97% | 0.97% |
Class R6 | 0.85% | 0.85% |
Class Y | 0.91% | 0.91% |
Class F | 0.85% | 0.85% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.1% |
Consumer Discretionary | 10.5 |
Consumer Staples | 2.0 |
Energy | 4.7 |
Financials | 4.2 |
Health Care | 20.5 |
Industrials | 15.7 |
Information Technology | 25.2 |
Materials | 1.8 |
Real Estate | 6.1 |
Total | 94.8% |
Short-Term Investments | 5.8 |
Other Assets & Liabilities | (0.6) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
13 |
Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership. |
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership. |
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership. |
Russell 2000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership. |
Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on their market capitalization. |
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization. |
Russell Midcap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap value segment of the US equity universe. It includes those Russell Midcap Index companies with lower price-to-book ratios and lower forecasted growth values. |
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks. |
S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector. |
S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies. |
14 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Capital Appreciation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 877.70 | $ 4.84 | $ 1,000.00 | $ 1,019.64 | $ 5.21 | 1.04% | ||||||
Class C | $ 1,000.00 | $ 874.40 | $ 8.55 | $ 1,000.00 | $ 1,015.67 | $ 9.20 | 1.84% | ||||||
Class I | $ 1,000.00 | $ 879.10 | $ 3.64 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class R3 | $ 1,000.00 | $ 876.20 | $ 6.56 | $ 1,000.00 | $ 1,017.80 | $ 7.05 | 1.41% | ||||||
Class R4 | $ 1,000.00 | $ 877.50 | $ 5.12 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class R5 | $ 1,000.00 | $ 878.90 | $ 3.73 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class R6 | $ 1,000.00 | $ 879.20 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class Y | $ 1,000.00 | $ 879.00 | $ 3.73 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class F | $ 1,000.00 | $ 879.40 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Hartford Core Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 882.30 | $ 3.22 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class C | $ 1,000.00 | $ 879.00 | $ 6.76 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class I | $ 1,000.00 | $ 883.40 | $ 2.10 | $ 1,000.00 | $ 1,022.56 | $ 2.26 | 0.45% | ||||||
Class R3 | $ 1,000.00 | $ 880.70 | $ 4.94 | $ 1,000.00 | $ 1,019.54 | $ 5.31 | 1.06% | ||||||
Class R4 | $ 1,000.00 | $ 882.30 | $ 3.41 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R5 | $ 1,000.00 | $ 883.40 | $ 2.15 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class R6 | $ 1,000.00 | $ 883.80 | $ 1.68 | $ 1,000.00 | $ 1,023.01 | $ 1.81 | 0.36% | ||||||
Class Y | $ 1,000.00 | $ 883.50 | $ 2.10 | $ 1,000.00 | $ 1,022.56 | $ 2.26 | 0.45% | ||||||
Class F | $ 1,000.00 | $ 883.80 | $ 1.68 | $ 1,000.00 | $ 1,023.01 | $ 1.81 | 0.36% |
15 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford Dividend and Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 979.20 | $ 4.66 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class C | $ 1,000.00 | $ 975.60 | $ 8.48 | $ 1,000.00 | $ 1,016.22 | $ 8.65 | 1.73% | ||||||
Class I | $ 1,000.00 | $ 980.50 | $ 3.44 | $ 1,000.00 | $ 1,021.32 | $ 3.51 | 0.70% | ||||||
Class R3 | $ 1,000.00 | $ 977.70 | $ 6.47 | $ 1,000.00 | $ 1,018.25 | $ 6.61 | 1.32% | ||||||
Class R4 | $ 1,000.00 | $ 979.00 | $ 5.06 | $ 1,000.00 | $ 1,019.69 | $ 5.16 | 1.03% | ||||||
Class R5 | $ 1,000.00 | $ 980.50 | $ 3.53 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class R6 | $ 1,000.00 | $ 980.70 | $ 3.09 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class Y | $ 1,000.00 | $ 980.80 | $ 3.29 | $ 1,000.00 | $ 1,021.47 | $ 3.36 | 0.67% | ||||||
Class F | $ 1,000.00 | $ 980.60 | $ 3.04 | $ 1,000.00 | $ 1,021.72 | $ 3.11 | 0.62% | ||||||
The Hartford Equity Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,001.90 | $ 4.81 | $ 1,000.00 | $ 1,019.98 | $ 4.86 | 0.97% | ||||||
Class C | $ 1,000.00 | $ 998.50 | $ 8.67 | $ 1,000.00 | $ 1,016.12 | $ 8.75 | 1.75% | ||||||
Class I | $ 1,000.00 | $ 1,003.50 | $ 3.63 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 1,000.30 | $ 6.74 | $ 1,000.00 | $ 1,018.05 | $ 6.81 | 1.36% | ||||||
Class R4 | $ 1,000.00 | $ 1,001.90 | $ 5.21 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class R5 | $ 1,000.00 | $ 1,003.40 | $ 3.78 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Class R6 | $ 1,000.00 | $ 1,003.90 | $ 3.23 | $ 1,000.00 | $ 1,021.57 | $ 3.26 | 0.65% | ||||||
Class Y | $ 1,000.00 | $ 1,003.50 | $ 3.63 | $ 1,000.00 | $ 1,021.17 | $ 3.66 | 0.73% | ||||||
Class F | $ 1,000.00 | $ 1,004.00 | $ 3.18 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
The Hartford Growth Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 700.90 | $ 4.51 | $ 1,000.00 | $ 1,019.49 | $ 5.36 | 1.07% | ||||||
Class C | $ 1,000.00 | $ 698.10 | $ 7.83 | $ 1,000.00 | $ 1,015.57 | $ 9.30 | 1.86% | ||||||
Class I | $ 1,000.00 | $ 701.50 | $ 3.59 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class R3 | $ 1,000.00 | $ 699.50 | $ 6.11 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 700.40 | $ 4.85 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 701.60 | $ 3.59 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class R6 | $ 1,000.00 | $ 701.90 | $ 3.12 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 701.60 | $ 3.54 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class F | $ 1,000.00 | $ 702.00 | $ 3.12 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
The Hartford Healthcare Fund | |||||||||||||
Class A | $ 1,000.00 | $ 861.40 | $ 5.77 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 858.10 | $ 9.35 | $ 1,000.00 | $ 1,014.73 | $ 10.14 | 2.03% | ||||||
Class I | $ 1,000.00 | $ 862.40 | $ 4.66 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class R3 | $ 1,000.00 | $ 859.90 | $ 7.42 | $ 1,000.00 | $ 1,016.81 | $ 8.05 | 1.61% | ||||||
Class R4 | $ 1,000.00 | $ 861.20 | $ 6.05 | $ 1,000.00 | $ 1,018.30 | $ 6.56 | 1.31% | ||||||
Class R5 | $ 1,000.00 | $ 862.40 | $ 4.66 | $ 1,000.00 | $ 1,019.79 | $ 5.06 | 1.01% | ||||||
Class R6 | $ 1,000.00 | $ 862.80 | $ 4.11 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class Y | $ 1,000.00 | $ 862.40 | $ 4.62 | $ 1,000.00 | $ 1,019.84 | $ 5.01 | 1.00% | ||||||
Class F | $ 1,000.00 | $ 863.00 | $ 4.11 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
The Hartford MidCap Fund | |||||||||||||
Class A | $ 1,000.00 | $ 811.90 | $ 4.90 | $ 1,000.00 | $ 1,019.39 | $ 5.46 | 1.09% | ||||||
Class C | $ 1,000.00 | $ 809.10 | $ 8.35 | $ 1,000.00 | $ 1,015.57 | $ 9.30 | 1.86% | ||||||
Class I | $ 1,000.00 | $ 812.80 | $ 3.86 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R3 | $ 1,000.00 | $ 810.40 | $ 6.51 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 811.70 | $ 5.12 | $ 1,000.00 | $ 1,019.14 | $ 5.71 | 1.14% | ||||||
Class R5 | $ 1,000.00 | $ 813.00 | $ 3.87 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R6 | $ 1,000.00 | $ 813.30 | $ 3.33 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 813.00 | $ 3.51 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class F | $ 1,000.00 | $ 813.20 | $ 3.33 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% |
16 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
The Hartford MidCap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,003.40 | $ 5.71 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class C | $ 1,000.00 | $ 999.20 | $ 9.62 | $ 1,000.00 | $ 1,015.17 | $ 9.69 | 1.94% | ||||||
Class I | $ 1,000.00 | $ 1,005.70 | $ 4.18 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class R3 | $ 1,000.00 | $ 1,002.20 | $ 7.35 | $ 1,000.00 | $ 1,017.46 | $ 7.40 | 1.48% | ||||||
Class R4 | $ 1,000.00 | $ 1,003.70 | $ 5.86 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class R5 | $ 1,000.00 | $ 1,005.20 | $ 4.38 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class Y | $ 1,000.00 | $ 1,004.60 | $ 4.32 | $ 1,000.00 | $ 1,020.48 | $ 4.36 | 0.87% | ||||||
Class F | $ 1,000.00 | $ 1,005.20 | $ 3.78 | $ 1,000.00 | $ 1,021.03 | $ 3.81 | 0.76% | ||||||
Hartford Quality Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 991.30 | $ 4.64 | $ 1,000.00 | $ 1,020.13 | $ 4.71 | 0.94% | ||||||
Class C | $ 1,000.00 | $ 987.50 | $ 8.43 | $ 1,000.00 | $ 1,016.31 | $ 8.55 | 1.71% | ||||||
Class I | $ 1,000.00 | $ 992.50 | $ 3.11 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R3 | $ 1,000.00 | $ 990.10 | $ 5.82 | $ 1,000.00 | $ 1,018.94 | $ 5.91 | 1.18% | ||||||
Class R4 | $ 1,000.00 | $ 991.50 | $ 4.35 | $ 1,000.00 | $ 1,020.43 | $ 4.41 | 0.88% | ||||||
Class R5 | $ 1,000.00 | $ 992.80 | $ 3.11 | $ 1,000.00 | $ 1,021.67 | $ 3.16 | 0.63% | ||||||
Class R6 | $ 1,000.00 | $ 993.70 | $ 2.27 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 992.60 | $ 2.82 | $ 1,000.00 | $ 1,021.97 | $ 2.86 | 0.57% | ||||||
Class F | $ 1,000.00 | $ 993.30 | $ 2.27 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
The Hartford Small Cap Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 741.30 | $ 5.23 | $ 1,000.00 | $ 1,018.79 | $ 6.06 | 1.21% | ||||||
Class C | $ 1,000.00 | $ 738.60 | $ 8.49 | $ 1,000.00 | $ 1,015.03 | $ 9.84 | 1.97% | ||||||
Class I | $ 1,000.00 | $ 742.40 | $ 3.84 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 740.30 | $ 6.47 | $ 1,000.00 | $ 1,017.36 | $ 7.50 | 1.50% | ||||||
Class R4 | $ 1,000.00 | $ 741.40 | $ 5.23 | $ 1,000.00 | $ 1,018.79 | $ 6.06 | 1.21% | ||||||
Class R5 | $ 1,000.00 | $ 742.40 | $ 3.93 | $ 1,000.00 | $ 1,020.28 | $ 4.56 | 0.91% | ||||||
Class R6 | $ 1,000.00 | $ 742.90 | $ 3.41 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Class Y | $ 1,000.00 | $ 742.60 | $ 3.67 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 743.00 | $ 3.42 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Hartford Small Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 917.80 | $ 5.94 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 914.00 | $ 9.73 | $ 1,000.00 | $ 1,014.63 | $ 10.24 | 2.05% | ||||||
Class I | $ 1,000.00 | $ 919.20 | $ 4.57 | $ 1,000.00 | $ 1,020.03 | $ 4.81 | 0.96% | ||||||
Class R3 | $ 1,000.00 | $ 917.20 | $ 6.75 | $ 1,000.00 | $ 1,017.75 | $ 7.10 | 1.42% | ||||||
Class R4 | $ 1,000.00 | $ 918.90 | $ 5.47 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 919.80 | $ 4.09 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class R6 | $ 1,000.00 | $ 919.90 | $ 3.81 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class Y | $ 1,000.00 | $ 920.00 | $ 4.05 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 920.20 | $ 3.81 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
The Hartford Small Company Fund | |||||||||||||
Class A | $ 1,000.00 | $ 745.90 | $ 5.41 | $ 1,000.00 | $ 1,018.60 | $ 6.26 | 1.25% | ||||||
Class C | $ 1,000.00 | $ 742.60 | $ 9.03 | $ 1,000.00 | $ 1,014.43 | $ 10.44 | 2.09% | ||||||
Class I | $ 1,000.00 | $ 746.80 | $ 4.24 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% | ||||||
Class R3 | $ 1,000.00 | $ 744.70 | $ 6.83 | $ 1,000.00 | $ 1,016.96 | $ 7.90 | 1.58% | ||||||
Class R4 | $ 1,000.00 | $ 745.70 | $ 5.54 | $ 1,000.00 | $ 1,018.45 | $ 6.41 | 1.28% | ||||||
Class R5 | $ 1,000.00 | $ 746.90 | $ 4.24 | $ 1,000.00 | $ 1,019.93 | $ 4.91 | 0.98% | ||||||
Class R6 | $ 1,000.00 | $ 747.20 | $ 3.73 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% | ||||||
Class Y | $ 1,000.00 | $ 746.90 | $ 4.03 | $ 1,000.00 | $ 1,020.18 | $ 4.66 | 0.93% | ||||||
Class F | $ 1,000.00 | $ 747.10 | $ 3.73 | $ 1,000.00 | $ 1,020.53 | $ 4.31 | 0.86% |
17 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% | |||
Automobiles & Components - 0.7% | |||
8,048 | Tesla, Inc.* | $ 7,007,876 | |
172,302 | Thor Industries, Inc.(1) | 13,189,718 | |
226,921 | Visteon Corp.* | 23,760,898 | |
43,958,492 | |||
Banks - 3.3% | |||
965,415 | Bank of America Corp. | 34,446,007 | |
1,063,312 | Cadence Bank | 26,625,332 | |
581,213 | JP Morgan Chase & Co. | 69,373,584 | |
148,030 | PNC Financial Services Group, Inc. | 24,587,783 | |
402,868 | Western Alliance Bancorp | 30,662,284 | |
452,757 | Zions Bancorp NA | 25,585,298 | |
211,280,288 | |||
Capital Goods - 9.5% | |||
592,507 | AerCap Holdings N.V.* | 27,676,002 | |
239,825 | AMETEK, Inc. | 30,280,304 | |
326,959 | Builders FirstSource, Inc.* | 20,130,866 | |
206,545 | Esab Corp.* | 9,707,615 | |
151,659 | HEICO Corp. | 21,418,801 | |
806,800 | HF Global, Inc.*(2)(3)(4) | 16,967,004 | |
436,027 | Honeywell International, Inc. | 84,375,585 | |
148,499 | IDEX Corp. | 28,188,080 | |
201,232 | John Bean Technologies Corp. | 23,723,240 | |
355,847 | Johnson Controls International plc | 21,304,560 | |
114,156 | Lockheed Martin Corp. | 49,329,091 | |
259,852 | Middleby Corp.* | 39,988,624 | |
182,124 | Northrop Grumman Corp. | 80,025,286 | |
789,987 | Otis Worldwide Corp. | 57,542,653 | |
155,396 | Snap-on, Inc. | 33,020,096 | |
606,872 | Spirit AeroSystems Holdings, Inc. Class A | 25,512,899 | |
452,985 | Westinghouse Air Brake Technologies Corp. | 40,727,881 | |
609,918,587 | |||
Commercial & Professional Services - 2.2% | |||
289,187 | Clean Harbors, Inc.* | 30,344,392 | |
232,167 | Copart, Inc.* | 26,385,780 | |
244,179 | CoStar Group, Inc.* | 15,534,668 | |
345,677 | Leidos Holdings, Inc. | 35,781,026 | |
165,162 | Verisk Analytics, Inc. | 33,701,306 | |
141,747,172 | |||
Consumer Durables & Apparel - 3.5% | |||
109,771 | Garmin Ltd. | 12,046,269 | |
179,331 | Lennar Corp. Class A | 13,717,028 | |
165,536 | Lululemon Athletica, Inc.* | 58,704,032 | |
596,172 | NIKE, Inc. Class B | 74,342,648 | |
3,004 | NVR, Inc.* | 13,146,135 | |
533,446 | Peloton Interactive, Inc. Class A* | 9,367,312 | |
521,761 | Steven Madden Ltd. | 21,423,507 | |
472,776 | VF Corp. | 24,584,352 | |
227,331,283 | |||
Consumer Services - 3.4% | |||
296,426 | Airbnb, Inc. Class A* | 45,415,428 | |
1,712,335 | Denny's Corp.* | 21,952,135 | |
761,562 | DraftKings, Inc. Class A* | 10,418,168 | |
315,369 | Hilton Worldwide Holdings, Inc.* | 48,973,652 | |
272,074 | McDonald's Corp. | 67,789,958 | |
646,124 | Six Flags Entertainment Corp.* | 24,727,165 | |
219,276,506 | |||
Diversified Financials - 3.7% | |||
552,512 | American Express Co. | 96,529,371 | |
561,158 | Bank of New York Mellon Corp. | 23,602,305 | |
38,363 | BlackRock, Inc. | 23,964,599 | |
82,431 | Moody's Corp. | 26,087,763 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Diversified Financials - 3.7% - (continued) | |||
199,117 | T Rowe Price Group, Inc. | $ 24,499,356 | |
195,870 | Tradeweb Markets, Inc. Class A | 13,943,985 | |
471,961 | Voya Financial, Inc. | 29,799,618 | |
238,426,997 | |||
Energy - 1.5% | |||
160,903 | Chevron Corp. | 25,208,673 | |
93,891 | Diamondback Energy, Inc. | 11,851,861 | |
1,415,125 | Marathon Oil Corp. | 35,264,915 | |
540,632 | TotalEnergies SE ADR | 26,334,185 | |
98,659,634 | |||
Food & Staples Retailing - 1.1% | |||
463,399 | Sysco Corp. | 39,611,346 | |
766,780 | U.S. Foods Holding Corp.* | 28,846,264 | |
68,457,610 | |||
Food, Beverage & Tobacco - 3.6% | |||
1,359,852 | Coca-Cola Co. | 87,860,038 | |
479,639 | General Mills, Inc. | 33,924,866 | |
492,236 | PepsiCo., Inc. | 84,521,844 | |
275,768 | Philip Morris International, Inc. | 27,576,800 | |
233,883,548 | |||
Health Care Equipment & Services - 9.7% | |||
38,464 | ABIOMED, Inc.* | 11,023,013 | |
682,791 | Baxter International, Inc. | 48,519,129 | |
33,795 | DexCom, Inc.* | 13,807,961 | |
625,378 | Encompass Health Corp. | 43,044,768 | |
177,519 | Enovis Corp.* | 11,515,658 | |
118,202 | Insulet Corp.* | 28,249,096 | |
478,343 | Integra LifeSciences Holdings Corp.* | 29,255,458 | |
145,103 | Intuitive Surgical, Inc.* | 34,723,148 | |
1,073,779 | Medtronic plc | 112,059,576 | |
114,380 | Molina Healthcare, Inc.* | 35,852,411 | |
232,302 | Stryker Corp. | 56,045,181 | |
38,747 | Teleflex, Inc. | 11,066,918 | |
304,446 | UnitedHealth Group, Inc. | 154,826,013 | |
187,132 | Veeva Systems, Inc. Class A* | 34,048,667 | |
624,036,997 | |||
Household & Personal Products - 3.1% | |||
1,603,005 | Colgate-Palmolive Co. | 123,511,535 | |
494,349 | Procter & Gamble Co. | 79,367,732 | |
202,879,267 | |||
Insurance - 6.4% | |||
6,586,362 | Aegon N.V. ADR(1) | 33,853,901 | |
24,182 | Alleghany Corp.* | 20,228,243 | |
157,944 | Assurant, Inc. | 28,726,855 | |
437,033 | Brown & Brown, Inc. | 27,087,305 | |
630,673 | Chubb Ltd. | 130,202,441 | |
193,720 | Hanover Insurance Group, Inc. | 28,441,971 | |
466,776 | Kemper Corp. | 21,546,380 | |
499,196 | Marsh & McLennan Cos., Inc. | 80,719,993 | |
695,099 | MetLife, Inc. | 45,654,102 | |
416,461,191 | |||
Materials - 4.3% | |||
75,347 | Albemarle Corp. | 14,529,162 | |
391,637 | Celanese Corp. | 57,547,141 | |
418,633 | Ecolab, Inc. | 70,891,312 | |
609,657 | FMC Corp. | 80,803,939 | |
180,476 | Linde plc | 56,301,293 | |
280,072,847 | |||
Media & Entertainment - 6.9% | |||
61,543 | Activision Blizzard, Inc. | 4,652,651 |
18 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Media & Entertainment - 6.9% - (continued) | |||
62,155 | Alphabet, Inc. Class A* | $ 141,849,520 | |
735,771 | Cargurus, Inc.* | 24,044,996 | |
762,678 | Comcast Corp. Class A | 30,324,077 | |
122,883 | Electronic Arts, Inc. | 14,506,338 | |
259,706 | Match Group, Inc.* | 20,555,730 | |
239,193 | Meta Platforms, Inc. Class A* | 47,951,021 | |
770,862 | Omnicom Group, Inc. | 58,685,724 | |
251,499 | Pinterest, Inc. Class A* | 5,160,760 | |
212,771 | Roku, Inc.* | 19,766,426 | |
783,526 | Snap, Inc. Class A* | 22,299,150 | |
167,956 | Spotify Technology S.A.* | 17,072,727 | |
218,298 | Walt Disney Co.* | 24,368,606 | |
260,426 | ZoomInfo Technologies, Inc. Class A* | 12,344,192 | |
443,581,918 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.7% | |||
46,566 | Alnylam Pharmaceuticals, Inc.* | 6,213,301 | |
173,438 | Apellis Pharmaceuticals, Inc.* | 7,549,756 | |
801,295 | AstraZeneca plc ADR | 53,205,988 | |
327,456 | Danaher Corp. | 82,234,025 | |
50,235 | Eli Lilly & Co. | 14,675,151 | |
445,118 | Exact Sciences Corp.* | 24,503,746 | |
108,567 | Illumina, Inc.* | 32,206,401 | |
62,659 | Jazz Pharmaceuticals plc* | 10,039,225 | |
456,939 | Johnson & Johnson | 82,459,212 | |
1,763,217 | Pfizer, Inc. | 86,521,058 | |
206,708 | PTC Therapeutics, Inc.* | 7,302,994 | |
51,441 | Seagen, Inc.* | 6,739,285 | |
112,936 | Ultragenyx Pharmaceutical, Inc.* | 7,983,446 | |
33,832 | Vertex Pharmaceuticals, Inc.* | 9,243,579 | |
430,877,167 | |||
Real Estate - 2.9% | |||
261,303 | American Tower Corp. REIT | 62,979,249 | |
57,011 | AvalonBay Communities, Inc. REIT | 12,968,862 | |
699,926 | Gaming and Leisure Properties, Inc. REIT | 31,062,716 | |
338,229 | Ryman Hospitality Properties, Inc. REIT* | 31,617,647 | |
1,142,745 | VICI Properties, Inc. REIT | 34,065,229 | |
157,256 | Welltower, Inc. REIT | 14,280,417 | |
59,721 | WeWork, Inc. Class A*(1) | 418,644 | |
187,392,764 | |||
Retailing - 4.4% | |||
36,494 | Amazon.com, Inc.* | 90,710,581 | |
15,726 | AutoZone, Inc.* | 30,751,721 | |
245,425 | Chewy, Inc. Class A*(1) | 7,132,051 | |
207,339 | Etsy, Inc.* | 19,321,921 | |
1,479,052 | TJX Cos., Inc. | 90,636,307 | |
316,327 | Tory Burch LLC*(2)(3)(4) | 12,877,659 | |
86,018 | Ulta Beauty, Inc.* | 34,131,942 | |
285,562,182 | |||
Semiconductors & Semiconductor Equipment - 1.7% | |||
183,189 | Advanced Micro Devices, Inc.* | 15,666,323 | |
192,470 | MKS Instruments, Inc. | 21,937,731 | |
248,479 | NVIDIA Corp. | 46,085,400 | |
39,339 | SolarEdge Technologies, Inc.* | 9,850,879 | |
66,225 | Synaptics, Inc.* | 9,830,439 | |
72,200 | Universal Display Corp. | 9,222,106 | |
112,592,878 | |||
Software & Services - 12.0% | |||
138,692 | Accenture plc Class A | 41,657,529 | |
233,590 | Block, Inc. Class A* | 23,251,549 | |
372,997 | Cognizant Technology Solutions Corp. Class A | 30,175,457 | |
140,503 | DocuSign, Inc. Class A* | 11,380,743 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Software & Services - 12.0% - (continued) | |||
243,923 | Dynatrace, Inc.* | $ 9,356,886 | |
532,655 | Fidelity National Information Services, Inc. | 52,812,743 | |
100,753 | Five9, Inc.* | 11,092,905 | |
351,498 | Genpact Ltd. | 14,154,825 | |
93,825 | Guidewire Software, Inc.* | 8,157,146 | |
59,285 | Intuit, Inc. | 24,825,594 | |
244,526 | Mastercard, Inc. Class A | 88,855,858 | |
377,895 | Microsoft Corp. | 104,873,420 | |
71,123 | MongoDB, Inc. Class A* | 25,243,686 | |
122,130 | Okta, Inc.* | 14,571,330 | |
47,646 | Palo Alto Networks, Inc.* | 26,742,747 | |
76,909 | Paycom Software, Inc.* | 21,647,576 | |
132,507 | RingCentral, Inc. Class A* | 11,243,219 | |
68,687 | salesforce.com, Inc.* | 12,084,791 | |
12,640 | Sharecare, Inc. Earnout*(2)(3)(4) | 3,463 | |
11,689 | Shopify, Inc. Class A* | 4,989,099 | |
106,043 | Synopsys, Inc.* | 30,412,072 | |
253,141 | UiPath, Inc. Class A* | 4,513,504 | |
578,161 | Visa, Inc. | 123,223,454 | |
1,407,192 | Western Union Co. | 23,584,538 | |
96,811 | WEX, Inc.* | 16,093,861 | |
185,949 | Workday, Inc. Class A* | 38,435,658 | |
773,383,653 | |||
Technology Hardware & Equipment - 4.0% | |||
460,202 | Apple, Inc. | 72,550,845 | |
301,122 | Arista Networks, Inc.* | 34,800,669 | |
252,594 | CDW Corp. | 41,218,289 | |
499,627 | Cisco Systems, Inc. | 24,471,730 | |
126,431 | F5, Inc.* | 21,165,814 | |
950,122 | Flex Ltd.* | 15,667,512 | |
248,946 | II-VI, Inc.* | 15,237,985 | |
390,028 | Lumentum Holdings, Inc.* | 31,674,174 | |
256,787,018 | |||
Transportation - 2.0% | |||
82,375 | J.B. Hunt Transport Services, Inc. | 14,073,769 | |
980,935 | Southwest Airlines Co.* | 45,829,283 | |
415,642 | Uber Technologies, Inc.* | 13,084,410 | |
231,483 | Union Pacific Corp. | 54,234,152 | |
127,221,614 | |||
Utilities - 0.9% | |||
308,933 | Dominion Energy, Inc. | 25,221,290 | |
357,204 | Eversource Energy | 31,219,630 | |
56,440,920 | |||
Total Common Stocks (cost $5,754,770,185) | $ 6,290,230,533 | ||
CONVERTIBLE PREFERRED STOCKS - 0.1% | |||
Commercial & Professional Services - 0.0% | |||
33,739 | Rubicon Global Holdings LLC Series C*(2)(3)(4) | $ 1,432,389 | |
Software & Services - 0.1% | |||
566,622 | Essence Group Holdings Corp. Series 3*(2)(3)(4) | 1,155,909 | |
77,707 | Lookout, Inc. Series F*(2)(3)(4) | 669,057 | |
1,824,966 | |||
Total Convertible Preferred Stocks (cost $2,457,101) | $ 3,257,355 |
19 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 0.8% | |||
Other Investment Pools & Funds - 0.8% | |||
201,030 | iShares Russell 1000 Growth ETF (1) | $ 49,001,063 | |
Total Exchange-Traded Funds (cost $51,729,221) | $ 49,001,063 | ||
Total Long-Term Investments (Cost $5,808,956,507) | $ 6,342,488,951 | ||
SHORT-TERM INVESTMENTS - 1.7% | |||
Repurchase Agreements - 1.4% | |||
$ 91,914,751 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $91,916,589; collateralized by U.S. Treasury Bond at 1.750%, maturing 08/15/2041, with a market value of $48,987,759 and U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $44,765,336 | $ 91,914,751 | |
Securities Lending Collateral - 0.3% | |||
5,725,536 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 5,725,536 | |
13,888,971 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 13,888,971 | |
19,614,507 | |||
Total Short-Term Investments (cost $111,529,258) | $ 111,529,258 | ||
Total Investments (cost $5,920,485,765) | 100.1% | $ 6,454,018,209 | |
Other Assets and Liabilities | (0.1)% | (5,711,470) | |
Total Net Assets | 100.0% | $ 6,448,306,739 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $33,105,481, which represented 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $33,105,481 or 0.5% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 566,622 | $ 895,999 | $ 1,155,909 | ||||
06/2015 | HF Global, Inc. | 806,800 | 10,846,942 | 16,967,004 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 77,707 | 887,655 | 669,057 | ||||
09/2015 | Rubicon Global Holdings LLC Series C Convertible Preferred | 33,739 | 673,447 | 1,432,389 | ||||
07/2021 | Sharecare, Inc. Earnout | 12,640 | — | 3,463 | ||||
11/2013 | Tory Burch LLC | 316,327 | 24,792,580 | 12,877,659 | ||||
$ 38,096,623 | $ 33,105,481 |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 398 | 06/17/2022 | $ 102,301,920 | $ (5,817,240) | ||||
Total futures contracts | $ (5,817,240) |
20 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 43,958,492 | $ 43,958,492 | $ — | $ — | ||||
Banks | 211,280,288 | 211,280,288 | — | — | ||||
Capital Goods | 609,918,587 | 592,951,583 | — | 16,967,004 | ||||
Commercial & Professional Services | 141,747,172 | 141,747,172 | — | — | ||||
Consumer Durables & Apparel | 227,331,283 | 227,331,283 | — | — | ||||
Consumer Services | 219,276,506 | 219,276,506 | — | — | ||||
Diversified Financials | 238,426,997 | 238,426,997 | — | — | ||||
Energy | 98,659,634 | 98,659,634 | — | — | ||||
Food & Staples Retailing | 68,457,610 | 68,457,610 | — | — | ||||
Food, Beverage & Tobacco | 233,883,548 | 233,883,548 | — | — | ||||
Health Care Equipment & Services | 624,036,997 | 624,036,997 | — | — | ||||
Household & Personal Products | 202,879,267 | 202,879,267 | — | — | ||||
Insurance | 416,461,191 | 416,461,191 | — | — | ||||
Materials | 280,072,847 | 280,072,847 | — | — | ||||
Media & Entertainment | 443,581,918 | 443,581,918 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 430,877,167 | 430,877,167 | — | — | ||||
Real Estate | 187,392,764 | 187,392,764 | — | — | ||||
Retailing | 285,562,182 | 272,684,523 | — | 12,877,659 | ||||
Semiconductors & Semiconductor Equipment | 112,592,878 | 112,592,878 | — | — | ||||
Software & Services | 773,383,653 | 773,380,190 | — | 3,463 | ||||
Technology Hardware & Equipment | 256,787,018 | 256,787,018 | — | — | ||||
Transportation | 127,221,614 | 127,221,614 | — | — | ||||
Utilities | 56,440,920 | 56,440,920 | — | — | ||||
Convertible Preferred Stocks | 3,257,355 | — | — | 3,257,355 | ||||
Exchange-Traded Funds | 49,001,063 | 49,001,063 | — | — | ||||
Short-Term Investments | 111,529,258 | 19,614,507 | 91,914,751 | — | ||||
Total | $ 6,454,018,209 | $ 6,328,997,977 | $ 91,914,751 | $ 33,105,481 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (5,817,240) | $ (5,817,240) | $ — | $ — | ||||
Total | $ (5,817,240) | $ (5,817,240) | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $37,516 were transferred into Level 3 due to the unavailability of significant observable inputs. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
21 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% | |||
Automobiles & Components - 1.7% | |||
5,130,760 | Ford Motor Co. | $ 72,651,562 | |
130,186 | Tesla, Inc.* | 113,360,761 | |
186,012,323 | |||
Banks - 4.6% | |||
5,792,823 | Bank of America Corp. | 206,687,924 | |
1,870,925 | JP Morgan Chase & Co. | 223,313,608 | |
432,768 | PNC Financial Services Group, Inc. | 71,882,765 | |
501,884,297 | |||
Capital Goods - 7.3% | |||
920,873 | AMETEK, Inc. | 116,269,425 | |
359,805 | Deere & Co. | 135,844,378 | |
1,050,412 | Fortune Brands Home & Security, Inc. | 74,841,855 | |
483,810 | IDEX Corp. | 91,836,814 | |
532,303 | Illinois Tool Works, Inc. | 104,922,244 | |
1,881,720 | Johnson Controls International plc | 112,658,576 | |
1,598,940 | Raytheon Technologies Corp. | 151,755,396 | |
788,128,688 | |||
Commercial & Professional Services - 1.5% | |||
906,222 | Leidos Holdings, Inc. | 93,803,039 | |
516,523 | Republic Services, Inc. Class A | 69,353,543 | |
163,156,582 | |||
Consumer Durables & Apparel - 1.2% | |||
1,064,107 | NIKE, Inc. Class B | 132,694,143 | |
Consumer Services - 2.8% | |||
397,680 | Airbnb, Inc. Class A* | 60,928,553 | |
40,189 | Booking Holdings, Inc.* | 88,830,148 | |
625,493 | McDonald's Corp. | 155,847,836 | |
305,606,537 | |||
Diversified Financials - 4.2% | |||
1,032,297 | American Express Co. | 180,352,609 | |
1,503,324 | Charles Schwab Corp. | 99,715,481 | |
2,112,381 | Morgan Stanley | 170,236,785 | |
450,304,875 | |||
Energy - 3.1% | |||
1,165,802 | ConocoPhillips | 111,357,407 | |
1,906,321 | EOG Resources, Inc. | 222,582,040 | |
333,939,447 | |||
Food & Staples Retailing - 1.1% | |||
1,395,596 | Sysco Corp. | 119,295,546 | |
Food, Beverage & Tobacco - 2.5% | |||
659,107 | Constellation Brands, Inc. Class A | 162,199,642 | |
1,236,730 | Monster Beverage Corp.* | 105,963,026 | |
268,162,668 | |||
Health Care Equipment & Services - 8.1% | |||
961,009 | Abbott Laboratories | 109,074,521 | |
1,558,651 | Baxter International, Inc. | 110,757,740 | |
504,099 | Becton Dickinson and Co. | 124,608,232 | |
1,478,019 | Hologic, Inc.* | 106,402,588 | |
369,372 | Laboratory Corp. of America Holdings* | 88,752,704 | |
660,143 | UnitedHealth Group, Inc. | 335,715,723 | |
875,311,508 | |||
Household & Personal Products - 3.3% | |||
1,197,559 | Colgate-Palmolive Co. | 92,271,921 | |
1,660,045 | Procter & Gamble Co. | 266,520,225 | |
358,792,146 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Insurance - 2.0% | |||
620,673 | Chubb Ltd. | $ 128,137,941 | |
856,032 | Progressive Corp. | 91,903,595 | |
220,041,536 | |||
Materials - 1.0% | |||
858,219 | PPG Industries, Inc. | 109,843,450 | |
Media & Entertainment - 7.6% | |||
243,786 | Alphabet, Inc. Class A* | 556,365,971 | |
596,532 | Meta Platforms, Inc. Class A* | 119,586,770 | |
1,322,503 | Walt Disney Co.* | 147,631,010 | |
823,583,751 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.9% | |||
521,089 | Danaher Corp. | 130,861,081 | |
765,910 | Eli Lilly & Co. | 223,745,289 | |
4,063,297 | Pfizer, Inc. | 199,385,984 | |
215,141 | Regeneron Pharmaceuticals, Inc.* | 141,801,584 | |
324,852 | Thermo Fisher Scientific, Inc. | 179,617,168 | |
335,058 | Vertex Pharmaceuticals, Inc.* | 91,544,547 | |
966,955,653 | |||
Real Estate - 2.1% | |||
415,782 | AvalonBay Communities, Inc. REIT | 94,582,089 | |
821,585 | Prologis, Inc. REIT | 131,691,860 | |
226,273,949 | |||
Retailing - 5.2% | |||
161,255 | Amazon.com, Inc.* | 400,820,266 | |
2,687,673 | TJX Cos., Inc. | 164,700,601 | |
565,520,867 | |||
Semiconductors & Semiconductor Equipment - 4.7% | |||
1,031,633 | Advanced Micro Devices, Inc.* | 88,225,254 | |
307,018 | KLA Corp. | 98,018,567 | |
246,301 | NVIDIA Corp. | 45,681,447 | |
814,518 | QUALCOMM, Inc. | 113,780,019 | |
976,756 | Texas Instruments, Inc. | 166,292,709 | |
511,997,996 | |||
Software & Services - 12.3% | |||
869,108 | Fidelity National Information Services, Inc. | 86,172,058 | |
560,422 | Global Payments, Inc. | 76,766,606 | |
1,005,637 | GoDaddy, Inc. Class A* | 81,265,526 | |
526,297 | Mastercard, Inc. Class A | 191,245,804 | |
2,154,979 | Microsoft Corp. | 598,049,772 | |
165,406 | Palo Alto Networks, Inc.* | 92,839,080 | |
717,178 | salesforce.com, Inc.* | 126,180,297 | |
395,406 | Workday, Inc. Class A* | 81,730,420 | |
1,334,249,563 | |||
Technology Hardware & Equipment - 9.9% | |||
3,504,805 | Apple, Inc. | 552,532,508 | |
648,636 | CDW Corp. | 105,844,423 | |
2,684,015 | Corning, Inc. | 94,450,488 | |
507,932 | F5, Inc.* | 85,032,896 | |
658,606 | Motorola Solutions, Inc. | 140,737,516 | |
1,265,221 | NetApp, Inc. | 92,677,438 | |
1,071,275,269 | |||
Telecommunication Services - 1.0% | |||
2,382,342 | Verizon Communications, Inc. | 110,302,435 |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Utilities - 2.5% | |||
1,517,184 | American Electric Power Co., Inc. | $ 150,368,106 | |
1,123,951 | Duke Energy Corp. | 123,814,442 | |
274,182,548 | |||
Total Common Stocks (cost $7,575,805,277) | $ 10,697,515,777 | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Repurchase Agreements - 1.2% | |||
$ 127,199,073 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $127,201,617; collateralized by U.S. Treasury Bond at 2.125%, maturing 02/15/2041, with a market value of $13,652,487, U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $116,090,715 | $ 127,199,073 | |
Total Short-Term Investments (cost $127,199,073) | $ 127,199,073 | ||
Total Investments (cost $7,703,004,350) | 99.8% | $ 10,824,714,850 | |
Other Assets and Liabilities | 0.2% | 20,469,393 | |
Total Net Assets | 100.0% | $ 10,845,184,243 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 186,012,323 | $ 186,012,323 | $ — | $ — | ||||
Banks | 501,884,297 | 501,884,297 | — | — | ||||
Capital Goods | 788,128,688 | 788,128,688 | — | — | ||||
Commercial & Professional Services | 163,156,582 | 163,156,582 | — | — | ||||
Consumer Durables & Apparel | 132,694,143 | 132,694,143 | — | — | ||||
Consumer Services | 305,606,537 | 305,606,537 | — | — | ||||
Diversified Financials | 450,304,875 | 450,304,875 | — | — | ||||
Energy | 333,939,447 | 333,939,447 | — | — | ||||
Food & Staples Retailing | 119,295,546 | 119,295,546 | — | — | ||||
Food, Beverage & Tobacco | 268,162,668 | 268,162,668 | — | — | ||||
Health Care Equipment & Services | 875,311,508 | 875,311,508 | — | — | ||||
Household & Personal Products | 358,792,146 | 358,792,146 | — | — | ||||
Insurance | 220,041,536 | 220,041,536 | — | — | ||||
Materials | 109,843,450 | 109,843,450 | — | — | ||||
Media & Entertainment | 823,583,751 | 823,583,751 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 966,955,653 | 966,955,653 | — | — | ||||
Real Estate | 226,273,949 | 226,273,949 | — | — | ||||
Retailing | 565,520,867 | 565,520,867 | — | — | ||||
Semiconductors & Semiconductor Equipment | 511,997,996 | 511,997,996 | — | — | ||||
Software & Services | 1,334,249,563 | 1,334,249,563 | — | — | ||||
Technology Hardware & Equipment | 1,071,275,269 | 1,071,275,269 | — | — | ||||
Telecommunication Services | 110,302,435 | 110,302,435 | — | — | ||||
Utilities | 274,182,548 | 274,182,548 | — | — | ||||
Short-Term Investments | 127,199,073 | — | 127,199,073 | — | ||||
Total | $ 10,824,714,850 | $ 10,697,515,777 | $ 127,199,073 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
23 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% | |||
Banks - 5.5% | |||
7,311,530 | Bank of America Corp. | $ 260,875,390 | |
3,372,788 | JP Morgan Chase & Co. | 402,575,976 | |
1,142,604 | PNC Financial Services Group, Inc. | 189,786,524 | |
853,237,890 | |||
Capital Goods - 6.2% | |||
486,946 | General Dynamics Corp. | 115,177,337 | |
2,392,123 | Ingersoll Rand, Inc. | 105,157,727 | |
3,249,513 | Johnson Controls International plc | 194,548,343 | |
461,063 | Lockheed Martin Corp. | 199,234,544 | |
2,986,673 | Otis Worldwide Corp. | 217,549,261 | |
1,393,805 | Raytheon Technologies Corp. | 132,286,033 | |
963,953,245 | |||
Commercial & Professional Services - 1.0% | |||
974,675 | Waste Management, Inc. | 160,275,557 | |
Consumer Services - 2.5% | |||
1,354,208 | Hilton Worldwide Holdings, Inc.* | 210,294,960 | |
688,207 | McDonald's Corp. | 171,473,656 | |
381,768,616 | |||
Diversified Financials - 5.6% | |||
1,369,520 | American Express Co. | 239,268,839 | |
187,216 | BlackRock, Inc. | 116,950,091 | |
2,687,163 | Charles Schwab Corp. | 178,239,522 | |
862,680 | Northern Trust Corp. | 88,899,174 | |
653,893 | S&P Global, Inc. | 246,190,714 | |
869,548,340 | |||
Energy - 4.1% | |||
1,691,588 | Chevron Corp. | 265,021,092 | |
2,219,400 | ConocoPhillips | 211,997,088 | |
3,418,104 | TotalEnergies SE ADR | 166,495,846 | |
643,514,026 | |||
Food & Staples Retailing - 2.8% | |||
2,335,196 | Sysco Corp. | 199,612,554 | |
1,563,247 | Walmart, Inc. | 239,161,159 | |
438,773,713 | |||
Food, Beverage & Tobacco - 3.1% | |||
4,342,849 | Coca-Cola Co. | 280,591,474 | |
3,189,596 | Mondelez International, Inc. Class A | 205,665,150 | |
486,256,624 | |||
Health Care Equipment & Services - 8.8% | |||
474,005 | Anthem, Inc. | 237,917,330 | |
2,197,808 | Baxter International, Inc. | 156,176,237 | |
809,334 | Becton Dickinson and Co. | 200,059,271 | |
616,175 | HCA Healthcare, Inc. | 132,200,346 | |
2,071,125 | Medtronic plc | 216,142,605 | |
856,673 | UnitedHealth Group, Inc. | 435,661,054 | |
1,378,156,843 | |||
Household & Personal Products - 0.8% | |||
1,622,150 | Colgate-Palmolive Co. | 124,986,657 | |
Insurance - 6.2% | |||
3,578,675 | American International Group, Inc. | 209,388,274 | |
1,448,908 | Chubb Ltd. | 299,127,057 | |
2,235,899 | MetLife, Inc. | 146,853,846 | |
1,178,367 | Principal Financial Group, Inc. | 80,293,928 | |
2,070,755 | Prudential Financial, Inc. | 224,697,625 | |
960,360,730 | |||
Materials - 3.6% | |||
1,369,175 | Celanese Corp. | 201,186,574 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Materials - 3.6% - (continued) | |||
1,463,059 | FMC Corp. | $ 193,913,840 | |
1,272,484 | PPG Industries, Inc. | 162,865,227 | |
557,965,641 | |||
Media & Entertainment - 4.6% | |||
202,801 | Alphabet, Inc. Class A* | 462,830,414 | |
6,256,872 | Comcast Corp. Class A | 248,773,231 | |
711,603,645 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.3% | |||
935,797 | Agilent Technologies, Inc. | 111,612,508 | |
2,692,415 | AstraZeneca plc ADR | 178,776,356 | |
3,319,096 | Bristol-Myers Squibb Co. | 249,828,356 | |
2,318,827 | Merck & Co., Inc. | 205,656,767 | |
2,047,586 | Novartis AG ADR | 180,248,996 | |
7,333,805 | Pfizer, Inc. | 359,869,811 | |
1,285,992,794 | |||
Real Estate - 3.5% | |||
758,799 | American Tower Corp. REIT | 182,885,735 | |
7,615,001 | Host Hotels & Resorts, Inc. REIT | 154,965,270 | |
570,250 | Public Storage REIT | 211,847,875 | |
549,698,880 | |||
Retailing - 2.9% | |||
505,265 | Home Depot, Inc. | 151,781,606 | |
771,371 | Lowe's Cos., Inc. | 152,523,188 | |
2,522,043 | TJX Cos., Inc. | 154,550,795 | |
458,855,589 | |||
Semiconductors & Semiconductor Equipment - 2.6% | |||
172,090 | Broadcom, Inc. | 95,404,975 | |
1,473,494 | Micron Technology, Inc. | 100,477,556 | |
1,182,827 | Texas Instruments, Inc. | 201,376,297 | |
397,258,828 | |||
Software & Services - 10.3% | |||
340,701 | Accenture plc Class A | 102,332,952 | |
3,177,771 | Cognizant Technology Solutions Corp. Class A | 257,081,674 | |
2,735,285 | Fidelity National Information Services, Inc. | 271,203,508 | |
2,643,963 | Microsoft Corp. | 733,752,612 | |
1,112,114 | Visa, Inc. | 237,024,857 | |
1,601,395,603 | |||
Technology Hardware & Equipment - 5.1% | |||
2,681,853 | Apple, Inc. | 422,794,126 | |
4,551,283 | Cisco Systems, Inc. | 222,921,841 | |
4,279,133 | HP, Inc. | 156,744,642 | |
802,460,609 | |||
Telecommunication Services - 1.9% | |||
6,556,024 | Verizon Communications, Inc. | 303,543,911 | |
Transportation - 1.4% | |||
1,449,645 | Ryanair Holdings plc ADR* | 126,583,001 | |
408,896 | Union Pacific Corp. | 95,800,244 | |
222,383,245 | |||
Utilities - 5.0% | |||
1,209,271 | Constellation Energy Corp. | 71,600,936 | |
2,063,295 | Dominion Energy, Inc. | 168,447,404 | |
1,731,721 | Duke Energy Corp. | 190,766,385 | |
3,767,332 | Exelon Corp. | 176,235,791 | |
1,094,191 | Sempra Energy | 176,558,660 | |
783,609,176 | |||
Total Common Stocks (cost $10,193,332,463) | $ 14,935,600,162 |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Repurchase Agreements - 3.1% | |||
$ 484,545,006 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $484,554,697; collateralized by U.S. Treasury Bond at 4.375%, maturing 05/15/2041, with a market value of $494,235,959 | $ 484,545,006 | |
Total Short-Term Investments (cost $484,545,006) | $ 484,545,006 | ||
Total Investments (cost $10,677,877,469) | 98.9% | $ 15,420,145,168 | |
Other Assets and Liabilities | 1.1% | 167,982,128 | |
Total Net Assets | 100.0% | $ 15,588,127,296 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 853,237,890 | $ 853,237,890 | $ — | $ — | ||||
Capital Goods | 963,953,245 | 963,953,245 | — | — | ||||
Commercial & Professional Services | 160,275,557 | 160,275,557 | — | — | ||||
Consumer Services | 381,768,616 | 381,768,616 | — | — | ||||
Diversified Financials | 869,548,340 | 869,548,340 | — | — | ||||
Energy | 643,514,026 | 643,514,026 | — | — | ||||
Food & Staples Retailing | 438,773,713 | 438,773,713 | — | — | ||||
Food, Beverage & Tobacco | 486,256,624 | 486,256,624 | — | — | ||||
Health Care Equipment & Services | 1,378,156,843 | 1,378,156,843 | — | — | ||||
Household & Personal Products | 124,986,657 | 124,986,657 | — | — | ||||
Insurance | 960,360,730 | 960,360,730 | — | — | ||||
Materials | 557,965,641 | 557,965,641 | — | — | ||||
Media & Entertainment | 711,603,645 | 711,603,645 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,285,992,794 | 1,285,992,794 | — | — | ||||
Real Estate | 549,698,880 | 549,698,880 | — | — | ||||
Retailing | 458,855,589 | 458,855,589 | — | — | ||||
Semiconductors & Semiconductor Equipment | 397,258,828 | 397,258,828 | — | — | ||||
Software & Services | 1,601,395,603 | 1,601,395,603 | — | — | ||||
Technology Hardware & Equipment | 802,460,609 | 802,460,609 | — | — | ||||
Telecommunication Services | 303,543,911 | 303,543,911 | — | — | ||||
Transportation | 222,383,245 | 222,383,245 | — | — | ||||
Utilities | 783,609,176 | 783,609,176 | — | — | ||||
Short-Term Investments | 484,545,006 | — | 484,545,006 | — | ||||
Total | $ 15,420,145,168 | $ 14,935,600,162 | $ 484,545,006 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.6% | |||
Banks - 6.6% | |||
855,563 | JP Morgan Chase & Co. | $ 102,120,000 | |
307,691 | M&T Bank Corp. | 51,273,628 | |
335,105 | PNC Financial Services Group, Inc. | 55,660,940 | |
520,571 | Royal Bank of Canada | 52,577,813 | |
1,227,393 | Truist Financial Corp. | 59,344,452 | |
320,976,833 | |||
Capital Goods - 11.2% | |||
129,505 | Caterpillar, Inc. | 27,265,983 | |
455,703 | Eaton Corp. plc | 66,086,049 | |
396,746 | General Dynamics Corp. | 93,842,331 | |
286,246 | Honeywell International, Inc. | 55,391,463 | |
299,713 | Hubbell, Inc. | 58,551,932 | |
1,165,528 | Johnson Controls International plc | 69,780,161 | |
236,633 | L3Harris Technologies, Inc. | 54,960,381 | |
108,430 | Northrop Grumman Corp. | 47,644,142 | |
737,120 | Raytheon Technologies Corp. | 69,960,059 | |
543,482,501 | |||
Diversified Financials - 4.3% | |||
766,055 | Ares Management Corp. Class A | 50,728,162 | |
88,012 | BlackRock, Inc. | 54,979,336 | |
1,245,615 | Morgan Stanley | 100,384,113 | |
206,091,611 | |||
Energy - 7.0% | |||
1,198,899 | ConocoPhillips | 114,518,833 | |
1,373,198 | Coterra Energy, Inc. | 39,534,370 | |
305,466 | Phillips 66 | 26,502,230 | |
448,376 | Pioneer Natural Resources Co. | 104,233,969 | |
1,016,901 | TC Energy Corp. | 53,787,742 | |
338,577,144 | |||
Food, Beverage & Tobacco - 7.7% | |||
511,490 | Archer-Daniels-Midland Co. | 45,809,044 | |
599,453 | Kellogg Co. | 41,062,531 | |
1,770,640 | Mondelez International, Inc. Class A | 114,170,867 | |
171,429 | Nestle S.A. ADR | 22,052,627 | |
288,313 | PepsiCo., Inc. | 49,506,225 | |
974,592 | Philip Morris International, Inc. | 97,459,200 | |
370,060,494 | |||
Health Care Equipment & Services - 9.4% | |||
205,316 | Anthem, Inc. | 103,054,260 | |
887,246 | Baxter International, Inc. | 63,047,701 | |
256,662 | Becton Dickinson and Co. | 63,444,280 | |
491,249 | Medtronic plc | 51,266,745 | |
337,157 | UnitedHealth Group, Inc. | 171,461,192 | |
452,274,178 | |||
Household & Personal Products - 4.0% | |||
343,056 | Kimberly-Clark Corp. | 47,626,464 | |
633,003 | Procter & Gamble Co. | 101,628,632 | |
984,492 | Unilever plc ADR | 45,542,600 | |
194,797,696 | |||
Insurance - 6.2% | |||
583,182 | Chubb Ltd. | 120,397,924 | |
1,591,067 | MetLife, Inc. | 104,501,281 | |
691,179 | Progressive Corp. | 74,204,977 | |
299,104,182 | |||
Materials - 3.6% | |||
242,197 | Celanese Corp. | 35,588,427 | |
556,202 | LyondellBasell Industries N.V. Class A | 58,974,098 | |
488,228 | PPG Industries, Inc. | 62,488,302 | |
206,900 | Rio Tinto plc ADR(1) | 14,714,728 | |
171,765,555 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.6% - (continued) | |||
Media & Entertainment - 1.7% | |||
2,114,427 | Comcast Corp. Class A | $ 84,069,618 | |
Pharmaceuticals, Biotechnology & Life Sciences - 10.6% | |||
837,901 | AstraZeneca plc ADR | 55,636,626 | |
240,992 | Eli Lilly & Co. | 70,400,993 | |
813,380 | Johnson & Johnson | 146,782,555 | |
875,750 | Merck & Co., Inc. | 77,670,267 | |
2,297,414 | Pfizer, Inc. | 112,734,105 | |
129,170 | Roche Holding AG | 47,898,008 | |
511,122,554 | |||
Real Estate - 3.0% | |||
380,510 | Crown Castle International Corp. REIT | 70,474,257 | |
1,136,757 | Gaming and Leisure Properties, Inc. REIT | 50,449,276 | |
263,493 | Welltower, Inc. REIT | 23,927,799 | |
144,851,332 | |||
Retailing - 3.3% | |||
162,288 | Home Depot, Inc. | 48,751,315 | |
329,876 | Lowe's Cos., Inc. | 65,226,382 | |
719,071 | TJX Cos., Inc. | 44,064,671 | |
158,042,368 | |||
Semiconductors & Semiconductor Equipment - 4.0% | |||
474,650 | Analog Devices, Inc. | 73,276,467 | |
67,808 | Broadcom, Inc. | 37,592,077 | |
144,180 | NXP Semiconductors N.V. | 24,640,362 | |
336,712 | Texas Instruments, Inc. | 57,325,218 | |
192,834,124 | |||
Software & Services - 0.5% | |||
232,700 | Fidelity National Information Services, Inc. | 23,072,205 | |
Technology Hardware & Equipment - 4.7% | |||
2,338,272 | Cisco Systems, Inc. | 114,528,563 | |
1,598,375 | Corning, Inc. | 56,246,816 | |
468,862 | TE Connectivity Ltd. | 58,504,600 | |
229,279,979 | |||
Telecommunication Services - 0.7% | |||
728,030 | Verizon Communications, Inc. | 33,707,789 | |
Transportation - 1.1% | |||
469,053 | Canadian National Railway Co. | 55,162,517 | |
Utilities - 7.0% | |||
662,171 | American Electric Power Co., Inc. | 65,627,768 | |
431,883 | Constellation Energy Corp. | 25,571,792 | |
670,269 | Dominion Energy, Inc. | 54,720,761 | |
448,933 | Duke Energy Corp. | 49,454,459 | |
1,533,725 | Exelon Corp. | 71,747,656 | |
456,982 | Sempra Energy | 73,738,616 | |
340,861,052 | |||
Total Common Stocks (cost $3,364,247,858) | $ 4,670,133,732 |
26 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.6% | |||
Repurchase Agreements - 2.6% | |||
$ 122,953,771 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $122,956,230; collateralized by U.S. Treasury Government Bond at 4.250%, maturing 11/15/2040, with a market value of $114,092,219; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $11,320,741 | $ 122,953,771 | |
Securities Lending Collateral - 0.0% | |||
91,096 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 91,096 | |
220,979 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 220,979 | |
312,075 | |||
Total Short-Term Investments (cost $123,265,846) | $ 123,265,846 | ||
Total Investments (cost $3,487,513,704) | 99.2% | $ 4,793,399,578 | |
Other Assets and Liabilities | 0.8% | 40,669,078 | |
Total Net Assets | 100.0% | $ 4,834,068,656 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 320,976,833 | $ 320,976,833 | $ — | $ — | ||||
Capital Goods | 543,482,501 | 543,482,501 | — | — | ||||
Diversified Financials | 206,091,611 | 206,091,611 | — | — | ||||
Energy | 338,577,144 | 338,577,144 | — | — | ||||
Food, Beverage & Tobacco | 370,060,494 | 370,060,494 | — | — | ||||
Health Care Equipment & Services | 452,274,178 | 452,274,178 | — | — | ||||
Household & Personal Products | 194,797,696 | 194,797,696 | — | — | ||||
Insurance | 299,104,182 | 299,104,182 | — | — | ||||
Materials | 171,765,555 | 171,765,555 | — | — | ||||
Media & Entertainment | 84,069,618 | 84,069,618 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 511,122,554 | 463,224,546 | 47,898,008 | — | ||||
Real Estate | 144,851,332 | 144,851,332 | — | — | ||||
Retailing | 158,042,368 | 158,042,368 | — | — | ||||
Semiconductors & Semiconductor Equipment | 192,834,124 | 192,834,124 | — | — | ||||
Software & Services | 23,072,205 | 23,072,205 | — | — | ||||
Technology Hardware & Equipment | 229,279,979 | 229,279,979 | — | — | ||||
Telecommunication Services | 33,707,789 | 33,707,789 | — | — | ||||
Transportation | 55,162,517 | 55,162,517 | — | — | ||||
Utilities | 340,861,052 | 340,861,052 | — | — | ||||
Short-Term Investments | 123,265,846 | 312,075 | 122,953,771 | — | ||||
Total | $ 4,793,399,578 | $ 4,622,547,799 | $ 170,851,779 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
27 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.9% | |||
Automobiles & Components - 1.7% | |||
35,703 | Tesla, Inc.* | $ 31,088,744 | |
763,282 | Thor Industries, Inc. | 58,429,237 | |
89,517,981 | |||
Capital Goods - 3.2% | |||
1,630,959 | Johnson Controls International plc | 97,645,515 | |
441,592 | Middleby Corp.* | 67,956,593 | |
165,602,108 | |||
Commercial & Professional Services - 2.8% | |||
592,125 | Copart, Inc.* | 67,295,006 | |
1,230,122 | CoStar Group, Inc.* | 78,260,362 | |
145,555,368 | |||
Consumer Durables & Apparel - 4.9% | |||
860,158 | Lennar Corp. Class A | 65,793,486 | |
421,399 | Lululemon Athletica, Inc.* | 149,440,727 | |
2,421,013 | Peloton Interactive, Inc. Class A* | 42,512,988 | |
257,747,201 | |||
Consumer Services - 3.7% | |||
948,703 | Airbnb, Inc. Class A* | 145,350,786 | |
3,597,726 | DraftKings, Inc. Class A*(1) | 49,216,892 | |
194,567,678 | |||
Diversified Financials - 1.0% | |||
721,775 | Tradeweb Markets, Inc. Class A | 51,383,162 | |
Health Care Equipment & Services - 6.0% | |||
172,944 | ABIOMED, Inc.* | 49,562,292 | |
156,861 | DexCom, Inc.* | 64,090,267 | |
273,813 | Insulet Corp.* | 65,438,569 | |
106,946 | Intuitive Surgical, Inc.* | 25,592,178 | |
586,950 | Veeva Systems, Inc. Class A* | 106,795,552 | |
311,478,858 | |||
Materials - 1.3% | |||
351,036 | Albemarle Corp. | 67,690,272 | |
Media & Entertainment - 20.4% | |||
183,650 | Alphabet, Inc. Class A* | 419,124,193 | |
566,337 | Electronic Arts, Inc. | 66,856,083 | |
1,147,028 | Match Group, Inc.* | 90,787,266 | |
487,684 | Meta Platforms, Inc. Class A* | 97,766,011 | |
583,584 | Roku, Inc.* | 54,214,954 | |
3,503,719 | Snap, Inc. Class A* | 99,715,843 | |
794,478 | Spotify Technology S.A.* | 80,758,689 | |
897,993 | Walt Disney Co.* | 100,242,959 | |
1,213,950 | ZoomInfo Technologies, Inc. Class A* | 57,541,230 | |
1,067,007,228 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.5% | |||
304,729 | Danaher Corp. | 76,526,594 | |
219,880 | Eli Lilly & Co. | 64,233,544 | |
1,345,828 | Exact Sciences Corp.* | 74,087,831 | |
410,023 | Illumina, Inc.* | 121,633,323 | |
121,360 | Reata Pharmaceuticals, Inc. Class A* | 3,080,117 | |
339,561,409 | |||
Real Estate - 1.2% | |||
254,253 | AvalonBay Communities, Inc. REIT | 57,837,473 | |
448,214 | WeWork, Inc. Class A*(1) | 3,141,980 | |
60,979,453 | |||
Retailing - 11.5% | |||
166,371 | Amazon.com, Inc.* | 413,536,749 | |
525,351 | Etsy, Inc.* | 48,957,460 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.9% - (continued) | |||
Retailing - 11.5% - (continued) | |||
171,581 | Tory Burch LLC*(2)(3)(4) | $ 6,985,061 | |
332,948 | Ulta Beauty, Inc.* | 132,113,766 | |
601,593,036 | |||
Semiconductors & Semiconductor Equipment - 6.9% | |||
730,848 | Advanced Micro Devices, Inc.* | 62,502,121 | |
1,127,552 | NVIDIA Corp. | 209,127,069 | |
183,795 | SolarEdge Technologies, Inc.* | 46,024,106 | |
345,750 | Universal Display Corp. | 44,162,648 | |
361,815,944 | |||
Software & Services - 21.6% | |||
1,087,295 | Block, Inc. Class A* | 108,229,344 | |
624,532 | DocuSign, Inc. Class A* | 50,587,092 | |
478,828 | Five9, Inc.* | 52,718,963 | |
3,708,500 | ironSource Ltd.* | 14,203,555 | |
1,887,545 | ironSource Ltd. Class A*(1) | 7,229,297 | |
697,270 | Mastercard, Inc. Class A | 253,373,973 | |
195,672 | MongoDB, Inc. Class A* | 69,449,863 | |
539,739 | Okta, Inc.* | 64,396,260 | |
219,866 | Palo Alto Networks, Inc.* | 123,406,389 | |
344,461 | Paycom Software, Inc.* | 96,955,438 | |
623,821 | RingCentral, Inc. Class A* | 52,931,212 | |
326,300 | salesforce.com, Inc.* | 57,409,222 | |
1,162,216 | UiPath, Inc. Class A* | 20,722,311 | |
777,652 | Workday, Inc. Class A* | 160,740,668 | |
1,132,353,587 | |||
Technology Hardware & Equipment - 3.1% | |||
1,397,413 | Arista Networks, Inc.* | 161,499,021 | |
Transportation - 1.1% | |||
1,913,889 | Uber Technologies, Inc.* | 60,249,226 | |
Total Common Stocks (cost $5,825,318,895) | $ 5,068,601,532 | ||
CONVERTIBLE PREFERRED STOCKS - 0.7% | |||
Commercial & Professional Services - 0.4% | |||
470,535 | Rubicon Global Holdings LLC Series C*(2)(3)(4) | $ 19,976,563 | |
Software & Services - 0.3% | |||
5,668,755 | Essence Group Holdings Corp. Series 3*(2)(3)(4) | 11,564,260 | |
743,470 | Lookout, Inc. Series F*(2)(3)(4) | 6,401,277 | |
17,965,537 | |||
Total Convertible Preferred Stocks (cost $26,848,848) | $ 37,942,100 | ||
Total Long-Term Investments (Cost $5,852,167,743) | $ 5,106,543,632 | ||
SHORT-TERM INVESTMENTS - 2.1% | |||
Repurchase Agreements - 1.9% | |||
$ 97,425,283 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $97,427,232; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $5,592,378, U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $93,781,466 | $ 97,425,283 |
28 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.1% - (continued) | |||
Securities Lending Collateral - 0.2% | |||
3,094,763 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | $ 3,094,763 | |
7,507,258 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 7,507,258 | |
10,602,021 | |||
Total Short-Term Investments (cost $108,027,304) | $ 108,027,304 | ||
Total Investments (cost $5,960,195,047) | 99.7% | $ 5,214,570,936 | |
Other Assets and Liabilities | 0.3% | 16,112,699 | |
Total Net Assets | 100.0% | $ 5,230,683,635 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $44,927,161, which represented 0.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $44,927,161 or 0.9% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 5,668,755 | $ 8,964,002 | $ 11,564,260 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 743,470 | 8,492,732 | 6,401,277 | ||||
09/2015 | Rubicon Global Holdings LLC Series C Convertible Preferred | 470,535 | 9,392,114 | 19,976,563 | ||||
11/2013 | Tory Burch LLC | 171,581 | 13,447,917 | 6,985,061 | ||||
$ 40,296,765 | $ 44,927,161 |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
29 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 89,517,981 | $ 89,517,981 | $ — | $ — | ||||
Capital Goods | 165,602,108 | 165,602,108 | — | — | ||||
Commercial & Professional Services | 145,555,368 | 145,555,368 | — | — | ||||
Consumer Durables & Apparel | 257,747,201 | 257,747,201 | — | — | ||||
Consumer Services | 194,567,678 | 194,567,678 | — | — | ||||
Diversified Financials | 51,383,162 | 51,383,162 | — | — | ||||
Health Care Equipment & Services | 311,478,858 | 311,478,858 | — | — | ||||
Materials | 67,690,272 | 67,690,272 | — | — | ||||
Media & Entertainment | 1,067,007,228 | 1,067,007,228 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 339,561,409 | 339,561,409 | — | — | ||||
Real Estate | 60,979,453 | 60,979,453 | — | — | ||||
Retailing | 601,593,036 | 594,607,975 | — | 6,985,061 | ||||
Semiconductors & Semiconductor Equipment | 361,815,944 | 361,815,944 | — | — | ||||
Software & Services | 1,132,353,587 | 1,132,353,587 | — | — | ||||
Technology Hardware & Equipment | 161,499,021 | 161,499,021 | — | — | ||||
Transportation | 60,249,226 | 60,249,226 | — | — | ||||
Convertible Preferred Stocks | 37,942,100 | — | — | 37,942,100 | ||||
Short-Term Investments | 108,027,304 | 10,602,021 | 97,425,283 | — | ||||
Total | $ 5,214,570,936 | $ 5,072,218,492 | $ 97,425,283 | $ 44,927,161 |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
30 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% | |||
Biotechnology - 12.0% | |||
403,646 | 89bio, Inc.* | $ 875,912 | |
453,057 | Abcam plc* | 7,030,157 | |
322,294 | Alkermes plc* | 9,298,182 | |
36,198 | Alnylam Pharmaceuticals, Inc.* | 4,829,899 | |
287,815 | Amicus Therapeutics, Inc.* | 2,037,730 | |
80,290 | Apellis Pharmaceuticals, Inc.* | 3,495,024 | |
12,030 | Argenx SE ADR* | 3,456,460 | |
60,385 | Ascendis Pharma A/S ADR* | 5,511,339 | |
48,979 | Blueprint Medicines Corp.* | 2,857,925 | |
89,659 | Celldex Therapeutics, Inc.* | 2,739,082 | |
1,072,300 | Everest Medicines Ltd.*(1) | 2,455,717 | |
177,438 | Exact Sciences Corp.* | 9,767,962 | |
20,750 | Genmab A/S* | 7,296,560 | |
197,821 | Genus plc | 6,215,306 | |
73,919 | Horizon Therapeutics plc* | 7,285,457 | |
424,576 | ImmunoGen, Inc.* | 2,050,702 | |
688,700 | InnoCare Pharma Ltd.*(1)(2) | 953,382 | |
596,673 | Ironwood Pharmaceuticals, Inc.* | 7,160,076 | |
36,070 | Karuna Therapeutics, Inc.* | 4,020,362 | |
60,761 | Kymera Therapeutics, Inc.* | 1,904,857 | |
111,275 | Merus N.V.* | 2,270,010 | |
36,962 | Mirati Therapeutics, Inc.* | 2,283,882 | |
49,555 | Moderna, Inc.* | 6,660,687 | |
216,972 | Myovant Sciences Ltd.*(2) | 2,020,009 | |
102,088 | PTC Therapeutics, Inc.* | 3,606,769 | |
14,461 | Regeneron Pharmaceuticals, Inc.* | 9,531,390 | |
24,409 | Relay Therapeutics, Inc.* | 581,666 | |
100,762 | Revolution Medicines, Inc.* | 2,012,217 | |
102,203 | Sage Therapeutics, Inc.* | 3,221,439 | |
41,080 | Sarepta Therapeutics, Inc.* | 2,970,906 | |
60,687 | Seagen, Inc.* | 7,950,604 | |
54,429 | Stoke Therapeutics, Inc.* | 785,955 | |
62,063 | Ultragenyx Pharmaceutical, Inc.* | 4,387,233 | |
217,288 | Veracyte, Inc.* | 4,447,885 | |
78,878 | Vertex Pharmaceuticals, Inc.* | 21,551,047 | |
165,523,790 | |||
Consumer Finance - 0.1% | |||
111,468 | Orion Acquisition Corp.* | 1,101,861 | |
Health Care Distributors - 1.1% | |||
181,509 | AdaptHealth Corp.* | 2,297,904 | |
441,956 | Covetrus, Inc.* | 6,098,993 | |
205,142 | Owens & Minor, Inc. | 7,280,489 | |
15,677,386 | |||
Health Care Equipment - 19.3% | |||
253,606 | Baxter International, Inc. | 18,021,242 | |
138,263 | Becton Dickinson and Co. | 34,177,231 | |
971,317 | Boston Scientific Corp.* | 40,902,159 | |
48,866 | DexCom, Inc.* | 19,965,670 | |
59,560 | DiaSorin S.p.A. | 7,801,868 | |
334,151 | Edwards Lifesciences Corp.* | 35,346,493 | |
156,893 | Glaukos Corp.* | 7,419,470 | |
168,865 | Hologic, Inc.* | 12,156,591 | |
106,668 | Inari Medical, Inc.* | 8,608,108 | |
60,033 | Insulet Corp.* | 14,347,287 | |
307,324 | Koninklijke Philips N.V. | 8,030,720 | |
560,317 | Smith & Nephew plc | 9,081,931 | |
145,384 | Stryker Corp. | 35,075,344 | |
49,325 | Teleflex, Inc. | 14,088,206 | |
1,089,000 | Venus MedTech Hangzhou, Inc. Class H*(1)(2) | 1,999,192 | |
267,021,512 | |||
Health Care Facilities - 2.7% | |||
428,552 | Cano Health, Inc.* | 2,271,325 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% - (continued) | |||
Health Care Facilities - 2.7% - (continued) | |||
183,708 | Encompass Health Corp. | $ 12,644,622 | |
107,466 | HCA Healthcare, Inc. | 23,056,830 | |
37,972,777 | |||
Health Care Services - 1.9% | |||
324,739 | agilon health, Inc.* | 5,770,612 | |
49,548 | Amedisys, Inc.* | 6,324,802 | |
56,852 | Laboratory Corp. of America Holdings* | 13,660,399 | |
25,755,813 | |||
Health Care Supplies - 1.9% | |||
38,927 | Align Technology, Inc.* | 11,285,327 | |
2,695,498 | ConvaTec Group plc(1) | 7,130,370 | |
68,293 | Haemonetics Corp.* | 3,460,406 | |
49,628 | Quidel Corp.* | 4,993,569 | |
26,869,672 | |||
Life & Health Insurance - 0.1% | |||
224,610 | Oscar Health, Inc. Class A*(2) | 1,653,130 | |
Life Sciences Tools & Services - 10.8% | |||
199,360 | Agilent Technologies, Inc. | 23,777,667 | |
18,505 | Bio-Techne Corp. | 7,026,163 | |
205,079 | Danaher Corp. | 51,501,489 | |
56,235 | Illumina, Inc.* | 16,682,113 | |
233,906 | NanoString Technologies, Inc.* | 4,392,755 | |
262,722 | NeoGenomics, Inc.* | 2,482,723 | |
41,756 | Stevanato Group S.p.A.* | 668,096 | |
292,240 | Syneos Health, Inc.* | 21,359,821 | |
14,572 | Tecan Group AG | 4,379,144 | |
34,935 | Waters Corp.* | 10,586,004 | |
440,915 | WuXi AppTec Co., Ltd. Class H(1) | 5,997,233 | |
148,853,208 | |||
Managed Health Care - 17.7% | |||
350,298 | Centene Corp.* | 28,216,504 | |
2,377,116 | Hapvida Participacoes e Investimentos S.A.(1) | 4,216,731 | |
112,040 | Humana, Inc. | 49,808,502 | |
63,226 | Molina Healthcare, Inc.* | 19,818,190 | |
280,997 | UnitedHealth Group, Inc. | 142,901,024 | |
244,960,951 | |||
Pharmaceuticals - 31.3% | |||
169,043 | Aclaris Therapeutics, Inc.* | 2,082,610 | |
43,634 | Arvinas, Inc.* | 2,398,561 | |
183,000 | Astellas Pharma, Inc. | 2,786,306 | |
224,143 | AstraZeneca plc ADR | 14,883,095 | |
883,388 | Bristol-Myers Squibb Co. | 66,492,615 | |
383,400 | Chugai Pharmaceutical Co., Ltd. | 11,488,637 | |
2,386,000 | CSPC Pharmaceutical Group Ltd. | 2,439,316 | |
661,525 | Daiichi Sankyo Co., Ltd. | 16,656,468 | |
145,795 | Eisai Co., Ltd. | 6,349,508 | |
169,455 | Elanco Animal Health, Inc.* | 4,288,906 | |
347,607 | Eli Lilly & Co. | 101,546,433 | |
180,847 | Hikma Pharmaceuticals plc | 4,248,171 | |
1,046,800 | Hypera S.A. | 7,923,069 | |
156,692 | Intra-Cellular Therapies, Inc.* | 7,930,182 | |
326,700 | Kyowa Kirin Co., Ltd. | 6,885,782 | |
152,974 | Novartis AG | 13,518,197 | |
282,845 | Ono Pharmaceutical Co., Ltd. | 7,266,441 | |
2,017,490 | Pfizer, Inc. | 98,998,234 | |
81,918 | UCB S.A. | 9,311,835 | |
256,771 | Zoetis, Inc. | 45,512,660 | |
433,007,026 | |||
Total Common Stocks (cost $1,155,327,067) | $ 1,368,397,126 |
31 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Repurchase Agreements - 0.8% | |||
$ 11,576,268 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $11,576,500; collateralized by U.S. Treasury Bond at 1.375%,maturing 11/15/2040, with a market value of $11,807,860 | $ 11,576,268 | |
Securities Lending Collateral - 0.3% | |||
1,029,691 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(3) | 1,029,691 | |
2,497,820 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(3) | 2,497,820 | |
3,527,511 | |||
Total Short-Term Investments (cost $15,103,779) | $ 15,103,779 | ||
Total Investments (cost $1,170,430,846) | 100.0% | $ 1,383,500,905 | |
Other Assets and Liabilities | (0.0)% | (403,992) | |
Total Net Assets | 100.0% | $ 1,383,096,913 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $22,752,625, representing 1.6% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
185,128 | USD | 24,155,440 | JPY | SSG | 05/06/2022 | $ (1,041) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 165,523,790 | $ 141,572,668 | $ 23,951,122 | $ — | ||||
Consumer Finance | 1,101,861 | 1,101,861 | — | — | ||||
Health Care Distributors | 15,677,386 | 15,677,386 | — | — | ||||
Health Care Equipment | 267,021,512 | 240,107,801 | 26,913,711 | — | ||||
Health Care Facilities | 37,972,777 | 37,972,777 | — | — | ||||
Health Care Services | 25,755,813 | 25,755,813 | — | — | ||||
Health Care Supplies | 26,869,672 | 19,739,302 | 7,130,370 | — | ||||
Life & Health Insurance | 1,653,130 | 1,653,130 | — | — | ||||
Life Sciences Tools & Services | 148,853,208 | 138,476,831 | 10,376,377 | — | ||||
Managed Health Care | 244,960,951 | 244,960,951 | — | — | ||||
Pharmaceuticals | 433,007,026 | 352,056,365 | 80,950,661 | — | ||||
Short-Term Investments | 15,103,779 | 3,527,511 | 11,576,268 | — | ||||
Total | $ 1,383,500,905 | $ 1,222,602,396 | $ 160,898,509 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,041) | $ — | $ (1,041) | $ — | ||||
Total | $ (1,041) | $ — | $ (1,041) | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
32 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% | |||
Automobiles & Components - 0.1% | |||
5,858,588 | Arrival S.A.*(1) | $ 11,307,075 | |
Banks - 5.7% | |||
717,584 | Cullen/Frost Bankers, Inc. | 94,929,187 | |
167,516 | First Citizens BancShares, Inc. Class A | 107,106,380 | |
726,494 | First Republic Bank | 108,407,435 | |
794,984 | M&T Bank Corp. | 132,476,134 | |
1,256,589 | Prosperity Bancshares, Inc. | 82,155,789 | |
525,074,925 | |||
Capital Goods - 10.7% | |||
742,337 | Axon Enterprise, Inc.* | 83,290,211 | |
1,113,333 | Builders FirstSource, Inc.* | 68,547,913 | |
802,413 | Graco, Inc. | 49,765,654 | |
789,876 | IDEX Corp. | 149,934,262 | |
3,737,909 | Ingersoll Rand, Inc. | 164,318,480 | |
490,551 | Lennox International, Inc. | 104,580,568 | |
858,471 | Lincoln Electric Holdings, Inc. | 115,661,798 | |
379,408 | Middleby Corp.* | 58,387,097 | |
281,757 | Watsco, Inc. | 75,167,133 | |
1,206,407 | Westinghouse Air Brake Technologies Corp. | 108,468,053 | |
978,121,169 | |||
Commercial & Professional Services - 3.5% | |||
5,930,065 | Dun & Bradstreet Holdings, Inc.* | 93,635,726 | |
2,530,223 | GFL Environmental, Inc. | 76,235,619 | |
424,037 | Robert Half International, Inc. | 41,687,078 | |
691,654 | Science Applications International Corp. | 57,566,363 | |
544,789 | TransUnion | 47,679,933 | |
316,804,719 | |||
Consumer Durables & Apparel - 5.2% | |||
1,125,210 | Carter's, Inc. | 94,787,690 | |
39,197 | NVR, Inc.* | 171,534,303 | |
5,435,288 | Under Armour, Inc. Class C* | 77,126,737 | |
3,356,202 | Vizio Holding Corp. Class A*(1) | 24,298,903 | |
2,172,699 | YETI Holdings, Inc.* | 106,179,800 | |
473,927,433 | |||
Consumer Services - 2.4% | |||
1,115,012 | Choice Hotels International, Inc. | 156,614,586 | |
660,447 | Hyatt Hotels Corp. Class A* | 62,716,047 | |
219,330,633 | |||
Diversified Financials - 2.4% | |||
347,566 | Credit Acceptance Corp.*(1) | 178,127,575 | |
636,717 | Hamilton Lane, Inc. Class A | 43,666,052 | |
221,793,627 | |||
Energy - 2.4% | |||
1,938,965 | Coterra Energy, Inc. | 55,822,802 | |
2,212,501 | Marathon Oil Corp. | 55,135,525 | |
1,451,961 | Targa Resources Corp. | 106,588,457 | |
217,546,784 | |||
Food, Beverage & Tobacco - 1.3% | |||
1,828,136 | Lamb Weston Holdings, Inc. | 120,839,790 | |
Health Care Equipment & Services - 5.4% | |||
1,067,386 | Inari Medical, Inc.* | 86,138,050 | |
205,335 | Insulet Corp.* | 49,073,012 | |
2,114,238 | Integra LifeSciences Holdings Corp.* | 129,306,796 | |
234,479 | Molina Healthcare, Inc.* | 73,497,443 | |
619,037 | Nevro Corp.* | 38,188,392 | |
397,999 | Teleflex, Inc. | 113,676,474 | |
489,880,167 | |||
Insurance - 5.2% | |||
1,762,422 | Fidelity National Financial, Inc. | 70,179,644 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Insurance - 5.2% - (continued) | |||
827,893 | Globe Life, Inc. | $ 81,199,745 | |
123,238 | Markel Corp.* | 166,775,521 | |
70,403 | White Mountains Insurance Group Ltd. | 73,783,752 | |
1,195,078 | WR Berkley Corp. | 79,460,736 | |
471,399,398 | |||
Materials - 5.0% | |||
6,111,186 | Element Solutions, Inc. | 126,012,655 | |
649,647 | FMC Corp. | 86,104,214 | |
2,135,776 | Silgan Holdings, Inc. | 94,764,381 | |
1,770,549 | Steel Dynamics, Inc. | 151,824,577 | |
458,705,827 | |||
Media & Entertainment - 2.8% | |||
104,478 | Cable One, Inc. | 121,842,243 | |
2,700,169 | Cargurus, Inc.* | 88,241,523 | |
499,141 | Roku, Inc.* | 46,370,199 | |
256,453,965 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 12.7% | |||
311,248 | Alnylam Pharmaceuticals, Inc.* | 41,529,821 | |
2,329,182 | Apellis Pharmaceuticals, Inc.* | 101,389,292 | |
116,255 | Bio-Techne Corp. | 44,140,861 | |
1,552,167 | Exact Sciences Corp.* | 85,446,793 | |
501,816 | ICON plc ADR* | 113,515,797 | |
5,812,814 | Iovance Biotherapeutics, Inc.* | 88,064,132 | |
1,196,675 | Jazz Pharmaceuticals plc* | 191,731,269 | |
2,345,662 | PTC Therapeutics, Inc.* | 82,872,238 | |
1,583,365 | Reata Pharmaceuticals, Inc. Class A*(2) | 40,185,804 | |
2,403,116 | Sage Therapeutics, Inc.* | 75,746,216 | |
1,126,884 | Syneos Health, Inc.* | 82,363,952 | |
1,288,132 | Ultragenyx Pharmaceutical, Inc.* | 91,058,051 | |
693,473 | United Therapeutics Corp.* | 123,133,066 | |
1,161,177,292 | |||
Real Estate - 3.4% | |||
638,244 | Life Storage, Inc. REIT | 84,560,948 | |
273,805 | PS Business Parks, Inc. REIT | 51,256,296 | |
1,521,610 | Redfin Corp.*(1) | 16,965,951 | |
1,086,879 | Rexford Industrial Realty, Inc. REIT | 84,820,037 | |
2,587,665 | STORE Capital Corp. REIT | 73,567,316 | |
311,170,548 | |||
Retailing - 2.4% | |||
973,641 | CarMax, Inc.* | 83,518,925 | |
1,759,623 | Chewy, Inc. Class A*(1) | 51,134,644 | |
895,662 | Etsy, Inc.* | 83,466,742 | |
218,120,311 | |||
Semiconductors & Semiconductor Equipment - 2.5% | |||
1,106,353 | MKS Instruments, Inc. | 126,102,115 | |
665,090 | Synaptics, Inc.* | 98,725,960 | |
224,828,075 | |||
Software & Services - 11.7% | |||
698,724 | Black Knight, Inc.* | 45,969,052 | |
2,094,976 | Digital Turbine, Inc.* | 66,305,990 | |
98,171 | Fair Isaac Corp.* | 36,667,850 | |
4,546,691 | Genpact Ltd. | 183,095,247 | |
990,612 | Guidewire Software, Inc.* | 86,123,807 | |
3,298,561 | Informatica, Inc. Class A*(1) | 64,189,997 | |
1,492,741 | LiveRamp Holdings, Inc.* | 46,752,648 | |
663,772 | Nuvei Corp.*(3) | 37,111,493 | |
2,423,600 | Olo, Inc. Class A* | 25,908,284 | |
1,071,357 | Q2 Holdings, Inc.* | 55,421,298 | |
1,660,676 | Shift4 Payments, Inc. Class A* | 87,119,063 |
33 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Software & Services - 11.7% - (continued) | |||
3,049,543 | Teradata Corp.* | $ 126,098,603 | |
1,257,147 | WEX, Inc.* | 208,988,117 | |
1,069,751,449 | |||
Technology Hardware & Equipment - 8.9% | |||
528,297 | CDW Corp. | 86,207,504 | |
9,354,779 | CommScope Holding Co., Inc.* | 56,409,317 | |
974,011 | F5, Inc.* | 163,059,181 | |
9,592,561 | Flex Ltd.* | 158,181,331 | |
3,082,512 | II-VI, Inc.* | 188,680,560 | |
1,997,094 | Lumentum Holdings, Inc.* | 162,184,004 | |
814,721,897 | |||
Transportation - 3.5% | |||
186,149 | AMERCO | 99,679,066 | |
41,019 | CH Robinson Worldwide, Inc. | 4,354,167 | |
365,679 | Expeditors International of Washington, Inc. | 36,227,818 | |
563,241 | J.B. Hunt Transport Services, Inc. | 96,229,725 | |
1,737,484 | Knight-Swift Transportation Holdings, Inc. | 83,208,109 | |
319,698,885 | |||
Utilities - 2.8% | |||
1,052,063 | Black Hills Corp. | 77,053,094 | |
1,655,787 | NiSource, Inc. | 48,216,517 | |
3,810,106 | UGI Corp. | 130,686,636 | |
255,956,247 | |||
Total Common Stocks (cost $7,662,409,207) | $ 9,136,610,216 | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Repurchase Agreements - 0.1% | |||
$ 4,374,897 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $4,374,985; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $4,462,478 | $ 4,374,897 | |
Securities Lending Collateral - 1.0% | |||
27,572,843 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(4) | 27,572,843 | |
66,886,041 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(4) | 66,886,041 | |
94,458,884 | |||
Total Short-Term Investments (cost $98,833,781) | $ 98,833,781 | ||
Total Investments (cost $7,761,242,988) | 101.1% | $ 9,235,443,997 | |
Other Assets and Liabilities | (1.1)% | (104,100,775) | |
Total Net Assets | 100.0% | $ 9,131,343,222 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(3) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $37,111,493, representing 0.4% of net assets. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
34 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 11,307,075 | $ 11,307,075 | $ — | $ — | ||||
Banks | 525,074,925 | 525,074,925 | — | — | ||||
Capital Goods | 978,121,169 | 978,121,169 | — | — | ||||
Commercial & Professional Services | 316,804,719 | 316,804,719 | — | — | ||||
Consumer Durables & Apparel | 473,927,433 | 473,927,433 | — | — | ||||
Consumer Services | 219,330,633 | 219,330,633 | — | — | ||||
Diversified Financials | 221,793,627 | 221,793,627 | — | — | ||||
Energy | 217,546,784 | 217,546,784 | — | — | ||||
Food, Beverage & Tobacco | 120,839,790 | 120,839,790 | — | — | ||||
Health Care Equipment & Services | 489,880,167 | 489,880,167 | — | — | ||||
Insurance | 471,399,398 | 471,399,398 | — | — | ||||
Materials | 458,705,827 | 458,705,827 | — | — | ||||
Media & Entertainment | 256,453,965 | 256,453,965 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,161,177,292 | 1,161,177,292 | — | — | ||||
Real Estate | 311,170,548 | 311,170,548 | — | — | ||||
Retailing | 218,120,311 | 218,120,311 | — | — | ||||
Semiconductors & Semiconductor Equipment | 224,828,075 | 224,828,075 | — | — | ||||
Software & Services | 1,069,751,449 | 1,069,751,449 | — | — | ||||
Technology Hardware & Equipment | 814,721,897 | 814,721,897 | — | — | ||||
Transportation | 319,698,885 | 319,698,885 | — | — | ||||
Utilities | 255,956,247 | 255,956,247 | — | — | ||||
Short-Term Investments | 98,833,781 | 94,458,884 | 4,374,897 | — | ||||
Total | $ 9,235,443,997 | $ 9,231,069,100 | $ 4,374,897 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% | |||
Automobiles & Components - 2.5% | |||
295,126 | Ford Motor Co. | $ 4,178,984 | |
309,171 | Gentex Corp. | 9,074,169 | |
88,535 | Visteon Corp.* | 9,270,500 | |
22,523,653 | |||
Banks - 7.5% | |||
445,727 | Cadence Bank | 11,161,004 | |
88,370 | M&T Bank Corp. | 14,725,977 | |
134,314 | SouthState Corp. | 10,401,276 | |
233,129 | Synovus Financial Corp. | 9,684,178 | |
165,634 | Western Alliance Bancorp | 12,606,404 | |
142,986 | Zions Bancorp NA | 8,080,139 | |
66,658,978 | |||
Capital Goods - 15.2% | |||
315,111 | AerCap Holdings N.V.* | 14,718,835 | |
223,515 | Builders FirstSource, Inc.* | 13,761,819 | |
101,776 | Esab Corp.* | 4,783,472 | |
406,885 | Howmet Aerospace, Inc. | 13,882,916 | |
275,442 | Ingersoll Rand, Inc. | 12,108,430 | |
204,419 | JELD-WEN Holding, Inc.* | 4,249,871 | |
205,400 | Johnson Controls International plc | 12,297,298 | |
59,334 | L3Harris Technologies, Inc. | 13,780,915 | |
82,814 | Middleby Corp.* | 12,744,246 | |
62,753 | Regal-Beloit Corp. | 7,984,692 | |
304,644 | Spirit AeroSystems Holdings, Inc. Class A | 12,807,234 | |
142,255 | Westinghouse Air Brake Technologies Corp. | 12,790,147 | |
135,909,875 | |||
Commercial & Professional Services - 3.4% | |||
133,578 | Clean Harbors, Inc.* | 14,016,340 | |
160,426 | Leidos Holdings, Inc. | 16,605,695 | |
30,622,035 | |||
Consumer Durables & Apparel - 1.6% | |||
89,472 | Columbia Sportswear Co. | 7,351,019 | |
166,981 | Steven Madden Ltd. | 6,856,240 | |
14,207,259 | |||
Consumer Services - 1.8% | |||
255,681 | Six Flags Entertainment Corp.* | 9,784,912 | |
74,709 | Wyndham Hotels & Resorts, Inc. | 6,571,404 | |
16,356,316 | |||
Diversified Financials - 1.5% | |||
211,379 | Voya Financial, Inc. | 13,346,470 | |
Energy - 5.9% | |||
667,536 | Coterra Energy, Inc. | 19,218,362 | |
257,737 | Delek U.S. Holdings, Inc.* | 6,237,235 | |
73,080 | Diamondback Energy, Inc. | 9,224,888 | |
734,725 | Marathon Oil Corp. | 18,309,347 | |
52,989,832 | |||
Food & Staples Retailing - 1.3% | |||
308,036 | U.S. Foods Holding Corp.* | 11,588,314 | |
Food, Beverage & Tobacco - 1.3% | |||
307,966 | Keurig Dr Pepper, Inc. | 11,517,928 | |
Health Care Equipment & Services - 9.6% | |||
79,976 | Acadia Healthcare Co., Inc.* | 5,428,771 | |
271,710 | Centene Corp.* | 21,886,241 | |
282,722 | Encompass Health Corp. | 19,459,755 | |
73,699 | Enovis Corp.* | 4,780,854 | |
153,790 | Haemonetics Corp.* | 7,792,539 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% - (continued) | |||
Health Care Equipment & Services - 9.6% - (continued) | |||
250,702 | Integra LifeSciences Holdings Corp.* | $ 15,332,934 | |
34,208 | Molina Healthcare, Inc.* | 10,722,498 | |
85,403,592 | |||
Insurance - 9.5% | |||
3,344,105 | Aegon N.V. ADR | 17,188,700 | |
15,519 | Alleghany Corp.* | 12,981,643 | |
114,238 | Arthur J Gallagher & Co. | 19,247,961 | |
59,013 | Assurant, Inc. | 10,733,284 | |
93,983 | Hanover Insurance Group, Inc. | 13,798,584 | |
233,811 | Kemper Corp. | 10,792,716 | |
84,742,888 | |||
Materials - 4.1% | |||
81,691 | Celanese Corp. | 12,003,676 | |
86,771 | FMC Corp. | 11,500,628 | |
67,542 | Reliance Steel & Aluminum Co. | 13,390,201 | |
36,894,505 | |||
Media & Entertainment - 3.4% | |||
297,338 | Cargurus, Inc.* | 9,717,006 | |
112,729 | Electronic Arts, Inc. | 13,307,658 | |
102,466 | Omnicom Group, Inc. | 7,800,737 | |
30,825,401 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 1.5% | |||
183,239 | Syneos Health, Inc.* | 13,392,939 | |
Real Estate - 10.1% | |||
294,635 | Americold Realty Trust REIT | 7,772,471 | |
331,404 | Essential Properties Realty Trust, Inc. REIT | 7,953,696 | |
334,632 | Gaming and Leisure Properties, Inc. REIT | 14,850,968 | |
776,054 | Host Hotels & Resorts, Inc. REIT | 15,792,699 | |
154,895 | Ryman Hospitality Properties, Inc. REIT* | 14,479,585 | |
319,477 | Welltower, Inc. REIT | 29,011,706 | |
89,861,125 | |||
Retailing - 3.6% | |||
72,571 | CarMax, Inc.* | 6,225,140 | |
95,806 | Dollar Tree, Inc.* | 15,563,685 | |
101,063 | Ross Stores, Inc. | 10,083,056 | |
31,871,881 | |||
Semiconductors & Semiconductor Equipment - 2.9% | |||
98,933 | Cirrus Logic, Inc.* | 7,499,121 | |
84,958 | MKS Instruments, Inc. | 9,683,513 | |
75,816 | Qorvo, Inc.* | 8,626,345 | |
25,808,979 | |||
Software & Services - 1.3% | |||
47,640 | FleetCor Technologies, Inc.* | 11,887,133 | |
Technology Hardware & Equipment - 3.8% | |||
50,346 | F5, Inc.* | 8,428,424 | |
65,129 | II-VI, Inc.* | 3,986,546 | |
156,583 | Lumentum Holdings, Inc.* | 12,716,106 | |
172,075 | Western Digital Corp.* | 9,132,020 | |
34,263,096 | |||
Transportation - 0.7% | |||
534,248 | JetBlue Airways Corp.* | 5,882,070 | |
Utilities - 5.7% | |||
219,891 | Alliant Energy Corp. | 12,931,790 | |
177,863 | Evergy, Inc. | 12,068,005 |
36 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.2% - (continued) | |||
Utilities - 5.7% - (continued) | |||
194,244 | Portland General Electric Co. | $ 9,193,568 | |
104,219 | Sempra Energy | 16,816,778 | |
51,010,141 | |||
Total Common Stocks (cost $737,586,403) | $ 877,564,410 | ||
SHORT-TERM INVESTMENTS - 2.8% | |||
Repurchase Agreements - 2.8% | |||
$ 24,658,339 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $24,658,832; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $25,151,535 | $ 24,658,339 | |
Total Short-Term Investments (cost $24,658,339) | $ 24,658,339 | ||
Total Investments (cost $762,244,742) | 101.0% | $ 902,222,749 | |
Other Assets and Liabilities | (1.0)% | (8,842,397) | |
Total Net Assets | 100.0% | $ 893,380,352 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 22,523,653 | $ 22,523,653 | $ — | $ — | ||||
Banks | 66,658,978 | 66,658,978 | — | — | ||||
Capital Goods | 135,909,875 | 135,909,875 | — | — | ||||
Commercial & Professional Services | 30,622,035 | 30,622,035 | — | — | ||||
Consumer Durables & Apparel | 14,207,259 | 14,207,259 | — | — | ||||
Consumer Services | 16,356,316 | 16,356,316 | — | — | ||||
Diversified Financials | 13,346,470 | 13,346,470 | — | — | ||||
Energy | 52,989,832 | 52,989,832 | — | — | ||||
Food & Staples Retailing | 11,588,314 | 11,588,314 | — | — | ||||
Food, Beverage & Tobacco | 11,517,928 | 11,517,928 | — | — | ||||
Health Care Equipment & Services | 85,403,592 | 85,403,592 | — | — | ||||
Insurance | 84,742,888 | 84,742,888 | — | — | ||||
Materials | 36,894,505 | 36,894,505 | — | — | ||||
Media & Entertainment | 30,825,401 | 30,825,401 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 13,392,939 | 13,392,939 | — | — | ||||
Real Estate | 89,861,125 | 89,861,125 | — | — | ||||
Retailing | 31,871,881 | 31,871,881 | — | — | ||||
Semiconductors & Semiconductor Equipment | 25,808,979 | 25,808,979 | — | — | ||||
Software & Services | 11,887,133 | 11,887,133 | — | — | ||||
Technology Hardware & Equipment | 34,263,096 | 34,263,096 | — | — | ||||
Transportation | 5,882,070 | 5,882,070 | — | — | ||||
Utilities | 51,010,141 | 51,010,141 | — | — | ||||
Short-Term Investments | 24,658,339 | — | 24,658,339 | — | ||||
Total | $ 902,222,749 | $ 877,564,410 | $ 24,658,339 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
37 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% | |||
Banks - 8.9% | |||
177,992 | Bank of America Corp. | $ 6,350,755 | |
43,695 | Bank of Nova Scotia | 2,766,767 | |
68,318 | JP Morgan Chase & Co. | 8,154,436 | |
27,115 | PNC Financial Services Group, Inc. | 4,503,802 | |
21,775,760 | |||
Capital Goods - 8.3% | |||
20,220 | Honeywell International, Inc. | 3,912,772 | |
74,188 | Johnson Controls International plc | 4,441,636 | |
8,513 | Lockheed Martin Corp. | 3,678,638 | |
21,686 | Otis Worldwide Corp. | 1,579,608 | |
33,851 | Raytheon Technologies Corp. | 3,212,798 | |
38,650 | Westinghouse Air Brake Technologies Corp. | 3,475,022 | |
20,300,474 | |||
Commercial & Professional Services - 1.1% | |||
16,225 | Waste Management, Inc. | 2,668,039 | |
Consumer Services - 3.3% | |||
22,378 | Hilton Worldwide Holdings, Inc.* | 3,475,080 | |
18,216 | McDonald's Corp. | 4,538,698 | |
8,013,778 | |||
Diversified Financials - 3.0% | |||
29,205 | American Express Co. | 5,102,406 | |
34,237 | Charles Schwab Corp. | 2,270,940 | |
7,373,346 | |||
Energy - 5.1% | |||
37,960 | Chevron Corp. | 5,947,193 | |
27,113 | EOG Resources, Inc. | 3,165,714 | |
69,102 | TotalEnergies SE ADR | 3,365,959 | |
12,478,866 | |||
Food & Staples Retailing - 1.3% | |||
38,699 | Sysco Corp. | 3,307,991 | |
Food, Beverage & Tobacco - 4.5% | |||
43,566 | Coca-Cola Co. | 2,814,799 | |
63,608 | Mondelez International, Inc. Class A | 4,101,444 | |
42,175 | Philip Morris International, Inc. | 4,217,500 | |
11,133,743 | |||
Health Care Equipment & Services - 10.8% | |||
10,145 | Anthem, Inc. | 5,092,080 | |
29,429 | Baxter International, Inc. | 2,091,225 | |
18,518 | Becton Dickinson and Co. | 4,577,464 | |
78,712 | Koninklijke Philips N.V. ADR | 2,029,195 | |
43,921 | Medtronic plc | 4,583,596 | |
15,946 | UnitedHealth Group, Inc. | 8,109,338 | |
26,482,898 | |||
Household & Personal Products - 1.4% | |||
45,353 | Colgate-Palmolive Co. | 3,494,449 | |
Insurance - 8.8% | |||
62,869 | American International Group, Inc. | 3,678,465 | |
25,236 | Chubb Ltd. | 5,209,972 | |
21,097 | Marsh & McLennan Cos., Inc. | 3,411,385 | |
40,733 | MetLife, Inc. | 2,675,344 | |
53,845 | Principal Financial Group, Inc. | 3,668,998 | |
27,381 | Prudential Financial, Inc. | 2,971,112 | |
21,615,276 | |||
Materials - 3.8% | |||
22,012 | Celanese Corp. | 3,234,443 | |
26,818 | FMC Corp. | 3,554,458 | |
20,257 | PPG Industries, Inc. | 2,592,693 | |
9,381,594 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Media & Entertainment - 2.8% | |||
100,257 | Comcast Corp. Class A | $ 3,986,218 | |
39,208 | Omnicom Group, Inc. | 2,984,905 | |
6,971,123 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.3% | |||
65,817 | AstraZeneca plc ADR | 4,370,249 | |
48,119 | Merck & Co., Inc. | 4,267,674 | |
32,275 | Novartis AG ADR | 2,841,168 | |
133,132 | Pfizer, Inc. | 6,532,787 | |
18,011,878 | |||
Real Estate - 4.4% | |||
10,414 | American Tower Corp. REIT | 2,509,982 | |
140,567 | Host Hotels & Resorts, Inc. REIT | 2,860,539 | |
7,462 | Public Storage REIT | 2,772,133 | |
87,170 | VICI Properties, Inc. REIT | 2,598,538 | |
10,741,192 | |||
Retailing - 2.9% | |||
571,800 | Allstar Co.*(1)(2)(3) | — | |
12,083 | Lowe's Cos., Inc. | 2,389,171 | |
10,103 | Target Corp. | 2,310,051 | |
40,463 | TJX Cos., Inc. | 2,479,573 | |
7,178,795 | |||
Semiconductors & Semiconductor Equipment - 3.9% | |||
4,087 | Broadcom, Inc. | 2,265,792 | |
58,082 | Intel Corp. | 2,531,794 | |
27,450 | Texas Instruments, Inc. | 4,673,363 | |
9,470,949 | |||
Software & Services - 4.6% | |||
10,572 | Accenture plc Class A | 3,175,406 | |
47,031 | Cognizant Technology Solutions Corp. Class A | 3,804,808 | |
44,015 | Fidelity National Information Services, Inc. | 4,364,087 | |
11,344,301 | |||
Technology Hardware & Equipment - 1.6% | |||
77,964 | Cisco Systems, Inc. | 3,818,677 | |
Telecommunication Services - 2.0% | |||
105,768 | Verizon Communications, Inc. | 4,897,058 | |
Transportation - 1.6% | |||
86,947 | Southwest Airlines Co.* | 4,062,164 | |
Utilities - 5.3% | |||
42,777 | Dominion Energy, Inc. | 3,492,314 | |
26,537 | Duke Energy Corp. | 2,923,316 | |
27,125 | Eversource Energy | 2,370,725 | |
25,692 | Sempra Energy | 4,145,661 | |
12,932,016 | |||
Total Common Stocks (cost $189,839,573) | $ 237,454,367 |
38 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.5% | |||
Repurchase Agreements - 2.5% | |||
$ 6,041,343 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $6,041,464; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $4,018,033, U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $2,144,176 | $ 6,041,343 | |
Total Short-Term Investments (cost $6,041,343) | $ 6,041,343 | ||
Total Investments (cost $195,880,916) | 99.2% | $ 243,495,710 | |
Other Assets and Liabilities | 0.8% | 1,909,346 | |
Total Net Assets | 100.0% | $ 245,405,056 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
* | Non-income producing. |
(1) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 571,800 | $ — | $ — |
(3) | Investment valued using significant unobservable inputs. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
39 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 21,775,760 | $ 21,775,760 | $ — | $ — | ||||
Capital Goods | 20,300,474 | 20,300,474 | — | — | ||||
Commercial & Professional Services | 2,668,039 | 2,668,039 | — | — | ||||
Consumer Services | 8,013,778 | 8,013,778 | — | — | ||||
Diversified Financials | 7,373,346 | 7,373,346 | — | — | ||||
Energy | 12,478,866 | 12,478,866 | — | — | ||||
Food & Staples Retailing | 3,307,991 | 3,307,991 | — | — | ||||
Food, Beverage & Tobacco | 11,133,743 | 11,133,743 | — | — | ||||
Health Care Equipment & Services | 26,482,898 | 26,482,898 | — | — | ||||
Household & Personal Products | 3,494,449 | 3,494,449 | — | — | ||||
Insurance | 21,615,276 | 21,615,276 | — | — | ||||
Materials | 9,381,594 | 9,381,594 | — | — | ||||
Media & Entertainment | 6,971,123 | 6,971,123 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 18,011,878 | 18,011,878 | — | — | ||||
Real Estate | 10,741,192 | 10,741,192 | — | — | ||||
Retailing | 7,178,795 | 7,178,795 | — | — | ||||
Semiconductors & Semiconductor Equipment | 9,470,949 | 9,470,949 | — | — | ||||
Software & Services | 11,344,301 | 11,344,301 | — | — | ||||
Technology Hardware & Equipment | 3,818,677 | 3,818,677 | — | — | ||||
Telecommunication Services | 4,897,058 | 4,897,058 | — | — | ||||
Transportation | 4,062,164 | 4,062,164 | — | — | ||||
Utilities | 12,932,016 | 12,932,016 | — | — | ||||
Short-Term Investments | 6,041,343 | — | 6,041,343 | — | ||||
Total | $ 243,495,710 | $ 237,454,367 | $ 6,041,343 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
40 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% | |||
Automobiles & Components - 2.4% | |||
62,949 | Fox Factory Holding Corp.* | $ 5,154,264 | |
76,588 | Patrick Industries, Inc. | 4,767,603 | |
58,132 | Thor Industries, Inc. | 4,450,005 | |
14,371,872 | |||
Banks - 2.8% | |||
357,819 | MGIC Investment Corp. | 4,673,116 | |
105,082 | Synovus Financial Corp. | 4,365,106 | |
60,359 | Triumph Bancorp, Inc.* | 4,191,329 | |
43,739 | Western Alliance Bancorp | 3,328,976 | |
16,558,527 | |||
Capital Goods - 11.0% | |||
79,423 | Altra Industrial Motion Corp. | 3,097,497 | |
75,175 | Applied Industrial Technologies, Inc. | 7,870,071 | |
49,770 | Armstrong World Industries, Inc. | 4,213,528 | |
34,813 | Boise Cascade Co. | 2,631,167 | |
45,755 | Chart Industries, Inc.* | 7,724,359 | |
35,129 | Curtiss-Wright Corp. | 5,020,285 | |
173,793 | Hydrofarm Holdings Group, Inc.* | 1,659,723 | |
61,589 | ITT, Inc. | 4,324,780 | |
56,858 | John Bean Technologies Corp. | 6,702,990 | |
93,746 | SPX Corp.* | 3,927,957 | |
316,813 | WillScot Mobile Mini Holdings Corp.* | 11,120,136 | |
227,531 | Zurn Water Solutions Corp. | 7,103,518 | |
65,396,011 | |||
Commercial & Professional Services - 6.9% | |||
79,775 | ASGN, Inc.* | 9,050,474 | |
26,991 | CACI International, Inc. Class A* | 7,160,712 | |
55,697 | Casella Waste Systems, Inc. Class A* | 4,580,521 | |
34,344 | Clean Harbors, Inc.* | 3,603,716 | |
45,363 | Exponent, Inc. | 4,346,229 | |
54,335 | Insperity, Inc. | 5,762,227 | |
48,428 | Tetra Tech, Inc. | 6,745,052 | |
41,248,931 | |||
Consumer Durables & Apparel - 4.0% | |||
62,575 | Crocs, Inc.* | 4,156,857 | |
15,127 | Deckers Outdoor Corp.* | 4,020,000 | |
51,979 | PVH Corp. | 3,783,032 | |
27,086 | TopBuild Corp.* | 4,906,358 | |
266,973 | Under Armour, Inc. Class C* | 3,788,347 | |
59,843 | YETI Holdings, Inc.* | 2,924,527 | |
23,579,121 | |||
Consumer Services - 5.5% | |||
144,850 | BJ's Restaurants, Inc.* | 4,025,382 | |
26,735 | Churchill Downs, Inc. | 5,425,601 | |
329,919 | GAN Ltd.* | 1,230,598 | |
306,073 | Mister Car Wash, Inc.* | 4,407,451 | |
92,275 | Penn National Gaming, Inc.* | 3,374,497 | |
99,721 | Texas Roadhouse, Inc. | 8,210,030 | |
62,336 | Wingstop, Inc. | 5,719,951 | |
32,393,510 | |||
Diversified Financials - 1.7% | |||
110,368 | OneMain Holdings, Inc. | 5,069,202 | |
77,342 | Stifel Financial Corp. | 4,783,603 | |
9,852,805 | |||
Energy - 2.4% | |||
232,919 | Magnolia Oil & Gas Corp. Class A | 5,413,037 | |
105,419 | Ovintiv, Inc. | 5,396,399 | |
46,243 | PDC Energy, Inc. | 3,224,987 | |
14,034,423 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Food & Staples Retailing - 1.4% | |||
173,879 | Performance Food Group Co.* | $ 8,563,541 | |
Food, Beverage & Tobacco - 3.5% | |||
6,576 | Boston Beer Co., Inc. Class A* | 2,466,000 | |
49,687 | Freshpet, Inc.* | 4,638,281 | |
33,027 | Lancaster Colony Corp. | 5,125,130 | |
103,694 | Simply Good Foods Co.* | 4,318,855 | |
286,778 | Sovos Brands, Inc.* | 4,330,348 | |
20,878,614 | |||
Health Care Equipment & Services - 10.7% | |||
16,751 | Amedisys, Inc.* | 2,138,265 | |
55,970 | AtriCure, Inc.* | 2,906,522 | |
165,659 | Covetrus, Inc.* | 2,286,094 | |
69,076 | Glaukos Corp.* | 3,266,604 | |
80,372 | Globus Medical, Inc. Class A* | 5,322,234 | |
108,082 | Health Catalyst, Inc.* | 1,798,484 | |
48,774 | Inari Medical, Inc.* | 3,936,062 | |
91,157 | Integra LifeSciences Holdings Corp.* | 5,575,162 | |
40,014 | LHC Group, Inc.* | 6,636,322 | |
19,363 | ModivCare, Inc.* | 2,013,171 | |
38,745 | Nevro Corp.* | 2,390,179 | |
53,752 | Omnicell, Inc.* | 5,868,106 | |
158,244 | Owens & Minor, Inc. | 5,616,080 | |
416,423 | R1 RCM, Inc.* | 9,377,846 | |
42,816 | Tandem Diabetes Care, Inc.* | 4,130,888 | |
63,262,019 | |||
Household & Personal Products - 0.5% | |||
211,685 | Beauty Health Co.* | 2,773,074 | |
Insurance - 0.4% | |||
96,855 | James River Group Holdings Ltd. | 2,296,432 | |
Materials - 2.8% | |||
217,603 | Axalta Coating Systems Ltd.* | 5,520,588 | |
38,441 | Ingevity Corp.* | 2,302,616 | |
174,160 | Livent Corp.* | 3,720,057 | |
42,492 | Louisiana-Pacific Corp. | 2,741,584 | |
162,838 | Ranpak Holdings Corp.* | 2,455,597 | |
16,740,442 | |||
Media & Entertainment - 2.1% | |||
129,236 | Bumble, Inc. Class A* | 3,100,372 | |
90,817 | Cardlytics, Inc.* | 3,099,584 | |
71,837 | Ziff Davis, Inc.*(1) | 6,347,517 | |
12,547,473 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.0% | |||
193,455 | Aclaris Therapeutics, Inc.* | 2,383,366 | |
147,841 | Akero Therapeutics, Inc.* | 1,550,852 | |
58,504 | ALX Oncology Holdings, Inc.* | 747,681 | |
82,266 | Apellis Pharmaceuticals, Inc.* | 3,581,039 | |
27,731 | Arrowhead Pharmaceuticals, Inc.* | 1,140,021 | |
59,193 | Arvinas, Inc.* | 3,253,839 | |
101,452 | Avidity Biosciences, Inc.* | 1,450,764 | |
22,627 | Biohaven Pharmaceutical Holding Co., Ltd.* | 2,017,650 | |
59,850 | Blueprint Medicines Corp.* | 3,492,247 | |
123,025 | Celldex Therapeutics, Inc.* | 3,758,414 | |
121,332 | Cytokinetics, Inc.* | 4,837,507 | |
30,333 | Fate Therapeutics, Inc.* | 866,310 | |
17,800 | Harmony Biosciences Holdings, Inc.* | 801,712 | |
226,798 | Heron Therapeutics, Inc.*(1) | 1,025,127 | |
416,527 | ImmunoGen, Inc.* | 2,011,825 | |
35,759 | Intellia Therapeutics, Inc.* | 1,753,264 | |
127,383 | KalVista Pharmaceuticals, Inc.* | 1,621,586 | |
66,013 | Kymera Therapeutics, Inc.* | 2,069,507 |
41 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.0% - (continued) | |||
19,639 | Mirati Therapeutics, Inc.* | $ 1,213,494 | |
57,846 | Morphic Holding, Inc.* | 1,753,312 | |
96,080 | NanoString Technologies, Inc.* | 1,804,382 | |
21,264 | Neurocrine Biosciences, Inc.* | 1,914,398 | |
55,745 | Pacira BioSciences, Inc.* | 4,156,905 | |
100,001 | PTC Therapeutics, Inc.* | 3,533,035 | |
96,496 | Revolution Medicines, Inc.* | 1,927,025 | |
99,175 | Stoke Therapeutics, Inc.* | 1,432,087 | |
146,301 | Syndax Pharmaceuticals, Inc.* | 2,453,468 | |
47,853 | Turning Point Therapeutics, Inc.* | 1,408,792 | |
31,040 | Ultragenyx Pharmaceutical, Inc.* | 2,194,218 | |
11,016 | United Therapeutics Corp.* | 1,956,001 | |
67,410 | Veracyte, Inc.* | 1,379,883 | |
65,489,711 | |||
Real Estate - 5.6% | |||
211,903 | Essential Properties Realty Trust, Inc. REIT | 5,085,672 | |
256,701 | Independence Realty Trust, Inc. REIT | 6,997,669 | |
121,342 | Phillips Edison & Co., Inc. REIT | 4,108,640 | |
35,514 | PS Business Parks, Inc. REIT | 6,648,221 | |
50,539 | Rexford Industrial Realty, Inc. REIT | 3,944,064 | |
70,474 | Ryman Hospitality Properties, Inc. REIT* | 6,587,909 | |
33,372,175 | |||
Retailing - 1.5% | |||
94,899 | Ollie's Bargain Outlet Holdings, Inc.* | 4,559,897 | |
57,576 | Shutterstock, Inc. | 4,359,655 | |
8,919,552 | |||
Semiconductors & Semiconductor Equipment - 4.7% | |||
84,340 | Axcelis Technologies, Inc.* | 4,592,313 | |
50,905 | Cirrus Logic, Inc.* | 3,858,599 | |
121,111 | Lattice Semiconductor Corp.* | 5,818,172 | |
18,606 | MKS Instruments, Inc. | 2,120,712 | |
83,275 | Power Integrations, Inc. | 6,662,000 | |
32,657 | Synaptics, Inc.* | 4,847,605 | |
27,899,401 | |||
Software & Services - 15.4% | |||
67,449 | Alarm.com Holdings, Inc.* | 4,119,785 | |
71,047 | Blackbaud, Inc.* | 4,121,437 | |
46,214 | Concentrix Corp. | 7,277,781 | |
44,305 | Consensus Cloud Solutions, Inc.* | 2,335,760 | |
111,234 | Digital Turbine, Inc.* | 3,520,556 | |
86,326 | DigitalOcean Holdings, Inc.* | 3,403,834 | |
49,535 | ExlService Holdings, Inc.* | 6,744,190 | |
27,533 | Five9, Inc.* | 3,031,383 | |
61,386 | LiveRamp Holdings, Inc.* | 1,922,610 | |
42,684 | Manhattan Associates, Inc.* | 5,572,396 | |
223,974 | Olo, Inc. Class A* | 2,394,282 | |
75,007 | Perficient, Inc.* | 7,456,446 | |
48,764 | Q2 Holdings, Inc.* | 2,522,562 | |
75,072 | Rapid7, Inc.* | 7,170,877 | |
280,576 | Repay Holdings Corp.* | 3,754,107 | |
82,632 | Shift4 Payments, Inc. Class A* | 4,334,875 | |
65,148 | Sprout Social, Inc. Class A* | 3,992,269 | |
137,253 | Varonis Systems, Inc.* | 5,929,330 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.7% - (continued) | |||
Software & Services - 15.4% - (continued) | |||
129,140 | Veritone, Inc.*(1) | $ 1,398,586 | |
454,209 | Verra Mobility Corp.* | 6,372,552 | |
38,846 | Workiva, Inc.* | 3,749,027 | |
91,124,645 | |||
Technology Hardware & Equipment - 3.4% | |||
44,690 | Fabrinet * | 4,388,111 | |
97,733 | II-VI, Inc.*(1) | 5,982,237 | |
51,378 | Insight Enterprises, Inc.* | 5,105,432 | |
61,191 | Lumentum Holdings, Inc.* | 4,969,321 | |
20,445,101 | |||
Total Common Stocks (cost $523,092,365) | $ 591,747,380 | ||
SHORT-TERM INVESTMENTS - 0.8% | |||
Repurchase Agreements - 0.4% | |||
$ 2,080,061 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $2,080,103; collateralized by U.S. Treasury Bond at 4.500%, maturing 05/15/2038, with a market value of $2,121,675 | $ 2,080,061 | |
Securities Lending Collateral - 0.4% | |||
775,965 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 775,965 | |
1,882,333 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 1,882,333 | |
2,658,298 | |||
Total Short-Term Investments (cost $4,738,359) | $ 4,738,359 | ||
Total Investments (cost $527,830,724) | 100.5% | $ 596,485,739 | |
Other Assets and Liabilities | (0.5)% | (2,862,008) | |
Total Net Assets | 100.0% | $ 593,623,731 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
42 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 14,371,872 | $ 14,371,872 | $ — | $ — | ||||
Banks | 16,558,527 | 16,558,527 | — | — | ||||
Capital Goods | 65,396,011 | 65,396,011 | — | — | ||||
Commercial & Professional Services | 41,248,931 | 41,248,931 | — | — | ||||
Consumer Durables & Apparel | 23,579,121 | 23,579,121 | — | — | ||||
Consumer Services | 32,393,510 | 32,393,510 | — | — | ||||
Diversified Financials | 9,852,805 | 9,852,805 | — | — | ||||
Energy | 14,034,423 | 14,034,423 | — | — | ||||
Food & Staples Retailing | 8,563,541 | 8,563,541 | — | — | ||||
Food, Beverage & Tobacco | 20,878,614 | 20,878,614 | — | — | ||||
Health Care Equipment & Services | 63,262,019 | 63,262,019 | — | — | ||||
Household & Personal Products | 2,773,074 | 2,773,074 | — | — | ||||
Insurance | 2,296,432 | 2,296,432 | — | — | ||||
Materials | 16,740,442 | 16,740,442 | — | — | ||||
Media & Entertainment | 12,547,473 | 12,547,473 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 65,489,711 | 65,489,711 | — | — | ||||
Real Estate | 33,372,175 | 33,372,175 | — | — | ||||
Retailing | 8,919,552 | 8,919,552 | — | — | ||||
Semiconductors & Semiconductor Equipment | 27,899,401 | 27,899,401 | — | — | ||||
Software & Services | 91,124,645 | 91,124,645 | — | — | ||||
Technology Hardware & Equipment | 20,445,101 | 20,445,101 | — | — | ||||
Short-Term Investments | 4,738,359 | 2,658,298 | 2,080,061 | — | ||||
Total | $ 596,485,739 | $ 594,405,678 | $ 2,080,061 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
43 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% | |||
Banks - 19.7% | |||
66,547 | Bank OZK | $ 2,556,736 | |
105,949 | Berkshire Hills Bancorp, Inc. | 2,621,178 | |
99,985 | Cadence Bank | 2,503,624 | |
25,003 | Federal Agricultural Mortgage Corp. Class C | 2,561,057 | |
86,309 | First Hawaiian, Inc. | 2,037,756 | |
89,273 | First Interstate BancSystem, Inc. Class A | 2,903,158 | |
194,757 | FNB Corp. | 2,243,601 | |
130,552 | Home BancShares, Inc. | 2,822,534 | |
80,029 | Pacific Premier Bancorp, Inc. | 2,509,710 | |
146,347 | Radian Group, Inc. | 3,130,362 | |
65,344 | Sandy Spring Bancorp, Inc. | 2,566,059 | |
28,455,775 | |||
Capital Goods - 10.2% | |||
60,990 | Air Lease Corp. | 2,456,677 | |
34,892 | EnerSys | 2,284,030 | |
82,414 | Kennametal, Inc. | 2,120,512 | |
33,538 | McGrath Rent Corp. | 2,799,082 | |
80,860 | nVent Electric plc | 2,731,451 | |
197,936 | REV Group, Inc. | 2,359,397 | |
14,751,149 | |||
Commercial & Professional Services - 10.9% | |||
193,253 | BrightView Holdings, Inc.* | 2,446,583 | |
164,870 | CoreCivic, Inc. REIT* | 2,049,334 | |
75,046 | Deluxe Corp. | 2,032,246 | |
67,828 | Herman Miller, Inc. | 2,152,182 | |
34,240 | Kforce, Inc. | 2,398,512 | |
93,254 | Loomis AB | 2,323,492 | |
28,941 | Science Applications International Corp. | 2,408,759 | |
15,811,108 | |||
Consumer Durables & Apparel - 5.6% | |||
26,929 | Carter's, Inc. | 2,268,499 | |
44,715 | Kontoor Brands, Inc. | 1,776,527 | |
52,427 | Steven Madden Ltd. | 2,152,652 | |
28,920 | Sturm Ruger & Co., Inc. | 1,970,898 | |
8,168,576 | |||
Consumer Services - 2.9% | |||
67,205 | Adtalem Global Education, Inc.* | 1,969,779 | |
85,401 | H&R Block, Inc. | 2,226,404 | |
4,196,183 | |||
Diversified Financials - 8.1% | |||
184,203 | Greenhill & Co., Inc. | 2,230,698 | |
125,010 | Navient Corp. | 1,986,409 | |
237,625 | New Residential Investment Corp. REIT | 2,471,300 | |
64,699 | PRA Group, Inc.* | 2,719,299 | |
87,863 | PROG Holdings, Inc.* | 2,325,734 | |
11,733,440 | |||
Energy - 3.0% | |||
115,329 | ChampionX Corp. | 2,433,442 | |
92,109 | DMC Global, Inc.* | 1,841,259 | |
4,274,701 | |||
Health Care Equipment & Services - 5.7% | |||
151,867 | NextGen Healthcare, Inc.* | 2,862,693 | |
52,699 | NuVasive, Inc.* | 2,710,837 | |
73,392 | Premier, Inc. Class A | 2,657,524 | |
8,231,054 | |||
Household & Personal Products - 4.6% | |||
62,172 | Edgewell Personal Care Co. | 2,371,240 | |
78,304 | Energizer Holdings, Inc. | 2,371,828 | |
10,490 | Medifast, Inc. | 1,870,997 | |
6,614,065 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Insurance - 6.0% | |||
45,460 | Kemper Corp. | $ 2,098,434 | |
349,567 | Lancashire Holdings Ltd. | 1,852,667 | |
111,276 | ProAssurance Corp. | 2,734,051 | |
313,759 | Siriuspoint Ltd.* | 1,970,406 | |
8,655,558 | |||
Materials - 3.2% | |||
37,118 | Compass Minerals International, Inc. | 2,194,787 | |
97,591 | Schweitzer-Mauduit International, Inc. | 2,455,390 | |
4,650,177 | |||
Real Estate - 3.5% | |||
111,642 | Pebblebrook Hotel Trust REIT | 2,726,298 | |
143,583 | Piedmont Office Realty Trust, Inc. Class A, REIT | 2,311,686 | |
5,037,984 | |||
Retailing - 1.8% | |||
58,141 | Monro, Inc. | 2,658,788 | |
Semiconductors & Semiconductor Equipment - 5.1% | |||
74,294 | Ichor Holdings Ltd.* | 2,162,698 | |
109,766 | Rambus, Inc.* | 2,734,271 | |
32,013 | Silicon Motion Technology Corp. ADR | 2,430,747 | |
7,327,716 | |||
Software & Services - 4.6% | |||
43,799 | CSG Systems International, Inc. | 2,692,324 | |
33,703 | InterDigital, Inc. | 1,916,016 | |
132,721 | Xperi Holding Corp. | 2,070,448 | |
6,678,788 | |||
Technology Hardware & Equipment - 1.9% | |||
68,015 | Plantronics, Inc.* | 2,711,078 | |
Utilities - 1.7% | |||
52,950 | Portland General Electric Co. | 2,506,123 | |
Total Common Stocks (cost $132,839,197) | $ 142,462,263 | ||
SHORT-TERM INVESTMENTS - 1.0% | |||
Repurchase Agreements - 1.0% | |||
$ 1,453,532 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $1,453,561 ; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $ 1,482,659 | $ 1,453,532 | |
Total Short-Term Investments (cost $1,453,532) | $ 1,453,532 | ||
Total Investments (cost $134,292,729) | 99.5% | $ 143,915,795 | |
Other Assets and Liabilities | 0.5% | 655,764 | |
Total Net Assets | 100.0% | $ 144,571,559 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
44 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 28,455,775 | $ 28,455,775 | $ — | $ — | ||||
Capital Goods | 14,751,149 | 14,751,149 | — | — | ||||
Commercial & Professional Services | 15,811,108 | 13,487,616 | 2,323,492 | — | ||||
Consumer Durables & Apparel | 8,168,576 | 8,168,576 | — | — | ||||
Consumer Services | 4,196,183 | 4,196,183 | — | — | ||||
Diversified Financials | 11,733,440 | 11,733,440 | — | — | ||||
Energy | 4,274,701 | 4,274,701 | — | — | ||||
Health Care Equipment & Services | 8,231,054 | 8,231,054 | — | — | ||||
Household & Personal Products | 6,614,065 | 6,614,065 | — | — | ||||
Insurance | 8,655,558 | 6,802,891 | 1,852,667 | — | ||||
Materials | 4,650,177 | 4,650,177 | — | — | ||||
Real Estate | 5,037,984 | 5,037,984 | — | — | ||||
Retailing | 2,658,788 | 2,658,788 | — | — | ||||
Semiconductors & Semiconductor Equipment | 7,327,716 | 7,327,716 | — | — | ||||
Software & Services | 6,678,788 | 6,678,788 | — | — | ||||
Technology Hardware & Equipment | 2,711,078 | 2,711,078 | — | — | ||||
Utilities | 2,506,123 | 2,506,123 | — | — | ||||
Short-Term Investments | 1,453,532 | — | 1,453,532 | — | ||||
Total | $ 143,915,795 | $ 138,286,104 | $ 5,629,691 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
45 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% | |||
Banks - 1.7% | |||
153,257 | Ameris Bancorp | $ 6,390,817 | |
136,520 | Synovus Financial Corp. | 5,671,041 | |
12,061,858 | |||
Capital Goods - 14.3% | |||
55,327 | Acuity Brands, Inc. | 9,542,801 | |
201,070 | Applied Industrial Technologies, Inc. | 21,050,018 | |
23,003 | Chart Industries, Inc.* | 3,883,367 | |
79,285 | Curtiss-Wright Corp. | 11,330,619 | |
99,706 | Esab Corp.* | 4,686,182 | |
416,427 | Fluor Corp.* | 10,306,568 | |
103,049 | Helios Technologies, Inc. | 6,922,832 | |
107,713 | Kornit Digital Ltd.* | 7,162,915 | |
77,543 | Middleby Corp.* | 11,933,092 | |
71,363 | WESCO International, Inc.* | 8,796,204 | |
185,079 | Zurn Water Solutions Corp. | 5,778,166 | |
101,392,764 | |||
Commercial & Professional Services - 1.4% | |||
112,201 | TriNet Group, Inc.* | 9,952,229 | |
Consumer Durables & Apparel - 2.2% | |||
92,690 | Crocs, Inc.* | 6,157,397 | |
178,541 | Skyline Champion Corp.* | 9,112,732 | |
15,270,129 | |||
Consumer Services - 4.0% | |||
129,161 | Boyd Gaming Corp. | 7,824,573 | |
204,784 | Chegg, Inc.* | 5,066,356 | |
477,750 | Mister Car Wash, Inc.* | 6,879,600 | |
96,348 | Wingstop, Inc. | 8,840,893 | |
28,611,422 | |||
Diversified Financials - 0.8% | |||
147,940 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 5,916,121 | |
Energy - 4.7% | |||
162,560 | Cactus, Inc. Class A | 8,116,621 | |
166,819 | Chesapeake Energy Corp. | 13,682,494 | |
388,724 | Magnolia Oil & Gas Corp. Class A | 9,033,946 | |
39,334 | PDC Energy, Inc. | 2,743,153 | |
33,576,214 | |||
Food, Beverage & Tobacco - 0.9% | |||
65,789 | Freshpet, Inc.* | 6,141,403 | |
Health Care Equipment & Services - 11.9% | |||
99,706 | Enovis Corp.* | 6,467,928 | |
111,590 | Globus Medical, Inc. Class A* | 7,389,490 | |
108,194 | Health Catalyst, Inc.* | 1,800,348 | |
95,926 | Inari Medical, Inc.* | 7,741,228 | |
74,464 | Inspire Medical Systems, Inc.* | 15,321,713 | |
158,707 | Integra LifeSciences Holdings Corp.* | 9,706,520 | |
65,669 | LHC Group, Inc.* | 10,891,204 | |
182,661 | Owens & Minor, Inc. | 6,482,639 | |
536,042 | R1 RCM, Inc.* | 12,071,666 | |
62,638 | Tandem Diabetes Care, Inc.* | 6,043,314 | |
83,916,050 | |||
Household & Personal Products - 1.1% | |||
306,233 | elf Beauty, Inc.* | 7,450,649 | |
Materials - 1.8% | |||
189,613 | Cabot Corp. | 12,486,016 | |
Media & Entertainment - 4.1% | |||
105,902 | Cardlytics, Inc.* | 3,614,435 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% - (continued) | |||
Media & Entertainment - 4.1% - (continued) | |||
383,917 | Cargurus, Inc.* | $ 12,546,407 | |
193,531 | Criteo S.A. ADR* | 4,795,698 | |
95,360 | Ziff Davis, Inc.* | 8,426,010 | |
29,382,550 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.6% | |||
225,754 | Aclaris Therapeutics, Inc.* | 2,781,289 | |
259,023 | Amicus Therapeutics, Inc.* | 1,833,883 | |
101,626 | Apellis Pharmaceuticals, Inc.* | 4,423,780 | |
41,167 | Ascendis Pharma A/S ADR* | 3,757,312 | |
45,511 | Blueprint Medicines Corp.* | 2,655,567 | |
131,728 | Celldex Therapeutics, Inc.* | 4,024,290 | |
72,705 | Crinetics Pharmaceuticals, Inc.* | 1,477,366 | |
130,112 | Cytokinetics, Inc.* | 5,187,566 | |
70,470 | Fate Therapeutics, Inc.* | 2,012,623 | |
70,378 | Intellia Therapeutics, Inc.* | 3,450,633 | |
67,015 | Intra-Cellular Therapies, Inc.* | 3,391,629 | |
25,148 | Karuna Therapeutics, Inc.* | 2,802,996 | |
85,529 | Kymera Therapeutics, Inc.* | 2,681,334 | |
27,191 | Madrigal Pharmaceuticals, Inc.* | 1,903,370 | |
183,353 | Myovant Sciences Ltd.*(1) | 1,707,017 | |
91,375 | NanoString Technologies, Inc.* | 1,716,023 | |
50,365 | Pacira BioSciences, Inc.* | 3,755,718 | |
119,546 | PTC Therapeutics, Inc.* | 4,223,560 | |
50,903 | RAPT Therapeutics, Inc.* | 770,162 | |
105,157 | Revolution Medicines, Inc.* | 2,099,985 | |
90,974 | Rocket Pharmaceuticals, Inc.* | 935,213 | |
71,439 | Turning Point Therapeutics, Inc.* | 2,103,164 | |
50,641 | Veracyte, Inc.* | 1,036,621 | |
60,731,101 | |||
Real Estate - 6.1% | |||
293,804 | Essential Properties Realty Trust, Inc. REIT | 7,051,296 | |
383,245 | Independence Realty Trust, Inc. REIT | 10,447,259 | |
363,229 | Pebblebrook Hotel Trust REIT | 8,870,052 | |
200,579 | Phillips Edison & Co., Inc. REIT | 6,791,605 | |
103,548 | Ryman Hospitality Properties, Inc. REIT* | 9,679,667 | |
42,839,879 | |||
Retailing - 4.3% | |||
3,136,600 | Allstar Co.(2)(3)(4)(5) | — | |
53,188 | Floor & Decor Holdings, Inc. Class A* | 4,240,147 | |
258,408 | National Vision Holdings, Inc.* | 9,729,061 | |
223,965 | Revolve Group, Inc.* | 9,464,761 | |
79,098 | Shutterstock, Inc. | 5,989,301 | |
26,907 | Tory Burch LLC(3)(4)(5) | 1,095,402 | |
30,518,672 | |||
Semiconductors & Semiconductor Equipment - 2.7% | |||
43,195 | Ambarella, Inc.* | 3,545,445 | |
44,252 | MKS Instruments, Inc. | 5,043,843 | |
71,327 | Synaptics, Inc.* | 10,587,780 | |
19,177,068 | |||
Software & Services - 17.8% | |||
60,324 | Concentrix Corp. | 9,499,824 | |
279,729 | Digital Turbine, Inc.* | 8,853,423 | |
114,663 | Five9, Inc.* | 12,624,396 | |
436,480 | Jamf Holding Corp.*(1) | 13,443,584 | |
167,687 | LiveRamp Holdings, Inc.* | 5,251,957 | |
50,841 | Manhattan Associates, Inc.* | 6,637,293 | |
112,708 | New Relic, Inc.* | 7,131,035 | |
472,890 | Olo, Inc. Class A* | 5,055,194 | |
102,471 | Perficient, Inc.* | 10,186,642 | |
145,699 | Rapid7, Inc.* | 13,917,168 | |
360,535 | Repay Holdings Corp.* | 4,823,958 |
46 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.1% - (continued) | |||
Software & Services - 17.8% - (continued) | |||
104,152 | Shift4 Payments, Inc. Class A* | $ 5,463,814 | |
277,377 | Varonis Systems, Inc.* | 11,982,687 | |
813,251 | Verra Mobility Corp.* | 11,409,912 | |
126,280,887 | |||
Technology Hardware & Equipment - 4.7% | |||
324,452 | Calix, Inc.* | 12,948,879 | |
211,927 | II-VI, Inc.* | 12,972,052 | |
57,481 | Novanta, Inc.* | 7,397,805 | |
33,318,736 | |||
Total Common Stocks (cost $708,748,097) | $ 659,023,748 | ||
EXCHANGE-TRADED FUNDS - 1.7% | |||
Other Investment Pools & Funds - 1.7% | |||
53,645 | iShares Russell 2000 Growth ETF (1) | $ 12,048,130 | |
Total Exchange-Traded Funds (cost $13,476,865) | $ 12,048,130 | ||
Total Long-Term Investments (Cost $722,224,962) | $ 671,071,878 | ||
SHORT-TERM INVESTMENTS - 5.8% | |||
Repurchase Agreements - 4.2% | |||
$ 29,341,893 | Fixed Income Clearing Corp. Repurchase Agreement dated 04/29/2022 at 0.240%, due on 05/02/2022 with a maturity value of $29,342,480; collateralized by U.S. Treasury Inflation Index Government Bond at 2.125%, maturing 02/15/2041, with a market value of $29,928,850 | $ 29,341,893 | |
Securities Lending Collateral - 1.6% | |||
3,344,560 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(6) | 3,344,560 | |
8,113,215 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(6) | 8,113,215 | |
11,457,775 | |||
Total Short-Term Investments (cost $40,799,668) | $ 40,799,668 | ||
Total Investments (cost $763,024,630) | 100.6% | $ 711,871,546 | |
Other Assets and Liabilities | (0.6)% | (4,163,390) | |
Total Net Assets | 100.0% | $ 707,708,156 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $1,095,402, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,095,402 or 0.2% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
08/2011 | Allstar Co. | 3,136,600 | $ — | $ — | ||||
11/2013 | Tory Burch LLC | 26,907 | 2,108,912 | 1,095,402 | ||||
$ 2,108,912 | $ 1,095,402 |
(5) | Investment valued using significant unobservable inputs. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
47 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 12,061,858 | $ 12,061,858 | $ — | $ — | ||||
Capital Goods | 101,392,764 | 101,392,764 | — | — | ||||
Commercial & Professional Services | 9,952,229 | 9,952,229 | — | — | ||||
Consumer Durables & Apparel | 15,270,129 | 15,270,129 | — | — | ||||
Consumer Services | 28,611,422 | 28,611,422 | — | — | ||||
Diversified Financials | 5,916,121 | 5,916,121 | — | — | ||||
Energy | 33,576,214 | 33,576,214 | — | — | ||||
Food, Beverage & Tobacco | 6,141,403 | 6,141,403 | — | — | ||||
Health Care Equipment & Services | 83,916,050 | 83,916,050 | — | — | ||||
Household & Personal Products | 7,450,649 | 7,450,649 | — | — | ||||
Materials | 12,486,016 | 12,486,016 | — | — | ||||
Media & Entertainment | 29,382,550 | 29,382,550 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 60,731,101 | 60,731,101 | — | — | ||||
Real Estate | 42,839,879 | 42,839,879 | — | — | ||||
Retailing | 30,518,672 | 29,423,270 | — | 1,095,402 | ||||
Semiconductors & Semiconductor Equipment | 19,177,068 | 19,177,068 | — | — | ||||
Software & Services | 126,280,887 | 126,280,887 | — | — | ||||
Technology Hardware & Equipment | 33,318,736 | 33,318,736 | — | — | ||||
Exchange-Traded Funds | 12,048,130 | 12,048,130 | — | — | ||||
Short-Term Investments | 40,799,668 | 11,457,775 | 29,341,893 | — | ||||
Total | $ 711,871,546 | $ 681,434,251 | $ 29,341,893 | $ 1,095,402 |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
48 |
Counterparty Abbreviations: | |
SSG | State Street Global Markets LLC |
Currency Abbreviations: | |
JPY | Japan Yen |
USD | United States Dollar |
Other Abbreviations: | |
ADR | American Depositary Receipt |
ETF | Exchange-Traded Fund |
REIT | Real Estate Investment Trust |
49 |
April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 6,362,103,458 | $ 10,697,515,777 | $ 14,935,600,162 | $ 4,670,445,807 | $ 5,117,145,653 | $ 1,371,924,637 | |||||
Repurchase agreements | 91,914,751 | 127,199,073 | 484,545,006 | 122,953,771 | 97,425,283 | 11,576,268 | |||||
Cash | 22,343,476 | 30,915,068 | 117,769,650 | 29,882,208 | 23,679,317 | 2,813,964 | |||||
Cash collateral held for securities on loan | 1,032,343 | — | — | 16,425 | 558,001 | 185,658 | |||||
Foreign currency | 1,222 | — | — | 605,607 | — | 385,596 | |||||
Receivables: | |||||||||||
Investment securities sold | 5,435,503 | — | — | 4,359,976 | 9,276,872 | 4,844,390 | |||||
Fund shares sold | 1,130,119 | 19,060,567 | 56,952,660 | 7,817,629 | 5,631,211 | 946,712 | |||||
Dividends and interest | 3,620,461 | 9,735,398 | 14,948,697 | 5,100,556 | 665,521 | 1,185,753 | |||||
Securities lending income | 5,334 | 38 | 40 | 3,124 | 2,260 | 15,804 | |||||
Variation margin on futures contracts | 1,371,137 | — | — | — | — | — | |||||
Tax reclaims | 531,452 | — | 3,581,425 | 2,604,093 | 55,282 | 296,667 | |||||
Other assets | 126,003 | 209,362 | 401,048 | 135,368 | 154,838 | 90,588 | |||||
Total assets | 6,489,615,259 | 10,884,635,283 | 15,613,798,688 | 4,843,924,564 | 5,254,594,238 | 1,394,266,037 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | — | — | — | — | — | 1,041 | |||||
Obligation to return securities lending collateral | 20,646,850 | — | — | 328,500 | 11,160,022 | 3,713,169 | |||||
Payables: | |||||||||||
Investment securities purchased | 10,619,326 | 22,037,413 | — | 2,123,488 | — | 4,498,678 | |||||
Fund shares redeemed | 3,923,854 | 11,519,554 | 14,758,476 | 3,646,463 | 7,261,328 | 1,267,959 | |||||
Investment management fees | 3,759,727 | 3,152,434 | 7,949,457 | 2,522,666 | 3,429,029 | 1,046,743 | |||||
Transfer agent fees | 1,623,917 | 1,890,220 | 1,975,526 | 794,410 | 1,506,753 | 451,941 | |||||
Accounting services fees | 267,546 | 418,942 | 469,189 | 169,307 | 278,908 | 68,500 | |||||
Board of Directors' fees | 28,934 | 37,169 | 29,468 | 14,488 | 34,728 | 7,048 | |||||
Distribution fees | 181,287 | 132,209 | 194,501 | 87,319 | 113,166 | 41,519 | |||||
Accrued expenses | 257,079 | 263,099 | 294,775 | 169,267 | 126,669 | 72,526 | |||||
Total liabilities | 41,308,520 | 39,451,040 | 25,671,392 | 9,855,908 | 23,910,603 | 11,169,124 | |||||
Net assets | $ 6,448,306,739 | $ 10,845,184,243 | $ 15,588,127,296 | $ 4,834,068,656 | $ 5,230,683,635 | $ 1,383,096,913 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 5,447,315,094 | $ 7,418,912,900 | $ 10,413,767,355 | $ 3,263,393,667 | $ 5,684,618,002 | $ 1,175,966,600 | |||||
Distributable earnings (loss) | 1,000,991,645 | 3,426,271,343 | 5,174,359,941 | 1,570,674,989 | (453,934,367) | 207,130,313 | |||||
Net assets | $ 6,448,306,739 | $ 10,845,184,243 | $ 15,588,127,296 | $ 4,834,068,656 | $ 5,230,683,635 | $ 1,383,096,913 | |||||
Shares authorized | 1,540,000,000 | 825,000,000 | 1,230,000,000 | 675,000,000 | 19,850,000,000 | 485,000,000 | |||||
Par value | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0010 | $ 0.0001 | $ 0.0010 | |||||
Class A: Net asset value per share | $ 36.84 | $ 42.31 | $ 31.87 | $ 22.04 | $ 34.73 | $ 34.48 | |||||
Maximum offering price per share | 38.98 | 44.77 | 33.72 | 23.32 | 36.75 | 36.49 | |||||
Shares outstanding | 129,037,731 | 35,956,018 | 145,041,149 | 83,990,248 | 69,402,630 | 21,182,446 | |||||
Net Assets | $ 4,753,798,492 | $ 1,521,469,470 | $ 4,622,677,196 | $ 1,851,529,896 | $ 2,410,093,852 | $ 730,398,328 | |||||
Class C: Net asset value per share | $ 23.84 | $ 38.15 | $ 30.51 | $ 21.92 | $ 8.78 | $ 24.35 | |||||
Shares outstanding | 4,561,202 | 12,825,783 | 6,207,857 | 6,473,471 | 20,087,206 | 4,151,120 | |||||
Net Assets | $ 108,737,646 | $ 489,343,757 | $ 189,374,219 | $ 141,905,734 | $ 176,333,587 | $ 101,066,360 | |||||
Class I: Net asset value per share | $ 37.12 | $ 42.43 | $ 31.68 | $ 21.88 | $ 38.40 | $ 37.42 | |||||
Shares outstanding | 15,965,146 | 94,655,636 | 118,296,508 | 64,217,427 | 33,675,732 | 9,342,937 | |||||
Net Assets | $ 592,561,389 | $ 4,016,387,292 | $ 3,747,829,610 | $ 1,405,295,967 | $ 1,293,314,682 | $ 349,620,115 | |||||
Class R3: Net asset value per share | $ 42.35 | $ 42.94 | $ 32.43 | $ 22.09 | $ 34.27 | $ 35.33 | |||||
Shares outstanding | 853,145 | 1,492,318 | 1,836,169 | 1,344,788 | 1,058,553 | 718,711 | |||||
Net Assets | $ 36,129,073 | $ 64,080,598 | $ 59,538,052 | $ 29,707,623 | $ 36,273,159 | $ 25,393,496 | |||||
Class R4: Net asset value per share | $ 44.54 | $ 43.74 | $ 32.71 | $ 22.13 | $ 38.45 | $ 38.39 | |||||
Shares outstanding | 679,606 | 4,220,407 | 3,021,695 | 1,937,031 | 1,299,202 | 521,798 | |||||
Net Assets | $ 30,270,994 | $ 184,587,220 | $ 98,838,044 | $ 42,868,299 | $ 49,959,045 | $ 20,032,349 |
50 |
April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Class R5: Net asset value per share | $ 45.72 | $ 42.79 | $ 32.87 | $ 22.27 | $ 42.24 | $ 41.35 | |||||
Shares outstanding | 659,050 | 4,272,883 | 7,950,402 | 3,330,976 | 388,371 | �� | 247,022 | ||||
Net Assets | $ 30,131,283 | $ 182,845,012 | $ 261,308,882 | $ 74,167,215 | $ 16,402,925 | $ 10,214,099 | |||||
Class R6: Net asset value per share | $ 46.09 | $ 42.99 | $ 32.87 | $ 22.33 | $ 43.52 | $ 42.22 | |||||
Shares outstanding | 676,928 | 23,670,272 | 16,752,205 | 3,922,762 | 1,132,613 | 132,129 | |||||
Net Assets | $ 31,198,515 | $ 1,017,689,675 | $ 550,661,317 | $ 87,611,499 | $ 49,294,362 | $ 5,579,039 | |||||
Class Y: Net asset value per share | $ 46.06 | $ 42.97 | $ 32.88 | $ 22.34 | $ 43.40 | $ 42.12 | |||||
Shares outstanding | 2,156,145 | 15,964,047 | 27,407,191 | 5,249,335 | 9,053,613 | 2,444,851 | |||||
Net Assets | $ 99,301,399 | $ 686,039,938 | $ 901,069,620 | $ 117,267,874 | $ 392,949,949 | $ 102,975,314 | |||||
Class F: Net asset value per share | $ 37.11 | $ 42.47 | $ 31.65 | $ 21.88 | $ 38.71 | $ 37.66 | |||||
Shares outstanding | 20,646,265 | 63,171,060 | 162,907,516 | 49,524,900 | 20,824,003 | 1,004,191 | |||||
Net Assets | $ 766,177,948 | $ 2,682,741,281 | $ 5,156,830,356 | $ 1,083,714,549 | $ 806,062,074 | $ 37,817,813 | |||||
Cost of investments | $ 5,920,485,765 | $ 7,703,004,350 | $ 10,677,877,469 | $ 3,487,513,704 | $ 5,960,195,047 | $ 1,170,430,846 | |||||
Cost of foreign currency | $ 1,233 | $ — | $ — | $ 608,737 | $ — | $ 379,366 | |||||
(1) Includes Investment in securities on loan, at market value | $ 19,210,739 | $ — | $ — | $ 320,040 | $ 9,203,673 | $ 5,225,175 |
51 |
April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Assets: | |||||||||||
Investments in securities, at market value(1) | $ 9,190,883,296 | $ 877,564,410 | $ 237,454,367 | $ 594,405,678 | $ 142,462,263 | $ 682,529,653 | |||||
Repurchase agreements | 4,374,897 | 24,658,339 | 6,041,343 | 2,080,061 | 1,453,532 | 29,341,893 | |||||
Investments in affiliated investments, at market value | 40,185,804 | — | — | — | — | — | |||||
Cash | 1,069,499 | 5,992,529 | 1,489,444 | 518,581 | 353,263 | 7,124,586 | |||||
Cash collateral held for securities on loan | 4,971,520 | — | — | 139,910 | — | 603,041 | |||||
Receivables: | |||||||||||
From affiliates | — | — | 2,386 | — | 2,167 | — | |||||
Investment securities sold | 29,728,590 | 2,801,076 | — | 1,253,331 | 872,073 | 3,923,453 | |||||
Fund shares sold | 9,465,842 | 2,028,467 | 313,035 | 422,269 | 69,356 | 1,305,012 | |||||
Dividends and interest | 1,263,650 | 178,855 | 255,591 | 11,581 | 31,065 | 40,717 | |||||
Securities lending income | 72,924 | 170 | — | 705 | — | 2,797 | |||||
Tax reclaims | — | — | 77,166 | — | — | — | |||||
Other assets | 175,152 | 102,008 | 75,581 | 78,681 | 68,146 | 77,894 | |||||
Total assets | 9,282,191,174 | 913,325,854 | 245,708,913 | 598,910,797 | 145,311,865 | 724,949,046 | |||||
Liabilities: | |||||||||||
Obligation to return securities lending collateral | 99,430,404 | — | — | 2,798,208 | — | 12,060,816 | |||||
Payables: | |||||||||||
Investment securities purchased | 27,220,057 | 18,383,661 | — | 359,881 | 523,350 | 3,201,725 | |||||
Fund shares redeemed | 14,435,966 | 728,366 | 93,919 | 1,428,003 | 63,072 | 1,127,542 | |||||
Investment management fees | 5,917,257 | 536,882 | 94,387 | 393,365 | 88,804 | 507,482 | |||||
Transfer agent fees | 2,410,104 | 151,242 | 76,028 | 199,214 | 39,489 | 191,445 | |||||
Accounting services fees | 482,241 | 36,364 | 10,914 | 38,565 | 7,487 | 41,121 | |||||
Board of Directors' fees | 67,200 | 2,401 | 669 | 4,376 | 604 | 4,274 | |||||
Distribution fees | 137,727 | 14,662 | 7,018 | 7,521 | 2,113 | 14,169 | |||||
Accrued expenses | 746,996 | 91,924 | 20,922 | 57,933 | 15,387 | 92,316 | |||||
Total liabilities | 150,847,952 | 19,945,502 | 303,857 | 5,287,066 | 740,306 | 17,240,890 | |||||
Net assets | $ 9,131,343,222 | $ 893,380,352 | $ 245,405,056 | $ 593,623,731 | $ 144,571,559 | $ 707,708,156 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 7,042,836,420 | $ 690,119,517 | $ 187,526,632 | $ 527,629,166 | $ 132,476,151 | $ 777,892,203 | |||||
Distributable earnings (loss) | 2,088,506,802 | 203,260,835 | 57,878,424 | 65,994,565 | 12,095,408 | (70,184,047) | |||||
Net assets | $ 9,131,343,222 | $ 893,380,352 | $ 245,405,056 | $ 593,623,731 | $ 144,571,559 | $ 707,708,156 | |||||
Shares authorized | 1,105,000,000 | 475,000,000 | 22,110,000,000 | 22,100,000,000 | 860,000,000 | 525,000,000 | |||||
Par value | $ 0.0050 | $ 0.0010 | $ 0.0001 | $ 0.0001 | $ 0.0010 | $ 0.0010 | |||||
Class A: Net asset value per share | $ 26.47 | $ 16.93 | $ 24.47 | $ 38.57 | $ 11.48 | $ 17.42 | |||||
Maximum offering price per share | 28.01 | 17.92 | 25.89 | 40.81 | 12.15 | 18.43 | |||||
Shares outstanding | 99,917,777 | 21,872,055 | 7,480,426 | 4,707,154 | 4,757,764 | 20,611,102 | |||||
Net Assets | $ 2,644,946,258 | $ 370,296,996 | $ 183,042,689 | $ 181,560,201 | $ 54,639,925 | $ 358,955,924 | |||||
Class C: Net asset value per share | $ 15.05 | $ 13.01 | $ 20.56 | $ 21.03 | $ 9.79 | $ 7.99 | |||||
Shares outstanding | 17,421,212 | 628,699 | 189,657 | 160,828 | 263,152 | 726,532 | |||||
Net Assets | $ 262,118,513 | $ 8,181,223 | $ 3,899,144 | $ 3,381,728 | $ 2,577,279 | $ 5,806,227 | |||||
Class I: Net asset value per share | $ 27.88 | $ 17.14 | $ 24.09 | $ 41.71 | $ 11.50 | $ 19.27 | |||||
Shares outstanding | 76,117,588 | 1,700,250 | 1,063,709 | 1,888,386 | 2,808,079 | 2,151,588 | |||||
Net Assets | $ 2,122,391,676 | $ 29,134,579 | $ 25,626,532 | $ 78,772,967 | $ 32,303,933 | $ 41,464,931 | |||||
Class R3: Net asset value per share | $ 30.55 | $ 17.96 | $ 24.93 | $ 37.49 | $ 12.00 | $ 19.75 | |||||
Shares outstanding | 2,369,332 | 353,270 | 41,021 | 170,281 | 79,166 | 561,049 | |||||
Net Assets | $ 72,378,974 | $ 6,343,744 | $ 1,022,579 | $ 6,383,772 | $ 950,040 | $ 11,079,009 | |||||
Class R4: Net asset value per share | $ 32.61 | $ 18.45 | $ 25.20 | $ 40.88 | $ 12.19 | $ 22.00 | |||||
Shares outstanding | 3,595,648 | 527,676 | 183,162 | 321,203 | 17,260 | 448,789 | |||||
Net Assets | $ 117,257,306 | $ 9,734,194 | $ 4,615,623 | $ 13,129,945 | $ 210,323 | $ 9,873,909 | |||||
Class R5: Net asset value per share | $ 34.21 | $ 18.76 | $ 25.45 | $ 44.59 | $ 12.14 | $ 24.18 | |||||
Shares outstanding | 4,187,198 | 104,460 | 12,684 | 1,077,335 | 139,341 | 208,271 | |||||
Net Assets | $ 143,225,818 | $ 1,959,473 | $ 322,758 | $ 48,043,478 | $ 1,691,980 | $ 5,035,990 | |||||
Class R6: Net asset value per share | $ 34.79 | $ — | $ 25.51 | $ 45.67 | $ 12.13 | $ 24.99 | |||||
Shares outstanding | 26,506,910 | — | 486,680 | 1,550,168 | 588,174 | 215,300 | |||||
Net Assets | $ 922,094,745 | $ — | $ 12,415,401 | $ 70,792,133 | $ 7,135,780 | $ 5,381,191 |
52 |
April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Class Y: Net asset value per share | $ 34.70 | $ 18.80 | $ 25.47 | $ 45.62 | $ 12.11 | $ 24.92 | |||||
Shares outstanding | 18,297,802 | 843,332 | 106,449 | 3,557,347 | 241,659 | 891,340 | |||||
Net Assets | $ 635,012,859 | $ 15,857,021 | $ 2,711,530 | $ 162,300,316 | $ 2,927,140 | $ 22,216,062 | |||||
Class F: Net asset value per share | $ 28.05 | $ 17.13 | $ 23.97 | $ 42.04 | $ 11.49 | $ 19.48 | |||||
Shares outstanding | 78,854,615 | 26,375,377 | 490,136 | 696,065 | 3,667,521 | 12,723,309 | |||||
Net Assets | $ 2,211,917,073 | $ 451,873,122 | $ 11,748,800 | $ 29,259,191 | $ 42,135,159 | $ 247,894,913 | |||||
Cost of investments | $ 7,571,857,718 | $ 762,244,742 | $ 195,880,916 | $ 527,830,724 | $ 134,292,729 | $ 763,024,630 | |||||
Cost of investments in affiliated investments | $ 189,385,270 | $ — | $ — | $ — | $ — | $ — | |||||
Cost of foreign currency | $ — | $ — | $ — | $ — | $ — | $ — | |||||
(1) Includes Investment in securities on loan, at market value | $ 92,456,805 | $ — | $ — | $ 2,296,260 | $ — | $ 12,949,933 |
53 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ 45,402,099 | $ 80,147,974 | $ 153,126,940 | $ 65,653,652 | $ 6,490,405 | $ 7,609,550 | |||||
Interest | 64,536 | 36,740 | 244,482 | 53,611 | 48,124 | 12,427 | |||||
Securities lending | 75,245 | 38 | 123 | 19,028 | 64,359 | 181,843 | |||||
Less: Foreign tax withheld | (57,472) | — | (1,704,688) | (621,716) | — | (236,337) | |||||
Total investment income, net | 45,484,408 | 80,184,752 | 151,666,857 | 65,104,575 | 6,602,888 | 7,567,483 | |||||
Expenses: | |||||||||||
Investment management fees | 23,837,495 | 20,072,208 | 45,866,549 | 14,997,608 | 23,755,697 | 6,603,913 | |||||
Transfer agent fees | |||||||||||
Class A | 2,700,677 | 724,108 | 1,951,655 | 726,611 | 1,442,598 | 473,627 | |||||
Class C | 95,030 | 246,322 | 96,073 | 82,314 | 152,221 | 84,702 | |||||
Class I | 288,217 | 2,190,629 | 1,395,460 | 643,742 | 966,305 | 233,346 | |||||
Class R3 | 45,049 | 73,653 | 65,192 | 34,729 | 49,216 | 31,989 | |||||
Class R4 | 28,588 | 169,731 | 81,828 | 36,530 | 54,660 | 19,658 | |||||
Class R5 | 18,665 | 111,078 | 135,676 | 44,697 | 12,578 | 6,810 | |||||
Class R6 | 423 | 11,692 | 9,318 | 1,625 | 1,241 | 118 | |||||
Class Y | 62,750 | 417,793 | 490,658 | 51,707 | 266,121 | 62,213 | |||||
Class F | 2,690 | 14,696 | 12,180 | 5,617 | 3,687 | 572 | |||||
Distribution fees | |||||||||||
Class A | 6,620,500 | 2,068,519 | 5,942,357 | 2,339,432 | 3,858,696 | 1,009,699 | |||||
Class C | 655,253 | 2,772,566 | 909,980 | 763,006 | 1,235,169 | 594,233 | |||||
Class R3 | 102,383 | 175,519 | 160,577 | 79,362 | 111,854 | 72,773 | |||||
Class R4 | 42,933 | 273,129 | 129,824 | 56,069 | 80,382 | 28,993 | |||||
Custodian fees | 14,483 | 19,575 | 21,757 | 9,568 | 20,146 | 21,022 | |||||
Registration and filing fees | 88,957 | 195,578 | 257,805 | 101,041 | 146,355 | 74,680 | |||||
Accounting services fees | 522,188 | 849,707 | 985,545 | 336,461 | 533,104 | 126,747 | |||||
Board of Directors' fees | 87,439 | 141,435 | 165,942 | 55,286 | 90,464 | 19,551 | |||||
Audit and tax fees | 19,493 | 10,407 | 10,471 | 10,469 | 18,158 | 11,995 | |||||
Other expenses | 288,277 | 390,666 | 483,297 | 197,315 | 260,606 | 82,172 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 35,521,490 | 30,929,011 | 59,172,144 | 20,573,189 | 33,059,258 | 9,558,813 | |||||
Transfer agent fee waivers | — | (52,063) | (275,763) | — | — | — | |||||
Distribution fee reimbursements | (115,749) | (46,809) | (60,607) | (8,902) | (116,727) | (13,672) | |||||
Commission recapture | (28,635) | (1,171) | (28,657) | (5,558) | (39,064) | (4,752) | |||||
Total waivers, reimbursements and fees paid indirectly | (144,384) | (100,043) | (365,027) | (14,460) | (155,791) | (18,424) | |||||
Total expenses | 35,377,106 | 30,828,968 | 58,807,117 | 20,558,729 | 32,903,467 | 9,540,389 | |||||
Net Investment Income (Loss) | 10,107,302 | 49,355,784 | 92,859,740 | 44,545,846 | (26,300,579) | (1,972,906) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 533,354,202 | 284,440,109 | 434,475,999 | 252,214,475 | 317,026,203 | (2,024,987) | |||||
Futures contracts | (15,581,894) | — | — | — | — | — | |||||
Foreign currency contracts | — | — | — | — | — | (16) | |||||
Other foreign currency transactions | (35,992) | — | — | (50,342) | (35,639) | (18,306) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 517,736,316 | 284,440,109 | 434,475,999 | 252,164,133 | 316,990,564 | (2,043,309) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (1,425,420,371) | (1,790,481,419) | (863,810,958) | (280,806,464) | (2,593,709,072) | (225,842,846) | |||||
Futures contracts | (12,418,293) | — | — | — | — | — | |||||
Foreign currency contracts | — | — | — | — | — | (1,041) | |||||
Translation of other assets and liabilities in foreign currencies | (47,913) | — | — | (141,192) | (2,777) | (21,067) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (1,437,886,577) | (1,790,481,419) | (863,810,958) | (280,947,656) | (2,593,711,849) | (225,864,954) |
54 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (920,150,261) | (1,506,041,310) | (429,334,959) | (28,783,523) | (2,276,721,285) | (227,908,263) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (910,042,959) | $ (1,456,685,526) | $ (336,475,219) | $ 15,762,323 | $ (2,303,021,864) | $ (229,881,169) |
55 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
The Hartford MidCap Fund | The Hartford MidCap Value Fund | Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
Investment Income: | |||||||||||
Dividends | $ 42,103,889 | $ 5,991,478 | $ 2,824,502 | $ 2,323,372 | $ 1,746,491 | $ 2,163,506 | |||||
Interest | 3,642 | 3,486 | 3,143 | 1,790 | 527 | 10,029 | |||||
Securities lending | 397,891 | 1,644 | — | 8,803 | 1,302 | 39,539 | |||||
Less: Foreign tax withheld | (10,565) | — | (36,795) | — | — | — | |||||
Total investment income, net | 42,494,857 | 5,996,608 | 2,790,850 | 2,333,965 | 1,748,320 | 2,213,074 | |||||
Expenses: | |||||||||||
Investment management fees | 42,627,303 | 3,169,286 | 531,438 | 2,677,287 | 574,248 | 3,393,566 | |||||
Transfer agent fees | |||||||||||
Class A | 1,575,695 | 262,688 | 134,775 | 197,922 | 53,963 | 306,499 | |||||
Class C | 204,858 | 7,936 | 4,226 | 5,029 | 3,643 | 8,578 | |||||
Class I | 2,611,572 | 10,584 | 9,415 | 49,281 | 21,896 | 32,162 | |||||
Class R3 | 96,233 | 7,605 | 1,187 | 8,214 | 1,024 | 14,841 | |||||
Class R4 | 133,242 | 8,749 | 3,805 | 14,732 | 51 | 10,466 | |||||
Class R5 | 136,256 | 1,241 | 189 | 37,452 | 193 | 3,585 | |||||
Class R6 | 16,551 | — | 5 | 1,167 | 42 | 100 | |||||
Class Y | 409,025 | 8,708 | 973 | 114,427 | 1,106 | 13,090 | |||||
Class F | 26,267 | 3,934 | 95 | 219 | 111 | 2,773 | |||||
Distribution fees | |||||||||||
Class A | 3,888,622 | 465,154 | 232,955 | 274,659 | 75,184 | 542,855 | |||||
Class C | 1,644,155 | 43,168 | 18,526 | 28,133 | 14,691 | 37,765 | |||||
Class R3 | 218,712 | 17,283 | 2,698 | 18,669 | 2,432 | 33,728 | |||||
Class R4 | 195,944 | 12,866 | 5,812 | 21,665 | 179 | 15,391 | |||||
Custodian fees | 26,427 | 2,609 | 1,295 | 2,979 | 2,344 | 6,091 | |||||
Registration and filing fees | 133,407 | 66,295 | 59,294 | 63,651 | 64,389 | 95,142 | |||||
Accounting services fees | 922,785 | 70,745 | 22,764 | 69,688 | 16,407 | 76,661 | |||||
Board of Directors' fees | 155,498 | 9,992 | 2,629 | 9,917 | 1,991 | 11,122 | |||||
Audit and tax fees | 10,407 | 10,500 | 10,438 | 10,411 | 10,508 | 14,681 | |||||
Other expenses | 709,207 | 88,622 | 17,498 | 48,529 | 11,616 | 86,163 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 55,742,166 | 4,267,965 | 1,060,017 | 3,654,031 | 856,018 | 4,705,259 | |||||
Expense waivers | — | — | (10,363) | — | (10,965) | — | |||||
Transfer agent fee waivers | (764,759) | — | — | (49,052) | — | — | |||||
Distribution fee reimbursements | (49,842) | (4,228) | (5,293) | (10,197) | (3,310) | (10,663) | |||||
Commission recapture | (61,617) | (11,052) | (306) | (3,847) | (888) | (10,033) | |||||
Total waivers, reimbursements and fees paid indirectly | (876,218) | (15,280) | (15,962) | (63,096) | (15,163) | (20,696) | |||||
Total expenses | 54,865,948 | 4,252,685 | 1,044,055 | 3,590,935 | 840,855 | 4,684,563 | |||||
Net Investment Income (Loss) | (12,371,091) | 1,743,923 | 1,746,795 | (1,256,970) | 907,465 | (2,471,489) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 712,024,473 | 66,917,875 | 8,996,215 | 12,073 | 4,379,298 | (14,877,723) | |||||
Investments in affiliated investments | (238,629) | — | — | — | — | — | |||||
Other foreign currency transactions | — | — | (533) | — | 1,408 | — | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 711,785,844 | 66,917,875 | 8,995,682 | 12,073 | 4,380,706 | (14,877,723) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (2,942,962,366) | (65,190,324) | (13,413,086) | (211,264,611) | (16,694,624) | (227,035,941) | |||||
Investments in affiliated investments | (89,924,231) | — | — | — | — | — | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (3,032,886,597) | (65,190,324) | (13,413,086) | (211,264,611) | (16,694,624) | (227,035,941) | |||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (2,321,100,753) | 1,727,551 | (4,417,404) | (211,252,538) | (12,313,918) | (241,913,664) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (2,333,471,844) | $ 3,471,474 | $ (2,670,609) | $ (212,509,508) | $ (11,406,453) | $ (244,385,153) |
56 |
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 10,107,302 | $ 12,609,296 | $ ��49,355,784 | $ 79,881,660 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 517,736,316 | 1,117,743,666 | 284,440,109 | 366,960,795 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,437,886,577) | 961,196,796 | (1,790,481,419) | 2,963,652,462 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (910,042,959) | 2,091,549,758 | (1,456,685,526) | 3,410,494,917 | |||
Distributions to Shareholders: | |||||||
Class A | (796,677,678) | (256,624,217) | (51,017,296) | (7,166,565) | |||
Class C | (29,128,173) | (12,630,524) | (16,212,319) | — | |||
Class I | (102,158,238) | (33,651,291) | (152,148,956) | (26,510,048) | |||
Class R3 | (5,487,633) | (1,911,571) | (1,879,952) | (145,253) | |||
Class R4 | (4,376,163) | (1,459,215) | (6,771,983) | (972,045) | |||
Class R5 | (4,206,771) | (1,629,937) | (6,967,997) | (1,462,901) | |||
Class R6 | (4,348,041) | (638,212) | (34,560,185) | (6,940,312) | |||
Class Y | (14,390,368) | (4,992,537) | (28,782,055) | (5,937,551) | |||
Class F | (127,204,207) | (42,410,229) | (106,456,492) | (21,751,271) | |||
Total distributions | (1,087,977,272) | (355,947,733) | (404,797,235) | (70,885,946) | |||
Capital Share Transactions: | |||||||
Sold | 180,991,156 | 338,608,621 | 1,556,862,600 | 3,592,112,670 | |||
Issued on reinvestment of distributions | 1,052,622,485 | 343,956,936 | 386,652,441 | 67,490,064 | |||
Redeemed | (522,472,883) | (1,039,938,487) | (1,901,472,986) | (2,927,339,187) | |||
Net increase (decrease) from capital share transactions | 711,140,758 | (357,372,930) | 42,042,055 | 732,263,547 | |||
Net Increase (Decrease) in Net Assets | (1,286,879,473) | 1,378,229,095 | (1,819,440,706) | 4,071,872,518 | |||
Net Assets: | |||||||
Beginning of period | 7,735,186,212 | 6,356,957,117 | 12,664,624,949 | 8,592,752,431 | |||
End of period | $ 6,448,306,739 | $ 7,735,186,212 | $ 10,845,184,243 | $ 12,664,624,949 |
57 |
The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 92,859,740 | $ 153,413,163 | $ 44,545,846 | $ 77,254,659 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 434,475,999 | 700,951,873 | 252,164,133 | 364,677,577 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (863,810,958) | 3,492,438,056 | (280,947,656) | 993,091,679 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (336,475,219) | 4,346,803,092 | 15,762,323 | 1,435,023,915 | |||
Distributions to Shareholders: | |||||||
Class A | (249,354,903) | (124,272,767) | (146,927,087) | (41,652,685) | |||
Class C | (8,858,630) | (3,956,164) | (11,880,142) | (3,698,845) | |||
Class I | (177,858,643) | (71,985,276) | (110,456,320) | (33,459,498) | |||
Class R3 | (3,265,591) | (1,696,101) | (2,551,739) | (781,704) | |||
Class R4 | (5,374,348) | (2,690,217) | (3,561,971) | (1,147,861) | |||
Class R5 | (13,997,424) | (6,848,052) | (6,396,295) | (2,137,950) | |||
Class R6 | (26,207,746) | (9,408,231) | (6,550,706) | (2,007,112) | |||
Class Y | (49,378,742) | (30,895,801) | (9,393,957) | (2,882,683) | |||
Class F | (267,776,178) | (117,659,277) | (92,247,285) | (30,248,716) | |||
Total distributions | (802,072,205) | (369,411,886) | (389,965,502) | (118,017,054) | |||
Capital Share Transactions: | |||||||
Sold | 2,993,603,004 | 4,029,585,831 | 452,916,595 | 771,725,035 | |||
Issued on reinvestment of distributions | 764,670,618 | 354,750,045 | 376,824,797 | 113,763,031 | |||
Redeemed | (1,698,700,982) | (2,883,515,258) | (516,582,455) | (999,427,216) | |||
Net increase (decrease) from capital share transactions | 2,059,572,640 | 1,500,820,618 | 313,158,937 | (113,939,150) | |||
Net Increase (Decrease) in Net Assets | 921,025,216 | 5,478,211,824 | (61,044,242) | 1,203,067,711 | |||
Net Assets: | |||||||
Beginning of period | 14,667,102,080 | 9,188,890,256 | 4,895,112,898 | 3,692,045,187 | |||
End of period | $ 15,588,127,296 | $ 14,667,102,080 | $ 4,834,068,656 | $ 4,895,112,898 |
58 |
The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (26,300,579) | $ (54,382,771) | $ (1,972,906) | $ (5,610,496) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 316,990,564 | 1,724,280,446 | (2,043,309) | 183,832,310 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (2,593,711,849) | 264,840,372 | (225,864,954) | 154,285,853 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,303,021,864) | 1,934,738,047 | (229,881,169) | 332,507,667 | |||
Distributions to Shareholders: | |||||||
Class A | (697,296,088) | (423,673,541) | (86,098,976) | (93,880,300) | |||
Class C | (147,140,068) | (94,842,287) | (17,656,083) | (22,672,232) | |||
Class I | (370,501,893) | (234,064,363) | (41,655,813) | (44,908,247) | |||
Class R3 | (10,091,141) | (7,102,825) | (3,035,400) | (3,747,674) | |||
Class R4 | (13,268,156) | (9,398,654) | (2,247,542) | (2,881,694) | |||
Class R5 | (4,087,402) | (2,988,257) | (1,042,154) | (1,201,964) | |||
Class R6 | (11,501,636) | (5,296,402) | (497,706) | (438,736) | |||
Class Y | (90,278,847) | (53,966,607) | (9,938,908) | (10,597,239) | |||
Class F | (210,961,202) | (109,670,067) | (4,255,546) | (4,009,747) | |||
Total distributions | (1,555,126,433) | (941,003,003) | (166,428,128) | (184,337,833) | |||
Capital Share Transactions: | |||||||
Sold | 521,750,663 | 1,412,684,010 | 81,827,534 | 254,406,423 | |||
Issued on reinvestment of distributions | 1,448,395,084 | 867,858,722 | 157,999,339 | 175,117,607 | |||
Redeemed | (964,782,750) | (1,585,916,069) | (189,050,107) | (314,733,008) | |||
Net increase (decrease) from capital share transactions | 1,005,362,997 | 694,626,663 | 50,776,766 | 114,791,022 | |||
Net Increase (Decrease) in Net Assets | (2,852,785,300) | 1,688,361,707 | (345,532,531) | 262,960,856 | |||
Net Assets: | |||||||
Beginning of period | 8,083,468,935 | 6,395,107,228 | 1,728,629,444 | 1,465,668,588 | |||
End of period | $ 5,230,683,635 | $ 8,083,468,935 | $ 1,383,096,913 | $ 1,728,629,444 |
59 |
The Hartford MidCap Fund | The Hartford MidCap Value Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (12,371,091) | $ 68,229,033 | $ 1,743,923 | $ 1,874,621 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 711,785,844 | 1,707,213,123 | 66,917,875 | 100,036,552 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (3,032,886,597) | 2,690,020,087 | (65,190,324) | 189,407,923 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,333,471,844) | 4,465,462,243 | 3,471,474 | 291,319,096 | |||
Distributions to Shareholders: | |||||||
Class A | (400,817,530) | (347,506,316) | (25,970,530) | (837,738) | |||
Class C | (68,607,269) | (72,065,078) | (795,151) | — | |||
Class I | (448,017,894) | (475,898,575) | (1,896,364) | (113,371) | |||
Class R3 | (9,696,452) | (10,341,121) | (473,508) | — | |||
Class R4 | (17,297,892) | (21,473,620) | (688,695) | (19,877) | |||
Class R5 | (27,009,142) | (36,606,303) | (143,466) | (9,446) | |||
Class R6 | (146,841,604) | (171,635,482) | — | — | |||
Class Y | (87,412,620) | (114,448,304) | (1,035,456) | (91,721) | |||
Class F | (329,341,310) | (294,576,639) | (32,934,199) | (2,424,869) | |||
Total distributions | (1,535,041,713) | (1,544,551,438) | (63,937,369) | (3,497,022) | |||
Capital Share Transactions: | |||||||
Sold | 784,177,762 | 2,014,553,894 | 90,961,488 | 146,817,585 | |||
Issued on reinvestment of distributions | 1,475,446,806 | 1,483,163,109 | 63,653,004 | 3,487,144 | |||
Redeemed | (3,186,059,796) | (5,460,496,113) | (76,112,321) | (162,560,509) | |||
Net increase (decrease) from capital share transactions | (926,435,228) | (1,962,779,110) | 78,502,171 | (12,255,780) | |||
Net Increase (Decrease) in Net Assets | (4,794,948,785) | 958,131,695 | 18,036,276 | 275,566,294 | |||
Net Assets: | |||||||
Beginning of period | 13,926,292,007 | 12,968,160,312 | 875,344,076 | 599,777,782 | |||
End of period | $ 9,131,343,222 | $ 13,926,292,007 | $ 893,380,352 | $ 875,344,076 |
60 |
Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,746,795 | $ 3,150,999 | $ (1,256,970) | $ (4,024,977) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 8,995,682 | 13,598,905 | 12,073 | 174,617,463 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (13,413,086) | 56,452,184 | (211,264,611) | 106,905,409 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,670,609) | 73,202,088 | (212,509,508) | 277,497,895 | |||
Distributions to Shareholders: | |||||||
Class A | (11,405,295) | (3,241,327) | (47,491,758) | (16,552,797) | |||
Class C | (212,434) | (63,247) | (2,240,437) | (1,531,478) | |||
Class I | (1,405,148) | (300,872) | (21,579,489) | (7,507,522) | |||
Class R3 | (64,011) | (17,729) | (1,607,651) | (683,476) | |||
Class R4 | (276,389) | (91,734) | (3,548,265) | (2,012,020) | |||
Class R5 | (19,958) | (5,775) | (12,344,930) | (5,481,575) | |||
Class R6 | (16,459) | (13,682) | (13,516,765) | (6,037,686) | |||
Class Y | (108,987) | (10,318) | (42,116,476) | (17,719,809) | |||
Class F | (807,377) | (258,522) | (6,354,143) | (3,391,955) | |||
Total distributions | (14,316,058) | (4,003,206) | (150,799,914) | (60,918,318) | |||
Capital Share Transactions: | |||||||
Sold | 31,292,563 | 21,527,878 | 80,974,945 | 158,407,323 | |||
Issued on reinvestment of distributions | 14,094,650 | 3,936,286 | 143,128,874 | 58,369,869 | |||
Redeemed | (15,274,704) | (31,941,068) | (157,754,351) | (342,794,035) | |||
Net increase (decrease) from capital share transactions | 30,112,509 | (6,476,904) | 66,349,468 | (126,016,843) | |||
Net Increase (Decrease) in Net Assets | 13,125,842 | 62,721,978 | (296,959,954) | 90,562,734 | |||
Net Assets: | |||||||
Beginning of period | 232,279,214 | 169,557,236 | 890,583,685 | 800,020,951 | |||
End of period | $ 245,405,056 | $ 232,279,214 | $ 593,623,731 | $ 890,583,685 |
61 |
Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 907,465 | $ 1,454,248 | $ (2,471,489) | $ (8,422,124) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 4,380,706 | 17,243,277 | (14,877,723) | 219,723,239 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (16,694,624) | 29,174,321 | (227,035,941) | 8,069,059 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (11,406,453) | 47,871,846 | (244,385,153) | 219,370,174 | |||
Distributions to Shareholders: | |||||||
Class A | (3,964,811) | (363,877) | (107,539,494) | (42,313,500) | |||
Class C | (206,679) | (3,950) | (3,410,978) | (1,604,568) | |||
Class I | (2,259,354) | (54,057) | (11,875,080) | (3,566,682) | |||
Class R3 | (57,161) | (3,498) | (2,994,326) | (1,394,856) | |||
Class R4 | (3,408) | (362) | (2,607,622) | (1,251,522) | |||
Class R5 | (1,609) | (148) | (1,072,566) | (377,954) | |||
Class R6 | (216,927) | (3,866) | (945,537) | (128,962) | |||
Class Y | (122,885) | (3,913) | (7,555,025) | (1,778,231) | |||
Class F | (5,116,335) | (666,330) | (66,272,191) | (24,289,826) | |||
Total distributions | (11,949,169) | (1,100,001) | (204,272,819) | (76,706,101) | |||
Capital Share Transactions: | |||||||
Sold | 33,205,972 | 82,135,100 | 89,797,615 | 307,799,887 | |||
Issued on reinvestment of distributions | 11,837,401 | 1,094,882 | 202,875,469 | 76,133,999 | |||
Redeemed | (53,781,256) | (32,701,037) | (130,210,001) | (262,911,327) | |||
Net increase (decrease) from capital share transactions | (8,737,883) | 50,528,945 | 162,463,083 | 121,022,559 | |||
Net Increase (Decrease) in Net Assets | (32,093,505) | 97,300,790 | (286,194,889) | 263,686,632 | |||
Net Assets: | |||||||
Beginning of period | 176,665,064 | 79,364,274 | 993,903,045 | 730,216,413 | |||
End of period | $ 144,571,559 | $ 176,665,064 | $ 707,708,156 | $ 993,903,045 |
62 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Capital Appreciation Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 48.89 | $ 0.05 | $ (5.22) | $ (5.17) | $ (0.05) | $ (6.83) | $ (6.88) | $ 36.84 | (12.23)% (4) | $ 4,753,798 | 1.04% (5) | 1.04% (5) | 0.23% (5) | 58% | ||||||||||||||
C | 34.14 | (0.08) | (3.39) | (3.47) | — | (6.83) | (6.83) | 23.84 | (12.56) (4) | 108,738 | 1.84 (5) | 1.84 (5) | (0.57) (5) | 58 | ||||||||||||||
I | 49.25 | 0.10 | (5.24) | (5.14) | (0.16) | (6.83) | (6.99) | 37.12 | (12.09) (4) | 592,561 | 0.78 (5) | 0.78 (5) | 0.49 (5) | 58 | ||||||||||||||
R3 | 55.21 | (0.03) | (6.00) | (6.03) | — | (6.83) | (6.83) | 42.35 | (12.38) (4) | 36,129 | 1.41 (5) | 1.41 (5) | (0.14) (5) | 58 | ||||||||||||||
R4 | 57.63 | 0.04 | (6.30) | (6.26) | — | (6.83) | (6.83) | 44.54 | (12.25) (4) | 30,271 | 1.11 (5) | 1.10 (5) | 0.16 (5) | 58 | ||||||||||||||
R5 | 59.02 | 0.12 | (6.46) | (6.34) | (0.13) | (6.83) | (6.96) | 45.72 | (12.11) (4) | 30,131 | 0.80 (5) | 0.80 (5) | 0.46 (5) | 58 | ||||||||||||||
R6 | 59.48 | 0.14 | (6.51) | (6.37) | (0.19) | (6.83) | (7.02) | 46.09 | (12.08) (4) | 31,199 | 0.69 (5) | 0.69 (5) | 0.56 (5) | 58 | ||||||||||||||
Y | 59.41 | 0.12 | (6.50) | (6.38) | (0.14) | (6.83) | (6.97) | 46.06 | (12.10) (4) | 99,301 | 0.80 (5) | 0.80 (5) | 0.47 (5) | 58 | ||||||||||||||
F | 49.26 | 0.12 | (5.25) | (5.13) | (0.19) | (6.83) | (7.02) | 37.11 | (12.06) (4) | 766,178 | 0.69 (5) | 0.69 (5) | 0.57 (5) | 58 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 38.39 | $ 0.05 | $ 12.59 | $ 12.64 | $ (0.15) | $ (1.99) | $ (2.14) | $ 48.89 | 33.83% | $ 5,710,869 | 1.04% | 1.04% | 0.12% | 62% | ||||||||||||||
C | 27.45 | (0.21) | 8.89 | 8.68 | — | (1.99) | (1.99) | 34.14 | 32.74 | 148,862 | 1.83 | 1.83 | (0.66) | 62 | ||||||||||||||
I | 38.66 | 0.18 | 12.66 (13) | 12.84 (13) | (0.26) | (1.99) | (2.25) | 49.25 | 34.15 | 721,608 | 0.77 | 0.77 | 0.38 | 62 | ||||||||||||||
R3 | 43.14 | (0.13) | 14.19 | 14.06 | — | (1.99) | (1.99) | 55.21 | 33.32 | 45,054 | 1.41 | 1.41 | (0.25) | 62 | ||||||||||||||
R4 | 44.91 | 0.03 | 14.78 (13) | 14.81 (13) | (0.10) | (1.99) | (2.09) | 57.63 | 33.72 | 36,750 | 1.10 | 1.10 | 0.06 | 62 | ||||||||||||||
R5 | 45.94 | 0.20 | 15.11 (13) | 15.31 (13) | (0.24) | (1.99) | (2.23) | 59.02 | 34.11 | 36,529 | 0.80 | 0.80 | 0.36 | 62 | ||||||||||||||
R6 | 46.27 | 0.26 | 15.22 | 15.48 | (0.28) | (1.99) | (2.27) | 59.48 | 34.27 | 19,261 | 0.69 | 0.69 | 0.46 | 62 | ||||||||||||||
Y | 46.24 | 0.21 | 15.21 | 15.42 | (0.26) | (1.99) | (2.25) | 59.41 | 34.14 | 122,539 | 0.80 | 0.79 | 0.37 | 62 | ||||||||||||||
F | 38.66 | 0.21 | 12.67 | 12.88 | (0.29) | (1.99) | (2.28) | 49.26 | 34.28 | 893,713 | 0.69 | 0.69 | 0.47 | 62 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 37.12 | $ 0.18 | $ 2.90 | $ 3.08 | $ (0.17) | $ (1.64) | $ (1.81) | $ 38.39 | 8.57% | $ 4,645,677 | 1.07% | 1.07% | 0.48% | 84% | ||||||||||||||
C | 27.08 | (0.07) | 2.08 | 2.01 | — | (1.64) | (1.64) | 27.45 | 7.78 | 177,309 | 1.85 | 1.85 | (0.27) | 84 | ||||||||||||||
I | 37.36 | 0.28 | 2.93 | 3.21 | (0.27) | (1.64) | (1.91) | 38.66 | 8.88 | 584,048 | 0.79 | 0.79 | 0.77 | 84 | ||||||||||||||
R3 | 41.47 | 0.06 | 3.25 | 3.31 | — | (1.64) | (1.64) | 43.14 | 8.25 | 42,449 | 1.42 | 1.42 | 0.14 | 84 | ||||||||||||||
R4 | 43.06 | 0.20 | 3.39 | 3.59 | (0.10) | (1.64) | (1.74) | 44.91 | 8.59 | 32,732 | 1.10 | 1.10 | 0.46 | 84 | ||||||||||||||
R5 | 44.04 | 0.33 | 3.47 | 3.80 | (0.26) | (1.64) | (1.90) | 45.94 | 8.88 | 34,188 | 0.81 | 0.81 | 0.75 | 84 | ||||||||||||||
R6 | 44.34 | 0.43 | 3.44 | 3.87 | (0.30) | (1.64) | (1.94) | 46.27 | 9.03 | 12,531 | 0.70 | 0.70 | 1.00 | 84 | ||||||||||||||
Y | 44.32 | 0.36 | 3.49 | 3.85 | (0.29) | (1.64) | (1.93) | 46.24 | 8.97 | 103,152 | 0.80 | 0.75 | 0.83 | 84 | ||||||||||||||
F | 37.36 | 0.31 | 2.93 | 3.24 | (0.30) | (1.64) | (1.94) | 38.66 | 9.00 | 724,872 | 0.70 | 0.70 | 0.85 | 84 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 37.88 | $ 0.15 | $ 4.81 | $ 4.96 | $ (0.11) | $ (5.61) | $ (5.72) | $ 37.12 | 16.32% | $ 4,831,749 | 1.07% | 1.07% | 0.42% | 68% | ||||||||||||||
C | 29.30 | (0.09) | 3.48 | 3.39 | — | (5.61) | (5.61) | 27.08 | 15.45 | 278,394 | 1.83 | 1.83 | (0.33) | 68 | ||||||||||||||
I | 38.08 | 0.25 | 4.84 | 5.09 | (0.20) | (5.61) | (5.81) | 37.36 | 16.66 | 658,302 | 0.79 | 0.79 | 0.70 | 68 | ||||||||||||||
R3 | 41.62 | 0.03 | 5.43 | 5.46 | — | (5.61) | (5.61) | 41.47 | 15.91 | 50,957 | 1.42 | 1.42 | 0.07 | 68 | ||||||||||||||
R4 | 42.94 | 0.16 | 5.63 | 5.79 | (0.06) | (5.61) | (5.67) | 43.06 | 16.27 | 38,634 | 1.11 | 1.11 | 0.39 | 68 | ||||||||||||||
R5 | 43.80 | 0.28 | 5.75 | 6.03 | (0.18) | (5.61) | (5.79) | 44.04 | 16.64 | 38,808 | 0.80 | 0.80 | 0.68 | 68 | ||||||||||||||
R6 | 44.07 | 0.33 | 5.78 | 6.11 | (0.23) | (5.61) | (5.84) | 44.34 | 16.74 | 80,535 | 0.70 | 0.70 | 0.78 | 68 | ||||||||||||||
Y | 44.06 | 0.32 | 5.77 | 6.09 | (0.22) | (5.61) | (5.83) | 44.32 | 16.71 | 187,754 | 0.78 | 0.74 | 0.75 | 68 | ||||||||||||||
F | 38.09 | 0.28 | 4.83 | 5.11 | (0.23) | (5.61) | (5.84) | 37.36 | 16.75 | 776,505 | 0.70 | 0.70 | 0.79 | 68 |
63 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Capital Appreciation Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 41.86 | $ 0.15 | $ 1.45 | $ 1.60 | $ (0.26) | $ (5.32) | $ (5.58) | $ 37.88 | 3.92% | $ 4,742,846 | 1.07% | 1.06% | 0.38% | 108% | ||||||||||||||
C | 33.62 | (0.11) | 1.16 | 1.05 | (0.05) | (5.32) | (5.37) | 29.30 | 3.15 | 426,256 | 1.81 | 1.81 | (0.34) | 108 | ||||||||||||||
I | 42.04 | 0.26 | 1.44 | 1.70 | (0.34) | (5.32) | (5.66) | 38.08 | 4.19 | 734,580 | 0.78 | 0.78 | 0.66 | 108 | ||||||||||||||
R3 | 45.39 | 0.02 | 1.56 | 1.58 | (0.03) | (5.32) | (5.35) | 41.62 | 3.57 | 61,882 | 1.42 | 1.41 | 0.04 | 108 | ||||||||||||||
R4 | 46.69 | 0.15 | 1.62 | 1.77 | (0.20) | (5.32) | (5.52) | 42.94 | 3.87 | 51,635 | 1.10 | 1.10 | 0.34 | 108 | ||||||||||||||
R5 | 47.54 | 0.30 | 1.63 | 1.93 | (0.35) | (5.32) | (5.67) | 43.80 | 4.18 | 34,288 | 0.80 | 0.80 | 0.65 | 108 | ||||||||||||||
R6 | 47.80 | 0.35 | 1.64 | 1.99 | (0.40) | (5.32) | (5.72) | 44.07 | 4.29 | 70,935 | 0.70 | 0.70 | 0.75 | 108 | ||||||||||||||
Y | 47.78 | 0.34 | 1.64 | 1.98 | (0.38) | (5.32) | (5.70) | 44.06 | 4.28 | 175,731 | 0.71 | 0.71 | 0.74 | 108 | ||||||||||||||
F | 42.06 | 0.30 | 1.45 | 1.75 | (0.40) | (5.32) | (5.72) | 38.09 | 4.28 | 880,110 | 0.70 | 0.70 | 0.75 | 108 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 34.49 | $ 0.13 | $ 7.39 | $ 7.52 | $ (0.15) | $ — | $ (0.15) | $ 41.86 | 21.86% | $ 4,613,982 | 1.09% (6) | 1.08% (6) | 0.34% | 123% | ||||||||||||||
C | 27.80 | (0.12) | 5.94 | 5.82 | — | — | — | 33.62 | 20.97 | 1,241,267 | 1.82 (6) | 1.82 (6) | (0.39) | 123 | ||||||||||||||
I | 34.65 | 0.25 | 7.40 | 7.65 | (0.26) | — | (0.26) | 42.04 | 22.20 | 846,019 | 0.81 (6) | 0.81 (6) | 0.63 | 123 | ||||||||||||||
R3 | 37.38 | 0.01 | 8.01 | 8.02 | (0.01) | — | (0.01) | 45.39 | 21.47 | 75,201 | 1.42 (6) | 1.40 (6) | 0.03 | 123 | ||||||||||||||
R4 | 38.39 | 0.14 | 8.23 | 8.37 | (0.07) | — | (0.07) | 46.69 | 21.82 | 74,374 | 1.11 (6) | 1.11 (6) | 0.33 | 123 | ||||||||||||||
R5 | 39.15 | 0.28 | 8.37 | 8.65 | (0.26) | — | (0.26) | 47.54 | 22.20 | 40,582 | 0.81 (6) | 0.80 (6) | 0.63 | 123 | ||||||||||||||
R6 | 39.36 | 0.31 | 8.42 | 8.73 | (0.29) | — | (0.29) | 47.80 | 22.33 | 70,142 | 0.71 (6) | 0.71 (6) | 0.71 | 123 | ||||||||||||||
Y | 39.36 | 0.30 | 8.41 | 8.71 | (0.29) | — | (0.29) | 47.78 | 22.27 | 184,502 | 0.72 (6) | 0.72 (6) | 0.70 | 123 | ||||||||||||||
F (7) | 38.15 | 0.18 | 3.73 | 3.91 | — | — | — | 42.06 | 10.28 (4) | 1,103,972 | 0.71 (5)(6) | 0.71 (5)(6) | 0.65 (5) | 123 | ||||||||||||||
Hartford Core Equity Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 49.41 | $ 0.15 | $ (5.76) | $ (5.61) | $ (0.24) | $ (1.25) | $ (1.49) | $ 42.31 | (11.77)% (4) | $ 1,521,469 | 0.69% (5) | 0.69% (5) | 0.63% (5) | 12% | ||||||||||||||
C | 44.63 | (0.03) | (5.20) | (5.23) | — | (1.25) | (1.25) | 38.15 | (12.10) (4) | 489,344 | 1.45 (5) | 1.45 (5) | (0.13) (5) | 12 | ||||||||||||||
I | 49.59 | 0.20 | (5.76) | (5.56) | (0.35) | (1.25) | (1.60) | 42.43 | (11.66) (4) | 4,016,387 | 0.45 (5) | 0.45 (5) | 0.86 (5) | 12 | ||||||||||||||
R3 | 50.06 | 0.06 | (5.85) | (5.79) | (0.08) | (1.25) | (1.33) | 42.94 | (11.93) (4) | 64,081 | 1.07 (5) | 1.06 (5) | 0.26 (5) | 12 | ||||||||||||||
R4 | 51.01 | 0.14 | (5.94) | (5.80) | (0.22) | (1.25) | (1.47) | 43.74 | (11.77) (4) | 184,587 | 0.76 (5) | 0.73 (5) | 0.59 (5) | 12 | ||||||||||||||
R5 | 49.99 | 0.20 | (5.81) | (5.61) | (0.34) | (1.25) | (1.59) | 42.79 | (11.66) (4) | 182,845 | 0.46 (5) | 0.46 (5) | 0.86 (5) | 12 | ||||||||||||||
R6 | 50.24 | 0.23 | (5.84) | (5.61) | (0.39) | (1.25) | (1.64) | 42.99 | (11.62) (4) | 1,017,690 | 0.36 (5) | 0.36 (5) | 0.96 (5) | 12 | ||||||||||||||
Y | 50.20 | 0.21 | (5.84) | (5.63) | (0.35) | (1.25) | (1.60) | 42.97 | (11.65) (4) | 686,040 | 0.46 (5) | 0.45 (5) | 0.88 (5) | 12 | ||||||||||||||
F | 49.65 | 0.23 | (5.77) | (5.54) | (0.39) | (1.25) | (1.64) | 42.47 | (11.62) (4) | 2,682,741 | 0.36 (5) | 0.36 (5) | 0.96 (5) | 12 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 36.04 | $ 0.23 | $ 13.36 | $ 13.59 | $ (0.22) | $ — | $ (0.22) | $ 49.41 | 37.85% | $ 1,681,155 | 0.70% | 0.70% | 0.52% | 13% | ||||||||||||||
C | 32.62 | (0.09) | 12.10 | 12.01 | — | — | — | 44.63 | 36.82 | 583,876 | 1.45 | 1.45 | (0.23) | 13 | ||||||||||||||
I | 36.16 | 0.34 | 13.40 | 13.74 | (0.31) | — | (0.31) | 49.59 | 38.19 | 4,700,782 | 0.45 | 0.45 | 0.77 | 13 | ||||||||||||||
R3 | 36.54 | 0.07 | 13.56 | 13.63 | (0.11) | — | (0.11) | 50.06 | 37.38 | 71,617 | 1.07 | 1.06 | 0.16 | 13 | ||||||||||||||
R4 | 37.20 | 0.23 | 13.79 | 14.02 | (0.21) | — | (0.21) | 51.01 | 37.82 | 239,198 | 0.76 | 0.72 | 0.50 | 13 | ||||||||||||||
R5 | 36.44 | 0.34 | 13.51 | 13.85 | (0.30) | — | (0.30) | 49.99 | 38.17 | 225,017 | 0.46 | 0.46 | 0.76 | 13 | ||||||||||||||
R6 | 36.62 | 0.39 | 13.57 | 13.96 | (0.34) | — | (0.34) | 50.24 | 38.31 | 1,045,661 | 0.36 | 0.36 | 0.86 | 13 | ||||||||||||||
Y | 36.60 | 0.35 | 13.56 | 13.91 | (0.31) | — | (0.31) | 50.20 | 38.20 | 903,952 | 0.46 | 0.44 | 0.78 | 13 | ||||||||||||||
F | 36.19 | 0.38 | 13.42 | 13.80 | (0.34) | — | (0.34) | 49.65 | 38.33 | 3,213,368 | 0.36 | 0.36 | 0.86 | 13 |
64 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Core Equity Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 33.40 | $ 0.26 | $ 3.23 | $ 3.49 | $ (0.23) | $ (0.62) | $ (0.85) | $ 36.04 | 10.58% | $ 1,140,994 | 0.73% | 0.72% | 0.77% | 22% | ||||||||||||||
C | 30.35 | 0.01 | 2.92 | 2.93 | (0.04) | (0.62) | (0.66) | 32.62 | 9.74 | 443,989 | 1.47 | 1.47 | 0.03 | 22 | ||||||||||||||
I | 33.50 | 0.35 | 3.24 | 3.59 | (0.31) | (0.62) | (0.93) | 36.16 | 10.87 | 2,936,718 | 0.46 | 0.46 | 1.03 | 22 | ||||||||||||||
R3 | 33.86 | 0.15 | 3.26 | 3.41 | (0.11) | (0.62) | (0.73) | 36.54 | 10.17 | 46,674 | 1.07 | 1.07 | 0.43 | 22 | ||||||||||||||
R4 | 34.44 | 0.27 | 3.33 | 3.60 | (0.22) | (0.62) | (0.84) | 37.20 | 10.58 | 169,267 | 0.78 | 0.73 | 0.77 | 22 | ||||||||||||||
R5 | 33.75 | 0.36 | 3.25 | 3.61 | (0.30) | (0.62) | (0.92) | 36.44 | 10.85 | 188,738 | 0.47 | 0.47 | 1.04 | 22 | ||||||||||||||
R6 | 33.91 | 0.38 | 3.29 | 3.67 | (0.34) | (0.62) | (0.96) | 36.62 | 10.96 | 746,018 | 0.38 | 0.38 | 1.10 | 22 | ||||||||||||||
Y | 33.90 | 0.36 | 3.28 | 3.64 | (0.32) | (0.62) | (0.94) | 36.60 | 10.89 | 668,655 | 0.47 | 0.45 | 1.05 | 22 | ||||||||||||||
F | 33.52 | 0.38 | 3.25 | 3.63 | (0.34) | (0.62) | (0.96) | 36.19 | 10.97 | 2,251,700 | 0.38 | 0.38 | 1.12 | 22 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 30.17 | $ 0.27 | $ 4.40 | $ 4.67 | $ (0.21) | $ (1.23) | $ (1.44) | $ 33.40 | 16.60% | $ 881,587 | 0.74% | 0.73% | 0.88% | 15% | ||||||||||||||
C | 27.53 | 0.04 | 4.01 | 4.05 | — | (1.23) | (1.23) | 30.35 | 15.71 | 366,553 | 1.47 | 1.47 | 0.14 | 15 | ||||||||||||||
I | 30.26 | 0.35 | 4.40 | 4.75 | (0.28) | (1.23) | (1.51) | 33.50 | 16.91 | 1,740,669 | 0.47 | 0.47 | 1.14 | 15 | ||||||||||||||
R3 | 30.52 | 0.16 | 4.48 | 4.64 | (0.07) | (1.23) | (1.30) | 33.86 | 16.18 | 34,158 | 1.10 | 1.10 | 0.52 | 15 | ||||||||||||||
R4 | 31.03 | 0.28 | 4.54 | 4.82 | (0.18) | (1.23) | (1.41) | 34.44 | 16.59 | 150,159 | 0.77 | 0.74 | 0.88 | 15 | ||||||||||||||
R5 | 30.47 | 0.35 | 4.44 | 4.79 | (0.28) | (1.23) | (1.51) | 33.75 | 16.90 | 231,879 | 0.49 | 0.49 | 1.13 | 15 | ||||||||||||||
R6 | 30.61 | 0.38 | 4.46 | 4.84 | (0.31) | (1.23) | (1.54) | 33.91 | 17.01 | 259,706 | 0.38 | 0.38 | 1.22 | 15 | ||||||||||||||
Y | 30.61 | 0.37 | 4.45 | 4.82 | (0.30) | (1.23) | (1.53) | 33.90 | 16.94 | 371,580 | 0.46 | 0.43 | 1.18 | 15 | ||||||||||||||
F | 30.28 | 0.38 | 4.40 | 4.78 | (0.31) | (1.23) | (1.54) | 33.52 | 17.00 | 1,655,619 | 0.38 | 0.38 | 1.21 | 15 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 28.53 | $ 0.22 | $ 2.42 | $ 2.64 | $ (0.25) | $ (0.75) | $ (1.00) | $ 30.17 | 9.41% | $ 666,354 | 0.74% | 0.74% | 0.73% | 22% | ||||||||||||||
C | 26.13 | — | 2.22 | 2.22 | (0.07) | (0.75) | (0.82) | 27.53 | 8.61 | 293,064 | 1.48 | 1.48 | — | 22 | ||||||||||||||
I | 28.60 | 0.30 | 2.43 | 2.73 | (0.32) | (0.75) | (1.07) | 30.26 | 9.72 | 1,130,600 | 0.47 | 0.47 | 1.00 | 22 | ||||||||||||||
R3 | 28.85 | 0.12 | 2.44 | 2.56 | (0.14) | (0.75) | (0.89) | 30.52 | 9.02 | 34,765 | 1.10 | 1.10 | 0.38 | 22 | ||||||||||||||
R4 | 29.32 | 0.22 | 2.48 | 2.70 | (0.24) | (0.75) | (0.99) | 31.03 | 9.37 | 144,866 | 0.79 | 0.76 | 0.72 | 22 | ||||||||||||||
R5 | 28.81 | 0.30 | 2.44 | 2.74 | (0.33) | (0.75) | (1.08) | 30.47 | 9.69 | 201,510 | 0.49 | 0.49 | 0.99 | 22 | ||||||||||||||
R6 | 28.93 | 0.33 | 2.45 | 2.78 | (0.35) | (0.75) | (1.10) | 30.61 | 9.80 | 146,643 | 0.39 | 0.39 | 1.08 | 22 | ||||||||||||||
Y | 28.93 | 0.32 | 2.45 | 2.77 | (0.34) | (0.75) | (1.09) | 30.61 | 9.77 | 216,788 | 0.42 | 0.42 | 1.06 | 22 | ||||||||||||||
F | 28.63 | 0.33 | 2.42 | 2.75 | (0.35) | (0.75) | (1.10) | 30.28 | 9.80 | 635,245 | 0.39 | 0.39 | 1.09 | 22 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 23.87 | $ 0.27 | $ 4.70 | $ 4.97 | $ (0.12) | $ (0.19) | $ (0.31) | $ 28.53 | 21.06% | $ 631,817 | 0.75% | 0.75% | 1.05% | 39% | ||||||||||||||
C | 21.94 | 0.07 | 4.33 | 4.40 | (0.02) | (0.19) | (0.21) | 26.13 | 20.20 | 316,886 | 1.50 | 1.50 | 0.30 | 39 | ||||||||||||||
I | 23.93 | 0.34 | 4.71 | 5.05 | (0.19) | (0.19) | (0.38) | 28.60 | 21.37 | 982,686 | 0.52 | 0.52 | 1.30 | 39 | ||||||||||||||
R3 | 24.18 | 0.19 | 4.77 | 4.96 | (0.10) | (0.19) | (0.29) | 28.85 | 20.71 | 43,004 | 1.11 | 1.09 | 0.72 | 39 | ||||||||||||||
R4 | 24.54 | 0.27 | 4.84 | 5.11 | (0.14) | (0.19) | (0.33) | 29.32 | 21.05 | 172,584 | 0.81 | 0.79 | 1.01 | 39 | ||||||||||||||
R5 | 24.10 | 0.35 | 4.75 | 5.10 | (0.20) | (0.19) | (0.39) | 28.81 | 21.41 | 192,359 | 0.51 | 0.49 | 1.31 | 39 | ||||||||||||||
R6 | 24.19 | 0.37 | 4.77 | 5.14 | (0.21) | (0.19) | (0.40) | 28.93 | 21.52 | 118,527 | 0.41 | 0.41 | 1.38 | 39 | ||||||||||||||
Y | 24.20 | 0.35 | 4.78 | 5.13 | (0.21) | (0.19) | (0.40) | 28.93 | 21.47 | 148,542 | 0.42 | 0.42 | 1.33 | 39 | ||||||||||||||
F (7) | 26.05 | 0.26 | 2.32 | 2.58 | — | — | — | 28.63 | 9.90 (4) | 585,057 | 0.41 (5) | 0.41 (5) | 1.39 (5) | 39 |
65 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Dividend and Growth Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 34.32 | $ 0.17 | $ (0.81) | $ (0.64) | $ (0.19) | $ (1.62) | $ (1.81) | $ 31.87 | (2.08)% (4) | $ 4,622,677 | 0.95% (5) | 0.95% (5) | 1.02% (5) | 9% | ||||||||||||||
C | 32.94 | 0.04 | (0.77) | (0.73) | (0.08) | (1.62) | (1.70) | 30.51 | (2.44) (4) | 189,374 | 1.73 (5) | 1.73 (5) | 0.25 (5) | 9 | ||||||||||||||
I | 34.12 | 0.21 | (0.80) | (0.59) | (0.23) | (1.62) | (1.85) | 31.68 | (1.95) (4) | 3,747,830 | 0.70 (5) | 0.70 (5) | 1.27 (5) | 9 | ||||||||||||||
R3 | 34.88 | 0.11 | (0.82) | (0.71) | (0.12) | (1.62) | (1.74) | 32.43 | (2.23) (4) | 59,538 | 1.33 (5) | 1.32 (5) | 0.66 (5) | 9 | ||||||||||||||
R4 | 35.17 | 0.16 | (0.82) | (0.66) | (0.18) | (1.62) | (1.80) | 32.71 | (2.10) (4) | 98,838 | 1.03 (5) | 1.03 (5) | 0.94 (5) | 9 | ||||||||||||||
R5 | 35.33 | 0.21 | (0.82) | (0.61) | (0.23) | (1.62) | (1.85) | 32.87 | (1.95) (4) | 261,309 | 0.72 (5) | 0.72 (5) | 1.25 (5) | 9 | ||||||||||||||
R6 | 35.34 | 0.23 | (0.83) | (0.60) | (0.25) | (1.62) | (1.87) | 32.87 | (1.93) (4) | 550,661 | 0.63 (5) | 0.63 (5) | 1.35 (5) | 9 | ||||||||||||||
Y | 35.34 | 0.22 | (0.82) | (0.60) | (0.24) | (1.62) | (1.86) | 32.88 | (1.92) (4) | 901,070 | 0.73 (5) | 0.67 (5) | 1.30 (5) | 9 | ||||||||||||||
F | 34.10 | 0.22 | (0.80) | (0.58) | (0.25) | (1.62) | (1.87) | 31.65 | (1.94) (4) | 5,156,830 | 0.62 (5) | 0.62 (5) | 1.35 (5) | 9 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 24.26 | $ 0.33 | $ 10.63 | $ 10.96 | $ (0.33) | $ (0.57) | $ (0.90) | $ 34.32 | 46.01% | $ 4,733,858 | 0.97% | 0.97% | 1.07% | 18% | ||||||||||||||
C | 23.31 | 0.09 | 10.22 | 10.31 | (0.11) | (0.57) | (0.68) | 32.94 | 44.92 | 169,569 | 1.75 | 1.75 | 0.30 | 18 | ||||||||||||||
I | 24.12 | 0.40 | 10.58 | 10.98 | (0.41) | (0.57) | (0.98) | 34.12 | 46.39 | 3,178,645 | 0.71 | 0.71 | 1.30 | 18 | ||||||||||||||
R3 | 24.65 | 0.22 | 10.80 | 11.02 | (0.22) | (0.57) | (0.79) | 34.88 | 45.43 | 66,751 | 1.35 | 1.35 | 0.70 | 18 | ||||||||||||||
R4 | 24.84 | 0.32 | 10.89 | 11.21 | (0.31) | (0.57) | (0.88) | 35.17 | 45.92 | 106,561 | 1.03 | 1.03 | 1.01 | 18 | ||||||||||||||
R5 | 24.95 | 0.41 | 10.95 | 11.36 | (0.41) | (0.57) | (0.98) | 35.33 | 46.35 | 265,832 | 0.73 | 0.73 | 1.30 | 18 | ||||||||||||||
R6 | 24.95 | 0.44 | 10.96 | 11.40 | (0.44) | (0.57) | (1.01) | 35.34 | 46.52 | 470,425 | 0.63 | 0.63 | 1.37 | 18 | ||||||||||||||
Y | 24.95 | 0.44 | 10.94 | 11.38 | (0.42) | (0.57) | (0.99) | 35.34 | 46.47 | 929,283 | 0.74 | 0.67 | 1.38 | 18 | ||||||||||||||
F | 24.10 | 0.43 | 10.58 | 11.01 | (0.44) | (0.57) | (1.01) | 34.10 | 46.55 | 4,746,178 | 0.63 | 0.63 | 1.40 | 18 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 25.93 | $ 0.39 | $ (0.94) | $ (0.55) | $ (0.37) | $ (0.75) | $ (1.12) | $ 24.26 | (2.20)% | $ 3,385,907 | 1.00% | 1.00% | 1.61% | 28% | ||||||||||||||
C | 24.96 | 0.20 | (0.92) | (0.72) | (0.18) | (0.75) | (0.93) | 23.31 | (3.01) | 138,431 | 1.78 | 1.78 | 0.84 | 28 | ||||||||||||||
I | 25.80 | 0.45 | (0.94) | (0.49) | (0.44) | (0.75) | (1.19) | 24.12 | (1.97) | 1,681,761 | 0.73 | 0.73 | 1.86 | 28 | ||||||||||||||
R3 | 26.32 | 0.31 | (0.95) | (0.64) | (0.28) | (0.75) | (1.03) | 24.65 | (2.54) | 54,642 | 1.35 | 1.35 | 1.26 | 28 | ||||||||||||||
R4 | 26.52 | 0.39 | (0.97) | (0.58) | (0.35) | (0.75) | (1.10) | 24.84 | (2.26) | 82,299 | 1.05 | 1.05 | 1.56 | 28 | ||||||||||||||
R5 | 26.64 | 0.47 | (0.98) | (0.51) | (0.43) | (0.75) | (1.18) | 24.95 | (1.97) | 177,851 | 0.74 | 0.74 | 1.86 | 28 | ||||||||||||||
R6 | 26.64 | 0.49 | (0.97) | (0.48) | (0.46) | (0.75) | (1.21) | 24.95 | (1.87) | 196,065 | 0.65 | 0.65 | 1.94 | 28 | ||||||||||||||
Y | 26.64 | 0.48 | (0.97) | (0.49) | (0.45) | (0.75) | (1.20) | 24.95 | (1.91) | 735,618 | 0.73 | 0.68 | 1.92 | 28 | ||||||||||||||
F | 25.78 | 0.48 | (0.95) | (0.47) | (0.46) | (0.75) | (1.21) | 24.10 | (1.89) | 2,736,317 | 0.64 | 0.64 | 1.96 | 28 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 25.63 | $ 0.40 | $ 2.63 | $ 3.03 | $ (0.38) | $ (2.35) | $ (2.73) | $ 25.93 | 13.75% | $ 3,739,696 | 1.00% | 0.99% | 1.65% | 22% | ||||||||||||||
C | 24.75 | 0.21 | 2.53 | 2.74 | (0.18) | (2.35) | (2.53) | 24.96 | 12.92 | 192,715 | 1.77 | 1.77 | 0.89 | 22 | ||||||||||||||
I | 25.51 | 0.46 | 2.63 | 3.09 | (0.45) | (2.35) | (2.80) | 25.80 | 14.08 | 1,079,962 | 0.73 | 0.73 | 1.89 | 22 | ||||||||||||||
R3 | 25.97 | 0.32 | 2.67 | 2.99 | (0.29) | (2.35) | (2.64) | 26.32 | 13.33 | 66,115 | 1.36 | 1.35 | 1.30 | 22 | ||||||||||||||
R4 | 26.14 | 0.40 | 2.69 | 3.09 | (0.36) | (2.35) | (2.71) | 26.52 | 13.71 | 111,451 | 1.04 | 1.04 | 1.61 | 22 | ||||||||||||||
R5 | 26.25 | 0.47 | 2.71 | 3.18 | (0.44) | (2.35) | (2.79) | 26.64 | 14.05 | 193,707 | 0.74 | 0.74 | 1.89 | 22 | ||||||||||||||
R6 | 26.25 | 0.50 | 2.71 | 3.21 | (0.47) | (2.35) | (2.82) | 26.64 | 14.16 | 119,159 | 0.64 | 0.64 | 1.98 | 22 | ||||||||||||||
Y | 26.25 | 0.49 | 2.70 | 3.19 | (0.45) | (2.35) | (2.80) | 26.64 | 14.10 | 696,309 | 0.71 | 0.68 | 1.96 | 22 | ||||||||||||||
F | 25.50 | 0.49 | 2.61 | 3.10 | (0.47) | (2.35) | (2.82) | 25.78 | 14.15 | 2,844,206 | 0.64 | 0.64 | 2.00 | 22 |
66 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Dividend and Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 27.46 | $ 0.39 | $ 0.80 | $ 1.19 | $ (0.38) | $ (2.64) | $ (3.02) | $ 25.63 | 4.38% | $ 3,521,062 | 0.99% | 0.99% | 1.49% | 31% | ||||||||||||||
C | 26.62 | 0.19 | 0.77 | 0.96 | (0.19) | (2.64) | (2.83) | 24.75 | 3.58 | 228,076 | 1.76 | 1.75 | 0.76 | 31 | ||||||||||||||
I | 27.35 | 0.46 | 0.79 | 1.25 | (0.45) | (2.64) | (3.09) | 25.51 | 4.68 | 847,646 | 0.73 | 0.73 | 1.75 | 31 | ||||||||||||||
R3 | 27.78 | 0.30 | 0.81 | 1.11 | (0.28) | (2.64) | (2.92) | 25.97 | 4.03 | 72,723 | 1.35 | 1.35 | 1.13 | 31 | ||||||||||||||
R4 | 27.95 | 0.39 | 0.80 | 1.19 | (0.36) | (2.64) | (3.00) | 26.14 | 4.32 | 131,649 | 1.04 | 1.04 | 1.44 | 31 | ||||||||||||||
R5 | 28.05 | 0.47 | 0.82 | 1.29 | (0.45) | (2.64) | (3.09) | 26.25 | 4.65 | 146,918 | 0.74 | 0.74 | 1.74 | 31 | ||||||||||||||
R6 | 28.05 | 0.49 | 0.82 | 1.31 | (0.47) | (2.64) | (3.11) | 26.25 | 4.76 | 74,795 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
Y | 28.05 | 0.49 | 0.81 | 1.30 | (0.46) | (2.64) | (3.10) | 26.25 | 4.72 | 616,454 | 0.68 | 0.68 | 1.80 | 31 | ||||||||||||||
F | 27.33 | 0.48 | 0.80 | 1.28 | (0.47) | (2.64) | (3.11) | 25.50 | 4.77 | 2,591,584 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 23.49 | $ 0.39 | $ 4.75 | $ 5.14 | $ (0.38) | $ (0.79) | $ (1.17) | $ 27.46 | 22.40% | $ 3,619,123 | 1.00% | 1.00% | 1.52% | 26% | ||||||||||||||
C | 22.80 | 0.19 | 4.62 | 4.81 | (0.20) | (0.79) | (0.99) | 26.62 | 21.54 | 449,961 | 1.74 | 1.74 | 0.78 | 26 | ||||||||||||||
I | 23.38 | 0.44 | 4.74 | �� | 5.18 | (0.42) | (0.79) | (1.21) | 27.35 | 22.67 | 775,427 | 0.80 | 0.80 | 1.75 | 26 | |||||||||||||
R3 | 23.75 | 0.30 | 4.81 | 5.11 | (0.29) | (0.79) | (1.08) | 27.78 | 21.97 | 77,175 | 1.35 | 1.35 | 1.17 | 26 | ||||||||||||||
R4 | 23.89 | 0.38 | 4.84 | 5.22 | (0.37) | (0.79) | (1.16) | 27.95 | 22.34 | 142,563 | 1.05 | 1.05 | 1.47 | 26 | ||||||||||||||
R5 | 23.97 | 0.46 | 4.86 | 5.32 | (0.45) | (0.79) | (1.24) | 28.05 | 22.72 | 132,739 | 0.74 | 0.74 | 1.76 | 26 | ||||||||||||||
R6 | 23.97 | 0.46 | 4.88 | 5.34 | (0.47) | (0.79) | (1.26) | 28.05 | 22.83 | 10,957 | 0.65 | 0.64 | 1.75 | 26 | ||||||||||||||
Y | 23.97 | 0.50 | 4.84 | 5.34 | (0.47) | (0.79) | (1.26) | 28.05 | 22.81 | 605,049 | 0.66 | 0.66 | 1.94 | 26 | ||||||||||||||
F (7) | 25.51 | 0.29 | 1.86 | 2.15 | (0.33) | — | (0.33) | 27.33 | 8.49 (4) | 2,570,906 | 0.64 (5) | 0.64 (5) | 1.66 (5) | 26 | ||||||||||||||
The Hartford Equity Income Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 23.85 | $ 0.19 | $ (0.13) | $ 0.06 | $ (0.21) | $ (1.66) | $ (1.87) | $ 22.04 | 0.19% (4) | $ 1,851,530 | 0.97% (5) | 0.97% (5) | 1.69% (5) | 14% | ||||||||||||||
C | 23.72 | 0.10 | (0.12) | (0.02) | (0.12) | (1.66) | (1.78) | 21.92 | (0.15) (4) | 141,906 | 1.75 (5) | 1.75 (5) | 0.92 (5) | 14 | ||||||||||||||
I | 23.68 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 21.88 | 0.35 (4) | 1,405,296 | 0.73 (5) | 0.73 (5) | 1.92 (5) | 14 | ||||||||||||||
R3 | 23.89 | 0.15 | (0.13) | 0.02 | (0.16) | (1.66) | (1.82) | 22.09 | 0.03 (4) | 29,708 | 1.36 (5) | 1.36 (5) | 1.31 (5) | 14 | ||||||||||||||
R4 | 23.93 | 0.18 | (0.12) | 0.06 | (0.20) | (1.66) | (1.86) | 22.13 | 0.19 (4) | 42,868 | 1.05 (5) | 1.05 (5) | 1.60 (5) | 14 | ||||||||||||||
R5 | 24.07 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 22.27 | 0.34 (4) | 74,167 | 0.76 (5) | 0.76 (5) | 1.91 (5) | 14 | ||||||||||||||
R6 | 24.13 | 0.23 | (0.12) | 0.11 | (0.25) | (1.66) | (1.91) | 22.33 | 0.39 (4) | 87,611 | 0.65 (5) | 0.65 (5) | 2.01 (5) | 14 | ||||||||||||||
Y | 24.14 | 0.22 | (0.12) | 0.10 | (0.24) | (1.66) | (1.90) | 22.34 | 0.35 (4) | 117,268 | 0.73 (5) | 0.73 (5) | 1.93 (5) | 14 | ||||||||||||||
F | 23.68 | 0.23 | (0.12) | 0.11 | (0.25) | (1.66) | (1.91) | 21.88 | 0.40 (4) | 1,083,715 | 0.64 (5) | 0.64 (5) | 2.02 (5) | 14 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 17.55 | $ 0.34 | $ 6.50 | $ 6.84 | $ (0.34) | $ (0.20) | $ (0.54) | $ 23.85 | 39.45% | $ 1,864,492 | 0.98% | 0.98% | 1.57% | 24% | ||||||||||||||
C | 17.46 | 0.18 | 6.44 | 6.62 | (0.16) | (0.20) | (0.36) | 23.72 | 38.31 | 162,393 | 1.75 | 1.75 | 0.85 | 24 | ||||||||||||||
I | 17.44 | 0.39 | 6.44 | 6.83 | (0.39) | (0.20) | (0.59) | 23.68 | 39.69 | 1,360,339 | 0.74 | 0.74 | 1.81 | 24 | ||||||||||||||
R3 | 17.59 | 0.26 | 6.50 | 6.76 | (0.26) | (0.20) | (0.46) | 23.89 | 38.83 | 33,485 | 1.36 | 1.35 | 1.21 | 24 | ||||||||||||||
R4 | 17.62 | 0.33 | 6.50 | 6.83 | (0.32) | (0.20) | (0.52) | 23.93 | 39.25 | 49,923 | 1.05 | 1.05 | 1.52 | 24 | ||||||||||||||
R5 | 17.71 | 0.40 | 6.55 | 6.95 | (0.39) | (0.20) | (0.59) | 24.07 | 39.75 | 80,991 | 0.75 | 0.75 | 1.80 | 24 | ||||||||||||||
R6 | 17.76 | 0.42 | 6.56 | 6.98 | (0.41) | (0.20) | (0.61) | 24.13 | 39.82 | 81,643 | 0.65 | 0.65 | 1.90 | 24 | ||||||||||||||
Y | 17.76 | 0.40 | 6.57 | 6.97 | (0.39) | (0.20) | (0.59) | 24.14 | 39.77 | 120,502 | 0.74 | 0.73 | 1.81 | 24 | ||||||||||||||
F | 17.44 | 0.41 | 6.44 | 6.85 | (0.41) | (0.20) | (0.61) | 23.68 | 39.81 | 1,141,345 | 0.65 | 0.65 | 1.92 | 24 |
67 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Equity Income Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 19.99 | $ 0.34 | $ (1.21) | $ (0.87) | $ (0.31) | $ (1.26) | $ (1.57) | $ 17.55 | (4.68)% | $ 1,365,895 | 1.00% | 1.00% | 1.89% | 31% | ||||||||||||||
C | 19.88 | 0.21 | (1.20) | (0.99) | (0.17) | (1.26) | (1.43) | 17.46 | (5.38) | 191,917 | 1.76 | 1.76 | 1.15 | 31 | ||||||||||||||
I | 19.88 | 0.38 | (1.20) | (0.82) | (0.36) | (1.26) | (1.62) | 17.44 | (4.44) | 977,950 | 0.74 | 0.74 | 2.13 | 31 | ||||||||||||||
R3 | 20.02 | 0.28 | (1.20) | (0.92) | (0.25) | (1.26) | (1.51) | 17.59 | (4.97) | 31,778 | 1.36 | 1.36 | 1.55 | 31 | ||||||||||||||
R4 | 20.06 | 0.33 | (1.21) | (0.88) | (0.30) | (1.26) | (1.56) | 17.62 | (4.72) | 41,386 | 1.05 | 1.05 | 1.85 | 31 | ||||||||||||||
R5 | 20.16 | 0.39 | (1.22) | (0.83) | (0.36) | (1.26) | (1.62) | 17.71 | (4.46) | 56,329 | 0.77 | 0.77 | 2.14 | 31 | ||||||||||||||
R6 | 20.21 | 0.40 | (1.21) | (0.81) | (0.38) | (1.26) | (1.64) | 17.76 | (4.34) | 55,448 | 0.66 | 0.66 | 2.22 | 31 | ||||||||||||||
Y | 20.22 | 0.40 | (1.23) | (0.83) | (0.37) | (1.26) | (1.63) | 17.76 | (4.40) | 81,615 | 0.76 | 0.71 | 2.20 | 31 | ||||||||||||||
F | 19.87 | 0.40 | (1.19) | (0.79) | (0.38) | (1.26) | (1.64) | 17.44 | (4.31) | 889,727 | 0.66 | 0.66 | 2.23 | 31 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 19.39 | $ 0.38 | $ 2.02 | $ 2.40 | $ (0.36) | $ (1.44) | $ (1.80) | $ 19.99 | 13.88% | $ 1,565,663 | 1.00% | 1.00% | 2.01% | 21% | ||||||||||||||
C | 19.29 | 0.24 | 2.00 | 2.24 | (0.21) | (1.44) | (1.65) | 19.88 | 13.00 | 292,388 | 1.76 | 1.76 | 1.27 | 21 | ||||||||||||||
I | 19.29 | 0.43 | 2.01 | 2.44 | (0.41) | (1.44) | (1.85) | 19.88 | 14.17 | 959,142 | 0.75 | 0.75 | 2.26 | 21 | ||||||||||||||
R3 | 19.41 | 0.32 | 2.02 | 2.34 | (0.29) | (1.44) | (1.73) | 20.02 | 13.48 | 43,474 | 1.36 | 1.36 | 1.66 | 21 | ||||||||||||||
R4 | 19.44 | 0.37 | 2.04 | 2.41 | (0.35) | (1.44) | (1.79) | 20.06 | 13.85 | 53,957 | 1.07 | 1.07 | 1.96 | 21 | ||||||||||||||
R5 | 19.54 | 0.43 | 2.04 | 2.47 | (0.41) | (1.44) | (1.85) | 20.16 | 14.14 | 81,758 | 0.76 | 0.76 | 2.25 | 21 | ||||||||||||||
R6 | 19.58 | 0.45 | 2.05 | 2.50 | (0.43) | (1.44) | (1.87) | 20.21 | 14.29 | 52,201 | 0.66 | 0.66 | 2.33 | 21 | ||||||||||||||
Y | 19.58 | 0.45 | 2.05 | 2.50 | (0.42) | (1.44) | (1.86) | 20.22 | 14.21 | 105,015 | 0.73 | 0.71 | 2.34 | 21 | ||||||||||||||
F | 19.29 | 0.44 | 2.01 | 2.45 | (0.43) | (1.44) | (1.87) | 19.87 | 14.24 | 922,012 | 0.66 | 0.66 | 2.34 | 21 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.64 | $ 0.38 | $ (0.24) | $ 0.14 | $ (0.35) | $ (1.04) | $ (1.39) | $ 19.39 | 0.49% | $ 1,508,580 | 1.00% | 1.00% | 1.90% | 22% | ||||||||||||||
C | 20.53 | 0.23 | (0.23) | — | (0.20) | (1.04) | (1.24) | 19.29 | (0.22) | 330,741 | 1.75 | 1.75 | 1.16 | 22 | ||||||||||||||
I | 20.54 | 0.43 | (0.24) | 0.19 | (0.40) | (1.04) | (1.44) | 19.29 | 0.77 | 1,157,708 | 0.74 | 0.74 | 2.14 | 22 | ||||||||||||||
R3 | 20.66 | 0.31 | (0.25) | 0.06 | (0.27) | (1.04) | (1.31) | 19.41 | 0.12 | 46,820 | 1.36 | 1.36 | 1.53 | 22 | ||||||||||||||
R4 | 20.69 | 0.37 | (0.24) | 0.13 | (0.34) | (1.04) | (1.38) | 19.44 | 0.43 | 70,446 | 1.06 | 1.06 | 1.83 | 22 | ||||||||||||||
R5 | 20.78 | 0.43 | (0.23) | 0.20 | (0.40) | (1.04) | (1.44) | 19.54 | 0.78 | 79,557 | 0.76 | 0.76 | 2.13 | 22 | ||||||||||||||
R6 | 20.83 | 0.45 | (0.24) | 0.21 | (0.42) | (1.04) | (1.46) | 19.58 | 0.83 | 34,957 | 0.66 | 0.66 | 2.22 | 22 | ||||||||||||||
Y | 20.83 | 0.45 | (0.25) | 0.20 | (0.41) | (1.04) | (1.45) | 19.58 | 0.79 | 140,057 | 0.70 | 0.70 | 2.19 | 22 | ||||||||||||||
F | 20.54 | 0.45 | (0.24) | 0.21 | (0.42) | (1.04) | (1.46) | 19.29 | 0.85 | 774,529 | 0.65 | 0.65 | 2.23 | 22 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 17.97 | $ 0.35 | $ 3.24 | $ 3.59 | $ (0.32) | $ (0.60) | $ (0.92) | $ 20.64 | 20.51% | $ 1,685,398 | 1.00% | 1.00% | 1.83% | 16% | ||||||||||||||
C | 17.89 | 0.21 | 3.21 | 3.42 | (0.18) | (0.60) | (0.78) | 20.53 | 19.56 | 449,104 | 1.74 | 1.74 | 1.09 | 16 | ||||||||||||||
I | 17.89 | 0.39 | 3.23 | 3.62 | (0.37) | (0.60) | (0.97) | 20.54 | 20.76 | 1,111,235 | 0.78 | 0.78 | 2.03 | 16 | ||||||||||||||
R3 | 17.99 | 0.28 | 3.24 | 3.52 | (0.25) | (0.60) | (0.85) | 20.66 | 20.06 | 57,341 | 1.37 | 1.37 | 1.46 | 16 | ||||||||||||||
R4 | 18.02 | 0.34 | 3.24 | 3.58 | (0.31) | (0.60) | (0.91) | 20.69 | 20.39 | 79,632 | 1.06 | 1.06 | 1.77 | 16 | ||||||||||||||
R5 | 18.09 | 0.40 | 3.26 | 3.66 | (0.37) | (0.60) | (0.97) | 20.78 | 20.77 | 83,048 | 0.76 | 0.76 | 2.06 | 16 | ||||||||||||||
R6 | 18.13 | 0.41 | 3.28 | 3.69 | (0.39) | (0.60) | (0.99) | 20.83 | 20.91 | 29,284 | 0.66 | 0.66 | 2.10 | 16 | ||||||||||||||
Y | 18.13 | 0.45 | 3.23 | 3.68 | (0.38) | (0.60) | (0.98) | 20.83 | 20.88 | 141,479 | 0.67 | 0.67 | 2.35 | 16 | ||||||||||||||
F (7) | 19.22 | 0.24 | 1.37 | 1.61 | (0.29) | — | (0.29) | 20.54 | 8.45 (4) | 674,626 | 0.66 (5) | 0.66 (5) | 1.84 (5) | 16 |
68 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Growth Opportunities Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 62.10 | $ (0.20) | $ (15.21) | $ (15.41) | $ — | $ (11.96) | $ (11.96) | $ 34.73 | (29.91)% (4) | $ 2,410,094 | 1.08% (5) | 1.07% (5) | (0.87)% (5) | 54% | ||||||||||||||
C | 25.14 | (0.10) | (4.30) | (4.40) | — | (11.96) | (11.96) | 8.78 | (30.19) (4) | 176,334 | 1.86 (5) | 1.86 (5) | (1.66) (5) | 54 | ||||||||||||||
I | 67.29 | (0.16) | (16.77) | (16.93) | — | (11.96) | (11.96) | 38.40 | (29.85) (4) | 1,293,315 | 0.85 (5) | 0.85 (5) | (0.65) (5) | 54 | ||||||||||||||
R3 | 61.55 | (0.28) | (15.04) | (15.32) | — | (11.96) | (11.96) | 34.27 | (30.05) (4) | 36,273 | 1.45 (5) | 1.45 (5) | (1.25) (5) | 54 | ||||||||||||||
R4 | 67.45 | (0.24) | (16.80) | (17.04) | — | (11.96) | (11.96) | 38.45 | (29.96) (4) | 49,959 | 1.15 (5) | 1.15 (5) | (0.96) (5) | 54 | ||||||||||||||
R5 | 72.75 | (0.18) | (18.37) | (18.55) | — | (11.96) | (11.96) | 42.24 | (29.84) (4) | 16,403 | 0.85 (5) | 0.85 (5) | (0.66) (5) | 54 | ||||||||||||||
R6 | 74.55 | (0.15) | (18.92) | (19.07) | — | (11.96) | (11.96) | 43.52 | (29.81) (4) | 49,294 | 0.74 (5) | 0.74 (5) | (0.54) (5) | 54 | ||||||||||||||
Y | 74.41 | (0.18) | (18.87) | (19.05) | — | (11.96) | (11.96) | 43.40 | (29.84) (4) | 392,950 | 0.84 (5) | 0.84 (5) | (0.65) (5) | 54 | ||||||||||||||
F | 67.69 | (0.14) | (16.88) | (17.02) | — | (11.96) | (11.96) | 38.71 | (29.80) (4) | 806,062 | 0.74 (5) | 0.74 (5) | (0.54) (5) | 54 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 54.65 | $ (0.47) | $ 15.83 | $ 15.36 | $ — | $ (7.91) | $ (7.91) | $ 62.10 | 30.45% | $ 3,650,083 | 1.07% | 1.06% | (0.80)% | 87% | ||||||||||||||
C | 26.47 | (0.38) | 6.96 | 6.58 | — | (7.91) | (7.91) | 25.14 | 29.47 | 321,097 | 1.83 | 1.83 | (1.57) | 87 | ||||||||||||||
I | 58.51 | (0.36) | 17.05 | 16.69 | — | (7.91) | (7.91) | 67.29 | 30.75 | 2,124,160 | 0.82 | 0.82 | (0.56) | 87 | ||||||||||||||
R3 | 54.41 | (0.68) | 15.73 | 15.05 | — | (7.91) | (7.91) | 61.55 | 29.96 | 51,824 | 1.45 | 1.44 | (1.18) | 87 | ||||||||||||||
R4 | 58.79 | (0.56) | 17.13 | 16.57 | — | (7.91) | (7.91) | 67.45 | 30.36 | 76,404 | 1.14 | 1.14 | (0.88) | 87 | ||||||||||||||
R5 | 62.69 | (0.39) | 18.36 | 17.97 | — | (7.91) | (7.91) | 72.75 | 30.74 | 25,000 | 0.84 | 0.84 | (0.58) | 87 | ||||||||||||||
R6 | 64.01 | (0.34) | 18.79 | 18.45 | — | (7.91) | (7.91) | 74.55 | 30.87 | 72,428 | 0.74 | 0.74 | (0.49) | 87 | ||||||||||||||
Y | 63.96 | (0.40) | 18.76 | 18.36 | — | (7.91) | (7.91) | 74.41 | 30.74 | 565,204 | 0.84 | 0.83 | (0.57) | 87 | ||||||||||||||
F | 58.77 | (0.31) | 17.14 | 16.83 | — | (7.91) | (7.91) | 67.69 | 30.87 | 1,197,268 | 0.73 | 0.73 | (0.48) | 87 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 39.45 | $ (0.30) | $ 18.03 | $ 17.73 | $ — | $ (2.53) | $ (2.53) | $ 54.65 | 47.69% | $ 2,939,376 | 1.10% | 1.09% | (0.66)% | 118% | ||||||||||||||
C | 20.50 | (0.31) | 8.81 | 8.50 | — | (2.53) | (2.53) | 26.47 | 46.64 | 322,226 | 1.85 | 1.85 | (1.41) | 118 | ||||||||||||||
I | 41.95 | (0.19) | 19.28 | 19.09 | — | (2.53) | (2.53) | 58.51 | 48.12 | 1,722,100 | 0.83 | 0.83 | (0.39) | 118 | ||||||||||||||
R3 | 39.41 | (0.44) | 17.97 | 17.53 | — | (2.53) | (2.53) | 54.41 | 47.21 | 47,880 | 1.44 | 1.43 | (0.99) | 118 | ||||||||||||||
R4 | 42.26 | (0.33) | 19.39 | 19.06 | — | (2.53) | (2.53) | 58.79 | 47.67 | 70,918 | 1.13 | 1.13 | (0.69) | 118 | ||||||||||||||
R5 | 44.78 | (0.20) | 20.64 | 20.44 | — | (2.53) | (2.53) | 62.69 | 48.09 | 23,170 | 0.85 | 0.85 | (0.40) | 118 | ||||||||||||||
R6 | 45.63 | (0.17) | 21.08 | 20.91 | — | (2.53) | (2.53) | 64.01 | 48.23 | 40,559 | 0.74 | 0.74 | (0.31) | 118 | ||||||||||||||
Y | 45.62 | (0.20) | 21.07 | 20.87 | — | (2.53) | (2.53) | 63.96 | 48.15 | 433,672 | 0.83 | 0.78 | (0.38) | 118 | ||||||||||||||
F | 42.09 | (0.15) | 19.36 | 19.21 | — | (2.53) | (2.53) | 58.77 | 48.25 | 795,206 | 0.74 | 0.74 | (0.31) | 118 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 45.89 | $ (0.25) | $ 4.35 | $ 4.10 | $ — | $ (10.54) | $ (10.54) | $ 39.45 | 13.64% | $ 2,089,246 | 1.12% | 1.11% | (0.64)% | 66% | ||||||||||||||
C | 29.36 | (0.29) | 1.97 | 1.68 | — | (10.54) | (10.54) | 20.50 | 12.79 | 281,545 | 1.86 | 1.86 | (1.39) | 66 | ||||||||||||||
I | 47.99 | (0.16) | 4.66 | 4.50 | — | (10.54) | (10.54) | 41.95 | 13.94 | 1,500,756 | 0.85 | 0.85 | (0.38) | 66 | ||||||||||||||
R3 | 45.98 | (0.39) | 4.36 | 3.97 | — | (10.54) | (10.54) | 39.41 | 13.25 | 44,757 | 1.47 | 1.46 | (1.00) | 66 | ||||||||||||||
R4 | 48.38 | (0.29) | 4.71 | 4.42 | — | (10.54) | (10.54) | 42.26 | 13.57 | 67,104 | 1.15 | 1.15 | (0.69) | 66 | ||||||||||||||
R5 | 50.48 | (0.17) | 5.01 | 4.84 | — | (10.54) | (10.54) | 44.78 | 13.92 | 25,396 | 0.85 | 0.85 | (0.39) | 66 | ||||||||||||||
R6 | 51.18 | (0.13) | 5.12 | 4.99 | — | (10.54) | (10.54) | 45.63 | 14.03 | 22,765 | 0.75 | 0.75 | (0.29) | 66 | ||||||||||||||
Y | 51.18 | (0.15) | 5.13 | 4.98 | — | (10.54) | (10.54) | 45.62 | 14.00 | 164,390 | 0.83 | 0.79 | (0.33) | 66 | ||||||||||||||
F | 48.07 | (0.12) | 4.68 | 4.56 | — | (10.54) | (10.54) | 42.09 | 14.07 | 526,379 | 0.74 | 0.74 | (0.28) | 66 |
69 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Growth Opportunities Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 46.20 | $ (0.29) | $ 3.86 | $ 3.57 | $ — | $ (3.88) | $ (3.88) | $ 45.89 | 8.31% | $ 2,013,200 | 1.11% | 1.11% | (0.61)% | 122% | ||||||||||||||
C | 31.15 | (0.41) | 2.50 | 2.09 | — | (3.88) | (3.88) | 29.36 | 7.49 | 321,653 | 1.85 | 1.85 | (1.35) | 122 | ||||||||||||||
I | 48.01 | (0.17) | 4.03 | 3.86 | — | (3.88) | (3.88) | 47.99 | 8.62 | 1,674,141 | 0.84 | 0.84 | (0.34) | 122 | ||||||||||||||
R3 | 46.43 | (0.45) | 3.88 | 3.43 | — | (3.88) | (3.88) | 45.98 | 7.94 | 47,707 | 1.46 | 1.45 | (0.95) | 122 | ||||||||||||||
R4 | 48.52 | (0.32) | 4.06 | 3.74 | — | (3.88) | (3.88) | 48.38 | 8.28 | 79,229 | 1.15 | 1.15 | (0.65) | 122 | ||||||||||||||
R5 | 50.31 | (0.18) | 4.23 | 4.05 | — | (3.88) | (3.88) | 50.48 | 8.60 | 19,708 | 0.86 | 0.86 | (0.35) | 122 | ||||||||||||||
R6 | 50.91 | (0.14) | 4.29 | 4.15 | — | (3.88) | (3.88) | 51.18 | 8.71 | 12,061 | 0.75 | 0.75 | (0.26) | 122 | ||||||||||||||
Y | 50.92 | (0.15) | 4.29 | 4.14 | — | (3.88) | (3.88) | 51.18 | 8.68 | 127,721 | 0.78 | 0.78 | (0.28) | 122 | ||||||||||||||
F | 48.05 | (0.12) | 4.02 | 3.90 | — | (3.88) | (3.88) | 48.07 | 8.71 | 401,565 | 0.75 | 0.75 | (0.25) | 122 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 37.66 | $ (0.23) | $ 10.17 | $ 9.94 | $ — | $ (1.40) | $ (1.40) | $ 46.20 | 27.40% | $ 1,914,743 | 1.11% | 1.10% | (0.57)% | 119% | ||||||||||||||
C | 26.03 | (0.36) | 6.88 | 6.52 | — | (1.40) | (1.40) | 31.15 | 26.46 | 412,184 | 1.86 | 1.86 | (1.32) | 119 | ||||||||||||||
I | 39.00 | (0.15) | 10.56 | 10.41 | — | (1.40) | (1.40) | 48.01 | 27.67 | 1,546,058 | 0.89 | 0.89 | (0.35) | 119 | ||||||||||||||
R3 | 37.96 | (0.37) | 10.24 | 9.87 | — | (1.40) | (1.40) | 46.43 | 26.95 | 48,315 | 1.46 | 1.45 | (0.92) | 119 | ||||||||||||||
R4 | 39.50 | (0.26) | 10.68 | 10.42 | — | (1.40) | (1.40) | 48.52 | 27.33 | 81,413 | 1.15 | 1.15 | (0.62) | 119 | ||||||||||||||
R5 | 40.78 | (0.14) | 11.07 | 10.93 | — | (1.40) | (1.40) | 50.31 | 27.74 | 16,530 | 0.86 | 0.85 | (0.32) | 119 | ||||||||||||||
R6 | 41.21 | (0.12) | 11.22 | 11.10 | — | (1.40) | (1.40) | 50.91 | 27.86 | 4,554 | 0.76 | 0.75 | (0.26) | 119 | ||||||||||||||
Y | 41.23 | (0.09) | 11.18 | 11.09 | — | (1.40) | (1.40) | 50.92 | 27.83 | 104,645 | 0.77 | 0.77 | (0.22) | 119 | ||||||||||||||
F (7) | 40.07 | (0.10) | 8.08 | 7.98 | — | — | — | 48.05 | 19.92 (4) | 617,087 | 0.75 (5) | 0.75 (5) | (0.34) (5) | 119 | ||||||||||||||
The Hartford Healthcare Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 44.57 | $ (0.05) | $ (5.67) | $ (5.72) | $ — | $ (4.37) | $ (4.37) | $ 34.48 | (13.86)% (4) | $ 730,398 | 1.26% (5) | 1.25% (5) | (0.28)% (5) | 22% | ||||||||||||||
C | 32.92 | (0.15) | (4.05) | (4.20) | — | (4.37) | (4.37) | 24.35 | (14.19) (4) | 101,066 | 2.03 (5) | 2.03 (5) | (1.06) (5) | 22 | ||||||||||||||
I | 47.93 | (0.01) | (6.13) | (6.14) | — | (4.37) | (4.37) | 37.42 | (13.76) (4) | 349,620 | 1.01 (5) | 1.01 (5) | (0.03) (5) | 22 | ||||||||||||||
R3 | 45.63 | (0.13) | (5.80) | (5.93) | — | (4.37) | (4.37) | 35.33 | (14.01) (4) | 25,393 | 1.61 (5) | 1.61 (5) | (0.64) (5) | 22 | ||||||||||||||
R4 | 49.12 | (0.07) | (6.29) | (6.36) | — | (4.37) | (4.37) | 38.39 | (13.88) (4) | 20,032 | 1.31 (5) | 1.31 (5) | (0.34) (5) | 22 | ||||||||||||||
R5 | 52.49 | (0.01) | (6.76) | (6.77) | — | (4.37) | (4.37) | 41.35 | (13.76) (4) | 10,214 | 1.01 (5) | 1.01 (5) | (0.04) (5) | 22 | ||||||||||||||
R6 | 53.47 | 0.02 | (6.90) | (6.88) | — | (4.37) | (4.37) | 42.22 | (13.72) (4) | 5,579 | 0.89 (5) | 0.89 (5) | 0.08 (5) | 22 | ||||||||||||||
Y | 53.38 | (0.01) | (6.88) | (6.89) | — | (4.37) | (4.37) | 42.12 | (13.76) (4) | 102,975 | 1.00 (5) | 1.00 (5) | (0.03) (5) | 22 | ||||||||||||||
F | 48.18 | 0.02 | (6.17) | (6.15) | — | (4.37) | (4.37) | 37.66 | (13.70) (4) | 37,818 | 0.89 (5) | 0.89 (5) | 0.08 (5) | 22 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 40.91 | $ (0.15) | $ 8.98 | $ 8.83 | $ — | $ (5.17) | $ (5.17) | $ 44.57 | 22.88% | $ 883,719 | 1.25% | 1.24% | (0.36)% | 51% | ||||||||||||||
C | 31.63 | (0.36) | 6.82 | 6.46 | — | (5.17) | (5.17) | 32.92 | 21.98 | 134,574 | 2.01 | 2.01 | (1.12) | 51 | ||||||||||||||
I | 43.53 | (0.04) | 9.61 | 9.57 | — | (5.17) | (5.17) | 47.93 | 23.23 | 463,673 | 0.98 | 0.98 | (0.10) | 51 | ||||||||||||||
R3 | 41.90 | (0.31) | 9.21 | 8.90 | — | (5.17) | (5.17) | 45.63 | 22.46 | 32,550 | 1.59 | 1.59 | (0.70) | 51 | ||||||||||||||
R4 | 44.63 | (0.19) | 9.85 | 9.66 | — | (5.17) | (5.17) | 49.12 | 22.83 | 25,818 | 1.29 | 1.29 | (0.40) | 51 | ||||||||||||||
R5 | 47.24 | (0.06) | 10.48 | 10.42 | — | (5.17) | (5.17) | 52.49 | 23.21 | 12,933 | 1.00 | 1.00 | (0.11) | 51 | ||||||||||||||
R6 | 47.99 | 0.00 (8) | 10.65 | 10.65 | — | (5.17) | (5.17) | 53.47 | 23.33 | 6,091 | 0.89 | 0.89 | — (9) | 51 | ||||||||||||||
Y | 47.95 | (0.05) | 10.65 | 10.60 | — | (5.17) | (5.17) | 53.38 | 23.24 | 122,793 | 0.99 | 0.98 | (0.09) | 51 | ||||||||||||||
F | 43.70 | 0.00 (8) | 9.65 | 9.65 | — | (5.17) | (5.17) | 48.18 | 23.34 | 46,477 | 0.89 | 0.89 | — (9) | 51 |
70 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Healthcare Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 35.63 | $ (0.13) | $ 7.77 | $ 7.64 | $ — | $ (2.36) | $ (2.36) | $ 40.91 | 22.17% | $ 746,242 | 1.28% | 1.28% | (0.33)% | 49% | ||||||||||||||
C | 28.24 | (0.33) | 6.08 | 5.75 | — | (2.36) | (2.36) | 31.63 | 21.21 | 139,847 | 2.04 | 2.04 | (1.09) | 49 | ||||||||||||||
I | 37.68 | (0.02) | 8.23 | 8.21 | — | (2.36) | (2.36) | 43.53 | 22.49 | 376,518 | 0.99 | 0.99 | (0.05) | 49 | ||||||||||||||
R3 | 36.56 | (0.26) | 7.96 | 7.70 | — | (2.36) | (2.36) | 41.90 | 21.74 | 31,090 | 1.61 | 1.61 | (0.65) | 49 | ||||||||||||||
R4 | 38.69 | (0.15) | 8.45 | 8.30 | — | (2.36) | (2.36) | 44.63 | 22.12 | 25,078 | 1.30 | 1.30 | (0.35) | 49 | ||||||||||||||
R5 | 40.71 | (0.03) | 8.92 | 8.89 | — | (2.36) | (2.36) | 47.24 | 22.48 | 10,937 | 1.01 | 1.01 | (0.07) | 49 | ||||||||||||||
R6 | 41.28 | 0.02 | 9.05 | 9.07 | — | (2.36) | (2.36) | 47.99 | 22.61 | 3,885 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
Y | 41.27 | (0.01) | 9.05 | 9.04 | — | (2.36) | (2.36) | 47.95 | 22.55 | 97,263 | 1.00 | 0.95 | (0.01) | 49 | ||||||||||||||
F | 37.79 | 0.02 | 8.25 | 8.27 | — | (2.36) | (2.36) | 43.70 | 22.59 | 34,808 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 34.38 | $ (0.10) | $ 3.83 | $ 3.73 | $ — | $ (2.48) | $ (2.48) | $ 35.63 | 12.02% | $ 666,181 | 1.30% | 1.30% | (0.30)% | 35% | ||||||||||||||
C | 27.98 | (0.28) | 3.02 | 2.74 | — | (2.48) | (2.48) | 28.24 | 11.17 | 138,539 | 2.05 | 2.05 | (1.06) | 35 | ||||||||||||||
I | 36.11 | 0.00 (8) | 4.05 | 4.05 | — | (2.48) | (2.48) | 37.68 | 12.36 | 297,000 | 1.01 | 1.01 | (0.01) | 35 | ||||||||||||||
R3 | 35.32 | (0.21) | 3.93 | 3.72 | — | (2.48) | (2.48) | 36.56 | 11.66 | 33,948 | 1.62 | 1.62 | (0.62) | 35 | ||||||||||||||
R4 | 37.12 | (0.12) | 4.17 | 4.05 | — | (2.48) | (2.48) | 38.69 | 12.00 | 26,699 | 1.32 | 1.32 | (0.32) | 35 | ||||||||||||||
R5 | 38.82 | (0.01) | 4.38 | 4.37 | — | (2.48) | (2.48) | 40.71 | 12.32 | 6,170 | 1.02 | 1.02 | (0.04) | 35 | ||||||||||||||
R6 (10) | 39.22 | 0.02 | 2.04 | 2.06 | — | — | — | 41.28 | 5.25 (4) | 1,341 | 0.91 (5) | 0.91 (5) | 0.06 (5) | 35 | ||||||||||||||
Y | 39.29 | 0.01 | 4.45 | 4.46 | — | (2.48) | (2.48) | 41.27 | 12.40 | 72,515 | 0.97 | 0.96 | 0.03 | 35 | ||||||||||||||
F | 36.17 | 0.02 | 4.08 | 4.10 | — | (2.48) | (2.48) | 37.79 | 12.48 | 29,108 | 0.91 | 0.91 | 0.06 | 35 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 34.86 | $ (0.14) | $ 1.45 | $ 1.31 | $ — | $ (1.79) | $ (1.79) | $ 34.38 | 3.86% | $ 682,175 | 1.28% | 1.28% | (0.40)% | 27% | ||||||||||||||
C | 28.90 | (0.33) | 1.20 | 0.87 | — | (1.79) | (1.79) | 27.98 | 3.10 | 160,084 | 2.03 | 2.02 | (1.13) | 27 | ||||||||||||||
I | 36.43 | (0.04) | 1.51 | 1.47 | — | (1.79) | (1.79) | 36.11 | 4.15 | 379,392 | 1.00 | 1.00 | (0.11) | 27 | ||||||||||||||
R3 | 35.87 | (0.26) | 1.50 | 1.24 | — | (1.79) | (1.79) | 35.32 | 3.55 | 38,412 | 1.61 | 1.61 | (0.72) | 27 | ||||||||||||||
R4 | 37.50 | (0.16) | 1.57 | 1.41 | — | (1.79) | (1.79) | 37.12 | 3.86 | 32,373 | 1.30 | 1.30 | (0.42) | 27 | ||||||||||||||
R5 | 39.03 | (0.05) | 1.63 | 1.58 | — | (1.79) | (1.79) | 38.82 | 4.15 | 7,757 | 1.02 | 1.02 | (0.13) | 27 | ||||||||||||||
Y | 39.45 | (0.01) | 1.64 | 1.63 | — | (1.79) | (1.79) | 39.29 | 4.24 | 52,896 | 0.92 | 0.92 | (0.03) | 27 | ||||||||||||||
F | 36.45 | — | 1.51 | 1.51 | — | (1.79) | (1.79) | 36.17 | 4.26 | 76,003 | 0.90 | 0.90 | (0.01) | 27 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 30.96 | $ (0.12) | $ 7.04 | $ 6.92 | $ — | $ (3.02) | $ (3.02) | $ 34.86 | 24.28% | $ 714,694 | 1.29% | 1.29% | (0.36)% | 23% | ||||||||||||||
C | 26.34 | (0.30) | 5.88 | 5.58 | — | (3.02) | (3.02) | 28.90 | 23.37 | 242,421 | 2.04 | 2.03 | (1.10) | 23 | ||||||||||||||
I | 32.15 | (0.04) | 7.34 | 7.30 | — | (3.02) | (3.02) | 36.43 | 24.59 | 351,686 | 1.03 | 1.03 | (0.11) | 23 | ||||||||||||||
R3 | 31.87 | (0.23) | 7.25 | 7.02 | — | (3.02) | (3.02) | 35.87 | 23.87 | 45,673 | 1.61 | 1.61 | (0.68) | 23 | ||||||||||||||
R4 | 33.10 | (0.13) | 7.55 | 7.42 | — | (3.02) | (3.02) | 37.50 | 24.22 | 35,927 | 1.31 | 1.31 | (0.38) | 23 | ||||||||||||||
R5 | 34.23 | (0.03) | 7.85 | 7.82 | — | (3.02) | (3.02) | 39.03 | 24.62 | 6,888 | 1.01 | 1.01 | (0.08) | 23 | ||||||||||||||
Y | 34.54 | (0.01) | 7.94 | 7.93 | — | (3.02) | (3.02) | 39.45 | 24.72 | 45,193 | 0.93 | 0.93 | (0.02) | 23 | ||||||||||||||
F (7) | 33.96 | 0.01 | 2.48 | 2.49 | — | — | — | 36.45 | 7.33 (4) | 61,710 | 0.90 (5) | 0.90 (5) | 0.04 (5) | 23 | ||||||||||||||
The Hartford MidCap Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 37.01 | $ (0.06) | $ (6.16) | $ (6.22) | $ (0.16) | $ (4.16) | $ (4.32) | $ 26.47 | (18.81)% (4) | $ 2,644,946 | 1.09% (5) | 1.09% (5) | (0.36)% (5) | 18% | ||||||||||||||
C | 22.89 | (0.11) | (3.53) | (3.64) | (0.04) | (4.16) | (4.20) | 15.05 | (19.09) (4) | 262,119 | 1.86 (5) | 1.86 (5) | (1.17) (5) | 18 | ||||||||||||||
I | 38.77 | (0.02) | (6.48) | (6.50) | (0.23) | (4.16) | (4.39) | 27.88 | (18.72) (4) | 2,122,392 | 0.89 (5) | 0.86 (5) | (0.12) (5) | 18 | ||||||||||||||
R3 | 41.94 | (0.13) | (7.10) | (7.23) | — | (4.16) | (4.16) | 30.55 | (18.96) (4) | 72,379 | 1.46 (5) | 1.45 (5) | (0.73) (5) | 18 | ||||||||||||||
R4 | 44.51 | (0.09) | (7.56) | (7.65) | (0.09) | (4.16) | (4.25) | 32.61 | (18.83) (4) | 117,257 | 1.16 (5) | 1.14 (5) | (0.46) (5) | 18 | ||||||||||||||
R5 | 46.54 | (0.04) | (7.91) | (7.95) | (0.22) | (4.16) | (4.38) | 34.21 | (18.70) (4) | 143,226 | 0.86 (5) | 0.86 (5) | (0.18) (5) | 18 | ||||||||||||||
R6 | 47.29 | (0.03) | (8.03) | (8.06) | (0.28) | (4.16) | (4.44) | 34.79 | (18.67) (4) | 922,095 | 0.74 (5) | 0.74 (5) | (0.15) (5) | 18 | ||||||||||||||
Y | 47.18 | (0.03) | (8.03) | (8.06) | (0.26) | (4.16) | (4.42) | 34.70 | (18.70) (4) | 635,013 | 0.84 (5) | 0.78 (5) | (0.14) (5) | 18 | ||||||||||||||
F | 39.01 | 0.00 (8) | (6.52) | (6.52) | (0.28) | (4.16) | (4.44) | 28.05 | (18.68) (4) | 2,211,917 | 0.74 (5) | 0.74 (5) | (0.02) (5) | 18 |
71 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 30.63 | $ 0.10 | $ 10.24 | $ 10.34 | $ — | $ (3.96) | $ (3.96) | $ 37.01 | 35.51% | $ 3,446,674 | 1.08% | 1.08% | 0.28% | 28% | ||||||||||||||
C | 20.34 | (0.12) | 6.63 | 6.51 | — | (3.96) | (3.96) | 22.89 | 34.49 | 381,566 | 1.84 | 1.84 | (0.52) | 28 | ||||||||||||||
I | 31.87 | 0.20 | 10.66 | 10.86 | — | (3.96) | (3.96) | 38.77 | 35.79 | 3,960,713 | 0.86 | 0.85 | 0.53 | 28 | ||||||||||||||
R3 | 34.38 | (0.05) | 11.57 | 11.52 | — | (3.96) | (3.96) | 41.94 | 35.03 | 100,113 | 1.45 | 1.45 | (0.12) | 28 | ||||||||||||||
R4 | 36.18 | 0.08 | 12.21 | 12.29 | — | (3.96) | (3.96) | 44.51 | 35.45 | 189,348 | 1.15 | 1.13 | 0.18 | 28 | ||||||||||||||
R5 | 37.58 | 0.23 | 12.69 | 12.92 | — | (3.96) | (3.96) | 46.54 | 35.84 | 319,470 | 0.83 | 0.83 | 0.52 | 28 | ||||||||||||||
R6 | 38.09 | 0.26 | 12.90 | 13.16 | — | (3.96) | (3.96) | 47.29 | 36.00 | 1,659,582 | 0.74 | 0.74 | 0.57 | 28 | ||||||||||||||
Y | 38.02 | 0.24 | 12.88 | 13.12 | — | (3.96) | (3.96) | 47.18 | 35.96 | 970,296 | 0.84 | 0.77 | 0.52 | 28 | ||||||||||||||
F | 32.00 | 0.23 | 10.74 | 10.97 | — | (3.96) | (3.96) | 39.01 | 36.01 | 2,898,529 | 0.74 | 0.74 | 0.61 | 28 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 30.34 | $ (0.08) | $ 2.00 | $ 1.92 | $ — | $ (1.63) | $ (1.63) | $ 30.63 | 6.48% | $ 2,724,316 | 1.11% | 1.11% | (0.27)% | 45% | ||||||||||||||
C | 20.83 | (0.20) | 1.34 | 1.14 | — | (1.63) | (1.63) | 20.34 | 5.63 | 380,033 | 1.87 | 1.87 | (1.02) | 45 | ||||||||||||||
I | 31.43 | (0.01) | 2.08 | 2.07 | — | (1.63) | (1.63) | 31.87 | 6.74 | 3,867,925 | 0.88 | 0.87 | (0.04) | 45 | ||||||||||||||
R3 | 33.98 | (0.21) | 2.24 | 2.03 | — | (1.63) | (1.63) | 34.38 | 6.09 | 92,023 | 1.47 | 1.47 | (0.63) | 45 | ||||||||||||||
R4 | 35.57 | (0.10) | 2.34 | 2.24 | — | (1.63) | (1.63) | 36.18 | 6.42 | 205,114 | 1.16 | 1.14 | (0.30) | 45 | ||||||||||||||
R5 | 36.77 | 0.00 (8) | 2.44 | 2.44 | — | (1.63) | (1.63) | 37.58 | 6.77 | 371,791 | 0.85 | 0.85 | 0.00 (9) | 45 | ||||||||||||||
R6 | 37.22 | 0.03 | 2.47 | 2.50 | — | (1.63) | (1.63) | 38.09 | 6.85 | 1,759,581 | 0.75 | 0.75 | 0.08 | 45 | ||||||||||||||
Y | 37.17 | 0.02 | 2.46 | 2.48 | — | (1.63) | (1.63) | 38.02 | 6.81 | 1,144,624 | 0.85 | 0.79 | 0.06 | 45 | ||||||||||||||
F | 31.52 | 0.03 | 2.08 | 2.11 | — | (1.63) | (1.63) | 32.00 | 6.85 | 2,422,752 | 0.75 | 0.75 | 0.09 | 45 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 30.03 | $ (0.09) | $ 3.80 | $ 3.71 | $ — | $ (3.40) | $ (3.40) | $ 30.34 | 14.93% | $ 2,820,971 | 1.11% | 1.10% | (0.32)% | 31% | ||||||||||||||
C | 21.90 | (0.22) | 2.55 | 2.33 | — | (3.40) | (3.40) | 20.83 | 14.10 | 498,057 | 1.86 | 1.86 | (1.08) | 31 | ||||||||||||||
I | 30.91 | (0.02) | 3.94 | 3.92 | — | (3.40) | (3.40) | 31.43 | 15.25 | 4,168,592 | 0.85 | 0.85 | (0.06) | 31 | ||||||||||||||
R3 | 33.31 | (0.22) | 4.29 | 4.07 | — | (3.40) | (3.40) | 33.98 | 14.54 | 96,409 | 1.45 | 1.45 | (0.67) | 31 | ||||||||||||||
R4 | 34.59 | (0.12) | 4.50 | 4.38 | — | (3.40) | (3.40) | 35.57 | 14.89 | 266,390 | 1.16 | 1.14 | (0.36) | 31 | ||||||||||||||
R5 | 35.55 | (0.02) | 4.64 | 4.62 | — | (3.40) | (3.40) | 36.77 | 15.23 | 497,712 | 0.84 | 0.84 | (0.07) | 31 | ||||||||||||||
R6 | 35.90 | 0.02 | 4.70 | 4.72 | — | (3.40) | (3.40) | 37.22 | 15.37 | 1,731,890 | 0.74 | 0.74 | 0.04 | 31 | ||||||||||||||
Y | 35.87 | 0.00 (8) | 4.70 | 4.70 | — | (3.40) | (3.40) | 37.17 | 15.32 | 1,571,851 | 0.82 | 0.78 | 0.01 | 31 | ||||||||||||||
F | 30.96 | 0.01 | 3.95 | 3.96 | — | (3.40) | (3.40) | 31.52 | 15.36 | 2,259,594 | 0.74 | 0.74 | 0.04 | 31 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 30.36 | $ (0.12) | $ 1.20 | $ 1.08 | $ — | $ (1.41) | $ (1.41) | $ 30.03 | 3.63% | $ 2,592,610 | 1.11% | 1.10% | (0.39)% | 37% | ||||||||||||||
C | 22.67 | (0.27) | 0.91 | 0.64 | — | (1.41) | (1.41) | 21.90 | 2.84 | 580,708 | 1.85 | 1.85 | (1.14) | 37 | ||||||||||||||
I | 31.12 | (0.03) | 1.23 | 1.20 | — | (1.41) | (1.41) | 30.91 | 3.91 | 3,666,464 | 0.82 | 0.82 | (0.11) | 37 | ||||||||||||||
R3 | 33.64 | (0.26) | 1.34 | 1.08 | — | (1.41) | (1.41) | 33.31 | 3.23 | 102,632 | 1.46 | 1.46 | (0.75) | 37 | ||||||||||||||
R4 | 34.78 | (0.16) | 1.38 | 1.22 | — | (1.41) | (1.41) | 34.59 | 3.57 | 289,049 | 1.16 | 1.15 | (0.43) | 37 | ||||||||||||||
R5 | 35.59 | (0.05) | 1.42 | 1.37 | — | (1.41) | (1.41) | 35.55 | 3.89 | 468,146 | 0.85 | 0.85 | (0.13) | 37 | ||||||||||||||
R6 | 35.90 | (0.01) | 1.42 | 1.41 | — | (1.41) | (1.41) | 35.90 | 3.97 | 1,014,518 | 0.75 | 0.75 | (0.04) | 37 | ||||||||||||||
Y | 35.88 | (0.02) | 1.42 | 1.40 | — | (1.41) | (1.41) | 35.87 | 3.95 | 1,934,520 | 0.78 | 0.78 | (0.06) | 37 | ||||||||||||||
F | 31.15 | (0.01) | 1.23 | 1.22 | — | (1.41) | (1.41) | 30.96 | 3.97 | 1,648,425 | 0.75 | 0.75 | (0.03) | 37 |
72 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 24.25 | $ (0.11) | $ 7.00 | $ 6.89 | $ — | $ (0.78) | $ (0.78) | $ 30.36 | 29.02% | $ 2,482,275 | 1.13% | 1.12% | (0.38)% | 30% | ||||||||||||||
C | 18.42 | (0.23) | 5.26 | 5.03 | — | (0.78) | (0.78) | 22.67 | 28.07 | 717,521 | 1.87 | 1.87 | (1.12) | 30 | ||||||||||||||
I | 24.79 | (0.05) | 7.16 | 7.11 | — | (0.78) | (0.78) | 31.12 | 29.28 | 2,996,705 | 1.02 | 0.89 | (0.17) | 30 | ||||||||||||||
R3 | 26.88 | (0.22) | 7.76 | 7.54 | — | (0.78) | (0.78) | 33.64 | 28.59 | 90,582 | 1.47 | 1.47 | (0.73) | 30 | ||||||||||||||
R4 | 27.69 | (0.14) | 8.01 | 7.87 | — | (0.78) | (0.78) | 34.78 | 28.95 | 263,236 | 1.16 | 1.16 | (0.43) | 30 | ||||||||||||||
R5 | 28.24 | (0.04) | 8.17 | 8.13 | — | (0.78) | (0.78) | 35.59 | 29.32 | 356,166 | 0.86 | 0.86 | (0.14) | 30 | ||||||||||||||
R6 | 28.45 | (0.05) | 8.28 | 8.23 | — | (0.78) | (0.78) | 35.90 | 29.45 | 431,183 | 0.76 | 0.76 | (0.14) | 30 | ||||||||||||||
Y | 28.44 | (0.01) | 8.23 | 8.22 | — | (0.78) | (0.78) | 35.88 | 29.43 | 1,847,676 | 0.78 | 0.78 | (0.04) | 30 | ||||||||||||||
F (7) | 27.52 | (0.03) | 3.66 | 3.63 | — | — | — | 31.15 | 13.19 (4) | 1,244,732 | 0.76 (5) | 0.76 (5) | (0.15) (5) | 30 | ||||||||||||||
The Hartford MidCap Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 18.14 | $ 0.02 | $ 0.07 | $ 0.09 | $ (0.01) | $ (1.29) | $ (1.30) | $ 16.93 | 0.34% (4) | $ 370,297 | 1.15% (5) | 1.15% (5) | 0.19% (5) | 37% | ||||||||||||||
C | 14.28 | (0.04) | 0.06 | 0.02 | — | (1.29) | (1.29) | 13.01 | (0.08) (4) | 8,181 | 1.94 (5) | 1.94 (5) | (0.60) (5) | 37 | ||||||||||||||
I | 18.36 | 0.04 | 0.09 | 0.13 | (0.06) | (1.29) | (1.35) | 17.14 | 0.57 (4) | 29,135 | 0.84 (5) | 0.84 (5) | 0.49 (5) | 37 | ||||||||||||||
R3 | 19.18 | (0.01) | 0.08 | 0.07 | — | (1.29) | (1.29) | 17.96 | 0.22 (4) | 6,344 | 1.48 (5) | 1.48 (5) | (0.13) (5) | 37 | ||||||||||||||
R4 | 19.64 | 0.02 | 0.08 | 0.10 | — | (1.29) | (1.29) | 18.45 | 0.37 (4) | 9,734 | 1.18 (5) | 1.18 (5) | 0.17 (5) | 37 | ||||||||||||||
R5 | 19.97 | 0.04 | 0.09 | 0.13 | (0.05) | (1.29) | (1.34) | 18.76 | 0.52 (4) | 1,959 | 0.88 (5) | 0.88 (5) | 0.46 (5) | 37 | ||||||||||||||
Y | 20.02 | 0.05 | 0.07 | 0.12 | (0.05) | (1.29) | (1.34) | 18.80 | 0.46 (4) | 15,857 | 0.87 (5) | 0.87 (5) | 0.46 (5) | 37 | ||||||||||||||
F | 18.37 | 0.05 | 0.07 | 0.12 | (0.07) | (1.29) | (1.36) | 17.13 | 0.52 (4) | 451,873 | 0.76 (5) | 0.76 (5) | 0.57 (5) | 37 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 12.21 | $ 0.00(8) | $ 5.97 | $ 5.97 | $ (0.04) | $ — | $ (0.04) | $ 18.14 | 48.99% | $ 363,955 | 1.18% | 1.18% | 0.03% | 57% | ||||||||||||||
C | 9.66 | (0.09) | 4.71 | 4.62 | — | — | — | 14.28 | 47.83 | 8,931 | 1.96 | 1.96 | (0.73) | 57 | ||||||||||||||
I | 12.36 | 0.06 | 6.02 | 6.08 | (0.08) | — | (0.08) | 18.36 | 49.39 | 25,307 | 0.85 | 0.85 | 0.36 | 57 | ||||||||||||||
R3 | 12.91 | (0.05) | 6.32 | 6.27 | — | — | — | 19.18 | 48.57 | 6,973 | 1.49 | 1.49 | (0.28) | 57 | ||||||||||||||
R4 | 13.21 | 0.00 (8) | 6.46 | 6.46 | (0.03) | — | (0.03) | 19.64 | 48.99 | 10,502 | 1.19 | 1.19 | 0.02 | 57 | ||||||||||||||
R5 | 13.44 | 0.06 | 6.56 | 6.62 | (0.09) | — | (0.09) | 19.97 | 49.39 | 2,142 | 0.89 | 0.89 | 0.31 | 57 | ||||||||||||||
Y | 13.47 | 0.06 | 6.58 | 6.64 | (0.09) | — | (0.09) | 20.02 | 49.49 | 15,307 | 0.88 | 0.88 | 0.32 | 57 | ||||||||||||||
F | 12.36 | 0.07 | 6.04 | 6.11 | (0.10) | — | (0.10) | 18.37 | 49.64 | 442,227 | 0.77 | 0.77 | 0.43 | 57 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 14.43 | $ 0.07 | $ (1.86) | $ (1.79) | $ (0.09) | $ (0.34) | $ (0.43) | $ 12.21 | (12.86)% | $ 245,112 | 1.25% | 1.25% | 0.56% | 61% | ||||||||||||||
C | 11.51 | (0.02) | (1.49) | (1.51) | (0.00) (8) | (0.34) | (0.34) | 9.66 | (13.55) | 9,533 | 2.03 | 2.03 | (0.20) | 61 | ||||||||||||||
I | 14.60 | 0.12 | (1.88) | (1.76) | (0.14) | (0.34) | (0.48) | 12.36 | (12.58) | 19,722 | 0.91 | 0.91 | 0.91 | 61 | ||||||||||||||
R3 | 15.22 | 0.04 | (1.98) | (1.94) | (0.03) | (0.34) | (0.37) | 12.91 | (13.12) | 5,317 | 1.53 | 1.53 | 0.30 | 61 | ||||||||||||||
R4 | 15.58 | 0.08 | (2.02) | (1.94) | (0.09) | (0.34) | (0.43) | 13.21 | (12.88) | 8,857 | 1.23 | 1.23 | 0.58 | 61 | ||||||||||||||
R5 | 15.82 | 0.12 | (2.04) | (1.92) | (0.12) | (0.34) | (0.46) | 13.44 | (12.60) | 1,423 | 0.92 | 0.92 | 0.88 | 61 | ||||||||||||||
Y | 15.87 | 0.13 | (2.05) | (1.92) | (0.14) | (0.34) | (0.48) | 13.47 | (12.55) | 10,009 | 0.92 | 0.88 | 0.93 | 61 | ||||||||||||||
F | 14.60 | 0.13 | (1.88) | (1.75) | (0.15) | (0.34) | (0.49) | 12.36 | (12.51) | 299,805 | 0.82 | 0.82 | 0.98 | 61 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 14.54 | $ 0.08 | $ 1.44 | $ 1.52 | $ (0.04) | $ (1.59) | $ (1.63) | $ 14.43 | 12.74% | $ 309,996 | 1.23% | 1.23% | 0.61% | 55% | ||||||||||||||
C | 11.97 | (0.02) | 1.15 | 1.13 | — | (1.59) | (1.59) | 11.51 | 11.99 | 15,910 | 1.99 | 1.99 | (0.14) | 55 | ||||||||||||||
I | 14.68 | 0.13 | 1.46 | 1.59 | (0.08) | (1.59) | (1.67) | 14.60 | 13.20 | 31,173 | 0.89 | 0.89 | 0.95 | 55 | ||||||||||||||
R3 | 15.23 | 0.05 | 1.53 | 1.58 | — | (1.59) | (1.59) | 15.22 | 12.42 | 8,034 | 1.52 | 1.52 | 0.33 | 55 | ||||||||||||||
R4 | 15.55 | 0.09 | 1.57 | 1.66 | (0.04) | (1.59) | (1.63) | 15.58 | 12.77 | 11,865 | 1.21 | 1.21 | 0.64 | 55 | ||||||||||||||
R5 | 15.76 | 0.16 | 1.57 | 1.73 | (0.08) | (1.59) | (1.67) | 15.82 | 13.14 | 1,592 | 0.92 | 0.92 | 1.06 | 55 | ||||||||||||||
Y | 15.80 | 0.15 | 1.60 | 1.75 | (0.09) | (1.59) | (1.68) | 15.87 | 13.23 | 12,624 | 0.89 | 0.85 | 0.98 | 55 | ||||||||||||||
F | 14.69 | 0.14 | 1.46 | 1.60 | (0.10) | (1.59) | (1.69) | 14.60 | 13.27 | 314,566 | 0.80 | 0.80 | 1.03 | 55 |
73 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford MidCap Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 15.62 | $ 0.03 | $ (0.72) | $ (0.69) | $ — | $ (0.39) | $ (0.39) | $ 14.54 | (4.56)% | $ 284,646 | 1.22% | 1.22% | 0.18% | 49% | ||||||||||||||
C | 13.03 | (0.07) | (0.60) | (0.67) | — | (0.39) | (0.39) | 11.97 | (5.26) | 17,909 | 1.98 | 1.97 | (0.57) | 49 | ||||||||||||||
I | 15.72 | 0.08 | (0.73) | (0.65) | — | (0.39) | (0.39) | 14.68 | (4.27) | 34,656 | 0.90 | 0.90 | 0.50 | 49 | ||||||||||||||
R3 | 16.39 | (0.02) | (0.75) | (0.77) | — | (0.39) | (0.39) | 15.23 | (4.84) | 9,555 | 1.52 | 1.52 | (0.13) | 49 | ||||||||||||||
R4 | 16.68 | 0.03 | (0.77) | (0.74) | — | (0.39) | (0.39) | 15.55 | (4.52) | 11,639 | 1.22 | 1.22 | 0.18 | 49 | ||||||||||||||
R5 | 16.88 | 0.08 | (0.78) | (0.70) | (0.03) | (0.39) | (0.42) | 15.76 | (4.32) | 8,087 | 0.91 | 0.91 | 0.48 | 49 | ||||||||||||||
Y | 16.93 | 0.09 | (0.79) | (0.70) | (0.04) | (0.39) | (0.43) | 15.80 | (4.23) | 11,371 | 0.86 | 0.86 | 0.52 | 49 | ||||||||||||||
F | 15.76 | 0.10 | (0.73) | (0.63) | (0.05) | (0.39) | (0.44) | 14.69 | (4.18) | 252,917 | 0.80 | 0.80 | 0.61 | 49 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 13.98 | $ 0.01 | $ 2.65 | $ 2.66 | $ — | $ (1.02) | $ (1.02) | $ 15.62 | 19.67% | $ 291,082 | 1.23% | 1.23% | 0.06% | 40% | ||||||||||||||
C | 11.90 | (0.08) | 2.23 | 2.15 | — | (1.02) | (1.02) | 13.03 | 18.66 | 35,520 | 1.96 | 1.96 | (0.67) | 40 | ||||||||||||||
I | 14.09 | 0.03 | 2.67 | 2.70 | (0.05) | (1.02) | (1.07) | 15.72 | 19.81 | 43,342 | 1.20 | 1.10 | 0.20 | 40 | ||||||||||||||
R3 | 14.67 | (0.04) | 2.78 | 2.74 | — | (1.02) | (1.02) | 16.39 | 19.26 | 11,923 | 1.52 | 1.52 | (0.23) | 40 | ||||||||||||||
R4 | 14.87 | 0.01 | 2.82 | 2.83 | — | (1.02) | (1.02) | 16.68 | 19.58 | 12,637 | 1.21 | 1.21 | 0.08 | 40 | ||||||||||||||
R5 | 15.03 | 0.06 | 2.86 | 2.92 | (0.05) | (1.02) | (1.07) | 16.88 | 20.06 | 11,445 | 0.91 | 0.91 | 0.38 | 40 | ||||||||||||||
Y | 15.07 | 0.08 | 2.86 | 2.94 | (0.06) | (1.02) | (1.08) | 16.93 | 20.10 | 28,403 | 0.82 | 0.82 | 0.48 | 40 | ||||||||||||||
F (7) | 14.97 | 0.05 | 0.74 | 0.79 | — | — | — | 15.76 | 5.28 (4) | 238,682 | 0.81 (5) | 0.81 (5) | 0.46 (5) | 40 | ||||||||||||||
Hartford Quality Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 26.27 | $ 0.18 | $ (0.38) | $ (0.20) | $ (0.35) | $ (1.25) | $ (1.60) | $ 24.47 | (0.87)% (4) | $ 183,043 | 0.94% (5) | 0.94% (5) | 1.43% (5) | 14% | ||||||||||||||
C | 22.22 | 0.07 | (0.33) | (0.26) | (0.15) | (1.25) | (1.40) | 20.56 | (1.25) (4) | 3,899 | 1.77 (5) | 1.71 (5) | 0.66 (5) | 14 | ||||||||||||||
I | 25.93 | 0.22 | (0.39) | (0.17) | (0.42) | (1.25) | (1.67) | 24.09 | (0.75) (4) | 25,627 | 0.63 (5) | 0.63 (5) | 1.74 (5) | 14 | ||||||||||||||
R3 | 26.71 | 0.15 | (0.39) | (0.24) | (0.29) | (1.25) | (1.54) | 24.93 | (0.99) (4) | 1,023 | 1.27 (5) | 1.18 (5) | 1.19 (5) | 14 | ||||||||||||||
R4 | 27.02 | 0.19 | (0.39) | (0.20) | (0.37) | (1.25) | (1.62) | 25.20 | (0.85) (4) | 4,616 | 0.96 (5) | 0.88 (5) | 1.49 (5) | 14 | ||||||||||||||
R5 | 27.30 | 0.23 | (0.40) | (0.17) | (0.43) | (1.25) | (1.68) | 25.45 | (0.72) (4) | 323 | 0.66 (5) | 0.63 (5) | 1.74 (5) | 14 | ||||||||||||||
R6 | 27.38 | 0.18 | (0.33) | (0.15) | (0.47) | (1.25) | (1.72) | 25.51 | (0.63) (4) | 12,415 | 0.55 (5) | 0.46 (5) | 1.34 (5) | 14 | ||||||||||||||
Y | 27.34 | 0.24 | (0.41) | (0.17) | (0.45) | (1.25) | (1.70) | 25.47 | (0.74) (4) | 2,712 | 0.63 (5) | 0.57 (5) | 1.80 (5) | 14 | ||||||||||||||
F | 25.84 | 0.24 | (0.39) | (0.15) | (0.47) | (1.25) | (1.72) | 23.97 | (0.67) (4) | 11,749 | 0.55 (5) | 0.46 (5) | 1.91 (5) | 14 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 18.61 | $ 0.34 | $ 7.76 | $ 8.10 | $ (0.44) | $ — | $ (0.44) | $ 26.27 | 44.08% | $ 188,344 | 0.97% | 0.94% | 1.44% | 21% | ||||||||||||||
C | 15.78 | 0.14 | 6.57 | 6.71 | (0.27) | — | (0.27) | 22.22 | 42.97 | 3,397 | 1.80 | 1.71 | 0.71 | 21 | ||||||||||||||
I | 18.37 | 0.41 | 7.65 | 8.06 | (0.50) | — | (0.50) | 25.93 | 44.56 | 20,153 | 0.65 | 0.63 | 1.73 | 21 | ||||||||||||||
R3 | 18.92 | 0.29 | 7.89 | 8.18 | (0.39) | — | (0.39) | 26.71 | 43.73 | 1,098 | 1.27 | 1.17 | 1.22 | 21 | ||||||||||||||
R4 | 19.13 | 0.37 | 7.97 | 8.34 | (0.45) | — | (0.45) | 27.02 | 44.20 | 4,775 | 0.97 | 0.88 | 1.50 | 21 | ||||||||||||||
R5 | 19.32 | 0.43 | 8.06 | 8.49 | (0.51) | — | (0.51) | 27.30 | 44.59 | 320 | 0.67 | 0.62 | 1.76 | 21 | ||||||||||||||
R6 | 19.38 | 0.48 | 8.06 | 8.54 | (0.54) | — | (0.54) | 27.38 | 44.79 | 257 | 0.56 | 0.46 | 1.95 | 21 | ||||||||||||||
Y | 19.35 | 0.44 | 8.07 | 8.51 | (0.52) | — | (0.52) | 27.34 | 44.65 | 1,753 | 0.66 | 0.57 | 1.74 | 21 | ||||||||||||||
F | 18.31 | 0.45 | 7.62 | 8.07 | (0.54) | — | (0.54) | 25.84 | 44.84 | 12,182 | 0.56 | 0.46 | 1.92 | 21 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 21.11 | $ 0.42 | $ (1.85) | $ (1.43) | $ (0.48) | $ (0.59) | $ (1.07) | $ 18.61 | (7.34)% | $ 140,154 | 1.03% | 0.91% | 2.19% | 26% | ||||||||||||||
C | 18.05 | 0.23 | (1.59) | (1.36) | (0.32) | (0.59) | (0.91) | 15.78 | (8.09) | 3,673 | 1.82 | 1.71 | 1.38 | 26 | ||||||||||||||
I | 20.85 | 0.48 | (1.82) | (1.34) | (0.55) | (0.59) | (1.14) | 18.37 | (7.02) | 10,927 | 0.67 | 0.56 | 2.53 | 26 | ||||||||||||||
R3 | 21.45 | 0.38 | (1.89) | (1.51) | (0.43) | (0.59) | (1.02) | 18.92 | (7.56) | 855 | 1.29 | 1.16 | 1.91 | 26 | ||||||||||||||
R4 | 21.68 | 0.44 | (1.91) | (1.47) | (0.49) | (0.59) | (1.08) | 19.13 | (7.34) | 3,887 | 0.98 | 0.87 | 2.21 | 26 | ||||||||||||||
R5 | 21.87 | 0.50 | (1.92) | (1.42) | (0.54) | (0.59) | (1.13) | 19.32 | (7.05) | 220 | 0.69 | 0.58 | 2.53 | 26 | ||||||||||||||
R6 | 21.93 | 0.50 | (1.89) | (1.39) | (0.57) | (0.59) | (1.16) | 19.38 | (6.92) | 485 | 0.58 | 0.46 | 2.53 | 26 | ||||||||||||||
Y | 21.91 | 0.51 | (1.93) | (1.42) | (0.55) | (0.59) | (1.14) | 19.35 | (7.05) | 382 | 0.68 | 0.57 | 2.53 | 26 | ||||||||||||||
F | 20.83 | 0.50 | (1.82) | (1.32) | (0.61) | (0.59) | (1.20) | 18.31 | (6.94) | 8,975 | 0.58 | 0.46 | 2.64 | 26 |
74 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Quality Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 20.00 | $ 0.38 | $ 1.99 | $ 2.37 | $ (0.28) | $ (0.98) | $ (1.26) | $ 21.11 | 13.10% | $ 169,771 | 1.00% | 0.90% | 1.95% | 23% | ||||||||||||||
C | 17.12 | 0.20 | 1.71 | 1.91 | — | (0.98) | (0.98) | 18.05 | 12.23 | 6,834 | 1.76 | 1.67 | 1.21 | 23 | ||||||||||||||
I | 19.78 | 0.45 | 1.94 | 2.39 | (0.34) | (0.98) | (1.32) | 20.85 | 13.49 | 12,796 | 0.65 | 0.56 | 2.30 | 23 | ||||||||||||||
R3 | 20.29 | 0.34 | 2.01 | 2.35 | (0.21) | (0.98) | (1.19) | 21.45 | 12.78 | 1,240 | 1.27 | 1.16 | 1.69 | 23 | ||||||||||||||
R4 | 20.49 | 0.40 | 2.04 | 2.44 | (0.27) | (0.98) | (1.25) | 21.68 | 13.17 | 6,014 | 0.95 | 0.86 | 1.99 | 23 | ||||||||||||||
R5 | 20.67 | 0.47 | 2.04 | 2.51 | (0.33) | (0.98) | (1.31) | 21.87 | 13.46 | 230 | 0.67 | 0.58 | 2.33 | 23 | ||||||||||||||
R6 | 20.74 | 0.47 | 2.06 | 2.53 | (0.36) | (0.98) | (1.34) | 21.93 | 13.57 | 34 | 0.56 | 0.46 | 2.26 | 23 | ||||||||||||||
Y | 20.72 | 0.47 | 2.05 | 2.52 | (0.35) | (0.98) | (1.33) | 21.91 | 13.50 | 622 | 0.64 | 0.55 | 2.29 | 23 | ||||||||||||||
F | 19.77 | 0.48 | 1.92 | 2.40 | (0.36) | (0.98) | (1.34) | 20.83 | 13.58 | 11,040 | 0.55 | 0.46 | 2.52 | 23 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.49 | $ 0.31 | $ 0.16 | $ 0.47 | $ (0.20) | $ (0.76) | $ (0.96) | $ 20.00 | 2.25% | $ 164,325 | 1.06% | 1.04% | 1.52% | 85% | ||||||||||||||
C | 17.67 | 0.14 | 0.15 | 0.29 | (0.08) | (0.76) | (0.84) | 17.12 | 1.53 | 9,082 | 1.81 | 1.79 | 0.80 | 85 | ||||||||||||||
I | 20.25 | 0.38 | 0.16 | 0.54 | (0.25) | (0.76) | (1.01) | 19.78 | 2.60 | 12,974 | 0.71 | 0.69 | 1.87 | 85 | ||||||||||||||
R3 | 20.70 | 0.26 | 0.17 | 0.43 | (0.08) | (0.76) | (0.84) | 20.29 | 2.03 | 1,075 | 1.34 | 1.30 | 1.26 | 85 | ||||||||||||||
R4 | 20.95 | 0.33 | 0.16 | 0.49 | (0.19) | (0.76) | (0.95) | 20.49 | 2.29 | 6,014 | 1.04 | 1.01 | 1.55 | 85 | ||||||||||||||
R5 | 21.13 | 0.38 | 0.17 | 0.55 | (0.25) | (0.76) | (1.01) | 20.67 | 2.57 | 504 | 0.74 | 0.72 | 1.76 | 85 | ||||||||||||||
R6 (11) | 20.99 | 0.28 | (0.53) (12) | (0.25) | — | — | — | 20.74 | (1.19) (4) | 10 | 0.61 (5) | 0.59 (5) | 1.95 (5) | 85 | ||||||||||||||
Y | 21.19 | 0.40 | 0.17 | 0.57 | (0.28) | (0.76) | (1.04) | 20.72 | 2.65 | 601 | 0.68 | 0.66 | 1.90 | 85 | ||||||||||||||
F | 20.26 | 0.39 | 0.17 | 0.56 | (0.29) | (0.76) | (1.05) | 19.77 | 2.71 | 88,336 | 0.62 | 0.60 | 1.94 | 85 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 17.94 | $ 0.19 | $ 2.64 | $ 2.83 | $ (0.14) | $ (0.14) | $ (0.28) | $ 20.49 | 15.89% | $ 180,059 | 1.20% | 1.20% | 0.95% | 39% | ||||||||||||||
C | 15.52 | 0.04 | 2.28 | 2.32 | (0.03) | (0.14) | (0.17) | 17.67 | 15.05 | 20,312 | 1.93 | 1.93 | 0.22 | 39 | ||||||||||||||
I | 17.75 | 0.24 | 2.60 | 2.84 | (0.20) | (0.14) | (0.34) | 20.25 | 16.19 | 15,561 | 0.94 | 0.94 | 1.22 | 39 | ||||||||||||||
R3 | 18.13 | 0.13 | 2.66 | 2.79 | (0.08) | (0.14) | (0.22) | 20.70 | 15.48 | 1,448 | 1.54 | 1.53 | 0.63 | 39 | ||||||||||||||
R4 | 18.34 | 0.19 | 2.70 | 2.89 | (0.14) | (0.14) | (0.28) | 20.95 | 15.87 | 7,550 | 1.20 | 1.20 | 0.96 | 39 | ||||||||||||||
R5 | 18.49 | 0.23 | 2.75 | 2.98 | (0.20) | (0.14) | (0.34) | 21.13 | 16.25 | 480 | 0.91 | 0.91 | 1.17 | 39 | ||||||||||||||
Y | 18.55 | 0.27 | 2.73 | 3.00 | (0.22) | (0.14) | (0.36) | 21.19 | 16.32 | 1,052 | 0.83 | 0.83 | 1.31 | 39 | ||||||||||||||
F (7) | 19.58 | 0.16 | 0.52 | 0.68 | — | — | — | 20.26 | 3.47 (4) | 12,030 | 0.80 (5) | 0.80 (5) | 1.17 (5) | 39 | ||||||||||||||
The Hartford Small Cap Growth Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 64.88 | $ (0.14) | $ (14.04) | $ (14.18) | $ — | $ (12.13) | $ (12.13) | $ 38.57 | (25.87)% (4) | $ 181,560 | 1.22% (5) | 1.21% (5) | (0.57)% (5) | 18% | ||||||||||||||
C | 41.34 | (0.18) | (8.00) | (8.18) | — | (12.13) | (12.13) | 21.03 | (26.14) (4) | 3,382 | 1.97 (5) | 1.97 (5) | (1.31) (5) | 18 | ||||||||||||||
I | 69.03 | (0.06) | (15.13) | (15.19) | — | (12.13) | (12.13) | 41.71 | (25.76) (4) | 78,773 | 0.89 (5) | 0.89 (5) | (0.24) (5) | 18 | ||||||||||||||
R3 | 63.50 | (0.20) | (13.68) | (13.88) | — | (12.13) | (12.13) | 37.49 | (25.97) (4) | 6,384 | 1.51 (5) | 1.50 (5) | (0.87) (5) | 18 | ||||||||||||||
R4 | 67.99 | (0.14) | (14.84) | (14.98) | — | (12.13) | (12.13) | 40.88 | (25.86) (4) | 13,130 | 1.21 (5) | 1.21 (5) | (0.57) (5) | 18 | ||||||||||||||
R5 | 72.91 | (0.07) | (16.12) | (16.19) | — | (12.13) | (12.13) | 44.59 | (25.76) (4) | 48,043 | 0.91 (5) | 0.91 (5) | (0.27) (5) | 18 | ||||||||||||||
R6 | 74.32 | (0.04) | (16.48) | (16.52) | — | (12.13) | (12.13) | 45.67 | (25.71) (4) | 70,792 | 0.79 (5) | 0.79 (5) | (0.16) (5) | 18 | ||||||||||||||
Y | 74.28 | (0.06) | (16.47) | (16.53) | — | (12.13) | (12.13) | 45.62 | (25.74) (4) | 162,300 | 0.90 (5) | 0.85 (5) | (0.21) (5) | 18 | ||||||||||||||
F | 69.43 | (0.04) | (15.22) | (15.26) | — | (12.13) | (12.13) | 42.04 | (25.70) (4) | 29,259 | 0.79 (5) | 0.79 (5) | (0.16) (5) | 18 |
75 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Cap Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 51.35 | $ (0.42) | $ 18.27 | $ 17.85 | $ — | $ (4.32) | $ (4.32) | $ 64.88 | 35.73% | $ 256,061 | 1.18% | 1.18% | (0.67)% | 48% | ||||||||||||||
C | 34.22 | (0.55) | 11.99 | 11.44 | — | (4.32) | (4.32) | 41.34 | 34.80 | 8,102 | 1.89 | 1.89 | (1.37) | 48 | ||||||||||||||
I | 54.23 | (0.22) | 19.34 | 19.12 | — | (4.32) | (4.32) | 69.03 | 36.21 | 120,135 | 0.83 | 0.83 | (0.33) | 48 | ||||||||||||||
R3 | 50.47 | (0.59) | 17.94 | 17.35 | — | (4.32) | (4.32) | 63.50 | 35.34 | 8,637 | 1.48 | 1.47 | (0.97) | 48 | ||||||||||||||
R4 | 53.64 | (0.42) | 19.09 | 18.67 | — | (4.32) | (4.32) | 67.99 | 35.74 | 21,098 | 1.17 | 1.17 | (0.64) | 48 | ||||||||||||||
R5 | 57.10 | (0.25) | 20.38 | 20.13 | — | (4.32) | (4.32) | 72.91 | 36.15 | 86,788 | 0.87 | 0.87 | (0.36) | 48 | ||||||||||||||
R6 | 58.07 | (0.18) | 20.75 | 20.57 | — | (4.32) | (4.32) | 74.32 | 36.31 | 84,908 | 0.76 | 0.76 | (0.25) | 48 | ||||||||||||||
Y | 58.07 | (0.22) | 20.75 | 20.53 | — | (4.32) | (4.32) | 74.28 | 36.24 | 268,416 | 0.87 | 0.81 | (0.31) | 48 | ||||||||||||||
F | 54.48 | (0.15) | 19.42 | 19.27 | — | (4.32) | (4.32) | 69.43 | 36.32 | 36,439 | 0.76 | 0.76 | (0.23) | 48 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 45.71 | $ (0.28) | $ 6.67 | $ 6.39 | $ — | $ (0.75) | $ (0.75) | $ 51.35 | 14.06% | $ 198,430 | 1.26% | 1.25% | (0.60)% | 58% | ||||||||||||||
C | 30.90 | (0.39) | 4.46 | 4.07 | — | (0.75) | (0.75) | 34.22 | 13.31 | 12,323 | 1.91 | 1.91 | (1.25) | 58 | ||||||||||||||
I | 48.05 | (0.09) | 7.02 | 6.93 | — | (0.75) | (0.75) | 54.23 | 14.50 | 98,673 | 0.85 | 0.85 | (0.19) | 58 | ||||||||||||||
R3 | 45.05 | (0.38) | 6.55 | 6.17 | — | (0.75) | (0.75) | 50.47 | 13.80 | 7,485 | 1.49 | 1.49 | (0.83) | 58 | ||||||||||||||
R4 | 47.69 | (0.26) | 6.96 | 6.70 | — | (0.75) | (0.75) | 53.64 | 14.13 | 31,169 | 1.19 | 1.19 | (0.52) | 58 | ||||||||||||||
R5 | 50.57 | (0.12) | 7.40 | 7.28 | — | (0.75) | (0.75) | 57.10 | 14.47 | 71,754 | 0.89 | 0.89 | (0.23) | 58 | ||||||||||||||
R6 | 51.36 | (0.06) | 7.52 | 7.46 | — | (0.75) | (0.75) | 58.07 | 14.62 | 80,327 | 0.78 | 0.78 | (0.12) | 58 | ||||||||||||||
Y | 51.39 | (0.08) | 7.51 | 7.43 | — | (0.75) | (0.75) | 58.07 | 14.58 | 255,484 | 0.88 | 0.81 | (0.16) | 58 | ||||||||||||||
F | 48.23 | (0.06) | 7.06 | 7.00 | — | (0.75) | (0.75) | 54.48 | 14.62 | 44,376 | 0.78 | 0.78 | (0.13) | 58 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 55.20 | $ (0.21) | $ 2.62 | $ 2.41 | $ — | $ (11.90) | $ (11.90) | $ 45.71 | 8.99% | $ 195,314 | 1.24% | 1.24% | (0.46)% | 48% | ||||||||||||||
C | 41.81 | (0.34) | 1.33 | 0.99 | — | (11.90) | (11.90) | 30.90 | 8.27 | 15,722 | 1.89 | 1.89 | (1.11) | 48 | ||||||||||||||
I | 57.17 | (0.02) | 2.80 | 2.78 | — | (11.90) | (11.90) | 48.05 | 9.41 | 191,482 | 0.83 | 0.83 | (0.05) | 48 | ||||||||||||||
R3 | 54.70 | (0.31) | 2.56 | 2.25 | — | (11.90) | (11.90) | 45.05 | 8.72 | 10,036 | 1.47 | 1.47 | (0.69) | 48 | ||||||||||||||
R4 | 56.99 | (0.18) | 2.78 | 2.60 | — | (11.90) | (11.90) | 47.69 | 9.05 | 42,296 | 1.17 | 1.17 | (0.39) | 48 | ||||||||||||||
R5 | 59.48 | (0.03) | 3.02 | 2.99 | — | (11.90) | (11.90) | 50.57 | 9.40 | 82,624 | 0.85 | 0.85 | (0.07) | 48 | ||||||||||||||
R6 | 60.16 | 0.00 (8) | 3.10 | 3.10 | — | (11.90) | (11.90) | 51.36 | 9.49 | 66,260 | 0.76 | 0.76 | 0.01 | 48 | ||||||||||||||
Y | 60.20 | (0.01) | 3.10 | 3.09 | — | (11.90) | (11.90) | 51.39 | 9.44 | 365,867 | 0.82 | 0.80 | (0.01) | 48 | ||||||||||||||
F | 57.30 | 0.01 | 2.82 | 2.83 | — | (11.90) | (11.90) | 48.23 | 9.49 | 46,533 | 0.76 | 0.76 | 0.02 | 48 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 57.24 | $ (0.33) | $ 1.03 | $ 0.70 | $ — | $ (2.74) | $ (2.74) | $ 55.20 | 1.20% | $ 203,297 | 1.21% | 1.20% | (0.56)% | 66% | ||||||||||||||
C | 44.29 | (0.55) | 0.81 | 0.26 | — | (2.74) | (2.74) | 41.81 | 0.53 | 23,212 | 1.88 | 1.88 | (1.22) | 66 | ||||||||||||||
I | 58.97 | (0.10) | 1.04 | 0.94 | — | (2.74) | (2.74) | 57.17 | 1.59 | 243,340 | 0.82 | 0.82 | (0.16) | 66 | ||||||||||||||
R3 | 56.89 | (0.48) | 1.03 | 0.55 | — | (2.74) | (2.74) | 54.70 | 0.94 | 13,210 | 1.47 | 1.47 | (0.82) | 66 | ||||||||||||||
R4 | 58.98 | (0.31) | 1.06 | 0.75 | — | (2.74) | (2.74) | 56.99 | 1.26 | 69,097 | 1.15 | 1.15 | (0.50) | 66 | ||||||||||||||
R5 | 61.26 | (0.12) | 1.08 | 0.96 | — | (2.74) | (2.74) | 59.48 | 1.56 | 94,887 | 0.85 | 0.85 | (0.20) | 66 | ||||||||||||||
R6 | 61.87 | (0.09) | 1.12 | 1.03 | — | (2.74) | (2.74) | 60.16 | 1.66 | 44,278 | 0.75 | 0.75 | (0.14) | 66 | ||||||||||||||
Y | 61.93 | (0.09) | 1.10 | 1.01 | — | (2.74) | (2.74) | 60.20 | 1.63 | 358,049 | 0.79 | 0.79 | (0.14) | 66 | ||||||||||||||
F | 59.06 | (0.06) | 1.04 | 0.98 | — | (2.74) | (2.74) | 57.30 | 1.66 | 47,999 | 0.75 | 0.75 | (0.10) | 66 |
76 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Cap Growth Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 44.55 | $ (0.25) | $ 13.25 | $ 13.00 | $ — | $ (0.31) | $ (0.31) | $ 57.24 | 29.28% | $ 215,743 | 1.17% | 1.16% | (0.48)% | 56% | ||||||||||||||
C | 34.78 | (0.48) | 10.30 | 9.82 | — | (0.31) | (0.31) | 44.29 | 28.36 | 36,531 | 1.89 | 1.88 | (1.19) | 56 | ||||||||||||||
I | 45.79 | (0.18) | 13.67 | 13.49 | — | (0.31) | (0.31) | 58.97 | 29.56 | 429,401 | 1.03 | 0.95 | (0.33) | 56 | ||||||||||||||
R3 | 44.42 | (0.41) | 13.19 | 12.78 | — | (0.31) | (0.31) | 56.89 | 28.87 | 14,427 | 1.48 | 1.48 | (0.79) | 56 | ||||||||||||||
R4 | 45.90 | (0.26) | 13.65 | 13.39 | — | (0.31) | (0.31) | 58.98 | 29.27 | 76,315 | 1.16 | 1.16 | (0.48) | 56 | ||||||||||||||
R5 | 47.52 | (0.10) | 14.15 | 14.05 | — | (0.31) | (0.31) | 61.26 | 29.67 | 118,794 | 0.86 | 0.86 | (0.17) | 56 | ||||||||||||||
R6 | 47.94 | (0.06) | 14.30 | 14.24 | — | (0.31) | (0.31) | 61.87 | 29.80 | 10,596 | 0.76 | 0.76 | (0.11) | 56 | ||||||||||||||
Y | 48.00 | (0.05) | 14.29 | 14.24 | — | (0.31) | (0.31) | 61.93 | 29.76 | 370,006 | 0.78 | 0.78 | (0.09) | 56 | ||||||||||||||
F (7) | 52.62 | (0.09) | 6.53 | 6.44 | — | — | — | 59.06 | 12.24 (4) | 47,409 | 0.75 (5) | 0.75 (5) | (0.24) (5) | 56 | ||||||||||||||
Hartford Small Cap Value Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 13.36 | $ 0.05 | $ (1.06) | $ (1.01) | $ (0.09) | $ (0.78) | $ (0.87) | $ 11.48 | (8.22)% (4) | $ 54,640 | 1.26% (5) | 1.25% (5) | 0.87% (5) | 33% | ||||||||||||||
C | 11.48 | 0.00 (8) | (0.91) | (0.91) | — | (0.78) | (0.78) | 9.79 | (8.60) (4) | 2,577 | 2.08 (5) | 2.05 (5) | 0.08 (5) | 33 | ||||||||||||||
I | 13.40 | 0.07 | (1.07) | (1.00) | (0.12) | (0.78) | (0.90) | 11.50 | (8.08) (4) | 32,304 | 0.96 (5) | 0.96 (5) | 1.17 (5) | 33 | ||||||||||||||
R3 | 13.91 | 0.05 | (1.12) | (1.07) | (0.06) | (0.78) | (0.84) | 12.00 | (8.28) (4) | 950 | 1.54 (5) | 1.42 (5) | 0.70 (5) | 33 | ||||||||||||||
R4 | 14.13 | 0.06 | (1.12) | (1.06) | (0.10) | (0.78) | (0.88) | 12.19 | (8.11) (4) | 210 | 1.15 (5) | 1.15 (5) | 0.99 (5) | 33 | ||||||||||||||
R5 | 14.10 | 0.06 | (1.10) | (1.04) | (0.14) | (0.78) | (0.92) | 12.14 | (8.02) (4) | 1,692 | 0.86 (5) | 0.86 (5) | 0.96 (5) | 33 | ||||||||||||||
R6 | 14.10 | 0.08 | (1.12) | (1.04) | (0.15) | (0.78) | (0.93) | 12.13 | (8.01) (4) | 7,136 | 0.83 (5) | 0.80 (5) | 1.15 (5) | 33 | ||||||||||||||
Y | 14.07 | 0.09 | (1.13) | (1.04) | (0.14) | (0.78) | (0.92) | 12.11 | (8.00) (4) | 2,927 | 0.92 (5) | 0.85 (5) | 1.30 (5) | 33 | ||||||||||||||
F | 13.40 | 0.09 | (1.07) | (0.98) | (0.15) | (0.78) | (0.93) | 11.49 | (7.98) (4) | 42,135 | 0.83 (5) | 0.80 (5) | 1.38 (5) | 33 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 8.29 | $ 0.10 | $ 5.06 | $ 5.16 | $ (0.09) | $ — | $ (0.09) | $ 13.36 | 62.61% | $ 59,496 | 1.30% | 1.28% | 0.78% | 60% | ||||||||||||||
C | 7.12 | 0.00 (8) | 4.37 | 4.37 | (0.01) | — | (0.01) | 11.48 | 61.49 | 3,098 | 2.09 | 2.04 | 0.01 | 60 | ||||||||||||||
I | 8.31 | 0.15 | 5.06 | 5.21 | (0.12) | — | (0.12) | 13.40 | 63.20 | 32,905 | 0.97 | 0.96 | 1.12 | 60 | ||||||||||||||
R3 | 8.62 | 0.09 | 5.27 | 5.36 | (0.07) | — | (0.07) | 13.91 | 62.45 | 931 | 1.56 | 1.39 | 0.69 | 60 | ||||||||||||||
R4 | 8.76 | 0.12 | 5.35 | 5.47 | (0.10) | — | (0.10) | 14.13 | 62.83 | 53 | 1.26 | 1.20 | 0.88 | 60 | ||||||||||||||
R5 | 8.74 | 0.15 | 5.34 | 5.49 | (0.13) | — | (0.13) | 14.10 | 63.34 | 24 | 0.96 | 0.90 | 1.12 | 60 | ||||||||||||||
R6 | 8.74 | 0.16 | 5.35 | 5.51 | (0.15) | — | (0.15) | 14.10 | 63.49 | 1,508 | 0.85 | 0.80 | 1.24 | 60 | ||||||||||||||
Y | 8.73 | 0.17 | 5.31 | 5.48 | (0.14) | — | (0.14) | 14.07 | 63.26 | 1,947 | 0.95 | 0.85 | 1.22 | 60 | ||||||||||||||
F | 8.31 | 0.16 | 5.08 | 5.24 | (0.15) | — | (0.15) | 13.40 | 63.53 | 76,702 | 0.84 | 0.80 | 1.26 | 60 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 10.35 | $ 0.09 | $ (1.49) | $ (1.40) | $ (0.08) | $ (0.58) | $ (0.66) | $ 8.29 | (14.57)% | $ 32,996 | 1.41% | 1.29% | 1.04% | 62% | ||||||||||||||
C | 8.96 | 0.02 | (1.28) | (1.26) | (0.00) (8) | (0.58) | (0.58) | 7.12 | (15.15) | 2,020 | 2.15 | 2.04 | 0.29 | 62 | ||||||||||||||
I | 10.37 | 0.12 | (1.48) | (1.36) | (0.12) | (0.58) | (0.70) | 8.31 | (14.22) | 2,915 | 1.04 | 0.93 | 1.43 | 62 | ||||||||||||||
R3 | 10.73 | 0.08 | (1.54) | (1.46) | (0.07) | (0.58) | (0.65) | 8.62 | (14.62) | 457 | 1.63 | 1.42 | 0.92 | 62 | ||||||||||||||
R4 | 10.89 | 0.10 | (1.56) | (1.46) | (0.09) | (0.58) | (0.67) | 8.76 | (14.46) | 30 | 1.33 | 1.20 | 1.10 | 62 | ||||||||||||||
R5 | 10.87 | 0.13 | (1.56) | (1.43) | (0.12) | (0.58) | (0.70) | 8.74 | (14.21) | 10 | 1.03 | 0.90 | 1.51 | 62 | ||||||||||||||
R6 | 10.87 | 0.12 | (1.54) | (1.42) | (0.13) | (0.58) | (0.71) | 8.74 | (14.17) | 240 | 0.92 | 0.80 | 1.42 | 62 | ||||||||||||||
Y | 10.86 | 0.13 | (1.55) | (1.42) | (0.13) | (0.58) | (0.71) | 8.73 | (14.18) | 250 | 1.02 | 0.85 | 1.50 | 62 | ||||||||||||||
F | 10.38 | 0.13 | (1.49) | (1.36) | (0.13) | (0.58) | (0.71) | 8.31 | (14.22) | 40,447 | 0.91 | 0.80 | 1.53 | 62 |
77 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Small Cap Value Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 13.65 | $ 0.10 | $ (0.04) | $ 0.06 | $ (0.03) | $ (3.33) | $ (3.36) | $ 10.35 | 3.46% | $ 47,037 | 1.37% | 1.27% | 0.98% | 140% | ||||||||||||||
C | 12.35 | 0.02 | (0.08) | (0.06) | — | (3.33) | (3.33) | 8.96 | 2.60 | 3,719 | 2.14 | 2.04 | 0.26 | 140 | ||||||||||||||
I | 13.68 | 0.14 | (0.05) | 0.09 | (0.07) | (3.33) | (3.40) | 10.37 | 3.77 | 4,354 | 1.00 | 0.90 | 1.34 | 140 | ||||||||||||||
R3 | 14.02 | 0.09 | (0.03) | 0.06 | (0.02) | (3.33) | (3.35) | 10.73 | 3.31 | 609 | 1.62 | 1.42 | 0.82 | 140 | ||||||||||||||
R4 | 14.16 | 0.11 | (0.03) | 0.08 | (0.02) | (3.33) | (3.35) | 10.89 | 3.52 | 69 | 1.31 | 1.20 | 1.01 | 140 | ||||||||||||||
R5 | 14.16 | 0.16 | (0.05) | 0.11 | (0.07) | (3.33) | (3.40) | 10.87 | 3.82 | 11 | 1.01 | 0.90 | 1.44 | 140 | ||||||||||||||
R6 | 14.15 | 0.15 | (0.02) | 0.13 | (0.08) | (3.33) | (3.41) | 10.87 | 3.99 | 103 | 0.89 | 0.80 | 1.39 | 140 | ||||||||||||||
Y | 14.15 | 0.16 | (0.04) | 0.12 | (0.08) | (3.33) | (3.41) | 10.86 | 3.94 | 572 | 0.97 | 0.85 | 1.43 | 140 | ||||||||||||||
F | 13.68 | 0.15 | (0.04) | 0.11 | (0.08) | (3.33) | (3.41) | 10.38 | 3.99 | 48,425 | 0.89 | 0.80 | 1.43 | 140 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 14.13 | $ 0.04 | $ 0.10 | $ 0.14 | $ (0.02) | $ (0.60) | $ (0.62) | $ 13.65 | 1.00% | $ 52,406 | 1.35% | 1.29% | 0.28% | 68% | ||||||||||||||
C | 12.91 | (0.06) | 0.10 | 0.04 | — | (0.60) | (0.60) | 12.35 | 0.27 | 6,444 | 2.13 | 2.04 | (0.44) | 68 | ||||||||||||||
I | 14.15 | 0.09 | 0.10 | 0.19 | (0.06) | (0.60) | (0.66) | 13.68 | 1.33 | 3,756 | 1.02 | 0.95 | 0.62 | 68 | ||||||||||||||
R3 | 14.50 | 0.03 | 0.09 | 0.12 | — | (0.60) | (0.60) | 14.02 | 0.82 | 529 | 1.62 | 1.43 | 0.18 | 68 | ||||||||||||||
R4 | 14.61 | 0.06 | 0.10 | 0.16 | (0.01) | (0.60) | (0.61) | 14.16 | 1.07 | 48 | 1.32 | 1.20 | 0.41 | 68 | ||||||||||||||
R5 | 14.63 | 0.10 | 0.10 | 0.20 | (0.07) | (0.60) | (0.67) | 14.16 | 1.39 | 36 | 1.02 | 0.90 | 0.71 | 68 | ||||||||||||||
R6 (11) | 13.99 | 0.05 | 0.11 | 0.16 | — | — | — | 14.15 | 1.14 (4) | 10 | 0.91 (5) | 0.84 (5) | 0.47 (5) | 68 | ||||||||||||||
Y | 14.66 | 0.11 | 0.10 | 0.21 | (0.12) | (0.60) | (0.72) | 14.15 | 1.42 | 646 | 0.96 | 0.85 | 0.74 | 68 | ||||||||||||||
F | 14.16 | 0.11 | 0.09 | 0.20 | (0.08) | (0.60) | (0.68) | 13.68 | 1.42 | 38,087 | 0.90 | 0.84 | 0.80 | 68 | ||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 11.56 | $ 0.04 | $ 2.63 | $ 2.67 | $ (0.10) | $ — | $ (0.10) | $ 14.13 | 23.19% | $ 53,057 | 1.28% | 1.27% | 0.32% | 83% | ||||||||||||||
C | 10.58 | (0.05) | 2.40 | 2.35 | (0.02) | — | (0.02) | 12.91 | 22.24 | 11,081 | 2.03 | 2.01 | (0.41) | 83 | ||||||||||||||
I | 11.58 | 0.08 | 2.63 | 2.71 | (0.14) | — | (0.14) | 14.15 | 23.53 | 3,225 | 1.01 | 1.00 | 0.60 | 83 | ||||||||||||||
R3 | 11.87 | 0.01 | 2.69 | 2.70 | (0.07) | — | (0.07) | 14.50 | 22.79 | 723 | 1.63 | 1.50 | 0.09 | 83 | ||||||||||||||
R4 | 11.94 | 0.05 | 2.70 | 2.75 | (0.08) | — | (0.08) | 14.61 | 23.11 | 113 | 1.36 | 1.20 | 0.36 | 83 | ||||||||||||||
R5 | 11.96 | 0.10 | 2.71 | 2.81 | (0.14) | — | (0.14) | 14.63 | 23.63 | 44 | 1.01 | 0.90 | 0.74 | 83 | ||||||||||||||
Y | 12.00 | 0.11 | 2.71 | 2.82 | (0.16) | — | (0.16) | 14.66 | 23.58 | 1,242 | 0.86 | 0.85 | 0.78 | 83 | ||||||||||||||
F (7) | 13.22 | 0.05 | 0.89 | 0.94 | — | — | — | 14.16 | 7.11 (4) | 86,675 | 0.88 (5) | 0.85 (5) | 0.52 (5) | 83 | ||||||||||||||
The Hartford Small Company Fund | ||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
A | $ 30.24 | $ (0.08) | $ (6.21) | $ (6.29) | $ — | $ (6.53) | $ (6.53) | $ 17.42 | (25.41)% (4) | $ 358,956 | 1.25% (5) | 1.25% (5) | (0.73)% (5) | 39% | ||||||||||||||
C | 17.65 | (0.08) | (3.05) | (3.13) | — | (6.53) | (6.53) | 7.99 | (25.74) (4) | 5,806 | 2.09 (5) | 2.09 (5) | (1.57) (5) | 39 | ||||||||||||||
I | 32.69 | (0.06) | (6.83) | (6.89) | — | (6.53) | (6.53) | 19.27 | (25.32) (4) | 41,465 | 0.98 (5) | 0.98 (5) | (0.46) (5) | 39 | ||||||||||||||
R3 | 33.41 | (0.13) | (7.00) | (7.13) | — | (6.53) | (6.53) | 19.75 | (25.53) (4) | 11,079 | 1.58 (5) | 1.58 (5) | (1.06) (5) | 39 | ||||||||||||||
R4 | 36.39 | (0.11) | (7.75) | (7.86) | — | (6.53) | (6.53) | 22.00 | (25.43) (4) | 9,874 | 1.28 (5) | 1.28 (5) | (0.77) (5) | 39 | ||||||||||||||
R5 | 39.26 | (0.07) | (8.48) | (8.55) | — | (6.53) | (6.53) | 24.18 | (25.31) (4) | 5,036 | 0.98 (5) | 0.98 (5) | (0.46) (5) | 39 | ||||||||||||||
R6 | 40.33 | (0.05) | (8.76) | (8.81) | — | (6.53) | (6.53) | 24.99 | (25.28) (4) | 5,381 | 0.86 (5) | 0.86 (5) | (0.32) (5) | 39 | ||||||||||||||
Y | 40.25 | (0.07) | (8.73) | (8.80) | — | (6.53) | (6.53) | 24.92 | (25.31) (4) | 22,216 | 0.93 (5) | 0.93 (5) | (0.44) (5) | 39 | ||||||||||||||
F | 32.96 | (0.04) | (6.91) | (6.95) | — | (6.53) | (6.53) | 19.48 | (25.29) (4) | 247,895 | 0.86 (5) | 0.86 (5) | (0.34) (5) | 39 |
78 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Company Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 25.50 | $ (0.30) | $ 7.82 | $ 7.52 | $ — | $ (2.78) | $ (2.78) | $ 30.24 | 30.50% | $ 502,923 | 1.23% | 1.22% | (1.02)% | 123% | ||||||||||||||
C | 15.97 | (0.33) | 4.79 | 4.46 | — | (2.78) | (2.78) | 17.65 | 29.39 | 9,324 | 2.05 | 2.05 | (1.85) | 123 | ||||||||||||||
I | 27.31 | (0.25) | 8.41 | 8.16 | — | (2.78) | (2.78) | 32.69 | 30.84 | 59,421 | 0.95 | 0.95 | (0.77) | 123 | ||||||||||||||
R3 | 28.02 | (0.45) | 8.62 | 8.17 | — | (2.78) | (2.78) | 33.41 | 30.04 | 15,527 | 1.57 | 1.57 | (1.37) | 123 | ||||||||||||||
R4 | 30.22 | (0.38) | 9.33 | 8.95 | — | (2.78) | (2.78) | 36.39 | 30.46 | 15,320 | 1.26 | 1.26 | (1.06) | 123 | ||||||||||||||
R5 | 32.33 | (0.30) | 10.01 | 9.71 | — | (2.78) | (2.78) | 39.26 | 30.85 | 6,782 | 0.97 | 0.97 | (0.78) | 123 | ||||||||||||||
R6 | 33.12 | (0.28) | 10.27 | 9.99 | — | (2.78) | (2.78) | 40.33 | 30.97 | 5,954 | 0.85 | 0.85 | (0.69) | 123 | ||||||||||||||
Y | 33.07 | (0.29) | 10.25 | 9.96 | — | (2.78) | (2.78) | 40.25 | 30.92 | 45,590 | 0.91 | 0.91 | (0.72) | 123 | ||||||||||||||
F | 27.49 | (0.21) | 8.46 | 8.25 | — | (2.78) | (2.78) | 32.96 | 30.98 | 333,061 | 0.85 | 0.85 | (0.65) | 123 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 20.35 | $ (0.14) | $ 6.57 | $ 6.43 | $ — | $ (1.28) | $ (1.28) | $ 25.50 | 33.21% | $ 389,496 | 1.32% | 1.31% | (0.66)% | 104% | ||||||||||||||
C | 13.30 | (0.20) | 4.15 | 3.95 | — | (1.28) | (1.28) | 15.97 | 32.08 | 9,058 | 2.14 | 2.14 | (1.50) | 104 | ||||||||||||||
I | 21.65 | (0.08) | 7.02 | 6.94 | — | (1.28) | (1.28) | 27.31 | 33.59 | 35,806 | 1.00 | 1.00 | (0.35) | 104 | ||||||||||||||
R3 | 22.29 | (0.21) | 7.22 | 7.01 | — | (1.28) | (1.28) | 28.02 | 32.91 | 14,013 | 1.61 | 1.55 | (0.90) | 104 | ||||||||||||||
R4 | 23.88 | (0.15) | 7.77 | 7.62 | — | (1.28) | (1.28) | 30.22 | 33.29 | 13,363 | 1.30 | 1.25 | (0.60) | 104 | ||||||||||||||
R5 | 25.40 | (0.08) | 8.29 | 8.21 | — | (1.28) | (1.28) | 32.33 | 33.64 | 3,936 | 1.01 | 0.95 | (0.30) | 104 | ||||||||||||||
R6 | 25.97 | (0.13) | 8.56 | 8.43 | — | (1.28) | (1.28) | 33.12 | 33.75 | 1,530 | 0.90 | 0.90 | (0.42) | 104 | ||||||||||||||
Y | 25.95 | (0.08) | 8.48 | 8.40 | — | (1.28) | (1.28) | 33.07 | 33.65 | 19,956 | 0.96 | 0.95 | (0.29) | 104 | ||||||||||||||
F | 21.76 | (0.06) | 7.07 | 7.01 | — | (1.28) | (1.28) | 27.49 | 33.75 | 243,057 | 0.90 | 0.90 | (0.24) | 104 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 22.20 | $ (0.13) | $ 2.28 | $ 2.15 | $ — | $ (4.00) | $ (4.00) | $ 20.35 | 14.08% | $ 311,742 | 1.33% | 1.32% | (0.66)% | 91% | ||||||||||||||
C | 16.11 | (0.19) | 1.38 | 1.19 | — | (4.00) | (4.00) | 13.30 | 13.24 | 9,929 | 2.14 | 2.13 | (1.46) | 91 | ||||||||||||||
I | 23.28 | (0.08) | 2.45 | 2.37 | — | (4.00) | (4.00) | 21.65 | 14.48 | 26,939 | 1.04 | 1.03 | (0.37) | 91 | ||||||||||||||
R3 | 23.95 | (0.19) | 2.53 | 2.34 | — | (4.00) | (4.00) | 22.29 | 13.84 | 14,142 | 1.62 | 1.55 | (0.89) | 91 | ||||||||||||||
R4 | 25.28 | (0.14) | 2.74 | 2.60 | — | (4.00) | (4.00) | 23.88 | 14.20 | 14,261 | 1.32 | 1.25 | (0.59) | 91 | ||||||||||||||
R5 | 26.53 | (0.07) | 2.94 | 2.87 | — | (4.00) | (4.00) | 25.40 | 14.56 | 3,239 | 1.02 | 0.95 | (0.29) | 91 | ||||||||||||||
R6 | 27.02 | (0.06) | 3.01 | 2.95 | — | (4.00) | (4.00) | 25.97 | 14.60 | 206 | 0.90 | 0.90 | (0.23) | 91 | ||||||||||||||
Y | 27.01 | (0.06) | 3.00 | 2.94 | — | (4.00) | (4.00) | 25.95 | 14.56 | 32,472 | 0.94 | 0.93 | (0.26) | 91 | ||||||||||||||
F | 23.35 | (0.05) | 2.46 | 2.41 | — | (4.00) | (4.00) | 21.76 | 14.63 | 193,242 | 0.90 | 0.90 | (0.23) | 91 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 20.34 | $ (0.20) | $ 2.06 | $ 1.86 | $ — | $ — | $ — | $ 22.20 | 9.20% | $ 283,912 | 1.34% | 1.33% | (0.87)% | 104% | ||||||||||||||
C | 14.87 | (0.27) | 1.51 | 1.24 | — | — | — | 16.11 | 8.34 | 11,729 | 2.12 | 2.10 | (1.64) | 104 | ||||||||||||||
I | 21.27 | (0.14) | 2.15 | 2.01 | — | — | — | 23.28 | 9.45 | 28,540 | 1.07 | 1.05 | (0.60) | 104 | ||||||||||||||
R3 | 21.98 | (0.27) | 2.24 | 1.97 | — | — | — | 23.95 | 8.92 | 16,386 | 1.63 | 1.55 | (1.09) | 104 | ||||||||||||||
R4 | 23.14 | (0.20) | 2.34 | 2.14 | — | — | — | 25.28 | 9.25 | 15,295 | 1.32 | 1.25 | (0.79) | 104 | ||||||||||||||
R5 | 24.21 | (0.14) | 2.46 | 2.32 | — | — | — | 26.53 | 9.58 | 2,678 | 1.03 | 0.95 | (0.51) | 104 | ||||||||||||||
R6 | 24.64 | (0.12) | 2.50 | 2.38 | — | — | — | 27.02 | 9.66 | 144 | 0.91 | 0.90 | (0.42) | 104 | ||||||||||||||
Y | 24.64 | (0.12) | 2.49 | 2.37 | — | — | — | 27.01 | 9.66 | 35,351 | 0.92 | 0.90 | (0.44) | 104 | ||||||||||||||
F | 21.30 | (0.11) | 2.16 | 2.05 | — | — | — | 23.35 | 9.63 | 115,365 | 0.91 | 0.90 | (0.45) | 104 |
79 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Small Company Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2017 | ||||||||||||||||||||||||||||
A | $ 15.74 | $ (0.12) | $ 4.72 | $ 4.60 | $ — | $ — | $ — | $ 20.34 | 29.16% | $ 252,187 | 1.39% | 1.37% | (0.64)% | 109% | ||||||||||||||
C | 11.60 | (0.19) | 3.46 | 3.27 | — | — | — | 14.87 | 28.19 | 26,529 | 2.12 | 2.10 | (1.40) | 109 | ||||||||||||||
I | 16.43 | (0.10) | 4.94 | 4.84 | — | — | — | 21.27 | 29.40 | 28,052 | 1.49 | 1.15 | (0.51) | 109 | ||||||||||||||
R3 | 17.05 | (0.17) | 5.10 | 4.93 | — | — | — | 21.98 | 28.91 | 23,932 | 1.63 | 1.55 | (0.84) | 109 | ||||||||||||||
R4 | 17.89 | (0.11) | 5.36 | 5.25 | — | — | — | 23.14 | 29.29 | 23,080 | 1.32 | 1.25 | (0.53) | 109 | ||||||||||||||
R5 | 18.67 | (0.04) | 5.58 | 5.54 | — | — | — | 24.21 | 29.67 | 3,263 | 1.06 | 0.95 | (0.20) | 109 | ||||||||||||||
R6 | 18.99 | (0.09) | 5.74 | 5.65 | — | — | — | 24.64 | 29.75 | 78 | 1.07 | 0.90 | (0.38) | 109 | ||||||||||||||
Y | 18.99 | (0.02) | 5.67 | 5.65 | — | — | — | 24.64 | 29.70 | 33,040 | 0.94 | 0.90 | (0.08) | 109 | ||||||||||||||
F (7) | 18.76 | (0.05) | 2.59 | 2.54 | — | — | — | 21.30 | 13.49 (4) | 81,831 | 0.92 (5) | 0.90 (5) | (0.38) (5) | 109 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Not annualized. |
(5) | Annualized. |
(6) | Includes interest expense representing less than 0.005%. |
(7) | Commenced operations on February 28, 2017. |
(8) | Amount is less than $0.01 per share. |
(9) | Amount is less than 0.01%. |
(10) | Commenced operations on February 28, 2019. |
(11) | Commenced operations on February 28, 2018. |
(12) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(13) | The “Net Realized and Unrealized Gain (Loss) on Investments” and “Total from Net Investment Income” for Classes I, R4 and R5 shares have been updated since the October 31, 2021 Annual Report to reflect a non-material change of $0.01 to these amounts. |
80 |
April 30, 2022 (Unaudited)
1. | Organization: |
The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a "Company" and collectively, the "Companies") are each an open-end registered management investment company comprised of thirty-six and fourteen series, respectively, as of April 30, 2022. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report. | |
The Hartford Mutual Funds, Inc.: |
The Hartford Capital Appreciation Fund (the "Capital Appreciation Fund") |
Hartford Core Equity Fund (the "Core Equity Fund") |
The Hartford Dividend and Growth Fund (the "Dividend and Growth Fund") |
The Hartford Equity Income Fund (the "Equity Income Fund") |
The Hartford Healthcare Fund (the "Healthcare Fund") |
The Hartford MidCap Fund (the "MidCap Fund") |
The Hartford MidCap Value Fund (the "MidCap Value Fund") |
Hartford Small Cap Value Fund (the "Small Cap Value Fund") |
The Hartford Small Company Fund (the "Small Company Fund") |
The Hartford Mutual Funds II, Inc.: |
The Hartford Growth Opportunities Fund (the "Growth Opportunities Fund") |
Hartford Quality Value Fund (the "Quality Value Fund") |
The Hartford Small Cap Growth Fund (the "Small Cap Growth Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
81 |
April 30, 2022 (Unaudited)
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund. | |
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund. | |
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date. | |
Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. | |
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. | |
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are: |
• | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
• | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order |
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to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. | |
• | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. | |
Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund |
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has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. | |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes). |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
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b) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. |
c) | Additional Derivative Instrument Information: |
Capital Appreciation Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 5,817,240 | $ — | $ 5,817,240 | |||||
Total | $ — | $ — | $ — | $ 5,817,240 | $ — | $ 5,817,240 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (15,581,894) | $ — | $ (15,581,894) | |||||
Total | $ — | $ — | $ — | $ (15,581,894) | $ — | $ (15,581,894) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (12,418,293) | $ — | $ (12,418,293) | |||||
Total | $ — | $ — | $ — | $ (12,418,293) | $ — | $ (12,418,293) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 433 |
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The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 1,041 | $ — | $ — | $ — | $ 1,041 | |||||
Total | $ — | $ 1,041 | $ — | $ — | $ — | $ 1,041 |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on foreign currency contracts | $ — | $ (16) | $ — | $ — | $ — | $ (16) | |||||
Total | $ — | $ (16) | $ — | $ — | $ — | $ (16) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | $ — | $ (1,041) | $ — | $ — | $ — | $ (1,041) | |||||
Total | $ — | $ (1,041) | $ — | $ — | $ — | $ (1,041) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 45,585 |
d) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of April 30, 2022: | |
Capital Appreciation Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ — | $ (5,817,240) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (5,817,240) | ||
Derivatives not subject to a MNA | — | 5,817,240 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
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Healthcare Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ — | $ (1,041) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (1,041) | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ (1,041) |
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
State Street Global Markets LLC | $ (1,041) | $ — | $ — | $ — | $ (1,041) | |||||
Total | $ (1,041) | $ — | $ — | $ — | $ (1,041) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. | |
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. |
6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each |
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Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. | |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Growth Fund, Small Cap Value Fund and Small Company Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2021. | |
During the year ended October 31, 2021, Core Equity Fund utilized $46,847,127, MidCap Value Fund utilized $32,679,852, Quality Value Fund utilized $2,486,494, and Small Cap Value Fund utilized $5,504,390 of prior year capital loss carryforwards. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Capital Appreciation Fund | $ 5,920,485,765 | $ 994,605,751 | $ (466,890,547) | $ 527,715,204 | ||||
Core Equity Fund | 7,703,004,349 | 3,309,822,086 | (188,111,585) | 3,121,710,501 | ||||
Dividend and Growth Fund | 10,677,877,469 | 4,913,121,367 | (170,853,668) | 4,742,267,699 | ||||
Equity Income Fund | 3,487,513,704 | 1,358,186,272 | (52,300,398) | 1,305,885,874 | ||||
Growth Opportunities Fund | 5,960,195,047 | 434,268,785 | (1,179,892,896) | (745,624,111) | ||||
Healthcare Fund | 1,170,430,846 | 373,518,581 | (160,449,563) | 213,069,018 | ||||
MidCap Fund | 7,761,242,988 | 2,441,306,759 | (967,105,750) | 1,474,201,009 | ||||
MidCap Value Fund | 762,244,742 | 164,648,935 | (24,670,928) | 139,978,007 | ||||
Quality Value Fund | 195,880,916 | 51,199,592 | (3,584,798) | 47,614,794 | ||||
Small Cap Growth Fund | 527,830,724 | 153,524,185 | (84,869,170) | 68,655,015 | ||||
Small Cap Value Fund | 134,292,729 | 20,129,022 | (10,505,956) | 9,623,066 | ||||
Small Company Fund | 763,024,630 | 56,861,315 | (108,014,399) | (51,153,084) |
7. | Expenses: |
a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Capital Appreciation Fund | 0.8000% on first $500 million and; | |
0.7000% on next $500 million and; | ||
0.6500% on next $4 billion and; | ||
0.6475% on next $5 billion and; | ||
0.6450% over $10 billion | ||
Core Equity Fund | 0.4500% on first $500 million and; | |
0.3500% on next $500 million and; | ||
0.3300% on next $1.5 billion and; | ||
0.3250% on next $2.5 billion and; | ||
0.3225% over $5 billion |
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Fund | Management Fee Rates | |
Dividend and Growth Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5950% on next $2.5 billion and; | ||
0.5900% on next $5 billion and; | ||
0.5850% over $10 billion | ||
Equity Income Fund | 0.7500% on first $250 million and; | |
0.7000% on next $250 million and; | ||
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5900% on next $2.5 billion and; | ||
0.5875% over $5 billion | ||
Growth Opportunities Fund | 0.8000% on first $250 million and; | |
0.7000% on next $4.75 billion and; | ||
0.6975% on next $5 billion and; | ||
0.6950% over $10 billion | ||
Healthcare Fund | 0.9000% on first $500 million and; | |
0.8500% on next $500 million and; | ||
0.8000% on next $4 billion and; | ||
0.7975% on next $5 billion and; | ||
0.7950% over $10 billion | ||
MidCap Fund | 0.8500% on first $500 million and; | |
0.7500% on next $500 million and; | ||
0.7000% on next $4 billion and; | ||
0.6975% on next $5 billion and; | ||
0.6950% over $10 billion | ||
MidCap Value Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5950% on next $2.5 billion and; | ||
0.5900% on next $5 billion and; | ||
0.5850% over $10 billion | ||
Quality Value Fund | 0.4500% on first $500 million and; | |
0.3500% on next $500 million and; | ||
0.3300% on next $4 billion and; | ||
0.3250% on next $5 billion and; | ||
0.3225% over $10 billion | ||
Small Cap Growth Fund | 0.9000% on first $100 million and; | |
0.8000% on next $150 million and; | ||
0.7000% on next $250 million and; | ||
0.6500% on next $4.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6200% over $10 billion | ||
Small Cap Value Fund | 0.7000% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $2 billion and; | ||
0.5900% on next $2 billion and; | ||
0.5800% on next $5 billion and; | ||
0.5700% over $10 billion | ||
Small Company Fund | 0.8500% on first $250 million and; | |
0.8000% on next $250 million and; | ||
0.7500% on next $500 million and; | ||
0.7000% on next $500 million and; | ||
0.6500% on next $3.5 billion and; | ||
0.6300% on next $5 billion and; | ||
0.6200% over $10 billion |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the |
89 |
April 30, 2022 (Unaudited)
sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. | |
c) | Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2023 (unless the applicable Board of Directors approves its earlier termination) as follows for each of the following Funds: |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Quality Value Fund | 0.96% | 1.71% | 0.66% | 1.18% | 0.88% | 0.63% | 0.46% | 0.57% | 0.46% | |||||||||
Small Cap Value Fund | 1.30% | 2.05% | 1.00% | 1.50% | 1.20% | 0.90% | 0.80% | 0.85% | 0.80% |
d) | Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the six-month period ended April 30, 2022, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: | |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 1.04% | 1.84% | 0.78% | 1.41% | 1.10% | 0.80% | 0.69% | 0.80% | 0.69% | |||||||||
Core Equity Fund | 0.69% | 1.45% | 0.45% | 1.06% | 0.73% | 0.46% | 0.36% | 0.44% | 0.36% | |||||||||
Dividend and Growth Fund | 0.95% | 1.73% | 0.70% | 1.32% | 1.03% | 0.72% | 0.63% | 0.67% | 0.62% | |||||||||
Equity Income Fund | 0.97% | 1.75% | 0.73% | 1.36% | 1.05% | 0.76% | 0.65% | 0.73% | 0.64% | |||||||||
Growth Opportunities Fund | 1.07% | 1.86% | 0.85% | 1.45% | 1.15% | 0.85% | 0.74% | 0.84% | 0.74% | |||||||||
Healthcare Fund | 1.25% | 2.03% | 1.01% | 1.61% | 1.31% | 1.01% | 0.89% | 1.00% | 0.89% | |||||||||
MidCap Fund | 1.09% | 1.86% | 0.86% | 1.45% | 1.14% | 0.86% | 0.74% | 0.78% | 0.74% | |||||||||
MidCap Value Fund | 1.15% | 1.94% | 0.83% | 1.48% | 1.18% | 0.88% | N/A | 0.87% | 0.76% | |||||||||
Quality Value Fund | 0.94% | 1.71% | 0.63% | 1.18% | 0.88% | 0.63% | 0.46% | 0.57% | 0.46% | |||||||||
Small Cap Growth Fund | 1.21% | 1.96% | 0.88% | 1.50% | 1.21% | 0.90% | 0.79% | 0.85% | 0.79% | |||||||||
Small Cap Value Fund | 1.25% | 2.05% | 0.96% | 1.41% | 1.15% | 0.86% | 0.80% | 0.85% | 0.80% | |||||||||
Small Company Fund | 1.24% | 2.09% | 0.98% | 1.58% | 1.28% | 0.98% | 0.86% | 0.93% | 0.86% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows: |
Fund | Front-End Sales Charges | Contingent Deferred Sales Charges | ||
Capital Appreciation Fund | $ 806,324 | $ 5,305 | ||
Core Equity Fund | 1,280,628 | 16,079 | ||
Dividend and Growth Fund | 2,370,082 | 35,531 | ||
Equity Income Fund | 720,731 | 2,479 | ||
Growth Opportunities Fund | 1,109,683 | 11,802 | ||
Healthcare Fund | 277,381 | 3,144 | ||
MidCap Fund | 826,210 | 9,169 | ||
MidCap Value Fund | 262,080 | 1,801 | ||
Quality Value Fund | 54,133 | 506 | ||
Small Cap Growth Fund | 33,692 | 192 | ||
Small Cap Value Fund | 33,158 | 465 | ||
Small Company Fund | 215,775 | 1,387 |
90 |
April 30, 2022 (Unaudited)
f) | Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. |
Fund | CCO Compensation Paid by Fund | |
Capital Appreciation Fund | $ 3,191 | |
Core Equity Fund | 5,443 | |
Dividend and Growth Fund | 6,900 | |
Equity Income Fund | 2,224 | |
Growth Opportunities Fund | 2,848 | |
Healthcare Fund | 674 | |
MidCap Fund | 5,358 | |
MidCap Value Fund | 402 | |
Quality Value Fund | 107 | |
Small Cap Growth Fund | 310 | |
Small Cap Value Fund | 71 | |
Small Company Fund | 357 |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
91 |
April 30, 2022 (Unaudited)
Fund | Class I | Class Y | |||
Dividend and Growth Fund | N/A | 0.06% | |||
MidCap Fund | 0.12% | 0.06% | |||
Small Cap Growth Fund | N/A | 0.07% |
Fund | Class I | Class Y | ||
Core Equity Fund | N/A | 0.08% | ||
Dividend and Growth Fund | N/A | 0.04% | ||
MidCap Fund | 0.12% | 0.04% | ||
Small Cap Growth Fund | N/A | 0.06% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 0.10% | 0.15% | 0.09% | 0.22% | 0.17% | 0.11% | 0.00% * | 0.11% | 0.00%* | |||||||||
Core Equity Fund | 0.09% | 0.09% | 0.10% | 0.21% | 0.16% | 0.11% | 0.00% * | 0.09% | 0.00%* | |||||||||
Dividend and Growth Fund | 0.08% | 0.11% | 0.08% | 0.20% | 0.16% | 0.10% | 0.00% * | 0.05% | 0.00%* | |||||||||
Equity Income Fund | 0.08% | 0.11% | 0.09% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.09% | 0.00%* | |||||||||
Growth Opportunities Fund | 0.09% | 0.12% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
Healthcare Fund | 0.12% | 0.14% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00%* | |||||||||
MidCap Fund | 0.10% | 0.12% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.05% | 0.00%* | |||||||||
MidCap Value Fund | 0.14% | 0.18% | 0.08% | 0.22% | 0.17% | 0.12% | N/A | 0.11% | 0.00%* | |||||||||
Quality Value Fund | 0.14% | 0.23% | 0.08% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.08% | 0.00%* | |||||||||
Small Cap Growth Fund | 0.18% | 0.18% | 0.10% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.06% | 0.00%* | |||||||||
Small Cap Value Fund | 0.18% | 0.25% | 0.13% | 0.21% | 0.07% | 0.03% | 0.00% * | 0.09% | 0.00%* | |||||||||
Small Company Fund | 0.14% | 0.23% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.07% | 0.00%* |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. |
92 |
April 30, 2022 (Unaudited)
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Capital Appreciation Fund | $ 19,210,739 | $ (19,210,739) | $ — | |||
Core Equity Fund | — | — | — | |||
Dividend and Growth Fund | — | — | — | |||
Equity Income Fund | 320,040 | (320,040) | — | |||
Growth Opportunities Fund | 9,203,673 | (9,203,673) | — | |||
Healthcare Fund | 5,225,175 | (5,225,175) (3) | — | |||
MidCap Fund | 92,456,805 | (92,456,805) (3) | — | |||
MidCap Value Fund | — | — | — | |||
Quality Value Fund | — | — | — | |||
Small Cap Growth Fund | 2,296,260 | (2,296,260) | — | |||
Small Cap Value Fund | — | — | — | |||
Small Company Fund | 12,949,933 | (12,949,933) (3) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
(3) | Includes non-cash collateral of $1,914,477, $3,492,016 and $1,811,608 for Healthcare Fund, MidCap Fund and Small Company Fund respectively. |
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Capital Appreciation Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 18,330,361 | $ — | $ — | $ — | $ 18,330,361 | ||||
Exchange-Traded Funds | 2,316,489 | — | — | — | 2,316,489 | ||||
Total Borrowings | $ 20,646,850 | $ — | $ — | $ — | $ 20,646,850 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 20,646,850 | ||||||||
Equity Income Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 328,500 | $ — | $ — | $ — | $ 328,500 | ||||
Total Borrowings | $ 328,500 | $ — | $ — | $ — | $ 328,500 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 328,500 | ||||||||
Growth Opportunities Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 11,160,022 | $ — | $ — | $ — | $ 11,160,022 | ||||
Total Borrowings | $ 11,160,022 | $ — | $ — | $ — | $ 11,160,022 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 11,160,022 |
93 |
April 30, 2022 (Unaudited)
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Healthcare Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 3,713,169 | $ — | $ — | $ — | $ 3,713,169 | ||||
Total Borrowings | $ 3,713,169 | $ — | $ — | $ — | $ 3,713,169 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 3,713,169 | ||||||||
MidCap Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 99,430,404 | $ — | $ — | $ — | $ 99,430,404 | ||||
Total Borrowings | $ 99,430,404 | $ — | $ — | $ — | $ 99,430,404 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 99,430,404 | ||||||||
Small Cap Growth Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 2,798,208 | $ — | $ — | $ — | $ 2,798,208 | ||||
Total Borrowings | $ 2,798,208 | $ — | $ — | $ — | $ 2,798,208 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 2,798,208 | ||||||||
Small Company Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 226,587 | $ — | $ — | $ — | $ 226,587 | ||||
Exchange-Traded Funds | 11,834,229 | — | — | — | 11,834,229 | ||||
Total Borrowings | $ 12,060,816 | $ — | $ — | $ — | $ 12,060,816 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 12,060,816 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Affiliated Security Transactions: |
If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the six-month period ended April 30, 2022, the MidCap Fund and Small Company Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below: | |
A summary of affiliate fund transactions for period ended April 30, 2022 follows: | |
Affiliated Investments | Beginning Value as of November 1, 2021 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Return of Capital | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of April 30, 2022 | Shares as of April 30, 2022 | Dividend Income | Capital Gains Distribution | ||||||||||
MidCap Fund | ||||||||||||||||||||
CommScope Holding Co., Inc.* | $ 109,463,815 | $ 16,372,505 | $ 20,588,461 | $ (10,223,093) | $ — | $ (38,615,449) | $ 56,409,317 | 9,354,779 | $ — | $ — | ||||||||||
Reata Pharmaceuticals, Inc. Class A | 111,480,283 | 19,138,827 | 270,446 | (238,629) | — | (89,924,231) | 40,185,804 | 1,583,365 | — | — | ||||||||||
Total | $ 220,944,098 | $ 35,511,332 | $ 20,858,907 | $ (10,461,722) | $ — | $ (128,539,680) | $ 96,595,121 | 10,938,144 | $ — | $ — | ||||||||||
Small Company Fund | ||||||||||||||||||||
Allstar Co.(1) | $ — | $ — | $ — | $ — | $ — | $ — | $ — | 3,136,600 | $ — | $ — |
* | Not an affiliate as of April 30, 2022. |
(1) | Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in Allstar Co., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc. |
94 |
April 30, 2022 (Unaudited)
11. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Small Cap Value Fund | — | — | — | — | — | 1% | — | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Small Cap Value Fund | — | — | — | — | — | 0%* | — | — | — |
* | Percentage rounds to zero. |
Fund | Percentage of Fund* | |
Capital Appreciation Fund | 8% | |
Core Equity Fund | 3% | |
Dividend and Growth Fund | 5% | |
Equity Income Fund | 4% | |
Growth Opportunities Fund | 3% | |
MidCap Fund | 1% | |
MidCap Value Fund | 2% | |
Small Cap Growth Fund | 4% | |
Small Cap Value Fund | 22% | |
Small Company Fund | 6% |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
12. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||
Capital Appreciation Fund | $ 4,073,758,117 | $ 4,384,365,481 | $ 4,073,758,117 | $ 4,384,365,481 | ||||
Core Equity Fund | 1,422,641,841 | 1,767,653,365 | 1,422,641,841 | 1,767,653,365 | ||||
Dividend and Growth Fund | 2,506,531,420 | 1,340,093,117 | 2,506,531,420 | 1,340,093,117 | ||||
Equity Income Fund | 682,696,822 | 825,097,777 | 682,696,822 | 825,097,777 | ||||
Growth Opportunities Fund | 3,584,703,572 | 4,132,116,977 | 3,584,703,572 | 4,132,116,977 | ||||
Healthcare Fund | 334,005,116 | 444,352,436 | 334,005,116 | 444,352,436 | ||||
MidCap Fund | 2,228,916,498 | 4,661,774,807 | 2,228,916,498 | 4,661,774,807 | ||||
MidCap Value Fund | 331,616,975 | 329,205,243 | 331,616,975 | 329,205,243 | ||||
Quality Value Fund | 45,634,605 | 31,230,702 | 45,634,605 | 31,230,702 | ||||
Small Cap Growth Fund | 128,781,306 | 208,859,267 | 128,781,306 | 208,859,267 | ||||
Small Cap Value Fund | 53,564,208 | 74,029,496 | 53,564,208 | 74,029,496 | ||||
Small Company Fund | 327,158,425 | 396,167,181 | 327,158,425 | 396,167,181 |
95 |
April 30, 2022 (Unaudited)
13. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Capital Appreciation Fund | |||||||
Class A | |||||||
Shares Sold | 1,809,016 | $ 74,820,343 | 3,367,409 | $ 153,139,085 | |||
Shares Issued for Reinvested Dividends | 18,530,281 | 773,952,116 | 5,909,766 | 249,118,669 | |||
Shares Redeemed | (8,115,940) | (336,789,934) | (13,459,956) | (610,878,988) | |||
Net Increase (Decrease) | 12,223,357 | 511,982,525 | (4,182,781) | (208,621,234) | |||
Class C | |||||||
Shares Sold | 211,414 | $ 5,740,818 | 420,030 | $ 13,300,659 | |||
Shares Issued for Reinvested Dividends | 1,058,069 | 28,641,921 | 423,362 | 12,493,414 | |||
Shares Redeemed | (1,068,040) | (28,558,461) | (2,943,150) | (94,205,765) | |||
Net Increase (Decrease) | 201,443 | 5,824,278 | (2,099,758) | (68,411,692) | |||
Class I | |||||||
Shares Sold | 945,941 | $ 39,920,377 | 1,763,794 | $ 80,348,270 | |||
Shares Issued for Reinvested Dividends | 2,140,816 | 90,255,338 | 692,879 | 29,440,161 | |||
Shares Redeemed | (1,772,070) | (73,973,349) | (2,913,758) | (132,549,967) | |||
Net Increase (Decrease) | 1,314,687 | 56,202,366 | (457,085) | (22,761,536) | |||
Class R3 | |||||||
Shares Sold | 30,494 | $ 1,408,534 | 81,697 | $ 4,139,188 | |||
Shares Issued for Reinvested Dividends | 114,302 | 5,487,633 | 40,201 | 1,911,571 | |||
Shares Redeemed | (107,742) | (5,100,893) | (289,780) | (14,863,615) | |||
Net Increase (Decrease) | 37,054 | 1,795,274 | (167,882) | (8,812,856) | |||
Class R4 | |||||||
Shares Sold | 44,754 | $ 2,220,259 | 75,708 | $ 4,029,701 | |||
Shares Issued for Reinvested Dividends | 85,515 | 4,313,361 | 28,656 | 1,422,120 | |||
Shares Redeemed | (88,329) | (4,274,781) | (195,566) | (10,231,712) | |||
Net Increase (Decrease) | 41,940 | 2,258,839 | (91,202) | (4,779,891) | |||
Class R5 | |||||||
Shares Sold | 24,082 | $ 1,221,611 | 38,655 | $ 2,086,665 | |||
Shares Issued for Reinvested Dividends | 80,863 | 4,194,444 | 31,983 | 1,626,764 | |||
Shares Redeemed | (64,777) | (3,394,831) | (196,018) | (10,767,188) | |||
Net Increase (Decrease) | 40,168 | 2,021,224 | (125,380) | (7,053,759) | |||
Class R6 | |||||||
Shares Sold | 325,738 | $ 18,640,176 | 101,705 | $ 5,729,396 | |||
Shares Issued for Reinvested Dividends | 81,637 | 4,271,968 | 11,975 | 613,867 | |||
Shares Redeemed | (54,298) | (2,704,624) | (60,680) | (3,346,501) | |||
Net Increase (Decrease) | 353,077 | 20,207,520 | 53,000 | 2,996,762 | |||
Class Y | |||||||
Shares Sold | 60,554 | $ 3,172,906 | 418,089 | $ 23,154,624 | |||
Shares Issued for Reinvested Dividends | 274,840 | 14,360,979 | 97,100 | 4,973,187 | |||
Shares Redeemed | (241,684) | (12,132,095) | (683,536) | (37,544,012) | |||
Net Increase (Decrease) | 93,710 | 5,401,790 | (168,347) | (9,416,201) | |||
Class F | |||||||
Shares Sold | 807,481 | $ 33,846,132 | 1,156,081 | $ 52,681,033 | |||
Shares Issued for Reinvested Dividends | 3,014,822 | 127,144,725 | 996,586 | 42,357,183 | |||
Shares Redeemed | (1,317,587) | (55,543,915) | (2,759,017) | (125,550,739) | |||
Net Increase (Decrease) | 2,504,716 | 105,446,942 | (606,350) | (30,512,523) | |||
Total Net Increase (Decrease) | 16,810,152 | $ 711,140,758 | (7,845,785) | $ (357,372,930) | |||
Core Equity Fund | |||||||
Class A | |||||||
Shares Sold | 3,629,351 | $ 171,551,587 | 8,048,194 | $ 349,552,465 | |||
Shares Issued for Reinvested Dividends | 1,003,254 | 49,317,221 | 170,767 | 6,957,062 | |||
Shares Redeemed | (2,700,326) | (126,265,584) | (5,854,509) | (256,534,349) | |||
Net Increase (Decrease) | 1,932,279 | 94,603,224 | 2,364,452 | 99,975,178 |
96 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 818,223 | $ 34,918,092 | 2,433,951 | $ 95,569,941 | |||
Shares Issued for Reinvested Dividends | 349,431 | 15,420,372 | — | — | |||
Shares Redeemed | (1,424,945) | (60,169,034) | (2,963,058) | (117,542,554) | |||
Net Increase (Decrease) | (257,291) | (9,830,570) | (529,107) | (21,972,613) | |||
Class I | |||||||
Shares Sold | 13,838,237 | $ 653,351,691 | 38,606,478 | $ 1,683,147,371 | |||
Shares Issued for Reinvested Dividends | 2,850,367 | 140,716,905 | 587,802 | 23,982,316 | |||
Shares Redeemed | (16,824,875) | (785,161,156) | (25,621,499) | (1,138,977,250) | |||
Net Increase (Decrease) | (136,271) | 8,907,440 | 13,572,781 | 568,152,437 | |||
Class R3 | |||||||
Shares Sold | 220,097 | $ 10,707,150 | 430,551 | $ 19,338,433 | |||
Shares Issued for Reinvested Dividends | 37,639 | 1,871,543 | 3,454 | 143,013 | |||
Shares Redeemed | (196,108) | (9,402,204) | (280,505) | (12,331,610) | |||
Net Increase (Decrease) | 61,628 | 3,176,489 | 153,500 | 7,149,836 | |||
Class R4 | |||||||
Shares Sold | 293,600 | $ 14,205,752 | 1,346,774 | $ 61,759,473 | |||
Shares Issued for Reinvested Dividends | 132,063 | 6,705,623 | 22,870 | 962,136 | |||
Shares Redeemed | (894,335) | (43,393,473) | (1,230,844) | (56,219,106) | |||
Net Increase (Decrease) | (468,672) | (22,482,098) | 138,800 | 6,502,503 | |||
Class R5 | |||||||
Shares Sold | 402,212 | $ 18,355,817 | 719,073 | $ 31,981,033 | |||
Shares Issued for Reinvested Dividends | 118,899 | 5,918,731 | 30,689 | 1,262,537 | |||
Shares Redeemed | (749,290) | (34,741,331) | (1,428,140) | (63,174,300) | |||
Net Increase (Decrease) | (228,179) | (10,466,783) | (678,378) | (29,930,730) | |||
Class R6 | |||||||
Shares Sold | 4,483,383 | $ 210,821,548 | 5,638,764 | $ 249,691,246 | |||
Shares Issued for Reinvested Dividends | 647,642 | 32,411,972 | 161,700 | 6,679,826 | |||
Shares Redeemed | (2,273,030) | (108,173,950) | (5,359,583) | (240,460,323) | |||
Net Increase (Decrease) | 2,857,995 | 135,059,570 | 440,881 | 15,910,749 | |||
Class Y | |||||||
Shares Sold | 1,392,321 | $ 66,943,987 | 4,083,890 | $ 178,723,495 | |||
Shares Issued for Reinvested Dividends | 561,625 | 28,081,045 | 139,865 | 5,777,841 | |||
Shares Redeemed | (3,995,269) | (189,345,071) | (4,487,602) | (204,115,939) | |||
Net Increase (Decrease) | (2,041,323) | (94,320,039) | (263,847) | (19,614,603) | |||
Class F | |||||||
Shares Sold | 7,935,905 | $ 376,006,976 | 20,968,799 | $ 922,349,213 | |||
Shares Issued for Reinvested Dividends | 2,148,216 | 106,209,029 | 532,223 | 21,725,333 | |||
Shares Redeemed | (11,637,548) | (544,821,183) | (18,994,470) | (837,983,756) | |||
Net Increase (Decrease) | (1,553,427) | (62,605,178) | 2,506,552 | 106,090,790 | |||
Total Net Increase (Decrease) | 166,739 | $ 42,042,055 | 17,705,634 | $ 732,263,547 | |||
Dividend and Growth Fund | |||||||
Class A | |||||||
Shares Sold | 7,581,410 | $ 253,086,932 | 11,151,010 | $ 344,976,720 | |||
Shares Issued for Reinvested Dividends | 7,342,061 | 245,246,402 | 4,336,771 | 122,673,579 | |||
Shares Redeemed | (7,822,080) | (262,413,056) | (17,131,999) | (519,287,515) | |||
Net Increase (Decrease) | 7,101,391 | 235,920,278 | (1,644,218) | (51,637,216) | |||
Class C | |||||||
Shares Sold | 1,548,052 | $ 49,648,488 | 1,419,508 | $ 42,204,089 | |||
Shares Issued for Reinvested Dividends | 268,337 | 8,563,121 | 145,715 | 3,852,604 | |||
Shares Redeemed | (756,880) | (24,212,488) | (2,354,366) | (69,029,852) | |||
Net Increase (Decrease) | 1,059,509 | 33,999,121 | (789,143) | (22,973,159) | |||
Class I | |||||||
Shares Sold | 37,630,032 | $ 1,250,835,548 | 36,793,322 | $ 1,137,090,014 | |||
Shares Issued for Reinvested Dividends | 5,168,222 | 171,760,220 | 2,425,264 | 69,068,594 | |||
Shares Redeemed | (17,655,027) | (586,642,039) | (15,783,459) | (477,606,650) | |||
Net Increase (Decrease) | 25,143,227 | 835,953,729 | 23,435,127 | 728,551,958 |
97 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 176,842 | $ 6,028,930 | 324,177 | $ 10,228,653 | |||
Shares Issued for Reinvested Dividends | 96,207 | 3,263,737 | 59,719 | 1,695,081 | |||
Shares Redeemed | (350,525) | (11,895,025) | (687,387) | (21,558,216) | |||
Net Increase (Decrease) | (77,476) | (2,602,358) | (303,491) | (9,634,482) | |||
Class R4 | |||||||
Shares Sold | 453,361 | $ 15,752,226 | 676,475 | $ 21,736,412 | |||
Shares Issued for Reinvested Dividends | 127,834 | 4,379,221 | 75,716 | 2,188,661 | |||
Shares Redeemed | (589,205) | (20,350,806) | (1,035,619) | (31,590,923) | |||
Net Increase (Decrease) | (8,010) | (219,359) | (283,428) | (7,665,850) | |||
Class R5 | |||||||
Shares Sold | 1,720,946 | $ 59,439,179 | 2,526,093 | $ 79,438,301 | |||
Shares Issued for Reinvested Dividends | 186,456 | 6,424,949 | 96,696 | 2,843,393 | |||
Shares Redeemed | (1,480,865) | (50,996,348) | (2,227,663) | (69,728,112) | |||
Net Increase (Decrease) | 426,537 | 14,867,780 | 395,126 | 12,553,582 | |||
Class R6 | |||||||
Shares Sold | 4,475,903 | $ 154,563,251 | 7,406,904 | $ 227,713,097 | |||
Shares Issued for Reinvested Dividends | 724,296 | 24,975,447 | 297,938 | 8,855,913 | |||
Shares Redeemed | (1,761,230) | (60,687,206) | (2,250,013) | (70,681,330) | |||
Net Increase (Decrease) | 3,438,969 | 118,851,492 | 5,454,829 | 165,887,680 | |||
Class Y | |||||||
Shares Sold | 5,105,128 | $ 175,688,764 | 20,130,737 | $ 637,738,953 | |||
Shares Issued for Reinvested Dividends | 1,418,711 | 48,902,258 | 944,058 | 27,654,509 | |||
Shares Redeemed | (5,410,218) | (188,924,081) | (24,259,929) | (783,606,689) | |||
Net Increase (Decrease) | 1,113,621 | 35,666,941 | (3,185,134) | (118,213,227) | |||
Class F | |||||||
Shares Sold | 30,941,368 | $ 1,028,559,686 | 49,096,886 | $ 1,528,459,592 | |||
Shares Issued for Reinvested Dividends | 7,563,790 | 251,155,263 | 4,082,716 | 115,917,711 | |||
Shares Redeemed | (14,799,100) | (492,579,933) | (27,500,734) | (840,425,971) | |||
Net Increase (Decrease) | 23,706,058 | 787,135,016 | 25,678,868 | 803,951,332 | |||
Total Net Increase (Decrease) | 61,903,826 | $ 2,059,572,640 | 48,758,536 | $ 1,500,820,618 | |||
Equity Income Fund | |||||||
Class A | |||||||
Shares Sold | 4,156,602 | $ 94,647,236 | 8,289,761 | $ 180,610,904 | |||
Shares Issued for Reinvested Dividends | 6,421,213 | 143,941,976 | 1,960,721 | 40,766,669 | |||
Shares Redeemed | (4,775,749) | (109,026,884) | (9,871,460) | (212,979,569) | |||
Net Increase (Decrease) | 5,802,066 | 129,562,328 | 379,022 | 8,398,004 | |||
Class C | |||||||
Shares Sold | 530,028 | $ 12,065,497 | 649,197 | $ 14,115,367 | |||
Shares Issued for Reinvested Dividends | 520,622 | 11,576,030 | 180,050 | 3,621,924 | |||
Shares Redeemed | (1,422,740) | (32,258,527) | (4,975,576) | (107,730,675) | |||
Net Increase (Decrease) | (372,090) | (8,617,000) | (4,146,329) | (89,993,384) | |||
Class I | |||||||
Shares Sold | 8,751,088 | $ 198,027,686 | 13,408,859 | $ 286,986,093 | |||
Shares Issued for Reinvested Dividends | 4,686,815 | 104,350,208 | 1,520,952 | 31,538,766 | |||
Shares Redeemed | (6,656,858) | (150,472,181) | (13,573,736) | (290,903,554) | |||
Net Increase (Decrease) | 6,781,045 | 151,905,713 | 1,356,075 | 27,621,305 | |||
Class R3 | |||||||
Shares Sold | 112,623 | $ 2,589,681 | 178,866 | $ 3,905,700 | |||
Shares Issued for Reinvested Dividends | 113,774 | 2,551,701 | 37,851 | 778,951 | |||
Shares Redeemed | (283,220) | (6,470,992) | (622,158) | (13,765,852) | |||
Net Increase (Decrease) | (56,823) | (1,329,610) | (405,441) | (9,081,201) | |||
Class R4 | |||||||
Shares Sold | 195,071 | $ 4,450,287 | 409,910 | $ 8,975,208 | |||
Shares Issued for Reinvested Dividends | 123,436 | 2,776,233 | 41,162 | 854,303 | |||
Shares Redeemed | (467,628) | (10,836,533) | (714,299) | (15,093,697) | |||
Net Increase (Decrease) | (149,121) | (3,610,013) | (263,227) | (5,264,186) |
98 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 379,001 | $ 8,732,190 | 1,641,838 | $ 34,220,609 | |||
Shares Issued for Reinvested Dividends | 254,446 | 5,760,997 | 92,807 | 1,954,636 | |||
Shares Redeemed | (667,724) | (15,394,613) | (1,549,727) | (34,015,363) | |||
Net Increase (Decrease) | (34,277) | (901,426) | 184,918 | 2,159,882 | |||
Class R6 | |||||||
Shares Sold | 833,327 | $ 19,245,218 | 1,024,580 | $ 22,209,707 | |||
Shares Issued for Reinvested Dividends | 258,726 | 5,878,475 | 84,605 | 1,790,192 | |||
Shares Redeemed | (552,218) | (12,706,618) | (848,471) | (18,624,173) | |||
Net Increase (Decrease) | 539,835 | 12,417,075 | 260,714 | 5,375,726 | |||
Class Y | |||||||
Shares Sold | 671,229 | $ 15,547,224 | 1,290,931 | $ 27,947,876 | |||
Shares Issued for Reinvested Dividends | 344,922 | 7,838,315 | 115,344 | 2,434,785 | |||
Shares Redeemed | (758,813) | (17,672,977) | (1,008,753) | (22,141,456) | |||
Net Increase (Decrease) | 257,338 | 5,712,562 | 397,522 | 8,241,205 | |||
Class F | |||||||
Shares Sold | 4,307,047 | $ 97,611,576 | 8,946,727 | $ 192,753,571 | |||
Shares Issued for Reinvested Dividends | 4,138,889 | 92,150,862 | 1,449,703 | 30,022,805 | |||
Shares Redeemed | (7,112,536) | (161,743,130) | (13,229,490) | (284,172,877) | |||
Net Increase (Decrease) | 1,333,400 | 28,019,308 | (2,833,060) | (61,396,501) | |||
Total Net Increase (Decrease) | 14,101,373 | $ 313,158,937 | (5,069,806) | $ (113,939,150) | |||
Growth Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 2,536,459 | $ 113,895,501 | 5,209,175 | $ 302,551,393 | |||
Shares Issued for Reinvested Dividends | 14,227,375 | 671,816,665 | 7,642,117 | 408,394,711 | |||
Shares Redeemed | (6,135,334) | (272,132,927) | (7,857,838) | (457,256,332) | |||
Net Increase (Decrease) | 10,628,500 | 513,579,239 | 4,993,454 | 253,689,772 | |||
Class C | |||||||
Shares Sold | 1,613,454 | $ 19,244,660 | 1,814,685 | $ 42,859,385 | |||
Shares Issued for Reinvested Dividends | 11,422,799 | 136,730,901 | 4,008,428 | 87,303,560 | |||
Shares Redeemed | (5,721,551) | (69,939,139) | (5,222,282) | (124,561,047) | |||
Net Increase (Decrease) | 7,314,702 | 86,036,422 | 600,831 | 5,601,898 | |||
Class I | |||||||
Shares Sold | 4,164,240 | $ 203,223,576 | 6,786,614 | $ 423,546,619 | |||
Shares Issued for Reinvested Dividends | 5,786,925 | 301,903,898 | 3,207,164 | 185,309,937 | |||
Shares Redeemed | (7,842,496) | (384,000,056) | (7,861,192) | (491,248,063) | |||
Net Increase (Decrease) | 2,108,669 | 121,127,418 | 2,132,586 | 117,608,493 | |||
Class R3 | |||||||
Shares Sold | 132,003 | $ 5,616,821 | 217,459 | $ 12,458,353 | |||
Shares Issued for Reinvested Dividends | 215,984 | 10,077,826 | 133,397 | 7,088,738 | |||
Shares Redeemed | (131,465) | (5,731,764) | (388,784) | (22,241,704) | |||
Net Increase (Decrease) | 216,522 | 9,962,883 | (37,928) | (2,694,613) | |||
Class R4 | |||||||
Shares Sold | 98,451 | $ 4,643,095 | 260,470 | $ 16,275,076 | |||
Shares Issued for Reinvested Dividends | 236,765 | 12,382,831 | 149,374 | 8,675,642 | |||
Shares Redeemed | (168,810) | (8,266,667) | (483,285) | (30,586,387) | |||
Net Increase (Decrease) | 166,406 | 8,759,259 | (73,441) | (5,635,669) | |||
Class R5 | |||||||
Shares Sold | 28,704 | $ 1,527,256 | 88,508 | $ 5,974,431 | |||
Shares Issued for Reinvested Dividends | 68,446 | 3,927,412 | 44,659 | 2,790,306 | |||
Shares Redeemed | (52,417) | (2,796,778) | (159,100) | (10,438,793) | |||
Net Increase (Decrease) | 44,733 | 2,657,890 | (25,933) | (1,674,056) | |||
Class R6 | |||||||
Shares Sold | 118,842 | $ 6,939,129 | 490,627 | $ 33,816,735 | |||
Shares Issued for Reinvested Dividends | 182,244 | 10,770,646 | 77,962 | 4,986,464 | |||
Shares Redeemed | (140,018) | (8,096,483) | (230,683) | (16,066,034) | |||
Net Increase (Decrease) | 161,068 | 9,613,292 | 337,906 | 22,737,165 |
99 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 970,232 | $ 51,666,920 | 2,179,222 | $ 149,741,177 | |||
Shares Issued for Reinvested Dividends | 1,525,929 | 89,968,761 | 841,194 | 53,752,317 | |||
Shares Redeemed | (1,038,128) | (56,715,202) | (2,205,530) | (152,562,447) | |||
Net Increase (Decrease) | 1,458,033 | 84,920,479 | 814,886 | 50,931,047 | |||
Class F | |||||||
Shares Sold | 2,340,290 | $ 114,993,705 | 6,728,193 | $ 425,460,841 | |||
Shares Issued for Reinvested Dividends | 4,010,962 | 210,816,144 | 1,886,638 | 109,557,047 | |||
Shares Redeemed | (3,214,713) | (157,103,734) | (4,459,130) | (280,955,262) | |||
Net Increase (Decrease) | 3,136,539 | 168,706,115 | 4,155,701 | 254,062,626 | |||
Total Net Increase (Decrease) | 25,235,172 | $ 1,005,362,997 | 12,898,062 | $ 694,626,663 | |||
Healthcare Fund | |||||||
Class A | |||||||
Shares Sold | 670,659 | $ 25,625,037 | 1,918,507 | $ 82,032,094 | |||
Shares Issued for Reinvested Dividends | 2,140,947 | 82,554,933 | 2,232,980 | 90,190,081 | |||
Shares Redeemed | (1,455,870) | (55,662,109) | (2,567,935) | (109,917,953) | |||
Net Increase (Decrease) | 1,355,736 | 52,517,861 | 1,583,552 | 62,304,222 | |||
Class C | |||||||
Shares Sold | 133,055 | $ 3,739,599 | 368,990 | $ 11,716,851 | |||
Shares Issued for Reinvested Dividends | 637,952 | 17,422,458 | 743,990 | 22,349,458 | |||
Shares Redeemed | (707,772) | (19,129,182) | (1,445,763) | (46,040,790) | |||
Net Increase (Decrease) | 63,235 | 2,032,875 | (332,783) | (11,974,481) | |||
Class I | |||||||
Shares Sold | 868,490 | $ 35,777,309 | 2,309,673 | $ 105,781,014 | |||
Shares Issued for Reinvested Dividends | 894,258 | 37,379,994 | 924,714 | 40,077,121 | |||
Shares Redeemed | (2,093,701) | (86,319,484) | (2,209,353) | (101,145,679) | |||
Net Increase (Decrease) | (330,953) | (13,162,181) | 1,025,034 | 44,712,456 | |||
Class R3 | |||||||
Shares Sold | 67,130 | $ 2,618,285 | 151,226 | $ 6,683,795 | |||
Shares Issued for Reinvested Dividends | 76,658 | 3,032,585 | 90,203 | 3,742,540 | |||
Shares Redeemed | (138,363) | (5,424,030) | (270,146) | (11,931,278) | |||
Net Increase (Decrease) | 5,425 | 226,840 | (28,717) | (1,504,943) | |||
Class R4 | |||||||
Shares Sold | 57,662 | $ 2,451,713 | 134,157 | $ 6,296,937 | |||
Shares Issued for Reinvested Dividends | 45,986 | 1,974,634 | 58,738 | 2,616,195 | |||
Shares Redeemed | (107,416) | (4,543,451) | (229,273) | (10,763,007) | |||
Net Increase (Decrease) | (3,768) | (117,104) | (36,378) | (1,849,875) | |||
Class R5 | |||||||
Shares Sold | 24,369 | $ 1,088,855 | 79,162 | $ 3,961,571 | |||
Shares Issued for Reinvested Dividends | 22,562 | 1,042,154 | 25,326 | 1,201,964 | |||
Shares Redeemed | (46,317) | (2,140,842) | (89,603) | (4,495,885) | |||
Net Increase (Decrease) | 614 | (9,833) | 14,885 | 667,650 | |||
Class R6 | |||||||
Shares Sold | 25,595 | $ 1,203,120 | 55,913 | $ 2,913,413 | |||
Shares Issued for Reinvested Dividends | 10,556 | 497,706 | 9,082 | 438,736 | |||
Shares Redeemed | (17,931) | (823,867) | (32,048) | (1,696,505) | |||
Net Increase (Decrease) | 18,220 | 876,959 | 32,947 | 1,655,644 | |||
Class Y | |||||||
Shares Sold | 133,914 | $ 6,242,109 | 450,272 | $ 22,884,351 | |||
Shares Issued for Reinvested Dividends | 211,002 | 9,927,628 | 219,387 | 10,587,619 | |||
Shares Redeemed | (200,555) | (9,515,013) | (397,553) | (20,324,517) | |||
Net Increase (Decrease) | 144,361 | 6,654,724 | 272,106 | 13,147,453 | |||
Class F | |||||||
Shares Sold | 72,271 | $ 3,081,507 | 262,096 | $ 12,136,397 | |||
Shares Issued for Reinvested Dividends | 99,102 | 4,167,247 | 89,913 | 3,913,893 | |||
Shares Redeemed | (131,793) | (5,492,129) | (183,888) | (8,417,394) | |||
Net Increase (Decrease) | 39,580 | 1,756,625 | 168,121 | 7,632,896 | |||
Total Net Increase (Decrease) | 1,292,450 | $ 50,776,766 | 2,698,767 | $ 114,791,022 |
100 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
MidCap Fund | |||||||
Class A | |||||||
Shares Sold | 2,361,007 | $ 73,373,969 | 5,765,546 | $ 206,608,439 | |||
Shares Issued for Reinvested Dividends | 12,324,154 | 396,196,637 | 10,539,072 | 343,679,112 | |||
Shares Redeemed | (7,900,070) | (245,521,439) | (12,122,834) | (430,915,073) | |||
Net Increase (Decrease) | 6,785,091 | 224,049,167 | 4,181,784 | 119,372,478 | |||
Class C | |||||||
Shares Sold | 426,159 | $ 7,691,007 | 997,903 | $ 22,218,396 | |||
Shares Issued for Reinvested Dividends | 3,704,019 | 67,653,820 | 3,497,780 | 71,039,908 | |||
Shares Redeemed | (3,377,477) | (60,132,148) | (6,508,579) | (145,602,161) | |||
Net Increase (Decrease) | 752,701 | 15,212,679 | (2,012,896) | (52,343,857) | |||
Class I | |||||||
Shares Sold | 9,502,115 | $ 311,778,452 | 18,766,871 | $ 702,875,370 | |||
Shares Issued for Reinvested Dividends | 13,008,563 | 440,965,066 | 13,770,100 | 469,422,719 | |||
Shares Redeemed | (48,545,006) | (1,514,884,017) | (51,765,006) | (1,948,483,150) | |||
Net Increase (Decrease) | (26,034,328) | (762,140,499) | (19,228,035) | (776,185,061) | |||
Class R3 | |||||||
Shares Sold | 141,259 | $ 4,935,504 | 328,898 | $ 13,349,542 | |||
Shares Issued for Reinvested Dividends | 262,492 | 9,696,451 | 278,856 | 10,337,182 | |||
Shares Redeemed | (421,624) | (15,154,191) | (897,014) | (36,300,678) | |||
Net Increase (Decrease) | (17,873) | (522,236) | (289,260) | (12,613,954) | |||
Class R4 | |||||||
Shares Sold | 211,929 | $ 8,068,500 | 616,644 | $ 26,335,205 | |||
Shares Issued for Reinvested Dividends | 422,793 | 16,696,845 | 530,397 | 20,812,764 | |||
Shares Redeemed | (1,293,164) | (48,926,954) | (2,562,147) | (109,758,970) | |||
Net Increase (Decrease) | (658,442) | (24,161,609) | (1,415,106) | (62,611,001) | |||
Class R5 | |||||||
Shares Sold | 438,747 | $ 17,601,251 | 1,925,411 | $ 85,163,229 | |||
Shares Issued for Reinvested Dividends | 578,517 | 24,023,911 | 805,971 | 32,980,317 | |||
Shares Redeemed | (3,694,327) | (148,886,988) | (5,761,404) | (259,286,863) | |||
Net Increase (Decrease) | (2,677,063) | (107,261,826) | (3,030,022) | (141,143,317) | |||
Class R6 | |||||||
Shares Sold | 1,908,397 | $ 77,806,842 | 7,264,767 | $ 326,578,751 | |||
Shares Issued for Reinvested Dividends | 3,286,733 | 138,940,388 | 3,932,733 | 163,365,732 | |||
Shares Redeemed | (13,784,446) | (560,488,492) | (22,294,027) | (1,010,767,875) | |||
Net Increase (Decrease) | (8,589,316) | (343,741,262) | (11,096,527) | (520,823,392) | |||
Class Y | |||||||
Shares Sold | 2,088,747 | $ 85,447,414 | 4,103,182 | $ 185,837,048 | |||
Shares Issued for Reinvested Dividends | 1,893,699 | 79,823,910 | 2,564,133 | 106,283,299 | |||
Shares Redeemed | (6,252,421) | (254,012,420) | (16,202,137) | (733,248,509) | |||
Net Increase (Decrease) | (2,269,975) | (88,741,096) | (9,534,822) | (441,128,162) | |||
Class F | |||||||
Shares Sold | 6,027,145 | $ 197,474,823 | 11,833,195 | $ 445,587,914 | |||
Shares Issued for Reinvested Dividends | 8,831,655 | 301,449,778 | 7,742,034 | 265,242,076 | |||
Shares Redeemed | (10,315,009) | (338,053,147) | (20,970,331) | (786,132,834) | |||
Net Increase (Decrease) | 4,543,791 | 160,871,454 | (1,395,102) | (75,302,844) | |||
Total Net Increase (Decrease) | (28,165,414) | $ (926,435,228) | (43,819,986) | $ (1,962,779,110) | |||
MidCap Value Fund | |||||||
Class A | |||||||
Shares Sold | 1,545,416 | $ 27,166,761 | 2,474,862 | $ 41,495,746 | |||
Shares Issued for Reinvested Dividends | 1,489,117 | 25,795,951 | 56,642 | 831,510 | |||
Shares Redeemed | (1,229,069) | (21,738,933) | (2,543,440) | (41,457,915) | |||
Net Increase (Decrease) | 1,805,464 | 31,223,779 | (11,936) | 869,341 | |||
Class C | |||||||
Shares Sold | 60,254 | $ 816,950 | 43,557 | $ 579,493 | |||
Shares Issued for Reinvested Dividends | 59,365 | 792,527 | — | — | |||
Shares Redeemed | (116,385) | (1,579,185) | (405,320) | (5,295,304) | |||
Net Increase (Decrease) | 3,234 | 30,292 | (361,763) | (4,715,811) |
101 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 306,728 | $ 5,463,454 | 328,086 | $ 5,572,562 | |||
Shares Issued for Reinvested Dividends | 107,582 | 1,891,181 | 7,619 | 112,984 | |||
Shares Redeemed | (92,069) | (1,638,164) | (553,865) | (8,619,992) | |||
Net Increase (Decrease) | 322,241 | 5,716,471 | (218,160) | (2,934,446) | |||
Class R3 | |||||||
Shares Sold | 31,110 | $ 574,569 | 66,910 | $ 1,193,206 | |||
Shares Issued for Reinvested Dividends | 25,748 | 473,508 | — | — | |||
Shares Redeemed | (67,107) | (1,255,344) | (115,157) | (2,047,635) | |||
Net Increase (Decrease) | (10,249) | (207,267) | (48,247) | (854,429) | |||
Class R4 | |||||||
Shares Sold | 38,742 | $ 742,392 | 71,792 | $ 1,296,064 | |||
Shares Issued for Reinvested Dividends | 32,127 | 606,242 | 1,122 | 17,850 | |||
Shares Redeemed | (77,837) | (1,494,249) | (208,564) | (3,543,019) | |||
Net Increase (Decrease) | (6,968) | (145,615) | (135,650) | (2,229,105) | |||
Class R5 | |||||||
Shares Sold | 5,069 | $ 96,168 | 7,217 | $ 128,610 | |||
Shares Issued for Reinvested Dividends | 7,462 | 143,466 | 586 | 9,446 | |||
Shares Redeemed | (15,319) | (292,147) | (6,437) | (116,999) | |||
Net Increase (Decrease) | (2,788) | (52,513) | 1,366 | 21,057 | |||
Class Y | |||||||
Shares Sold | 115,125 | $ 2,238,981 | 473,420 | $ 8,111,667 | |||
Shares Issued for Reinvested Dividends | 52,960 | 1,020,918 | 5,606 | 90,649 | |||
Shares Redeemed | (89,528) | (1,744,675) | (457,356) | (8,763,398) | |||
Net Increase (Decrease) | 78,557 | 1,515,224 | 21,670 | (561,082) | |||
Class F | |||||||
Shares Sold | 3,019,067 | $ 53,862,213 | 5,244,142 | $ 88,440,237 | |||
Shares Issued for Reinvested Dividends | 1,871,906 | 32,929,211 | 163,610 | 2,424,705 | |||
Shares Redeemed | (2,593,479) | (46,369,624) | (5,585,121) | (92,716,247) | |||
Net Increase (Decrease) | 2,297,494 | 40,421,800 | (177,369) | (1,851,305) | |||
Total Net Increase (Decrease) | 4,486,985 | $ 78,502,171 | (930,089) | $ (12,255,780) | |||
Quality Value Fund | |||||||
Class A | |||||||
Shares Sold | 316,335 | $ 8,021,038 | 434,273 | $ 10,311,005 | |||
Shares Issued for Reinvested Dividends | 446,698 | 11,224,276 | 151,354 | 3,182,978 | |||
Shares Redeemed | (450,978) | (11,495,390) | (947,815) | (22,212,834) | |||
Net Increase (Decrease) | 312,055 | 7,749,924 | (362,188) | (8,718,851) | |||
Class C | |||||||
Shares Sold | 55,484 | $ 1,189,227 | 29,926 | $ 594,579 | |||
Shares Issued for Reinvested Dividends | 10,099 | 212,267 | 3,530 | 63,188 | |||
Shares Redeemed | (28,776) | (616,892) | (113,368) | (2,261,575) | |||
Net Increase (Decrease) | 36,807 | 784,602 | (79,912) | (1,603,808) | |||
Class I | |||||||
Shares Sold | 284,849 | $ 7,125,169 | 278,233 | $ 6,680,247 | |||
Shares Issued for Reinvested Dividends | 55,812 | 1,383,295 | 14,220 | 294,345 | |||
Shares Redeemed | (54,176) | (1,356,186) | (110,028) | (2,556,620) | |||
Net Increase (Decrease) | 286,485 | 7,152,278 | 182,425 | 4,417,972 | |||
Class R3 | |||||||
Shares Sold | 1,279 | $ 33,127 | 4,235 | $ 100,111 | |||
Shares Issued for Reinvested Dividends | 2,504 | 64,011 | 828 | 17,729 | |||
Shares Redeemed | (3,880) | (100,689) | (9,137) | (220,510) | |||
Net Increase (Decrease) | (97) | (3,551) | (4,074) | (102,670) | |||
Class R4 | |||||||
Shares Sold | 12,727 | $ 332,914 | 44,905 | $ 1,069,168 | |||
Shares Issued for Reinvested Dividends | 10,678 | 276,389 | 4,243 | 91,734 | |||
Shares Redeemed | (16,934) | (453,309) | (75,589) | (1,855,079) | |||
Net Increase (Decrease) | 6,471 | 155,994 | (26,441) | (694,177) |
102 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 224 | $ 5,859 | 123 | $ 3,003 | |||
Shares Issued for Reinvested Dividends | 763 | 19,958 | 265 | 5,775 | |||
Shares Redeemed | (24) | (632) | (64) | (1,603) | |||
Net Increase (Decrease) | 963 | 25,185 | 324 | 7,175 | |||
Class R6 | |||||||
Shares Sold | 480,811 | $ 12,799,462 | 5,718 | $ 131,614 | |||
Shares Issued for Reinvested Dividends | 627 | 16,459 | 536 | 11,697 | |||
Shares Redeemed | (4,146) | (109,528) | (21,890) | (567,870) | |||
Net Increase (Decrease) | 477,292 | 12,706,393 | (15,636) | (424,559) | |||
Class Y | |||||||
Shares Sold | 41,879 | $ 1,079,480 | 46,187 | $ 1,183,352 | |||
Shares Issued for Reinvested Dividends | 3,465 | 90,618 | 473 | 10,318 | |||
Shares Redeemed | (3,032) | (79,682) | (2,267) | (57,102) | |||
Net Increase (Decrease) | 42,312 | 1,090,416 | 44,393 | 1,136,568 | |||
Class F | |||||||
Shares Sold | 28,424 | $ 706,287 | 64,383 | $ 1,454,799 | |||
Shares Issued for Reinvested Dividends | 32,704 | 807,377 | 12,550 | 258,522 | |||
Shares Redeemed | (42,485) | (1,062,396) | (95,500) | (2,207,875) | |||
Net Increase (Decrease) | 18,643 | 451,268 | (18,567) | (494,554) | |||
Total Net Increase (Decrease) | 1,180,931 | $ 30,112,509 | (279,676) | $ (6,476,904) | |||
Small Cap Growth Fund | |||||||
Class A | |||||||
Shares Sold | 141,534 | $ 6,673,266 | 242,684 | $ 15,163,953 | |||
Shares Issued for Reinvested Dividends | 954,163 | 46,858,948 | 280,755 | 16,331,511 | |||
Shares Redeemed | (335,049) | (15,829,200) | (441,435) | (27,592,119) | |||
Net Increase (Decrease) | 760,648 | 37,703,014 | 82,004 | 3,903,345 | |||
Class C | |||||||
Shares Sold | 10,840 | $ 267,728 | 18,046 | $ 723,868 | |||
Shares Issued for Reinvested Dividends | 82,922 | 2,226,460 | 40,883 | 1,524,921 | |||
Shares Redeemed | (128,935) | (3,325,155) | (223,022) | (8,907,111) | |||
Net Increase (Decrease) | (35,173) | (830,967) | (164,093) | (6,658,322) | |||
Class I | |||||||
Shares Sold | 320,007 | $ 17,162,977 | 356,881 | $ 23,938,090 | |||
Shares Issued for Reinvested Dividends | 399,352 | 21,181,649 | 118,956 | 7,339,599 | |||
Shares Redeemed | (571,344) | (29,056,133) | (555,069) | (36,106,911) | |||
Net Increase (Decrease) | 148,015 | 9,288,493 | (79,232) | (4,829,222) | |||
Class R3 | |||||||
Shares Sold | 18,735 | $ 833,749 | 34,992 | $ 2,097,739 | |||
Shares Issued for Reinvested Dividends | 33,647 | 1,607,651 | 11,592 | 661,760 | |||
Shares Redeemed | (18,112) | (865,517) | (58,869) | (3,639,902) | |||
Net Increase (Decrease) | 34,270 | 1,575,883 | (12,285) | (880,403) | |||
Class R4 | |||||||
Shares Sold | 28,080 | $ 1,382,706 | 89,389 | $ 5,836,584 | |||
Shares Issued for Reinvested Dividends | 66,764 | 3,474,411 | 32,051 | 1,953,808 | |||
Shares Redeemed | (83,931) | (4,206,573) | (392,229) | (25,488,142) | |||
Net Increase (Decrease) | 10,913 | 650,544 | (270,789) | (17,697,750) | |||
Class R5 | |||||||
Shares Sold | 67,016 | $ 3,718,519 | 262,369 | $ 18,020,843 | |||
Shares Issued for Reinvested Dividends | 209,364 | 11,873,046 | 80,046 | 5,219,014 | |||
Shares Redeemed | (389,337) | (24,080,453) | (408,838) | (28,555,099) | |||
Net Increase (Decrease) | (112,957) | (8,488,888) | (66,423) | (5,315,242) | |||
Class R6 | |||||||
Shares Sold | 364,531 | $ 19,851,310 | 334,847 | $ 23,790,157 | |||
Shares Issued for Reinvested Dividends | 231,730 | 13,451,895 | 90,910 | 6,035,522 | |||
Shares Redeemed | (188,552) | (11,332,021) | (666,499) | (47,474,079) | |||
Net Increase (Decrease) | 407,709 | 21,971,184 | (240,742) | (17,648,400) |
103 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 470,104 | $ 25,956,297 | 710,508 | $ 50,782,835 | |||
Shares Issued for Reinvested Dividends | 629,402 | 36,511,588 | 243,023 | 16,134,292 | |||
Shares Redeemed | (1,155,657) | (66,722,007) | (1,739,428) | (123,651,652) | |||
Net Increase (Decrease) | (56,151) | (4,254,122) | (785,897) | (56,734,525) | |||
Class F | |||||||
Shares Sold | 99,929 | $ 5,128,393 | 272,698 | $ 18,053,254 | |||
Shares Issued for Reinvested Dividends | 111,234 | 5,943,226 | 51,104 | 3,169,442 | |||
Shares Redeemed | (39,914) | (2,337,292) | (613,475) | (41,379,020) | |||
Net Increase (Decrease) | 171,249 | 8,734,327 | (289,673) | (20,156,324) | |||
Total Net Increase (Decrease) | 1,328,523 | $ 66,349,468 | (1,827,130) | $ (126,016,843) | |||
Small Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 411,672 | $ 5,347,447 | 1,188,590 | $ 15,684,280 | |||
Shares Issued for Reinvested Dividends | 301,029 | 3,859,002 | 34,939 | 359,520 | |||
Shares Redeemed | (408,165) | (5,135,025) | (750,779) | (9,444,203) | |||
Net Increase (Decrease) | 304,536 | 4,071,424 | 472,750 | 6,599,597 | |||
Class C | |||||||
Shares Sold | 25,775 | $ 283,465 | 108,329 | $ 1,209,656 | |||
Shares Issued for Reinvested Dividends | 18,966 | 206,536 | 441 | 3,924 | |||
Shares Redeemed | (51,517) | (564,852) | (122,556) | (1,345,622) | |||
Net Increase (Decrease) | (6,776) | (74,851) | (13,786) | (132,042) | |||
Class I | |||||||
Shares Sold | 563,505 | $ 7,117,059 | 2,537,268 | $ 33,866,723 | |||
Shares Issued for Reinvested Dividends | 175,561 | 2,258,974 | 5,247 | 53,996 | |||
Shares Redeemed | (386,543) | (4,909,812) | (437,736) | (5,819,619) | |||
Net Increase (Decrease) | 352,523 | 4,466,221 | 2,104,779 | 28,101,100 | |||
Class R3 | |||||||
Shares Sold | 8,951 | $ 118,703 | 29,282 | $ 397,377 | |||
Shares Issued for Reinvested Dividends | 4,272 | 57,161 | 326 | 3,498 | |||
Shares Redeemed | (1,001) | (12,943) | (15,655) | (197,530) | |||
Net Increase (Decrease) | 12,222 | 162,921 | 13,953 | 203,345 | |||
Class R4 | |||||||
Shares Sold | 13,453 | $ 178,010 | 822 | $ 11,178 | |||
Shares Issued for Reinvested Dividends | 250 | 3,408 | 33 | 362 | |||
Shares Redeemed | (188) | (2,399) | (584) | (8,365) | |||
Net Increase (Decrease) | 13,515 | 179,019 | 271 | 3,175 | |||
Class R5 | |||||||
Shares Sold | 139,797 | $ 1,900,433 | 3,061 | $ 44,058 | |||
Shares Issued for Reinvested Dividends | 119 | 1,609 | 14 | 148 | |||
Shares Redeemed | (2,292) | (29,455) | (2,457) | (34,282) | |||
Net Increase (Decrease) | 137,624 | 1,872,587 | 618 | 9,924 | |||
Class R6 | |||||||
Shares Sold | 533,778 | $ 7,253,468 | 88,436 | $ 1,245,447 | |||
Shares Issued for Reinvested Dividends | 15,967 | 216,927 | 357 | 3,866 | |||
Shares Redeemed | (68,564) | (905,409) | (9,262) | (115,115) | |||
Net Increase (Decrease) | 481,181 | 6,564,986 | 79,531 | 1,134,198 | |||
Class Y | |||||||
Shares Sold | 122,758 | $ 1,638,265 | 124,042 | $ 1,700,660 | |||
Shares Issued for Reinvested Dividends | 9,047 | 122,651 | 342 | 3,688 | |||
Shares Redeemed | (28,462) | (391,280) | (14,694) | (205,546) | |||
Net Increase (Decrease) | 103,343 | 1,369,636 | 109,690 | 1,498,802 | |||
Class F | |||||||
Shares Sold | 749,084 | $ 9,369,122 | 2,116,114 | $ 27,975,721 | |||
Shares Issued for Reinvested Dividends | 397,291 | 5,111,133 | 64,774 | 665,880 | |||
Shares Redeemed | (3,203,232) | (41,830,081) | (1,320,995) | (15,530,755) | |||
Net Increase (Decrease) | (2,056,857) | (27,349,826) | 859,893 | 13,110,846 | |||
Total Net Increase (Decrease) | (658,689) | $ (8,737,883) | 3,627,699 | $ 50,528,945 |
104 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Small Company Fund | |||||||
Class A | |||||||
Shares Sold | 962,328 | $ 20,539,719 | 1,809,812 | $ 54,140,187 | |||
Shares Issued for Reinvested Dividends | 4,820,379 | 106,674,987 | 1,517,800 | 41,967,161 | |||
Shares Redeemed | (1,804,966) | (39,190,037) | (1,970,509) | (58,538,530) | |||
Net Increase (Decrease) | 3,977,741 | 88,024,669 | 1,357,103 | 37,568,818 | |||
Class C | |||||||
Shares Sold | 19,213 | $ 201,868 | 105,496 | $ 1,863,781 | |||
Shares Issued for Reinvested Dividends | 334,733 | 3,410,930 | 98,681 | 1,604,546 | |||
Shares Redeemed | (155,666) | (1,534,325) | (243,229) | (4,261,364) | |||
Net Increase (Decrease) | 198,280 | 2,078,473 | (39,052) | (793,037) | |||
Class I | |||||||
Shares Sold | 449,169 | $ 10,655,627 | 722,263 | $ 23,465,518 | |||
Shares Issued for Reinvested Dividends | 469,224 | 11,477,212 | 113,755 | 3,392,187 | |||
Shares Redeemed | (584,542) | (13,323,421) | (329,416) | (10,447,336) | |||
Net Increase (Decrease) | 333,851 | 8,809,418 | 506,602 | 16,410,369 | |||
Class R3 | |||||||
Shares Sold | 66,374 | $ 1,520,158 | 136,144 | $ 4,520,959 | |||
Shares Issued for Reinvested Dividends | 119,201 | 2,994,327 | 45,509 | 1,394,856 | |||
Shares Redeemed | (89,288) | (2,089,878) | (217,034) | (7,087,863) | |||
Net Increase (Decrease) | 96,287 | 2,424,607 | (35,381) | (1,172,048) | |||
Class R4 | |||||||
Shares Sold | 35,287 | $ 924,675 | 130,342 | $ 4,726,037 | |||
Shares Issued for Reinvested Dividends | 93,263 | 2,607,622 | 37,589 | 1,251,351 | |||
Shares Redeemed | (100,803) | (2,803,254) | (189,059) | (6,753,577) | |||
Net Increase (Decrease) | 27,747 | 729,043 | (21,128) | (776,189) | |||
Class R5 | |||||||
Shares Sold | 45,151 | $ 1,338,470 | 84,862 | $ 3,272,537 | |||
Shares Issued for Reinvested Dividends | 34,948 | 1,072,566 | 10,551 | 377,953 | |||
Shares Redeemed | (44,582) | (1,353,567) | (44,399) | (1,705,756) | |||
Net Increase (Decrease) | 35,517 | 1,057,469 | 51,014 | 1,944,734 | |||
Class R6 | |||||||
Shares Sold | 55,209 | $ 1,583,798 | 129,943 | $ 5,123,929 | |||
Shares Issued for Reinvested Dividends | 29,818 | 945,536 | 3,508 | 128,962 | |||
Shares Redeemed | (17,359) | (546,584) | (32,019) | (1,254,201) | |||
Net Increase (Decrease) | 67,668 | 1,982,750 | 101,432 | 3,998,690 | |||
Class Y | |||||||
Shares Sold | 150,049 | $ 4,702,346 | 2,592,104 | $ 111,577,676 | |||
Shares Issued for Reinvested Dividends | 235,140 | 7,437,476 | 47,078 | 1,728,226 | |||
Shares Redeemed | (626,568) | (17,847,390) | (2,109,893) | (87,145,029) | |||
Net Increase (Decrease) | (241,379) | (5,707,568) | 529,289 | 26,160,873 | |||
Class F | |||||||
Shares Sold | 2,066,387 | $ 48,330,954 | 3,078,986 | $ 99,109,263 | |||
Shares Issued for Reinvested Dividends | 2,680,211 | 66,254,813 | 808,547 | 24,288,757 | |||
Shares Redeemed | (2,129,612) | (51,521,545) | (2,624,084) | (85,717,671) | |||
Net Increase (Decrease) | 2,616,986 | 63,064,222 | 1,263,449 | 37,680,349 | |||
Total Net Increase (Decrease) | 7,112,698 | $ 162,463,083 | 3,713,328 | $ 121,022,559 |
14. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2021 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2022, none of the Funds had borrowings under this facility. |
105 |
April 30, 2022 (Unaudited)
15. | Indemnifications: |
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
16. | Subsequent Events: |
In connection with the preparation of the financial statements of the Funds as of and for the period ended April 30, 2022, events and transactions subsequent to April 30, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. | |
Effective June 22, 2022, The Hartford MidCap Value Fund has registered Class R6 shares. |
106 |
107 |
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■ Hartford Schroders China A Fund |
■ Hartford Schroders Diversified Emerging Markets Fund |
■ 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 |
■ Hartford Schroders Securitized Income Fund |
■ Hartford Schroders Tax-Aware Bond Fund |
■ Hartford Schroders US MidCap Opportunities Fund |
■ Hartford Schroders US Small Cap Opportunities Fund |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 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. |
Average Annual Total Returns | |||
for the Periods Ended 04/30/2022 | |||
Six Months1 | 1 Year | Since Inception2 | |
Class A3 | -24.11% | -25.85% | 14.12% |
Class A4 | -28.28% | -29.93% | 11.06% |
Class C3 | -24.05% | -26.04% | 13.45% |
Class C5 | -24.80% | -26.77% | 13.45% |
Class I3 | -24.03% | -25.68% | 14.37% |
Class Y3 | -23.95% | -25.55% | 14.49% |
Class F3 | -23.89% | -25.49% | 14.59% |
Class SDR3 | -23.94% | -25.49% | 14.59% |
MSCI China A Onshore Index (Net) | -22.48% | -20.64% | 10.69% |
1 | Not annualized. |
2 | Inception: 03/31/2020 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 5.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.94% | 1.45% |
Class C | 2.66% | 2.25% |
Class I | 1.65% | 1.15% |
Class Y | 1.65% | 1.11% |
Class F | 1.54% | 0.99% |
Class SDR | 1.54% | 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 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.4% |
Consumer Discretionary | 12.2 |
Consumer Staples | 8.9 |
Financials | 12.2 |
Health Care | 10.1 |
Industrials | 14.1 |
Information Technology | 15.7 |
Materials | 20.0 |
Real Estate | 1.2 |
Total | 96.8% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 0.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
2 |
April 30, 2022 (Unaudited)
Inception 09/30/2021 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 Ended 04/30/2022 | ||
Six Months1 | Since Inception2 | |
Class A3 | -13.92% | -13.06% |
Class A4 | -18.65% | -17.84% |
Class C3 | -14.02% | -13.16% |
Class C5 | -14.87% | -14.02% |
Class I3 | -13.82% | -12.96% |
Class Y3 | -13.82% | -12.96% |
Class F3 | -13.82% | -12.96% |
Class SDR3 | -13.82% | -12.95% |
MSCI Emerging Markets Index (Net) | -14.15% | -13.30% |
1 | Not annualized. |
2 | Inception: 09/30/2021 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 5.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.40% | 1.34% |
Class C | 2.14% | 2.14% |
Class I | 1.15% | 1.04% |
Class Y | 1.15% | 0.99% |
Class F | 1.05% | 0.89% |
Class SDR | 1.05% | 0.89% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 12.5% |
Consumer Discretionary | 10.3 |
Consumer Staples | 3.9 |
Energy | 2.0 |
Financials | 20.5 |
Health Care | 3.1 |
Industrials | 4.7 |
Information Technology | 21.4 |
Materials | 6.3 |
Real Estate | 1.4 |
Utilities | 1.5 |
Total | 87.6% |
Short-Term Investments | 10.7 |
Other Assets & Liabilities | 1.7 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
3 |
April 30, 2022 (Unaudited)
Inception 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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -18.72% | -23.02% | 4.30% | 3.07% |
Class A3 | -23.20% | -27.25% | 3.13% | 2.49% |
Class C2 | -18.94% | -23.43% | 3.61% | 2.80% |
Class C4 | -19.75% | -24.20% | 3.61% | 2.80% |
Class I2 | -18.54% | -22.73% | 4.59% | 3.32% |
Class R32 | -18.77% | -23.11% | 4.14% | 3.08% |
Class R42 | -18.65% | -22.89% | 4.45% | 3.24% |
Class R52 | -18.54% | -22.68% | 4.63% | 3.35% |
Class Y2 | -18.57% | -22.71% | 4.67% | 3.38% |
Class F2 | -18.51% | -22.59% | 4.76% | 3.41% |
Class SDR2 | -18.49% | -22.59% | 4.76% | 3.44% |
MSCI Emerging Markets Index (Net) | -14.15% | -18.33% | 4.32% | 2.89% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.45% | 1.45% |
Class C | 2.14% | 2.14% |
Class I | 1.23% | 1.23% |
Class R3 | 1.77% | 1.77% |
Class R4 | 1.47% | 1.47% |
Class R5 | 1.17% | 1.17% |
Class Y | 1.16% | 1.16% |
Class F | 1.05% | 1.05% |
Class SDR | 1.05% | 1.05% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 10.0% |
Consumer Discretionary | 12.7 |
Consumer Staples | 5.5 |
Energy | 2.8 |
Financials | 25.2 |
Health Care | 2.3 |
Industrials | 2.5 |
Information Technology | 25.9 |
Materials | 6.6 |
Real Estate | 1.3 |
Utilities | 1.0 |
Total | 95.8% |
Short-Term Investments | 5.1 |
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. |
4 |
April 30, 2022 (Unaudited)
Inception 06/25/2013 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 to provide a return of long-term capital growth and income. |
Average Annual Total Returns | ||||
for the Periods Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | Since Inception2 | |
Class A3 | -14.51% | -14.92% | -1.60% | 0.73% |
Class A4 | -18.35% | -18.74% | -2.50% | 0.21% |
Class C3 | -14.76% | -15.49% | -2.34% | 0.33% |
Class C5 | -15.59% | -16.31% | -2.34% | 0.33% |
Class I3 | -14.31% | -14.73% | -1.32% | 0.97% |
Class R33 | -14.62% | -15.16% | -1.63% | 0.77% |
Class R43 | -14.51% | -14.92% | -1.45% | 0.89% |
Class R53 | -14.29% | -14.68% | -1.30% | 0.98% |
Class Y3 | -14.29% | -14.68% | -1.28% | 1.01% |
Class F3 | -14.28% | -14.65% | -1.27% | 1.00% |
Class SDR3 | -14.25% | -14.60% | -1.25% | 1.07% |
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted | -13.14% | -13.38% | 0.42% | 2.03% |
1 | Not annualized. |
2 | Inception: 06/25/2013 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 4.50% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.48% | 1.15% |
Class C | 2.32% | 1.90% |
Class I | 1.16% | 0.90% |
Class R3 | 1.79% | 1.45% |
Class R4 | 1.49% | 1.15% |
Class R5 | 1.19% | 0.85% |
Class Y | 1.18% | 0.85% |
Class F | 1.07% | 0.75% |
Class SDR | 1.07% | 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 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 41.7% |
Foreign Government Obligations | 47.5 |
Total | 89.2% |
Short-Term Investments | 13.4 |
Other Assets & Liabilities | (2.6) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
5 |
April 30, 2022 (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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -5.81% | -4.94% | 3.56% | 5.17% |
Class A3 | -10.98% | -10.15% | 2.39% | 4.57% |
Class C2 | -6.10% | -5.68% | 2.78% | 4.88% |
Class C4 | -7.03% | -6.61% | 2.78% | 4.88% |
Class I2 | -5.61% | -4.62% | 3.83% | 5.48% |
Class R32 | -5.89% | -5.26% | 3.24% | 5.13% |
Class R42 | -5.77% | -4.93% | 3.51% | 5.29% |
Class R52 | -5.61% | -4.62% | 3.82% | 5.46% |
Class Y2 | -5.69% | -4.69% | 3.86% | 5.51% |
Class F2 | -5.55% | -4.61% | 3.93% | 5.53% |
Class SDR2 | -5.56% | -4.52% | 3.93% | 5.55% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
MSCI ACWI ex USA Value Index (Net) | -5.45% | -4.20% | 3.27% | 3.95% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.11% | 1.11% |
Class C | 1.85% | 1.85% |
Class I | 0.86% | 0.86% |
Class R3 | 1.47% | 1.47% |
Class R4 | 1.17% | 1.17% |
Class R5 | 0.85% | 0.85% |
Class Y | 0.86% | 0.84% |
Class F | 0.75% | 0.75% |
Class SDR | 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, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 7.6% |
Consumer Discretionary | 8.3 |
Consumer Staples | 3.9 |
Energy | 10.7 |
Financials | 19.3 |
Health Care | 9.7 |
Industrials | 8.6 |
Information Technology | 12.9 |
Materials | 10.8 |
Real Estate | 1.5 |
Utilities | 2.2 |
Total | 95.5% |
Short-Term Investments | 6.7 |
Other Assets & Liabilities | (2.2) |
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. |
6 |
April 30, 2022 (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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -15.71% | -11.10% | 8.19% | 6.94% |
Class A3 | -20.35% | -15.98% | 6.97% | 6.34% |
Class C2 | -16.03% | -11.76% | 7.38% | 6.64% |
Class C4 | -16.87% | -12.64% | 7.38% | 6.64% |
Class I2 | -15.63% | -10.86% | 8.50% | 7.23% |
Class R32 | -15.86% | -11.41% | 8.03% | 6.99% |
Class R42 | -15.73% | -11.14% | 8.24% | 7.11% |
Class R52 | -15.63% | -10.91% | 8.48% | 7.23% |
Class Y2 | -15.64% | -10.88% | 8.50% | 7.25% |
Class F2 | -15.63% | -10.81% | 8.58% | 7.27% |
Class SDR2 | -15.59% | -10.82% | 8.58% | 7.30% |
MSCI ACWI ex USA Index (Net) | -11.87% | -10.31% | 4.94% | 5.04% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.06% | 1.06% |
Class C | 1.80% | 1.80% |
Class I | 0.79% | 0.79% |
Class R3 | 1.42% | 1.42% |
Class R4 | 1.12% | 1.12% |
Class R5 | 0.81% | 0.81% |
Class Y | 0.81% | 0.81% |
Class F | 0.70% | 0.70% |
Class SDR | 0.71% | 0.71% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.5% |
Consumer Discretionary | 18.5 |
Consumer Staples | 9.6 |
Energy | 4.4 |
Financials | 16.3 |
Health Care | 11.4 |
Industrials | 17.4 |
Information Technology | 10.4 |
Materials | 1.3 |
Utilities | 3.4 |
Total | 96.2% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | 0.7 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
7 |
April 30, 2022 (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 Ended 04/30/2022 | |||
Six Months1 | 1 Year | Since Inception2 | |
Class A3 | -2.85% | -2.62% | 0.46% |
Class A4 | -5.80% | -5.57% | -0.51% |
Class C3 | -3.28% | -3.56% | -0.22% |
Class C5 | -4.25% | -4.52% | -0.22% |
Class I3 | -2.83% | -2.58% | 0.52% |
Class Y3 | -2.71% | -2.43% | 0.58% |
Class F3 | -2.76% | -2.33% | 0.61% |
Class SDR3 | -2.76% | -2.43% | 0.60% |
ICE BofA 1-3 Year US Corporate Index | -4.07% | -4.09% | 1.39% |
ICE BofA US ABS & CMBS Index | -5.24% | -4.84% | 1.50% |
S&P/LSTA Leveraged Loan Index | 0.60% | 2.94% | 4.01% |
1 | Not annualized. |
2 | Inception: 02/28/2019 |
3 | Without sales charge |
4 | Reflects maximum sales charge of 3.00% |
5 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.90% | 0.85% |
Class C | 1.68% | 1.68% |
Class I | 0.64% | 0.60% |
Class Y | 0.63% | 0.55% |
Class F | 0.59% | 0.45% |
Class SDR | 0.59% | 0.45% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 1.3% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 81.3% |
Corporate Bonds | 4.0 |
U.S. Government Agencies(2) | 1.5 |
U.S. Government Securities | 6.1 |
Total | 92.9% |
Short-Term Investments | 5.9 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
8 |
April 30, 2022 (Unaudited)
Inception 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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -7.99% | -8.37% | 1.31% | 2.78% |
Class A3 | -12.12% | -12.52% | 0.37% | 2.31% |
Class C2 | -8.40% | -9.25% | 0.45% | 2.42% |
Class C4 | -9.30% | -10.15% | 0.45% | 2.42% |
Class I2 | -7.88% | -8.15% | 1.54% | 3.04% |
Class Y2 | -7.91% | -8.30% | 1.48% | 3.01% |
Class F2 | -7.87% | -8.21% | 1.55% | 3.04% |
Class SDR2 | -7.87% | -8.21% | 1.56% | 3.04% |
Bloomberg Municipal Bond Index | -7.90% | -7.88% | 1.80% | 2.48% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 0.82% | 0.71% |
Class C | 1.64% | 1.59% |
Class I | 0.59% | 0.49% |
Class Y | 0.62% | 0.56% |
Class F | 0.51% | 0.46% |
Class SDR | 0.51% | 0.46% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 25.8% |
Municipal Bonds | 67.3 |
U.S. Government Securities | 6.6 |
Total | 99.7% |
Short-Term Investments | 0.6 |
Other Assets & Liabilities | (0.3) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
9 |
April 30, 2022 (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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -7.99% | -3.74% | 8.60% | 11.04% |
Class A3 | -13.04% | -9.04% | 7.38% | 10.41% |
Class C2 | -8.35% | -4.42% | 7.80% | 10.71% |
Class C4 | -9.14% | -5.24% | 7.80% | 10.71% |
Class I2 | -7.89% | -3.45% | 8.89% | 11.33% |
Class R32 | -8.12% | -4.06% | 8.23% | 10.95% |
Class R42 | -7.99% | -3.71% | 8.57% | 11.15% |
Class R52 | -7.86% | -3.50% | 8.86% | 11.31% |
Class Y2 | -7.87% | -3.47% | 8.91% | 11.34% |
Class F2 | -7.82% | -3.33% | 9.00% | 11.39% |
Class SDR2 | -7.82% | -3.38% | 8.99% | 11.41% |
Russell Midcap Index | -12.54% | -6.10% | 10.66% | 11.99% |
Russell 2500 Index | -14.73% | -11.73% | 9.44% | 11.17% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.16% | 1.16% |
Class C | 1.90% | 1.90% |
Class I | 0.89% | 0.89% |
Class R3 | 1.52% | 1.52% |
Class R4 | 1.22% | 1.22% |
Class R5 | 0.92% | 0.92% |
Class Y | 0.91% | 0.91% |
Class F | 0.80% | 0.80% |
Class SDR | 0.80% | 0.80% |
* | Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.5% |
Consumer Discretionary | 7.1 |
Consumer Staples | 2.2 |
Energy | 4.1 |
Financials | 16.2 |
Health Care | 10.0 |
Industrials | 18.5 |
Information Technology | 22.2 |
Materials | 3.1 |
Real Estate | 4.2 |
Utilities | 5.6 |
Total | 96.7% |
Short-Term Investments | 3.3 |
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. |
10 |
April 30, 2022 (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 Ended 04/30/2022 | ||||
Six Months1 | 1 Year | 5 Years | 10 Years | |
Class A2 | -10.78% | -9.26% | 7.93% | 10.31% |
Class A3 | -15.69% | -14.26% | 6.71% | 9.69% |
Class C2 | -11.14% | -9.94% | 7.12% | 10.00% |
Class C4 | -11.94% | -10.75% | 7.12% | 10.00% |
Class I2 | -10.67% | -9.03% | 8.26% | 10.64% |
Class R32 | -10.93% | -9.52% | 7.67% | 10.32% |
Class R42 | -10.78% | -9.26% | 8.01% | 10.50% |
Class R52 | -10.66% | -8.98% | 8.25% | 10.64% |
Class Y2 | -10.68% | -9.01% | 8.28% | 10.66% |
Class F2 | -10.63% | -8.91% | 8.35% | 10.69% |
Class SDR2 | -10.62% | -8.90% | 8.35% | 10.71% |
Russell 2000 Index | -18.38% | -16.87% | 7.24% | 10.06% |
1 | Not annualized. |
2 | Without sales charge |
3 | Reflects maximum sales charge of 5.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
Operating Expenses* | Gross | Net |
Class A | 1.38% | 1.35% |
Class C | 2.12% | 2.10% |
Class I | 1.08% | 1.08% |
Class R3 | 1.70% | 1.65% |
Class R4 | 1.40% | 1.35% |
Class R5 | 1.10% | 1.05% |
Class Y | 1.09% | 1.05% |
Class F | 0.99% | 0.95% |
Class SDR | 0.99% | 0.95% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
Composition by Sector(1) | |
as of 04/30/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.2% |
Consumer Discretionary | 9.0 |
Consumer Staples | 4.7 |
Energy | 3.2 |
Financials | 16.2 |
Health Care | 12.0 |
Industrials | 18.3 |
Information Technology | 16.5 |
Materials | 6.6 |
Real Estate | 3.8 |
Utilities | 3.3 |
Total | 95.8% |
Short-Term Investments | 4.8 |
Other Assets & Liabilities | (0.6) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
11 |
Bloomberg Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax-exempt bond market. |
ICE BofA 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. |
ICE BofA 1-3 Year US Corporate Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of US investment-grade corporate debt with a remaining term to maturity of less than 3 years. |
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 US dollar and local currency denominated sovereign, quasi-sovereign and corporate bonds in equal proportion. |
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries. |
MSCI ACWI (All Country World) 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 US) and emerging markets 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 securities 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 securities 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 US-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 US equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest US 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 US 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 US leveraged loan market based upon market weightings, spreads and interest payments. |
“Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds. |
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND |
12 |
ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. |
13 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Schroders China A Fund | |||||||||||||
Class A | $ 1,000.00 | $ 758.90 | $ 6.32 | $ 1,000.00 | $ 1,017.60 | $ 7.25 | 1.45% | ||||||
Class C | $ 1,000.00 | $ 759.50 | $ 5.80 | $ 1,000.00 | $ 1,018.20 | $ 6.66 | 1.33% | ||||||
Class I | $ 1,000.00 | $ 759.70 | $ 5.02 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class Y | $ 1,000.00 | $ 760.50 | $ 4.80 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class F | $ 1,000.00 | $ 761.10 | $ 4.33 | $ 1,000.00 | $ 1,019.89 | $ 4.96 | 0.99% | ||||||
Class SDR | $ 1,000.00 | $ 760.60 | $ 4.32 | $ 1,000.00 | $ 1,019.89 | $ 4.96 | 0.99% | ||||||
Hartford Schroders Diversified Emerging Markets Fund | |||||||||||||
Class A(1) | $ 1,000.00 | $ 918.20 | $ 1.70(2) | $ 1,000.00 | $ 1,019.84 | $ 5.31(2) | 1.06% | ||||||
Class C(1) | $ 1,000.00 | $ 917.10 | $ 2.98(2) | $ 1,000.00 | $ 1,016.12 | $ 9.30(2) | 1.86% | ||||||
Class I(1) | $ 1,000.00 | $ 919.30 | $ 1.22(2) | $ 1,000.00 | $ 1,020.78 | $ 3.81(2) | 0.76% | ||||||
Class Y(1) | $ 1,000.00 | $ 919.30 | $ 1.14(2) | $ 1,000.00 | $ 1,021.37 | $ 3.56(2) | 0.71% | ||||||
Class F(1) | $ 1,000.00 | $ 919.30 | $ 1.43(2) | $ 1,000.00 | $ 1,019.84 | $ 4.46(2) | 0.89% | ||||||
Class SDR | $ 1,000.00 | $ 861.80 | $ 4.11 | $ 1,000.00 | $ 1,020.38 | $ 4.46 | 0.89% | ||||||
Hartford Schroders Emerging Markets Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 812.80 | $ 6.92 | $ 1,000.00 | $ 1,017.16 | $ 7.70 | 1.54% | ||||||
Class C | $ 1,000.00 | $ 811.00 | $ 9.57 | $ 1,000.00 | $ 1,014.23 | $ 10.64 | 2.13% | ||||||
Class I | $ 1,000.00 | $ 814.60 | $ 5.58 | $ 1,000.00 | $ 1,018.65 | $ 6.21 | 1.24% | ||||||
Class R3 | $ 1,000.00 | $ 812.30 | $ 7.55 | $ 1,000.00 | $ 1,016.41 | $ 8.40 | 1.68% | ||||||
Class R4 | $ 1,000.00 | $ 813.00 | $ 6.57 | $ 1,000.00 | $ 1,017.55 | $ 7.30 | 1.46% | ||||||
Class R5 | $ 1,000.00 | $ 814.60 | $ 5.26 | $ 1,000.00 | $ 1,018.99 | $ 5.86 | 1.17% | ||||||
Class Y | $ 1,000.00 | $ 814.70 | $ 5.17 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class F | $ 1,000.00 | $ 815.30 | $ 4.73 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class SDR | $ 1,000.00 | $ 815.10 | $ 4.73 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% |
14 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 854.90 | $ 5.29 | $ 1,000.00 | $ 1,019.09 | $ 5.76 | 1.15% | ||||||
Class C | $ 1,000.00 | $ 852.40 | $ 8.72 | $ 1,000.00 | $ 1,015.37 | $ 9.49 | 1.90% | ||||||
Class I | $ 1,000.00 | $ 855.80 | $ 4.14 | $ 1,000.00 | $ 1,020.33 | $ 4.51 | 0.90% | ||||||
Class R3 | $ 1,000.00 | $ 853.80 | $ 6.67 | $ 1,000.00 | $ 1,017.65 | $ 7.25 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 854.90 | $ 5.29 | $ 1,000.00 | $ 1,019.24 | $ 5.76 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 857.10 | $ 3.92 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class Y | $ 1,000.00 | $ 857.10 | $ 3.92 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 857.20 | $ 3.46 | $ 1,000.00 | $ 1,021.03 | $ 3.76 | 0.75% | ||||||
Class SDR | $ 1,000.00 | $ 856.50 | $ 3.45 | $ 1,000.00 | $ 1,021.08 | $ 3.76 | 0.75% | ||||||
Hartford Schroders International Multi-Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 941.90 | $ 5.25 | $ 1,000.00 | $ 1,019.39 | $ 5.46 | 1.09% | ||||||
Class C | $ 1,000.00 | $ 939.00 | $ 8.85 | $ 1,000.00 | $ 1,015.67 | $ 9.20 | 1.84% | ||||||
Class I | $ 1,000.00 | $ 943.90 | $ 4.05 | $ 1,000.00 | $ 1,020.63 | $ 4.21 | 0.84% | ||||||
Class R3 | $ 1,000.00 | $ 941.10 | $ 6.74 | $ 1,000.00 | $ 1,017.85 | $ 7.00 | 1.40% | ||||||
Class R4 | $ 1,000.00 | $ 942.30 | $ 5.59 | $ 1,000.00 | $ 1,019.04 | $ 5.81 | 1.16% | ||||||
Class R5 | $ 1,000.00 | $ 943.90 | $ 4.10 | $ 1,000.00 | $ 1,020.58 | $ 4.26 | 0.85% | ||||||
Class Y | $ 1,000.00 | $ 943.10 | $ 3.95 | $ 1,000.00 | $ 1,020.73 | $ 4.11 | 0.82% | ||||||
Class F | $ 1,000.00 | $ 944.50 | $ 3.57 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Class SDR | $ 1,000.00 | $ 944.40 | $ 3.57 | $ 1,000.00 | $ 1,021.12 | $ 3.71 | 0.74% | ||||||
Hartford Schroders International Stock Fund | |||||||||||||
Class A | $ 1,000.00 | $ 842.90 | $ 4.80 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class C | $ 1,000.00 | $ 839.70 | $ 8.17 | $��1,000.00 | $ 1,015.92 | $ 8.95 | 1.79% | ||||||
Class I | $ 1,000.00 | $ 843.70 | $ 3.57 | $ 1,000.00 | $ 1,020.93 | $ 3.91 | 0.78% | ||||||
Class R3 | $ 1,000.00 | $ 841.40 | $ 6.35 | $ 1,000.00 | $ 1,017.90 | $ 6.95 | 1.39% | ||||||
Class R4 | $ 1,000.00 | $ 842.70 | $ 5.02 | $ 1,000.00 | $ 1,019.34 | $ 5.51 | 1.10% | ||||||
Class R5 | $ 1,000.00 | $ 844.20 | $ 3.61 | $ 1,000.00 | $ 1,020.88 | $ 3.96 | 0.79% | ||||||
Class Y | $ 1,000.00 | $ 843.60 | $ 3.66 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class F | $ 1,000.00 | $ 844.30 | $ 3.15 | $ 1,000.00 | $ 1,021.37 | $ 3.46 | 0.69% | ||||||
Class SDR | $ 1,000.00 | $ 844.10 | $ 3.20 | $ 1,000.00 | $ 1,021.32 | $ 3.51 | 0.70% | ||||||
Hartford Schroders Securitized Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 971.50 | $ 3.52 | $ 1,000.00 | $ 1,021.22 | $ 3.61 | 0.72% | ||||||
Class C | $ 1,000.00 | $ 967.20 | $ 8.15 | $ 1,000.00 | $ 1,016.51 | $ 8.35 | 1.67% | ||||||
Class I | $ 1,000.00 | $ 972.70 | $ 3.13 | $ 1,000.00 | $ 1,021.62 | $ 3.21 | 0.64% | ||||||
Class Y | $ 1,000.00 | $ 972.90 | $ 2.88 | $ 1,000.00 | $ 1,021.87 | $ 2.96 | 0.59% | ||||||
Class F | $ 1,000.00 | $ 973.40 | $ 2.40 | $ 1,000.00 | $ 1,022.36 | $ 2.46 | 0.49% | ||||||
Class SDR | $ 1,000.00 | $ 972.40 | $ 2.44 | $ 1,000.00 | $ 1,022.32 | $ 2.51 | 0.50% | ||||||
Hartford Schroders Tax-Aware Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 920.10 | $ 3.38 | $ 1,000.00 | $ 1,021.27 | $ 3.56 | 0.71% | ||||||
Class C | $ 1,000.00 | $ 916.00 | $ 7.55 | $ 1,000.00 | $ 1,016.91 | $ 7.95 | 1.59% | ||||||
Class I | $ 1,000.00 | $ 921.20 | $ 2.34 | $ 1,000.00 | $ 1,022.36 | $ 2.46 | 0.49% | ||||||
Class Y | $ 1,000.00 | $ 920.90 | $ 2.67 | $ 1,000.00 | $ 1,022.02 | $ 2.81 | 0.56% | ||||||
Class F | $ 1,000.00 | $ 921.30 | $ 2.19 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% | ||||||
Class SDR | $ 1,000.00 | $ 921.30 | $ 2.19 | $ 1,000.00 | $ 1,022.51 | $ 2.31 | 0.46% |
15 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Schroders US MidCap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 920.10 | $ 5.52 | $ 1,000.00 | $ 1,019.04 | $ 5.81 | 1.16% | ||||||
Class C | $ 1,000.00 | $ 916.50 | $ 9.07 | $ 1,000.00 | $ 1,015.32 | $ 9.54 | 1.91% | ||||||
Class I | $ 1,000.00 | $ 921.10 | $ 4.29 | $ 1,000.00 | $ 1,020.33 | $ 4.51 | 0.90% | ||||||
Class R3 | $ 1,000.00 | $ 918.80 | $ 7.23 | $ 1,000.00 | $ 1,017.26 | $ 7.60 | 1.52% | ||||||
Class R4 | $ 1,000.00 | $ 920.10 | $ 5.57 | $ 1,000.00 | $ 1,018.99 | $ 5.86 | 1.17% | ||||||
Class R5 | $ 1,000.00 | $ 921.40 | $ 4.38 | $ 1,000.00 | $ 1,020.23 | $ 4.61 | 0.92% | ||||||
Class Y | $ 1,000.00 | $ 921.30 | $ 4.34 | $ 1,000.00 | $ 1,020.28 | $ 4.56 | 0.91% | ||||||
Class F | $ 1,000.00 | $ 921.80 | $ 3.81 | $ 1,000.00 | $ 1,020.83 | $ 4.01 | 0.80% | ||||||
Class SDR | $ 1,000.00 | $ 921.80 | $ 3.86 | $ 1,000.00 | $ 1,020.78 | $ 4.06 | 0.81% | ||||||
Hartford Schroders US Small Cap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 892.20 | $ 6.33 | $ 1,000.00 | $ 1,018.10 | $ 6.76 | 1.35% | ||||||
Class C | $ 1,000.00 | $ 888.60 | $ 9.83 | $ 1,000.00 | $ 1,014.38 | $ 10.49 | 2.10% | ||||||
Class I | $ 1,000.00 | $ 893.30 | $ 5.07 | $ 1,000.00 | $ 1,019.44 | $ 5.41 | 1.08% | ||||||
Class R3 | $ 1,000.00 | $ 890.70 | $ 7.73 | $ 1,000.00 | $ 1,016.61 | $ 8.25 | 1.65% | ||||||
Class R4 | $ 1,000.00 | $ 892.20 | $ 6.33 | $ 1,000.00 | $ 1,018.10 | $ 6.76 | 1.35% | ||||||
Class R5 | $ 1,000.00 | $ 893.40 | $ 4.93 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class Y | $ 1,000.00 | $ 893.20 | $ 4.93 | $ 1,000.00 | $ 1,019.59 | $ 5.26 | 1.05% | ||||||
Class F | $ 1,000.00 | $ 893.70 | $ 4.46 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% | ||||||
Class SDR | $ 1,000.00 | $ 893.80 | $ 4.46 | $ 1,000.00 | $ 1,020.08 | $ 4.76 | 0.95% |
(1) | Classes A, C, I, Y and F of the Hartford Schroders Diversified Emerging Markets Fund commenced operations on February 28, 2022. |
(2) | Please note that while the Hartford Schroders Diversified Emerging Markets Fund's Class A, Class C, Class I, Class Y and Class F commenced operations on February 28, 2022, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during period November 1, 2021 to April 30, 2022. |
16 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 79.8% | |||
Automobiles & Components - 0.5% | |||
107,327 | Streamax Technology Co., Ltd. Class A | $ 358,626 | |
Banks - 5.8% | |||
288,692 | Bank of Ningbo Co., Ltd. Class A | 1,577,041 | |
416,233 | China Merchants Bank Co., Ltd. Class A | 2,508,863 | |
4,085,904 | |||
Capital Goods - 9.6% | |||
4,700 | Contemporary Amperex Technology Co., Ltd. Class A | 287,330 | |
92,287 | Eve Energy Co., Ltd. Class A | 903,399 | |
38,700 | Gongniu Group Co., Ltd. Class A | 835,595 | |
235,800 | Hongfa Technology Co., Ltd. Class A | 1,720,235 | |
52,040 | Luoyang Xinqianglian Slewing Bearing Co., Ltd. Class A | 947,640 | |
69,400 | PNC Process Systems Co., Ltd. Class A | 324,871 | |
143,200 | Sany Heavy Industry Co., Ltd. Class A | 356,317 | |
102,610 | Shandong Himile Mechanical Science & Technology Co., Ltd. Class A | 294,977 | |
446,700 | Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A | 1,124,263 | |
6,794,627 | |||
Consumer Durables & Apparel - 8.7% | |||
312,446 | Hang Zhou Great Star Industrial Co., Ltd. Class A* | 727,507 | |
200,600 | Joyoung Co., Ltd. Class A | 456,140 | |
269,600 | Midea Group Co., Ltd. Class A | 2,313,954 | |
149,689 | Oppein Home Group, Inc. Class A | 2,637,156 | |
6,134,757 | |||
Diversified Financials - 1.2% | |||
68,300 | Hithink RoyalFlush Information Network Co., Ltd. Class A | 843,130 | |
Food, Beverage & Tobacco - 8.2% | |||
205,895 | Chacha Food Co., Ltd. Class A | 1,652,650 | |
11,645 | Kweichow Moutai Co., Ltd. Class A | 3,224,239 | |
453,264 | Toly Bread Co., Ltd. Class A | 936,869 | |
5,813,758 | |||
Health Care Equipment & Services - 0.9% | |||
315,900 | Edan Instruments, Inc. Class A | 410,175 | |
197,165 | Shanghai Kinetic Medical Co., Ltd. Class A | 207,802 | |
617,977 | |||
Insurance - 4.4% | |||
460,300 | Ping An Insurance Group Co. of China Ltd. Class A | 3,092,389 | |
Materials - 17.8% | |||
660,316 | China Jushi Co., Ltd. Class A | 1,562,825 | |
230,109 | Chongqing Zaisheng Technology Corp. Ltd. Class A | 194,498 | |
554,314 | Citic Pacific Special Steel Group Co., Ltd. Class A | 1,505,833 | |
262,880 | Hengli Petrochemical Co., Ltd. Class A | 827,336 | |
648,178 | Huafon Chemical Co., Ltd. Class A | 759,972 | |
118,500 | Jiangsu Boqian New Materials Stock Co., Ltd. Class A | 736,351 | |
223,000 | LB Group Co., Ltd. Class A | 613,178 | |
291,292 | Satellite Chemical Co., Ltd. Class A | 1,585,121 | |
242,400 | Shandong Sinocera Functional Material Co., Ltd. Class A | 1,192,349 | |
100,900 | Wanhua Chemical Group Co., Ltd. Class A | 1,184,004 | |
72,700 | Zhejiang Huayou Cobalt Co., Ltd. Class A | 897,907 | |
955,757 | Zijin Mining Group Co., Ltd. Class A | 1,586,228 | |
12,645,602 | |||
Media & Entertainment - 2.4% | |||
317,100 | Mango Excellent Media Co., Ltd. Class A | 1,703,351 | |
Pharmaceuticals, Biotechnology & Life Sciences - 6.5% | |||
42,500 | Amoy Diagnostics Co., Ltd. Class A | 293,215 | |
30,100 | Hangzhou Tigermed Consulting Co., Ltd. Class A | 404,521 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 79.8% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.5% - (continued) | |||
316,576 | Jiangsu Hengrui Medicine Co., Ltd. Class A | $ 1,410,357 | |
47,300 | Shenzhen Kangtai Biological Products Co., Ltd. Class A | 462,538 | |
93,260 | WuXi AppTec Co., Ltd. Class A | 1,449,704 | |
53,800 | Yunnan Baiyao Group Co., Ltd. Class A | 619,938 | |
4,640,273 | |||
Real Estate - 1.2% | |||
311,544 | Poly Developments and Holdings Group Co., Ltd. Class A | 857,873 | |
Semiconductors & Semiconductor Equipment - 3.7% | |||
29,400 | Gigadevice Semiconductor Beijing, Inc. Class A | 547,169 | |
114,340 | LONGi Green Energy Technology Co., Ltd. Class A | 1,159,747 | |
73,800 | Shenzhen SC New Energy Technology Corp. Class A | 658,473 | |
18,060 | Wuxi NCE Power Co., Ltd. Class A | 245,524 | |
2,610,913 | |||
Technology Hardware & Equipment - 5.8% | |||
142,100 | GoerTek, Inc. Class A | 747,673 | |
69,110 | Guangzhou Shiyuan Electronic Technology Co., Ltd. Class A | 801,988 | |
433,059 | Shenzhen Sunlord Electronics Co., Ltd. Class A | 1,634,181 | |
45,900 | Wuhan Jingce Electronic Group Co., Ltd. Class A | 244,950 | |
171,000 | Zhejiang Jiecang Linear Motion Technology Co., Ltd. Class A | 684,592 | |
4,113,384 | |||
Transportation - 3.1% | |||
287,600 | SF Holding Co., Ltd. Class A | 2,224,454 | |
Total Common Stocks (cost $71,921,981) | $ 56,537,018 | ||
WARRANTS - 17.0% | |||
Consumer Durables & Apparel - 1.2% | |||
3,086 | Beijing Roborock Technology Co., Ltd. Expires 5/12/2022* | $ 267,433 | |
129,810 | Shanghai Milkground Food Tech Co., Ltd. Expires 3/13/2023* | 608,552 | |
875,985 | |||
Diversified Financials - 0.8% | |||
107,100 | Sinoseal Holding Co., Ltd. Expires 9/30/2022* | 542,247 | |
Food & Staples Retailing - 0.6% | |||
85,100 | Qingdao Richen Food Co., Ltd. Expires 9/7/2022* | 427,798 | |
Health Care Equipment & Services - 6.8% | |||
31,624 | iRay Technology Co., Ltd. Expires 9/27/2022* | 1,664,245 | |
48,768 | Micro-Tech Nanjing Co., Ltd. Expires 9/8/2022* | 720,547 | |
227,165 | Ninebot Ltd. Expires 9/14/2022* | 1,278,939 | |
98,355 | Qingdao Haier Biomedical Co., Ltd. Expires 1/6/2023* | 966,830 | |
19,779 | Qingdao Haier Biomedical Co., Ltd. Expires 5/29/2023* | 194,727 | |
4,825,288 | |||
Household & Personal Products - 0.1% | |||
13,900 | Shanghai Milkground Food Tech Co., Ltd. Expires 9/19/2022 | 65,024 | |
Materials - 0.3% | |||
251,932 | Chongqing Zaisheng Technology Corp. Ltd. Expires 5/12/2022* | 213,638 |
17 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
WARRANTS - 17.0% - (continued) | |||
Semiconductors & Semiconductor Equipment - 2.1% | |||
11,923 | Beijing Huafeng Test & Control Technology Co., Ltd. Expires 12/21/2022* | $ 583,631 | |
65,342 | Wuxi NCE Power Co., Ltd. Expires 1/6/2023* | 902,373 | |
1,486,004 | |||
Software & Services - 1.8% | |||
61,439 | Arcsoft Corp. Ltd. Expires 12/15/2022* | 210,858 | |
114,398 | Piesat Information Technology Co., Ltd. Expires 12/23/2022* | 1,043,310 | |
1,254,168 | |||
Technology Hardware & Equipment - 3.3% | |||
40,742 | Advanced Micro-Fabrication Equipment, Inc. China Expires 8/29/2022* | 648,042 | |
31,687 | Gongniu Group Co., Ltd. Expires 2/17/2023* | 688,559 | |
47,045 | Shanghai Holystar Information Technology Co., Ltd. Expires 1/23/2023* | 763,070 | |
49,312 | Wuxi Xinje Electric Co., Ltd. Expires 10/3/2022* | 211,302 | |
2,310,973 | |||
Total Warrants (cost $17,275,972) | $ 12,001,125 | ||
Total Long-Term Investments (Cost $89,197,953) | $ 68,538,143 | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Other Investment Pools & Funds - 3.1% | |||
2,208,581 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(1) | $ 2,208,581 | |
Total Short-Term Investments (cost $2,208,581) | $ 2,208,581 | ||
Total Investments (cost $91,406,534) | 99.9% | $ 70,746,724 | |
Other Assets and Liabilities | 0.1% | 84,636 | |
Total Net Assets | 100.0% | $ 70,831,360 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
18 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 358,626 | $ 358,626 | $ — | $ — | ||||
Banks | 4,085,904 | — | 4,085,904 | — | ||||
Capital Goods | 6,794,627 | — | 6,794,627 | — | ||||
Consumer Durables & Apparel | 6,134,757 | — | 6,134,757 | — | ||||
Diversified Financials | 843,130 | — | 843,130 | — | ||||
Food, Beverage & Tobacco | 5,813,758 | — | 5,813,758 | — | ||||
Health Care Equipment & Services | 617,977 | — | 617,977 | — | ||||
Insurance | 3,092,389 | — | 3,092,389 | — | ||||
Materials | 12,645,602 | — | 12,645,602 | — | ||||
Media & Entertainment | 1,703,351 | — | 1,703,351 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 4,640,273 | — | 4,640,273 | — | ||||
Real Estate | 857,873 | — | 857,873 | — | ||||
Semiconductors & Semiconductor Equipment | 2,610,913 | — | 2,610,913 | — | ||||
Technology Hardware & Equipment | 4,113,384 | — | 4,113,384 | — | ||||
Transportation | 2,224,454 | — | 2,224,454 | — | ||||
Warrants | ||||||||
Consumer Durables & Apparel | 875,985 | 267,433 | 608,552 | — | ||||
Diversified Financials | 542,247 | 542,247 | — | — | ||||
Food & Staples Retailing | 427,798 | 427,798 | — | — | ||||
Health Care Equipment & Services | 4,825,288 | 4,630,561 | 194,727 | — | ||||
Household & Personal Products | 65,024 | 65,024 | — | — | ||||
Materials | 213,638 | 213,638 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,486,004 | 1,486,004 | — | — | ||||
Software & Services | 1,254,168 | 1,254,168 | — | — | ||||
Technology Hardware & Equipment | 2,310,973 | 2,310,973 | — | — | ||||
Short-Term Investments | 2,208,581 | 2,208,581 | — | — | ||||
Total | $ 70,746,724 | $ 13,765,053 | $ 56,981,671 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
19 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% | |||
Brazil - 2.4% | |||
2,200 | AES Brasil Energia S.A. | $ 4,917 | |
16,700 | B3 S.A. - Brasil Bolsa Balcao | 44,926 | |
5,500 | BB Seguridade Participacoes S.A. | 28,290 | |
2,400 | Cia de Saneamento de Minas Gerais | 6,631 | |
7,300 | Cosan S.A. | 31,008 | |
1,200 | Equatorial Energia S.A. | 6,223 | |
15,100 | IRB Brasil Resseguros S.A.* | 8,460 | |
5,100 | Light S.A. | 9,212 | |
2,030 | Odontoprev S.A. | 4,168 | |
2,200 | Porto Seguro S.A. | 9,055 | |
4,000 | Qualicorp Consultoria e Corretora de Seguros S.A. | 10,736 | |
2,000 | Sao Martinho S.A. | 18,774 | |
1,400 | Tupy S.A. | 5,794 | |
6,500 | Ultrapar Participacoes S.A. | 17,184 | |
205,378 | |||
Cayman Islands - 0.6% | |||
1,046 | Patria Investments Ltd. Class A | 17,060 | |
5,000 | Wuxi Biologics Cayman, Inc.*(1) | 36,904 | |
53,964 | |||
Chile - 0.4% | |||
723 | CAP S.A. | 8,967 | |
366 | Sociedad Quimica y Minera de Chile S.A. ADR | 27,011 | |
35,978 | |||
China - 26.3% | |||
9,000 | 3SBio, Inc.*(1) | 6,349 | |
53,000 | Agricultural Bank of China Ltd. Class H | 19,878 | |
22,400 | Alibaba Group Holding Ltd.* | 273,228 | |
5,000 | A-Living Smart City Services Co., Ltd.(1) | 7,908 | |
200 | Asymchem Laboratories Tianjin Co., Ltd. Class A | 8,045 | |
26,500 | BAIC Motor Corp. Ltd. Class H(1) | 8,275 | |
2,700 | Baidu, Inc. Class A* | 43,048 | |
4,100 | Bank of Chengdu Co., Ltd. Class A | 10,383 | |
112,000 | Bank of China Ltd. Class H | 43,947 | |
1,100 | Beijing Easpring Material Technology Co., Ltd. Class A | 11,023 | |
600 | CanSino Biologics, Inc. Class H*(1) | 6,367 | |
300 | Changchun High & New Technology Industry Group, Inc. Class A | 7,099 | |
7,000 | China Datang Corp. Renewable Power Co., Ltd. Class H | 2,646 | |
31,000 | China Feihe Ltd.(1) | 29,474 | |
7,500 | China Harmony Auto Holding Ltd. | 3,510 | |
4,700 | China Jushi Co., Ltd. Class A | 11,124 | |
12,000 | China Lesso Group Holdings Ltd. Class L | 15,006 | |
4,000 | China Life Insurance Co., Ltd. Class H | 5,813 | |
8,000 | China Medical System Holdings Ltd. | 11,454 | |
9,500 | China Merchants Bank Co., Ltd. Class H | 57,259 | |
27,000 | China Molybdenum Co., Ltd. Class H | 13,427 | |
11,800 | China Pacific Insurance Group Co., Ltd. Class H | 26,160 | |
2,000 | China Renaissance Holdings Ltd.(1) | 2,518 | |
9,000 | China Suntien Green Energy Corp. Ltd. Class H | 5,081 | |
14,500 | China Yongda Automobiles Services Holdings Ltd. | 13,446 | |
8,000 | Chongqing Rural Commercial Bank Co., Ltd. Class H | 3,106 | |
500 | Contemporary Amperex Technology Co., Ltd. Class A | 30,567 | |
8,000 | CSPC Pharmaceutical Group Ltd. | 8,179 | |
50,500 | Dali Foods Group Co. Ltd.(1) | 25,700 | |
400 | Ecovacs Robotics Co., Ltd. Class A | 6,496 | |
16,000 | Fu Shou Yuan International Group Ltd. | 11,049 | |
2,000 | Ganfeng Lithium Co., Ltd. Class H(1) | 23,938 | |
400 | G-bits Network Technology Xiamen Co., Ltd. Class A | 20,347 | |
6,100 | GEM Co., Ltd. Class A | 6,184 | |
300 | Ginlong Technologies Co., Ltd. Class A | 8,691 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% - (continued) | |||
China - 26.3% - (continued) | |||
200 | Gongniu Group Co., Ltd. Class A | $ 4,318 | |
600 | Gotion High-tech Co., Ltd. Class A* | 2,414 | |
13,500 | Great Wall Motor Co., Ltd. Class H | 18,906 | |
3,900 | Gree Electric Appliances, Inc. of Zhuhai Class A | 18,370 | |
1,800 | Guangzhou Tinci Materials Technology Co., Ltd. Class A | 20,192 | |
900 | Hangzhou Tigermed Consulting Co., Ltd. Class H(1) | 8,722 | |
2,800 | Hefei Meiya Optoelectronic Technology, Inc. Class A | 9,570 | |
6,000 | Hengan International Group Co., Ltd. | 28,355 | |
120,000 | Industrial & Commercial Bank of China Ltd. Class H | 72,337 | |
1,200 | Jafron Biomedical Co., Ltd. Class A | 7,492 | |
6,530 | JD.com, Inc. Class A* | 203,596 | |
6,000 | Jiangsu Expressway Co., Ltd. Class H | 5,928 | |
9,000 | Jiumaojiu International Holdings Ltd.(1) | 19,801 | |
7,500 | Kingfa Sci & Tech Co., Ltd. Class A | 9,367 | |
2,500 | Livzon Pharmaceutical Group, Inc. Class H | 8,413 | |
19,000 | Lonking Holdings Ltd. | 5,245 | |
5,500 | Luxi Chemical Group Co., Ltd. Class A*(2)(3) | 13,806 | |
900 | Ming Yang Smart Energy Group Ltd. Class A | 2,985 | |
3,300 | NetEase, Inc. | 63,212 | |
12,200 | New China Life Insurance Co., Ltd. Class H | 30,911 | |
9,200 | Nongfu Spring Co., Ltd. Class H(1) | 48,686 | |
1,200 | Ovctek China, Inc. Class A | 6,697 | |
45,000 | People's Insurance Co., Group of China Ltd. Class H | 14,335 | |
800 | Pharmaron Beijing Co., Ltd. Class H(1) | 10,050 | |
9,000 | Ping An Insurance Group Co. of China Ltd. Class H | 56,886 | |
4,000 | Pop Mart International Group Ltd.(1) | 18,097 | |
2,000 | S-Enjoy Service Group Co., Ltd. | 2,329 | |
300 | SG Micro Corp. Class A | 12,576 | |
24,500 | Shandong Nanshan Aluminum Co., Ltd. Class A | 11,945 | |
700 | Shenzhen Capchem Technology Co., Ltd. Class A | 7,014 | |
4,000 | Shenzhen Expressway Corp. Ltd. Class H | 4,114 | |
300 | Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A | 14,185 | |
1,100 | Shenzhou International Group Holdings Ltd. | 14,926 | |
4,600 | Sichuan Yahua Industrial Group Co., Ltd. Class A | 18,280 | |
3,300 | Sinoma Science & Technology Co., Ltd. Class A | 10,055 | |
15,000 | Sinopec Engineering Group Co., Ltd. Class H | 7,857 | |
24,000 | Sinotrans Ltd. Class H | 7,253 | |
5,500 | Sinotruk Hong Kong Ltd. | 6,652 | |
1,100 | Sungrow Power Supply Co., Ltd. Class A | 10,405 | |
1,700 | Suzhou TA&A Ultra Clean Technology Co., Ltd. Class A | 15,572 | |
9,300 | Tencent Holdings Ltd. | 438,261 | |
3,000 | Tian Lun Gas Holdings Ltd. | 1,760 | |
12,000 | Tianneng Power International Ltd. | 9,998 | |
3,600 | Tongcheng-Elong Holdings Ltd.* | 6,348 | |
40,000 | Want Want China Holdings Ltd. | 36,107 | |
900 | WuXi AppTec Co., Ltd. Class H(1) | 12,242 | |
1,100 | Wuxi Lead Intelligent Equipment Co., Ltd. Class A | 7,267 | |
400 | Xiamen Faratronic Co., Ltd. Class A | 8,799 | |
8,600 | Xinjiang Goldwind Science & Technology Co., Ltd. Class H | 12,224 | |
6,000 | Xinte Energy Co., Ltd. Class H | 13,033 | |
300 | XPeng, Inc. Class A* | 3,728 | |
14,000 | Yadea Group Holdings Ltd.(1) | 21,102 | |
14,000 | Zhejiang Expressway Co., Ltd. Class H | 11,579 | |
700 | Zhejiang Weixing New Building Materials Co., Ltd. Class A | 2,007 | |
6,300 | Zhejiang Xinan Chemical Industrial Group Co., Ltd. Class A | 16,348 | |
2,500 | Zhongsheng Group Holdings Ltd. | 16,520 |
20 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% - (continued) | |||
China - 26.3% - (continued) | |||
11,700 | Zhuzhou Kibing Group Co., Ltd. Class A | $ 19,486 | |
14,600 | Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H | 8,537 | |
2,283,925 | |||
Colombia - 0.1% | |||
262 | Geopark Ltd. | 4,119 | |
255 | Tecnoglass, Inc. | 5,694 | |
9,813 | |||
Cyprus - 0.0% | |||
1,951 | Tharisa plc | 3,651 | |
Czech Republic - 0.1% | |||
236 | Komercni Banka AS | 7,750 | |
Greece - 0.1% | |||
455 | JUMBO S.A. | 7,375 | |
Hong Kong - 1.1% | |||
6,200 | China Gas Holdings Ltd. | 7,558 | |
5,000 | China High Speed Transmission Equipment Group Co., Ltd.* | 2,792 | |
8,000 | China Water Affairs Group Ltd. | 8,783 | |
5,000 | CK Asset Holdings Ltd. | 33,896 | |
60,000 | Concord New Energy Group Ltd. | 5,523 | |
2,300 | Hongkong Land Holdings Ltd. | 10,729 | |
3,000 | Kerry Properties Ltd. | 8,112 | |
27,000 | Sino Biopharmaceutical Ltd. | 14,162 | |
91,555 | |||
Hungary - 0.9% | |||
949 | OTP Bank Nyrt* | 28,308 | |
2,253 | Richter Gedeon Nyrt | 44,952 | |
73,260 | |||
India - 2.0% | |||
645 | HDFC Bank Ltd. ADR | 35,611 | |
3,150 | ICICI Bank Ltd. ADR | 59,976 | |
2,192 | Infosys Ltd. ADR | 43,555 | |
469 | Reliance Industries Ltd. GDR(1) | 33,538 | |
172,680 | |||
Indonesia - 3.9% | |||
13,600 | Bank BTPN Syariah Tbk PT | 3,229 | |
154,200 | Bank Central Asia Tbk PT | 86,486 | |
73,300 | Bank Mandiri Persero Tbk PT | 45,009 | |
195,900 | Bank Rakyat Indonesia Persero Tbk PT | 65,271 | |
74,300 | Bumi Serpong Damai Tbk PT* | 4,924 | |
111,700 | Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 7,243 | |
29,500 | Kalbe Farma Tbk PT | 3,337 | |
88,400 | Media Nusantara Citra Tbk PT | 6,123 | |
106,100 | Mitra Keluarga Karyasehat Tbk PT | 18,549 | |
77,500 | Perusahaan Gas Negara Persero Tbk PT* | 7,715 | |
263,400 | Telkom Indonesia Persero Tbk PT | 83,942 | |
18,400 | Vale Indonesia Tbk PT | 9,229 | |
341,057 | |||
Kenya - 0.1% | |||
17,400 | Safaricom plc | 5,019 | |
Malaysia - 2.1% | |||
9,900 | Astro Malaysia Holdings Bhd | 2,274 | |
2,500 | Bursa Malaysia Bhd | 4,008 | |
30,100 | CIMB Group Holdings Bhd | 35,878 | |
3,300 | Greatech Technology Bhd* | 2,972 | |
800 | Hong Leong Financial Group Bhd | 3,565 | |
6,600 | Lotte Chemical Titan Holding Bhd(1) | 3,320 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% - (continued) | |||
Malaysia - 2.1% - (continued) | |||
9,100 | Malayan Banking Bhd | $ 18,927 | |
4,900 | Mega First Corp. Bhd | 4,273 | |
16,300 | MR DIY Group M Bhd(1) | 13,102 | |
200 | Nestle Malaysia Bhd | 6,119 | |
4,900 | Pentamaster Corp. Bhd | 3,799 | |
48,100 | Public Bank Bhd | 51,700 | |
11,100 | RHB Bank Bhd | 15,903 | |
3,800 | Syarikat Takaful Malaysia Keluarga Bhd | 3,094 | |
3,900 | TIME dotCom Bhd | 3,987 | |
2,400 | Uchi Technologies Bhd | 1,670 | |
9,700 | Westports Holdings Bhd | 8,779 | |
3,200 | Yinson Holdings Bhd | 1,794 | |
185,164 | |||
Mexico - 3.5% | |||
18,600 | Alfa S.A.B. de C.V. Class A | 12,524 | |
32,500 | Bolsa Mexicana de Valores S.A.B. de C.V. | 65,059 | |
17,300 | Concentradora Fibra Danhos S.A. de C.V. REIT | 19,422 | |
12,900 | Gentera S.A.B. de C.V.* | 10,064 | |
5,000 | Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 34,847 | |
58 | Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR | 8,920 | |
52 | Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR | 11,347 | |
6,500 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 42,842 | |
45,800 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 63,740 | |
9,352 | Megacable Holdings S.A.B. de C.V. | 26,580 | |
490 | Promotora y Operadora de Infraestructura S.A.B. de C.V. | 3,590 | |
298,935 | |||
Philippines - 0.1% | |||
560 | GT Capital Holdings, Inc. | 5,375 | |
Poland - 0.9% | |||
301 | Dino Polska S.A.*(1) | 19,472 | |
704 | KGHM Polska Miedz S.A. | 22,773 | |
3,895 | Powszechna Kasa Oszczednosci Bank Polski S.A.* | 28,747 | |
147 | Santander Bank Polska S.A. | 8,952 | |
79,944 | |||
Qatar - 0.8% | |||
10,431 | Qatar National Bank QPSC | 66,595 | |
Romania - 0.0% | |||
464 | BRD-Groupe Societe Generale S.A. | 1,659 | |
Russia - 0.0% | |||
378 | HeadHunter Group plc ADR(2)(3) | — | |
1,092 | Lukoil PJSC ADR(2)(3) | — | |
381 | Mobile TeleSystems PJSC ADR(2)(3) | — | |
92 | Novatek PJSC GDR(2)(3) | — | |
235 | Polyus PJSC GDR(2)(3) | — | |
— | |||
Saudi Arabia - 3.8% | |||
1,925 | Al Rajhi Bank | 90,635 | |
1,239 | Jarir Marketing Co. | 63,423 | |
354 | Mouwasat Medical Services Co. | 22,746 | |
510 | SABIC Agri-Nutrients Co. | 22,109 | |
4,289 | Saudi National Bank | 90,336 | |
1,346 | Saudi Telecom Co. | 41,627 | |
330,876 | |||
South Africa - 3.2% | |||
533 | AECI Ltd. | 3,437 | |
177 | Anglo American Platinum Ltd. | 19,666 | |
7,733 | AVI Ltd. | 33,674 | |
890 | Barloworld Ltd. | 6,462 |
21 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% - (continued) | |||
South Africa - 3.2% - (continued) | |||
61 | Capitec Bank Holdings Ltd. | $ 8,667 | |
1,561 | Gold Fields Ltd. ADR | 20,964 | |
2,067 | Impala Platinum Holdings Ltd. | 26,738 | |
526 | JSE Ltd. | 3,697 | |
880 | Kumba Iron Ore Ltd. | 29,215 | |
323 | Mr. Price Group Ltd. | 4,399 | |
3,182 | MultiChoice Group Ltd. | 26,052 | |
18,388 | Old Mutual Ltd. | 14,752 | |
849 | Royal Bafokeng Platinum Ltd. | 8,494 | |
1,869 | Truworths International Ltd. | 6,656 | |
7,126 | Vodacom Group Ltd. | 68,577 | |
281,450 | |||
South Korea - 12.8% | |||
155 | AfreecaTV Co., Ltd. | 13,286 | |
21 | CJ CheilJedang Corp. | 6,604 | |
212 | Classys, Inc. | 3,451 | |
213 | Daesang Corp. | 4,258 | |
1,860 | Daewoo Engineering & Construction Co., Ltd.* | 9,860 | |
323 | DB HiTek Co., Ltd. | 16,941 | |
875 | Dongkuk Steel Mill Co., Ltd. | 12,795 | |
125 | Doosan Bobcat, Inc. | 4,062 | |
178 | Duk San Neolux Co., Ltd.* | 5,843 | |
183 | EM-Tech Co., Ltd. | 5,520 | |
40 | GOLFZON Co., Ltd. | 5,112 | |
153 | GS Engineering & Construction Corp. | 5,038 | |
87 | Hansol Chemical Co., Ltd. | 16,739 | |
421 | HDC Hyundai Development Co-Engineering & Construction Class E | 4,972 | |
14 | Hyosung TNC Corp. | 4,524 | |
403 | Hyundai Greenfood Co., Ltd. | 2,907 | |
62 | Hyundai Home Shopping Network Corp. | 2,956 | |
438 | JYP Entertainment Corp. | 20,320 | |
134 | Kolon Industries, Inc. | 6,527 | |
40 | Krafton, Inc.* | 7,858 | |
446 | KT Skylife Co., Ltd. | 3,240 | |
461 | LG Electronics, Inc. | 41,751 | |
117 | LG Innotek Co., Ltd. | 31,747 | |
2,908 | LG Uplus Corp. | 32,125 | |
184 | Lotte Chemical Corp. | 28,399 | |
291 | LOTTE Fine Chemical Co., Ltd. | 18,682 | |
222 | Lutronic Corp. | 4,610 | |
41 | Osstem Implant Co., Ltd. | 3,672 | |
436 | Pearl Abyss Corp.* | 23,219 | |
183 | PI Advanced Materials Co., Ltd. | 6,896 | |
9,392 | Samsung Electronics Co., Ltd. | 500,533 | |
176 | Samsung Life Insurance Co., Ltd. | 9,048 | |
101 | Samsung SDI Co., Ltd. | 48,112 | |
248 | Shinhan Financial Group Co., Ltd. | 8,240 | |
176 | Silicon Works Co., Ltd. | 18,160 | |
1,156 | SK Hynix, Inc. | 101,298 | |
194 | SK Innovation Co., Ltd.* | 30,876 | |
386 | S-Oil Corp. | 31,582 | |
115 | Webzen, Inc.* | 2,002 | |
722 | Woori Financial Group, Inc. | 8,365 | |
1,112,130 | |||
Taiwan - 15.3% | |||
1,000 | Advantech Co., Ltd. | 12,431 | |
1,000 | Asustek Computer, Inc. | 12,028 | |
30,000 | Cathay Financial Holding Co., Ltd. | 63,077 | |
7,000 | Chunghwa Telecom Co., Ltd. | 31,031 | |
5,000 | E Ink Holdings, Inc. | 28,587 | |
23,000 | Fubon Financial Holding Co., Ltd. | 57,751 | |
1,000 | General Interface Solution Holding Ltd. | 3,076 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 85.9% - (continued) | |||
Taiwan - 15.3% - (continued) | |||
1,000 | Global Mixed Mode Technology, Inc. | $ 6,674 | |
9,000 | Hon Hai Precision Industry Co., Ltd. | 30,835 | |
8,000 | Innolux Corp. | 3,643 | |
5,000 | King's Town Bank Co., Ltd. | 6,600 | |
1,000 | KMC Kuei Meng International, Inc. | 5,525 | |
2,000 | MediaTek, Inc. | 55,136 | |
1,000 | Micro-Star International Co., Ltd. | 4,038 | |
2,000 | Nan Ya Printed Circuit Board Corp. | 26,565 | |
2,000 | Nien Made Enterprise Co., Ltd. | 21,065 | |
1,000 | Novatek Microelectronics Corp. | 13,229 | |
2,000 | O-TA Precision Industry Co., Ltd. | 9,590 | |
3,000 | Realtek Semiconductor Corp. | 40,708 | |
286 | Silicon Motion Technology Corp. ADR | 21,716 | |
2,000 | Simplo Technology Co., Ltd. | 19,654 | |
18,000 | Taishin Financial Holding Co., Ltd. | 11,774 | |
40,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 723,306 | |
2,000 | TCI Co., Ltd. | 11,460 | |
6,000 | Tung Ho Steel Enterprise Corp. | 12,730 | |
3,000 | Unimicron Technology Corp. | 21,042 | |
7,000 | USI Corp. | 6,812 | |
7,000 | Vanguard International Semiconductor Corp. | 24,630 | |
1,000 | Wan Hai Lines Ltd. | 4,847 | |
3,000 | Winbond Electronics Corp. | 2,708 | |
3,000 | Wisdom Marine Lines Co., Ltd. | 9,231 | |
1,000 | Yageo Corp. | 13,497 | |
4,000 | Yang Ming Marine Transport Corp.* | 16,688 | |
1,331,684 | |||
Thailand - 1.3% | |||
13,300 | Bangchak Corp. PCL NVDR | 12,930 | |
7,500 | Bangkok Bank PCL NVDR | 28,288 | |
4,600 | Kasikornbank PCL NVDR | 20,363 | |
30,800 | Krung Thai Bank PCL NVDR | 13,579 | |
12,300 | PTT Global Chemical PCL NVDR | 17,833 | |
14,400 | SPCG PCL NVDR | 7,047 | |
43,600 | TTW PCL NVDR | 14,003 | |
114,043 | |||
Turkey - 0.8% | |||
2,398 | Arcelik AS | 10,854 | |
962 | Coca-Cola Icecek AS | 7,981 | |
1,090 | Ford Otomotiv Sanayi AS | 21,942 | |
1,240 | Tofas Turk Otomobil Fabrikasi AS | 6,568 | |
8,648 | Turk Telekomunikasyon AS | 5,871 | |
13,666 | Turkcell Iletisim Hizmetleri AS | 19,917 | |
73,133 | |||
United Arab Emirates - 2.7% | |||
3,100 | Abu Dhabi National Oil Co. for Distribution PJSC | 3,478 | |
10,905 | Air Arabia PJSC | 6,332 | |
19,914 | Emaar Properties PJSC | 34,349 | |
11,400 | Emirates NBD Bank PJSC | 47,095 | |
8,577 | Emirates Telecommunications Group Co. PJSC | 82,037 | |
10,383 | First Abu Dhabi Bank PJSC | 63,433 | |
236,724 | |||
United Kingdom - 0.4% | |||
1,938 | Mondi plc | 36,540 | |
United States - 0.2% | |||
1,000 | Bizlink Holding, Inc. | 10,007 | |
9,000 | Nexteer Automotive Group Ltd. | 5,083 | |
15,090 | |||
Total Common Stocks (cost $8,644,340) | $ 7,460,747 |
22 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
PREFERRED STOCKS - 1.7% | |||
Brazil - 1.7% | |||
11,110 | Banco Bradesco S.A. (Preference Shares) | $ 40,404 | |
31,300 | Cia de Saneamento do Parana (Preference Shares) | 24,691 | |
7,400 | Itau Unibanco Holding S.A. (Preference Shares) | 35,728 | |
19,400 | Itausa S.A. | 36,140 | |
2,800 | Randon S.A. Implementos e Participacoes (Preference Shares) | 6,043 | |
143,006 | |||
Total Preferred Stocks (cost $142,546) | $ 143,006 | ||
Total Long-Term Investments (cost $8,786,886) | $ 7,603,753 | ||
SHORT-TERM INVESTMENTS - 10.7% | |||
Other Investment Pools & Funds - 10.7% | |||
$ 930,540 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(4) | $ 930,540 | |
Total Short-Term Investments (cost $930,540) | $ 930,540 | ||
Total Investments (cost $9,717,426) | 98.3% | $ 8,534,293 | |
Other Assets and Liabilities | 1.7% | 147,123 | |
Total Net Assets | 100.0% | $ 8,681,416 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $355,565, representing 4.1% of net assets. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $13,806, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Current yield as of period end. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI India Index Futures | 9 | 06/17/2022 | $ 874,080 | $ 33,357 | ||||
Total futures contracts | $ 33,357 |
23 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 205,378 | $ 205,378 | $ — | $ — | ||||
Cayman Islands | 53,964 | 17,060 | 36,904 | — | ||||
Chile | 35,978 | 35,978 | — | — | ||||
China | 2,283,925 | 19,436 | 2,250,683 | 13,806 | ||||
Colombia | 9,813 | 9,813 | — | — | ||||
Cyprus | 3,651 | 3,651 | — | — | ||||
Czech Republic | 7,750 | — | 7,750 | — | ||||
Greece | 7,375 | — | 7,375 | — | ||||
Hong Kong | 91,555 | — | 91,555 | — | ||||
Hungary | 73,260 | — | 73,260 | — | ||||
India | 172,680 | 139,142 | 33,538 | — | ||||
Indonesia | 341,057 | 94,522 | 246,535 | — | ||||
Kenya | 5,019 | — | 5,019 | — | ||||
Malaysia | 185,164 | 28,044 | 157,120 | — | ||||
Mexico | 298,935 | 298,935 | — | — | ||||
Philippines | 5,375 | — | 5,375 | — | ||||
Poland | 79,944 | — | 79,944 | — | ||||
Qatar | 66,595 | 66,595 | — | — | ||||
Romania | 1,659 | — | 1,659 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 330,876 | 330,876 | — | — | ||||
South Africa | 281,450 | 210,745 | 70,705 | — | ||||
South Korea | 1,112,130 | 3,672 | 1,108,458 | — | ||||
Taiwan | 1,331,684 | 21,716 | 1,309,968 | — | ||||
Thailand | 114,043 | 14,003 | 100,040 | — | ||||
Turkey | 73,133 | 54,298 | 18,835 | — | ||||
United Arab Emirates | 236,724 | 63,433 | 173,291 | — | ||||
United Kingdom | 36,540 | — | 36,540 | — | ||||
United States | 15,090 | — | 15,090 | — | ||||
Preferred Stocks | 143,006 | 143,006 | — | — | ||||
Short-Term Investments | 930,540 | 930,540 | — | — | ||||
Futures Contracts(2) | 33,357 | 33,357 | — | — | ||||
Total | $ 8,567,650 | $ 2,724,200 | $ 5,829,644 | $ 13,806 |
(1) | For the six-month period ended April 30, 2022, investments valued at $153,934 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
24 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.2% | |||
Brazil - 8.3% | |||
14,830,718 | B3 S.A. - Brasil Bolsa Balcao | $ 39,896,955 | |
4,755,380 | Dexco S.A. | 12,379,118 | |
363,419 | Energisa S.A. | 3,501,913 | |
21,408,225 | Itau Unibanco Holding S.A. ADR | 102,545,398 | |
3,634,323 | Klabin S.A. | 15,246,080 | |
1,534,427 | Localiza Rent a Car S.A. | 16,430,701 | |
5,611,100 | Lojas Renner S.A. | 26,954,889 | |
5,217,645 | Petroleo Brasileiro S.A. ADR | 70,803,443 | |
7,923,512 | Raia Drogasil S.A. | 33,543,848 | |
2,216,297 | Telefonica Brasil S.A. | 23,844,262 | |
5,780,717 | Vale S.A. ADR | 97,636,310 | |
4,087,576 | WEG S.A. | 24,886,181 | |
4,046,093 | YDUQS Participacoes S.A. | 13,192,492 | |
480,861,590 | |||
Cayman Islands - 0.7% | |||
5,680,000 | Wuxi Biologics Cayman, Inc.*(1) | 41,923,004 | |
Chile - 0.8% | |||
2,769,667 | Banco de Chile | 276,557 | |
1,439,204 | Banco Santander Chile ADR | 27,978,126 | |
7,201,896 | Falabella S.A. | 20,226,724 | |
48,481,407 | |||
China - 24.5% | |||
12,271,496 | Alibaba Group Holding Ltd.* | 149,683,752 | |
182,536 | Alibaba Group Holding Ltd. ADR* | 17,722,420 | |
117,901 | Baidu, Inc. ADR* | 14,639,767 | |
2,723,804 | Baidu, Inc. Class A* | 43,427,519 | |
7,990,168 | Centre Testing International Group Co., Ltd. Class A | 26,328,405 | |
13,775,000 | China Mengniu Dairy Co., Ltd. | 74,343,933 | |
14,347,200 | China Pacific Insurance Group Co., Ltd. Class H | 31,807,353 | |
3,877,600 | ENN Energy Holdings Ltd. | 51,940,741 | |
17,787,500 | Great Wall Motor Co., Ltd. Class H | 24,910,089 | |
1,305,506 | Huazhu Group Ltd. ADR | 39,478,502 | |
4,661,326 | JD.com, Inc. Class A* | 145,333,320 | |
6,865,095 | LONGi Green Energy Technology Co., Ltd. Class A | 69,632,456 | |
10,727,722 | Midea Group Co., Ltd. Class A | 92,075,118 | |
54,208,000 | PICC Property & Casualty Co., Ltd. Class H | 55,444,961 | |
8,427,568 | Satellite Chemical Co., Ltd. Class A | 45,860,210 | |
2,136,600 | Shenzhen Inovance Technology Co., Ltd. Class A | 18,517,970 | |
3,212,800 | Shenzhou International Group Holdings Ltd. | 43,594,371 | |
6,809,400 | Tencent Holdings Ltd. | 320,892,193 | |
9,565,000 | Weichai Power Co., Ltd. Class H | 13,361,413 | |
1,009,616 | XPeng, Inc. ADR* | 24,846,650 | |
1,122,800 | XPeng, Inc. Class A* | 13,951,674 | |
252,250 | Yum China Holdings, Inc.(2) | 10,441,935 | |
993,640 | Yum China Holdings, Inc. | 41,534,152 | |
2,507,456 | Zhejiang Supor Co., Ltd. Class A | 20,861,568 | |
1,229,316 | ZTO Express Cayman, Inc. ADR | 33,818,483 | |
1,424,448,955 | |||
Egypt - 0.2% | |||
5,378,933 | Commercial International Bank Egypt S.A.E. GDR | 12,075,705 | |
Greece - 1.1% | |||
13,796,771 | Alpha Services and Holdings S.A.* | 15,530,231 | |
15,326,075 | Eurobank Ergasias S.A.* | 15,840,177 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.2% - (continued) | |||
Greece - 1.1% - (continued) | |||
1,096,810 | Hellenic Telecommunications Organization S.A. | $ 21,100,490 | |
2,231,030 | National Bank of Greece S.A.* | 8,849,329 | |
61,320,227 | |||
Hong Kong - 2.4% | |||
12,020,600 | AIA Group Ltd. | 118,087,459 | |
12,700,000 | Hang Lung Properties Ltd. | 24,289,641 | |
142,377,100 | |||
Hungary - 1.0% | |||
964,582 | OTP Bank Nyrt* | 28,772,920 | |
1,337,651 | Richter Gedeon Nyrt | 26,688,916 | |
55,461,836 | |||
India - 9.2% | |||
5,908,574 | Bharti Airtel Ltd.* | 56,706,464 | |
3,016,357 | Cipla Ltd. | 38,498,035 | |
5,102,809 | HDFC Bank Ltd. | 91,482,283 | |
13,683,259 | ICICI Bank Ltd. | 131,538,009 | |
198,668 | Maruti Suzuki India Ltd. | 19,897,788 | |
2,111,775 | Reliance Industries Ltd. | 76,514,726 | |
1,993,349 | Tata Consultancy Services Ltd. | 91,870,131 | |
1,638,755 | Tech Mahindra Ltd. | 26,764,352 | |
533,271,788 | |||
Indonesia - 1.9% | |||
95,415,700 | Bank Mandiri Persero Tbk PT | 58,588,551 | |
19,386,200 | Bank Negara Indonesia Persero Tbk PT | 12,245,293 | |
119,430,720 | Bank Rakyat Indonesia Persero Tbk PT | 39,792,765 | |
110,626,609 | |||
Malaysia - 0.5% | |||
23,343,574 | CIMB Group Holdings Bhd | 27,824,698 | |
Mexico - 2.2% | |||
983,006 | Fomento Economico Mexicano S.A.B. de C.V. ADR | 73,469,869 | |
8,659,821 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 57,077,202 | |
130,547,071 | |||
Peru - 0.5% | |||
215,018 | Credicorp Ltd. | 29,863,850 | |
Poland - 1.2% | |||
901,418 | Bank Polska Kasa Opieki S.A. | 19,808,897 | |
3,646,124 | Powszechna Kasa Oszczednosci Bank Polski S.A.* | 26,910,363 | |
2,934,368 | Powszechny Zaklad Ubezpieczen S.A. | 20,287,460 | |
67,006,720 | |||
Qatar - 0.7% | |||
6,252,775 | Qatar National Bank QPSC | 39,919,549 | |
Russia - 0.0% | |||
390,765 | Lukoil PJSC ADR(3)(4) | — | |
339,057 | Magnit PJSC(3)(4) | — | |
366,305 | Novatek PJSC GDR(3)(4) | — | |
67,747 | Polyus PJSC*(3)(4) | — | |
30,946 | Polyus PJSC GDR(3)(4) | — | |
5,358,303 | Rosneft Oil Co. PJSC(3)(4) | — | |
836,086 | Yandex N.V. Class A*(3)(4) | — | |
— | |||
Saudi Arabia - 1.2% | |||
2,912,971 | Alinma Bank | 32,191,172 | |
1,905,787 | Saudi National Bank | 40,140,016 | |
72,331,188 |
25 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.2% - (continued) | |||
South Africa - 6.3% | |||
2,273,575 | Aspen Pharmacare Holdings Ltd. | $ 24,492,849 | |
3,408,058 | AVI Ltd.(2) | 14,840,725 | |
1,856,230 | Bid Corp. Ltd. | 38,846,542 | |
25,531,120 | FirstRand Ltd. | 109,954,359 | |
2,340,397 | Foschini Group Ltd. | 20,587,491 | |
3,917,245 | Gold Fields Ltd. | 53,076,967 | |
2,840,030 | Impala Platinum Holdings Ltd. | 36,736,969 | |
1,569,007 | Nedbank Group Ltd. | 21,910,196 | |
2,722,350 | Shoprite Holdings Ltd. | 39,321,707 | |
918,377 | Vodacom Group Ltd. | 8,838,052 | |
368,605,857 | |||
South Korea - 13.6% | |||
1,013,503 | Hana Financial Group, Inc. | 37,628,029 | |
228,729 | KB Financial Group, Inc. | 10,641,407 | |
359,814 | Kia Corp. | 23,600,289 | |
74,500 | Korea Zinc Co., Ltd. | 34,012,065 | |
133,741 | LG Chem Ltd. | 54,775,628 | |
2,747,593 | LG Uplus Corp. | 30,353,189 | |
286,759 | NAVER Corp. | 63,878,147 | |
6,372,110 | Samsung Electronics Co., Ltd. | 339,592,330 | |
171,088 | Samsung Fire & Marine Insurance Co., Ltd. | 28,359,213 | |
153,540 | Samsung SDI Co., Ltd. | 73,139,436 | |
939,139 | SK Hynix, Inc. | 82,294,962 | |
105,120 | SK Innovation Co., Ltd.* | 16,730,485 | |
795,005,180 | |||
Taiwan - 15.3% | |||
5,102,000 | Accton Technology Corp. | 39,794,936 | |
18,165,036 | ASE Technology Holding Co., Ltd. | 57,953,039 | |
42,067,000 | CTBC Financial Holding Co., Ltd. | 41,377,895 | |
25,249,000 | Hon Hai Precision Industry Co., Ltd. | 86,505,081 | |
4,145,000 | MediaTek, Inc. | 114,269,272 | |
28,751,139 | Taiwan Semiconductor Manufacturing Co., Ltd. | 519,896,624 | |
13,026,000 | Uni-President Enterprises Corp. | 30,137,199 | |
889,934,046 | |||
Thailand - 1.2% | |||
15,785,200 | Kasikornbank PCL NVDR | 69,876,537 | |
Turkey - 0.4% | |||
2,275,244 | BIM Birlesik Magazalar A.S. | 12,782,516 | |
4,505,244 | KOC Holding AS | 12,197,451 | |
24,979,967 | |||
United Arab Emirates - 1.3% | |||
32,542,854 | Emaar Properties PJSC | 56,131,601 | |
3,617,514 | First Abu Dhabi Bank PJSC | 22,100,710 | |
78,232,311 | |||
United Kingdom - 0.7% | |||
3,461,277 | Prudential plc | 43,087,545 | |
Total Common Stocks (cost $5,092,232,033) | $ 5,548,062,740 | ||
PREFERRED STOCKS - 0.6% | |||
Brazil - 0.6% | |||
5,792,590 | Gerdau S.A. (Preference Shares) | $ 32,771,113 | |
Total Preferred Stocks (cost $22,589,821) | $ 32,771,113 | ||
Total Long-Term Investments (cost $5,114,821,854) | $ 5,580,833,853 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 5.1% | |||
Other Investment Pools & Funds - 4.9% | |||
$ 282,280,292 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(5) | $ 282,280,292 | |
Securities Lending Collateral - 0.2% | |||
4,145,477 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 4,145,477 | |
10,056,073 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 10,056,073 | |
14,201,550 | |||
Total Short-Term Investments (cost $296,481,842) | $ 296,481,842 | ||
Total Investments (cost $5,411,303,696) | 100.9% | $ 5,877,315,695 | |
Other Assets and Liabilities | (0.9)% | (49,799,849) | |
Total Net Assets | 100.0% | $ 5,827,515,846 |
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. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $41,923,004, representing 0.7% 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) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
26 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 480,861,590 | $ 480,861,590 | $ — | $ — | ||||
Cayman Islands | 41,923,004 | — | 41,923,004 | — | ||||
Chile | 48,481,407 | 48,481,407 | — | — | ||||
China | 1,424,448,955 | 172,039,974 | 1,252,408,981 | — | ||||
Egypt | 12,075,705 | 12,075,705 | — | — | ||||
Greece | 61,320,227 | — | 61,320,227 | — | ||||
Hong Kong | 142,377,100 | — | 142,377,100 | — | ||||
Hungary | 55,461,836 | — | 55,461,836 | — | ||||
India | 533,271,788 | — | 533,271,788 | — | ||||
Indonesia | 110,626,609 | — | 110,626,609 | — | ||||
Malaysia | 27,824,698 | — | 27,824,698 | — | ||||
Mexico | 130,547,071 | 130,547,071 | — | — | ||||
Peru | 29,863,850 | 29,863,850 | — | — | ||||
Poland | 67,006,720 | — | 67,006,720 | — | ||||
Qatar | 39,919,549 | 39,919,549 | — | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 72,331,188 | 72,331,188 | — | — | ||||
South Africa | 368,605,857 | 107,605,659 | 261,000,198 | — | ||||
South Korea | 795,005,180 | — | 795,005,180 | — | ||||
Taiwan | 889,934,046 | — | 889,934,046 | — | ||||
Thailand | 69,876,537 | — | 69,876,537 | — | ||||
Turkey | 24,979,967 | 12,197,451 | 12,782,516 | — | ||||
United Arab Emirates | 78,232,311 | 22,100,710 | 56,131,601 | — | ||||
United Kingdom | 43,087,545 | — | 43,087,545 | — | ||||
Preferred Stocks | 32,771,113 | 32,771,113 | — | — | ||||
Short-Term Investments | 296,481,842 | 296,481,842 | — | — | ||||
Total | $ 5,877,315,695 | $ 1,457,277,109 | $ 4,420,038,586 | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $392,375,959 were transferred into Level 3 due to the unavailability of active market pricing or observable market data activity. There were no transfers out of Level 3. |
27 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% | |||
Argentina - 1.6% | |||
$ 117,000 | YPF Energia Electrica S.A. 10.00%, 07/25/2026(1)(2) | $ 108,985 | |
YPF S.A. | |||
160,000 | 8.50%, 07/28/2025(3) | 131,402 | |
380,000 | 8.50%, 06/27/2029(1)(2) | 289,754 | |
530,141 | |||
Austria - 0.2% | |||
81,000 | Suzano Austria GmbH 3.13%, 01/15/2032 | 65,408 | |
British Virgin Islands - 2.3% | |||
200,000 | Elect Global Investments Ltd. 4.85%, 08/25/2023(3)(4) | 183,215 | |
200,000 | Huarong Finance II Co., Ltd. 5.00%, 11/19/2025(3) | 194,500 | |
Sinopec Group Overseas Development Ltd. | |||
200,000 | 4.00%, 09/13/2047(1) | 175,642 | |
200,000 | 4.10%, 04/28/2045(1)(2) | 180,073 | |
733,430 | |||
Canada - 1.9% | |||
200,000 | Canacol Energy Ltd. 5.75%, 11/24/2028(1) | 182,202 | |
200,000 | First Quantum Minerals Ltd. 7.50%, 04/01/2025(1) | 202,990 | |
200,000 | MEGlobal Canada ULC 5.88%, 05/18/2030(1) | 216,491 | |
601,683 | |||
Chile - 2.9% | |||
150,000 | Agrosuper S.A. 4.60%, 01/20/2032(1) | 135,375 | |
250,000 | Empresa de los Ferrocarriles del Estado 3.07%, 08/18/2050(1) | 173,125 | |
253,568 | Empresa Electrica Cochrane S.p.A. 5.50%, 05/14/2027(1) | 237,405 | |
420,000 | Empresa Nacional del Petroleo 3.75%, 08/05/2026(1) | 399,034 | |
944,939 | |||
Colombia - 1.5% | |||
200,000 | Banco Davivienda S.A. 6.65%, 04/22/2031, (6.65% fixed rate until 04/22/2031; 10 year USD CMT + 5.097% thereafter)(1)(4)(5)(6) | 179,747 | |
Ecopetrol S.A. | |||
155,000 | 4.63%, 11/02/2031 | 129,502 | |
141,000 | 5.88%, 05/28/2045 | 110,856 | |
79,000 | 6.88%, 04/29/2030 | 78,112 | |
498,217 | |||
Hong Kong - 1.2% | |||
200,000 | Lenovo Group Ltd. 5.88%, 04/24/2025(3) | 208,120 | |
200,000 | Xiaomi Best Time International Ltd. 2.88%, 07/14/2031(1) | 164,144 | |
372,264 | |||
India - 2.2% | |||
200,000 | Adani Ports & Special Economic Zone Ltd. 4.38%, 07/03/2029(3) | 182,543 | |
200,000 | JSW Steel Ltd. 5.05%, 04/05/2032(1) | 171,325 | |
200,000 | ReNew Power Pvt Ltd. 5.88%, 03/05/2027(1) | 189,100 | |
200,000 | Summit Digitel Infrastructure Pvt Ltd. 2.88%, 08/12/2031(1) | 163,779 | |
706,747 | |||
Ireland - 0.2% | |||
200,000 | Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028(1) | 20,000 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% - (continued) | |||
Ireland - 0.2% - (continued) | |||
$ 200,000 | Metalloinvest Finance DAC 3.38%, 10/22/2028(1) | $ 39,868 | |
200,000 | Vnesheconombank Via VEB Finance plc 6.80%, 11/22/2025(1) | 4,000 | |
63,868 | |||
Jersey - 0.5% | |||
200,000 | Galaxy Pipeline Assets Bidco Ltd. 2.63%, 03/31/2036(1) | 167,209 | |
Kazakhstan - 1.0% | |||
400,000 | Development Bank of Kazakhstan JSC 2.95%, 05/06/2031(1) | 323,156 | |
Luxembourg - 3.5% | |||
200,000 | Aegea Finance S.a.r.l. 6.75%, 05/20/2029 | 196,263 | |
202,610 | FEL Energy S.a.r.l. 5.75%, 12/01/2040(1) | 175,844 | |
230,000 | Kenbourne Invest S.A. 4.70%, 01/22/2028(1) | 197,455 | |
200,000 | MC Brazil Downstream Trading S.a.r.l. 7.25%, 06/30/2031(1) | 174,000 | |
200,000 | Puma International Financing S.A. 5.00%, 01/24/2026(1) | 186,500 | |
200,000 | Unigel Luxembourg S.A. 8.75%, 10/01/2026(1) | 207,100 | |
1,137,162 | |||
Malaysia - 0.5% | |||
200,000 | Petronas Capital Ltd. 3.40%, 04/28/2061(1) | 157,676 | |
Mexico - 9.9% | |||
200,000 | Alsea S.A.B. de C.V. 7.75%, 12/14/2026(1) | 200,702 | |
200,000 | America Movil S.A.B. de C.V. 5.38%, 04/04/2032(1) | 181,962 | |
200,000 | Banco Mercantil del Norte S.A. 7.63%, 01/10/2028, (7.63% fixed rate until 01/10/2028; 10 year USD CMT + 5.353% thereafter)(1)(4)(5)(6) | 198,000 | |
200,000 | 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)(6) | 190,540 | |
200,000 | Braskem Idesa SAPI 6.99%, 02/20/2032(1) | 179,474 | |
200,000 | Cemex S.A.B. de C.V. 5.13%, 06/08/2026, (5.13% fixed rate until 06/08/2026; 5 year USD CMT + 4.534% thereafter)(1)(4)(5)(6) | 182,682 | |
200,000 | Grupo Bimbo S.A.B. de C.V. 4.70%, 11/10/2047(1) | 193,801 | |
MXN 16,510,000 | Grupo Televisa S.A.B. 7.25%, 05/14/2043 | 504,689 | |
$ 200,000 | Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(1) | 168,152 | |
Petroleos Mexicanos | |||
90,000 | 6.63%, 06/15/2035 | 72,990 | |
436,000 | 6.70%, 02/16/2032 | 375,692 | |
710,000 | 7.69%, 01/23/2050 | 556,285 | |
250,000 | Total Play Telecomunicaciones S.A. de C.V. 6.38%, 09/20/2028(1) | 207,753 | |
3,212,722 | |||
Mult - 0.4% | |||
100,000 | JBS USA Lux S.A./JBS USA Finance, Inc. 6.75%, 02/15/2028(1) | 103,251 | |
50,000 | JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc. 4.38%, 02/02/2052(1) | 40,715 | |
143,966 |
28 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% - (continued) | |||
Netherlands - 2.5% | |||
$ 200,000 | Braskem Netherlands Finance B.V. 8.50%, 01/23/2081, (8.50% fixed rate until 10/24/2025; 5 year USD CMT + 8.220% thereafter)(1)(5)(6) | $ 207,280 | |
200,000 | CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(1)(2) | 172,002 | |
200,000 | Embraer Netherlands Finance B.V. 6.95%, 01/17/2028(1) | 201,215 | |
200,000 | Metinvest B.V. 7.65%, 10/01/2027(1) | 106,000 | |
200,000 | VEON Holdings B.V. 3.38%, 11/25/2027(1) | 122,000 | |
808,497 | |||
Panama - 0.6% | |||
200,000 | AES Panama Generation Holdings 4.38%, 05/31/2030(1) | 178,000 | |
Peru - 1.8% | |||
127,000 | Banco BBVA Peru S.A. 5.25%, 09/22/2029, (5.25% fixed rate until 09/22/2024; 5 year USD CMT + 2.750% thereafter)(1)(2)(5)(6) | 126,366 | |
300,000 | Banco Internacional del Peru SAA Interbank 4.00%, 07/08/2030, (4.00% fixed rate until 07/08/2025; 12 mo. USD CMT + 3.711% thereafter)(1)(5)(6) | 281,250 | |
200,000 | Kallpa Generacion S.A. 4.13%, 08/16/2027(1) | 186,252 | |
593,868 | |||
Qatar - 0.6% | |||
220,000 | Qatar Energy 3.13%, 07/12/2041(1) | 183,753 | |
Saudi Arabia - 0.5% | |||
200,000 | Saudi Arabian Oil Co. 2.25%, 11/24/2030(3) | 174,250 | |
South Korea - 0.6% | |||
200,000 | SK Innovation Co., Ltd. 4.13%, 07/13/2023(3) | 200,781 | |
Spain - 0.7% | |||
250,000 | AI Candelaria Spain SLU 7.50%, 12/15/2028(1) | 242,200 | |
Turkey - 1.1% | |||
200,000 | Coca-Cola Icecek AS 4.50%, 01/20/2029(1) | 186,097 | |
200,000 | Ulker Biskuvi Sanayi AS 6.95%, 10/30/2025(1) | 171,000 | |
357,097 | |||
United Arab Emirates - 0.6% | |||
200,000 | First Abu Dhabi Bank PJSC 4.50%, 04/05/2026, (4.50% fixed rate until 04/05/2026; 5 year USD CMT + 4.138% thereafter)(3)(4)(5)(6) | 197,550 | |
United Kingdom - 0.6% | |||
200,000 | Endeavour Mining plc 5.00%, 10/14/2026(1) | 182,316 | |
United States - 2.3% | |||
200,000 | Kosmos Energy Ltd. 7.75%, 05/01/2027(1) | 198,000 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% - (continued) | |||
United States - 2.3% - (continued) | |||
$ 200,000 | Mercury Chile Holdco LLC 6.50%, 01/24/2027(1) | $ 188,930 | |
400,000 | Sasol Financing USA LLC 5.50%, 03/18/2031 | 360,000 | |
746,930 | |||
Total Corporate Bonds (cost $15,666,602) | $ 13,523,830 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 47.5% | |||
Angola - 1.7% | |||
Angolan Government International Bond | |||
200,000 | 8.25%, 05/09/2028(1) | $ 191,880 | |
200,000 | 8.75%, 04/14/2032 | 189,150 | |
200,000 | 9.13%, 11/26/2049(1) | 176,286 | |
557,316 | |||
Argentina - 1.8% | |||
361,379 | Argentine Republic Government International Bond 1.13%, 07/09/2035(6)(7) | 103,083 | |
200,000 | Ciudad Autonoma De Buenos Aires 7.50%, 06/01/2027(1) | 182,600 | |
371,291 | Provincia de Cordoba 5.00%, 12/10/2025(1)(2)(7) | 303,122 | |
588,805 | |||
Azerbaijan - 0.5% | |||
180,000 | Republic of Azerbaijan International Bond 3.50%, 09/01/2032(1) | 159,031 | |
Bahrain - 0.5% | |||
200,000 | Bahrain Government International Bond 5.63%, 05/18/2034(1) | 180,000 | |
Brazil - 3.6% | |||
Brazil Notas do Tesouro Nacional | |||
BRL 3,398,000 | 10.00%, 01/01/2025 | 653,867 | |
600,000 | 10.00%, 01/01/2029 | 109,940 | |
1,400,000 | 10.00%, 01/01/2031 | 250,962 | |
$ 200,000 | Brazilian Government International Bond 4.75%, 01/14/2050 | 151,200 | |
1,165,969 | |||
Cameroon - 0.3% | |||
EUR 110,000 | Republic of Cameroon International Bond 5.95%, 07/07/2032(1) | 97,320 | |
Chile - 2.4% | |||
Bonos de la Tesoreria de la Republica en pesos | |||
CLP 225,000,000 | 2.50%, 03/01/2025 | 233,675 | |
110,000,000 | 4.70%, 09/01/2030(1)(3) | 113,181 | |
Chile Government International Bond | |||
$ 250,000 | 3.25%, 09/21/2071(2) | 170,480 | |
331,000 | 3.50%, 04/15/2053 | 255,959 | |
773,295 | |||
Colombia - 1.6% | |||
Colombia Government International Bond | |||
270,000 | 4.50%, 01/28/2026 | 258,749 | |
COP 1,028,000,000 | 9.85%, 06/28/2027 | 261,883 | |
520,632 | |||
Costa Rica - 0.6% | |||
$ 200,000 | Costa Rica Government International Bond 6.13%, 02/19/2031(1) | 199,400 |
29 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 47.5% - (continued) | |||
Czech Republic - 0.4% | |||
Czech Republic Government Bond | |||
CZK 3,740,000 | 1.50%, 04/24/2040 | $ 104,580 | |
470,000 | 2.00%, 10/13/2033 | 16,047 | |
120,627 | |||
Dominican Republic - 0.3% | |||
$ 110,000 | Dominican Republic International Bond 6.85%, 01/27/2045(1) | 98,989 | |
Ecuador - 1.5% | |||
Ecuador Government International Bond | |||
31,500 | 0.00%, 07/31/2030(1)(8) | 17,094 | |
573,665 | 0.50%, 07/31/2040(1)(6)(7) | 311,511 | |
260,000 | 1.00%, 07/31/2035(1)(6)(7) | 162,574 | |
491,179 | |||
El Salvador - 0.1% | |||
70,000 | El Salvador Government International Bond 8.63%, 02/28/2029(1) | 28,050 | |
Gabon - 1.1% | |||
400,000 | Gabon Government International Bond 6.63%, 02/06/2031(1) | 360,744 | |
Guatemala - 0.6% | |||
200,000 | Guatemala Government Bond 4.38%, 06/05/2027(1) | 195,997 | |
Hungary - 0.3% | |||
Hungary Government Bond | |||
HUF 34,210,000 | 2.25%, 04/20/2033 | 62,325 | |
19,300,000 | 3.00%, 10/27/2038 | 33,982 | |
96,307 | |||
Indonesia - 3.6% | |||
Indonesia Treasury Bond | |||
IDR 4,667,000,000 | 7.00%, 05/15/2027 | 328,642 | |
1,158,000,000 | 7.50%, 08/15/2032 | 81,631 | |
1,878,000,000 | 8.25%, 06/15/2032 | 140,063 | |
773,000,000 | 8.38%, 09/15/2026 | 57,248 | |
1,925,000,000 | 8.75%, 05/15/2031 | 146,840 | |
5,496,000,000 | 9.00%, 03/15/2029 | 422,598 | |
1,177,022 | |||
Ivory Coast - 1.1% | |||
EUR 440,000 | Ivory Coast Government International Bond 6.63%, 03/22/2048(1) | 369,699 | |
Jordan - 0.6% | |||
$ 200,000 | Jordan Government International Bond 5.75%, 01/31/2027(1) | 189,500 | |
Malaysia - 2.6% | |||
Malaysia Government Bond | |||
MYR 1,820,000 | 3.89%, 08/15/2029 | 401,132 | |
1,898,000 | 3.90%, 11/30/2026 | 435,600 | |
836,732 | |||
Mexico - 3.4% | |||
Mexican Bonos | |||
MXN 4,930,000 | 7.75%, 05/29/2031 | 221,504 | |
2,850,000 | 7.75%, 11/23/2034 | 124,935 | |
11,240,000 | 7.75%, 11/13/2042 | 476,518 | |
6,200,000 | 8.00%, 11/07/2047 | 267,433 | |
1,090,390 | |||
Nigeria - 2.2% | |||
Nigeria Government International Bond | |||
$ 200,000 | 7.14%, 02/23/2030(1) | 170,750 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 47.5% - (continued) | |||
Nigeria - 2.2% - (continued) | |||
$ 200,000 | 7.88%, 02/16/2032(1) | $ 167,500 | |
200,000 | 8.38%, 03/24/2029(1) | 185,500 | |
200,000 | 8.75%, 01/21/2031(1) | 180,672 | |
704,422 | |||
Oman - 1.8% | |||
Oman Government International Bond | |||
400,000 | 6.75%, 01/17/2048(1) | 374,336 | |
232,000 | 7.00%, 01/25/2051(1) | 222,836 | |
597,172 | |||
Panama - 0.5% | |||
200,000 | Panama Government International Bond 4.50%, 01/19/2063 | 165,454 | |
Peru - 2.7% | |||
150,000 | Fondo MIVIVIENDA S.A. 4.63%, 04/12/2027 | 148,125 | |
Peru Government Bond | |||
PEN 1,180,000 | 5.35%, 08/12/2040 | 223,572 | |
1,272,000 | 5.40%, 08/12/2034 | 262,404 | |
430,000 | 6.95%, 08/12/2031 | 105,057 | |
Peruvian Government International Bond | |||
$ 93,000 | 3.00%, 01/15/2034 | 77,587 | |
60,000 | 3.55%, 03/10/2051(2) | 46,772 | |
863,517 | |||
Poland - 0.7% | |||
Republic of Poland Government Bond | |||
PLN 614,000 | 1.25%, 10/25/2030 | 93,416 | |
717,000 | 2.75%, 10/25/2029 | 126,818 | |
220,234 | |||
Qatar - 0.6% | |||
$ 200,000 | Qatar Government International Bond 3.40%, 04/16/2025(1) | 200,352 | |
Romania - 0.3% | |||
Romania Government Bond | |||
RON 190,000 | 3.65%, 09/24/2031 | 30,877 | |
390,000 | 4.15%, 10/24/2030 | 67,491 | |
98,368 | |||
Russia - 0.3% | |||
Russian Federal Bond - OFZ | |||
RUB 49,589,000 | 7.25%, 05/10/2034(9)(10) | 1 | |
15,450,000 | 7.70%, 03/23/2033(9)(10) | — | |
21,022,000 | 8.50%, 09/17/2031(9)(10) | — | |
$ 400,000 | Russian Foreign Bond - Eurobond 4.75%, 05/27/2026(1) | 112,000 | |
112,001 | |||
Saudi Arabia - 1.2% | |||
400,000 | Saudi Government International Bond 4.50%, 10/26/2046(1) | 383,080 | |
South Africa - 4.6% | |||
Republic of South Africa Government Bond | |||
ZAR 8,499,200 | 7.00%, 02/28/2031 | 438,724 | |
5,071,400 | 8.50%, 01/31/2037 | 265,123 | |
2,300,400 | 8.88%, 02/28/2035 | 126,873 | |
3,890,000 | 9.00%, 01/31/2040 | 208,214 | |
Republic of South Africa Government International Bond | |||
$ 300,000 | 4.30%, 10/12/2028 | 273,378 | |
200,000 | 5.88%, 04/20/2032 | 190,000 | |
1,502,312 |
30 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 47.5% - (continued) | |||
Thailand - 1.2% | |||
Thailand Government Bond | |||
THB 1,580,000 | 1.60%, 06/17/2035 | $ 38,106 | |
1,230,000 | 2.00%, 06/17/2042 | 26,395 | |
8,688,000 | 3.63%, 06/16/2023 | 261,418 | |
1,760,000 | 4.88%, 06/22/2029 | 58,790 | |
384,709 | |||
Turkey - 1.5% | |||
$ 200,000 | Hazine Mustesarligi Varlik Kiralama A.S. 7.25%, 02/24/2027(1) | 201,120 | |
270,000 | Turkey Government International Bond 8.60%, 09/24/2027 | 272,881 | |
474,001 | |||
Ukraine - 0.2% | |||
200,000 | Ukraine Government International Bond 7.38%, 09/25/2032(1) | 63,000 | |
United Arab Emirates - 1.1% | |||
Abu Dhabi Government International Bond | |||
200,000 | 3.13%, 04/16/2030(1) | 194,141 | |
200,000 | 3.13%, 09/30/2049(1) | 165,122 | |
359,263 | |||
Total Foreign Government Obligations (cost $18,389,421) | $ 15,424,889 | ||
Total Long-Term Investments (cost $34,056,023) | $ 28,948,719 | ||
SHORT-TERM INVESTMENTS - 13.4% | |||
Other Investment Pools & Funds - 5.9% | |||
1,907,764 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(11) | $ 1,907,764 | |
Securities Lending Collateral - 3.2% | |||
301,896 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(11) | 301,896 | |
732,336 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(11) | 732,336 | |
1,034,232 | |||
U.S. Treasury Securities - 4.3% | |||
U.S. Treasury Bills | |||
400,000 | 0.71%, 07/14/2022(12) | 399,368 | |
1,000,000 | 0.76%, 07/14/2022(12) | 998,420 | |
1,397,788 | |||
Total Short-Term Investments (cost $4,339,859) | $ 4,339,784 | ||
Total Investments (cost $38,395,882) | 102.6% | $ 33,288,503 | |
Other Assets and Liabilities | (2.6)% | (828,505) | |
Total Net Assets | 100.0% | $ 32,459,998 |
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, 2022, the aggregate value of these securities was $15,559,059, representing 47.9% 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, 2022, the aggregate value of these securities was $1,585,542, representing 4.9% 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, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(6) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(7) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(8) | Security is a zero-coupon bond. |
(9) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $1, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(10) | Investment valued using significant unobservable inputs. |
(11) | Current yield as of period end. |
(12) | The rate shown represents current yield to maturity. |
31 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Note Future | 7 | 06/21/2022 | $ 834,094 | $ 8,299 | ||||
U.S. Treasury Ultra Bond Future | 1 | 06/21/2022 | 160,437 | 15,623 | ||||
Total futures contracts | $ 23,922 |
OTC Credit Default Swap Contracts Outstanding at April 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
Brazil Republic (BBB-) | MSC | USD | 340,000 | 1.00% | 06/20/2027 | Quarterly | $ 20,351 | $ — | $ 19,973 | $ (378) | |||||||||
Petrobras Global Finance B.V. (BB-) | MSC | USD | 80,000 | 1.00% | 06/20/2027 | Quarterly | 6,382 | — | 6,293 | (89) | |||||||||
Total OTC credit default swap contracts | $ 26,733 | $ — | $ 26,266 | $ (467) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
3,560,000 | BRL | 743,971 | USD | UBS | 06/17/2022 | $ (34,731) | ||||
11,760,000 | CNY | 1,843,163 | USD | UBS | 06/06/2022 | (59,853) | ||||
1,166,230,000 | COP | 291,922 | USD | JPM | 06/08/2022 | 769 | ||||
4,370,000 | CZK | 189,014 | USD | MSC | 06/03/2022 | (2,423) | ||||
6,490,000 | CZK | 286,823 | USD | UBS | 06/21/2022 | (10,322) | ||||
510,000 | EUR | 562,428 | USD | BOA | 05/27/2022 | (23,774) | ||||
720,000 | EUR | 794,137 | USD | BOA | 06/03/2022 | (33,447) | ||||
470,000 | EUR | 496,504 | USD | JPM | 07/14/2022 | 1,259 | ||||
47,940,000 | HUF | 152,625 | USD | SSG | 05/17/2022 | (19,229) | ||||
45,060,000 | HUF | 129,906 | USD | JPM | 06/03/2022 | (4,812) | ||||
81,080,000 | HUF | 237,457 | USD | SSG | 06/03/2022 | (12,367) | ||||
70,680,000 | HUF | 207,299 | USD | SSG | 06/21/2022 | (11,579) | ||||
540,000 | PLN | 126,016 | USD | JPM | 05/09/2022 | (4,310) | ||||
1,040,000 | PLN | 239,482 | USD | UBS | 05/09/2022 | (5,084) | ||||
3,290,000 | PLN | 818,236 | USD | MSC | 05/09/2022 | (76,727) | ||||
30,000 | PLN | 7,111 | USD | JPM | 05/18/2022 | (359) | ||||
1,780,000 | PLN | 416,551 | USD | UBS | 05/18/2022 | (15,899) | ||||
890,000 | RON | 196,441 | USD | UBS | 05/18/2022 | (7,157) | ||||
1,650,000 | RON | 363,829 | USD | CBK | 06/03/2022 | (13,699) | ||||
10,900,000 | RUB | 84,170 | USD | UBS | 05/24/2022 | 61,613 | ||||
17,130,225 | RUB | 130,766 | USD | MSC | 06/01/2022 | 95,444 | ||||
16,959,775 | RUB | 135,678 | USD | UBS | 06/01/2022 | 88,279 | ||||
10,290,000 | THB | 309,567 | USD | SSG | 05/13/2022 | (9,090) | ||||
17,300,000 | THB | 528,112 | USD | UBS | 05/13/2022 | (22,937) | ||||
670,623 | USD | 3,560,000 | BRL | UBS | 06/17/2022 | (38,617) | ||||
123,723 | USD | 106,810,000 | CLP | UBS | 07/27/2022 | 637 | ||||
1,257,208 | USD | 8,100,000 | CNY | UBS | 06/06/2022 | 28,906 | ||||
552,466 | USD | 3,660,000 | CNY | CBK | 06/06/2022 | (2,543) | ||||
301,976 | USD | 1,166,230,000 | COP | UBS | 06/08/2022 | 9,284 | ||||
188,977 | USD | 4,370,000 | CZK | JPM | 06/03/2022 | 2,386 | ||||
88,131 | USD | 2,000,000 | CZK | UBS | 06/21/2022 | 2,922 | ||||
192,417 | USD | 4,490,000 | CZK | SSG | 06/21/2022 | 1,123 | ||||
570,780 | USD | 510,000 | EUR | MSC | 05/27/2022 | 32,126 |
32 |
April 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at April 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
802,721 | USD | 720,000 | EUR | JPM | 06/03/2022 | $ 42,031 | ||||
512,501 | USD | 470,000 | EUR | JPM | 07/14/2022 | 14,738 | ||||
142,806 | USD | 47,940,000 | HUF | JPM | 05/17/2022 | 9,410 | ||||
131,327 | USD | 45,060,000 | HUF | UBS | 06/03/2022 | 6,233 | ||||
151,437 | USD | 54,303,500 | HUF | JPM | 06/03/2022 | 683 | ||||
74,694 | USD | 26,746,500 | HUF | CBK | 06/03/2022 | 442 | ||||
85 | USD | 30,000 | HUF | SSG | 06/03/2022 | 1 | ||||
200,279 | USD | 70,680,000 | HUF | SSG | 06/21/2022 | 4,560 | ||||
283,658 | USD | 5,874,056 | MXN | JPM | 07/28/2022 | 755 | ||||
233,070 | USD | 4,830,288 | MXN | UBS | 07/28/2022 | 437 | ||||
71,745 | USD | 1,485,656 | MXN | SSG | 07/28/2022 | 194 | ||||
679,327 | USD | 2,908,600 | PLN | JPM | 05/09/2022 | 23,779 | ||||
404,849 | USD | 1,720,000 | PLN | UBS | 05/09/2022 | 17,191 | ||||
53,687 | USD | 241,400 | PLN | CBK | 05/09/2022 | (720) | ||||
195,384 | USD | 840,000 | PLN | MSC | 05/18/2022 | 6,312 | ||||
194,472 | USD | 860,000 | PLN | UBS | 05/18/2022 | 898 | ||||
25,561 | USD | 110,000 | PLN | SSG | 05/18/2022 | 802 | ||||
191,472 | USD | 890,000 | RON | UBS | 05/18/2022 | 2,188 | ||||
240,978 | USD | 1,102,750 | RON | CBK | 06/03/2022 | 6,975 | ||||
117,554 | USD | 547,250 | RON | SSG | 06/03/2022 | 1,428 | ||||
8,811 | USD | 40,000 | RON | UBS | 06/03/2022 | 323 | ||||
115,344 | USD | 10,900,000 | RUB | UBS | 05/24/2022 | (30,439) | ||||
289,084 | USD | 34,090,000 | RUB | JPM | 06/01/2022 | (161,081) | ||||
811,950 | USD | 27,590,000 | THB | CBK | 05/13/2022 | 6,299 | ||||
Total foreign currency contracts | $ (130,772) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 13,523,830 | $ — | $ 13,523,830 | $ — | ||||
Foreign Government Obligations | 15,424,889 | — | 15,424,888 | 1 | ||||
Short-Term Investments | 4,339,784 | 2,941,996 | 1,397,788 | — | ||||
Foreign Currency Contracts(2) | 471,810 | — | 471,810 | — | ||||
Futures Contracts(2) | 23,922 | 23,922 | — | — | ||||
Total | $ 33,784,235 | $ 2,965,918 | $ 30,818,316 | $ 1 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (602,582) | $ — | $ (602,582) | $ — | ||||
Swaps - Credit Default(2) | (467) | — | (467) | — | ||||
Total | $ (603,049) | $ — | $ (603,049) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $561,702 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
33 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% | |||
Australia - 2.2% | |||
656,289 | Allkem Ltd.* | $ 5,469,653 | |
2,446,571 | Beach Energy Ltd. | 2,789,376 | |
295,089 | BHP Group Ltd. | 9,878,450 | |
175,007 | BlueScope Steel Ltd. | 2,487,829 | |
729,314 | Fortescue Metals Group Ltd. | 11,022,173 | |
258,790 | IGO Ltd. | 2,353,014 | |
391,805 | Iluka Resources Ltd. | 3,068,969 | |
101,914 | Mineral Resources Ltd. | 4,141,095 | |
475,648 | Perenti Global Ltd. | 236,331 | |
2,057,595 | Pilbara Minerals Ltd.* | 3,991,107 | |
133,583 | Rio Tinto Ltd. | 10,566,933 | |
564,674 | West African Resources Ltd.* | 538,695 | |
56,543,625 | |||
Austria - 0.6% | |||
77,954 | Erste Group Bank AG | 2,427,156 | |
186,293 | OMV AG | 9,522,858 | |
149,398 | Raiffeisen Bank International AG(1) | 1,700,644 | |
33,703 | voestalpine AG | 877,049 | |
14,527,707 | |||
Belgium - 0.4% | |||
69,511 | Ageas S.A. | 3,326,211 | |
50,069 | bpost S.A.* | 303,368 | |
39,226 | KBC Group N.V.(1) | 2,668,617 | |
39,983 | Solvay S.A. | 3,759,891 | |
14,559 | Telenet Group Holding N.V. | 433,893 | |
3,927 | Wereldhave Belgium Comm REIT | 226,196 | |
10,718,176 | |||
Bermuda - 0.1% | |||
274,858 | DHT Holdings, Inc. | 1,544,702 | |
Brazil - 0.3% | |||
205,546 | Cia de Saneamento Basico do Estado de Sao Paulo | 1,851,346 | |
615,500 | CSN Mineracao S.A. | 653,745 | |
381,100 | Engie Brasil Energia S.A. | 3,229,824 | |
297,500 | Light S.A. | 537,359 | |
121,200 | Sao Martinho S.A. | 1,137,733 | |
7,410,007 | |||
Canada - 8.7% | |||
135,399 | ARC Resources Ltd. | 1,877,131 | |
15,200 | AutoCanada, Inc.* | 353,777 | |
165,813 | Bank of Montreal(1) | 17,580,967 | |
547,592 | BCE, Inc. | 29,113,403 | |
84,987 | BRP, Inc.(1) | 6,884,830 | |
52,100 | Canaccord Genuity Group, Inc.(1) | 458,280 | |
96,442 | Canadian Natural Resources Ltd. | 5,969,021 | |
45,856 | Canadian Solar, Inc.* | 1,261,957 | |
58,853 | Canfor Corp.*(1) | 1,121,489 | |
214,372 | Capstone Copper Corp.*(1) | 976,201 | |
33,676 | Celestica, Inc.* | 378,532 | |
211,855 | Cenovus Energy, Inc. | 3,916,675 | |
252,171 | CI Financial Corp. | 3,287,949 | |
186,468 | Copper Mountain Mining Corp.*(1) | 416,583 | |
152,253 | Corus Entertainment, Inc. Class B | 498,957 | |
730,573 | Crescent Point Energy Corp.(1) | 5,061,378 | |
362,410 | Dundee Precious Metals, Inc. | 2,098,883 | |
200 | E-L Financial Corp. Ltd. | 137,936 | |
20,200 | Equitable Group, Inc. | 906,496 | |
1,693 | Fairfax Financial Holdings Ltd. | 930,244 | |
64,943 | Fiera Capital Corp. Class A(1) | 495,926 | |
206,005 | Fortuna Silver Mines, Inc.*(1) | 720,011 | |
37,400 | Home Capital Group, Inc.(1) | 932,780 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Canada - 8.7% - (continued) | |||
370,375 | Hudbay Minerals, Inc. | $ 2,372,776 | |
16,507 | iA Financial Corp., Inc.(1) | 863,095 | |
69,123 | IGM Financial, Inc.(1) | 2,190,478 | |
125,273 | Imperial Oil Ltd.(1) | 6,307,288 | |
80,860 | Interfor Corp.(1) | 2,304,981 | |
23,725 | Largo, Inc.*(1) | 198,347 | |
33,600 | Linamar Corp. | 1,330,766 | |
213,525 | Lundin Mining Corp. | 1,949,674 | |
121,993 | Magna International, Inc. | 7,351,962 | |
761,022 | Manulife Financial Corp. | 14,880,997 | |
42,700 | Martinrea International, Inc.(1) | 254,940 | |
113,532 | MEG Energy Corp.* | 1,705,653 | |
254,646 | National Bank of Canada | 17,784,485 | |
154,925 | Nutrien Ltd. | 15,224,172 | |
42,575 | Open Text Corp. | 1,705,121 | |
71,120 | Peyto Exploration & Development Corp.(1) | 724,681 | |
92,679 | Royal Bank of Canada | 9,360,604 | |
163,258 | Suncor Energy, Inc. | 5,868,723 | |
222,288 | Teck Resources Ltd. Class B | 8,769,358 | |
38,097 | Teekay Tankers Ltd. Class A* | 609,933 | |
280,489 | Toronto-Dominion Bank | 20,259,662 | |
3,772 | Tourmaline Oil Corp. | 194,260 | |
38,664 | Transcontinental, Inc. Class A(1) | 483,958 | |
225,994 | Vermilion Energy, Inc.(1) | 4,403,246 | |
116,513 | Wesdome Gold Mines Ltd.* | 1,189,029 | |
95,204 | West Fraser Timber Co., Ltd. | 8,367,636 | |
222,035,231 | |||
Chile - 0.2% | |||
3,946,496 | Aguas Andinas S.A. Class A | 694,187 | |
176,374 | Enel Chile S.A. ADR | 236,341 | |
66,824 | Sociedad Quimica y Minera de Chile S.A. ADR | 4,931,611 | |
5,862,139 | |||
China - 3.6% | |||
809,000 | 3SBio, Inc.*(2) | 570,743 | |
3,579,000 | Agricultural Bank of China Ltd. Class H | 1,342,346 | |
824,250 | A-Living Smart City Services Co., Ltd.(2) | 1,303,610 | |
2,526,500 | BAIC Motor Corp. Ltd. Class H(2) | 788,979 | |
5,628,000 | Bank of China Ltd. Class H | 2,208,328 | |
4,676,000 | China BlueChemical Ltd. Class H | 1,607,375 | |
790,000 | China Conch Venture Holdings Ltd. | 2,051,450 | |
7,923,000 | China Construction Bank Corp. Class H | 5,644,337 | |
4,895,000 | China Datang Corp. Renewable Power Co., Ltd. Class H | 1,850,356 | |
3,372,000 | China Feihe Ltd.(2) | 3,205,989 | |
948,400 | China International Capital Corp. Ltd. Class H(2) | 1,900,946 | |
1,267,000 | China Lesso Group Holdings Ltd. Class L | 1,584,423 | |
847,000 | China Life Insurance Co., Ltd. Class H | 1,230,836 | |
681,000 | China Lilang Ltd. | 329,012 | |
392,000 | China Longyuan Power Group Corp. Ltd. Class H | 756,095 | |
1,336,000 | China Medical System Holdings Ltd. | 1,912,813 | |
5,565,000 | China Molybdenum Co., Ltd. Class H | 2,767,465 | |
948,600 | China Pacific Insurance Group Co., Ltd. Class H | 2,103,021 | |
984,000 | China Shineway Pharmaceutical Group Ltd. | 803,898 | |
3,533,000 | China Suntien Green Energy Corp. Ltd. Class H | 1,994,449 | |
32,662,000 | China Tower Corp. Ltd. Class H(2) | 3,811,956 | |
906,500 | China Yongda Automobiles Services Holdings Ltd. | 840,577 | |
1,708,000 | Consun Pharmaceutical Group Ltd. | 995,392 | |
3,666,500 | Dali Foods Group Co. Ltd.(2) | 1,865,893 |
34 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
China - 3.6% - (continued) | |||
155,000 | Ganfeng Lithium Co., Ltd. Class H(2) | $ 1,855,228 | |
392,000 | Haitian International Holdings Ltd. | 964,880 | |
512,500 | Hengan International Group Co., Ltd. | 2,421,984 | |
22,077,000 | Industrial & Commercial Bank of China Ltd. Class H | 13,308,155 | |
587,400 | Livzon Pharmaceutical Group, Inc. Class H | 1,976,819 | |
6,369,000 | Lonking Holdings Ltd. | 1,758,287 | |
129,500 | NetDragon Websoft Holdings Ltd. | 258,871 | |
1,032,500 | Ping An Insurance Group Co. of China Ltd. Class H | 6,526,136 | |
304,000 | Q Technology Group Co., Ltd. | 213,874 | |
159,000 | S-Enjoy Service Group Co., Ltd. | 185,133 | |
201,500 | Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 325,820 | |
1,754,000 | Sinotrans Ltd. Class H | 530,086 | |
838,000 | Sinotruk Hong Kong Ltd. | 1,013,581 | |
1,068,000 | Tianneng Power International Ltd.(1) | 889,786 | |
312,000 | Weichai Power Co., Ltd. Class H | 435,835 | |
1,720,400 | Xinjiang Goldwind Science & Technology Co., Ltd. Class H(1) | 2,445,281 | |
1,117,600 | Xinte Energy Co., Ltd. Class H | 2,427,643 | |
1,268,000 | Yadea Group Holdings Ltd.(2) | 1,911,250 | |
388,000 | Yangtze Optical Fibre and Cable Joint Stock Ltd. Co., Class H(2) | 503,141 | |
814,000 | Yangzijiang Shipbuilding Holdings Ltd. | 531,072 | |
489,000 | Zhongsheng Group Holdings Ltd. | 3,231,222 | |
2,729,600 | Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H(1) | 1,596,012 | |
1,285,400 | ZTE Corp. Class H | 2,698,833 | |
91,479,218 | |||
Denmark - 0.9% | |||
3,710 | AP Moller - Maersk A/S Class B | 10,737,580 | |
133,682 | Pandora A/S(1) | 11,738,134 | |
80,953 | Spar Nord Bank A/S | 1,027,825 | |
23,503,539 | |||
Finland - 0.3% | |||
1,288,700 | Nokia Oyj* | 6,533,799 | |
258,131 | Outokumpu Oyj(1) | 1,267,231 | |
34,854 | TietoEVRY Oyj | 874,390 | |
8,675,420 | |||
France - 4.9% | |||
45,487 | Amundi S.A.(2) | 2,735,134 | |
49,652 | Atos SE | 1,209,600 | |
118,941 | BNP Paribas S.A.(1) | 6,167,254 | |
174,388 | Cie de Saint-Gobain | 10,173,475 | |
23,673 | Cie Generale des Etablissements Michelin SCA | 2,932,136 | |
58,767 | Coface S.A.* | 704,515 | |
49,561 | Derichebourg S.A. | 447,256 | |
9,697 | Eramet S.A.* | 1,292,436 | |
109,887 | Faurecia SE | 2,388,720 | |
8,735 | Fnac Darty S.A. | 432,490 | |
50,957 | Ipsen S.A. | 5,282,395 | |
35,999 | IPSOS | 1,733,029 | |
296,019 | Metropole Television S.A. | 5,493,269 | |
774,563 | Orange S.A. | 9,221,480 | |
197,768 | Rexel S.A.* | 4,051,210 | |
12,552 | Rothschild & Co. | 491,774 | |
292,548 | Sanofi | 30,920,826 | |
15,775 | Societe BIC S.A. | 941,280 | |
270,548 | Societe Generale S.A. | 6,502,362 | |
520,810 | TotalEnergies SE | 25,573,315 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
France - 4.9% - (continued) | |||
2,935 | Trigano S.A. | $ 378,150 | |
206,272 | Valeo S.A. | 3,750,254 | |
125,706 | Valneva SE*(1) | 1,609,405 | |
124,431,765 | |||
Georgia - 0.0% | |||
68,559 | TBC Bank Group plc | 1,087,964 | |
Germany - 2.2% | |||
59,420 | BASF SE | 3,129,234 | |
90,620 | Bayer AG | 5,969,234 | |
35,842 | Bayerische Motoren Werke AG | 2,927,064 | |
57,901 | BioNTech SE ADR* | 8,035,501 | |
54,100 | Ceconomy AG | 185,356 | |
14,143 | Continental AG* | 969,377 | |
144,115 | Covestro AG(2) | 6,204,947 | |
611,412 | Deutsche Bank AG* | 6,113,708 | |
31,400 | DWS Group GmbH & Co. KGaA(2) | 1,033,324 | |
80,780 | Fresenius SE & Co. KGaA | 2,855,408 | |
21,272 | Hochtief AG | 1,287,347 | |
64,033 | K+S AG* | 2,178,561 | |
57,297 | Kloeckner & Co. SE* | 738,086 | |
52,583 | Mercedes-Benz Group AG | 3,670,355 | |
37,960 | Porsche Automobil Holding SE | 3,130,937 | |
211,086 | ProSiebenSat.1 Media SE | 2,428,710 | |
251,499 | Schaeffler AG | 1,350,623 | |
10,598 | Siltronic AG | 995,249 | |
10,484 | Vitesco Technologies Group AG* | 421,325 | |
17,892 | Wacker Chemie AG | 2,838,888 | |
56,463,234 | |||
Hong Kong - 1.8% | |||
2,314,000 | Brilliance China Automotive Holdings Ltd.*(3)(4) | 1,076,348 | |
292,400 | China Gas Holdings Ltd. | 356,426 | |
746,500 | China Overseas Land & Investment Ltd. | 2,306,146 | |
2,126,000 | China Traditional Chinese Medicine Co., Ltd. | 1,035,833 | |
656,303 | CK Asset Holdings Ltd. | 4,449,169 | |
10,000 | Dah Sing Financial Holdings Ltd. | 29,099 | |
6,907,000 | GCL-Poly Energy Holdings Ltd.* | 2,181,845 | |
99,000 | Hang Lung Properties Ltd. | 189,345 | |
735,000 | Henderson Land Development Co., Ltd. | 2,972,352 | |
394,400 | Hongkong Land Holdings Ltd. | 1,839,860 | |
531,000 | Hysan Development Co., Ltd. | 1,566,541 | |
841,500 | JS Global Lifestyle Co., Ltd.(2) | 998,279 | |
276,000 | Kerry Properties Ltd. | 746,341 | |
1,822,000 | Kunlun Energy Co., Ltd. | 1,512,054 | |
4,450,000 | Pacific Basin Shipping Ltd. | 2,041,707 | |
929,000 | PAX Global Technology Ltd. | 800,833 | |
720,000 | Sino Land Co., Ltd. | 951,683 | |
1,523,000 | SITC International Holdings Co., Ltd. | 5,063,165 | |
850,000 | SSY Group Ltd. | 417,537 | |
390,000 | Sun Hung Kai Properties Ltd. | 4,491,663 | |
280,000 | Swire Pacific Ltd. Class A | 1,594,854 | |
708,800 | Swire Properties Ltd. | 1,698,680 | |
1,242,000 | Untrade Youyuan(1)(3)(4) | — | |
668,000 | Wharf Real Estate Investment Co., Ltd. | 3,147,995 | |
1,956,000 | Xinyi Glass Holdings Ltd. | 4,328,259 | |
45,796,014 | |||
Hungary - 0.2% | |||
58,901 | OTP Bank Nyrt* | 1,774,491 | |
161,929 | Richter Gedeon Nyrt | 3,230,820 | |
5,005,311 |
35 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Indonesia - 0.4% | |||
7,658,700 | Industri Jamu Dan Farmasi Sido Muncul Tbk PT | $ 496,598 | |
33,452,700 | Telkom Indonesia Persero Tbk PT | 10,660,928 | |
11,157,526 | |||
Ireland - 0.4% | |||
1,218,668 | AIB Group plc* | 2,647,112 | |
819,529 | Bank of Ireland Group plc* | 4,966,924 | |
129,726 | Kenmare Resources plc | 765,724 | |
38,331 | Smurfit Kappa Group plc | 1,619,706 | |
9,999,466 | |||
Isle of Man - 0.1% | |||
498,877 | Strix Group plc | 1,323,631 | |
Israel - 1.7% | |||
296,201 | Bank Leumi Le-Israel BM | 3,108,554 | |
234,697 | Check Point Software Technologies Ltd.* | 29,639,884 | |
167,700 | Plus500 Ltd. | 3,265,608 | |
295,027 | Teva Pharmaceutical Industries Ltd.* | 2,569,685 | |
76,112 | ZIM Integrated Shipping Services Ltd. | 4,234,111 | |
42,817,842 | |||
Italy - 1.2% | |||
364,471 | Anima Holding S.p.A.(2) | 1,775,971 | |
166,767 | Azimut Holding S.p.A. | 3,539,775 | |
1,343,161 | Eni S.p.A. | 18,775,766 | |
457,876 | Intesa Sanpaolo S.p.A. | 933,022 | |
130,412 | Prysmian S.p.A. | 4,241,638 | |
90,142 | RAI Way S.p.A.(2) | 529,983 | |
170,981 | UniCredit S.p.A. | 1,582,443 | |
18,464 | Unieuro S.p.A.(2) | 308,293 | |
31,686,891 | |||
Japan - 17.5% | |||
94,500 | ADEKA Corp. | 1,812,339 | |
219,600 | AGC, Inc. | 8,232,674 | |
162,500 | Air Water, Inc. | 2,156,846 | |
158,600 | Aisin Corp. | 4,607,418 | |
153,700 | Alps Electric Co., Ltd. | 1,360,647 | |
75,400 | Asahi Diamond Industrial Co., Ltd. | 330,402 | |
80,000 | Asahi Holdings, Inc. | 1,269,877 | |
312,900 | Asahi Kasei Corp. | 2,567,247 | |
2,038,700 | Astellas Pharma, Inc. | 31,040,665 | |
25,700 | Canon Electronics, Inc. | 294,307 | |
428,100 | Citizen Watch Co., Ltd. | 1,615,695 | |
83,900 | CKD Corp. | 1,086,481 | |
17,900 | Daido Steel Co., Ltd. | 510,594 | |
26,900 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 410,536 | |
13,600 | Daito Pharmaceutical Co., Ltd. | 272,028 | |
234,000 | Daiwabo Holdings Co., Ltd. | 3,027,901 | |
41,800 | Dexerials Corp. | 916,563 | |
57,700 | DIC Corp. | 1,100,265 | |
46,800 | Dowa Holdings Co., Ltd. | 1,990,901 | |
36,000 | Eagle Industry Co., Ltd. | 286,844 | |
184,900 | ENEOS Holdings, Inc. | 650,591 | |
61,600 | Exedy Corp. | 733,540 | |
104,600 | FCC Co., Ltd. | 1,044,838 | |
98,100 | Ferrotec Holdings Corp. | 1,798,895 | |
24,100 | Goldcrest Co., Ltd. | 313,446 | |
64,200 | GS Yuasa Corp. | 1,113,251 | |
29,400 | G-Tekt Corp. | 282,980 | |
33,700 | GungHo Online Entertainment, Inc. | 687,559 | |
237,400 | Hachijuni Bank Ltd. | 782,883 | |
26,300 | Hamakyorex Co., Ltd. | 589,759 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Japan - 17.5% - (continued) | |||
247,600 | Haseko Corp. | $ 2,712,960 | |
226,500 | Hazama Ando Corp. | 1,573,689 | |
106,900 | Hokuetsu Kishu Paper Co., Ltd. | 547,651 | |
402,400 | Honda Motor Co., Ltd. | 10,584,549 | |
57,400 | Hosiden Corp. | 547,373 | |
1,211,600 | Inpex Corp. | 14,415,817 | |
408,300 | Isuzu Motors Ltd. | 4,763,138 | |
264,000 | ITOCHU Corp. | 7,967,777 | |
210,000 | Iyo Bank Ltd. | 1,018,268 | |
47,200 | Japan Post Insurance Co., Ltd. | 763,214 | |
173,100 | JTEKT Corp. | 1,206,839 | |
122,000 | Kajima Corp. | 1,359,627 | |
119,000 | Kamigumi Co., Ltd. | 2,020,489 | |
77,600 | Kanamoto Co., Ltd.(1) | 1,159,608 | |
63,800 | Kandenko Co., Ltd. | 404,594 | |
61,300 | Kaneka Corp. | 1,640,238 | |
33,600 | Kanematsu Corp. | 347,260 | |
999,600 | KDDI Corp. | 33,101,444 | |
19,800 | KH Neochem Co., Ltd. | 374,561 | |
29,600 | Kinden Corp. | 350,746 | |
26,400 | Kintetsu World Express, Inc. | 628,914 | |
18,100 | Kissei Pharmaceutical Co., Ltd. | 358,166 | |
251,300 | Kobe Steel Ltd.(1) | 1,089,472 | |
22,000 | Kohnan Shoji Co., Ltd. | 637,125 | |
26,400 | Komeri Co., Ltd. | 557,651 | |
29,600 | Kumagai Gumi Co., Ltd. | 617,718 | |
29,700 | Kureha Corp. | 2,231,377 | |
31,200 | Kyokuto Kaihatsu Kogyo Co., Ltd. | 314,553 | |
45,600 | Kyudenko Corp. | 1,034,111 | |
36,700 | Makino Milling Machine Co., Ltd. | 1,130,850 | |
679,100 | Marubeni Corp. | 7,412,794 | |
573,700 | Mazda Motor Corp.* | 4,073,702 | |
25,800 | Meidensha Corp. | 467,217 | |
39,500 | Micronics Japan Co., Ltd. | 462,275 | |
691,300 | Mitsubishi Chemical Holdings Corp. | 4,215,298 | |
139,400 | Mitsubishi Gas Chemical Co., Inc. | 2,035,653 | |
293,900 | Mitsubishi Motors Corp.* | 735,047 | |
1,409,700 | Mitsubishi UFJ Financial Group, Inc. | 8,195,112 | |
22,200 | Mitsuboshi Belting Ltd. | 340,051 | |
416,700 | Mitsui & Co., Ltd. | 10,090,719 | |
145,500 | Mitsui Chemicals, Inc. | 3,324,367 | |
26,300 | Mitsui Mining & Smelting Co., Ltd. | 665,012 | |
304,400 | Mitsui OSK Lines Ltd. | 7,126,341 | |
34,600 | Mitsui Sugar Co., Ltd. | 514,594 | |
35,400 | Mizuno Corp. | 582,561 | |
105,800 | Musashi Seimitsu Industry Co., Ltd. | 1,075,198 | |
88,300 | Nagase & Co., Ltd. | 1,265,341 | |
159,400 | NGK Spark Plug Co., Ltd. | 2,446,028 | |
229,000 | NHK Spring Co., Ltd. | 1,479,095 | |
16,200 | Nichias Corp. | 290,943 | |
10,868 | Nichirin Co., Ltd. | 130,069 | |
169,600 | Nikon Corp. | 1,905,765 | |
96,950 | Nippon Light Metal Holdings Co., Ltd. | 1,242,168 | |
26,600 | Nippon Seiki Co., Ltd. | 192,559 | |
29,400 | Nippon Shokubai Co., Ltd. | 1,182,801 | |
23,700 | Nippon Soda Co., Ltd. | 626,787 | |
983,900 | Nippon Telegraph & Telephone Corp. | 28,994,883 | |
145,500 | Nippon Yusen KK | 10,496,951 | |
53,300 | Nishio Rent All Co., Ltd. | 1,150,373 | |
15,000 | Nisshin Oillio Group Ltd. | 339,469 | |
22,200 | Nitta Corp. | 471,321 | |
26,800 | Nojima Corp. | 539,013 | |
137,100 | NOK Corp. | 1,166,484 | |
869,200 | Nomura Holdings, Inc. | 3,346,814 |
36 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Japan - 17.5% - (continued) | |||
12,400 | Noritake Co. Ltd. | $ 393,783 | |
433,100 | Obayashi Corp. | 2,978,488 | |
514,400 | Oji Holdings Corp. | 2,436,714 | |
1,317,400 | Ono Pharmaceutical Co., Ltd. | 33,844,718 | |
62,600 | Oracle Corp. | 4,022,760 | |
28,500 | Oyo Corp. | 432,554 | |
759,200 | Panasonic Corp. | 6,766,897 | |
238,100 | Penta-Ocean Construction Co., Ltd. | 1,165,020 | |
36,000 | Piolax, Inc. | 419,994 | |
198,500 | Press Kogyo Co., Ltd. | 596,373 | |
807,500 | Renesas Electronics Corp.* | 8,622,454 | |
159,600 | Rengo Co., Ltd. | 944,920 | |
34,600 | Rohm Co., Ltd. | 2,417,186 | |
68,000 | Rohto Pharmaceutical Co., Ltd. | 1,815,909 | |
20,900 | Rorze Corp. | 1,825,803 | |
132,300 | SBI Holdings, Inc. | 2,959,168 | |
82,100 | SCREEN Holdings Co., Ltd. | 6,709,969 | |
18,600 | SEC Carbon Ltd.(1) | 786,851 | |
122,700 | Seino Holdings Co., Ltd. | 1,002,331 | |
119,000 | Sekisui House Ltd. | 2,066,785 | |
42,300 | Sekisui Jushi Corp. | 578,384 | |
51,200 | Senko Group Holdings Co., Ltd. | 346,260 | |
23,000 | Shima Seiki Manufacturing Ltd. | 328,152 | |
196,900 | Shimizu Corp. | 1,032,472 | |
30,800 | Shinko Electric Industries Co., Ltd. | 1,327,638 | |
70,600 | Shinnihon Corp. | 387,514 | |
108,700 | Shizuoka Bank Ltd. | 703,297 | |
48,800 | Showa Denko KK | 949,568 | |
43,000 | Sintokogio Ltd. | 226,314 | |
29,500 | SK-Electronics Co., Ltd. | 178,227 | |
327,100 | SKY Perfect JSAT Holdings, Inc. | 1,059,611 | |
486,200 | Sumco Corp. | 7,002,088 | |
15,900 | Sumitomo Bakelite Co., Ltd. | 521,697 | |
345,500 | Sumitomo Chemical Co., Ltd. | 1,469,137 | |
125,600 | Sumitomo Corp. | 1,987,448 | |
382,200 | Sumitomo Electric Industries Ltd. | 4,108,965 | |
115,500 | Sumitomo Forestry Co., Ltd. | 1,767,016 | |
87,700 | Sumitomo Heavy Industries Ltd. | 1,855,853 | |
382,700 | Sumitomo Mitsui Financial Group, Inc. | 11,562,873 | |
140,800 | Sumitomo Rubber Industries Ltd. | 1,220,424 | |
33,600 | Sumitomo Seika Chemicals Co., Ltd. | 788,747 | |
121,400 | Taisei Corp. | 3,288,483 | |
63,600 | TBS Holdings, Inc. | 834,602 | |
70,100 | Teijin Ltd. | 749,108 | |
107,100 | Toagosei Co., Ltd. | 879,755 | |
31,900 | Toho Holdings Co., Ltd. | 517,824 | |
41,700 | Tokai Rika Co., Ltd. | 439,359 | |
8,200 | Tokyo Electron Ltd. | 3,459,961 | |
62,200 | Tokyo Seimitsu Co., Ltd. | 2,139,734 | |
124,700 | Tokyo Steel Manufacturing Co., Ltd. | 1,290,644 | |
210,100 | Toppan, Inc. | 3,472,883 | |
74,800 | Topre Corp. | 634,195 | |
275,200 | Toray Industries, Inc. | 1,304,251 | |
70,200 | Tosoh Corp. | 969,358 | |
41,900 | Towa Corp. | 650,193 | |
38,200 | Toyo Ink SC Holdings Co., Ltd. | 568,813 | |
120,100 | Toyo Seikan Group Holdings Ltd. | 1,299,047 | |
87,600 | Toyo Tire Corp. | 1,004,767 | |
21,400 | Toyoda Gosei Co., Ltd. | 311,627 | |
36,100 | Toyota Boshoku Corp. | 575,341 | |
339,400 | Toyota Motor Corp. | 5,815,180 | |
148,900 | Toyota Tsusho Corp. | 5,349,562 | |
44,400 | TPR Co., Ltd. | 425,538 | |
151,600 | TS Tech Co., Ltd. | 1,582,040 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Japan - 17.5% - (continued) | |||
34,400 | Tsubakimoto Chain Co. | $ 785,509 | |
46,400 | Tsugami Corp. | 432,098 | |
20,200 | Tv Tokyo Holdings Corp. | 315,946 | |
22,300 | Ulvac, Inc. | 873,823 | |
92,000 | Wakita & Co., Ltd. | 765,533 | |
322,100 | Yamaha Motor Co., Ltd. | 6,649,975 | |
52,900 | Yokogawa Bridge Holdings Corp. | 775,804 | |
104,500 | Yokohama Rubber Co., Ltd. | 1,399,108 | |
54,500 | Yurtec Corp. | 287,866 | |
448,388,845 | |||
Luxembourg - 0.2% | |||
44,886 | Aperam S.A. | 1,732,486 | |
3,534 | Brederode S.A. | 448,789 | |
66,373 | RTL Group S.A. | 3,451,226 | |
5,632,501 | |||
Malaysia - 0.3% | |||
350,500 | Heineken Malaysia Bhd | 1,908,085 | |
337,797 | Lynas Corp. Ltd.* | 2,119,732 | |
944,900 | RHB Bank Bhd | 1,353,741 | |
3,947,200 | Westports Holdings Bhd | 3,572,291 | |
8,953,849 | |||
Mexico - 0.8% | |||
2,641,701 | Bolsa Mexicana de Valores S.A.B. de C.V.(1) | 5,288,192 | |
2,296,000 | Concentradora Fibra Danhos S.A. de C.V. REIT | 2,577,677 | |
658,100 | Gentera S.A.B. de C.V.* | 513,412 | |
1,519,200 | GMexico Transportes S.A.B. de C.V.(2) | 2,853,548 | |
13,106 | Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR | 2,015,572 | |
5,611,733 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 7,809,924 | |
221,100 | Orbia Advance Corp. S.A.B. de C.V. | 531,554 | |
2 | Urbi Desarrollos Urbanos S.A.B. de C.V.* | 1 | |
21,589,880 | |||
Netherlands - 2.1% | |||
583,528 | ABN Amro Bank N.V. ADR(1)(2) | 7,253,931 | |
1,337,485 | Aegon N.V. | 6,934,431 | |
84,464 | AMG Advanced Metallurgical Group N.V.(1) | 3,302,706 | |
145,426 | ASR Nederland N.V. | 6,609,419 | |
18,470 | EXOR N.V. | 1,281,722 | |
916,793 | ING Groep N.V.(1) | 8,685,889 | |
174,797 | NN Group N.V. | 8,561,834 | |
440,234 | PostNL N.V.(1) | 1,442,544 | |
100,891 | Signify N.V.(2) | 4,268,455 | |
470,940 | Stellantis N.V.(1) | 6,322,674 | |
54,663,605 | |||
Norway - 2.2% | |||
307,413 | Aker BP ASA(1) | 11,014,256 | |
860,389 | Equinor ASA | 29,080,772 | |
186,850 | Frontline Ltd.* | 1,547,519 | |
679,771 | Norsk Hydro ASA | 5,708,391 | |
155,142 | Yara International ASA | 7,888,693 | |
55,239,631 | |||
Poland - 0.4% | |||
104,670 | KGHM Polska Miedz S.A. | 3,385,888 | |
975,122 | Powszechna Kasa Oszczednosci Bank Polski S.A.* | 7,196,926 | |
10,582,814 | |||
Portugal - 0.3% | |||
663,105 | Galp Energia SGPS S.A. | 8,071,077 |
37 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Russia - 0.0% | |||
199,598 | RusHydro PJSC ADR(3)(4) | $ — | |
Singapore - 0.7% | |||
237,600 | DBS Group Holdings Ltd. | 5,764,323 | |
773,400 | Oversea-Chinese Banking Corp. Ltd. | 6,866,697 | |
712,100 | UOL Group Ltd. | 3,741,752 | |
814,000 | Yangzijiang Financial Holding | 320,785 | |
16,693,557 | |||
South Africa - 1.4% | |||
76,147 | AECI Ltd. | 490,996 | |
38,609 | Anglo American Platinum Ltd. | 4,289,786 | |
771,860 | AVI Ltd. | 3,361,141 | |
84,986 | Gold Fields Ltd. ADR | 1,141,362 | |
94,262 | Hudaco Industries Ltd. | 881,921 | |
361,022 | Impala Platinum Holdings Ltd. | 4,669,970 | |
92,152 | Kumba Iron Ore Ltd. | 3,059,307 | |
182,986 | MultiChoice Group Ltd. | 1,498,185 | |
1,623,339 | Netcare Ltd. | 1,567,574 | |
199,688 | Northam Platinum Holdings Ltd.* | 2,389,301 | |
80,499 | Royal Bafokeng Platinum Ltd. | 805,372 | |
263,096 | Standard Bank Group Ltd. | 2,788,161 | |
303,456 | Truworths International Ltd. | 1,080,663 | |
885,274 | Vodacom Group Ltd. | 8,519,483 | |
36,543,222 | |||
South Korea - 5.9% | |||
12,006 | AfreecaTV Co., Ltd. | 1,029,116 | |
30,450 | Asia Paper Manufacturing Co., Ltd. | 1,071,937 | |
70,546 | BH Co., Ltd. | 1,498,693 | |
4,478 | CJ CheilJedang Corp. | 1,408,200 | |
36,255 | Coway Co., Ltd. | 2,030,646 | |
19,133 | Daesang Corp.* | 382,512 | |
84,741 | Daewoo Engineering & Construction Co., Ltd.* | 449,223 | |
76,907 | DB HiTek Co., Ltd. | 4,033,622 | |
48,189 | Dongkuk Steel Mill Co., Ltd. | 704,666 | |
28,576 | Eugene Technology Co., Ltd. | 961,204 | |
31,308 | Fila Holdings Corp. | 799,950 | |
110,742 | Hana Financial Group, Inc. | 4,111,486 | |
18,238 | Handsome Co., Ltd. | 508,578 | |
70,539 | Hankook Tire & Technology Co., Ltd. | 1,936,067 | |
10,274 | Hansol Chemical Co., Ltd. | 1,976,761 | |
174,707 | Hanwha Chemical Corp.* | 4,391,075 | |
57,065 | HMM Co., Ltd.* | 1,264,886 | |
1,217 | Hyosung Advanced Materials Corp. | 453,019 | |
6,257 | Hyosung Corp. | 409,749 | |
1,807 | Hyosung TNC Corp. | 583,872 | |
27,797 | Hyundai Department Store Co., Ltd. | 1,654,391 | |
9,389 | Hyundai Glovis Co., Ltd. | 1,538,285 | |
6,416 | Hyundai Home Shopping Network Corp. | 305,889 | |
29,235 | Hyundai Mobis Co., Ltd. | 4,756,157 | |
10,730 | Hyundai Motor Co. | 1,556,791 | |
11,716 | Hyundai Wia Corp. | 598,157 | |
30,973 | INTOPS Co., Ltd. | 915,665 | |
94,761 | KB Financial Group, Inc. | 4,408,668 | |
144,525 | Kia Corp. | 9,479,430 | |
7,236 | KIWOOM Securities Co., Ltd.* | 540,018 | |
15,866 | Kolon Industries, Inc. | 772,788 | |
120,753 | KT Corp. | 3,399,951 | |
59,066 | KT Skylife Co., Ltd. | 429,023 | |
55,238 | LG Corp. | 3,189,905 | |
84,654 | LG Electronics, Inc. | 7,666,864 | |
20,664 | LG Innotek Co., Ltd. | 5,606,930 | |
198,506 | LG Uplus Corp. | 2,192,934 | |
21,160 | Lotte Chemical Corp. | 3,265,867 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
South Korea - 5.9% - (continued) | |||
37,058 | LOTTE Fine Chemical Co., Ltd. | $ 2,379,102 | |
88,082 | NH Investment & Securities Co., Ltd.* | 751,753 | |
10,364 | Osstem Implant Co., Ltd. | 928,304 | |
469,108 | Samsung Electronics Co., Ltd. | 25,000,428 | |
5,406 | Samsung Electronics Co., Ltd. GDR | 7,061,649 | |
32,897 | Samsung Securities Co., Ltd. | 1,027,434 | |
20,741 | SD Biosensor, Inc. | 741,995 | |
634,176 | Seohee Construction Co., Ltd. | 932,616 | |
12,783 | SFA Engineering Corp. | 400,046 | |
13,569 | Shindaeyang Paper Co., Ltd.* | 1,008,066 | |
29,771 | Shinhan Financial Group Co., Ltd. | 989,130 | |
19,705 | Silicon Works Co., Ltd. | 2,033,140 | |
138,948 | SK Hynix, Inc. | 12,175,749 | |
42,967 | SK Innovation Co., Ltd.* | 6,838,458 | |
54,271 | SK Telecom Co., Ltd. | 2,448,067 | |
15,995 | S-Oil Corp. | 1,308,676 | |
16,337 | Spigen Korea Co., Ltd. | 576,270 | |
24,557 | TES Co., Ltd. | 537,994 | |
4,195 | Tokai Carbon Korea Co., Ltd. | 466,391 | |
17,949 | Wonik IPS Co., Ltd. | 562,023 | |
13,319 | Youngone Corp. | 501,982 | |
10,343 | Youngone Holdings Co., Ltd.* | 420,752 | |
151,373,000 | |||
Spain - 2.4% | |||
68,192 | Acerinox S.A. | 718,009 | |
119,821 | Atresmedia Corp. de Medios de Comunicacion S.A.(1) | 458,355 | |
1,701,506 | Banco Bilbao Vizcaya Argentaria S.A.(1) | 8,928,229 | |
514,588 | CaixaBank S.A.(1) | 1,661,036 | |
53,723 | CIE Automotive S.A. | 1,171,260 | |
305,678 | Mediaset Espana Comunicacion S.A.* | 1,367,900 | |
874,960 | Prosegur Cash S.A.(2) | 649,820 | |
1,337,908 | Red Electrica Corp. S.A. | 26,937,774 | |
1,225,044 | Repsol S.A. | 18,275,056 | |
165,494 | Sacyr S.A. | 445,776 | |
60,613,215 | |||
Sweden - 3.6% | |||
17,394 | Bure Equity AB | 410,178 | |
1,192,733 | Essity AB Class B | 31,453,541 | |
351,670 | Lundin Energy AB | 14,540,094 | |
85,627 | Nobia AB | 336,042 | |
1,146,318 | Skandinaviska Enskilda Banken AB Class A | 12,854,919 | |
721,122 | SKF AB Class B(1) | 11,777,855 | |
758,157 | Swedbank AB Class A | 11,993,468 | |
625,232 | Telefonaktiebolaget LM Ericsson Class B | 4,987,615 | |
107,932 | Thule Group AB(1)(2) | 3,743,848 | |
92,097,560 | |||
Switzerland - 4.5% | |||
1,138,958 | Credit Suisse Group AG | 7,730,469 | |
203,487 | Ferrexpo plc | 417,847 | |
213,989 | Julius Baer Group Ltd. | 10,226,068 | |
313,174 | Novartis AG | 27,674,949 | |
75,371 | Roche Holding AG | 27,948,601 | |
45,174 | Swisscom AG | 26,711,422 | |
860,242 | UBS Group AG | 14,604,011 | |
115,313,367 | |||
Taiwan - 7.3% | |||
1,150,000 | ASE Technology Holding Co., Ltd. | 3,668,916 | |
169,000 | Asustek Computer, Inc. | 2,032,785 | |
5,220,000 | AU Optronics Corp. | 2,981,604 | |
252,000 | Catcher Technology Co., Ltd. | 1,233,110 | |
2,580,000 | Cathay Financial Holding Co., Ltd. | 5,424,610 |
38 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Taiwan - 7.3% - (continued) | |||
281,000 | Chia Chang Co., Ltd. | $ 428,559 | |
954,000 | Chicony Electronics Co., Ltd. | 2,653,666 | |
619,000 | Chipbond Technology Corp. | 1,391,846 | |
443,000 | ChipMOS Technologies, Inc. | 689,087 | |
12,947 | ChipMOS Technologies, Inc. ADR(1) | 403,558 | |
561,000 | Compeq Manufacturing Co., Ltd. | 856,024 | |
421,000 | Elan Microelectronics Corp. | 2,123,574 | |
271,000 | Elite Material Co., Ltd. | 2,003,933 | |
1,454,000 | Evergreen Marine Corp. Taiwan Ltd. | 6,989,280 | |
107,000 | FocalTech Systems Co., Ltd. | 411,341 | |
1,215,000 | Fubon Financial Holding Co., Ltd. | 3,050,763 | |
271,000 | Fusheng Precision Co., Ltd. | 1,994,286 | |
135,000 | General Interface Solution Holding Ltd. | 415,212 | |
356,000 | Gigabyte Technology Co., Ltd. | 1,277,215 | |
167,000 | Globalwafers Co., Ltd. | 2,910,406 | |
1,238,829 | Hannstar Board Corp. | 1,601,567 | |
62,285 | Himax Technologies, Inc. ADR(1) | 559,942 | |
5,775,000 | Innolux Corp. | 2,629,731 | |
92,000 | International Games System Co., Ltd. | 2,258,791 | |
899,000 | King Yuan Electronics Co., Ltd. | 1,217,363 | |
82,000 | Lotes Co., Ltd. | 2,005,396 | |
2,416,000 | Macronix International Co., Ltd. | 3,074,098 | |
282,000 | MediaTek, Inc. | 7,774,170 | |
311,000 | Micro-Star International Co., Ltd. | 1,255,844 | |
643,000 | Nan Ya Printed Circuit Board Corp. | 8,540,612 | |
107,000 | Nien Made Enterprise Co., Ltd. | 1,126,961 | |
1,054,000 | Novatek Microelectronics Corp. | 13,942,912 | |
106,000 | O-TA Precision Industry Co., Ltd. | 508,282 | |
82,000 | Parade Technologies Ltd. | 3,899,640 | |
757,000 | Pegatron Corp. | 1,793,430 | |
696,000 | Powertech Technology, Inc. | 2,186,884 | |
318,000 | Radiant Opto-Electronics Corp. | 1,096,425 | |
87,000 | Raydium Semiconductor Corp. | 1,416,213 | |
577,000 | Realtek Semiconductor Corp. | 7,829,609 | |
35,266 | Silicon Motion Technology Corp. ADR | 2,677,747 | |
191,000 | Simplo Technology Co., Ltd. | 1,876,934 | |
1,198,000 | Sino-American Silicon Products, Inc. | 5,962,823 | |
1,734,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 31,355,306 | |
238,000 | Taiwan Surface Mounting Technology Corp. | 834,829 | |
290,000 | Taiwan Union Technology Corp. | 748,835 | |
193,000 | Topco Scientific Co., Ltd. | 1,086,618 | |
310,000 | Tripod Technology Corp. | 1,292,573 | |
218,000 | TXC Corp. | 663,324 | |
1,148,000 | Unimicron Technology Corp. | 8,052,215 | |
762,000 | United Microelectronics Corp. | 1,210,505 | |
524,000 | USI Corp. | 509,945 | |
1,747,000 | Vanguard International Semiconductor Corp. | 6,146,883 | |
469,000 | Wan Hai Lines Ltd. | 2,273,349 | |
5,949,000 | Winbond Electronics Corp. | 5,370,892 | |
443,000 | Wisdom Marine Lines Co., Ltd. | 1,363,150 | |
215,000 | WT Microelectronics Co., Ltd. | 518,162 | |
245,000 | Yageo Corp. | 3,306,894 | |
634,000 | Yang Ming Marine Transport Corp.* | 2,644,998 | |
152,000 | Zhen Ding Technology Holding Ltd. | 538,198 | |
186,091,825 | |||
Thailand - 0.9% | |||
1,564,500 | Bangkok Bank PCL NVDR | 5,900,970 | |
1,174,000 | Kasikornbank PCL NVDR | 5,196,960 | |
3,865,800 | Krung Thai Bank PCL NVDR | 1,704,276 | |
1,976,300 | PTT Exploration & Production PCL NVDR | 8,647,126 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
Thailand - 0.9% - (continued) | |||
617,500 | Sri Trang Agro-Industry PCL NVDR | $ 452,969 | |
3,943,700 | TTW PCL NVDR | 1,266,590 | |
23,168,891 | |||
Turkey - 0.6% | |||
129,629 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 257,892 | |
181,398 | Arcelik AS | 821,067 | |
707,100 | BIM Birlesik Magazalar A.S. | 3,972,548 | |
77,490 | Coca-Cola Icecek AS | 642,823 | |
197,371 | Ford Otomotiv Sanayi AS | 3,973,141 | |
391,991 | KOC Holding AS | 1,061,272 | |
267,849 | Tofas Turk Otomobil Fabrikasi AS | 1,418,775 | |
1,279,577 | Turk Telekomunikasyon AS | 868,664 | |
1,703,961 | Turkcell Iletisim Hizmetleri AS | 2,483,371 | |
15,499,553 | |||
United Kingdom - 13.6% | |||
146,967 | A.G. Barr plc | 1,069,080 | |
246,840 | Admiral Group plc | 7,769,854 | |
302,578 | Airtel Africa plc(2) | 553,637 | |
194,414 | AstraZeneca plc | 25,942,852 | |
984,553 | Aviva plc | 5,282,251 | |
5,192,043 | Barclays plc | 9,543,707 | |
1,002,446 | Barratt Developments plc | 6,133,007 | |
736,414 | Beazley plc | 3,996,634 | |
89,745 | Bellway plc | 2,725,759 | |
3,363,760 | BP plc | 16,239,538 | |
963,007 | Britvic plc | 10,377,700 | |
3,644,632 | BT Group plc | 8,082,283 | |
74,848 | Bunzl plc | 2,887,682 | |
325,944 | Central Asia Metals plc | 1,092,073 | |
4,313,209 | Centrica plc* | 4,273,481 | |
269,961 | Crest Nicholson Holdings plc | 849,425 | |
369,295 | Devro plc | 971,154 | |
625,395 | Drax Group plc | 6,320,053 | |
1,068,376 | DS Smith plc | 4,390,241 | |
147,109 | Dunelm Group plc | 1,801,411 | |
1,423,469 | GlaxoSmithKline plc | 32,088,665 | |
49,198 | Global Ship Lease, Inc. Class A | 1,094,164 | |
433,636 | Harbour Energy plc* | 2,719,332 | |
480,482 | Hargreaves Lansdown plc | 5,500,724 | |
3,043,465 | HSBC Holdings plc | 19,052,064 | |
803,695 | IG Group Holdings plc | 8,213,821 | |
4,793,117 | ITV plc* | 4,426,217 | |
198,281 | Johnson Matthey plc | 5,454,372 | |
17,756 | Kape Technologies plc* | 76,267 | |
3,853,485 | Legal & General Group plc | 12,011,679 | |
18,945,362 | Lloyds Banking Group plc | 10,760,259 | |
2,231,318 | Man Group plc | 6,503,237 | |
4,535,126 | Natwest Group plc | 12,166,776 | |
110,957 | Norcros plc | 334,855 | |
262,969 | Pets at Home Group plc | 1,020,741 | |
57,934 | Polar Capital Holdings plc | 403,794 | |
98,849 | Rathbone Brothers plc | 2,610,252 | |
210,978 | Reach plc | 431,369 | |
297,805 | Redrow plc | 1,952,200 | |
231,856 | Rio Tinto plc | 16,382,051 | |
821,567 | Royal Mail plc | 3,521,481 | |
1,227,851 | Shell plc | 33,042,947 | |
1,577,098 | Standard Chartered plc | 10,781,549 | |
217,382 | Subsea 7 S.A.(1) | 1,781,728 | |
468,157 | Synthomer plc | 1,781,318 | |
3,378,974 | Taylor Wimpey plc | 5,314,302 | |
242,439 | TI Fluid Systems plc(2) | 492,684 | |
542,833 | TP ICAP Group plc | 899,648 |
39 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.1% - (continued) | |||
United Kingdom - 13.6% - (continued) | |||
561,828 | Unilever plc | $ 26,119,450 | |
105,777 | Vistry Group plc | 1,103,580 | |
348,343,348 | |||
United States - 0.2% | |||
592,300 | Argonaut Gold, Inc.* | 991,278 | |
148,745 | Bausch Health Cos., Inc.* | 2,826,346 | |
63,550 | Sims Ltd. | 918,863 | |
4,736,487 | |||
Total Common Stocks (cost $2,431,986,852) | $ 2,435,665,635 | ||
PREFERRED STOCKS - 0.4% | |||
Brazil - 0.3% | |||
2,102,553 | Cia de Saneamento do Parana (Preference Shares) | $ 1,658,584 | |
2,975,700 | Itausa S.A. | 5,543,382 | |
62,260 | Unipar Carbocloro S.A. (Preference Shares) | 1,209,070 | |
8,411,036 | |||
Germany - 0.1% | |||
12,042 | Volkswagen AG (Preference Shares) | 1,864,901 | |
Total Preferred Stocks (cost $12,127,734) | $ 10,275,937 | ||
WARRANTS - 0.0% | |||
Malaysia - 0.0% | |||
254,080 | VS Industry Bhd 06/14/2024* | $ 13,423 | |
Total Warrants (cost $—) | $ 13,423 | ||
Total Long-Term Investments (cost $2,444,114,586) | $ 2,445,954,995 | ||
SHORT-TERM INVESTMENTS - 6.7% | |||
Other Investment Pools & Funds - 3.3% | |||
$ 84,508,627 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(5) | $ 84,508,627 | |
Securities Lending Collateral - 3.4% | |||
25,124,732 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(5) | 25,124,732 | |
60,947,423 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(5) | 60,947,423 | |
86,072,155 | |||
Total Short-Term Investments (cost $170,580,782) | $ 170,580,782 | ||
Total Investments (cost $2,614,695,368) | 102.2% | $ 2,616,535,777 | |
Other Assets and Liabilities | (2.2)% | (55,271,211) | |
Total Net Assets | 100.0% | $ 2,561,264,566 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $51,119,589, representing 2.0% of net assets. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2022, the aggregate fair value of these securities are $1,076,348, 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. |
40 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 528 | 06/17/2022 | $ 52,710,240 | $ (1,228,874) | ||||
Total futures contracts | $ (1,228,874) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
8,018,300 | GBP | 10,303,532 | USD | JPM | 05/11/2022 | $ (221,072) | ||||
152,455,000 | ZAR | 10,445,228 | USD | JPM | 05/11/2022 | (803,769) | ||||
107,006,137 | USD | 81,051,200 | GBP | JPM | 05/11/2022 | 5,089,845 | ||||
25,063,530 | USD | 372,266,100 | ZAR | UBS | 05/11/2022 | 1,520,921 | ||||
Total foreign currency contracts | $ 5,585,925 |
41 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 56,543,625 | $ — | $ 56,543,625 | $ — | ||||
Austria | 14,527,707 | — | 14,527,707 | — | ||||
Belgium | 10,718,176 | 226,196 | 10,491,980 | — | ||||
Bermuda | 1,544,702 | 1,544,702 | — | — | ||||
Brazil | 7,410,007 | 7,410,007 | — | — | ||||
Canada | 222,035,231 | 222,035,231 | — | — | ||||
Chile | 5,862,139 | 5,862,139 | — | — | ||||
China | 91,479,218 | — | 91,479,218 | — | ||||
Denmark | 23,503,539 | — | 23,503,539 | — | ||||
Finland | 8,675,420 | — | 8,675,420 | — | ||||
France | 124,431,765 | — | 124,431,765 | — | ||||
Georgia | 1,087,964 | 1,087,964 | — | — | ||||
Germany | 56,463,234 | 10,214,062 | 46,249,172 | — | ||||
Hong Kong | 45,796,014 | 1,566,541 | 43,153,125 | 1,076,348 | ||||
Hungary | 5,005,311 | — | 5,005,311 | — | ||||
Indonesia | 11,157,526 | 11,157,526 | — | — | ||||
Ireland | 9,999,466 | — | 9,999,466 | — | ||||
Isle of Man | 1,323,631 | 1,323,631 | — | — | ||||
Israel | 42,817,842 | 36,443,680 | 6,374,162 | — | ||||
Italy | 31,686,891 | — | 31,686,891 | — | ||||
Japan | 448,388,845 | — | 448,388,845 | — | ||||
Luxembourg | 5,632,501 | — | 5,632,501 | — | ||||
Malaysia | 8,953,849 | 5,480,376 | 3,473,473 | — | ||||
Mexico | 21,589,880 | 21,589,880 | — | — | ||||
Netherlands | 54,663,605 | — | 54,663,605 | — | ||||
Norway | 55,239,631 | — | 55,239,631 | — | ||||
Poland | 10,582,814 | — | 10,582,814 | — | ||||
Portugal | 8,071,077 | — | 8,071,077 | — | ||||
Russia | — | — | — | — | ||||
Singapore | 16,693,557 | 320,785 | 16,372,772 | — | ||||
South Africa | 36,543,222 | 25,143,863 | 11,399,359 | — | ||||
South Korea | 151,373,000 | 928,304 | 150,444,696 | — | ||||
Spain | 60,613,215 | 649,820 | 59,963,395 | — | ||||
Sweden | 92,097,560 | — | 92,097,560 | — | ||||
Switzerland | 115,313,367 | — | 115,313,367 | — | ||||
Taiwan | 186,091,825 | 3,641,247 | 182,450,578 | — | ||||
Thailand | 23,168,891 | 1,266,590 | 21,902,301 | — | ||||
Turkey | 15,499,553 | 9,805,223 | 5,694,330 | — | ||||
United Kingdom | 348,343,348 | 19,820,889 | 328,522,459 | — | ||||
United States | 4,736,487 | 3,817,624 | 918,863 | — | ||||
Preferred Stocks | 10,275,937 | 8,411,036 | 1,864,901 | — | ||||
Warrants | 13,423 | 13,423 | — | — | ||||
Short-Term Investments | 170,580,782 | 170,580,782 | — | — | ||||
Foreign Currency Contracts(2) | 6,610,766 | — | 6,610,766 | — | ||||
Total | $ 2,623,146,543 | $ 570,341,521 | $ 2,051,728,674 | $ 1,076,348 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,024,841) | $ — | $ (1,024,841) | $ — | ||||
Futures Contracts(2) | (1,228,874) | (1,228,874) | — | — | ||||
Total | $ (2,253,715) | $ (1,228,874) | $ (1,024,841) | $ — |
(1) | For the six-month period ended April 30, 2022, investments valued at $590,139 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $6,027,338 were transferred out of Level 3 due to the availability of significant observable inputs. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
42 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% | |||
Argentina - 1.9% | |||
74,411 | MercadoLibre, Inc.* | $ 72,448,782 | |
Austria - 1.2% | |||
1,443,402 | Erste Group Bank AG | 44,941,408 | |
Brazil - 2.7% | |||
24,863,177 | B3 S.A. - Brasil Bolsa Balcao | 66,885,841 | |
8,536,722 | Raia Drogasil S.A. | 36,139,846 | |
103,025,687 | |||
Canada - 4.0% | |||
661,350 | Canadian National Railway Co. | 77,777,416 | |
216,630 | Lululemon Athletica, Inc.* | 76,823,497 | |
154,600,913 | |||
China - 4.4% | |||
6,832,400 | Alibaba Group Holding Ltd.* | 83,339,412 | |
1,839,800 | Tencent Holdings Ltd. | 86,700,364 | |
170,039,776 | |||
Denmark - 1.6% | |||
2,383,417 | Vestas Wind Systems A/S | 60,779,503 | |
France - 3.5% | |||
80,486 | Carrefour S.A. | 1,711,760 | |
633,598 | Legrand S.A. | 56,145,758 | |
536,679 | Schneider Electric SE | 76,996,864 | |
134,854,382 | |||
Germany - 9.6% | |||
720,789 | Bayerische Motoren Werke AG | 58,863,785 | |
2,379,201 | Infineon Technologies AG | 67,529,368 | |
536,034 | Knorr-Bremse AG | 38,227,040 | |
764,773 | SAP SE | 77,506,644 | |
656,318 | Siemens AG | 80,697,562 | |
1,213,879 | Zalando SE*(1) | 47,761,591 | |
370,585,990 | |||
Hong Kong - 3.7% | |||
10,112,200 | AIA Group Ltd. | 99,339,801 | |
988,111 | Hong Kong Exchanges & Clearing Ltd. | 41,914,656 | |
141,254,457 | |||
India - 2.2% | |||
4,641,737 | HDFC Bank Ltd. | 83,216,263 | |
Italy - 3.1% | |||
3,845,066 | FinecoBank Banca Fineco S.p.A. | 53,451,643 | |
33,358,501 | Intesa Sanpaolo S.p.A. | 67,975,170 | |
121,426,813 | |||
Japan - 8.4% | |||
2,642,100 | Bridgestone Corp. | 96,842,699 | |
2,062,700 | Recruit Holdings Co., Ltd. | 74,838,038 | |
149,400 | SMC Corp. | 72,342,485 | |
917,200 | Sony Group Corp. | 79,155,291 | |
323,178,513 | |||
Netherlands - 3.1% | |||
211,005 | ASML Holding N.V. | 119,753,456 | |
Norway - 1.9% | |||
2,148,064 | Equinor ASA | 72,603,625 | |
Spain - 1.7% | |||
5,651,223 | Iberdrola S.A. | 64,937,090 | |
Sweden - 2.1% | |||
7,885,789 | Svenska Handelsbanken AB Class A | 79,538,569 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.2% - (continued) | |||
Switzerland - 13.1% | |||
824,234 | Alcon, Inc. | $ 58,850,972 | |
5,563 | Chocoladefabriken Lindt & Spruengli AG | 62,388,956 | |
492,661 | Cie Financiere Richemont S.A. | 57,242,619 | |
91,033 | Lonza Group AG | 53,676,137 | |
943,328 | Nestle S.A. | 121,778,056 | |
265,873 | Roche Holding AG | 98,589,355 | |
164,468 | Sika AG | 50,238,064 | |
502,764,159 | |||
Taiwan - 3.5% | |||
7,464,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 134,968,858 | |
United Kingdom - 22.2% | |||
907,603 | AstraZeneca plc | 121,111,703 | |
1,731,213 | Bunzl plc | 66,791,276 | |
2,606,543 | Burberry Group plc | 51,441,309 | |
1,316,400 | Diageo plc | 65,673,687 | |
4,501,946 | GlaxoSmithKline plc | 101,485,483 | |
13,741,487 | HSBC Holdings plc | 85,872,319 | |
4,352,451 | National Grid plc | 64,664,240 | |
1,094,440 | Reckitt Benckiser Group plc | 85,350,519 | |
2,189,219 | RELX plc | 65,217,887 | |
3,503,214 | Shell plc | 94,588,330 | |
33,015,251 | Vodafone Group plc | 49,983,735 | |
852,180,488 | |||
United States - 2.3% | |||
40,005 | Booking Holdings, Inc.* | 88,423,452 | |
Total Common Stocks (cost $3,836,612,966) | $ 3,695,522,184 | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Other Investment Pools & Funds - 3.1% | |||
$ 120,370,966 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(2) | $ 120,370,966 | |
Total Short-Term Investments (cost $120,370,966) | $ 120,370,966 | ||
Total Investments (cost $3,956,983,932) | 99.3% | $ 3,815,893,150 | |
Other Assets and Liabilities | 0.7% | 25,840,099 | |
Total Net Assets | 100.0% | $ 3,841,733,249 |
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. |
43 |
April 30, 2022 (Unaudited)
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of this security was $47,761,591, representing 1.2% of net assets. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Argentina | $ 72,448,782 | $ 72,448,782 | $ — | $ — | ||||
Austria | 44,941,408 | — | 44,941,408 | — | ||||
Brazil | 103,025,687 | 103,025,687 | — | — | ||||
Canada | 154,600,913 | 154,600,913 | — | — | ||||
China | 170,039,776 | — | 170,039,776 | — | ||||
Denmark | 60,779,503 | — | 60,779,503 | — | ||||
France | 134,854,382 | — | 134,854,382 | — | ||||
Germany | 370,585,990 | — | 370,585,990 | — | ||||
Hong Kong | 141,254,457 | — | 141,254,457 | — | ||||
India | 83,216,263 | — | 83,216,263 | — | ||||
Italy | 121,426,813 | — | 121,426,813 | — | ||||
Japan | 323,178,513 | — | 323,178,513 | — | ||||
Netherlands | 119,753,456 | — | 119,753,456 | — | ||||
Norway | 72,603,625 | — | 72,603,625 | — | ||||
Spain | 64,937,090 | — | 64,937,090 | — | ||||
Sweden | 79,538,569 | — | 79,538,569 | — | ||||
Switzerland | 502,764,159 | — | 502,764,159 | — | ||||
Taiwan | 134,968,858 | — | 134,968,858 | — | ||||
United Kingdom | 852,180,488 | — | 852,180,488 | — | ||||
United States | 88,423,452 | 88,423,452 | — | — | ||||
Short-Term Investments | 120,370,966 | 120,370,966 | — | — | ||||
Total | $ 3,815,893,150 | $ 538,869,800 | $ 3,277,023,350 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
44 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 81.3% | |||
Asset-Backed - Automobile - 2.3% | |||
$ 1,000,000 | JP Morgan Chase & Co. 3.69%, 02/26/2029(1) | $ 932,444 | |
1,220,716 | Santander Bank Auto Credit-Linked Notes 3.27%, 12/15/2031(1) | 1,195,133 | |
2,127,577 | |||
Asset-Backed - Finance & Insurance - 16.3% | |||
1,573,000 | Ares LXI CLO Ltd. 2.21%, 10/20/2034, 3 mo. USD LIBOR + 1.150%(1)(2) | 1,560,348 | |
1,038,000 | Atlas Senior Loan Fund IX Ltd. 3.61%, 04/20/2028, 3 mo. USD LIBOR + 2.550%(1)(2) | 1,014,265 | |
2,097,000 | Atrium XII 3.94%, 04/22/2027, 3 mo. USD LIBOR + 2.800%(1)(2) | 2,036,520 | |
702,000 | Barings CLO Ltd. 2.13%, 01/20/2032, 3 mo. USD LIBOR + 1.070%(1)(2) | 697,975 | |
EUR 805,000 | Cairn CLO B.V. 0.86%, 10/30/2030, 3 mo. Euribor + 0.860%(3) | 845,042 | |
$ 500,000 | Canyon Capital CLO Ltd. 1.86%, 04/15/2035, 3 mo. USD SOFR + 1.330%(1)(2) | 499,296 | |
516,389 | Carlyle Global Market Strategies CLO Ltd. 2.04%, 01/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) | 512,580 | |
673,000 | Carlyle US CLO Ltd. 3.86%, 10/20/2027, 3 mo. USD LIBOR + 2.800%(1)(2) | 646,077 | |
388,057 | Countrywide Asset-Backed Certificates Trust 5.71%, 05/25/2036(4) | 376,567 | |
EUR 1,102,000 | CVC Cordatus Loan Fund DAC 0.81%, 06/22/2034, 3 mo. Euribor + 0.810%(1)(2) | 1,142,300 | |
$ 1,172,000 | Elmwood CLO Ltd. 1.98%, 04/22/2035, 3 mo. USD LIBOR + 1.340%(1)(2) | 1,168,424 | |
774,000 | Madison Park Funding XIII Ltd. 3.89%, 04/19/2030, 3 mo. USD LIBOR + 2.850%(1)(2) | 747,255 | |
1,036,000 | Magnetite VII Ltd. 3.09%, 01/15/2028, 3 mo. USD LIBOR + 2.050%(1)(2) | 992,904 | |
1,179,756 | TAL Advantage VII LLC 2.05%, 09/20/2045(1) | 1,087,995 | |
321,822 | Treman Park CLO Ltd. 2.13%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2) | 321,279 | |
974,000 | Tricon American Homes 4.88%, 07/17/2038(1) | 912,098 | |
780,000 | Venture CLO Ltd. 2.81%, 10/20/2034, 3 mo. USD LIBOR + 1.750%(1)(2) | 763,083 | |
15,324,008 | |||
Asset-Backed - Home Equity - 2.4% | |||
956,172 | CWHEQ Revolving Home Equity Loan Resecuritization Trust 0.74%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2) | 977,120 | |
CWHEQ Revolving Home Equity Loan Trust | |||
510,220 | 0.69%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2) | 474,170 | |
449,350 | 0.69%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2) | 426,138 | |
81,780 | Home Equity Loan Trust 0.80%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2) | 80,689 | |
351,842 | Option One Mortgage Loan Trust 5.86%, 01/25/2037(5) | 338,945 | |
2,297,062 | |||
Commercial Mortgage-Backed Securities - 13.5% | |||
BDS Ltd. | |||
500,000 | 1.90%, 01/18/2036, 1 mo. USD LIBOR + 1.350%(1)(2) | 485,893 | |
1,346,000 | 2.10%, 03/19/2039, 1 mo. USD SOFR + 1.800%(1) | 1,345,996 | |
1,093,000 | 2.10%, 01/18/2036, 1 mo. USD LIBOR + 1.550%(1)(2) | 1,061,954 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 81.3% - (continued) | |||
Commercial Mortgage-Backed Securities - 13.5% - (continued) | |||
$ 588,901 | BX Commercial Mortgage Trust 2.51%, 03/15/2037, 1 mo. USD LIBOR + 1.951%(1)(2) | $ 577,800 | |
1,015,000 | BX Trust 2.32%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2) | 984,482 | |
1,000,000 | CAMB Commercial Mortgage Trust 3.10%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | 978,786 | |
Citigroup Commercial Mortgage Trust | |||
500,000 | 3.35%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2) | 483,554 | |
1,000,000 | 3.63%, 05/10/2035(1)(4) | 974,001 | |
40,237 | Commercial Mortgage Trust 2.75%, 10/15/2034, 1 mo. USD LIBOR + 2.200%(1)(2) | 39,110 | |
668,000 | Core Mortgage Trust 2.45%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2) | 634,442 | |
Credit Suisse Mortgage Capital Certificates | |||
1,708,000 | 2.70%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2) | 1,674,741 | |
539,000 | 3.20%, 05/15/2036, 1 mo. USD LIBOR + 2.650%(1)(2) | 528,112 | |
775,902 | HPLY Trust 2.90%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2) | 751,132 | |
250,000 | Morgan Stanley Capital Trust 3.10%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2) | 240,610 | |
1,413,000 | MSSG Trust 3.86%, 09/13/2039(1)(4) | 1,290,565 | |
GBP 501,318 | Taurus DAC 1.81%, 05/17/2031, SONIA + 1.650%(1)(2) | 615,067 | |
12,666,245 | |||
Other Asset-Backed Securities - 15.2% | |||
AGL CLO Ltd. | |||
$ 1,822,000 | 2.09%, 01/21/2035, 3 mo. USD SOFR + 1.850%(1)(2) | 1,809,242 | |
586,000 | 2.66%, 07/20/2034, 3 mo. USD LIBOR + 1.600%(1)(2) | 572,643 | |
Arbor Realty Commercial Real Estate Notes Ltd. | |||
500,000 | 1.65%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2) | 491,656 | |
500,000 | 1.90%, 11/15/2036, 1 mo. USD LIBOR + 1.350%(1)(2) | 493,906 | |
500,000 | 2.50%, 05/15/2036, 1 mo. USD LIBOR + 1.950%(1)(2) | 485,944 | |
565,000 | BDS Ltd. 1.62%, 06/16/2036, 1 mo. USD LIBOR + 1.070%(1)(2) | 552,801 | |
1,750,000 | CBAM Ltd. 2.38%, 01/15/2031, 3 mo. USD LIBOR + 1.531%(1)(2) | 1,746,467 | |
1,850,266 | CIFC Funding Ltd. 2.72%, 01/18/2047(1) | 1,706,626 | |
850,000 | Dryden CLO Ltd. 2.16%, 01/15/2031, 3 mo. USD LIBOR + 1.120%(1)(2) | 847,686 | |
1,119,000 | FirstKey Homes Trust 3.64%, 08/17/2037(1) | 1,050,154 | |
1,679,000 | HGI CRE CLO Ltd. 1.60%, 06/16/2036, 1 mo. USD LIBOR + 1.050%(1)(2) | 1,651,867 | |
611,821 | JP Morgan Mortgage Acquisition Trust 4.64%, 11/25/2036(5) | 607,552 | |
991,695 | LCM XXIII Ltd. 2.13%, 10/20/2029, 3 mo. USD LIBOR + 1.070%(1)(2) | 987,497 | |
1,252,000 | OCP CLO Ltd. 2.22%, 01/26/2034, 3 mo. USD LIBOR + 1.240%(1)(2) | 1,243,784 | |
14,247,825 | |||
Whole Loan Collateral CMO - 31.6% | |||
1,174,000 | Bank of America Funding Trust 2.24%, 06/26/2035(1)(4) | 1,179,199 | |
Bellemeade Re Ltd. | |||
859,000 | 3.37%, 03/25/2029, 1 mo. USD LIBOR + 2.700%(1)(2) | 850,885 |
45 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 81.3% - (continued) | |||
Whole Loan Collateral CMO - 31.6% - (continued) | |||
$ 2,485,000 | 3.44%, 09/25/2031, 1 mo. USD SOFR + 3.150%(1)(2) | $ 2,363,918 | |
1,508,000 | 3.52%, 10/25/2029, 1 mo. USD LIBOR + 2.850%(1)(2) | 1,466,803 | |
940,000 | 3.77%, 04/25/2029, 1 mo. USD LIBOR + 3.100%(1)(2) | 922,635 | |
Eagle RE Ltd. | |||
617,000 | 2.34%, 04/25/2034, 1 mo. USD SOFR + 2.050%(1)(2) | 606,865 | |
510,729 | 2.47%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2) | 507,544 | |
1,450,000 | 4.67%, 11/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) | 1,450,797 | |
GBP 147,538 | EMF plc 2.00%, 03/13/2046, 3 mo. GBP LIBOR + 0.980%(2)(3) | 184,695 | |
Home Re Ltd. | |||
$ 1,199,000 | 3.09%, 01/25/2034, 1 mo. USD SOFR + 2.800%(1)(2) | 1,140,304 | |
899,000 | 3.67%, 10/25/2028, 1 mo. USD LIBOR + 3.000%(1)(2) | 894,674 | |
1,933,000 | 3.92%, 05/25/2029, 1 mo. USD LIBOR + 3.250%(1)(2) | 1,936,014 | |
1,134,000 | 4.67%, 10/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) | 1,122,797 | |
500,000 | 4.82%, 10/25/2030, 1 mo. USD LIBOR + 4.150%(1)(2) | 503,844 | |
GBP 439,853 | Landmark Mortgage Securities plc 1.24%, 06/17/2039, 3 mo. GBP LIBOR + 0.200%(2)(3) | 530,820 | |
Newgate Funding plc | |||
579,362 | 1.03%, 12/01/2050, 3 mo. GBP LIBOR + 0.160%(2)(3) | 703,811 | |
431,512 | 1.20%, 12/15/2050, 3 mo. GBP LIBOR + 0.160%(2)(3) | 520,795 | |
$ 976,000 | Oaktown Re II Ltd. 3.52%, 07/25/2028, 1 mo. USD LIBOR + 2.850%(1)(2) | 974,826 | |
34,429 | Oaktown Re III Ltd. 2.07%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | 34,428 | |
500,000 | Oaktown Re V Ltd. 5.92%, 10/25/2030, 1 mo. USD LIBOR + 5.250%(1)(2) | 514,417 | |
Oaktown Re VI Ltd. | |||
1,200,000 | 2.34%, 10/25/2033, 1 mo. USD SOFR + 2.050%(1)(2) | 1,194,401 | |
1,190,000 | 3.29%, 10/25/2033, 1 mo. USD SOFR + 3.000%(1)(2) | 1,149,700 | |
Preston Ridge Partners Mortgage Trust LLC | |||
1,737,729 | 1.79%, 06/25/2026(1)(5) | 1,672,029 | |
416,267 | 2.12%, 01/25/2026(1)(4) | 397,743 | |
777,608 | 2.12%, 03/25/2026(1)(4) | 739,870 | |
1,512,306 | 2.36%, 10/25/2026(1)(5) | 1,457,234 | |
651,884 | 2.49%, 10/25/2026(1)(5) | 619,234 | |
Radnor RE Ltd. | |||
746,440 | 2.62%, 02/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2) | 746,439 | |
1,520,000 | 2.67%, 01/25/2030, 1 mo. USD LIBOR + 2.000%(1)(2) | 1,437,069 | |
702,000 | 3.44%, 12/27/2033, 1 mo. USD SOFR + 3.150%(1)(2) | 652,569 | |
GBP 1,007,415 | Resloc plc 1.20%, 12/15/2043, 3 mo. GBP LIBOR + 0.160%(2)(3) | 1,232,665 | |
29,709,024 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $78,870,066) | $ 76,371,741 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 4.0% | |||
Diversified Financial Services - 2.6% | |||
OneMain Finance Corp. | |||
$ 2,050,000 | 3.50%, 01/15/2027 | $ 1,800,966 | |
643,000 | 8.88%, 06/01/2025 | 674,828 | |
2,475,794 | |||
Insurance - 1.4% | |||
451,000 | MGIC Investment Corp. 5.25%, 08/15/2028 | 423,394 | |
841,000 | NMI Holdings, Inc. 7.38%, 06/01/2025(1) | 876,743 | |
1,300,137 | |||
Total Corporate Bonds (cost $4,039,754) | $ 3,775,931 | ||
U.S. GOVERNMENT AGENCIES - 1.5% | |||
U.S. Government Agencies - 1.5% | |||
FHLMC - 0.4% | |||
395,646 | 2.00%, 09/25/2050(6) | $ 48,765 | |
1,098,263 | 3.00%, 10/25/2050(6) | 180,481 | |
359,941 | 3.50%, 12/25/2050(6) | 66,393 | |
269,773 | 4.00%, 12/15/2047(6) | 51,668 | |
439,991 | 4.00%, 12/25/2050(6) | 74,810 | |
422,117 | |||
FNMA - 0.3% | |||
936,128 | 2.50%, 11/25/2050(6) | 135,882 | |
538,668 | 2.50%, 02/25/2051(6) | 75,735 | |
217,337 | 3.50%, 03/25/2051(6) | 37,229 | |
248,846 | |||
GNMA - 0.8% | |||
809,968 | 2.00%, 10/20/2050(6) | 86,195 | |
1,370,146 | 2.00%, 11/20/2050(6) | 153,828 | |
3,412,208 | 2.50%, 11/20/2050(6) | 448,585 | |
312,327 | 3.00%, 02/20/2051(6) | 48,155 | |
736,763 | |||
Total U.S. Government Agencies (cost $1,244,157) | $ 1,407,726 | ||
U.S. GOVERNMENT SECURITIES - 6.1% | |||
U.S. Treasury Securities - 6.1% | |||
U.S. Treasury Notes - 6.1% | |||
4,979,700 | 1.50%, 02/29/2024 | $ 4,878,161 | |
863,200 | 2.25%, 03/31/2024 | 856,220 | |
Total U.S. Government Securities (cost $5,817,773) | $ 5,734,381 | ||
COMMON STOCKS - 1.3% | |||
Real Estate - 1.3% | |||
29,612 | Invitation Homes, Inc. REIT | $ 1,179,150 | |
Total Common Stocks (cost $1,203,774) | $ 1,179,150 | ||
Total Long-Term Investments (Cost $91,175,524) | $ 88,468,929 | ||
SHORT-TERM INVESTMENTS - 5.9% | |||
Other Investment Pools & Funds - 3.3% | |||
3,099,805 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(7) | $ 3,099,805 |
46 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 5.9% - (continued) | |||
U.S. Treasury Securities - 2.6% | |||
$ 2,480,600 | U.S. Treasury Bills 0.01%, 05/10/2022(8) | $ 2,480,479 | |
Total Short-Term Investments (cost $5,580,284) | $ 5,580,284 | ||
Total Investments (cost $96,755,808) | 100.1% | $ 94,049,213 | |
Other Assets and Liabilities | (0.1)% | (87,534) | |
Total Net Assets | 100.0% | $ 93,961,679 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $70,926,595, representing 75.5% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $4,017,828, representing 4.3% of net assets. |
(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) | Securities disclosed are interest-only strips. |
(7) | Current yield as of period end. |
(8) | The rate shown represents current yield to maturity. |
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 99 | 06/30/2022 | $ 20,870,437 | $ (325,051) | ||||
U.S. Treasury 5-Year Note Future | 50 | 06/30/2022 | 5,633,594 | (171,077) | ||||
Total futures contracts | $ (496,128) |
Foreign Currency Contracts Outstanding at April 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,041,894 | USD | 1,884,796 | EUR | BOA | 07/15/2022 | $ 45,645 | ||||
3,934,422 | USD | 3,015,982 | GBP | JPM | 05/18/2022 | 142,040 | ||||
Total foreign currency contracts | $ 187,685 |
47 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 76,371,741 | $ — | $ 76,371,741 | $ — | ||||
Corporate Bonds | 3,775,931 | — | 3,775,931 | — | ||||
U.S. Government Agencies | 1,407,726 | — | 1,407,726 | — | ||||
U.S. Government Securities | 5,734,381 | — | 5,734,381 | — | ||||
Common Stocks | ||||||||
Real Estate | 1,179,150 | 1,179,150 | — | — | ||||
Short-Term Investments | 5,580,284 | 3,099,805 | 2,480,479 | — | ||||
Foreign Currency Contracts(2) | 187,685 | — | 187,685 | — | ||||
Total | $ 94,236,898 | $ 4,278,955 | $ 89,957,943 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (496,128) | $ (496,128) | $ — | $ — | ||||
Total | $ (496,128) | $ (496,128) | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
48 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.8% | |||
Agriculture - 1.5% | |||
$ 5,996,000 | BAT Capital Corp. 3.56%, 08/15/2027 | $ 5,594,539 | |
Auto Manufacturers - 2.8% | |||
General Motors Financial Co., Inc. | |||
1,690,000 | 1.20%, 10/15/2024 | 1,587,211 | |
3,946,000 | 2.35%, 02/26/2027 | 3,554,830 | |
1,684,000 | Genuine Parts Co. 1.75%, 02/01/2025 | 1,599,785 | |
4,258,000 | Hyundai Capital America 0.88%, 06/14/2024(1) | 3,999,682 | |
10,741,508 | |||
Commercial Banks - 9.7% | |||
Banco Santander S.A. | |||
3,600,000 | 0.70%, 06/30/2024, 12 mo. USD CMT + 0.450%(2)(3) | 3,481,211 | |
2,200,000 | 1.72%, 09/14/2027, 12 mo. USD CMT + 0.900%(2)(3) | 1,936,816 | |
Barclays plc | |||
4,223,000 | 1.01%, 12/10/2024, 12 mo. USD CMT + 0.800%(2)(3) | 4,029,295 | |
2,617,000 | 2.28%, 11/24/2027, 12 mo. USD CMT + 1.050%(2)(3) | 2,356,620 | |
1,844,000 | HSBC Holdings plc 3.97%, 05/22/2030, 3 mo. USD LIBOR + 1.610%(2) | 1,740,446 | |
JP Morgan Chase & Co. | |||
4,756,000 | 2.01%, 03/13/2026, 3 mo. USD SOFR + 1.585%(2) | 4,482,947 | |
2,859,000 | 2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(2) | 2,690,170 | |
6,155,000 | Macquarie Group Ltd. 1.20%, 09/23/2027, 3 mo. USD SOFR + 0.920%(1)(3) | 6,016,120 | |
1,703,000 | NatWest Markets plc 0.80%, 08/12/2024(1) | 1,594,547 | |
4,596,000 | Standard Chartered plc 1.82%, 11/23/2025, 12 mo. USD CMT + 0.950%(1)(2)(3) | 4,301,846 | |
4,616,000 | UniCredit S.p.A. 1.98%, 06/03/2027, 12 mo. USD CMT + 1.200%(1)(2)(3) | 4,068,688 | |
36,698,706 | |||
Diversified Financial Services - 2.1% | |||
6,882,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%, 10/29/2026 | 6,128,627 | |
1,953,000 | Ally Financial, Inc. 2.20%, 11/02/2028 | 1,693,422 | |
7,822,049 | |||
Entertainment - 1.2% | |||
4,627,000 | Magallanes, Inc. 3.76%, 03/15/2027(1) | 4,461,846 | |
Healthcare - Services - 0.6% | |||
2,563,000 | CommonSpirit Health 3.35%, 10/01/2029 | 2,387,637 | |
IT Services - 1.1% | |||
4,991,000 | Kyndryl Holdings, Inc. 2.05%, 10/15/2026(1) | 4,359,729 | |
Packaging & Containers - 1.0% | |||
4,086,000 | Sealed Air Corp. 1.57%, 10/15/2026(1) | 3,645,364 | |
Pharmaceuticals - 0.3% | |||
1,297,000 | CVS Health Corp. 3.75%, 04/01/2030 | 1,240,619 | |
Real Estate Investment Trusts - 2.4% | |||
2,227,000 | Boston Properties L.P. 3.40%, 06/21/2029 | 2,082,139 | |
Crown Castle International Corp. | |||
3,405,000 | 1.05%, 07/15/2026 | 3,008,871 | |
3,266,000 | 1.35%, 07/15/2025 | 3,013,471 | |
1,227,000 | Ventas Realty L.P. 2.65%, 01/15/2025 | 1,189,827 | |
9,294,308 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 25.8% - (continued) | |||
Semiconductors - 1.3% | |||
$ 1,908,000 | Broadcom, Inc. 1.95%, 02/15/2028(1) | $ 1,653,413 | |
Qorvo, Inc. | |||
800,000 | 1.75%, 12/15/2024(1) | 754,672 | |
2,791,000 | 4.38%, 10/15/2029 | 2,592,979 | |
5,001,064 | |||
Software - 1.6% | |||
2,748,000 | Oracle Corp. 2.80%, 04/01/2027 | 2,543,817 | |
3,803,000 | VMware, Inc. 1.00%, 08/15/2024 | 3,578,129 | |
6,121,946 | |||
Telecommunications - 0.2% | |||
881,000 | T-Mobile USA, Inc. 2.40%, 03/15/2029(1) | 771,772 | |
Total Corporate Bonds (cost $106,639,531) | $ 98,141,087 | ||
MUNICIPAL BONDS - 67.3% | |||
Arizona - 0.2% | |||
City of Phoenix, AZ, Civic Improvement Corp. | |||
350,000 | 5.00%, 07/01/2026 | $ 381,181 | |
350,000 | 5.00%, 07/01/2027 | 387,116 | |
768,297 | |||
California - 7.4% | |||
120,000 | California County, CA, Tobacco Securitization Agency 4.00%, 06/01/2022 | 120,158 | |
2,835,000 | California State Health Facs Finance Auth Rev 5.00%, 04/01/2033 | 3,136,231 | |
City of El Cajon, CA | |||
190,000 | 0.93%, 04/01/2024 | 182,272 | |
275,000 | 1.18%, 04/01/2025 | 258,584 | |
City of Los Angeles, CA, Department of Airports | |||
405,000 | 0.85%, 05/15/2026 | 363,287 | |
460,000 | 1.25%, 05/15/2028 | 394,960 | |
70,000 | 5.00%, 05/15/2029 | 79,141 | |
475,000 | 5.00%, 05/15/2030 | 541,000 | |
355,000 | 5.00%, 05/15/2031 | 408,176 | |
County of Sacramento, CA, Airport System Rev | |||
550,000 | 5.00%, 07/01/2032 | 617,671 | |
960,000 | 5.00%, 07/01/2033 | 1,075,940 | |
600,000 | 5.00%, 07/01/2034 | 671,506 | |
10,055,000 | Elk Grove Unified School Dist. 4.00%, 08/01/2048 | 9,897,353 | |
835,000 | Golden State, CA, Tobacco Securitization Corp. 3.00%, 06/01/2046 | 740,840 | |
1,000,000 | Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(4) | 632,073 | |
200,000 | North Orange County, CA, Community College Dist, GO, (NATL Insured) 0.00%, 08/01/2028(4) | 163,933 | |
300,000 | Rialto, CA, Unified School Dist, GO, (AGM Insured) 0.00%, 08/01/2029(4) | 236,613 | |
4,090,000 | San Diego County, CA, Regional Transportation Commission 5.00%, 10/01/2022 | 4,147,854 | |
San Francisco, CA, Community College Dist, GO | |||
310,000 | 1.33%, 06/15/2026 | 287,948 | |
410,000 | 2.02%, 06/15/2029 | 369,825 | |
3,805,000 | Victor Valley Community College Dist. 4.00%, 08/01/2050 | 3,744,155 | |
28,069,520 |
49 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Colorado - 1.0% | |||
$ 950,000 | City & County of Denver, CO, Airport System Rev 5.00%, 11/15/2032 | $ 1,070,654 | |
2,700,000 | Colorado Housing and Finance Auth, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050 | 2,713,210 | |
3,783,864 | |||
Connecticut - 0.5% | |||
1,980,000 | Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 | 2,027,125 | |
Delaware - 0.4% | |||
Delaware Transportation Auth | |||
630,000 | 5.00%, 09/01/2029 | 713,724 | |
285,000 | 5.00%, 07/01/2032 | 331,366 | |
570,000 | 5.00%, 09/01/2033 | 645,672 | |
1,690,762 | |||
District of Columbia - 1.5% | |||
5,225,000 | Dist of Columbia Water & Sewer Auth Rev 5.00%, 10/01/2052 | 5,668,659 | |
Florida - 4.4% | |||
11,440,000 | Broward County, FL, Convention CTR 4.00%, 01/01/2051 | 11,318,356 | |
County of Miami-Dade FL | |||
460,000 | 1.00%, 10/01/2024 | 433,781 | |
440,000 | 1.15%, 10/01/2025 | 404,881 | |
435,000 | County of Miami-Dade FL Aviation Rev 1.23%, 10/01/2025 | 400,131 | |
Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured) | |||
305,000 | 3.00%, 07/01/2051 | 301,436 | |
2,425,000 | 3.00%, 07/01/2052 | 2,383,159 | |
685,000 | 3.50%, 07/01/2051 | 688,362 | |
735,000 | 4.00%, 07/01/2049 | 747,117 | |
16,677,223 | |||
Georgia - 3.7% | |||
Georgia Municipal Association, Inc. | |||
35,000 | 5.00%, 12/01/2027 | 39,348 | |
25,000 | 5.00%, 12/01/2028 | 28,017 | |
80,000 | 5.00%, 12/01/2029 | 89,414 | |
35,000 | 5.00%, 12/01/2033 | 38,649 | |
Main Street, GA, Natural Gas, Inc. | |||
3,945,000 | 4.00%, 08/01/2048(5) | 4,017,629 | |
8,250,000 | 4.00%, 03/01/2050(5) | 8,408,770 | |
1,520,000 | 4.00%, 05/01/2052(5) | 1,548,140 | |
14,169,967 | |||
Illinois - 5.9% | |||
475,000 | Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 5.00%, 01/01/2029 | 513,740 | |
290,000 | Chicago Transit Auth Capital Grant Receipts Rev 5.00%, 06/01/2023 | 298,465 | |
695,000 | Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032 | 822,485 | |
7,735,000 | Chicago, IL, O'Hare International Airport, 5.00%, 01/01/2033 | 8,565,815 | |
Illinois Housing Dev Auth | |||
955,000 | 3.00%, 04/01/2051 | 936,909 | |
7,070,000 | 3.75%, 04/01/2050 | 7,157,648 | |
1,145,000 | 4.50%, 10/01/2048 | 1,181,891 | |
90,000 | Metropolitan Pier & Exposition Auth, IL, (NATL Insured) 0.00%, 06/15/2028(4) | 71,175 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Illinois - 5.9% - (continued) | |||
$ 1,350,000 | Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2022 | $ 1,353,853 | |
Rock Island County, IL, School Dist No. 41, GO, (BAM Insured) | |||
125,000 | 4.00%, 12/01/2023 | 127,652 | |
140,000 | 5.00%, 12/01/2024 | 148,076 | |
320,000 | Southwestern Illinois Dev Auth 6.38%, 11/01/2023 | 332,755 | |
State of Illinois, GO | |||
485,000 | 4.00%, 03/01/2024 | 494,909 | |
410,000 | 5.00%, 03/01/2024 | 425,625 | |
22,430,998 | |||
Indiana - 0.6% | |||
Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured) | |||
1,385,000 | 3.00%, 07/01/2050 | 1,364,541 | |
745,000 | 4.00%, 07/01/2048 | 758,106 | |
2,122,647 | |||
Iowa - 2.0% | |||
Iowa Finance Auth, (GNMA/FNMA/FHLMC Insured) | |||
6,730,000 | 3.00%, 07/01/2051 | 6,579,214 | |
585,000 | 3.25%, 07/01/2050 | 583,013 | |
550,000 | 4.00%, 07/01/2048 | 559,591 | |
7,721,818 | |||
Kentucky - 3.3% | |||
Kentucky Public Energy Auth | |||
6,080,000 | 4.00%, 12/01/2049(5) | 6,166,532 | |
6,265,000 | 4.00%, 02/01/2050(5) | 6,388,584 | |
12,555,116 | |||
Louisiana - 2.7% | |||
240,000 | Louisiana Housing Corp. Rev 4.50%, 12/01/2047 | 247,344 | |
12,250,000 | Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev 2.50%, 04/01/2036 | 10,198,033 | |
10,445,377 | |||
Maine - 0.8% | |||
Maine Municipal Bond Bank | |||
325,000 | 5.00%, 09/01/2029 | 370,717 | |
535,000 | 5.00%, 09/01/2031 | 615,636 | |
415,000 | 5.00%, 09/01/2032 | 476,578 | |
1,425,000 | Maine State Housing Auth 4.00%, 11/15/2048 | 1,448,693 | |
2,911,624 | |||
Massachusetts - 2.5% | |||
6,910,000 | Commonwealth of Massachusetts 3.00%, 02/01/2048 | 5,797,778 | |
1,685,000 | Commonwealth of Massachusetts, GO 5.00%, 01/01/2035 | 1,857,342 | |
Massachusetts Educational Financing Auth | |||
665,000 | 3.17%, 07/01/2025 | 653,187 | |
510,000 | 3.27%, 07/01/2026 | 498,780 | |
560,000 | 3.38%, 07/01/2027 | 545,456 | |
9,352,543 | |||
Mississippi - 0.6% | |||
1,360,000 | Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.25%, 12/01/2050 | 1,355,768 | |
645,000 | State of Mississippi, GO 5.00%, 06/01/2031 | 745,008 | |
2,100,776 |
50 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Missouri - 1.5% | |||
Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured) | |||
$ 1,815,000 | 3.25%, 05/01/2051 | $ 1,805,032 | |
1,000,000 | 3.50%, 11/01/2050 | 1,003,763 | |
1,430,000 | 4.25%, 05/01/2049 | 1,467,158 | |
1,245,000 | 4.75%, 05/01/2049 | 1,294,906 | |
5,570,859 | |||
Nebraska - 1.2% | |||
Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
3,655,000 | 3.00%, 09/01/2050 | 3,606,132 | |
905,000 | 4.00%, 09/01/2048 | 921,132 | |
4,527,264 | |||
Nevada - 0.6% | |||
Nevada Housing Division, (GNMA/FNMA/FHLMC Collateral Insured) | |||
895,000 | 3.00%, 04/01/2051 | 880,194 | |
1,200,000 | 4.00%, 10/01/2049 | 1,223,226 | |
2,103,420 | |||
New Jersey - 1.6% | |||
1,430,000 | Garden State, NJ, Preservation Trust, (AGM Insured) 5.75%, 11/01/2028 | 1,622,299 | |
New Jersey Economic Dev Auth | |||
95,000 | 5.00%, 06/15/2024 | 99,226 | |
70,000 | 5.00%, 03/01/2026 | 71,302 | |
285,000 | 5.00%, 06/15/2027 | 309,070 | |
565,000 | 5.00%, 06/15/2028 | 610,424 | |
New Jersey Transportation Trust Fund Auth | |||
140,000 | 4.00%, 06/15/2035 | 138,076 | |
1,530,000 | 5.00%, 12/15/2028 | 1,676,160 | |
685,000 | 5.50%, 12/15/2022 | 700,747 | |
605,000 | New Jersey Turnpike Auth Rev 5.00%, 01/01/2029 | 668,810 | |
5,896,114 | |||
New Mexico - 1.7% | |||
New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured) | |||
4,045,000 | 3.00%, 01/01/2051 | 3,988,640 | |
1,655,000 | 3.00%, 01/01/2052 | 1,627,596 | |
765,000 | 4.00%, 01/01/2049 | 778,715 | |
6,394,951 | |||
New York - 4.8% | |||
City of New York, NY, GO | |||
760,000 | 5.00%, 08/01/2032 | 882,104 | |
4,210,000 | 5.00%, 08/01/2033 | 4,748,286 | |
2,605,000 | New York City Transitional Finance Auth, Future Tax Secured Rev 5.00%, 05/01/2033 | 2,948,094 | |
6,075,000 | New York State Dormitory Auth 3.00%, 03/15/2038 | 5,408,789 | |
475,000 | New York Transportation Dev Corp. 5.00%, 12/01/2028 | 510,819 | |
Port Auth of New York & New Jersey Rev | |||
750,000 | 5.00%, 07/15/2031 | 844,115 | |
2,585,000 | 5.00%, 07/15/2033 | 2,930,079 | |
18,272,286 | |||
Ohio - 1.8% | |||
Ohio Housing Finance Agency | |||
440,000 | 3.00%, 03/01/2052 | 433,130 | |
3,070,000 | 3.25%, 03/01/2050 | 3,059,699 | |
1,240,000 | 4.50%, 09/01/2048 | 1,278,326 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Ohio - 1.8% - (continued) | |||
Ohio State University | |||
$ 5,000 | 5.00%, 12/01/2030 | $ 5,827 | |
5,000 | 5.00%, 12/01/2031 | 5,894 | |
Ohio Turnpike & Infrastructure Commission Rev | |||
1,680,000 | 0.00%, 02/15/2038(4) | 890,068 | |
1,395,000 | 0.00%, 02/15/2041(4) | 632,698 | |
525,000 | State of Ohio, GO 5.00%, 05/01/2032 | 602,591 | |
6,908,233 | |||
Oklahoma - 0.3% | |||
995,000 | Oklahoma Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 | 1,016,340 | |
Pennsylvania - 2.1% | |||
635,000 | Commonwealth Finance Auth, PA 5.00%, 06/01/2032 | 689,010 | |
1,295,000 | Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 | 1,403,877 | |
1,770,000 | Pennsylvania Housing Finance Agency 3.50%, 04/01/2049 | 1,780,525 | |
Pennsylvania Turnpike Commission Rev | |||
240,000 | 5.00%, 12/01/2026 | 263,692 | |
705,000 | 5.00%, 12/01/2027 | 785,980 | |
300,000 | 5.00%, 12/01/2032 | 345,255 | |
310,000 | 5.00%, 12/01/2033 | 355,362 | |
Philadelphia, PA, Gas Works Co., (AGM Insured) | |||
440,000 | 5.00%, 08/01/2029 | 496,795 | |
910,000 | 5.00%, 08/01/2030 | 1,037,871 | |
820,000 | 5.00%, 08/01/2033 | 932,477 | |
50,000 | Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 03/01/2027 | 54,989 | |
8,145,833 | |||
Rhode Island - 1.5% | |||
5,635,000 | Rhode Island Housing & Mortgage Finance Corp., (GNMA Insured) 3.75%, 10/01/2049 | 5,703,743 | |
South Carolina - 2.3% | |||
6,425,000 | Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048(5) | 6,518,084 | |
2,050,000 | South Carolina Jobs-Economic Dev Auth 3.75%, 01/01/2050 | 2,075,463 | |
250,000 | Tobacco Settlement Rev Mgmt Auth, SC 6.38%, 05/15/2030 | 304,532 | |
8,898,079 | |||
South Dakota - 0.1% | |||
South Dakota Conservancy Dist | |||
245,000 | 5.00%, 08/01/2029 | 282,307 | |
235,000 | 5.00%, 08/01/2030 | 273,792 | |
556,099 | |||
Tennessee - 0.4% | |||
340,000 | Jackson Tenn Health Edl & Hsg Fac Brd Multifamily Rev 3.00%, 12/01/2026 | 339,804 | |
250,000 | Metropolitan Nashville, TN, Airport Auth 5.00%, 07/01/2049 | 268,919 | |
1,035,000 | Tennessee Housing Dev Agency 4.50%, 07/01/2049 | 1,066,913 | |
1,675,636 | |||
Texas - 7.8% | |||
Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) | |||
470,000 | 5.00%, 08/15/2029 | 533,517 |
51 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Texas - 7.8% - (continued) | |||
$ 605,000 | 5.00%, 08/15/2030 | $ 694,562 | |
455,000 | 5.00%, 08/15/2031 | 527,675 | |
610,000 | 5.00%, 08/15/2032 | 714,681 | |
3,770,000 | 5.00%, 08/15/2033 | 4,238,751 | |
705,000 | Bexar County, TX, Hospital Dist, GO 5.00%, 02/15/2030 | 783,513 | |
City of Houston, TX, Airport System Rev | |||
2,385,000 | 5.00%, 07/01/2029 | 2,693,737 | |
1,325,000 | 5.00%, 07/01/2030 | 1,506,889 | |
Clifton Higher Education Finance Corp., (PSF-GTD Insured) | |||
210,000 | 5.00%, 08/15/2028 | 233,979 | |
350,000 | 5.00%, 08/15/2029 | 394,364 | |
270,000 | 5.00%, 08/15/2030 | 307,207 | |
1,695,000 | Cypress-Fairbanks, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2033 | 1,805,840 | |
Harris County, TX, Cultural Education Facs Finance Corp. | |||
450,000 | 5.00%, 11/15/2028 | 505,818 | |
430,000 | 5.00%, 11/15/2029 | 482,159 | |
Lower Colorado River, TX, Auth Rev | |||
370,000 | 5.00%, 05/15/2029 | 417,066 | |
140,000 | 5.00%, 05/15/2030 | 159,132 | |
365,000 | Northside, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2030 | 420,959 | |
Texas Department of Housing & Community Affairs Rev, (GNMA Insured) | |||
1,805,000 | 3.00%, 01/01/2052 | 1,773,047 | |
5,500,000 | 3.00%, 03/01/2052 | 5,388,846 | |
1,860,000 | 3.50%, 03/01/2051 | 1,865,916 | |
1,125,000 | 4.00%, 03/01/2050 | 1,149,612 | |
765,000 | 4.75%, 03/01/2049 | 793,163 | |
1,245,000 | Texas Municipal Gas Acquisition & Supply Corp. 5.00%, 12/15/2028 | 1,331,659 | |
880,000 | University of Texas 5.00%, 05/15/2035 | 963,920 | |
29,686,012 | |||
Utah - 0.6% | |||
Intermountain Power Agency Rev | |||
760,000 | 5.00%, 07/01/2031 | 884,572 | |
1,140,000 | 5.00%, 07/01/2032 | 1,319,055 | |
2,203,627 | |||
Virginia - 0.3% | |||
Hampton Roads Transportation, VA, Accountability Commission | |||
450,000 | 5.00%, 07/01/2031 | 524,799 | |
415,000 | 5.00%, 07/01/2032 | 488,555 | |
1,013,354 | |||
Washington - 0.8% | |||
Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured) | |||
2,130,000 | 4.00%, 12/01/2048 | 2,168,529 | |
1,035,000 | 4.00%, 06/01/2050 | 1,056,186 | |
3,224,715 | |||
Wisconsin - 0.2% | |||
650,000 | Wisconsin Health & Educational Facs Auth Rev 5.00%, 04/01/2033 | 701,198 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 67.3% - (continued) | |||
Wyoming - 0.2% | |||
$ 920,000 | Wyoming Community Dev Auth 4.00%, 06/01/2043 | $ 936,114 | |
Total Municipal Bonds (cost $272,996,424) | $ 255,930,193 | ||
U.S. GOVERNMENT SECURITIES - 6.6% | |||
U.S. Treasury Securities - 6.6% | |||
U.S. Treasury Notes - 6.6% | |||
27,289,000 | U.S. Treasury Notes 1.88%, 02/15/2032 | $ 24,952,379 | |
Total U.S. Government Securities (cost $25,622,501) | $ 24,952,379 | ||
Total Long-Term Investments (Cost $405,258,456) | $ 379,023,659 | ||
SHORT-TERM INVESTMENTS - 0.6% | |||
Other Investment Pools & Funds - 0.6% | |||
2,208,418 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(6) | $ 2,208,418 | |
Total Short-Term Investments (cost $2,208,418) | $ 2,208,418 | ||
Total Investments (cost $407,466,874) | 100.3% | $ 381,232,077 | |
Other Assets and Liabilities | (0.3)% | (1,196,988) | |
Total Net Assets | 100.0% | $ 380,035,089 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $35,627,679, representing 9.4% of net assets. |
(2) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(3) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(4) | 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. |
52 |
April 30, 2022 (Unaudited)
Futures Contracts Outstanding at April 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | 107 | 06/21/2022 | $ 13,803,000 | $ 18,074 | ||||
Total futures contracts | $ 18,074 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 98,141,087 | $ — | $ 98,141,087 | $ — | ||||
Municipal Bonds | 255,930,193 | — | 255,930,193 | — | ||||
U.S. Government Securities | 24,952,379 | — | 24,952,379 | — | ||||
Short-Term Investments | 2,208,418 | 2,208,418 | — | — | ||||
Futures Contracts(2) | 18,074 | 18,074 | — | — | ||||
Total | $ 381,250,151 | $ 2,226,492 | $ 379,023,659 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
53 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% | |||
Banks - 4.1% | |||
122,687 | Commerce Bancshares, Inc. | $ 8,388,110 | |
173,893 | Fifth Third Bancorp | 6,526,204 | |
55,060 | First Republic Bank | 8,216,053 | |
120,344 | Zions Bancorp NA | 6,800,640 | |
29,931,007 | |||
Capital Goods - 10.7% | |||
237,698 | BWX Technologies, Inc. | 12,341,280 | |
50,421 | Dover Corp. | 6,721,119 | |
128,986 | Fortune Brands Home & Security, Inc. | 9,190,253 | |
147,596 | Hexcel Corp. | 8,023,319 | |
70,822 | IDEX Corp. | 13,443,432 | |
60,357 | Nordson Corp. | 13,018,401 | |
33,000 | Snap-on, Inc. | 7,012,170 | |
60,141 | Trane Technologies plc | 8,413,124 | |
78,163,098 | |||
Commercial & Professional Services - 7.0% | |||
275,531 | IAA, Inc.* | 10,098,211 | |
120,687 | Leidos Holdings, Inc. | 12,492,311 | |
50,974 | Robert Half International, Inc. | 5,011,254 | |
56,606 | Verisk Analytics, Inc. | 11,550,454 | |
89,345 | Waste Connections, Inc. | 12,326,930 | |
51,479,160 | |||
Consumer Durables & Apparel - 1.1% | |||
75,740 | Garmin Ltd. | 8,311,708 | |
Consumer Services - 2.3% | |||
262,205 | Aramark | 9,504,932 | |
36,147 | Churchill Downs, Inc. | 7,335,672 | |
16,840,604 | |||
Diversified Financials - 2.9% | |||
39,027 | Nasdaq, Inc. | 6,141,679 | |
73,340 | Raymond James Financial, Inc. | 7,147,716 | |
145,594 | SEI Investments Co. | 8,112,498 | |
21,401,893 | |||
Energy - 4.1% | |||
36,087 | Cheniere Energy, Inc. | 4,900,975 | |
347,791 | Coterra Energy, Inc. | 10,012,903 | |
63,398 | Diamondback Energy, Inc. | 8,002,730 | |
28,775 | Pioneer Natural Resources Co. | 6,689,324 | |
29,605,932 | |||
Food, Beverage & Tobacco - 2.2% | |||
71,387 | Hershey Co. | 16,117,043 | |
Health Care Equipment & Services - 6.7% | |||
26,554 | Chemed Corp. | 13,048,370 | |
31,541 | Cooper Cos., Inc. | 11,387,563 | |
182,408 | Encompass Health Corp. | 12,555,142 | |
24,258 | Masimo Corp.* | 2,740,426 | |
32,598 | Teleflex, Inc. | 9,310,641 | |
49,042,142 | |||
Insurance - 9.2% | |||
81,818 | Arthur J Gallagher & Co. | 13,785,515 | |
126,202 | Assurant, Inc. | 22,953,620 | |
104,419 | Globe Life, Inc. | 10,241,415 | |
96,214 | Reinsurance Group of America, Inc. | 10,325,686 | |
277,219 | Ryan Specialty Group Holdings, Inc. Class A* | 10,254,331 | |
67,560,567 | |||
Materials - 3.1% | |||
56,574 | AptarGroup, Inc. | 6,496,393 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Materials - 3.1% - (continued) | |||
354,183 | Axalta Coating Systems Ltd.* | $ 8,985,623 | |
67,184 | Crown Holdings, Inc. | 7,392,927 | |
22,874,943 | |||
Media & Entertainment - 3.5% | |||
202,035 | Interpublic Group of Cos., Inc. | 6,590,382 | |
83,862 | Match Group, Inc.* | 6,637,677 | |
207,224 | Pinterest, Inc. Class A* | 4,252,237 | |
70,338 | Take-Two Interactive Software, Inc.* | 8,406,094 | |
25,886,390 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 3.3% | |||
102,588 | Catalent, Inc.* | 9,290,369 | |
188,703 | Royalty Pharma plc Class A | 8,034,974 | |
20,472 | West Pharmaceutical Services, Inc. | 6,449,908 | |
23,775,251 | |||
Real Estate - 4.2% | |||
57,511 | Alexandria Real Estate Equities, Inc. REIT | 10,476,204 | |
239,430 | American Homes 4 Rent Class A, REIT | 9,483,822 | |
408,457 | Brixmor Property Group, Inc. REIT | 10,366,639 | |
30,326,665 | |||
Retailing - 3.7% | |||
41,453 | Advance Auto Parts, Inc. | 8,275,262 | |
50,139 | Burlington Stores, Inc.* | 10,206,295 | |
164,733 | LKQ Corp. | 8,175,699 | |
26,657,256 | |||
Semiconductors & Semiconductor Equipment - 6.0% | |||
99,439 | Entegris, Inc. | 11,076,510 | |
67,512 | First Solar, Inc.* | 4,930,401 | |
141,109 | Microchip Technology, Inc. | 9,200,307 | |
202,731 | ON Semiconductor Corp.* | 10,564,313 | |
68,190 | Skyworks Solutions, Inc. | 7,725,927 | |
43,497,458 | |||
Software & Services - 10.5% | |||
97,602 | Akamai Technologies, Inc.* | 10,958,752 | |
203,138 | Amdocs Ltd. | 16,188,067 | |
175,217 | Dolby Laboratories, Inc. Class A | 13,574,061 | |
238,733 | Genpact Ltd. | 9,613,778 | |
12,353 | Palo Alto Networks, Inc.* | 6,933,492 | |
102,232 | PTC, Inc.* | 11,675,917 | |
42,727 | VeriSign, Inc.* | 7,634,888 | |
76,578,955 | |||
Technology Hardware & Equipment - 5.7% | |||
55,618 | CDW Corp. | 9,075,745 | |
169,282 | Ciena Corp.* | 9,339,288 | |
53,300 | Motorola Solutions, Inc. | 11,389,677 | |
27,330 | Teledyne Technologies, Inc.* | 11,794,262 | |
41,598,972 | |||
Transportation - 0.8% | |||
107,189 | Alaska Air Group, Inc.* | 5,830,010 | |
Utilities - 5.6% | |||
186,609 | Alliant Energy Corp. | 10,974,475 | |
319,852 | CenterPoint Energy, Inc. | 9,790,670 | |
100,114 | CMS Energy Corp. | 6,876,831 | |
51,098 | Eversource Energy | 4,465,965 | |
204,342 | FirstEnergy Corp. | 8,850,052 | |
40,957,993 | |||
Total Common Stocks (cost $545,746,533) | $ 706,437,047 |
54 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.3% | |||
Other Investment Pools & Funds - 3.3% | |||
24,031,600 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(1) | $ 24,031,600 | |
Total Short-Term Investments (cost $24,031,600) | $ 24,031,600 | ||
Total Investments (cost $569,778,133) | 100.0% | $ 730,468,647 | |
Other Assets and Liabilities | 0.0% | 18,701 | |
Total Net Assets | 100.0% | $ 730,487,348 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
* | Non-income producing. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 29,931,007 | $ 29,931,007 | $ — | $ — | ||||
Capital Goods | 78,163,098 | 78,163,098 | — | — | ||||
Commercial & Professional Services | 51,479,160 | 51,479,160 | — | — | ||||
Consumer Durables & Apparel | 8,311,708 | 8,311,708 | — | — | ||||
Consumer Services | 16,840,604 | 16,840,604 | — | — | ||||
Diversified Financials | 21,401,893 | 21,401,893 | — | — | ||||
Energy | 29,605,932 | 29,605,932 | — | — | ||||
Food, Beverage & Tobacco | 16,117,043 | 16,117,043 | — | — | ||||
Health Care Equipment & Services | 49,042,142 | 49,042,142 | — | — | ||||
Insurance | 67,560,567 | 67,560,567 | — | — | ||||
Materials | 22,874,943 | 22,874,943 | — | — | ||||
Media & Entertainment | 25,886,390 | 25,886,390 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 23,775,251 | 23,775,251 | — | — | ||||
Real Estate | 30,326,665 | 30,326,665 | — | — | ||||
Retailing | 26,657,256 | 26,657,256 | — | — | ||||
Semiconductors & Semiconductor Equipment | 43,497,458 | 43,497,458 | — | — | ||||
Software & Services | 76,578,955 | 76,578,955 | — | — | ||||
Technology Hardware & Equipment | 41,598,972 | 41,598,972 | — | — | ||||
Transportation | 5,830,010 | 5,830,010 | — | — | ||||
Utilities | 40,957,993 | 40,957,993 | — | — | ||||
Short-Term Investments | 24,031,600 | 24,031,600 | — | — | ||||
Total | $ 730,468,647 | $ 730,468,647 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
55 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% | |||
Automobiles & Components - 1.0% | |||
48,829 | Gentherm, Inc.* | $ 3,292,051 | |
Banks - 9.0% | |||
22,569 | Cambridge Bancorp | 1,844,113 | |
299,377 | First BanCorp | 4,074,521 | |
104,368 | First Interstate BancSystem, Inc. Class A | 3,394,047 | |
110,449 | First Merchants Corp. | 4,328,496 | |
102,790 | Heritage Financial Corp. | 2,489,574 | |
82,356 | OceanFirst Financial Corp. | 1,542,528 | |
109,752 | Seacoast Banking Corp. of Florida | 3,566,940 | |
48,107 | SouthState Corp. | 3,725,406 | |
127,135 | United Community Banks, Inc. | 3,831,849 | |
28,797,474 | |||
Capital Goods - 14.6% | |||
54,370 | Albany International Corp. Class A | 4,252,821 | |
259,117 | Custom Truck One Source, Inc.*(1) | 1,702,399 | |
40,582 | EnPro Industries, Inc. | 3,782,648 | |
46,327 | ESCO Technologies, Inc. | 2,893,121 | |
45,924 | Gibraltar Industries, Inc.* | 1,737,764 | |
73,639 | Hexcel Corp. | 4,003,016 | |
114,753 | Maxar Technologies, Inc. | 3,696,194 | |
50,932 | McGrath Rent Corp. | 4,250,785 | |
125,863 | Primoris Services Corp. | 2,917,504 | |
44,176 | Proto Labs, Inc.* | 1,882,339 | |
33,782 | Simpson Manufacturing Co., Inc. | 3,502,180 | |
40,641 | Standex International Corp. | 3,821,880 | |
149,043 | Univar Solutions, Inc.* | 4,340,132 | |
16,008 | Valmont Industries, Inc. | 3,982,951 | |
46,765,734 | |||
Commercial & Professional Services - 3.7% | |||
44,479 | ASGN, Inc.* | 5,046,143 | |
195,134 | Interface, Inc. Class A | 2,476,250 | |
52,912 | Science Applications International Corp. | 4,403,866 | |
11,926,259 | |||
Consumer Durables & Apparel - 4.6% | |||
15,841 | Cavco Industries, Inc.* | 3,742,436 | |
28,064 | Oxford Industries, Inc. | 2,514,534 | |
54,599 | Skyline Champion Corp.* | 2,786,733 | |
178,172 | Snap One Holdings Corp.*(1) | 2,129,155 | |
85,741 | Steven Madden Ltd. | 3,520,526 | |
14,693,384 | |||
Consumer Services - 1.9% | |||
54,336 | Membership Collective Group, Inc. Class A*(1) | 406,977 | |
122,609 | Terminix Global Holdings, Inc.* | 5,626,527 | |
6,033,504 | |||
Diversified Financials - 2.7% | |||
210,207 | Compass Diversified Holdings | 4,595,125 | |
24,105 | Houlihan Lokey, Inc. Class A | 2,007,705 | |
279,322 | Perella Weinberg Partners Class A | 2,153,573 | |
8,756,403 | |||
Energy - 3.2% | |||
43,074 | Cactus, Inc. Class A | 2,150,685 | |
97,491 | Delek U.S. Holdings, Inc.* | 2,359,282 | |
72,150 | Matador Resources Co. | 3,522,363 | |
187,171 | Solaris Oilfield Infrastructure, Inc. Class A | 2,105,674 | |
10,138,004 | |||
Food & Staples Retailing - 0.9% | |||
79,924 | Chefs' Warehouse, Inc.* | 2,925,218 | |
Food, Beverage & Tobacco - 3.8% | |||
75,421 | Darling Ingredients, Inc.* | 5,535,147 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Food, Beverage & Tobacco - 3.8% - (continued) | |||
281,726 | Primo Water Corp. | $ 4,124,469 | |
175,791 | Sovos Brands, Inc.* | 2,654,444 | |
12,314,060 | |||
Health Care Equipment & Services - 6.7% | |||
129,866 | Envista Holdings Corp.* | 5,145,291 | |
29,313 | ICU Medical, Inc.* | 6,272,689 | |
48,650 | LivaNova plc* | 3,729,509 | |
13,112 | Mesa Laboratories, Inc. | 2,801,117 | |
130,587 | Neuronetics, Inc.* | 318,632 | |
66,740 | Progyny, Inc.* | 2,566,153 | |
322,486 | Sientra, Inc.*(1) | 457,930 | |
21,291,321 | |||
Insurance - 4.5% | |||
34,593 | Axis Capital Holdings Ltd. | 1,983,217 | |
62,557 | James River Group Holdings Ltd. | 1,483,226 | |
74,916 | Kemper Corp. | 3,458,123 | |
40,227 | Reinsurance Group of America, Inc. | 4,317,162 | |
87,959 | Ryan Specialty Group Holdings, Inc. Class A* | 3,253,603 | |
14,495,331 | |||
Materials - 6.6% | |||
45,253 | Ashland Global Holdings, Inc. | 4,750,208 | |
32,799 | Balchem Corp. | 4,040,837 | |
27,915 | Eagle Materials, Inc. | 3,442,478 | |
194,313 | Element Solutions, Inc. | 4,006,734 | |
44,091 | Neenah, Inc. | 1,560,821 | |
38,568 | PureCycle Technologies, Inc.*(1) | 300,830 | |
100,165 | Valvoline, Inc. | 3,027,988 | |
21,129,896 | |||
Media & Entertainment - 2.2% | |||
84,672 | Gray Television, Inc. | 1,568,126 | |
38,625 | Madison Square Garden Entertainment Corp.* | 2,829,281 | |
382,145 | Stagwell, Inc.* | 2,590,943 | |
6,988,350 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 5.3% | |||
120,749 | Aerie Pharmaceuticals, Inc.* | 858,525 | |
236,289 | Evolus, Inc.* | 2,644,074 | |
101,218 | FibroGen, Inc.* | 941,328 | |
48,664 | Intra-Cellular Therapies, Inc.* | 2,462,885 | |
47,402 | Natera, Inc.* | 1,664,758 | |
125,387 | NeoGenomics, Inc.* | 1,184,907 | |
33,956 | Pacira BioSciences, Inc.* | 2,532,099 | |
62,279 | Syneos Health, Inc.* | 4,551,972 | |
16,840,548 | |||
Real Estate - 3.8% | |||
139,294 | Douglas Emmett, Inc. REIT | 4,103,601 | |
173,551 | Kennedy-Wilson Holdings, Inc. | 3,913,575 | |
56,216 | Terreno Realty Corp. REIT | 4,089,714 | |
12,106,890 | |||
Retailing - 1.5% | |||
25,974 | Asbury Automotive Group, Inc.* | 4,771,684 | |
Semiconductors & Semiconductor Equipment - 3.6% | |||
149,684 | Allegro MicroSystems, Inc.* | 3,638,818 | |
76,446 | MACOM Technology Solutions Holdings, Inc.* | 3,894,924 | |
66,000 | Semtech Corp.* | 3,933,600 | |
11,467,342 | |||
Software & Services - 8.1% | |||
118,013 | Box, Inc. Class A* | 3,613,558 | |
54,467 | CommVault Systems, Inc.* | 3,322,487 | |
131,892 | LiveRamp Holdings, Inc.* | 4,130,858 |
56 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Software & Services - 8.1% - (continued) | |||
43,479 | Perficient, Inc.* | $ 4,322,247 | |
214,751 | Sabre Corp.* | 2,248,443 | |
83,124 | Teradata Corp.* | 3,437,177 | |
60,740 | WNS Holdings Ltd. ADR* | 4,760,194 | |
25,834,964 | |||
Technology Hardware & Equipment - 4.8% | |||
51,372 | Ciena Corp.* | 2,834,193 | |
47,788 | Lumentum Holdings, Inc.* | 3,880,863 | |
111,602 | Plantronics, Inc.* | 4,448,456 | |
291,861 | Viavi Solutions, Inc.* | 4,185,287 | |
15,348,799 | |||
Utilities - 3.3% | |||
32,028 | Avista Corp. | 1,299,376 | |
19,532 | Chesapeake Utilities Corp. | 2,444,821 | |
46,782 | ONE Gas, Inc. | 3,946,997 | |
46,025 | SJW Group | 2,715,475 | |
10,406,669 | |||
Total Common Stocks (cost $264,567,920) | $ 306,323,885 | ||
SHORT-TERM INVESTMENTS - 4.8% | |||
Other Investment Pools & Funds - 4.2% | |||
13,544,922 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(2) | $ 13,544,922 | |
Securities Lending Collateral - 0.6% | |||
560,596 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.31%(2) | 560,596 | |
1,359,889 | Invesco Government & Agency Portfolio, Institutional Class, 0.36%(2) | 1,359,889 | |
1,920,485 | |||
Total Short-Term Investments (cost $15,465,407) | $ 15,465,407 | ||
Total Investments (cost $280,033,327) | 100.6% | $ 321,789,292 | |
Other Assets and Liabilities | (0.6)% | (2,041,736) | |
Total Net Assets | 100.0% | $ 319,747,556 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
57 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 3,292,051 | $ 3,292,051 | $ — | $ — | ||||
Banks | 28,797,474 | 28,797,474 | — | — | ||||
Capital Goods | 46,765,734 | 46,765,734 | — | — | ||||
Commercial & Professional Services | 11,926,259 | 11,926,259 | — | — | ||||
Consumer Durables & Apparel | 14,693,384 | 14,693,384 | — | — | ||||
Consumer Services | 6,033,504 | 6,033,504 | — | — | ||||
Diversified Financials | 8,756,403 | 8,756,403 | — | — | ||||
Energy | 10,138,004 | 10,138,004 | — | — | ||||
Food & Staples Retailing | 2,925,218 | 2,925,218 | — | — | ||||
Food, Beverage & Tobacco | 12,314,060 | 12,314,060 | — | — | ||||
Health Care Equipment & Services | 21,291,321 | 21,291,321 | — | — | ||||
Insurance | 14,495,331 | 14,495,331 | — | — | ||||
Materials | 21,129,896 | 21,129,896 | — | — | ||||
Media & Entertainment | 6,988,350 | 6,988,350 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 16,840,548 | 16,840,548 | — | — | ||||
Real Estate | 12,106,890 | 12,106,890 | — | — | ||||
Retailing | 4,771,684 | 4,771,684 | — | — | ||||
Semiconductors & Semiconductor Equipment | 11,467,342 | 11,467,342 | — | — | ||||
Software & Services | 25,834,964 | 25,834,964 | — | — | ||||
Technology Hardware & Equipment | 15,348,799 | 15,348,799 | — | — | ||||
Utilities | 10,406,669 | 10,406,669 | — | — | ||||
Short-Term Investments | 15,465,407 | 15,465,407 | — | — | ||||
Total | $ 321,789,292 | $ 321,789,292 | $ — | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
58 |
Counterparty Abbreviations: | |
BOA | Bank of America Securities LLC |
CBK | Citibank NA |
JPM | JP Morgan Chase & Co. |
MSC | Morgan Stanley |
SSG | State Street Global Markets LLC |
UBS | UBS AG |
Currency Abbreviations: | |
BRL | Brazil Real |
CLP | Chile Peso |
CNY | China Yuan Renminbi |
COP | Colombia Peso |
CZK | Czech Republic Koruna |
EUR | Euro Member Countries |
GBP | British Pound |
HUF | Hungary Forint |
IDR | Indonesia Rupiah |
MXN | Mexican Peso |
MYR | Malaysia Ringgit |
PEN | Peru Nuevo Sol |
PLN | Poland Zloty |
RON | Romania New Leu |
RUB | Russia Ruble |
THB | Thailand Baht |
USD | United States Dollar |
ZAR | South Africa Rand |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
EAFE | Europe, Australasia and Far East |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
Dist | District |
Facs | Facilities |
GO | General Obligation |
PA | Port Authority |
Rev | Revenue |
VA | Veterans Administration |
Other Abbreviations: | |
ADR | American Depositary Receipt |
AGM | Assured Guaranty Municipal |
BAM | Build America Mutual Assurance Corp. |
Bhd | Berhad |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
EURIBOR | Euro Interbank Offered Rate |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GDR | Global Depositary Receipt |
GNMA | Government National Mortgage Association |
JSC | Joint Stock Company |
KGaA | Kommanditgesellschaft Auf Aktien |
LIBOR | London Interbank Offered Rate |
NATL | National Public Finance Guarantee Corp. |
NVDR | Non-Voting Depositary Receipt |
Nyrt | New York REIT Inc |
PJSC | Private Joint Stock Company |
PSF-GTD | Permanent School Fund Guaranteed |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
SONIA | Sterling Overnight Index Average |
Tbk | Terbuka |
59 |
April 30, 2022 (Unaudited)
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | Hartford Schroders International Multi-Cap Value Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 70,746,724 | $ 8,534,293 | $ 5,877,315,695 | $ 33,288,503 | $ 2,616,535,777 | ||||
Cash | 2,602 | — | — | — | — | ||||
Cash collateral due from broker on futures contracts | — | 72,317 | — | 18,400 | 2,818,707 | ||||
Cash collateral held for securities on loan | — | — | 747,450 | 54,433 | 4,530,113 | ||||
Foreign currency | 51,326 | 1,287 | 10,808,698 | 32,694 | 3,796,349 | ||||
Unrealized appreciation on foreign currency contracts | — | — | — | 471,810 | 6,610,766 | ||||
Receivables: | |||||||||
From affiliates | 7,724 | 15,124 | — | 13,475 | — | ||||
Investment securities sold | 172,855 | 54,227 | 17,749,093 | 751,668 | 11,279,181 | ||||
Fund shares sold | — | — | 26,587,214 | 3,105 | 2,804,590 | ||||
Dividends and interest | 428 | 9,515 | 15,275,543 | 542,909 | 13,410,643 | ||||
Securities lending income | — | 8 | 75,373 | 973 | 111,541 | ||||
Variation margin on futures contracts | — | — | — | 2,234 | — | ||||
Tax reclaims | — | 158 | 72,826 | 30,847 | 3,199,116 | ||||
OTC swap contracts premiums paid | — | — | — | 26,733 | — | ||||
Other assets | 67,350 | 87,266 | 217,484 | 61,409 | 101,669 | ||||
Total assets | 71,049,009 | 8,774,195 | 5,948,849,376 | 35,299,193 | 2,665,198,452 | ||||
Liabilities: | |||||||||
Due to custodian | — | — | — | — | 502 | ||||
Unrealized depreciation on foreign currency contracts | — | — | — | 602,582 | 1,024,841 | ||||
Obligation to return securities lending collateral | — | — | 14,949,000 | 1,088,665 | 90,602,268 | ||||
Unrealized depreciation on OTC swap contracts | — | — | — | 467 | — | ||||
Payables: | |||||||||
Investment securities purchased | 131,224 | 45,062 | 75,963,160 | 999,848 | 6,486,432 | ||||
Fund shares redeemed | 5,930 | — | 12,295,988 | 94,305 | 2,923,772 | ||||
Investment management fees | 54,888 | 6,215 | 4,905,774 | 19,421 | 1,518,559 | ||||
Transfer agent fees | 2,643 | 28 | 1,331,311 | 5,979 | 321,121 | ||||
Accounting services fees | 2,830 | 424 | 245,488 | 1,560 | 95,863 | ||||
Board of Directors' fees | 129 | 28 | 26,666 | 138 | 8,212 | ||||
Variation margin on futures contracts | — | 6,226 | — | — | 707,558 | ||||
Foreign taxes | — | — | 10,992,415 | 862 | — | ||||
Distribution fees | 36 | — | 3,923 | 3 | 7,026 | ||||
Accrued expenses | 19,969 | 34,796 | 619,805 | 25,365 | 237,732 | ||||
Total liabilities | 217,649 | 92,779 | 121,333,530 | 2,839,195 | 103,933,886 | ||||
Net assets | $ 70,831,360 | $ 8,681,416 | $ 5,827,515,846 | $ 32,459,998 | $ 2,561,264,566 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 92,571,338 | $ 10,027,634 | $ 5,841,863,979 | $ 52,287,385 | $ 2,588,407,979 | ||||
Distributable earnings (loss) | (21,739,978) | (1,346,218) | (14,348,133) | (19,827,387) | (27,143,413) | ||||
Net assets | $ 70,831,360 | $ 8,681,416 | $ 5,827,515,846 | $ 32,459,998 | $ 2,561,264,566 | ||||
Shares authorized | 300,000,000 | 650,000,000 | 1,425,000,000 | 500,000,000 | 830,000,000 | ||||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | ||||
Class A: Net asset value per share | $ 11.84 | $ 8.65 | $ 16.27 | $ 6.91 | $ 9.58 | ||||
Maximum offering price per share | 12.53 | 9.15 | 17.22 | 7.24 | 10.14 | ||||
Shares outstanding | 41,788 | 1,061 | 5,181,316 | 170,263 | 11,275,370 | ||||
Net Assets | $ 494,932 | $ 9,182 | $ 84,310,557 | $ 1,176,387 | $ 108,046,869 | ||||
Class C: Net asset value per share | $ 11.69 | $ 8.64 | $ 15.98 | $ 6.89 | $ 9.52 | ||||
Shares outstanding | 12,866 | 1,061 | 432,381 | 10,974 | 1,500,770 | ||||
Net Assets | $ 150,400 | $ 9,172 | $ 6,907,867 | $ 75,565 | $ 14,288,697 | ||||
Class I: Net asset value per share | $ 11.86 | $ 8.66 | $ 16.20 | $ 6.90 | $ 9.58 | ||||
Shares outstanding | 727,382 | 1,061 | 123,755,533 | 1,559,164 | 76,260,833 | ||||
Net Assets | $ 8,629,121 | $ 9,191 | $ 2,004,364,023 | $ 10,757,134 | $ 730,321,279 | ||||
Class R3: Net asset value per share | $ — | $ — | $ 16.12 | $ 6.92 | $ 9.55 | ||||
Shares outstanding | — | — | 5,092 | 4,138 | 1,680,457 | ||||
Net Assets | $ — | $ — | $ 82,091 | $ 28,631 | $ 16,053,110 |
60 |
April 30, 2022 (Unaudited)
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | Hartford Schroders International Multi-Cap Value Fund | |||||
Class R4: Net asset value per share | $ — | $ — | $ 16.25 | $ 6.91 | $ 9.56 | ||||
Shares outstanding | — | — | 287,886 | 1,388 | 557,007 | ||||
Net Assets | $ — | $ — | $ 4,679,218 | $ 9,588 | $ 5,323,622 | ||||
Class R5: Net asset value per share | $ — | $ — | $ 16.20 | $ 6.90 | $ 9.57 | ||||
Shares outstanding | — | — | 20,981 | 1,401 | 1,469,839 | ||||
Net Assets | $ — | $ — | $ 339,891 | $ 9,660 | $ 14,063,845 | ||||
Class Y: Net asset value per share | $ 11.88 | $ 8.66 | $ 16.24 | $ 6.90 | $ 9.57 | ||||
Shares outstanding | 208,489 | 1,061 | 54,767,704 | 395,471 | 32,720,084 | ||||
Net Assets | $ 2,477,047 | $ 9,192 | $ 889,554,545 | $ 2,727,622 | $ 313,184,481 | ||||
Class F: Net asset value per share | $ 11.89 | $ 8.66 | $ 16.20 | $ 6.46 | $ 9.58 | ||||
Shares outstanding | 4,720,141 | 1,061 | 52,592,690 | 1,601 | 57,519,662 | ||||
Net Assets | $ 56,107,300 | $ 9,189 | $ 851,957,964 | $ 10,339 | $ 551,091,554 | ||||
Class SDR: Net asset value per share | $ 11.89 | $ 8.66 | $ 16.23 | $ 6.90 | $ 9.57 | ||||
Shares outstanding | 250,000 | 997,490 | 122,326,781 | 2,560,581 | 84,551,559 | ||||
Net Assets | $ 2,972,560 | $ 8,635,490 | $ 1,985,319,690 | $ 17,665,072 | $ 808,891,109 | ||||
Cost of investments | $ 91,406,534 | $ 9,717,426 | $ 5,411,303,696 | $ 38,395,882 | $ 2,614,695,368 | ||||
Cost of foreign currency | $ 51,194 | $ 1,283 | $ 10,802,394 | $ 33,390 | $ 3,807,536 | ||||
(1) Includes Investment in securities on loan, at market value | $ — | $ — | $ 14,577,156 | $ 1,043,538 | $ 80,328,251 |
61 |
April 30, 2022 (Unaudited)
Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 3,815,893,150 | $ 94,049,213 | $ 381,232,077 | $ 730,468,647 | $ 321,789,292 | ||||
Cash collateral due from broker on futures contracts | — | 156,300 | — | — | — | ||||
Cash collateral held for securities on loan | — | — | — | — | 101,078 | ||||
Foreign currency | 577,570 | 10,826 | — | — | — | ||||
Unrealized appreciation on foreign currency contracts | — | 187,685 | — | — | — | ||||
Receivables: | |||||||||
From affiliates | — | 6,707 | 32,129 | — | 3,764 | ||||
Investment securities sold | 13,085,502 | — | 6,394,851 | — | 410,219 | ||||
Fund shares sold | 18,322,010 | 3,660 | 168,913 | 1,055,716 | 67,879 | ||||
Dividends and interest | 3,358,724 | 202,313 | 3,035,195 | 124,511 | 3,103 | ||||
Securities lending income | — | — | 9 | — | 923 | ||||
Variation margin on futures contracts | — | — | 18,112 | — | — | ||||
Tax reclaims | 3,944,600 | — | — | — | — | ||||
Other assets | 268,122 | 63,435 | 55,413 | 87,197 | 73,939 | ||||
Total assets | 3,855,449,678 | 94,680,139 | 390,936,699 | 731,736,071 | 322,450,197 | ||||
Liabilities: | |||||||||
Due to custodian | — | 131 | — | — | — | ||||
Obligation to return securities lending collateral | — | — | — | — | 2,021,563 | ||||
Payables: | |||||||||
Investment securities purchased | 1,720,265 | 494,382 | 7,359,293 | — | — | ||||
Fund shares redeemed | 9,189,599 | 115,966 | 3,266,778 | 512,144 | 307,964 | ||||
Investment management fees | 2,139,409 | 31,406 | 146,017 | 478,125 | 246,288 | ||||
Transfer agent fees | 536,006 | 13,660 | 74,754 | 159,357 | 76,825 | ||||
Accounting services fees | 114,978 | 4,969 | 22,243 | 35,835 | 16,801 | ||||
Board of Directors' fees | 4,124 | 438 | 1,914 | 2,850 | 1,202 | ||||
Variation margin on futures contracts | — | 29,339 | — | — | — | ||||
Distribution fees | 12,048 | 226 | 2,455 | 10,333 | 2,269 | ||||
Distributions payable | — | — | 58 | — | — | ||||
Accrued expenses | — | 27,943 | 28,098 | 50,079 | 29,729 | ||||
Total liabilities | 13,716,429 | 718,460 | 10,901,610 | 1,248,723 | 2,702,641 | ||||
Net assets | $ 3,841,733,249 | $ 93,961,679 | $ 380,035,089 | $ 730,487,348 | $ 319,747,556 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 3,978,516,321 | $ 98,930,856 | $ 407,640,653 | $ 528,836,319 | $ 268,370,065 | ||||
Distributable earnings (loss) | (136,783,072) | (4,969,177) | (27,605,564) | 201,651,029 | 51,377,491 | ||||
Net assets | $ 3,841,733,249 | $ 93,961,679 | $ 380,035,089 | $ 730,487,348 | $ 319,747,556 | ||||
Shares authorized | 850,000,000 | 300,000,000 | 360,000,000 | 500,000,000 | 500,000,000 | ||||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | ||||
Class A: Net asset value per share | $ 15.82 | $ 9.54 | $ 10.17 | $ 16.36 | $ 26.63 | ||||
Maximum offering price per share | 16.74 | 9.84 | 10.65 | 17.31 | 28.18 | ||||
Shares outstanding | 16,666,226 | 518,925 | 4,880,394 | 6,335,034 | 1,293,622 | ||||
Net Assets | $ 263,652,612 | $ 4,953,127 | $ 49,628,147 | $ 103,659,606 | $ 34,443,684 | ||||
Class C: Net asset value per share | $ 14.96 | $ 9.52 | $ 10.18 | $ 16.30 | $ 26.74 | ||||
Shares outstanding | 1,342,743 | 43,119 | 517,698 | 2,886,148 | 260,626 | ||||
Net Assets | $ 20,091,491 | $ 410,592 | $ 5,271,316 | $ 47,047,718 | $ 6,969,116 | ||||
Class I: Net asset value per share | $ 15.30 | $ 9.52 | $ 10.18 | $ 17.18 | $ 28.36 | ||||
Shares outstanding | 138,144,679 | 6,864,731 | 22,731,508 | 22,956,932 | 6,721,082 | ||||
Net Assets | $ 2,113,749,719 | $ 65,354,560 | $ 231,324,667 | $ 394,455,273 | $ 190,578,512 | ||||
Class R3: Net asset value per share | $ 15.20 | $ — | $ — | $ 16.74 | $ 27.68 | ||||
Shares outstanding | 72,402 | — | — | 113,226 | 45,663 | ||||
Net Assets | $ 1,100,664 | $ — | $ — | $ 1,895,101 | $ 1,263,786 | ||||
Class R4: Net asset value per share | $ 15.27 | $ — | $ — | $ 17.04 | $ 28.11 | ||||
Shares outstanding | 270,587 | — | — | 46,900 | 21,812 | ||||
Net Assets | $ 4,131,389 | $ — | $ — | $ 799,048 | $ 613,101 |
62 |
April 30, 2022 (Unaudited)
Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | |||||
Class R5: Net asset value per share | $ 15.31 | $ — | $ — | $ 17.15 | $ 28.33 | ||||
Shares outstanding | 1,563,601 | — | — | 12,624 | 11,502 | ||||
Net Assets | $ 23,932,091 | $ — | $ — | $ 216,507 | $ 325,852 | ||||
Class Y: Net asset value per share | $ 15.34 | $ 9.52 | $ 10.18 | $ 17.17 | $ 28.35 | ||||
Shares outstanding | 13,385,316 | 428,028 | 25,742 | 3,898,395 | 1,242,810 | ||||
Net Assets | $ 205,390,001 | $ 4,072,838 | $ 261,987 | $ 66,925,318 | $ 35,238,132 | ||||
Class F: Net asset value per share | $ 15.32 | $ 9.51 | $ 10.18 | $ 17.19 | $ 28.41 | ||||
Shares outstanding | 44,527,787 | 214,401 | 3,487,303 | 4,734,208 | 567,272 | ||||
Net Assets | $ 682,043,904 | $ 2,039,227 | $ 35,497,458 | $ 81,363,982 | $ 16,118,571 | ||||
Class SDR: Net asset value per share | $ 15.30 | $ 9.50 | $ 10.17 | $ 17.22 | $ 28.45 | ||||
Shares outstanding | 34,476,478 | 1,802,822 | 5,708,428 | 1,981,437 | 1,201,992 | ||||
Net Assets | $ 527,641,378 | $ 17,131,335 | $ 58,051,514 | $ 34,124,795 | $ 34,196,802 | ||||
Cost of investments | $ 3,956,983,932 | $ 96,755,808 | $ 407,466,874 | $ 569,778,133 | $ 280,033,327 | ||||
Cost of foreign currency | $ 583,271 | $ 11,193 | $ — | $ — | $ — | ||||
(1) Includes Investment in securities on loan, at market value | $ — | $ — | $ — | $ — | $ 1,826,077 |
63 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | Hartford Schroders International Multi-Cap Value Fund | |||||
Investment Income: | |||||||||
Dividends | $ 202,326 | $ 109,239 | $ 81,254,671 | $ — | $ 53,066,238 | ||||
Interest | 602 | 296 | 56,715 | 1,199,617 | 16,719 | ||||
Securities lending | — | 59 | 117,400 | 2,584 | 431,321 | ||||
Less: Foreign tax withheld | (19,972) | (11,613) | (7,694,129) | (6,572) | (5,044,793) | ||||
Total investment income, net | 182,956 | 97,981 | 73,734,657 | 1,195,629 | 48,469,485 | ||||
Expenses: | |||||||||
Investment management fees | 364,411 | 40,176 | 32,692,876 | 141,509 | 9,191,582 | ||||
Transfer agent fees | |||||||||
Class A | 652 | 4 | 115,049 | 1,220 | 56,771 | ||||
Class C | 129 | 4 | 3,462 | 140 | 7,451 | ||||
Class I | 5,289 | 3 | 2,091,170 | 10,045 | 378,011 | ||||
Class R3 | — | — | 102 | 33 | 18,779 | ||||
Class R4 | — | — | 4,257 | 9 | 4,820 | ||||
Class R5 | — | — | 233 | 6 | 9,466 | ||||
Class Y | 121 | 2 | 501,266 | 850 | 158,518 | ||||
Class F | 127 | — | 2,901 | — | 3,238 | ||||
Class SDR | 73 | 27 | 2,062 | 169 | 16,567 | ||||
Distribution fees | |||||||||
Class A | 845 | 4 | 117,174 | 1,689 | 133,308 | ||||
Class C | 937 | 16 | 40,856 | 559 | 74,173 | ||||
Class R3 | — | — | 232 | 76 | 42,680 | ||||
Class R4 | — | — | 6,519 | 13 | 7,088 | ||||
Custodian fees | 7,250 | 19,406 | 412,035 | 5,047 | 129,258 | ||||
Registration and filing fees | 42,940 | 29,175 | 173,880 | 58,661 | 99,319 | ||||
Accounting services fees | 7,500 | 933 | 471,418 | 3,864 | 187,655 | ||||
Board of Directors' fees | 847 | 115 | 76,999 | 458 | 29,757 | ||||
Audit and tax fees | 13,482 | 14,160 | 19,607 | 15,070 | 29,025 | ||||
Other expenses | 4,992 | 3,185 | 279,891 | 6,428 | 98,198 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 449,595 | 107,210 | 37,011,989 | 245,846 | 10,675,664 | ||||
Expense waivers | (36,228) | (64,627) | — | (76,851) | — | ||||
Transfer agent fee waivers | — | — | — | — | (31,986) | ||||
Distribution fee reimbursements | (1,067) | (2) | (79) | (109) | (5,126) | ||||
Total waivers, reimbursements and fees paid indirectly | (37,295) | (64,629) | (79) | (76,960) | (37,112) | ||||
Total expenses | 412,300 | 42,581 | 37,011,910 | 168,886 | 10,638,552 | ||||
Net Investment Income (Loss) | (229,344) | 55,400 | 36,722,747 | 1,026,743 | 37,830,933 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | (167,132) | (140,909) | (189,399,753) | (2,368,460) | 20,866,537 | ||||
Less: Foreign taxes paid on realized capital gains | — | — | (1,453,875) | (1,369) | — | ||||
Futures contracts | — | (89,718) | — | 90,997 | (6,236,845) | ||||
Swap contracts | — | — | — | (336) | — | ||||
Foreign currency contracts | — | 637 | (256) | 133,052 | 4,823,569 | ||||
Other foreign currency transactions | (10,077) | (3,565) | (1,934,213) | (12,672) | (988,784) | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (177,209) | (233,555) | (192,788,097) | (2,158,788) | 18,464,477 | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments * | (21,400,075) | (1,262,224) | (1,178,772,530) | (4,875,418) | (212,817,452) | ||||
Futures contracts | — | 42,869 | — | 23,922 | (1,240,632) | ||||
Swap contracts | — | — | — | (2,634) | — | ||||
Foreign currency contracts | — | (2,100) | — | (134,069) | 3,864,891 | ||||
Translation of other assets and liabilities in foreign currencies | 15 | (355) | 26,745 | (2,648) | (694,329) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (21,400,060) | (1,221,810) | (1,178,745,785) | (4,990,847) | (210,887,522) | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (21,577,269) | (1,455,365) | (1,371,533,882) | (7,149,635) | (192,423,045) | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (21,806,613) | $ (1,399,965) | $ (1,334,811,135) | $ (6,122,892) | $ (154,592,112) |
64 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | Hartford Schroders International Multi-Cap Value Fund | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ — | $ 4,391,155 | $ 5,448 | $ — |
65 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Schroders International Stock Fund | 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 | $ 53,889,453 | $ 11,549 | $ — | $ 4,903,957 | $ 1,629,920 | ||||
Interest | — | 1,274,280 | 4,182,436 | 7,100 | 4,966 | ||||
Securities lending | 197,068 | — | 1,297 | — | 22,779 | ||||
Less: Foreign tax withheld | (4,209,944) | — | — | (6,109) | (11,513) | ||||
Total investment income, net | 49,876,577 | 1,285,829 | 4,183,733 | 4,904,948 | 1,646,152 | ||||
Expenses: | |||||||||
Investment management fees | 12,433,807 | 247,669 | 937,035 | 2,976,498 | 1,540,328 | ||||
Transfer agent fees | |||||||||
Class A | 143,271 | 664 | 17,299 | 58,822 | 24,854 | ||||
Class C | 10,136 | 157 | 3,340 | 26,621 | 5,541 | ||||
Class I | 895,731 | 26,677 | 119,770 | 204,650 | 104,059 | ||||
Class R3 | 1,239 | — | — | 2,261 | 1,496 | ||||
Class R4 | 3,389 | — | — | 712 | 565 | ||||
Class R5 | 12,484 | — | — | 413 | 351 | ||||
Class Y | 130,774 | 374 | 145 | 41,215 | 20,740 | ||||
Class F | 441 | 41 | 164 | 725 | 124 | ||||
Class SDR | 5,891 | 129 | 439 | 752 | 666 | ||||
Distribution fees | |||||||||
Class A | 351,124 | 6,430 | 72,643 | 134,152 | 46,901 | ||||
Class C | 106,650 | 2,142 | 31,999 | 258,978 | 39,806 | ||||
Class R3 | 2,838 | — | — | 5,137 | 3,428 | ||||
Class R4 | 5,338 | — | — | 1,048 | 831 | ||||
Custodian fees | 53,907 | 5,242 | 3,981 | 4,584 | 4,449 | ||||
Registration and filing fees | 240,297 | 49,830 | 51,101 | 67,352 | 62,844 | ||||
Accounting services fees | 249,644 | 11,135 | 40,777 | 67,619 | 33,084 | ||||
Board of Directors' fees | 40,388 | 1,372 | 5,172 | 9,478 | 4,037 | ||||
Audit and tax fees | 17,142 | 21,517 | 15,073 | 11,234 | 11,220 | ||||
Other expenses | 125,885 | 9,262 | 20,037 | 49,131 | 24,910 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 14,830,376 | 382,641 | 1,318,975 | 3,921,382 | 1,930,234 | ||||
Expense waivers | — | (33,009) | (214,352) | — | (20,509) | ||||
Distribution fee reimbursements | (377) | (4,580) | (63) | (550) | (561) | ||||
Total waivers, reimbursements and fees paid indirectly | (377) | (37,589) | (214,415) | (550) | (21,070) | ||||
Total expenses | 14,829,999 | 345,052 | 1,104,560 | 3,920,832 | 1,909,164 | ||||
Net Investment Income (Loss) | 35,046,578 | 940,777 | 3,079,173 | 984,116 | (263,012) | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | (7,182,918) | (559,815) | (2,126,255) | 42,639,647 | 10,137,674 | ||||
Futures contracts | — | (923,698) | 763,175 | — | — | ||||
Foreign currency contracts | — | 932,628 | — | — | — | ||||
Other foreign currency transactions | (481,442) | 2,518 | — | 88 | — | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (7,664,360) | (548,367) | (1,363,080) | 42,639,735 | 10,137,674 | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments * | (685,964,717) | (3,257,667) | (34,668,788) | (106,381,895) | (47,461,666) | ||||
Futures contracts | — | (271,768) | (385,844) | — | — | ||||
Foreign currency contracts | — | 93,704 | — | — | — | ||||
Translation of other assets and liabilities in foreign currencies | (267,464) | 24,373 | — | — | — | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (686,232,181) | (3,411,358) | (35,054,632) | (106,381,895) | (47,461,666) | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (693,896,541) | (3,959,725) | (36,417,712) | (63,742,160) | (37,323,992) | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (658,849,963) | $ (3,018,948) | $ (33,338,539) | $ (62,758,044) | $ (37,587,004) | ||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ 1,165,638 | $ — | $ — | $ — | $ — |
66 |
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Period Ended October 31, 2021(1) | ||||
Operations: | |||||||
Net investment income (loss) | $ (229,344) | $ (22,780) | $ 55,400 | $ (2,220) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (177,209) | 458,633 | (233,555) | 35,242 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (21,400,060) | (997,792) | (1,221,810) | 71,701 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (21,806,613) | (561,939) | (1,399,965) | 104,723 | |||
Distributions to Shareholders: | |||||||
Class A | (10,069) | (51,074) | — | — | |||
Class C | (2,700) | (17,324) | — | — | |||
Class I | (104,164) | (23,649) | — | — | |||
Class Y | (39,890) | (16,158) | — | — | |||
Class F | (899,258) | (324,076) | — | — | |||
Class SDR | (52,837) | (383,976) | (50,976) | — | |||
Total distributions | (1,108,918) | (816,257) | (50,976) | — | |||
Capital Share Transactions: | |||||||
Sold | 20,705,329 | 106,251,339 | 52,130 | 10,000,010 | |||
Issued on reinvestment of distributions | 1,053,227 | 432,281 | 25,504 | — | |||
Redeemed | (7,004,113) | (34,134,687) | (50,000) | (10) | |||
Net increase (decrease) from capital share transactions | 14,754,443 | 72,548,933 | 27,634 | 10,000,000 | |||
Net Increase (Decrease) in Net Assets | (8,161,088) | 71,170,737 | (1,423,307) | 10,104,723 | |||
Net Assets: | |||||||
Beginning of period | 78,992,448 | 7,821,711 | 10,104,723 | — | |||
End of period | $ 70,831,360 | $ 78,992,448 | $ 8,681,416 | $ 10,104,723 |
(1) | Commenced operations on September 30, 2021. |
67 |
Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 36,722,747 | $ 68,766,050 | $ 1,026,743 | $ 2,244,030 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (192,788,097) | 191,629,190 | (2,158,788) | 507,882 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,178,745,785) | 384,427,436 | (4,990,847) | 628,875 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,334,811,135) | 644,822,676 | (6,122,892) | 3,380,787 | |||
Distributions to Shareholders: | |||||||
Class A | (151,824) | (5,312,511) | (32,627) | (69,629) | |||
Class C | (23,946) | — | (2,127) | (5,800) | |||
Class I | (27,092,330) | (13,377,299) | (387,198) | (808,597) | |||
Class R3 | (703) | (330) | (718) | (1,124) | |||
Class R4 | (51,898) | (37,977) | (264) | (447) | |||
Class R5 | (5,062) | (2,909) | (282) | (484) | |||
Class Y | (13,184,071) | (589,255) | (80,135) | (109,352) | |||
Class F | (13,622,640) | (9,554,982) | (327) | (563) | |||
Class SDR | (31,667,545) | (14,545,085) | (526,623) | (1,083,054) | |||
Total distributions | (85,800,019) | (43,420,348) | (1,030,301) | (2,079,050) | |||
Capital Share Transactions: | |||||||
Sold | 2,310,633,847 | 4,842,961,004 | 3,501,779 | 25,345,037 | |||
Issued on reinvestment of distributions | 58,740,454 | 32,176,805 | 1,030,151 | 2,078,786 | |||
Redeemed | (1,863,025,512) | (2,926,986,156) | (9,400,083) | (44,370,189) | |||
Net increase (decrease) from capital share transactions | 506,348,789 | 1,948,151,653 | (4,868,153) | (16,946,366) | |||
Net Increase (Decrease) in Net Assets | (914,262,365) | 2,549,553,981 | (12,021,346) | (15,644,629) | |||
Net Assets: | |||||||
Beginning of period | 6,741,778,211 | 4,192,224,230 | 44,481,344 | 60,125,973 | |||
End of period | $ 5,827,515,846 | $ 6,741,778,211 | $ 32,459,998 | $ 44,481,344 |
68 |
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 37,830,933 | $ 58,285,565 | $ 35,046,578 | $ 28,141,682 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 18,464,477 | 200,522,634 | (7,664,360) | 29,254,959 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (210,887,522) | 379,254,167 | (686,232,181) | 436,588,606 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (154,592,112) | 638,062,366 | (658,849,963) | 493,985,247 | |||
Distributions to Shareholders: | |||||||
Class A | (1,556,574) | (1,921,493) | (4,534,577) | (32,727) | |||
Class C | (162,409) | (224,044) | (184,966) | — | |||
Class I | (11,738,343) | (17,086,178) | (38,891,433) | (2,419,301) | |||
Class R3 | (223,999) | (328,949) | (16,059) | — | |||
Class R4 | (80,745) | (103,502) | (72,581) | (701) | |||
Class R5 | (278,533) | (473,876) | (502,674) | (52,125) | |||
Class Y | (4,835,341) | (6,351,823) | (4,809,155) | (340,321) | |||
Class F | (9,531,406) | (12,981,174) | (13,376,220) | (990,397) | |||
Class SDR | (13,976,496) | (20,557,285) | (9,695,198) | (872,187) | |||
Total distributions | (42,383,846) | (60,028,324) | (72,082,863) | (4,707,759) | |||
Capital Share Transactions: | |||||||
Sold | 497,192,825 | 1,001,256,584 | 1,534,216,677 | 2,595,240,179 | |||
Issued on reinvestment of distributions | 38,272,484 | 53,767,304 | 67,165,273 | 4,373,503 | |||
Redeemed | (381,000,736) | (778,260,331) | (660,169,272) | (483,052,970) | |||
Net increase (decrease) from capital share transactions | 154,464,573 | 276,763,557 | 941,212,678 | 2,116,560,712 | |||
Net Increase (Decrease) in Net Assets | (42,511,385) | 854,797,599 | 210,279,852 | 2,605,838,200 | |||
Net Assets: | |||||||
Beginning of period | 2,603,775,951 | 1,748,978,352 | 3,631,453,397 | 1,025,615,197 | |||
End of period | $ 2,561,264,566 | $ 2,603,775,951 | $ 3,841,733,249 | $ 3,631,453,397 |
69 |
Hartford Schroders Securitized Income Fund | Hartford Schroders Tax-Aware Bond Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 940,777 | $ 1,883,904 | $ 3,079,173 | $ 5,775,902 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (548,367) | (765,136) | (1,363,080) | 5,653,116 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (3,411,358) | 1,579,512 | (35,054,632) | (6,174,421) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,018,948) | 2,698,280 | (33,338,539) | 5,254,597 | |||
Distributions to Shareholders: | |||||||
Class A | (47,095) | (84,434) | (1,182,761) | (1,450,548) | |||
Class C | (2,032) | (3,248) | (101,046) | (129,755) | |||
Class I | (812,390) | (1,292,341) | (5,244,571) | (7,512,352) | |||
Class Y | (44,154) | (72,758) | (5,964) | (5,542) | |||
Class F | (23,177) | (39,737) | (810,269) | (913,441) | |||
Class SDR | (236,484) | (399,130) | (1,299,897) | (1,616,470) | |||
Total distributions | (1,165,332) | (1,891,648) | (8,644,508) | (11,628,108) | |||
Capital Share Transactions: | |||||||
Sold | 21,319,183 | 65,753,561 | 77,858,038 | 153,934,962 | |||
Issued on reinvestment of distributions | 1,054,644 | 1,653,658 | 7,031,506 | 9,364,337 | |||
Redeemed | (49,837,238) | (36,531,227) | (118,733,523) | (144,506,187) | |||
Net increase (decrease) from capital share transactions | (27,463,411) | 30,875,992 | (33,843,979) | 18,793,112 | |||
Net Increase (Decrease) in Net Assets | (31,647,691) | 31,682,624 | (75,827,026) | 12,419,601 | |||
Net Assets: | |||||||
Beginning of period | 125,609,370 | 93,926,746 | 455,862,115 | 443,442,514 | |||
End of period | $ 93,961,679 | $ 125,609,370 | $ 380,035,089 | $ 455,862,115 |
70 |
Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | ||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 984,116 | $ 623,135 | $ (263,012) | $ (329,984) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 42,639,735 | 122,807,700 | 10,137,674 | 48,336,250 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (106,381,895) | 138,362,727 | (47,461,666) | 56,709,046 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (62,758,044) | 261,793,562 | (37,587,004) | 104,715,312 | |||
Distributions to Shareholders: | |||||||
Class A | (15,162,114) | (69,958) | (4,243,986) | — | |||
Class C | (7,632,003) | — | (912,294) | — | |||
Class I | (61,840,766) | (1,312,243) | (22,448,027) | (89,287) | |||
Class R3 | (288,955) | — | (146,935) | — | |||
Class R4 | (116,572) | — | (75,585) | — | |||
Class R5 | (101,815) | (3,796) | (72,804) | (462) | |||
Class Y | (10,739,172) | (258,077) | (3,960,044) | (27,753) | |||
Class F | (11,385,090) | (265,270) | (1,819,314) | (25,755) | |||
Class SDR | (5,005,028) | (175,684) | (3,521,887) | (57,905) | |||
Total distributions | (112,271,515) | (2,085,028) | (37,200,876) | (201,162) | |||
Capital Share Transactions: | |||||||
Sold | 88,532,325 | 149,305,285 | 48,817,232 | 87,392,291 | |||
Issued on reinvestment of distributions | 108,437,249 | 2,008,748 | 36,096,950 | 197,351 | |||
Redeemed | (132,522,538) | (211,486,538) | (49,558,781) | (66,867,177) | |||
Net increase (decrease) from capital share transactions | 64,447,036 | (60,172,505) | 35,355,401 | 20,722,465 | |||
Net Increase (Decrease) in Net Assets | (110,582,523) | 199,536,029 | (39,432,479) | 125,236,615 | |||
Net Assets: | |||||||
Beginning of period | 841,069,871 | 641,533,842 | 359,180,035 | 233,943,420 | |||
End of period | $ 730,487,348 | $ 841,069,871 | $ 319,747,556 | $ 359,180,035 |
71 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 15.80 | $ (0.08) | $ (3.67) | $ (3.75) | $ — | $ (0.21) | $ — | $ (0.21) | $ 11.84 | (24.11)% (4) | $ 495 | 1.53% (5) | 1.45% (5) | (1.06)% (5) | 21% | |||||||||||||||
C | 15.59 | (0.07) | (3.62) | (3.69) | — | (0.21) | — | (0.21) | 11.69 | (24.05) (4) | 150 | 2.23 (5) | 1.33 (5) | (0.91) (5) | 21 | |||||||||||||||
I | 15.81 | (0.05) | (3.69) | (3.74) | — | (0.21) | — | (0.21) | 11.86 | (24.03) (4) | 8,629 | 1.20 (5) | 1.15 (5) | (0.71) (5) | 21 | |||||||||||||||
Y | 15.82 | (0.05) | (3.68) | (3.73) | — | (0.21) | — | (0.21) | 11.88 | (23.95) (4) | 2,477 | 1.10 (5) | 1.10 (5) | (0.66) (5) | 21 | |||||||||||||||
F | 15.82 | (0.04) | (3.68) | (3.72) | — | (0.21) | — | (0.21) | 11.89 | (23.89) (4) | 56,107 | 1.09 (5) | 0.99 (5) | (0.53) (5) | 21 | |||||||||||||||
SDR | 15.83 | (0.04) | (3.69) | (3.73) | — | (0.21) | — | (0.21) | 11.89 | (23.94) (4) | 2,973 | 1.09 (5) | 0.99 (5) | (0.57) (5) | 21 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 15.06 | $ (0.05) | $ 2.25 | $ 2.20 | $ —(6) | $ (1.46) | $ — | $ (1.46) | $ 15.80 | 15.20% | $ 781 | 1.94% | 1.42% | (0.28)% | 73% | |||||||||||||||
C | 14.98 | (0.18) | 2.25 | 2.07 | — | (1.46) | — | (1.46) | 15.59 | 14.31 | 199 | 2.66 | 2.19 | (1.14) | 73 | |||||||||||||||
I | 15.08 | (0.03) | 2.27 | 2.24 | (0.05) | (1.46) | — | (1.51) | 15.81 | 15.45 | 7,776 | 1.65 | 1.15 | (0.19) | 73 | |||||||||||||||
Y | 15.08 | 0.14 | 2.12 | 2.26 | (0.06) | (1.46) | — | (1.52) | 15.82 | 15.57 | 2,987 | 1.55 | 1.11 | 0.88 | 73 | |||||||||||||||
F | 15.09 | (0.03) | 2.30 | 2.27 | (0.08) | (1.46) | — | (1.54) | 15.82 | 15.63 | 63,292 | 1.54 | 0.99 | (0.18) | 73 | |||||||||||||||
SDR | 15.09 | 0.01 | 2.27 | 2.28 | (0.08) | (1.46) | — | (1.54) | 15.83 | 15.70 | 3,957 | 1.54 | 0.99 | 0.06 | 73 | |||||||||||||||
For the Period Ended October 31, 2020(7) | ||||||||||||||||||||||||||||||
A | $ 10.00 | $ 0.04 | $ 5.02 | $ 5.06 | $ — | $ — | $ — | $ — | $ 15.06 | 50.60% (4) | $ 369 | 4.28% (5) | 1.29% (5) | 0.55% (5) | 46% | |||||||||||||||
C | 10.00 | 0.00 (6) | 4.98 | 4.98 | — | — | — | — | 14.98 | 49.80 (4) | 178 | 5.08 (5) | 2.22 (5) | (0.04) (5) | 46 | |||||||||||||||
I | 10.00 | 0.07 | 5.01 | 5.08 | — | — | — | — | 15.08 | 50.80 (4) | 183 | 4.01 (5) | 1.15 (5) | 0.93 (5) | 46 | |||||||||||||||
Y | 10.00 | 0.09 | 4.99 | 5.08 | — | — | — | — | 15.08 | 50.80 (4) | 151 | 3.95 (5) | 1.10 (5) | 1.14 (5) | 46 | |||||||||||||||
F | 10.00 | 0.10 | 4.99 | 5.09 | — | — | — | — | 15.09 | 50.90 (4) | 3,169 | 3.85 (5) | 0.99 (5) | 1.24 (5) | 46 | |||||||||||||||
SDR | 10.00 | 0.10 | 4.99 | 5.09 | — | — | — | — | 15.09 | 50.90 (4) | 3,772 | 3.85 (5) | 0.99 (5) | 1.24 (5) | 46 | |||||||||||||||
Hartford Schroders Diversified Emerging Markets Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A (8) | $ 9.42 | $ 0.02 | $ (0.79) | $ (0.77) | $ — | $ — | $ — | $ — | $ 8.65 | (8.18)% (4) | $ 9 | 3.38% (5) | 1.06% (5) | 1.56% (5) | 48% | |||||||||||||||
C (8) | 9.42 | 0.01 | (0.79) | (0.78) | — | — | — | — | 8.64 | (8.29) (4) | 9 | 4.12 (5) | 1.86 (5) | 0.81 (5) | 48 | |||||||||||||||
I (8) | 9.42 | 0.03 | (0.79) | (0.76) | — | — | — | — | 8.66 | (8.07) (4) | 9 | 3.07 (5) | 0.76 (5) | 1.75 (5) | 48 | |||||||||||||||
Y (8) | 9.42 | 0.03 | (0.79) | (0.76) | — | — | — | — | 8.66 | (8.07) (4) | 9 | 2.99 (5) | 0.71 (5) | 1.87 (5) | 48 | |||||||||||||||
F (8) | 9.42 | 0.02 | (0.78) | (0.76) | — | — | — | — | 8.66 | (8.07) (4) | 9 | 2.88 (5) | 0.89 (5) | 1.56 (5) | 48 | |||||||||||||||
SDR | 10.10 | 0.06 | (1.45) | (1.39) | (0.03) | (0.02) | — | (0.05) | 8.66 | (13.82) (4) | 8,635 | 2.24 (5) | 0.89 (5) | 1.16 (5) | 48 | |||||||||||||||
For the Period Ended October 31, 2021(9) | ||||||||||||||||||||||||||||||
SDR | $ 10.00 | $ 0.00(6) | $ 0.10 | $ 0.10 | $ — | $ — | $ — | $ — | $ 10.10 | 1.00% (4) | $ 10,105 | 4.69% (5) | 0.89% (5) | (0.26)% (5) | 9% (10) | |||||||||||||||
Hartford Schroders Emerging Markets Equity Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 20.05 | $ 0.07 | $ (3.82) | $ (3.75) | $ (0.03) | $ — | $ — | $ (0.03) | $ 16.27 | (18.72)% (4) | $ 84,311 | 1.54% (5) | 1.54% (5) | 0.73% (5) | 20% | |||||||||||||||
C | 19.76 | 0.01 | (3.74) | (3.73) | (0.05) | — | — | (0.05) | 15.98 | (18.90) (4) | 6,908 | 2.13 (5) | 2.13 (5) | 0.12 (5) | 20 | |||||||||||||||
I | 20.13 | 0.10 | (3.80) | (3.70) | (0.23) | — | — | (0.23) | 16.20 | (18.54) (4) | 2,004,364 | 1.24 (5) | 1.24 (5) | 1.04 (5) | 20 | |||||||||||||||
R3 | 19.99 | 0.05 | (3.78) | (3.73) | (0.14) | — | — | (0.14) | 16.12 | (18.77) (4) | 82 | 1.77 (5) | 1.69 (5) | 0.58 (5) | 20 | |||||||||||||||
R4 | 20.18 | 0.08 | (3.83) | (3.75) | (0.18) | — | — | (0.18) | 16.25 | (18.70) (4) | 4,679 | 1.46 (5) | 1.46 (5) | 0.81 (5) | 20 | |||||||||||||||
R5 | 20.14 | 0.10 | (3.80) | (3.70) | (0.24) | — | — | (0.24) | 16.20 | (18.54) (4) | 340 | 1.17 (5) | 1.17 (5) | 1.10 (5) | 20 | |||||||||||||||
Y | 20.20 | 0.10 | (3.81) | (3.71) | (0.25) | — | — | (0.25) | 16.24 | (18.53) (4) | 889,555 | 1.15 (5) | 1.15 (5) | 1.12 (5) | 20 | |||||||||||||||
F | 20.15 | 0.11 | (3.79) | (3.68) | (0.27) | — | — | (0.27) | 16.20 | (18.47) (4) | 851,958 | 1.05 (5) | 1.05 (5) | 1.21 (5) | 20 | |||||||||||||||
SDR | 20.19 | 0.11 | (3.80) | (3.69) | (0.27) | — | — | (0.27) | 16.23 | (18.49) (4) | 1,985,320 | 1.05 (5) | 1.05 (5) | 1.21 (5) | 20 |
72 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 17.22 | $ 0.06 | $ 2.95 | $ 3.01 | $ (0.18) | $ — | $ — | $ (0.18) | $ 20.05 | 17.47% | $ 99,011 | 1.44% | 1.44% | 0.28% | 36% | |||||||||||||||
C | 16.93 | 0.01 | 2.82 | 2.83 | — | — | — | — | 19.76 | 16.72 | 8,835 | 2.13 | 2.13 | 0.03 | 36 | |||||||||||||||
I | 17.22 | 0.21 | 2.86 | 3.07 | (0.16) | — | — | (0.16) | 20.13 | 17.82 | 2,326,811 | 1.23 | 1.23 | 1.01 | 36 | |||||||||||||||
R3 | 17.11 | 0.10 | 2.85 | 2.95 | (0.07) | — | — | (0.07) | 19.99 | 17.27 | 100 | 1.77 | 1.68 | 0.47 | 36 | |||||||||||||||
R4 | 17.29 | 0.14 | 2.90 | 3.04 | (0.15) | — | — | (0.15) | 20.18 | 17.57 | 5,485 | 1.47 | 1.47 | 0.68 | 36 | |||||||||||||||
R5 | 17.22 | 0.21 | 2.86 | 3.07 | (0.15) | — | — | (0.15) | 20.14 | 17.87 | 412 | 1.17 | 1.17 | 1.01 | 36 | |||||||||||||||
Y | 17.25 | 0.29 | 2.78 | 3.07 | (0.12) | — | — | (0.12) | 20.20 | 17.82 | 890,765 | 1.16 | 1.16 | 1.41 | 36 | |||||||||||||||
F | 17.24 | 0.24 | 2.86 | 3.10 | (0.19) | — | — | (0.19) | 20.15 | 17.99 | 1,049,336 | 1.05 | 1.05 | 1.15 | 36 | |||||||||||||||
SDR | 17.27 | 0.26 | 2.85 | 3.11 | (0.19) | — | — | (0.19) | 20.19 | 18.02 | 2,361,023 | 1.05 | 1.05 | 1.23 | 36 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 15.78 | $ 0.06 | $ 1.71 | $ 1.77 | $ (0.33) | $ — | $ — | $ (0.33) | $ 17.22 | 11.28% | $ 62,843 | 1.53% | 1.53% | 0.40% | 52% | |||||||||||||||
C | 15.51 | (0.05) | 1.67 | 1.62 | (0.20) | — | — | (0.20) | 16.93 | 10.51 | 7,127 | 2.16 | 2.16 | (0.34) | 52 | |||||||||||||||
I | 15.77 | 0.10 | 1.71 | 1.81 | (0.36) | — | — | (0.36) | 17.22 | 11.56 | 1,443,799 | 1.25 | 1.25 | 0.63 | 52 | |||||||||||||||
R3 | 15.66 | 0.03 | 1.70 | 1.73 | (0.28) | — | — | (0.28) | 17.11 | 11.08 | 88 | 1.79 | 1.71 | 0.21 | 52 | |||||||||||||||
R4 | 15.74 | 0.17 | 1.62 | 1.79 | (0.24) | — | — | (0.24) | 17.29 | 11.43 | 4,500 | 1.43 | 1.43 | 1.09 | 52 | |||||||||||||||
R5 | 15.78 | 0.11 | 1.70 | 1.81 | (0.37) | — | — | (0.37) | 17.22 | 11.55 | 322 | 1.20 | 1.20 | 0.69 | 52 | |||||||||||||||
Y | 15.79 | 0.13 | 1.70 | 1.83 | (0.37) | — | — | (0.37) | 17.25 | 11.69 | 505,338 | 1.18 | 1.18 | 0.85 | 52 | |||||||||||||||
F | 15.78 | 0.14 | 1.71 | 1.85 | (0.39) | — | — | (0.39) | 17.24 | 11.79 | 861,337 | 1.08 | 1.08 | 0.85 | 52 | |||||||||||||||
SDR | 15.81 | 0.13 | 1.72 | 1.85 | (0.39) | — | — | (0.39) | 17.27 | 11.77 | 1,306,890 | 1.08 | 1.08 | 0.83 | 52 | |||||||||||||||
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 |
73 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (continued) | ||||||||||||||||||||||||||||||
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 (11) | 12.98 | 0.16 | 3.09 | 3.25 | — | — | — | — | 16.23 | 25.04 (4) | 42,462 | 1.10 (5) | 1.10 (5) | 1.57 (5) | 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 | |||||||||||||||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 8.29 | $ 0.18 | $ (1.36) | $ (1.18) | $ (0.19) | $ (0.01) | $ — | $ (0.20) | $ 6.91 | (14.51)% (4) | $ 1,176 | 1.57% (5) | 1.15% (5) | 4.74% (5) | 55% | |||||||||||||||
C | 8.26 | 0.15 | (1.35) | (1.20) | (0.16) | (0.01) | — | (0.17) | 6.89 | (14.76) (4) | 76 | 2.39 (5) | 1.90 (5) | 3.97 (5) | 55 | |||||||||||||||
I | 8.28 | 0.20 | (1.37) | (1.17) | (0.20) | (0.01) | — | (0.21) | 6.90 | (14.42) (4) | 10,757 | 1.26 (5) | 0.90 (5) | 5.01 (5) | 55 | |||||||||||||||
R3 | 8.30 | 0.17 | (1.37) | (1.20) | (0.17) | (0.01) | — | (0.18) | 6.92 | (14.62) (4) | 29 | 1.86 (5) | 1.45 (5) | 4.48 (5) | 55 | |||||||||||||||
R4 | 8.29 | 0.18 | (1.36) | (1.18) | (0.19) | (0.01) | — | (0.20) | 6.91 | (14.51) (4) | 10 | 1.57 (5) | 1.15 (5) | 4.76 (5) | 55 | |||||||||||||||
R5 | 8.28 | 0.20 | (1.37) | (1.17) | (0.20) | (0.01) | — | (0.21) | 6.90 | (14.29) (4) | 10 | 1.26 (5) | 0.85 (5) | 5.08 (5) | 55 | |||||||||||||||
Y | 8.28 | 0.20 | (1.37) | (1.17) | (0.20) | (0.01) | — | (0.21) | 6.90 | (14.29) (4) | 2,728 | 1.20 (5) | 0.85 (5) | 5.08 (5) | 55 | |||||||||||||||
F | 7.77 | 0.19 | (1.29) | (1.10) | (0.20) | (0.01) | — | (0.21) | 6.46 | (14.28) (4) | 10 | 1.14 (5) | 0.75 (5) | 5.15 (5) | 55 | |||||||||||||||
SDR | 8.28 | 0.20 | (1.37) | (1.17) | (0.20) | (0.01) | — | (0.21) | 6.90 | (14.35) (4) | 17,665 | 1.14 (5) | 0.75 (5) | 5.16 (5) | 55 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 8.22 | $ 0.36 | $ 0.05 | $ 0.41 | $ (0.34) | $ — | $ — | $ (0.34) | $ 8.29 | 4.92% | $ 1,574 | 1.48% | 1.15% | 4.14% | 168% | |||||||||||||||
C | 8.20 | 0.29 | 0.04 | 0.33 | (0.27) | — | — | (0.27) | 8.26 | 4.02 | 136 | 2.32 | 1.90 | 3.41 | 168 | |||||||||||||||
I | 8.21 | 0.38 | 0.05 | 0.43 | (0.36) | — | — | (0.36) | 8.28 | 5.19 | 18,976 | 1.16 | 0.88 | 4.41 | 168 | |||||||||||||||
R3 | 8.23 | 0.33 | 0.05 | 0.38 | (0.31) | — | — | (0.31) | 8.30 | 4.60 | 31 | 1.79 | 1.41 | 3.89 | 168 | |||||||||||||||
R4 | 8.22 | 0.37 | 0.04 | 0.41 | (0.34) | — | — | (0.34) | 8.29 | 4.92 | 11 | 1.49 | 1.09 | 4.24 | 168 | |||||||||||||||
R5 | 8.21 | 0.38 | 0.05 | 0.43 | (0.36) | — | — | (0.36) | 8.28 | 5.24 | 11 | 1.19 | 0.85 | 4.45 | 168 | |||||||||||||||
Y | 8.21 | 0.38 | 0.05 | 0.43 | (0.36) | — | — | (0.36) | 8.28 | 5.24 | 2,946 | 1.12 | 0.83 | 4.46 | 168 | |||||||||||||||
F | 7.72 | 0.37 | 0.05 | 0.42 | (0.37) | — | — | (0.37) | 7.77 | 5.43 | 12 | 1.07 | 0.75 | 4.54 | 168 | |||||||||||||||
SDR | 8.21 | 0.39 | 0.05 | 0.44 | (0.37) | — | — | (0.37) | 8.28 | 5.35 | 20,784 | 1.07 | 0.75 | 4.57 | 168 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 9.12 | $ 0.44 | $ (0.90) | $ (0.46) | $ (0.34) | $ — | $ (0.10) | $ (0.44) | $ 8.22 | (4.85)% | $ 1,727 | 1.41% | 1.15% | 5.22% | 141% | |||||||||||||||
C | 9.08 | 0.38 | (0.89) | (0.51) | (0.29) | — | (0.08) | (0.37) | 8.20 | (5.43) | 215 | 2.23 | 1.90 | 4.48 | 141 | |||||||||||||||
I | 9.11 | 0.47 | (0.90) | (0.43) | (0.37) | — | (0.10) | (0.47) | 8.21 | (4.50) | 21,211 | 1.05 | 0.82 | 5.56 | 141 | |||||||||||||||
R3 | 9.13 | 0.43 | (0.89) | (0.46) | (0.34) | — | (0.10) | (0.44) | 8.23 | (4.79) | 29 | 1.70 | 1.24 | 5.15 | 141 | |||||||||||||||
R4 | 9.11 | 0.46 | (0.89) | (0.43) | (0.36) | — | (0.10) | (0.46) | 8.22 | (4.45) | 11 | 1.40 | 0.92 | 5.48 | 141 | |||||||||||||||
R5 | 9.10 | 0.46 | (0.88) | (0.42) | (0.37) | — | (0.10) | (0.47) | 8.21 | (4.41) | 11 | 1.10 | 0.85 | 5.52 | 141 | |||||||||||||||
Y | 9.10 | 0.47 | (0.89) | (0.42) | (0.36) | — | (0.11) | (0.47) | 8.21 | (4.34) | 2,376 | 0.98 | 0.76 | 5.60 | 141 | |||||||||||||||
F | 9.10 | 0.51 | (1.02) | (0.51) | (0.67) | — | (0.20) | (0.87) | 7.72 | (4.66) | 11 | 0.98 | 0.75 | 5.58 | 141 | |||||||||||||||
SDR | 9.11 | 0.47 | (0.90) | (0.43) | (0.36) | — | (0.11) | (0.47) | 8.21 | (4.44) | 34,536 | 0.98 | 0.75 | 5.62 | 141 |
74 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (continued) | ||||||||||||||||||||||||||||||
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 | |||||||||||||||
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 (11) | 9.70 | 0.39 | 0.30 | 0.69 | (0.43) | — | — | (0.43) | 9.96 | 7.22 (4) | 11 | 0.87 (5) | 0.75 (5) | 5.90 (5) | 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 | |||||||||||||||
Hartford Schroders International Multi-Cap Value Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 10.32 | $ 0.13 | $ (0.72) | $ (0.59) | $ (0.15) | $ — | $ — | $ (0.15) | $ 9.58 | (5.81)% (4) | $ 108,047 | 1.09% (5) | 1.09% (5) | 2.63% (5) | 45% | |||||||||||||||
C | 10.25 | 0.09 | (0.71) | (0.62) | (0.11) | — | — | (0.11) | 9.52 | (6.10) (4) | 14,289 | 1.84 (5) | 1.84 (5) | 1.87 (5) | 45 | |||||||||||||||
I | 10.31 | 0.14 | (0.71) | (0.57) | (0.16) | — | — | (0.16) | 9.58 | (5.61) (4) | 730,321 | 0.84 (5) | 0.84 (5) | 2.85 (5) | 45 | |||||||||||||||
R3 | 10.28 | 0.11 | (0.71) | (0.60) | (0.13) | — | — | (0.13) | 9.55 | (5.89) (4) | 16,053 | 1.46 (5) | 1.40 (5) | 2.24 (5) | 45 | |||||||||||||||
R4 | 10.29 | 0.12 | (0.70) | (0.58) | (0.15) | — | — | (0.15) | 9.56 | (5.77) (4) | 5,324 | 1.16 (5) | 1.16 (5) | 2.47 (5) | 45 | |||||||||||||||
R5 | 10.30 | 0.13 | (0.70) | (0.57) | (0.16) | — | — | (0.16) | 9.57 | (5.61) (4) | 14,064 | 0.85 (5) | 0.85 (5) | 2.59 (5) | 45 | |||||||||||||||
Y | 10.31 | 0.15 | (0.73) | (0.58) | (0.16) | — | — | (0.16) | 9.57 | (5.69) (4) | 313,184 | 0.84 (5) | 0.82 (5) | 2.94 (5) | 45 | |||||||||||||||
F | 10.31 | 0.15 | (0.71) | (0.56) | (0.17) | — | — | (0.17) | 9.58 | (5.55) (4) | 551,092 | 0.74 (5) | 0.74 (5) | 2.89 (5) | 45 | |||||||||||||||
SDR | 10.30 | 0.15 | (0.71) | (0.56) | (0.17) | — | — | (0.17) | 9.57 | (5.56) (4) | 808,891 | 0.74 (5) | 0.74 (5) | 2.89 (5) | 45 |
75 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 7.76 | $ 0.21 | $ 2.57 | $ 2.78 | $ (0.22) | $ — | $ — | $ (0.22) | $ 10.32 | 36.00% | $ 98,511 | 1.11% | 1.11% | 2.12% | 85% | |||||||||||||||
C | 7.71 | 0.13 | 2.56 | 2.69 | (0.15) | — | — | (0.15) | 10.25 | 34.97 | 14,700 | 1.85 | 1.85 | 1.34 | 85 | |||||||||||||||
I | 7.75 | 0.24 | 2.57 | 2.81 | (0.25) | — | — | (0.25) | 10.31 | 36.41 | 713,835 | 0.85 | 0.85 | 2.39 | 85 | |||||||||||||||
R3 | 7.73 | 0.18 | 2.56 | 2.74 | (0.19) | — | — | (0.19) | 10.28 | 35.61 | 17,169 | 1.46 | 1.40 | 1.81 | 85 | |||||||||||||||
R4 | 7.74 | 0.23 | 2.54 | 2.77 | (0.22) | — | — | (0.22) | 10.29 | 35.96 | 5,890 | 1.16 | 1.16 | 2.28 | 85 | |||||||||||||||
R5 | 7.75 | 0.23 | 2.57 | 2.80 | (0.25) | — | — | (0.25) | 10.30 | 36.25 | 18,070 | 0.85 | 0.85 | 2.28 | 85 | |||||||||||||||
Y | 7.75 | 0.24 | 2.57 | 2.81 | (0.25) | — | — | (0.25) | 10.31 | 36.43 | 285,533 | 0.85 | 0.82 | 2.44 | 85 | |||||||||||||||
F | 7.76 | 0.25 | 2.56 | 2.81 | (0.26) | — | — | (0.26) | 10.31 | 36.35 | 578,284 | 0.75 | 0.75 | 2.52 | 85 | |||||||||||||||
SDR | 7.74 | 0.25 | 2.57 | 2.82 | (0.26) | — | — | (0.26) | 10.30 | 36.57 | 871,784 | 0.75 | 0.75 | 2.49 | 85 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 9.05 | $ 0.17 | $ (1.24) | $ (1.07) | $ (0.22) | $ — | $ — | $ (0.22) | $ 7.76 | (12.01)% | $ 65,123 | 1.12% | 1.12% | 2.12% | 119% | |||||||||||||||
C | 8.99 | 0.11 | (1.23) | (1.12) | (0.16) | — | — | (0.16) | 7.71 | (12.69) | 12,691 | 1.86 | 1.86 | 1.32 | 119 | |||||||||||||||
I | 9.05 | 0.20 | (1.26) | (1.06) | (0.24) | — | — | (0.24) | 7.75 | (11.86) | 538,073 | 0.85 | 0.85 | 2.37 | 119 | |||||||||||||||
R3 | 9.02 | 0.14 | (1.24) | (1.10) | (0.19) | — | — | (0.19) | 7.73 | (12.42) | 13,398 | 1.48 | 1.48 | 1.71 | 119 | |||||||||||||||
R4 | 9.03 | 0.17 | (1.24) | (1.07) | (0.22) | — | — | (0.22) | 7.74 | (12.07) | 2,328 | 1.18 | 1.18 | 2.13 | 119 | |||||||||||||||
R5 | 9.04 | 0.20 | (1.25) | (1.05) | (0.24) | — | — | (0.24) | 7.75 | (11.75) | 17,008 | 0.86 | 0.86 | 2.42 | 119 | |||||||||||||||
Y | 9.04 | 0.20 | (1.24) | (1.04) | (0.25) | — | — | (0.25) | 7.75 | (11.72) | 165,134 | 0.86 | 0.81 | 2.49 | 119 | |||||||||||||||
F | 9.05 | 0.21 | (1.25) | (1.04) | (0.25) | — | — | (0.25) | 7.76 | (11.65) | 357,583 | 0.76 | 0.76 | 2.58 | 119 | |||||||||||||||
SDR | 9.04 | 0.21 | (1.26) | (1.05) | (0.25) | — | — | (0.25) | 7.74 | (11.78) | 577,640 | 0.76 | 0.76 | 2.54 | 119 | |||||||||||||||
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 | |||||||||||||||
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 |
76 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (continued) | ||||||||||||||||||||||||||||||
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 (11) | 9.13 | 0.17 | 1.02 | 1.19 | (0.14) | — | — | (0.14) | 10.18 | 13.07 (4) | 110,585 | 0.83 (5) | 0.75 (5) | 2.60 (5) | 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 | |||||||||||||||
Hartford Schroders International Stock Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 19.07 | $ 0.14 | $ (3.09) | $ (2.95) | $ (0.16) | $ (0.14) | $ — | $ (0.30) | $ 15.82 | (15.71)% (4) | $ 263,653 | 1.05% (5) | 1.05% (5) | 1.59% (5) | 15% | |||||||||||||||
C | 17.97 | 0.07 | (2.93) | (2.86) | (0.01) | (0.14) | — | (0.15) | 14.96 | (16.03) (4) | 20,091 | 1.79 (5) | 1.79 (5) | 0.85 (5) | 15 | |||||||||||||||
I | 18.49 | 0.16 | (3.00) | (2.84) | (0.21) | (0.14) | — | (0.35) | 15.30 | (15.63) (4) | 2,113,750 | 0.78 (5) | 0.78 (5) | 1.85 (5) | 15 | |||||||||||||||
R3 | 18.31 | 0.11 | (2.98) | (2.87) | (0.10) | (0.14) | — | (0.24) | 15.20 | (15.86) (4) | 1,101 | 1.41 (5) | 1.39 (5) | 1.25 (5) | 15 | |||||||||||||||
R4 | 18.42 | 0.13 | (2.98) | (2.85) | (0.16) | (0.14) | — | (0.30) | 15.27 | (15.73) (4) | 4,131 | 1.10 (5) | 1.10 (5) | 1.54 (5) | 15 | |||||||||||||||
R5 | 18.49 | 0.16 | (2.99) | (2.83) | (0.21) | (0.14) | — | (0.35) | 15.31 | (15.58) (4) | 23,932 | 0.79 (5) | 0.79 (5) | 1.85 (5) | 15 | |||||||||||||||
Y | 18.54 | 0.16 | (3.01) | (2.85) | (0.21) | (0.14) | — | (0.35) | 15.34 | (15.64) (4) | 205,390 | 0.80 (5) | 0.80 (5) | 1.84 (5) | 15 | |||||||||||||||
F | 18.52 | 0.17 | (3.00) | (2.83) | (0.23) | (0.14) | — | (0.37) | 15.32 | (15.57) (4) | 682,044 | 0.69 (5) | 0.69 (5) | 1.94 (5) | 15 | |||||||||||||||
SDR | 18.50 | 0.16 | (2.99) | (2.83) | (0.23) | (0.14) | — | (0.37) | 15.30 | (15.59) (4) | 527,641 | 0.70 (5) | 0.70 (5) | 1.91 (5) | 15 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 14.14 | $ 0.16 | $ 4.77 | $ 4.93 | $ (0.00) (6) | $ — | $ — | $ — | $ 19.07 | 34.90% | $ 285,278 | 1.06% | 1.06% | 0.89% | 28% | |||||||||||||||
C | 13.43 | 0.02 | 4.52 | 4.54 | — | — | — | — | 17.97 | 33.80 | 20,788 | 1.80 | 1.80 | 0.13 | 28 | |||||||||||||||
I | 13.71 | 0.21 | 4.62 | 4.83 | (0.05) | — | — | (0.05) | 18.49 | 35.30 | 1,981,793 | 0.79 | 0.79 | 1.18 | 28 | |||||||||||||||
R3 | 13.63 | 0.10 | 4.58 | 4.68 | — | — | — | — | 18.31 | 34.34 | 1,190 | 1.42 | 1.41 | 0.55 | 28 | |||||||||||||||
R4 | 13.67 | 0.14 | 4.61 | 4.75 | (0.00) (6) | — | — | — | 18.42 | 34.78 | 3,841 | 1.12 | 1.12 | 0.79 | 28 | |||||||||||||||
R5 | 13.72 | 0.20 | 4.62 | 4.82 | (0.05) | — | — | (0.05) | 18.49 | 35.20 | 24,588 | 0.81 | 0.81 | 1.14 | 28 | |||||||||||||||
Y | 13.76 | 0.21 | 4.62 | 4.83 | (0.05) | — | — | (0.05) | 18.54 | 35.17 | 248,058 | 0.81 | 0.81 | 1.17 | 28 | |||||||||||||||
F | 13.74 | 0.22 | 4.63 | 4.85 | (0.07) | — | — | (0.07) | 18.52 | 35.36 | 618,602 | 0.70 | 0.70 | 1.25 | 28 | |||||||||||||||
SDR | 13.73 | 0.22 | 4.62 | 4.84 | (0.07) | — | — | (0.07) | 18.50 | 35.31 | 447,317 | 0.71 | 0.71 | 1.25 | 28 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 12.91 | $ 0.07 | $ 1.30 | $ 1.37 | $ (0.14) | $ — | $ — | $ (0.14) | $ 14.14 | 10.63% | $ 114,042 | 1.12% | 1.11% | 0.49% | 34% | |||||||||||||||
C | 12.25 | (0.03) | 1.25 | 1.22 | (0.04) | — | — | (0.04) | 13.43 | 9.93 | 6,687 | 1.85 | 1.85 | (0.21) | 34 | |||||||||||||||
I | 12.51 | 0.10 | 1.26 | 1.36 | (0.16) | — | — | (0.16) | 13.71 | 10.93 | 516,721 | 0.83 | 0.83 | 0.79 | 34 | |||||||||||||||
R3 | 12.47 | 0.03 | 1.26 | 1.29 | (0.13) | — | — | (0.13) | 13.63 | 10.38 | 734 | 1.46 | 1.45 | 0.25 | 34 | |||||||||||||||
R4 | 12.50 | 0.07 | 1.25 | 1.32 | (0.15) | — | — | (0.15) | 13.67 | 10.62 | 2,536 | 1.15 | 1.15 | 0.51 | 34 | |||||||||||||||
R5 | 12.52 | 0.11 | 1.26 | 1.37 | (0.17) | — | — | (0.17) | 13.72 | 10.96 | 12,208 | 0.83 | 0.83 | 0.84 | 34 | |||||||||||||||
Y | 12.52 | 0.06 | 1.32 | 1.38 | (0.14) | — | — | (0.14) | 13.76 | 11.09 | 66,753 | 0.82 | 0.82 | 0.45 | 34 | |||||||||||||||
F | 12.52 | 0.11 | 1.28 | 1.39 | (0.17) | — | — | (0.17) | 13.74 | 11.13 | 169,576 | 0.75 | 0.75 | 0.86 | 34 | |||||||||||||||
SDR | 12.52 | 0.11 | 1.27 | 1.38 | (0.17) | — | — | (0.17) | 13.73 | 11.07 | 136,358 | 0.75 | 0.75 | 0.86 | 34 |
77 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 – (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 (11) | 10.87 | 0.04 | 2.31 | 2.35 | — | — | — | — | 13.22 | 21.62 (4) | 844 | 0.85 (5) | 0.80 (5) | 0.52 (5) | 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 | |||||||||||||||
Hartford Schroders Securitized Income Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 9.91 | $ 0.08 | $ (0.36) | $ (0.28) | $ (0.09) | $ — | $ — | $ (0.09) | $ 9.54 | (2.85)% (4) | $ 4,953 | 0.89% (5) | 0.72% (5) | 1.60% (5) | 25% | |||||||||||||||
C | 9.89 | 0.03 | (0.35) | (0.32) | (0.05) | — | — | (0.05) | 9.52 | (3.28) (4) | 411 | 1.69 (5) | 1.67 (5) | 0.65 (5) | 25 | |||||||||||||||
I | 9.89 | 0.08 | (0.35) | (0.27) | (0.10) | — | — | (0.10) | 9.52 | (2.73) (4) | 65,355 | 0.69 (5) | 0.64 (5) | 1.67 (5) | 25 | |||||||||||||||
Y | 9.89 | 0.08 | (0.35) | (0.27) | (0.10) | — | — | (0.10) | 9.52 | (2.71) (4) | 4,073 | 0.64 (5) | 0.59 (5) | 1.73 (5) | 25 | |||||||||||||||
F | 9.88 | 0.09 | (0.35) | (0.26) | (0.11) | — | — | (0.11) | 9.51 | (2.66) (4) | 2,039 | 0.62 (5) | 0.49 (5) | 1.83 (5) | 25 | |||||||||||||||
SDR | 9.88 | 0.09 | (0.36) | (0.27) | (0.11) | — | — | (0.11) | 9.50 | (2.76) (4) | 17,131 | 0.63 (5) | 0.50 (5) | 1.80 (5) | 25 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 9.79 | $ 0.17 | $ 0.10 | $ 0.27 | $ (0.15) | $ — | $ — | $ (0.15) | $ 9.91 | 2.77% | $ 5,167 | 1.26% (12) | 1.06% (13) | 1.66% (14) | 71% | |||||||||||||||
C | 9.79 | 0.07 | 0.10 | 0.17 | (0.07) | — | — | (0.07) | 9.89 | 1.69 | 432 | 2.07 (12) | 2.06 (13) | 0.66 (14) | 71 | |||||||||||||||
I | 9.79 | 0.17 | 0.10 | 0.27 | (0.17) | — | — | (0.17) | 9.89 | 2.82 | 89,260 | 1.03 (12) | 0.97 (13) | 1.73 (14) | 71 | |||||||||||||||
Y | 9.79 | 0.18 | 0.10 | 0.28 | (0.18) | — | — | (0.18) | 9.89 | 2.87 | 4,187 | 0.99 (12) | 0.92 (13) | 1.78 (14) | 71 | |||||||||||||||
F | 9.78 | 0.19 | 0.10 | 0.29 | (0.19) | — | — | (0.19) | 9.88 | 2.97 | 2,096 | 0.98 (12) | 0.84 (13) | 1.88 (14) | 71 | |||||||||||||||
SDR | 9.78 | 0.18 | 0.11 | 0.29 | (0.19) | — | — | (0.19) | 9.88 | 2.97 | 24,467 | 0.97 (12) | 0.84 (13) | 1.84 (14) | 71 |
78 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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, 2020 | ||||||||||||||||||||||||||||||
A | $ 10.06 | $ 0.21 | $ (0.25) | $ (0.04) | $ (0.22) | $ (0.01) | $ — | $ (0.23) | $ 9.79 | (0.41)% | $ 5,553 | 1.54% (15) | 1.10% (16)(17) | 2.12% (18) | 78% | |||||||||||||||
C (19) | 10.12 | 0.04 | (0.31) | (0.27) | (0.06) | 0.00 | — | (0.06) | 9.79 | (2.64) (4) | 443 | 2.52 (5)(15) | 2.29 (5)(16)(17) | 0.55 (5)(18) | 78 | |||||||||||||||
I | 10.06 | 0.19 | (0.23) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.79 | (0.42) | 65,636 | 1.34 (15) | 1.12 (16)(17) | 1.94 (18) | 78 | |||||||||||||||
Y | 10.06 | 0.21 | (0.25) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.79 | (0.36) | 3,571 | 1.29 (15) | 1.07 (16)(17) | 2.20 (18) | 78 | |||||||||||||||
F | 10.05 | 0.22 | (0.26) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.78 | (0.34) | 2,035 | 1.28 (15) | 1.06 (16)(17) | 2.25 (18) | 78 | |||||||||||||||
SDR | 10.05 | 0.23 | (0.26) | (0.03) | (0.23) | (0.01) | — | (0.24) | 9.78 | (0.31) | 16,688 | 1.28 (15) | 1.07 (16)(17) | 2.32 (18) | 78 | |||||||||||||||
For the Period Ended October 31, 2019(20) | ||||||||||||||||||||||||||||||
A | $ 10.00 | $ 0.17 | $ 0.03 | $ 0.20 | $ (0.14) | $ — | $ — | $ (0.14) | $ 10.06 | 2.04% (4) | $ 3,571 | 1.58% (5)(21) | 1.00% (5)(17)(22) | 2.49% (5)(23) | 35% | |||||||||||||||
I | 10.00 | 0.17 | 0.04 | 0.21 | (0.15) | — | — | (0.15) | �� | 10.06 | 2.09 (4) | 4,633 | 1.33 (5)(21) | 0.96 (5)(17)(22) | 2.52 (5)(23) | 35 | ||||||||||||||
Y | 10.00 | 0.17 | 0.04 | 0.21 | (0.15) | — | — | (0.15) | 10.06 | 2.13 (4) | 3,583 | 1.27 (5)(21) | 0.91 (5)(17)(22) | 2.58 (5)(23) | 35 | |||||||||||||||
F | 10.00 | 0.18 | 0.03 | 0.21 | (0.16) | — | — | (0.16) | 10.05 | 2.06 (4) | 2,544 | 1.26 (5)(21) | 0.89 (5)(17)(22) | 2.61 (5)(23) | 35 | |||||||||||||||
SDR | 10.00 | 0.17 | 0.04 | 0.21 | (0.16) | — | — | (0.16) | 10.05 | 2.19 (4) | 80,616 | 1.24 (5)(21) | 0.86 (5)(17)(22) | 2.55 (5)(23) | 35 | |||||||||||||||
Hartford Schroders Tax-Aware Bond Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 11.27 | $ 0.07 | $ (0.95) | $ (0.88) | $ (0.07) | $ (0.15) | $ — | $ (0.22) | $ 10.17 | (7.99)% (4) | $ 49,628 | 0.82% (5) | 0.71% (5) | 1.29% (5) | 61% | |||||||||||||||
C | 11.28 | 0.02 | (0.95) | (0.93) | (0.02) | (0.15) | — | (0.17) | 10.18 | (8.40) (4) | 5,271 | 1.62 (5) | 1.59 (5) | 0.41 (5) | 61 | |||||||||||||||
I | 11.28 | 0.08 | (0.95) | (0.87) | (0.08) | (0.15) | — | (0.23) | 10.18 | (7.88) (4) | 231,325 | 0.61 (5) | 0.49 (5) | 1.52 (5) | 61 | |||||||||||||||
Y | 11.28 | 0.08 | (0.95) | (0.87) | (0.08) | (0.15) | — | (0.23) | 10.18 | (7.91) (4) | 262 | 0.62 (5) | 0.56 (5) | 1.45 (5) | 61 | |||||||||||||||
F | 11.28 | 0.08 | (0.95) | (0.87) | (0.08) | (0.15) | — | (0.23) | 10.18 | (7.87) (4) | 35,497 | 0.52 (5) | 0.46 (5) | 1.55 (5) | 61 | |||||||||||||||
SDR | 11.27 | 0.08 | (0.95) | (0.87) | (0.08) | (0.15) | — | (0.23) | 10.17 | (7.87) (4) | 58,052 | 0.52 (5) | 0.46 (5) | 1.55 (5) | 61 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 11.42 | $ 0.12 | $ —(6) | $ 0.12 | $ (0.12) | $ (0.15) | $ — | $ (0.27) | $ 11.27 | 1.08% | $ 63,475 | 0.82% | 0.71% | 1.09% | 109% | |||||||||||||||
C | 11.44 | 0.03 | (0.02) | 0.01 | (0.02) | (0.15) | — | (0.17) | 11.28 | 0.11 | 7,768 | 1.64 | 1.58 | 0.22 | 109 | |||||||||||||||
I | 11.43 | 0.15 | (0.01) | 0.14 | (0.14) | (0.15) | — | (0.29) | 11.28 | 1.30 | 279,048 | 0.59 | 0.49 | 1.31 | 109 | |||||||||||||||
Y | 11.44 | 0.14 | (0.01) | 0.13 | (0.14) | (0.15) | — | (0.29) | 11.28 | 1.14 | 286 | 0.62 | 0.56 | 1.24 | 109 | |||||||||||||||
F | 11.44 | 0.15 | (0.01) | 0.14 | (0.15) | (0.15) | — | (0.30) | 11.28 | 1.24 | 40,994 | 0.51 | 0.46 | 1.34 | 109 | |||||||||||||||
SDR | 11.43 | 0.15 | (0.01) | 0.14 | (0.15) | (0.15) | — | (0.30) | 11.27 | 1.24 | 64,292 | 0.51 | 0.46 | 1.34 | 109 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 11.34 | $ 0.16 | $ 0.32 | $ 0.48 | $ (0.17) | $ (0.23) | $ — | $ (0.40) | $ 11.42 | 4.31% | $ 56,486 | 0.82% | 0.71% | 1.39% | 186% | |||||||||||||||
C | 11.34 | 0.06 | 0.33 | 0.39 | (0.06) | (0.23) | — | (0.29) | 11.44 | 3.53 | 8,731 | 1.61 | 1.55 | 0.56 | 186 | |||||||||||||||
I | 11.34 | 0.18 | 0.34 | 0.52 | (0.20) | (0.23) | — | (0.43) | 11.43 | 4.64 | 283,060 | 0.60 | 0.49 | 1.61 | 186 | |||||||||||||||
Y | 11.35 | 0.18 | 0.33 | 0.51 | (0.19) | (0.23) | — | (0.42) | 11.44 | 4.56 | 213 | 0.63 | 0.56 | 1.56 | 186 | |||||||||||||||
F | 11.35 | 0.19 | 0.33 | 0.52 | (0.20) | (0.23) | — | (0.43) | 11.44 | 4.67 | 33,074 | 0.52 | 0.46 | 1.64 | 186 | |||||||||||||||
SDR | 11.34 | 0.19 | 0.33 | 0.52 | (0.20) | (0.23) | — | (0.43) | 11.43 | 4.68 | 61,878 | 0.52 | 0.46 | 1.66 | 186 | |||||||||||||||
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 |
79 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 Tax-Aware Bond Fund – (continued) | ||||||||||||||||||||||||||||||
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 | 10.93 | 0.14 | 0.17 | 0.31 | (0.14) | — | — | (0.14) | 11.10 | 2.85 (4) | 2,377 | 0.53 (5) | 0.46 (5) | 1.96 (5) | 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 | |||||||||||||||
Hartford Schroders US MidCap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 20.63 | $ 0.01 | $ (1.38) | $ (1.37) | $ — | $ (2.90) | $ — | $ (2.90) | $ 16.36 | (7.99)% (4) | $ 103,660 | 1.16% (5) | 1.16% (5) | 0.07% (5) | 21% | |||||||||||||||
C | 20.64 | (0.06) | (1.38) | (1.44) | — | (2.90) | — | (2.90) | 16.30 | (8.35) (4) | 47,048 | 1.91 (5) | 1.91 (5) | (0.67) (5) | 21 | |||||||||||||||
I | 21.52 | 0.03 | (1.45) | (1.42) | (0.02) | (2.90) | — | (2.92) | 17.18 | (7.89) (4) | 394,455 | 0.90 (5) | 0.90 (5) | 0.34 (5) | 21 | |||||||||||||||
R3 | 21.07 | (0.03) | (1.40) | (1.43) | — | (2.90) | — | (2.90) | 16.74 | (8.12) (4) | 1,895 | 1.52 (5) | 1.52 (5) | (0.29) (5) | 21 | |||||||||||||||
R4 | 21.37 | 0.01 | (1.44) | (1.43) | — | (2.90) | — | (2.90) | 17.04 | (7.99) (4) | 799 | 1.22 (5) | 1.17 (5) | 0.06 (5) | 21 | |||||||||||||||
R5 | 21.47 | 0.04 | (1.45) | (1.41) | (0.01) | (2.90) | — | (2.91) | 17.15 | (7.86) (4) | 217 | 0.92 (5) | 0.92 (5) | 0.42 (5) | 21 | |||||||||||||||
Y | 21.50 | 0.03 | (1.45) | (1.42) | (0.01) | (2.90) | — | (2.91) | 17.17 | (7.87) (4) | 66,925 | 0.91 (5) | 0.91 (5) | 0.32 (5) | 21 | |||||||||||||||
F | 21.53 | 0.04 | (1.45) | (1.41) | (0.03) | (2.90) | — | (2.93) | 17.19 | (7.82) (4) | 81,364 | 0.80 (5) | 0.80 (5) | 0.42 (5) | 21 | |||||||||||||||
SDR | 21.56 | 0.04 | (1.45) | (1.41) | (0.03) | (2.90) | — | (2.93) | 17.22 | (7.82) (4) | 34,125 | 0.81 (5) | 0.81 (5) | 0.44 (5) | 21 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 14.57 | $ (0.02) | $ 6.09 | $ 6.07 | $ (0.01) | $ — | $ — | $ (0.01) | $ 20.63 | 41.71% | $ 106,982 | 1.16% | 1.16% | (0.10)% | 47% | |||||||||||||||
C | 14.67 | (0.16) | 6.13 | 5.97 | — | — | — | — | 20.64 | 40.70 | 54,795 | 1.90 | 1.90 | (0.84) | 47 | |||||||||||||||
I | 15.19 | 0.03 | 6.36 | 6.39 | (0.06) | — | — | (0.06) | 21.52 | 42.13 | 457,621 | 0.89 | 0.89 | 0.17 | 47 | |||||||||||||||
R3 | 14.92 | (0.09) | 6.24 | 6.15 | — | — | — | — | 21.07 | 41.22 | 2,157 | 1.52 | 1.52 | (0.46) | 47 | |||||||||||||||
R4 | 15.08 | (0.02) | 6.31 | 6.29 | — | — | — | — | 21.37 | 41.71 | 856 | 1.22 | 1.17 | (0.11) | 47 | |||||||||||||||
R5 | 15.16 | 0.03 | 6.33 | 6.36 | (0.05) | — | — | (0.05) | 21.47 | 42.03 | 874 | 0.92 | 0.92 | 0.17 | 47 | |||||||||||||||
Y | 15.18 | 0.03 | 6.34 | 6.37 | (0.05) | — | — | (0.05) | 21.50 | 42.05 | 82,958 | 0.91 | 0.91 | 0.15 | 47 | |||||||||||||||
F | 15.20 | 0.05 | 6.35 | 6.40 | (0.07) | — | — | (0.07) | 21.53 | 42.23 | 83,647 | 0.80 | 0.80 | 0.26 | 47 | |||||||||||||||
SDR | 15.23 | 0.05 | 6.35 | 6.40 | (0.07) | — | — | (0.07) | 21.56 | 42.14 | 51,180 | 0.80 | 0.80 | 0.26 | 47 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 15.01 | $ 0.01 | $ (0.35) | $ (0.34) | $ 0.00(6) | $ (0.10) | $ — | $ (0.10) | $ 14.57 | (2.25)% | $ 71,370 | 1.18% | 1.18% | 0.06% | 53% | |||||||||||||||
C | 15.21 | (0.10) | (0.34) | (0.44) | — | (0.10) | — | (0.10) | 14.67 | (2.90) | 43,785 | 1.92 | 1.92 | (0.67) | 53 | |||||||||||||||
I | 15.63 | 0.05 | (0.35) | (0.30) | (0.04) | (0.10) | — | (0.14) | 15.19 | (1.92) | 352,667 | 0.90 | 0.90 | 0.35 | 53 | |||||||||||||||
R3 | 15.41 | (0.04) | (0.35) | (0.39) | — | (0.10) | — | (0.10) | 14.92 | (2.54) | 975 | 1.53 | 1.53 | (0.28) | 53 | |||||||||||||||
R4 | 15.53 | 0.00 (6) | (0.35) | (0.35) | — | (0.10) | — | (0.10) | 15.08 | (2.26) | 567 | 1.23 | 1.23 | 0.01 | 53 | |||||||||||||||
R5 | 15.60 | 0.05 | (0.35) | (0.30) | (0.04) | (0.10) | — | (0.14) | 15.16 | (1.96) | 1,229 | 0.93 | 0.93 | 0.31 | 53 | |||||||||||||||
Y | 15.63 | 0.05 | (0.35) | (0.30) | (0.05) | (0.10) | — | (0.15) | 15.18 | (1.93) | 77,493 | 0.91 | 0.90 | 0.34 | 53 | |||||||||||||||
F | 15.64 | 0.06 | (0.34) | (0.28) | (0.06) | (0.10) | — | (0.16) | 15.20 | (1.82) | 55,554 | 0.81 | 0.81 | 0.42 | 53 | |||||||||||||||
SDR | 15.67 | 0.07 | (0.35) | (0.28) | (0.06) | (0.10) | — | (0.16) | 15.23 | (1.81) | 37,895 | 0.81 | 0.81 | 0.45 | 53 |
80 |
— 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 – (continued) | ||||||||||||||||||||||||||||||
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 (11) | 13.63 | 0.01 | 0.89 | 0.90 | — | — | — | — | 14.53 | 6.60 (4) | 8,436 | 0.91 (5) | 0.90 (5) | 0.14 (5) | 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 | |||||||||||||||
Hartford Schroders US Small Cap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||||
A | $ 33.48 | $ (0.06) | $ (3.14) | $ (3.20) | $ — | $ (3.65) | $ — | $ (3.65) | $ 26.63 | (10.78)% (4) | $ 34,444 | 1.36% (5) | 1.35% (5) | (0.39)% (5) | 20% | |||||||||||||||
C | 33.73 | (0.17) | (3.17) | (3.34) | — | (3.65) | — | (3.65) | 26.74 | (11.14) (4) | 6,969 | 2.12 (5) | 2.10 (5) | (1.13) (5) | 20 | |||||||||||||||
I | 35.38 | (0.02) | (3.35) | (3.37) | — | (3.65) | — | (3.65) | 28.36 | (10.67) (4) | 190,579 | 1.08 (5) | 1.08 (5) | (0.12) (5) | 20 | |||||||||||||||
R3 | 34.71 | (0.11) | (3.27) | (3.38) | — | (3.65) | — | (3.65) | 27.68 | (10.93) (4) | 1,264 | 1.70 (5) | 1.65 (5) | (0.69) (5) | 20 | |||||||||||||||
R4 | 35.14 | (0.06) | (3.32) | (3.38) | — | (3.65) | — | (3.65) | 28.11 | (10.78) (4) | 613 | 1.40 (5) | 1.35 (5) | (0.38) (5) | 20 | |||||||||||||||
R5 | 35.34 | (0.01) | (3.35) | (3.36) | — | (3.65) | — | (3.65) | 28.33 | (10.66) (4) | 326 | 1.10 (5) | 1.05 (5) | (0.05) (5) | 20 | |||||||||||||||
Y | 35.37 | (0.01) | (3.36) | (3.37) | — | (3.65) | — | (3.65) | 28.35 | (10.68) (4) | 35,238 | 1.09 (5) | 1.05 (5) | (0.09) (5) | 20 | |||||||||||||||
F | 35.42 | — | (3.36) | (3.36) | — | (3.65) | — | (3.65) | 28.41 | (10.63) (4) | 16,119 | 0.98 (5) | 0.95 (5) | 0.01 (5) | 20 | |||||||||||||||
SDR | 35.46 | — | (3.36) | (3.36) | — | (3.65) | — | (3.65) | 28.45 | (10.62) (4) | 34,197 | 0.99 (5) | 0.95 (5) | 0.01 (5) | 20 |
81 |
— 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 – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 23.20 | $ (0.11) | $ 10.39 | $ 10.28 | $ — | $ — | $ — | $ — | $ 33.48 | 44.31% | $ 38,561 | 1.38% | 1.35% | (0.34)% | 56% | |||||||||||||||
C | 23.54 | (0.34) | 10.53 | 10.19 | — | — | — | — | 33.73 | 43.29 | 8,574 | 2.12 | 2.10 | (1.09) | 56 | |||||||||||||||
I | 24.45 | (0.02) | 10.97 | 10.95 | (0.02) | — | — | (0.02) | 35.38 | 44.78 | 219,197 | 1.08 | 1.07 | (0.06) | 56 | |||||||||||||||
R3 | 24.11 | (0.21) | 10.81 | 10.60 | — | — | — | — | 34.71 | 43.97 | 1,379 | 1.70 | 1.63 | (0.64) | 56 | |||||||||||||||
R4 | 24.35 | (0.11) | 10.90 | 10.79 | — | — | — | — | 35.14 | 44.31 | 739 | 1.40 | 1.35 | (0.34) | 56 | |||||||||||||||
R5 | 24.44 | (0.02) | 10.95 | 10.93 | (0.03) | — | — | (0.03) | 35.34 | 44.75 | 687 | 1.10 | 1.05 | (0.06) | 56 | |||||||||||||||
Y | 24.46 | (0.01) | 10.95 | 10.94 | (0.03) | — | — | (0.03) | 35.37 | 44.75 | 38,267 | 1.09 | 1.05 | (0.05) | 56 | |||||||||||||||
F | 24.49 | 0.02 | 10.97 | 10.99 | (0.06) | — | — | (0.06) | 35.42 | 44.92 | 17,664 | 0.99 | 0.95 | 0.06 | 56 | |||||||||||||||
SDR | 24.52 | 0.02 | 10.98 | 11.00 | (0.06) | — | — | (0.06) | 35.46 | 44.91 | 34,111 | 0.99 | 0.95 | 0.06 | 56 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 25.69 | $ 0.01 | $ (1.19) | $ (1.18) | $ (0.02) | $ (1.29) | $ — | $ (1.31) | $ 23.20 | (5.02)% | $ 23,897 | 1.42% | 1.35% | 0.06% | 47% | |||||||||||||||
C | 26.23 | (0.16) | (1.24) | (1.40) | — | (1.29) | — | (1.29) | 23.54 | (5.77) | 6,957 | 2.17 | 2.10 | (0.67) | 47 | |||||||||||||||
I | 27.00 | 0.09 | (1.27) | (1.18) | (0.08) | (1.29) | — | (1.37) | 24.45 | (4.78) | 144,885 | 1.11 | 1.05 | 0.38 | 47 | |||||||||||||||
R3 | 26.71 | (0.07) | (1.24) | (1.31) | — | (1.29) | — | (1.29) | 24.11 | (5.31) | 242 | 1.73 | 1.64 | (0.30) | 47 | |||||||||||||||
R4 | 26.93 | 0.02 | (1.27) | (1.25) | (0.04) | (1.29) | — | (1.33) | 24.35 | (5.04) | 194 | 1.43 | 1.35 | 0.08 | 47 | |||||||||||||||
R5 | 26.98 | 0.06 | (1.23) | (1.17) | (0.08) | (1.29) | — | (1.37) | 24.44 | (4.78) | 293 | 1.13 | 1.05 | 0.25 | 47 | |||||||||||||||
Y | 27.00 | 0.09 | (1.26) | (1.17) | (0.08) | (1.29) | — | (1.37) | 24.46 | (4.74) | 23,531 | 1.12 | 1.05 | 0.39 | 47 | |||||||||||||||
F | 27.03 | 0.10 | (1.25) | (1.15) | (0.10) | (1.29) | — | (1.39) | 24.49 | (4.68) | 10,407 | 1.01 | 0.95 | 0.41 | 47 | |||||||||||||||
SDR | 27.06 | 0.08 | (1.23) | (1.15) | (0.10) | (1.29) | — | (1.39) | 24.52 | (4.66) | 23,538 | 1.01 | 0.95 | 0.36 | 47 | |||||||||||||||
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 |
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— 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 – (continued) | ||||||||||||||||||||||||||||||
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 | 26.78 | 0.02 | 2.35 | 2.37 | — | — | — | — | 29.15 | 8.85 (4) | 1,256 | 1.00 (5) | 0.96 (5) | 0.10 (5) | 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 |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Not annualized. |
(5) | Annualized. |
(6) | Amount is less than $0.01 per share. |
(7) | Commenced operations on March 31, 2020. |
(8) | Classes A, C, I, Y and F commenced operations on February 28, 2022. |
(9) | Commenced operations on September 30, 2021. |
(10) | Reflects the Fund's portfolio turnover for the period September 30, 2021 through October 31, 2021. |
(11) | Commenced operations on February 28, 2017. |
(12) | The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 1.12%, 1.93%, 0.89%, 0.85%, 0.84% and 0.84% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(13) | The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 0.92%, 1.92%, 0.83%, 0.78%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(14) | The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2021 was 1.80%, 0.80%, 1.87%, 1.92%, 2.02% and 1.98% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(15) | The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 1.18%, 2.16%, 0.97%, 0.92%, 0.92% and 0.92% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(16) | The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 0.74%, 1.93%, 0.76%, 0.71%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(17) | 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). |
(18) | The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2020 was 2.48%, 0.91%, 2.30%, 2.56%, 2.61% and 2.69% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively. |
(19) | Commenced operations on February 28, 2020. |
(20) | Commenced operations on February 28, 2019. |
(21) | 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. |
(22) | 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. |
(23) | 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. |
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1. | Organization: |
The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of fourteen series, as of April 30, 2022. 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 Diversified Emerging Markets Fund (the "Diversified Emerging Markets 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") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on |
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prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. | |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund. | |
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund. | |
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date. | |
Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. | |
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. | |
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 |
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that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. | |
• | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. | |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, each 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. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which each Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
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f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of China A Fund, Diversified Emerging Markets 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, 2022. |
In connection with a Fund's ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of 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 a Fund's Schedule of Investments, if applicable, for TBA commitments as of April 30, 2022. |
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, |
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home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2022. | |
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, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |
a) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. | |
During the six-month period ended April 30, 2022, each of Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, and Securitized Income Fund had used Foreign Currency Contracts. | |
b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended April 30, 2022, each of Diversified Emerging Markets Fund, 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. |
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April 30, 2022 (Unaudited)
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 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. |
89 |
April 30, 2022 (Unaudited)
d) | Additional Derivative Instrument Information: |
Diversified Emerging Markets Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ — | $ — | $ — | $ 33,357 | $ — | $ 33,357 | |||||
Total | $ — | $ — | $ — | $ 33,357 | $ — | $ 33,357 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (89,718) | $ — | $ (89,718) | |||||
Net realized gain (loss) on foreign currency contracts | — | 637 | — | — | — | 637 | |||||
Total | $ — | $ 637 | $ — | $ (89,718) | $ — | $ (89,081) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ 42,869 | $ — | $ 42,869 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (2,100) | — | — | — | (2,100) | |||||
Total | $ — | $ (2,100) | $ — | $ 42,869 | $ — | $ 40,769 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 11 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 4,925 | |
Foreign Currency Contracts Sold at Contract Amount | $ 27,667 |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Net realized gain (loss) on foreign currency contracts | $ — | $ (256) | $ — | $ — | $ — | $ (256) | |||||
Total | $ — | $ (256) | $ — | $ — | $ — | $ (256) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 194,645 |
90 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 23,922 | $ — | $ — | $ — | $ — | $ 23,922 | |||||
Unrealized appreciation on foreign currency contracts | — | 471,810 | — | — | — | 471,810 | |||||
Total | $ 23,922 | $ 471,810 | $ — | $ — | $ — | $ 495,732 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 602,582 | $ — | $ — | $ — | $ 602,582 | |||||
Unrealized depreciation on swap contracts(2) | — | — | 467 | — | — | 467 | |||||
Total | $ — | $ 602,582 | $ 467 | $ — | $ — | $ 603,049 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ 90,997 | $ — | $ — | $ — | $ — | $ 90,997 | |||||
Net realized gain (loss) on swap contracts | — | — | (336) | — | — | (336) | |||||
Net realized gain (loss) on foreign currency contracts | — | 133,052 | — | — | — | 133,052 | |||||
Total | $ 90,997 | $ 133,052 | $ (336) | $ — | $ — | $ 223,713 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ 23,922 | $ — | $ — | $ — | $ — | $ 23,922 | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | — | — | (2,634) | — | — | (2,634) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (134,069) | — | — | — | (134,069) | |||||
Total | $ 23,922 | $ (134,069) | $ (2,634) | $ — | $ — | $ (112,781) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 2 | |
Futures Contracts Number of Short Contracts | (5) | |
Swap Contracts at Notional Amount | $ 436,667 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 6,607,777 | |
Foreign Currency Contracts Sold at Contract Amount | $ 5,006,768 |
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April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 6,610,766 | $ — | $ — | $ — | $ 6,610,766 | |||||
Total | $ — | $ 6,610,766 | $ — | $ — | $ — | $ 6,610,766 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 1,228,874 | $ — | $ 1,228,874 | |||||
Unrealized depreciation on foreign currency contracts | — | 1,024,841 | — | — | — | 1,024,841 | |||||
Total | $ — | $ 1,024,841 | $ — | $ 1,228,874 | $ — | $ 2,253,715 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ (6,236,845) | $ — | $ (6,236,845) | |||||
Net realized gain (loss) on foreign currency contracts | — | 4,823,569 | — | — | — | 4,823,569 | |||||
Total | $ — | $ 4,823,569 | $ — | $ (6,236,845) | $ — | $ (1,413,276) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (1,240,632) | $ — | $ (1,240,632) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 3,864,891 | — | — | — | 3,864,891 | |||||
Total | $ — | $ 3,864,891 | $ — | $ (1,240,632) | $ — | $ 2,624,259 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 589 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 7,975,886 | |
Foreign Currency Contracts Sold at Contract Amount | $ 153,078,531 |
92 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 187,685 | $ — | $ — | $ — | $ 187,685 | |||||
Total | $ — | $ 187,685 | $ — | $ — | $ — | $ 187,685 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 496,128 | $ — | $ — | $ — | $ — | $ 496,128 | |||||
Total | $ 496,128 | $ — | $ — | $ — | $ — | $ 496,128 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (923,698) | $ — | $ — | $ — | $ — | $ (923,698) | |||||
Net realized gain (loss) on foreign currency contracts | — | 932,628 | — | — | — | 932,628 | |||||
Total | $ (923,698) | $ 932,628 | $ — | $ — | $ — | $ 8,930 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (271,768) | $ — | $ — | $ — | $ — | $ (271,768) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 93,704 | — | — | — | 93,704 | |||||
Total | $ (271,768) | $ 93,704 | $ — | $ — | $ — | $ (178,064) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 215 | |
Futures Contracts Number of Short Contracts | (58) | |
Foreign Currency Contracts Purchased at Contract Amount | $ 571,856 | |
Foreign Currency Contracts Sold at Contract Amount | $ 15,441,327 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 18,074 | $ — | $ — | $ — | $ — | $ 18,074 | |||||
Total | $ 18,074 | $ — | $ — | $ — | $ — | $ 18,074 |
(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. |
93 |
April 30, 2022 (Unaudited)
The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ 763,175 | $ — | $ — | $ — | $ — | $ 763,175 | |||||
Total | $ 763,175 | $ — | $ — | $ — | $ — | $ 763,175 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (385,844) | $ — | $ — | $ — | $ — | $ (385,844) | |||||
Total | $ (385,844) | $ — | $ — | $ — | $ — | $ (385,844) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 18 | |
Futures Contracts Number of Short Contracts | (74) |
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, 2022: | |
Diversified Emerging Markets Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ 33,357 | $ — | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 33,357 | — | ||
Derivatives not subject to a MNA | (33,357) | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
Emerging Markets Multi-Sector Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 471,810 | $ (602,582) | ||
Futures contracts | 23,922 | — | ||
Swap contracts | — | (467) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 495,732 | (603,049) | ||
Derivatives not subject to a MNA | (23,922) | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 471,810 | $ (603,049) |
94 |
April 30, 2022 (Unaudited)
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Citibank NA | $ 13,820 | $ (13,820) | $ — | $ — | $ — | |||||
JP Morgan Chase & Co. | 97,056 | (97,056) | — | — | — | |||||
Morgan Stanley | 133,882 | (79,617) | — | — | 54,265 | |||||
State Street Global Markets LLC | 8,108 | (8,108) | — | — | — | |||||
UBS AG | 218,944 | (218,944) | — | — | — | |||||
Total | $ 471,810 | $ (417,545) | $ — | $ — | $ 54,265 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Bank of America Securities LLC | $ (57,221) | $ — | $ — | $ — | $ (57,221) | |||||
Citibank NA | (17,066) | 13,820 | — | — | (3,246) | |||||
JP Morgan Chase & Co. | (171,808) | 97,056 | — | — | (74,752) | |||||
Morgan Stanley | (79,617) | 79,617 | — | — | — | |||||
State Street Global Markets LLC | (52,265) | 8,108 | — | — | (44,157) | |||||
UBS AG | (225,072) | 218,944 | — | — | (6,128) | |||||
Total | $ (603,049) | $ 417,545 | $ — | $ — | $ (185,504) |
* | 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 | $ 6,610,766 | $ (1,024,841) | ||
Futures contracts | — | (1,228,874) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 6,610,766 | (2,253,715) | ||
Derivatives not subject to a MNA | — | 1,228,874 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 6,610,766 | $ (1,024,841) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
JP Morgan Chase & Co. | $ 5,089,845 | $ (1,024,841) | $ — | $ — | $ 4,065,004 | |||||
UBS AG | 1,520,921 | — | — | — | 1,520,921 | |||||
Total | $ 6,610,766 | $ (1,024,841) | $ — | $ — | $ 5,585,925 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
JP Morgan Chase & Co. | $ (1,024,841) | $ 1,024,841 | $ — | $ — | $ — | |||||
Total | $ (1,024,841) | $ 1,024,841 | $ — | $ — | $ — |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
95 |
April 30, 2022 (Unaudited)
Securitized Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 187,685 | $ — | ||
Futures contracts | — | (496,128) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 187,685 | (496,128) | ||
Derivatives not subject to a MNA | — | 496,128 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 187,685 | $ — |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received* | Cash Collateral Received* | Net Amount of Assets | |||||
Bank of America Securities LLC | $ 45,645 | $ — | $ — | $ — | $ 45,645 | |||||
JP Morgan Chase & Co. | 142,040 | — | — | — | 142,040 | |||||
Total | $ 187,685 | $ — | $ — | $ — | $ 187,685 | |||||
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Tax-Aware Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ 18,074 | $ — | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 18,074 | — | ||
Derivatives not subject to a MNA | (18,074) | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
5. | Principal Risks: |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks. | |
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Certain 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 |
96 |
April 30, 2022 (Unaudited)
interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
As a result of the China A Fund’s focus in China A shares, the China A 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 China A 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 China A Fund. The China A 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 China A 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 China A Fund. Trading through Stock Connect is currently subject to a daily quota, which may restrict the China A Fund’s ability to invest in China A shares through Stock Connect on a timely basis and could affect the China A 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 China A Fund to the risk of price fluctuations on days when the Chinese markets are open, but Stock Connect is not trading. If the China A 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 China A Fund may not be able to sell its investments easily or at all, which could affect Fund performance and the China A Fund’s liquidity. The risks related to investments in China A shares through Stock Connect are heightened to the extent that the China A Fund invests in China A shares listed on the Science and Technology Innovation Board on the Shanghai stock exchange (“STAR market”) and/or the ChiNext market of the Shenzhen stock exchange (“ChiNext market”). Listed companies on the STAR market and ChiNext market are usually of an emerging nature with smaller operating scale. They are subject to higher fluctuation in stock prices and liquidity. It may be more common and faster for companies listed on the STAR market and ChiNext market to delist. | |
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default. | |
Recent events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others could adversely affect the global energy and financial markets and, thus, could affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions. |
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6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
At October 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: | |
Fund | Short-Term Capital Loss Carryforward with No Expiration | Long-Term Capital Loss Carryforward with No Expiration | ||
Emerging Markets Equity Fund | $ 280,433,397 | $ — | ||
Emerging Markets Multi-Sector Bond Fund* | 8,800,443 | 3,527,679 | ||
International Multi-Cap Value Fund | — | 46,178,684 | ||
Securitized Income Fund | 320,533 | 846,715 |
* | Future utilization of losses are subject to limitation under current tax laws. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and |
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depreciation, is disclosed below: | |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
China A Fund | $ 91,406,534 | $ 859,432 | $ (21,519,242) | $ (20,659,810) | ||||
Diversified Emerging Markets Fund | 9,717,426 | 263,564 | (1,413,340) | (1,149,776) | ||||
Emerging Markets Equity Fund | 5,411,303,696 | 1,004,464,404 | (538,452,405) | 466,011,999 | ||||
Emerging Markets Multi-Sector Bond Fund | 38,395,882 | 633,381 | (5,848,077) | (5,214,696) | ||||
International Multi-Cap Value Fund | 2,614,695,368 | 239,814,689 | (233,617,229) | 6,197,460 | ||||
International Stock Fund | 3,956,983,932 | 223,479,358 | (364,570,140) | (141,090,782) | ||||
Securitized Income Fund | 96,755,808 | 503,786 | (3,518,824) | (3,015,038) | ||||
Tax-Aware Bond Fund | 407,466,874 | 914,525 | (27,131,248) | (26,216,723) | ||||
US MidCap Opportunities Fund | 569,778,133 | 185,628,117 | (24,937,603) | 160,690,514 | ||||
US Small Cap Opportunities Fund | 280,033,327 | 62,772,973 | (21,017,008) | 41,755,965 |
7. | Expenses: |
a) | Investment Management Agreement – 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 for each Fund, and, with respect to each of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, and Tax-Aware Bond Fund, SIMNA may allocate assets to or from SIMNA Ltd., an affiliate of SIMNA, in connection with the daily investment of the assets for each of these Funds. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd. |
b) | The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: |
Fund | Management Fee Rates | |
China A Fund | 0.9000% on first $1 billion and; | |
0.8900% over $1 billion | ||
Diversified Emerging Markets Fund | 0.8400% on first $1 billion and; | |
0.7800% 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 | 0.4000% on first $1 billion and; | |
0.3900% 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 |
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Fund | Management Fee Rates | |
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 |
Fund | Management Fee Rates | |
Securitized Income Fund | 0.6500% on first $1 billion and; | |
0.6000% over $1 billion |
c) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
d) | Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses) through February 28, 2023 (unless the Board of Directors approves its earlier termination) as follows for each of the following Funds: |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 1.45% | 2.25% | 1.15% | N/A | N/A | N/A | 1.11% | 0.99% | 0.99% | |||||||||
Diversified Emerging Markets Fund | 1.34% | 2.14% | 1.04% | N/A | N/A | N/A | 0.99% | 0.89% | 0.89% | |||||||||
Emerging Markets Multi-Sector Bond Fund | 1.15% | 1.90% | 0.90% | 1.45% | 1.15% | 0.85% | 0.85% | 0.75% | 0.75% | |||||||||
Securitized Income Fund | 0.85% | 1.70% | 0.60% | N/A | N/A | N/A | 0.55% | 0.45% | 0.45% | |||||||||
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% |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||
Fund | Class A | Class C | Class I | Class Y | Class F | Class SDR | ||||||
Securitized Income Fund | 1.10% | 1.95% | 0.85% | 0.80% | 0.70% | 0.70% |
e) | Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2022, HFD |
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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 | $ 121 | $ — | ||
Diversified Emerging Markets Fund | — | — | ||
Emerging Markets Equity Fund | 5,140 | 736 | ||
Emerging Markets Multi-Sector Bond Fund | 151 | — | ||
International Multi-Cap Value Fund | 114,781 | — | ||
International Stock Fund | 308,014 | 5,247 | ||
Securitized Income Fund | 1,312 | 28 | ||
Tax-Aware Bond Fund | 19,106 | 10,403 | ||
US MidCap Opportunities Fund | 111,437 | 2,221 | ||
US Small Cap Opportunities Fund | 30,937 | 1,497 |
f) | Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below. |
Fund | CCO Compensation Paid by Fund | |
China A Fund | $ 39 | |
Diversified Emerging Markets Fund | 4 | |
Emerging Markets Equity Fund | 3,107 | |
Emerging Markets Multi-Sector Bond Fund | 20 | |
International Multi-Cap Value Fund | 1,232 | |
International Stock Fund | 1,740 | |
Securitized Income Fund | 55 | |
Tax-Aware Bond Fund | 191 | |
US MidCap Opportunities Fund | 351 | |
US Small Cap Opportunities Fund | 151 |
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Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class Y | 0.11% | |
Class F | 0.004% | |
Class SDR | 0.004% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 0.19% | 0.14% | 0.11% | N/A | N/A | N/A | 0.01% | 0.00%* | 0.00%* | |||||||||
Diversified Emerging Markets Fund | 0.25% | 0.25% | 0.19% | N/A | N/A | N/A | 0.11% | — | 0.00%* | |||||||||
Emerging Markets Equity Fund | 0.25% | 0.08% | 0.19% | 0.22% | 0.16% | 0.12% | 0.10% | 0.00%* | 0.00%* | |||||||||
Emerging Markets Multi-Sector Bond Fund | 0.18% | 0.25% | 0.12% | 0.22% | 0.17% | 0.12% | 0.06% | — | 0.00%* | |||||||||
International Multi-Cap Value Fund | 0.11% | 0.10% | 0.10% | 0.22% | 0.17% | 0.11% | 0.08% | 0.00%* | 0.00%* | |||||||||
International Stock Fund | 0.10% | 0.10% | 0.09% | 0.22% | 0.16% | 0.10% | 0.11% | 0.00%* | 0.00%* | |||||||||
Securitized Income Fund | 0.03% | 0.07% | 0.07% | N/A | N/A | N/A | 0.02% | 0.00%* | 0.00%* | |||||||||
Tax-Aware Bond Fund | 0.06% | 0.10% | 0.10% | N/A | N/A | N/A | 0.10% | 0.00%* | 0.00%* | |||||||||
US MidCap Opportunities Fund | 0.11% | 0.10% | 0.09% | 0.22% | 0.17% | 0.12% | 0.11% | 0.00%* | 0.00%* | |||||||||
US Small Cap Opportunities Fund | 0.13% | 0.14% | 0.10% | 0.22% | 0.17% | 0.12% | 0.11% | 0.00%* | 0.00%* |
* | Amount rounds to 0.00%. |
8. | Securities Lending: |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of the China A Fund and the Securitized Income Fund do not currently engage in securities lending. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could |
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be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of April 30, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Collateral Posted by Borrower(1) | Net Amount(2) | |||
Diversified Emerging Markets Fund | $ — | $ — | $ — | |||
Emerging Markets Equity Fund | 14,577,156 | (14,577,156) (3) | — | |||
Emerging Markets Multi-Sector Bond Fund | 1,043,538 | (1,043,538) | — | |||
International Multi-Cap Value Fund | 80,328,251 | (80,328,251) (3) | — | |||
International Stock Fund | — | — | — | |||
Tax-Aware Bond Fund | — | — | — | |||
US MidCap Opportunities Fund | — | — | — | |||
US Small Cap Opportunities Fund | 1,826,077 | (1,826,077) | — |
(1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table. |
(2) | Net amount represents the net amount receivable due from the borrower in the event of default. |
(3) | Includes non-cash collateral of $222,948 and $35,23,971 for Emerging Markets Equity Fund and International Multi-Cap Value Fund, respectively. |
9. | Secured Borrowings: |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2022. | |
Certain Transfers Accounted For As Secured Borrowings | |
Remaining Contractual Maturity of the Agreements | |
Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
Emerging Markets Equity Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 14,949,000 | $ — | $ — | $ — | $ 14,949,000 | ||||
Total Borrowings | $ 14,949,000 | $ — | $ — | $ — | $ 14,949,000 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 14,949,000 | ||||||||
Emerging Markets Multi-Sector Bond Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Corporate Bonds | $ 659,794 | $ — | $ — | $ — | $ 659,794 | ||||
Foreign Government Obligations | 428,871 | — | — | — | 428,871 | ||||
Total Borrowings | $ 1,088,665 | $ — | $ — | $ — | $ 1,088,665 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 1,088,665 |
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Overnight and Continuous | < 30 days | Between 30 & 90 days | > 90 days | Total | |||||
International Multi-Cap Value Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 90,602,268 | $ — | $ — | $ — | $ 90,602,268 | ||||
Total Borrowings | $ 90,602,268 | $ — | $ — | $ — | $ 90,602,268 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 90,602,268 | ||||||||
US Small Cap Opportunities Fund | |||||||||
Securities Lending Transactions(1) | |||||||||
Common Stocks | $ 2,021,563 | $ — | $ — | $ — | $ 2,021,563 | ||||
Total Borrowings | $ 2,021,563 | $ — | $ — | $ — | $ 2,021,563 | ||||
Gross amount of recognized liabilities for securities lending transactions | $ 2,021,563 |
(1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows: | |
Percentage of a Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 27% | 86% | 2% | N/A | N/A | N/A | 5% | 5% | 0%* | |||||||||
Diversified Emerging Markets Fund | 100% | 100% | 100% | N/A | N/A | N/A | 100% | 100% | 50% | |||||||||
Emerging Markets Equity Fund | — | — | — | 16% | — | — | — | — | — | |||||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | 33% | 100% | 100% | 0%* | 100% | — | |||||||||
Securitized Income Fund | 72% | 2% | 5% | N/A | N/A | N/A | 87% | 100% | — | |||||||||
Tax-Aware Bond Fund | — | — | — | N/A | N/A | N/A | 4% | — | — |
* | Percentage rounds to zero. |
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 | 0% * | 0%* | 0%* | N/A | N/A | N/A | 0%* | 4% | 0%* | |||||||||
Diversified Emerging Markets Fund | 0% * | 0%* | 0%* | N/A | N/A | N/A | 0%* | 0%* | 50% | |||||||||
Emerging Markets Equity Fund | — | — | — | 0%* | — | — | — | — | — | |||||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | 0%* | 0%* | 0%* | 0%* | 0%* | — | |||||||||
Securitized Income Fund | 4% | 0%* | 4% | N/A | N/A | N/A | 4% | 2% | — | |||||||||
Tax-Aware Bond Fund | — | — | — | N/A | N/A | N/A | 0%* | — | — |
* | Percentage rounds to zero. |
Fund | Percentage of Fund* | |
Emerging Markets Equity Fund | 1% | |
International Multi-Cap Value Fund | 3% |
* | As of April 30, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
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11. | Beneficial Fund Ownership: |
As of April 30, 2022, to the knowledge of a Fund, the shareholders listed below beneficially held more than 25% of the shares outstanding of a Fund. Such shareholders may be deemed to control the Fund under the 1940 Act because it owned beneficially more than 25% of the outstanding shares of the Fund. | |
Fund | Shareholder | Percentage of Ownership | ||
Diversified Emerging Markets Fund | Schroder US Holdings, Inc | 50% | ||
Hartford Funds Management Company, LLC | 50% |
12. | Investment Transactions: |
For the six-month period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
Fund | Cost of Purchases Excluding U.S. Government Obligations | Sales Proceeds Excluding U.S. Government Obligations | Cost of Purchases For U.S. Government Obligations | Sales Proceeds For U.S. Government Obligations | Total Cost of Purchases | Total Sales Proceeds | ||||||
China A Fund | $ 26,988,008 | $ 15,259,221 | $ — | $ — | $ 26,988,008 | $ 15,259,221 | ||||||
Diversified Emerging Markets Fund | 4,087,643 | 3,966,275 | — | — | 4,087,643 | 3,966,275 | ||||||
Emerging Markets Equity Fund | 1,541,775,907 | 1,257,926,874 | — | — | 1,541,775,907 | 1,257,926,874 | ||||||
Emerging Markets Multi-Sector Bond Fund | 20,391,774 | 23,778,522 | — | — | 20,391,774 | 23,778,522 | ||||||
International Multi-Cap Value Fund | 1,267,468,627 | 1,128,263,273 | — | — | 1,267,468,627 | 1,128,263,273 | ||||||
International Stock Fund | 1,386,886,277 | 542,188,332 | — | — | 1,386,886,277 | 542,188,332 | ||||||
Securitized Income Fund | 18,176,348 | 46,778,823 | 8,278,141 | 4,743,835 | 26,454,489 | 51,522,658 | ||||||
Tax-Aware Bond Fund | 80,643,597 | 104,152,207 | 172,488,174 | 184,698,936 | 253,131,771 | 288,851,143 | ||||||
US MidCap Opportunities Fund | 159,446,477 | 193,350,525 | — | — | 159,446,477 | 193,350,525 | ||||||
US Small Cap Opportunities Fund | 67,450,446 | 67,109,881 | — | — | 67,450,446 | 67,109,881 |
13. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
China A Fund | |||||||
Class A | |||||||
Shares Sold | 4,911 | $ 77,248 | 79,611 | $ 1,298,148 | |||
Shares Issued for Reinvested Dividends | 496 | 8,251 | 3,414 | 51,074 | |||
Shares Redeemed | (13,062) | (201,072) | (58,087) | (925,156) | |||
Net Increase (Decrease) | (7,655) | (115,573) | 24,938 | 424,066 | |||
Class C | |||||||
Shares Sold | — | $ — | 401 | $ 6,000 | |||
Shares Issued for Reinvested Dividends | 164 | 2,700 | 1,166 | 17,324 | |||
Shares Redeemed | (88) | (1,296) | (636) | (10,083) | |||
Net Increase (Decrease) | 76 | 1,404 | 931 | 13,241 | |||
Class I | |||||||
Shares Sold | 408,413 | $ 6,461,738 | 559,782 | $ 9,060,215 | |||
Shares Issued for Reinvested Dividends | 6,197 | 103,128 | 1,578 | 23,649 | |||
Shares Redeemed | (179,208) | (2,614,381) | (81,523) | (1,288,921) | |||
Net Increase (Decrease) | 235,402 | 3,950,485 | 479,837 | 7,794,943 | |||
Class Y | |||||||
Shares Sold | 18,032 | $ 291,209 | 1,609,643 | $ 26,810,000 | |||
Shares Issued for Reinvested Dividends | 2,396 | 39,890 | 1,078 | 16,158 | |||
Shares Redeemed | (679) | (8,795) | (1,431,981) | (23,642,005) | |||
Net Increase (Decrease) | 19,749 | 322,304 | 178,740 | 3,184,153 |
105 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 959,783 | $ 13,875,134 | 4,287,332 | $ 69,076,976 | |||
Shares Issued for Reinvested Dividends | 53,977 | 899,258 | 21,609 | 324,076 | |||
Shares Redeemed | (293,630) | (4,178,569) | (518,930) | (8,268,522) | |||
Net Increase (Decrease) | 720,130 | 10,595,823 | 3,790,011 | 61,132,530 | |||
Total Net Increase (Decrease) | 967,702 | $ 14,754,443 | 4,474,457 | $ 72,548,933 | |||
Diversified Emerging Markets Fund(1) | |||||||
Class A(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class C(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class I(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class Y(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class F(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class SDR | |||||||
Shares Sold | 222 | $ 2,130 | 1,000,001 | $ 10,000,010 | |||
Shares Issued for Reinvested Dividends | 2,576 | 25,504 | — | — | |||
Shares Redeemed | (5,308) | (50,000) | (1) | (10) | |||
Net Increase (Decrease) | (2,510) | (22,366) | 1,000,000 | 10,000,000 | |||
Total Net Increase (Decrease) | 2,795 | $ 27,634 | 1,000,000 | $ 10,000,000 | |||
Emerging Markets Equity Fund | |||||||
Class A | |||||||
Shares Sold | 1,447,465 | $ 26,841,622 | 36,308,664 | $ 733,571,336 | |||
Shares Issued for Reinvested Dividends | 5,507 | 104,621 | 258,333 | 5,148,579 | |||
Shares Redeemed | (1,211,015) | (22,333,521) | (35,276,754) | (754,119,916) | |||
Net Increase (Decrease) | 241,957 | 4,612,722 | 1,290,243 | (15,400,001) | |||
Class C | |||||||
Shares Sold | 22,886 | $ 430,740 | 123,952 | $ 2,605,435 | |||
Shares Issued for Reinvested Dividends | 1,281 | 23,946 | — | — | |||
Shares Redeemed | (38,829) | (685,540) | (97,854) | (1,992,405) | |||
Net Increase (Decrease) | (14,662) | (230,854) | 26,098 | 613,030 | |||
Class I | |||||||
Shares Sold | 27,846,455 | $ 517,459,921 | 56,431,151 | $ 1,193,073,411 | |||
Shares Issued for Reinvested Dividends | 707,597 | 13,366,510 | 464,881 | 9,279,021 | |||
Shares Redeemed | (20,375,694) | (373,763,352) | (25,131,200) | (525,557,724) | |||
Net Increase (Decrease) | 8,178,358 | 157,063,079 | 31,764,832 | 676,794,708 | |||
Class R3 | |||||||
Shares Sold | 372 | $ 6,832 | 645 | $ 13,351 | |||
Shares Issued for Reinvested Dividends | 37 | 703 | 17 | 330 | |||
Shares Redeemed | (327) | (6,125) | (792) | (14,775) | |||
Net Increase (Decrease) | 82 | 1,410 | (130) | (1,094) | |||
Class R4 | |||||||
Shares Sold | 32,725 | $ 609,281 | 59,355 | $ 1,241,955 | |||
Shares Issued for Reinvested Dividends | 2,734 | 51,898 | 1,894 | 37,977 | |||
Shares Redeemed | (19,412) | (345,360) | (49,612) | (1,048,202) | |||
Net Increase (Decrease) | 16,047 | 315,819 | 11,637 | 231,730 |
106 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 1,643 | $ 30,653 | 4,821 | $ 105,573 | |||
Shares Issued for Reinvested Dividends | 268 | 5,061 | 146 | 2,909 | |||
Shares Redeemed | (1,377) | (24,739) | (3,234) | (66,710) | |||
Net Increase (Decrease) | 534 | 10,975 | 1,733 | 41,772 | |||
Class Y | |||||||
Shares Sold | 73,382,440 | $ 1,334,297,772 | 56,182,329 | $ 1,188,725,143 | |||
Shares Issued for Reinvested Dividends | 691,784 | 13,102,388 | 27,484 | 550,220 | |||
Shares Redeemed | (63,397,232) | (1,115,615,167) | (41,414,742) | (832,689,032) | |||
Net Increase (Decrease) | 10,676,992 | 231,784,993 | 14,795,071 | 356,586,331 | |||
Class F | |||||||
Shares Sold | 8,180,677 | $ 151,054,275 | 22,506,430 | $ 474,432,411 | |||
Shares Issued for Reinvested Dividends | 119,591 | 2,259,074 | 171,016 | 3,411,762 | |||
Shares Redeemed | (7,772,904) | (143,611,236) | (20,567,063) | (417,122,964) | |||
Net Increase (Decrease) | 527,364 | 9,702,113 | 2,110,383 | 60,721,209 | |||
Class SDR | |||||||
Shares Sold | 15,095,688 | $ 279,902,751 | 59,760,937 | $ 1,249,192,389 | |||
Shares Issued for Reinvested Dividends | 1,576,441 | 29,826,253 | 687,644 | 13,746,007 | |||
Shares Redeemed | (11,276,928) | (206,640,472) | (19,170,448) | (394,374,428) | |||
Net Increase (Decrease) | 5,395,201 | 103,088,532 | 41,278,133 | 868,563,968 | |||
Total Net Increase (Decrease) | 25,021,873 | $ 506,348,789 | 91,278,000 | $ 1,948,151,653 | |||
Emerging Markets Multi-Sector Bond Fund | |||||||
Class A | |||||||
Shares Sold | 5,038 | $ 39,763 | 47,327 | $ 412,229 | |||
Shares Issued for Reinvested Dividends | 4,288 | 32,575 | 8,151 | 69,539 | |||
Shares Redeemed | (28,883) | (234,663) | (75,660) | (659,703) | |||
Net Increase (Decrease) | (19,557) | (162,325) | (20,182) | (177,935) | |||
Class C | |||||||
Shares Sold | — | $ — | 3,257 | $ 28,142 | |||
Shares Issued for Reinvested Dividends | 279 | 2,127 | 682 | 5,800 | |||
Shares Redeemed | (5,712) | (42,801) | (13,769) | (116,669) | |||
Net Increase (Decrease) | (5,433) | (40,674) | (9,830) | (82,727) | |||
Class I | |||||||
Shares Sold | 366,572 | $ 2,919,507 | 1,037,078 | $ 8,815,527 | |||
Shares Issued for Reinvested Dividends | 50,465 | 387,100 | 94,845 | 808,423 | |||
Shares Redeemed | (1,149,857) | (8,683,798) | (1,422,965) | (12,291,788) | |||
Net Increase (Decrease) | (732,820) | (5,377,191) | (291,042) | (2,667,838) | |||
Class R3 | |||||||
Shares Sold | 324 | $ 2,583 | 95 | $ 814 | |||
Shares Issued for Reinvested Dividends | 94 | 717 | 132 | 1,124 | |||
Shares Redeemed | (2) | (18) | (4) | (35) | |||
Net Increase (Decrease) | 416 | 3,282 | 223 | 1,903 | |||
Class R4 | |||||||
Shares Issued for Reinvested Dividends | 35 | $ 264 | 52 | $ 447 | |||
Net Increase (Decrease) | 35 | 264 | 52 | 447 | |||
Class R5 | |||||||
Shares Issued for Reinvested Dividends | 38 | $ 282 | 56 | $ 484 | |||
Net Increase (Decrease) | 38 | 282 | 56 | 484 | |||
Class Y | |||||||
Shares Sold | 32,192 | $ 263,590 | 53,623 | $ 450,000 | |||
Shares Issued for Reinvested Dividends | 10,576 | 80,135 | 12,859 | 109,352 | |||
Shares Redeemed | (3,192) | (22,790) | — | — | |||
Net Increase (Decrease) | 39,576 | 320,935 | 66,482 | 559,352 | |||
Class F | |||||||
Shares Issued for Reinvested Dividends | 46 | $ 327 | 71 | $ 563 | |||
Net Increase (Decrease) | 46 | 327 | 71 | 563 |
107 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class SDR | |||||||
Shares Sold | 34,974 | $ 276,336 | 1,855,889 | $ 15,638,325 | |||
Shares Issued for Reinvested Dividends | 69,431 | 526,624 | 127,085 | 1,083,054 | |||
Shares Redeemed | (54,186) | (416,013) | (3,676,965) | (31,301,994) | |||
Net Increase (Decrease) | 50,219 | 386,947 | (1,693,991) | (14,580,615) | |||
Total Net Increase (Decrease) | (667,480) | $ (4,868,153) | (1,948,161) | $ (16,946,366) | |||
International Multi-Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 2,484,603 | $ 25,538,667 | 3,119,668 | $ 31,670,732 | |||
Shares Issued for Reinvested Dividends | 150,481 | 1,544,705 | 192,316 | 1,906,426 | |||
Shares Redeemed | (907,926) | (9,195,129) | (2,158,176) | (21,202,027) | |||
Net Increase (Decrease) | 1,727,158 | 17,888,243 | 1,153,808 | 12,375,131 | |||
Class C | |||||||
Shares Sold | 248,947 | $ 2,581,990 | 192,389 | $ 1,951,130 | |||
Shares Issued for Reinvested Dividends | 15,823 | 161,542 | 22,890 | 223,413 | |||
Shares Redeemed | (197,916) | (1,993,603) | (427,573) | (4,192,351) | |||
Net Increase (Decrease) | 66,854 | 749,929 | (212,294) | (2,017,808) | |||
Class I | |||||||
Shares Sold | 15,627,549 | $ 160,235,657 | 27,019,314 | $ 273,064,831 | |||
Shares Issued for Reinvested Dividends | 1,055,244 | 10,821,128 | 1,579,191 | 15,688,134 | |||
Shares Redeemed | (9,665,021) | (98,007,259) | (28,763,882) | (283,248,146) | |||
Net Increase (Decrease) | 7,017,772 | 73,049,526 | (165,377) | 5,504,819 | |||
Class R3 | |||||||
Shares Sold | 230,244 | $ 2,337,057 | 451,422 | $ 4,539,473 | |||
Shares Issued for Reinvested Dividends | 21,877 | 223,966 | 33,416 | 328,548 | |||
Shares Redeemed | (241,048) | (2,431,051) | (547,780) | (5,546,589) | |||
Net Increase (Decrease) | 11,073 | 129,972 | (62,942) | (678,568) | |||
Class R4 | |||||||
Shares Sold | 48,803 | $ 495,066 | 345,107 | $ 3,431,953 | |||
Shares Issued for Reinvested Dividends | 7,795 | 79,876 | 10,331 | 103,502 | |||
Shares Redeemed | (72,055) | (715,901) | (83,743) | (835,688) | |||
Net Increase (Decrease) | (15,457) | (140,959) | 271,695 | 2,699,767 | |||
Class R5 | |||||||
Shares Sold | 205,317 | $ 2,099,478 | 554,831 | $ 5,385,186 | |||
Shares Issued for Reinvested Dividends | 27,174 | 278,533 | 48,233 | 473,876 | |||
Shares Redeemed | (516,776) | (5,306,542) | (1,044,634) | (10,154,724) | |||
Net Increase (Decrease) | (284,285) | (2,928,531) | (441,570) | (4,295,662) | |||
Class Y | |||||||
Shares Sold | 7,040,974 | $ 72,412,772 | 11,839,608 | $ 116,506,159 | |||
Shares Issued for Reinvested Dividends | 468,832 | 4,807,410 | 640,600 | 6,350,181 | |||
Shares Redeemed | (2,496,956) | (25,340,841) | (6,086,109) | (62,073,760) | |||
Net Increase (Decrease) | 5,012,850 | 51,879,341 | 6,394,099 | 60,782,580 | |||
Class F | |||||||
Shares Sold | 9,049,201 | $ 92,764,208 | 19,714,834 | $ 200,134,513 | |||
Shares Issued for Reinvested Dividends | 679,989 | 6,979,823 | 914,358 | 9,110,634 | |||
Shares Redeemed | (8,272,403) | (84,919,224) | (10,673,807) | (106,051,569) | |||
Net Increase (Decrease) | 1,456,787 | 14,824,807 | 9,955,385 | 103,193,578 | |||
Class SDR | |||||||
Shares Sold | 13,626,473 | $ 138,727,930 | 36,805,961 | $ 364,572,607 | |||
Shares Issued for Reinvested Dividends | 1,305,534 | 13,375,501 | 1,978,197 | 19,582,590 | |||
Shares Redeemed | (15,020,860) | (153,091,186) | (28,732,672) | (284,955,477) | |||
Net Increase (Decrease) | (88,853) | (987,755) | 10,051,486 | 99,199,720 | |||
Total Net Increase (Decrease) | 14,903,899 | $ 154,464,573 | 26,944,290 | $ 276,763,557 |
108 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
International Stock Fund | |||||||
Class A | |||||||
Shares Sold | 3,172,548 | $ 56,374,808 | 8,837,396 | $ 158,876,977 | |||
Shares Issued for Reinvested Dividends | 241,771 | 4,491,371 | 1,911 | 32,461 | |||
Shares Redeemed | (1,706,176) | (30,027,099) | (1,944,352) | (35,151,106) | |||
Net Increase (Decrease) | 1,708,143 | 30,839,080 | 6,894,955 | 123,758,332 | |||
Class C | |||||||
Shares Sold | 252,154 | $ 4,285,907 | 740,492 | $ 12,700,219 | |||
Shares Issued for Reinvested Dividends | 10,583 | 184,799 | — | — | |||
Shares Redeemed | (76,526) | (1,273,682) | (82,030) | (1,412,935) | |||
Net Increase (Decrease) | 186,211 | 3,197,024 | 658,462 | 11,287,284 | |||
Class I | |||||||
Shares Sold | 58,252,794 | $ 982,762,618 | 87,401,083 | $ 1,526,402,071 | |||
Shares Issued for Reinvested Dividends | 1,930,718 | 34,706,711 | 128,684 | 2,114,283 | |||
Shares Redeemed | (29,234,751) | (487,602,794) | (18,010,716) | (319,129,489) | |||
Net Increase (Decrease) | 30,948,761 | 529,866,535 | 69,519,051 | 1,209,386,865 | |||
Class R3 | |||||||
Shares Sold | 14,910 | $ 247,665 | 35,715 | $ 599,480 | |||
Shares Issued for Reinvested Dividends | 900 | 16,059 | — | — | |||
Shares Redeemed | (8,359) | (144,079) | (24,649) | (436,671) | |||
Net Increase (Decrease) | 7,451 | 119,645 | 11,066 | 162,809 | |||
Class R4 | |||||||
Shares Sold | 69,484 | $ 1,226,984 | 55,476 | $ 972,356 | |||
Shares Issued for Reinvested Dividends | 4,048 | 72,581 | 43 | 701 | |||
Shares Redeemed | (11,415) | (193,176) | (32,578) | (571,973) | |||
Net Increase (Decrease) | 62,117 | 1,106,389 | 22,941 | 401,084 | |||
Class R5 | |||||||
Shares Sold | 367,623 | $ 6,373,195 | 610,480 | $ 10,516,058 | |||
Shares Issued for Reinvested Dividends | 27,948 | 502,674 | 3,171 | 52,125 | |||
Shares Redeemed | (161,485) | (2,701,245) | (173,831) | (3,084,332) | |||
Net Increase (Decrease) | 234,086 | 4,174,624 | 439,820 | 7,483,851 | |||
Class Y | |||||||
Shares Sold | 1,611,815 | $ 28,037,714 | 9,099,927 | $ 157,454,989 | |||
Shares Issued for Reinvested Dividends | 266,396 | 4,802,050 | 20,632 | 340,017 | |||
Shares Redeemed | (1,871,724) | (31,041,813) | (594,350) | (10,590,133) | |||
Net Increase (Decrease) | 6,487 | 1,797,951 | 8,526,209 | 147,204,873 | |||
Class F | |||||||
Shares Sold | 14,739,220 | $ 252,165,098 | 24,072,686 | $ 422,064,011 | |||
Shares Issued for Reinvested Dividends | 743,026 | 13,374,470 | 60,241 | 990,360 | |||
Shares Redeemed | (4,361,046) | (73,650,658) | (3,069,438) | (53,817,085) | |||
Net Increase (Decrease) | 11,121,200 | 191,888,910 | 21,063,489 | 369,237,286 | |||
Class SDR | |||||||
Shares Sold | 11,758,381 | $ 202,742,688 | 17,507,759 | $ 305,654,018 | |||
Shares Issued for Reinvested Dividends | 501,264 | 9,014,558 | 51,342 | 843,556 | |||
Shares Redeemed | (1,959,626) | (33,534,726) | (3,315,061) | (58,859,246) | |||
Net Increase (Decrease) | 10,300,019 | 178,222,520 | 14,244,040 | 247,638,328 | |||
Total Net Increase (Decrease) | 54,574,475 | $ 941,212,678 | 121,380,033 | $ 2,116,560,712 | |||
Securitized Income Fund | |||||||
Class A | |||||||
Shares Sold | 234,425 | $ 2,287,482 | 121,794 | $ 1,209,452 | |||
Shares Issued for Reinvested Dividends | 4,829 | 47,095 | 8,519 | 84,434 | |||
Shares Redeemed | (241,688) | (2,352,186) | (176,058) | (1,751,542) | |||
Net Increase (Decrease) | (2,434) | (17,609) | (45,745) | (457,656) | |||
Class C | |||||||
Shares Sold | 3,621 | $ 34,994 | 22,841 | $ 226,983 | |||
Shares Issued for Reinvested Dividends | 209 | 2,032 | 329 | 3,248 | |||
Shares Redeemed | (4,410) | (42,216) | (24,701) | (245,738) | |||
Net Increase (Decrease) | (580) | (5,190) | (1,531) | (15,507) |
109 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 1,941,241 | $ 18,996,707 | 5,640,264 | $ 56,021,872 | |||
Shares Issued for Reinvested Dividends | 82,950 | 807,704 | 130,288 | 1,291,127 | |||
Shares Redeemed | (4,181,566) | (40,713,836) | (3,450,666) | (34,224,582) | |||
Net Increase (Decrease) | (2,157,375) | (20,909,425) | 2,319,886 | 23,088,417 | |||
Class Y | |||||||
Shares Sold | — | $ — | 82,467 | $ 817,254 | |||
Shares Issued for Reinvested Dividends | 4,543 | 44,154 | 7,346 | 72,758 | |||
Shares Redeemed | — | — | (31,177) | (309,365) | |||
Net Increase (Decrease) | 4,543 | 44,154 | 58,636 | 580,647 | |||
Class F | |||||||
Shares Issued for Reinvested Dividends | 2,386 | $ 23,177 | 4,014 | $ 39,737 | |||
Net Increase (Decrease) | 2,386 | 23,177 | 4,014 | 39,737 | |||
Class SDR | |||||||
Shares Sold | — | $ — | 754,606 | $ 7,478,000 | |||
Shares Issued for Reinvested Dividends | 13,439 | 130,482 | 16,390 | 162,354 | |||
Shares Redeemed | (688,023) | (6,729,000) | — | — | |||
Net Increase (Decrease) | (674,584) | (6,598,518) | 770,996 | 7,640,354 | |||
Total Net Increase (Decrease) | (2,828,044) | $ (27,463,411) | 3,106,256 | $ 30,875,992 | |||
Tax-Aware Bond Fund | |||||||
Class A | |||||||
Shares Sold | 514,367 | $ 5,547,422 | 1,741,910 | $ 19,878,259 | |||
Shares Issued for Reinvested Dividends | 106,095 | 1,168,835 | 126,621 | 1,442,775 | |||
Shares Redeemed | (1,373,784) | (14,770,471) | (1,179,190) | (13,432,195) | |||
Net Increase (Decrease) | (753,322) | (8,054,214) | 689,341 | 7,888,839 | |||
Class C | |||||||
Shares Sold | 2,629 | $ 29,569 | 70,850 | $ 808,470 | |||
Shares Issued for Reinvested Dividends | 9,109 | 101,046 | 11,340 | 129,366 | |||
Shares Redeemed | (182,719) | (2,002,984) | (156,997) | (1,790,148) | |||
Net Increase (Decrease) | (170,981) | (1,872,369) | (74,807) | (852,312) | |||
Class I | |||||||
Shares Sold | 5,598,717 | $ 60,297,904 | 9,285,209 | $ 105,989,966 | |||
Shares Issued for Reinvested Dividends | 379,465 | 4,173,185 | 518,954 | 5,918,013 | |||
Shares Redeemed | (7,995,461) | (86,789,238) | (9,814,495) | (111,991,453) | |||
Net Increase (Decrease) | (2,017,279) | (22,318,149) | (10,332) | (83,474) | |||
Class Y | |||||||
Shares Sold | 6,178 | $ 68,000 | 6,206 | $ 70,000 | |||
Shares Issued for Reinvested Dividends | 542 | 5,964 | 486 | 5,542 | |||
Shares Redeemed | (6,307) | (68,214) | (6) | (67) | |||
Net Increase (Decrease) | 413 | 5,750 | 6,686 | 75,475 | |||
Class F | |||||||
Shares Sold | 1,016,231 | $ 10,848,643 | 1,578,206 | $ 18,003,067 | |||
Shares Issued for Reinvested Dividends | 70,118 | 772,261 | 79,668 | 908,464 | |||
Shares Redeemed | (1,233,699) | (13,255,508) | (915,304) | (10,439,970) | |||
Net Increase (Decrease) | (147,350) | (1,634,604) | 742,570 | 8,471,561 | |||
Class SDR | |||||||
Shares Sold | 101,808 | $ 1,066,500 | 806,356 | $ 9,185,200 | |||
Shares Issued for Reinvested Dividends | 73,286 | 810,215 | 84,192 | 960,177 | |||
Shares Redeemed | (172,369) | (1,847,108) | (600,601) | (6,852,354) | |||
Net Increase (Decrease) | 2,725 | 29,607 | 289,947 | 3,293,023 | |||
Total Net Increase (Decrease) | (3,085,794) | $ (33,843,979) | 1,643,405 | $ 18,793,112 | |||
US MidCap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 869,794 | $ 15,658,009 | 1,210,595 | $ 22,793,512 | |||
Shares Issued for Reinvested Dividends | 829,476 | 15,005,217 | 4,107 | 69,120 | |||
Shares Redeemed | (549,008) | (9,913,699) | (927,065) | (17,122,126) | |||
Net Increase (Decrease) | 1,150,262 | 20,749,527 | 287,637 | 5,740,506 |
110 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 92,305 | $ 1,635,762 | 288,995 | $ 5,282,477 | |||
Shares Issued for Reinvested Dividends | 422,177 | 7,628,739 | — | — | |||
Shares Redeemed | (283,755) | (5,034,937) | (618,074) | (11,506,800) | |||
Net Increase (Decrease) | 230,727 | 4,229,564 | (329,079) | (6,224,323) | |||
Class I | |||||||
Shares Sold | 2,625,933 | $ 48,989,691 | 4,168,468 | $ 79,622,315 | |||
Shares Issued for Reinvested Dividends | 3,062,689 | 58,169,249 | 70,646 | 1,237,010 | |||
Shares Redeemed | (4,000,093) | (74,296,305) | (6,184,627) | (118,224,917) | |||
Net Increase (Decrease) | 1,688,529 | 32,862,635 | (1,945,513) | (37,365,592) | |||
Class R3 | |||||||
Shares Sold | 3,369 | $ 61,337 | 58,182 | $ 1,003,819 | |||
Shares Issued for Reinvested Dividends | 15,594 | 288,955 | — | — | |||
Shares Redeemed | (8,094) | (155,508) | (21,164) | (409,218) | |||
Net Increase (Decrease) | 10,869 | 194,784 | 37,018 | 594,601 | |||
Class R4 | |||||||
Shares Sold | 1,612 | $ 29,336 | 5,663 | $ 117,506 | |||
Shares Issued for Reinvested Dividends | 6,187 | 116,572 | — | — | |||
Shares Redeemed | (969) | (17,985) | (3,200) | (62,093) | |||
Net Increase (Decrease) | 6,830 | 127,923 | 2,463 | 55,413 | |||
Class R5 | |||||||
Shares Sold | 10,385 | $ 190,462 | 9,243 | $ 172,463 | |||
Shares Issued for Reinvested Dividends | 5,372 | 101,815 | 217 | 3,796 | |||
Shares Redeemed | (43,829) | (828,533) | (49,797) | (904,365) | |||
Net Increase (Decrease) | (28,072) | (536,256) | (40,337) | (728,106) | |||
Class Y | |||||||
Shares Sold | 107,843 | $ 2,035,677 | 477,180 | $ 9,436,657 | |||
Shares Issued for Reinvested Dividends | 566,051 | 10,739,169 | 14,753 | 258,023 | |||
Shares Redeemed | (634,640) | (12,337,835) | (1,738,687) | (34,340,663) | |||
Net Increase (Decrease) | 39,254 | 437,011 | (1,246,754) | (24,645,983) | |||
Class F | |||||||
Shares Sold | 805,675 | $ 15,020,447 | 1,124,576 | $ 22,004,533 | |||
Shares Issued for Reinvested Dividends | 598,731 | 11,385,089 | 15,153 | 265,184 | |||
Shares Redeemed | (556,003) | (10,569,408) | (909,052) | (17,727,319) | |||
Net Increase (Decrease) | 848,403 | 15,836,128 | 230,677 | 4,542,398 | |||
Class SDR | |||||||
Shares Sold | 264,666 | $ 4,911,604 | 451,019 | $ 8,872,003 | |||
Shares Issued for Reinvested Dividends | 262,523 | 5,002,444 | 10,018 | 175,615 | |||
Shares Redeemed | (919,169) | (19,368,328) | (576,471) | (11,189,037) | |||
Net Increase (Decrease) | (391,980) | (9,454,280) | (115,434) | (2,141,419) | |||
Total Net Increase (Decrease) | 3,554,822 | $ 64,447,036 | (3,119,322) | $ (60,172,505) | |||
US Small Cap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 122,411 | $ 3,667,544 | 277,286 | $ 8,677,102 | |||
Shares Issued for Reinvested Dividends | 141,116 | 4,237,705 | — | — | |||
Shares Redeemed | (121,605) | (3,609,632) | (155,738) | (4,695,935) | |||
Net Increase (Decrease) | 141,922 | 4,295,617 | 121,548 | 3,981,167 | |||
Class C | |||||||
Shares Sold | 4,255 | $ 123,050 | 35,829 | $ 1,124,826 | |||
Shares Issued for Reinvested Dividends | 30,168 | 912,294 | — | — | |||
Shares Redeemed | (28,030) | (838,804) | (77,129) | (2,416,272) | |||
Net Increase (Decrease) | 6,393 | 196,540 | (41,300) | (1,291,446) | |||
Class I | |||||||
Shares Sold | 1,027,425 | $ 31,870,447 | 1,618,994 | $ 54,075,726 | |||
Shares Issued for Reinvested Dividends | 671,069 | 21,440,668 | 2,920 | 85,749 | |||
Shares Redeemed | (1,173,235) | (37,172,265) | (1,350,665) | (44,554,890) | |||
Net Increase (Decrease) | 525,259 | 16,138,850 | 271,249 | 9,606,585 |
111 |
April 30, 2022 (Unaudited)
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 5,433 | $ 181,967 | 41,262 | $ 1,394,324 | |||
Shares Issued for Reinvested Dividends | 4,702 | 146,935 | — | — | |||
Shares Redeemed | (4,202) | (138,182) | (11,574) | (370,424) | |||
Net Increase (Decrease) | 5,933 | 190,720 | 29,688 | 1,023,900 | |||
Class R4 | |||||||
Shares Sold | 2,845 | $ 87,034 | 17,843 | $ 622,180 | |||
Shares Issued for Reinvested Dividends | 2,384 | 75,585 | — | — | |||
Shares Redeemed | (4,454) | (143,543) | (4,761) | (161,866) | |||
Net Increase (Decrease) | 775 | 19,076 | 13,082 | 460,314 | |||
Class R5 | |||||||
Shares Sold | 2,600 | $ 82,886 | 11,260 | $ 367,453 | |||
Shares Issued for Reinvested Dividends | 2,282 | 72,804 | 16 | 462 | |||
Shares Redeemed | (12,829) | (386,315) | (3,825) | (131,445) | |||
Net Increase (Decrease) | (7,947) | (230,625) | 7,451 | 236,470 | |||
Class Y | |||||||
Shares Sold | 148,819 | $ 4,757,165 | 304,107 | $ 10,256,879 | |||
Shares Issued for Reinvested Dividends | 121,793 | 3,890,069 | 945 | 27,753 | |||
Shares Redeemed | (109,686) | (3,448,962) | (185,283) | (6,074,145) | |||
Net Increase (Decrease) | 160,926 | 5,198,272 | 119,769 | 4,210,487 | |||
Class F | |||||||
Shares Sold | 78,160 | $ 2,459,992 | 205,102 | $ 6,865,644 | |||
Shares Issued for Reinvested Dividends | 56,854 | 1,819,314 | 877 | 25,755 | |||
Shares Redeemed | (66,428) | (2,106,660) | (132,190) | (4,388,595) | |||
Net Increase (Decrease) | 68,586 | 2,172,646 | 73,789 | 2,502,804 | |||
Class SDR | |||||||
Shares Sold | 185,730 | $ 5,587,147 | 122,265 | $ 4,008,157 | |||
Shares Issued for Reinvested Dividends | 109,288 | 3,501,576 | 1,960 | 57,632 | |||
Shares Redeemed | (54,899) | (1,714,418) | (122,234) | (4,073,605) | |||
Net Increase (Decrease) | 240,119 | 7,374,305 | 1,991 | (7,816) | |||
Total Net Increase (Decrease) | 1,141,966 | $ 35,355,401 | 597,267 | $ 20,722,465 |
(1) | Diversified Emerging Markets Fund commenced operations on September 30, 2021. |
(2) | Classes A, C, I, Y and F of the Diversified Emerging Markets Fund commenced operations on February 28, 2022. |
14. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. Prior to March 3, 2022, each Fund (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2022, none of the Funds that participate in the committed line of credit had borrowings under this facility. |
15. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
112 |
April 30, 2022 (Unaudited)
16. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |
17. | Subsequent Events: |
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements. |
113 |
114 |
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Sustainable Core Bond Fund
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results. |
2 | The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
April 30, 2022 (Unaudited)
Inception 01/31/2018 Sub-advised by Schroder Investment Management North America Inc. | Investment objective – The Fund seeks long-term total return consistent with the preservation of capital while giving special consideration to certain sustainability criteria. |
Average Annual Total Returns | |||
for the Period Ended 04/30/2022 | |||
Six Months1 | 1 Year | Since Inception2 | |
Class I | -10.11% | -8.97% | 1.69% |
Class R3 | -10.17% | -9.00% | 1.68% |
Class R4 | -10.13% | -8.97% | 1.69% |
Class R5 | -10.00% | -8.83% | 1.73% |
Class Y | -10.15% | -9.02% | 1.68% |
Class F | -9.95% | -8.78% | 1.74% |
Class SDR | -10.03% | -8.86% | 1.72% |
Bloomberg US Aggregate Bond Index | -9.47% | -8.51% | 1.24% |
1 | Not annualized. |
2 | Inception for Class Y: 06/29/2020. Inception for Class SDR: 01/31/2018. Inception for Class I, Class R3, Class R4, Class R5 and Class F: 11/12/2021. Cumulative returns are not annualized. |
Operating Expenses* | Gross | Net |
Class I | 0.61% | 0.51% |
Class R3 | 1.22% | 1.06% |
Class R4 | 0.92% | 0.76% |
Class R5 | 0.61% | 0.46% |
Class Y | 0.61% | 0.40% |
Class F | 0.51% | 0.36% |
Class SDR | 0.51% | 0.32% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 for Classes I, R3, R4, R5 and F, and 11/15/2023 for Classes Y and SDR unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2022. |
2 |
April 30, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 04/30/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 2.5% |
Corporate Bonds | 61.4 |
Foreign Government Obligations | 0.8 |
Municipal Bonds | 1.0 |
U.S. Government Agencies(2) | 15.0 |
U.S. Government Securities | 18.5 |
Total | 99.2% |
Short-Term Investments | 0.1 |
Other Assets & Liabilities | 0.7 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of April 30, 2022. |
3 |
Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. |
“Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds. |
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. |
4 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses paid during the period November 1, 2021 through April 30, 2022 | Annualized expense ratio | |||||||
Hartford Schroders Sustainable Core Bond Fund | |||||||||||||
Class I(1) | $ 1,000.00 | $ 899.80 | $ 1.85(2) | $ 1,000.00 | $ 1,022.76 | $ 2.11(3) | 0.42% | ||||||
Class R3(1) | $ 1,000.00 | $ 899.20 | $ 3.04(2) | $ 1,000.00 | $ 1,021.37 | $ 3.46(3) | 0.69% | ||||||
Class R4(1) | $ 1,000.00 | $ 899.50 | $ 2.64(2) | $ 1,000.00 | $ 1,021.82 | $ 3.01(3) | 0.60% | ||||||
Class R5(1) | $ 1,000.00 | $ 900.90 | $ 2.02(2) | $ 1,000.00 | $ 1,022.56 | $ 2.31(3) | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 899.50 | $ 1.88 | $ 1,000.00 | $ 1,022.81 | $ 2.01 | 0.40% | ||||||
Class F(1) | $ 1,000.00 | $ 901.40 | $ 1.59(2) | $ 1,000.00 | $ 1,023.01 | $ 1.81(3) | 0.36% | ||||||
Class SDR | $ 1,000.00 | $ 899.70 | $ 1.51 | $ 1,000.00 | $ 1,023.21 | $ 1.61 | 0.32% |
(1) | Commenced operations on November 12, 2021. |
(2) | Expenses paid during the period from November 12, 2021 (commencement of operations) through April 30, 2022. |
(3) | Please note that while the Class commenced operations on November 12, 2021, 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 ratio were in effect during the period November 1, 2021 to April 30, 2022. |
5 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.5% | |||
Asset-Backed - Finance & Insurance - 2.0% | |||
$ 486,000 | Cedar Funding VI CLO Ltd. 2.11%, 04/20/2034, 3 mo. USD LIBOR + 1.050%(1)(2) | $ 479,461 | |
500,000 | Dewolf Park CLO Ltd. 1.96%, 10/15/2030, 3 mo. USD LIBOR + 0.920%(1)(2) | 497,080 | |
800,000 | Madison Park Funding XVIII Ltd. 2.04%, 10/21/2030, 3 mo. USD LIBOR + 0.940%(1)(2) | 796,414 | |
600,000 | Madison Park Funding XXVI Ltd. 1.50%, 07/29/2030, 3 mo. USD LIBOR + 1.200%(1)(2) | 598,592 | |
250,000 | Octagon Investment Partners 30 Ltd. 2.06%, 03/17/2030, 3 mo. USD LIBOR + 1.000%(1)(2) | 248,414 | |
2,619,961 | |||
Other Asset-Backed Securities - 0.4% | |||
606,000 | Goldentree Loan Management U.S. CLO Ltd. 1.97%, 11/20/2030, 3 mo. USD LIBOR + 0.910%(1)(2) | 600,750 | |
11,956 | Towd Point Mortgage Trust 2.75%, 04/25/2057(1)(3) | 11,927 | |
612,677 | |||
Whole Loan Collateral CMO - 0.1% | |||
Towd Point Mortgage Trust | |||
53,102 | 2.75%, 06/25/2057(1)(3) | 52,240 | |
71,456 | 2.75%, 07/25/2057(1)(3) | 71,312 | |
123,552 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $3,379,253) | $ 3,356,190 | ||
CORPORATE BONDS - 61.4% | |||
Auto Manufacturers - 3.0% | |||
772,000 | BMW US Capital LLC 3.25%, 04/01/2025(1) | $ 764,061 | |
223,000 | General Motors Co. 6.13%, 10/01/2025 | 235,538 | |
General Motors Financial Co., Inc. | |||
983,000 | 1.50%, 06/10/2026 | 875,707 | |
955,000 | 2.40%, 10/15/2028 | 818,018 | |
226,000 | 3.25%, 01/05/2023 | 226,955 | |
1,202,000 | Hyundai Capital America 1.50%, 06/15/2026(1) | 1,078,638 | |
3,998,917 | |||
Auto Parts & Equipment - 0.8% | |||
278,000 | Aptiv plc / Aptiv Corp. 3.25%, 03/01/2032 | 245,552 | |
53,000 | Magna International, Inc. 4.15%, 10/01/2025 | 53,875 | |
922,000 | Tyco Electronics Group S.A. 2.50%, 02/04/2032 | 817,016 | |
1,116,443 | |||
Beverages - 0.7% | |||
583,000 | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.90%, 02/01/2046 | 575,947 | |
433,000 | JDE Peet's N.V. 1.38%, 01/15/2027(1) | 378,010 | |
953,957 | |||
Biotechnology - 0.6% | |||
800,000 | Amgen, Inc. 3.00%, 02/22/2029 | 750,708 | |
Commercial Banks - 23.5% | |||
200,000 | Banco Santander S.A. 1.72%, 09/14/2027, (1.72% fixed rate until 09/14/2026; 12 mo. USD CMT + 0.900% thereafter)(2)(4) | 176,074 | |
Bank of America Corp. | |||
30,000 | 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(4) | 28,896 | |
374,000 | 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.210% thereafter)(4) | 316,353 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 61.4% - (continued) | |||
Commercial Banks - 23.5% - (continued) | |||
$ 349,000 | 3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(4) | $ 348,223 | |
371,000 | 3.25%, 10/21/2027 | 353,374 | |
1,224,000 | 3.38%, 04/02/2026, (3.38% fixed rate until 04/02/2025; 3 mo. USD SOFR + 1.330% thereafter)(4) | 1,198,092 | |
512,000 | 3.50%, 04/19/2026 | 502,892 | |
628,000 | 3.85%, 03/08/2037, (3.85% fixed rate until 03/08/2032; 5 year USD CMT + 2.000% thereafter)(2)(4) | 559,485 | |
Bank of Ireland Group plc | |||
1,765,000 | 2.03%, 09/30/2027, (2.03% fixed rate until 09/30/2026; 12 mo. USD CMT + 1.100% thereafter)(1)(2)(4) | 1,555,446 | |
285,000 | 4.50%, 11/25/2023(1) | 286,347 | |
1,136,000 | Barclays plc 3.56%, 09/23/2035, (3.56% fixed rate until 09/23/2030; 5 year USD CMT + 2.900% thereafter)(2)(4) | 985,418 | |
BNP Paribas S.A. | |||
220,000 | 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.218% thereafter)(1)(4) | 187,981 | |
733,000 | 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(4) | 684,251 | |
Citigroup, Inc. | |||
409,000 | 0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(4) | 385,784 | |
734,000 | 3.20%, 10/21/2026 | 709,119 | |
56,000 | 4.30%, 11/20/2026 | 55,911 | |
280,000 | Credit Agricole S.A. 2.20%, 04/24/2023, 3 mo. USD LIBOR + 1.020%(1)(2) | 281,249 | |
678,000 | Credit Suisse Group AG 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(4) | 568,329 | |
1,231,000 | Danske Bank A/S 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(2)(4) | 1,119,169 | |
Goldman Sachs Group, Inc. | |||
356,000 | 1.95%, 10/21/2027, (1.95% fixed rate until 10/21/2026; 3 mo. USD SOFR + 0.913% thereafter)(4) | 319,992 | |
1,503,000 | 2.64%, 02/24/2028, (2.64% fixed rate until 02/24/2027; 3 mo. USD SOFR + 1.114% thereafter)(4) | 1,382,416 | |
90,000 | 3.50%, 11/16/2026 | 87,998 | |
HSBC Holdings plc | |||
1,707,000 | 2.10%, 06/04/2026, (2.10% fixed rate until 06/04/2025; 3 mo. USD SOFR + 1.929% thereafter)(4) | 1,596,164 | |
657,000 | 2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD SOFR + 1.402% thereafter)(4) | 632,602 | |
JP Morgan Chase & Co. | |||
1,105,000 | 1.58%, 04/22/2027, (1.58% fixed rate until 04/22/2026; 3 mo. USD SOFR + 1.885% thereafter)(4) | 1,000,394 | |
689,000 | 2.01%, 03/13/2026, (2.01% fixed rate until 03/13/2025; 3 mo. USD SOFR + 1.585% thereafter)(4) | 649,443 |
6 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 61.4% - (continued) | |||
Commercial Banks - 23.5% - (continued) | |||
$ 935,000 | 2.60%, 02/24/2026, (2.60% fixed rate until 02/24/2025; 3 mo. USD SOFR + 0.915% thereafter)(4) | $ 899,935 | |
131,000 | 2.95%, 10/01/2026 | 125,641 | |
Lloyds Banking Group plc | |||
1,539,000 | 1.63%, 05/11/2027, (1.63% fixed rate until 05/11/2026; 12 mo. USD CMT + 0.850% thereafter)(2)(4) | 1,379,540 | |
280,000 | 2.44%, 02/05/2026, (2.44% fixed rate until 02/05/2025; 12 mo. USD CMT + 1.000% thereafter)(2)(4) | 267,399 | |
755,000 | 3.75%, 03/18/2028, (3.75% fixed rate until 03/18/2027; 12 mo. USD CMT + 1.800% thereafter)(2)(4) | 729,222 | |
867,000 | Macquarie Group Ltd. 1.63%, 09/23/2027, (1.63% fixed rate until 09/23/2026; 3 mo. USD SOFR + 0.910% thereafter)(1)(4) | 763,982 | |
Morgan Stanley | |||
168,000 | 1.51%, 07/20/2027, (1.51% fixed rate until 07/20/2026; 3 mo. USD SOFR + 0.858% thereafter)(4) | 149,680 | |
196,000 | 1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(4) | 176,385 | |
2,033,000 | 2.63%, 02/18/2026, (2.63% fixed rate until 02/18/2025; 3 mo. USD SOFR + 0.940% thereafter)(4) | 1,958,074 | |
614,000 | 3.63%, 01/20/2027 | 599,299 | |
236,000 | 5.30%, 04/20/2037 | 236,267 | |
Natwest Group plc | |||
582,000 | 1.64%, 06/14/2027, (1.64% fixed rate until 06/14/2026; 12 mo. USD CMT + 0.900% thereafter)(2)(4) | 517,839 | |
1,062,000 | 3.07%, 05/22/2028, (3.07% fixed rate until 05/22/2027; 12 mo. USD CMT + 2.550% thereafter)(2)(4) | 985,100 | |
Santander UK Group Holdings plc | |||
400,000 | 1.09%, 03/15/2025, (1.09% fixed rate until 03/15/2024; 3 mo. USD SOFR + 0.787% thereafter)(4) | 377,767 | |
1,421,000 | 1.67%, 06/14/2027, (1.67% fixed rate until 06/14/2026; 3 mo. USD SOFR + 0.989% thereafter)(4) | 1,262,008 | |
1,346,000 | Standard Chartered plc 2.68%, 06/29/2032, (2.68% fixed rate until 06/29/2031; 12 mo. USD CMT + 1.200% thereafter)(1)(2)(4) | 1,111,324 | |
1,462,000 | UniCredit S.p.A. 3.13%, 06/03/2032, (3.13% fixed rate until 06/03/2031; 12 mo. USD CMT + 1.550% thereafter)(1)(2)(4) | 1,209,793 | |
Wells Fargo & Co. | |||
1,711,000 | 2.39%, 06/02/2028, (2.39% fixed rate until 06/02/2027; 3 mo. USD SOFR + 2.100% thereafter)(4) | 1,558,073 | |
212,000 | 3.00%, 04/22/2026 | 204,073 | |
279,000 | 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 3 mo. USD SOFR + 1.500% thereafter)(4)(5) | 253,822 | |
420,000 | 3.53%, 03/24/2028, (3.53% fixed rate until 03/24/2027; 3 mo. USD SOFR + 1.510% thereafter)(4) | 403,547 | |
31,140,172 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 61.4% - (continued) | |||
Commercial Services - 0.3% | |||
$ 90,000 | Moody's Corp. 4.88%, 02/15/2024 | $ 92,368 | |
282,000 | Quanta Services, Inc. 0.95%, 10/01/2024 | 264,387 | |
356,755 | |||
Diversified Financial Services - 1.9% | |||
968,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 | 805,749 | |
917,000 | Ally Financial, Inc. 2.20%, 11/02/2028 | 795,120 | |
1,049,000 | Capital One Financial Corp. 3.27%, 03/01/2030, (3.27% fixed rate until 03/01/2029; 3 mo. USD SOFR + 1.790% thereafter)(4) | 954,524 | |
2,555,393 | |||
Electric - 2.2% | |||
1,443,000 | Enel Finance International N.V. 1.88%, 07/12/2028(1) | 1,262,641 | |
1,743,000 | Public Service Enterprise Group, Inc. 1.60%, 08/15/2030 | 1,412,970 | |
314,000 | Sempra Energy 3.70%, 04/01/2029 | 301,980 | |
2,977,591 | |||
Entertainment - 1.1% | |||
Magallanes, Inc. | |||
946,000 | 3.76%, 03/15/2027(1) | 912,234 | |
570,000 | 5.05%, 03/15/2042(1) | 519,154 | |
1,431,388 | |||
Environmental Control - 0.8% | |||
1,247,000 | Republic Services, Inc. 2.38%, 03/15/2033 | 1,043,731 | |
Healthcare - Products - 0.8% | |||
90,000 | Abbott Laboratories 3.40%, 11/30/2023 | 90,847 | |
392,000 | Baxter International, Inc. 2.54%, 02/01/2032(1) | 334,456 | |
39,000 | Boston Scientific Corp. 3.45%, 03/01/2024 | 39,053 | |
706,000 | Thermo Fisher Scientific, Inc. 2.00%, 10/15/2031 | 594,308 | |
1,058,664 | |||
Healthcare - Services - 1.1% | |||
225,000 | Aetna, Inc. 2.80%, 06/15/2023 | 224,420 | |
11,000 | Anthem, Inc. 4.10%, 03/01/2028 | 11,003 | |
482,000 | CommonSpirit Health 3.35%, 10/01/2029 | 449,021 | |
681,000 | HCA, Inc. 3.38%, 03/15/2029(1) | 626,434 | |
213,000 | Humana, Inc. 3.70%, 03/23/2029 | 204,546 | |
1,515,424 | |||
Insurance - 1.3% | |||
2,000 | Aflac, Inc. 6.45%, 08/15/2040 | 2,351 | |
228,000 | American International Group, Inc. 3.90%, 04/01/2026 | 227,073 | |
466,000 | Corebridge Financial, Inc. 3.65%, 04/05/2027 | 451,869 | |
203,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 177,577 | |
100,000 | Equitable Holdings, Inc. 4.35%, 04/20/2028 | 99,579 | |
795,000 | Guardian Life Global Funding 3.25%, 03/29/2027(1) | 777,076 | |
1,735,525 | |||
IT Services - 0.3% | |||
584,000 | Dell International LLC / EMC Corp. 3.38%, 12/15/2041(1) | 438,703 | |
Machinery-Diversified - 0.1% | |||
102,000 | Xylem, Inc. 1.95%, 01/30/2028 | 92,100 | |
Media - 2.2% | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | |||
999,000 | 2.25%, 01/15/2029 | 852,586 |
7 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 61.4% - (continued) | |||
Media - 2.2% - (continued) | |||
$ 1,330,000 | 3.50%, 06/01/2041 | $ 974,024 | |
301,000 | Comcast Corp. 3.95%, 10/15/2025 | 304,907 | |
Discovery Communications LLC | |||
93,000 | 2.95%, 03/20/2023 | 92,975 | |
769,000 | 3.63%, 05/15/2030 | 705,722 | |
2,930,214 | |||
Mining - 1.0% | |||
831,000 | Anglo American Capital plc 2.25%, 03/17/2028(1) | 738,243 | |
644,000 | Yamana Gold, Inc. 2.63%, 08/15/2031 | 542,059 | |
1,280,302 | |||
Oil & Gas - 0.9% | |||
129,000 | Canadian Natural Resources Ltd. 6.25%, 03/15/2038 | 142,263 | |
Cenovus Energy, Inc. | |||
631,000 | 2.65%, 01/15/2032 | 537,837 | |
163,000 | 6.75%, 11/15/2039 | 185,298 | |
380,000 | Equinor ASA 2.38%, 05/22/2030 | 339,219 | |
1,204,617 | |||
Pharmaceuticals - 1.4% | |||
AbbVie, Inc. | |||
21,000 | 3.20%, 11/06/2022 | 21,068 | |
923,000 | 3.20%, 11/21/2029 | 859,782 | |
206,000 | 3.60%, 05/14/2025 | 204,767 | |
105,000 | 3.80%, 03/15/2025 | 105,144 | |
108,000 | 3.85%, 06/15/2024 | 108,955 | |
42,000 | Becton Dickinson and Co. 3.73%, 12/15/2024 | 42,046 | |
160,000 | Cardinal Health, Inc. 3.08%, 06/15/2024 | 158,834 | |
CVS Health Corp. | |||
223,000 | 4.25%, 04/01/2050 | 202,600 | |
41,000 | 4.30%, 03/25/2028 | 41,187 | |
79,000 | 5.05%, 03/25/2048 | 80,128 | |
1,824,511 | |||
Pipelines - 1.2% | |||
69,000 | Enbridge, Inc. 4.25%, 12/01/2026 | 69,643 | |
MPLX L.P. | |||
352,000 | 4.50%, 04/15/2038 | 324,315 | |
190,000 | 5.20%, 03/01/2047 | 180,530 | |
94,000 | ONEOK, Inc. 6.35%, 01/15/2031 | 102,749 | |
102,000 | Phillips 66 Partners L.P. 3.75%, 03/01/2028 | 99,175 | |
Plains All American Pipeline L.P. / PAA Finance Corp. | |||
177,000 | 3.55%, 12/15/2029 | 161,402 | |
505,000 | 3.80%, 09/15/2030 | 467,943 | |
151,000 | Williams Cos., Inc. 4.30%, 03/04/2024 | 152,716 | |
1,558,473 | |||
Real Estate Investment Trusts - 6.4% | |||
345,000 | Alexandria Real Estate Equities, Inc. 2.00%, 05/18/2032 | 283,577 | |
American Tower Corp. | |||
489,000 | 2.40%, 03/15/2025 | 470,325 | |
703,000 | 3.65%, 03/15/2027 | 677,640 | |
Boston Properties L.P. | |||
822,000 | 2.45%, 10/01/2033 | 668,298 | |
1,057,000 | 3.40%, 06/21/2029 | 988,245 | |
Crown Castle International Corp. | |||
1,160,000 | 2.10%, 04/01/2031 | 941,491 | |
158,000 | 3.20%, 09/01/2024 | 156,794 | |
6,000 | 3.80%, 02/15/2028 | 5,782 | |
1,636,000 | Equinix, Inc. 3.90%, 04/15/2032 | 1,536,846 | |
264,000 | ERP Operating L.P. 3.00%, 07/01/2029 | 246,689 | |
151,000 | Healthcare Realty Trust, Inc. 2.40%, 03/15/2030 | 130,380 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 61.4% - (continued) | |||
Real Estate Investment Trusts - 6.4% - (continued) | |||
$ 127,000 | Healthpeak Properties, Inc. 3.25%, 07/15/2026 | $ 123,978 | |
712,000 | Kimco Realty Corp. 2.70%, 10/01/2030 | 633,005 | |
1,013,000 | Sabra Health Care L.P. 3.20%, 12/01/2031 | 851,113 | |
738,000 | VICI Properties L.P. 4.95%, 02/15/2030 | 732,974 | |
8,447,137 | |||
Retail - 0.6% | |||
44,000 | AutoNation, Inc. 4.50%, 10/01/2025 | 44,622 | |
420,000 | Genuine Parts Co. 2.75%, 02/01/2032 | 360,309 | |
Lowe's Cos., Inc. | |||
97,000 | 3.35%, 04/01/2027 | 94,940 | |
368,000 | 4.25%, 04/01/2052 | 331,774 | |
831,645 | |||
Semiconductors - 0.7% | |||
Qorvo, Inc. | |||
261,000 | 1.75%, 12/15/2024(1) | 246,212 | |
684,000 | 4.38%, 10/15/2029 | 635,470 | |
881,682 | |||
Software - 2.0% | |||
1,257,000 | S&P Global, Inc. 2.70%, 03/01/2029(1) | 1,158,632 | |
166,000 | Take-Two Interactive Software, Inc. 3.70%, 04/14/2027 | 162,693 | |
VMware, Inc. | |||
507,000 | 1.80%, 08/15/2028 | 431,085 | |
1,091,000 | 2.20%, 08/15/2031 | 888,920 | |
2,641,330 | |||
Telecommunications - 5.0% | |||
AT&T, Inc. | |||
688,000 | 1.65%, 02/01/2028 | 601,629 | |
1,200,000 | 2.75%, 06/01/2031 | 1,058,878 | |
783,000 | Rogers Communications, Inc. 3.20%, 03/15/2027(1) | 745,888 | |
T-Mobile USA, Inc. | |||
92,000 | 2.40%, 03/15/2029(1) | 80,594 | |
2,117,000 | 3.88%, 04/15/2030 | 2,007,145 | |
Verizon Communications, Inc. | |||
528,000 | 1.61%, 05/15/2025, 3 mo. USD LIBOR + 1.100%(2) | 533,878 | |
1,052,000 | 3.15%, 03/22/2030 | 964,556 | |
120,000 | 4.02%, 12/03/2029 | 117,516 | |
603,000 | 4.33%, 09/21/2028 | 606,185 | |
6,716,269 | |||
Water - 1.5% | |||
1,706,000 | United Utilities plc 6.88%, 08/15/2028 | 1,950,457 | |
Total Corporate Bonds (cost $89,388,112) | $ 81,432,108 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 0.8% | |||
Mexico - 0.8% | |||
Mexico Government International Bond | |||
603,000 | 3.50%, 02/12/2034 | $ 510,307 | |
603,000 | 4.28%, 08/14/2041 | 501,720 | |
Total Foreign Government Obligations (cost $1,123,515) | $ 1,012,027 | ||
MUNICIPAL BONDS - 1.0% | |||
Airport - 0.2% | |||
385,000 | Dallas Fort Worth, International Airport 3.09%, 11/01/2040 | $ 332,522 |
8 |
April 30, 2022 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 1.0% - (continued) | |||
General - 0.4% | |||
$ 230,000 | California State Health Facs Finance Auth Rev 4.35%, 06/01/2041 | $ 220,746 | |
265,000 | Philadelphia Authority for Industrial Development 3.96%, 04/15/2026 | 266,609 | |
487,355 | |||
Higher Education - 0.2% | |||
California State University | |||
150,000 | 2.97%, 11/01/2039 | 124,084 | |
130,000 | 3.07%, 11/01/2042 | 105,448 | |
229,532 | |||
Tobacco - 0.2% | |||
300,000 | Golden State, CA, Tobacco Securitization Corp. 3.00%, 06/01/2046 | 266,170 | |
Total Municipal Bonds (cost $1,460,000) | $ 1,315,579 | ||
U.S. GOVERNMENT AGENCIES - 15.0% | |||
Mortgage-Backed Agencies - 15.0% | |||
FHLMC - 8.0% | |||
3,409,132 | 2.00%, 11/01/2051 | $ 3,015,543 | |
1,384,205 | 2.50%, 05/01/2051 | 1,266,643 | |
1,042,804 | 2.50%, 08/01/2051 | 953,985 | |
2,347,298 | 2.50%, 11/01/2051 | 2,147,072 | |
3,358,402 | 3.50%, 05/01/2052 | 3,266,526 | |
10,649,769 | |||
FNMA - 7.0% | |||
558,854 | 2.00%, 08/01/2051 | 494,398 | |
1,433,351 | 2.00%, 11/01/2051 | 1,267,910 | |
2,213,824 | 2.50%, 06/01/2051 | 2,025,791 | |
2,351,573 | 2.50%, 11/01/2051 | 2,150,980 | |
3,426,671 | 3.50%, 05/01/2052 | 3,332,927 | |
9,272,006 | |||
Total U.S. Government Agencies (cost $21,436,873) | $ 19,921,775 | ||
U.S. GOVERNMENT SECURITIES - 18.5% | |||
U.S. Treasury Securities - 18.5% | |||
U.S. Treasury Bonds - 10.1% | |||
6,519,000 | 1.88%, 11/15/2051 | $ 5,135,750 | |
3,233,400 | 2.00%, 11/15/2041 | 2,683,217 | |
2,753,000 | 2.25%, 02/15/2052 | 2,374,462 | |
3,622,600 | 2.38%, 02/15/2042(5) | 3,209,397 | |
13,402,826 | |||
U.S. Treasury Notes - 8.4% | |||
2,133,900 | 0.13%, 06/30/2022 | 2,132,023 | |
6,659,600 | 0.13%, 11/30/2022 | 6,602,890 | |
273,000 | 0.13%, 07/31/2023 | 265,482 | |
562,000 | 0.13%, 08/31/2023 | 545,052 | |
1,469,400 | 0.75%, 12/31/2023 | 1,424,859 | |
22,200 | 1.50%, 01/31/2027 | 20,800 | |
217,000 | 1.88%, 02/15/2032 | 198,419 | |
11,189,525 | |||
Total U.S. Government Securities (cost $26,435,446) | $ 24,592,351 | ||
Total Long-Term Investments (Cost $143,223,199) | $ 131,630,030 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Other Investment Pools & Funds - 0.1% | |||
126,920 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.32%(6) | $ 126,920 | |
Total Short-Term Investments (cost $126,920) | $ 126,920 | ||
Total Investments (cost $143,350,119) | 99.3% | $ 131,756,950 | |
Other Assets and Liabilities | 0.7% | 882,626 | |
Total Net Assets | 100.0% | $ 132,639,576 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2022, the aggregate value of these securities was $21,362,615, representing 16.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,637,310 at April 30, 2022. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
9 |
April 30, 2022 (Unaudited)
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 3,356,190 | $ — | $ 3,356,190 | $ — | ||||
Corporate Bonds | 81,432,108 | — | 81,432,108 | — | ||||
Foreign Government Obligations | 1,012,027 | — | 1,012,027 | — | ||||
Municipal Bonds | 1,315,579 | — | 1,315,579 | — | ||||
U.S. Government Agencies | 19,921,775 | — | 19,921,775 | — | ||||
U.S. Government Securities | 24,592,351 | — | 24,592,351 | — | ||||
Short-Term Investments | 126,920 | 126,920 | — | — | ||||
Total | $ 131,756,950 | $ 126,920 | $ 131,630,030 | $ — |
(1) | For the six-month period ended April 30, 2022, there were no transfers in and out of Level 3. |
10 |
Currency Abbreviations: | |
USD | United States Dollar |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
Municipal Abbreviations: | |
Auth | Authority |
Facs | Facilities |
Rev | Revenue |
Other Abbreviations: | |
CLO | Collateralized Loan Obligation |
LIBOR | London Interbank Offered Rate |
CMO | Collateralized Mortgage Obligation |
SOFR | Secured Overnight Financing Rate |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
11 |
April 30, 2022 (Unaudited)
Hartford Schroders Sustainable Core Bond Fund | |
Assets: | |
Investments in securities, at market value | $ 131,756,950 |
Receivables: | |
From affiliates | 6,481 |
Investment securities sold | 439,573 |
Fund shares sold | 5,455 |
Dividends and interest | 756,075 |
Other assets | 32,277 |
Total assets | 132,996,811 |
Liabilities: | |
Payables: | |
Investment securities purchased | 259,560 |
Fund shares redeemed | 201 |
Investment management fees | 35,584 |
Transfer agent fees | 1,551 |
Accounting services fees | 4,140 |
Board of Directors' fees | 2,741 |
Accrued expenses | 53,458 |
Total liabilities | 357,235 |
Net assets | $ 132,639,576 |
Summary of Net Assets: | |
Capital stock and paid-in-capital | $ 146,045,108 |
Distributable earnings (loss) | (13,405,532) |
Net assets | 132,639,576 |
Class I: Net asset value per share | $ 9.21 |
Shares outstanding | 69,601 |
Net Assets | $ 641,168 |
Class R3: Net asset value per share | $ 9.22 |
Shares outstanding | 975 |
Net Assets | $ 8,992 |
Class R4: Net asset value per share | $ 9.21 |
Shares outstanding | 976 |
Net Assets | $ 8,993 |
Class R5: Net asset value per share | $ 9.21 |
Shares outstanding | 978 |
Net Assets | $ 9,003 |
Class Y: Net asset value per share | $ 9.21 |
Shares outstanding | 749,332 |
Net Assets | $ 6,897,659 |
Class F: Net asset value per share | $ 9.21 |
Shares outstanding | 5,594,463 |
Net Assets | $ 51,513,439 |
Class SDR: Net asset value per share | $ 9.20 |
Shares outstanding | 7,995,887 |
Net Assets | $ 73,560,322 |
Cost of investments | $ 143,350,119 |
12 |
For the Six-Month Period Ended April 30, 2022 (Unaudited)
Hartford Schroders Sustainable Core Bond Fund | |
Investment Income: | |
Interest | $ 1,204,739 |
Total investment income, net | 1,204,739 |
Expenses: | |
Investment management fees | 172,797 |
Administrative services fees | |
Class Y(1) | 240 |
Transfer agent fees | |
Class I | 8 |
Class R3 | 9 |
Class R4 | 7 |
Class R5 | 5 |
Class Y(1) | 4,367 |
Class F | 111 |
Class SDR(1) | 13,314 |
Distribution fees | |
Class R3 | 23 |
Class R4 | 11 |
Custodian fees | 1,053 |
Registration and filing fees | 15,933 |
Accounting services fees | 8,268 |
Fund administration fees | 4,110 |
Board of Directors' fees | 4,177 |
Audit and tax fees | 17,258 |
Legal fees | 15,434 |
Other expenses | 13,064 |
Total expenses (before waivers, reimbursements and fees paid indirectly) | 270,189 |
Expense waivers | (86,056) |
Distribution fee reimbursements | (28) |
Total waivers, reimbursements and fees paid indirectly | (86,084) |
Total expenses | 184,105 |
Net Investment Income (Loss) | 1,020,634 |
Net Realized Gain (Loss) on Investments on: | |
Investments | (1,658,070) |
Net Realized Gain (Loss) on Investments | (1,658,070) |
Net Changes in Unrealized Appreciation (Depreciation) of Investments of: | |
Investments | (12,225,486) |
Net Changes in Unrealized Appreciation (Depreciation) of Investments | (12,225,486) |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (13,883,556) |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (12,862,922) |
(1) | See Note 1 regarding the reorganization of the Fund and the activity of the share classes prior to the reorganization. |
13 |
Hartford Schroders Sustainable Core Bond Fund | |||
For the Six-Month Period Ended April 30, 2022 (Unaudited) | For the Year Ended October 31, 2021 | ||
Operations: | |||
Net investment income (loss) | $ 1,020,634 | $ 1,919,565 | |
Net realized gain (loss) on investments | (1,658,070) | 2,984,089 | |
Net changes in unrealized appreciation (depreciation) of investments | (12,225,486) | (3,638,458) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (12,862,922) | 1,265,196 | |
Distributions to Shareholders: | |||
Class I | (2,170) | — | |
Class R3 | (187) | — | |
Class R4 | (201) | — | |
Class R5 | (216) | — | |
Class Y | (191,823) | (1,046,252) | |
Class F | (277,716) | — | |
Class SDR | (1,654,033) | (3,210,773) | |
Total distributions | (2,126,346) | (4,257,025) | |
Capital Share Transactions:(1) | |||
Sold | 71,165,745 | 35,910,407 | |
Issued on reinvestment of distributions | 1,863,657 | 3,649,456 | |
Redemption-in-kind | — | (29,217,874) | |
Redeemed | (8,377,237) | (34,422,862) | |
Net increase (decrease) from capital share transactions | 64,652,165 | (24,080,873) | |
Net Increase (Decrease) in Net Assets | 49,662,897 | (27,072,702) | |
Net Assets: | |||
Beginning of period | 82,976,679 | 110,049,381 | |
End of period | $ 132,639,576 | $ 82,976,679 |
(1) | As a result of the reorganization in the current period, there was no net impact on the operations of the Fund. See note 11 for additional information on the effects of the reorganization. |
14 |
— 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 Schroders Sustainable Core Bond Fund(4) | ||||||||||||||||||||||||||||
For the Period Ended April 30, 2022 (Unaudited) | ||||||||||||||||||||||||||||
I (5) | $ 10.46 | $ 0.09 | $ (1.12) | $ (1.03) | $ (0.08) | $ (0.14) | $ (0.22) | $ 9.21 | (10.02)% (6) | $ 641 | 0.42% (7) | 0.42% (7) | 2.06% (7) | 76% | ||||||||||||||
R3 (5) | 10.45 | 0.07 | (1.11) | (1.04) | (0.05) | (0.14) | (0.19) | 9.22 | (10.08) (6) | 9 | 1.11 (7) | 0.69 (7) | 1.50 (7) | 76 | ||||||||||||||
R4 (5) | 10.45 | 0.07 | (1.10) | (1.03) | (0.07) | (0.14) | (0.21) | 9.21 | (10.05) (6) | 9 | 0.81 (7) | 0.60 (7) | 1.59 (7) | 76 | ||||||||||||||
R5 (5) | 10.45 | 0.08 | (1.10) | (1.02) | (0.08) | (0.14) | (0.22) | 9.21 | (9.91) (6) | 9 | 0.52 (7) | 0.46 (7) | 1.74 (7) | 76 | ||||||||||||||
Y | 10.47 | 0.09 | (1.12) | (1.03) | (0.09) | (0.14) | (0.23) | 9.21 | (10.05) (6) | 6,898 | 0.59 (7) | 0.40 (7) | 1.75 (7) | 76 | ||||||||||||||
F (5) | 10.45 | 0.09 | (1.10) | (1.01) | (0.09) | (0.14) | (0.23) | 9.21 | (9.86) (6) | 51,513 | 0.41 (7) | 0.36 (7) | 1.95 (7) | 76 | ||||||||||||||
SDR | 10.46 | 0.09 | (1.12) | (1.03) | (0.09) | (0.14) | (0.23) | 9.20 | (10.03) (6) | 73,560 | 0.52 (7) | 0.32 (7) | 1.85 (7) | 76 | ||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
Y | $ 10.82 | $ 0.18 | $ (0.12) | $ 0.06 | $ (0.19) | $ (0.22) | $ (0.41) | $ 10.47 | 0.51% | $ 9,051 | 0.74% | 0.39% | 1.74% | 179% | ||||||||||||||
SDR | 10.82 | 0.19 | (0.13) | 0.06 | (0.20) | (0.22) | (0.42) | 10.46 | 0.50 | 73,926 | 0.69 | 0.32 | 1.78 | 179 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
Y (8) | $ 10.82 | $ 0.06 | $ 0.02 | $ 0.08 | $ (0.08) | $ — | $ (0.08) | $ 10.82 | 0.70% (6) | $ 34,734 | 1.04% (7) | 0.40% (7) | 1.72% (7) | 144% | ||||||||||||||
SDR | 10.44 | 0.23 | 0.62 | 0.85 | (0.25) | (0.22) | (0.47) | 10.82 | 8.34 | 75,315 | 0.81 | 0.32 | 2.20 | 144 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
SDR | $ 9.67 | $ 0.29 | $ 0.79 | $ 1.08 | $ (0.31) | $ — | $ (0.31) | $ 10.44 | 11.27% | $ 62,427 | 0.78% | 0.32% | 2.91% | 134% | ||||||||||||||
For the Period Ended October 31, 2018 | ||||||||||||||||||||||||||||
SDR (9) | $ 10.00 | $ 0.20 | $ (0.34) | $ (0.14) | $ (0.19) | $ — | $ (0.19) | $ 9.67 | (1.38)% (6) | $ 38,061 | 1.48% (7) | 0.32% (7) | 2.74% (7) | 48% |
FINANCIAL HIGHLIGHTS FOOTNOTES | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(4) | Prior to November 12, 2021 this Fund operated as the Predecessor Fund. Please see Note 1 of the Notes to Financial Statements for details of this reorganization. Effective after the close of business on November 12, 2021, the Investor and R6 share classes were redesignated as Class Y and SDR, respectively. See Note 12 for further information. |
(5) | Commenced operations on November 12, 2021. |
(6) | Not annualized. |
(7) | Annualized. |
(8) | Commenced operations on June 29, 2020. |
(9) | Commenced operations on January 31, 2018. |
15 |
April 30, 2022 (Unaudited)
1. | Organization: |
The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of fourteen series, as of April 30, 2022. Financial statements of this series of the Company are included in this report. | |
Hartford Schroders Sustainable Core Bond Fund ("Sustainable Core Bond Fund" or the "Fund") acquired all of the assets and liabilities of Schroder Core Bond Fund (the "Predecessor Fund") pursuant to an agreement and plan of reorganization immediately following the close of business on November 12, 2021 (the “reorganization”). Prior to the reorganization, Class SDR shares were called R6 Shares and Class Y shares were called Investor Shares. The Fund is the successor to its Predecessor Fund. The financial statements of the Fund reflect the historical results of the Investor Shares and R6 Shares of the Predecessor Fund prior to the reorganization. Upon the completion of the reorganization, the Class I shares of the Fund assumed the historical performance, fees and expenses of the Predecessor Fund's Investor Shares, and prior to June 29, 2020 (the inception date of the Predecessor Fund's Investor Shares), the historical performance, fees and expenses of the Predecessor Fund's R6 Shares. Class R3, Class R4, Class R5 and Class F commenced operations on November 12, 2021; performance prior to this date reflects the historical performance, fees, and expenses of the Predecessor Fund's R6 Shares. Performance for Class Y shares prior to June 29, 2020 (the inception date of the Predecessor Fund’s Investor Shares) reflects the historical performance, fees and expenses of R6 Shares of the Predecessor Fund. All information and references to periods prior to the close of business on November 12, 2021 refers to the Predecessor Fund. | |
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”). The Fund is a diversified open-end management investment company. The Fund applies specialized accounting and reporting standards under Accounting Standards Codification-Topic 946, “Financial Services – Investment Companies”. | |
The Fund has registered for sale Class I, Class R3, Class R4, Class R5, Class Y, Class F and Class SDR shares. Classes I, R3, R4, R5, Y, F and SDR shares do not have a sales charge. |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of the 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 the Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, the Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate the Fund’s NAV in accordance with applicable law. The NAV of each class of the Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of the Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
If market prices are not readily available or are deemed unreliable, the Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of the 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 the 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 the 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 |
16 |
April 30, 2022 (Unaudited)
Fund determines its NAV. For the period November 1, 2021 through November 12, 2021, the valuation policy of the Predecessor Fund was to value securities traded over the counter at the last quoted sale price on an exchange or market (foreign or domestic) on which they were traded on the valuation date (or at approximately 4:00 pm ET if a security’s primary exchange is normally open at that time), or, if there was no such reported sale on the valuation date, at the most recent quoted bid price. | |
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 the Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund. | |
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by the Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of the 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 the Fund. | |
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date. | |
Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. | |
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. | |
U.S. GAAP defines fair value as the price that the 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 the Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are: |
• | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
• | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
• | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment |
17 |
April 30, 2022 (Unaudited)
structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. | |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, the 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. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statement of Operations, as applicable. |
d) | Taxes – The Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statement of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
The 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 – The 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 the Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of the 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 the 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 the 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 the Fund. |
18 |
April 30, 2022 (Unaudited)
Orders for the purchase of the 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 the Fund is to pay dividends from net investment income, if any, monthly, 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 – The 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 is included at the end of the 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 the Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. The 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 the Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See the Fund’s Schedule of Investments for when-issued or delayed-delivery investments as of April 30, 2022. |
In connection with the 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 the 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, the Fund realizes a gain or loss. In a TBA roll transaction, the 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 the Fund's portfolio turnover rate. See the Fund's Schedule of Investments, if applicable, for TBA commitments as of April 30, 2022. |
c) | Mortgage-Related and Other Asset-Backed Securities – The Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See the Fund's Schedule of Investments for mortgage-related and other asset-backed securities as of April 30, 2022. |
d) | Inflation-Indexed Bonds – The 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 Statement of Operations, even though investors do not receive the principal amount until maturity. See the Fund's Schedule of Investments for inflation-indexed bonds as of April 30, 2022. |
19 |
April 30, 2022 (Unaudited)
4. | Principal Risks: |
The Fund’s investments expose it to various types of risks associated with financial instruments and the markets. The Fund may be exposed to the risks described below. The Fund’s prospectus provides details of its principal risks. | |
Certain investments held by the 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 the 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. | |
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of the Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that the Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. The Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for the Fund that lends its holdings. | |
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of the fund that holds securities with higher credit risk may be more volatile than those of the fund that holds bonds with lower credit risk. The Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which the Fund has unsettled or open transactions will default. | |
The use of certain London Interbank Offered Rates (collectively, “LIBOR”) was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on the Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by the Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which the Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023. |
20 |
April 30, 2022 (Unaudited)
5. | Federal Income Taxes: |
a) | The 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. The Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
b) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | |||
$ 143,350,119 | $ 39,537 | $ (11,632,706) | $ (11,593,169) |
6. | Expenses: |
a) | Investment Management Agreement – Hartford Funds Management Company, LLC ("HFMC") serves as the 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 the Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the Fund. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement. SIMNA performs the daily investment of the assets for the Fund. |
Prior to November 12, 2021, the Predecessor Fund was entered into an administration agreement with SEI Investments Global Funds Services (“SEI” or the “Administrator”), under which the Administrator provided administrative services to the Fund. For these services, the Administrator was paid a fee, which varies based on the average daily net assets of the Fund, subject to certain minimums. These fees are included in the Fund administration fees in the Statement of Operations. |
b) | The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2022; the rates are accrued daily and paid monthly based on the Fund’s average daily net assets, at the following annual rates: |
Management Fee Rates |
0.3200% on first $500 million and; |
0.3000% on next $500 million and; |
0.2800% over $1 billion |
c) | Accounting Services Agreement – Effective as of the close of business of November 12, 2021, HFMC provides the Fund with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of the Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, the Fund pays HFMC a fee. The fund accounting fee for the Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
d) | Operating Expenses – Allocable expenses incurred by the Fund are allocated to classes within the Fund, in proportion to the average daily net assets of such classes, except where allocation of certain expenses is more fairly made directly to the Fund or to specific classes within the Fund. As of April 30, 2022, HFMC contractually agreed to limit the total annual fund operating expenses of the Fund (exclusive of taxes, |
21 |
April 30, 2022 (Unaudited)
interest expenses, brokerage commissions, extraordinary expenses and acquired fund fees and expenses) through February 28, 2023 for Classes I, R3, R4, R5 and F, and through November 15, 2023 for Classes Y and SDR, unless the Board of Directors approves its earlier termination, as follows: | |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
0.51% | 1.06% | 0.76% | 0.46% | 0.40% | 0.36% | 0.32% |
e) | Distribution and Service Plan for Class R3 and Class R4 Shares – Hartford Funds Distributors, LLC ("HFD"), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of the Fund. |
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 R3 and R4 shares. Under a Plan, Class R3 and Class R4 shares of the Fund, as applicable, bear distribution and/or service fees paid to HFD, some or all of which may be paid to select broker-dealers. Pursuant to the Class R3 Plan, the 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, the 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 for shareholder account servicing activities. The 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 Fund's 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. | |
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 period from close of business on November 12, 2021 through April 30, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to the Fund, as represented in other expenses on the Statement of Operations, is outlined in the table below. | |
CCO Compensation Paid by Fund |
$ 55 |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class Y | 0.11% | |
Class F | 0.004% | |
Class SDR | 0.004% |
22 |
April 30, 2022 (Unaudited)
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
N/A (1) | N/A (1) | N/A (1) | N/A (1) | 0.51% | N/A (1) | 0.51% |
(1) | Classes I, R3, R4, R5 and F commenced operations on November 12, 2021. |
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
0.01% | 0.20% | 0.15% | 0.11% | 0.07% | 0.00%* | 0.00% * |
* | Percentage rounds to zero. |
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
0.01% (1) | 0.20% (1) | 0.15% (1) | 0.11% (1) | 0.11% | 0.00% *(1) | 0.04% |
* | Percentage rounds to zero. |
(1) | Classes I, R3, R4, R5 and F commenced operations on November 12, 2021. |
7. | Securities Lending: |
The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). The Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If the 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. | |
The Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
The Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Fund). Upon termination of a loan, the Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. |
23 |
April 30, 2022 (Unaudited)
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statement of Operations as Investment Income from securities lending. The Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statement of Operations. |
8. | Affiliate Holdings: |
As of April 30, 2022, affiliates of The Hartford had ownership of shares in the Fund as follows: | |
Percentage of a Class: | |
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
1% | 100% | 100% | 100% | — | 0%* | — |
* | Percentage rounds to zero. |
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
0%* | 0%* | 0%* | 0%* | — | 0%* | — |
* | Percentage rounds to zero. |
Percentage of Fund* |
39% |
* | As of April 30, 2022, affiliated funds of funds were invested in Class F shares. |
9. | Investment Transactions: |
For the period ended April 30, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: | |
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 | |||||
$59,733,070 | $12,342,273 | $76,356,023 | $66,219,111 | $136,089,093 | $78,561,384 |
10. | In-Kind Transfers: |
On August 17, 2021, the Predecessor Fund redeemed shares in exchange for securities. | |
Predecessor Fund | Shares Redeemed | Value of Securities | Cash | Total | ||||
Schroder Core Bond Fund | 2,753,805 | $ 26,389,283 | $ 2,828,591 | $ 29,217,874 |
24 |
April 30, 2022 (Unaudited)
11. | Capital Share Transactions: |
The following information is for the six-month period ended April 30, 2022 and the year ended October 31, 2021: | |
For the Six-Month Period Ended April 30, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I(1) | |||||||
Shares Sold | 70,497 | $ 684,857 | — | $ — | |||
Shares Issued for Reinvested Dividends | 229 | 2,170 | — | — | |||
Shares Redeemed | (1,125) | (10,602) | — | — | |||
Net Increase (Decrease) | 69,601 | 676,425 | — | — | |||
Class R3(1) | |||||||
Shares Sold | 957 | $ 10,001 | — | $ — | |||
Shares Issued for Reinvested Dividends | 18 | 187 | — | — | |||
Net Increase (Decrease) | 975 | 10,188 | — | — | |||
Class R4(1) | |||||||
Shares Sold | 956 | $ 10,001 | — | $ — | |||
Shares Issued for Reinvested Dividends | 20 | 201 | — | — | |||
Net Increase (Decrease) | 976 | 10,202 | — | — | |||
Class R5(1) | |||||||
Shares Sold | 957 | $ 10,001 | — | $ — | |||
Shares Issued for Reinvested Dividends | 21 | 216 | — | — | |||
Net Increase (Decrease) | 978 | 10,217 | — | — | |||
Class Y | |||||||
Shares Sold | 25,300 | $ 245,703 | 481,714 | $ 5,173,308 | |||
Shares Issued for Reinvested Dividends | 11,837 | 120,549 | 79,975 | 857,345 | |||
Shares Redeemed | (152,285) | (1,492,834) | (2,908,658) | (31,039,331) | |||
Net Increase (Decrease) | (115,148) | (1,126,582) | (2,346,969) | (25,008,678) | |||
Class F(1) | |||||||
Shares Sold | 5,832,291 | $ 58,254,950 | — | $ — | |||
Shares Issued for Reinvested Dividends | 29,005 | 277,716 | — | — | |||
Shares Redeemed | (266,833) | (2,582,801) | — | — | |||
Net Increase (Decrease) | 5,594,463 | 55,949,865 | — | — | |||
Class SDR | |||||||
Shares Sold | 1,202,861 | $ 11,950,232 | 2,913,476 | $ 30,737,099 | |||
Shares Issued for Reinvested Dividends | 144,085 | 1,462,618 | 261,730 | 2,792,111 | |||
Shares Redeemed | (415,877) | (4,291,000) | (320,272) | (3,383,531) | |||
Shares Redeemed-In-Kind | — | — | (2,753,805) | (29,217,874) | |||
Net Increase (Decrease) | 931,069 | 9,121,850 | 101,129 | 927,805 | |||
Total Net Increase (Decrease) | 6,482,914 | $ 64,652,165 | (2,245,840) | $ (24,080,873) |
(1) | Commenced operations on November 12, 2021. |
12. | Fund Reorganization: |
At a special meeting of shareholders of the Predecessor Fund held on October 28, 2021, and adjourned to November 3, 2021, shareholders of the Predecessor Fund approved an agreement and plan of reorganization pursuant to which the Predecessor Fund transferred all of its assets to the Fund, in exchange for shares of the designated classes, as discussed in Note 1, of the Fund and the assumption by the Fund of all of the liabilities of the Predecessor Fund. The Predecessor Fund was determined to be the accounting survivor. The consummation of the reorganization took place immediately after the close of business on November 12, 2021 in a tax-free exchange of shares as detailed below. | |
Net assets of Predecessor Fund on November 12, 2021 | Net assets of Fund immediately before Reorganization | Net assets of Fund immediately after Reorganization | Predecessor Fund shares exchanged | Fund shares issued to the Predecessor Fund's Shareholders | ||||
$ 83,254,484 | $ — | $ 83,254,484 | 7,963,263 | 7,963,263 |
25 |
April 30, 2022 (Unaudited)
Net investment income | $ 1,020,634 |
Net realized and unrealized gain (loss) on investments | (13,883,556) |
Net increase (decrease) in net assets from operations | $ (12,862,922) |
13. | Line of Credit: |
The Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. The Fund may borrow under the line of credit for temporary or emergency purposes. The Fund (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. The fees incurred by the Fund in connection with the committed lines of credit during the period appear in the Statement of Operations under “Other expenses.” During and as of the period ended April 30, 2022, the Fund had no borrowings under this facility. |
14. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
15. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |
16. | Subsequent Events: |
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements. |
26 |
27 |
28 |
29 |
30 |
31 |
Shares Outstanding (as of Record Date): 8,393,022.000 | ||||
Total Shares Voted: 4,804,217.000 | ||||
Percentage of Shares Voted: 57.24% | ||||
Votes For: 4,804,217.000 | ||||
Percentage of Shares For: 100.00% | ||||
Votes Against: 0 | ||||
Percentage of Shares Against: 0.00% | ||||
Votes Abstained: 0 | ||||
Percentage of Shares Abstained: 0.00% |
32 |
a) | management; |
b) | use; and |
c) | protection; |
a) | service your Transactions with us; and |
b) | support our business functions. |
a) | You; |
b) | your Transactions with us; and |
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c) | obtaining; |
(b) Not applicable.
Item 2. Code of Ethics.
Not applicable to this semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not applicable to this semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not applicable to this semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
(a) | The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. Controls and Procedures.
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
(b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | Not applicable. |
(a)(2) |
(a)(3) | Not applicable. |
(a)(4) | Not applicable. |
(b) |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
THE HARTFORD MUTUAL FUNDS II, INC. | ||||||
Date: July 1, 2022 | By: | /s/ James E. Davey | ||||
James E. Davey | ||||||
President and Chief Executive Officer |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
Date: July 1, 2022 | By: | /s/ James E. Davey | ||||
James E. Davey | ||||||
President and Chief Executive Officer |
Date: July 1, 2022 | By: | /s/ David A. Naab | ||||
David A. Naab | ||||||
Treasurer | ||||||
(Principal Financial Officer and Principal Accounting Officer) |