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: October 31, 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.
■ 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 Contrarian Value Fund |
■ Hartford Schroders International Multi-Cap Value Fund |
■ Hartford Schroders International Stock Fund |
■ Hartford Schroders Securitized Income Fund |
■ Hartford Schroders Sustainable International Core 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 (CPI) in the United States 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. |
October 31, 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 10/31/2022 | ||
1 Year | Since Inception1 | |
Class A2 | -35.01% | 4.75% |
Class A3 | -38.58% | 2.48% |
Class C2 | -34.97% | 4.25% |
Class C4 | -35.61% | 4.25% |
Class I2 | -34.86% | 4.99% |
Class Y2 | -34.77% | 5.08% |
Class F2 | -34.71% | 5.17% |
Class SDR2 | -34.75% | 5.17% |
MSCI China A Onshore Index (Net) | -34.78% | 1.51% |
1 | Inception: 03/31/2020 |
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 | 1.94% | 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 10/31/2022. |
2 |
October 31, 2022 (Unaudited)
Manager Discussion
3 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.8% |
Consumer Discretionary | 8.9 |
Consumer Staples | 6.7 |
Financials | 15.2 |
Health Care | 10.6 |
Industrials | 17.7 |
Information Technology | 13.8 |
Materials | 19.0 |
Real Estate | 0.7 |
Total | 95.4% |
Short-Term Investments | 0.8 |
Other Assets & Liabilities | 3.8 |
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. |
4 |
October 31, 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 10/31/2022 | ||
1 Year | Since Inception1 | |
Class A2 | -31.63% | -28.92% |
Class A3 | -35.39% | -32.53% |
Class C2 | -32.03% | -29.30% |
Class C4 | -32.71% | -29.30% |
Class I2 | -31.43% | -28.73% |
Class Y2 | -31.43% | -28.73% |
Class F2 | -31.63% | -28.92% |
Class SDR2 | -31.63% | -28.92% |
MSCI Emerging Markets Index (Net) | -31.03% | -28.19% |
1 | Inception: 09/30/2021 |
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 | 1.40% | 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 10/31/2022. |
5 |
October 31, 2022 (Unaudited)
Manager Discussion
6 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 12.4% |
Consumer Discretionary | 10.0 |
Consumer Staples | 6.4 |
Energy | 4.0 |
Financials | 26.5 |
Health Care | 3.8 |
Industrials | 4.6 |
Information Technology | 23.6 |
Materials | 5.9 |
Real Estate | 0.4 |
Utilities | 0.8 |
Total | 98.4% |
Short-Term Investments | 1.0 |
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. |
7 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -33.86% | -3.10% | 1.06% |
Class A2 | -37.51% | -4.19% | 0.49% |
Class C1 | -34.26% | -3.75% | 0.75% |
Class C3 | -34.91% | -3.75% | 0.75% |
Class I1 | -33.63% | -2.86% | 1.31% |
Class R31 | -33.94% | -3.29% | 1.05% |
Class R41 | -33.81% | -2.98% | 1.21% |
Class R51 | -33.62% | -2.82% | 1.33% |
Class Y1 | -33.62% | -2.77% | 1.37% |
Class F1 | -33.55% | -2.68% | 1.40% |
Class SDR1 | -33.50% | -2.68% | 1.44% |
MSCI Emerging Markets Index (Net) | -31.03% | -3.09% | 0.79% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
8 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
9 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 9.2% |
Consumer Discretionary | 11.0 |
Consumer Staples | 5.5 |
Energy | 3.6 |
Financials | 28.1 |
Health Care | 2.9 |
Industrials | 4.8 |
Information Technology | 22.9 |
Materials | 5.3 |
Real Estate | 1.6 |
Utilities | 1.4 |
Total | 96.3% |
Short-Term Investments | 3.6 |
Other Assets & Liabilities | 0.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
10 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | Since Inception1 | |
Class A2 | -20.83% | -3.96% | -0.13% |
Class A3 | -24.38% | -4.84% | -0.62% |
Class C2 | -21.38% | -4.70% | -0.56% |
Class C4 | -22.13% | -4.70% | -0.56% |
Class I2 | -20.56% | -3.70% | 0.11% |
Class R32 | -21.04% | -4.03% | -0.11% |
Class R42 | -20.83% | -3.82% | 0.02% |
Class R52 | -20.52% | -3.67% | 0.12% |
Class Y2 | -20.52% | -3.64% | 0.15% |
Class F2 | -20.49% | -3.63% | 0.14% |
Class SDR2 | -20.44% | -3.60% | 0.20% |
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted | -20.83% | -2.08% | 0.92% |
1 | Inception: 06/25/2013 |
2 | Without sales charge |
3 | Reflects maximum sales charge of 4.50% |
4 | Reflects a contingent deferred sales charge of 1.00% |
11 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
12 |
October 31, 2022 (Unaudited)
13 |
October 31, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 42.2% |
Foreign Government Obligations | 50.3 |
Total | 92.5% |
Short-Term Investments | 8.6 |
Other Assets & Liabilities | (1.1) |
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. |
14 |
October 31, 2022 (Unaudited)
Inception 05/24/2022 Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited | Investment objective – The Fund seeks long-term capital appreciation. |
Cumulative Total Returns | |
for the Period Ended 10/31/2022 | |
Since Inception1 | |
Class I | -12.50% |
Class SDR | -12.50% |
MSCI EAFE Value Index (Net) | -12.68% |
MSCI EAFE Index (Net) | -11.48% |
1 | Inception: 05/24/2022 |
Operating Expenses* | Gross | Net |
Class I | 1.20% | 0.85% |
Class SDR | 1.11% | 0.70% |
* | 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 02/29/2024 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 10/31/2022. |
15 |
October 31, 2022 (Unaudited)
Manager Discussion
16 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 19.1% |
Consumer Discretionary | 17.0 |
Consumer Staples | 11.5 |
Energy | 9.8 |
Financials | 21.1 |
Health Care | 9.1 |
Industrials | 2.9 |
Materials | 9.6 |
Total | 100.1% |
Short-Term Investments | 3.1 |
Other Assets & Liabilities | (3.2) |
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. |
17 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -19.57% | -1.30% | 3.27% |
Class A2 | -23.99% | -2.40% | 2.68% |
Class C1 | -20.16% | -2.04% | 2.91% |
Class C3 | -20.94% | -2.04% | 2.91% |
Class I1 | -19.29% | -1.02% | 3.56% |
Class R31 | -19.72% | -1.58% | 3.19% |
Class R41 | -19.59% | -1.34% | 3.36% |
Class R51 | -19.31% | -1.05% | 3.54% |
Class Y1 | -19.36% | -0.99% | 3.59% |
Class F1 | -19.19% | -0.93% | 3.61% |
Class SDR1 | -19.21% | -0.94% | 3.64% |
MSCI ACWI ex USA Index (Net) | -24.73% | -0.60% | 3.27% |
MSCI ACWI ex USA Value Index (Net) | -18.13% | -1.60% | 2.21% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
18 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
19 |
October 31, 2022 (Unaudited)
20 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 13.1% |
Consumer Discretionary | 9.8 |
Consumer Staples | 6.5 |
Energy | 12.2 |
Financials | 20.8 |
Health Care | 9.5 |
Industrials | 6.9 |
Information Technology | 6.8 |
Materials | 7.1 |
Real Estate | 1.3 |
Utilities | 4.3 |
Total | 98.3% |
Short-Term Investments | 2.2 |
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. |
21 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -27.22% | 2.37% | 5.35% |
Class A2 | -31.23% | 1.22% | 4.76% |
Class C1 | -27.71% | 1.62% | 5.01% |
Class C3 | -28.42% | 1.62% | 5.01% |
Class I1 | -27.04% | 2.66% | 5.64% |
Class R31 | -27.43% | 2.19% | 5.37% |
Class R41 | -27.26% | 2.40% | 5.50% |
Class R51 | -26.99% | 2.65% | 5.65% |
Class Y1 | -27.03% | 2.66% | 5.66% |
Class F1 | -26.93% | 2.74% | 5.69% |
Class SDR1 | -26.96% | 2.72% | 5.71% |
MSCI ACWI ex USA Index (Net) | -24.73% | -0.60% | 3.27% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
22 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
23 |
October 31, 2022 (Unaudited)
24 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.1% |
Consumer Discretionary | 16.8 |
Consumer Staples | 12.7 |
Energy | 5.0 |
Financials | 13.8 |
Health Care | 11.2 |
Industrials | 18.5 |
Information Technology | 13.8 |
Materials | 1.1 |
Utilities | 3.3 |
Total | 99.3% |
Short-Term Investments | 1.2 |
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. |
25 |
October 31, 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 10/31/2022 | ||
1 Year | Since Inception1 | |
Class A2 | -6.45% | -0.63% |
Class A3 | -9.29% | -1.46% |
Class C2 | -7.42% | -1.37% |
Class C4 | -8.33% | -1.37% |
Class I2 | -6.41% | -0.57% |
Class Y2 | -6.37% | -0.54% |
Class F2 | -6.27% | -0.47% |
Class SDR2 | -6.28% | -0.49% |
ICE BofA 1-3 Year US Corporate Index | -5.79% | 0.70% |
ICE BofA US ABS & CMBS Index | -9.06% | 0.17% |
Morningstar LSTA US Leveraged Loan Index (formerly, the S&P/LSTA Leveraged Loan Index) | -1.76% | 2.78% |
1 | Inception: 02/28/2019 |
2 | Without sales charge |
3 | Reflects maximum sales charge of 3.00% |
4 | Reflects a contingent deferred sales charge of 1.00% |
26 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
27 |
October 31, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2022 | |
Category | Percentage of Net Assets |
Equity Securities | |
Common Stocks | 1.5% |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 87.8% |
Corporate Bonds | 1.4 |
U.S. Government Agencies(2) | 4.8 |
Total | 94.0% |
Short-Term Investments | 8.8 |
Other Assets & Liabilities | (4.3) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2022. |
28 |
October 31, 2022 (Unaudited)
Inception 05/24/2022 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 while giving special consideration to certain sustainability criteria. |
Cumulative Total Returns | |
for the Period Ended 10/31/2022 | |
Since Inception1 | |
Class I | -14.00% |
Class SDR | -14.00% |
MSCI ACWI ex USA Index (Net) | -12.31% |
1 | Inception: 05/24/2022 |
Operating Expenses* | Gross | Net |
Class I | 1.21% | 0.85% |
Class SDR | 1.12% | 0.70% |
* | 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 02/29/2024 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 10/31/2022. |
29 |
October 31, 2022 (Unaudited)
Manager Discussion
30 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 5.6% |
Consumer Discretionary | 9.7 |
Consumer Staples | 9.7 |
Energy | 2.7 |
Financials | 21.7 |
Health Care | 12.1 |
Industrials | 13.7 |
Information Technology | 12.8 |
Materials | 6.2 |
Real Estate | 0.4 |
Utilities | 3.4 |
Total | 98.0% |
Short-Term Investments | 4.6 |
Other Assets & Liabilities | (2.6) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
31 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -13.33% | -0.29% | 1.53% |
Class A2 | -17.23% | -1.20% | 1.06% |
Class C1 | -14.04% | -1.13% | 1.11% |
Class C3 | -14.89% | -1.13% | 1.11% |
Class I1 | -13.12% | -0.07% | 1.77% |
Class Y1 | -13.18% | -0.13% | 1.74% |
Class F1 | -13.09% | -0.05% | 1.78% |
Class SDR1 | -13.10% | -0.05% | 1.77% |
Bloomberg Municipal Bond Index | -11.98% | 0.37% | 1.68% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 4.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
32 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
33 |
October 31, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 10.0% |
Municipal Bonds | 78.3 |
U.S. Government Agencies(2) | 1.0 |
U.S. Government Securities | 9.5 |
Total | 98.8% |
Short-Term Investments | 2.6 |
Other Assets & Liabilities | (1.4) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2022. |
34 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -10.46% | 6.68% | 10.99% |
Class A2 | -15.38% | 5.48% | 10.36% |
Class C1 | -11.16% | 5.88% | 10.59% |
Class C3 | -11.93% | 5.88% | 10.59% |
Class I1 | -10.25% | 6.96% | 11.28% |
Class R31 | -10.81% | 6.29% | 10.86% |
Class R41 | -10.47% | 6.65% | 11.08% |
Class R51 | -10.22% | 6.93% | 11.25% |
Class Y1 | -10.29% | 6.96% | 11.28% |
Class F1 | -10.18% | 7.05% | 11.33% |
Class SDR1 | -10.12% | 7.05% | 11.36% |
Russell Midcap Index | -17.17% | 7.95% | 11.36% |
Russell 2500 Index | -17.58% | 7.07% | 10.70% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
35 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
36 |
October 31, 2022 (Unaudited)
37 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.1% |
Consumer Discretionary | 5.5 |
Consumer Staples | 2.0 |
Energy | 4.5 |
Financials | 16.0 |
Health Care | 8.8 |
Industrials | 19.5 |
Information Technology | 20.9 |
Materials | 3.2 |
Real Estate | 3.4 |
Utilities | 4.8 |
Total | 92.7% |
Short-Term Investments | 6.9 |
Other Assets & Liabilities | 0.4 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
38 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -12.56% | 5.84% | 10.06% |
Class A2 | -17.37% | 4.65% | 9.44% |
Class C1 | -13.24% | 5.05% | 9.69% |
Class C3 | -14.02% | 5.05% | 9.69% |
Class I1 | -12.35% | 6.15% | 10.39% |
Class R31 | -12.83% | 5.55% | 10.03% |
Class R41 | -12.57% | 5.91% | 10.23% |
Class R51 | -12.30% | 6.17% | 10.38% |
Class Y1 | -12.32% | 6.19% | 10.41% |
Class F1 | -12.21% | 6.27% | 10.45% |
Class SDR1 | -12.23% | 6.27% | 10.47% |
Russell 2000 Index | -18.54% | 5.56% | 9.93% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
39 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
40 |
October 31, 2022 (Unaudited)
41 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.4% |
Consumer Discretionary | 6.5 |
Consumer Staples | 5.0 |
Energy | 5.0 |
Financials | 19.1 |
Health Care | 11.8 |
Industrials | 17.0 |
Information Technology | 13.3 |
Materials | 8.3 |
Real Estate | 2.7 |
Utilities | 3.7 |
Total | 94.8% |
Short-Term Investments | 6.9 |
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. |
42 |
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 EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed market countries, excluding the US and Canada. |
MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed market countries, excluding the US and Canada. |
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries. |
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. |
Morningstar LSTA US Leveraged Loan Index (formerly, the 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. |
Additional Information Regarding Bloomberg Index(es). “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. |
43 |
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. |
Additional Information Regarding MSCI Indices. Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent. |
44 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
Hartford Schroders China A Fund | |||||||||||||
Class A | $ 1,000.00 | $ 856.40 | $ 6.78 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class C | $ 1,000.00 | $ 856.30 | $ 6.78 | $ 1,000.00 | $ 1,017.95 | $ 7.38 | 1.45% | ||||||
Class I | $ 1,000.00 | $ 857.50 | $ 5.39 | $ 1,000.00 | $ 1,019.41 | $ 5.85 | 1.15% | ||||||
Class Y(1) | $ 1,000.00 | $ 857.70 | $ 5.25 | $ 1,000.00 | $ 1,019.56 | $ 5.70 | 1.12% | ||||||
Class F | $ 1,000.00 | $ 857.90 | $ 4.64 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Class SDR | $ 1,000.00 | $ 857.90 | $ 4.64 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Hartford Schroders Diversified Emerging Markets Fund | |||||||||||||
Class A | $ 1,000.00 | $ 794.20 | $ 3.66 | $ 1,000.00 | $ 1,020.87 | $ 4.13 | 0.81% | ||||||
Class C | $ 1,000.00 | $ 790.50 | $ 7.35 | $ 1,000.00 | $ 1,017.19 | $ 8.29 | 1.63% | ||||||
Class I | $ 1,000.00 | $ 795.60 | $ 2.31 | $ 1,000.00 | $ 1,022.58 | $ 2.60 | 0.51% | ||||||
Class Y | $ 1,000.00 | $ 795.60 | $ 2.13 | $ 1,000.00 | $ 1,022.89 | $ 2.40 | 0.47% | ||||||
Class F | $ 1,000.00 | $ 793.30 | $ 4.02 | $ 1,000.00 | $ 1,020.92 | $ 4.53 | 0.89% | ||||||
Class SDR | $ 1,000.00 | $ 793.30 | $ 4.02 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Hartford Schroders Emerging Markets Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 813.80 | $ 7.22 | $ 1,000.00 | $ 1,017.24 | $ 8.03 | 1.58% | ||||||
Class C | $ 1,000.00 | $ 811.00 | $ 9.87 | $ 1,000.00 | $ 1,014.32 | $ 10.97 | 2.16% | ||||||
Class I | $ 1,000.00 | $ 814.80 | $ 5.76 | $ 1,000.00 | $ 1,018.85 | $ 6.41 | 1.26% | ||||||
Class R3 | $ 1,000.00 | $ 813.30 | $ 7.82 | $ 1,000.00 | $ 1,016.59 | $ 8.69 | 1.71% | ||||||
Class R4 | $ 1,000.00 | $ 813.70 | $ 6.77 | $ 1,000.00 | $ 1,017.74 | $ 7.53 | 1.48% | ||||||
Class R5 | $ 1,000.00 | $ 814.80 | $ 5.49 | $ 1,000.00 | $ 1,019.21 | $ 6.11 | 1.20% | ||||||
Class Y | $ 1,000.00 | $ 815.30 | $ 5.49 | $ 1,000.00 | $ 1,019.16 | $ 6.11 | 1.20% | ||||||
Class F | $ 1,000.00 | $ 815.40 | $ 4.94 | $ 1,000.00 | $ 1,019.76 | $ 5.50 | 1.08% | ||||||
Class SDR | $ 1,000.00 | $ 815.80 | $ 4.90 | $ 1,000.00 | $ 1,019.81 | $ 5.45 | 1.07% |
45 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 926.10 | $ 5.58 | $ 1,000.00 | $ 1,019.41 | $ 5.85 | 1.15% | ||||||
Class C | $ 1,000.00 | $ 922.30 | $ 9.20 | $ 1,000.00 | $ 1,015.68 | $ 9.65 | 1.90% | ||||||
Class I | $ 1,000.00 | $ 927.10 | $ 4.37 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
Class R3 | $ 1,000.00 | $ 924.80 | $ 7.03 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 926.10 | $ 5.58 | $ 1,000.00 | $ 1,019.21 | $ 5.85 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 927.40 | $ 4.13 | $ 1,000.00 | $ 1,020.87 | $ 4.33 | 0.85% | ||||||
Class Y | $ 1,000.00 | $ 927.40 | $ 4.13 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 927.60 | $ 3.55 | $ 1,000.00 | $ 1,021.68 | $ 3.72 | 0.73% | ||||||
Class SDR | $ 1,000.00 | $ 927.80 | $ 3.64 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Hartford Schroders International Contrarian Value Fund(2) | |||||||||||||
Class I | $ 1,000.00 | $ 875.00 | $ 2.88(3) | $ 1,000.00 | $ 1,021.68 | $ 3.57(4) | 0.70% | ||||||
Class SDR | $ 1,000.00 | $ 875.00 | $ 2.88(3) | $ 1,000.00 | $ 1,021.68 | $ 3.57(4) | 0.70% | ||||||
Hartford Schroders International Multi-Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 853.80 | $ 5.28 | $ 1,000.00 | $ 1,019.51 | $ 5.75 | 1.13% | ||||||
Class C | $ 1,000.00 | $ 850.20 | $ 8.63 | $ 1,000.00 | $ 1,015.88 | $ 9.40 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 855.10 | $ 3.98 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class R3 | $ 1,000.00 | $ 853.00 | $ 6.54 | $ 1,000.00 | $ 1,018.15 | $ 7.12 | 1.40% | ||||||
Class R4 | $ 1,000.00 | $ 853.40 | $ 5.42 | $ 1,000.00 | $ 1,019.36 | $ 5.90 | 1.16% | ||||||
Class R5 | $ 1,000.00 | $ 854.90 | $ 3.93 | $ 1,000.00 | $ 1,020.97 | $ 4.28 | 0.84% | ||||||
Class Y | $ 1,000.00 | $ 855.00 | $ 3.88 | $ 1,000.00 | $ 1,021.02 | $ 4.23 | 0.83% | ||||||
Class F | $ 1,000.00 | $ 855.60 | $ 3.46 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class SDR | $ 1,000.00 | $ 855.40 | $ 3.46 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Hartford Schroders International Stock Fund | |||||||||||||
Class A | $ 1,000.00 | $ 863.50 | $ 5.12 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class C | $ 1,000.00 | $ 861.00 | $ 8.59 | $ 1,000.00 | $ 1,015.98 | $ 9.30 | 1.83% | ||||||
Class I | $ 1,000.00 | $ 864.70 | $ 3.85 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class R3 | $ 1,000.00 | $ 862.50 | $ 6.66 | $ 1,000.00 | $ 1,018.05 | $ 7.22 | 1.42% | ||||||
Class R4 | $ 1,000.00 | $ 863.10 | $ 5.36 | $ 1,000.00 | $ 1,019.46 | $ 5.80 | 1.14% | ||||||
Class R5 | $ 1,000.00 | $ 865.40 | $ 3.90 | $ 1,000.00 | $ 1,021.02 | $ 4.23 | 0.83% | ||||||
Class Y | $ 1,000.00 | $ 865.10 | $ 3.86 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class F | $ 1,000.00 | $ 866.10 | $ 3.34 | $ 1,000.00 | $ 1,021.63 | $ 3.62 | 0.71% | ||||||
Class SDR | $ 1,000.00 | $ 865.40 | $ 3.39 | $ 1,000.00 | $ 1,021.58 | $ 3.67 | 0.72% | ||||||
Hartford Schroders Securitized Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 962.90 | $ 3.41 | $ 1,000.00 | $ 1,021.73 | $ 3.52 | 0.69% | ||||||
Class C(1) | $ 1,000.00 | $ 957.30 | $ 8.49 | $ 1,000.00 | $ 1,016.53 | $ 8.74 | 1.72% | ||||||
Class I | $ 1,000.00 | $ 963.20 | $ 2.97 | $ 1,000.00 | $ 1,022.18 | $ 3.06 | 0.60% | ||||||
Class Y | $ 1,000.00 | $ 962.40 | $ 2.72 | $ 1,000.00 | $ 1,022.43 | $ 2.80 | 0.55% | ||||||
Class F | $ 1,000.00 | $ 963.90 | $ 2.23 | $ 1,000.00 | $ 1,022.94 | $ 2.29 | 0.45% | ||||||
Class SDR | $ 1,000.00 | $ 963.90 | $ 2.23 | $ 1,000.00 | $ 1,022.94 | $ 2.29 | 0.45% | ||||||
Hartford Schroders Sustainable International Core Fund(2) | |||||||||||||
Class I | $ 1,000.00 | $ 860.00 | $ 2.85(3) | $ 1,000.00 | $ 1,021.68 | $ 3.57(4) | 0.70% | ||||||
Class SDR | $ 1,000.00 | $ 860.00 | $ 2.85(3) | $ 1,000.00 | $ 1,021.68 | $ 3.57(4) | 0.70% | ||||||
Hartford Schroders Tax-Aware Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 941.90 | $ 3.48 | $ 1,000.00 | $ 1,021.63 | $ 3.62 | 0.71% | ||||||
Class C | $ 1,000.00 | $ 938.40 | $ 7.77 | $ 1,000.00 | $ 1,017.19 | $ 8.08 | 1.59% | ||||||
Class I | $ 1,000.00 | $ 943.20 | $ 2.40 | $ 1,000.00 | $ 1,022.74 | $ 2.50 | 0.49% | ||||||
Class Y | $ 1,000.00 | $ 942.80 | $ 2.74 | $ 1,000.00 | $ 1,022.38 | $ 2.85 | 0.56% | ||||||
Class F | $ 1,000.00 | $ 943.30 | $ 2.25 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class SDR | $ 1,000.00 | $ 943.20 | $ 2.25 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% |
46 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
Hartford Schroders US MidCap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 973.10 | $ 5.82 | $ 1,000.00 | $ 1,019.31 | $ 5.96 | 1.17% | ||||||
Class C | $ 1,000.00 | $ 969.30 | $ 9.48 | $ 1,000.00 | $ 1,015.58 | $ 9.70 | 1.91% | ||||||
Class I | $ 1,000.00 | $ 974.40 | $ 4.43 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 970.70 | $ 7.55 | $ 1,000.00 | $ 1,017.54 | $ 7.73 | 1.52% | ||||||
Class R4 | $ 1,000.00 | $ 973.00 | $ 5.72 | $ 1,000.00 | $ 1,019.41 | $ 5.85 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 974.30 | $ 4.53 | $ 1,000.00 | $ 1,020.62 | $ 4.63 | 0.91% | ||||||
Class Y | $ 1,000.00 | $ 973.80 | $ 4.53 | $ 1,000.00 | $ 1,020.62 | $ 4.63 | 0.91% | ||||||
Class F | $ 1,000.00 | $ 974.40 | $ 3.98 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
Class SDR | $ 1,000.00 | $ 975.00 | $ 4.03 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Hartford Schroders US Small Cap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 980.00 | $ 6.74 | $ 1,000.00 | $ 1,018.40 | $ 6.87 | 1.35% | ||||||
Class C | $ 1,000.00 | $ 976.40 | $ 10.46 | $ 1,000.00 | $ 1,014.62 | $ 10.66 | 2.10% | ||||||
Class I | $ 1,000.00 | $ 981.30 | $ 5.45 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class R3 | $ 1,000.00 | $ 978.60 | $ 8.23 | $ 1,000.00 | $ 1,016.89 | $ 8.39 | 1.65% | ||||||
Class R4 | $ 1,000.00 | $ 980.00 | $ 6.74 | $ 1,000.00 | $ 1,018.40 | $ 6.87 | 1.35% | ||||||
Class R5 | $ 1,000.00 | $ 981.60 | $ 5.25 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class Y | $ 1,000.00 | $ 981.60 | $ 5.25 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class F | $ 1,000.00 | $ 982.30 | $ 4.75 | $ 1,000.00 | $ 1,020.42 | $ 4.84 | 0.95% | ||||||
Class SDR | $ 1,000.00 | $ 982.00 | $ 4.75 | $ 1,000.00 | $ 1,020.42 | $ 4.84 | 0.95% |
(1) | The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022. |
(2) | Hartford Schroders International Contrarian Value Fund and Hartford Schroders Sustainable International Core Fund commenced operations on May 24, 2022. |
(3) | Expenses paid during the period May 24, 2022 through October 31, 2022. |
(4) | Please note that while each of the Hartford Schroders International Contrarian Value Fund and the Hartford Schroders Sustainable International Core Fund commenced operations on May 24, 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 May 1, 2022 to October 31, 2022. |
47 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 78.8% | |||
Automobiles & Components - 1.0% | |||
40,400 | Huizhou Desay Sv Automotive Co., Ltd. Class A | $ 573,787 | |
Banks - 5.1% | |||
326,592 | Bank of Ningbo Co., Ltd. Class A | 1,065,938 | |
490,233 | China Merchants Bank Co., Ltd. Class A | 1,808,679 | |
2,874,617 | |||
Capital Goods - 14.3% | |||
25,000 | Contemporary Amperex Technology Co., Ltd. Class A | 1,282,993 | |
29,000 | Gongniu Group Co., Ltd. Class A | 476,085 | |
161,500 | Han's Laser Technology Industry Group Co., Ltd. Class A | 562,296 | |
309,740 | Hongfa Technology Co., Ltd. Class A | 1,460,171 | |
168,200 | Jiangsu Hengli Hydraulic Co., Ltd. Class A | 1,271,725 | |
61,668 | Luoyang Xinqianglian Slewing Bearing Co., Ltd. Class A | 592,052 | |
75,800 | PNC Process Systems Co., Ltd. Class A* | 407,457 | |
579,900 | Sany Heavy Industry Co., Ltd. Class A | 1,076,087 | |
107,100 | Sinoseal Holding Co., Ltd. Class A | 619,609 | |
82,400 | Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A | 240,042 | |
7,988,517 | |||
Consumer Durables & Apparel - 5.1% | |||
397,646 | Hang Zhou Great Star Industrial Co., Ltd. Class A* | 1,048,642 | |
216,800 | Midea Group Co., Ltd. Class A | 1,194,322 | |
53,189 | Oppein Home Group, Inc. Class A | 594,113 | |
2,837,077 | |||
Diversified Financials - 1.3% | |||
60,500 | Hithink RoyalFlush Information Network Co., Ltd. Class A | 707,309 | |
Food, Beverage & Tobacco - 6.7% | |||
170,095 | Chacha Food Co., Ltd. Class A | 1,032,690 | |
8,145 | Kweichow Moutai Co., Ltd. Class A | 1,509,708 | |
452,964 | Toly Bread Co., Ltd. Class A | 700,143 | |
27,799 | Wuliangye Yibin Co., Ltd. Class A | 509,520 | |
3,752,061 | |||
Health Care Equipment & Services - 1.1% | |||
236,700 | Edan Instruments, Inc. Class A | 400,712 | |
197,165 | Shanghai Kinetic Medical Co., Ltd. Class A | 213,088 | |
613,800 | |||
Insurance - 3.7% | |||
415,500 | Ping An Insurance Group Co. of China Ltd. Class A | 2,062,985 | |
Materials - 18.1% | |||
270,200 | China Jushi Co., Ltd. Class A | 433,774 | |
471,009 | Chongqing Zaisheng Technology Corp. Ltd. Class A | 336,015 | |
324,514 | Citic Pacific Special Steel Group Co., Ltd. Class A | 715,891 | |
275,745 | Hengli Petrochemical Co., Ltd. Class A | 581,046 | |
587,878 | Huafon Chemical Co., Ltd. Class A | 537,325 | |
347,900 | Hubei Dinglong Co., Ltd. Class A | 1,002,957 | |
89,400 | Jiangsu Boqian New Materials Stock Co., Ltd. Class A | 577,410 | |
190,800 | LB Group Co., Ltd. Class A* | 402,733 | |
693,146 | Satellite Chemical Co., Ltd. Class A | 1,179,540 | |
284,700 | Shandong Sinocera Functional Material Co., Ltd. Class A | 901,128 | |
10,000 | Sunresin New Materials Co., Ltd. Class A | 104,827 | |
119,300 | Wanhua Chemical Group Co., Ltd. Class A | 1,316,647 | |
116,740 | Zhejiang Huayou Cobalt Co., Ltd. Class A | 873,034 | |
1,049,257 | Zijin Mining Group Co., Ltd. Class A | 1,141,482 | |
10,103,809 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 78.8% - (continued) | |||
Media & Entertainment - 2.8% | |||
345,900 | Mango Excellent Media Co., Ltd. Class A | $ 1,042,816 | |
324,000 | Perfect World Co., Ltd. Class A | 505,424 | |
1,548,240 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.3% | |||
114,400 | Amoy Diagnostics Co., Ltd. Class A | 367,786 | |
61,700 | Hangzhou Tigermed Consulting Co., Ltd. Class A | 705,081 | |
188,176 | Jiangsu Hengrui Medicine Co., Ltd. Class A | 1,038,661 | |
75,680 | Shenzhen Kangtai Biological Products Co., Ltd. Class A | 323,034 | |
103,660 | WuXi AppTec Co., Ltd. Class A | 1,086,332 | |
3,520,894 | |||
Real Estate - 0.7% | |||
209,344 | Poly Developments and Holdings Group Co., Ltd. Class A | 397,770 | |
Semiconductors & Semiconductor Equipment - 2.9% | |||
244,556 | LONGi Green Energy Technology Co., Ltd. Class A* | 1,615,089 | |
Technology Hardware & Equipment - 7.4% | |||
227,000 | GoerTek, Inc. Class A | 673,869 | |
75,410 | Guangzhou Shiyuan Electronic Technology Co., Ltd. Class A | 672,392 | |
332,159 | Shenzhen Sunlord Electronics Co., Ltd. Class A | 975,754 | |
141,000 | Suzhou Dongshan Precision Manufacturing Co., Ltd. Class A | 488,216 | |
203,400 | Zhejiang Jiecang Linear Motion Technology Co., Ltd. Class A | 694,691 | |
158,700 | Zhongji Innolight Co., Ltd. Class A | 637,296 | |
4,142,218 | |||
Transportation - 2.3% | |||
197,500 | SF Holding Co., Ltd. Class A | 1,308,213 | |
Total Common Stocks (cost $64,834,223) | $ 44,046,386 | ||
WARRANTS - 16.6%(1) | |||
Banks - 2.2% | |||
11,531 | Autobio Diagnostics Co., Ltd. Expires 10/13/2023* | $ 117,480 | |
83,177 | Micro-Tech Nanjing Co., Ltd. Expires 10/2/2023* | 1,125,726 | |
1,243,206 | |||
Consumer Durables & Apparel - 0.4% | |||
60,058 | Shanghai Milkground Food Tech Co., Ltd. Expires 03/13/2023* | 229,087 | |
Diversified Financials - 2.9% | |||
64,864 | Advanced Micro-Fabrication Equipment, Inc. China Expires 8/14/2023* | 986,389 | |
21,353 | ZWSOFT Co., Ltd. Guangzhou Expires 9/22/2023* | 658,793 | |
1,645,182 | |||
Health Care Equipment & Services - 3.2% | |||
10,024 | iRay Technology Co., Ltd. Expires 6/13/2023* | 708,682 | |
83,242 | Qingdao Haier Biomedical Co., Ltd. Expires 1/6/2023* | 879,683 | |
19,779 | Qingdao Haier Biomedical Co., Ltd. Expires 5/29/2023* | 209,020 | |
1,797,385 | |||
Household & Personal Products - 2.4% | |||
299,798 | Ninebot Ltd. Expires 8/28/2023 Expires 08/28/2023* | 1,314,435 | |
Semiconductors & Semiconductor Equipment - 0.9% | |||
14,358 | Beijing Huafeng Test & Control Technology Co., Ltd. Expires 12/21/2022* | 520,666 |
48 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
WARRANTS - 16.6%(1) - (continued) | |||
Software & Services - 2.6% | |||
117,757 | Piesat Information Technology Co., Ltd. Expires 12/23/2022* | $ 1,452,884 | |
Technology Hardware & Equipment - 2.0% | |||
30,755 | Gongniu Group Co., Ltd. Expires 2/17/2023* | 504,268 | |
3,818 | Gongniu Group Co., Ltd. Expires 6/21/2023* | 62,601 | |
60,734 | Shanghai Holystar Information Technology Co., Ltd. Expires 1/23/2023* | 542,134 | |
1,109,003 | |||
Total Warrants (cost $10,664,482) | $ 9,311,848 | ||
Total Long-Term Investments (cost $75,498,705) | $ 53,358,234 | ||
SHORT-TERM INVESTMENTS - 0.8% | |||
Other Investment Pools & Funds - 0.8% | |||
456,396 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) | $ 456,396 | |
Total Short-Term Investments (cost $456,395) | $ 456,396 | ||
Total Investments (cost $75,955,100) | 96.2% | $ 53,814,630 | |
Other Assets and Liabilities | 3.8% | 2,114,740 | |
Total Net Assets | 100.0% | $ 55,929,370 |
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 Hartford Funds Management Company, LLC 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) | “Warrants” refers to non-standard warrants and participatory notes. |
(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 | ||||||||
Automobiles & Components | $ 573,787 | $ — | $ 573,787 | $ — | ||||
Banks | 2,874,617 | — | 2,874,617 | — | ||||
Capital Goods | 7,988,517 | — | 7,988,517 | — | ||||
Consumer Durables & Apparel | 2,837,077 | — | 2,837,077 | — | ||||
Diversified Financials | 707,309 | — | 707,309 | — | ||||
Food, Beverage & Tobacco | 3,752,061 | — | 3,752,061 | — | ||||
Health Care Equipment & Services | 613,800 | — | 613,800 | — | ||||
Insurance | 2,062,985 | — | 2,062,985 | — | ||||
Materials | 10,103,809 | — | 10,103,809 | — | ||||
Media & Entertainment | 1,548,240 | — | 1,548,240 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,520,894 | — | 3,520,894 | — | ||||
Real Estate | 397,770 | — | 397,770 | — | ||||
Semiconductors & Semiconductor Equipment | 1,615,089 | — | 1,615,089 | — | ||||
Technology Hardware & Equipment | 4,142,218 | — | 4,142,218 | — | ||||
Transportation | 1,308,213 | — | 1,308,213 | — | ||||
Warrants | 9,311,848 | — | 9,311,848 | — | ||||
Short-Term Investments | 456,396 | 456,396 | — | — | ||||
Total | $ 53,814,630 | $ 456,396 | $ 53,358,234 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
49 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% | |||
Bermuda - 0.0% | |||
1,639 | Sylvania Platinum Ltd. | $ 1,732 | |
Brazil - 3.3% | |||
2,200 | AES Brasil Energia S.A. | 4,217 | |
5,100 | B3 S.A. - Brasil Bolsa Balcao | 14,849 | |
3,800 | Banco BTG Pactual S.A. | 21,290 | |
4,900 | BB Seguridade Participacoes S.A. | 28,164 | |
1,200 | Cia de Saneamento de Minas Gerais | 3,568 | |
2,800 | Cosan S.A. | 9,139 | |
2,500 | Hypera S.A. | 24,591 | |
1,400 | Localiza Rent a Car S.A. | 19,118 | |
1,700 | M Dias Branco S.A. | 14,316 | |
3,030 | Odontoprev S.A. | 4,857 | |
5,100 | Santos Brasil Participacoes S.A. | 8,985 | |
1,100 | Sao Martinho S.A. | 5,743 | |
3,400 | Sendas Distribuidora S.A. | 13,046 | |
800 | Tupy S.A. | 4,575 | |
3,800 | Ultrapar Participacoes S.A. | 9,865 | |
5,175 | WEG S.A. | 40,354 | |
226,677 | |||
Cayman Islands - 0.2% | |||
3,500 | Wuxi Biologics Cayman, Inc.*(1) | 15,749 | |
Chile - 0.4% | |||
264 | Sociedad Quimica y Minera de Chile S.A. ADR | 24,732 | |
China - 24.0% | |||
2,800 | 37 Interactive Entertainment Network Technology Group Co., Ltd. Class A | 5,572 | |
81,000 | Agricultural Bank of China Ltd. Class H | 23,120 | |
18,900 | Alibaba Group Holding Ltd.* | 146,946 | |
4,900 | Anhui Anke Biotechnology Group Co., Ltd. Class A | 6,653 | |
26,500 | BAIC Motor Corp. Ltd. Class H(1) | 5,871 | |
7,500 | Baidu, Inc. Class A* | 71,902 | |
54,000 | Bank of China Ltd. Class H | 17,392 | |
2,100 | Beijing Easpring Material Technology Co., Ltd. Class A | 17,062 | |
300 | Beijing United Information Technology Co., Ltd. Class A | 5,104 | |
200 | Beijing Wantai Biological Pharmacy Enterprise Co., Ltd. Class A | 3,441 | |
2,100 | Chengxin Lithium Group Co., Ltd. Class A | 12,497 | |
16,000 | China Feihe Ltd.(1) | 9,217 | |
4,700 | China Jushi Co., Ltd. Class A | 7,545 | |
5,000 | China Medical System Holdings Ltd. | 5,465 | |
7,000 | China Merchants Bank Co., Ltd. Class H | 22,917 | |
3,200 | China Pacific Insurance Group Co., Ltd. Class H | 5,158 | |
700 | China Tourism Group Duty Free Corp. Ltd. Class A | 15,381 | |
12,000 | CMOC Group Ltd. Class H | 3,863 | |
500 | Contemporary Amperex Technology Co., Ltd. Class A | 25,660 | |
14,000 | CSPC Pharmaceutical Group Ltd. | 14,380 | |
7,000 | Dali Foods Group Co. Ltd.(1) | 2,881 | |
400 | Eastroc Beverage Group Co., Ltd. Class A | 8,497 | |
1,600 | Foshan Haitian Flavouring & Food Co., Ltd. Class A | 13,114 | |
9,000 | Fu Shou Yuan International Group Ltd. | 4,496 | |
4,000 | Fuyao Glass Industry Group Co., Ltd. Class H(1) | 14,335 | |
2,280 | Ganfeng Lithium Co., Ltd. Class H(1) | 15,421 | |
300 | G-bits Network Technology Xiamen Co., Ltd. Class A* | 10,486 | |
6,100 | GEM Co., Ltd. Class A | 6,220 | |
500 | Ginlong Technologies Co., Ltd. Class A* | 12,821 | |
200 | Gongniu Group Co., Ltd. Class A | 3,283 | |
1,000 | Gotion High-tech Co., Ltd. Class A | 4,135 | |
8,000 | Great Wall Motor Co., Ltd. Class H | 8,739 | |
8,000 | Greentown Management Holdings Co., Ltd.(1) | 4,580 | |
22,000 | Guangzhou Automobile Group Co., Ltd. Class H | 13,407 | |
3,300 | Guangzhou Tinci Materials Technology Co., Ltd. Class A | 19,228 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
China - 24.0% - (continued) | |||
900 | Hangzhou Tigermed Consulting Co., Ltd. Class H(1) | $ 6,112 | |
1,840 | Hefei Meiya Optoelectronic Technology, Inc. Class A | 5,991 | |
1,000 | Hubei Jumpcan Pharmaceutical Co., Ltd. Class A | 4,469 | |
300 | Huizhou Desay Sv Automotive Co., Ltd. Class A | 4,261 | |
115,000 | Industrial & Commercial Bank of China Ltd. Class H | 49,929 | |
1,200 | Jafron Biomedical Co., Ltd. Class A | 5,215 | |
2,750 | JD Health International, Inc.*(1) | 15,087 | |
8,930 | JD.com, Inc. Class A | 162,620 | |
12,000 | Jiumaojiu International Holdings Ltd.(1) | 18,860 | |
2,100 | Livzon Pharmaceutical Group, Inc. Class H | 5,497 | |
3,500 | LONGi Green Energy Technology Co., Ltd. Class A* | 23,115 | |
4,200 | Maoyan Entertainment*(1) | 2,449 | |
2,300 | Meituan Class B*(1) | 36,824 | |
4,000 | Minth Group Ltd. | 7,887 | |
500 | NAURA Technology Group Co., Ltd. Class A | 18,153 | |
1,500 | NetDragon Websoft Holdings Ltd. | 2,519 | |
4,000 | NetEase, Inc. | 44,381 | |
9,000 | New China Life Insurance Co., Ltd. Class H | 14,293 | |
200 | Ningbo Deye Technology Co., Ltd. Class A | 8,974 | |
1,000 | Ningbo Orient Wires & Cables Co., Ltd. Class A | 10,556 | |
5,100 | Ningbo Shanshan Co., Ltd. Class A | 12,561 | |
3,600 | Nongfu Spring Co., Ltd. Class H(1) | 18,082 | |
344 | Pinduoduo, Inc. ADR* | 18,862 | |
9,000 | Ping An Insurance Group Co. of China Ltd. Class H | 36,031 | |
11,000 | Postal Savings Bank of China Co., Ltd. Class H(1) | 5,101 | |
4,600 | Qinghai Salt Lake Industry Co., Ltd. Class A* | 13,584 | |
100 | SG Micro Corp. Class A | 2,055 | |
2,500 | Shenzhen Capchem Technology Co., Ltd. Class A | 12,396 | |
300 | Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A | 13,411 | |
5,200 | Sichuan Yahua Industrial Group Co., Ltd. Class A | 19,092 | |
2,100 | Sinoma Science & Technology Co., Ltd. Class A | 5,159 | |
2,200 | Skyworth Digital Co., Ltd. Class A | 4,495 | |
200 | Suzhou Maxwell Technologies Co., Ltd. Class A | 13,160 | |
200 | Suzhou TA&A Ultra Clean Technology Co., Ltd. Class A | 1,699 | |
10,800 | Tencent Holdings Ltd. | 283,789 | |
3,500 | Tianjin Zhonghuan Semiconductor Co., Ltd. Class A | 18,975 | |
6,000 | Tianneng Power International Ltd. | 5,773 | |
4,400 | Tianqi Lithium Corp. Class H* | 35,874 | |
2,400 | Tongwei Co., Ltd. Class A | 14,350 | |
17,000 | Want Want China Holdings Ltd. | 11,167 | |
500 | WuXi AppTec Co., Ltd. Class H(1) | 4,013 | |
500 | Wuxi Lead Intelligent Equipment Co., Ltd. Class A | 3,438 | |
500 | Xiamen Faratronic Co., Ltd. Class A | 12,105 | |
3,400 | Xiamen Tungsten Co., Ltd. Class A | 9,357 | |
400 | XPeng, Inc. Class A* | 1,281 | |
16,000 | Yadea Group Holdings Ltd.(1) | 24,430 | |
1,600 | Yangling Metron New Material, Inc. Class A | 10,885 | |
2,400 | Yealink Network Technology Corp. Ltd. Class A | 22,714 | |
700 | Zhejiang Weixing New Building Materials Co., Ltd. Class A | 1,671 | |
300 | Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd. Class A | 1,933 | |
3,400 | Zhuzhou Kibing Group Co., Ltd. Class A | 3,663 | |
1,655,087 | |||
Colombia - 0.2% | |||
498 | Geopark Ltd. | 7,361 | |
255 | Tecnoglass, Inc. | 5,235 | |
12,596 | |||
Cyprus - 0.0% | |||
1,951 | Tharisa plc | 2,194 |
50 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
Greece - 0.3% | |||
1,197 | Hellenic Telecommunications Organization S.A. | $ 18,798 | |
222 | Motor Oil Hellas Corinth Refineries S.A. | 3,816 | |
22,614 | |||
Hong Kong - 2.1% | |||
15,800 | AIA Group Ltd. | 119,682 | |
4,000 | BOE Varitronix Ltd. | 5,931 | |
10,000 | China Water Affairs Group Ltd. | 7,082 | |
14,000 | Geely Automobile Holdings Ltd. | 15,067 | |
147,762 | |||
Hungary - 0.8% | |||
808 | OTP Bank Nyrt | 17,627 | |
1,733 | Richter Gedeon Nyrt | 34,280 | |
51,907 | |||
India - 13.3% | |||
398 | ABB India Ltd. | 14,662 | |
404 | Asian Paints Ltd. | 15,208 | |
93 | Avenue Supermarts Ltd.*(1) | 4,857 | |
307 | Bajaj Finance Ltd. | 26,537 | |
754 | Bharti Airtel Ltd. | 7,583 | |
796 | Colgate-Palmolive India Ltd. | 15,707 | |
4,669 | Dabur India Ltd. | 31,304 | |
5,083 | Devyani International Ltd.* | 11,905 | |
649 | Eicher Motors Ltd. | 30,239 | |
48 | Grindwell Norton Ltd. | 1,219 | |
1,001 | HCL Technologies Ltd. | 12,601 | |
7,769 | HDFC Bank Ltd. | 140,995 | |
925 | Hindustan Unilever Ltd. | 28,540 | |
652 | Housing Development Finance Corp. Ltd. | 19,494 | |
15,471 | ICICI Bank Ltd. | 170,109 | |
2,167 | Infosys Ltd. ADR | 40,588 | |
2,244 | KPIT Technologies Ltd. | 19,250 | |
4,569 | Marico Ltd. | 28,987 | |
478 | Metro Brands Ltd. | 5,002 | |
33 | Nestle India Ltd. | 8,126 | |
1,885 | Reliance Industries Ltd. | 58,165 | |
655 | Reliance Industries Ltd. GDR(1) | 40,012 | |
459 | Shriram Transport Finance Co., Ltd. | 6,826 | |
25 | SKF India Ltd. | 1,330 | |
948 | SRF Ltd. | 29,340 | |
2,519 | Tata Consultancy Services Ltd. | 97,214 | |
3,860 | UPL Ltd. | 34,077 | |
1,291 | Varun Beverages Ltd. | 16,381 | |
237 | VRL Logistics Ltd. | 1,738 | |
917,996 | |||
Indonesia - 3.8% | |||
47,400 | Bank Central Asia Tbk PT | 26,794 | |
67,200 | Bank Mandiri Persero Tbk PT | 45,397 | |
51,100 | Bank Negara Indonesia Persero Tbk PT | 30,810 | |
175,400 | Bank Rakyat Indonesia Persero Tbk PT | 52,328 | |
97,800 | Kalbe Farma Tbk PT | 12,862 | |
30,900 | Mitra Adiperkasa Tbk PT* | 2,387 | |
25,200 | Mitra Keluarga Karyasehat Tbk PT | 4,464 | |
128,800 | Perusahaan Gas Negara Persero Tbk PT | 16,320 | |
240,000 | Telkom Indonesia Persero Tbk PT | 67,404 | |
258,766 | |||
Malaysia - 1.9% | |||
3,300 | Bursa Malaysia Bhd | 4,502 | |
7,200 | DiGi.Com Bhd | 5,775 | |
4,200 | Frontken Corp. Bhd | 2,186 | |
900 | Hong Leong Bank Bhd | 4,034 | |
6,600 | Lotte Chemical Titan Holding Bhd(1) | 1,830 | |
21,500 | Malayan Banking Bhd | 39,056 | |
4,900 | Mega First Corp. Bhd | 3,401 | |
15,950 | MR DIY Group M Bhd(1) | 6,819 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
Malaysia - 1.9% - (continued) | |||
44,000 | Public Bank Bhd | $ 41,611 | |
5,700 | RHB Bank Bhd | 6,903 | |
3,800 | Syarikat Takaful Malaysia Keluarga Bhd | 2,653 | |
3,900 | TIME dotCom Bhd | 3,753 | |
2,400 | Uchi Technologies Bhd | 1,716 | |
4,300 | Westports Holdings Bhd | 3,050 | |
127,289 | |||
Mexico - 3.5% | |||
3,500 | Arca Continental S.A.B. de C.V. | 28,593 | |
21,200 | Bolsa Mexicana de Valores S.A.B. de C.V. | 38,435 | |
128 | Fomento Economico Mexicano S.A.B. de C.V. ADR | 9,167 | |
2,200 | Gentera S.A.B. de C.V. | 2,256 | |
2,500 | Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 19,936 | |
54 | Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR | 8,373 | |
32 | Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR | 7,469 | |
7,300 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 59,427 | |
7,100 | Grupo Financiero Inbursa S.A.B. de C.V. Class O* | 13,055 | |
35,600 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 56,096 | |
242,807 | |||
Philippines - 0.1% | |||
560 | GT Capital Holdings, Inc. | 4,004 | |
Poland - 0.4% | |||
468 | Dino Polska S.A.*(1) | 30,547 | |
Qatar - 0.8% | |||
754 | Qatar Islamic Bank SAQ | 5,046 | |
9,251 | Qatar National Bank QPSC | 50,655 | |
55,701 | |||
Romania - 0.0% | |||
464 | BRD-Groupe Societe Generale S.A. | 1,055 | |
Russia - 0.0% | |||
378 | HeadHunter Group plc ADR*(2) | — | |
1,092 | Lukoil PJSC*(2) | — | |
762 | Mobile TeleSystems PJSC*(2) | — | |
92 | Novatek PJSC GDR*(2) | — | |
235 | Polyus PJSC GDR*(2) | — | |
— | |||
Saudi Arabia - 5.2% | |||
2,273 | Al Rajhi Bank* | 51,539 | |
3,728 | Alinma Bank | 37,205 | |
2,965 | Banque Saudi Fransi | 34,088 | |
1,002 | Jarir Marketing Co. | 43,733 | |
486 | Mouwasat Medical Services Co. | 28,325 | |
4,191 | Riyad Bank | 40,097 | |
344 | SABIC Agri-Nutrients Co. | 14,556 | |
2,812 | Saudi British Bank | 32,554 | |
4,474 | Saudi National Bank | 70,726 | |
218 | Saudi Telecom Co. | 2,344 | |
355,167 | |||
South Africa - 3.2% | |||
102 | Anglo American Platinum Ltd. | 8,122 | |
7,412 | AVI Ltd. | 29,689 | |
1,592 | Bidvest Group Ltd. | 18,415 | |
1,121 | Gold Fields Ltd. ADR(3) | 8,834 | |
1,089 | Impala Platinum Holdings Ltd. | 11,150 | |
564 | Kumba Iron Ore Ltd. | 10,610 | |
1,075 | Mr. Price Group Ltd. | 10,347 | |
1,284 | MultiChoice Group Ltd. | 8,390 | |
11,620 | Sanlam Ltd. | 33,872 | |
3,069 | Sappi Ltd.* | 9,455 | |
7,095 | Truworths International Ltd. | 20,191 | |
7,984 | Vodacom Group Ltd. | 54,383 | |
223,458 |
51 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
South Korea - 14.0% | |||
21 | CJ CheilJedang Corp. | $ 6,097 | |
625 | Classys, Inc. | 6,740 | |
134 | Dentium Co., Ltd. | 7,162 | |
125 | Doosan Bobcat, Inc. | 2,934 | |
151 | Ecopro BM Co., Ltd. | 12,162 | |
40 | GOLFZON Co., Ltd. | 3,232 | |
44 | Hansol Chemical Co., Ltd. | 5,715 | |
614 | JYP Entertainment Corp. | 23,869 | |
431 | KB Financial Group, Inc. | 14,503 | |
1,336 | KT Corp. | 34,302 | |
446 | KT Skylife Co., Ltd. | 2,560 | |
142 | L&F Co., Ltd.* | 22,378 | |
94 | LG Chem Ltd. | 41,251 | |
132 | LG Electronics, Inc. | 7,540 | |
79 | LG Energy Solution Ltd.* | 29,231 | |
120 | LG Innotek Co., Ltd. | 24,896 | |
1,571 | LG Uplus Corp. | 12,615 | |
79 | Lotte Chemical Corp. | 8,186 | |
199 | LOTTE Fine Chemical Co., Ltd. | 7,825 | |
554 | Lutronic Corp. | 7,033 | |
9,778 | Samsung Electronics Co., Ltd. | 406,959 | |
116 | Samsung SDI Co., Ltd. | 59,846 | |
870 | SIMMTECH Co., Ltd. | 21,515 | |
1,515 | SK Hynix, Inc. | 87,706 | |
222 | SK Innovation Co., Ltd.* | 26,881 | |
1,045 | SK Telecom Co., Ltd. | 36,723 | |
549 | S-Oil Corp. | 33,288 | |
270 | Youngone Corp. | 8,949 | |
962,098 | |||
Taiwan - 12.9% | |||
4,000 | Accton Technology Corp. | 30,079 | |
5,000 | Advantech Co., Ltd. | 45,298 | |
30,000 | Cathay Financial Holding Co., Ltd. | 35,109 | |
1,000 | Chroma ATE, Inc. | 5,460 | |
19,000 | Chunghwa Telecom Co., Ltd. | 65,510 | |
4,000 | E Ink Holdings, Inc. | 25,417 | |
15,050 | Fubon Financial Holding Co., Ltd. | 23,772 | |
12,000 | Hon Hai Precision Industry Co., Ltd. | 38,113 | |
1,000 | KMC Kuei Meng International, Inc. | 4,325 | |
1,000 | Lotes Co., Ltd. | 23,999 | |
1,000 | Nien Made Enterprise Co., Ltd. | 7,711 | |
6,000 | President Chain Store Corp. | 49,890 | |
1,000 | Realtek Semiconductor Corp. | 7,883 | |
2,000 | Sino-American Silicon Products, Inc. | 7,670 | |
42,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 504,933 | |
2,000 | Unimicron Technology Corp. | 7,685 | |
3,000 | Vanguard International Semiconductor Corp. | 6,160 | |
889,014 | |||
Thailand - 2.0% | |||
7,500 | Advanced Info Service PCL NVDR | 37,688 | |
6,600 | Bangchak Corp. PCL NVDR | 5,304 | |
4,900 | Bangkok Bank PCL NVDR | 18,764 | |
5,000 | Bangkok Dusit Medical Services PCL NVDR | 3,881 | |
4,700 | Bumrungrad Hospital PCL NVDR | 28,017 | |
4,600 | Kasikornbank PCL NVDR | 17,699 | |
37,100 | Krung Thai Bank PCL NVDR | 17,095 | |
43,600 | TTW PCL NVDR | 9,966 | |
138,414 | |||
United Arab Emirates - 2.4% | |||
5,823 | Abu Dhabi Commercial Bank PJSC | 14,989 | |
15,480 | Emaar Properties PJSC | 25,553 | |
11,212 | Emirates NBD Bank PJSC | 40,486 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
United Arab Emirates - 2.4% - (continued) | |||
9,329 | Emirates Telecommunications Group Co. PJSC | $ 65,565 | |
3,872 | First Abu Dhabi Bank PJSC | 18,883 | |
165,476 | |||
Total Common Stocks (cost $8,642,318) | $ 6,532,842 | ||
PREFERRED STOCKS - 3.6% | |||
Brazil - 3.6% | |||
9,510 | Banco Bradesco S.A. (Preference Shares) | $ 36,564 | |
16,500 | Cia de Saneamento do Parana (Preference Shares) | 12,298 | |
11,400 | Itau Unibanco Holding S.A. (Preference Shares) | 67,091 | |
19,900 | Itausa S.A. (Preference Shares) | 41,376 | |
16,400 | Petroleo Brasileiro S.A. (Preference Shares) | 94,644 | |
251,973 | |||
Total Preferred Stocks (cost $242,421) | $ 251,973 | ||
Total Long-Term Investments (cost $8,884,739) | $ 6,784,815 | ||
SHORT-TERM INVESTMENTS - 1.0% | |||
Other Investment Pools & Funds - 0.9% | |||
$ 61,889 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) | $ 61,889 | |
Securities Lending Collateral - 0.1% | |||
1,398 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | 1,398 | |
4,658 | HSBC US Government Money Market Fund, 3.09%(4) | 4,658 | |
1,397 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | 1,397 | |
1,397 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 1,397 | |
8,850 | |||
Total Short-Term Investments (cost $70,739) | $ 70,739 | ||
Total Investments (cost $8,955,478) | 99.4% | $ 6,855,554 | |
Other Assets and Liabilities | 0.6% | 38,898 | |
Total Net Assets | 100.0% | $ 6,894,452 |
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 Hartford Funds Management Company, LLC 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. |
52 |
October 31, 2022
* | 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 October 31, 2022, the aggregate value of these securities was $283,077, representing 4.1% of net assets. |
(2) | Investment valued using significant unobservable inputs. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | 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 | ||||||||
Bermuda | $ 1,732 | $ — | $ 1,732 | $ — | ||||
Brazil | 226,677 | 226,677 | — | — | ||||
Cayman Islands | 15,749 | — | 15,749 | — | ||||
Chile | 24,732 | 24,732 | — | — | ||||
China | 1,655,087 | 54,736 | 1,600,351 | — | ||||
Colombia | 12,596 | 12,596 | — | — | ||||
Cyprus | 2,194 | 2,194 | — | — | ||||
Greece | 22,614 | — | 22,614 | — | ||||
Hong Kong | 147,762 | — | 147,762 | — | ||||
Hungary | 51,907 | — | 51,907 | — | ||||
India | 917,996 | 40,588 | 877,408 | — | ||||
Indonesia | 258,766 | 2,387 | 256,379 | — | ||||
Malaysia | 127,289 | 3,753 | 123,536 | — | ||||
Mexico | 242,807 | 242,807 | — | — | ||||
Philippines | 4,004 | — | 4,004 | — | ||||
Poland | 30,547 | — | 30,547 | — | ||||
Qatar | 55,701 | — | 55,701 | — | ||||
Romania | 1,055 | — | 1,055 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 355,167 | 355,167 | — | — | ||||
South Africa | 223,458 | 35,639 | 187,819 | — | ||||
South Korea | 962,098 | — | 962,098 | — | ||||
Taiwan | 889,014 | — | 889,014 | — | ||||
Thailand | 138,414 | 9,966 | 128,448 | — | ||||
United Arab Emirates | 165,476 | — | 165,476 | — | ||||
Preferred Stocks | 251,973 | 251,973 | — | — | ||||
Short-Term Investments | 70,739 | 70,739 | — | — | ||||
Total | $ 6,855,554 | $ 1,333,954 | $ 5,521,600 | $ — |
(1) | For the year ended October 31, 2022, investments valued at $134,945 were transferred into Level 3 due the unavailability of active market pricing, and investments valued at $27,803 were transferred out of Level 3 due to the availability of significant observable inputs. |
53 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.3% | |||
Brazil - 10.8% | |||
1,332,742 | 3R Petroleum Oleo E Gas S.A.* | $ 11,997,387 | |
6,399,632 | CCR S.A. | 16,056,380 | |
3,065,437 | Centrais Eletricas Brasileiras S.A. | 29,565,400 | |
4,755,380 | Dexco S.A. | 8,920,653 | |
1,664,171 | Energisa S.A. | 15,622,041 | |
16,858,547 | Itau Unibanco Holding S.A. ADR | 98,116,744 | |
1,607,983 | Localiza Rent a Car S.A. | 21,958,595 | |
7,058,736 | Lojas Renner S.A. | 42,225,330 | |
3,621,729 | Petro Rio S.A.* | 24,813,278 | |
3,570,966 | Petroleo Brasileiro S.A. ADR | 45,779,784 | |
8,431,567 | Raia Drogasil S.A. | 42,945,412 | |
488,092 | Telefonica Brasil S.A. | 3,903,413 | |
6,373,487 | TIM S.A. | 16,286,909 | |
6,752,210 | Vale S.A. ADR | 87,373,597 | |
3,676,985 | WEG S.A. | 28,672,724 | |
770,055 | XP, Inc. Class A* | 14,115,108 | |
3,439,467 | YDUQS Participacoes S.A. | 10,740,219 | |
519,092,974 | |||
Cayman Islands - 0.6% | |||
6,448,500 | Wuxi Biologics Cayman, Inc.*(1) | 29,015,944 | |
Chile - 1.0% | |||
152,095,591 | Banco de Chile | 13,910,258 | |
1,655,056 | Banco Santander Chile ADR | 23,882,458 | |
6,116,536 | Falabella S.A. | 11,946,198 | |
49,738,914 | |||
China - 21.1% | |||
11,167,596 | Alibaba Group Holding Ltd.* | 86,827,016 | |
103,743 | Baidu, Inc. ADR* | 7,943,602 | |
3,761,304 | Baidu, Inc. Class A* | 36,059,603 | |
7,990,168 | Centre Testing International Group Co., Ltd. Class A | 20,525,176 | |
15,277,000 | China Mengniu Dairy Co., Ltd.* | 48,903,941 | |
14,347,200 | China Pacific Insurance Group Co., Ltd. Class H | 23,127,586 | |
455,100 | Contemporary Amperex Technology Co., Ltd. Class A | 23,355,602 | |
2,660,300 | ENN Energy Holdings Ltd. | 26,448,821 | |
1,303,533 | H World Group Ltd. ADR | 35,299,674 | |
5,894,000 | Innovent Biologics, Inc.*(1) | 20,868,647 | |
4,956,326 | JD.com, Inc. Class A | 90,257,227 | |
9,907,233 | LONGi Green Energy Technology Co., Ltd. Class A* | 65,429,040 | |
1,747,700 | Meituan Class B*(1) | 27,981,612 | |
10,674,545 | Midea Group Co., Ltd. Class A | 58,804,624 | |
44,694,000 | PICC Property & Casualty Co., Ltd. Class H | 41,221,770 | |
15,591,910 | Satellite Chemical Co., Ltd. Class A | 26,533,066 | |
6,729,973 | SF Holding Co., Ltd. Class A | 44,578,429 | |
6,296,050 | Shenzhen Inovance Technology Co., Ltd. Class A | 57,683,528 | |
3,344,700 | Shenzhou International Group Holdings Ltd. | 23,222,242 | |
6,668,700 | Tencent Holdings Ltd. | 175,231,916 | |
644,200 | Wuliangye Yibin Co., Ltd. Class A | 11,807,357 | |
1,155,968 | Yum China Holdings, Inc. | 47,532,698 | |
2,232,256 | Zhejiang Supor Co., Ltd. Class A | 12,254,602 | |
474,134 | ZTO Express Cayman, Inc. ADR | 8,008,123 | |
1,019,905,902 | |||
Cyprus - 0.0% | |||
278,611 | Galaxy Cosmos Mezz plc* | 44,990 | |
Egypt - 0.2% | |||
8,092,121 | Commercial International Bank Egypt S.A.E. GDR | 10,269,395 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.3% - (continued) | |||
Greece - 1.1% | |||
7,522,520 | Alpha Services and Holdings S.A.* | $ 6,966,566 | |
16,800,130 | Eurobank Ergasias Services & Holdings S.A. Class A* | 16,585,125 | |
1,194,807 | Hellenic Telecommunications Organization S.A. | 18,763,898 | |
3,417,107 | National Bank of Greece S.A.* | 12,381,116 | |
54,696,705 | |||
Hong Kong - 2.6% | |||
12,650,400 | AIA Group Ltd. | 95,824,126 | |
4,248,000 | China Resources Land Ltd. | 13,291,071 | |
14,597,000 | Hang Lung Properties Ltd. | 18,362,485 | |
127,477,682 | |||
Hungary - 0.7% | |||
343,436 | OTP Bank Nyrt | 7,492,342 | |
1,225,772 | Richter Gedeon Nyrt | 24,246,671 | |
31,739,013 | |||
India - 12.2% | |||
2,953,032 | Axis Bank Ltd. | 32,384,358 | |
6,628,597 | Bharti Airtel Ltd.* | 66,662,406 | |
3,087,442 | Cipla Ltd. | 43,560,548 | |
6,709,945 | HDFC Bank Ltd. | 121,775,050 | |
13,555,687 | ICICI Bank Ltd. | 149,049,517 | |
1,348,698 | Mahindra & Mahindra Ltd. | 22,012,140 | |
2,232,955 | Reliance Industries Ltd. | 68,901,754 | |
2,148,046 | Tata Consultancy Services Ltd. | 82,897,539 | |
587,243,312 | |||
Indonesia - 1.5% | |||
69,891,600 | Bank Mandiri Persero Tbk PT | 47,215,485 | |
85,763,020 | Bank Rakyat Indonesia Persero Tbk PT | 25,585,947 | |
72,801,432 | |||
Malaysia - 0.6% | |||
23,852,532 | CIMB Group Holdings Bhd | 27,862,694 | |
Mexico - 2.8% | |||
994,516 | Fomento Economico Mexicano S.A.B. de C.V. ADR | 71,227,236 | |
7,974,686 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 64,918,846 | |
136,146,082 | |||
Peru - 0.7% | |||
242,733 | Credicorp Ltd. | 35,526,402 | |
Poland - 0.6% | |||
754,756 | Bank Polska Kasa Opieki S.A. | 12,370,043 | |
2,810,322 | Powszechny Zaklad Ubezpieczen S.A.(2) | 15,744,301 | |
28,114,344 | |||
Qatar - 0.8% | |||
6,976,144 | Qatar National Bank QPSC | 38,198,901 | |
Russia - 0.0% | |||
390,765 | Lukoil PJSC*(3) | — | |
339,057 | Magnit PJSC*(3) | — | |
366,305 | Novatek PJSC GDR*(3) | — | |
67,747 | Polyus PJSC*(3) | — | |
30,946 | Polyus PJSC GDR*(3) | — | |
5,358,303 | Rosneft Oil Co. PJSC*(3) | — | |
836,086 | Yandex N.V. Class A*(3) | — | |
— |
54 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.3% - (continued) | |||
Saudi Arabia - 2.7% | |||
4,472,897 | Alinma Bank | $ 44,639,096 | |
5,493,792 | Saudi National Bank | 86,846,814 | |
131,485,910 | |||
Singapore - 0.3% | |||
273,864 | Sea Ltd. ADR* | 13,605,564 | |
South Africa - 5.6% | |||
2,755,260 | Aspen Pharmacare Holdings Ltd. | 22,664,563 | |
3,408,058 | AVI Ltd.(2) | 13,650,947 | |
313,799 | Capitec Bank Holdings Ltd. | 32,492,892 | |
16,643,789 | FirstRand Ltd. | 58,186,364 | |
1,150,861 | Foschini Group Ltd. | 7,195,426 | |
5,029,258 | Gold Fields Ltd. | 40,288,382 | |
4,010,492 | MTN Group Ltd. | 28,343,961 | |
301,016 | Naspers Ltd. Class N | 31,029,272 | |
2,814,518 | Shoprite Holdings Ltd. | 35,824,742 | |
269,676,549 | |||
South Korea - 14.0% | |||
366,934 | Kia Corp. | 17,051,712 | |
69,163 | Korea Zinc Co., Ltd. | 31,016,316 | |
159,135 | LG Chem Ltd. | 69,834,572 | |
34,973 | LG H&H Co., Ltd. | 12,495,178 | |
2,814,467 | LG Uplus Corp. | 22,600,960 | |
7,295,077 | Samsung Electronics Co., Ltd. | 303,619,819 | |
198,865 | Samsung Fire & Marine Insurance Co., Ltd. | 27,890,689 | |
170,184 | Samsung SDI Co., Ltd. | 87,800,479 | |
1,018,185 | SK Hynix, Inc. | 58,944,267 | |
173,230 | SK Innovation Co., Ltd.* | 20,976,112 | |
678,995 | SK Telecom Co., Ltd. | 23,861,048 | |
676,091,152 | |||
Taiwan - 12.7% | |||
3,603,000 | Accton Technology Corp. | 27,094,026 | |
14,407,036 | ASE Technology Holding Co., Ltd. | 35,573,117 | |
17,387,000 | Cathay Financial Holding Co., Ltd. | 20,348,132 | |
8,687,000 | Chunghwa Telecom Co., Ltd. | 29,952,041 | |
47,868,000 | CTBC Financial Holding Co., Ltd. | 30,239,978 | |
26,374,000 | Hon Hai Precision Industry Co., Ltd. | 83,765,842 | |
29,674,139 | Taiwan Semiconductor Manufacturing Co., Ltd. | 356,748,527 | |
13,026,000 | Uni-President Enterprises Corp. | 26,452,669 | |
610,174,332 | |||
Thailand - 1.2% | |||
15,569,800 | Kasikornbank PCL NVDR | 59,908,194 | |
Turkey - 0.2% | |||
3,251,225 | KOC Holding AS | 9,698,758 | |
United Arab Emirates - 1.5% | |||
29,108,760 | Emaar Properties PJSC | 48,051,422 | |
4,697,573 | First Abu Dhabi Bank PJSC | 22,908,922 | |
70,960,344 | |||
United Kingdom - 0.8% | |||
3,985,547 | Prudential plc | 37,024,371 | |
Total Common Stocks (cost $5,068,698,120) | $ 4,646,499,860 | ||
SHORT-TERM INVESTMENTS - 3.6% | |||
Other Investment Pools & Funds - 3.3% | |||
$ 159,596,614 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) | $ 159,596,614 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.6% - (continued) | |||
Securities Lending Collateral - 0.3% | |||
2,065,115 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | $ 2,065,115 | |
6,883,714 | HSBC US Government Money Market Fund, 3.09%(4) | 6,883,714 | |
2,065,114 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | 2,065,114 | |
2,065,114 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 2,065,114 | |
13,079,057 | |||
Total Short-Term Investments (cost $172,675,671) | $ 172,675,671 | ||
Total Investments (cost $5,241,373,791) | 99.9% | $ 4,819,175,531 | |
Other Assets and Liabilities | 0.1% | 6,729,286 | |
Total Net Assets | 100.0% | $ 4,825,904,817 |
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 Hartford Funds Management Company, LLC 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 October 31, 2022, the aggregate value of these securities was $77,866,203, 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) | Investment valued using significant unobservable inputs. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
55 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 519,092,974 | $ 519,092,974 | $ — | $ — | ||||
Cayman Islands | 29,015,944 | — | 29,015,944 | — | ||||
Chile | 49,738,914 | 37,792,716 | 11,946,198 | — | ||||
China | 1,019,905,902 | 86,397,576 | 933,508,326 | — | ||||
Cyprus | 44,990 | 44,990 | — | — | ||||
Egypt | 10,269,395 | — | 10,269,395 | — | ||||
Greece | 54,696,705 | — | 54,696,705 | — | ||||
Hong Kong | 127,477,682 | — | 127,477,682 | — | ||||
Hungary | 31,739,013 | — | 31,739,013 | — | ||||
India | 587,243,312 | — | 587,243,312 | — | ||||
Indonesia | 72,801,432 | — | 72,801,432 | — | ||||
Malaysia | 27,862,694 | — | 27,862,694 | — | ||||
Mexico | 136,146,082 | 136,146,082 | — | — | ||||
Peru | 35,526,402 | 35,526,402 | — | — | ||||
Poland | 28,114,344 | — | 28,114,344 | — | ||||
Qatar | 38,198,901 | — | 38,198,901 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 131,485,910 | 131,485,910 | — | — | ||||
Singapore | 13,605,564 | 13,605,564 | — | — | ||||
South Africa | 269,676,549 | — | 269,676,549 | — | ||||
South Korea | 676,091,152 | — | 676,091,152 | — | ||||
Taiwan | 610,174,332 | — | 610,174,332 | — | ||||
Thailand | 59,908,194 | — | 59,908,194 | — | ||||
Turkey | 9,698,758 | — | 9,698,758 | — | ||||
United Arab Emirates | 70,960,344 | — | 70,960,344 | — | ||||
United Kingdom | 37,024,371 | — | 37,024,371 | — | ||||
Short-Term Investments | 172,675,671 | 172,675,671 | — | — | ||||
Total | $ 4,819,175,531 | $ 1,132,767,885 | $ 3,686,407,646 | $ — |
(1) | For the year ended October 31, 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. |
56 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.2% | |||
Argentina - 1.5% | |||
$ 159,000 | YPF Energia Electrica S.A. 10.00%, 07/25/2026(1) | $ 126,402 | |
YPF S.A. | |||
160,000 | 8.50%, 07/28/2025(2) | 115,200 | |
274,000 | 8.50%, 06/27/2029(1)(3) | 166,762 | |
408,364 | |||
Austria - 0.2% | |||
81,000 | Suzano Austria GmbH 3.13%, 01/15/2032 | 60,305 | |
Bermuda - 0.7% | |||
200,000 | Credicorp Ltd. 2.75%, 06/17/2025(1) | 184,248 | |
Brazil - 0.5% | |||
167,376 | Prumo Participacoes e Investimentos S/A 7.50%, 12/31/2031(2) | 148,469 | |
British Virgin Islands - 1.0% | |||
200,000 | China Cinda 2020 I Management Ltd. 3.00%, 01/20/2031(2) | 133,964 | |
200,000 | Elect Global Investments Ltd. 4.85%, 08/25/2023(2)(4) | 140,222 | |
274,186 | |||
Canada - 1.2% | |||
200,000 | Canacol Energy Ltd. 5.75%, 11/24/2028(1) | 149,175 | |
200,000 | MEGlobal Canada ULC 5.88%, 05/18/2030(1) | 192,656 | |
341,831 | |||
Cayman Islands - 2.1% | |||
Alibaba Group Holding Ltd. | |||
200,000 | 3.40%, 12/06/2027 | 171,730 | |
200,000 | 4.20%, 12/06/2047 | 120,291 | |
200,000 | 4.50%, 11/28/2034 | 157,181 | |
200,000 | Tencent Holdings Ltd. 3.93%, 01/19/2038(1) | 135,837 | |
585,039 | |||
Chile - 3.3% | |||
200,000 | Celulosa Arauco y Constitucion S.A. 5.15%, 01/29/2050(1)(3) | 145,565 | |
200,000 | Cencosud S.A. 5.15%, 02/12/2025(1) | 195,360 | |
234,080 | Empresa Electrica Cochrane S.p.A. 5.50%, 05/14/2027(1) | 203,064 | |
420,000 | Empresa Nacional del Petroleo 3.75%, 08/05/2026(1) | 372,591 | |
916,580 | |||
Colombia - 1.5% | |||
Ecopetrol S.A. | |||
196,000 | 5.88%, 09/18/2023 | 192,825 | |
210,000 | 5.88%, 05/28/2045(3) | 127,852 | |
29,000 | 5.88%, 11/02/2051 | 17,238 | |
79,000 | 6.88%, 04/29/2030 | 65,009 | |
402,924 | |||
Hong Kong - 1.0% | |||
240,000 | Lenovo Group Ltd. 3.42%, 11/02/2030(1) | 164,570 | |
200,000 | Xiaomi Best Time International Ltd. 2.88%, 07/14/2031(1) | 125,562 | |
290,132 | |||
India - 1.0% | |||
200,000 | Adani Ports & Special Economic Zone Ltd. 4.38%, 07/03/2029(2) | 148,439 | |
200,000 | Summit Digitel Infrastructure Ltd. 2.88%, 08/12/2031(1)(3) | 137,085 | |
285,524 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.2% - (continued) | |||
Indonesia - 0.6% | |||
$ 200,000 | Tower Bersama Infrastructure Tbk PT 2.80%, 05/02/2027(2) | $ 162,113 | |
Jersey - 0.5% | |||
200,000 | Galaxy Pipeline Assets Bidco Ltd. 2.63%, 03/31/2036(1) | 151,895 | |
Kazakhstan - 0.7% | |||
200,000 | Development Bank of Kazakhstan JSC 5.75%, 05/12/2025(1) | 198,083 | |
Luxembourg - 2.4% | |||
80,000 | Atento Luxco 1 S.A. 8.00%, 02/10/2026 | 31,200 | |
197,796 | FEL Energy S.a.r.l. 5.75%, 12/01/2040(1) | 132,328 | |
230,000 | Kenbourne Invest S.A. 4.70%, 01/22/2028(1) | 168,301 | |
200,000 | MC Brazil Downstream Trading S.a.r.l. 7.25%, 06/30/2031(1) | 151,820 | |
200,000 | Puma International Financing S.A. 5.00%, 01/24/2026(1) | 177,500 | |
661,149 | |||
Mexico - 11.0% | |||
200,000 | America Movil S.A.B. de C.V. 5.38%, 04/04/2032(1) | 169,500 | |
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) | 163,974 | |
200,000 | Braskem Idesa SAPI 6.99%, 02/20/2032(1) | 133,776 | |
200,000 | Cemex S.A.B. de C.V. 7.38%, 06/05/2027(2) | 198,000 | |
171,400 | Cometa Energia S.A. de C.V. 6.38%, 04/24/2035(2) | 148,261 | |
200,000 | Electricidad Firme de Mexico Holdings S.A. de C.V. 4.90%, 11/20/2026(1) | 159,006 | |
MXN 16,510,000 | Grupo Televisa S.A.B. 7.25%, 05/14/2043 | 510,141 | |
$ 200,000 | Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(1) | 136,006 | |
Petroleos Mexicanos | |||
660,000 | 5.95%, 01/28/2031(3) | 476,854 | |
90,000 | 6.63%, 06/15/2035 | 62,505 | |
496,000 | 6.70%, 02/16/2032 | 375,100 | |
150,000 | 8.75%, 06/02/2029 | 134,531 | |
250,000 | Total Play Telecomunicaciones S.A. de C.V. 6.38%, 09/20/2028(1) | 171,345 | |
200,000 | Trust Fibra Uno 5.25%, 12/15/2024(2) | 189,200 | |
3,028,199 | |||
Netherlands - 1.4% | |||
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) | 190,000 | |
200,000 | Embraer Netherlands Finance B.V. 6.95%, 01/17/2028(1) | 188,652 | |
378,652 | |||
Panama - 0.6% | |||
200,000 | AES Panama Generation Holdings 4.38%, 05/31/2030(1) | 157,576 | |
Peru - 2.5% | |||
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)(3)(5) | 121,060 |
57 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 42.2% - (continued) | |||
Peru - 2.5% - (continued) | |||
$ 150,000 | 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) | $ 131,426 | |
200,000 | Kallpa Generacion S.A. 4.13%, 08/16/2027(1) | 175,485 | |
400,000 | Petroleos del Peru S.A. 5.63%, 06/19/2047(1) | 252,574 | |
22,000 | Volcan Cia Minera SAA 4.38%, 02/11/2026(1) | 18,464 | |
699,009 | |||
Qatar - 1.4% | |||
540,000 | Qatar Energy 3.13%, 07/12/2041(1) | 382,752 | |
Russia - 0.9% | |||
200,000 | Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028*(1) | 40,000 | |
200,000 | Metalloinvest Finance DAC 3.38%, 10/22/2028*(1) | 110,000 | |
200,000 | VEON Holdings B.V. 3.38%, 11/25/2027*(1) | 100,000 | |
200,000 | Vnesheconombank Via VEB Finance plc 6.80%, 11/22/2025*(1)(6)(7) | — | |
250,000 | |||
Saudi Arabia - 0.6% | |||
200,000 | Saudi Arabian Oil Co. 2.25%, 11/24/2030(2) | 157,727 | |
Singapore - 0.7% | |||
200,000 | ABJA Investment Co. Pte Ltd. 5.95%, 07/31/2024(2) | 195,874 | |
Spain - 0.8% | |||
250,000 | AI Candelaria Spain S.A. 7.50%, 12/15/2028(1) | 210,625 | |
Turkey - 1.1% | |||
200,000 | Coca-Cola Icecek AS 4.50%, 01/20/2029(1) | 160,350 | |
200,000 | Ulker Biskuvi Sanayi AS 6.95%, 10/30/2025(1) | 139,550 | |
299,900 | |||
United Arab Emirates - 0.7% | |||
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)(2)(4)(5) | 182,550 | |
United Kingdom - 0.6% | |||
200,000 | Endeavour Mining plc 5.00%, 10/14/2026(1) | 155,500 | |
United States - 1.7% | |||
200,000 | Kosmos Energy Ltd. 7.75%, 05/01/2027(1) | 161,500 | |
200,000 | Mercury Chile Holdco LLC 6.50%, 01/24/2027(1) | 165,000 | |
200,000 | Sasol Financing USA LLC 5.50%, 03/18/2031 | 150,432 | |
476,932 | |||
Total Corporate Bonds (cost $14,477,865) | $ 11,646,138 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% | |||
Angola - 1.8% | |||
Angolan Government International Bond | |||
$ 200,000 | 8.25%, 05/09/2028(1) | $ 168,200 | |
400,000 | 8.75%, 04/14/2032(1) | 322,200 | |
490,400 | |||
Argentina - 2.0% | |||
461,379 | Argentine Republic Government International Bond 1.50%, 07/09/2035(3)(8) | 91,561 | |
200,000 | Ciudad Autonoma De Buenos Aires 7.50%, 06/01/2027(1) | 172,000 | |
371,291 | Provincia de Cordoba 6.88%, 12/10/2025(1)(3)(8) | 282,181 | |
545,742 | |||
Azerbaijan - 0.8% | |||
220,000 | Republic of Azerbaijan International Bond 4.75%, 03/18/2024(1) | 215,113 | |
Brazil - 6.0% | |||
Brazil Notas do Tesouro Nacional | |||
BRL 2,554,000 | 10.00%, 01/01/2025 | 478,108 | |
3,272,000 | 10.00%, 01/01/2029 | 587,657 | |
2,549,000 | 10.00%, 01/01/2031 | 449,160 | |
$ 200,000 | Brazilian Government International Bond 5.63%, 02/21/2047 | 151,664 | |
1,666,589 | |||
Cameroon - 0.3% | |||
EUR 110,000 | Republic of Cameroon International Bond 5.95%, 07/07/2032(1) | 71,460 | |
Chile - 0.4% | |||
CLP 105,000,000 | Bonos de la Tesoreria de la Republica en pesos 2.50%, 03/01/2025 | 99,998 | |
Colombia - 2.0% | |||
$ 270,000 | Colombia Government International Bond 4.50%, 01/28/2026 | 242,654 | |
Colombian TES | |||
COP 259,800,000 | 6.25%, 07/09/2036 | 28,423 | |
1,419,400,000 | 7.00%, 06/30/2032 | 184,898 | |
641,400,000 | 7.25%, 10/18/2034 | 80,811 | |
241,300,000 | 7.25%, 10/26/2050 | 26,073 | |
562,859 | |||
Costa Rica - 0.7% | |||
$ 200,000 | Costa Rica Government International Bond 6.13%, 02/19/2031(1)(3) | 185,490 | |
Dominican Republic - 1.4% | |||
Dominican Republic International Bond | |||
330,000 | 6.85%, 01/27/2045(1) | 255,152 | |
160,000 | 7.45%, 04/30/2044(1) | 133,995 | |
389,147 | |||
Ecuador - 0.5% | |||
Ecuador Government International Bond | |||
259,500 | 0.00%, 07/31/2030(1)(9) | 80,661 | |
106,000 | 5.50%, 07/31/2030(1)(8) | 56,281 | |
136,942 | |||
El Salvador - 0.5% | |||
El Salvador Government International Bond | |||
50,000 | 5.88%, 01/30/2025(1) | 27,500 | |
310,000 | 8.63%, 02/28/2029(1) | 124,017 | |
151,517 |
58 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued) | |||
Gabon - 0.5% | |||
$ 200,000 | Gabon Government International Bond 6.63%, 02/06/2031(1) | $ 139,924 | |
Guatemala - 0.7% | |||
200,000 | Guatemala Government Bond 5.25%, 08/10/2029(1) | 184,181 | |
Hungary - 1.8% | |||
Hungary Government Bond | |||
HUF 34,740,000 | 2.50%, 10/24/2024 | 68,722 | |
270,000 | 3.00%, 04/25/2041 | 294 | |
29,130,000 | 6.00%, 11/24/2023 | 65,275 | |
117,880,000 | 6.75%, 10/22/2028 | 231,466 | |
$ 140,000 | Hungary Government International Bond 7.63%, 03/29/2041 | 139,838 | |
505,595 | |||
Indonesia - 4.9% | |||
Indonesia Treasury Bond | |||
IDR 2,820,000,000 | 7.00%, 05/15/2027 | 178,925 | |
877,000,000 | 7.13%, 06/15/2042 | 53,386 | |
1,035,000,000 | 7.50%, 08/15/2032 | 65,910 | |
401,000,000 | 8.25%, 05/15/2036 | 26,737 | |
1,577,000,000 | 8.38%, 03/15/2034 | 106,704 | |
1,768,000,000 | 8.75%, 05/15/2031 | 121,796 | |
5,087,000,000 | 9.00%, 03/15/2029 | 351,425 | |
$ 470,000 | Perusahaan Penerbit SBSN Indonesia III 4.70%, 06/06/2032(1) | 439,136 | |
1,344,019 | |||
Ivory Coast - 2.3% | |||
Ivory Coast Government International Bond | |||
EUR 100,000 | 5.25%, 03/22/2030(1) | 75,396 | |
$ 200,000 | 6.38%, 03/03/2028(1) | 181,500 | |
EUR 630,000 | 6.63%, 03/22/2048(1) | 392,236 | |
649,132 | |||
Jordan - 0.7% | |||
$ 200,000 | Jordan Government International Bond 5.75%, 01/31/2027(1) | 183,258 | |
Kenya - 0.5% | |||
200,000 | Kenya Government International Bond 8.00%, 05/22/2032(2) | 139,250 | |
Malaysia - 3.1% | |||
Malaysia Government Bond | |||
MYR 1,907,000 | 3.89%, 08/15/2029 | 390,789 | |
2,146,000 | 3.90%, 11/30/2026 | 452,188 | |
842,977 | |||
Mexico - 4.3% | |||
Mexican Bonos | |||
MXN 1,240,000 | 7.50%, 06/03/2027 | 57,262 | |
1,360,000 | 7.75%, 05/29/2031 | 60,416 | |
6,368,200 | 7.75%, 11/13/2042 | 259,011 | |
1,361,200 | 8.00%, 11/07/2047 | 56,214 | |
13,968,500 | 10.00%, 12/05/2024 | 701,725 | |
$ 70,000 | Mexico Government International Bond 5.55%, 01/21/2045(3) | 59,371 | |
1,193,999 | |||
Nigeria - 2.1% | |||
Nigeria Government International Bond | |||
250,000 | 6.13%, 09/28/2028(1) | 164,516 | |
200,000 | 7.14%, 02/23/2030(1) | 130,500 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued) | |||
Nigeria - 2.1% - (continued) | |||
$ 200,000 | 8.38%, 03/24/2029(1) | $ 144,500 | |
200,000 | 8.75%, 01/21/2031(1) | 140,806 | |
580,322 | |||
Oman - 1.9% | |||
620,000 | Oman Government International Bond 6.75%, 01/17/2048(1) | 520,025 | |
Peru - 2.9% | |||
150,000 | Fondo MIVIVIENDA S.A. 4.63%, 04/12/2027(1) | 138,644 | |
Peru Government Bond | |||
PEN 1,018,000 | 5.40%, 08/12/2034 | 197,163 | |
920,000 | 6.35%, 08/12/2028 | 214,606 | |
538,000 | 6.95%, 08/12/2031 | 124,084 | |
$ 120,000 | Peruvian Government International Bond 6.55%, 03/14/2037 | 120,117 | |
794,614 | |||
Romania - 0.5% | |||
180,000 | Romanian Government International Bond 6.13%, 01/22/2044(1) | 143,809 | |
Saudi Arabia - 1.7% | |||
Saudi Government International Bond | |||
220,000 | 3.45%, 02/02/2061(2) | 140,998 | |
400,000 | 4.50%, 10/26/2046(1) | 318,240 | |
459,238 | |||
South Africa - 3.5% | |||
Republic of South Africa Government Bond | |||
ZAR 937,200 | 6.50%, 02/28/2041 | 30,899 | |
4,469,200 | 7.00%, 02/28/2031 | 188,415 | |
5,541,400 | 8.50%, 01/31/2037 | 231,958 | |
2,300,400 | 8.88%, 02/28/2035 | 102,041 | |
3,610,000 | 9.00%, 01/31/2040 | 154,688 | |
Republic of South Africa Government International Bond | |||
$ 200,000 | 5.00%, 10/12/2046 | 125,456 | |
200,000 | 6.30%, 06/22/2048 | 144,670 | |
978,127 | |||
Thailand - 0.8% | |||
Thailand Government Bond | |||
THB 6,238,000 | 3.63%, 06/16/2023 | 166,098 | |
1,760,000 | 4.88%, 06/22/2029 | 51,375 | |
217,473 | |||
Ukraine - 0.1% | |||
$ 200,000 | Ukraine Government International Bond 7.38%, 09/25/2034(1)(6) | 29,975 | |
United Arab Emirates - 1.6% | |||
640,000 | Abu Dhabi Government International Bond 3.13%, 09/30/2049(1) | 430,426 | |
Total Foreign Government Obligations (cost $15,960,725) | $ 13,851,601 | ||
Total Long-Term Investments (cost $30,438,590) | $ 25,497,739 | ||
SHORT-TERM INVESTMENTS - 8.6% | |||
Other Investment Pools & Funds - 0.2% | |||
62,947 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(10) | $ 62,947 |
59 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 8.6% - (continued) | |||
Securities Lending Collateral - 3.5% | |||
153,520 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(10) | $ 153,520 | |
511,732 | HSBC US Government Money Market Fund, 3.09%(10) | 511,732 | |
153,520 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(10) | 153,520 | |
153,520 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(10) | 153,520 | |
972,292 | |||
U.S. Treasury Securities - 4.9% | |||
U.S. Treasury Bills | |||
$ 840,000 | 2.79%, 12/01/2022(11) | 838,014 | |
500,000 | 3.95%, 02/02/2023(11) | 495,234 | |
1,333,248 | |||
Total Short-Term Investments (cost $2,368,594) | $ 2,368,487 | ||
Total Investments (cost $32,807,184) | 101.1% | $ 27,866,226 | |
Other Assets and Liabilities | (1.1)% | (300,140) | |
Total Net Assets | 100.0% | $ 27,566,086 |
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 Hartford Funds Management Company, LLC 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. |
* | 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 October 31, 2022, the aggregate value of these securities was $12,924,247, representing 46.9% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $2,200,267, representing 8.0% of net assets. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | 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 October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(6) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(7) | Investment valued using significant unobservable inputs. |
(8) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(9) | Security is a zero-coupon bond. |
(10) | Current yield as of period end. |
(11) | The rate shown represents current yield to maturity. |
Foreign Currency Contracts Outstanding at October 31, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,020,550 | BRL | 191,114 | USD | UBS | 01/27/2023 | $ 2,749 | ||||
1,020,550 | BRL | 192,013 | USD | MSC | 01/27/2023 | 1,850 | ||||
417,246,700 | CLP | 422,528 | USD | MSC | 11/18/2022 | 18,341 | ||||
184,250,000 | CLP | 196,693 | USD | UBS | 11/18/2022 | (2,012) | ||||
15,540,000 | CLP | 16,300 | USD | CBK | 01/05/2023 | (14) | ||||
2,070,000 | CNY | 292,476 | USD | UBS | 12/16/2022 | (7,990) | ||||
2,060,000 | CNY | 292,468 | USD | MSC | 12/16/2022 | (9,356) | ||||
3,086,880,000 | COP | 683,106 | USD | CBK | 11/18/2022 | (59,967) | ||||
1,354,940,000 | COP | 270,537 | USD | CBK | 01/12/2023 | 207 | ||||
620,000 | EUR | 620,908 | USD | UBS | 11/09/2022 | (7,812) | ||||
27,485,000 | HUF | 63,621 | USD | SSG | 01/19/2023 | 1,164 | ||||
27,485,000 | HUF | 63,645 | USD | JPM | 01/19/2023 | 1,141 | ||||
2,420,000 | PEN | 618,135 | USD | MSC | 11/18/2022 | (11,979) | ||||
5,110,000 | ZAR | 282,183 | USD | SSG | 12/01/2022 | (4,673) | ||||
378,479 | USD | 2,041,100 | BRL | MSC | 01/27/2023 | (9,247) | ||||
204,609 | USD | 184,250,000 | CLP | UBS | 11/18/2022 | 9,927 | ||||
445,119 | USD | 417,246,700 | CLP | CBK | 11/18/2022 | 4,250 | ||||
414,830 | USD | 410,060,000 | CLP | MSC | 01/05/2023 | (14,895) | ||||
592,284 | USD | 4,130,000 | CNY | JPM | 12/16/2022 | 24,686 |
60 |
October 31, 2022
Foreign Currency Contracts Outstanding at October 31, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
187,547 | USD | 1,360,000 | CNY | JPM | 02/03/2023 | $ (145) | ||||
415,717 | USD | 1,786,750,000 | COP | JPM | 11/18/2022 | 55,031 | ||||
288,277 | USD | 1,300,130,000 | COP | CBK | 11/18/2022 | 25,824 | ||||
288,469 | USD | 1,354,940,000 | COP | JPM | 01/12/2023 | 17,725 | ||||
166,589 | USD | 829,000,000 | COP | UBS | 02/02/2023 | 1,655 | ||||
166,566 | USD | 829,000,000 | COP | MSC | 02/02/2023 | 1,633 | ||||
634,074 | USD | 620,000 | EUR | MSC | 11/09/2022 | 20,979 | ||||
129,219 | USD | 54,970,000 | HUF | SSG | 01/19/2023 | (353) | ||||
622,268 | USD | 2,420,000 | PEN | CBK | 11/18/2022 | 16,112 | ||||
293,670 | USD | 5,110,000 | ZAR | MSC | 12/01/2022 | 16,159 | ||||
352,889 | USD | 6,490,000 | ZAR | JPM | 01/13/2023 | 1,561 | ||||
Total foreign currency contracts | $ 92,551 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 11,646,138 | $ — | $ 11,646,138 | $ — | ||||
Foreign Government Obligations | 13,851,601 | — | 13,851,601 | — | ||||
Short-Term Investments | 2,368,487 | 1,035,239 | 1,333,248 | — | ||||
Foreign Currency Contracts(2) | 220,994 | — | 220,994 | — | ||||
Total | $ 28,087,220 | $ 1,035,239 | $ 27,051,981 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (128,443) | $ — | $ (128,443) | $ — | ||||
Total | $ (128,443) | $ — | $ (128,443) | $ — |
(1) | For the year ended October 31, 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. |
61 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.5% | |||
Australia - 2.2% | |||
8,379 | South32 Ltd. | $ 19,224 | |
Belgium - 2.2% | |||
566 | Ageas S.A. | 19,594 | |
France - 15.9% | |||
1,015 | AXA S.A. | 25,065 | |
1,465 | Carrefour S.A. | 23,580 | |
2,340 | Orange S.A. | 22,295 | |
388 | Publicis Groupe S.A. | 21,730 | |
642 | Renault S.A.* | 19,767 | |
312 | Sanofi | 26,850 | |
139,287 | |||
Germany - 11.2% | |||
496 | BASF SE | 22,256 | |
466 | Bayer AG | 24,503 | |
535 | Continental AG | 27,710 | |
506 | HeidelbergCement AG | 23,269 | |
97,738 | |||
Italy - 7.3% | |||
2,128 | Eni S.p.A. | 27,948 | |
7,843 | Intesa Sanpaolo S.p.A. | 14,953 | |
1,701 | UniCredit S.p.A. | 21,095 | |
63,996 | |||
Japan - 13.7% | |||
700 | Bridgestone Corp. | 25,316 | |
800 | Dentsu Group, Inc. | 24,883 | |
800 | KDDI Corp. | 23,646 | |
700 | Nippon Telegraph & Telephone Corp. | 19,306 | |
3,700 | Panasonic Holdings Corp. | 26,354 | |
119,505 | |||
Netherlands - 1.8% | |||
1,618 | BNP Paribas Emissions- und Handelsgesellschaft mbH | 15,920 | |
Singapore - 3.0% | |||
45,400 | Genting Singapore Ltd. | 25,818 | |
Spain - 3.2% | |||
2,078 | Repsol S.A. | 28,270 | |
Switzerland - 5.6% | |||
107 | Swatch Group AG | 24,044 | |
337 | Swiss Re AG | 25,034 | |
49,078 | |||
United Kingdom - 30.4% | |||
638 | Anglo American plc | 19,111 | |
8,880 | Barclays plc | 15,089 | |
18,704 | BT Group plc | 27,873 | |
1,699 | GSK plc | 27,832 | |
2,679 | HSBC Holdings plc | 13,749 | |
895 | Imperial Brands plc | 21,801 | |
5,350 | NatWest Group plc | 14,409 | |
28,323 | Rolls-Royce Holdings plc* | 25,402 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.5% - (continued) | |||
United Kingdom - 30.4% - (continued) | |||
1,061 | Shell plc | $ 29,391 | |
3,436 | Standard Chartered plc | 20,529 | |
9,649 | Tesco plc | 23,832 | |
3,079 | WPP plc | 27,096 | |
266,114 | |||
Total Common Stocks (cost $978,587) | $ 844,544 | ||
PREFERRED STOCKS - 3.6% | |||
Germany - 3.6% | |||
492 | Henkel AG & Co. KGaA (Preference Shares) | $ 30,995 | |
Total Preferred Stocks (cost $32,371) | $ 30,995 | ||
Total Long-Term Investments (cost $1,010,958) | $ 875,539 | ||
SHORT-TERM INVESTMENTS - 3.1% | |||
Other Investment Pools & Funds - 3.1% | |||
$ 27,552 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(1) | $ 27,552 | |
Total Short-Term Investments (cost $27,552) | $ 27,552 | ||
Total Investments (cost $1,038,510) | 103.2% | $ 903,091 | |
Other Assets and Liabilities | (3.2)% | (28,043) | |
Total Net Assets | 100.0% | $ 875,048 |
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 Hartford Funds Management Company, LLC 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) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
62 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 19,224 | $ — | $ 19,224 | $ — | ||||
Belgium | 19,594 | — | 19,594 | — | ||||
France | 139,287 | — | 139,287 | — | ||||
Germany | 97,738 | — | 97,738 | — | ||||
Italy | 63,996 | — | 63,996 | — | ||||
Japan | 119,505 | — | 119,505 | — | ||||
Netherlands | 15,920 | — | 15,920 | — | ||||
Singapore | 25,818 | — | 25,818 | — | ||||
Spain | 28,270 | — | 28,270 | — | ||||
Switzerland | 49,078 | — | 49,078 | — | ||||
United Kingdom | 266,114 | — | 266,114 | — | ||||
Preferred Stocks | 30,995 | — | 30,995 | — | ||||
Short-Term Investments | 27,552 | 27,552 | — | — | ||||
Total | $ 903,091 | $ 27,552 | $ 875,539 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
63 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% | |||
Australia - 3.4% | |||
497,736 | Allkem Ltd.* | $ 4,598,911 | |
1,599,129 | Beach Energy Ltd. | 1,635,206 | |
308,659 | BHP Group Ltd. | 7,385,177 | |
86,132 | Computershare Ltd. | 1,394,308 | |
162,374 | Fortescue Metals Group Ltd. | 1,529,726 | |
448,954 | IGO Ltd. | 4,390,745 | |
453,174 | Iluka Resources Ltd. | 2,510,824 | |
147,563 | Mineral Resources Ltd. | 6,918,016 | |
63,714 | Nick Scali Ltd. | 410,333 | |
475,648 | Perenti Global Ltd.* | 291,494 | |
777,878 | Pilbara Minerals Ltd.* | 2,528,296 | |
973,005 | Qantas Airways Ltd.* | 3,635,892 | |
125,874 | Rio Tinto Ltd. | 7,143,298 | |
1,382,809 | Santos Ltd. | 6,750,399 | |
128,451 | SmartGroup Corp. Ltd. | 404,980 | |
1,750,781 | Telstra Group Ltd. | 4,389,957 | |
657,571 | Woodside Energy Group Ltd. | 15,208,113 | |
71,125,675 | |||
Austria - 1.0% | |||
22,911 | AT&S Austria Technologie & Systemtechnik AG | 707,605 | |
77,954 | Erste Group Bank AG | 1,921,171 | |
6,553 | Lenzing AG | 313,522 | |
273,584 | OMV AG | 12,596,721 | |
74,699 | Raiffeisen Bank International AG | 1,038,855 | |
75,793 | Telekom Austria AG | 440,579 | |
47,283 | Verbund AG | 3,703,907 | |
44,848 | Wienerberger AG | 1,025,172 | |
21,747,532 | |||
Belgium - 1.0% | |||
127,984 | Ageas S.A. | 4,430,573 | |
50,069 | bpost S.A. | 247,495 | |
230,164 | KBC Group N.V. | 11,534,838 | |
43,713 | Solvay S.A. | 3,944,698 | |
20,157,604 | |||
Brazil - 0.2% | |||
317,900 | Cia de Saneamento de Minas Gerais | 945,300 | |
492,700 | EDP - Energias do Brasil S.A. | 2,200,482 | |
66,400 | Sao Martinho S.A. | 346,686 | |
3,492,468 | |||
Canada - 8.6% | |||
685,754 | ARC Resources Ltd. | 9,654,466 | |
196,651 | Bank of Montreal(1) | 18,114,093 | |
456,235 | BCE, Inc. | 20,578,883 | |
72,447 | BRP, Inc. | 4,843,981 | |
52,100 | Canaccord Genuity Group, Inc. | 266,934 | |
164,503 | Canadian Natural Resources Ltd. | 9,866,437 | |
214,372 | Capstone Mining Corp.* | 497,240 | |
124,197 | CI Financial Corp. | 1,243,474 | |
1,693 | Fairfax Financial Holdings Ltd. | 831,482 | |
64,943 | Fiera Capital Corp.(1) | 413,297 | |
206,005 | Fortuna Silver Mines, Inc.*(1) | 573,097 | |
15,764 | George Weston Ltd. | 1,735,099 | |
134,097 | Gildan Activewear, Inc. | 4,231,534 | |
107,676 | Imperial Oil Ltd. | 5,857,429 | |
23,725 | Largo, Inc.*(1) | 149,593 | |
170,287 | Loblaw Cos., Ltd. | 13,951,947 | |
59,466 | Magna International, Inc. | 3,313,876 | |
561,572 | Manulife Financial Corp. | 9,307,664 | |
42,700 | Martinrea International, Inc. | 273,623 | |
229,936 | Metro, Inc. | 12,045,753 | |
211,419 | National Bank of Canada | 14,395,145 | |
75,057 | Nutrien Ltd. | 6,341,844 | |
228,451 | Parex Resources, Inc. | 3,484,576 | |
111,448 | Royal Bank of Canada | 10,311,609 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Canada - 8.6% - (continued) | |||
42,321 | Sleep Country Canada Holdings, Inc.(2) | $ 696,471 | |
267,069 | Suncor Energy, Inc. | 9,186,225 | |
70,449 | Teck Resources Ltd. Class B | 2,144,471 | |
261,687 | Toronto-Dominion Bank | 16,747,891 | |
38,664 | Transcontinental, Inc. Class A | 441,315 | |
181,499,449 | |||
Chile - 0.4% | |||
3,946,496 | Aguas Andinas S.A. Class A | 832,382 | |
82,269 | Sociedad Quimica y Minera de Chile S.A. ADR | 7,706,960 | |
8,539,342 | |||
China - 5.4% | |||
809,000 | 3SBio, Inc.(2) | 571,322 | |
10,136,000 | Agricultural Bank of China Ltd. Class H | 2,893,151 | |
1,995,000 | Alibaba Group Holding Ltd.* | 15,510,939 | |
2,526,500 | BAIC Motor Corp. Ltd. Class H(2) | 559,733 | |
841,000 | Baidu, Inc. Class A* | 8,062,663 | |
2,814,000 | Bank of China Ltd. Class H | 906,325 | |
9,356,000 | China Construction Bank Corp. Class H | 4,965,119 | |
1,738,000 | China Longyuan Power Group Corp. Ltd. Class H | 1,985,961 | |
1,336,000 | China Medical System Holdings Ltd. | 1,460,146 | |
1,840,000 | China Merchants Bank Co., Ltd. Class H | 6,023,975 | |
984,000 | China Shineway Pharmaceutical Group Ltd. | 591,345 | |
32,662,000 | China Tower Corp. Ltd. Class H(2) | 2,955,090 | |
795,000 | Fu Shou Yuan International Group Ltd. | 397,168 | |
546,560 | Ganfeng Lithium Co., Ltd. Class H(2) | 3,696,723 | |
654,000 | Greentown Management Holdings Co., Ltd.(2) | 374,403 | |
528,000 | Haitian International Holdings Ltd. | 1,057,140 | |
16,977,000 | Industrial & Commercial Bank of China Ltd. Class H | 7,370,825 | |
555,350 | JD.com, Inc. Class A | 10,113,207 | |
994,200 | Kingsoft Corp. Ltd. | 3,010,579 | |
587,400 | Livzon Pharmaceutical Group, Inc. Class H | 1,537,495 | |
6,369,000 | Lonking Holdings Ltd. | 876,230 | |
129,500 | NetDragon Websoft Holdings Ltd. | 217,447 | |
841,000 | NetEase, Inc. | 9,331,103 | |
1,114,500 | Ping An Insurance Group Co. of China Ltd. Class H | 4,461,779 | |
159,000 | S-Enjoy Service Group Co., Ltd.(1) | 72,877 | |
1,754,000 | Sinotrans Ltd. Class H | 427,104 | |
593,000 | Tencent Holdings Ltd. | 15,582,126 | |
510,000 | Tianqi Lithium Corp. Class H* | 4,158,147 | |
1,117,600 | Xinte Energy Co., Ltd. Class H | 2,180,318 | |
1,124,000 | Yadea Group Holdings Ltd.(2) | 1,716,213 | |
814,000 | Yangzijiang Shipbuilding Holdings Ltd. | 690,048 | |
800,600 | ZTE Corp. Class H | 1,428,145 | |
115,184,846 | |||
Colombia - 0.0% | |||
7,173 | Geopark Ltd. | 106,017 | |
26,351 | Tecnoglass, Inc.(1) | 540,986 | |
647,003 | |||
Czech Republic - 0.4% | |||
246,193 | CEZ AS | 8,051,370 | |
Denmark - 0.7% | |||
308,884 | Danske Bank AS | 4,982,603 | |
176,668 | Pandora A/S | 9,293,352 | |
14,275,955 | |||
Finland - 0.4% | |||
76,048 | Elisa Oyj | 3,675,119 | |
1,030,086 | Nokia Oyj | 4,577,612 | |
45,881 | TietoEVRY Oyj | 1,093,767 | |
9,346,498 |
64 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
France - 6.5% | |||
22,351 | Amundi S.A.(2) | $ 1,054,518 | |
143,785 | BNP Paribas S.A. | 6,742,636 | |
140,022 | Bureau Veritas S.A. | 3,464,181 | |
274,661 | Carrefour S.A. | 4,420,792 | |
156,834 | Cie de Saint-Gobain | 6,411,520 | |
177,541 | Cie Generale des Etablissements Michelin SCA | 4,524,463 | |
58,767 | Coface S.A.* | 654,203 | |
116,420 | Elis S.A. | 1,333,231 | |
610,118 | Engie S.A. | 7,927,478 | |
18,534 | Eramet S.A. | 1,214,191 | |
64,379 | Eutelsat Communications S.A. | 646,246 | |
66,985 | Ipsen S.A. | 6,883,901 | |
43,285 | IPSOS | 2,095,305 | |
296,019 | Metropole Television S.A. | 3,061,584 | |
1,457,009 | Orange S.A. | 13,882,254 | |
76,124 | Pernod Ricard S.A. | 13,360,612 | |
51,458 | Publicis Groupe S.A. | 2,881,873 | |
277,494 | Rexel S.A. | 4,951,962 | |
321,736 | Sanofi | 27,687,891 | |
231,236 | Societe Generale S.A. | 5,303,865 | |
354,624 | TotalEnergies SE | 19,345,927 | |
21,308 | Verallia S.A.(2) | 603,760 | |
138,452,393 | |||
Georgia - 0.1% | |||
68,559 | TBC Bank Group plc | 1,481,265 | |
Germany - 1.7% | |||
59,420 | BASF SE | 2,666,213 | |
90,620 | Bayer AG | 4,764,893 | |
17,921 | Bayerische Motoren Werke AG | 1,406,653 | |
55,136 | Brenntag SE | 3,345,448 | |
274,987 | Deutsche Bank AG | 2,621,105 | |
624,327 | Deutsche Telekom AG | 11,784,475 | |
31,400 | DWS Group GmbH & Co. KGaA(2) | 848,941 | |
80,780 | Fresenius SE & Co. KGaA | 1,859,001 | |
52,583 | Mercedes-Benz Group AG | 3,043,586 | |
37,960 | Porsche Automobil Holding SE | 2,120,910 | |
251,499 | Schaeffler AG(1) | 1,292,271 | |
19,622 | Vitesco Technologies Group AG Class A* | 1,049,945 | |
36,803,441 | |||
Greece - 0.1% | |||
169,852 | OPAP S.A. | 2,081,221 | |
Hong Kong - 1.1% | |||
303,500 | Beijing Enterprises Holdings Ltd. | 769,949 | |
746,500 | China Overseas Land & Investment Ltd. | 1,426,501 | |
758,000 | China Water Affairs Group Ltd. | 536,856 | |
656,303 | CK Asset Holdings Ltd. | 3,628,415 | |
3,317,000 | GCL Technology Holdings Ltd.* | 840,717 | |
99,000 | Hang Lung Properties Ltd. | 124,538 | |
367,000 | Henderson Land Development Co., Ltd. | 898,511 | |
394,400 | Hongkong Land Holdings Ltd. | 1,518,394 | |
276,000 | Kerry Properties Ltd. | 436,600 | |
720,000 | Sino Land Co., Ltd. | 768,827 | |
1,421,000 | SITC International Holdings Co., Ltd. | 2,327,309 | |
390,000 | Sun Hung Kai Properties Ltd. | 4,191,063 | |
280,000 | Swire Pacific Ltd. Class A | 1,857,383 | |
708,800 | Swire Properties Ltd. | 1,362,252 | |
1,242,000 | Untrade Youyuan*(1)(3) | — | |
668,000 | Wharf Real Estate Investment Co., Ltd. | 2,631,960 | |
23,319,275 | |||
Hungary - 0.3% | |||
178,355 | OTP Bank Nyrt | 3,890,962 | |
161,929 | Richter Gedeon Nyrt | 3,203,075 | |
7,094,037 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
India - 0.6% | |||
3,395,578 | Power Grid Corp. of India Ltd. | $ 9,368,654 | |
75,779 | Sun TV Network Ltd. | 478,882 | |
268,205 | UPL Ltd. | 2,367,745 | |
12,215,281 | |||
Indonesia - 1.2% | |||
12,188,900 | Bank Mandiri Persero Tbk PT | 8,234,249 | |
19,286,700 | Bank Rakyat Indonesia Persero Tbk PT | 5,753,861 | |
7,749,100 | Media Nusantara Citra Tbk PT | 407,802 | |
40,877,700 | Telkom Indonesia Persero Tbk PT | 11,480,534 | |
25,876,446 | |||
Ireland - 0.4% | |||
1,218,668 | AIB Group plc | 3,525,501 | |
215,007 | Bank of Ireland Group plc | 1,548,184 | |
129,726 | Kenmare Resources plc | 610,700 | |
97,845 | Smurfit Kappa Group plc | 3,238,957 | |
8,923,342 | |||
Israel - 0.8% | |||
75,768 | Check Point Software Technologies Ltd.* | 9,791,499 | |
322,441 | ICL Group Ltd. | 2,907,644 | |
196,883 | Plus500 Ltd. | 4,075,425 | |
16,774,568 | |||
Italy - 2.7% | |||
364,471 | Anima Holding S.p.A.(2) | 1,128,827 | |
209,548 | Azimut Holding S.p.A. | 3,374,154 | |
820,098 | Enel S.p.A. | 3,663,663 | |
1,382,776 | Eni S.p.A. | 18,160,990 | |
1,742,588 | Italgas S.p.A. | 8,978,245 | |
368,788 | Mediobanca Banca di Credito Finanziario S.p.A. | 3,341,066 | |
35,198 | Moncler S.p.A. | 1,518,590 | |
309,588 | Pirelli & C. S.p.A.(2) | 1,167,784 | |
90,142 | RAI Way S.p.A.(2) | 431,824 | |
178,890 | Recordati Industria Chimica e Farmaceutica S.p.A. | 6,721,163 | |
1,091,891 | Terna - Rete Elettrica Nazionale | 7,241,055 | |
170,981 | UniCredit S.p.A. | 2,120,380 | |
57,847,741 | |||
Japan - 15.6% | |||
192,700 | AGC, Inc. | 6,038,245 | |
80,400 | Air Water, Inc. | 897,652 | |
188,600 | Aisin Corp. | 4,841,312 | |
1,744,000 | Astellas Pharma, Inc. | 24,064,029 | |
256,100 | Citizen Watch Co., Ltd. | 1,075,545 | |
83,900 | CKD Corp. | 1,028,978 | |
94,400 | Dexerials Corp. | 2,198,654 | |
46,800 | Dowa Holdings Co., Ltd. | 1,485,995 | |
1,577,000 | ENEOS Holdings, Inc. | 5,201,979 | |
61,600 | Exedy Corp. | 722,163 | |
104,600 | FCC Co., Ltd. | 1,017,019 | |
205,400 | Fujikura Ltd. | 1,216,169 | |
24,100 | Goldcrest Co., Ltd. | 282,856 | |
64,200 | GS Yuasa Corp. | 977,387 | |
29,400 | G-Tekt Corp. | 262,804 | |
106,900 | Hokuetsu Corp. | 554,539 | |
344,800 | Honda Motor Co., Ltd. | 7,862,293 | |
57,400 | Hosiden Corp. | 605,447 | |
2,040,400 | Inpex Corp. | 20,592,523 | |
682,300 | Isuzu Motors Ltd. | 8,023,615 | |
230,200 | ITOCHU Corp. | 5,949,412 | |
52,500 | Japan Petroleum Exploration Co., Ltd. | 1,364,102 | |
47,200 | Japan Post Insurance Co., Ltd. | 698,709 | |
173,100 | JTEKT Corp. | 1,222,057 | |
122,000 | Kajima Corp. | 1,148,408 | |
349,500 | Kamigumi Co., Ltd. | 6,646,332 |
65 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Japan - 15.6% - (continued) | |||
77,600 | Kanamoto Co., Ltd.(1) | $ 1,120,235 | |
63,800 | Kandenko Co., Ltd. | 358,616 | |
61,300 | Kaneka Corp. | 1,520,072 | |
873,300 | KDDI Corp. | 25,812,102 | |
79,200 | Kinden Corp. | 805,888 | |
522,300 | Kirin Holdings Co., Ltd. | 7,677,774 | |
26,400 | Komeri Co., Ltd. | 460,573 | |
23,500 | Kureha Corp. | 1,508,924 | |
45,600 | Kyudenko Corp. | 967,195 | |
36,700 | Makino Milling Machine Co., Ltd. | 1,133,977 | |
835,700 | Marubeni Corp. | 7,315,645 | |
947,200 | Mazda Motor Corp. | 6,377,460 | |
25,800 | Meidensha Corp. | 343,251 | |
691,300 | Mitsubishi Chemical Group Corp. | 3,122,845 | |
194,700 | Mitsubishi Corp. | 5,274,205 | |
139,400 | Mitsubishi Gas Chemical Co., Inc. | 1,771,385 | |
280,100 | Mitsui & Co., Ltd. | 6,198,381 | |
145,500 | Mitsui Chemicals, Inc. | 2,693,048 | |
26,300 | Mitsui Mining & Smelting Co., Ltd. | 531,196 | |
265,200 | Mizuho Financial Group, Inc. | 2,868,260 | |
35,400 | Mizuno Corp. | 606,045 | |
267,000 | NGK Spark Plug Co., Ltd. | 4,871,162 | |
119,400 | NHK Spring Co., Ltd. | 661,487 | |
10,868 | Nichirin Co., Ltd. | 123,200 | |
56,200 | Nippon Electric Glass Co., Ltd. | 973,136 | |
29,400 | Nippon Shokubai Co., Ltd. | 1,054,600 | |
653,500 | Nippon Telegraph & Telephone Corp. | 18,023,983 | |
24,000 | Nishio Rent All Co., Ltd. | 482,551 | |
22,200 | Nitta Corp. | 430,762 | |
137,100 | NOK Corp. | 1,121,505 | |
12,400 | Noritake Co. Ltd. | 344,232 | |
514,400 | Oji Holdings Corp. | 1,783,283 | |
1,136,600 | Ono Pharmaceutical Co., Ltd. | 26,748,233 | |
316,600 | Panasonic Holdings Corp. | 2,255,019 | |
198,500 | Press Kogyo Co., Ltd. | 555,123 | |
460,600 | Renesas Electronics Corp.* | 3,853,263 | |
240,100 | Rengo Co., Ltd. | 1,333,903 | |
26,800 | Rorze Corp. | 1,346,737 | |
77,000 | Sekisui House Ltd. | 1,278,415 | |
355,600 | Senko Group Holdings Co., Ltd. | 2,375,374 | |
54,600 | Shin-Etsu Chemical Co., Ltd. | 5,674,574 | |
123,400 | Shinko Electric Industries Co., Ltd. | 2,965,460 | |
43,000 | Sintokogio Ltd. | 198,552 | |
327,100 | SKY Perfect JSAT Holdings, Inc. | 1,145,678 | |
320,500 | Sumco Corp. | 4,062,283 | |
49,400 | Sumitomo Bakelite Co., Ltd. | 1,337,074 | |
938,000 | Sumitomo Chemical Co., Ltd. | 3,158,488 | |
125,600 | Sumitomo Corp. | 1,596,849 | |
316,000 | Sumitomo Electric Industries Ltd. | 3,302,300 | |
245,400 | Sumitomo Forestry Co., Ltd. | 3,838,932 | |
87,700 | Sumitomo Heavy Industries Ltd. | 1,662,330 | |
265,700 | Sumitomo Mitsui Financial Group, Inc. | 7,461,270 | |
140,800 | Sumitomo Rubber Industries Ltd. | 1,207,908 | |
33,600 | Sumitomo Seika Chemicals Co., Ltd. | 670,689 | |
86,500 | Taisei Corp. | 2,356,313 | |
61,500 | Takeuchi Manufacturing Co., Ltd. | 1,240,269 | |
63,600 | TBS Holdings, Inc. | 658,825 | |
107,100 | Toagosei Co., Ltd. | 822,875 | |
31,900 | Toho Holdings Co., Ltd. | 433,822 | |
41,700 | Tokai Rika Co., Ltd. | 435,160 | |
62,200 | Tokyo Seimitsu Co., Ltd. | 1,870,639 | |
124,700 | Tokyo Steel Manufacturing Co., Ltd. | 1,070,638 | |
210,100 | Toppan, Inc. | 3,133,466 | |
120,100 | Toyo Seikan Group Holdings Ltd. | 1,373,637 | |
21,400 | Toyoda Gosei Co., Ltd. | 342,116 | |
36,100 | Toyota Boshoku Corp. | 459,357 | |
265,200 | Toyota Motor Corp. | 3,679,544 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Japan - 15.6% - (continued) | |||
196,700 | Toyota Tsusho Corp. | $ 6,602,411 | |
44,400 | TPR Co., Ltd. | 372,706 | |
34,400 | Tsubakimoto Chain Co. | 736,495 | |
20,200 | Tv Tokyo Holdings Corp. | 258,306 | |
61,500 | Ulvac, Inc. | 2,424,392 | |
92,000 | Wakita & Co., Ltd. | 726,284 | |
282,800 | Yamaha Motor Co., Ltd. | 5,837,714 | |
104,500 | Yokohama Rubber Co., Ltd. | 1,634,078 | |
54,500 | Yurtec Corp. | 260,856 | |
329,073,559 | |||
Luxembourg - 0.1% | |||
66,373 | RTL Group S.A. | 2,253,093 | |
Malaysia - 0.2% | |||
337,797 | Lynas Rare Earths Ltd.* | 1,801,738 | |
1,049,000 | Malayan Banking Bhd | 1,905,565 | |
944,900 | RHB Bank Bhd | 1,144,265 | |
4,851,568 | |||
Mexico - 1.3% | |||
2,641,701 | Bolsa Mexicana de Valores S.A.B. de C.V. | 4,789,275 | |
2,296,000 | Concentradora Fibra Danhos S.A. de C.V. REIT(1) | 2,839,146 | |
24,440 | Fomento Economico Mexicano S.A.B. de C.V. ADR | 1,750,393 | |
658,100 | Gentera S.A.B. de C.V. | 674,940 | |
353,800 | Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 2,821,400 | |
837,200 | Grupo Financiero Banorte S.A.B. de C.V. Class O | 6,815,322 | |
5,279,399 | Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 8,318,924 | |
2 | Urbi Desarrollos Urbanos S.A.B. de C.V.* | 1 | |
28,009,401 | |||
Netherlands - 3.9% | |||
583,528 | ABN Amro Bank N.V. GDR(2) | 5,736,448 | |
856,319 | Aegon N.V. | 3,964,035 | |
84,464 | AMG Advanced Metallurgical Group N.V. | 2,638,900 | |
255,475 | ASR Nederland N.V. | 11,249,298 | |
554,471 | BNP Paribas Emissions- und Handelsgesellschaft mbH | 5,455,765 | |
155,335 | Heineken N.V. | 12,975,784 | |
9,052,281 | Koninklijke KPN N.V. | 25,320,184 | |
78,093 | Koninklijke Vopak N.V. | 1,595,596 | |
116,594 | NN Group N.V. | 4,936,874 | |
89,196 | Signify N.V.(2) | 2,471,190 | |
438,660 | Stellantis N.V. | 5,918,210 | |
82,262,284 | |||
New Zealand - 0.3% | |||
165,292 | Freightways Ltd. | 993,191 | |
1,537,916 | Spark New Zealand Ltd. | 4,578,010 | |
5,571,201 | |||
Norway - 1.9% | |||
204,080 | Aker BP ASA | 6,482,877 | |
882,952 | DNO ASA | 1,148,485 | |
723,891 | Equinor ASA | 26,374,041 | |
203,002 | Europris ASA(2) | 1,208,707 | |
121,049 | Yara International ASA | 5,402,588 | |
40,616,698 | |||
Poland - 0.1% | |||
292,319 | Powszechna Kasa Oszczednosci Bank Polski S.A. | 1,592,955 | |
Portugal - 0.6% | |||
1,009,665 | Galp Energia SGPS S.A. | 10,251,227 |
66 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Portugal - 0.6% - (continued) | |||
78,141 | Greenvolt-Energias Renovaveis S.A.* | $ 600,228 | |
239,489 | Navigator Co. S.A. | 912,417 | |
11,763,872 | |||
Russia - 0.0% | |||
19,959,800 | RusHydro PJSC*(3) | — | |
Singapore - 1.7% | |||
559,100 | DBS Group Holdings Ltd. | 13,516,971 | |
1,899,300 | Oversea-Chinese Banking Corp. Ltd. | 16,303,748 | |
1,084,400 | Sheng Siong Group Ltd. | 1,196,013 | |
558,600 | Singapore Airlines Ltd.* | 2,072,019 | |
504,900 | UMS Holdings Ltd. | 319,342 | |
712,100 | UOL Group Ltd. | 3,110,302 | |
36,518,395 | |||
South Africa - 1.3% | |||
771,860 | AVI Ltd. | 3,091,679 | |
74,534 | Kumba Iron Ore Ltd. | 1,402,172 | |
470,703 | MultiChoice Group Ltd. | 3,075,793 | |
56,454 | Naspers Ltd. Class N | 5,819,380 | |
308,259 | Sappi Ltd.* | 949,686 | |
681,595 | Truworths International Ltd. | 1,939,724 | |
1,501,660 | Vodacom Group Ltd. | 10,228,570 | |
26,507,004 | |||
South Korea - 4.5% | |||
21,307 | AfreecaTV Co., Ltd. | 1,186,270 | |
30,450 | Asia Paper Manufacturing Co., Ltd. | 781,621 | |
70,546 | BH Co., Ltd. | 1,190,469 | |
4,478 | CJ CheilJedang Corp. | 1,300,150 | |
46,588 | Classys, Inc. | 502,413 | |
36,255 | Coway Co., Ltd. | 1,405,820 | |
91,633 | Daeduck Electronics Co., Ltd. / New | 1,577,302 | |
19,133 | Daesang Corp. | 281,091 | |
76,907 | DB HiTek Co., Ltd. | 2,380,582 | |
13,109 | Dentium Co., Ltd. | 700,688 | |
54,377 | Doosan Bobcat, Inc. | 1,276,171 | |
5,772 | GOLFZON Co., Ltd. | 466,352 | |
33,737 | HAESUNG DS Co., Ltd. | 897,094 | |
110,742 | Hana Financial Group, Inc. | 3,201,703 | |
18,238 | Handsome Co., Ltd. | 320,766 | |
70,539 | Hankook Tire & Technology Co., Ltd. | 1,806,804 | |
7,504 | Hansol Chemical Co., Ltd. | 974,633 | |
1,217 | Hyosung Advanced Materials Corp. | 271,856 | |
1,807 | Hyosung TNC Corp. | 331,095 | |
27,797 | Hyundai Department Store Co., Ltd. | 1,054,276 | |
20,511 | Hyundai Glovis Co., Ltd. | 2,500,029 | |
6,416 | Hyundai Home Shopping Network Corp. | 201,565 | |
5,365 | Hyundai Motor Co. | 618,254 | |
11,716 | Hyundai Wia Corp. | 501,203 | |
39,862 | Innox Advanced Materials Co., Ltd. | 762,870 | |
30,973 | INTOPS Co., Ltd. | 604,166 | |
46,610 | KB Financial Group, Inc. | 1,568,383 | |
162,074 | Kia Corp. | 7,531,706 | |
591,223 | KT Corp. | 15,179,596 | |
59,066 | KT Skylife Co., Ltd. | 339,032 | |
11,166 | LEENO Industrial, Inc. | 1,069,787 | |
35,624 | LG Corp. | 1,977,595 | |
52,159 | LG Electronics, Inc. | 2,979,334 | |
29,201 | LG Innotek Co., Ltd. | 6,058,163 | |
198,506 | LG Uplus Corp. | 1,594,059 | |
21,160 | Lotte Chemical Corp. | 2,192,565 | |
6,389 | Lotte Chilsung Beverage Co., Ltd. | 629,150 | |
37,058 | LOTTE Fine Chemical Co., Ltd. | 1,457,250 | |
55,463 | Lutronic Corp. | 704,108 | |
12,783 | SFA Engineering Corp. | 341,767 | |
29,771 | Shinhan Financial Group Co., Ltd. | 756,676 | |
90,604 | SIMMTECH Co., Ltd. | 2,240,609 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
South Korea - 4.5% - (continued) | |||
19,588 | SK Hynix, Inc. | $ 1,133,979 | |
37,398 | SK Innovation Co., Ltd.* | 4,528,457 | |
250,231 | SK Telecom Co., Ltd. | 8,793,546 | |
80,011 | S-Oil Corp. | 4,851,431 | |
4,748 | Soulbrain Co., Ltd. | 680,748 | |
6,999 | Tokai Carbon Korea Co., Ltd. | 497,366 | |
34,309 | Wonik QnC Corp. | 584,529 | |
23,799 | Youngone Corp. | 788,827 | |
95,573,906 | |||
Spain - 2.0% | |||
276,630 | Acerinox S.A. | 2,424,397 | |
119,821 | Atresmedia Corp. de Medios de Comunicacion S.A.(1) | 345,789 | |
1,470,165 | Banco Bilbao Vizcaya Argentaria S.A. | 7,584,270 | |
53,723 | CIE Automotive S.A. | 1,368,496 | |
401,279 | Endesa S.A. | 6,704,585 | |
16,226 | Grupo Catalana Occidente S.A. | 440,684 | |
47,228 | Laboratorios Farmaceuticos Rovi S.A. | 2,148,034 | |
598,023 | Red Electrica Corp. S.A. | 9,673,443 | |
847,973 | Repsol S.A. | 11,536,219 | |
42,225,917 | |||
Sweden - 2.8% | |||
173,772 | Assa Abloy AB Class B | 3,508,817 | |
85,151 | Boliden AB | 2,476,267 | |
88,182 | Evolution AB(2) | 8,225,853 | |
475,621 | Securitas AB Class B(1) | 3,886,207 | |
1,269,109 | Skandinaviska Enskilda Banken AB Class A | 13,380,713 | |
889,197 | Stillfront Group AB* | 1,730,690 | |
953,107 | Swedbank AB Class A | 14,208,965 | |
612,327 | Tele2 AB Class B | 5,018,641 | |
993,571 | Telefonaktiebolaget LM Ericsson Class B | 5,523,603 | |
478,979 | Truecaller AB Class B*(1) | 1,753,137 | |
59,712,893 | |||
Switzerland - 4.3% | |||
203,487 | Ferrexpo plc | 238,664 | |
148,060 | Julius Baer Group Ltd. | 7,103,750 | |
344,182 | Novartis AG | 27,841,126 | |
70,692 | Roche Holding AG | 23,455,473 | |
35,498 | Swisscom AG | 17,528,525 | |
8,090 | Swissquote Group Holding S.A. | 958,270 | |
884,469 | UBS Group AG | 14,022,506 | |
91,148,314 | |||
Taiwan - 3.9% | |||
1,150,000 | ASE Technology Holding Co., Ltd. | 2,839,521 | |
129,000 | Bizlink Holding, Inc. | 983,734 | |
702,000 | Chicony Electronics Co., Ltd. | 1,741,610 | |
12,947 | ChipMOS Technologies, Inc. ADR | 255,833 | |
1,730,000 | Compeq Manufacturing Co., Ltd. | 2,337,105 | |
1,499,000 | E Ink Holdings, Inc. | 9,524,901 | |
1,275,750 | Fubon Financial Holding Co., Ltd. | 2,015,090 | |
167,000 | Globalwafers Co., Ltd. | 1,851,017 | |
688,000 | Gold Circuit Electronics Ltd. | 1,820,758 | |
749,000 | Hon Hai Precision Industry Co., Ltd. | 2,378,881 | |
184,000 | International Games System Co., Ltd. | 2,003,301 | |
118,000 | Lotes Co., Ltd. | 2,831,872 | |
279,000 | MediaTek, Inc. | 5,085,666 | |
149,000 | Nien Made Enterprise Co., Ltd. | 1,148,856 | |
757,000 | Pegatron Corp. | 1,383,855 | |
318,000 | Radiant Opto-Electronics Corp. | 968,904 | |
426,000 | Realtek Semiconductor Corp. | 3,358,268 | |
191,000 | Simplo Technology Co., Ltd. | 1,517,644 | |
1,198,000 | Sino-American Silicon Products, Inc. | 4,594,294 | |
1,888,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 22,697,920 | |
218,000 | TXC Corp. | 514,513 |
67 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Taiwan - 3.9% - (continued) | |||
1,360,000 | Unimicron Technology Corp. | $ 5,225,623 | |
762,000 | United Microelectronics Corp. | 916,275 | |
1,174,000 | Vanguard International Semiconductor Corp. | 2,410,420 | |
219,675 | Yageo Corp. | 2,490,460 | |
82,896,321 | |||
Thailand - 0.9% | |||
681,500 | Advanced Info Service PCL NVDR | 3,424,549 | |
1,888,800 | Bangkok Bank PCL NVDR | 7,232,954 | |
1,174,000 | Kasikornbank PCL NVDR | 4,517,221 | |
1,932,900 | Krung Thai Bank PCL NVDR | 890,663 | |
2,461,400 | PTT PCL NVDR | 2,329,387 | |
3,943,700 | TTW PCL NVDR | 901,476 | |
19,296,250 | |||
Turkey - 0.1% | |||
238,731 | Tofas Turk Otomobil Fabrikasi AS | 1,259,632 | |
United Arab Emirates - 0.0% | |||
232,950 | Network International Holdings plc*(2) | 868,228 | |
United Kingdom - 15.2% | |||
51,587 | Anglo American plc | 1,545,247 | |
82,252 | Ashtead Group plc | 4,284,755 | |
242,674 | AstraZeneca plc | 28,473,454 | |
697,963 | Auto Trader Group plc(2) | 4,177,848 | |
248,799 | Aviva plc | 1,193,395 | |
3,291,844 | Barclays plc | 5,593,672 | |
736,414 | Beazley plc | 5,281,421 | |
1,885,108 | BP plc | 10,429,551 | |
3,644,632 | BT Group plc | 5,431,342 | |
281,993 | Bunzl plc | 9,188,881 | |
849,104 | Burberry Group plc | 17,692,864 | |
325,944 | Central Asia Metals plc | 798,514 | |
9,691,958 | Centrica plc | 8,516,431 | |
2,050,575 | Coats Group plc | 1,422,611 | |
669,318 | Devro plc | 1,373,663 | |
181,354 | Diageo plc | 7,463,164 | |
1,036,915 | Direct Line Insurance Group plc | 2,395,726 | |
158,749 | Domino's Pizza Group plc | 410,570 | |
829,599 | Dr. Martens plc | 2,359,293 | |
747,213 | Drax Group plc | 4,462,070 | |
1,068,376 | DS Smith plc | 3,562,949 | |
147,109 | Dunelm Group plc | 1,462,668 | |
272,849 | Forterra plc(2) | 683,693 | |
1,059,926 | GSK plc | 17,362,732 | |
607,606 | Harbour Energy plc | 2,636,907 | |
287,144 | Howden Joinery Group plc | 1,691,449 | |
1,620,800 | HSBC Holdings plc(1) | 8,318,430 | |
1,809,924 | HSBC Holdings plc | 9,288,619 | |
1,374,560 | IG Group Holdings plc | 12,537,715 | |
3,598,433 | ITV plc | 2,770,637 | |
206,508 | Kape Technologies plc* | 521,011 | |
246,558 | Lancashire Holdings Ltd. | 1,399,250 | |
2,290,053 | Legal & General Group plc | 6,126,486 | |
11,543,229 | Lloyds Banking Group plc | 5,543,832 | |
2,384,294 | Man Group plc | 5,931,185 | |
820,443 | Moneysupermarket.com Group plc | 1,725,801 | |
302,236 | Moonpig Group plc* | 475,112 | |
3,206,092 | NatWest Group plc | 8,634,971 | |
125,713 | Next Fifteen Communications Group plc | 1,265,792 | |
51,084 | Next plc | 2,885,205 | |
110,957 | Norcros plc | 228,676 | |
223,812 | Pagegroup plc | 1,079,528 | |
98,849 | Rathbones Group plc | 2,124,366 | |
370,571 | Reckitt Benckiser Group plc | 24,592,558 | |
351,241 | RELX plc | 9,434,503 | |
121,519 | Rio Tinto plc | 6,350,780 | |
1,134,415 | Shell plc | 31,426,644 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
United Kingdom - 15.2% - (continued) | |||
1,508,672 | Standard Chartered plc | $ 9,013,917 | |
377,581 | Subsea 7 S.A. | 3,767,085 | |
270,404 | Synthomer plc | 349,822 | |
242,439 | TI Fluid Systems plc(2) | 384,959 | |
314,278 | Unilever plc | 14,285,299 | |
105,777 | Vistry Group plc | 731,469 | |
122,268 | WPP plc | 1,075,976 | |
322,164,498 | |||
Total Common Stocks (cost $2,243,207,230) | $ 2,069,102,741 | ||
PREFERRED STOCKS - 0.6% | |||
Brazil - 0.5% | |||
2,102,553 | Cia de Saneamento do Parana (Preference Shares) | $ 1,567,095 | |
3,963,900 | Itausa S.A. (Preference Shares) | 8,241,658 | |
9,808,753 | |||
Germany - 0.1% | |||
12,042 | Volkswagen AG (Preference Shares) | 1,541,392 | |
Total Preferred Stocks (cost $12,399,535) | $ 11,350,145 | ||
Total Long-Term Investments (cost $2,255,606,765) | $ 2,080,452,886 | ||
SHORT-TERM INVESTMENTS - 2.2% | |||
Other Investment Pools & Funds - 1.2% | |||
$ 25,683,816 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) | $ 25,683,816 | |
Securities Lending Collateral - 1.0% | |||
3,428,811 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | 3,428,811 | |
11,429,370 | HSBC US Government Money Market Fund, 3.09%(4) | 11,429,370 | |
3,428,811 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | 3,428,811 | |
3,428,811 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 3,428,811 | |
21,715,803 | |||
Total Short-Term Investments (cost $47,399,619) | $ 47,399,619 | ||
Total Investments (cost $2,303,006,384) | 100.5% | $ 2,127,852,505 | |
Other Assets and Liabilities | (0.5)% | (10,574,455) | |
Total Net Assets | 100.0% | $ 2,117,278,050 |
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 Hartford Funds Management Company, LLC 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. |
68 |
October 31, 2022
* | 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 October 31, 2022, the aggregate value of these securities was $39,562,535, representing 1.9% of net assets. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Current yield as of period end. |
Foreign Currency Contracts Outstanding at October 31, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
11,052,742 | USD | 11,377,700 | EUR | JPM | 11/30/2022 | $ (215,206) | ||||
16,861,301 | USD | 17,310,900 | EUR | UBS | 11/30/2022 | (282,613) | ||||
88,560,029 | USD | 79,884,000 | GBP | JPM | 11/30/2022 | (3,125,993) | ||||
44,810,483 | USD | 6,551,194,000 | JPY | JPM | 11/30/2022 | 605,216 | ||||
Total foreign currency contracts | $ (3,018,596) |
69 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 71,125,675 | $ 4,389,957 | $ 66,735,718 | $ — | ||||
Austria | 21,747,532 | — | 21,747,532 | — | ||||
Belgium | 20,157,604 | — | 20,157,604 | — | ||||
Brazil | 3,492,468 | 3,492,468 | — | — | ||||
Canada | 181,499,449 | 181,499,449 | — | — | ||||
Chile | 8,539,342 | 8,539,342 | — | — | ||||
China | 115,184,846 | 4,158,147 | 111,026,699 | — | ||||
Colombia | 647,003 | 647,003 | — | — | ||||
Czech Republic | 8,051,370 | 8,051,370 | — | — | ||||
Denmark | 14,275,955 | — | 14,275,955 | — | ||||
Finland | 9,346,498 | — | 9,346,498 | — | ||||
France | 138,452,393 | — | 138,452,393 | — | ||||
Georgia | 1,481,265 | 1,481,265 | — | — | ||||
Germany | 36,803,441 | — | 36,803,441 | — | ||||
Greece | 2,081,221 | — | 2,081,221 | — | ||||
Hong Kong | 23,319,275 | — | 23,319,275 | — | ||||
Hungary | 7,094,037 | — | 7,094,037 | — | ||||
India | 12,215,281 | — | 12,215,281 | — | ||||
Indonesia | 25,876,446 | — | 25,876,446 | — | ||||
Ireland | 8,923,342 | 610,700 | 8,312,642 | — | ||||
Israel | 16,774,568 | 13,866,924 | 2,907,644 | — | ||||
Italy | 57,847,741 | — | 57,847,741 | — | ||||
Japan | 329,073,559 | — | 329,073,559 | — | ||||
Luxembourg | 2,253,093 | — | 2,253,093 | — | ||||
Malaysia | 4,851,568 | — | 4,851,568 | — | ||||
Mexico | 28,009,401 | 28,009,400 | 1 | — | ||||
Netherlands | 82,262,284 | — | 82,262,284 | — | ||||
New Zealand | 5,571,201 | — | 5,571,201 | — | ||||
Norway | 40,616,698 | — | 40,616,698 | — | ||||
Poland | 1,592,955 | — | 1,592,955 | — | ||||
Portugal | 11,763,872 | — | 11,763,872 | — | ||||
Russia | — | — | — | — | ||||
Singapore | 36,518,395 | — | 36,518,395 | — | ||||
South Africa | 26,507,004 | 3,075,793 | 23,431,211 | — | ||||
South Korea | 95,573,906 | — | 95,573,906 | — | ||||
Spain | 42,225,917 | — | 42,225,917 | — | ||||
Sweden | 59,712,893 | — | 59,712,893 | — | ||||
Switzerland | 91,148,314 | — | 91,148,314 | — | ||||
Taiwan | 82,896,321 | 255,833 | 82,640,488 | — | ||||
Thailand | 19,296,250 | 901,476 | 18,394,774 | — | ||||
Turkey | 1,259,632 | — | 1,259,632 | — | ||||
United Arab Emirates | 868,228 | 868,228 | — | — | ||||
United Kingdom | 322,164,498 | 6,788,999 | 315,375,499 | — | ||||
Preferred Stocks | 11,350,145 | 9,808,753 | 1,541,392 | — | ||||
Short-Term Investments | 47,399,619 | 47,399,619 | — | — | ||||
Foreign Currency Contracts(2) | 605,216 | — | 605,216 | — | ||||
Total | $ 2,128,457,721 | $ 323,844,726 | $ 1,804,612,995 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (3,623,812) | $ — | $ (3,623,812) | $ — | ||||
Total | $ (3,623,812) | $ — | $ (3,623,812) | $ — |
(1) | For the year October 31, 2022, investments valued at $6,027,338 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be a significant observable input. There were no transfers into Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
70 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% | |||
Argentina - 2.0% | |||
77,000 | MercadoLibre, Inc.* | $ 69,424,740 | |
Austria - 1.5% | |||
2,131,094 | Erste Group Bank AG | 52,520,666 | |
Brazil - 1.5% | |||
18,867,229 | B3 S.A. - Brasil Bolsa Balcao | 54,934,300 | |
Canada - 6.6% | |||
637,981 | Canadian National Railway Co. | 75,582,731 | |
261,298 | Lululemon Athletica, Inc.* | 85,977,494 | |
1,103,791 | Toronto-Dominion Bank | 70,642,300 | |
232,202,525 | |||
China - 2.9% | |||
6,239,800 | Alibaba Group Holding Ltd.* | 48,513,862 | |
2,120,900 | Tencent Holdings Ltd. | 55,730,408 | |
104,244,270 | |||
Denmark - 1.8% | |||
3,158,618 | Vestas Wind Systems A/S | 62,267,935 | |
France - 7.4% | |||
3,541,471 | Carrefour S.A.(1) | 57,001,563 | |
705,489 | Legrand S.A. | 53,761,516 | |
760,474 | Sanofi | 65,444,715 | |
663,640 | Schneider Electric SE | 83,921,463 | |
260,129,257 | |||
Germany - 8.6% | |||
906,075 | Bayerische Motoren Werke AG | 71,119,515 | |
2,649,150 | Infineon Technologies AG | 64,282,856 | |
927,775 | SAP SE | 89,300,906 | |
730,785 | Siemens AG | 79,808,269 | |
304,511,546 | |||
Hong Kong - 2.4% | |||
11,259,200 | AIA Group Ltd. | 85,286,078 | |
India - 2.6% | |||
5,168,398 | HDFC Bank Ltd. | 93,798,373 | |
Italy - 1.8% | |||
4,698,955 | FinecoBank Banca Fineco S.p.A. | 63,321,178 | |
Japan - 10.4% | |||
2,896,800 | Bridgestone Corp. | 104,766,960 | |
1,795,500 | KDDI Corp. | 53,069,539 | |
160,800 | Keyence Corp. | 60,632,059 | |
2,568,000 | Recruit Holdings Co., Ltd. | 79,020,355 | |
179,700 | SMC Corp. | 72,131,944 | |
369,620,857 | |||
Netherlands - 1.9% | |||
143,299 | ASML Holding N.V. | 67,219,641 | |
Norway - 2.0% | |||
1,931,977 | Equinor ASA | 70,389,107 | |
South Korea - 3.1% | |||
2,603,916 | Samsung Electronics Co., Ltd. | 108,374,525 | |
Spain - 1.8% | |||
6,292,422 | Iberdrola S.A. | 63,989,359 | |
Sweden - 2.3% | |||
1,585,960 | Nibe Industrier AB Class B | 12,650,841 | |
7,465,222 | Svenska Handelsbanken AB Class A | 69,359,586 | |
82,010,427 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Switzerland - 11.0% | |||
6,020 | Chocoladefabriken Lindt & Spruengli AG | $ 57,774,166 | |
136,521 | Lonza Group AG | 70,278,813 | |
1,050,359 | Nestle S.A. | 114,340,822 | |
324,787 | Roche Holding AG | 107,763,716 | |
179,527 | Sika AG | 40,478,983 | |
390,636,500 | |||
Taiwan - 2.8% | |||
8,311,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 99,916,530 | |
United Kingdom - 20.2% | |||
783,159 | AstraZeneca plc | 91,889,704 | |
1,832,873 | Bunzl plc | 59,725,070 | |
2,391,637 | Burberry Group plc | 49,834,775 | |
1,934,609 | Diageo plc | 79,613,922 | |
3,376,209 | GSK plc | 55,305,947 | |
4,846,288 | National Grid plc | 52,800,870 | |
1,218,617 | Reckitt Benckiser Group plc | 80,872,245 | |
2,716,473 | RELX plc | 72,965,776 | |
3,900,695 | Shell plc | 108,069,085 | |
25,154,457 | Tesco plc | 62,128,502 | |
713,205,896 | |||
United States - 2.4% | |||
44,544 | Booking Holdings, Inc.* | 83,274,117 | |
Total Common Stocks (cost $3,887,299,920) | $ 3,431,277,827 | ||
PREFERRED STOCKS - 2.3% | |||
Germany - 2.3% | |||
781,167 | Dr Ing hc F Porsche AG (Preference Shares)* | $ 79,900,764 | |
Total Preferred Stocks (cost $63,133,394) | $ 79,900,764 | ||
Total Long-Term Investments (cost $3,950,433,314) | $ 3,511,178,591 | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Other Investment Pools & Funds - 1.1% | |||
$ 39,969,384 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) | $ 39,969,384 | |
Securities Lending Collateral - 0.1% | |||
662,681 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) | 662,681 | |
2,208,934 | HSBC US Government Money Market Fund, 3.09%(2) | 2,208,934 | |
662,680 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) | 662,680 | |
662,680 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) | 662,680 | |
4,196,975 | |||
Total Short-Term Investments (cost $44,166,359) | $ 44,166,359 | ||
Total Investments (cost $3,994,599,673) | 100.5% | $ 3,555,344,950 | |
Other Assets and Liabilities | (0.5)% | (19,386,643) | |
Total Net Assets | 100.0% | $ 3,535,958,307 |
71 |
October 31, 2022
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 Hartford Funds Management Company, LLC 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. |
* | 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. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Argentina | $ 69,424,740 | $ 69,424,740 | $ — | $ — | ||||
Austria | 52,520,666 | — | 52,520,666 | — | ||||
Brazil | 54,934,300 | 54,934,300 | — | — | ||||
Canada | 232,202,525 | 232,202,525 | — | — | ||||
China | 104,244,270 | — | 104,244,270 | — | ||||
Denmark | 62,267,935 | — | 62,267,935 | — | ||||
France | 260,129,257 | — | 260,129,257 | — | ||||
Germany | 304,511,546 | — | 304,511,546 | — | ||||
Hong Kong | 85,286,078 | — | 85,286,078 | — | ||||
India | 93,798,373 | — | 93,798,373 | — | ||||
Italy | 63,321,178 | — | 63,321,178 | — | ||||
Japan | 369,620,857 | — | 369,620,857 | — | ||||
Netherlands | 67,219,641 | — | 67,219,641 | — | ||||
Norway | 70,389,107 | — | 70,389,107 | — | ||||
South Korea | 108,374,525 | — | 108,374,525 | — | ||||
Spain | 63,989,359 | — | 63,989,359 | — | ||||
Sweden | 82,010,427 | — | 82,010,427 | — | ||||
Switzerland | 390,636,500 | — | 390,636,500 | — | ||||
Taiwan | 99,916,530 | — | 99,916,530 | — | ||||
United Kingdom | 713,205,896 | — | 713,205,896 | — | ||||
United States | 83,274,117 | 83,274,117 | — | — | ||||
Preferred Stocks | 79,900,764 | 79,900,764 | — | — | ||||
Short-Term Investments | 44,166,359 | 44,166,359 | — | — | ||||
Total | $ 3,555,344,950 | $ 563,902,805 | $ 2,991,442,145 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
72 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8% | |||
Asset-Backed - Automobile - 2.8% | |||
$ 1,000,000 | JP Morgan Chase & Co. 3.69%, 02/26/2029(1) | $ 898,769 | |
879,675 | Santander Bank Auto Credit-Linked Notes 3.27%, 12/15/2031(1) | 844,611 | |
1,743,380 | |||
Asset-Backed - Finance & Insurance - 10.9% | |||
1,038,000 | Atlas Senior Loan Fund IX Ltd. 5.26%, 04/20/2028, 3 mo. USD LIBOR + 2.550%(1)(2) | 956,254 | |
2,097,000 | Atrium XII 7.12%, 04/22/2027, 3 mo. USD LIBOR + 2.800%(1)(2) | 1,900,769 | |
516,389 | Carlyle Global Market Strategies CLO Ltd. 5.08%, 01/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) | 503,772 | |
673,000 | Carlyle US CLO Ltd. 7.04%, 10/20/2027, 3 mo. USD LIBOR + 2.800%(1)(2) | 592,297 | |
341,953 | Countrywide Asset-Backed Certificates Trust 5.71%, 05/25/2036(3) | 321,373 | |
774,000 | Madison Park Funding XIII Ltd. 7.08%, 04/19/2030, 3 mo. USD LIBOR + 2.850%(1)(2) | 693,478 | |
1,036,000 | Magnetite VII Ltd. 6.13%, 01/15/2028, 3 mo. USD LIBOR + 2.050%(1)(2) | 924,802 | |
974,000 | Tricon American Homes 4.88%, 07/17/2038(1) | 854,819 | |
6,747,564 | |||
Asset-Backed - Home Equity - 3.0% | |||
838,817 | CWHEQ Revolving Home Equity Loan Resecuritization Trust 3.60%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2) | 745,714 | |
CWHEQ Revolving Home Equity Loan Trust | |||
442,956 | 3.55%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2) | 401,095 | |
400,776 | 3.55%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2) | 364,855 | |
63,415 | Home Equity Loan Trust 3.72%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2) | 62,363 | |
294,725 | Option One Mortgage Loan Trust 5.86%, 01/25/2037(4) | 281,217 | |
1,855,244 | |||
Commercial Mortgage-Backed Securities - 16.4% | |||
BDS Ltd. | |||
500,000 | 4.79%, 01/18/2036, 1 mo. USD LIBOR + 1.350%(1)(2) | 465,077 | |
1,093,000 | 4.99%, 01/18/2036, 1 mo. USD LIBOR + 1.550%(1)(2) | 1,026,748 | |
1,015,000 | BX Trust 5.18%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2) | 948,813 | |
1,000,000 | CAMB Commercial Mortgage Trust 5.96%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | 931,554 | |
Citigroup Commercial Mortgage Trust | |||
1,000,000 | 3.52%, 05/10/2035(1)(3) | 904,097 | |
500,000 | 6.21%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2) | 471,380 | |
40,237 | Commercial Mortgage Trust 5.61%, 10/15/2034, 1 mo. USD LIBOR + 2.200%(1)(2) | 38,297 | |
668,000 | Core Mortgage Trust 5.31%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2) | 624,654 | |
Credit Suisse Mortgage Capital Certificates | |||
1,708,000 | 5.56%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2) | 1,639,562 | |
539,000 | 6.06%, 05/15/2036, 1 mo. USD LIBOR + 2.650%(1)(2) | 516,988 | |
765,682 | HPLY Trust 5.76%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2) | 713,924 | |
250,000 | Morgan Stanley Capital Trust 5.96%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2) | 234,951 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8% - (continued) | |||
Commercial Mortgage-Backed Securities - 16.4% - (continued) | |||
$ 1,413,000 | MSSG Trust 3.74%, 09/13/2039(1)(3) | $ 1,135,084 | |
GBP 501,318 | Taurus DAC 3.61%, 05/17/2031, SONIA + 1.650%(1)(2) | 540,438 | |
10,191,567 | |||
Other Asset-Backed Securities - 14.5% | |||
Arbor Realty Commercial Real Estate Notes Ltd. | |||
$ 500,000 | 4.51%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2) | 485,293 | |
500,000 | 4.76%, 11/15/2036, 1 mo. USD LIBOR + 1.350%(1)(2) | 482,548 | |
1,863,000 | 5.23%, 05/15/2037, 1 mo. USD SOFR + 1.850%(1)(2) | 1,817,595 | |
500,000 | 5.36%, 05/15/2036, 1 mo. USD LIBOR + 1.950%(1)(2) | 459,743 | |
1,750,000 | CBAM Ltd. 5.40%, 01/15/2031, 3 mo. USD LIBOR + 1.531%(1)(2) | 1,717,564 | |
1,119,000 | FirstKey Homes Trust 3.64%, 08/17/2037(1) | 996,094 | |
1,679,000 | HGI CRE CLO Ltd. 4.46%, 06/16/2036, 1 mo. USD LIBOR + 1.050%(1)(2) | 1,609,516 | |
542,447 | JP Morgan Mortgage Acquisition Trust 4.62%, 11/25/2036(4) | 514,503 | |
910,897 | LCM XXIII Ltd. 5.31%, 10/20/2029, 3 mo. USD LIBOR + 1.070%(1)(2) | 890,630 | |
8,973,486 | |||
Whole Loan Collateral CMO - 40.2% | |||
1,174,000 | Bank of America Funding Trust 3.76%, 06/26/2035(1)(3) | 1,128,612 | |
Bellemeade Re Ltd. | |||
2,485,000 | 6.15%, 09/25/2031, 1 mo. USD SOFR + 3.150%(1)(2) | 2,133,199 | |
859,000 | 6.29%, 03/25/2029, 1 mo. USD LIBOR + 2.700%(1)(2) | 850,457 | |
1,508,000 | 6.44%, 10/25/2029, 1 mo. USD LIBOR + 2.850%(1)(2) | 1,433,695 | |
940,000 | 6.69%, 04/25/2029, 1 mo. USD LIBOR + 3.100%(1)(2) | 906,714 | |
Eagle RE Ltd. | |||
617,000 | 5.05%, 04/25/2034, 1 mo. USD SOFR + 2.050%(1)(2) | 600,671 | |
510,728 | 5.39%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2) | 492,026 | |
1,450,000 | 7.59%, 11/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) | 1,433,493 | |
Home Re Ltd. | |||
1,199,000 | 5.80%, 01/25/2034, 1 mo. USD SOFR + 2.800%(1)(2) | 1,129,223 | |
819,733 | 6.59%, 10/25/2028, 1 mo. USD LIBOR + 3.000%(1)(2) | 816,160 | |
1,933,000 | 6.84%, 05/25/2029, 1 mo. USD LIBOR + 3.250%(1)(2) | 1,897,795 | |
1,134,000 | 7.59%, 10/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) | 1,106,968 | |
281,732 | 7.74%, 10/25/2030, 1 mo. USD LIBOR + 4.150%(1)(2) | 282,297 | |
976,000 | Oaktown Re II Ltd. 6.44%, 07/25/2028, 1 mo. USD LIBOR + 2.850%(1)(2) | 967,354 | |
500,000 | Oaktown Re V Ltd. 8.84%, 10/25/2030, 1 mo. USD LIBOR + 5.250%(1)(2) | 496,905 | |
Oaktown Re VI Ltd. | |||
1,200,000 | 5.05%, 10/25/2033, 1 mo. USD SOFR + 2.050%(1)(2) | 1,184,644 | |
1,190,000 | 6.00%, 10/25/2033, 1 mo. USD SOFR + 3.000%(1)(2) | 1,128,321 | |
Preston Ridge Partners Mortgage Trust LLC | |||
1,624,363 | 1.79%, 06/25/2026(1)(4) | 1,447,348 |
73 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8% - (continued) | |||
Whole Loan Collateral CMO - 40.2% - (continued) | |||
$ 365,898 | 2.12%, 01/25/2026(1)(3) | $ 335,694 | |
663,220 | 2.12%, 03/25/2026(1)(3) | 611,406 | |
1,364,428 | 2.36%, 10/25/2026(1)(4) | 1,238,866 | |
591,475 | 2.49%, 10/25/2026(1)(4) | 502,753 | |
Radnor RE Ltd. | |||
746,440 | 5.54%, 02/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2) | 730,227 | |
1,520,000 | 5.59%, 01/25/2030, 1 mo. USD LIBOR + 2.000%(1)(2) | 1,414,560 | |
702,000 | 6.15%, 12/27/2033, 1 mo. USD SOFR + 3.150%(1)(2) | 639,721 | |
24,909,109 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $58,434,930) | $ 54,420,350 | ||
CORPORATE BONDS - 1.4% | |||
Insurance - 1.4% | |||
841,000 | NMI Holdings, Inc. 7.38%, 06/01/2025(1) | $ 840,193 | |
Total Corporate Bonds (cost $861,093) | $ 840,193 | ||
U.S. GOVERNMENT AGENCIES - 4.8% | |||
Mortgage-Backed Agencies - 4.8% | |||
FNMA - 4.8% | |||
3,000,000 | 5.50%, 11/15/2052(5) | $ 2,955,938 | |
GNMA - 0.0% | |||
20,456 | 2.00%, 11/20/2050(6) | 2,184 | |
4,882 | 2.50%, 11/20/2050(6) | 635 | |
2,452 | 3.00%, 02/20/2051(6) | 349 | |
3,168 | |||
Total U.S. Government Agencies (cost $2,913,607) | $ 2,959,106 | ||
COMMON STOCKS - 1.5% | |||
Real Estate - 1.5% | |||
29,612 | Invitation Homes, Inc. REIT | $ 938,404 | |
Total Common Stocks (cost $1,203,774) | $ 938,404 | ||
Total Long-Term Investments (cost $63,413,404) | $ 59,158,053 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 8.8% | |||
Other Investment Pools & Funds - 8.8% | |||
5,487,820 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(7) | $ 5,487,820 | |
Total Short-Term Investments (cost $5,487,820) | $ 5,487,820 | ||
Total Investments (cost $68,901,224) | 104.3% | $ 64,645,873 | |
Other Assets and Liabilities | (4.3)% | (2,693,194) | |
Total Net Assets | 100.0% | $ 61,952,679 |
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 October 31, 2022, the aggregate value of these securities was $53,315,137, representing 86.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2022. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Represents or includes a TBA transaction. |
(6) | Securities disclosed are interest-only strips. |
(7) | Current yield as of period end. |
Futures Contracts Outstanding at October 31, 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 | 182 | 12/30/2022 | $ 37,197,672 | $ (763,040) | ||||
Short position contracts: | ||||||||
U.S. Treasury 5-Year Note Future | 23 | 12/30/2022 | $ 2,451,657 | $ (5,435) | ||||
U.S. Treasury 10-Year Ultra Future | 14 | 12/20/2022 | 1,623,781 | 5,441 | ||||
Total | $ 6 | |||||||
Total futures contracts | $ (763,034) |
74 |
October 31, 2022
Foreign Currency Contracts Outstanding at October 31, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
3,389 | GBP | 3,785 | USD | BNP | 11/29/2022 | $ 105 | ||||
539,228 | USD | 476,904 | GBP | BOA | 11/29/2022 | (8,118) | ||||
Total foreign currency contracts | $ (8,013) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 54,420,350 | $ — | $ 54,420,350 | $ — | ||||
Corporate Bonds | 840,193 | — | 840,193 | — | ||||
U.S. Government Agencies | 2,959,106 | — | 2,959,106 | — | ||||
Common Stocks | ||||||||
Real Estate | 938,404 | 938,404 | — | — | ||||
Short-Term Investments | 5,487,820 | 5,487,820 | — | — | ||||
Foreign Currency Contracts(2) | 105 | — | 105 | — | ||||
Futures Contracts(2) | 5,441 | 5,441 | — | — | ||||
Total | $ 64,651,419 | $ 6,431,665 | $ 58,219,754 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (8,118) | $ — | $ (8,118) | $ — | ||||
Futures Contracts(2) | (768,475) | (768,475) | — | — | ||||
Total | $ (776,593) | $ (768,475) | $ (8,118) | $ — |
(1) | For the year ended October 31, 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. |
75 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.0% | |||
Australia - 6.3% | |||
115 | CSL Ltd. | $ 20,587 | |
1,135 | Newcrest Mining Ltd. | 12,570 | |
368 | Rio Tinto Ltd. | 20,884 | |
54,041 | |||
China - 5.9% | |||
600 | Chacha Food Co., Ltd. Class A | 3,643 | |
4,000 | China Mengniu Dairy Co., Ltd.* | 12,805 | |
8,200 | China Pacific Insurance Group Co., Ltd. Class H | 13,218 | |
200 | China Tourism Group Duty Free Corp. Ltd. Class A | 4,395 | |
1,000 | Li Ning Co., Ltd. | 5,173 | |
2,700 | Sany Heavy Industry Co., Ltd. Class A | 5,010 | |
800 | WuXi AppTec Co., Ltd. Class H(1) | 6,421 | |
50,665 | |||
Finland - 4.1% | |||
526 | Neste Oyj | 23,054 | |
3,107 | Outokumpu Oyj | 12,469 | |
35,523 | |||
France - 5.8% | |||
103 | Capgemini SE | 16,881 | |
1,025 | Carrefour S.A. | 16,498 | |
193 | Sanofi | 16,609 | |
49,988 | |||
Germany - 5.4% | |||
148 | Beiersdorf AG | 14,207 | |
195 | Siemens AG | 21,296 | |
488 | Software AG | 10,676 | |
46,179 | |||
Hong Kong - 1.1% | |||
3,000 | BOC Hong Kong Holdings Ltd. | 9,322 | |
India - 2.5% | |||
170 | HDFC Bank Ltd. ADR | 10,593 | |
510 | ICICI Bank Ltd. ADR | 11,240 | |
21,833 | |||
Indonesia - 1.4% | |||
17,400 | Bank Mandiri Persero Tbk PT | 11,755 | |
Ireland - 2.4% | |||
2,820 | Bank of Ireland Group plc | 20,306 | |
Italy - 2.7% | |||
3,786 | Intesa Sanpaolo S.p.A. | 7,218 | |
379 | Moncler S.p.A. | 16,352 | |
23,570 | |||
Japan - 19.8% | |||
400 | Asahi Intecc Co., Ltd. | 6,814 | |
600 | Astellas Pharma, Inc. | 8,279 | |
100 | Daikin Industries Ltd. | 14,979 | |
1,000 | Isuzu Motors Ltd. | 11,760 | |
300 | JCR Pharmaceuticals Co., Ltd. | 4,459 | |
300 | MatsukiyoCocokara & Co. | 10,922 | |
200 | Mitsui Fudosan Co., Ltd. REIT | 3,830 | |
200 | Nippon Shinyaku Co., Ltd. | 11,073 | |
100 | Nitori Holdings Co., Ltd. | 9,062 | |
1,500 | NTT Data Corp. | 21,726 | |
900 | ORIX Corp. | 13,219 | |
600 | Park24 Co., Ltd.* | 7,997 | |
100 | Rorze Corp. | 5,025 | |
900 | Stanley Electric Co., Ltd. | 15,300 | |
300 | Tokio Marine Holdings, Inc. | 5,431 | |
400 | Toyota Industries Corp. | 20,606 | |
170,482 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.0% - (continued) | |||
Netherlands - 2.8% | |||
44 | ASM International N.V. | $ 9,734 | |
1,079 | Stellantis N.V. | 14,557 | |
24,291 | |||
Norway - 0.7% | |||
378 | Mowi ASA | 5,642 | |
Portugal - 1.6% | |||
3,166 | EDP - Energias de Portugal S.A. | 13,833 | |
Singapore - 4.4% | |||
400 | DBS Group Holdings Ltd. | 9,671 | |
1,300 | Oversea-Chinese Banking Corp. Ltd. | 11,159 | |
9,900 | Singapore Telecommunications Ltd. | 17,431 | |
38,261 | |||
South Korea - 3.5% | |||
459 | Hana Financial Group, Inc. | 13,270 | |
71 | NAVER Corp. | 8,422 | |
211 | Samsung Electronics Co., Ltd. | 8,782 | |
30,474 | |||
Sweden - 6.7% | |||
201 | Holmen AB Class B | 7,294 | |
1,985 | Skandinaviska Enskilda Banken AB Class A | 20,929 | |
793 | SKF AB Class B | 11,479 | |
1,887 | Svenska Handelsbanken AB Class A | 17,532 | |
57,234 | |||
Switzerland - 0.9% | |||
123 | Alcon, Inc. | 7,489 | |
Taiwan - 4.0% | |||
1,000 | Giant Manufacturing Co., Ltd. | 6,364 | |
930 | MediaTek, Inc. | 16,952 | |
186 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 11,448 | |
34,764 | |||
Thailand - 0.6% | |||
6,500 | Bangkok Dusit Medical Services PCL | 5,038 | |
United Arab Emirates - 1.1% | |||
2,576 | Network International Holdings plc*(1) | 9,601 | |
United Kingdom - 14.3% | |||
49 | AstraZeneca plc | 5,749 | |
1,309 | CNH Industrial N.V. | 16,935 | |
4,089 | ConvaTec Group plc(1) | 10,232 | |
3,556 | Informa plc | 22,659 | |
288 | Reckitt Benckiser Group plc | 19,113 | |
732 | RELX plc | 19,662 | |
864 | SSE plc | 15,440 | |
2,161 | Standard Chartered plc | 12,911 | |
122,701 | |||
Total Common Stocks (cost $982,474) | $ 842,992 | ||
SHORT-TERM INVESTMENTS - 4.6% | |||
Other Investment Pools & Funds - 4.6% | |||
$ 39,399 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) | $ 39,399 | |
Total Short-Term Investments (cost $39,399) | $ 39,399 | ||
Total Investments (cost $1,021,873) | 102.6% | $ 882,391 | |
Other Assets and Liabilities | (2.6)% | (22,104) | |
Total Net Assets | 100.0% | $ 860,287 |
76 |
October 31, 2022
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 Hartford Funds Management Company, LLC 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. |
* | 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 October 31, 2022, the aggregate value of these securities was $26,254, representing 3.1% of net assets. |
(2) | Current yield as of period end. |
Futures Contracts Outstanding at October 31, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
SGX Nifty 50 Index Future | 1 | 11/24/2022 | $ 36,121 | $ 437 | ||||
Total futures contracts | $ 437 |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 54,041 | $ — | $ 54,041 | $ — | ||||
China | 50,665 | — | 50,665 | — | ||||
Finland | 35,523 | — | 35,523 | — | ||||
France | 49,988 | — | 49,988 | — | ||||
Germany | 46,179 | — | 46,179 | — | ||||
Hong Kong | 9,322 | — | 9,322 | — | ||||
India | 21,833 | 21,833 | — | — | ||||
Indonesia | 11,755 | — | 11,755 | — | ||||
Ireland | 20,306 | — | 20,306 | — | ||||
Italy | 23,570 | — | 23,570 | — | ||||
Japan | 170,482 | — | 170,482 | — | ||||
Netherlands | 24,291 | — | 24,291 | — | ||||
Norway | 5,642 | — | 5,642 | — | ||||
Portugal | 13,833 | — | 13,833 | — | ||||
Singapore | 38,261 | — | 38,261 | — | ||||
South Korea | 30,474 | — | 30,474 | — | ||||
Sweden | 57,234 | — | 57,234 | — | ||||
Switzerland | 7,489 | — | 7,489 | — | ||||
Taiwan | 34,764 | 11,448 | 23,316 | — | ||||
Thailand | 5,038 | 5,038 | — | — | ||||
United Arab Emirates | 9,601 | 9,601 | — | — | ||||
United Kingdom | 122,701 | — | 122,701 | — | ||||
Short-Term Investments | 39,399 | 39,399 | — | — | ||||
Futures Contracts(2) | 437 | 437 | — | — | ||||
Total | $ 882,828 | $ 87,756 | $ 795,072 | $ — |
(1) | For the year ended October 31, 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. |
77 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 10.0% | |||
Auto Manufacturers - 1.2% | |||
$ 3,109,000 | General Motors Financial Co., Inc. 2.35%, 02/26/2027 | $ 2,630,771 | |
2,116,000 | Hyundai Capital America 0.88%, 06/14/2024(1) | 1,945,519 | |
4,576,290 | |||
Commercial Banks - 3.7% | |||
2,200,000 | Banco Santander S.A. 1.72%, 09/14/2027, 12 mo. USD CMT + 0.900%(2) | 1,789,807 | |
Barclays plc | |||
2,617,000 | 2.28%, 11/24/2027, 12 mo. USD CMT + 1.050%(2) | 2,160,657 | |
1,664,000 | 7.33%, 11/02/2026, 12 mo. USD CMT + 3.050%(2) | 1,661,305 | |
HSBC Holdings plc | |||
1,844,000 | 3.97%, 05/22/2030, 3 mo. USD LIBOR + 1.610%(2) | 1,518,962 | |
2,306,000 | 7.34%, 11/03/2026, 3 mo. USD SOFR + 3.030% | 2,311,505 | |
1,421,000 | JP Morgan Chase & Co. 2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(2) | 1,293,396 | |
4,616,000 | UniCredit S.p.A. 1.98%, 06/03/2027, 12 mo. USD CMT + 1.200%(1)(2) | 3,776,313 | |
14,511,945 | |||
Diversified Financial Services - 1.5% | |||
6,882,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%, 10/29/2026 | 5,809,973 | |
Entertainment - 1.0% | |||
4,627,000 | Magallanes, Inc. 3.76%, 03/15/2027(1) | 4,114,962 | |
Healthcare - Services - 0.5% | |||
2,563,000 | CommonSpirit Health 3.35%, 10/01/2029 | 2,149,176 | |
Packaging & Containers - 0.7% | |||
3,220,000 | Sealed Air Corp. 1.57%, 10/15/2026(1) | 2,694,695 | |
REITS - 0.4% | |||
1,693,000 | Crown Castle, Inc. 1.05%, 07/15/2026 | 1,424,238 | |
Semiconductors - 0.8% | |||
Qorvo, Inc. | |||
800,000 | 1.75%, 12/15/2024(1) | 729,520 | |
2,791,000 | 4.38%, 10/15/2029 | 2,378,274 | |
3,107,794 | |||
Telecommunications - 0.2% | |||
881,000 | T-Mobile USA, Inc. 2.40%, 03/15/2029 | 719,350 | |
Total Corporate Bonds (cost $45,671,884) | $ 39,108,423 | ||
MUNICIPAL BONDS - 78.3% | |||
California - 14.9% | |||
955,000 | Alameda Corridor, CA, Transportation Auth Rev, (AGM Insured) 5.00%, 10/01/2052 | $ 952,884 | |
700,000 | Brentwood Union School Dist, GO 5.25%, 08/01/2052 | 732,337 | |
2,835,000 | California State Health Facs Finance Auth Rev 5.00%, 04/01/2033 | 2,929,533 | |
City of Los Angeles, CA, Department of Airports Rev | |||
460,000 | 1.25%, 05/15/2028 | 373,075 | |
70,000 | 5.00%, 05/15/2029 | 76,572 | |
355,000 | 5.00%, 05/15/2031 | 392,943 | |
County of Sacramento, CA, Airport System Rev | |||
550,000 | 5.00%, 07/01/2032 | 589,399 | |
960,000 | 5.00%, 07/01/2033 | 1,017,998 | |
600,000 | 5.00%, 07/01/2034 | 626,428 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
California - 14.9% - (continued) | |||
$ 2,845,000 | Del Mar, CA, Union School Dist, GO 4.00%, 08/01/2046 | $ 2,520,294 | |
10,055,000 | Elk Grove, CA, Unified School Dist, GO 4.00%, 08/01/2048 | 8,806,330 | |
2,600,000 | Fresno, CA, Unified School Dist, GO 4.00%, 08/01/2052 | 2,232,115 | |
3,325,000 | Golden State, CA, Tobacco Securitization Corp. Rev 3.00%, 06/01/2046 | 3,011,340 | |
1,000,000 | Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(3) | 591,056 | |
200,000 | North Orange County, CA, Community College Dist, GO, (NATL Insured) 0.00%, 08/01/2028(3) | 159,270 | |
680,000 | Peralta Community College Dist, GO 5.50%, 08/01/2052(4) | 722,343 | |
5,480,000 | Regents of the University of California Medical Center Pooled Rev 4.00%, 05/15/2053 | 4,582,404 | |
300,000 | Rialto, CA, Unified School Dist, GO, (AGM Insured) 0.00%, 08/01/2029(3) | 228,739 | |
4,335,000 | San Francisco, CA, Bay Area Rapid Transit Dist, GO 4.25%, 08/01/2052 | 3,986,139 | |
410,000 | San Francisco, CA, Community College Dist, GO 2.02%, 06/15/2029 | 340,050 | |
11,750,000 | Sweetwater Union High School Dist GO 5.00%, 08/01/2052 | 11,963,270 | |
3,805,000 | Victor Valley, CA, Community College Dist, GO 4.00%, 08/01/2050 | 3,224,532 | |
7,640,000 | Vista, CA, Unified School Dist GO, (BAM Insured) 5.25%, 08/01/2048 | 8,088,556 | |
58,147,607 | |||
Colorado - 1.0% | |||
950,000 | City & County of Denver, CO, Airport System Rev 5.00%, 11/15/2032 | 1,019,450 | |
655,000 | Colorado Health Facs Auth Rev 5.25%, 11/01/2052 | 647,768 | |
2,515,000 | Colorado Housing and Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050 | 2,430,723 | |
4,097,941 | |||
Connecticut - 0.5% | |||
1,770,000 | Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 | 1,753,842 | |
300,000 | State of Connecticut, GO 5.00%, 09/15/2030 | 328,688 | |
2,082,530 | |||
Delaware - 0.3% | |||
Delaware Transportation Auth Rev | |||
630,000 | 5.00%, 09/01/2029 | 684,883 | |
570,000 | 5.00%, 09/01/2033 | 614,520 | |
1,299,403 | |||
District of Columbia - 1.4% | |||
5,225,000 | Dist of Columbia Water & Sewer Auth Rev 5.00%, 10/01/2052 | 5,367,449 | |
Florida - 3.7% | |||
11,440,000 | Broward County, FL, Convention Center Hotel Rev 4.00%, 01/01/2051 | 10,112,716 | |
440,000 | County of Miami-Dade, FL, Rev 1.15%, 10/01/2025 | 392,811 | |
Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured) | |||
295,000 | 3.00%, 07/01/2051 | 280,426 | |
2,380,000 | 3.00%, 07/01/2052 | 2,234,115 |
78 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
Florida - 3.7% - (continued) | |||
$ 650,000 | 3.50%, 07/01/2051 | $ 627,487 | |
645,000 | 4.00%, 07/01/2049 | 636,714 | |
14,284,269 | |||
Georgia - 3.4% | |||
Georgia Municipal Association, Inc. | |||
35,000 | 5.00%, 12/01/2027 | 37,645 | |
25,000 | 5.00%, 12/01/2028 | 26,866 | |
80,000 | 5.00%, 12/01/2029 | 85,699 | |
35,000 | 5.00%, 12/01/2033 | 36,914 | |
Main Street Natural Gas, Inc., GA, Rev | |||
3,945,000 | 4.00%, 08/01/2048(5) | 3,934,232 | |
8,250,000 | 4.00%, 03/01/2050(5) | 7,919,067 | |
1,520,000 | 4.00%, 05/01/2052(5) | 1,423,324 | |
13,463,747 | |||
Illinois - 4.5% | |||
475,000 | Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 5.00%, 01/01/2029 | 496,063 | |
695,000 | Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032 | 781,017 | |
7,735,000 | Chicago, IL, O'Hare International Airport Rev, 5.00%, 01/01/2033 | 8,095,116 | |
Illinois Housing Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured) | |||
915,000 | 3.00%, 04/01/2051 | 858,291 | |
5,180,000 | 3.75%, 04/01/2050 | 5,029,778 | |
1,270,000 | 3.75%, 04/01/2050 | 1,232,289 | |
1,030,000 | 4.50%, 10/01/2048 | 1,024,976 | |
90,000 | Metropolitan Pier & Exposition Auth, IL, Rev, (NATL Insured) 0.00%, 06/15/2028(3) | 68,869 | |
17,586,399 | |||
Indiana - 0.5% | |||
Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured) | |||
1,345,000 | 3.00%, 07/01/2050 | 1,269,228 | |
655,000 | 4.00%, 07/01/2048 | 645,666 | |
1,914,894 | |||
Iowa - 1.8% | |||
Iowa Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
6,570,000 | 3.00%, 07/01/2051 | 6,086,290 | |
545,000 | 3.25%, 07/01/2050 | 521,281 | |
475,000 | 4.00%, 07/01/2048 | 468,422 | |
7,075,993 | |||
Kentucky - 1.7% | |||
Kentucky Public Energy Auth Rev | |||
6,080,000 | 4.00%, 12/01/2049(5) | 5,923,234 | |
650,000 | 4.00%, 02/01/2050(5) | 614,367 | |
6,537,601 | |||
Louisiana - 2.4% | |||
230,000 | Louisiana Housing Corp. Rev 4.50%, 12/01/2047 | 229,057 | |
12,250,000 | Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev 2.50%, 04/01/2036 | 9,050,762 | |
9,279,819 | |||
Maine - 0.4% | |||
Maine Municipal Bond Bank Rev | |||
325,000 | 5.00%, 09/01/2029 | 351,265 | |
535,000 | 5.00%, 09/01/2031 | 583,047 | |
415,000 | 5.00%, 09/01/2032 | 450,549 | |
1,384,861 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
Maryland - 1.4% | |||
$ 6,355,000 | Maryland State Transportation Auth Rev 4.00%, 07/01/2050 | $ 5,383,097 | |
Massachusetts - 0.6% | |||
Commonwealth of Massachusetts, GO | |||
685,000 | 3.00%, 02/01/2048 | 483,828 | |
1,685,000 | 5.00%, 01/01/2035 | 1,774,218 | |
2,258,046 | |||
Minnesota - 0.4% | |||
2,055,000 | Minneapolis-St. Paul, MN, Metropolitan Airports Commission Rev 4.25%, 01/01/2052 | 1,724,520 | |
Mississippi - 0.5% | |||
1,260,000 | Mississippi Home Corp. Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 12/01/2050 | 1,208,343 | |
645,000 | State of Mississippi, GO 5.00%, 06/01/2031 | 707,056 | |
1,915,399 | |||
Missouri - 1.3% | |||
Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,745,000 | 3.25%, 05/01/2051 | 1,664,030 | |
955,000 | 3.50%, 11/01/2050 | 920,020 | |
1,305,000 | 4.25%, 05/01/2049 | 1,291,823 | |
1,135,000 | 4.75%, 05/01/2049 | 1,136,725 | |
5,012,598 | |||
Nebraska - 1.0% | |||
Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
3,415,000 | 3.00%, 09/01/2050 | 3,231,718 | |
810,000 | 4.00%, 09/01/2048 | 796,801 | |
4,028,519 | |||
Nevada - 0.5% | |||
Nevada Housing Division Rev, (GNMA/FNMA/FHLMC Insured) | |||
855,000 | 3.00%, 04/01/2051 | 802,182 | |
1,080,000 | 4.00%, 10/01/2049 | 1,060,127 | |
1,862,309 | |||
New Jersey - 1.1% | |||
1,430,000 | Garden State, NJ, Preservation Trust Rev, (AGM Insured) 5.75%, 11/01/2028 | 1,525,858 | |
565,000 | New Jersey Economic Dev Auth Rev 5.00%, 06/15/2028 | 583,314 | |
New Jersey Transportation Trust Fund Auth Rev | |||
140,000 | 4.00%, 06/15/2035 | 127,442 | |
1,330,000 | 5.00%, 12/15/2028 | 1,384,732 | |
605,000 | New Jersey Turnpike Auth Rev 5.00%, 01/01/2029 | 643,985 | |
4,265,331 | |||
New Mexico - 1.7% | |||
New Mexico Mortgage Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) | |||
3,805,000 | 3.00%, 01/01/2051 | 3,591,620 | |
1,635,000 | 3.00%, 01/01/2052 | 1,531,231 | |
1,640,000 | 4.00%, 01/01/2049 | 1,613,185 | |
6,736,036 | |||
New York - 7.3% | |||
City of New York, NY, GO | |||
760,000 | 5.00%, 08/01/2032 | 840,641 | |
4,210,000 | 5.00%, 08/01/2033 | 4,517,050 | |
New York City, NY, Transitional Finance Auth, Future Tax Secured Rev | |||
2,085,000 | 4.00%, 08/01/2048 | 1,769,156 |
79 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
New York - 7.3% - (continued) | |||
$ 2,605,000 | 5.00%, 05/01/2033 | $ 2,805,461 | |
6,075,000 | New York State Dormitory Auth Rev 3.00%, 03/15/2038 | 4,664,236 | |
475,000 | New York Transportation Dev Corp. Rev 5.00%, 12/01/2028 | 482,741 | |
Port Auth of New York & New Jersey Rev | |||
750,000 | 5.00%, 07/15/2031 | 802,453 | |
2,585,000 | 5.00%, 07/15/2033 | 2,769,586 | |
4,740,000 | Triborough Bridge & Tunnel Auth Rev 5.00%, 05/15/2051 | 4,830,714 | |
6,030,000 | Triborough, Bridge & Tunnel Auth, NY, Rev 4.13%, 05/15/2052 | 5,116,712 | |
28,598,750 | |||
Ohio - 1.6% | |||
Ohio Housing Finance Agency Rev | |||
425,000 | 3.00%, 03/01/2052 | 400,399 | |
2,905,000 | 3.25%, 03/01/2050 | 2,779,094 | |
195,000 | 4.50%, 09/01/2048 | 194,138 | |
Ohio State University Rev | |||
5,000 | 5.00%, 12/01/2030 | 5,522 | |
5,000 | 5.00%, 12/01/2031 | 5,548 | |
Ohio Turnpike & Infrastructure Commission Rev | |||
1,680,000 | 0.00%, 02/15/2038(3) | 788,626 | |
1,395,000 | 0.00%, 02/15/2041(3) | 543,424 | |
State of Ohio, GO | |||
275,000 | 5.00%, 05/01/2031 | 304,343 | |
745,000 | 5.00%, 05/01/2032 | 817,553 | |
230,000 | 5.00%, 05/01/2033 | 253,530 | |
6,092,177 | |||
Oklahoma - 0.2% | |||
940,000 | Oklahoma Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 | 919,460 | |
Pennsylvania - 1.5% | |||
850,000 | Allegheny County Sanitary Auth Rev 5.00%, 06/01/2053(4) | 856,780 | |
635,000 | Commonwealth Finance Auth, PA, Rev 5.00%, 06/01/2032 | 657,339 | |
1,295,000 | Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 | 1,329,156 | |
Pennsylvania Turnpike Commission Rev | |||
300,000 | 5.00%, 12/01/2032 | 321,538 | |
310,000 | 5.00%, 12/01/2033 | 330,429 | |
Philadelphia, PA, Gas Works Co. Rev, (AGM Insured) | |||
440,000 | 5.00%, 08/01/2029 | 469,518 | |
910,000 | 5.00%, 08/01/2030 | 976,452 | |
820,000 | 5.00%, 08/01/2033 | 868,552 | |
5,809,764 | |||
South Carolina - 1.7% | |||
6,425,000 | Patriots Energy Group Financing Agency, SC, Rev 4.00%, 10/01/2048(5) | 6,395,452 | |
250,000 | Tobacco Settlement Rev Mgmt Auth, SC, Rev 6.38%, 05/15/2030 | 289,372 | |
6,684,824 | |||
South Dakota - 0.1% | |||
South Dakota Conservancy Dist Rev | |||
245,000 | 5.00%, 08/01/2029 | 269,218 | |
235,000 | 5.00%, 08/01/2030 | 260,612 | |
529,830 | |||
Tennessee - 1.8% | |||
340,000 | Jackson, TN, Health Educational & Housing Facility Board Rev 3.00%, 12/01/2026(5) | 334,259 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
Tennessee - 1.8% - (continued) | |||
$ 250,000 | Metropolitan Nashville, TN, Airport Auth Rev 5.00%, 07/01/2049 | $ 244,321 | |
6,085,000 | Tennergy Corp., TN, Rev 4.00%, 12/01/2051(5) | 5,711,296 | |
925,000 | Tennessee Housing Dev Agency Rev 4.50%, 07/01/2049 | 920,922 | |
7,210,798 | |||
Texas - 15.0% | |||
Arlington, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) | |||
605,000 | 5.00%, 08/15/2030 | 654,785 | |
455,000 | 5.00%, 08/15/2031 | 492,038 | |
610,000 | 5.00%, 08/15/2032 | 660,227 | |
3,770,000 | 5.00%, 08/15/2033 | 3,986,781 | |
1,495,000 | Bexar County, TX, Hospital Dist, GO 4.25%, 02/15/2052 | 1,307,320 | |
5,975,000 | Bullard, TX, Independent School Dist GO, (PSF-GTD Insured) 4.00%, 02/15/2052 | 5,113,629 | |
City of Houston, TX, Airport System Rev | |||
2,385,000 | 5.00%, 07/01/2029 | 2,546,386 | |
1,325,000 | 5.00%, 07/01/2030 | 1,416,677 | |
220,000 | City of McKinney, TX, Waterworks & Sewer System Rev 5.00%, 03/15/2031 | 240,811 | |
745,000 | Cleburne Independent School Dist GO, (PSF-GTD Insured) 3.00%, 02/15/2046 | 537,212 | |
Clifton, TX, Higher Education Finance Corp., Rev, (PSF-GTD Insured) | |||
210,000 | 5.00%, 08/15/2028 | 223,388 | |
810,000 | 5.00%, 08/15/2029 | 869,078 | |
270,000 | 5.00%, 08/15/2030 | 291,651 | |
320,000 | Crandall Independent School Dist, TX, GO 4.00%, 08/15/2052 | 275,289 | |
1,695,000 | Cypress-Fairbanks, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2033 | 1,706,908 | |
Harris County, TX, Cultural Education Facs Finance Corp. Rev | |||
450,000 | 5.00%, 11/15/2028 | 479,045 | |
430,000 | 5.00%, 11/15/2029 | 456,956 | |
1,075,000 | Hitchcock, TX, Independent School Dist, GO 4.00%, 02/15/2048 | 930,455 | |
1,900,000 | Lamar Consolidated Independent School Dist GO, (PSF-GTD Insured) 3.00%, 02/15/2051 | 1,301,748 | |
Lower Colorado River, TX, Auth Rev | |||
370,000 | 5.00%, 05/15/2029 | 396,888 | |
140,000 | 5.00%, 05/15/2030 | 150,835 | |
3,485,000 | Montgomery, TX, Independent School Dist GO, (PSF-GTD Insured) 4.25%, 02/15/2052 | 3,126,267 | |
Newark, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) | |||
3,079,000 | 4.00%, 06/15/2047 | 2,680,956 | |
704,000 | 4.00%, 06/15/2052 | 604,144 | |
2,715,000 | Northwest, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2048(4) | 2,810,354 | |
1,050,000 | Sabine-Neches Navigation Dist, GO 5.25%, 02/15/2052 | 1,085,968 | |
3,765,000 | Temple, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.25%, 02/01/2047 | 3,426,129 | |
Texas Department of Housing & Community Affairs Rev, (GNMA Insured) | |||
1,765,000 | 3.00%, 01/01/2052 | 1,651,371 | |
5,430,000 | 3.00%, 03/01/2052 | 5,054,472 | |
1,765,000 | 3.50%, 03/01/2051 | 1,685,800 | |
1,040,000 | 4.00%, 03/01/2050 | 1,014,473 | |
680,000 | 4.75%, 03/01/2049 | 680,381 | |
1,245,000 | Texas Municipal Gas Acquisition & Supply Corp. Rev 5.00%, 12/15/2028 | 1,261,373 |
80 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 78.3% - (continued) | |||
Texas - 15.0% - (continued) | |||
$ 2,370,000 | Texas Water Dev Board Rev 4.80%, 10/15/2052 | $ 2,376,625 | |
880,000 | University of Texas Rev 5.00%, 05/15/2035 | 921,401 | |
White Settlement, TX, Independent School Dist GO, (PSF-GTD Insured) | |||
4,985,000 | 4.00%, 08/15/2052 | 4,269,975 | |
2,125,000 | 4.13%, 08/15/2052 | 1,864,751 | |
58,552,547 | |||
Utah - 0.3% | |||
1,140,000 | Intermountain, UT, Power Agency Rev 5.00%, 07/01/2032 | 1,255,291 | |
Virginia - 2.3% | |||
Hampton Roads Transportation, VA, Accountability Commission Rev | |||
450,000 | 5.00%, 07/01/2031 | 492,052 | |
415,000 | 5.00%, 07/01/2032 | 455,349 | |
5,405,000 | Loudoun County Economic Dev Auth Rev 4.00%, 10/01/2052 | 4,732,570 | |
3,095,000 | Virginia College Building Auth Rev 5.00%, 02/01/2032 | 3,418,917 | |
9,098,888 | |||
Washington - 1.1% | |||
1,415,000 | Energy, WA, Northwest Rev 5.00%, 07/01/2032 | 1,568,285 | |
Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,880,000 | 4.00%, 12/01/2048 | 1,852,446 | |
965,000 | 4.00%, 06/01/2050 | 946,312 | |
4,367,043 | |||
Wisconsin - 0.2% | |||
650,000 | Wisconsin Health & Educational Facs Auth Rev 5.00%, 04/01/2033 | 673,482 | |
Wyoming - 0.2% | |||
865,000 | Wyoming Community Dev Auth Rev 4.00%, 06/01/2043 | 852,704 | |
Total Municipal Bonds (cost $340,684,191) | $ 306,353,926 | ||
U.S. GOVERNMENT AGENCIES - 1.0% | |||
Mortgage-Backed Agencies - 1.0% | |||
FHLMC - 0.5% | |||
2,018,196 | 4.50%, 09/01/2052 | $ 1,895,234 | |
FNMA - 0.5% | |||
1,982,588 | 5.00%, 10/01/2052 | 1,911,570 | |
Total U.S. Government Agencies (cost $3,840,904) | $ 3,806,804 | ||
U.S. GOVERNMENT SECURITIES - 9.5% | |||
U.S. Treasury Securities - 9.5% | |||
U.S. Treasury Bonds - 5.7% | |||
25,719,000 | 3.38%, 08/15/2042 | $ 22,106,284 | |
U.S. Treasury Notes - 3.8% | |||
9,526,000 | 3.00%, 06/30/2024 | 9,276,315 | |
5,906,000 | 3.13%, 08/15/2025 | 5,700,674 | |
14,976,989 | |||
Total U.S. Government Securities (cost $39,379,535) | $ 37,083,273 | ||
Total Long-Term Investments (cost $429,576,514) | $ 386,352,426 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 2.6% | |||
Other Investment Pools & Funds - 2.6% | |||
10,084,158 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(6) | $ 10,084,158 | |
Total Short-Term Investments (cost $10,084,158) | $ 10,084,158 | ||
Total Investments (cost $439,660,672) | 101.4% | $ 396,436,584 | |
Other Assets and Liabilities | (1.4)% | (5,475,298) | |
Total Net Assets | 100.0% | $ 390,961,286 |
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 October 31, 2022, the aggregate value of these securities was $13,261,009, representing 3.4% of net assets. |
(2) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(3) | Security is a zero-coupon bond. |
(4) | 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 $4,338,676 at October 31, 2022. |
(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. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
81 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 39,108,423 | $ — | $ 39,108,423 | $ — | ||||
Municipal Bonds | 306,353,926 | — | 306,353,926 | — | ||||
U.S. Government Agencies | 3,806,804 | — | 3,806,804 | — | ||||
U.S. Government Securities | 37,083,273 | — | 37,083,273 | — | ||||
Short-Term Investments | 10,084,158 | 10,084,158 | — | — | ||||
Total | $ 396,436,584 | $ 10,084,158 | $ 386,352,426 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
82 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 92.7% | |||
Banks - 3.7% | |||
122,687 | Commerce Bancshares, Inc. | $ 8,691,147 | |
173,893 | Fifth Third Bancorp | 6,206,241 | |
35,709 | First Republic Bank | 4,288,651 | |
139,075 | Glacier Bancorp, Inc. | 7,966,216 | |
27,152,255 | |||
Capital Goods - 11.1% | |||
237,698 | BWX Technologies, Inc. | 13,544,032 | |
50,421 | Dover Corp. | 6,589,521 | |
138,929 | Fortune Brands Home & Security, Inc. | 8,380,197 | |
193,712 | Hexcel Corp. | 10,789,758 | |
82,507 | IDEX Corp. | 18,342,131 | |
39,724 | Nordson Corp. | 8,937,900 | |
33,000 | Snap-on, Inc. | 7,327,650 | |
47,761 | Trane Technologies plc | 7,624,089 | |
81,535,278 | |||
Commercial & Professional Services - 8.4% | |||
91,371 | Copart, Inc.* | 10,509,492 | |
120,687 | Leidos Holdings, Inc. | 12,260,592 | |
445,791 | Rentokil Initial plc ADR | 13,792,774 | |
62,471 | Robert Half International, Inc. | 4,776,533 | |
49,413 | Verisk Analytics, Inc. Class A | 9,034,179 | |
82,755 | Waste Connections, Inc. | 10,916,212 | |
61,289,782 | |||
Consumer Services - 2.5% | |||
282,545 | Aramark | 10,312,893 | |
39,643 | Churchill Downs, Inc. | 8,242,176 | |
18,555,069 | |||
Diversified Financials - 3.6% | |||
165,836 | Nasdaq, Inc. | 10,321,632 | |
68,341 | Raymond James Financial, Inc. | 8,073,806 | |
145,594 | SEI Investments Co. | 7,905,754 | |
26,301,192 | |||
Energy - 4.5% | |||
40,332 | Cheniere Energy, Inc. | 7,114,968 | |
352,962 | Coterra Energy, Inc. | 10,987,707 | |
58,789 | Diamondback Energy, Inc. | 9,236,340 | |
23,464 | Pioneer Natural Resources Co. | 6,016,404 | |
33,355,419 | |||
Food, Beverage & Tobacco - 2.0% | |||
60,622 | Hershey Co. | 14,474,715 | |
Health Care Equipment & Services - 6.0% | |||
26,554 | Chemed Corp. | 12,397,266 | |
23,742 | Cooper Cos., Inc. | 6,490,825 | |
217,719 | Encompass Health Corp. | 11,852,622 | |
99,494 | Masimo Corp.* | 13,093,411 | |
43,834,124 | |||
Insurance - 8.7% | |||
74,003 | Arthur J Gallagher & Co. | 13,844,481 | |
115,037 | Assurant, Inc. | 15,628,927 | |
104,419 | Globe Life, Inc. | 12,062,483 | |
84,778 | Reinsurance Group of America, Inc. | 12,476,778 | |
220,192 | Ryan Specialty Group Holdings, Inc.* | 9,875,611 | |
63,888,280 | |||
Materials - 3.2% | |||
105,759 | AptarGroup, Inc. | 10,486,005 | |
155,930 | Berry Global Group, Inc.* | 7,378,607 | |
59,226 | International Flavors & Fragrances, Inc. | 5,781,050 | |
23,645,662 | |||
Media & Entertainment - 4.1% | |||
268,777 | Interpublic Group of Cos., Inc. | 8,006,867 | |
144,553 | Match Group, Inc.* | 6,244,689 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 92.7% - (continued) | |||
Media & Entertainment - 4.1% - (continued) | |||
277,228 | Pinterest, Inc. Class A* | $ 6,819,809 | |
77,013 | Take-Two Interactive Software, Inc.* | 9,124,500 | |
30,195,865 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 2.8% | |||
115,863 | Catalent, Inc.* | 7,615,675 | |
202,308 | Royalty Pharma plc Class A | 8,561,675 | |
20,644 | West Pharmaceutical Services, Inc. | 4,750,184 | |
20,927,534 | |||
Real Estate - 3.4% | |||
68,709 | Alexandria Real Estate Equities, Inc. REIT | 9,983,418 | |
219,576 | American Homes 4 Rent Class A, REIT | 7,013,258 | |
376,808 | Brixmor Property Group, Inc. REIT | 8,029,779 | |
25,026,455 | |||
Retailing - 3.0% | |||
41,453 | Advance Auto Parts, Inc. | 7,872,754 | |
40,523 | Burlington Stores, Inc.* | 5,793,168 | |
149,166 | LKQ Corp. | 8,299,596 | |
21,965,518 | |||
Semiconductors & Semiconductor Equipment - 5.4% | |||
90,919 | Entegris, Inc. | 7,213,513 | |
59,514 | First Solar, Inc.* | 8,663,453 | |
141,109 | Microchip Technology, Inc. | 8,712,070 | |
141,729 | ON Semiconductor Corp.* | 8,706,413 | |
69,810 | Skyworks Solutions, Inc. | 6,004,358 | |
39,299,807 | |||
Software & Services - 9.7% | |||
175,007 | Amdocs Ltd. | 15,104,854 | |
146,214 | Dolby Laboratories, Inc. Class A | 9,772,944 | |
26,972 | EPAM Systems, Inc.* | 9,440,200 | |
260,958 | Genpact Ltd. | 12,656,463 | |
102,232 | PTC, Inc.* | 12,045,997 | |
61,233 | VeriSign, Inc.* | 12,274,767 | |
71,295,225 | |||
Technology Hardware & Equipment - 5.8% | |||
52,172 | CDW Corp. | 9,015,843 | |
197,164 | Ciena Corp.* | 9,444,156 | |
56,957 | Motorola Solutions, Inc. | 14,222,732 | |
24,122 | Teledyne Technologies, Inc.* | 9,600,074 | |
42,282,805 | |||
Utilities - 4.8% | |||
165,289 | Alliant Energy Corp. | 8,623,127 | |
319,852 | CenterPoint Energy, Inc. | 9,150,966 | |
100,114 | CMS Energy Corp. | 5,711,504 | |
51,098 | Eversource Energy | 3,897,755 | |
204,342 | FirstEnergy Corp. | 7,705,737 | |
35,089,089 | |||
Total Common Stocks (cost $515,973,622) | $ 680,114,074 | ||
SHORT-TERM INVESTMENTS - 6.9% | |||
Other Investment Pools & Funds - 6.9% | |||
50,458,891 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(1) | $ 50,458,891 | |
Total Short-Term Investments (cost $50,458,891) | $ 50,458,891 | ||
Total Investments (cost $566,432,513) | 99.6% | $ 730,572,965 | |
Other Assets and Liabilities | 0.4% | 2,796,011 | |
Total Net Assets | 100.0% | $ 733,368,976 |
83 |
October 31, 2022
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 Hartford Funds Management Company, LLC 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. |
* | 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 | $ 27,152,255 | $ 27,152,255 | $ — | $ — | ||||
Capital Goods | 81,535,278 | 81,535,278 | — | — | ||||
Commercial & Professional Services | 61,289,782 | 61,289,782 | — | — | ||||
Consumer Services | 18,555,069 | 18,555,069 | — | — | ||||
Diversified Financials | 26,301,192 | 26,301,192 | — | — | ||||
Energy | 33,355,419 | 33,355,419 | — | — | ||||
Food, Beverage & Tobacco | 14,474,715 | 14,474,715 | — | — | ||||
Health Care Equipment & Services | 43,834,124 | 43,834,124 | — | — | ||||
Insurance | 63,888,280 | 63,888,280 | — | — | ||||
Materials | 23,645,662 | 23,645,662 | — | — | ||||
Media & Entertainment | 30,195,865 | 30,195,865 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 20,927,534 | 20,927,534 | — | — | ||||
Real Estate | 25,026,455 | 25,026,455 | — | — | ||||
Retailing | 21,965,518 | 21,965,518 | — | — | ||||
Semiconductors & Semiconductor Equipment | 39,299,807 | 39,299,807 | — | — | ||||
Software & Services | 71,295,225 | 71,295,225 | — | — | ||||
Technology Hardware & Equipment | 42,282,805 | 42,282,805 | — | — | ||||
Utilities | 35,089,089 | 35,089,089 | — | — | ||||
Short-Term Investments | 50,458,891 | 50,458,891 | — | — | ||||
Total | $ 730,572,965 | $ 730,572,965 | $ — | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
84 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% | |||
Automobiles & Components - 1.1% | |||
57,191 | Gentherm, Inc.* | $ 3,341,098 | |
Banks - 10.7% | |||
22,849 | Cambridge Bancorp | 2,007,285 | |
255,872 | First BanCorp | 4,040,219 | |
101,218 | First Interstate BancSystem, Inc. Class A | 4,616,553 | |
111,819 | First Merchants Corp. | 5,020,673 | |
104,065 | Heritage Financial Corp. | 3,505,950 | |
111,113 | Seacoast Banking Corp. of Florida | 3,433,392 | |
48,704 | SouthState Corp. | 4,404,303 | |
45,793 | TriCo Bancshares | 2,651,872 | |
88,600 | United Community Banks, Inc. | 3,411,100 | |
33,091,347 | |||
Capital Goods - 13.3% | |||
40,805 | Albany International Corp. Class A | 3,738,554 | |
262,331 | Custom Truck One Source, Inc.*(1) | 1,817,954 | |
21,468 | EnPro Industries, Inc. | 2,286,342 | |
37,476 | ESCO Technologies, Inc. | 3,229,307 | |
57,155 | Gibraltar Industries, Inc.* | 2,919,477 | |
77,745 | Hexcel Corp. | 4,330,396 | |
134,667 | Maxar Technologies, Inc. | 3,008,461 | |
31,484 | McGrath Rent Corp. | 2,961,070 | |
120,019 | Primoris Services Corp. | 2,423,184 | |
51,123 | Proto Labs, Inc.* | 1,952,387 | |
28,644 | Simpson Manufacturing Co., Inc. | 2,448,489 | |
27,941 | Standex International Corp. | 2,767,556 | |
87,046 | Univar Solutions, Inc.* | 2,217,932 | |
15,216 | Valmont Industries, Inc. | 4,857,252 | |
40,958,361 | |||
Commercial & Professional Services - 3.7% | |||
46,807 | ASGN, Inc.* | 3,968,298 | |
213,462 | Interface, Inc. | 2,414,255 | |
45,380 | Science Applications International Corp. | 4,916,469 | |
11,299,022 | |||
Consumer Durables & Apparel - 4.4% | |||
15,656 | Cavco Industries, Inc.* | 3,548,746 | |
25,949 | Oxford Industries, Inc. | 2,639,792 | |
38,481 | Skyline Champion Corp.* | 2,239,979 | |
218,487 | Snap One Holdings Corp.*(1) | 2,604,365 | |
86,804 | Steven Madden Ltd. | 2,592,835 | |
13,625,717 | |||
Diversified Financials - 2.9% | |||
212,955 | Compass Diversified Holdings | 4,531,682 | |
20,802 | Houlihan Lokey, Inc. | 1,858,035 | |
303,656 | Perella Weinberg Partners Class A | 2,392,809 | |
8,782,526 | |||
Energy - 5.0% | |||
43,609 | Cactus, Inc. Class A | 2,255,457 | |
98,701 | Delek U.S. Holdings, Inc. | 2,927,472 | |
69,931 | Matador Resources Co. | 4,646,915 | |
309,320 | Permian Resources Corp. Class A* | 3,022,056 | |
176,866 | Solaris Oilfield Infrastructure, Inc. Class A | 2,408,915 | |
15,260,815 | |||
Food & Staples Retailing - 1.5% | |||
130,017 | Chefs' Warehouse, Inc.* | 4,762,523 | |
Food, Beverage & Tobacco - 3.5% | |||
44,845 | Darling Ingredients, Inc.* | 3,519,435 | |
285,220 | Primo Water Corp. | 4,161,360 | |
233,644 | Sovos Brands, Inc.* | 3,238,306 | |
10,919,101 | |||
Health Care Equipment & Services - 7.4% | |||
169,353 | Enhabit, Inc.* | 2,103,364 | |
114,102 | Envista Holdings Corp.* | 3,766,507 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
Health Care Equipment & Services - 7.4% - (continued) | |||
45,940 | Haemonetics Corp.* | $ 3,902,603 | |
35,561 | ICU Medical, Inc.* | 5,277,608 | |
14,459 | Mesa Laboratories, Inc. | 1,911,624 | |
70,204 | Progyny, Inc.* | 3,121,972 | |
31,311 | U.S. Physical Therapy, Inc. | 2,780,417 | |
22,864,095 | |||
Insurance - 5.5% | |||
45,533 | Axis Capital Holdings Ltd. | 2,489,289 | |
83,602 | James River Group Holdings Ltd. | 2,112,623 | |
79,768 | Kemper Corp. | 3,802,541 | |
34,703 | Reinsurance Group of America, Inc. | 5,107,240 | |
74,360 | Ryan Specialty Group Holdings, Inc.* | 3,335,046 | |
16,846,739 | |||
Materials - 8.3% | |||
39,298 | Ashland Global Holdings, Inc. | 4,123,146 | |
38,627 | Balchem Corp. | 5,400,055 | |
31,050 | Eagle Materials, Inc. | 3,797,725 | |
196,723 | Element Solutions, Inc. | 3,383,636 | |
34,271 | Materion Corp. | 2,937,367 | |
71,039 | Mativ, Inc. | 1,686,466 | |
73,980 | PureCycle Technologies, Inc.*(1) | 611,815 | |
121,761 | Valvoline, Inc. | 3,574,903 | |
25,515,113 | |||
Media & Entertainment - 2.4% | |||
130,382 | Gray Television, Inc. | 1,844,905 | |
62,692 | IAC, Inc.* | 3,051,847 | |
346,691 | Stagwell, Inc.* | 2,631,385 | |
7,528,137 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 4.4% | |||
250,884 | Evolus, Inc.*(1) | 2,147,567 | |
134,686 | FibroGen, Inc.* | 2,192,688 | |
49,268 | Intra-Cellular Therapies, Inc.* | 2,250,069 | |
44,334 | Natera, Inc.* | 2,081,925 | |
38,942 | Pacira BioSciences, Inc.* | 2,015,638 | |
59,229 | Syneos Health, Inc.* | 2,983,957 | |
13,671,844 | |||
Real Estate - 2.7% | |||
141,022 | Douglas Emmett, Inc. REIT | 2,480,577 | |
175,704 | Kennedy-Wilson Holdings, Inc. | 2,918,443 | |
50,107 | Terreno Realty Corp. REIT | 2,863,114 | |
8,262,134 | |||
Retailing - 1.0% | |||
19,781 | Asbury Automotive Group, Inc.* | 3,120,453 | |
Semiconductors & Semiconductor Equipment - 2.9% | |||
192,543 | Allegro MicroSystems, Inc.* | 4,892,518 | |
69,954 | MACOM Technology Solutions Holdings, Inc.* | 4,048,238 | |
8,940,756 | |||
Software & Services - 7.1% | |||
150,993 | Box, Inc. Class A* | 4,386,347 | |
50,721 | CommVault Systems, Inc.* | 3,088,402 | |
131,535 | LiveRamp Holdings, Inc.* | 2,414,983 | |
56,904 | Perficient, Inc.* | 3,810,861 | |
177,343 | Sabre Corp.* | 1,030,363 | |
56,587 | Teradata Corp.* | 1,787,583 | |
61,494 | WNS Holdings Ltd. ADR* | 5,293,403 | |
21,811,942 | |||
Technology Hardware & Equipment - 3.3% | |||
52,009 | Ciena Corp.* | 2,491,231 | |
43,583 | Lumentum Holdings, Inc.* | 3,244,755 | |
295,481 | Viavi Solutions, Inc.* | 4,461,763 | |
10,197,749 |
85 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.8% - (continued) | |||
Utilities - 3.7% | |||
44,732 | Avista Corp. | $ 1,835,354 | |
19,774 | Chesapeake Utilities Corp. | 2,459,490 | |
47,362 | ONE Gas, Inc. | 3,669,608 | |
46,595 | SJW Group | 3,293,334 | |
11,257,786 | |||
Total Common Stocks (cost $247,527,123) | $ 292,057,258 | ||
SHORT-TERM INVESTMENTS - 6.9% | |||
Other Investment Pools & Funds - 5.0% | |||
15,299,820 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) | $ 15,299,820 | |
Securities Lending Collateral - 1.9% | |||
920,577 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) | 920,577 | |
3,068,589 | HSBC US Government Money Market Fund, 3.09%(2) | 3,068,589 | |
920,577 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) | 920,577 | |
920,577 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) | 920,577 | |
5,830,320 | |||
Total Short-Term Investments (cost $21,130,140) | $ 21,130,140 | ||
Total Investments (cost $268,657,263) | 101.7% | $ 313,187,398 | |
Other Assets and Liabilities | (1.7)% | (5,243,603) | |
Total Net Assets | 100.0% | $ 307,943,795 |
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 Hartford Funds Management Company, LLC 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. |
86 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 3,341,098 | $ 3,341,098 | $ — | $ — | ||||
Banks | 33,091,347 | 33,091,347 | — | — | ||||
Capital Goods | 40,958,361 | 40,958,361 | — | — | ||||
Commercial & Professional Services | 11,299,022 | 11,299,022 | — | — | ||||
Consumer Durables & Apparel | 13,625,717 | 13,625,717 | — | — | ||||
Diversified Financials | 8,782,526 | 8,782,526 | — | — | ||||
Energy | 15,260,815 | 15,260,815 | — | — | ||||
Food & Staples Retailing | 4,762,523 | 4,762,523 | — | — | ||||
Food, Beverage & Tobacco | 10,919,101 | 10,919,101 | — | — | ||||
Health Care Equipment & Services | 22,864,095 | 22,864,095 | — | — | ||||
Insurance | 16,846,739 | 16,846,739 | — | — | ||||
Materials | 25,515,113 | 25,515,113 | — | — | ||||
Media & Entertainment | 7,528,137 | 7,528,137 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 13,671,844 | 13,671,844 | — | — | ||||
Real Estate | 8,262,134 | 8,262,134 | — | — | ||||
Retailing | 3,120,453 | 3,120,453 | — | — | ||||
Semiconductors & Semiconductor Equipment | 8,940,756 | 8,940,756 | — | — | ||||
Software & Services | 21,811,942 | 21,811,942 | — | — | ||||
Technology Hardware & Equipment | 10,197,749 | 10,197,749 | — | — | ||||
Utilities | 11,257,786 | 11,257,786 | — | — | ||||
Short-Term Investments | 21,130,140 | 21,130,140 | — | — | ||||
Total | $ 313,187,398 | $ 313,187,398 | $ — | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
87 |
Counterparty Abbreviations: | |
BNP | BNP Paribas Securities Services |
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 |
EUR | Euro Member Countries |
GBP | British Pound |
HUF | Hungary Forint |
IDR | Indonesia Rupiah |
JPY | Japan Yen |
MXN | Mexican Peso |
MYR | Malaysia Ringgit |
PEN | Peru Nuevo Sol |
THB | Thailand Baht |
USD | United States Dollar |
ZAR | South Africa Rand |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
SGX | Singapore Exchange |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
Dist | District |
Facs | Facilities |
GO | General Obligation |
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 |
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 |
88 |
October 31, 2022
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 Contrarian Value Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 53,814,630 | $ 6,855,554 | $ 4,819,175,531 | $ 27,866,226 | $ 903,091 | ||||
Cash | — | — | — | 4,025 | — | ||||
Cash collateral due from broker on futures contracts | — | — | 39 | — | — | ||||
Cash collateral held for securities on loan | — | 466 | 688,371 | 51,173 | — | ||||
Foreign currency | 5,968 | 21,869 | 9,778,750 | 30,369 | — | ||||
Unrealized appreciation on foreign currency contracts | — | — | — | 220,994 | — | ||||
Receivables: | |||||||||
From affiliates | 14,708 | 22,952 | — | 12,442 | 14,429 | ||||
Investment securities sold | 223,066 | 50,476 | 25,808,601 | — | — | ||||
Fund shares sold | 2,079,869 | 48 | 48,407,009 | 1,346 | — | ||||
Dividends and interest | 6,917 | 6,494 | 3,854,106 | 558,246 | 2,004 | ||||
Securities lending income | — | — | 82,901 | 939 | — | ||||
Tax reclaims | — | 256 | 80,224 | 30,358 | 608 | ||||
Other assets | 28,809 | 42,236 | 224,426 | 66,529 | — | ||||
Total assets | 56,173,967 | 7,000,351 | 4,908,099,958 | 28,842,647 | 920,132 | ||||
Liabilities: | |||||||||
Due to custodian | — | 15 | — | — | — | ||||
Unrealized depreciation on foreign currency contracts | — | — | — | 128,443 | — | ||||
Due to custodian - foreign currency | — | — | — | — | 18 | ||||
Obligation to return securities lending collateral | — | 9,316 | 13,767,428 | 1,023,465 | — | ||||
Payables: | |||||||||
Investment securities purchased | 160,143 | 40,334 | 12,987,227 | 68,839 | — | ||||
Fund shares redeemed | — | — | 35,304,830 | 436 | — | ||||
Investment management fees | 44,379 | 5,039 | 4,246,500 | 16,519 | 463 | ||||
Transfer agent fees | 2,754 | 51 | 652,691 | 2,217 | 142 | ||||
Accounting services fees | 1,699 | 244 | 140,443 | 881 | 29 | ||||
Board of Directors' fees | 238 | 28 | 18,743 | 101 | — | ||||
Foreign taxes | — | 3,181 | 13,685,621 | 146 | — | ||||
Distribution fees | 40 | — | 3,793 | — | — | ||||
Accrued expenses | 35,344 | 47,691 | 1,387,865 | 35,514 | 44,432 | ||||
Total liabilities | 244,597 | 105,899 | 82,195,141 | 1,276,561 | 45,084 | ||||
Net assets | $ 55,929,370 | $ 6,894,452 | $ 4,825,904,817 | $ 27,566,086 | $ 875,048 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 85,997,248 | $ 10,034,170 | $ 5,940,242,364 | $ 50,416,231 | $ 999,999 | ||||
Distributable earnings (loss) | (30,067,878) | (3,139,718) | (1,114,337,547) | (22,850,145) | (124,951) | ||||
Net assets | $ 55,929,370 | $ 6,894,452 | $ 4,825,904,817 | $ 27,566,086 | $ 875,048 | ||||
Shares authorized | 300,000,000 | 650,000,000 | 1,425,000,000 | 500,000,000 | 100,000,000 | ||||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ — | ||||
Class A: Net asset value per share | $ 10.14 | $ 6.87 | $ 13.24 | $ 6.21 | $ — | ||||
Maximum offering price per share | 10.73 | 7.27 | 14.01 | 6.50 | — | ||||
Shares outstanding | 41,413 | 1,521 | 5,355,272 | 163,793 | — | ||||
Net Assets | $ 419,980 | $ 10,451 | $ 70,885,622 | $ 1,017,901 | $ — | ||||
Class C: Net asset value per share | $ 10.01 | $ 6.83 | $ 12.96 | $ 6.19 | $ — | ||||
Shares outstanding | 12,807 | 1,061 | 314,151 | 10,564 | — | ||||
Net Assets | $ 128,189 | $ 7,251 | $ 4,070,961 | $ 65,424 | $ — | ||||
Class I: Net asset value per share | $ 10.17 | $ 6.89 | $ 13.20 | $ 6.20 | $ 8.75 | ||||
Shares outstanding | 858,240 | 1,061 | 128,213,514 | 1,191,775 | 50,000 | ||||
Net Assets | $ 8,730,067 | $ 7,309 | $ 1,691,881,500 | $ 7,394,255 | $ 437,525 | ||||
Class R3: Net asset value per share | $ — | $ — | $ 13.11 | $ 6.22 | $ — | ||||
Shares outstanding | — | — | 5,770 | 4,396 | — | ||||
Net Assets | $ — | $ — | $ 75,618 | $ 27,364 | $ — | ||||
Class R4: Net asset value per share | $ — | $ — | $ 13.23 | $ 6.21 | $ — | ||||
Shares outstanding | — | — | 378,927 | 1,430 | — | ||||
Net Assets | $ — | $ — | $ 5,012,531 | $ 8,887 | $ — |
89 |
October 31, 2022
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 Contrarian Value Fund | |||||
Class R5: Net asset value per share | $ — | $ — | $ 13.20 | $ 6.20 | $ — | ||||
Shares outstanding | — | — | 22,300 | 1,446 | — | ||||
Net Assets | $ — | $ — | $ 294,443 | $ 8,967 | $ — | ||||
Class Y: Net asset value per share | $ 10.19 | $ 6.89 | $ 13.24 | $ 6.20 | $ — | ||||
Shares outstanding | 130,336 | 1,422 | 7,347,901 | 407,999 | — | ||||
Net Assets | $ 1,327,830 | $ 9,796 | $ 97,257,198 | $ 2,530,831 | $ — | ||||
Class F: Net asset value per share | $ 10.20 | $ 6.82 | $ 13.21 | $ 5.80 | $ — | ||||
Shares outstanding | 4,192,703 | 1,061 | 50,065,445 | 1,657 | — | ||||
Net Assets | $ 42,772,165 | $ 7,240 | $ 661,402,873 | $ 9,604 | $ — | ||||
Class SDR: Net asset value per share | $ 10.20 | $ 6.87 | $ 13.24 | $ 6.20 | $ 8.75 | ||||
Shares outstanding | 250,000 | 997,550 | 173,392,371 | 2,659,804 | 50,000 | ||||
Net Assets | $ 2,551,139 | $ 6,852,405 | $ 2,295,024,071 | $ 16,502,853 | $ 437,523 | ||||
Cost of investments | $ 75,955,100 | $ 8,955,478 | $ 5,241,373,791 | $ 32,807,184 | $ 1,038,510 | ||||
Cost of foreign currency | $ 5,969 | $ 21,904 | $ 9,806,565 | $ 30,063 | $ (42) | ||||
(1) Includes Investment in securities on loan, at market value | $ — | $ 8,739 | $ 13,022,460 | $ 973,390 | $ — |
90 |
October 31, 2022
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Sustainable International Core Fund | Hartford Schroders Tax-Aware Bond Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 2,127,852,505 | $ 3,555,344,950 | $ 64,645,873 | $ 882,391 | $ 396,436,584 | ||||
Cash collateral due from broker on futures contracts | — | — | 210,233 | 1,980 | — | ||||
Cash collateral held for securities on loan | 1,142,936 | 220,893 | — | — | — | ||||
Foreign currency | 5,115,143 | 543,918 | 5,734 | 161 | — | ||||
Unrealized appreciation on foreign currency contracts | 605,216 | — | 105 | — | — | ||||
Receivables: | |||||||||
From affiliates | — | — | 4,682 | 14,460 | 40,160 | ||||
Investment securities sold | 9,396,618 | 15,703,030 | — | 4,465 | 1,934,555 | ||||
Fund shares sold | 1,982,290 | 9,171,627 | 181 | — | 1,833,460 | ||||
Dividends and interest | 6,819,551 | 2,601,931 | 144,287 | 1,433 | 4,039,223 | ||||
Securities lending income | 39,589 | 117 | — | — | — | ||||
Variation margin on futures contracts | — | — | — | 394 | — | ||||
Tax reclaims | 3,194,027 | 5,412,565 | — | 82 | — | ||||
Other assets | 135,237 | 159,198 | 23,388 | 5 | 81,672 | ||||
Total assets | 2,156,283,112 | 3,589,158,229 | 65,034,483 | 905,371 | 404,365,654 | ||||
Liabilities: | |||||||||
Unrealized depreciation on foreign currency contracts | 3,623,812 | — | 8,118 | — | — | ||||
Obligation to return securities lending collateral | 22,858,739 | 4,417,868 | — | — | — | ||||
Payables: | |||||||||
Investment securities purchased | 7,230,556 | 35,653,733 | 2,950,313 | — | 11,924,695 | ||||
Fund shares redeemed | 3,605,410 | 10,101,417 | 4,534 | — | 1,227,891 | ||||
Investment management fees | 1,245,185 | 1,917,703 | 21,513 | 469 | 149,829 | ||||
Transfer agent fees | 206,680 | 420,017 | 6,045 | 147 | 44,432 | ||||
Accounting services fees | 61,843 | 98,555 | 2,303 | 29 | 14,288 | ||||
Board of Directors' fees | 8,133 | 12,838 | 263 | — | 1,197 | ||||
Variation margin on futures contracts | — | — | 40,069 | — | — | ||||
Foreign taxes | 7,032 | 415,211 | — | — | — | ||||
Distribution fees | 6,829 | 11,447 | 209 | — | 2,250 | ||||
Accrued expenses | 150,843 | 151,133 | 48,437 | 44,439 | 39,786 | ||||
Total liabilities | 39,005,062 | 53,199,922 | 3,081,804 | 45,084 | 13,404,368 | ||||
Net assets | $ 2,117,278,050 | $ 3,535,958,307 | $ 61,952,679 | $ 860,287 | $ 390,961,286 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 2,562,225,999 | $ 4,217,165,767 | $ 71,060,746 | $ 999,999 | $ 446,605,677 | ||||
Distributable earnings (loss) | (444,947,949) | (681,207,460) | (9,108,067) | (139,712) | (55,644,391) | ||||
Net assets | $ 2,117,278,050 | $ 3,535,958,307 | $ 61,952,679 | $ 860,287 | $ 390,961,286 | ||||
Shares authorized | 865,000,000 | 900,000,000 | 300,000,000 | 100,000,000 | 360,000,000 | ||||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ — | $ 0.0001 | ||||
Class A: Net asset value per share | $ 8.05 | $ 13.66 | $ 9.05 | $ — | $ 9.48 | ||||
Maximum offering price per share | 8.52 | 14.46 | 9.33 | — | 9.93 | ||||
Shares outstanding | 11,715,507 | 15,441,414 | 447,855 | — | 3,974,338 | ||||
Net Assets | $ 94,322,022 | $ 210,992,295 | $ 4,053,805 | $ — | $ 37,681,792 | ||||
Class C: Net asset value per share | $ 8.00 | $ 12.88 | $ 9.02 | $ — | $ 9.50 | ||||
Shares outstanding | 1,217,332 | 1,189,264 | 28,207 | — | 455,187 | ||||
Net Assets | $ 9,744,129 | $ 15,312,747 | $ 254,567 | $ — | $ 4,323,336 | ||||
Class I: Net asset value per share | $ 8.05 | $ 13.23 | $ 9.02 | $ 8.60 | $ 9.49 | ||||
Shares outstanding | 76,852,605 | 143,373,752 | 4,034,686 | 50,000 | 26,240,607 | ||||
Net Assets | $ 618,284,871 | $ 1,897,370,720 | $ 36,388,404 | $ 430,144 | $ 248,947,016 | ||||
Class R3: Net asset value per share | $ 8.03 | $ 13.11 | $ — | $ — | $ — | ||||
Shares outstanding | 1,659,266 | 151,658 | — | — | — | ||||
Net Assets | $ 13,320,466 | $ 1,987,625 | $ — | $ — | $ — | ||||
Class R4: Net asset value per share | $ 8.03 | $ 13.18 | $ — | $ — | $ — | ||||
Shares outstanding | 565,860 | 274,391 | — | — | — | ||||
Net Assets | $ 4,543,946 | $ 3,617,547 | $ — | $ — | $ — |
91 |
October 31, 2022
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Sustainable International Core Fund | Hartford Schroders Tax-Aware Bond Fund | |||||
Class R5: Net asset value per share | $ 8.04 | $ 13.24 | $ — | $ — | $ — | ||||
Shares outstanding | 1,658,519 | 1,796,001 | — | — | — | ||||
Net Assets | $ 13,333,395 | $ 23,775,458 | $ — | $ — | $ — | ||||
Class Y: Net asset value per share | $ 8.04 | $ 13.27 | $ 9.01 | $ — | $ 9.49 | ||||
Shares outstanding | 30,764,179 | 10,321,603 | 435,235 | — | 26,034 | ||||
Net Assets | $ 247,391,068 | $ 136,982,489 | $ 3,923,172 | $ — | $ 247,022 | ||||
Class F: Net asset value per share | $ 8.05 | $ 13.26 | $ 9.01 | $ — | $ 9.49 | ||||
Shares outstanding | 58,745,618 | 52,210,871 | 218,133 | — | 5,073,962 | ||||
Net Assets | $ 472,832,301 | $ 692,063,269 | $ 1,965,281 | $ — | $ 48,151,090 | ||||
Class SDR: Net asset value per share | $ 8.04 | $ 13.24 | $ 9.00 | $ 8.60 | $ 9.48 | ||||
Shares outstanding | 80,071,264 | 41,819,590 | 1,707,251 | 50,000 | 5,443,951 | ||||
Net Assets | $ 643,505,852 | $ 553,856,157 | $ 15,367,450 | $ 430,143 | $ 51,611,030 | ||||
Cost of investments | $ 2,303,006,384 | $ 3,994,599,673 | $ 68,901,224 | $ 1,021,873 | $ 439,660,672 | ||||
Cost of foreign currency | $ 5,149,011 | $ 543,973 | $ 5,802 | $ 172 | $ — | ||||
(1) Includes Investment in securities on loan, at market value | $ 21,298,659 | $ 4,220,021 | $ — | $ — | $ — |
92 |
October 31, 2022
Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | ||
Assets: | |||
Investments in securities, at market value(1) | $ 730,572,965 | $ 313,187,398 | |
Cash collateral held for securities on loan | — | 306,859 | |
Receivables: | |||
From affiliates | — | 4,341 | |
Investment securities sold | 2,775,854 | 867,853 | |
Fund shares sold | 1,101,472 | 94,453 | |
Dividends and interest | 230,701 | 36,731 | |
Securities lending income | 354 | 670 | |
Other assets | 64,221 | 61,115 | |
Total assets | 734,745,567 | 314,559,420 | |
Liabilities: | |||
Obligation to return securities lending collateral | — | 6,137,179 | |
Payables: | |||
Fund shares redeemed | 759,028 | 162,438 | |
Investment management fees | 440,724 | 220,576 | |
Transfer agent fees | 97,357 | 46,120 | |
Accounting services fees | 21,810 | 11,106 | |
Board of Directors' fees | 2,540 | 1,046 | |
Distribution fees | 11,161 | 2,434 | |
Accrued expenses | 43,971 | 34,726 | |
Total liabilities | 1,376,591 | 6,615,625 | |
Net assets | $ 733,368,976 | $ 307,943,795 | |
Summary of Net Assets: | |||
Capital stock and paid-in-capital | $ 550,365,781 | $ 263,165,672 | |
Distributable earnings (loss) | 183,003,195 | 44,778,123 | |
Net assets | $ 733,368,976 | $ 307,943,795 | |
Shares authorized | 500,000,000 | 500,000,000 | |
Par value | $ 0.0001 | $ 0.0001 | |
Class A: Net asset value per share | $ 15.92 | $ 26.06 | |
Maximum offering price per share | 16.85 | 27.58 | |
Shares outstanding | 6,773,127 | 1,243,555 | |
Net Assets | $ 107,826,330 | $ 32,402,693 | |
Class C: Net asset value per share | $ 15.80 | $ 26.07 | |
Shares outstanding | 2,625,487 | 247,017 | |
Net Assets | $ 41,486,297 | $ 6,439,767 | |
Class I: Net asset value per share | $ 16.74 | $ 27.79 | |
Shares outstanding | 23,769,100 | 6,461,503 | |
Net Assets | $ 397,912,344 | $ 179,553,510 | |
Class R3: Net asset value per share | $ 16.26 | $ 27.05 | |
Shares outstanding | 111,961 | 36,558 | |
Net Assets | $ 1,819,967 | $ 988,748 | |
Class R4: Net asset value per share | $ 16.58 | $ 27.51 | |
Shares outstanding | 34,048 | 23,106 | |
Net Assets | $ 564,489 | $ 635,633 | |
Class R5: Net asset value per share | $ 16.71 | $ 27.77 | |
Shares outstanding | 18,467 | 16,403 | |
Net Assets | $ 308,509 | $ 455,496 | |
Class Y: Net asset value per share | $ 16.72 | $ 27.79 | |
Shares outstanding | 3,627,851 | 1,238,000 | |
Net Assets | $ 60,674,289 | $ 34,407,286 |
93 |
October 31, 2022
Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | ||
Class F: Net asset value per share | $ 16.75 | $ 27.87 | |
Shares outstanding | 5,279,123 | 574,796 | |
Net Assets | $ 88,436,350 | $ 16,017,264 | |
Class SDR: Net asset value per share | $ 16.79 | $ 27.90 | |
Shares outstanding | 2,045,685 | 1,327,657 | |
Net Assets | $ 34,340,401 | $ 37,043,398 | |
Cost of investments | $ 566,432,513 | $ 268,657,263 | |
(1) Includes Investment in securities on loan, at market value | $ — | $ 5,871,509 |
94 |
For the Year Ended October 31, 2022
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 Contrarian Value Fund(1) | |||||
Investment Income: | |||||||||
Dividends | $ 1,170,116 | $ 281,797 | $ 188,844,881 | $ — | $ 16,906 | ||||
Interest | 7,564 | 4,082 | 1,649,253 | 2,220,261 | 272 | ||||
Securities lending | — | 63 | 295,633 | 6,038 | — | ||||
Less: Foreign tax withheld | (110,468) | (30,768) | (18,202,026) | (11,897) | (1,361) | ||||
Total investment income, net | 1,067,212 | 255,174 | 172,587,741 | 2,214,402 | 15,817 | ||||
Expenses: | |||||||||
Investment management fees | 684,468 | 73,857 | 60,759,737 | 246,921 | 2,577 | ||||
Transfer agent fees | |||||||||
Class A | 1,195 | 15 | 215,814 | 2,267 | — | ||||
Class C | 255 | 14 | 6,034 | 229 | — | ||||
Class I | 12,990 | 12 | 3,920,809 | 13,801 | 394 | ||||
Class R3 | — | — | 188 | 64 | — | ||||
Class R4 | — | — | 7,969 | 17 | — | ||||
Class R5 | — | — | 429 | 12 | — | ||||
Class Y | 312 | 7 | 863,898 | 1,791 | — | ||||
Class F | 318 | — | 4,259 | — | — | ||||
Class SDR | 132 | 182 | 6,326 | 385 | 8 | ||||
Distribution fees | |||||||||
Class A | 1,506 | 15 | 216,429 | 3,005 | — | ||||
Class C | 1,713 | 58 | 70,834 | 919 | — | ||||
Class R3 | — | — | 430 | 146 | — | ||||
Class R4 | — | — | 12,642 | 25 | — | ||||
Custodian fees | 19,075 | 42,583 | 1,194,414 | 11,613 | 3,988 | ||||
Registration and filing fees | 90,851 | 91,812 | 505,317 | 116,896 | 19,240 | ||||
Accounting services fees | 15,240 | 1,761 | 858,837 | 7,059 | 79 | ||||
Board of Directors' fees | 2,051 | 234 | 151,874 | 867 | 14 | ||||
Audit and tax fees | 27,951 | 27,748 | 56,313 | 30,419 | 26,025 | ||||
Legal fees | 7,206 | 3,294 | 83,120 | 3,895 | 5,553 | ||||
Other expenses | 7,551 | 4,903 | 449,175 | 9,308 | 1,105 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 872,814 | 246,495 | 69,384,848 | 449,639 | 58,983 | ||||
Expense waivers | (94,055) | (168,225) | — | (156,787) | (56,209) | ||||
Distribution fee reimbursements | (1,937) | (13) | (123) | (204) | — | ||||
Total waivers, reimbursements and fees paid indirectly | (95,992) | (168,238) | (123) | (156,991) | (56,209) | ||||
Total expenses | 776,822 | 78,257 | 69,384,725 | 292,648 | 2,774 | ||||
Net Investment Income (Loss) | 290,390 | 176,917 | 103,203,016 | 1,921,754 | 13,043 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | (7,518,212) | (1,084,206) | (462,727,121) | (6,178,042) | (1,544) | ||||
Less: Foreign taxes paid on realized capital gains | — | — | (1,975,506) | (1,452) | — | ||||
Futures contracts | — | (100,934) | — | 311,788 | (164) | ||||
Swap contracts | — | — | — | 40,387 | — | ||||
Foreign currency contracts | — | 637 | (256) | 84,919 | — | ||||
Other foreign currency transactions | (25,434) | (11,226) | (3,653,303) | (34,313) | (851) | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (7,543,646) | (1,195,729) | (468,356,186) | (5,776,713) | (2,559) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments * | (22,880,735) | (2,182,196) | (2,069,675,995) | (4,708,281) | (135,419) | ||||
Futures contracts | — | 9,512 | — | — | — | ||||
Swap contracts | — | — | — | (2,167) | — | ||||
Foreign currency contracts | — | (2,100) | — | 89,254 | — | ||||
Translation of other assets and liabilities in foreign currencies | (522) | 131 | 28,616 | (2,371) | (16) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (22,881,257) | (2,174,653) | (2,069,647,379) | (4,623,565) | (135,435) | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (30,424,903) | (3,370,382) | (2,538,003,565) | (10,400,278) | (137,994) | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (30,134,513) | $ (3,193,465) | $ (2,434,800,549) | $ (8,478,524) | $ (124,951) |
95 |
For the Year Ended October 31, 2022
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 Contrarian Value Fund(1) | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ (3,181) | $ 1,697,949 | $ 6,164 | $ — |
(1) | Commenced operations on May 24, 2022. |
96 |
For the Year Ended October 31, 2022
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Sustainable International Core Fund(1) | Hartford Schroders Tax-Aware Bond Fund | |||||
Investment Income: | |||||||||
Dividends | $ 113,379,452 | $ 106,253,445 | $ 16,985 | $ 11,742 | $ — | ||||
Interest | 675,335 | 292 | 2,802,570 | 438 | 9,850,108 | ||||
Securities lending | 1,147,780 | 423,909 | — | — | 4,091 | ||||
Less: Foreign tax withheld | (11,894,791) | (9,209,109) | — | (1,131) | — | ||||
Total investment income, net | 103,307,776 | 97,468,537 | 2,819,555 | 11,049 | 9,854,199 | ||||
Expenses: | |||||||||
Investment management fees | 17,540,435 | 24,665,976 | 408,037 | 2,635 | 1,822,310 | ||||
Transfer agent fees | |||||||||
Class A | 127,163 | 290,781 | 1,069 | — | 28,217 | ||||
Class C | 14,046 | 20,291 | 350 | — | 5,427 | ||||
Class I | 760,003 | 2,021,018 | 44,142 | 404 | 224,656 | ||||
Class R3 | 34,420 | 3,436 | — | — | — | ||||
Class R4 | 9,075 | 6,974 | — | — | — | ||||
Class R5 | 16,643 | 25,957 | — | — | — | ||||
Class Y | 324,680 | 219,353 | 698 | — | 302 | ||||
Class F | 6,890 | 2,227 | 82 | — | 436 | ||||
Class SDR | 31,551 | 17,272 | 303 | 8 | 1,047 | ||||
Distribution fees | |||||||||
Class A | 262,094 | 650,977 | 11,814 | — | 125,655 | ||||
Class C | 132,674 | 194,048 | 3,761 | — | 56,176 | ||||
Class R3 | 78,332 | 7,826 | — | — | — | ||||
Class R4 | 13,402 | 10,293 | — | — | — | ||||
Custodian fees | 168,748 | 141,078 | 7,011 | 3,988 | 8,800 | ||||
Registration and filing fees | 230,417 | 573,879 | 96,131 | 19,240 | 115,294 | ||||
Accounting services fees | 370,015 | 553,202 | 19,260 | 81 | 75,172 | ||||
Board of Directors' fees | 64,992 | 103,843 | 2,400 | 14 | 10,258 | ||||
Audit and tax fees | 57,989 | 35,392 | 43,451 | 26,025 | 30,567 | ||||
Legal fees | 36,542 | 53,518 | 7,674 | 5,573 | 8,754 | ||||
Other expenses | 163,488 | 325,495 | 13,242 | 1,107 | 30,873 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 20,443,599 | 29,922,836 | 659,425 | 59,075 | 2,543,944 | ||||
Expense waivers | — | — | (75,858) | (56,237) | (416,018) | ||||
Transfer agent fee waivers | (65,404) | — | — | — | — | ||||
Distribution fee reimbursements | (9,140) | (611) | (9,034) | — | (122) | ||||
Total waivers, reimbursements and fees paid indirectly | (74,544) | (611) | (84,892) | (56,237) | (416,140) | ||||
Total expenses | 20,369,055 | 29,922,225 | 574,533 | 2,838 | 2,127,804 | ||||
Net Investment Income (Loss) | 82,938,721 | 67,546,312 | 2,245,022 | 8,211 | 7,726,395 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | (214,309,392) | (284,283,223) | (2,323,017) | (11,282) | (13,451,696) | ||||
Futures contracts | (25,925,224) | — | (1,617,622) | 3,292 | 880,616 | ||||
Foreign currency contracts | 24,730,173 | — | 1,299,541 | — | — | ||||
Other foreign currency transactions | (3,794,523) | (1,614,382) | (98,270) | (812) | — | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (219,298,966) | (285,897,605) | (2,739,368) | (8,802) | (12,571,080) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments * | (389,818,772) | (984,543,869) | (4,806,423) | (139,482) | (51,658,079) | ||||
Futures contracts | (11,758) | — | (538,674) | 437 | (403,918) | ||||
Foreign currency contracts | (4,739,630) | — | (101,994) | — | — | ||||
Translation of other assets and liabilities in foreign currencies | (384,713) | (379,189) | 25,108 | (76) | — | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (394,954,873) | (984,923,058) | (5,421,983) | (139,121) | (52,061,997) | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (614,253,839) | (1,270,820,663) | (8,161,351) | (147,923) | (64,633,077) | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (531,315,118) | $ (1,203,274,351) | $ (5,916,329) | $ (139,712) | $ (56,906,682) |
97 |
For the Year Ended October 31, 2022
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | Hartford Schroders Sustainable International Core Fund(1) | Hartford Schroders Tax-Aware Bond Fund | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ (7,032) | $ 750,427 | $ — | $ — | $ — |
(1) | Commenced operations on May 24, 2022. |
98 |
For the Year Ended October 31, 2022
Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | ||
Investment Income: | |||
Dividends | $ 10,101,827 | $ 3,262,307 | |
Interest | 265,753 | 122,920 | |
Securities lending | 354 | 28,822 | |
Less: Foreign tax withheld | (12,056) | (23,897) | |
Total investment income, net | 10,355,878 | 3,390,152 | |
Expenses: | |||
Investment management fees | 5,673,763 | 2,900,886 | |
Transfer agent fees | |||
Class A | 122,054 | 48,555 | |
Class C | 49,132 | 10,309 | |
Class I | 377,996 | 192,484 | |
Class R3 | 4,262 | 2,769 | |
Class R4 | 1,219 | 1,079 | |
Class R5 | 509 | 570 | |
Class Y | 75,030 | 39,639 | |
Class F | 1,129 | 327 | |
Class SDR | 1,427 | 1,364 | |
Distribution fees | |||
Class A | 264,878 | 88,268 | |
Class C | 477,690 | 72,833 | |
Class R3 | 9,701 | 6,363 | |
Class R4 | 1,795 | 1,590 | |
Custodian fees | 9,605 | 12,747 | |
Registration and filing fees | 137,281 | 125,705 | |
Accounting services fees | 123,303 | 62,815 | |
Board of Directors' fees | 19,679 | 8,277 | |
Audit and tax fees | 22,680 | 22,704 | |
Legal fees | 13,800 | 8,132 | |
Other expenses | 74,993 | 38,856 | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | 7,461,926 | 3,646,272 | |
Expense waivers | — | (47,913) | |
Distribution fee reimbursements | (1,204) | (981) | |
Total waivers, reimbursements and fees paid indirectly | (1,204) | (48,894) | |
Total expenses | 7,460,722 | 3,597,378 | |
Net Investment Income (Loss) | 2,895,156 | (207,226) | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||
Investments | 18,630,891 | 1,385,585 | |
Other foreign currency transactions | 32 | — | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 18,630,923 | 1,385,585 | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||
Investments * | (102,931,957) | (44,687,496) | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (102,931,957) | (44,687,496) | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (84,301,034) | (43,301,911) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (81,405,878) | $ (43,509,137) | |
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ — |
99 |
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Period Ended October 31, 2021(1) | ||||
Operations: | |||||||
Net investment income (loss) | $ 290,390 | $ (22,780) | $ 176,917 | $ (2,220) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (7,543,646) | 458,633 | (1,195,729) | 35,242 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (22,881,257) | (997,792) | (2,174,653) | 71,701 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (30,134,513) | (561,939) | (3,193,465) | 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 | 29,473,307 | 106,251,339 | 58,666 | 10,000,010 | |||
Issued on reinvestment of distributions | 1,053,228 | 432,281 | 25,504 | — | |||
Redeemed | (22,346,182) | (34,134,687) | (50,000) | (10) | |||
Net increase (decrease) from capital share transactions | 8,180,353 | 72,548,933 | 34,170 | 10,000,000 | |||
Net Increase (Decrease) in Net Assets | (23,063,078) | 71,170,737 | (3,210,271) | 10,104,723 | |||
Net Assets: | |||||||
Beginning of period | 78,992,448 | 7,821,711 | 10,104,723 | — | |||
End of period | $ 55,929,370 | $ 78,992,448 | $ 6,894,452 | $ 10,104,723 |
(1) | Commenced operations on September 30, 2021. |
100 |
Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 103,203,016 | $ 68,766,050 | $ 1,921,754 | $ 2,244,030 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (468,356,186) | 191,629,190 | (5,776,713) | 507,882 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (2,069,647,379) | 384,427,436 | (4,623,565) | 628,875 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,434,800,549) | 644,822,676 | (8,478,524) | 3,380,787 | |||
Distributions to Shareholders: | |||||||
From distributable earnings: | |||||||
Class A | (151,824) | (5,312,511) | (54,191) | (69,629) | |||
Class C | (23,946) | — | (3,458) | (5,800) | |||
Class I | (27,092,330) | (13,377,299) | (579,078) | (808,597) | |||
Class R3 | (703) | (330) | (1,290) | (1,124) | |||
Class R4 | (51,898) | (37,977) | (463) | (447) | |||
Class R5 | (5,062) | (2,909) | (492) | (484) | |||
Class Y | (13,184,071) | (589,255) | (139,376) | (109,352) | |||
Class F | (13,622,640) | (9,554,982) | (572) | (563) | |||
Class SDR | (31,667,545) | (14,545,085) | (918,507) | (1,083,054) | |||
From return of capital: | |||||||
Class A | — | — | (8,116) | — | |||
Class C | — | — | (513) | — | |||
Class I | — | — | (86,311) | — | |||
Class R3 | — | — | (194) | — | |||
Class R4 | — | — | (69) | — | |||
Class R5 | — | — | (74) | — | |||
Class Y | — | — | (20,978) | — | |||
Class F | — | — | (86) | — | |||
Class SDR | — | — | (138,241) | — | |||
Total distributions | (85,800,019) | (43,420,348) | (1,952,009) | (2,079,050) | |||
Capital Share Transactions: | |||||||
Sold | 5,086,373,116 | 4,842,961,004 | 5,791,384 | 25,345,037 | |||
Issued on reinvestment of distributions | 58,740,454 | 32,176,805 | 1,951,740 | 2,078,786 | |||
Redeemed | (4,540,386,396) | (2,926,986,156) | (14,227,849) | (44,370,189) | |||
Net increase (decrease) from capital share transactions | 604,727,174 | 1,948,151,653 | (6,484,725) | (16,946,366) | |||
Net Increase (Decrease) in Net Assets | (1,915,873,394) | 2,549,553,981 | (16,915,258) | (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 | $ 4,825,904,817 | $ 6,741,778,211 | $ 27,566,086 | $ 44,481,344 |
101 |
Hartford Schroders International Contrarian Value Fund | Hartford Schroders International Multi-Cap Value Fund | ||||
For the Period Ended October 31, 2022(2) | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | |||
Operations: | |||||
Net investment income (loss) | $ 13,043 | $ 82,938,721 | $ 58,285,565 | ||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (2,559) | (219,298,966) | 200,522,634 | ||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (135,435) | (394,954,873) | 379,254,167 | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | (124,951) | (531,315,118) | 638,062,366 | ||
Distributions to Shareholders: | |||||
Class A | — | (3,151,213) | (1,921,493) | ||
Class C | — | (294,121) | (224,044) | ||
Class I | — | (23,679,132) | (17,086,178) | ||
Class R3 | — | (416,460) | (328,949) | ||
Class R4 | — | (158,198) | (103,502) | ||
Class R5 | — | (503,439) | (473,876) | ||
Class Y | — | (9,900,359) | (6,351,823) | ||
Class F | — | (18,702,771) | (12,981,174) | ||
Class SDR | — | (26,659,683) | (20,557,285) | ||
Total distributions | — | (83,465,376) | (60,028,324) | ||
Capital Share Transactions: | |||||
Sold | 1,000,020 | 926,405,981 | 1,001,256,584 | ||
Issued on reinvestment of distributions | — | 75,457,113 | 53,767,304 | ||
Redeemed | (21) | (873,580,501) | (778,260,331) | ||
Net increase (decrease) from capital share transactions | 999,999 | 128,282,593 | 276,763,557 | ||
Net Increase (Decrease) in Net Assets | 875,048 | (486,497,901) | 854,797,599 | ||
Net Assets: | |||||
Beginning of period | — | 2,603,775,951 | 1,748,978,352 | ||
End of period | $ 875,048 | $ 2,117,278,050 | $ 2,603,775,951 |
(2) | Commenced operations on May 24, 2022. |
102 |
Hartford Schroders International Stock Fund | Hartford Schroders Securitized Income Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 67,546,312 | $ 28,141,682 | $ 2,245,022 | $ 1,883,904 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (285,897,605) | 29,254,959 | (2,739,368) | (765,136) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (984,923,058) | 436,588,606 | (5,421,983) | 1,579,512 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,203,274,351) | 493,985,247 | (5,916,329) | 2,698,280 | |||
Distributions to Shareholders: | |||||||
Class A | (4,534,577) | (32,727) | (109,491) | (84,434) | |||
Class C | (184,966) | — | (5,018) | (3,248) | |||
Class I | (38,891,433) | (2,419,301) | (1,612,430) | (1,292,341) | |||
Class R3 | (16,060) | — | — | — | |||
Class R4 | (72,581) | (701) | — | — | |||
Class R5 | (502,674) | (52,125) | — | — | |||
Class Y | (4,809,155) | (340,321) | (110,676) | (72,758) | |||
Class F | (13,376,220) | (990,397) | (57,621) | (39,737) | |||
Class SDR | (9,695,197) | (872,187) | (511,605) | (399,130) | |||
Total distributions | (72,082,863) | (4,707,759) | (2,406,841) | (1,891,648) | |||
Capital Share Transactions: | |||||||
Sold | 2,658,324,156 | 2,595,240,179 | 24,268,122 | 65,753,561 | |||
Issued on reinvestment of distributions | 67,165,273 | 4,373,503 | 2,196,248 | 1,653,658 | |||
Redeemed | (1,545,627,305) | (483,052,970) | (81,797,891) | (36,531,227) | |||
Net increase (decrease) from capital share transactions | 1,179,862,124 | 2,116,560,712 | (55,333,521) | 30,875,992 | |||
Net Increase (Decrease) in Net Assets | (95,495,090) | 2,605,838,200 | (63,656,691) | 31,682,624 | |||
Net Assets: | |||||||
Beginning of period | 3,631,453,397 | 1,025,615,197 | 125,609,370 | 93,926,746 | |||
End of period | $ 3,535,958,307 | $ 3,631,453,397 | $ 61,952,679 | $ 125,609,370 |
103 |
Hartford Schroders Sustainable International Core Fund | Hartford Schroders Tax-Aware Bond Fund | ||||
For the Period Ended October 31, 2022(2) | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | |||
Operations: | |||||
Net investment income (loss) | $ 8,211 | $ 7,726,395 | $ 5,775,902 | ||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (8,802) | (12,571,080) | 5,653,116 | ||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (139,121) | (52,061,997) | (6,174,421) | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | (139,712) | (56,906,682) | 5,254,597 | ||
Distributions to Shareholders: | |||||
Class A | — | (1,605,764) | (1,450,548) | ||
Class C | — | (126,622) | (129,755) | ||
Class I | — | (8,157,871) | (7,512,352) | ||
Class Y | — | (8,866) | (5,542) | ||
Class F | — | (1,246,693) | (913,441) | ||
Class SDR | — | (1,969,376) | (1,616,470) | ||
Total distributions | — | (13,115,192) | (11,628,108) | ||
Capital Share Transactions: | |||||
Sold | 1,000,020 | 245,198,906 | 153,934,962 | ||
Issued on reinvestment of distributions | — | 10,578,397 | 9,364,337 | ||
Redeemed | (21) | (250,656,258) | (144,506,187) | ||
Net increase (decrease) from capital share transactions | 999,999 | 5,121,045 | 18,793,112 | ||
Net Increase (Decrease) in Net Assets | 860,287 | (64,900,829) | 12,419,601 | ||
Net Assets: | |||||
Beginning of period | — | 455,862,115 | 443,442,514 | ||
End of period | $ 860,287 | $ 390,961,286 | $ 455,862,115 |
(2) | Commenced operations on May 24, 2022. |
104 |
Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 2,895,156 | $ 623,135 | $ (207,226) | $ (329,984) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 18,630,923 | 122,807,700 | 1,385,585 | 48,336,250 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (102,931,957) | 138,362,727 | (44,687,496) | 56,709,046 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (81,405,878) | 261,793,562 | (43,509,137) | 104,715,312 | |||
Distributions to Shareholders: | |||||||
Class A | (15,162,114) | (69,958) | (4,292,084) | — | |||
Class C | (7,632,003) | — | (921,789) | — | |||
Class I | (61,840,766) | (1,312,243) | (22,681,914) | (89,287) | |||
Class R3 | (288,955) | — | (148,641) | — | |||
Class R4 | (116,572) | — | (76,371) | — | |||
Class R5 | (101,815) | (3,796) | (73,241) | (462) | |||
Class Y | (10,739,172) | (258,077) | (4,006,301) | (27,753) | |||
Class F | (11,385,090) | (265,270) | (1,840,382) | (25,755) | |||
Class SDR | (5,005,028) | (175,684) | (3,566,355) | (57,905) | |||
Total distributions | (112,271,515) | (2,085,028) | (37,607,078) | (201,162) | |||
Capital Share Transactions: | |||||||
Sold | 195,719,583 | 149,305,285 | 82,976,378 | 87,392,291 | |||
Issued on reinvestment of distributions | 108,437,249 | 2,008,748 | 36,489,337 | 197,351 | |||
Redeemed | (218,180,334) | (211,486,538) | (89,585,740) | (66,867,177) | |||
Net increase (decrease) from capital share transactions | 85,976,498 | (60,172,505) | 29,879,975 | 20,722,465 | |||
Net Increase (Decrease) in Net Assets | (107,700,895) | 199,536,029 | (51,236,240) | 125,236,615 | |||
Net Assets: | |||||||
Beginning of period | 841,069,871 | 641,533,842 | 359,180,035 | 233,943,420 | |||
End of period | $ 733,368,976 | $ 841,069,871 | $ 307,943,795 | $ 359,180,035 |
105 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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 Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 15.80 | $ (0.02) | $ (5.43) | $ (5.45) | $ — | $ (0.21) | $ — | $ (0.21) | $ 10.14 | (35.01)% | $ 420 | 1.57% | 1.45% | (0.16)% | 65% | |||||||||||||||
C | 15.59 | (0.01) | (5.36) | (5.37) | — | (0.21) | — | (0.21) | 10.01 | (34.97) | 128 | 2.27 | 1.38 | (0.07) | 65 | |||||||||||||||
I | 15.81 | 0.04 | (5.47) | (5.43) | — | (0.21) | — | (0.21) | 10.17 | (34.86) | 8,730 | 1.24 | 1.15 | 0.34 | 65 | |||||||||||||||
Y | 15.82 | 0.03 | (5.45) | (5.42) | — | (0.21) | — | (0.21) | 10.19 | (34.77) | 1,328 | 1.13 | 1.11 | 0.22 | 65 | |||||||||||||||
F | 15.82 | 0.06 | (5.47) | (5.41) | — | (0.21) | — | (0.21) | 10.20 | (34.71) | 42,772 | 1.12 | 0.99 | 0.41 | 65 | |||||||||||||||
SDR | 15.83 | 0.04 | (5.46) | (5.42) | — | (0.21) | — | (0.21) | 10.20 | (34.75) | 2,551 | 1.13 | 0.99 | 0.32 | 65 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 15.06 | $ (0.05) | $ 2.25 | $ 2.20 | $ (0.00) (4) | $ (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(5) | ||||||||||||||||||||||||||||||
A | $ 10.00 | $ 0.04 | $ 5.02 | $ 5.06 | $ — | $ — | $ — | $ — | $ 15.06 | 50.60% (6) | $ 369 | 4.28% (7) | 1.29% (7) | 0.55% (7) | 46% | |||||||||||||||
C | 10.00 | 0.00 (4) | 4.98 | 4.98 | — | — | — | — | 14.98 | 49.80 (6) | 178 | 5.08 (7) | 2.22 (7) | (0.04) (7) | 46 | |||||||||||||||
I | 10.00 | 0.07 | 5.01 | 5.08 | — | — | — | — | 15.08 | 50.80 (6) | 183 | 4.01 (7) | 1.15 (7) | 0.93 (7) | 46 | |||||||||||||||
Y | 10.00 | 0.09 | 4.99 | 5.08 | — | — | — | — | 15.08 | 50.80 (6) | 151 | 3.95 (7) | 1.10 (7) | 1.14 (7) | 46 | |||||||||||||||
F | 10.00 | 0.10 | 4.99 | 5.09 | — | — | — | — | 15.09 | 50.90 (6) | 3,169 | 3.85 (7) | 0.99 (7) | 1.24 (7) | 46 | |||||||||||||||
SDR | 10.00 | 0.10 | 4.99 | 5.09 | — | — | — | — | 15.09 | 50.90 (6) | 3,772 | 3.85 (7) | 0.99 (7) | 1.24 (7) | 46 | |||||||||||||||
Hartford Schroders Diversified Emerging Markets Fund | ||||||||||||||||||||||||||||||
For the Period Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A (8) | $ 9.42 | $ 0.14 | $ (2.69) | $ (2.55) | $ — | $ — | $ — | $ — | $ 6.87 | (27.07)% (6) | $ 10 | 3.81% (7) | 0.88% (7) | 2.63% (7) | 98% | |||||||||||||||
C (8) | 9.42 | 0.11 | (2.70) | (2.59) | — | — | — | — | 6.83 | (27.50) (6) | 7 | 4.55 (7) | 1.68 (7) | 1.92 (7) | 98 | |||||||||||||||
I (8) | 9.42 | 0.16 | (2.69) | (2.53) | — | — | — | — | 6.89 | (26.86) (6) | 7 | 3.50 (7) | 0.58 (7) | 2.96 (7) | 98 | |||||||||||||||
Y (8) | 9.42 | 0.17 | (2.70) | (2.53) | — | — | — | — | 6.89 | (26.86) (6) | 10 | 3.42 (7) | 0.53 (7) | 3.02 (7) | 98 | |||||||||||||||
F (8) | 9.42 | 0.15 | (2.75) | (2.60) | — | — | — | — | 6.82 | (27.60) (6) | 7 | 3.31 (7) | 0.89 (7) | 2.65 (7) | 98 | |||||||||||||||
SDR | 10.10 | 0.18 | (3.36) | (3.18) | (0.03) | (0.02) | — | (0.05) | 6.87 | (31.63) | 6,852 | 2.80 | 0.89 | 2.01 | 98 | |||||||||||||||
For the Period EndedOctober 31, 2021(9) | ||||||||||||||||||||||||||||||
SDR | $ 10.00 | $ —(4) | $ 0.10 | $ 0.10 | $ — | $ — | $ — | $ — | $ 10.10 | 1.00% (6) | $ 10,105 | 4.69% (7) | 0.89% (7) | (0.26)% (7) | 9% (10) | |||||||||||||||
Hartford Schroders Emerging Markets Equity Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 20.05 | $ 0.22 | $ (7.00) | $ (6.78) | $ (0.03) | $ — | $ — | $ (0.03) | $ 13.24 | (33.86)% | $ 70,886 | 1.56% | 1.56% | 1.29% | 39% | |||||||||||||||
C | 19.76 | 0.11 | (6.86) | (6.75) | (0.05) | — | — | (0.05) | 12.96 | (34.23) | 4,071 | 2.15 | 2.15 | 0.68 | 39 | |||||||||||||||
I | 20.13 | 0.27 | (6.97) | (6.70) | (0.23) | — | — | (0.23) | 13.20 | (33.63) | 1,691,881 | 1.25 | 1.25 | 1.62 | 39 | |||||||||||||||
R3 | 19.99 | 0.19 | (6.93) | (6.74) | (0.14) | — | — | (0.14) | 13.11 | (33.94) | 76 | 1.78 | 1.70 | 1.14 | 39 | |||||||||||||||
R4 | 20.18 | 0.23 | (7.00) | (6.77) | (0.18) | — | — | (0.18) | 13.23 | (33.81) | 5,013 | 1.47 | 1.47 | 1.39 | 39 | |||||||||||||||
R5 | 20.14 | 0.28 | (6.98) | (6.70) | (0.24) | — | — | (0.24) | 13.20 | (33.62) | 294 | 1.18 | 1.18 | 1.66 | 39 | |||||||||||||||
Y | 20.20 | 0.31 | (7.02) | (6.71) | (0.25) | — | — | (0.25) | 13.24 | (33.58) | 97,257 | 1.17 | 1.17 | 1.82 | 39 | |||||||||||||||
F | 20.15 | 0.30 | (6.97) | (6.67) | (0.27) | — | — | (0.27) | 13.21 | (33.52) | 661,403 | 1.06 | 1.06 | 1.78 | 39 | |||||||||||||||
SDR | 20.19 | 0.29 | (6.97) | (6.68) | (0.27) | — | — | (0.27) | 13.24 | (33.50) | 2,295,024 | 1.06 | 1.06 | 1.75 | 39 |
106 |
— 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 |
107 |
— 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 | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 8.29 | $ 0.37 | $ (2.06) | $ (1.69) | $ (0.33) | $ (0.01) | $ (0.05) | $ (0.39) | $ 6.21 | (20.83)% | $ 1,018 | 1.65% | 1.15% | 5.12% | 118% | |||||||||||||||
C | 8.26 | 0.31 | (2.05) | (1.74) | (0.28) | (0.01) | (0.04) | (0.33) | 6.19 | (21.38) | 65 | 2.46 | 1.90 | 4.32 | 118 | |||||||||||||||
I | 8.28 | 0.40 | (2.07) | (1.67) | (0.35) | (0.01) | (0.05) | (0.41) | 6.20 | (20.65) | 7,394 | 1.32 | 0.90 | 5.32 | 118 | |||||||||||||||
R3 | 8.30 | 0.36 | (2.07) | (1.71) | (0.31) | (0.01) | (0.05) | (0.37) | 6.22 | (21.04) | 27 | 1.93 | 1.45 | 4.89 | 118 | |||||||||||||||
R4 | 8.29 | 0.37 | (2.06) | (1.69) | (0.33) | (0.01) | (0.05) | (0.39) | 6.21 | (20.83) | 9 | 1.63 | 1.15 | 5.17 | 118 | |||||||||||||||
R5 | 8.28 | 0.39 | (2.06) | (1.67) | (0.35) | (0.01) | (0.05) | (0.41) | 6.20 | (20.61) | 9 | 1.33 | 0.85 | 5.48 | 118 | |||||||||||||||
Y | 8.28 | 0.39 | (2.06) | (1.67) | (0.35) | (0.01) | (0.05) | (0.41) | 6.20 | (20.61) | 2,531 | 1.27 | 0.85 | 5.47 | 118 | |||||||||||||||
F | 7.77 | 0.38 | (1.93) | (1.55) | (0.36) | (0.01) | (0.05) | (0.42) | 5.80 | (20.46) | 10 | 1.21 | 0.75 | 5.58 | 118 | |||||||||||||||
SDR | 8.28 | 0.41 | (2.07) | (1.66) | (0.36) | (0.01) | (0.05) | (0.42) | 6.20 | (20.53) | 16,503 | 1.21 | 0.75 | 5.56 | 118 | |||||||||||||||
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 | |||||||||||||||
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 |
108 |
— 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, 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 | |||||||||||||||
Hartford Schroders International Contrarian Value Fund(11) | ||||||||||||||||||||||||||||||
For the Period Ended October 31, 2022 | ||||||||||||||||||||||||||||||
I | $ 10.00 | $ 0.13 | $ (1.38) | $ (1.25) | $ — | $ — | $ — | $ — | $ 8.75 | (12.50)% (6) | $ 438 | 14.98% (7) | 0.70% (7) | 3.29% (7) | 8% (12) | |||||||||||||||
SDR | 10.00 | 0.13 | (1.38) | (1.25) | — | — | — | — | 8.75 | (12.50) (6) | 437 | 14.78 (7) | 0.70 (7) | 3.29 (7) | 8 (12) | |||||||||||||||
Hartford Schroders International Multi-Cap Value Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 10.32 | $ 0.29 | $ (2.27) | $ (1.98) | $ (0.29) | $ — | $ — | $ (0.29) | $ 8.05 | (19.57)% | $ 94,322 | 1.11% | 1.11% | 3.03% | 101% | |||||||||||||||
C | 10.25 | 0.22 | (2.26) | (2.04) | (0.21) | — | — | (0.21) | 8.00 | (20.16) | 9,744 | 1.85 | 1.85 | 2.27 | 101 | |||||||||||||||
I | 10.31 | 0.31 | (2.26) | (1.95) | (0.31) | — | — | (0.31) | 8.05 | (19.29) | 618,285 | 0.84 | 0.84 | 3.26 | 101 | |||||||||||||||
R3 | 10.28 | 0.25 | (2.24) | (1.99) | (0.26) | — | — | (0.26) | 8.03 | (19.72) | 13,320 | 1.46 | 1.40 | 2.68 | 101 | |||||||||||||||
R4 | 10.29 | 0.28 | (2.26) | (1.98) | (0.28) | — | — | (0.28) | 8.03 | (19.59) | 4,544 | 1.16 | 1.16 | 2.91 | 101 | |||||||||||||||
R5 | 10.30 | 0.29 | (2.24) | (1.95) | (0.31) | — | — | (0.31) | 8.04 | (19.31) | 13,333 | 0.85 | 0.85 | 3.08 | 101 | |||||||||||||||
Y | 10.31 | 0.32 | (2.27) | (1.95) | (0.32) | — | — | (0.32) | 8.04 | (19.36) | 247,391 | 0.85 | 0.83 | 3.35 | 101 | |||||||||||||||
F | 10.31 | 0.32 | (2.26) | (1.94) | (0.32) | — | — | (0.32) | 8.05 | (19.19) | 472,832 | 0.74 | 0.74 | 3.33 | 101 | |||||||||||||||
SDR | 10.30 | 0.32 | (2.26) | (1.94) | (0.32) | — | — | (0.32) | 8.04 | (19.21) | 643,506 | 0.74 | 0.74 | 3.34 | 101 | |||||||||||||||
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 |
109 |
— 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, 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 | |||||||||||||||
Hartford Schroders International Stock Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 19.07 | $ 0.25 | $ (5.36) | $ (5.11) | $ (0.16) | $ (0.14) | $ — | $ (0.30) | $ 13.66 | (27.22)% | $ 210,992 | 1.06% | 1.06% | 1.56% | 35% | |||||||||||||||
C | 17.97 | 0.13 | (5.07) | (4.94) | (0.01) | (0.14) | — | (0.15) | 12.88 | (27.71) | 15,313 | 1.81 | 1.81 | 0.84 | 35 | |||||||||||||||
I | 18.49 | 0.28 | (5.19) | (4.91) | (0.21) | (0.14) | — | (0.35) | 13.23 | (27.04) | 1,897,371 | 0.80 | 0.80 | 1.79 | 35 | |||||||||||||||
R3 | 18.31 | 0.15 | (5.11) | (4.96) | (0.10) | (0.14) | — | (0.24) | 13.11 | (27.43) | 1,988 | 1.42 | 1.41 | 1.01 | 35 | |||||||||||||||
R4 | 18.42 | 0.23 | (5.17) | (4.94) | (0.16) | (0.14) | — | (0.30) | 13.18 | (27.26) | 3,618 | 1.12 | 1.12 | 1.49 | 35 | |||||||||||||||
R5 | 18.49 | 0.27 | (5.17) | (4.90) | (0.21) | (0.14) | — | (0.35) | 13.24 | (26.99) | 23,775 | 0.81 | 0.81 | 1.76 | 35 | |||||||||||||||
Y | 18.54 | 0.30 | (5.22) | (4.92) | (0.21) | (0.14) | — | (0.35) | 13.27 | (27.03) | 136,982 | 0.81 | 0.81 | 1.87 | 35 | |||||||||||||||
F | 18.52 | 0.29 | (5.18) | (4.89) | (0.23) | (0.14) | — | (0.37) | 13.26 | (26.93) | 692,063 | 0.70 | 0.70 | 1.86 | 35 | |||||||||||||||
SDR | 18.50 | 0.28 | (5.17) | (4.89) | (0.23) | (0.14) | — | (0.37) | 13.24 | (26.96) | 553,856 | 0.71 | 0.71 | 1.84 | 35 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 14.14 | $ 0.16 | $ 4.77 | $ 4.93 | $ (0.00) (4) | $ — | $ — | $ — | $ 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) (4) | — | — | — | 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 |
110 |
— 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, 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 | |||||||||||||||
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 | |||||||||||||||
Hartford Schroders Securitized Income Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 9.91 | $ 0.22 | $ (0.85) | $ (0.63) | $ (0.23) | $ — | $ — | $ (0.23) | $ 9.05 | (6.45)% | $ 4,054 | 0.89% | 0.70% (13) | 2.35% | 38% (14) | |||||||||||||||
C | 9.89 | 0.12 | (0.85) | (0.73) | (0.14) | — | — | (0.14) | 9.02 | (7.42) | 255 | 1.71 | 1.69 (13) | 1.29 | 38 (14) | |||||||||||||||
I | 9.89 | 0.22 | (0.84) | (0.62) | (0.25) | — | — | (0.25) | 9.02 | (6.32) | 36,388 | 0.69 | 0.63 (13) | 2.29 | 38 (14) | |||||||||||||||
Y | 9.89 | 0.24 | (0.86) | (0.62) | (0.26) | — | — | (0.26) | 9.01 | (6.37) | 3,923 | 0.64 | 0.57 (13) | 2.56 | 38 (14) | |||||||||||||||
F | 9.88 | 0.25 | (0.85) | (0.60) | (0.27) | — | — | (0.27) | 9.01 | (6.17) | 1,965 | 0.62 | 0.47 (13) | 2.66 | 38 (14) | |||||||||||||||
SDR | 9.88 | 0.24 | (0.85) | (0.61) | (0.27) | — | — | (0.27) | 9.00 | (6.28) | 15,367 | 0.63 | 0.48 (13) | 2.54 | 38 (14) | |||||||||||||||
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% (15) | 1.06% (13) | 1.66% (16) | 71% | |||||||||||||||
C | 9.79 | 0.07 | 0.10 | 0.17 | (0.07) | — | — | (0.07) | 9.89 | 1.69 | 432 | 2.07 (15) | 2.06 (13) | 0.66 (16) | 71 | |||||||||||||||
I | 9.79 | 0.17 | 0.10 | 0.27 | (0.17) | — | — | (0.17) | 9.89 | 2.82 | 89,260 | 1.03 (15) | 0.97 (13) | 1.73 (16) | 71 | |||||||||||||||
Y | 9.79 | 0.18 | 0.10 | 0.28 | (0.18) | — | — | (0.18) | 9.89 | 2.87 | 4,187 | 0.99 (15) | 0.92 (13) | 1.78 (16) | 71 | |||||||||||||||
F | 9.78 | 0.19 | 0.10 | 0.29 | (0.19) | — | — | (0.19) | 9.88 | 2.97 | 2,096 | 0.98 (15) | 0.84 (13) | 1.88 (16) | 71 | |||||||||||||||
SDR | 9.78 | 0.18 | 0.11 | 0.29 | (0.19) | — | — | (0.19) | 9.88 | 2.97 | 24,467 | 0.97 (15) | 0.84 (13) | 1.84 (16) | 71 |
111 |
— 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% (17) | 1.10% (18)(19) | 2.12% (20) | 78% | |||||||||||||||
C (21) | 10.12 | 0.04 | (0.31) | (0.27) | (0.06) | 0.00 | — | (0.06) | 9.79 | (2.64) (6) | 443 | 2.52 (7)(17) | 2.29 (7)(18)(19) | 0.55 (7)(20) | 78 | |||||||||||||||
I | 10.06 | 0.19 | (0.23) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.79 | (0.42) | 65,636 | 1.34 (17) | 1.12 (18)(19) | 1.94 (20) | 78 | |||||||||||||||
Y | 10.06 | 0.21 | (0.25) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.79 | (0.36) | 3,571 | 1.29 (17) | 1.07 (18)(19) | 2.20 (20) | 78 | |||||||||||||||
F | 10.05 | 0.22 | (0.26) | (0.04) | (0.22) | (0.01) | — | (0.23) | 9.78 | (0.34) | 2,035 | 1.28 (17) | 1.06 (18)(19) | 2.25 (20) | 78 | |||||||||||||||
SDR | 10.05 | 0.23 | (0.26) | (0.03) | (0.23) | (0.01) | — | (0.24) | 9.78 | (0.31) | 16,688 | 1.28 (17) | 1.07 (18)(19) | 2.32 (20) | 78 | |||||||||||||||
For the Period Ended October 31, 2019(22) | ||||||||||||||||||||||||||||||
A | $ 10.00 | $ 0.17 | $ 0.03 | $ 0.20 | $ (0.14) | $ — | $ — | $ (0.14) | $ 10.06 | 2.04% (6) | $ 3,571 | 1.58% (7)(23) | 1.00% (7)(19)(24) | 2.49% (7)(25) | 35% | |||||||||||||||
I | 10.00 | 0.17 | 0.04 | 0.21 | (0.15) | — | — | (0.15) | 10.06 | 2.09 (6) | 4,633 | 1.33 (7)(23) | 0.96 (7)(19)(24) | 2.52 (7)(25) | 35 | |||||||||||||||
Y | 10.00 | 0.17 | 0.04 | 0.21 | (0.15) | — | — | (0.15) | 10.06 | 2.13 (6) | 3,583 | 1.27 (7)(23) | 0.91 (7)(19)(24) | 2.58 (7)(25) | 35 | |||||||||||||||
F | 10.00 | 0.18 | 0.03 | 0.21 | (0.16) | — | — | (0.16) | 10.05 | 2.06 (6) | 2,544 | 1.26 (7)(23) | 0.89 (7)(19)(24) | 2.61 (7)(25) | 35 | |||||||||||||||
SDR | 10.00 | 0.17 | 0.04 | 0.21 | (0.16) | — | — | (0.16) | 10.05 | 2.19 (6) | 80,616 | 1.24 (7)(23) | 0.86 (7)(19)(24) | 2.55 (7)(25) | 35 | |||||||||||||||
Hartford Schroders Sustainable International Core Fund(11) | ||||||||||||||||||||||||||||||
For the Period Ended October 31, 2022 | ||||||||||||||||||||||||||||||
I | $ 10.00 | $ 0.08 | $ (1.48) | $ (1.40) | $ — | $ — | $ — | $ — | $ 8.60 | (14.00)% (6) | $ 430 | 14.67% (7) | 0.70% (7) | 2.03% (7) | 17(% 12) | |||||||||||||||
SDR | 10.00 | 0.08 | (1.48) | (1.40) | — | — | — | — | 8.60 | (14.00) (6) | 430 | 14.48 (7) | 0.70 (7) | 2.03 (7) | 17 (12) | |||||||||||||||
Hartford Schroders Tax-Aware Bond Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 11.27 | $ 0.17 | $ (1.64) | $ (1.47) | $ (0.17) | $ (0.15) | $ — | $ (0.32) | $ 9.48 | (13.33)% | $ 37,682 | 0.83% | 0.71% | 1.66% | 143% | |||||||||||||||
C | 11.28 | 0.08 | (1.64) | (1.56) | (0.07) | (0.15) | — | (0.22) | 9.50 | (14.04) | 4,323 | 1.62 | 1.59 | 0.79 | 143 | |||||||||||||||
I | 11.28 | 0.20 | (1.64) | (1.44) | (0.20) | (0.15) | — | (0.35) | 9.49 | (13.12) | 248,947 | 0.61 | 0.49 | 1.96 | 143 | |||||||||||||||
Y | 11.28 | 0.20 | (1.65) | (1.45) | (0.19) | (0.15) | — | (0.34) | 9.49 | (13.18) | 247 | 0.63 | 0.56 | 1.86 | 143 | |||||||||||||||
F | 11.28 | 0.21 | (1.65) | (1.44) | (0.20) | (0.15) | — | (0.35) | 9.49 | (13.09) | 48,151 | 0.52 | 0.46 | 1.98 | 143 | |||||||||||||||
SDR | 11.27 | 0.21 | (1.65) | (1.44) | (0.20) | (0.15) | — | (0.35) | 9.48 | (13.10) | 51,611 | 0.52 | 0.46 | 1.97 | 143 | |||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 11.42 | $ 0.12 | $ (0.00)(4) | $ 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 |
112 |
— 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 | |||||||||||||||
Hartford Schroders US MidCap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 20.63 | $ 0.03 | $ (1.84) | $ (1.81) | $ — | $ (2.90) | $ — | $ (2.90) | $ 15.92 | (10.46)% | $ 107,826 | 1.17% | 1.17% | 0.20% | 42% | |||||||||||||||
C | 20.64 | (0.09) | (1.85) | (1.94) | — | (2.90) | — | (2.90) | 15.80 | (11.16) | 41,486 | 1.91 | 1.91 | (0.54) | 42 | |||||||||||||||
I | 21.52 | 0.08 | (1.94) | (1.86) | (0.02) | (2.90) | — | (2.92) | 16.74 | (10.25) | 397,914 | 0.89 | 0.89 | 0.47 | 42 | |||||||||||||||
R3 | 21.07 | (0.03) | (1.88) | (1.91) | — | (2.90) | — | (2.90) | 16.26 | (10.75) | 1,820 | 1.52 | 1.52 | (0.15) | 42 | |||||||||||||||
R4 | 21.37 | 0.04 | (1.93) | (1.89) | — | (2.90) | — | (2.90) | 16.58 | (10.47) | 564 | 1.22 | 1.16 | 0.22 | 42 | |||||||||||||||
R5 | 21.47 | 0.08 | (1.93) | (1.85) | (0.01) | (2.90) | — | (2.91) | 16.71 | (10.22) | 309 | 0.92 | 0.92 | 0.42 | 42 | |||||||||||||||
Y | 21.50 | 0.08 | (1.95) | (1.87) | (0.01) | (2.90) | — | (2.91) | 16.72 | (10.29) | 60,674 | 0.91 | 0.91 | 0.45 | 42 | |||||||||||||||
F | 21.53 | 0.10 | (1.95) | (1.85) | (0.03) | (2.90) | — | (2.93) | 16.75 | (10.18) | 88,436 | 0.80 | 0.80 | 0.57 | 42 | |||||||||||||||
SDR | 21.56 | 0.10 | (1.94) | (1.84) | (0.03) | (2.90) | — | (2.93) | 16.79 | (10.12) | 34,340 | 0.81 | 0.81 | 0.56 | 42 | |||||||||||||||
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(4) | $ (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 (4) | (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 | |||||||||||||||
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 |
113 |
— 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, 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 | |||||||||||||||
Hartford Schroders US Small Cap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||||
A | $ 33.48 | $ (0.08) | $ (3.65) | $ (3.73) | $ — | $ (3.69) | $ — | $ (3.69) | $ 26.06 | (12.56)% | $ 32,403 | 1.37% | 1.35% | (0.30)% | 38% | |||||||||||||||
C | 33.73 | (0.29) | (3.68) | (3.97) | — | (3.69) | — | (3.69) | 26.07 | (13.24) | 6,440 | 2.13 | 2.10 | (1.05) | 38 | |||||||||||||||
I | 35.38 | (0.01) | (3.89) | (3.90) | — | (3.69) | — | (3.69) | 27.79 | (12.35) | 179,554 | 1.09 | 1.09 | (0.04) | 38 | |||||||||||||||
R3 | 34.71 | (0.17) | (3.80) | (3.97) | — | (3.69) | — | (3.69) | 27.05 | (12.83) | 989 | 1.70 | 1.65 | (0.59) | 38 | |||||||||||||||
R4 | 35.14 | (0.09) | (3.85) | (3.94) | — | (3.69) | — | (3.69) | 27.51 | (12.57) | 636 | 1.41 | 1.35 | (0.29) | 38 | |||||||||||||||
R5 | 35.34 | — | (3.88) | (3.88) | — | (3.69) | — | (3.69) | 27.77 | (12.30) | 455 | 1.11 | 1.05 | — | 38 | |||||||||||||||
Y | 35.37 | — | (3.89) | (3.89) | — | (3.69) | — | (3.69) | 27.79 | (12.32) | 34,407 | 1.10 | 1.05 | — | 38 | |||||||||||||||
F | 35.42 | 0.03 | (3.89) | (3.86) | — | (3.69) | — | (3.69) | 27.87 | (12.21) | 16,017 | 0.99 | 0.95 | 0.10 | 38 | |||||||||||||||
SDR | 35.46 | 0.03 | (3.90) | (3.87) | — | (3.69) | — | (3.69) | 27.90 | (12.23) | 37,043 | 0.99 | 0.95 | 0.11 | 38 | |||||||||||||||
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 |
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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, 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 | — | (2.2500) | — | (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 |
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) | Amount is less than $0.01 per share. |
(5) | Commenced operations on March 31, 2020. |
(6) | Not annualized. |
(7) | Annualized. |
(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 May 24, 2022. |
(12) | Reflects the Fund’s portfolio turnover for the period May 24, 2022 through October 31, 2022. |
(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) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 75% for the fiscal year ended October 31, 2022. |
(15) | 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. |
(16) | 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. |
(17) | 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. |
(18) | 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. |
(19) | 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). |
(20) | 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. |
(21) | Commenced operations on February 28, 2020. |
(22) | Commenced operations on February 28, 2019. |
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(23) | 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. |
(24) | 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. |
(25) | 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 sixteen series, as of October 31, 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 Contrarian Value Fund (the "International Contrarian Value 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 Sustainable International Core Fund (the "Sustainable International Core 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 |
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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. |
With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). | |
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures"). | |
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. | |
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. | |
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. 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 quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. |
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U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are: |
• | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
• | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
• | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. | |
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, 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. |
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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 Contrarian Value Fund, International Stock Fund, Sustainable International Core 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 (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) | 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. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2022. |
A 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. See a Fund's Schedule of Investments, if applicable, for TBA commitments as of October 31, 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 |
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mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of October 31, 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 October 31, 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 year ended October 31, 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 year ended October 31, 2022, each of Diversified Emerging Markets Fund, Emerging Markets Multi-Sector Bond Fund, International Contrarian Value Fund, International Multi-Cap Value Fund, Securitized Income Fund, Sustainable International Core Fund and Tax-Aware Bond Fund had used Futures Contracts. |
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October 31, 2022
c) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations. | |
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). | |
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances. | |
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy. | |
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer 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 |
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October 31, 2022
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. |
d) | Additional Derivative Instrument Information: |
Diversified Emerging Markets Fund | |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 | $ — | $ — | $ — | $ (100,934) | $ — | $ (100,934) | |||||
Net realized gain (loss) on foreign currency contracts | — | 637 | — | — | — | 637 | |||||
Total | $ — | $ 637 | $ — | $ (100,934) | $ — | $ (100,297) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ 9,512 | $ — | $ 9,512 | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (2,100) | — | — | — | (2,100) | |||||
Total | $ — | $ (2,100) | $ — | $ 9,512 | $ — | $ 7,412 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 8 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 2,463 | |
Foreign Currency Contracts Sold at Contract Amount | $ 13,834 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 foreign currency contracts | $ — | $ (256) | $ — | $ — | $ — | $ (256) | |||||
Total | $ — | $ (256) | $ — | $ — | $ — | $ (256) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 97,323 |
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October 31, 2022
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 220,994 | $ — | $ — | $ — | $ 220,994 | |||||
Total | $ — | $ 220,994 | $ — | $ — | $ — | $ 220,994 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 128,443 | $ — | $ — | $ — | $ 128,443 | |||||
Total | $ — | $ 128,443 | $ — | $ — | $ — | $ 128,443 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 | $ 311,582 | $ — | $ — | $ — | $ — | $ 311,582 | |||||
Net realized gain (loss) on swap contracts | — | — | 40,387 | — | — | 40,387 | |||||
Net realized gain (loss) on foreign currency contracts | — | 84,919 | — | — | — | 84,919 | |||||
Total | $ 311,582 | $ 84,919 | $ 40,387 | $ — | $ — | $ 436,888 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of swap contracts | $ — | $ — | $ (2,167) | $ — | $ — | $ (2,167) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 89,254 | — | — | — | 89,254 | |||||
Total | $ — | $ 89,254 | $ (2,167) | $ — | $ — | $ 87,087 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 1 | |
Futures Contracts Number of Short Contracts | (8) | |
Swap Contracts at Notional Amount | $ 539,843 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 5,764,702 | |
Foreign Currency Contracts Sold at Contract Amount | $ 5,582,192 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 | $ — | $ — | $ — | $ (164) | $ — | $ (164) | |||||
Total | $ — | $ — | $ — | $ (164) | $ — | $ (164) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 3 |
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October 31, 2022
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 605,216 | $ — | $ — | $ — | $ 605,216 | |||||
Total | $ — | $ 605,216 | $ — | $ — | $ — | $ 605,216 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 3,623,812 | $ — | $ — | $ — | $ 3,623,812 | |||||
Total | $ — | $ 3,623,812 | $ — | $ — | $ — | $ 3,623,812 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 | $ — | $ — | $ — | $ (25,925,224) | $ — | $ (25,925,224) | |||||
Net realized gain (loss) on foreign currency contracts | — | 24,730,173 | — | — | — | 24,730,173 | |||||
Total | $ — | $ 24,730,173 | $ — | $ (25,925,224) | $ — | $ (1,195,051) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (11,758) | $ — | $ (11,758) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (4,739,630) | — | — | — | (4,739,630) | |||||
Total | $ — | $ (4,739,630) | $ — | $ (11,758) | $ — | $ (4,751,388) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 652 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 24,432,749 | |
Foreign Currency Contracts Sold at Contract Amount | $ 155,192,077 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 5,441 | $ — | $ — | $ — | $ — | $ 5,441 | |||||
Unrealized appreciation on foreign currency contracts | — | 105 | — | — | — | 105 | |||||
Total | $ 5,441 | $ 105 | $ — | $ — | $ — | $ 5,546 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 768,475 | $ — | $ — | $ — | $ — | $ 768,475 | |||||
Unrealized depreciation on foreign currency contracts | — | 8,118 | — | — | — | 8,118 | |||||
Total | $ 768,475 | $ 8,118 | $ — | $ — | $ — | $ 776,593 |
(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. |
125 |
October 31, 2022
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ (1,617,622) | $ — | $ — | $ — | $ — | $ (1,617,622) | |||||
Net realized gain (loss) on foreign currency contracts | — | 1,299,541 | — | — | — | 1,299,541 | |||||
Total | $ (1,617,622) | $ 1,299,541 | $ — | $ — | $ — | $ (318,081) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (538,674) | $ — | $ — | $ — | $ — | $ (538,674) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (101,994) | — | — | — | (101,994) | |||||
Total | $ (538,674) | $ (101,994) | $ — | $ — | $ — | $ (640,668) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 208 | |
Futures Contracts Number of Short Contracts | (54) | |
Foreign Currency Contracts Purchased at Contract Amount | $ 1,024,991 | |
Foreign Currency Contracts Sold at Contract Amount | $ 9,123,684 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ — | $ — | $ — | $ 437 | $ — | $ 437 | |||||
Total | $ — | $ — | $ — | $ 437 | $ — | $ 437 |
(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 year ended October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net realized gain (loss) on futures contracts | $ — | $ — | $ — | $ 3,292 | $ — | $ 3,292 | |||||
Total | $ — | $ — | $ — | $ 3,292 | $ — | $ 3,292 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ 437 | $ — | $ 437 | |||||
Total | $ — | $ — | $ — | $ 437 | $ — | $ 437 |
126 |
October 31, 2022
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 1 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 | $ 880,616 | $ — | $ — | $ — | $ — | $ 880,616 | |||||
Total | $ 880,616 | $ — | $ — | $ — | $ — | $ 880,616 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (403,918) | $ — | $ — | $ — | $ — | $ (403,918) | |||||
Total | $ (403,918) | $ — | $ — | $ — | $ — | $ (403,918) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 16 | |
Futures Contracts Number of Short Contracts | (37) |
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 October 31, 2022: | |
Emerging Markets Multi-Sector Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 220,994 | $ (128,443) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 220,994 | (128,443) | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 220,994 | $ (128,443) |
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October 31, 2022
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 | $ 46,393 | $ (46,393) | $ — | $ — | $ — | |||||
JP Morgan Chase & Co. | 100,144 | (145) | — | — | 99,999 | |||||
Morgan Stanley | 58,962 | (45,477) | — | — | 13,485 | |||||
State Street Global Markets LLC | 1,164 | (1,164) | — | — | — | |||||
UBS AG | 14,331 | (14,331) | — | — | — | |||||
Total | $ 220,994 | $ (107,510) | $ — | $ — | $ 113,484 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged* | Cash Collateral Pledged* | Net Amount of Liabilities | |||||
Citibank NA | $ (59,981) | $ 46,393 | $ — | $ — | $ (13,588) | |||||
JP Morgan Chase & Co. | (145) | 145 | — | — | — | |||||
Morgan Stanley | (45,477) | 45,477 | — | — | — | |||||
State Street Global Markets LLC | (5,026) | 1,164 | — | — | (3,862) | |||||
UBS AG | (17,814) | 14,331 | — | — | (3,483) | |||||
Total | $ (128,443) | $ 107,510 | $ — | $ — | $ (20,933) |
* | 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 | $ 605,216 | $ (3,623,812) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 605,216 | (3,623,812) | ||
Derivatives not subject to a MNA | — | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 605,216 | $ (3,623,812) |
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. | $ 605,216 | $ (605,216) | $ — | $ — | $ — | |||||
Total | $ 605,216 | $ (605,216) | $ — | $ — | $ — | |||||
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. | $ (3,341,199) | $ 605,216 | $ — | $ — | $ (2,735,983) | |||||
UBS AG | (282,613) | — | — | — | (282,613) | |||||
Total | $ (3,623,812) | $ 605,216 | $ — | $ — | $ (3,018,596) |
Securitized Income Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 105 | $ (8,118) | ||
Futures contracts | 5,441 | (768,475) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 5,546 | (776,593) | ||
Derivatives not subject to a MNA | (5,441) | 768,475 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 105 | $ (8,118) |
128 |
October 31, 2022
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received | Cash Collateral Received | Net Amount of Assets | |||||
BNP Paribas Securities Services | $ 105 | $ — | $ — | $ — | $ 105 | |||||
Total | $ 105 | $ — | $ — | $ — | $ 105 | |||||
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 | $ (8,118) | $ — | $ — | $ — | $ (8,118) | |||||
Total | $ (8,118) | $ — | $ — | $ — | $ (8,118) |
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 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 COVID-19 remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks. | |
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. |
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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, have adversely affected and could adversely affect the global energy and financial markets and, thus, have adversely affected and could affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions. | |
The use of certain London Interbank Offered Rates (collectively, "LIBOR") was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. In some instances, regulators may restrict new use of LIBOR prior to the actual cessation date.There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate (“SOFR”), which is is a measure of the cost of borrowing cash overnight, collateralized by the U.S. Treasury securities and is intended to replace the U.S. dollar LIBOR). As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR |
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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) | Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs") Real Estate Investment Trusts ("REITs"),RICs, certain derivatives, partnerships, debt modifications and mark to market on certain derivatives. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund. |
c) | Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the year or period ended October 31, 2022 and October 31, 2021 are as follows: |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | |||||||||||||
Fund | Tax Exempt Income | Ordinary Income | Long-Term Capital Gains(1) | Tax Return of Capital | Tax Exempt Income | Ordinary Income | Long-Term Capital Gains(1) | |||||||
China A Fund | $ — | $ 758,745 | $ 350,173 | $ — | $ — | $ 816,257 | $ — | |||||||
Diversified Emerging Markets Fund(2) | — | 41,496 | 9,480 | — | — | — | — | |||||||
Emerging Markets Equity Fund | — | 85,800,019 | — | — | — | 43,420,348 | — | |||||||
Emerging Markets Multi-Sector Bond Fund | — | 1,697,427 | — | 254,582 | — | 2,079,050 | — | |||||||
International Contrarian Value Fund(3) | — | — | — | — | — | — | — | |||||||
International Multi-Cap Value Fund | — | 83,465,376 | — | — | — | 60,028,324 | — | |||||||
International Stock Fund | — | 45,131,132 | 26,951,731 | — | — | 4,707,759 | — | |||||||
Securitized Income Fund | — | 2,406,841 | — | — | — | 1,891,648 | — | |||||||
Sustainable International Core Fund(3) | — | — | — | — | — | — | — | |||||||
Tax-Aware Bond Fund | 5,352,817 | 3,743,773 | 4,018,602 | — | 3,851,447 | 5,221,719 | 2,554,942 | |||||||
US MidCap Opportunities Fund | — | 22,369,887 | 89,901,628 | — | — | 2,085,028 | — | |||||||
US Small Cap Opportunities Fund | — | 406,200 | 37,200,878 | — | — | 201,162 | — |
(1) | The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c). |
(2) | Distributions for the period September 30, 2021 (commencement of operations) through October 31, 2022. |
(3) | Distributions for the period May 24, 2022 (commencement of operations) through October 31, 2022. |
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Fund | Tax Exempt Income | Undistributed Ordinary Income | Undistributed Long-Term Capital Gains | Accumulated Capital and Other Losses | Other Temporary Differences | Unrealized Appreciation (Depreciation) on Investments(1) | Total Accumulated Earnings (Deficit) | |||||||
China A Fund | $ — | $ 264,950 | $ — | $ (7,015,877) | $ — | $ (23,316,951) | $ (30,067,878) | |||||||
Diversified Emerging Markets Fund | — | 166,401 | — | (1,027,973) | (26,046) | (2,252,100) | (3,139,718) | |||||||
Emerging Markets Equity Fund | — | 88,409,641 | — | (673,516,243) | — | (529,230,945) | (1,114,337,547) | |||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | (17,737,715) | — | (5,112,430) | (22,850,145) | |||||||
International Contrarian Value Fund | — | 14,343 | — | (1,708) | (2,151) | (135,435) | (124,951) | |||||||
International Multi-Cap Value Fund | — | 34,898,675 | — | (278,418,504) | — | (201,428,120) | (444,947,949) | |||||||
International Stock Fund | — | 49,860,829 | — | (270,585,615) | — | (460,482,674) | (681,207,460) | |||||||
Securitized Income Fund | — | 227,739 | — | (5,210,514) | — | (4,125,292) | (9,108,067) | |||||||
Sustainable International Core Fund | — | 9,550 | — | (7,933) | (2,151) | (139,178) | (139,712) | |||||||
Tax-Aware Bond Fund | 295,702 | — | — | (12,429,835) | (930) | (43,509,328) | (55,644,391) | |||||||
US MidCap Opportunities Fund | — | 2,161,518 | 20,424,776 | — | — | 160,416,901 | 183,003,195 | |||||||
US Small Cap Opportunities Fund | — | — | 2,430,311 | (211,596) | — | 42,559,408 | 44,778,123 |
(1) | Differences between book-basis and tax basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITS, certain derivatives and partnerships. |
d) | Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Funds recorded reclassifications to increase (decrease) the accounts listed below: |
Fund | Paid-in-Capital | Distributable Earnings (Loss) | ||
US Small Cap Opportunities Fund | $ 271,033 | $ (271,033) |
e) | 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, 2022 (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 | ||
China A Fund | $ 4,875,676 | $ 2,140,201 | ||
Diversified Emerging Markets Fund | 867,319 | 160,654 | ||
Emerging Markets Equity Fund | 579,853,713 | 93,662,530 | ||
Emerging Markets Multi-Sector Bond Fund* | 12,594,568 | 5,143,147 | ||
International Contrarian Value Fund | 1,708 | — | ||
International Multi-Cap Value Fund | 160,939,798 | 117,478,706 | ||
International Stock Fund | 194,213,283 | 76,372,332 | ||
Securitized Income Fund | 2,498,891 | 2,711,623 | ||
Sustainable International Core Fund | 7,933 | — | ||
Tax-Aware Bond Fund | 6,219,720 | 6,210,115 |
* | Future utilization of losses are subject to limitation under current tax laws. |
f) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals, passive foreign investment company (PFIC) mark to market adjustments, partnerships, debt modification adjustments and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on |
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investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals, mark-to-market adjustments on futures, PFICs, partnership adjustments, debt modification adjustments and non-taxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: | |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
China A Fund | $ 77,131,174 | $ 819,726 | $ (24,136,271) | $ (23,316,545) | ||||
Diversified Emerging Markets Fund | 9,104,626 | 157,349 | (2,406,421) | (2,249,072) | ||||
Emerging Markets Equity Fund | 5,334,694,939 | 421,527,663 | (937,047,071) | (515,519,408) | ||||
Emerging Markets Multi-Sector Bond Fund | 33,016,794 | 86,626 | (5,190,953) | (5,104,327) | ||||
International Contrarian Value Fund | 1,038,509 | 7,992 | (143,411) | (135,419) | ||||
International Multi-Cap Value Fund | 2,328,827,720 | 110,211,854 | (311,187,069) | (200,975,215) | ||||
International Stock Fund | 4,015,037,509 | 126,515,471 | (586,208,030) | (459,692,559) | ||||
Securitized Income Fund | 68,771,112 | 48,224 | (4,173,464) | (4,125,240) | ||||
Sustainable International Core Fund | 1,021,930 | 10,607 | (149,709) | (139,102) | ||||
Tax-Aware Bond Fund | 439,945,912 | 456,260 | (43,965,588) | (43,509,328) | ||||
US MidCap Opportunities Fund | 570,156,064 | 170,414,560 | (9,997,659) | 160,416,901 | ||||
US Small Cap Opportunities Fund | 270,627,990 | 62,200,937 | (19,641,529) | 42,559,408 |
g) | Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews each Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months. |
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 Contrarian Value Fund, International Multi-Cap Value Fund, International Stock Fund, Sustainable International Core 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 October 31, 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 |
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Fund | Management Fee Rates | |
International Contrarian Value Fund | 0.6500% on first $1 billion and; | |
0.6100% over $1 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 | ||
Sustainable International Core Fund | 0.6500% on first $1 billion and; | |
0.6100% over $1 billion | ||
Tax-Aware Bond Fund | 0.4500% on first $1 billion and; | |
0.4300% on next $4 billion and; | ||
0.4250% on next $5 billion and; | ||
0.4200% over $10 billion | ||
US MidCap Opportunities Fund | 0.7500% on first $1 billion and; | |
0.7000% on next $1.5 billion and; | ||
0.6500% on next $2.5 billion and; | ||
0.6450% on next $5 billion and; | ||
0.6400% over $10 billion | ||
US Small Cap Opportunities Fund | 0.9000% on first $1 billion and; | |
0.8900% on next $4 billion and; | ||
0.8800% on next $5 billion and; | ||
0.8700% over $10 billion |
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 October 31, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and |
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expenses, and extraordinary expenses) through the date indicated below (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) | 1.45% | 2.25% | 1.15% | N/A | N/A | N/A | 1.11% | 0.99% | 0.99% | |||||||||
Diversified Emerging Markets Fund(1) | 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) | 1.15% | 1.90% | 0.90% | 1.45% | 1.15% | 0.85% | 0.85% | 0.75% | 0.75% | |||||||||
International Contrarian Value Fund(2) | N/A | N/A | 0.85% | N/A | N/A | N/A | N/A | N/A | 0.70% | |||||||||
Securitized Income Fund(1) | 0.85% | 1.70% | 0.60% | N/A | N/A | N/A | 0.55% | 0.45% | 0.45% | |||||||||
Sustainable International Core Fund(2) | N/A | N/A | 0.85% | N/A | N/A | N/A | N/A | N/A | 0.70% | |||||||||
Tax-Aware Bond Fund(1) | 0.71% | 1.59% | 0.49% | N/A | N/A | N/A | 0.56% | 0.46% | 0.46% | |||||||||
US Small Cap Opportunities Fund(1) | 1.35% | 2.10% | 1.10% | 1.65% | 1.35% | 1.05% | 1.05% | 0.95% | 0.95% |
(1) | February 28, 2023. |
(2) | February 29, 2024. |
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 year ended October 31, 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 | ||
China A Fund | $ 142 | $ — | ||
Diversified Emerging Markets Fund | 2 | — | ||
Emerging Markets Equity Fund | 7,295 | 1,961 | ||
Emerging Markets Multi-Sector Bond Fund | 1,045 | — | ||
International Multi-Cap Value Fund | 185,648 | 3,900 | ||
International Stock Fund | 442,366 | 11,261 | ||
Securitized Income Fund | 1,346 | 7 | ||
Tax-Aware Bond Fund | 57,728 | 10,421 | ||
US MidCap Opportunities Fund | 180,322 | 7,415 | ||
US Small Cap Opportunities Fund | 55,711 | 4,565 |
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 year ended October 31, 2022, a portion of the Company’s Chief Compliance Officer’s ("CCO") compensation was paid |
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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 | $ 183 | |
Diversified Emerging Markets Fund | 20 | |
Emerging Markets Equity Fund | 13,566 | |
Emerging Markets Multi-Sector Bond Fund | 72 | |
International Contrarian Value Fund | — | |
International Multi-Cap Value Fund | 5,698 | |
International Stock Fund | 8,731 | |
Securitized Income Fund | 211 | |
Sustainable International Core Fund | — | |
Tax-Aware Bond Fund | 920 | |
US MidCap Opportunities Fund | 1,683 | |
US Small Cap Opportunities Fund | 718 |
g) | Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class Y | 0.11% | |
Class F | 0.004% | |
Class SDR | 0.004% |
136 |
October 31, 2022
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 0.20% | 0.15% | 0.12% | N/A | N/A | N/A | 0.01% | 0.00% * | 0.00% * | |||||||||
Diversified Emerging Markets Fund | 0.25% | 0.25% | 0.20% | N/A | N/A | N/A | 0.11% | 0.00% * | 0.00% * | |||||||||
Emerging Markets Equity Fund | 0.25% | 0.09% | 0.19% | 0.22% | 0.16% | 0.12% | 0.11% | 0.00% * | 0.00% * | |||||||||
Emerging Markets Multi-Sector Bond Fund | 0.19% | 0.25% | 0.11% | 0.22% | 0.17% | 0.12% | 0.06% | 0.00% * | 0.00% * | |||||||||
International Contrarian Value Fund | N/A | N/A | 0.20% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
International Multi-Cap Value Fund | 0.12% | 0.11% | 0.11% | 0.22% | 0.17% | 0.11% | 0.09% | 0.00% * | 0.00% * | |||||||||
International Stock Fund | 0.11% | 0.10% | 0.10% | 0.22% | 0.17% | 0.11% | 0.11% | 0.00% * | 0.00% * | |||||||||
Securitized Income Fund | 0.02% | 0.09% | 0.07% | N/A | N/A | N/A | 0.02% | 0.00% * | 0.00% * | |||||||||
Sustainable International Core Fund | N/A | N/A | 0.20% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
Tax-Aware Bond Fund | 0.06% | 0.10% | 0.09% | N/A | N/A | N/A | 0.11% | 0.00% * | 0.00% * | |||||||||
US MidCap Opportunities Fund | 0.12% | 0.10% | 0.09% | 0.22% | 0.17% | 0.12% | 0.11% | 0.00% * | 0.00% * | |||||||||
US Small Cap Opportunities Fund | 0.14% | 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. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a 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 contractual maturities of the securities lending transactions are considered overnight and continuous. 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 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. |
137 |
October 31, 2022
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of October 31, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Cash Collateral | Non-Cash Collateral(1) | |||
Diversified Emerging Markets Fund | $ 8,739 | $ 9,316 | $ — | |||
Emerging Markets Equity Fund | 13,022,460 | 13,767,428 | 183 | |||
Emerging Markets Multi-Sector Bond Fund | 973,390 | 1,023,465 | — | |||
International Contrarian Value Fund | — | — | — | |||
International Multi-Cap Value Fund | 21,298,659 | 22,858,739 | 949,664 | |||
International Stock Fund | 4,220,021 | 4,417,868 | — | |||
Sustainable International Core Fund | — | — | — | |||
Tax-Aware Bond Fund | — | — | — | |||
US MidCap Opportunities Fund | — | — | — | |||
US Small Cap Opportunities Fund | 5,871,509 | 6,137,179 | — |
(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. |
9. | Affiliate Holdings: |
As of October 31, 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% | 87% | 1% | N/A | N/A | N/A | 9% | 6% | — | |||||||||
Diversified Emerging Markets Fund | 70% | 100% | 100% | N/A | N/A | N/A | 75% | 100% | 50% | |||||||||
Emerging Markets Equity Fund | — | — | — | 14% | — | — | — | — | — | |||||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | 32% | 100% | 100% | 0%* | 100% | — | |||||||||
International Contrarian Value Fund | N/A | N/A | 100% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Securitized Income Fund | 84% | 4% | 9% | N/A | N/A | N/A | 87% | 100% | — | |||||||||
Sustainable International Core Fund | N/A | N/A | 100% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
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% | — | |||||||||
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% * | — | |||||||||
International Contrarian Value Fund | N/A | N/A | 50% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Securitized Income Fund | 5% | 0%* | 6% | N/A | N/A | N/A | 6% | 3% | — | |||||||||
Sustainable International Core Fund | N/A | N/A | 50% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
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 October 31, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
138 |
October 31, 2022
10. | Beneficial Fund Ownership: |
As of October 31, 2022, to the knowledge of a Fund, the shareholders listed below beneficially held more than 25% of the shares outstanding of a Fund. | |
Fund | Shareholder | Percentage of Ownership | ||
Diversified Emerging Markets Fund | Schroder US Holdings, Inc | 50% | ||
Hartford Funds Management Company, LLC | 50% | |||
International Contrarian Value Fund | Schroder US Holdings, Inc | 50% | ||
Hartford Funds Management Company, LLC | 50% | |||
Sustainable International Core Fund | Schroder US Holdings, Inc | 50% | ||
Hartford Funds Management Company, LLC | 50% |
11. | Investment Transactions: |
For the period ended October 31, 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 | $ 50,460,480 | $ 43,809,974 | $ — | $ — | $ 50,460,480 | $ 43,809,974 | ||||||
Diversified Emerging Markets Fund | 8,763,313 | 7,600,855 | — | — | 8,763,313 | 7,600,855 | ||||||
Emerging Markets Equity Fund | 2,806,251,460 | 2,295,196,739 | — | — | 2,806,251,460 | 2,295,196,739 | ||||||
Emerging Markets Multi-Sector Bond Fund | 38,503,823 | 41,976,631 | — | — | 38,503,823 | 41,976,631 | ||||||
International Contrarian Value Fund | 1,081,915 | 69,412 | — | — | 1,081,915 | 69,412 | ||||||
International Multi-Cap Value Fund | 2,598,116,551 | 2,408,959,998 | — | — | 2,598,116,551 | 2,408,959,998 | ||||||
International Stock Fund | 2,524,068,183 | 1,288,425,947 | — | — | 2,524,068,183 | 1,288,425,947 | ||||||
Securitized Income Fund | 23,754,384 | 75,413,444 | 10,055,328 | 13,609,513 | 33,809,712 | 89,022,957 | ||||||
Sustainable International Core Fund | 1,148,603 | 154,846 | — | — | 1,148,603 | 154,846 | ||||||
Tax-Aware Bond Fund | 207,902,285 | 214,764,786 | 368,800,244 | 360,601,309 | 576,702,529 | 575,366,095 | ||||||
US MidCap Opportunities Fund | 309,799,048 | 349,170,254 | — | — | 309,799,048 | 349,170,254 | ||||||
US Small Cap Opportunities Fund | 117,268,045 | 125,149,406 | — | — | 117,268,045 | 125,149,406 |
12. | Capital Share Transactions: |
The following information is for the year or period ended October 31, 2022 and October 31, 2021: | |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
China A Fund | |||||||
Class A | |||||||
Shares Sold | 9,385 | $ 133,010 | 79,611 | $ 1,298,148 | |||
Shares Issued for Reinvested Dividends | 496 | 8,251 | 3,414 | 51,074 | |||
Shares Redeemed | (17,911) | (262,246) | (58,087) | (925,156) | |||
Net Increase (Decrease) | (8,030) | (120,985) | 24,938 | 424,066 | |||
Class C | |||||||
Shares Sold | — | $ — | 401 | $ 6,000 | |||
Shares Issued for Reinvested Dividends | 165 | 2,701 | 1,166 | 17,324 | |||
Shares Redeemed | (148) | (2,008) | (636) | (10,083) | |||
Net Increase (Decrease) | 17 | 693 | 931 | 13,241 | |||
Class I | |||||||
Shares Sold | 708,416 | $ 10,078,307 | 559,782 | $ 9,060,215 | |||
Shares Issued for Reinvested Dividends | 6,198 | 103,128 | 1,578 | 23,649 | |||
Shares Redeemed | (348,354) | (4,598,210) | (81,523) | (1,288,921) | |||
Net Increase (Decrease) | 366,260 | 5,583,225 | 479,837 | 7,794,943 |
139 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 80,580 | $ 976,699 | 1,609,643 | $ 26,810,000 | |||
Shares Issued for Reinvested Dividends | 2,394 | 39,890 | 1,078 | 16,158 | |||
Shares Redeemed | (141,378) | (1,504,424) | (1,431,981) | (23,642,005) | |||
Net Increase (Decrease) | (58,404) | (487,835) | 178,740 | 3,184,153 | |||
Class F | |||||||
Shares Sold | 1,375,804 | $ 18,285,291 | 4,287,332 | $ 69,076,976 | |||
Shares Issued for Reinvested Dividends | 53,977 | 899,258 | 21,609 | 324,076 | |||
Shares Redeemed | (1,237,089) | (15,979,294) | (518,930) | (8,268,522) | |||
Net Increase (Decrease) | 192,692 | 3,205,255 | 3,790,011 | 61,132,530 | |||
Class SDR | |||||||
Shares Sold | — | $ — | — | $ — | |||
Shares Issued for Reinvested Dividends | — | — | — | — | |||
Shares Redeemed | — | — | — | — | |||
Net Increase (Decrease) | — | — | — | — | |||
Total Net Increase (Decrease) | 492,535 | $ 8,180,353 | 4,474,457 | $ 72,548,933 | |||
Diversified Emerging Markets Fund(1) | |||||||
Class A(2) | |||||||
Shares Sold | 1,521 | $ 13,187 | — | $ — | |||
Net Increase (Decrease) | 1,521 | 13,187 | — | — | |||
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 | 1,422 | $ 12,850 | — | $ — | |||
Net Increase (Decrease) | 1,422 | 12,850 | — | — | |||
Class F(2) | |||||||
Shares Sold | 1,061 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 1,061 | 10,000 | — | — | |||
Class SDR | |||||||
Shares Sold | 282 | $ 2,629 | 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) | (2,450) | (21,867) | 1,000,000 | 10,000,000 | |||
Total Net Increase (Decrease) | 3,676 | $ 34,170 | 1,000,000 | $ 10,000,000 | |||
Emerging Markets Equity Fund | |||||||
Class A | |||||||
Shares Sold | 3,144,857 | $ 52,286,198 | 36,308,664 | $ 733,571,336 | |||
Shares Issued for Reinvested Dividends | 5,507 | 104,621 | 258,333 | 5,148,579 | |||
Shares Redeemed | (2,734,451) | (45,124,654) | (35,276,754) | (754,119,916) | |||
Net Increase (Decrease) | 415,913 | 7,266,165 | 1,290,243 | (15,400,001) | |||
Class C | |||||||
Shares Sold | 30,797 | $ 541,901 | 123,952 | $ 2,605,435 | |||
Shares Issued for Reinvested Dividends | 1,281 | 23,946 | — | — | |||
Shares Redeemed | (164,970) | (2,418,551) | (97,854) | (1,992,405) | |||
Net Increase (Decrease) | (132,892) | (1,852,704) | 26,098 | 613,030 | |||
Class I | |||||||
Shares Sold | 55,222,381 | $ 926,254,984 | 56,431,151 | $ 1,193,073,411 | |||
Shares Issued for Reinvested Dividends | 707,597 | 13,366,510 | 464,881 | 9,279,021 | |||
Shares Redeemed | (43,293,639) | (714,803,335) | (25,131,200) | (525,557,724) | |||
Net Increase (Decrease) | 12,636,339 | 224,818,159 | 31,764,832 | 676,794,708 |
140 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 1,094 | $ 17,136 | 645 | $ 13,351 | |||
Shares Issued for Reinvested Dividends | 37 | 703 | 17 | 330 | |||
Shares Redeemed | (371) | (6,794) | (792) | (14,775) | |||
Net Increase (Decrease) | 760 | 11,045 | (130) | (1,094) | |||
Class R4 | |||||||
Shares Sold | 150,667 | $ 2,373,387 | 59,355 | $ 1,241,955 | |||
Shares Issued for Reinvested Dividends | 2,734 | 51,898 | 1,894 | 37,977 | |||
Shares Redeemed | (46,313) | (750,969) | (49,612) | (1,048,202) | |||
Net Increase (Decrease) | 107,088 | 1,674,316 | 11,637 | 231,730 | |||
Class R5 | |||||||
Shares Sold | 3,363 | $ 56,321 | 4,821 | $ 105,573 | |||
Shares Issued for Reinvested Dividends | 268 | 5,061 | 146 | 2,909 | |||
Shares Redeemed | (1,778) | (30,591) | (3,234) | (66,710) | |||
Net Increase (Decrease) | 1,853 | 30,791 | 1,733 | 41,772 | |||
Class Y | |||||||
Shares Sold | 125,556,366 | $ 2,138,110,148 | 56,182,329 | $ 1,188,725,143 | |||
Shares Issued for Reinvested Dividends | 691,784 | 13,102,388 | 27,484 | 550,220 | |||
Shares Redeemed | (162,990,961) | (2,617,613,159) | (41,414,742) | (832,689,032) | |||
Net Increase (Decrease) | (36,742,811) | (466,400,623) | 14,795,071 | 356,586,331 | |||
Class F | |||||||
Shares Sold | 13,532,858 | $ 231,401,984 | 22,506,430 | $ 474,432,411 | |||
Shares Issued for Reinvested Dividends | 119,590 | 2,259,074 | 171,016 | 3,411,762 | |||
Shares Redeemed | (15,652,329) | (258,973,847) | (20,567,063) | (417,122,964) | |||
Net Increase (Decrease) | (1,999,881) | (25,312,789) | 2,110,383 | 60,721,209 | |||
Class SDR | |||||||
Shares Sold | 115,820,251 | $ 1,735,331,057 | 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 | (60,935,901) | (900,664,496) | (19,170,448) | (394,374,428) | |||
Net Increase (Decrease) | 56,460,791 | 864,492,814 | 41,278,133 | 868,563,968 | |||
Total Net Increase (Decrease) | 30,747,160 | $ 604,727,174 | 91,278,000 | $ 1,948,151,653 | |||
Emerging Markets Multi-Sector Bond Fund | |||||||
Class A | |||||||
Shares Sold | 31,961 | $ 214,718 | 47,327 | $ 412,229 | |||
Shares Issued for Reinvested Dividends | 8,966 | 62,204 | 8,151 | 69,539 | |||
Shares Redeemed | (66,954) | (488,297) | (75,660) | (659,703) | |||
Net Increase (Decrease) | (26,027) | (211,375) | (20,182) | (177,935) | |||
Class C | |||||||
Shares Sold | — | $ — | 3,257 | $ 28,142 | |||
Shares Issued for Reinvested Dividends | 571 | 3,971 | 682 | 5,800 | |||
Shares Redeemed | (6,414) | (47,154) | (13,769) | (116,669) | |||
Net Increase (Decrease) | (5,843) | (43,183) | (9,830) | (82,727) | |||
Class I | |||||||
Shares Sold | 665,444 | $ 4,910,224 | 1,037,078 | $ 8,815,527 | |||
Shares Issued for Reinvested Dividends | 94,355 | 665,223 | 94,845 | 808,423 | |||
Shares Redeemed | (1,860,008) | (13,232,268) | (1,422,965) | (12,291,788) | |||
Net Increase (Decrease) | (1,100,209) | (7,656,821) | (291,042) | (2,667,838) | |||
Class R3 | |||||||
Shares Sold | 464 | $ 3,490 | 95 | $ 814 | |||
Shares Issued for Reinvested Dividends | 216 | 1,484 | 132 | 1,124 | |||
Shares Redeemed | (6) | (40) | (4) | (35) | |||
Net Increase (Decrease) | 674 | 4,934 | 223 | 1,903 | |||
Class R4 | |||||||
Shares Issued for Reinvested Dividends | 77 | $ 532 | 52 | $ 447 | |||
Net Increase (Decrease) | 77 | 532 | 52 | 447 | |||
Class R5 | |||||||
Shares Issued for Reinvested Dividends | 83 | $ 566 | 56 | $ 484 | |||
Net Increase (Decrease) | 83 | 566 | 56 | 484 |
141 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 32,193 | $ 263,589 | 53,623 | $ 450,000 | |||
Shares Issued for Reinvested Dividends | 23,257 | 160,354 | 12,859 | 109,352 | |||
Shares Redeemed | (3,346) | (23,759) | — | — | |||
Net Increase (Decrease) | 52,104 | 400,184 | 66,482 | 559,352 | |||
Class F | |||||||
Shares Issued for Reinvested Dividends | 102 | $ 658 | 71 | $ 563 | |||
Net Increase (Decrease) | 102 | 658 | 71 | 563 | |||
Class SDR | |||||||
Shares Sold | 53,653 | $ 399,363 | 1,855,889 | $ 15,638,325 | |||
Shares Issued for Reinvested Dividends | 153,241 | 1,056,748 | 127,085 | 1,083,054 | |||
Shares Redeemed | (57,452) | (436,331) | (3,676,965) | (31,301,994) | |||
Net Increase (Decrease) | 149,442 | 1,019,780 | (1,693,991) | (14,580,615) | |||
Total Net Increase (Decrease) | (929,597) | $ (6,484,725) | (1,948,161) | $ (16,946,366) | |||
International Contrarian Value Fund(3) | |||||||
Class I | |||||||
Shares Sold | 50,001 | $ 500,010 | |||||
Shares Redeemed | (1) | (11) | |||||
Net Increase (Decrease) | 50,000 | 499,999 | |||||
Class SDR | |||||||
Shares Sold | 50,001 | $ 500,010 | |||||
Shares Redeemed | (1) | (10) | |||||
Net Increase (Decrease) | 50,000 | 500,000 | |||||
Total Net Increase (Decrease) | 100,000 | $ 999,999 | |||||
International Multi-Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 3,969,095 | $ 38,712,258 | 3,119,668 | $ 31,670,732 | |||
Shares Issued for Reinvested Dividends | 334,971 | 3,126,679 | 192,316 | 1,906,426 | |||
Shares Redeemed | (2,136,771) | (19,814,377) | (2,158,176) | (21,202,027) | |||
Net Increase (Decrease) | 2,167,295 | 22,024,560 | 1,153,808 | 12,375,131 | |||
Class C | |||||||
Shares Sold | 260,513 | $ 2,681,470 | 192,389 | $ 1,951,130 | |||
Shares Issued for Reinvested Dividends | 31,059 | 292,479 | 22,890 | 223,413 | |||
Shares Redeemed | (508,156) | (4,774,650) | (427,573) | (4,192,351) | |||
Net Increase (Decrease) | (216,584) | (1,800,701) | (212,294) | (2,017,808) | |||
Class I | |||||||
Shares Sold | 37,132,233 | $ 357,740,863 | 27,019,314 | $ 273,064,831 | |||
Shares Issued for Reinvested Dividends | 2,341,766 | 21,826,880 | 1,579,191 | 15,688,134 | |||
Shares Redeemed | (31,864,455) | (293,182,448) | (28,763,882) | (283,248,146) | |||
Net Increase (Decrease) | 7,609,544 | 86,385,295 | (165,377) | 5,504,819 | |||
Class R3 | |||||||
Shares Sold | 543,984 | $ 5,061,125 | 451,422 | $ 4,539,473 | |||
Shares Issued for Reinvested Dividends | 44,436 | 416,427 | 33,416 | 328,548 | |||
Shares Redeemed | (598,538) | (5,581,378) | (547,780) | (5,546,589) | |||
Net Increase (Decrease) | (10,118) | (103,826) | (62,942) | (678,568) | |||
Class R4 | |||||||
Shares Sold | 101,651 | $ 961,522 | 345,107 | $ 3,431,953 | |||
Shares Issued for Reinvested Dividends | 16,751 | 156,516 | 10,331 | 103,502 | |||
Shares Redeemed | (125,006) | (1,172,011) | (83,743) | (835,688) | |||
Net Increase (Decrease) | (6,604) | (53,973) | 271,695 | 2,699,767 | |||
Class R5 | |||||||
Shares Sold | 483,544 | $ 4,467,895 | 554,831 | $ 5,385,186 | |||
Shares Issued for Reinvested Dividends | 53,588 | 503,439 | 48,233 | 473,876 | |||
Shares Redeemed | (632,737) | (6,351,772) | (1,044,634) | (10,154,724) | |||
Net Increase (Decrease) | (95,605) | (1,380,438) | (441,570) | (4,295,662) |
142 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 11,500,546 | $ 111,963,654 | 11,839,608 | $ 116,506,159 | |||
Shares Issued for Reinvested Dividends | 1,057,829 | 9,843,991 | 640,600 | 6,350,181 | |||
Shares Redeemed | (9,501,430) | (83,923,920) | (6,086,109) | (62,073,760) | |||
Net Increase (Decrease) | 3,056,945 | 37,883,725 | 6,394,099 | 60,782,580 | |||
Class F | |||||||
Shares Sold | 18,214,855 | $ 172,764,909 | 19,714,834 | $ 200,134,513 | |||
Shares Issued for Reinvested Dividends | 1,491,960 | 13,923,670 | 914,358 | 9,110,634 | |||
Shares Redeemed | (17,024,072) | (160,777,808) | (10,673,807) | (106,051,569) | |||
Net Increase (Decrease) | 2,682,743 | 25,910,771 | 9,955,385 | 103,193,578 | |||
Class SDR | |||||||
Shares Sold | 24,161,009 | $ 232,052,285 | 36,805,961 | $ 364,572,607 | |||
Shares Issued for Reinvested Dividends | 2,709,276 | 25,367,032 | 1,978,197 | 19,582,590 | |||
Shares Redeemed | (31,439,433) | (298,002,137) | (28,732,672) | (284,955,477) | |||
Net Increase (Decrease) | (4,569,148) | (40,582,820) | 10,051,486 | 99,199,720 | |||
Total Net Increase (Decrease) | 10,618,468 | $ 128,282,593 | 26,944,290 | $ 276,763,557 | |||
International Stock Fund | |||||||
Class A | |||||||
Shares Sold | 5,420,422 | $ 88,898,122 | 8,837,396 | $ 158,876,977 | |||
Shares Issued for Reinvested Dividends | 241,771 | 4,491,371 | 1,911 | 32,461 | |||
Shares Redeemed | (5,178,862) | (80,095,955) | (1,944,352) | (35,151,106) | |||
Net Increase (Decrease) | 483,331 | 13,293,538 | 6,894,955 | 123,758,332 | |||
Class C | |||||||
Shares Sold | 323,136 | $ 5,254,695 | 740,492 | $ 12,700,219 | |||
Shares Issued for Reinvested Dividends | 10,583 | 184,799 | — | — | |||
Shares Redeemed | (300,987) | (4,340,336) | (82,030) | (1,412,935) | |||
Net Increase (Decrease) | 32,732 | 1,099,158 | 658,462 | 11,287,284 | |||
Class I | |||||||
Shares Sold | 108,872,670 | $ 1,695,721,112 | 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 | (74,625,554) | (1,118,379,282) | (18,010,716) | (319,129,489) | |||
Net Increase (Decrease) | 36,177,834 | 612,048,541 | 69,519,051 | 1,209,386,865 | |||
Class R3 | |||||||
Shares Sold | 117,126 | $ 1,739,146 | 35,715 | $ 599,480 | |||
Shares Issued for Reinvested Dividends | 900 | 16,059 | — | — | |||
Shares Redeemed | (31,319) | (467,955) | (24,649) | (436,671) | |||
Net Increase (Decrease) | 86,707 | 1,287,250 | 11,066 | 162,809 | |||
Class R4 | |||||||
Shares Sold | 114,159 | $ 1,866,632 | 55,476 | $ 972,356 | |||
Shares Issued for Reinvested Dividends | 4,048 | 72,581 | 43 | 701 | |||
Shares Redeemed | (52,286) | (746,656) | (32,578) | (571,973) | |||
Net Increase (Decrease) | 65,921 | 1,192,557 | 22,941 | 401,084 | |||
Class R5 | |||||||
Shares Sold | 782,962 | $ 12,441,571 | 610,480 | $ 10,516,058 | |||
Shares Issued for Reinvested Dividends | 27,948 | 502,674 | 3,171 | 52,125 | |||
Shares Redeemed | (344,424) | (5,236,938) | (173,831) | (3,084,332) | |||
Net Increase (Decrease) | 466,486 | 7,707,307 | 439,820 | 7,483,851 | |||
Class Y | |||||||
Shares Sold | 2,189,922 | $ 36,339,650 | 9,099,927 | $ 157,454,989 | |||
Shares Issued for Reinvested Dividends | 266,396 | 4,802,050 | 20,632 | 340,017 | |||
Shares Redeemed | (5,513,544) | (82,168,396) | (594,350) | (10,590,133) | |||
Net Increase (Decrease) | (3,057,226) | (41,026,696) | 8,526,209 | 147,204,873 | |||
Class F | |||||||
Shares Sold | 29,140,024 | $ 455,053,231 | 24,072,686 | $ 422,064,011 | |||
Shares Issued for Reinvested Dividends | 743,026 | 13,374,470 | 60,241 | 990,360 | |||
Shares Redeemed | (11,078,766) | (167,216,529) | (3,069,438) | (53,817,085) | |||
Net Increase (Decrease) | 18,804,284 | 301,211,172 | 21,063,489 | 369,237,286 |
143 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class SDR | |||||||
Shares Sold | 23,013,973 | $ 361,009,997 | 17,507,759 | $ 305,654,018 | |||
Shares Issued for Reinvested Dividends | 501,264 | 9,014,558 | 51,342 | 843,556 | |||
Shares Redeemed | (5,872,106) | (86,975,258) | (3,315,061) | (58,859,246) | |||
Net Increase (Decrease) | 17,643,131 | 283,049,297 | 14,244,040 | 247,638,328 | |||
Total Net Increase (Decrease) | 70,703,200 | $ 1,179,862,124 | 121,380,033 | $ 2,116,560,712 | |||
Securitized Income Fund | |||||||
Class A | |||||||
Shares Sold | 254,499 | $ 2,475,452 | 121,794 | $ 1,209,452 | |||
Shares Issued for Reinvested Dividends | 11,566 | 109,491 | 8,519 | 84,434 | |||
Shares Redeemed | (339,569) | (3,274,911) | (176,058) | (1,751,542) | |||
Net Increase (Decrease) | (73,504) | (689,968) | (45,745) | (457,656) | |||
Class C | |||||||
Shares Sold | 6,520 | $ 62,429 | 22,841 | $ 226,983 | |||
Shares Issued for Reinvested Dividends | 532 | 5,017 | 329 | 3,248 | |||
Shares Redeemed | (22,544) | (211,827) | (24,701) | (245,738) | |||
Net Increase (Decrease) | (15,492) | (144,381) | (1,531) | (15,507) | |||
Class I | |||||||
Shares Sold | 2,233,642 | $ 21,730,241 | 5,640,264 | $ 56,021,872 | |||
Shares Issued for Reinvested Dividends | 169,366 | 1,607,745 | 130,288 | 1,291,127 | |||
Shares Redeemed | (7,390,428) | (70,517,666) | (3,450,666) | (34,224,582) | |||
Net Increase (Decrease) | (4,987,420) | (47,179,680) | 2,319,886 | 23,088,417 | |||
Class Y | |||||||
Shares Sold | — | $ — | 82,467 | $ 817,254 | |||
Shares Issued for Reinvested Dividends | 11,750 | 110,676 | 7,346 | 72,758 | |||
Shares Redeemed | — | — | (31,177) | (309,365) | |||
Net Increase (Decrease) | 11,750 | 110,676 | 58,636 | 580,647 | |||
Class F | |||||||
Shares Issued for Reinvested Dividends | 6,118 | $ 57,621 | 4,014 | $ 39,737 | |||
Net Increase (Decrease) | 6,118 | 57,621 | 4,014 | 39,737 | |||
Class SDR | |||||||
Shares Sold | — | $ — | 754,606 | $ 7,478,000 | |||
Shares Issued for Reinvested Dividends | 32,436 | 305,698 | 16,390 | 162,354 | |||
Shares Redeemed | (802,591) | (7,793,487) | — | — | |||
Net Increase (Decrease) | (770,155) | (7,487,789) | 770,996 | 7,640,354 | |||
Total Net Increase (Decrease) | (5,828,703) | $ (55,333,521) | 3,106,256 | $ 30,875,992 | |||
Sustainable International Core Fund(3) | |||||||
Class I | |||||||
Shares Sold | 50,001 | $ 500,010 | |||||
Shares Redeemed | (1) | (11) | |||||
Net Increase (Decrease) | 50,000 | 499,999 | |||||
Class SDR | |||||||
Shares Sold | 50,001 | $ 500,010 | |||||
Shares Redeemed | (1) | (10) | |||||
Net Increase (Decrease) | 50,000 | 500,000 | |||||
Total Net Increase (Decrease) | 100,000 | $ 999,999 | |||||
Tax-Aware Bond Fund | |||||||
Class A | |||||||
Shares Sold | 1,373,862 | $ 14,067,798 | 1,741,910 | $ 19,878,259 | |||
Shares Issued for Reinvested Dividends | 147,221 | 1,578,008 | 126,621 | 1,442,775 | |||
Shares Redeemed | (3,180,461) | (32,954,090) | (1,179,190) | (13,432,195) | |||
Net Increase (Decrease) | (1,659,378) | (17,308,284) | 689,341 | 7,888,839 |
144 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 61,878 | $ 627,838 | 70,850 | $ 808,470 | |||
Shares Issued for Reinvested Dividends | 11,688 | 126,622 | 11,340 | 129,366 | |||
Shares Redeemed | (307,058) | (3,255,017) | (156,997) | (1,790,148) | |||
Net Increase (Decrease) | (233,492) | (2,500,557) | (74,807) | (852,312) | |||
Class I | |||||||
Shares Sold | 18,011,789 | $ 184,657,435 | 9,285,209 | $ 105,989,966 | |||
Shares Issued for Reinvested Dividends | 632,849 | 6,689,376 | 518,954 | 5,918,013 | |||
Shares Redeemed | (17,152,818) | (177,770,396) | (9,814,495) | (111,991,453) | |||
Net Increase (Decrease) | 1,491,820 | 13,576,415 | (10,332) | (83,474) | |||
Class Y | |||||||
Shares Sold | 6,178 | $ 68,000 | 6,206 | $ 70,000 | |||
Shares Issued for Reinvested Dividends | 834 | 8,866 | 486 | 5,542 | |||
Shares Redeemed | (6,307) | (68,214) | (6) | (67) | |||
Net Increase (Decrease) | 705 | 8,652 | 6,686 | 75,475 | |||
Class F | |||||||
Shares Sold | 3,811,234 | $ 38,477,443 | 1,578,206 | $ 18,003,067 | |||
Shares Issued for Reinvested Dividends | 107,260 | 1,140,108 | 79,668 | 908,464 | |||
Shares Redeemed | (2,479,185) | (25,756,107) | (915,304) | (10,439,970) | |||
Net Increase (Decrease) | 1,439,309 | 13,861,444 | 742,570 | 8,471,561 | |||
Class SDR | |||||||
Shares Sold | 721,477 | $ 7,300,392 | 806,356 | $ 9,185,200 | |||
Shares Issued for Reinvested Dividends | 95,950 | 1,035,417 | 84,192 | 960,177 | |||
Shares Redeemed | (1,079,179) | (10,852,434) | (600,601) | (6,852,354) | |||
Net Increase (Decrease) | (261,752) | (2,516,625) | 289,947 | 3,293,023 | |||
Total Net Increase (Decrease) | 777,212 | $ 5,121,045 | 1,643,405 | $ 18,793,112 | |||
US MidCap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 1,868,261 | $ 31,440,976 | 1,210,595 | $ 22,793,512 | |||
Shares Issued for Reinvested Dividends | 829,476 | 15,005,217 | 4,107 | 69,120 | |||
Shares Redeemed | (1,109,382) | (18,771,474) | (927,065) | (17,122,126) | |||
Net Increase (Decrease) | 1,588,355 | 27,674,719 | 287,637 | 5,740,506 | |||
Class C | |||||||
Shares Sold | 146,816 | $ 2,488,130 | 288,995 | $ 5,282,477 | |||
Shares Issued for Reinvested Dividends | 422,177 | 7,628,739 | — | — | |||
Shares Redeemed | (598,927) | (9,986,755) | (618,074) | (11,506,800) | |||
Net Increase (Decrease) | (29,934) | 130,114 | (329,079) | (6,224,323) | |||
Class I | |||||||
Shares Sold | 6,635,474 | $ 115,668,805 | 4,168,468 | $ 79,622,315 | |||
Shares Issued for Reinvested Dividends | 3,062,689 | 58,169,249 | 70,646 | 1,237,010 | |||
Shares Redeemed | (7,197,466) | (127,788,647) | (6,184,627) | (118,224,917) | |||
Net Increase (Decrease) | 2,500,697 | 46,049,407 | (1,945,513) | (37,365,592) | |||
Class R3 | |||||||
Shares Sold | 9,451 | $ 159,327 | 58,182 | $ 1,003,819 | |||
Shares Issued for Reinvested Dividends | 15,594 | 288,955 | — | — | |||
Shares Redeemed | (15,441) | (277,630) | (21,164) | (409,218) | |||
Net Increase (Decrease) | 9,604 | 170,652 | 37,018 | 594,601 | |||
Class R4 | |||||||
Shares Sold | 11,536 | $ 199,514 | 5,663 | $ 117,506 | |||
Shares Issued for Reinvested Dividends | 6,187 | 116,572 | — | — | |||
Shares Redeemed | (23,745) | (398,332) | (3,200) | (62,093) | |||
Net Increase (Decrease) | (6,022) | (82,246) | 2,463 | 55,413 | |||
Class R5 | |||||||
Shares Sold | 20,644 | $ 353,654 | 9,243 | $ 172,463 | |||
Shares Issued for Reinvested Dividends | 5,372 | 101,815 | 217 | 3,796 | |||
Shares Redeemed | (48,245) | (901,065) | (49,797) | (904,365) | |||
Net Increase (Decrease) | (22,229) | (445,596) | (40,337) | (728,106) |
145 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 186,550 | $ 3,334,038 | 477,180 | $ 9,436,657 | |||
Shares Issued for Reinvested Dividends | 566,051 | 10,739,169 | 14,753 | 258,023 | |||
Shares Redeemed | (983,891) | (18,205,045) | (1,738,687) | (34,340,663) | |||
Net Increase (Decrease) | (231,290) | (4,131,838) | (1,246,754) | (24,645,983) | |||
Class F | |||||||
Shares Sold | 1,920,896 | $ 33,615,395 | 1,124,576 | $ 22,004,533 | |||
Shares Issued for Reinvested Dividends | 598,731 | 11,385,089 | 15,153 | 265,184 | |||
Shares Redeemed | (1,126,309) | (20,026,642) | (909,052) | (17,727,319) | |||
Net Increase (Decrease) | 1,393,318 | 24,973,842 | 230,677 | 4,542,398 | |||
Class SDR | |||||||
Shares Sold | 475,120 | $ 8,459,744 | 451,019 | $ 8,872,003 | |||
Shares Issued for Reinvested Dividends | 262,522 | 5,002,444 | 10,018 | 175,615 | |||
Shares Redeemed | (1,065,374) | (21,824,744) | (576,471) | (11,189,037) | |||
Net Increase (Decrease) | (327,732) | (8,362,556) | (115,434) | (2,141,419) | |||
Total Net Increase (Decrease) | 4,874,767 | $ 85,976,498 | (3,119,322) | $ (60,172,505) | |||
US Small Cap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 254,673 | $ 7,066,418 | 277,286 | $ 8,677,102 | |||
Shares Issued for Reinvested Dividends | 143,030 | 4,285,681 | — | — | |||
Shares Redeemed | (305,848) | (8,310,516) | (155,738) | (4,695,935) | |||
Net Increase (Decrease) | 91,855 | 3,041,583 | 121,548 | 3,981,167 | |||
Class C | |||||||
Shares Sold | 15,116 | $ 408,272 | 35,829 | $ 1,124,826 | |||
Shares Issued for Reinvested Dividends | 30,546 | 921,789 | — | — | |||
Shares Redeemed | (52,878) | (1,468,740) | (77,129) | (2,416,272) | |||
Net Increase (Decrease) | (7,216) | (138,679) | (41,300) | (1,291,446) | |||
Class I | |||||||
Shares Sold | 1,699,466 | $ 49,801,108 | 1,618,994 | $ 54,075,726 | |||
Shares Issued for Reinvested Dividends | 679,332 | 21,661,454 | 2,920 | 85,749 | |||
Shares Redeemed | (2,113,118) | (62,689,996) | (1,350,665) | (44,554,890) | |||
Net Increase (Decrease) | 265,680 | 8,772,566 | 271,249 | 9,606,585 | |||
Class R3 | |||||||
Shares Sold | 7,533 | $ 237,672 | 41,262 | $ 1,394,324 | |||
Shares Issued for Reinvested Dividends | 4,768 | 148,641 | — | — | |||
Shares Redeemed | (15,473) | (423,560) | (11,574) | (370,424) | |||
Net Increase (Decrease) | (3,172) | (37,247) | 29,688 | 1,023,900 | |||
Class R4 | |||||||
Shares Sold | 4,957 | $ 145,923 | 17,843 | $ 622,180 | |||
Shares Issued for Reinvested Dividends | 2,414 | 76,371 | — | — | |||
Shares Redeemed | (5,302) | (166,163) | (4,761) | (161,866) | |||
Net Increase (Decrease) | 2,069 | 56,131 | 13,082 | 460,314 | |||
Class R5 | |||||||
Shares Sold | 8,397 | $ 245,069 | 11,260 | $ 367,453 | |||
Shares Issued for Reinvested Dividends | 2,298 | 73,241 | 16 | 462 | |||
Shares Redeemed | (13,741) | (411,892) | (3,825) | (131,445) | |||
Net Increase (Decrease) | (3,046) | (93,582) | 7,451 | 236,470 | |||
Class Y | |||||||
Shares Sold | 328,702 | $ 9,589,112 | 304,107 | $ 10,256,879 | |||
Shares Issued for Reinvested Dividends | 123,509 | 3,935,921 | 945 | 27,753 | |||
Shares Redeemed | (296,095) | (8,431,038) | (185,283) | (6,074,145) | |||
Net Increase (Decrease) | 156,116 | 5,093,995 | 119,769 | 4,210,487 | |||
Class F | |||||||
Shares Sold | 150,435 | $ 4,436,538 | 205,102 | $ 6,865,644 | |||
Shares Issued for Reinvested Dividends | 57,640 | 1,840,382 | 877 | 25,755 | |||
Shares Redeemed | (131,965) | (3,908,901) | (132,190) | (4,388,595) | |||
Net Increase (Decrease) | 76,110 | 2,368,019 | 73,789 | 2,502,804 |
146 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class SDR | |||||||
Shares Sold | 384,592 | $ 11,046,266 | 122,265 | $ 4,008,157 | |||
Shares Issued for Reinvested Dividends | 110,939 | 3,545,857 | 1,960 | 57,632 | |||
Shares Redeemed | (129,747) | (3,774,934) | (122,234) | (4,073,605) | |||
Net Increase (Decrease) | 365,784 | 10,817,189 | 1,991 | (7,816) | |||
Total Net Increase (Decrease) | 944,180 | $ 29,879,975 | 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. |
(3) | International Contrarian Value Fund and Sustainable International Core Fund commenced operations on May 24, 2022. |
13. | Line of Credit: |
Each Fund, except International Contrarian Value Fund and Sustainable International Core Fund, participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund that participates in the committed line of credit may borrow under the line of credit for temporary or emergency purposes. The Funds that participate in the committed line of credit (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 a commitment fee. Prior to March 3, 2022, each Fund that participates in the committed line of credit (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 year ended October 31, 2022, none of the Funds that participate in the committed line of credit had borrowings under this facility. |
14. | Indemnifications: |
Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
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: |
In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2022, events and transactions subsequent to October 31, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. | |
Effective December 1, 2022, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for Class A shares of the Emerging Markets Equity Fund as follows: 0.14%. This contractual arrangement will remain in effect until February 29, 2024, unless the Board of Directors approves its earlier termination. |
147 |
Fund Name | |||
Hartford Schroders China A Fund(1) | |||
Hartford Schroders Diversified Emerging Markets Fund (2) | |||
Hartford Schroders Emerging Markets Equity Fund(3) | |||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(3) | |||
Hartford Schroders International Contrarian Value Fund (4) | |||
Hartford Schroders International Multi-Cap Value Fund (3) | |||
Hartford Schroders International Stock Fund (3) | |||
Hartford Schroders Securitized Income Fund (3) | |||
Hartford Schroders Sustainable International Core Fund (4) | |||
Hartford Schroders Tax-Aware Bond Fund (3) | |||
Hartford Schroders US MidCap Opportunities Fund(3) | |||
Hartford Schroders US Small Cap Opportunities Fund(3) |
1 | Statement of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022 and financial highlights for the years ended October 31, 2022, October 31, 2021 and the period March 31, 2020 (commencement of operations) through October 31, 2020. |
2 | Statement of operations for the year ended October 31, 2022, statements of changes in net assets and financial highlights for the years ended October 31, 2022 and the period September 30, 2021 (commencement of operations) through October 31, 2021. |
3 | Statement of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022 and financial highlights for each of the three years or periods in the period ended October 31, 2022. |
4 | Statement of operations, statement of changes in net assets and financial highlights for the period May 24, 2022 (commencement of operations) through October 31, 2022. |
148 |
149 |
• | the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk); |
• | an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation; |
• | the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM; |
• | whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and |
• | any material changes to the LRM Program. |
150 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
NON-INTERESTED DIRECTORS | ||||||||||
HILARY E. ACKERMANN (1956) | Director | Since 2014 | Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. | 80 | Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present. | |||||
ROBIN C. BEERY (1967) | Director | Since 2017 | Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014. | 80 | Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee. | |||||
DERRICK D. CEPHAS (1952) | Director | Since 2020 | Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020). | 80 | Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust. | |||||
CHRISTINE R. DETRICK (1958) | Director and Chair of the Board | Director since 2016; Chair of the Board since 2021 | From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company. | 80 | Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021). | |||||
JOHN J. GAUTHIER (1961) | Director | Since 2022 | Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions). | 80 | Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees. |
151 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
ANDREW A. JOHNSON (1962) | Director | Since 2020 | Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018). | 80 | Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. | |||||
PAUL L. ROSENBERG (1953) | Director | Since 2020 | Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present). | 80 | None | |||||
DAVID SUNG (1953) | Director | Since 2017 | Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | 80 | Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present). | |||||
OFFICERS AND INTERESTED DIRECTORS | ||||||||||
JAMES E. DAVEY(4) (1964) | Director, President and Chief Executive Officer | President and Chief Executive Officer since 2010; Director since 2012 | Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG. | 80 | None | |||||
AMY N. FURLONG (1979) | Vice President | Since 2018 | Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004. | N/A | N/A | |||||
WALTER F. GARGER (1965) | Vice President and Chief Legal Officer | Since 2016 | Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995. | N/A | N/A | |||||
THEODORE J. LUCAS (1966) | Vice President | Since 2017 | Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016). | N/A | N/A | |||||
JOSEPH G. MELCHER (1973) | Vice President, Chief Compliance Officer and AML Compliance Officer | Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022 | Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019). | N/A | N/A |
152 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
VERNON J. MEYER (1964) | Vice President | Since 2006 | Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004. | N/A | N/A | |||||
DAVID A. NAAB (1985) | Vice President and Treasurer | Since 2021 | Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020. | N/A | N/A | |||||
ALICE A. PELLEGRINO (1960) | Vice President and Assistant Secretary | Since 2016 | Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007. | N/A | N/A | |||||
THOMAS R. PHILLIPS (1960) | Vice President and Secretary | Since 2017 | Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC. | N/A | N/A |
(1) | The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087. |
(2) | Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death. |
(3) | The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust. |
(4) | “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies. |
153 |
154 |
155 |
156 |
157 |
158 |
159 |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 1st quintile of its expense group, while its total expenses were in the 2nd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.45% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and its total expenses were in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile. |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period and the 5th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its custom blended benchmark for the 1-, 3-, and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group and its total expenses were in the 3rd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.15% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period, in line with its benchmark for the 3-year period, and below its benchmark for the 5-year period. The Board noted recent changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee and its total expenses were in the 1st quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.09% through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1- and 5-year periods and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and its total expenses were in the 1st quintile of its expense group, while its actual management fee was in the 3rd quintile. |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period and the 4th quintile for the 3-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy. |
160 |
• | The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a management fee reduction implemented in December 2021. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.85% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-, 3-, and 5- year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.71%, through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile. |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee and its total expenses were in the 3rd quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.35% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
161 |
162 |
163 |
164 |
165 |
a) | management; |
b) | use; and |
c) | protection; |
a) | service your Transactions with us; and |
b) | support our business functions. |
a) | You; |
b) | your Transactions with us; and |
c) | third parties such as a consumer-reporting agency. |
a) | your name; |
b) | your address; |
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d) | your payment; or |
e) | your credit history; |
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b) | our employee agents; |
c) | our brokerage firms; and |
d) | our administrators. |
a) | market our products; or |
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c) | insurance companies; |
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e) | service providers; |
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a) | asking about; |
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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 (CPI) in the United States 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. |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -17.73% | 7.64% | 11.21% |
Class A2 | -22.25% | 6.43% | 10.58% |
Class C1 | -18.38% | 6.82% | 10.39% |
Class C3 | -19.03% | 6.82% | 10.39% |
Class I1 | -17.51% | 7.93% | 11.54% |
Class R31 | -18.03% | 7.26% | 10.85% |
Class R41 | -17.77% | 7.59% | 11.19% |
Class R51 | -17.53% | 7.91% | 11.52% |
Class R61 | -17.44% | 8.02% | 11.62% |
Class Y1 | -17.54% | 7.96% | 11.59% |
Class F1 | -17.42% | 8.03% | 11.59% |
Russell 3000 Index | -16.52% | 9.87% | 12.46% |
S&P 500 Index | -14.61% | 10.44% | 12.79% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
2 |
October 31, 2022 (Unaudited)
Manager Discussion
3 |
October 31, 2022 (Unaudited)
4 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 5.0% |
Consumer Discretionary | 11.3 |
Consumer Staples | 7.5 |
Energy | 2.6 |
Financials | 14.5 |
Health Care | 17.2 |
Industrials | 13.4 |
Information Technology | 18.0 |
Materials | 4.6 |
Real Estate | 2.9 |
Utilities | 0.8 |
Total | 97.8% |
Short-Term Investments | 1.4 |
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 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -15.79% | 10.37% | 13.02% |
Class A2 | -20.43% | 9.13% | 12.38% |
Class C1 | -16.43% | 9.54% | 12.19% |
Class C3 | -17.25% | 9.54% | 12.19% |
Class I1 | -15.59% | 10.65% | 13.24% |
Class R31 | -16.11% | 9.97% | 12.67% |
Class R41 | -15.80% | 10.35% | 13.04% |
Class R51 | -15.58% | 10.64% | 13.35% |
Class R61 | -15.51% | 10.75% | 13.43% |
Class Y1 | -15.56% | 10.68% | 13.40% |
Class F1 | -15.51% | 10.75% | 13.30% |
S&P 500 Index | -14.61% | 10.44% | 12.79% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
6 |
October 31, 2022 (Unaudited)
Manager Discussion
7 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 5.9% |
Consumer Discretionary | 9.9 |
Consumer Staples | 7.2 |
Energy | 4.0 |
Financials | 11.7 |
Health Care | 18.4 |
Industrials | 9.8 |
Information Technology | 26.2 |
Materials | 1.0 |
Real Estate | 1.7 |
Utilities | 3.3 |
Total | 99.1% |
Short-Term Investments | 0.7 |
Other Assets & Liabilities | 0.2 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
8 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -6.11% | 9.74% | 11.68% |
Class A2 | -11.28% | 8.51% | 11.05% |
Class C1 | -6.86% | 8.90% | 10.83% |
Class C3 | -7.74% | 8.90% | 10.83% |
Class I1 | -5.86% | 10.04% | 11.95% |
Class R31 | -6.45% | 9.35% | 11.29% |
Class R41 | -6.16% | 9.68% | 11.64% |
Class R51 | -5.88% | 10.02% | 11.97% |
Class R61 | -5.80% | 10.13% | 12.07% |
Class Y1 | -5.82% | 10.08% | 12.06% |
Class F1 | -5.80% | 10.13% | 12.00% |
S&P 500 Index | -14.61% | 10.44% | 12.79% |
Russell 1000 Value Index | -7.00% | 7.21% | 10.30% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
9 |
October 31, 2022 (Unaudited)
Manager Discussion
10 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 7.4% |
Consumer Discretionary | 5.4 |
Consumer Staples | 6.1 |
Energy | 5.4 |
Financials | 17.7 |
Health Care | 17.9 |
Industrials | 7.9 |
Information Technology | 18.4 |
Materials | 3.4 |
Real Estate | 3.3 |
Utilities | 4.8 |
Total | 97.7% |
Short-Term Investments | 1.8 |
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 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 0.12% | 8.78% | 10.86% |
Class A2 | -5.38% | 7.56% | 10.23% |
Class C1 | -0.64% | 7.95% | 10.03% |
Class C3 | -1.55% | 7.95% | 10.03% |
Class I1 | 0.40% | 9.05% | 11.14% |
Class R31 | -0.25% | 8.38% | 10.46% |
Class R41 | 0.07% | 8.71% | 10.80% |
Class R51 | 0.34% | 9.04% | 11.13% |
Class R61 | 0.49% | 9.15% | 11.25% |
Class Y1 | 0.36% | 9.07% | 11.21% |
Class F1 | 0.46% | 9.14% | 11.20% |
Russell 1000 Value Index | -7.00% | 7.21% | 10.30% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
12 |
October 31, 2022 (Unaudited)
Manager Discussion
13 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.4% |
Consumer Discretionary | 5.0 |
Consumer Staples | 8.4 |
Energy | 8.8 |
Financials | 19.3 |
Health Care | 18.5 |
Industrials | 11.4 |
Information Technology | 9.5 |
Materials | 3.9 |
Real Estate | 3.9 |
Utilities | 7.4 |
Total | 97.5% |
Short-Term Investments | 3.4 |
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. |
14 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -38.47% | 7.85% | 12.53% |
Class A2 | -41.85% | 6.64% | 11.89% |
Class C1 | -38.93% | 7.05% | 11.70% |
Class C3 | -39.24% | 7.05% | 11.70% |
Class I1 | -38.31% | 8.14% | 12.81% |
Class R31 | -38.69% | 7.47% | 12.15% |
Class R41 | -38.50% | 7.80% | 12.50% |
Class R51 | -38.33% | 8.12% | 12.83% |
Class R61 | -38.25% | 8.23% | 12.94% |
Class Y1 | -38.32% | 8.17% | 12.91% |
Class F1 | -38.25% | 8.24% | 12.87% |
Russell 3000 Growth Index | -24.67% | 12.07% | 14.37% |
Russell 1000 Growth Index | -24.60% | 12.59% | 14.69% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
15 |
October 31, 2022 (Unaudited)
Manager Discussion
16 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 14.8% |
Consumer Discretionary | 18.5 |
Consumer Staples | 1.0 |
Energy | 2.3 |
Financials | 5.1 |
Health Care | 18.0 |
Industrials | 5.4 |
Information Technology | 28.9 |
Materials | 3.2 |
Real Estate | 1.0 |
Total | 98.2% |
Short-Term Investments | 1.9 |
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. |
17 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -13.35% | 8.63% | 13.54% |
Class A2 | -18.12% | 7.41% | 12.90% |
Class C1 | -13.99% | 7.81% | 12.70% |
Class C3 | -14.74% | 7.81% | 12.70% |
Class I1 | -13.11% | 8.93% | 13.85% |
Class R31 | -13.63% | 8.27% | 13.18% |
Class R41 | -13.38% | 8.60% | 13.52% |
Class R51 | -13.13% | 8.92% | 13.86% |
Class R61 | -13.01% | 9.03% | 13.97% |
Class Y1 | -13.12% | 8.97% | 13.94% |
Class F1 | -13.03% | 9.04% | 13.92% |
S&P Composite 1500 Health Care Index | -0.76% | 12.23% | 14.89% |
S&P 500 Index | -14.61% | 10.44% | 12.79% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
18 |
October 31, 2022 (Unaudited)
* | Effective February 28, 2023, Ms. Gallo will no longer serve as a portfolio manager to the Fund. Ms. Gallo will transition her portfolio management responsibilities for the Fund to Messrs. Khtikian and Mujtaba. |
Manager Discussion
19 |
October 31, 2022 (Unaudited)
Composition by Subsector(1) | |
as of 10/31/2022 | |
Subsector | Percentage of Net Assets |
Equity Securities | |
Biotechnology | 13.6% |
Consumer Finance | 0.1 |
Health Care Equipment & Supplies | 18.7 |
Health Care Providers & Services | 24.6 |
Life Sciences Tools & Services | 11.0 |
Pharmaceuticals | 30.5 |
Total | 98.5% |
Short-Term Investments | 1.2 |
Other Assets & Liabilities | 0.3 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
20 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -24.83% | 5.26% | 10.65% |
Class A2 | -28.96% | 4.07% | 10.02% |
Class C1 | -25.38% | 4.46% | 9.83% |
Class C3 | -25.99% | 4.46% | 9.83% |
Class I1 | -24.63% | 5.52% | 10.91% |
Class R31 | -25.08% | 4.88% | 10.28% |
Class R41 | -24.86% | 5.21% | 10.62% |
Class R51 | -24.62% | 5.53% | 10.95% |
Class R61 | -24.56% | 5.63% | 11.07% |
Class Y1 | -24.58% | 5.59% | 11.04% |
Class F1 | -24.56% | 5.63% | 10.98% |
S&P MidCap 400 Index | -11.54% | 7.47% | 11.23% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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% | 1.15% |
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 10/31/2022. |
21 |
October 31, 2022 (Unaudited)
Manager Discussion
22 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.2% |
Consumer Discretionary | 12.1 |
Energy | 6.7 |
Financials | 8.4 |
Health Care | 19.1 |
Industrials | 21.5 |
Information Technology | 23.7 |
Materials | 4.3 |
Real Estate | 1.3 |
Utilities | 0.9 |
Total | 100.2% |
Short-Term Investments | 2.3 |
Other Assets & Liabilities | (2.5) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
23 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -4.34% | 5.97% | 9.28% |
Class A2 | -9.60% | 4.78% | 8.67% |
Class C1 | -5.07% | 5.18% | 8.48% |
Class C3 | -5.93% | 5.18% | 8.48% |
Class I1 | -4.06% | 6.32% | 9.62% |
Class R31 | -4.58% | 5.67% | 8.98% |
Class R41 | -4.31% | 5.99% | 9.31% |
Class R51 | -4.03% | 6.29% | 9.64% |
Class R61 | -3.92% | 6.43% | 9.70% |
Class Y1 | -4.09% | 6.34% | 9.71% |
Class F1 | -3.94% | 6.42% | 9.70% |
Russell Midcap Value Index | -10.18% | 6.49% | 10.42% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 R6 | 0.77% | 0.77% |
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 10/31/2022. |
24 |
October 31, 2022 (Unaudited)
Manager Discussion
25 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.5% |
Consumer Discretionary | 11.3 |
Consumer Staples | 2.5 |
Energy | 6.0 |
Financials | 20.7 |
Health Care | 9.9 |
Industrials | 20.8 |
Information Technology | 10.3 |
Materials | 3.6 |
Real Estate | 6.4 |
Utilities | 5.3 |
Total | 99.3% |
Short-Term Investments | 0.4 |
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. |
26 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -4.19% | 8.15% | 10.18% |
Class A2 | -9.46% | 6.93% | 9.56% |
Class C1 | -4.95% | 7.31% | 9.36% |
Class C3 | -5.84% | 7.31% | 9.36% |
Class I1 | -3.92% | 8.50% | 10.54% |
Class R31 | -4.41% | 7.89% | 9.90% |
Class R41 | -4.15% | 8.19% | 10.23% |
Class R51 | -3.92% | 8.49% | 10.54% |
Class R61 | -3.71% | 8.65% | 10.66% |
Class Y1 | -3.85% | 8.54% | 10.60% |
Class F1 | -3.78% | 8.63% | 10.61% |
Russell 1000 Value Index | -7.00% | 7.21% | 10.30% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
27 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
28 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 6.0% |
Consumer Discretionary | 5.6 |
Consumer Staples | 8.3 |
Energy | 6.6 |
Financials | 20.7 |
Health Care | 17.3 |
Industrials | 10.8 |
Information Technology | 10.1 |
Materials | 3.6 |
Real Estate | 4.2 |
Utilities | 5.2 |
Total | 98.4% |
Short-Term Investments | 1.0 |
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. |
29 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -28.75% | 4.00% | 9.48% |
Class A2 | -32.67% | 2.83% | 8.86% |
Class C1 | -29.27% | 3.29% | 8.73% |
Class C3 | -29.76% | 3.29% | 8.73% |
Class I1 | -28.50% | 4.39% | 9.84% |
Class R31 | -28.93% | 3.73% | 9.20% |
Class R41 | -28.72% | 4.05% | 9.54% |
Class R51 | -28.51% | 4.37% | 9.87% |
Class R61 | -28.44% | 4.47% | 9.97% |
Class Y1 | -28.47% | 4.43% | 9.95% |
Class F1 | -28.42% | 4.48% | 9.91% |
Russell 2000 Growth Index | -26.02% | 5.17% | 10.15% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
30 |
October 31, 2022 (Unaudited)
Manager Discussion
31 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.4% |
Consumer Discretionary | 11.2 |
Consumer Staples | 5.5 |
Energy | 6.4 |
Financials | 6.2 |
Health Care | 22.5 |
Industrials | 20.5 |
Information Technology | 19.5 |
Materials | 3.7 |
Real Estate | 2.2 |
Total | 99.1% |
Short-Term Investments | 1.4 |
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. |
32 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -8.86% | 5.76% | 8.87% |
Class A2 | -13.87% | 4.57% | 8.25% |
Class C1 | -9.54% | 4.98% | 8.06% |
Class C3 | -10.38% | 4.98% | 8.06% |
Class I1 | -8.56% | 6.12% | 9.14% |
Class R31 | -9.05% | 5.61% | 8.67% |
Class R41 | -8.79% | 5.86% | 8.96% |
Class R51 | -8.48% | 6.19% | 9.29% |
Class R61 | -8.46% | 6.26% | 9.35% |
Class Y1 | -8.52% | 6.22% | 9.33% |
Class F1 | -8.46% | 6.25% | 9.22% |
Russell 2000 Value Index | -10.73% | 5.31% | 9.37% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
33 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
34 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.1% |
Consumer Discretionary | 12.0 |
Consumer Staples | 4.6 |
Energy | 4.5 |
Financials | 36.4 |
Health Care | 6.4 |
Industrials | 17.8 |
Information Technology | 8.5 |
Materials | 3.3 |
Real Estate | 2.8 |
Utilities | 1.6 |
Total | 99.0% |
Short-Term Investments | 1.0 |
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. |
35 |
October 31, 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 10/31/2022 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -30.24% | 8.60% | 10.24% |
Class A2 | -34.08% | 7.38% | 9.62% |
Class C1 | -30.76% | 7.74% | 9.41% |
Class C3 | -31.18% | 7.74% | 9.41% |
Class I1 | -30.01% | 8.92% | 10.54% |
Class R31 | -30.43% | 8.32% | 9.99% |
Class R41 | -30.25% | 8.64% | 10.32% |
Class R51 | -30.01% | 8.97% | 10.66% |
Class R61 | -29.95% | 9.05% | 10.75% |
Class Y1 | -30.05% | 8.99% | 10.71% |
Class F1 | -29.93% | 9.05% | 10.62% |
Russell 2000 Growth Index | -26.02% | 5.17% | 10.15% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | 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 10/31/2022. |
36 |
October 31, 2022 (Unaudited)
* | Effective February 28, 2023, Mr. Angeli will no longer serve as a portfolio manager to the Fund. Mr. Angeli will transition his portfolio management responsibilities for the Fund to Mr. Ramachandran. |
Manager Discussion
37 |
October 31, 2022 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2022 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.4% |
Consumer Discretionary | 8.5 |
Consumer Staples | 3.8 |
Energy | 8.6 |
Financials | 6.7 |
Health Care | 23.8 |
Industrials | 19.8 |
Information Technology | 16.2 |
Materials | 3.9 |
Real Estate | 2.6 |
Total | 96.3% |
Short-Term Investments | 3.3 |
Other Assets & Liabilities | 0.4 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
38 |
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. |
39 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
The Hartford Capital Appreciation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 937.30 | $ 5.13 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class C | $ 1,000.00 | $ 933.70 | $ 8.92 | $ 1,000.00 | $ 1,015.98 | $ 9.30 | 1.83% | ||||||
Class I | $ 1,000.00 | $ 938.60 | $ 3.81 | $ 1,000.00 | $ 1,021.27 | $ 3.97 | 0.78% | ||||||
Class R3 | $ 1,000.00 | $ 935.50 | $ 6.88 | $ 1,000.00 | $ 1,018.10 | $ 7.17 | 1.41% | ||||||
Class R4 | $ 1,000.00 | $ 937.10 | $ 5.37 | $ 1,000.00 | $ 1,019.66 | $ 5.60 | 1.10% | ||||||
Class R5 | $ 1,000.00 | $ 938.50 | $ 3.86 | $ 1,000.00 | $ 1,021.22 | $ 4.02 | 0.79% | ||||||
Class R6 | $ 1,000.00 | $ 939.00 | $ 3.42 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class Y | $ 1,000.00 | $ 938.50 | $ 3.91 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
Class F | $ 1,000.00 | $ 939.10 | $ 3.37 | $ 1,000.00 | $ 1,021.68 | $ 3.52 | 0.69% | ||||||
Hartford Core Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 954.40 | $ 3.50 | $ 1,000.00 | $ 1,021.63 | $ 3.62 | 0.71% | ||||||
Class C | $ 1,000.00 | $ 950.70 | $ 7.13 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class I | $ 1,000.00 | $ 955.50 | $ 2.27 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class R3 | $ 1,000.00 | $ 952.50 | $ 5.36 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class R4 | $ 1,000.00 | $ 954.30 | $ 3.55 | $ 1,000.00 | $ 1,021.58 | $ 3.67 | 0.72% | ||||||
Class R5 | $ 1,000.00 | $ 955.60 | $ 2.27 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class R6 | $ 1,000.00 | $ 956.00 | $ 1.77 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% | ||||||
Class Y | $ 1,000.00 | $ 955.80 | $ 2.17 | $ 1,000.00 | $ 1,022.99 | $ 2.24 | 0.44% | ||||||
Class F | $ 1,000.00 | $ 956.00 | $ 1.77 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% |
40 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
The Hartford Dividend and Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 958.80 | $ 4.79 | $ 1,000.00 | $ 1,020.32 | $ 4.94 | 0.97% | ||||||
Class C | $ 1,000.00 | $ 954.80 | $ 8.62 | $ 1,000.00 | $ 1,016.38 | $ 8.89 | 1.75% | ||||||
Class I | $ 1,000.00 | $ 960.20 | $ 3.61 | $ 1,000.00 | $ 1,021.53 | $ 3.72 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 956.80 | $ 6.71 | $ 1,000.00 | $ 1,018.35 | $ 6.92 | 1.36% | ||||||
Class R4 | $ 1,000.00 | $ 958.50 | $ 5.18 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class R5 | $ 1,000.00 | $ 959.90 | $ 3.66 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class R6 | $ 1,000.00 | $ 960.50 | $ 3.11 | $ 1,000.00 | $ 1,022.03 | $ 3.21 | 0.63% | ||||||
Class Y | $ 1,000.00 | $ 960.20 | $ 3.41 | $ 1,000.00 | $ 1,021.73 | $ 3.52 | 0.69% | ||||||
Class F | $ 1,000.00 | $ 960.60 | $ 3.11 | $ 1,000.00 | $ 1,022.03 | $ 3.21 | 0.63% | ||||||
The Hartford Equity Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 999.30 | $ 4.94 | $ 1,000.00 | $ 1,020.27 | $ 4.99 | 0.98% | ||||||
Class C | $ 1,000.00 | $ 995.10 | $ 8.75 | $ 1,000.00 | $ 1,016.43 | $ 8.84 | 1.74% | ||||||
Class I | $ 1,000.00 | $ 1,000.50 | $ 3.73 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class R3 | $ 1,000.00 | $ 997.20 | $ 6.80 | $ 1,000.00 | $ 1,018.40 | $ 6.87 | 1.35% | ||||||
Class R4 | $ 1,000.00 | $ 998.80 | $ 5.39 | $ 1,000.00 | $ 1,019.81 | $ 5.45 | 1.07% | ||||||
Class R5 | $ 1,000.00 | $ 1,000.00 | $ 3.73 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class R6 | $ 1,000.00 | $ 1,001.00 | $ 3.28 | $ 1,000.00 | $ 1,021.93 | $ 3.31 | 0.65% | ||||||
Class Y | $ 1,000.00 | $ 1,000.10 | $ 3.73 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class F | $ 1,000.00 | $ 1,000.60 | $ 3.23 | $ 1,000.00 | $ 1,021.93 | $ 3.26 | 0.64% | ||||||
The Hartford Growth Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 877.90 | $ 5.16 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class C | $ 1,000.00 | $ 874.70 | $ 8.74 | $ 1,000.00 | $ 1,015.88 | $ 9.40 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 879.40 | $ 3.89 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class R3 | $ 1,000.00 | $ 876.60 | $ 6.81 | $ 1,000.00 | $ 1,017.95 | $ 7.32 | 1.44% | ||||||
Class R4 | $ 1,000.00 | $ 878.00 | $ 5.30 | $ 1,000.00 | $ 1,019.56 | $ 5.70 | 1.12% | ||||||
Class R5 | $ 1,000.00 | $ 879.20 | $ 3.98 | $ 1,000.00 | $ 1,020.97 | $ 4.28 | 0.84% | ||||||
Class R6 | $ 1,000.00 | $ 879.80 | $ 3.51 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 879.30 | $ 3.93 | $ 1,000.00 | $ 1,021.02 | $ 4.23 | 0.83% | ||||||
Class F | $ 1,000.00 | $ 879.60 | $ 3.51 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
The Hartford Healthcare Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,005.50 | $ 6.42 | $ 1,000.00 | $ 1,018.80 | $ 6.46 | 1.27% | ||||||
Class C | $ 1,000.00 | $ 1,001.60 | $ 10.24 | $ 1,000.00 | $ 1,014.97 | $ 10.31 | 2.03% | ||||||
Class I | $ 1,000.00 | $ 1,006.90 | $ 5.01 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Class R3 | $ 1,000.00 | $ 1,004.00 | $ 8.13 | $ 1,000.00 | $ 1,017.09 | $ 8.19 | 1.61% | ||||||
Class R4 | $ 1,000.00 | $ 1,005.50 | $ 6.52 | $ 1,000.00 | $ 1,018.70 | $ 6.56 | 1.29% | ||||||
Class R5 | $ 1,000.00 | $ 1,006.80 | $ 5.11 | $ 1,000.00 | $ 1,020.11 | $ 5.14 | 1.01% | ||||||
Class R6 | $ 1,000.00 | $ 1,007.60 | $ 4.56 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
Class Y | $ 1,000.00 | $ 1,006.90 | $ 5.11 | $ 1,000.00 | $ 1,020.11 | $ 5.14 | 1.01% | ||||||
Class F | $ 1,000.00 | $ 1,007.40 | $ 4.56 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
The Hartford MidCap Fund | |||||||||||||
Class A | $ 1,000.00 | $ 926.00 | $ 5.34 | $ 1,000.00 | $ 1,019.66 | $ 5.60 | 1.10% | ||||||
Class C | $ 1,000.00 | $ 922.30 | $ 8.96 | $ 1,000.00 | $ 1,015.88 | $ 9.40 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 927.20 | $ 4.18 | $ 1,000.00 | $ 1,020.87 | $ 4.38 | 0.86% | ||||||
Class R3 | $ 1,000.00 | $ 924.40 | $ 7.03 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class R4 | $ 1,000.00 | $ 925.80 | $ 5.49 | $ 1,000.00 | $ 1,019.51 | $ 5.75 | 1.13% | ||||||
Class R5 | $ 1,000.00 | $ 927.20 | $ 4.13 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class R6 | $ 1,000.00 | $ 927.60 | $ 3.60 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 927.40 | $ 3.89 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
Class F | $ 1,000.00 | $ 927.60 | $ 3.60 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% |
41 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
The Hartford MidCap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 953.30 | $ 5.76 | $ 1,000.00 | $ 1,019.26 | $ 5.95 | 1.17% | ||||||
Class C | $ 1,000.00 | $ 950.00 | $ 9.63 | $ 1,000.00 | $ 1,015.32 | $ 9.96 | 1.96% | ||||||
Class I | $ 1,000.00 | $ 954.50 | $ 4.33 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class R3 | $ 1,000.00 | $ 952.10 | $ 7.33 | $ 1,000.00 | $ 1,017.69 | $ 7.58 | 1.49% | ||||||
Class R4 | $ 1,000.00 | $ 953.40 | $ 5.86 | $ 1,000.00 | $ 1,019.21 | $ 6.06 | 1.19% | ||||||
Class R5 | $ 1,000.00 | $ 954.70 | $ 4.38 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class R6(1) | $ 1,000.00 | $ 955.90 | $ 2.70(2) | $ 1,000.00 | $ 1,021.32 | $ 3.92(3) | 0.77% | ||||||
Class Y | $ 1,000.00 | $ 954.80 | $ 4.33 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class F | $ 1,000.00 | $ 955.60 | $ 3.80 | $ 1,000.00 | $ 1,021.32 | $ 3.92 | 0.77% | ||||||
Hartford Quality Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 966.50 | $ 4.71 | $ 1,000.00 | $ 1,020.42 | $ 4.84 | 0.95% | ||||||
Class C | $ 1,000.00 | $ 962.50 | $ 8.46 | $ 1,000.00 | $ 1,016.59 | $ 8.69 | 1.71% | ||||||
Class I | $ 1,000.00 | $ 968.00 | $ 3.27 | $ 1,000.00 | $ 1,021.88 | $ 3.36 | 0.66% | ||||||
Class R3 | $ 1,000.00 | $ 965.50 | $ 5.85 | $ 1,000.00 | $ 1,019.26 | $ 6.01 | 1.18% | ||||||
Class R4 | $ 1,000.00 | $ 966.70 | $ 4.36 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class R5 | $ 1,000.00 | $ 967.80 | $ 3.13 | $ 1,000.00 | $ 1,022.03 | $ 3.21 | 0.63% | ||||||
Class R6 | $ 1,000.00 | $ 969.00 | $ 2.28 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 968.60 | $ 2.83 | $ 1,000.00 | $ 1,022.33 | $ 2.91 | 0.57% | ||||||
Class F | $ 1,000.00 | $ 968.70 | $ 2.28 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
The Hartford Small Cap Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 961.10 | $ 6.33 | $ 1,000.00 | $ 1,018.75 | $ 6.51 | 1.28% | ||||||
Class C | $ 1,000.00 | $ 957.70 | $ 9.87 | $ 1,000.00 | $ 1,015.12 | $ 10.16 | 2.00% | ||||||
Class I | $ 1,000.00 | $ 963.10 | $ 4.41 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 960.00 | $ 7.51 | $ 1,000.00 | $ 1,017.54 | $ 7.73 | 1.52% | ||||||
Class R4 | $ 1,000.00 | $ 961.40 | $ 6.03 | $ 1,000.00 | $ 1,019.06 | $ 6.21 | 1.22% | ||||||
Class R5 | $ 1,000.00 | $ 963.00 | $ 4.60 | $ 1,000.00 | $ 1,020.52 | $ 4.74 | 0.93% | ||||||
Class R6 | $ 1,000.00 | $ 963.20 | $ 4.06 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class Y | $ 1,000.00 | $ 963.20 | $ 4.36 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class F | $ 1,000.00 | $ 963.40 | $ 4.01 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Hartford Small Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 992.20 | $ 6.63 | $ 1,000.00 | $ 1,018.55 | $ 6.72 | 1.32% (4) | ||||||
Class C | $ 1,000.00 | $ 989.80 | $ 10.28 | $ 1,000.00 | $ 1,014.87 | $ 10.41 | 2.05% (4) | ||||||
Class I | $ 1,000.00 | $ 994.80 | $ 5.13 | $ 1,000.00 | $ 1,020.06 | $ 5.19 | 1.02% (4) | ||||||
Class R3 | $ 1,000.00 | $ 991.70 | $ 7.43 | $ 1,000.00 | $ 1,017.74 | $ 7.53 | 1.48% | ||||||
Class R4 | $ 1,000.00 | $ 992.60 | $ 6.23 | $ 1,000.00 | $ 1,018.95 | $ 6.31 | 1.24% (4) | ||||||
Class R5 | $ 1,000.00 | $ 995.10 | $ 4.68 | $ 1,000.00 | $ 1,020.52 | $ 4.74 | 0.93% (4) | ||||||
Class R6 | $ 1,000.00 | $ 995.10 | $ 4.02 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
Class Y | $ 1,000.00 | $ 995.00 | $ 4.28 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 994.80 | $ 4.02 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% |
42 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
The Hartford Small Company Fund | |||||||||||||
Class A | $ 1,000.00 | $ 935.70 | $ 6.29 | $ 1,000.00 | $ 1,018.70 | $ 6.56 | 1.29% | ||||||
Class C | $ 1,000.00 | $ 932.40 | $ 10.32 | $ 1,000.00 | $ 1,014.52 | $ 10.76 | 2.12% | ||||||
Class I | $ 1,000.00 | $ 937.20 | $ 4.84 | $ 1,000.00 | $ 1,020.16 | $ 5.04 | 0.99% | ||||||
Class R3 | $ 1,000.00 | $ 934.20 | $ 7.80 | $ 1,000.00 | $ 1,017.14 | $ 8.13 | 1.60% | ||||||
Class R4 | $ 1,000.00 | $ 935.50 | $ 6.34 | $ 1,000.00 | $ 1,018.65 | $ 6.61 | 1.30% | ||||||
Class R5 | $ 1,000.00 | $ 937.10 | $ 4.88 | $ 1,000.00 | $ 1,020.16 | $ 5.09 | 1.00% | ||||||
Class R6 | $ 1,000.00 | $ 937.60 | $ 4.30 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class Y | $ 1,000.00 | $ 936.60 | $ 4.78 | $ 1,000.00 | $ 1,020.27 | $ 4.99 | 0.98% | ||||||
Class F | $ 1,000.00 | $ 937.90 | $ 4.30 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% |
(1) | Class R6 of The Hartford MidCap Value Fund commenced operations on June 22, 2022. |
(2) | Expenses paid during the period June 22, 2022 through October 31, 2022. |
(3) | Please note that while The Hartford MidCap Value Fund's Class R6 commenced operations on June 22, 2022, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that the annualized expense ratio for Class R6 shares was in effect during the period May 1, 2022 to October 31, 2022. |
(4) | The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022. |
43 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% | |||
Automobiles & Components - 0.6% | |||
166,820 | Thor Industries, Inc. | $ 13,590,826 | |
161,190 | Visteon Corp.* | 21,030,459 | |
34,621,285 | |||
Banks - 2.3% | |||
405,730 | Bank of Nova Scotia | 19,604,874 | |
973,474 | Cadence Bank | 26,916,556 | |
326,570 | JP Morgan Chase & Co. | 41,108,631 | |
359,651 | Western Alliance Bancorp | 24,157,758 | |
351,049 | Zions Bancorp NA | 18,233,485 | |
130,021,304 | |||
Capital Goods - 9.9% | |||
558,792 | AerCap Holdings N.V.* | 29,845,081 | |
232,930 | AMETEK, Inc. | 30,201,704 | |
39,779 | Axon Enterprise, Inc.* | 5,785,458 | |
440,728 | Builders FirstSource, Inc.* | 27,175,289 | |
147,299 | HEICO Corp. | 23,956,709 | |
806,800 | HF Global, Inc.*(1)(2) | 15,619,648 | |
376,637 | Honeywell International, Inc. | 76,841,481 | |
144,230 | IDEX Corp. | 32,063,771 | |
174,178 | John Bean Technologies Corp. | 15,885,034 | |
1,057,109 | Johnson Controls International plc | 61,143,185 | |
35,790 | Lockheed Martin Corp. | 17,418,277 | |
235,843 | Middleby Corp.* | 32,985,002 | |
113,591 | Northrop Grumman Corp. | 62,362,595 | |
705,213 | Otis Worldwide Corp. | 49,816,246 | |
150,929 | Snap-on, Inc. | 33,513,784 | |
675,290 | Spirit AeroSystems Holdings, Inc. Class A | 15,639,716 | |
361,900 | Westinghouse Air Brake Technologies Corp. | 33,758,032 | |
564,011,012 | |||
Commercial & Professional Services - 1.9% | |||
188,197 | Clean Harbors, Inc.* | 23,046,605 | |
95,468 | Copart, Inc.* | 10,980,729 | |
236,411 | CoStar Group, Inc.* | 19,555,918 | |
268,308 | Leidos Holdings, Inc. | 27,257,410 | |
160,414 | Verisk Analytics, Inc. Class A | 29,328,491 | |
110,169,153 | |||
Consumer Durables & Apparel - 3.1% | |||
440,454 | Lennar Corp. Class A | 35,544,638 | |
133,647 | Lululemon Athletica, Inc.* | 43,975,209 | |
739,007 | NIKE, Inc. Class B | 68,491,169 | |
2,973 | NVR, Inc.* | 12,598,830 | |
588,938 | Steven Madden Ltd. | 17,591,578 | |
178,201,424 | |||
Consumer Services - 2.9% | |||
203,392 | Airbnb, Inc. Class A* | 21,744,639 | |
1,603,154 | Denny's Corp.* | 18,163,735 | |
46,090 | Domino's Pizza, Inc. | 15,312,941 | |
685,372 | DraftKings, Inc. Class A*(3) | 10,828,878 | |
295,080 | Hilton Worldwide Holdings, Inc. | 39,912,521 | |
223,587 | McDonald's Corp. | 60,963,231 | |
166,925,945 | |||
Diversified Financials - 4.4% | |||
514,041 | American Express Co. | 76,309,386 | |
545,025 | Bank of New York Mellon Corp. | 22,951,003 | |
37,260 | BlackRock, Inc. | 24,066,607 | |
54,772 | CME Group, Inc. | 9,491,988 | |
80,061 | Moody's Corp. | 21,205,757 | |
321,684 | Morgan Stanley | 26,432,774 | |
193,392 | T Rowe Price Group, Inc. | 20,530,495 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Diversified Financials - 4.4% - (continued) | |||
363,717 | Tradeweb Markets, Inc. Class A | $ 20,033,532 | |
431,945 | Voya Financial, Inc. | 29,527,760 | |
250,549,302 | |||
Energy - 2.6% | |||
596,447 | Cenovus Energy, Inc. | 12,048,229 | |
60,204 | Cheniere Energy, Inc. | 10,620,588 | |
167,304 | Chevron Corp. | 30,265,294 | |
128,722 | Diamondback Energy, Inc. | 20,223,513 | |
89,678 | EOG Resources, Inc. | 12,242,841 | |
833,288 | Marathon Oil Corp. | 25,373,620 | |
655,068 | TotalEnergies SE ADR | 35,878,074 | |
146,652,159 | |||
Food & Staples Retailing - 0.8% | |||
793,124 | U.S. Foods Holding Corp.* | 23,603,370 | |
163,326 | Walmart, Inc. | 23,246,190 | |
46,849,560 | |||
Food, Beverage & Tobacco - 4.0% | |||
1,089,541 | Coca-Cola Co. | 65,209,029 | |
465,849 | General Mills, Inc. | 38,003,961 | |
130,903 | Monster Beverage Corp.* | 12,268,229 | |
396,956 | PepsiCo., Inc. | 72,079,271 | |
418,984 | Philip Morris International, Inc. | 38,483,680 | |
226,044,170 | |||
Health Care Equipment & Services - 9.9% | |||
585,745 | Baxter International, Inc. | 31,835,241 | |
162,925 | DexCom, Inc.* | 19,678,082 | |
472,533 | Encompass Health Corp. | 25,724,697 | |
35,599 | Humana, Inc. | 19,867,090 | |
152,731 | Insulet Corp.* | 39,528,310 | |
406,054 | Integra LifeSciences Holdings Corp.* | 20,404,213 | |
205,771 | Intuitive Surgical, Inc.* | 50,716,378 | |
1,082,519 | Medtronic plc | 94,547,209 | |
77,089 | Molina Healthcare, Inc.* | 27,664,159 | |
265,974 | Stryker Corp. | 60,971,880 | |
38,099 | Teleflex, Inc. | 8,174,521 | |
253,763 | UnitedHealth Group, Inc. | 140,876,529 | |
156,714 | Veeva Systems, Inc. Class A* | 26,318,549 | |
566,306,858 | |||
Household & Personal Products - 2.7% | |||
1,321,606 | Colgate-Palmolive Co. | 97,587,387 | |
425,266 | Procter & Gamble Co. | 57,270,572 | |
154,857,959 | |||
Insurance - 6.7% | |||
5,496,348 | Aegon N.V. | 25,338,164 | |
424,468 | Brown & Brown, Inc. | 24,954,474 | |
324,947 | Chubb Ltd. | 69,827,861 | |
236,863 | Globe Life, Inc. | 27,362,414 | |
133,188 | Hanover Insurance Group, Inc. | 19,510,710 | |
657,094 | Kemper Corp. | 31,323,671 | |
412,995 | Marsh & McLennan Cos., Inc. | 66,694,562 | |
852,142 | MetLife, Inc. | 62,385,316 | |
647,839 | Principal Financial Group, Inc. | 57,094,051 | |
384,491,223 | |||
Materials - 4.6% | |||
72,950 | Albemarle Corp. | 20,416,516 | |
445,317 | Celanese Corp. Class A | 42,803,870 | |
401,290 | Ecolab, Inc. | 63,030,620 | |
534,641 | FMC Corp. | 63,568,815 |
44 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Materials - 4.6% - (continued) | |||
210,543 | Linde plc | $ 62,604,961 | |
111,867 | Nutrien Ltd. | 9,452,762 | |
261,877,544 | |||
Media & Entertainment - 5.0% | |||
874,986 | Alphabet, Inc. Class A* | 82,694,927 | |
682,342 | Cargurus, Inc.* | 9,934,900 | |
754,310 | Comcast Corp. Class A | 23,941,800 | |
150,245 | Meta Platforms, Inc. Class A* | 13,996,824 | |
110,081 | Netflix, Inc.* | 32,130,442 | |
893,120 | Omnicom Group, Inc. | 64,974,480 | |
96,735 | Roku, Inc.* | 5,372,662 | |
103,661 | Spotify Technology S.A.* | 8,353,003 | |
76,784 | Take-Two Interactive Software, Inc.* | 9,097,368 | |
209,061 | Walt Disney Co.* | 22,273,359 | |
350,451 | ZoomInfo Technologies, Inc. Class A* | 15,605,583 | |
288,375,348 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.3% | |||
135,289 | Agilent Technologies, Inc. | 18,717,233 | |
40,324 | Alnylam Pharmaceuticals, Inc.* | 8,357,552 | |
134,713 | Apellis Pharmaceuticals, Inc.* | 8,148,789 | |
792,503 | AstraZeneca plc ADR | 46,607,101 | |
436,742 | Danaher Corp. | 109,914,859 | |
97,495 | Eli Lilly & Co. | 35,301,965 | |
350,713 | Exact Sciences Corp.* | 12,197,798 | |
78,783 | Jazz Pharmaceuticals plc* | 11,328,208 | |
294,440 | Johnson & Johnson | 51,223,727 | |
1,628,620 | Pfizer, Inc. | 75,812,261 | |
225,170 | PTC Therapeutics, Inc.* | 8,515,929 | |
348,841 | Syneos Health, Inc.* | 17,574,610 | |
186,499 | Ultragenyx Pharmaceutical, Inc.* | 7,545,750 | |
25,762 | Vertex Pharmaceuticals, Inc.* | 8,037,744 | |
419,283,526 | |||
Real Estate - 2.9% | |||
320,125 | American Tower Corp. REIT | 66,326,699 | |
55,197 | AvalonBay Communities, Inc. REIT | 9,666,099 | |
592,948 | Gaming and Leisure Properties, Inc. REIT | 29,718,554 | |
222,650 | Ryman Hospitality Properties, Inc. REIT | 19,798,038 | |
962,925 | VICI Properties, Inc. REIT | 30,832,858 | |
148,597 | Welltower, Inc. REIT | 9,070,361 | |
165,412,609 | |||
Retailing - 4.7% | |||
706,657 | Amazon.com, Inc.* | 72,389,943 | |
15,275 | AutoZone, Inc.* | 38,689,742 | |
273,282 | Chewy, Inc. Class A*(3) | 10,584,212 | |
104,552 | Etsy, Inc.* | 9,818,478 | |
305,689 | Monro, Inc. | 14,596,650 | |
150,673 | Ross Stores, Inc. | 14,417,899 | |
1,234,520 | TJX Cos., Inc. | 89,008,892 | |
316,327 | Tory Burch LLC*(1)(2) | 9,546,739 | |
24,667 | Ulta Beauty, Inc.* | 10,344,600 | |
269,397,155 | |||
Semiconductors & Semiconductor Equipment - 1.1% | |||
80,804 | First Solar, Inc.* | 11,762,638 | |
173,567 | MKS Instruments, Inc. | 14,258,529 | |
96,546 | NVIDIA Corp. | 13,030,814 | |
38,087 | SolarEdge Technologies, Inc.* | 8,761,153 | |
94,168 | Synaptics, Inc.* | 8,343,285 | |
70,756 | Universal Display Corp. | 6,737,386 | |
62,893,805 | |||
Software & Services - 12.4% | |||
186,445 | Accenture plc Class A | 52,931,735 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.7% - (continued) | |||
Software & Services - 12.4% - (continued) | |||
315,305 | Block, Inc.* | $ 18,940,371 | |
457,399 | Cognizant Technology Solutions Corp. Class A | 28,473,088 | |
89,357 | Datadog, Inc. Class A* | 7,194,132 | |
286,546 | Dynatrace, Inc.* | 10,097,881 | |
526,811 | Fidelity National Information Services, Inc. | 43,720,045 | |
97,548 | Five9, Inc.* | 5,878,242 | |
267,153 | Genpact Ltd. | 12,956,921 | |
92,054 | Guidewire Software, Inc.* | 5,468,928 | |
57,580 | Intuit, Inc. | 24,615,450 | |
237,046 | Mastercard, Inc. Class A | 77,793,756 | |
568,061 | Microsoft Corp. | 131,864,000 | |
46,238 | MongoDB, Inc. Class A* | 8,462,941 | |
160,207 | Okta, Inc.* | 8,990,817 | |
138,390 | Palo Alto Networks, Inc.* | 23,746,340 | |
74,462 | Paycom Software, Inc.* | 25,763,852 | |
11,816 | Rubicon Earnout Shares*(1)(2) | 4,514 | |
157,544 | Rubicon Technology, Inc. Class B*(1)(2) | 270,818 | |
157,544 | Rubicon Technology, Inc. Class V*(1)(2) | — | |
157,544 | Rubicon TRA Placeholder(1)(2) | 56,716 | |
62,894 | salesforce.com, Inc.* | 10,225,935 | |
12,640 | Sharecare, Inc. Earnout Shares*(1)(2) | 2,427 | |
151,750 | Shopify, Inc. Class A* | 5,194,403 | |
102,994 | Synopsys, Inc.* | 30,130,895 | |
523,551 | Visa, Inc. Class A | 108,458,825 | |
1,366,735 | Western Union Co. | 18,464,590 | |
82,890 | WEX, Inc.* | 13,605,565 | |
215,867 | Workday, Inc. Class A* | 33,636,396 | |
706,949,583 | |||
Technology Hardware & Equipment - 4.5% | |||
446,972 | Apple, Inc. | 68,538,686 | |
249,462 | Arista Networks, Inc.* | 30,149,977 | |
239,254 | CDW Corp. | 41,345,484 | |
618,912 | Cisco Systems, Inc. | 28,117,172 | |
214,756 | Coherent Corp.* | 7,217,949 | |
152,472 | F5, Inc.* | 21,789,774 | |
575,151 | Flex Ltd.* | 11,261,457 | |
369,206 | Lumentum Holdings, Inc.* | 27,487,387 | |
13,600 | Mobileye Global, Inc. Class A* | 358,768 | |
609,734 | National Instruments Corp. | 23,279,644 | |
259,546,298 | |||
Transportation - 1.6% | |||
76,156 | J.B. Hunt Transport Services, Inc. | 13,028,007 | |
1,046,451 | Southwest Airlines Co.* | 38,038,494 | |
201,760 | Union Pacific Corp. | 39,774,966 | |
90,841,467 | |||
Utilities - 0.8% | |||
305,543 | Dominion Energy, Inc. | 21,378,843 | |
353,285 | Eversource Energy | 26,948,580 | |
48,327,423 | |||
Total Common Stocks (cost $5,182,387,985) | $ 5,532,606,112 | ||
CONVERTIBLE PREFERRED STOCKS - 0.0% | |||
Software & Services - 0.0% | |||
566,622 | Essence Group Holdings Corp. Series 3*(1)(2) | $ 1,337,228 | |
77,707 | Lookout, Inc. Series F*(1)(2) | 613,885 | |
Total Convertible Preferred Stocks (cost $1,783,654) | $ 1,951,113 |
45 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 1.1% | |||
Other Investment Pools & Funds - 1.1% | |||
219,998 | iShares Russell 1000 Growth ETF | $ 48,967,155 | |
75,438 | Vanguard Mega Cap Growth ETF | 13,645,980 | |
62,613,135 | |||
Total Exchange-Traded Funds (cost $63,673,981) | $ 62,613,135 | ||
Total Long-Term Investments (cost $5,247,845,620) | $ 5,597,170,360 | ||
SHORT-TERM INVESTMENTS - 1.4% | |||
Repurchase Agreements - 1.1% | |||
$ 63,260,761 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $63,266,050; collateralized by U.S. Treasury Note at 2.375%, maturing 08/15/2024, with a market value of $10,102,624 and collateralized by U.S. Treasury Note at 0.375%, maturing 08/15/2024, with a market value of $23,247,166 and collateralized by U.S. Treasury Note at 1.500%, maturing 09/30/2024, with a market value of $23,694,037 and collateralized by U.S. Treasury Infaltion Index Note at 0.125%, maturing 10/15/2024, with a market value of $7,482,159 | $ 63,260,761 | |
Securities Lending Collateral - 0.3% | |||
2,494,319 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | 2,494,319 | |
8,314,396 | HSBC US Government Money Market Fund, 3.09%(4) | 8,314,396 | |
2,494,319 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | 2,494,319 | |
2,494,319 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 2,494,319 | |
15,797,353 | |||
Total Short-Term Investments (cost $79,058,114) | $ 79,058,114 | ||
Total Investments (cost $5,326,903,734) | 99.2% | $ 5,676,228,474 | |
Other Assets and Liabilities | 0.8% | 46,878,297 | |
Total Net Assets | 100.0% | $ 5,723,106,771 |
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) | 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 $27,451,975 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 | $ 1,337,228 | ||||
06/2015 | HF Global, Inc. | 806,800 | 10,846,942 | 15,619,648 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 77,707 | 887,655 | 613,885 | ||||
09/2015 | Rubicon Earnout Shares | 11,816 | — | 4,514 | ||||
09/2015 | Rubicon Technology, Inc. Class V | 157,544 | — | — | ||||
09/2015 | Rubicon Technology, Inc. Class B | 157,544 | 673,447 | 270,818 | ||||
09/2015 | Rubicon TRA Placeholder | 157,544 | — | 56,716 | ||||
07/2021 | Sharecare, Inc. Earnout Shares | 12,640 | — | 2,427 | ||||
11/2013 | Tory Burch LLC | 316,327 | 24,792,580 | 9,546,739 | ||||
$ 38,096,623 | $ 27,451,975 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | Current yield as of period end. |
Futures Contracts Outstanding at October 31, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 401 | 12/16/2022 | $ 91,806,945 | $ (3,889,068) | ||||
Total futures contracts | $ (3,889,068) |
46 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 34,621,285 | $ 34,621,285 | $ — | $ — | ||||
Banks | 130,021,304 | 130,021,304 | — | — | ||||
Capital Goods | 564,011,012 | 548,391,364 | — | 15,619,648 | ||||
Commercial & Professional Services | 110,169,153 | 110,169,153 | — | — | ||||
Consumer Durables & Apparel | 178,201,424 | 178,201,424 | — | — | ||||
Consumer Services | 166,925,945 | 166,925,945 | — | — | ||||
Diversified Financials | 250,549,302 | 250,549,302 | — | — | ||||
Energy | 146,652,159 | 146,652,159 | — | — | ||||
Food & Staples Retailing | 46,849,560 | 46,849,560 | — | — | ||||
Food, Beverage & Tobacco | 226,044,170 | 226,044,170 | — | — | ||||
Health Care Equipment & Services | 566,306,858 | 566,306,858 | — | — | ||||
Household & Personal Products | 154,857,959 | 154,857,959 | — | — | ||||
Insurance | 384,491,223 | 384,491,223 | — | — | ||||
Materials | 261,877,544 | 261,877,544 | — | — | ||||
Media & Entertainment | 288,375,348 | 288,375,348 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 419,283,526 | 419,283,526 | — | — | ||||
Real Estate | 165,412,609 | 165,412,609 | — | — | ||||
Retailing | 269,397,155 | 259,850,416 | — | 9,546,739 | ||||
Semiconductors & Semiconductor Equipment | 62,893,805 | 62,893,805 | — | — | ||||
Software & Services | 706,949,583 | 706,615,108 | — | 334,475 | ||||
Technology Hardware & Equipment | 259,546,298 | 259,546,298 | — | — | ||||
Transportation | 90,841,467 | 90,841,467 | — | — | ||||
Utilities | 48,327,423 | 48,327,423 | — | — | ||||
Convertible Preferred Stocks | 1,951,113 | — | — | 1,951,113 | ||||
Exchange-Traded Funds | 62,613,135 | 62,613,135 | — | — | ||||
Short-Term Investments | 79,058,114 | 15,797,353 | 63,260,761 | — | ||||
Total | $ 5,676,228,474 | $ 5,585,515,738 | $ 63,260,761 | $ 27,451,975 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (3,889,068) | $ (3,889,068) | $ — | $ — | ||||
Total | $ (3,889,068) | $ (3,889,068) | $ — | $ — |
(1) | For the year ended October 31, 2022, investments valued at $37,515 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. |
47 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% | |||
Automobiles & Components - 1.5% | |||
5,757,252 | Ford Motor Co. | $ 76,974,459 | |
300,845 | Tesla, Inc.* | 68,454,272 | |
145,428,731 | |||
Banks - 5.1% | |||
4,954,659 | Bank of America Corp. | 178,565,910 | |
1,763,413 | JP Morgan Chase & Co. | 221,978,429 | |
545,783 | PNC Financial Services Group, Inc. | 88,324,063 | |
488,868,402 | |||
Capital Goods - 8.2% | |||
900,449 | AMETEK, Inc. | 116,752,217 | |
351,763 | Deere & Co. | 139,234,831 | |
970,630 | Fortune Brands Home & Security, Inc. | 58,548,402 | |
473,626 | IDEX Corp. | 105,291,796 | |
517,951 | Illinois Tool Works, Inc. | 110,598,077 | |
1,984,015 | Johnson Controls International plc | 114,755,428 | |
1,525,826 | Raytheon Technologies Corp. | 144,678,821 | |
789,859,572 | |||
Commercial & Professional Services - 1.6% | |||
882,937 | Leidos Holdings, Inc. | 89,697,570 | |
500,043 | Republic Services, Inc. | 66,315,702 | |
156,013,272 | |||
Consumer Durables & Apparel - 1.1% | |||
1,123,903 | NIKE, Inc. Class B | 104,163,330 | |
Consumer Services - 2.1% | |||
395,531 | Airbnb, Inc. Class A* | 42,286,219 | |
597,809 | McDonald's Corp. | 162,998,602 | |
205,284,821 | |||
Diversified Financials - 4.2% | |||
985,818 | American Express Co. | 146,344,682 | |
1,239,646 | Charles Schwab Corp. | 98,762,597 | |
1,990,992 | Morgan Stanley | 163,599,813 | |
408,707,092 | |||
Energy - 4.0% | |||
1,118,642 | ConocoPhillips | 141,049,570 | |
1,796,773 | EOG Resources, Inc. | 245,295,450 | |
386,345,020 | |||
Food & Staples Retailing - 1.3% | |||
1,416,245 | Sysco Corp. | 122,590,167 | |
Food, Beverage & Tobacco - 2.8% | |||
595,301 | Constellation Brands, Inc. Class A | 147,086,971 | |
1,362,546 | Monster Beverage Corp.* | 127,697,811 | |
274,784,782 | |||
Health Care Equipment & Services - 8.4% | |||
946,711 | Abbott Laboratories | 93,667,586 | |
1,532,995 | Baxter International, Inc. | 83,318,278 | |
491,491 | Becton Dickinson and Co. | 115,977,131 | |
1,440,042 | Hologic, Inc.* | 97,634,848 | |
360,431 | Laboratory Corp. of America Holdings | 79,965,222 | |
609,822 | UnitedHealth Group, Inc. | 338,542,683 | |
809,105,748 | |||
Household & Personal Products - 3.1% | |||
1,268,271 | Colgate-Palmolive Co. | 93,649,131 | |
1,539,765 | Procter & Gamble Co. | 207,360,152 | |
301,009,283 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Insurance - 2.4% | |||
606,801 | Chubb Ltd. | $ 130,395,467 | |
808,528 | Progressive Corp. | 103,814,995 | |
234,210,462 | |||
Materials - 1.0% | |||
844,147 | PPG Industries, Inc. | 96,384,704 | |
Media & Entertainment - 5.9% | |||
4,595,561 | Alphabet, Inc. Class A* | 434,326,470 | |
1,271,194 | Walt Disney Co.* | 135,433,009 | |
569,759,479 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.0% | |||
497,261 | Danaher Corp. | 125,145,676 | |
601,615 | Eli Lilly & Co. | 217,838,775 | |
4,065,208 | Pfizer, Inc. | 189,235,432 | |
207,798 | Regeneron Pharmaceuticals, Inc.* | 155,588,753 | |
308,405 | Thermo Fisher Scientific, Inc. | 158,510,918 | |
402,469 | Vertex Pharmaceuticals, Inc.* | 125,570,328 | |
971,889,882 | |||
Real Estate - 1.7% | |||
407,385 | AvalonBay Communities, Inc. REIT | 71,341,261 | |
803,953 | Prologis, Inc. REIT | 89,037,795 | |
160,379,056 | |||
Retailing - 5.2% | |||
3,156,415 | Amazon.com, Inc.* | 323,343,153 | |
2,438,329 | TJX Cos., Inc. | 175,803,521 | |
499,146,674 | |||
Semiconductors & Semiconductor Equipment - 4.5% | |||
980,314 | Advanced Micro Devices, Inc.* | 58,877,659 | |
301,301 | KLA Corp. | 95,346,701 | |
246,301 | NVIDIA Corp. | 33,243,246 | |
801,030 | QUALCOMM, Inc. | 94,249,190 | |
932,778 | Texas Instruments, Inc. | 149,832,130 | |
431,548,926 | |||
Software & Services - 11.4% | |||
850,810 | Fidelity National Information Services, Inc. | 70,608,722 | |
560,422 | Global Payments, Inc. | 64,033,818 | |
1,005,637 | GoDaddy, Inc. Class A* | 80,853,215 | |
498,974 | Mastercard, Inc. Class A | 163,753,287 | |
2,031,142 | Microsoft Corp. | 471,488,992 | |
486,156 | Palo Alto Networks, Inc.* | 83,419,508 | |
705,303 | salesforce.com, Inc.* | 114,675,215 | |
333,218 | Workday, Inc. Class A* | 51,922,029 | |
1,100,754,786 | |||
Technology Hardware & Equipment - 10.3% | |||
3,234,143 | Apple, Inc. | 495,923,488 | |
607,352 | CDW Corp. | 104,956,499 | |
2,615,047 | Corning, Inc. | 84,126,062 | |
507,932 | F5, Inc.* | 72,588,562 | |
629,456 | Motorola Solutions, Inc. | 157,181,458 | |
1,237,335 | NetApp, Inc. | 85,710,195 | |
1,000,486,264 | |||
Utilities - 3.3% | |||
1,547,815 | American Electric Power Co., Inc. | 136,083,895 | |
1,193,018 | Duke Energy Corp. | 111,165,417 | |
921,335 | Eversource Energy | 70,279,434 | |
317,528,746 | |||
Total Common Stocks (cost $6,984,522,918) | $ 9,574,249,199 |
48 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.7% | |||
Repurchase Agreements - 0.7% | |||
$ 70,499,034 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $70,504,928; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 07/15/2024, with a market value of $62,415,131 and collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $9,493,957 | $ 70,499,034 | |
Total Short-Term Investments (cost $70,499,034) | $ 70,499,034 | ||
Total Investments (cost $7,055,021,952) | 99.8% | $ 9,644,748,233 | |
Other Assets and Liabilities | 0.2% | 19,974,249 | |
Total Net Assets | 100.0% | $ 9,664,722,482 |
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 | $ 145,428,731 | $ 145,428,731 | $ — | $ — | ||||
Banks | 488,868,402 | 488,868,402 | — | — | ||||
Capital Goods | 789,859,572 | 789,859,572 | — | — | ||||
Commercial & Professional Services | 156,013,272 | 156,013,272 | — | — | ||||
Consumer Durables & Apparel | 104,163,330 | 104,163,330 | — | — | ||||
Consumer Services | 205,284,821 | 205,284,821 | — | — | ||||
Diversified Financials | 408,707,092 | 408,707,092 | — | — | ||||
Energy | 386,345,020 | 386,345,020 | — | — | ||||
Food & Staples Retailing | 122,590,167 | 122,590,167 | — | — | ||||
Food, Beverage & Tobacco | 274,784,782 | 274,784,782 | — | — | ||||
Health Care Equipment & Services | 809,105,748 | 809,105,748 | — | — | ||||
Household & Personal Products | 301,009,283 | 301,009,283 | — | — | ||||
Insurance | 234,210,462 | 234,210,462 | — | — | ||||
Materials | 96,384,704 | 96,384,704 | — | — | ||||
Media & Entertainment | 569,759,479 | 569,759,479 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 971,889,882 | 971,889,882 | — | — | ||||
Real Estate | 160,379,056 | 160,379,056 | — | — | ||||
Retailing | 499,146,674 | 499,146,674 | — | — | ||||
Semiconductors & Semiconductor Equipment | 431,548,926 | 431,548,926 | — | — | ||||
Software & Services | 1,100,754,786 | 1,100,754,786 | — | — | ||||
Technology Hardware & Equipment | 1,000,486,264 | 1,000,486,264 | — | — | ||||
Utilities | 317,528,746 | 317,528,746 | — | — | ||||
Short-Term Investments | 70,499,034 | — | 70,499,034 | — | ||||
Total | $ 9,644,748,233 | $ 9,574,249,199 | $ 70,499,034 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
49 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% | |||
Banks - 4.9% | |||
4,701,286 | Bank of America Corp. | $ 169,434,348 | |
3,496,314 | JP Morgan Chase & Co. | 440,116,006 | |
976,711 | PNC Financial Services Group, Inc. | 158,061,141 | |
767,611,495 | |||
Capital Goods - 6.0% | |||
504,781 | General Dynamics Corp. | 126,094,294 | |
1,520,469 | Ingersoll Rand, Inc. | 76,783,684 | |
4,584,912 | Johnson Controls International plc | 265,191,310 | |
477,950 | Lockheed Martin Corp. | 232,608,706 | |
3,308,381 | Otis Worldwide Corp. | 233,704,034 | |
934,382,028 | |||
Consumer Services - 2.2% | |||
1,403,805 | Hilton Worldwide Holdings, Inc. | 189,878,664 | |
590,356 | McDonald's Corp. | 160,966,467 | |
350,845,131 | |||
Diversified Financials - 6.5% | |||
1,419,677 | American Express Co. | 210,751,051 | |
194,072 | BlackRock, Inc. | 125,353,046 | |
2,785,579 | Charles Schwab Corp. | 221,927,079 | |
2,541,602 | Morgan Stanley | 208,843,436 | |
764,693 | S&P Global, Inc. | 245,657,626 | |
1,012,532,238 | |||
Energy - 5.4% | |||
1,560,045 | Chevron Corp. | 282,212,140 | |
2,300,684 | ConocoPhillips | 290,093,246 | |
4,991,576 | TotalEnergies SE ADR | 273,388,618 | |
845,694,004 | |||
Food & Staples Retailing - 2.3% | |||
1,375,484 | Sysco Corp. | 119,061,895 | |
1,702,299 | Walmart, Inc. | 242,288,217 | |
361,350,112 | |||
Food, Beverage & Tobacco - 2.0% | |||
2,940,725 | Keurig Dr Pepper, Inc. | 114,217,759 | |
3,306,413 | Mondelez International, Inc. Class A | 203,278,271 | |
317,496,030 | |||
Health Care Equipment & Services - 9.0% | |||
2,711,895 | Baxter International, Inc. | 147,391,493 | |
838,976 | Becton Dickinson and Co. | 197,973,167 | |
491,365 | Elevance Health, Inc. | 268,663,641 | |
638,741 | HCA Healthcare, Inc. | 138,907,005 | |
2,571,976 | Medtronic plc | 224,636,384 | |
764,522 | UnitedHealth Group, Inc. | 424,424,388 | |
1,401,996,078 | |||
Household & Personal Products - 1.8% | |||
2,194,673 | Colgate-Palmolive Co. | 162,054,654 | |
2,470,408 | Unilever plc ADR | 112,428,268 | |
274,482,922 | |||
Insurance - 6.3% | |||
2,806,196 | American International Group, Inc. | 159,953,172 | |
852,952 | Chubb Ltd. | 183,290,855 | |
2,799,202 | MetLife, Inc. | 204,929,578 | |
2,408,065 | Principal Financial Group, Inc. | 212,222,769 | |
2,146,595 | Prudential Financial, Inc. | 225,800,328 | |
986,196,702 | |||
Materials - 3.4% | |||
2,000,863 | Celanese Corp. Class A | 192,322,951 | |
1,516,643 | FMC Corp. | 180,328,853 | |
1,319,087 | PPG Industries, Inc. | 150,613,354 | |
523,265,158 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.7% - (continued) | |||
Media & Entertainment - 5.8% | |||
7,053,249 | Alphabet, Inc. Class A* | $ 666,602,563 | |
7,642,519 | Comcast Corp. Class A | 242,573,553 | |
909,176,116 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.9% | |||
1,291,900 | Agilent Technologies, Inc. | 178,734,365 | |
3,460,573 | AstraZeneca plc ADR | 203,516,298 | |
3,440,656 | Bristol-Myers Squibb Co. | 266,547,620 | |
2,403,753 | Merck & Co., Inc. | 243,259,804 | |
2,122,577 | Novartis AG ADR | 172,204,672 | |
6,883,492 | Pfizer, Inc. | 320,426,553 | |
1,384,689,312 | |||
Real Estate - 3.3% | |||
904,992 | American Tower Corp. REIT | 187,505,292 | |
7,893,894 | Host Hotels & Resorts, Inc. REIT | 149,036,719 | |
591,135 | Public Storage REIT | 183,104,066 | |
519,646,077 | |||
Retailing - 3.2% | |||
523,770 | Home Depot, Inc. | 155,104,010 | |
799,621 | Lowe's Cos., Inc. | 155,886,114 | |
2,614,410 | TJX Cos., Inc. | 188,498,961 | |
499,489,085 | |||
Semiconductors & Semiconductor Equipment - 2.8% | |||
178,393 | Broadcom, Inc. | 83,866,117 | |
2,939,426 | Micron Technology, Inc. | 159,022,946 | |
1,226,147 | Texas Instruments, Inc. | 196,955,993 | |
439,845,056 | |||
Software & Services - 11.1% | |||
661,529 | Accenture plc Class A | 187,808,083 | |
4,014,759 | Cognizant Technology Solutions Corp. Class A | 249,918,748 | |
3,204,057 | Fidelity National Information Services, Inc. | 265,904,690 | |
3,220,582 | Microsoft Corp. | 747,593,700 | |
1,337,077 | Visa, Inc. Class A | 276,988,871 | |
1,728,214,092 | |||
Technology Hardware & Equipment - 4.5% | |||
2,780,074 | Apple, Inc. | 426,296,547 | |
6,096,017 | Cisco Systems, Inc. | 276,942,053 | |
703,238,600 | |||
Telecommunication Services - 1.6% | |||
6,796,132 | Verizon Communications, Inc. | 253,971,453 | |
Transportation - 1.9% | |||
3,070,214 | Ryanair Holdings plc ADR* | 211,507,043 | |
423,872 | Union Pacific Corp. | 83,562,126 | |
295,069,169 | |||
Utilities - 4.8% | |||
1,253,559 | Constellation Energy Corp. | 118,511,468 | |
2,138,861 | Dominion Energy, Inc. | 149,656,104 | |
1,795,144 | Duke Energy Corp. | 167,271,518 | |
3,905,308 | Exelon Corp. | 150,705,836 | |
1,134,265 | Sempra Energy | 171,205,959 | |
757,350,885 | |||
Total Common Stocks (cost $11,534,130,611) | $ 15,266,541,743 |
50 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.8% | |||
Repurchase Agreements - 1.8% | |||
$ 277,160,322 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $277,183,496; collateralized by U.S. Treasury Note at 4.375%, maturing 10/31/2024, with a market value of $282,703,620 | $ 277,160,322 | |
Total Short-Term Investments (cost $277,160,322) | $ 277,160,322 | ||
Total Investments (cost $11,811,290,933) | 99.5% | $ 15,543,702,065 | |
Other Assets and Liabilities | 0.5% | 84,303,265 | |
Total Net Assets | 100.0% | $ 15,628,005,330 |
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 | $ 767,611,495 | $ 767,611,495 | $ — | $ — | ||||
Capital Goods | 934,382,028 | 934,382,028 | — | — | ||||
Consumer Services | 350,845,131 | 350,845,131 | — | — | ||||
Diversified Financials | 1,012,532,238 | 1,012,532,238 | — | — | ||||
Energy | 845,694,004 | 845,694,004 | — | — | ||||
Food & Staples Retailing | 361,350,112 | 361,350,112 | — | — | ||||
Food, Beverage & Tobacco | 317,496,030 | 317,496,030 | — | — | ||||
Health Care Equipment & Services | 1,401,996,078 | 1,401,996,078 | — | — | ||||
Household & Personal Products | 274,482,922 | 274,482,922 | — | — | ||||
Insurance | 986,196,702 | 986,196,702 | — | — | ||||
Materials | 523,265,158 | 523,265,158 | — | — | ||||
Media & Entertainment | 909,176,116 | 909,176,116 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,384,689,312 | 1,384,689,312 | — | — | ||||
Real Estate | 519,646,077 | 519,646,077 | — | — | ||||
Retailing | 499,489,085 | 499,489,085 | — | — | ||||
Semiconductors & Semiconductor Equipment | 439,845,056 | 439,845,056 | — | — | ||||
Software & Services | 1,728,214,092 | 1,728,214,092 | — | — | ||||
Technology Hardware & Equipment | 703,238,600 | 703,238,600 | — | — | ||||
Telecommunication Services | 253,971,453 | 253,971,453 | — | — | ||||
Transportation | 295,069,169 | 295,069,169 | — | — | ||||
Utilities | 757,350,885 | 757,350,885 | — | — | ||||
Short-Term Investments | 277,160,322 | — | 277,160,322 | — | ||||
Total | $ 15,543,702,065 | $ 15,266,541,743 | $ 277,160,322 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
51 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% | |||
Banks - 6.7% | |||
886,463 | JP Morgan Chase & Co. | $ 111,587,962 | |
460,222 | M&T Bank Corp. | 77,487,578 | |
189,996 | PNC Financial Services Group, Inc. | 30,747,053 | |
579,723 | Royal Bank of Canada(1) | 53,638,261 | |
1,377,981 | Truist Financial Corp. | 61,719,769 | |
335,180,623 | |||
Capital Goods - 10.4% | |||
467,134 | Eaton Corp. plc | 70,102,799 | |
574,463 | Emerson Electric Co. | 49,748,496 | |
341,713 | General Dynamics Corp. | 85,359,907 | |
305,474 | Honeywell International, Inc. | 62,322,805 | |
1,498,347 | Johnson Controls International plc | 86,664,391 | |
261,146 | L3Harris Technologies, Inc. | 64,364,655 | |
518,592 | Raytheon Technologies Corp. | 49,172,893 | |
496,902 | Siemens AG | 54,266,150 | |
522,002,096 | |||
Consumer Durables & Apparel - 1.0% | |||
642,299 | Lennar Corp. Class A | 51,833,529 | |
Diversified Financials - 8.6% | |||
1,251,175 | Ares Management Corp. Class A | 94,876,600 | |
644,895 | Blackstone, Inc. Class A | 58,775,730 | |
1,729,628 | Equitable Holdings, Inc. | 52,961,210 | |
147,458 | Goldman Sachs Group, Inc. | 50,800,756 | |
1,465,543 | Morgan Stanley | 120,423,668 | |
464,309 | Raymond James Financial, Inc. | 54,853,465 | |
432,691,429 | |||
Energy - 8.8% | |||
1,156,495 | ConocoPhillips | 145,822,455 | |
2,922,948 | Coterra Energy, Inc. | 90,991,371 | |
780,010 | EOG Resources, Inc. | 106,486,965 | |
468,034 | Phillips 66 | 48,811,266 | |
1,151,994 | TC Energy Corp. | 50,600,302 | |
442,712,359 | |||
Food, Beverage & Tobacco - 5.9% | |||
643,577 | Archer-Daniels-Midland Co. | 62,414,098 | |
670,654 | Kellogg Co. | 51,519,640 | |
1,281,962 | Keurig Dr Pepper, Inc. | 49,791,404 | |
801,791 | Mondelez International, Inc. Class A | 49,294,111 | |
900,245 | Philip Morris International, Inc. | 82,687,503 | |
295,706,756 | |||
Health Care Equipment & Services - 5.9% | |||
819,693 | Baxter International, Inc. | 44,550,314 | |
207,739 | Becton Dickinson and Co. | 49,020,172 | |
136,955 | Elevance Health, Inc. | 74,882,885 | |
532,558 | Medtronic plc | 46,513,616 | |
150,378 | UnitedHealth Group, Inc. | 83,482,347 | |
298,449,334 | |||
Household & Personal Products - 2.5% | |||
351,662 | Kimberly-Clark Corp. | 43,767,852 | |
1,773,039 | Unilever plc ADR | 80,691,005 | |
124,458,857 | |||
Insurance - 4.0% | |||
396,098 | Chubb Ltd. | 85,117,499 | |
1,599,779 | MetLife, Inc. | 117,119,821 | |
202,237,320 | |||
Materials - 3.9% | |||
242,197 | Celanese Corp. Class A | 23,279,976 | |
698,532 | LyondellBasell Industries N.V. Class A | 53,402,771 | |
584,020 | PPG Industries, Inc. | 66,683,403 | |
954,085 | Rio Tinto plc ADR(1) | 50,900,435 | |
194,266,585 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Media & Entertainment - 1.4% | |||
2,167,466 | Comcast Corp. Class A | $ 68,795,371 | |
Pharmaceuticals, Biotechnology & Life Sciences - 12.6% | |||
1,073,163 | AstraZeneca plc ADR | 63,112,716 | |
231,085 | Eli Lilly & Co. | 83,673,568 | |
825,101 | Johnson & Johnson | 143,542,821 | |
1,305,859 | Merck & Co., Inc. | 132,152,931 | |
3,292,784 | Pfizer, Inc. | 153,279,095 | |
172,837 | Roche Holding AG | 57,346,992 | |
633,108,123 | |||
Real Estate - 3.9% | |||
549,650 | Crown Castle, Inc. REIT | 73,246,359 | |
1,573,147 | Gaming and Leisure Properties, Inc. REIT | 78,846,128 | |
722,447 | Welltower, Inc. REIT | 44,098,165 | |
196,190,652 | |||
Retailing - 4.0% | |||
219,625 | Home Depot, Inc. | 65,037,551 | |
253,633 | Lowe's Cos., Inc. | 49,445,753 | |
1,181,528 | TJX Cos., Inc. | 85,188,169 | |
199,671,473 | |||
Semiconductors & Semiconductor Equipment - 4.2% | |||
520,432 | Analog Devices, Inc. | 74,224,012 | |
101,410 | Broadcom, Inc. | 47,674,869 | |
297,924 | NXP Semiconductors N.V. | 43,520,738 | |
411,382 | QUALCOMM, Inc. | 48,403,206 | |
213,822,825 | |||
Software & Services - 0.9% | |||
576,161 | Fidelity National Information Services, Inc. | 47,815,601 | |
Technology Hardware & Equipment - 4.4% | |||
2,217,055 | Cisco Systems, Inc. | 100,720,809 | |
1,966,482 | Corning, Inc. | 63,261,726 | |
480,623 | TE Connectivity Ltd. | 58,746,549 | |
222,729,084 | |||
Transportation - 1.0% | |||
421,344 | Canadian National Railway Co. | 49,917,365 | |
Utilities - 7.4% | |||
846,460 | American Electric Power Co., Inc. | 74,420,763 | |
702,676 | Atmos Energy Corp. | 74,870,128 | |
2,221,251 | Exelon Corp. | 85,718,076 | |
839,608 | NextEra Energy, Inc. | 65,069,620 | |
477,778 | Sempra Energy | 72,115,811 | |
372,194,398 | |||
Total Common Stocks (cost $3,929,928,975) | $ 4,903,783,780 | ||
SHORT-TERM INVESTMENTS - 3.4% | |||
Repurchase Agreements - 2.2% | |||
$ 111,912,401 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $111,921,758; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $114,150,728 | $ 111,912,401 | |
Securities Lending Collateral - 1.2% | |||
9,030,336 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) | 9,030,336 | |
30,101,118 | HSBC US Government Money Market Fund, 3.09%(2) | 30,101,118 |
52 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.4% - (continued) | |||
Securities Lending Collateral - 1.2% - (continued) | |||
9,030,335 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) | $ 9,030,335 | |
9,030,335 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) | 9,030,335 | |
57,192,124 | |||
Total Short-Term Investments (cost $169,104,525) | $ 169,104,525 | ||
Total Investments (cost $4,099,033,500) | 100.9% | $ 5,072,888,305 | |
Other Assets and Liabilities | (0.9)% | (46,191,892) | |
Total Net Assets | 100.0% | $ 5,026,696,413 |
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 Hartford Funds Management Company, LLC 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. |
(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 | $ 335,180,623 | $ 335,180,623 | $ — | $ — | ||||
Capital Goods | 522,002,096 | 467,735,946 | 54,266,150 | — | ||||
Consumer Durables & Apparel | 51,833,529 | 51,833,529 | — | — | ||||
Diversified Financials | 432,691,429 | 432,691,429 | — | — | ||||
Energy | 442,712,359 | 442,712,359 | — | — | ||||
Food, Beverage & Tobacco | 295,706,756 | 295,706,756 | — | — | ||||
Health Care Equipment & Services | 298,449,334 | 298,449,334 | — | — | ||||
Household & Personal Products | 124,458,857 | 124,458,857 | — | — | ||||
Insurance | 202,237,320 | 202,237,320 | — | — | ||||
Materials | 194,266,585 | 194,266,585 | — | — | ||||
Media & Entertainment | 68,795,371 | 68,795,371 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 633,108,123 | 575,761,131 | 57,346,992 | — | ||||
Real Estate | 196,190,652 | 196,190,652 | — | — | ||||
Retailing | 199,671,473 | 199,671,473 | — | — | ||||
Semiconductors & Semiconductor Equipment | 213,822,825 | 213,822,825 | — | — | ||||
Software & Services | 47,815,601 | 47,815,601 | — | — | ||||
Technology Hardware & Equipment | 222,729,084 | 222,729,084 | — | — | ||||
Transportation | 49,917,365 | 49,917,365 | — | — | ||||
Utilities | 372,194,398 | 372,194,398 | — | — | ||||
Short-Term Investments | 169,104,525 | 57,192,124 | 111,912,401 | — | ||||
Total | $ 5,072,888,305 | $ 4,849,362,762 | $ 223,525,543 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
53 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.3% | |||
Automobiles & Components - 1.4% | |||
730,674 | Thor Industries, Inc. | $ 59,528,011 | |
Capital Goods - 3.1% | |||
1,550,277 | Johnson Controls International plc | 89,668,022 | |
298,879 | Middleby Corp.* | 41,801,217 | |
131,469,239 | |||
Commercial & Professional Services - 2.3% | |||
1,169,269 | CoStar Group, Inc.* | 96,721,932 | |
Consumer Durables & Apparel - 3.4% | |||
823,411 | Lennar Corp. Class A | 66,449,268 | |
234,017 | Lululemon Athletica, Inc.* | 77,000,953 | |
143,450,221 | |||
Consumer Services - 3.9% | |||
459,424 | Airbnb, Inc. Class A* | 49,117,020 | |
196,400 | Domino's Pizza, Inc. | 65,251,936 | |
3,209,115 | DraftKings, Inc. Class A*(1) | 50,704,017 | |
165,072,973 | |||
Diversified Financials - 2.7% | |||
208,956 | CME Group, Inc. | 36,212,075 | |
1,387,659 | Tradeweb Markets, Inc. Class A | 76,432,257 | |
112,644,332 | |||
Energy - 2.3% | |||
251,698 | Cheniere Energy, Inc. | 44,402,044 | |
371,167 | EOG Resources, Inc. | 50,671,719 | |
95,073,763 | |||
Food, Beverage & Tobacco - 1.0% | |||
451,961 | Monster Beverage Corp.* | 42,357,785 | |
Health Care Equipment & Services - 10.6% | |||
717,887 | DexCom, Inc.* | 86,706,392 | |
147,493 | Humana, Inc. | 82,312,893 | |
431,294 | Insulet Corp.* | 111,623,200 | |
368,476 | Intuitive Surgical, Inc.* | 90,818,280 | |
455,469 | Veeva Systems, Inc. Class A* | 76,491,464 | |
447,952,229 | |||
Materials - 3.2% | |||
333,671 | Albemarle Corp. | 93,384,503 | |
465,792 | Nutrien Ltd. | 39,359,424 | |
132,743,927 | |||
Media & Entertainment - 14.8% | |||
2,122,490 | Alphabet, Inc. Class A* | 200,596,530 | |
622,600 | Meta Platforms, Inc. Class A* | 58,001,416 | |
451,698 | Netflix, Inc.* | 131,841,612 | |
433,154 | Spotify Technology S.A.* | 34,903,549 | |
319,577 | Take-Two Interactive Software, Inc.* | 37,863,483 | |
837,298 | Walt Disney Co.* | 89,205,729 | |
1,571,055 | ZoomInfo Technologies, Inc. Class A* | 69,959,079 | |
622,371,398 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.4% | |||
524,553 | Agilent Technologies, Inc. | 72,571,908 | |
289,654 | Danaher Corp. | 72,897,222 | |
361,062 | Eli Lilly & Co. | 130,736,940 | |
1,043,426 | Exact Sciences Corp.* | 36,290,356 | |
312,496,426 | |||
Real Estate - 1.0% | |||
243,391 | AvalonBay Communities, Inc. REIT | 42,622,632 | |
Retailing - 9.8% | |||
2,982,586 | Amazon.com, Inc.* | 305,536,110 | |
624,448 | Ross Stores, Inc. | 59,753,429 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.3% - (continued) | |||
Retailing - 9.8% - (continued) | |||
171,581 | Tory Burch LLC*(2)(3) | $ 5,178,314 | |
103,434 | Ulta Beauty, Inc.* | 43,377,116 | |
413,844,969 | |||
Semiconductors & Semiconductor Equipment - 4.0% | |||
275,644 | First Solar, Inc.* | 40,125,497 | |
407,767 | NVIDIA Corp. | 55,036,312 | |
175,944 | SolarEdge Technologies, Inc.* | 40,472,398 | |
330,979 | Universal Display Corp. | 31,515,821 | |
167,150,028 | |||
Software & Services - 21.4% | |||
920,398 | Block, Inc.* | 55,288,308 | |
458,372 | Five9, Inc.* | 27,621,497 | |
584,246 | Mastercard, Inc. Class A | 191,737,852 | |
826,241 | Microsoft Corp. | 191,795,323 | |
686,925 | Okta, Inc.* | 38,550,231 | |
626,969 | Palo Alto Networks, Inc.* | 107,581,611 | |
295,044 | Paycom Software, Inc.* | 102,085,224 | |
164,787 | Rubicon Earnout Shares*(2)(3) | 62,949 | |
2,197,165 | Rubicon Technology, Inc. Class B*(2)(3) | 3,776,927 | |
2,197,165 | Rubicon Technology, Inc. Class V*(2)(3) | — | |
2,197,165 | Rubicon TRA Placeholder*(2)(3) | 790,979 | |
258,149 | salesforce.com, Inc.* | 41,972,446 | |
887,558 | Workday, Inc. Class A* | 138,299,287 | |
899,562,634 | |||
Technology Hardware & Equipment - 3.0% | |||
1,040,646 | Arista Networks, Inc.* | 125,772,475 | |
55,900 | Mobileye Global, Inc. Class A* | 1,474,642 | |
127,247,117 | |||
Total Common Stocks (cost $4,444,842,636) | $ 4,012,309,616 | ||
CONVERTIBLE PREFERRED STOCKS - 0.5% | |||
Software & Services - 0.5% | |||
5,668,755 | Essence Group Holdings Corp. Series 3*(2)(3) | $ 13,378,262 | |
743,470 | Lookout, Inc. Series F*(2)(3) | 5,873,413 | |
Total Convertible Preferred Stocks (cost $17,456,734) | $ 19,251,675 | ||
EXCHANGE-TRADED FUNDS - 2.4% | |||
Other Investment Pools & Funds - 2.4% | |||
463,635 | iShares Russell 1000 Growth ETF | $ 103,195,878 | |
Total Exchange-Traded Funds (cost $100,656,314) | $ 103,195,878 | ||
Total Long-Term Investments (cost $4,562,955,684) | $ 4,134,757,169 | ||
SHORT-TERM INVESTMENTS - 1.9% | |||
Repurchase Agreements - 1.3% | |||
$ 54,681,335 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $54,685,907; collateralized by U.S. Treasury Note at 4.375%, maturing 10/31/2024, with a market value of $55,774,963 | $ 54,681,335 | |
Securities Lending Collateral - 0.6% | |||
3,637,695 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | 3,637,695 | |
12,125,650 | HSBC US Government Money Market Fund, 3.09%(4) | 12,125,650 |
54 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.9% - (continued) | |||
Securities Lending Collateral - 0.6% - (continued) | |||
3,637,695 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | $ 3,637,695 | |
3,637,695 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 3,637,695 | |
23,038,735 | |||
Total Short-Term Investments (cost $77,720,070) | $ 77,720,070 | ||
Total Investments (cost $4,640,675,754) | 100.1% | $ 4,212,477,239 | |
Other Assets and Liabilities | (0.1)% | (3,808,355) | |
Total Net Assets | 100.0% | $ 4,208,668,884 |
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 Hartford Funds Management Company, LLC 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) | 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 $29,060,844 or 0.7% 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 | $ 13,378,262 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 743,470 | 8,492,732 | 5,873,413 | ||||
09/2015 | Rubicon Earnout Shares | 164,787 | — | 62,949 | ||||
09/2015 | Rubicon Technology, Inc. Class V | 2,197,165 | — | — | ||||
09/2015 | Rubicon Technology, Inc. Class B | 2,197,165 | 9,392,114 | 3,776,927 | ||||
09/2015 | Rubicon TRA Placeholder | 2,197,165 | — | 790,979 | ||||
11/2013 | Tory Burch LLC | 171,581 | 13,447,917 | 5,178,314 | ||||
$ 40,296,765 | $ 29,060,844 |
(3) | Investment valued using significant unobservable inputs. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
55 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 59,528,011 | $ 59,528,011 | $ — | $ — | ||||
Capital Goods | 131,469,239 | 131,469,239 | — | — | ||||
Commercial & Professional Services | 96,721,932 | 96,721,932 | — | — | ||||
Consumer Durables & Apparel | 143,450,221 | 143,450,221 | — | — | ||||
Consumer Services | 165,072,973 | 165,072,973 | — | — | ||||
Diversified Financials | 112,644,332 | 112,644,332 | — | — | ||||
Energy | 95,073,763 | 95,073,763 | — | — | ||||
Food, Beverage & Tobacco | 42,357,785 | 42,357,785 | — | — | ||||
Health Care Equipment & Services | 447,952,229 | 447,952,229 | — | — | ||||
Materials | 132,743,927 | 132,743,927 | — | — | ||||
Media & Entertainment | 622,371,398 | 622,371,398 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 312,496,426 | 312,496,426 | — | — | ||||
Real Estate | 42,622,632 | 42,622,632 | — | — | ||||
Retailing | 413,844,969 | 408,666,655 | — | 5,178,314 | ||||
Semiconductors & Semiconductor Equipment | 167,150,028 | 167,150,028 | — | — | ||||
Software & Services | 899,562,634 | 894,931,779 | — | 4,630,855 | ||||
Technology Hardware & Equipment | 127,247,117 | 127,247,117 | — | — | ||||
Convertible Preferred Stocks | 19,251,675 | — | — | 19,251,675 | ||||
Exchange-Traded Funds | 103,195,878 | 103,195,878 | — | — | ||||
Short-Term Investments | 77,720,070 | 23,038,735 | 54,681,335 | — | ||||
Total | $ 4,212,477,239 | $ 4,128,735,060 | $ 54,681,335 | $ 29,060,844 |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
56 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% | |||
Biotechnology - 13.6% | |||
448,088 | Abcam plc* | $ 6,936,106 | |
307,940 | Alkermes plc* | 6,990,238 | |
31,283 | Alnylam Pharmaceuticals, Inc.* | 6,483,715 | |
238,254 | Amicus Therapeutics, Inc.* | 2,382,540 | |
71,271 | Apellis Pharmaceuticals, Inc.* | 4,311,183 | |
14,360 | Argenx SE ADR* | 5,570,675 | |
46,773 | Ascendis Pharma A/S ADR* | 5,378,895 | |
37,438 | Blueprint Medicines Corp.* | 1,940,786 | |
128,240 | Celldex Therapeutics, Inc.* | 4,505,071 | |
1,072,300 | Everest Medicines Ltd.*(1) | 845,095 | |
169,536 | Exact Sciences Corp.* | 5,896,462 | |
17,240 | Genmab A/S* | 6,640,978 | |
219,564 | Genus plc | 6,416,873 | |
78,550 | Horizon Therapeutics plc* | 4,895,236 | |
56,717 | Immunocore Holdings plc ADR* | 3,240,809 | |
280,928 | ImmunoGen, Inc.* | 1,668,712 | |
688,700 | InnoCare Pharma Ltd.*(1)(2) | 804,568 | |
570,102 | Ironwood Pharmaceuticals, Inc. Class A* | 6,236,916 | |
29,173 | Karuna Therapeutics, Inc.* | 6,398,806 | |
147,234 | Merus N.V.* | 3,018,297 | |
48,555 | Mirati Therapeutics, Inc.* | 3,268,723 | |
48,731 | Moderna, Inc.* | 7,325,731 | |
62,048 | Prothena Corp. plc* | 3,812,229 | |
107,295 | PTC Therapeutics, Inc.* | 4,057,897 | |
19,214 | Regeneron Pharmaceuticals, Inc.* | 14,386,482 | |
97,651 | Sage Therapeutics, Inc.* | 3,677,537 | |
34,014 | Sarepta Therapeutics, Inc.* | 3,878,276 | |
48,921 | Seagen, Inc.* | 6,220,794 | |
140,959 | Syndax Pharmaceuticals, Inc.* | 3,236,419 | |
49,068 | Ultragenyx Pharmaceutical, Inc.* | 1,985,291 | |
54,875 | Vaxcyte, Inc.* | 2,393,099 | |
207,612 | Veracyte, Inc.* | 4,175,077 | |
82,539 | Vertex Pharmaceuticals, Inc.* | 25,752,168 | |
802,000 | Zai Lab Ltd.* | 1,843,601 | |
82,534 | Zentalis Pharmaceuticals, Inc.* | 2,070,778 | |
178,646,063 | |||
Consumer Finance - 0.1% | |||
110,246 | Orion Acquisition Corp.* | 1,106,319 | |
Health Care Distributors - 0.5% | |||
173,426 | AdaptHealth Corp. Class A* | 3,954,113 | |
196,006 | Owens & Minor, Inc. | 3,332,102 | |
7,286,215 | |||
Health Care Equipment - 18.2% | |||
135,202 | Abbott Laboratories | 13,376,886 | |
25,178 | ABIOMED, Inc.* | 6,346,870 | |
242,313 | Baxter International, Inc. | 13,169,712 | |
105,005 | Becton Dickinson and Co. | 24,778,030 | |
714,276 | Boston Scientific Corp.* | 30,792,438 | |
186,760 | DexCom, Inc.* | 22,556,873 | |
58,907 | DiaSorin S.p.A. | 7,701,244 | |
312,460 | Edwards Lifesciences Corp.* | 22,631,478 | |
149,905 | Glaukos Corp.* | 8,405,173 | |
161,344 | Hologic, Inc.* | 10,939,123 | |
101,917 | Inari Medical, Inc.* | 7,840,475 | |
57,360 | Insulet Corp.* | 14,845,342 | |
303,954 | Koninklijke Philips N.V. | 3,855,619 | |
47,417 | QuidelOrtho Corp.* | 4,258,995 | |
547,263 | Smith & Nephew plc | 6,466,953 | |
138,910 | Stryker Corp. | 31,843,728 | |
47,129 | Teleflex, Inc. | 10,111,998 | |
239,920,937 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Health Care Facilities - 2.6% | |||
175,527 | Encompass Health Corp. | $ 9,555,690 | |
111,680 | HCA Healthcare, Inc. | 24,287,049 | |
33,842,739 | |||
Health Care Services - 2.3% | |||
65,814 | Addus HomeCare Corp.* | 6,740,670 | |
325,242 | agilon health, Inc.*(2) | 6,456,053 | |
47,342 | Amedisys, Inc.* | 4,620,106 | |
54,321 | Laboratory Corp. of America Holdings | 12,051,657 | |
29,868,486 | |||
Health Care Supplies - 0.5% | |||
37,193 | Align Technology, Inc.* | 7,226,600 | |
Life Sciences Tools & Services - 11.0% | |||
190,482 | Agilent Technologies, Inc. | 26,353,185 | |
259,388 | Avantor, Inc.* | 5,231,856 | |
17,681 | Bio-Techne Corp. | 5,238,173 | |
226,109 | Danaher Corp. | 56,904,852 | |
73,446 | Illumina, Inc.* | 16,805,914 | |
358,976 | NanoString Technologies, Inc.* | 3,754,889 | |
251,022 | NeoGenomics, Inc.* | 1,909,022 | |
279,225 | Syneos Health, Inc.* | 14,067,355 | |
14,232 | Tecan Group AG* | 5,220,774 | |
33,380 | Waters Corp.* | 9,986,295 | |
145,472,315 | |||
Managed Health Care - 19.2% | |||
374,618 | Centene Corp.* | 31,891,230 | |
2,876,316 | Hapvida Participacoes e Investimentos S.A.(1) | 4,343,290 | |
107,050 | Humana, Inc. | 59,742,464 | |
60,411 | Molina Healthcare, Inc.* | 21,679,092 | |
243,631 | UnitedHealth Group, Inc. | 135,251,750 | |
252,907,826 | |||
Pharmaceuticals - 30.5% | |||
199,028 | Aclaris Therapeutics, Inc.* | 3,106,827 | |
183,000 | Astellas Pharma, Inc. | 2,525,067 | |
310,796 | AstraZeneca plc ADR | 18,277,913 | |
673,256 | Bristol-Myers Squibb Co. | 52,157,142 | |
305,200 | Chugai Pharmaceutical Co., Ltd. | 7,072,050 | |
2,386,000 | CSPC Pharmaceutical Group Ltd. | 2,450,807 | |
552,725 | Daiichi Sankyo Co., Ltd. | 17,693,147 | |
145,795 | Eisai Co., Ltd. | 8,791,897 | |
161,909 | Elanco Animal Health, Inc.* | 2,135,580 | |
266,014 | Eli Lilly & Co. | 96,321,009 | |
417,635 | GSK plc | 6,841,312 | |
278,478 | Hikma Pharmaceuticals plc | 3,997,614 | |
193,063 | Intra-Cellular Therapies, Inc.* | 8,817,187 | |
231,128 | Merck & Co., Inc. | 23,390,154 | |
192,340 | Novartis AG | 15,558,519 | |
258,245 | Ono Pharmaceutical Co., Ltd. | 6,077,422 | |
1,654,846 | Pfizer, Inc. | 77,033,081 | |
155,870 | UCB S.A. | 11,747,576 | |
260,807 | Verona Pharma plc ADR* | 3,338,330 | |
229,783 | Zoetis, Inc. | 34,646,681 | |
401,979,315 | |||
Total Common Stocks (cost $1,092,454,308) | $ 1,298,256,815 |
57 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Repurchase Agreements - 0.7% | |||
$ 9,456,479 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $9,457,270; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $9,645,649 | $ 9,456,479 | |
Securities Lending Collateral - 0.5% | |||
1,014,265 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(3) | 1,014,265 | |
3,380,885 | HSBC US Government Money Market Fund, 3.09%(3) | 3,380,885 | |
1,014,265 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(3) | 1,014,265 | |
1,014,265 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(3) | 1,014,265 | |
6,423,680 | |||
Total Short-Term Investments (cost $15,880,159) | $ 15,880,159 | ||
Total Investments (cost $1,108,334,467) | 99.7% | $ 1,314,136,974 | |
Other Assets and Liabilities | 0.3% | 3,961,269 | |
Total Net Assets | 100.0% | $ 1,318,098,243 |
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 Hartford Funds Management Company, LLC 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 October 31, 2022, the aggregate value of these securities was $5,992,953, representing 0.5% 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. |
† | 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 | ||||||||
Biotechnology | $ 178,646,063 | $ 155,158,842 | $ 23,487,221 | $ — | ||||
Consumer Finance | 1,106,319 | 1,106,319 | — | — | ||||
Health Care Distributors | 7,286,215 | 7,286,215 | — | — | ||||
Health Care Equipment | 239,920,937 | 221,897,121 | 18,023,816 | — | ||||
Health Care Facilities | 33,842,739 | 33,842,739 | — | — | ||||
Health Care Services | 29,868,486 | 29,868,486 | — | — | ||||
Health Care Supplies | 7,226,600 | 7,226,600 | — | — | ||||
Life Sciences Tools & Services | 145,472,315 | 140,251,541 | 5,220,774 | — | ||||
Managed Health Care | 252,907,826 | 252,907,826 | — | — | ||||
Pharmaceuticals | 401,979,315 | 319,223,904 | 82,755,411 | — | ||||
Short-Term Investments | 15,880,159 | 6,423,680 | 9,456,479 | — | ||||
Total | $ 1,314,136,974 | $ 1,175,193,273 | $ 138,943,701 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
58 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.2% | |||
Automobiles & Components - 0.7% | |||
385,585 | Visteon Corp.* | $ 50,307,275 | |
Banks - 2.6% | |||
701,851 | First Republic Bank | 84,292,305 | |
692,710 | M&T Bank Corp. | 116,631,583 | |
200,923,888 | |||
Capital Goods - 13.7% | |||
1,264,789 | Axon Enterprise, Inc.* | 183,950,912 | |
978,475 | Builders FirstSource, Inc.* | 60,332,769 | |
990,314 | Graco, Inc. | 68,906,048 | |
690,087 | IDEX Corp. | 153,413,241 | |
1,947,729 | Ingersoll Rand, Inc. | 98,360,314 | |
448,207 | Lennox International, Inc. | 104,687,709 | |
748,385 | Lincoln Electric Holdings, Inc. | 106,270,670 | |
332,273 | Middleby Corp.* | 46,471,702 | |
178,587 | Nordson Corp. | 40,182,075 | |
255,707 | Watsco, Inc. | 69,286,369 | |
1,205,489 | Westinghouse Air Brake Technologies Corp. | 112,448,014 | |
1,044,309,823 | |||
Commercial & Professional Services - 2.1% | |||
3,449,360 | Dun & Bradstreet Holdings, Inc. | 44,324,276 | |
1,347,210 | GFL Environmental, Inc. | 36,361,198 | |
489,708 | Robert Half International, Inc. | 37,443,073 | |
649,529 | TransUnion | 38,497,584 | |
156,626,131 | |||
Consumer Durables & Apparel - 4.1% | |||
467,541 | Carter's, Inc. | 31,732,008 | |
34,678 | NVR, Inc.* | 146,956,694 | |
5,153,620 | Vizio Holding Corp. Class A*(1) | 57,720,544 | |
2,307,688 | YETI Holdings, Inc.* | 74,030,631 | |
310,439,877 | |||
Consumer Services - 3.6% | |||
941,073 | Choice Hotels International, Inc. | 122,188,918 | |
625,478 | Hyatt Hotels Corp. Class A* | 58,926,283 | |
591,418 | Wingstop, Inc. | 93,674,697 | |
274,789,898 | |||
Diversified Financials - 2.7% | |||
291,847 | Credit Acceptance Corp.*(1) | 135,889,800 | |
576,882 | Hamilton Lane, Inc. Class A | 34,509,081 | |
664,169 | Tradeweb Markets, Inc. Class A | 36,582,429 | |
206,981,310 | |||
Energy - 6.7% | |||
3,066,594 | Coterra Energy, Inc. | 95,463,071 | |
3,873,659 | Marathon Oil Corp. | 117,952,917 | |
1,729,396 | Ovintiv, Inc. | 87,593,907 | |
1,226,242 | PDC Energy, Inc. | 88,461,098 | |
1,771,565 | Targa Resources Corp. | 121,121,899 | |
510,592,892 | |||
Health Care Equipment & Services - 5.5% | |||
1,832,508 | Inari Medical, Inc.* | 140,974,840 | |
529,311 | Insulet Corp.* | 136,990,980 | |
1,304,403 | Integra LifeSciences Holdings Corp.* | 65,546,251 | |
365,223 | Teleflex, Inc. | 78,362,247 | |
421,874,318 | |||
Insurance - 3.1% | |||
109,004 | Markel Corp.* | 131,469,725 | |
25,929 | White Mountains Insurance Group Ltd. | 36,719,353 | |
862,392 | WR Berkley Corp. | 64,144,717 | |
232,333,795 | |||
Materials - 4.3% | |||
6,061,309 | Element Solutions, Inc. | 104,254,515 | |
760,695 | FMC Corp. | 90,446,635 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.2% - (continued) | |||
Materials - 4.3% - (continued) | |||
2,083,264 | Silgan Holdings, Inc. | $ 98,663,383 | |
381,958 | Steel Dynamics, Inc. | 35,923,150 | |
329,287,683 | |||
Media & Entertainment - 2.2% | |||
101,824 | Cable One, Inc. | 87,510,600 | |
2,633,528 | Cargurus, Inc.* | 38,344,168 | |
699,601 | Roku, Inc.* | 38,855,839 | |
164,710,607 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 13.6% | |||
251,150 | Alnylam Pharmaceuticals, Inc.* | 52,053,349 | |
1,206,006 | Apellis Pharmaceuticals, Inc.* | 72,951,303 | |
385,121 | Bio-Techne Corp. | 114,095,948 | |
1,793,781 | Exact Sciences Corp.* | 62,387,703 | |
379,224 | ICON plc* | 75,025,676 | |
956,006 | Jazz Pharmaceuticals plc* | 137,464,103 | |
572,395 | Neurocrine Biosciences, Inc.* | 65,894,112 | |
1,534,332 | PTC Therapeutics, Inc.* | 58,028,436 | |
599,356 | Repligen Corp.* | 109,376,477 | |
884,849 | Sage Therapeutics, Inc.* | 33,323,413 | |
742,532 | Syneos Health, Inc.* | 37,408,762 | |
1,665,624 | Ultragenyx Pharmaceutical, Inc.* | 67,391,147 | |
627,503 | United Therapeutics Corp.* | 144,658,267 | |
1,030,058,696 | |||
Real Estate - 1.3% | |||
2,655,610 | Host Hotels & Resorts, Inc. REIT | 50,137,917 | |
893,099 | Rexford Industrial Realty, Inc. REIT | 49,370,512 | |
99,508,429 | |||
Retailing - 3.7% | |||
1,040,918 | CarMax, Inc.* | 65,588,243 | |
2,806,469 | Chewy, Inc. Class A*(1) | 108,694,545 | |
1,106,365 | Etsy, Inc.* | 103,898,737 | |
278,181,525 | |||
Semiconductors & Semiconductor Equipment - 2.2% | |||
21,411 | First Solar, Inc.* | 3,116,799 | |
456,843 | MKS Instruments, Inc. | 37,529,653 | |
54,441 | Monolithic Power Systems, Inc. | 18,479,998 | |
358,708 | Silicon Laboratories, Inc.* | 41,222,723 | |
736,722 | Synaptics, Inc.* | 65,273,569 | |
165,622,742 | |||
Software & Services - 16.2% | |||
691,705 | Datadog, Inc. Class A* | 55,689,170 | |
2,628,968 | Dynatrace, Inc.* | 92,644,832 | |
119,693 | Fair Isaac Corp.* | 57,313,796 | |
3,461,192 | Genpact Ltd. | 167,867,812 | |
905,085 | Guidewire Software, Inc.* | 53,771,100 | |
4,938,362 | Informatica, Inc. Class A*(1) | 95,606,688 | |
1,376,419 | LiveRamp Holdings, Inc.* | 25,271,053 | |
386,446 | MongoDB, Inc. Class A* | 70,731,211 | |
3,043,490 | Nuvei Corp.*(1)(2) | 91,517,744 | |
3,893,639 | Olo, Inc. Class A* | 34,302,960 | |
1,817,062 | Q2 Holdings, Inc.* | 56,401,605 | |
2,640,572 | Shift4 Payments, Inc. Class A*(3) | 121,387,095 | |
2,108,122 | Teradata Corp.* | 66,595,574 | |
409,981 | VeriSign, Inc.* | 82,184,791 | |
984,550 | WEX, Inc.* | 161,604,037 | |
1,232,889,468 | |||
Technology Hardware & Equipment - 5.3% | |||
441,341 | CDW Corp. | 76,268,138 | |
2,297,006 | Coherent Corp.* | 77,202,372 | |
2,780,936 | CommScope Holding Co., Inc.* | 36,819,593 | |
585,572 | F5, Inc.* | 83,684,094 |
59 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.2% - (continued) | |||
Technology Hardware & Equipment - 5.3% - (continued) | |||
1,926,453 | Flex Ltd.* | $ 37,719,950 | |
1,237,188 | Lumentum Holdings, Inc.* | 92,108,646 | |
403,802,793 | |||
Transportation - 5.7% | |||
190,193 | AMERCO | 109,397,112 | |
793,836 | CH Robinson Worldwide, Inc. | 77,573,654 | |
749,088 | Expeditors International of Washington, Inc. | 73,298,261 | |
550,635 | J.B. Hunt Transport Services, Inc. | 94,197,129 | |
1,656,105 | Knight-Swift Transportation Holdings, Inc. | 79,542,723 | |
434,008,879 | |||
Utilities - 0.9% | |||
576,737 | Black Hills Corp. | 37,701,298 | |
1,275,909 | NiSource, Inc. | 32,778,102 | |
70,479,400 | |||
Total Common Stocks (cost $6,750,049,101) | $ 7,617,729,429 | ||
SHORT-TERM INVESTMENTS - 2.3% | |||
Securities Lending Collateral - 2.3% | |||
27,353,447 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) | $ 27,353,447 | |
91,178,156 | HSBC US Government Money Market Fund, 3.09%(4) | 91,178,156 | |
27,353,447 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) | 27,353,447 | |
27,353,447 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) | 27,353,447 | |
Total Short-Term Investments (cost $173,238,497) | $ 173,238,497 | ||
Total Investments (cost $6,923,287,598) | 102.5% | $ 7,790,967,926 | |
Other Assets and Liabilities | (2.5)% | (191,624,009) | |
Total Net Assets | 100.0% | $ 7,599,343,917 |
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 Hartford Funds Management Company, LLC 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 October 31, 2022, the aggregate value of this security was $91,517,744, representing 1.2% of net assets. |
(3) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
60 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 50,307,275 | $ 50,307,275 | $ — | $ — | ||||
Banks | 200,923,888 | 200,923,888 | — | — | ||||
Capital Goods | 1,044,309,823 | 1,044,309,823 | — | — | ||||
Commercial & Professional Services | 156,626,131 | 156,626,131 | — | — | ||||
Consumer Durables & Apparel | 310,439,877 | 310,439,877 | — | — | ||||
Consumer Services | 274,789,898 | 274,789,898 | — | — | ||||
Diversified Financials | 206,981,310 | 206,981,310 | — | — | ||||
Energy | 510,592,892 | 510,592,892 | — | — | ||||
Health Care Equipment & Services | 421,874,318 | 421,874,318 | — | — | ||||
Insurance | 232,333,795 | 232,333,795 | — | — | ||||
Materials | 329,287,683 | 329,287,683 | — | — | ||||
Media & Entertainment | 164,710,607 | 164,710,607 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,030,058,696 | 1,030,058,696 | — | — | ||||
Real Estate | 99,508,429 | 99,508,429 | — | — | ||||
Retailing | 278,181,525 | 278,181,525 | — | — | ||||
Semiconductors & Semiconductor Equipment | 165,622,742 | 165,622,742 | — | — | ||||
Software & Services | 1,232,889,468 | 1,232,889,468 | — | — | ||||
Technology Hardware & Equipment | 403,802,793 | 403,802,793 | — | — | ||||
Transportation | 434,008,879 | 434,008,879 | — | — | ||||
Utilities | 70,479,400 | 70,479,400 | — | — | ||||
Short-Term Investments | 173,238,497 | 173,238,497 | — | — | ||||
Total | $ 7,790,967,926 | $ 7,790,967,926 | $ — | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
61 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% | |||
Automobiles & Components - 2.2% | |||
380,965 | Gentex Corp. | $ 10,091,763 | |
72,761 | Visteon Corp.* | 9,493,128 | |
19,584,891 | |||
Banks - 7.8% | |||
453,128 | Cadence Bank | 12,528,989 | |
86,526 | M&T Bank Corp. | 14,568,383 | |
113,057 | SouthState Corp. | 10,223,745 | |
324,632 | Synovus Financial Corp. | 12,936,585 | |
175,036 | Western Alliance Bancorp | 11,757,168 | |
145,795 | Zions Bancorp NA | 7,572,592 | |
69,587,462 | |||
Capital Goods - 16.6% | |||
338,270 | AerCap Holdings N.V.* | 18,067,001 | |
275,835 | Builders FirstSource, Inc.* | 17,007,986 | |
74,906 | Curtiss-Wright Corp. | 12,571,474 | |
164,870 | Esab Corp. | 6,149,651 | |
335,354 | Howmet Aerospace, Inc. | 11,921,835 | |
236,954 | Ingersoll Rand, Inc. | 11,966,177 | |
175,604 | Johnson Controls International plc | 10,156,935 | |
50,779 | L3Harris Technologies, Inc. | 12,515,500 | |
96,118 | Middleby Corp.* | 13,443,064 | |
406,202 | Spirit AeroSystems Holdings, Inc. Class A | 9,407,638 | |
28,957 | United Rentals, Inc.* | 9,142,014 | |
158,070 | Westinghouse Air Brake Technologies Corp. | 14,744,770 | |
147,094,045 | |||
Commercial & Professional Services - 2.6% | |||
70,516 | Clean Harbors, Inc.* | 8,635,389 | |
142,138 | Leidos Holdings, Inc. | 14,439,800 | |
23,075,189 | |||
Consumer Durables & Apparel - 3.5% | |||
123,106 | Columbia Sportswear Co. | 9,171,397 | |
186,883 | Lennar Corp. Class A | 15,081,458 | |
230,160 | Steven Madden Ltd. | 6,874,879 | |
31,127,734 | |||
Consumer Services - 0.9% | |||
107,826 | Wyndham Hotels & Resorts, Inc. | 8,187,228 | |
Diversified Financials - 3.1% | |||
160,732 | Ares Management Corp. Class A | 12,188,307 | |
227,791 | Voya Financial, Inc. | 15,571,793 | |
27,760,100 | |||
Energy - 6.0% | |||
563,549 | Coterra Energy, Inc. | 17,543,280 | |
129,603 | Delek U.S. Holdings, Inc. | 3,844,025 | |
103,035 | Diamondback Energy, Inc. | 16,187,829 | |
513,765 | Marathon Oil Corp. | 15,644,144 | |
53,219,278 | |||
Food & Staples Retailing - 1.4% | |||
431,393 | U.S. Foods Holding Corp.* | 12,838,256 | |
Food, Beverage & Tobacco - 1.1% | |||
256,106 | Keurig Dr Pepper, Inc. | 9,947,157 | |
Health Care Equipment & Services - 8.2% | |||
187,515 | Centene Corp.* | 15,963,152 | |
167,045 | Dentsply Sirona, Inc. | 5,148,327 | |
211,569 | Encompass Health Corp. | 11,517,816 | |
98,629 | Haemonetics Corp.* | 8,378,534 | |
58,687 | ICU Medical, Inc.* | 8,709,738 | |
220,718 | Integra LifeSciences Holdings Corp.* | 11,091,079 | |
33,107 | Molina Healthcare, Inc.* | 11,880,778 | |
72,689,424 | |||
Insurance - 9.8% | |||
3,215,872 | Aegon N.V. | 14,825,170 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Insurance - 9.8% - (continued) | |||
83,129 | Arthur J Gallagher & Co. | $ 15,551,773 | |
43,231 | Everest Re Group Ltd. | 13,948,914 | |
124,613 | Globe Life, Inc. | 14,395,294 | |
72,640 | Hanover Insurance Group, Inc. | 10,641,034 | |
363,766 | Kemper Corp. | 17,340,725 | |
86,702,910 | |||
Materials - 3.6% | |||
92,934 | Celanese Corp. Class A | 8,932,816 | |
109,808 | FMC Corp. | 13,056,171 | |
50,997 | Reliance Steel & Aluminum Co. | 10,274,876 | |
32,263,863 | |||
Media & Entertainment - 2.5% | |||
288,802 | Cargurus, Inc.* | 4,204,957 | |
104,755 | Electronic Arts, Inc. | 13,194,940 | |
100,571 | Match Group, Inc.* | 4,344,667 | |
21,744,564 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 1.7% | |||
205,217 | Avantor, Inc.* | 4,139,227 | |
221,368 | Syneos Health, Inc.* | 11,152,520 | |
15,291,747 | |||
Real Estate - 6.4% | |||
259,825 | Americold Realty Trust, Inc. REIT | 6,300,756 | |
411,466 | Essential Properties Realty Trust, Inc. REIT | 8,854,748 | |
275,697 | Gaming and Leisure Properties, Inc. REIT | 13,817,934 | |
116,052 | Ryman Hospitality Properties, Inc. REIT | 10,319,344 | |
282,772 | Welltower, Inc. REIT | 17,260,403 | |
56,553,185 | |||
Retailing - 4.7% | |||
75,265 | CarMax, Inc.* | 4,742,448 | |
101,876 | Dollar Tree, Inc.* | 16,147,346 | |
57,555 | Five Below, Inc.* | 8,423,174 | |
124,615 | Ross Stores, Inc. | 11,924,409 | |
41,237,377 | |||
Semiconductors & Semiconductor Equipment - 3.6% | |||
347,700 | Allegro MicroSystems, Inc.* | 8,835,057 | |
70,482 | Cirrus Logic, Inc.* | 4,730,752 | |
78,340 | MKS Instruments, Inc. | 6,435,631 | |
123,297 | ON Semiconductor Corp.* | 7,574,135 | |
53,919 | Synaptics, Inc.* | 4,777,223 | |
32,352,798 | |||
Software & Services - 1.1% | |||
49,942 | FleetCor Technologies, Inc.* | 9,295,205 | |
Technology Hardware & Equipment - 5.6% | |||
151,449 | Coherent Corp.* | 5,090,201 | |
74,333 | F5, Inc.* | 10,622,929 | |
484,887 | Flex Ltd.* | 9,494,088 | |
187,545 | Lumentum Holdings, Inc.* | 13,962,725 | |
267,828 | National Instruments Corp. | 10,225,673 | |
49,395,616 | |||
Transportation - 1.6% | |||
626,631 | JetBlue Airways Corp.* | 5,038,113 | |
184,931 | Knight-Swift Transportation Holdings, Inc. | 8,882,236 | |
13,920,349 | |||
Utilities - 5.3% | |||
235,604 | Alliant Energy Corp. | 12,291,461 | |
109,073 | Atmos Energy Corp. | 11,621,728 |
62 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Utilities - 5.3% - (continued) | |||
213,725 | Evergy, Inc. | $ 13,065,009 | |
68,346 | Sempra Energy | 10,316,145 | |
47,294,343 | |||
Total Common Stocks (cost $790,414,116) | $ 881,162,721 | ||
SHORT-TERM INVESTMENTS - 0.4% | |||
Repurchase Agreements - 0.4% | |||
$ 3,479,446 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $3,479,737; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 07/15/2024, with a market value of $3,549,077 | $ 3,479,446 | |
Total Short-Term Investments (cost $3,479,446) | $ 3,479,446 | ||
Total Investments (cost $793,893,562) | 99.7% | $ 884,642,167 | |
Other Assets and Liabilities | 0.3% | 2,479,970 | |
Total Net Assets | 100.0% | $ 887,122,137 |
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 Hartford Funds Management Company, LLC 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 | $ 19,584,891 | $ 19,584,891 | $ — | $ — | ||||
Banks | 69,587,462 | 69,587,462 | — | — | ||||
Capital Goods | 147,094,045 | 147,094,045 | — | — | ||||
Commercial & Professional Services | 23,075,189 | 23,075,189 | — | — | ||||
Consumer Durables & Apparel | 31,127,734 | 31,127,734 | — | — | ||||
Consumer Services | 8,187,228 | 8,187,228 | — | — | ||||
Diversified Financials | 27,760,100 | 27,760,100 | — | — | ||||
Energy | 53,219,278 | 53,219,278 | — | — | ||||
Food & Staples Retailing | 12,838,256 | 12,838,256 | — | — | ||||
Food, Beverage & Tobacco | 9,947,157 | 9,947,157 | — | — | ||||
Health Care Equipment & Services | 72,689,424 | 72,689,424 | — | — | ||||
Insurance | 86,702,910 | 86,702,910 | — | — | ||||
Materials | 32,263,863 | 32,263,863 | — | — | ||||
Media & Entertainment | 21,744,564 | 21,744,564 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 15,291,747 | 15,291,747 | — | — | ||||
Real Estate | 56,553,185 | 56,553,185 | — | — | ||||
Retailing | 41,237,377 | 41,237,377 | — | — | ||||
Semiconductors & Semiconductor Equipment | 32,352,798 | 32,352,798 | — | — | ||||
Software & Services | 9,295,205 | 9,295,205 | — | — | ||||
Technology Hardware & Equipment | 49,395,616 | 49,395,616 | — | — | ||||
Transportation | 13,920,349 | 13,920,349 | — | — | ||||
Utilities | 47,294,343 | 47,294,343 | — | — | ||||
Short-Term Investments | 3,479,446 | — | 3,479,446 | — | ||||
Total | $ 884,642,167 | $ 881,162,721 | $ 3,479,446 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
63 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% | |||
Banks - 7.8% | |||
114,274 | Bank of America Corp. | $ 4,118,435 | |
56,956 | Bank of Nova Scotia | 2,752,114 | |
61,277 | JP Morgan Chase & Co. | 7,713,549 | |
27,820 | PNC Financial Services Group, Inc. | 4,502,110 | |
19,086,208 | |||
Capital Goods - 9.2% | |||
16,061 | Curtiss-Wright Corp. | 2,695,518 | |
20,746 | Honeywell International, Inc. | 4,232,599 | |
84,017 | Johnson Controls International plc | 4,859,543 | |
7,534 | Lockheed Martin Corp. | 3,666,647 | |
48,382 | Otis Worldwide Corp. | 3,417,705 | |
39,654 | Westinghouse Air Brake Technologies Corp. | 3,698,925 | |
22,570,937 | |||
Consumer Services - 3.2% | |||
22,960 | Hilton Worldwide Holdings, Inc. | 3,105,569 | |
17,389 | McDonald's Corp. | 4,741,285 | |
7,846,854 | |||
Diversified Financials - 4.3% | |||
29,964 | American Express Co. | 4,448,156 | |
44,534 | Charles Schwab Corp. | 3,548,024 | |
31,476 | Morgan Stanley | 2,586,383 | |
10,582,563 | |||
Energy - 6.6% | |||
35,447 | Chevron Corp. | 6,412,362 | |
27,818 | EOG Resources, Inc. | 3,797,714 | |
110,351 | TotalEnergies SE ADR | 6,043,924 | |
16,254,000 | |||
Food & Staples Retailing - 2.4% | |||
29,856 | Sysco Corp. | 2,584,335 | |
22,406 | Walmart, Inc. | 3,189,046 | |
5,773,381 | |||
Food, Beverage & Tobacco - 3.8% | |||
30,283 | Keurig Dr Pepper, Inc. | 1,176,192 | |
65,261 | Mondelez International, Inc. Class A | 4,012,246 | |
46,172 | Philip Morris International, Inc. | 4,240,898 | |
9,429,336 | |||
Health Care Equipment & Services - 9.8% | |||
56,921 | Baxter International, Inc. | 3,093,656 | |
19,000 | Becton Dickinson and Co. | 4,483,430 | |
10,409 | Elevance Health, Inc. | 5,691,329 | |
52,163 | Medtronic plc | 4,555,917 | |
11,166 | UnitedHealth Group, Inc. | 6,198,805 | |
24,023,137 | |||
Household & Personal Products - 2.1% | |||
46,532 | Colgate-Palmolive Co. | 3,435,923 | |
38,346 | Unilever plc ADR | 1,745,126 | |
5,181,049 | |||
Insurance - 8.6% | |||
48,503 | American International Group, Inc. | 2,764,671 | |
14,037 | Chubb Ltd. | 3,016,411 | |
19,430 | Marsh & McLennan Cos., Inc. | 3,137,751 | |
54,592 | MetLife, Inc. | 3,996,680 | |
60,307 | Principal Financial Group, Inc. | 5,314,856 | |
28,093 | Prudential Financial, Inc. | 2,955,103 | |
21,185,472 | |||
Materials - 3.6% | |||
33,296 | Celanese Corp. Class A | 3,200,412 | |
27,515 | FMC Corp. | 3,271,533 | |
20,784 | PPG Industries, Inc. | 2,373,117 | |
8,845,062 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.4% - (continued) | |||
Media & Entertainment - 4.3% | |||
33,548 | Alphabet, Inc. Class A* | $ 3,170,622 | |
114,342 | Comcast Corp. Class A | 3,629,215 | |
49,960 | Omnicom Group, Inc. | 3,634,590 | |
10,434,427 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.5% | |||
79,028 | AstraZeneca plc ADR | 4,647,637 | |
49,370 | Merck & Co., Inc. | 4,996,244 | |
33,114 | Novartis AG ADR | 2,686,539 | |
128,386 | Pfizer, Inc. | 5,976,368 | |
18,306,788 | |||
Real Estate - 4.2% | |||
10,685 | American Tower Corp. REIT | 2,213,825 | |
144,221 | Host Hotels & Resorts, Inc. REIT | 2,722,892 | |
7,656 | Public Storage REIT | 2,371,446 | |
89,436 | VICI Properties, Inc. REIT | 2,863,741 | |
10,171,904 | |||
Retailing - 2.4% | |||
12,397 | Lowe's Cos., Inc. | 2,416,795 | |
46,439 | TJX Cos., Inc. | 3,348,252 | |
5,765,047 | |||
Semiconductors & Semiconductor Equipment - 3.3% | |||
4,193 | Broadcom, Inc. | 1,971,213 | |
59,591 | Intel Corp. | 1,694,172 | |
28,163 | Texas Instruments, Inc. | 4,523,823 | |
8,189,208 | |||
Software & Services - 4.9% | |||
13,494 | Accenture plc Class A | 3,830,946 | |
65,559 | Cognizant Technology Solutions Corp. Class A | 4,081,048 | |
48,122 | Fidelity National Information Services, Inc. | 3,993,645 | |
11,905,639 | |||
Technology Hardware & Equipment - 1.9% | |||
101,658 | Cisco Systems, Inc. | 4,618,323 | |
Telecommunication Services - 1.7% | |||
108,518 | Verizon Communications, Inc. | 4,055,318 | |
Transportation - 1.6% | |||
109,207 | Southwest Airlines Co.* | 3,969,674 | |
Utilities - 5.2% | |||
43,889 | Dominion Energy, Inc. | 3,070,913 | |
32,540 | Duke Energy Corp. | 3,032,077 | |
34,034 | Eversource Energy | 2,596,114 | |
26,360 | Sempra Energy | 3,978,778 | |
12,677,882 | |||
Total Common Stocks (cost $206,259,135) | $ 240,872,209 |
64 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.0% | |||
Repurchase Agreements - 1.0% | |||
$�� 2,479,802 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $2,480,009; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $2,529,451 | $ 2,479,802 | |
Total Short-Term Investments (cost $2,479,802) | $ 2,479,802 | ||
Total Investments (cost $208,738,937) | 99.4% | $ 243,352,011 | |
Other Assets and Liabilities | 0.6% | 1,522,102 | |
Total Net Assets | 100.0% | $ 244,874,113 |
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 Hartford Funds Management Company, LLC 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 | ||||||||
Banks | $ 19,086,208 | $ 19,086,208 | $ — | $ — | ||||
Capital Goods | 22,570,937 | 22,570,937 | — | — | ||||
Consumer Services | 7,846,854 | 7,846,854 | — | — | ||||
Diversified Financials | 10,582,563 | 10,582,563 | — | — | ||||
Energy | 16,254,000 | 16,254,000 | — | — | ||||
Food & Staples Retailing | 5,773,381 | 5,773,381 | — | — | ||||
Food, Beverage & Tobacco | 9,429,336 | 9,429,336 | — | — | ||||
Health Care Equipment & Services | 24,023,137 | 24,023,137 | — | — | ||||
Household & Personal Products | 5,181,049 | 5,181,049 | — | — | ||||
Insurance | 21,185,472 | 21,185,472 | — | — | ||||
Materials | 8,845,062 | 8,845,062 | — | — | ||||
Media & Entertainment | 10,434,427 | 10,434,427 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 18,306,788 | 18,306,788 | — | — | ||||
Real Estate | 10,171,904 | 10,171,904 | — | — | ||||
Retailing | 5,765,047 | 5,765,047 | — | — | ||||
Semiconductors & Semiconductor Equipment | 8,189,208 | 8,189,208 | — | — | ||||
Software & Services | 11,905,639 | 11,905,639 | — | — | ||||
Technology Hardware & Equipment | 4,618,323 | 4,618,323 | — | — | ||||
Telecommunication Services | 4,055,318 | 4,055,318 | — | — | ||||
Transportation | 3,969,674 | 3,969,674 | — | — | ||||
Utilities | 12,677,882 | 12,677,882 | — | — | ||||
Short-Term Investments | 2,479,802 | — | 2,479,802 | — | ||||
Total | $ 243,352,011 | $ 240,872,209 | $ 2,479,802 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
65 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.1% | |||
Automobiles & Components - 2.5% | |||
58,685 | Fox Factory Holding Corp.* | $ 5,155,477 | |
54,942 | Patrick Industries, Inc. | 2,511,399 | |
42,304 | Thor Industries, Inc. | 3,446,507 | |
10,200 | Visteon Corp.* | 1,330,794 | |
12,444,177 | |||
Banks - 2.9% | |||
314,890 | MGIC Investment Corp. | 4,298,248 | |
101,694 | Synovus Financial Corp. | 4,052,506 | |
54,325 | Triumph Bancorp, Inc.* | 2,797,738 | |
48,005 | Western Alliance Bancorp | 3,224,496 | |
14,372,988 | |||
Capital Goods - 13.4% | |||
63,918 | Altra Industrial Motion Corp. | 3,844,029 | |
49,572 | Ameresco, Inc. Class A* | 2,998,115 | |
75,346 | Applied Industrial Technologies, Inc. | 9,371,535 | |
46,563 | Armstrong World Industries, Inc. | 3,518,766 | |
31,493 | Boise Cascade Co. | 2,102,788 | |
38,517 | Chart Industries, Inc.* | 8,584,669 | |
31,348 | Curtiss-Wright Corp. | 5,261,135 | |
19,266 | Herc Holdings, Inc. | 2,265,874 | |
49,793 | ITT, Inc. | 3,803,687 | |
51,080 | John Bean Technologies Corp. | 4,658,496 | |
77,469 | SPX Technologies, Inc.* | 5,100,559 | |
185,624 | Stem, Inc.* | 2,524,486 | |
169,897 | WillScot Mobile Mini Holdings Corp.* | 7,225,719 | |
246,624 | Zurn Water Solutions Corp. | 5,793,198 | |
67,053,056 | |||
Commercial & Professional Services - 7.1% | |||
63,342 | ASGN, Inc.* | 5,370,135 | |
22,102 | CACI International, Inc. Class A* | 6,719,671 | |
49,587 | Casella Waste Systems, Inc. Class A* | 4,056,712 | |
21,721 | Clean Harbors, Inc.* | 2,659,954 | |
34,595 | Exponent, Inc. | 3,295,520 | |
51,475 | Insperity, Inc. | 6,075,080 | |
73,946 | KBR, Inc. | 3,680,292 | |
25,044 | Tetra Tech, Inc. | 3,538,216 | |
35,395,580 | |||
Consumer Durables & Apparel - 3.0% | |||
78,838 | Crocs, Inc.* | 5,577,789 | |
14,242 | Deckers Outdoor Corp.* | 4,983,703 | |
6,562 | TopBuild Corp.* | 1,116,459 | |
107,156 | YETI Holdings, Inc.* | 3,437,564 | |
15,115,515 | |||
Consumer Services - 4.5% | |||
19,245 | Churchill Downs, Inc. | 4,001,228 | |
78,987 | Penn National Gaming, Inc.* | 2,614,469 | |
81,880 | Texas Roadhouse, Inc. Class A | 8,102,026 | |
51,187 | Wingstop, Inc. | 8,107,509 | |
22,825,232 | |||
Diversified Financials - 0.9% | |||
75,280 | Stifel Financial Corp. | 4,657,574 | |
Energy - 6.4% | |||
39,124 | Chord Energy Corp. | 5,989,493 | |
99,885 | Helmerich & Payne, Inc. | 4,945,307 | |
248,949 | Magnolia Oil & Gas Corp. Class A | 6,393,010 | |
71,011 | Ovintiv, Inc. | 3,596,707 | |
70,345 | PDC Energy, Inc. | 5,074,688 | |
130,508 | SM Energy Co. | 5,870,250 | |
31,869,455 | |||
Food & Staples Retailing - 0.8% | |||
75,408 | Performance Food Group Co.* | 3,924,232 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.1% - (continued) | |||
Food, Beverage & Tobacco - 4.2% | |||
6,060 | Boston Beer Co., Inc. Class A* | $ 2,262,137 | |
42,470 | Celsius Holdings, Inc.* | 3,868,168 | |
52,061 | Freshpet, Inc.* | 3,068,996 | |
25,306 | Lancaster Colony Corp. | 4,562,166 | |
93,053 | Simply Good Foods Co.* | 3,563,930 | |
262,426 | Sovos Brands, Inc.* | 3,637,224 | |
20,962,621 | |||
Health Care Equipment & Services - 10.3% | |||
16,776 | Amedisys, Inc.* | 1,637,170 | |
49,043 | AtriCure, Inc.* | 2,065,691 | |
65,260 | Glaukos Corp.* | 3,659,128 | |
79,402 | Globus Medical, Inc. Class A* | 5,319,934 | |
76,906 | Haemonetics Corp.* | 6,533,165 | |
100,320 | Health Catalyst, Inc.* | 884,822 | |
51,984 | HealthEquity, Inc.* | 4,050,073 | |
45,447 | Inari Medical, Inc.* | 3,496,238 | |
82,490 | Integra LifeSciences Holdings Corp.* | 4,145,123 | |
7,923 | LHC Group, Inc.* | 1,323,933 | |
17,082 | ModivCare, Inc.* | 1,661,054 | |
49,770 | Omnicell, Inc.* | 3,848,216 | |
146,510 | Owens & Minor, Inc. | 2,490,670 | |
363,137 | R1 RCM, Inc.* | 6,412,999 | |
7,058 | Shockwave Medical, Inc.* | 2,069,053 | |
34,879 | Tandem Diabetes Care, Inc.* | 1,958,456 | |
51,555,725 | |||
Household & Personal Products - 0.5% | |||
215,677 | Beauty Health Co.*(1) | 2,465,188 | |
Insurance - 0.4% | |||
83,579 | James River Group Holdings Ltd. | 2,112,041 | |
Materials - 3.7% | |||
197,980 | Axalta Coating Systems Ltd.* | 4,616,894 | |
66,031 | Cabot Corp. | 4,851,958 | |
33,354 | Ingevity Corp.* | 2,243,723 | |
178,196 | Livent Corp.* | 5,625,648 | |
21,799 | Louisiana-Pacific Corp. | 1,234,913 | |
18,573,136 | |||
Media & Entertainment - 1.4% | |||
110,061 | Bumble, Inc. Class A* | 2,795,550 | |
56,906 | Ziff Davis, Inc.*(1) | 4,403,955 | |
7,199,505 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 12.2% | |||
136,836 | Aclaris Therapeutics, Inc.* | 2,136,010 | |
68,906 | Apellis Pharmaceuticals, Inc.* | 4,168,124 | |
52,213 | Blueprint Medicines Corp.* | 2,706,722 | |
65,310 | Celldex Therapeutics, Inc.* | 2,294,340 | |
88,800 | Crinetics Pharmaceuticals, Inc.* | 1,639,248 | |
67,288 | Cytokinetics, Inc.* | 2,937,794 | |
84,766 | Denali Therapeutics, Inc.* | 2,431,089 | |
27,568 | Halozyme Therapeutics, Inc.* | 1,318,026 | |
46,087 | Harmony Biosciences Holdings, Inc.* | 2,396,524 | |
366,255 | ImmunoGen, Inc.* | 2,175,555 | |
73,248 | Inhibrx, Inc.* | 2,357,121 | |
69,907 | Intra-Cellular Therapies, Inc.* | 3,192,653 | |
18,532 | Karuna Therapeutics, Inc.* | 4,064,809 | |
65,368 | Kymera Therapeutics, Inc.* | 1,983,265 | |
26,939 | Mirati Therapeutics, Inc.* | 1,813,533 | |
78,190 | Morphic Holding, Inc.* | 2,190,102 | |
89,156 | NanoString Technologies, Inc.* | 932,572 | |
54,496 | Pacira BioSciences, Inc.* | 2,820,713 | |
59,673 | PTC Therapeutics, Inc.* | 2,256,833 | |
94,345 | Revolution Medicines, Inc.* | 1,911,430 | |
42,377 | Sage Therapeutics, Inc.* | 1,595,918 | |
83,565 | Stoke Therapeutics, Inc.* | 1,240,940 | |
87,736 | Syndax Pharmaceuticals, Inc.* | 2,014,418 |
66 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.1% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 12.2% - (continued) | |||
8,279 | United Therapeutics Corp.* | $ 1,908,558 | |
84,534 | Vaxcyte, Inc.* | 3,686,528 | |
67,694 | Veracyte, Inc.* | 1,361,326 | |
66,058 | Zentalis Pharmaceuticals, Inc.* | 1,657,395 | |
61,191,546 | |||
Real Estate - 2.2% | |||
38,654 | Agree Realty Corp. REIT | 2,655,530 | |
133,598 | Phillips Edison & Co., Inc. REIT | 4,026,644 | |
46,533 | Ryman Hospitality Properties, Inc. REIT | 4,137,714 | |
10,819,888 | |||
Retailing - 1.2% | |||
19,887 | Burlington Stores, Inc.* | 2,843,045 | |
55,839 | Ollie's Bargain Outlet Holdings, Inc.* | 3,126,984 | |
5,970,029 | |||
Semiconductors & Semiconductor Equipment - 4.0% | |||
46,904 | Axcelis Technologies, Inc.* | 2,720,432 | |
37,606 | Cirrus Logic, Inc.* | 2,524,115 | |
40,183 | Lattice Semiconductor Corp.* | 1,949,277 | |
26,040 | MKS Instruments, Inc. | 2,139,186 | |
62,936 | Power Integrations, Inc. | 4,198,460 | |
29,164 | Silicon Laboratories, Inc.* | 3,351,527 | |
37,488 | Synaptics, Inc.* | 3,321,437 | |
20,204,434 | |||
Software & Services - 12.0% | |||
66,812 | Alarm.com Holdings, Inc.* | 3,931,218 | |
56,730 | Blackbaud, Inc.* | 3,103,131 | |
45,622 | Ceridian HCM Holding, Inc.* | 3,019,720 | |
35,285 | Concentrix Corp. | 4,312,886 | |
30,882 | Consensus Cloud Solutions, Inc.* | 1,733,716 | |
42,597 | DigitalOcean Holdings, Inc.*(1) | 1,530,084 | |
26,927 | ExlService Holdings, Inc.* | 4,896,675 | |
28,263 | Five9, Inc.* | 1,703,128 | |
39,084 | Manhattan Associates, Inc.* | 4,755,350 | |
97,033 | Olo, Inc. Class A* | 854,861 | |
65,725 | Perficient, Inc.* | 4,401,603 | |
56,444 | Rapid7, Inc.* | 2,555,220 | |
170,033 | Repay Holdings Corp.* | 1,035,501 | |
77,927 | Shift4 Payments, Inc. Class A* | 3,582,304 | |
59,520 | Sprout Social, Inc. Class A* | 3,590,842 | |
104,604 | Varonis Systems, Inc.* | 2,800,249 | |
411,065 | Verra Mobility Corp. Class A* | 7,016,880 | |
12,174 | WEX, Inc.* | 1,998,240 | |
41,468 | Workiva, Inc.* | 3,226,625 | |
60,048,233 | |||
Technology Hardware & Equipment - 3.5% | |||
52,775 | Fabrinet * | 6,037,460 | |
45,715 | Insight Enterprises, Inc.* | 4,320,525 | |
42,428 | Lumentum Holdings, Inc.* | 3,158,764 | |
28,217 | Novanta, Inc.* | 3,989,884 | |
17,506,633 | |||
Total Common Stocks (cost $404,751,289) | $ 486,266,788 |
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 2.0% | |||
Other Investment Pools & Funds - 2.0% | |||
43,860 | iShares Russell 2000 Growth ETF | $ 9,923,764 | |
Total Exchange-Traded Funds (cost $9,267,874) | $ 9,923,764 | ||
Total Long-Term Investments (cost $414,019,163) | $ 496,190,552 | ||
SHORT-TERM INVESTMENTS - 1.4% | |||
Repurchase Agreements - 1.0% | |||
$ 4,704,763 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $4,705,156; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $4,798,881 | $ 4,704,763 | |
Securities Lending Collateral - 0.4% | |||
325,682 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) | 325,682 | |
1,085,606 | HSBC US Government Money Market Fund, 3.09%(2) | 1,085,606 | |
325,682 | Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) | 325,682 | |
325,682 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) | 325,682 | |
2,062,652 | |||
Total Short-Term Investments (cost $6,767,415) | $ 6,767,415 | ||
Total Investments (cost $420,786,578) | 100.5% | $ 502,957,967 | |
Other Assets and Liabilities | (0.5)% | (2,520,012) | |
Total Net Assets | 100.0% | $ 500,437,955 |
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. |
67 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 12,444,177 | $ 12,444,177 | $ — | $ — | ||||
Banks | 14,372,988 | 14,372,988 | — | — | ||||
Capital Goods | 67,053,056 | 67,053,056 | — | — | ||||
Commercial & Professional Services | 35,395,580 | 35,395,580 | — | — | ||||
Consumer Durables & Apparel | 15,115,515 | 15,115,515 | — | — | ||||
Consumer Services | 22,825,232 | 22,825,232 | — | — | ||||
Diversified Financials | 4,657,574 | 4,657,574 | — | — | ||||
Energy | 31,869,455 | 31,869,455 | — | — | ||||
Food & Staples Retailing | 3,924,232 | 3,924,232 | — | — | ||||
Food, Beverage & Tobacco | 20,962,621 | 20,962,621 | — | — | ||||
Health Care Equipment & Services | 51,555,725 | 51,555,725 | — | — | ||||
Household & Personal Products | 2,465,188 | 2,465,188 | — | — | ||||
Insurance | 2,112,041 | 2,112,041 | — | — | ||||
Materials | 18,573,136 | 18,573,136 | — | — | ||||
Media & Entertainment | 7,199,505 | 7,199,505 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 61,191,546 | 61,191,546 | — | — | ||||
Real Estate | 10,819,888 | 10,819,888 | — | — | ||||
Retailing | 5,970,029 | 5,970,029 | — | — | ||||
Semiconductors & Semiconductor Equipment | 20,204,434 | 20,204,434 | — | — | ||||
Software & Services | 60,048,233 | 60,048,233 | — | — | ||||
Technology Hardware & Equipment | 17,506,633 | 17,506,633 | — | — | ||||
Exchange-Traded Funds | 9,923,764 | 9,923,764 | — | — | ||||
Short-Term Investments | 6,767,415 | 2,062,652 | 4,704,763 | — | ||||
Total | $ 502,957,967 | $ 498,253,204 | $ 4,704,763 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
68 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.1% | |||
Banks - 20.9% | |||
44,714 | Bank OZK | $ 1,921,808 | |
70,401 | Berkshire Hills Bancorp, Inc. | 2,059,229 | |
87,420 | Cadence Bank | 2,417,163 | |
21,861 | Federal Agricultural Mortgage Corp. Class C | 2,518,387 | |
75,462 | First Hawaiian, Inc. | 1,930,318 | |
62,917 | First Interstate BancSystem, Inc. Class A | 2,869,644 | |
170,282 | FNB Corp. | 2,460,575 | |
114,145 | Home BancShares, Inc. | 2,909,556 | |
69,972 | Pacific Premier Bancorp, Inc. | 2,547,681 | |
127,955 | Radian Group, Inc. | 2,670,421 | |
57,132 | Sandy Spring Bancorp, Inc. | 2,024,758 | |
26,329,540 | |||
Capital Goods - 9.4% | |||
53,326 | Air Lease Corp. | 1,881,875 | |
30,507 | EnerSys | 2,022,309 | |
72,057 | Kennametal, Inc. | 1,924,642 | |
22,101 | McGrath Rent Corp. | 2,078,599 | |
173,061 | REV Group, Inc. | 2,377,858 | |
66,460 | Spirit AeroSystems Holdings, Inc. Class A | 1,539,214 | |
11,824,497 | |||
Commercial & Professional Services - 8.4% | |||
168,967 | BrightView Holdings, Inc.* | 1,507,186 | |
144,151 | CoreCivic, Inc. REIT* | 1,509,261 | |
65,615 | Deluxe Corp. | 1,206,004 | |
81,535 | Loomis AB | 2,282,859 | |
98,482 | MillerKnoll Inc. | 2,085,849 | |
18,966 | Science Applications International Corp. | 2,054,776 | |
10,645,935 | |||
Consumer Durables & Apparel - 6.1% | |||
23,545 | Carter's, Inc. | 1,597,999 | |
54,841 | Kontoor Brands, Inc. | 1,957,824 | |
67,577 | Steven Madden Ltd. | 2,018,525 | |
38,570 | Sturm Ruger & Co., Inc. | 2,164,934 | |
7,739,282 | |||
Consumer Services - 4.0% | |||
58,760 | Adtalem Global Education, Inc.* | 2,450,292 | |
22,393 | Cracker Barrel Old Country Store, Inc. | 2,557,729 | |
5,008,021 | |||
Diversified Financials - 7.1% | |||
248,899 | Greenhill & Co., Inc. | 1,764,694 | |
109,299 | Navient Corp. | 1,654,787 | |
56,569 | PRA Group, Inc.* | 1,895,061 | |
114,176 | PROG Holdings, Inc.* | 1,886,187 | |
207,762 | Rithm Capital Corp. REIT | 1,751,434 | |
8,952,163 | |||
Energy - 4.5% | |||
69,124 | ChampionX Corp. | 1,978,329 | |
80,533 | DMC Global, Inc.* | 1,742,734 | |
180,981 | TechnipFMC plc* | 1,916,589 | |
5,637,652 | |||
Health Care Equipment & Services - 4.9% | |||
94,955 | NextGen Healthcare, Inc.* | 1,902,898 | |
46,076 | NuVasive, Inc.* | 2,033,334 | |
64,169 | Premier, Inc. Class A | 2,238,215 | |
6,174,447 | |||
Household & Personal Products - 4.6% | |||
54,359 | Edgewell Personal Care Co. | 2,130,329 | |
68,463 | Energizer Holdings, Inc. | 1,977,896 | |
14,543 | Medifast, Inc. | 1,701,386 | |
5,809,611 | |||
Insurance - 6.5% | |||
39,822 | Kemper Corp. | 1,898,315 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.1% - (continued) | |||
Insurance - 6.5% - (continued) | |||
305,637 | Lancashire Holdings Ltd. | $ 1,734,531 | |
97,292 | ProAssurance Corp. | 2,160,855 | |
371,454 | Siriuspoint Ltd.* | 2,384,735 | |
8,178,436 | |||
Materials - 3.3% | |||
45,325 | Compass Minerals International, Inc. | 1,792,150 | |
99,608 | Mativ, Inc. | 2,364,694 | |
4,156,844 | |||
Media & Entertainment - 1.1% | |||
122,131 | MediaAlpha, Inc. Class A* | 1,340,998 | |
Pharmaceuticals, Biotechnology & Life Sciences - 1.5% | |||
37,637 | Pacira BioSciences, Inc.* | 1,948,091 | |
Real Estate - 2.8% | |||
136,247 | Pebblebrook Hotel Trust REIT | 2,185,402 | |
125,539 | Piedmont Office Realty Trust, Inc. Class A, REIT | 1,311,882 | |
3,497,284 | |||
Retailing - 1.9% | |||
50,834 | Monro, Inc. | 2,427,324 | |
Semiconductors & Semiconductor Equipment - 4.2% | |||
64,957 | Ichor Holdings Ltd.* | 1,652,506 | |
70,480 | Rambus, Inc.* | 2,125,677 | |
27,990 | Silicon Motion Technology Corp. ADR | 1,497,185 | |
5,275,368 | |||
Software & Services - 4.3% | |||
230,282 | Adeia, Inc. | 2,574,553 | |
43,797 | InterDigital, Inc. | 2,184,156 | |
46,416 | Xperi, Inc.* | 648,432 | |
5,407,141 | |||
Utilities - 1.6% | |||
46,295 | Portland General Electric Co. | 2,080,497 | |
Total Common Stocks (cost $118,757,220) | $ 122,433,131 | ||
EXCHANGE-TRADED FUNDS - 1.9% | |||
Other Investment Pools & Funds - 1.9% | |||
16,319 | iShares Russell 2000 Value ETF | $ 2,371,477 | |
Total Exchange-Traded Funds (cost $2,171,052) | $ 2,371,477 | ||
Total Long-Term Investments (cost $120,928,272) | $ 124,804,608 | ||
SHORT-TERM INVESTMENTS - 1.0% | |||
Repurchase Agreements - 1.0% | |||
$ 1,293,076 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $1,293,184; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $1,319,005 | $ 1,293,076 | |
Total Short-Term Investments (cost $1,293,076) | $ 1,293,076 | ||
Total Investments (cost $122,221,348) | 100.0% | $ 126,097,684 | |
Other Assets and Liabilities | 0.0% | 20,270 | |
Total Net Assets | 100.0% | $ 126,117,954 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
69 |
October 31, 2022
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 Hartford Funds Management Company, LLC 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. |
† | 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 | $ 26,329,540 | $ 26,329,540 | $ — | $ — | ||||
Capital Goods | 11,824,497 | 11,824,497 | — | — | ||||
Commercial & Professional Services | 10,645,935 | 8,363,076 | 2,282,859 | — | ||||
Consumer Durables & Apparel | 7,739,282 | 7,739,282 | — | — | ||||
Consumer Services | 5,008,021 | 5,008,021 | — | — | ||||
Diversified Financials | 8,952,163 | 8,952,163 | — | — | ||||
Energy | 5,637,652 | 5,637,652 | — | — | ||||
Health Care Equipment & Services | 6,174,447 | 6,174,447 | — | — | ||||
Household & Personal Products | 5,809,611 | 5,809,611 | — | — | ||||
Insurance | 8,178,436 | 6,443,905 | 1,734,531 | — | ||||
Materials | 4,156,844 | 4,156,844 | — | — | ||||
Media & Entertainment | 1,340,998 | 1,340,998 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,948,091 | 1,948,091 | — | — | ||||
Real Estate | 3,497,284 | 3,497,284 | — | — | ||||
Retailing | 2,427,324 | 2,427,324 | — | — | ||||
Semiconductors & Semiconductor Equipment | 5,275,368 | 5,275,368 | — | — | ||||
Software & Services | 5,407,141 | 5,407,141 | — | — | ||||
Utilities | 2,080,497 | 2,080,497 | — | — | ||||
Exchange-Traded Funds | 2,371,477 | 2,371,477 | — | — | ||||
Short-Term Investments | 1,293,076 | — | 1,293,076 | — | ||||
Total | $ 126,097,684 | $ 120,787,218 | $ 5,310,466 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
70 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.3% | |||
Automobiles & Components - 0.3% | |||
17,101 | Visteon Corp.* | $ 2,231,168 | |
Banks - 3.8% | |||
199,289 | Ameris Bancorp | 10,265,377 | |
241,659 | Cadence Bank | 6,681,871 | |
199,618 | Synovus Financial Corp. | 7,954,777 | |
24,902,025 | |||
Capital Goods - 16.9% | |||
57,277 | Acuity Brands, Inc. | 10,514,339 | |
81,197 | Ameresco, Inc. Class A* | 4,910,795 | |
164,535 | Applied Industrial Technologies, Inc. | 20,464,863 | |
301,626 | AZEK Co., Inc. Class A* | 5,281,471 | |
38,229 | Chart Industries, Inc.* | 8,520,480 | |
74,775 | Comfort Systems USA, Inc. | 9,218,262 | |
59,464 | Curtiss-Wright Corp. | 9,979,843 | |
431,197 | Fluor Corp.* | 13,048,021 | |
43,013 | Middleby Corp.* | 6,015,798 | |
73,878 | WESCO International, Inc.* | 10,178,172 | |
183,932 | WillScot Mobile Mini Holdings Corp.* | 7,822,628 | |
275,818 | Zurn Water Solutions Corp. | 6,478,965 | |
112,433,637 | |||
Commercial & Professional Services - 2.9% | |||
223,423 | Aris Water Solution, Inc. Class A | 3,804,894 | |
86,940 | Casella Waste Systems, Inc. Class A* | 7,112,561 | |
130,944 | TriNet Group, Inc.* | 8,508,741 | |
19,426,196 | |||
Consumer Durables & Apparel - 2.2% | |||
90,821 | Crocs, Inc.* | 6,425,586 | |
144,136 | Skyline Champion Corp.* | 8,390,156 | |
14,815,742 | |||
Consumer Services - 6.9% | |||
133,714 | Boyd Gaming Corp. | 7,723,321 | |
172,791 | H&R Block, Inc. | 7,110,350 | |
323,509 | PowerSchool Holdings, Inc. Class A* | 6,470,180 | |
121,488 | Texas Roadhouse, Inc. Class A | 12,021,237 | |
81,201 | Wingstop, Inc. | 12,861,426 | |
46,186,514 | |||
Diversified Financials - 0.9% | |||
219,306 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 5,960,737 | |
Energy - 8.6% | |||
260,619 | Brigham Minerals, Inc. Class A | 8,079,189 | |
200,551 | Cactus, Inc. Class A | 10,372,498 | |
80,122 | Chord Energy Corp. | 12,265,877 | |
335,951 | SM Energy Co. | 15,111,076 | |
342,540 | Viper Energy Partners L.P. | 11,423,709 | |
57,252,349 | |||
Food, Beverage & Tobacco - 1.1% | |||
78,611 | Celsius Holdings, Inc.* | 7,159,890 | |
Health Care Equipment & Services - 12.6% | |||
110,503 | Acadia Healthcare Co., Inc.* | 8,983,894 | |
244,145 | Cross Country Healthcare, Inc.* | 9,055,338 | |
59,010 | Enovis Corp.* | 2,918,045 | |
96,870 | Globus Medical, Inc. Class A* | 6,490,290 | |
117,996 | Haemonetics Corp.* | 10,023,760 | |
90,165 | HealthEquity, Inc.* | 7,024,755 | |
113,319 | Inari Medical, Inc.* | 8,717,631 | |
63,523 | Inspire Medical Systems, Inc.* | 12,383,809 | |
226,337 | Owens & Minor, Inc. | 3,847,729 | |
603,500 | R1 RCM, Inc.* | 10,657,810 | |
13,415 | Shockwave Medical, Inc.* | 3,932,607 | |
84,035,668 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.3% - (continued) | |||
Household & Personal Products - 2.7% | |||
406,515 | elf Beauty, Inc.* | $ 17,585,839 | |
Materials - 3.9% | |||
197,413 | Cabot Corp. | 14,505,907 | |
369,898 | Livent Corp.* | 11,677,680 | |
26,183,587 | |||
Media & Entertainment - 2.4% | |||
210,097 | Cargurus, Inc.* | 3,059,013 | |
197,936 | Criteo S.A. ADR* | 5,047,368 | |
98,270 | Ziff Davis, Inc.* | 7,605,115 | |
15,711,496 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 11.2% | |||
236,997 | Aclaris Therapeutics, Inc.* | 3,699,523 | |
84,623 | Alkermes plc* | 1,920,942 | |
267,144 | Amicus Therapeutics, Inc.* | 2,671,440 | |
75,896 | Apellis Pharmaceuticals, Inc.* | 4,590,949 | |
25,515 | Ascendis Pharma A/S ADR* | 2,934,225 | |
72,986 | Blueprint Medicines Corp.* | 3,783,594 | |
68,105 | Celldex Therapeutics, Inc.* | 2,392,529 | |
137,155 | Crinetics Pharmaceuticals, Inc.* | 2,531,881 | |
134,189 | Cytokinetics, Inc.* | 5,858,692 | |
73,284 | Fate Therapeutics, Inc.* | 1,533,101 | |
75,759 | Halozyme Therapeutics, Inc.* | 3,622,038 | |
254,460 | Immatics N.V.* | 2,875,398 | |
34,738 | Immunocore Holdings plc ADR* | 1,984,929 | |
60,609 | Intellia Therapeutics, Inc.* | 3,198,943 | |
87,342 | Intra-Cellular Therapies, Inc.* | 3,988,909 | |
26,398 | Karuna Therapeutics, Inc.* | 5,790,137 | |
62,190 | Kymera Therapeutics, Inc.* | 1,886,845 | |
24,634 | Mirati Therapeutics, Inc.* | 1,658,361 | |
62,467 | Pacira BioSciences, Inc.* | 3,233,292 | |
97,003 | PTC Therapeutics, Inc.* | 3,668,654 | |
155,025 | Revolution Medicines, Inc.* | 3,140,807 | |
170,988 | Rocket Pharmaceuticals, Inc.* | 3,190,636 | |
84,203 | Syndax Pharmaceuticals, Inc.* | 1,933,301 | |
54,140 | Vaxcyte, Inc.* | 2,361,045 | |
25,844 | Verona Pharma plc ADR* | 330,803 | |
74,780,974 | |||
Real Estate - 2.6% | |||
247,438 | Phillips Edison & Co., Inc. REIT | 7,457,781 | |
107,666 | Ryman Hospitality Properties, Inc. REIT | 9,573,661 | |
17,031,442 | |||
Retailing - 0.1% | |||
26,907 | Tory Burch LLC*(1)(2) | 812,067 | |
Semiconductors & Semiconductor Equipment - 1.5% | |||
45,985 | MKS Instruments, Inc. | 3,777,668 | |
72,595 | Synaptics, Inc.* | 6,431,917 | |
10,209,585 | |||
Software & Services - 9.7% | |||
58,588 | ExlService Holdings, Inc.* | 10,654,228 | |
96,348 | Five9, Inc.* | 5,805,931 | |
394,887 | Jamf Holding Corp.* | 9,346,975 | |
51,726 | Manhattan Associates, Inc.* | 6,293,502 | |
45,984 | Perficient, Inc.* | 3,079,548 | |
150,688 | Rapid7, Inc.* | 6,821,646 | |
211,136 | RingCentral, Inc. Class A* | 7,499,551 | |
884,448 | Verra Mobility Corp. Class A* | 15,097,527 | |
64,598,908 | |||
Technology Hardware & Equipment - 4.0% | |||
227,808 | Calix, Inc.* | 16,775,781 |
71 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.3% - (continued) | |||
Technology Hardware & Equipment - 4.0% - (continued) | |||
95,569 | Coherent Corp.* | $ 3,212,074 | |
46,888 | Novanta, Inc.* | 6,629,963 | |
26,617,818 | |||
Total Common Stocks (cost $615,489,706) | $ 627,935,642 | ||
EXCHANGE-TRADED FUNDS - 2.0% | |||
Other Investment Pools & Funds - 2.0% | |||
58,936 | iShares Russell 2000 Growth ETF | $ 13,334,859 | |
Total Exchange-Traded Funds (cost $12,478,676) | $ 13,334,859 | ||
Total Long-Term Investments (cost $627,968,382) | $ 641,270,501 | ||
SHORT-TERM INVESTMENTS - 3.3% | |||
Repurchase Agreements - 3.3% | |||
$ 21,856,986 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $21,858,813; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $22,294,185 | $ 21,856,986 | |
Total Short-Term Investments (cost $21,856,986) | $ 21,856,986 | ||
Total Investments (cost $649,825,368) | 99.6% | $ 663,127,487 | |
Other Assets and Liabilities | 0.4% | 2,524,088 | |
Total Net Assets | 100.0% | $ 665,651,575 |
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 Hartford Funds Management Company, LLC 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) | 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 $812,067 or 0.1% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
11/2013 | Tory Burch LLC | 26,907 | $ 2,108,912 | $ 812,067 |
(2) | Investment valued using significant unobservable inputs. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
72 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,231,168 | $ 2,231,168 | $ — | $ — | ||||
Banks | 24,902,025 | 24,902,025 | — | — | ||||
Capital Goods | 112,433,637 | 112,433,637 | — | — | ||||
Commercial & Professional Services | 19,426,196 | 19,426,196 | — | — | ||||
Consumer Durables & Apparel | 14,815,742 | 14,815,742 | — | — | ||||
Consumer Services | 46,186,514 | 46,186,514 | — | — | ||||
Diversified Financials | 5,960,737 | 5,960,737 | — | — | ||||
Energy | 57,252,349 | 57,252,349 | — | — | ||||
Food, Beverage & Tobacco | 7,159,890 | 7,159,890 | — | — | ||||
Health Care Equipment & Services | 84,035,668 | 84,035,668 | — | — | ||||
Household & Personal Products | 17,585,839 | 17,585,839 | — | — | ||||
Materials | 26,183,587 | 26,183,587 | — | — | ||||
Media & Entertainment | 15,711,496 | 15,711,496 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 74,780,974 | 74,780,974 | — | — | ||||
Real Estate | 17,031,442 | 17,031,442 | — | — | ||||
Retailing | 812,067 | — | — | 812,067 | ||||
Semiconductors & Semiconductor Equipment | 10,209,585 | 10,209,585 | — | — | ||||
Software & Services | 64,598,908 | 64,598,908 | — | — | ||||
Technology Hardware & Equipment | 26,617,818 | 26,617,818 | — | — | ||||
Exchange-Traded Funds | 13,334,859 | 13,334,859 | — | — | ||||
Short-Term Investments | 21,856,986 | — | 21,856,986 | — | ||||
Total | $ 663,127,487 | $ 640,458,434 | $ 21,856,986 | $ 812,067 |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
73 |
Currency Abbreviations: | |
USD | United States Dollar |
Other Abbreviations: | |
ADR | American Depositary Receipt |
ETF | Exchange-Traded Fund |
REIT | Real Estate Investment Trust |
74 |
October 31, 2022
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) | $ 5,612,967,713 | $ 9,574,249,199 | $ 15,266,541,743 | $ 4,960,975,904 | $ 4,157,795,904 | $ 1,304,680,495 | |||||
Repurchase agreements | 63,260,761 | 70,499,034 | 277,160,322 | 111,912,401 | 54,681,335 | 9,456,479 | |||||
Cash | 14,958,966 | 16,373,432 | 64,318,708 | 25,911,539 | 12,688,873 | 2,281,461 | |||||
Cash collateral held for securities on loan | 831,440 | — | — | 3,010,112 | 1,212,565 | 338,088 | |||||
Foreign currency | 1,215 | — | — | 647,200 | — | 369,233 | |||||
Receivables: | |||||||||||
Investment securities sold | 84,178,011 | 1,147,790 | — | 17,728,994 | 56,937,232 | 18,756,606 | |||||
Fund shares sold | 719,840 | 11,886,466 | 24,689,558 | 7,861,893 | 3,420,104 | 455,518 | |||||
Dividends and interest | 2,993,698 | 7,139,087 | 16,563,456 | 3,520,026 | 619,656 | 885,028 | |||||
Securities lending income | 4,072 | — | 210 | 21,283 | 7,174 | 583 | |||||
Variation margin on futures contracts | 3,670,462 | — | — | — | — | — | |||||
Tax reclaims | 476,372 | — | 4,220,868 | 2,535,156 | 55,282 | 306,637 | |||||
Other assets | 98,933 | 137,311 | 314,249 | 167,979 | 95,124 | 51,517 | |||||
Total assets | 5,784,161,483 | 9,681,432,319 | 15,653,809,114 | 5,134,292,487 | 4,287,513,249 | 1,337,581,645 | |||||
Liabilities: | |||||||||||
Obligation to return securities lending collateral | 16,628,793 | — | — | 60,202,236 | 24,251,300 | 6,761,768 | |||||
Payables: | |||||||||||
Investment securities purchased | 35,323,757 | 2,853,980 | — | 36,876,242 | 45,114,947 | 10,571,586 | |||||
Fund shares redeemed | 4,514,394 | 9,481,372 | 15,864,393 | 7,112,677 | 5,882,285 | 823,171 | |||||
Investment management fees | 3,106,863 | 2,635,299 | 7,506,642 | 2,484,837 | 2,471,417 | 924,135 | |||||
Transfer agent fees | 962,874 | 1,113,588 | 1,527,766 | 570,529 | 738,167 | 245,054 | |||||
Accounting services fees | 153,533 | 258,522 | 387,663 | 125,430 | 120,954 | 36,621 | |||||
Board of Directors' fees | 21,298 | 36,099 | 52,139 | 16,460 | 17,487 | 4,653 | |||||
Distribution fees | 185,343 | 139,390 | 215,815 | 101,071 | 105,074 | 44,667 | |||||
Accrued expenses | 157,857 | 191,587 | 249,366 | 106,592 | 142,734 | 71,747 | |||||
Total liabilities | 61,054,712 | 16,709,837 | 25,803,784 | 107,596,074 | 78,844,365 | 19,483,402 | |||||
Net assets | $ 5,723,106,771 | $ 9,664,722,482 | $ 15,628,005,330 | $ 5,026,696,413 | $ 4,208,668,884 | $ 1,318,098,243 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 5,126,819,841 | $ 6,737,928,244 | $ 11,171,428,879 | $ 3,536,445,504 | $ 5,273,001,606 | $ 1,104,791,354 | |||||
Distributable earnings (loss) | 596,286,930 | 2,926,794,238 | 4,456,576,451 | 1,490,250,909 | (1,064,332,722) | 213,306,889 | |||||
Net assets | $ 5,723,106,771 | $ 9,664,722,482 | $ 15,628,005,330 | $ 5,026,696,413 | $ 4,208,668,884 | $ 1,318,098,243 | |||||
Shares authorized | 1,540,000,000 | 825,000,000 | 1,270,000,000 | 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 | $ 34.53 | $ 40.38 | $ 30.41 | $ 21.83 | $ 30.49 | $ 34.67 | |||||
Maximum offering price per share | 36.54 | 42.73 | 32.18 | 23.10 | 32.26 | 36.69 | |||||
Shares outstanding | 122,729,905 | 36,056,289 | 144,923,149 | 85,975,186 | 64,987,604 | 20,484,794 | |||||
Net Assets | $ 4,238,196,694 | $ 1,456,043,738 | $ 4,407,511,362 | $ 1,876,671,511 | $ 1,981,664,547 | $ 710,176,261 | |||||
Class C: Net asset value per share | $ 22.26 | $ 36.27 | $ 29.11 | $ 21.71 | $ 7.68 | $ 24.39 | |||||
Shares outstanding | 3,946,921 | 11,905,039 | 6,436,520 | 6,160,738 | 17,005,554 | 3,469,084 | |||||
Net Assets | $ 87,852,034 | $ 431,852,301 | $ ��187,341,634 | $ 133,760,615 | $ 130,590,086 | $ 84,595,200 | |||||
Class I: Net asset value per share | $ 34.84 | $ 40.55 | $ 30.23 | $ 21.67 | $ 33.77 | $ 37.68 | |||||
Shares outstanding | 14,742,412 | 87,053,611 | 128,477,907 | 71,371,107 | 27,870,521 | 8,756,194 | |||||
Net Assets | $ 513,601,338 | $ 3,529,589,467 | $ 3,883,536,378 | $ 1,546,286,586 | $ 941,201,983 | $ 329,896,468 | |||||
Class R3: Net asset value per share | $ 39.62 | $ 40.90 | $ 30.95 | $ 21.88 | $ 30.04 | $ 35.46 | |||||
Shares outstanding | 758,999 | 1,329,879 | 1,762,963 | 1,294,952 | 982,800 | 700,723 | |||||
Net Assets | $ 30,073,782 | $ 54,393,233 | $ 54,564,826 | $ 28,332,483 | $ 29,520,391 | $ 24,848,933 | |||||
Class R4: Net asset value per share | $ 41.74 | $ 41.74 | $ 31.22 | $ 21.91 | $ 33.76 | $ 38.59 | |||||
Shares outstanding | 646,453 | 3,775,905 | 3,006,726 | 1,788,334 | 1,255,597 | 414,723 | |||||
Net Assets | $ 26,983,632 | $ 157,597,021 | $ 93,864,015 | $ 39,191,273 | $ 42,391,285 | $ 16,006,192 | |||||
Class R5: Net asset value per share | $ 42.91 | $ 40.89 | $ 31.37 | $ 22.05 | $ 37.13 | $ 41.63 | |||||
Shares outstanding | 650,583 | 3,587,047 | 7,439,828 | 3,350,500 | 371,197 | 242,678 | |||||
Net Assets | $ 27,917,270 | $ 146,672,264 | $ 233,376,811 | $ 73,875,981 | $ 13,784,243 | $ 10,101,726 |
75 |
October 31, 2022
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 R6: Net asset value per share | $ 43.28 | $ 41.10 | $ 31.37 | $ 22.12 | $ 38.28 | $ 42.53 | |||||
Shares outstanding | 638,760 | 25,781,942 | 20,177,389 | 4,460,626 | 1,032,035 | 1,302,424 | |||||
Net Assets | $ 27,643,975 | $ 1,059,701,739 | $ 632,954,176 | $ 98,651,510 | $ 39,511,422 | $ 55,391,943 | |||||
Class Y: Net asset value per share | $ 43.22 | $ 41.07 | $ 31.38 | $ 22.12 | $ 38.16 | $ 42.40 | |||||
Shares outstanding | 1,720,441 | 12,881,593 | 22,781,177 | 5,589,376 | 8,733,532 | 1,230,417 | |||||
Net Assets | $ 74,365,198 | $ 529,017,029 | $ 714,793,422 | $ 123,645,420 | $ 333,298,688 | $ 52,172,348 | |||||
Class F: Net asset value per share | $ 34.85 | $ 40.60 | $ 30.20 | $ 21.66 | $ 34.05 | $ 37.93 | |||||
Shares outstanding | 19,986,513 | 56,647,418 | 179,462,742 | 51,065,240 | 20,460,918 | 920,260 | |||||
Net Assets | $ 696,472,848 | $ 2,299,855,690 | $ 5,420,062,706 | $ 1,106,281,034 | $ 696,706,239 | $ 34,909,172 | |||||
Cost of investments | $ 5,326,903,734 | $ 7,055,021,952 | $ 11,811,290,933 | $ 4,099,033,500 | $ 4,640,675,754 | $ 1,108,334,467 | |||||
Cost of foreign currency | $ 1,220 | $ — | $ — | $ 648,006 | $ — | $ 360,114 | |||||
(1) Includes Investment in securities on loan, at market value | $ 16,267,500 | $ — | $ — | $ 60,047,216 | $ 24,720,680 | $ 6,393,818 |
76 |
October 31, 2022
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) | $ 7,669,580,831 | $ 881,162,721 | $ 240,872,209 | $ 498,253,204 | $ 124,804,608 | $ 641,270,501 | |||||
Repurchase agreements | — | 3,479,446 | 2,479,802 | 4,704,763 | 1,293,076 | 21,856,986 | |||||
Investments in affiliated investments, at market value | 121,387,095 | — | — | — | — | — | |||||
Cash | — | 728,984 | 615,707 | 1,109,116 | 300,085 | 5,058,880 | |||||
Cash collateral held for securities on loan | 9,117,816 | — | — | 108,561 | — | — | |||||
Receivables: | |||||||||||
From affiliates | — | — | 3,452 | — | 4,100 | — | |||||
Investment securities sold | 30,842,442 | 19,378,952 | — | 2,924,255 | — | — | |||||
Fund shares sold | 6,736,517 | 1,991,317 | 1,211,032 | 511,592 | 25,112 | 748,846 | |||||
Dividends and interest | 1,323,366 | 269,128 | 272,414 | 70,451 | 76,160 | 82,752 | |||||
Securities lending income | 37,789 | — | — | 211 | 21 | 248 | |||||
Tax reclaims | — | — | 53,818 | — | — | — | |||||
Other assets | 117,915 | 72,886 | 40,528 | 47,814 | 50,480 | 55,590 | |||||
Total assets | 7,839,143,771 | 907,083,434 | 245,548,962 | 507,729,967 | 126,553,642 | 669,073,803 | |||||
Liabilities: | |||||||||||
Due to custodian | 7,099,021 | — | — | — | — | — | |||||
Obligation to return securities lending collateral | 182,356,313 | — | — | 2,171,213 | — | — | |||||
Payables: | |||||||||||
Investment securities purchased | 15,641,552 | 18,271,886 | — | 3,884,407 | — | 2,203,073 | |||||
Fund shares redeemed | 28,325,914 | 966,839 | 486,615 | 748,109 | 305,696 | 561,588 | |||||
Investment management fees | 4,474,980 | 504,269 | 87,732 | 314,032 | 70,738 | 436,495 | |||||
Transfer agent fees | 1,199,943 | 106,946 | 55,976 | 113,252 | 25,200 | 112,600 | |||||
Accounting services fees | 214,956 | 25,601 | 7,574 | 16,801 | 3,842 | 20,219 | |||||
Board of Directors' fees | 32,172 | 3,072 | 825 | 1,939 | 446 | 2,407 | |||||
Distribution fees | 134,128 | 16,673 | 7,656 | 7,676 | 2,193 | 14,517 | |||||
Accrued expenses | 320,875 | 66,011 | 28,471 | 34,583 | 27,573 | 71,329 | |||||
Total liabilities | 239,799,854 | 19,961,297 | 674,849 | 7,292,012 | 435,688 | 3,422,228 | |||||
Net assets | $ 7,599,343,917 | $ 887,122,137 | $ 244,874,113 | $ 500,437,955 | $ 126,117,954 | $ 665,651,575 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 6,235,676,687 | $ 729,135,558 | $ 195,288,714 | $ 454,643,208 | $ 115,905,837 | $ 782,520,149 | |||||
Distributable earnings (loss) | 1,363,667,230 | 157,986,579 | 49,585,399 | 45,794,747 | 10,212,117 | (116,868,574) | |||||
Net assets | $ 7,599,343,917 | $ 887,122,137 | $ 244,874,113 | $ 500,437,955 | $ 126,117,954 | $ 665,651,575 | |||||
Shares authorized | 1,105,000,000 | 485,000,000 | 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 | $ 24.51 | $ 16.14 | $ 23.65 | $ 37.07 | $ 11.40 | $ 16.30 | |||||
Maximum offering price per share | 25.94 | 17.08 | 25.03 | 39.23 | 12.06 | 17.25 | |||||
Shares outstanding | 93,974,881 | 22,797,597 | 7,330,260 | 4,404,849 | 4,511,632 | 19,635,266 | |||||
Net Assets | $ 2,303,789,688 | $ 368,039,964 | $ 173,357,836 | $ 163,292,965 | $ 51,421,656 | $ 319,970,670 | |||||
Class C: Net asset value per share | $ 13.88 | $ 12.36 | $ 19.79 | $ 20.14 | $ 9.69 | $ 7.45 | |||||
Shares outstanding | 15,053,771 | 569,650 | 173,763 | 109,116 | 198,471 | 628,214 | |||||
Net Assets | $ 208,962,720 | $ 7,040,809 | $ 3,439,467 | $ 2,197,307 | $ 1,922,202 | $ 4,678,095 | |||||
Class I: Net asset value per share | $ 25.85 | $ 16.36 | $ 23.32 | $ 40.17 | $ 11.44 | $ 18.06 | |||||
Shares outstanding | 66,227,100 | 2,296,646 | 1,312,171 | 1,646,670 | 1,871,558 | 1,761,801 | |||||
Net Assets | $ 1,712,200,911 | $ 37,582,269 | $ 30,598,002 | $ 66,149,935 | $ 21,401,908 | $ 31,818,643 | |||||
Class R3: Net asset value per share | $ 28.24 | $ 17.10 | $ 24.07 | $ 35.99 | $ 11.90 | $ 18.45 | |||||
Shares outstanding | 2,162,666 | 357,270 | 39,026 | 169,709 | 63,830 | 555,580 | |||||
Net Assets | $ 61,073,222 | $ 6,107,826 | $ 939,175 | $ 6,107,530 | $ 759,532 | $ 10,249,683 | |||||
Class R4: Net asset value per share | $ 30.20 | $ 17.59 | $ 24.36 | $ 39.30 | $ 12.10 | $ 20.59 | |||||
Shares outstanding | 2,850,881 | 518,575 | 209,779 | 297,302 | 3,442 | 439,126 | |||||
Net Assets | $ 86,083,151 | $ 9,121,406 | $ 5,111,196 | $ 11,683,847 | $ 41,643 | $ 9,039,759 | |||||
Class R5: Net asset value per share | $ 31.72 | $ 17.91 | $ 24.64 | $ 42.94 | $ 12.08 | $ 22.66 | |||||
Shares outstanding | 2,932,351 | 112,740 | 13,667 | 479,546 | 145,446 | 203,158 | |||||
Net Assets | $ 93,004,572 | $ 2,019,468 | $ 336,736 | $ 20,590,865 | $ 1,756,280 | $ 4,603,283 |
77 |
October 31, 2022
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 R6: Net asset value per share | $ 32.27 | $ 16.37 | $ 24.72 | $ 43.99 | $ 12.07 | $ 23.44 | |||||
Shares outstanding | 23,505,613 | 650 | 478,768 | 1,313,975 | 647,881 | 280,780 | |||||
Net Assets | $ 758,617,322 | $ 10,642 | $ 11,833,627 | $ 57,806,599 | $ 7,821,411 | $ 6,580,356 | |||||
Class Y: Net asset value per share | $ 32.19 | $ 17.96 | $ 24.67 | $ 43.94 | $ 12.05 | $ 23.34 | |||||
Shares outstanding | 13,626,214 | 435,218 | 274,142 | 3,300,762 | 239,613 | 1,676,408 | |||||
Net Assets | $ 438,594,894 | $ 7,814,387 | $ 6,762,575 | $ 145,027,048 | $ 2,887,342 | $ 39,131,465 | |||||
Class F: Net asset value per share | $ 26.02 | $ 16.37 | $ 23.22 | $ 40.50 | $ 11.43 | $ 18.27 | |||||
Shares outstanding | 74,431,076 | 27,451,969 | 538,025 | 681,102 | 3,333,210 | 13,114,167 | |||||
Net Assets | $ 1,937,017,437 | $ 449,385,366 | $ 12,495,499 | $ 27,581,859 | $ 38,105,980 | $ 239,579,621 | |||||
Cost of investments | $ 6,778,722,359 | $ 793,893,562 | $ 208,738,937 | $ 420,786,578 | $ 122,221,348 | $ 649,825,368 | |||||
Cost of investments in affiliated investments | $ 144,565,239 | $ — | $ — | $ — | $ — | $ — | |||||
Cost of foreign currency | $ — | $ — | $ — | $ — | $ — | $ — | |||||
(1) Includes Investment in securities on loan, at market value | $ 179,370,461 | $ — | $ — | $ 2,045,606 | $ — | $ — |
78 |
For the Year Ended October 31, 2022
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 | $ 88,151,648 | $ 160,810,566 | $ 327,262,765 | $ 139,217,427 | $ 15,377,363 | $ 14,248,290 | |||||
Interest | 1,197,187 | 487,509 | 4,624,204 | 1,576,297 | 703,343 | 197,498 | |||||
Securities lending | 107,188 | 38 | 332 | 87,977 | 107,622 | 231,937 | |||||
Less: Foreign tax withheld | (467,436) | — | (2,686,659) | (1,168,464) | (68,571) | (348,597) | |||||
Total investment income, net | 88,988,587 | 161,298,113 | 329,200,642 | 139,713,237 | 16,119,757 | 14,329,128 | |||||
Expenses: | |||||||||||
Investment management fees | 43,744,020 | 36,928,848 | 91,787,234 | 30,000,402 | 39,918,112 | 12,324,123 | |||||
Transfer agent fees | |||||||||||
Class A | 5,099,389 | 1,449,512 | 3,962,825 | 1,485,216 | 2,633,941 | 900,498 | |||||
Class C | 161,918 | 453,890 | 207,896 | 148,521 | 231,743 | 143,982 | |||||
Class I | 518,060 | 4,023,301 | 3,331,226 | 1,379,446 | 1,414,063 | 388,778 | |||||
Class R3 | 80,837 | 140,341 | 129,979 | 64,303 | 81,683 | 58,283 | |||||
Class R4 | 50,468 | 292,166 | 163,192 | 71,117 | 84,431 | 32,669 | |||||
Class R5 | 32,608 | 189,605 | 268,715 | 81,401 | 19,866 | 12,615 | |||||
Class R6 | 1,213 | 29,322 | 22,126 | 3,535 | 2,093 | 448 | |||||
Class Y | 108,781 | 659,450 | 896,509 | 109,922 | 427,927 | 107,253 | |||||
Class F | 3,699 | 28,389 | 31,185 | 8,908 | 6,611 | 536 | |||||
Distribution fees | |||||||||||
Class A | 12,125,918 | 3,916,123 | 11,507,280 | 4,641,967 | 6,510,873 | 1,898,516 | |||||
Class C | 1,134,779 | 5,053,784 | 1,845,813 | 1,442,668 | 1,974,061 | 1,054,159 | |||||
Class R3 | 184,544 | 319,739 | 302,132 | 150,630 | 190,750 | 134,573 | |||||
Class R4 | 77,901 | 486,272 | 249,921 | 104,979 | 136,293 | 51,466 | |||||
Custodian fees | 25,342 | 40,598 | 62,782 | 18,376 | 65,115 | 40,653 | |||||
Registration and filing fees | 183,164 | 369,055 | 630,750 | 229,818 | 306,894 | 147,165 | |||||
Accounting services fees | 935,628 | 1,577,937 | 2,171,799 | 697,537 | 808,772 | 218,016 | |||||
Board of Directors' fees | 167,266 | 289,046 | 413,867 | 129,130 | 140,250 | 36,935 | |||||
Audit and tax fees | 54,279 | 20,951 | 21,109 | 21,158 | 36,443 | 24,450 | |||||
Other expenses | 487,190 | 794,905 | 1,114,837 | 377,491 | 449,731 | 147,909 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 65,177,004 | 57,063,234 | 119,121,177 | 41,166,525 | 55,439,652 | 17,723,027 | |||||
Transfer agent fee waivers | — | (52,063) | (452,170) | — | — | — | |||||
Distribution fee reimbursements | (214,779) | (86,054) | (116,973) | (16,927) | (201,171) | (25,691) | |||||
Commission recapture | (64,181) | (8,389) | (46,074) | (26,552) | (142,150) | (6,241) | |||||
Total waivers, reimbursements and fees paid indirectly | (278,960) | (146,506) | (615,217) | (43,479) | (343,321) | (31,932) | |||||
Total expenses | 64,898,044 | 56,916,728 | 118,505,960 | 41,123,046 | 55,096,331 | 17,691,095 | |||||
Net Investment Income (Loss) | 24,090,543 | 104,381,385 | 210,694,682 | 98,590,191 | (38,976,574) | (3,361,967) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 323,158,296 | 261,921,622 | 694,901,386 | 529,616,656 | (609,174,897) | 12,441,669 | |||||
Futures contracts | (36,942,270) | — | — | — | — | — | |||||
Foreign currency contracts | — | — | — | — | — | (123) | |||||
Other foreign currency transactions | (63,023) | — | — | 8,745 | (35,639) | (66,490) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 286,153,003 | 261,921,622 | 694,901,386 | 529,625,401 | (609,210,536) | 12,375,056 | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (1,609,628,075) | (2,322,465,638) | (1,873,667,525) | (612,837,533) | (2,276,283,476) | (233,110,398) | |||||
Futures contracts | (10,490,121) | — | — | — | — | — | |||||
Translation of other assets and liabilities in foreign currencies | (43,707) | — | — | (202,181) | (2,777) | (12,261) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (1,620,161,903) | (2,322,465,638) | (1,873,667,525) | (613,039,714) | (2,276,286,253) | (233,122,659) |
79 |
For the Year Ended October 31, 2022
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 | (1,334,008,900) | (2,060,544,016) | (1,178,766,139) | (83,414,313) | (2,885,496,789) | (220,747,603) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (1,309,918,357) | $ (1,956,162,631) | $ (968,071,457) | $ 15,175,878 | $ (2,924,473,363) | $ (224,109,570) |
80 |
For the Year Ended October 31, 2022
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 | $ 73,536,118 | $ 12,820,495 | $ 6,066,284 | $ 3,210,156 | $ 3,431,895 | $ 4,107,779 | |||||
Interest | 69,899 | 65,034 | 53,735 | 48,543 | 5,799 | 145,467 | |||||
Securities lending | 614,164 | 7,652 | — | 14,357 | 3,741 | 55,988 | |||||
Less: Foreign tax withheld | (17,336) | (96,276) | (67,755) | — | (11,983) | — | |||||
Total investment income, net | 74,202,845 | 12,796,905 | 6,052,264 | 3,273,056 | 3,429,452 | 4,309,234 | |||||
Expenses: | |||||||||||
Investment management fees | 72,260,680 | 6,271,942 | 1,074,105 | 4,676,358 | 1,029,469 | 6,030,361 | |||||
Transfer agent fees | |||||||||||
Class A | 2,940,338 | 547,112 | 274,405 | 387,933 | 108,132 | 580,437 | |||||
Class C | 340,708 | 14,863 | 8,515 | 7,286 | 6,292 | 14,520 | |||||
Class I | 3,512,781 | 29,244 | 26,130 | 75,048 | 39,866 | 51,743 | |||||
Class R3 | 167,712 | 14,339 | 2,245 | 14,842 | 2,094 | 26,274 | |||||
Class R4 | 215,166 | 16,390 | 7,491 | 24,488 | 269 | 18,028 | |||||
Class R5 | 197,346 | 2,435 | 575 | 50,665 | 1,708 | 6,377 | |||||
Class R6 | 29,638 | — | 278 | 2,802 | 268 | 226 | |||||
Class Y | 692,537 | 13,663 | 3,722 | 191,800 | 2,915 | 24,768 | |||||
Class F | 47,346 | 5,773 | 206 | 398 | 291 | 3,810 | |||||
Distribution fees | |||||||||||
Class A | 6,964,577 | 920,733 | 451,044 | 484,287 | 139,947 | 948,794 | |||||
Class C | 2,808,476 | 80,616 | 36,287 | 40,925 | 25,311 | 62,590 | |||||
Class R3 | 382,494 | 32,638 | 5,116 | 33,972 | 4,760 | 59,819 | |||||
Class R4 | 319,564 | 24,397 | 11,916 | 37,161 | 403 | 26,553 | |||||
Custodian fees | 102,524 | 4,225 | 2,007 | 6,504 | 6,484 | 23,034 | |||||
Registration and filing fees | 251,850 | 147,000 | 119,847 | 127,803 | 128,185 | 170,609 | |||||
Accounting services fees | 1,435,389 | 142,032 | 47,581 | 105,052 | 29,313 | 122,441 | |||||
Board of Directors' fees | 241,893 | 23,434 | 6,318 | 15,110 | 3,720 | 18,774 | |||||
Audit and tax fees | 21,007 | 25,375 | 21,065 | 20,996 | 21,263 | 29,834 | |||||
Other expenses | 959,870 | 184,136 | 35,208 | 54,423 | 26,982 | 154,042 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 93,891,896 | 8,500,347 | 2,134,061 | 6,357,853 | 1,577,672 | 8,373,034 | |||||
Expense waivers | — | — | (26,593) | — | (30,962) | — | |||||
Transfer agent fee waivers | (635,243) | — | — | (75,079) | — | — | |||||
Distribution fee reimbursements | (89,197) | (8,145) | (10,227) | (18,327) | (5,898) | (18,871) | |||||
Commission recapture | (102,352) | (16,317) | (560) | (7,578) | (1,908) | (23,601) | |||||
Total waivers, reimbursements and fees paid indirectly | (826,792) | (24,462) | (37,380) | (100,984) | (38,768) | (42,472) | |||||
Total expenses | 93,065,104 | 8,475,885 | 2,096,681 | 6,256,869 | 1,538,904 | 8,330,562 | |||||
Net Investment Income (Loss) | (18,862,259) | 4,321,020 | 3,955,583 | (2,983,813) | 1,890,548 | (4,021,328) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | 683,964,438 | 73,489,920 | 11,495,734 | (32,221,344) | 8,029,836 | (125,644,852) | |||||
Investments in affiliated investments | (9,968,362) | — | — | — | — | — | |||||
Other foreign currency transactions | — | — | (145) | — | (198) | — | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 673,996,076 | 73,489,920 | 11,495,589 | (32,221,344) | 8,029,638 | (125,644,852) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | (3,609,217,257) | (114,419,726) | (26,414,806) | (197,748,237) | (22,441,354) | (162,580,738) | |||||
Investments in affiliated investments | (30,190,021) | — | — | — | — | — | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (3,639,407,278) | (114,419,726) | (26,414,806) | (197,748,237) | (22,441,354) | (162,580,738) | |||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (2,965,411,202) | (40,929,806) | (14,919,217) | (229,969,581) | (14,411,716) | (288,225,590) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (2,984,273,461) | $ (36,608,786) | $ (10,963,634) | $ (232,953,394) | $ (12,521,168) | $ (292,246,918) |
81 |
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 24,090,543 | $ 12,609,296 | $ 104,381,385 | $ 79,881,660 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 286,153,003 | 1,117,743,666 | 261,921,622 | 366,960,795 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,620,161,903) | 961,196,796 | (2,322,465,638) | 2,963,652,462 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,309,918,357) | 2,091,549,758 | (1,956,162,631) | 3,410,494,917 | |||
Distributions to Shareholders: | |||||||
Class A | (796,677,684) | (256,624,217) | (51,017,295) | (7,166,565) | |||
Class C | (29,128,173) | (12,630,524) | (16,212,320) | — | |||
Class I | (102,158,238) | (33,651,291) | (152,148,957) | (26,510,048) | |||
Class R3 | (5,487,633) | (1,911,571) | (1,879,952) | (145,253) | |||
Class R4 | (4,376,163) | (1,459,215) | (6,771,984) | (972,045) | |||
Class R5 | (4,206,771) | (1,629,937) | (6,967,996) | (1,462,901) | |||
Class R6 | (4,348,041) | (638,212) | (34,560,184) | (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 | (1,087,977,278) | (355,947,733) | (404,797,235) | (70,885,946) | |||
Capital Share Transactions: | |||||||
Sold | 311,222,644 | 338,608,621 | 2,598,490,371 | 3,592,112,670 | |||
Issued on reinvestment of distributions | 1,052,622,491 | 343,956,936 | 386,652,441 | 67,490,064 | |||
Redeemed | (978,028,941) | (1,039,938,487) | (3,624,085,413) | (2,927,339,187) | |||
Net increase (decrease) from capital share transactions | 385,816,194 | (357,372,930) | (638,942,601) | 732,263,547 | |||
Net Increase (Decrease) in Net Assets | (2,012,079,441) | 1,378,229,095 | (2,999,902,467) | 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 | $ 5,723,106,771 | $ 7,735,186,212 | $ 9,664,722,482 | $ 12,664,624,949 |
82 |
The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 210,694,682 | $ 153,413,163 | $ 98,590,191 | $ 77,254,659 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 694,901,386 | 700,951,873 | 529,625,401 | 364,677,577 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (1,873,667,525) | 3,492,438,056 | (613,039,714) | 993,091,679 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (968,071,457) | 4,346,803,092 | 15,175,878 | 1,435,023,915 | |||
Distributions to Shareholders: | |||||||
Class A | (269,880,132) | (124,272,767) | (162,568,145) | (41,652,685) | |||
Class C | (9,041,795) | (3,956,164) | (12,492,883) | (3,698,845) | |||
Class I | (200,183,734) | (71,985,276) | (124,787,388) | (33,459,498) | |||
Class R3 | (3,403,765) | (1,696,101) | (2,733,877) | (781,704) | |||
Class R4 | (5,762,217) | (2,690,217) | (3,872,094) | (1,147,861) | |||
Class R5 | (15,325,417) | (6,848,052) | (7,100,587) | (2,137,950) | |||
Class R6 | (29,887,062) | (9,408,231) | (7,472,847) | (2,007,112) | |||
Class Y | (53,664,884) | (30,895,801) | (10,565,778) | (2,882,683) | |||
Class F | (301,110,451) | (117,659,277) | (103,493,641) | (30,248,716) | |||
Total distributions | (888,259,457) | (369,411,886) | (435,087,240) | (118,017,054) | |||
Capital Share Transactions: | |||||||
Sold | 5,411,538,165 | 4,029,585,831 | 1,130,238,868 | 771,725,035 | |||
Issued on reinvestment of distributions | 846,009,458 | 354,750,045 | 420,406,777 | 113,763,031 | |||
Redeemed | (3,440,313,459) | (2,883,515,258) | (999,150,768) | (999,427,216) | |||
Net increase (decrease) from capital share transactions | 2,817,234,164 | 1,500,820,618 | 551,494,877 | (113,939,150) | |||
Net Increase (Decrease) in Net Assets | 960,903,250 | 5,478,211,824 | 131,583,515 | 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 | $ 15,628,005,330 | $ 14,667,102,080 | $ 5,026,696,413 | $ 4,895,112,898 |
83 |
The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (38,976,574) | $ (54,382,771) | $ (3,361,967) | $ (5,610,496) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (609,210,536) | 1,724,280,446 | 12,375,056 | 183,832,310 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (2,276,286,253) | 264,840,372 | (233,122,659) | 154,285,853 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,924,473,363) | 1,934,738,047 | (224,109,570) | 332,507,667 | |||
Distributions to Shareholders: | |||||||
Class A | (697,296,082) | (423,673,541) | (86,099,036) | (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 | (4,087,401) | (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 | (1,555,126,426) | (941,003,003) | (166,428,188) | (184,337,833) | |||
Capital Share Transactions: | |||||||
Sold | 858,424,489 | 1,412,684,010 | 186,449,080 | 254,406,423 | |||
Issued on reinvestment of distributions | 1,448,388,944 | 867,858,722 | 157,999,398 | 175,117,607 | |||
Redeemed | (1,702,013,695) | (1,585,916,069) | (364,441,921) | (314,733,008) | |||
Net increase (decrease) from capital share transactions | 604,799,738 | 694,626,663 | (19,993,443) | 114,791,022 | |||
Net Increase (Decrease) in Net Assets | (3,874,800,051) | 1,688,361,707 | (410,531,201) | 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 | $ 4,208,668,884 | $ 8,083,468,935 | $ 1,318,098,243 | $ 1,728,629,444 |
84 |
The Hartford MidCap Fund | The Hartford MidCap Value Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ (18,862,259) | $ 68,229,033 | $ 4,321,020 | $ 1,874,621 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 673,996,076 | 1,707,213,123 | 73,489,920 | 100,036,552 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (3,639,407,278) | 2,690,020,087 | (114,419,726) | 189,407,923 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,984,273,461) | 4,465,462,243 | (36,608,786) | 291,319,096 | |||
Distributions to Shareholders: | |||||||
Class A | (400,817,525) | (347,506,316) | (25,970,524) | (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) | (688,694) | (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) | (1,035,457) | (91,721) | |||
Class F | (329,341,310) | (294,576,639) | (32,934,199) | (2,424,869) | |||
Total distributions | (1,535,041,708) | (1,544,551,438) | (63,937,363) | (3,497,022) | |||
Capital Share Transactions: | |||||||
Sold | 1,224,843,197 | 2,014,553,894 | 201,258,916 | 146,817,585 | |||
Issued on reinvestment of distributions | 1,475,446,801 | 1,483,163,109 | 63,651,091 | 3,487,144 | |||
Redeemed | (4,507,922,919) | (5,460,496,113) | (152,585,797) | (162,560,509) | |||
Net increase (decrease) from capital share transactions | (1,807,632,921) | (1,962,779,110) | 112,324,210 | (12,255,780) | |||
Net Increase (Decrease) in Net Assets | (6,326,948,090) | 958,131,695 | 11,778,061 | 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 | $ 7,599,343,917 | $ 13,926,292,007 | $ 887,122,137 | $ 875,344,076 |
85 |
Hartford Quality Value Fund | The Hartford Small Cap Growth Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 3,955,583 | $ 3,150,999 | $ (2,983,813) | $ (4,024,977) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 11,495,589 | 13,598,905 | (32,221,344) | 174,617,463 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (26,414,806) | 56,452,184 | (197,748,237) | 106,905,409 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (10,963,634) | 73,202,088 | (232,953,394) | 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 | 57,551,280 | 21,527,878 | 121,488,714 | 158,407,323 | |||
Issued on reinvestment of distributions | 14,094,650 | 3,936,286 | 143,128,875 | 58,369,869 | |||
Redeemed | (33,771,339) | (31,941,068) | (271,010,011) | (342,794,035) | |||
Net increase (decrease) from capital share transactions | 37,874,591 | (6,476,904) | (6,392,422) | (126,016,843) | |||
Net Increase (Decrease) in Net Assets | 12,594,899 | 62,721,978 | (390,145,730) | 90,562,734 | |||
Net Assets: | |||||||
Beginning of period | 232,279,214 | 169,557,236 | 890,583,685 | 800,020,951 | |||
End of period | $ 244,874,113 | $ 232,279,214 | $ 500,437,955 | $ 890,583,685 |
86 |
Hartford Small Cap Value Fund | The Hartford Small Company Fund | ||||||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,890,548 | $ 1,454,248 | $ (4,021,328) | $ (8,422,124) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 8,029,638 | 17,243,277 | (125,644,852) | 219,723,239 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (22,441,354) | 29,174,321 | (162,580,738) | 8,069,059 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (12,521,168) | 47,871,846 | (292,246,918) | 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 | 40,824,744 | 82,135,100 | 174,178,611 | 307,799,887 | |||
Issued on reinvestment of distributions | 11,837,402 | 1,094,882 | 202,875,469 | 76,133,999 | |||
Redeemed | (78,738,919) | (32,701,037) | (208,785,813) | (262,911,327) | |||
Net increase (decrease) from capital share transactions | (26,076,773) | 50,528,945 | 168,268,267 | 121,022,559 | |||
Net Increase (Decrease) in Net Assets | (50,547,110) | 97,300,790 | (328,251,470) | 263,686,632 | |||
Net Assets: | |||||||
Beginning of period | 176,665,064 | 79,364,274 | 993,903,045 | 730,216,413 | |||
End of period | $ 126,117,954 | $ 176,665,064 | $ 665,651,575 | $ 993,903,045 |
87 |
— 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 Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 48.89 | $ 0.12 | $ (7.60) | $ (7.48) | $ (0.05) | $ (6.83) | $ (6.88) | $ 34.53 | (17.73)% | $ 4,238,197 | 1.05% | 1.04% | 0.31% | 82% | ||||||||||||||
C | 34.14 | (0.12) | (4.93) | (5.05) | — | (6.83) | (6.83) | 22.26 | (18.35) | 87,852 | 1.84 | 1.84 | (0.49) | 82 | ||||||||||||||
I | 49.25 | 0.22 | (7.64) | (7.42) | (0.16) | (6.83) | (6.99) | 34.84 | (17.49) | 513,601 | 0.78 | 0.78 | 0.57 | 82 | ||||||||||||||
R3 | 55.21 | (0.03) | (8.73) | (8.76) | — | (6.83) | (6.83) | 39.62 | (18.03) | 30,074 | 1.41 | 1.41 | (0.06) | 82 | ||||||||||||||
R4 | 57.63 | 0.12 | (9.18) | (9.06) | — | (6.83) | (6.83) | 41.74 | (17.77) | 26,984 | 1.10 | 1.10 | 0.25 | 82 | ||||||||||||||
R5 | 59.02 | 0.26 | (9.41) | (9.15) | (0.13) | (6.83) | (6.96) | 42.91 | (17.51) | 27,917 | 0.80 | 0.80 | 0.56 | 82 | ||||||||||||||
R6 | 59.48 | 0.31 | (9.49) | (9.18) | (0.19) | (6.83) | (7.02) | 43.28 | (17.44) | 27,644 | 0.70 | 0.70 | 0.66 | 82 | ||||||||||||||
Y | 59.41 | 0.26 | (9.48) | (9.22) | (0.14) | (6.83) | (6.97) | 43.22 | (17.52) | 74,365 | 0.80 | 0.80 | 0.54 | 82 | ||||||||||||||
F | 49.26 | 0.25 | (7.64) | (7.39) | (0.19) | (6.83) | (7.02) | 34.85 | (17.42) | 696,473 | 0.69 | 0.69 | 0.66 | 82 | ||||||||||||||
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 (4) | 12.84 (4) | (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 (4) | 14.81 (4) | (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 (4) | 15.31 (4) | (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 |
88 |
— 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 | ||||||||||||||
Hartford Core Equity Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 49.41 | $ 0.33 | $ (7.87) | $ (7.54) | $ (0.24) | $ (1.25) | $ (1.49) | $ 40.38 | (15.79)% | $ 1,456,044 | 0.70% | 0.70% | 0.75% | 15% | ||||||||||||||
C | 44.63 | (0.00) (5) | (7.11) | (7.11) | — | (1.25) | (1.25) | 36.27 | (16.43) | 431,852 | 1.45 | 1.45 | (0.00) (6) | 15 | ||||||||||||||
I | 49.59 | 0.45 | (7.89) | (7.44) | (0.35) | (1.25) | (1.60) | 40.55 | (15.57) | 3,529,589 | 0.46 | 0.46 | 0.99 | 15 | ||||||||||||||
R3 | 50.06 | 0.17 | (8.00) | (7.83) | (0.08) | (1.25) | (1.33) | 40.90 | (16.11) | 54,393 | 1.08 | 1.07 | 0.37 | 15 | ||||||||||||||
R4 | 51.01 | 0.34 | (8.14) | (7.80) | (0.22) | (1.25) | (1.47) | 41.74 | (15.80) | 157,597 | 0.76 | 0.73 | 0.71 | 15 | ||||||||||||||
R5 | 49.99 | 0.44 | (7.95) | (7.51) | (0.34) | (1.25) | (1.59) | 40.89 | (15.58) | 146,672 | 0.46 | 0.46 | 0.98 | 15 | ||||||||||||||
R6 | 50.24 | 0.50 | (8.00) | (7.50) | (0.39) | (1.25) | (1.64) | 41.10 | (15.51) | 1,059,702 | 0.36 | 0.36 | 1.10 | 15 | ||||||||||||||
Y | 50.20 | 0.45 | (7.98) | (7.53) | (0.35) | (1.25) | (1.60) | 41.07 | (15.56) | 529,017 | 0.45 | 0.44 | 1.00 | 15 | ||||||||||||||
F | 49.65 | 0.49 | (7.90) | (7.41) | (0.39) | (1.25) | (1.64) | 40.60 | (15.51) | 2,299,856 | 0.36 | 0.36 | 1.08 | 15 | ||||||||||||||
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 | ||||||||||||||
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 |
89 |
— 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, 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 | ||||||||||||||
The Hartford Dividend and Growth Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 34.32 | $ 0.38 | $ (2.34) | $ (1.96) | $ (0.33) | $ (1.62) | $ (1.95) | $ 30.41 | (6.11)% | $ 4,407,511 | 0.96% | 0.96% | 1.18% | 18% | ||||||||||||||
C | 32.94 | 0.13 | (2.23) | (2.10) | (0.11) | (1.62) | (1.73) | 29.11 | (6.82) | 187,342 | 1.74 | 1.74 | 0.41 | 18 | ||||||||||||||
I | 34.12 | 0.45 | (2.31) | (1.86) | (0.41) | (1.62) | (2.03) | 30.23 | (5.86) | 3,883,536 | 0.72 | 0.72 | 1.43 | 18 | ||||||||||||||
R3 | 34.88 | 0.26 | (2.37) | (2.11) | (0.20) | (1.62) | (1.82) | 30.95 | (6.45) | 54,565 | 1.34 | 1.34 | 0.79 | 18 | ||||||||||||||
R4 | 35.17 | 0.36 | (2.39) | (2.03) | (0.30) | (1.62) | (1.92) | 31.22 | (6.16) | 93,864 | 1.04 | 1.04 | 1.10 | 18 | ||||||||||||||
R5 | 35.33 | 0.46 | (2.40) | (1.94) | (0.40) | (1.62) | (2.02) | 31.37 | (5.88) | 233,377 | 0.73 | 0.73 | 1.40 | 18 | ||||||||||||||
R6 | 35.34 | 0.50 | (2.41) | (1.91) | (0.44) | (1.62) | (2.06) | 31.37 | (5.80) | 632,954 | 0.63 | 0.63 | 1.52 | 18 | ||||||||||||||
Y | 35.34 | 0.48 | (2.40) | (1.92) | (0.42) | (1.62) | (2.04) | 31.38 | (5.82) | 714,793 | 0.73 | 0.68 | 1.45 | 18 | ||||||||||||||
F | 34.10 | 0.48 | (2.32) | (1.84) | (0.44) | (1.62) | (2.06) | 30.20 | (5.80) | 5,420,063 | 0.63 | 0.63 | 1.52 | 18 | ||||||||||||||
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 |
90 |
— 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, 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 | ||||||||||||||
For the Year Ended October 31, 2018 | ||||||||||||||||||||||||||||
A | $ 27.46 | $ 0.39 | $ 0.80 | $ 1.19 | $ (0.38) | $ (2.64) | $ (3.02) | $ 25.63 | 4.38% | $ 3,521,062 | 0.99% | 0.99% | 1.49% | 31% | ||||||||||||||
C | 26.62 | 0.19 | 0.77 | 0.96 | (0.19) | (2.64) | (2.83) | 24.75 | 3.58 | 228,076 | 1.76 | 1.75 | 0.76 | 31 | ||||||||||||||
I | 27.35 | 0.46 | 0.79 | 1.25 | (0.45) | (2.64) | (3.09) | 25.51 | 4.68 | 847,646 | 0.73 | 0.73 | 1.75 | 31 | ||||||||||||||
R3 | 27.78 | 0.30 | 0.81 | 1.11 | (0.28) | (2.64) | (2.92) | 25.97 | 4.03 | 72,723 | 1.35 | 1.35 | 1.13 | 31 | ||||||||||||||
R4 | 27.95 | 0.39 | 0.80 | 1.19 | (0.36) | (2.64) | (3.00) | 26.14 | 4.32 | 131,649 | 1.04 | 1.04 | 1.44 | 31 | ||||||||||||||
R5 | 28.05 | 0.47 | 0.82 | 1.29 | (0.45) | (2.64) | (3.09) | 26.25 | 4.65 | 146,918 | 0.74 | 0.74 | 1.74 | 31 | ||||||||||||||
R6 | 28.05 | 0.49 | 0.82 | 1.31 | (0.47) | (2.64) | (3.11) | 26.25 | 4.76 | 74,795 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
Y | 28.05 | 0.49 | 0.81 | 1.30 | (0.46) | (2.64) | (3.10) | 26.25 | 4.72 | 616,454 | 0.68 | 0.68 | 1.80 | 31 | ||||||||||||||
F | 27.33 | 0.48 | 0.80 | 1.28 | (0.47) | (2.64) | (3.11) | 25.50 | 4.77 | 2,591,584 | 0.64 | 0.64 | 1.84 | 31 | ||||||||||||||
The Hartford Equity Income Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 23.85 | $ 0.42 | $ (0.38) | $ 0.04 | $ (0.40) | $ (1.66) | $ (2.06) | $ 21.83 | 0.12% | $ 1,876,672 | 0.97% | 0.97% | 1.88% | 42% | ||||||||||||||
C | 23.72 | 0.24 | (0.37) | (0.13) | (0.22) | (1.66) | (1.88) | 21.71 | (0.64) | 133,761 | 1.75 | 1.75 | 1.10 | 42 | ||||||||||||||
I | 23.68 | 0.47 | (0.37) | 0.10 | (0.45) | (1.66) | (2.11) | 21.67 | 0.40 | 1,546,287 | 0.74 | 0.74 | 2.12 | 42 | ||||||||||||||
R3 | 23.89 | 0.34 | (0.38) | (0.04) | (0.31) | (1.66) | (1.97) | 21.88 | (0.25) | 28,332 | 1.36 | 1.35 | 1.50 | 42 | ||||||||||||||
R4 | 23.93 | 0.41 | (0.39) | 0.02 | (0.38) | (1.66) | (2.04) | 21.91 | 0.02 | 39,191 | 1.06 | 1.06 | 1.78 | 42 | ||||||||||||||
R5 | 24.07 | 0.48 | (0.39) | 0.09 | (0.45) | (1.66) | (2.11) | 22.05 | 0.34 | 73,876 | 0.75 | 0.75 | 2.10 | 42 | ||||||||||||||
R6 | 24.13 | 0.50 | (0.38) | 0.12 | (0.47) | (1.66) | (2.13) | 22.12 | 0.49 | 98,652 | 0.65 | 0.65 | 2.21 | 42 | ||||||||||||||
Y | 24.14 | 0.48 | (0.39) | 0.09 | (0.45) | (1.66) | (2.11) | 22.12 | 0.36 | 123,645 | 0.73 | 0.73 | 2.12 | 42 | ||||||||||||||
F | 23.68 | 0.49 | (0.38) | 0.11 | (0.47) | (1.66) | (2.13) | 21.66 | 0.46 | 1,106,281 | 0.64 | 0.64 | 2.21 | 42 |
91 |
— 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, 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 | ||||||||||||||
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 |
92 |
— 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 Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 62.10 | $ (0.31) | $ (19.34) | $ (19.65) | $ — | $ (11.96) | $ (11.96) | $ 30.49 | (38.47)% | $ 1,981,665 | 1.09% | 1.08% | (0.79)% | 95% | ||||||||||||||
C | 25.14 | (0.16) | (5.34) | (5.50) | — | (11.96) | (11.96) | 7.68 | (38.93) | 130,590 | 1.85 | 1.85 | (1.58) | 95 | ||||||||||||||
I | 67.29 | (0.24) | (21.32) | (21.56) | — | (11.96) | (11.96) | 33.77 | (38.31) | 941,202 | 0.84 | 0.84 | (0.56) | 95 | ||||||||||||||
R3 | 61.55 | (0.44) | (19.11) | (19.55) | — | (11.96) | (11.96) | 30.04 | (38.69) | 29,520 | 1.45 | 1.45 | (1.16) | 95 | ||||||||||||||
R4 | 67.45 | (0.36) | (21.37) | (21.73) | — | (11.96) | (11.96) | 33.76 | (38.50) | 42,391 | 1.14 | 1.14 | (0.85) | 95 | ||||||||||||||
R5 | 72.75 | (0.26) | (23.40) | (23.66) | — | (11.96) | (11.96) | 37.13 | (38.33) | 13,784 | 0.85 | 0.85 | (0.56) | 95 | ||||||||||||||
R6 | 74.55 | (0.22) | (24.09) | (24.31) | — | (11.96) | (11.96) | 38.28 | (38.26) | 39,511 | 0.74 | 0.74 | (0.45) | 95 | ||||||||||||||
Y | 74.41 | (0.26) | (24.03) | (24.29) | — | (11.96) | (11.96) | 38.16 | (38.32) | 333,299 | 0.84 | 0.84 | (0.54) | 95 | ||||||||||||||
F | 67.69 | (0.19) | (21.49) | (21.68) | — | (11.96) | (11.96) | 34.05 | (38.25) | 696,706 | 0.74 | 0.74 | (0.44) | 95 | ||||||||||||||
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 |
93 |
— 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 | ||||||||||||||
The Hartford Healthcare Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 44.57 | $ (0.10) | $ (5.43) | $ (5.53) | $ — | $ (4.37) | $ (4.37) | $ 34.67 | (13.39)% | $ 710,176 | 1.26% | 1.26% | (0.27)% | 33% | ||||||||||||||
C | 32.92 | (0.27) | (3.89) | (4.16) | — | (4.37) | (4.37) | 24.39 | (14.05) | 84,595 | 2.03 | 2.03 | (1.04) | 33 | ||||||||||||||
I | 47.93 | (0.00) (5) | (5.88) | (5.88) | — | (4.37) | (4.37) | 37.68 | (13.16) | 329,897 | 1.00 | 1.00 | (0.01) | 33 | ||||||||||||||
R3 | 45.63 | (0.23) | (5.57) | (5.80) | — | (4.37) | (4.37) | 35.46 | (13.70) | 24,849 | 1.61 | 1.61 | (0.62) | 33 | ||||||||||||||
R4 | 49.12 | (0.13) | (6.03) | (6.16) | — | (4.37) | (4.37) | 38.59 | (13.44) | 16,006 | 1.30 | 1.30 | (0.31) | 33 | ||||||||||||||
R5 | 52.49 | (0.01) | (6.48) | (6.49) | — | (4.37) | (4.37) | 41.63 | (13.18) | 10,102 | 1.01 | 1.01 | (0.02) | 33 | ||||||||||||||
R6 | 53.47 | (0.02) | (6.55) | (6.57) | — | (4.37) | (4.37) | 42.53 | (13.08) | 55,392 | 0.90 | 0.90 | (0.05) | 33 | ||||||||||||||
Y | 53.38 | 0.00 (5) | (6.61) | (6.61) | — | (4.37) | (4.37) | 42.40 | (13.19) | 52,172 | 1.00 | 1.00 | 0.01 | 33 | ||||||||||||||
F | 48.18 | 0.04 | (5.92) | (5.88) | — | (4.37) | (4.37) | 37.93 | (13.09) | 34,909 | 0.90 | 0.90 | 0.09 | 33 | ||||||||||||||
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) (5) | 10.65 | 10.65 | — | (5.17) | (5.17) | 53.47 | 23.33 | 6,091 | 0.89 | 0.89 | (0.00) (6) | 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) (5) | 9.65 | 9.65 | — | (5.17) | (5.17) | 48.18 | 23.34 | 46,477 | 0.89 | 0.89 | (0.00) (6) | 51 | ||||||||||||||
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 |
94 |
— 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, 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 (5) | 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 (7) | 39.22 | 0.02 | 2.04 | 2.06 | — | — | — | 41.28 | 5.25 (8) | 1,341 | 0.91 (9) | 0.91 (9) | 0.06 (9) | 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 | ||||||||||||||
The Hartford MidCap Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 37.01 | $ (0.10) | $ (8.08) | $ (8.18) | $ (0.16) | $ (4.16) | $ (4.32) | $ 24.51 | (24.83)% | $ 2,303,790 | 1.09% | 1.09% | (0.35)% | 44% | ||||||||||||||
C | 22.89 | (0.19) | (4.62) | (4.81) | (0.04) | (4.16) | (4.20) | 13.88 | (25.38) | 208,963 | 1.86 | 1.86 | (1.14) | 44 | ||||||||||||||
I | 38.77 | (0.04) | (8.49) | (8.53) | (0.23) | (4.16) | (4.39) | 25.85 | (24.63) | 1,712,201 | 0.87 | 0.86 | (0.12) | 44 | ||||||||||||||
R3 | 41.94 | (0.23) | (9.31) | (9.54) | — | (4.16) | (4.16) | 28.24 | (25.08) | 61,073 | 1.46 | 1.45 | (0.71) | 44 | ||||||||||||||
R4 | 44.51 | (0.15) | (9.91) | (10.06) | (0.09) | (4.16) | (4.25) | 30.20 | (24.83) | 86,083 | 1.16 | 1.14 | (0.42) | 44 | ||||||||||||||
R5 | 46.54 | (0.06) | (10.38) | (10.44) | (0.22) | (4.16) | (4.38) | 31.72 | (24.62) | 93,005 | 0.86 | 0.86 | (0.15) | 44 | ||||||||||||||
R6 | 47.29 | (0.03) | (10.55) | (10.58) | (0.28) | (4.16) | (4.44) | 32.27 | (24.56) | 758,617 | 0.74 | 0.74 | (0.08) | 44 | ||||||||||||||
Y | 47.18 | (0.04) | (10.53) | (10.57) | (0.26) | (4.16) | (4.42) | 32.19 | (24.58) | 438,595 | 0.84 | 0.79 | (0.10) | 44 | ||||||||||||||
F | 39.01 | (0.00) (5) | (8.55) | (8.55) | (0.28) | (4.16) | (4.44) | 26.02 | (24.56) | 1,937,017 | 0.74 | 0.74 | (0.00) (6) | 44 | ||||||||||||||
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 |
95 |
— 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, 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 (5) | 2.44 | 2.44 | — | (1.63) | (1.63) | 37.58 | 6.77 | 371,791 | 0.85 | 0.85 | 0.00 (6) | 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 (5) | 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 | ||||||||||||||
The Hartford MidCap Value Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 18.14 | $ 0.05 | $ (0.75) | $ (0.70) | $ (0.01) | $ (1.29) | $ (1.30) | $ 16.14 | (4.34)% | $ 368,040 | 1.16% | 1.16% | 0.28% | 85% | ||||||||||||||
C | 14.28 | (0.07) | (0.56) | (0.63) | — | (1.29) | (1.29) | 12.36 | (5.07) | 7,041 | 1.95 | 1.95 | (0.51) | 85 | ||||||||||||||
I | 18.36 | 0.10 | (0.75) | (0.65) | (0.06) | (1.29) | (1.35) | 16.36 | (4.01) | 37,582 | 0.86 | 0.86 | 0.61 | 85 | ||||||||||||||
R3 | 19.18 | (0.01) | (0.78) | (0.79) | — | (1.29) | (1.29) | 17.10 | (4.58) | 6,108 | 1.49 | 1.48 | (0.04) | 85 | ||||||||||||||
R4 | 19.64 | 0.05 | (0.81) | (0.76) | — | (1.29) | (1.29) | 17.59 | (4.31) | 9,121 | 1.18 | 1.18 | 0.26 | 85 | ||||||||||||||
R5 | 19.97 | 0.10 | (0.82) | (0.72) | (0.05) | (1.29) | (1.34) | 17.91 | (4.03) | 2,020 | 0.89 | 0.89 | 0.55 | 85 | ||||||||||||||
R6 (10) | 15.38 | 0.03 | 0.96 (11) | 0.99 | — | — | — | 16.37 | 6.47 (8) | 11 | 0.77 (9) | 0.77 (9) | 0.50 (9) | 85 | ||||||||||||||
Y | 20.02 | 0.11 | (0.83) | (0.72) | (0.05) | (1.29) | (1.34) | 17.96 | (4.03) | 7,814 | 0.87 | 0.87 | 0.55 | 85 | ||||||||||||||
F | 18.37 | 0.11 | (0.75) | (0.64) | (0.07) | (1.29) | (1.36) | 16.37 | (3.94) | 449,385 | 0.77 | 0.77 | 0.68 | 85 |
96 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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, 2021 | ||||||||||||||||||||||||||||
A | $ 12.21 | $ (0.00) (5) | $ 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) (5) | 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) (5) | (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 | ||||||||||||||
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 | ||||||||||||||
Hartford Quality Value Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 26.27 | $ 0.39 | $ (1.41) | $ (1.02) | $ (0.35) | $ (1.25) | $ (1.60) | $ 23.65 | (4.19)% | $ 173,358 | 0.95% | 0.94% | 1.59% | 24% | ||||||||||||||
C | 22.22 | 0.17 | (1.20) | (1.03) | (0.15) | (1.25) | (1.40) | 19.79 | (4.95) | 3,439 | 1.78 | 1.71 | 0.82 | 24 | ||||||||||||||
I | 25.93 | 0.46 | (1.40) | (0.94) | (0.42) | (1.25) | (1.67) | 23.32 | (3.92) | 30,598 | 0.65 | 0.65 | 1.91 | 24 | ||||||||||||||
R3 | 26.71 | 0.34 | (1.44) | (1.10) | (0.29) | (1.25) | (1.54) | 24.07 | (4.41) | 939 | 1.27 | 1.18 | 1.35 | 24 | ||||||||||||||
R4 | 27.02 | 0.42 | (1.46) | (1.04) | (0.37) | (1.25) | (1.62) | 24.36 | (4.15) | 5,111 | 0.95 | 0.88 | 1.67 | 24 | ||||||||||||||
R5 | 27.30 | 0.50 | (1.48) | (0.98) | (0.43) | (1.25) | (1.68) | 24.64 | (3.88) | 337 | 0.67 | 0.63 | 1.99 | 24 | ||||||||||||||
R6 | 27.38 | 0.53 | (1.47) | (0.94) | (0.47) | (1.25) | (1.72) | 24.72 | (3.71) | 11,834 | 0.55 | 0.46 | 2.13 | 24 | ||||||||||||||
Y | 27.34 | 0.50 | (1.47) | (0.97) | (0.45) | (1.25) | (1.70) | 24.67 | (3.85) | 6,763 | 0.66 | 0.57 | 2.03 | 24 | ||||||||||||||
F | 25.84 | 0.49 | (1.39) | (0.90) | (0.47) | (1.25) | (1.72) | 23.22 | (3.78) | 12,495 | 0.55 | 0.46 | 2.07 | 24 |
97 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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, 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 | ||||||||||||||
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 (12) | 20.99 | 0.28 | (0.53) (11) | (0.25) | — | — | — | 20.74 | (1.19) (8) | 10 | 0.61 (9) | 0.59 (9) | 1.95 (9) | 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 |
98 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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 | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 64.88 | $ (0.30) | $ (15.38) | $ (15.68) | $ — | $ (12.13) | $ (12.13) | $ 37.07 | (28.75)% | $ 163,293 | 1.25% | 1.24% | (0.72)% | 42% | ||||||||||||||
C | 41.34 | (0.36) | (8.71) | (9.07) | — | (12.13) | (12.13) | 20.14 | (29.27) | 2,197 | 1.98 | 1.98 | (1.44) | 42 | ||||||||||||||
I | 69.03 | (0.17) | (16.56) | (16.73) | — | (12.13) | (12.13) | 40.17 | (28.50) | 66,150 | 0.89 | 0.89 | (0.36) | 42 | ||||||||||||||
R3 | 63.50 | (0.41) | (14.97) | (15.38) | — | (12.13) | (12.13) | 35.99 | (28.93) | 6,107 | 1.52 | 1.51 | (0.99) | 42 | ||||||||||||||
R4 | 67.99 | (0.31) | (16.25) | (16.56) | — | (12.13) | (12.13) | 39.30 | (28.72) | 11,684 | 1.21 | 1.21 | (0.69) | 42 | ||||||||||||||
R5 | 72.91 | (0.20) | (17.64) | (17.84) | — | (12.13) | (12.13) | 42.94 | (28.51) | 20,591 | 0.91 | 0.91 | (0.39) | 42 | ||||||||||||||
R6 | 74.32 | (0.14) | (18.06) | (18.20) | — | (12.13) | (12.13) | 43.99 | (28.44) | 57,807 | 0.80 | 0.80 | (0.28) | 42 | ||||||||||||||
Y | 74.28 | (0.17) | (18.04) | (18.21) | — | (12.13) | (12.13) | 43.94 | (28.47) | 145,027 | 0.91 | 0.86 | (0.34) | 42 | ||||||||||||||
F | 69.43 | (0.13) | (16.67) | (16.80) | — | (12.13) | (12.13) | 40.50 | (28.42) | 27,582 | 0.80 | 0.80 | (0.28) | 42 | ||||||||||||||
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) (5) | 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 |
99 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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, 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 | ||||||||||||||
Hartford Small Cap Value Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 13.36 | $ 0.13 | $ (1.22) | $ (1.09) | $ (0.09) | $ (0.78) | $ (0.87) | $ 11.40 | (8.86)% | $ 51,422 | 1.29% | 1.28% | 1.05% | 59% | ||||||||||||||
C | 11.48 | 0.03 | (1.04) | (1.01) | — | (0.78) | (0.78) | 9.69 | (9.54) | 1,922 | 2.10 | 2.05 | 0.29 | 59 | ||||||||||||||
I | 13.40 | 0.16 | (1.22) | (1.06) | (0.12) | (0.78) | (0.90) | 11.44 | (8.56) | 21,402 | 0.98 | 0.98 | 1.35 | 59 | ||||||||||||||
R3 | 13.91 | 0.11 | (1.28) | (1.17) | (0.06) | (0.78) | (0.84) | 11.90 | (9.05) | 760 | 1.57 | 1.45 | 0.90 | 59 | ||||||||||||||
R4 | 14.13 | 0.16 | (1.31) | (1.15) | (0.10) | (0.78) | (0.88) | 12.10 | (8.79) | 42 | 1.26 | 1.20 | 1.29 | 59 | ||||||||||||||
R5 | 14.10 | 0.17 | (1.27) | (1.10) | (0.14) | (0.78) | (0.92) | 12.08 | (8.48) | 1,756 | 0.97 | 0.90 | 1.36 | 59 | ||||||||||||||
R6 | 14.10 | 0.18 | (1.28) | (1.10) | (0.15) | (0.78) | (0.93) | 12.07 | (8.46) | 7,821 | 0.85 | 0.80 | 1.48 | 59 | ||||||||||||||
Y | 14.07 | 0.18 | (1.28) | (1.10) | (0.14) | (0.78) | (0.92) | 12.05 | (8.46) | 2,887 | 0.96 | 0.85 | 1.53 | 59 | ||||||||||||||
F | 13.40 | 0.19 | (1.23) | (1.04) | (0.15) | (0.78) | (0.93) | 11.43 | (8.46) | 38,106 | 0.85 | 0.80 | 1.54 | 59 | ||||||||||||||
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) (5) | 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) (5) | (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 |
100 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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 (12) | 13.99 | 0.05 | 0.11 | 0.16 | — | — | — | 14.15 | 1.14 (8) | 10 | 0.91 (9) | 0.84 (9) | 0.47 (9) | 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 | ||||||||||||||
The Hartford Small Company Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2022 | ||||||||||||||||||||||||||||
A | $ 30.24 | $ (0.13) | $ (7.28) | $ (7.41) | $ — | $ (6.53) | $ (6.53) | $ 16.30 | (30.20)% | $ 319,971 | 1.27% | 1.26% | (0.69)% | 90% | ||||||||||||||
C | 17.65 | (0.14) | (3.53) | (3.67) | — | (6.53) | (6.53) | 7.45 | (30.76) | 4,678 | 2.10 | 2.10 | (1.54) | 90 | ||||||||||||||
I | 32.69 | (0.09) | (8.01) | (8.10) | — | (6.53) | (6.53) | 18.06 | (30.01) | 31,819 | 0.99 | 0.99 | (0.42) | 90 | ||||||||||||||
R3 | 33.41 | (0.22) | (8.21) | (8.43) | — | (6.53) | (6.53) | 18.45 | (30.43) | 10,250 | 1.59 | 1.59 | (1.01) | 90 | ||||||||||||||
R4 | 36.39 | (0.17) | (9.10) | (9.27) | — | (6.53) | (6.53) | 20.59 | (30.21) | 9,040 | 1.29 | 1.29 | (0.72) | 90 | ||||||||||||||
R5 | 39.26 | (0.11) | (9.96) | (10.07) | — | (6.53) | (6.53) | 22.66 | (30.01) | 4,603 | 0.99 | 0.99 | (0.41) | 90 | ||||||||||||||
R6 | 40.33 | (0.07) | (10.29) | (10.36) | — | (6.53) | (6.53) | 23.44 | (29.92) | 6,580 | 0.87 | 0.87 | (0.27) | 90 | ||||||||||||||
Y | 40.25 | (0.10) | (10.28) | (10.38) | — | (6.53) | (6.53) | 23.34 | (30.05) | 39,131 | 0.95 | 0.95 | (0.36) | 90 | ||||||||||||||
F | 32.96 | (0.06) | (8.10) | (8.16) | — | (6.53) | (6.53) | 18.27 | (29.93) | 239,580 | 0.87 | 0.87 | (0.29) | 90 | ||||||||||||||
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 |
101 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | 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, 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 |
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) | 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. |
(5) | Amount is less than $0.01 per share. |
(6) | Amount is less than 0.01%. |
(7) | Commenced operations on February 28, 2019. |
(8) | Not annualized. |
(9) | Annualized. |
(10) | Commenced operations on June 22, 2022. |
(11) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(12) | Commenced operations on February 28, 2018. |
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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-seven and sixteen series, respectively, as of October 31, 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. |
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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. | |
With respect to a Fund's investments that do not have readily available market prices, each Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). | |
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures"). | |
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. | |
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. | |
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. 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 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 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. |
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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. 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 October 31, 2022. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on the derivative instruments used by a Fund during the period, the credit-risk-related contingent features in certain derivative instruments, and how such derivative instruments affect the financial position and results of operations of the applicable Fund. 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. |
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 |
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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 October 31, 2022: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 3,889,068 | $ — | $ 3,889,068 | |||||
Total | $ — | $ — | $ — | $ 3,889,068 | $ — | $ 3,889,068 |
(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 year ended October 31, 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 | $ — | $ — | $ — | $ (36,942,270) | $ — | $ (36,942,270) | |||||
Total | $ — | $ — | $ — | $ (36,942,270) | $ — | $ (36,942,270) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (10,490,121) | $ — | $ (10,490,121) | |||||
Total | $ — | $ — | $ — | $ (10,490,121) | $ — | $ (10,490,121) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 444 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 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 foreign currency contracts | $ — | $ (123) | $ — | $ — | $ — | $ (123) | |||||
Total | $ — | $ (123) | $ — | $ — | $ — | $ (123) |
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Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | $ 22,792 |
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 October 31, 2022: | |
Capital Appreciation Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ — | $ (3,889,068) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (3,889,068) | ||
Derivatives not subject to a MNA | — | 3,889,068 | ||
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 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 COVID-19 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 |
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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 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) | Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), Real Estate Investment Trusts ("REITs"), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund. |
c) | Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2022 and October 31, 2021 are as follows: |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | |||||||
Fund | Ordinary Income | Long-Term Capital Gains(1) | Ordinary Income | Long-Term Capital Gains(1) | ||||
Capital Appreciation Fund | $ 279,895,853 | $ 808,081,425 | $ 29,401,051 | $ 326,546,682 | ||||
Core Equity Fund | 128,007,129 | 276,790,106 | 70,885,946 | — | ||||
Dividend and Growth Fund | 237,541,713 | 650,717,744 | 154,554,069 | 214,857,817 | ||||
Equity Income Fund | 107,328,916 | 327,758,324 | 75,881,176 | 42,135,878 | ||||
Growth Opportunities Fund | 625,141,034 | 929,985,392 | 361,398,386 | 579,604,617 | ||||
Healthcare Fund | 8,784,435 | 157,643,753 | 27,136,342 | 157,201,491 | ||||
MidCap Fund | 82,760,021 | 1,452,281,687 | — | 1,544,551,438 | ||||
MidCap Value Fund | 23,089,873 | 40,847,490 | 3,497,022 | — | ||||
Quality Value Fund | 3,291,556 | 11,024,502 | 4,003,206 | — | ||||
Small Cap Growth Fund | — | 150,799,914 | 14,305,053 | 46,613,265 | ||||
Small Cap Value Fund | 6,584,761 | 5,364,408 | 1,100,001 | — | ||||
Small Company Fund | 50,480,239 | 153,792,580 | 37,854,022 | 38,852,079 |
(1) | The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c). |
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Fund | Undistributed Ordinary Income | Undistributed Long-Term Capital Gains | Accumulated Capital and Other Losses | Unrealized Appreciation (Depreciation) on Investments(1) | Total Accumulated Earnings (Deficit) | |||||
Capital Appreciation Fund | $ 15,126,866 | $ 305,332,005 | $ — | $ 275,828,059 | $ 596,286,930 | |||||
Core Equity Fund | 85,375,175 | 263,608,899 | — | 2,577,810,164 | 2,926,794,238 | |||||
Dividend and Growth Fund | 84,331,092 | 654,558,850 | — | 3,717,686,509 | 4,456,576,451 | |||||
Equity Income Fund | 14,368,872 | 497,983,403 | — | 977,898,634 | 1,490,250,909 | |||||
Growth Opportunities Fund | — | — | (624,923,076) | (439,409,646) | (1,064,332,722) | |||||
Healthcare Fund | — | 13,370,314 | (2,429,134) | 202,365,709 | 213,306,889 | |||||
MidCap Fund | — | 639,356,531 | (15,748,050) | 740,058,749 | 1,363,667,230 | |||||
MidCap Value Fund | 3,954,072 | 85,431,628 | — | 68,600,879 | 157,986,579 | |||||
Quality Value Fund | 3,960,355 | 11,588,415 | — | 34,036,629 | 49,585,399 | |||||
Small Cap Growth Fund | — | — | (33,352,947) | 79,147,694 | 45,794,747 | |||||
Small Cap Value Fund | 1,580,866 | 9,135,933 | — | (504,682) | 10,212,117 | |||||
Small Company Fund | — | — | (123,629,269) | 6,760,695 | (116,868,574) |
(1) | Differences between book-basis and tax basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITS, certain derivatives and partnerships. |
d) | Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are the result of permanent differences between U.S. GAAP and tax accounting for such items as earnings and profits distributed to shareholders on the redemption of shares, net operating loss, and adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Funds recorded reclassifications to increase (decrease) the accounts listed below: |
Fund | Paid-in-Capital | Distributable Earnings (Loss) | ||
Capital Appreciation Fund | $ 4,829,311 | $ (4,829,311) | ||
Equity Income Fund | 34,715,897 | (34,715,897) | ||
Growth Opportunities Fund | (11,053,137) | 11,053,137 | ||
Healthcare Fund | (405,037) | 405,037 | ||
MidCap Fund | 74,037,960 | (74,037,960) | ||
MidCap Value Fund | 5,194,002 | (5,194,002) | ||
Small Cap Growth Fund | (244,068) | 244,068 | ||
Small Cap Value Fund | 768,576 | (768,576) | ||
Small Company Fund | (1,177,238) | 1,177,238 |
e) | 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, 2022 (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 | ||
Growth Opportunities Fund | $ 595,028,032 | $ — | ||
Small Cap Growth Fund | 30,958,156 | — | ||
Small Company Fund | 120,498,544 | — |
f) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals, passive foreign investment company (PFIC) mark to market adjustments, partnerships |
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and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals and mark-to-market adjustments on futures, PFICs, partnership adjustments and non-taxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: | |
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
Capital Appreciation Fund | $ 5,400,282,629 | $ 785,311,585 | $ (509,365,740) | $ 275,945,845 | ||||
Core Equity Fund | 7,066,938,069 | 2,963,528,534 | (385,718,370) | 2,577,810,164 | ||||
Dividend and Growth Fund | 11,826,015,556 | 4,205,126,681 | (487,440,172) | 3,717,686,509 | ||||
Equity Income Fund | 4,094,909,090 | 1,117,062,645 | (139,083,430) | 977,979,215 | ||||
Growth Opportunities Fund | 4,651,886,885 | 300,654,462 | (740,064,108) | (439,409,646) | ||||
Healthcare Fund | 1,111,749,502 | 370,297,443 | (167,909,971) | 202,387,472 | ||||
MidCap Fund | 7,050,909,177 | 1,555,302,586 | (815,243,837) | 740,058,749 | ||||
MidCap Value Fund | 816,041,288 | 127,699,894 | (59,099,015) | 68,600,879 | ||||
Quality Value Fund | 209,315,382 | 45,396,213 | (11,359,584) | 34,036,629 | ||||
Small Cap Growth Fund | 423,810,273 | 114,360,105 | (35,212,411) | 79,147,694 | ||||
Small Cap Value Fund | 126,602,366 | 15,469,770 | (15,974,452) | (504,682) | ||||
Small Company Fund | 656,366,792 | 81,469,282 | (74,708,587) | 6,760,695 |
g) | Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews each Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months. |
7. | Expenses: |
a) | Investment Management Agreement – 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 October 31, 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 | ||
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 |
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Fund | Management Fee Rates | |
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 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. |
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October 31, 2022
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 October 31, 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 year ended October 31, 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% | 1.83% | 0.78% | 1.41% | 1.10% | 0.80% | 0.70% | 0.80% | 0.69% | |||||||||
Core Equity Fund | 0.70% | 1.45% | 0.46% | 1.07% | 0.73% | 0.46% | 0.36% | 0.44% | 0.36% | |||||||||
Dividend and Growth Fund | 0.96% | 1.74% | 0.72% | 1.34% | 1.04% | 0.73% | 0.63% | 0.68% | 0.63% | |||||||||
Equity Income Fund | 0.97% | 1.74% | 0.74% | 1.35% | 1.06% | 0.75% | 0.65% | 0.73% | 0.64% | |||||||||
Growth Opportunities Fund | 1.08% | 1.85% | 0.83% | 1.44% | 1.14% | 0.85% | 0.74% | 0.83% | 0.73% | |||||||||
Healthcare Fund | 1.26% | 2.03% | 1.00% | 1.61% | 1.30% | 1.01% | 0.90% | 1.00% | 0.90% | |||||||||
MidCap Fund | 1.09% | 1.86% | 0.86% | 1.45% | 1.14% | 0.85% | 0.74% | 0.79% | 0.74% | |||||||||
MidCap Value Fund | 1.16% | 1.95% | 0.86% | 1.48% | 1.18% | 0.88% | 0.77% | 0.87% | 0.77% | |||||||||
Quality Value Fund | 0.94% | 1.71% | 0.65% | 1.18% | 0.88% | 0.63% | 0.46% | 0.57% | 0.46% | |||||||||
Small Cap Growth Fund | 1.24% | 1.97% | 0.89% | 1.51% | 1.21% | 0.91% | 0.80% | 0.86% | 0.80% | |||||||||
Small Cap Value Fund | 1.28% | 2.05% | 0.98% | 1.44% | 1.20% | 0.90% | 0.80% | 0.85% | 0.80% | |||||||||
Small Company Fund | 1.26% | 2.10% | 0.98% | 1.58% | 1.28% | 0.98% | 0.87% | 0.95% | 0.87% |
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 year ended October 31, 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 | $ 1,336,334 | $ 9,389 | ||
Core Equity Fund | 2,110,859 | 47,294 | ||
Dividend and Growth Fund | 4,212,252 | 71,242 | ||
Equity Income Fund | 1,431,620 | 18,638 | ||
Growth Opportunities Fund | 1,754,992 | 44,158 | ||
Healthcare Fund | 456,553 | 5,740 | ||
MidCap Fund | 1,348,830 | 16,004 | ||
MidCap Value Fund | 502,787 | 3,277 | ||
Quality Value Fund | 111,711 | 3,098 | ||
Small Cap Growth Fund | 51,469 | 373 | ||
Small Cap Value Fund | 43,739 | 589 | ||
Small Company Fund | 359,633 | 3,310 |
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October 31, 2022
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 year ended October 31, 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 | $ 14,432 | |
Core Equity Fund | 24,365 | |
Dividend and Growth Fund | 35,274 | |
Equity Income Fund | 11,190 | |
Growth Opportunities Fund | 11,626 | |
Healthcare Fund | 3,233 | |
MidCap Fund | 21,283 | |
MidCap Value Fund | 2,039 | |
Quality Value Fund | 550 | |
Small Cap Growth Fund | 1,317 | |
Small Cap Value Fund | 314 | |
Small Company Fund | 1,563 |
g) | Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class A | 0.25% | |
Class C | 0.25% | |
Class I | 0.20% | |
Class R3 | 0.22% | |
Class R4 | 0.17% | |
Class R5 | 0.12% | |
Class R6 | 0.004% | |
Class Y | 0.11% | |
Class F | 0.004% |
Fund | Class I | Class Y | ||
Dividend and Growth Fund | N/A | 0.06% | ||
MidCap Fund | 0.12% | 0.06% | ||
Small Cap Growth Fund | N/A | 0.07% |
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October 31, 2022
Fund | Class I | Class Y | ||
Core Equity Fund | N/A | 0.06% | ||
Dividend and Growth Fund | N/A | 0.04% | ||
MidCap Fund | 0.12% | 0.04% | ||
Small Cap Growth Fund | N/A | 0.07% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 0.11% | 0.14% | 0.09% | 0.22% | 0.16% | 0.10% | 0.00% * | 0.11% | 0.00% * | |||||||||
Core Equity Fund | 0.09% | 0.09% | 0.10% | 0.22% | 0.15% | 0.10% | 0.00% * | 0.08% | 0.00% * | |||||||||
Dividend and Growth Fund | 0.09% | 0.11% | 0.09% | 0.22% | 0.16% | 0.11% | 0.00% * | 0.05% | 0.00% * | |||||||||
Equity Income Fund | 0.08% | 0.10% | 0.10% | 0.21% | 0.17% | 0.11% | 0.00% * | 0.09% | 0.00% * | |||||||||
Growth Opportunities Fund | 0.10% | 0.12% | 0.10% | 0.21% | 0.15% | 0.11% | 0.00% * | 0.10% | 0.00% * | |||||||||
Healthcare Fund | 0.12% | 0.14% | 0.10% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
MidCap Fund | 0.11% | 0.12% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.05% | 0.00% * | |||||||||
MidCap Value Fund | 0.15% | 0.18% | 0.09% | 0.22% | 0.17% | 0.12% | 0.00% | 0.11% | 0.00% * | |||||||||
Quality Value Fund | 0.15% | 0.23% | 0.10% | 0.22% | 0.16% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
Small Cap Growth Fund | 0.20% | 0.18% | 0.09% | 0.22% | 0.16% | 0.11% | 0.00% * | 0.07% | 0.00% * | |||||||||
Small Cap Value Fund | 0.19% | 0.25% | 0.14% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
Small Company Fund | 0.15% | 0.23% | 0.12% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.08% | 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. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a 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 contractual maturities of the securities lending transactions are considered overnight and continuous. | |
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. |
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The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of October 31, 2022. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Cash Collateral(1) | Non-Cash Collateral(1) | |||
Capital Appreciation Fund | $ 16,267,500 | $ 16,628,793 | $ — | |||
Core Equity Fund | — | — | — | |||
Dividend and Growth Fund | — | — | — | |||
Equity Income Fund | 60,047,216 | 60,202,236 | 1,077,732 | |||
Growth Opportunities Fund | 24,720,680 | 24,251,300 | — | |||
Healthcare Fund | 6,393,818 | 6,761,768 | 2,454 | |||
MidCap Fund | 179,370,461 | 182,356,313 | 3,929,094 | |||
MidCap Value Fund | — | — | — | |||
Quality Value Fund | — | — | — | |||
Small Cap Growth Fund | 2,045,606 | 2,171,213 | — | |||
Small Cap Value Fund | — | — | — | |||
Small Company Fund | — | — | — |
(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. |
9. | 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 year ended October 31, 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 affiliated security transactions for the year ended October 31, 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 October 31, 2022 | Shares as of October 31, 2022 | Dividend Income | Capital Gains Distribution | ||||||||||
MidCap Fund | ||||||||||||||||||||
CommScope Holding Co., Inc.* | $ 109,463,815 | $ 16,372,504 | $ 80,856,839 | $ (16,122,473) | $ — | $ 7,962,586 | $ 36,819,593 | 2,780,936 | $ — | $ — | ||||||||||
Shift4 Payments, Inc. | 105,294,843 | 68,226,031 | 27,502,306 | (9,968,362) | — | (14,663,111) | 121,387,095 | 2,640,572 | — | — | ||||||||||
Total | $ 214,758,658 | $ 84,598,535 | $ 108,359,145 | $ (26,090,835) | $ — | $ (6,700,525) | $ 158,206,688 | 5,421,508 | $ — | $ — | ||||||||||
Small Company Fund | ||||||||||||||||||||
Allstar Co.(1),* | $ — | $ — | $ 8,505 | $ 8,505 | $ — | $ — | $ — | — | $ — | $ — |
* | Not an affiliate as of October 31, 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. |
10. | Affiliate Holdings: |
As of October 31, 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% | — | — | — |
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October 31, 2022
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 | 3% | |
Growth Opportunities Fund | 3% | |
MidCap Fund | 1% | |
MidCap Value Fund | 2% | |
Small Cap Growth Fund | 5% | |
Small Cap Value Fund | 22% | |
Small Company Fund | 6% |
* | As of October 31, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares. |
11. | Investment Transactions: |
For the year ended October 31, 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 | $ 5,296,191,977 | $ 5,955,268,312 | $ 5,296,191,977 | $ 5,955,268,312 | ||||
Core Equity Fund | 1,673,194,405 | 2,586,095,622 | 1,673,194,405 | 2,586,095,622 | ||||
Dividend and Growth Fund | 4,967,465,962 | 2,720,051,221 | 4,967,465,962 | 2,720,051,221 | ||||
Equity Income Fund | 2,169,059,875 | 2,021,769,836 | 2,169,059,875 | 2,021,769,836 | ||||
Growth Opportunities Fund | 5,368,485,443 | 6,276,514,006 | 5,368,485,443 | 6,276,514,006 | ||||
Healthcare Fund | 475,349,445 | 662,942,717 | 475,349,445 | 662,942,717 | ||||
MidCap Fund | 4,478,325,532 | 7,783,658,012 | 4,478,325,532 | 7,783,658,012 | ||||
MidCap Value Fund | 795,727,291 | 746,469,346 | 795,727,291 | 746,469,346 | ||||
Quality Value Fund | 85,068,158 | 56,602,987 | 85,068,158 | 56,602,987 | ||||
Small Cap Growth Fund | 265,194,385 | 421,002,105 | 265,194,385 | 421,002,105 | ||||
Small Cap Value Fund | 85,958,762 | 121,908,994 | 85,958,762 | 121,908,994 | ||||
Small Company Fund | 667,697,509 | 719,383,108 | 667,697,509 | 719,383,108 |
12. | Capital Share Transactions: |
The following information is for the years ended October 31, 2022 and October 31, 2021: | |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Capital Appreciation Fund | |||||||
Class A | |||||||
Shares Sold | 3,057,113 | $ 117,912,718 | 3,367,409 | $ 153,139,085 | |||
Shares Issued for Reinvested Dividends | 18,530,282 | 773,952,122 | 5,909,766 | 249,118,669 | |||
Shares Redeemed | (15,671,864) | (597,749,344) | (13,459,956) | (610,878,988) | |||
Net Increase (Decrease) | 5,915,531 | 294,115,496 | (4,182,781) | (208,621,234) |
117 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 355,100 | $ 8,956,718 | 420,030 | $ 13,300,659 | |||
Shares Issued for Reinvested Dividends | 1,058,069 | 28,641,921 | 423,362 | 12,493,414 | |||
Shares Redeemed | (1,826,007) | (45,470,387) | (2,943,150) | (94,205,765) | |||
Net Increase (Decrease) | (412,838) | (7,871,748) | (2,099,758) | (68,411,692) | |||
Class I | |||||||
Shares Sold | 1,548,525 | $ 60,994,842 | 1,763,794 | $ 80,348,270 | |||
Shares Issued for Reinvested Dividends | 2,140,817 | 90,255,338 | 692,879 | 29,440,161 | |||
Shares Redeemed | (3,597,389) | (137,417,555) | (2,913,758) | (132,549,967) | |||
Net Increase (Decrease) | 91,953 | 13,832,625 | (457,085) | (22,761,536) | |||
Class R3 | |||||||
Shares Sold | 59,892 | $ 2,569,258 | 81,697 | $ 4,139,188 | |||
Shares Issued for Reinvested Dividends | 114,302 | 5,487,633 | 40,201 | 1,911,571 | |||
Shares Redeemed | (231,286) | (10,043,979) | (289,780) | (14,863,615) | |||
Net Increase (Decrease) | (57,092) | (1,987,088) | (167,882) | (8,812,856) | |||
Class R4 | |||||||
Shares Sold | 66,901 | $ 3,145,575 | 75,708 | $ 4,029,701 | |||
Shares Issued for Reinvested Dividends | 85,515 | 4,313,361 | 28,656 | 1,422,120 | |||
Shares Redeemed | (143,629) | (6,568,277) | (195,566) | (10,231,712) | |||
Net Increase (Decrease) | 8,787 | 890,659 | (91,202) | (4,779,891) | |||
Class R5 | |||||||
Shares Sold | 49,168 | $ 2,317,024 | 38,655 | $ 2,086,665 | |||
Shares Issued for Reinvested Dividends | 80,863 | 4,194,444 | 31,983 | 1,626,764 | |||
Shares Redeemed | (98,330) | (4,824,329) | (196,018) | (10,767,188) | |||
Net Increase (Decrease) | 31,701 | 1,687,139 | (125,380) | (7,053,759) | |||
Class R6 | |||||||
Shares Sold | 342,359 | $ 19,376,487 | 101,705 | $ 5,729,396 | |||
Shares Issued for Reinvested Dividends | 81,637 | 4,271,968 | 11,975 | 613,867 | |||
Shares Redeemed | (109,087) | (5,049,188) | (60,680) | (3,346,501) | |||
Net Increase (Decrease) | 314,909 | 18,599,267 | 53,000 | 2,996,762 | |||
Class Y | |||||||
Shares Sold | 112,377 | $ 5,423,166 | 418,089 | $ 23,154,624 | |||
Shares Issued for Reinvested Dividends | 274,840 | 14,360,979 | 97,100 | 4,973,187 | |||
Shares Redeemed | (729,211) | (33,928,608) | (683,536) | (37,544,012) | |||
Net Increase (Decrease) | (341,994) | (14,144,463) | (168,347) | (9,416,201) | |||
Class F | |||||||
Shares Sold | 2,468,140 | $ 90,526,856 | 1,156,081 | $ 52,681,033 | |||
Shares Issued for Reinvested Dividends | 3,014,822 | 127,144,725 | 996,586 | 42,357,183 | |||
Shares Redeemed | (3,637,998) | (136,977,274) | (2,759,017) | (125,550,739) | |||
Net Increase (Decrease) | 1,844,964 | 80,694,307 | (606,350) | (30,512,523) | |||
Total Net Increase (Decrease) | 7,395,921 | $ 385,816,194 | (7,845,785) | $ (357,372,930) | |||
Core Equity Fund | |||||||
Class A | |||||||
Shares Sold | 6,383,267 | $ 283,671,328 | 8,048,194 | $ 349,552,465 | |||
Shares Issued for Reinvested Dividends | 1,003,255 | 49,317,221 | 170,767 | 6,957,062 | |||
Shares Redeemed | (5,353,972) | (234,304,903) | (5,854,509) | (256,534,349) | |||
Net Increase (Decrease) | 2,032,550 | 98,683,646 | 2,364,452 | 99,975,178 | |||
Class C | |||||||
Shares Sold | 1,253,604 | $ 50,867,962 | 2,433,951 | $ 95,569,941 | |||
Shares Issued for Reinvested Dividends | 349,431 | 15,420,372 | — | — | |||
Shares Redeemed | (2,781,070) | (109,599,804) | (2,963,058) | (117,542,554) | |||
Net Increase (Decrease) | (1,178,035) | (43,311,470) | (529,107) | (21,972,613) | |||
Class I | |||||||
Shares Sold | 25,138,210 | $ 1,118,094,707 | 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 | (35,726,873) | (1,550,849,816) | (25,621,499) | (1,138,977,250) | |||
Net Increase (Decrease) | (7,738,296) | (292,038,204) | 13,572,781 | 568,152,437 |
118 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 298,269 | $ 13,926,237 | 430,551 | $ 19,338,433 | |||
Shares Issued for Reinvested Dividends | 37,639 | 1,871,542 | 3,454 | 143,013 | |||
Shares Redeemed | (436,719) | (19,025,180) | (280,505) | (12,331,610) | |||
Net Increase (Decrease) | (100,811) | (3,227,401) | 153,500 | 7,149,836 | |||
Class R4 | |||||||
Shares Sold | 463,087 | $ 21,372,285 | 1,346,774 | $ 61,759,473 | |||
Shares Issued for Reinvested Dividends | 132,063 | 6,705,623 | 22,870 | 962,136 | |||
Shares Redeemed | (1,508,324) | (69,293,943) | (1,230,844) | (56,219,106) | |||
Net Increase (Decrease) | (913,174) | (41,216,035) | 138,800 | 6,502,503 | |||
Class R5 | |||||||
Shares Sold | 523,441 | $ 23,343,337 | 719,073 | $ 31,981,033 | |||
Shares Issued for Reinvested Dividends | 118,899 | 5,918,731 | 30,689 | 1,262,537 | |||
Shares Redeemed | (1,556,355) | (67,139,669) | (1,428,140) | (63,174,300) | |||
Net Increase (Decrease) | (914,015) | (37,877,601) | (678,378) | (29,930,730) | |||
Class R6 | |||||||
Shares Sold | 8,959,950 | $ 396,301,671 | 5,638,764 | $ 249,691,246 | |||
Shares Issued for Reinvested Dividends | 647,642 | 32,411,972 | 161,700 | 6,679,826 | |||
Shares Redeemed | (4,637,927) | (204,136,867) | (5,359,583) | (240,460,323) | |||
Net Increase (Decrease) | 4,969,665 | 224,576,776 | 440,881 | 15,910,749 | |||
Class Y | |||||||
Shares Sold | 2,164,398 | $ 98,845,545 | 4,083,890 | $ 178,723,495 | |||
Shares Issued for Reinvested Dividends | 561,625 | 28,081,046 | 139,865 | 5,777,841 | |||
Shares Redeemed | (7,849,800) | (348,528,440) | (4,487,602) | (204,115,939) | |||
Net Increase (Decrease) | (5,123,777) | (221,601,849) | (263,847) | (19,614,603) | |||
Class F | |||||||
Shares Sold | 13,239,963 | $ 592,067,299 | 20,968,799 | $ 922,349,213 | |||
Shares Issued for Reinvested Dividends | 2,148,216 | 106,209,029 | 532,223 | 21,725,333 | |||
Shares Redeemed | (23,465,248) | (1,021,206,791) | (18,994,470) | (837,983,756) | |||
Net Increase (Decrease) | (8,077,069) | (322,930,463) | 2,506,552 | 106,090,790 | |||
Total Net Increase (Decrease) | (17,042,962) | $ (638,942,601) | 17,705,634 | $ 732,263,547 | |||
Dividend and Growth Fund | |||||||
Class A | |||||||
Shares Sold | 14,259,336 | $ 456,511,173 | 11,151,010 | $ 344,976,720 | |||
Shares Issued for Reinvested Dividends | 8,032,629 | 265,324,992 | 4,336,771 | 122,673,579 | |||
Shares Redeemed | (15,308,574) | (488,931,973) | (17,131,999) | (519,287,515) | |||
Net Increase (Decrease) | 6,983,391 | 232,904,192 | (1,644,218) | (51,637,216) | |||
Class C | |||||||
Shares Sold | 2,645,502 | $ 81,671,576 | 1,419,508 | $ 42,204,089 | |||
Shares Issued for Reinvested Dividends | 274,652 | 8,737,329 | 145,715 | 3,852,604 | |||
Shares Redeemed | (1,631,982) | (49,532,829) | (2,354,366) | (69,029,852) | |||
Net Increase (Decrease) | 1,288,172 | 40,876,076 | (789,143) | (22,973,159) | |||
Class I | |||||||
Shares Sold | 64,363,688 | $ 2,058,872,583 | 36,793,322 | $ 1,137,090,014 | |||
Shares Issued for Reinvested Dividends | 5,907,158 | 193,113,163 | 2,425,264 | 69,068,594 | |||
Shares Redeemed | (34,946,220) | (1,107,019,682) | (15,783,459) | (477,606,650) | |||
Net Increase (Decrease) | 35,324,626 | 1,144,966,064 | 23,435,127 | 728,551,958 | |||
Class R3 | |||||||
Shares Sold | 348,672 | $ 11,370,145 | 324,177 | $ 10,228,653 | |||
Shares Issued for Reinvested Dividends | 100,882 | 3,401,827 | 59,719 | 1,695,081 | |||
Shares Redeemed | (600,236) | (19,626,369) | (687,387) | (21,558,216) | |||
Net Increase (Decrease) | (150,682) | (4,854,397) | (303,491) | (9,634,482) | |||
Class R4 | |||||||
Shares Sold | 796,252 | $ 26,395,247 | 676,475 | $ 21,736,412 | |||
Shares Issued for Reinvested Dividends | 138,647 | 4,701,649 | 75,716 | 2,188,661 | |||
Shares Redeemed | (957,878) | (31,739,116) | (1,035,619) | (31,590,923) | |||
Net Increase (Decrease) | (22,979) | (642,220) | (283,428) | (7,665,850) |
119 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 2,795,712 | $ 92,959,983 | 2,526,093 | $ 79,438,301 | |||
Shares Issued for Reinvested Dividends | 205,078 | 6,984,131 | 96,696 | 2,843,393 | |||
Shares Redeemed | (3,084,827) | (100,834,486) | (2,227,663) | (69,728,112) | |||
Net Increase (Decrease) | (84,037) | (890,372) | 395,126 | 12,553,582 | |||
Class R6 | |||||||
Shares Sold | 9,755,875 | $ 319,701,277 | 7,406,904 | $ 227,713,097 | |||
Shares Issued for Reinvested Dividends | 842,357 | 28,512,706 | 297,938 | 8,855,913 | |||
Shares Redeemed | (3,734,079) | (121,605,554) | (2,250,013) | (70,681,330) | |||
Net Increase (Decrease) | 6,864,153 | 226,608,429 | 5,454,829 | 165,887,680 | |||
Class Y | |||||||
Shares Sold | 7,239,847 | $ 242,709,191 | 20,130,737 | $ 637,738,953 | |||
Shares Issued for Reinvested Dividends | 1,560,840 | 53,170,181 | 944,058 | 27,654,509 | |||
Shares Redeemed | (12,313,080) | (406,017,012) | (24,259,929) | (783,606,689) | |||
Net Increase (Decrease) | (3,512,393) | (110,137,640) | (3,185,134) | (118,213,227) | |||
Class F | |||||||
Shares Sold | 67,501,996 | $ 2,121,346,990 | 49,096,886 | $ 1,528,459,592 | |||
Shares Issued for Reinvested Dividends | 8,634,393 | 282,063,480 | 4,082,716 | 115,917,711 | |||
Shares Redeemed | (35,875,105) | (1,115,006,438) | (27,500,734) | (840,425,971) | |||
Net Increase (Decrease) | 40,261,284 | 1,288,404,032 | 25,678,868 | 803,951,332 | |||
Total Net Increase (Decrease) | 86,951,535 | $ 2,817,234,164 | 48,758,536 | $ 1,500,820,618 | |||
Equity Income Fund | |||||||
Class A | |||||||
Shares Sold | 9,596,803 | $ 211,409,984 | 8,289,761 | $ 180,610,904 | |||
Shares Issued for Reinvested Dividends | 7,158,278 | 159,263,758 | 1,960,721 | 40,766,669 | |||
Shares Redeemed | (8,968,077) | (198,976,567) | (9,871,460) | (212,979,569) | |||
Net Increase (Decrease) | 7,787,004 | 171,697,175 | 379,022 | 8,398,004 | |||
Class C | |||||||
Shares Sold | 1,379,177 | $ 30,309,524 | 649,197 | $ 14,115,367 | |||
Shares Issued for Reinvested Dividends | 549,220 | 12,167,905 | 180,050 | 3,621,924 | |||
Shares Redeemed | (2,613,220) | (57,727,994) | (4,975,576) | (107,730,675) | |||
Net Increase (Decrease) | (684,823) | (15,250,565) | (4,146,329) | (89,993,384) | |||
Class I | |||||||
Shares Sold | 23,824,979 | $ 520,404,729 | 13,408,859 | $ 286,986,093 | |||
Shares Issued for Reinvested Dividends | 5,346,702 | 117,953,687 | 1,520,952 | 31,538,766 | |||
Shares Redeemed | (15,236,956) | (332,668,191) | (13,573,736) | (290,903,554) | |||
Net Increase (Decrease) | 13,934,725 | 305,690,225 | 1,356,075 | 27,621,305 | |||
Class R3 | |||||||
Shares Sold | 241,885 | $ 5,341,375 | 178,866 | $ 3,905,700 | |||
Shares Issued for Reinvested Dividends | 122,508 | 2,733,840 | 37,851 | 778,951 | |||
Shares Redeemed | (471,052) | (10,531,386) | (622,158) | (13,765,852) | |||
Net Increase (Decrease) | (106,659) | (2,456,171) | (405,441) | (9,081,201) | |||
Class R4 | |||||||
Shares Sold | 320,134 | $ 7,147,306 | 409,910 | $ 8,975,208 | |||
Shares Issued for Reinvested Dividends | 134,864 | 3,014,807 | 41,162 | 854,303 | |||
Shares Redeemed | (752,816) | (17,082,777) | (714,299) | (15,093,697) | |||
Net Increase (Decrease) | (297,818) | (6,920,664) | (263,227) | (5,264,186) | |||
Class R5 | |||||||
Shares Sold | 713,292 | $ 16,015,545 | 1,641,838 | $ 34,220,609 | |||
Shares Issued for Reinvested Dividends | 284,360 | 6,388,940 | 92,807 | 1,954,636 | |||
Shares Redeemed | (1,012,405) | (22,891,236) | (1,549,727) | (34,015,363) | |||
Net Increase (Decrease) | (14,753) | (486,751) | 184,918 | 2,159,882 | |||
Class R6 | |||||||
Shares Sold | 1,794,564 | $ 40,124,508 | 1,024,580 | $ 22,209,707 | |||
Shares Issued for Reinvested Dividends | 298,677 | 6,718,898 | 84,605 | 1,790,192 | |||
Shares Redeemed | (1,015,542) | (22,792,072) | (848,471) | (18,624,173) | |||
Net Increase (Decrease) | 1,077,699 | 24,051,334 | 260,714 | 5,375,726 |
120 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 1,581,933 | $ 35,422,065 | 1,290,931 | $ 27,947,876 | |||
Shares Issued for Reinvested Dividends | 391,565 | 8,820,735 | 115,344 | 2,434,785 | |||
Shares Redeemed | (1,376,119) | (31,089,555) | (1,008,753) | (22,141,456) | |||
Net Increase (Decrease) | 597,379 | 13,153,245 | 397,522 | 8,241,205 | |||
Class F | |||||||
Shares Sold | 12,117,460 | $ 264,063,832 | 8,946,727 | $ 192,753,571 | |||
Shares Issued for Reinvested Dividends | 4,681,705 | 103,344,207 | 1,449,703 | 30,022,805 | |||
Shares Redeemed | (13,925,425) | (305,390,990) | (13,229,490) | (284,172,877) | |||
Net Increase (Decrease) | 2,873,740 | 62,017,049 | (2,833,060) | (61,396,501) | |||
Total Net Increase (Decrease) | 25,166,494 | $ 551,494,877 | (5,069,806) | $ (113,939,150) | |||
Growth Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 4,840,696 | $ 186,204,105 | 5,209,175 | $ 302,551,393 | |||
Shares Issued for Reinvested Dividends | 14,227,245 | 671,810,525 | 7,642,117 | 408,394,711 | |||
Shares Redeemed | (12,854,467) | (482,132,807) | (7,857,838) | (457,256,332) | |||
Net Increase (Decrease) | 6,213,474 | 375,881,823 | 4,993,454 | 253,689,772 | |||
Class C | |||||||
Shares Sold | 2,069,076 | $ 22,831,433 | 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 | (9,258,825) | (97,832,574) | (5,222,282) | (124,561,047) | |||
Net Increase (Decrease) | 4,233,050 | 61,729,760 | 600,831 | 5,601,898 | |||
Class I | |||||||
Shares Sold | 7,238,788 | $ 309,883,151 | 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 | (16,722,255) | (693,094,286) | (7,861,192) | (491,248,063) | |||
Net Increase (Decrease) | (3,696,542) | (81,307,237) | 2,132,586 | 117,608,493 | |||
Class R3 | |||||||
Shares Sold | 203,038 | $ 7,785,778 | 217,459 | $ 12,458,353 | |||
Shares Issued for Reinvested Dividends | 215,984 | 10,077,826 | 133,397 | 7,088,738 | |||
Shares Redeemed | (278,253) | (10,396,015) | (388,784) | (22,241,704) | |||
Net Increase (Decrease) | 140,769 | 7,467,589 | (37,928) | (2,694,613) | |||
Class R4 | |||||||
Shares Sold | 193,265 | $ 7,876,745 | 260,470 | $ 16,275,076 | |||
Shares Issued for Reinvested Dividends | 236,765 | 12,382,831 | 149,374 | 8,675,642 | |||
Shares Redeemed | (307,229) | (13,066,648) | (483,285) | (30,586,387) | |||
Net Increase (Decrease) | 122,801 | 7,192,928 | (73,441) | (5,635,669) | |||
Class R5 | |||||||
Shares Sold | 58,395 | $ 2,652,895 | 88,508 | $ 5,974,431 | |||
Shares Issued for Reinvested Dividends | 68,446 | 3,927,412 | 44,659 | 2,790,306 | |||
Shares Redeemed | (99,282) | (4,569,412) | (159,100) | (10,438,793) | |||
Net Increase (Decrease) | 27,559 | 2,010,895 | (25,933) | (1,674,056) | |||
Class R6 | |||||||
Shares Sold | 229,289 | $ 11,255,684 | 490,627 | $ 33,816,735 | |||
Shares Issued for Reinvested Dividends | 182,245 | 10,770,646 | 77,962 | 4,986,464 | |||
Shares Redeemed | (351,044) | (16,361,897) | (230,683) | (16,066,034) | |||
Net Increase (Decrease) | 60,490 | 5,664,433 | 337,906 | 22,737,165 | |||
Class Y | |||||||
Shares Sold | 2,049,547 | $ 93,311,976 | 2,179,222 | $ 149,741,177 | |||
Shares Issued for Reinvested Dividends | 1,525,929 | 89,968,761 | 841,194 | 53,752,317 | |||
Shares Redeemed | (2,437,524) | (111,382,745) | (2,205,530) | (152,562,447) | |||
Net Increase (Decrease) | 1,137,952 | 71,897,992 | 814,886 | 50,931,047 | |||
Class F | |||||||
Shares Sold | 5,268,021 | $ 216,622,722 | 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 | (6,505,529) | (273,177,311) | (4,459,130) | (280,955,262) | |||
Net Increase (Decrease) | 2,773,454 | 154,261,555 | 4,155,701 | 254,062,626 | |||
Total Net Increase (Decrease) | 11,013,007 | $ 604,799,738 | 12,898,062 | $ 694,626,663 |
121 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Healthcare Fund | |||||||
Class A | |||||||
Shares Sold | 1,284,953 | $ 46,400,237 | 1,918,507 | $ 82,032,094 | |||
Shares Issued for Reinvested Dividends | 2,140,949 | 82,554,992 | 2,232,980 | 90,190,081 | |||
Shares Redeemed | (2,767,818) | (99,977,711) | (2,567,935) | (109,917,953) | |||
Net Increase (Decrease) | 658,084 | 28,977,518 | 1,583,552 | 62,304,222 | |||
Class C | |||||||
Shares Sold | 198,228 | $ 5,299,174 | 368,990 | $ 11,716,851 | |||
Shares Issued for Reinvested Dividends | 637,952 | 17,422,458 | 743,990 | 22,349,458 | |||
Shares Redeemed | (1,454,981) | (36,873,194) | (1,445,763) | (46,040,790) | |||
Net Increase (Decrease) | (618,801) | (14,151,562) | (332,783) | (11,974,481) | |||
Class I | |||||||
Shares Sold | 1,431,084 | $ 56,509,411 | 2,309,673 | $ 105,781,014 | |||
Shares Issued for Reinvested Dividends | 894,258 | 37,379,994 | 924,714 | 40,077,121 | |||
Shares Redeemed | (3,243,038) | (128,586,178) | (2,209,353) | (101,145,679) | |||
Net Increase (Decrease) | (917,696) | (34,696,773) | 1,025,034 | 44,712,456 | |||
Class R3 | |||||||
Shares Sold | 117,578 | $ 4,352,251 | 151,226 | $ 6,683,795 | |||
Shares Issued for Reinvested Dividends | 76,658 | 3,032,585 | 90,203 | 3,742,540 | |||
Shares Redeemed | (206,799) | (7,790,606) | (270,146) | (11,931,278) | |||
Net Increase (Decrease) | (12,563) | (405,770) | (28,717) | (1,504,943) | |||
Class R4 | |||||||
Shares Sold | 85,195 | $ 3,489,886 | 134,157 | $ 6,296,937 | |||
Shares Issued for Reinvested Dividends | 45,986 | 1,974,634 | 58,738 | 2,616,195 | |||
Shares Redeemed | (242,024) | (9,583,409) | (229,273) | (10,763,007) | |||
Net Increase (Decrease) | (110,843) | (4,118,889) | (36,378) | (1,849,875) | |||
Class R5 | |||||||
Shares Sold | 57,546 | $ 2,435,652 | 79,162 | $ 3,961,571 | |||
Shares Issued for Reinvested Dividends | 22,562 | 1,042,154 | 25,326 | 1,201,964 | |||
Shares Redeemed | (83,838) | (3,601,385) | (89,603) | (4,495,885) | |||
Net Increase (Decrease) | (3,730) | (123,579) | 14,885 | 667,650 | |||
Class R6 | |||||||
Shares Sold | 1,224,226 | $ 53,330,855 | 55,913 | $ 2,913,413 | |||
Shares Issued for Reinvested Dividends | 10,556 | 497,706 | 9,082 | 438,736 | |||
Shares Redeemed | (46,267) | (2,004,674) | (32,048) | (1,696,505) | |||
Net Increase (Decrease) | 1,188,515 | 51,823,887 | 32,947 | 1,655,644 | |||
Class Y | |||||||
Shares Sold | 206,056 | $ 9,241,977 | 450,272 | $ 22,884,351 | |||
Shares Issued for Reinvested Dividends | 211,002 | 9,927,628 | 219,387 | 10,587,619 | |||
Shares Redeemed | (1,487,131) | (65,145,430) | (397,553) | (20,324,517) | |||
Net Increase (Decrease) | (1,070,073) | (45,975,825) | 272,106 | 13,147,453 | |||
Class F | |||||||
Shares Sold | 134,871 | $ 5,389,637 | 262,096 | $ 12,136,397 | |||
Shares Issued for Reinvested Dividends | 99,102 | 4,167,247 | 89,913 | 3,913,893 | |||
Shares Redeemed | (278,324) | (10,879,334) | (183,888) | (8,417,394) | |||
Net Increase (Decrease) | (44,351) | (1,322,450) | 168,121 | 7,632,896 | |||
Total Net Increase (Decrease) | (931,458) | $ (19,993,443) | 2,698,767 | $ 114,791,022 | |||
MidCap Fund | |||||||
Class A | |||||||
Shares Sold | 4,396,156 | $ 124,424,494 | 5,765,546 | $ 206,608,439 | |||
Shares Issued for Reinvested Dividends | 12,324,154 | 396,196,632 | 10,539,072 | 343,679,112 | |||
Shares Redeemed | (15,878,115) | (445,237,437) | (12,122,834) | (430,915,073) | |||
Net Increase (Decrease) | 842,195 | 75,383,689 | 4,181,784 | 119,372,478 | |||
Class C | |||||||
Shares Sold | 723,474 | $ 11,923,400 | 997,903 | $ 22,218,396 | |||
Shares Issued for Reinvested Dividends | 3,704,020 | 67,653,820 | 3,497,780 | 71,039,908 | |||
Shares Redeemed | (6,042,234) | (98,035,963) | (6,508,579) | (145,602,161) | |||
Net Increase (Decrease) | (1,614,740) | (18,458,743) | (2,012,896) | (52,343,857) |
122 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 14,515,466 | $ 444,089,079 | 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 | (63,448,845) | (1,907,224,197) | (51,765,006) | (1,948,483,150) | |||
Net Increase (Decrease) | (35,924,816) | (1,022,170,052) | (19,228,035) | (776,185,061) | |||
Class R3 | |||||||
Shares Sold | 268,544 | $ 8,594,453 | 328,898 | $ 13,349,542 | |||
Shares Issued for Reinvested Dividends | 262,492 | 9,696,451 | 278,856 | 10,337,182 | |||
Shares Redeemed | (755,575) | (24,883,540) | (897,014) | (36,300,678) | |||
Net Increase (Decrease) | (224,539) | (6,592,636) | (289,260) | (12,613,954) | |||
Class R4 | |||||||
Shares Sold | 369,134 | $ 12,932,115 | 616,644 | $ 26,335,205 | |||
Shares Issued for Reinvested Dividends | 422,793 | 16,696,845 | 530,397 | 20,812,764 | |||
Shares Redeemed | (2,195,136) | (76,584,250) | (2,562,147) | (109,758,970) | |||
Net Increase (Decrease) | (1,403,209) | (46,955,290) | (1,415,106) | (62,611,001) | |||
Class R5 | |||||||
Shares Sold | 684,393 | $ 25,511,679 | 1,925,411 | $ 85,163,229 | |||
Shares Issued for Reinvested Dividends | 578,517 | 24,023,911 | 805,971 | 32,980,317 | |||
Shares Redeemed | (5,194,820) | (197,426,765) | (5,761,404) | (259,286,863) | |||
Net Increase (Decrease) | (3,931,910) | (147,891,175) | (3,030,022) | (141,143,317) | |||
Class R6 | |||||||
Shares Sold | 3,747,078 | $ 138,619,353 | 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 | (18,624,424) | (721,527,773) | (22,294,027) | (1,010,767,875) | |||
Net Increase (Decrease) | (11,590,613) | (443,968,032) | (11,096,527) | (520,823,392) | |||
Class Y | |||||||
Shares Sold | 3,185,757 | $ 122,180,289 | 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 | (12,021,019) | (441,584,956) | (16,202,137) | (733,248,509) | |||
Net Increase (Decrease) | (6,941,563) | (239,580,757) | (9,534,822) | (441,128,162) | |||
Class F | |||||||
Shares Sold | 11,256,515 | $ 336,568,335 | 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 | (19,967,918) | (595,418,038) | (20,970,331) | (786,132,834) | |||
Net Increase (Decrease) | 120,252 | 42,600,075 | (1,395,102) | (75,302,844) | |||
Total Net Increase (Decrease) | (60,668,943) | $ (1,807,632,921) | (43,819,986) | $ (1,962,779,110) | |||
MidCap Value Fund | |||||||
Class A | |||||||
Shares Sold | 3,626,881 | $ 60,577,133 | 2,474,862 | $ 41,495,746 | |||
Shares Issued for Reinvested Dividends | 1,489,007 | 25,794,038 | 56,642 | 831,510 | |||
Shares Redeemed | (2,384,882) | (40,360,058) | (2,543,440) | (41,457,915) | |||
Net Increase (Decrease) | 2,731,006 | 46,011,113 | (11,936) | 869,341 | |||
Class C | |||||||
Shares Sold | 100,059 | $ 1,304,175 | 43,557 | $ 579,493 | |||
Shares Issued for Reinvested Dividends | 59,365 | 792,527 | — | — | |||
Shares Redeemed | (215,239) | (2,791,559) | (405,320) | (5,295,304) | |||
Net Increase (Decrease) | (55,815) | (694,857) | (361,763) | (4,715,811) | |||
Class I | |||||||
Shares Sold | 1,124,320 | $ 19,053,064 | 328,086 | $ 5,572,562 | |||
Shares Issued for Reinvested Dividends | 107,582 | 1,891,181 | 7,619 | 112,984 | |||
Shares Redeemed | (313,265) | (5,196,398) | �� | (553,865) | (8,619,992) | ||
Net Increase (Decrease) | 918,637 | 15,747,847 | (218,160) | (2,934,446) | |||
Class R3 | |||||||
Shares Sold | 54,448 | $ 966,052 | 66,910 | $ 1,193,206 | |||
Shares Issued for Reinvested Dividends | 25,748 | 473,508 | — | — | |||
Shares Redeemed | (86,445) | (1,584,367) | (115,157) | (2,047,635) | |||
Net Increase (Decrease) | (6,249) | (144,807) | (48,247) | (854,429) |
123 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R4 | |||||||
Shares Sold | 61,011 | $ 1,132,238 | 71,792 | $ 1,296,064 | |||
Shares Issued for Reinvested Dividends | 32,127 | 606,242 | 1,122 | 17,850 | |||
Shares Redeemed | (109,207) | (2,061,824) | (208,564) | (3,543,019) | |||
Net Increase (Decrease) | (16,069) | (323,344) | (135,650) | (2,229,105) | |||
Class R5 | |||||||
Shares Sold | 16,192 | $ 287,737 | 7,217 | $ 128,610 | |||
Shares Issued for Reinvested Dividends | 7,461 | 143,466 | 586 | 9,446 | |||
Shares Redeemed | (18,161) | (342,378) | (6,437) | (116,999) | |||
Net Increase (Decrease) | 5,492 | 88,825 | 1,366 | 21,057 | |||
Class R6(1) | |||||||
Shares Sold | 650 | $ 10,000 | — | $ — | |||
Net Increase (Decrease) | 650 | 10,000 | — | — | |||
Class Y | |||||||
Shares Sold | 211,905 | $ 4,000,083 | 473,420 | $ 8,111,667 | |||
Shares Issued for Reinvested Dividends | 52,960 | 1,020,918 | 5,606 | 90,649 | |||
Shares Redeemed | (594,422) | (11,262,742) | (457,356) | (8,763,398) | |||
Net Increase (Decrease) | (329,557) | (6,241,741) | 21,670 | (561,082) | |||
Class F | |||||||
Shares Sold | 6,704,088 | $ 113,928,434 | 5,244,142 | $ 88,440,237 | |||
Shares Issued for Reinvested Dividends | 1,871,906 | 32,929,211 | 163,610 | 2,424,705 | |||
Shares Redeemed | (5,201,908) | (88,986,471) | (5,585,121) | (92,716,247) | |||
Net Increase (Decrease) | 3,374,086 | 57,871,174 | (177,369) | (1,851,305) | |||
Total Net Increase (Decrease) | 6,622,181 | $ 112,324,210 | (930,089) | $ (12,255,780) | |||
Quality Value Fund | |||||||
Class A | |||||||
Shares Sold | 653,948 | $ 15,932,127 | 434,273 | $ 10,311,005 | |||
Shares Issued for Reinvested Dividends | 446,698 | 11,224,276 | 151,354 | 3,182,978 | |||
Shares Redeemed | (938,757) | (22,808,241) | (947,815) | (22,212,834) | |||
Net Increase (Decrease) | 161,889 | 4,348,162 | (362,188) | (8,718,851) | |||
Class C | |||||||
Shares Sold | 76,667 | $ 1,602,569 | 29,926 | $ 594,579 | |||
Shares Issued for Reinvested Dividends | 10,099 | 212,267 | 3,530 | 63,188 | |||
Shares Redeemed | (65,853) | (1,348,407) | (113,368) | (2,261,575) | |||
Net Increase (Decrease) | 20,913 | 466,429 | (79,912) | (1,603,808) | |||
Class I | |||||||
Shares Sold | 710,040 | $ 16,923,232 | 278,233 | $ 6,680,247 | |||
Shares Issued for Reinvested Dividends | 55,812 | 1,383,295 | 14,220 | 294,345 | |||
Shares Redeemed | (230,905) | (5,313,610) | (110,028) | (2,556,620) | |||
Net Increase (Decrease) | 534,947 | 12,992,917 | 182,425 | 4,417,972 | |||
Class R3 | |||||||
Shares Sold | 3,836 | $ 94,890 | 4,235 | $ 100,111 | |||
Shares Issued for Reinvested Dividends | 2,505 | 64,011 | 828 | 17,729 | |||
Shares Redeemed | (8,433) | (208,983) | (9,137) | (220,510) | |||
Net Increase (Decrease) | (2,092) | (50,082) | (4,074) | (102,670) | |||
Class R4 | |||||||
Shares Sold | 46,621 | $ 1,142,022 | 44,905 | $ 1,069,168 | |||
Shares Issued for Reinvested Dividends | 10,678 | 276,389 | 4,243 | 91,734 | |||
Shares Redeemed | (24,211) | (629,358) | (75,589) | (1,855,079) | |||
Net Increase (Decrease) | 33,088 | 789,053 | (26,441) | (694,177) | |||
Class R5 | |||||||
Shares Sold | 15,997 | $ 412,528 | 123 | $ 3,003 | |||
Shares Issued for Reinvested Dividends | 763 | 19,958 | 265 | 5,775 | |||
Shares Redeemed | (14,814) | (364,859) | (64) | (1,603) | |||
Net Increase (Decrease) | 1,946 | 67,627 | 324 | 7,175 |
124 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R6 | |||||||
Shares Sold | 512,657 | $ 13,564,294 | 5,718 | $ 131,614 | |||
Shares Issued for Reinvested Dividends | 627 | 16,459 | 536 | 11,697 | |||
Shares Redeemed | (43,904) | (1,076,263) | (21,890) | (567,870) | |||
Net Increase (Decrease) | 469,380 | 12,504,490 | (15,636) | (424,559) | |||
Class Y | |||||||
Shares Sold | 210,023 | $ 5,213,675 | 46,187 | $ 1,183,352 | |||
Shares Issued for Reinvested Dividends | 3,465 | 90,617 | 473 | 10,318 | |||
Shares Redeemed | (3,483) | (89,985) | (2,267) | (57,102) | |||
Net Increase (Decrease) | 210,005 | 5,214,307 | 44,393 | 1,136,568 | |||
Class F | |||||||
Shares Sold | 114,445 | $ 2,665,943 | 64,383 | $ 1,454,799 | |||
Shares Issued for Reinvested Dividends | 32,704 | 807,378 | 12,550 | 258,522 | |||
Shares Redeemed | (80,617) | (1,931,633) | (95,500) | (2,207,875) | |||
Net Increase (Decrease) | 66,532 | 1,541,688 | (18,567) | (494,554) | |||
Total Net Increase (Decrease) | 1,496,608 | $ 37,874,591 | (279,676) | $ (6,476,904) | |||
Small Cap Growth Fund | |||||||
Class A | |||||||
Shares Sold | 221,362 | $ 9,569,965 | 242,684 | $ 15,163,953 | |||
Shares Issued for Reinvested Dividends | 954,163 | 46,858,948 | 280,755 | 16,331,511 | |||
Shares Redeemed | (717,182) | (29,726,296) | (441,435) | (27,592,119) | |||
Net Increase (Decrease) | 458,343 | 26,702,617 | 82,004 | 3,903,345 | |||
Class C | |||||||
Shares Sold | 15,487 | $ 359,111 | 18,046 | $ 723,868 | |||
Shares Issued for Reinvested Dividends | 82,922 | 2,226,460 | 40,883 | 1,524,921 | |||
Shares Redeemed | (185,294) | (4,427,327) | (223,022) | (8,907,111) | |||
Net Increase (Decrease) | (86,885) | (1,841,756) | (164,093) | (6,658,322) | |||
Class I | |||||||
Shares Sold | 418,467 | $ 21,023,675 | 356,881 | $ 23,938,090 | |||
Shares Issued for Reinvested Dividends | 399,352 | 21,181,650 | 118,956 | 7,339,599 | |||
Shares Redeemed | (911,520) | (42,625,231) | (555,069) | (36,106,911) | |||
Net Increase (Decrease) | (93,701) | (419,906) | (79,232) | (4,829,222) | |||
Class R3 | |||||||
Shares Sold | 37,435 | $ 1,519,137 | 34,992 | $ 2,097,739 | |||
Shares Issued for Reinvested Dividends | 33,647 | 1,607,651 | 11,592 | 661,760 | |||
Shares Redeemed | (37,384) | (1,539,821) | (58,869) | (3,639,902) | |||
Net Increase (Decrease) | 33,698 | 1,586,967 | (12,285) | (880,403) | |||
Class R4 | |||||||
Shares Sold | 57,592 | $ 2,499,410 | 89,389 | $ 5,836,584 | |||
Shares Issued for Reinvested Dividends | 66,764 | 3,474,411 | 32,051 | 1,953,808 | |||
Shares Redeemed | (137,344) | (6,212,553) | (392,229) | (25,488,142) | |||
Net Increase (Decrease) | (12,988) | (238,732) | (270,789) | (17,697,750) | |||
Class R5 | |||||||
Shares Sold | 94,689 | $ 4,878,355 | 262,369 | $ 18,020,843 | |||
Shares Issued for Reinvested Dividends | 209,364 | 11,873,046 | 80,046 | 5,219,014 | |||
Shares Redeemed | (1,014,799) | (52,060,732) | (408,838) | (28,555,099) | |||
Net Increase (Decrease) | (710,746) | (35,309,331) | (66,423) | (5,315,242) | |||
Class R6 | |||||||
Shares Sold | 632,270 | $ 31,604,252 | 334,847 | $ 23,790,157 | |||
Shares Issued for Reinvested Dividends | 231,729 | 13,451,895 | 90,910 | 6,035,522 | |||
Shares Redeemed | (692,483) | (34,088,678) | (666,499) | (47,474,079) | |||
Net Increase (Decrease) | 171,516 | 10,967,469 | (240,742) | (17,648,400) | |||
Class Y | |||||||
Shares Sold | 839,505 | $ 41,660,987 | 710,508 | $ 50,782,835 | |||
Shares Issued for Reinvested Dividends | 629,402 | 36,511,588 | 243,023 | 16,134,292 | |||
Shares Redeemed | (1,781,643) | (93,919,879) | (1,739,428) | (123,651,652) | |||
Net Increase (Decrease) | (312,736) | (15,747,304) | (785,897) | (56,734,525) |
125 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 184,432 | $ 8,373,822 | 272,698 | $ 18,053,254 | |||
Shares Issued for Reinvested Dividends | 111,234 | 5,943,226 | 51,104 | 3,169,442 | |||
Shares Redeemed | (139,380) | (6,409,494) | (613,475) | (41,379,020) | |||
Net Increase (Decrease) | 156,286 | 7,907,554 | (289,673) | (20,156,324) | |||
Total Net Increase (Decrease) | (397,213) | $ (6,392,422) | (1,827,130) | $ (126,016,843) | |||
Small Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 561,031 | $ 6,997,260 | 1,188,590 | $ 15,684,280 | |||
Shares Issued for Reinvested Dividends | 301,029 | 3,859,001 | 34,939 | 359,520 | |||
Shares Redeemed | (803,656) | (9,550,137) | (750,779) | (9,444,203) | |||
Net Increase (Decrease) | 58,404 | 1,306,124 | 472,750 | 6,599,597 | |||
Class C | |||||||
Shares Sold | 37,481 | $ 394,693 | 108,329 | $ 1,209,656 | |||
Shares Issued for Reinvested Dividends | 18,966 | 206,536 | 441 | 3,924 | |||
Shares Redeemed | (127,904) | (1,292,884) | (122,556) | (1,345,622) | |||
Net Increase (Decrease) | (71,457) | (691,655) | (13,786) | (132,042) | |||
Class I | |||||||
Shares Sold | 734,453 | $ 9,050,605 | 2,537,268 | $ 33,866,723 | |||
Shares Issued for Reinvested Dividends | 175,561 | 2,258,975 | 5,247 | 53,996 | |||
Shares Redeemed | (1,494,012) | (17,432,510) | (437,736) | (5,819,619) | |||
Net Increase (Decrease) | (583,998) | (6,122,930) | 2,104,779 | 28,101,100 | |||
Class R3 | |||||||
Shares Sold | 16,293 | $ 204,509 | 29,282 | $ 397,377 | |||
Shares Issued for Reinvested Dividends | 4,272 | 57,161 | 326 | 3,498 | |||
Shares Redeemed | (23,679) | (272,346) | (15,655) | (197,530) | |||
Net Increase (Decrease) | (3,114) | (10,676) | 13,953 | 203,345 | |||
Class R4 | |||||||
Shares Sold | 14,894 | $ 195,383 | 822 | $ 11,178 | |||
Shares Issued for Reinvested Dividends | 250 | 3,408 | 33 | 362 | |||
Shares Redeemed | (15,447) | (172,601) | (584) | (8,365) | |||
Net Increase (Decrease) | (303) | 26,190 | 271 | 3,175 | |||
Class R5 | |||||||
Shares Sold | 153,133 | $ 2,056,317 | 3,061 | $ 44,058 | |||
Shares Issued for Reinvested Dividends | 118 | 1,609 | 14 | 148 | |||
Shares Redeemed | (9,522) | (114,642) | (2,457) | (34,282) | |||
Net Increase (Decrease) | 143,729 | 1,943,284 | 618 | 9,924 | |||
Class R6 | |||||||
Shares Sold | 623,330 | $ 8,296,495 | 88,436 | $ 1,245,447 | |||
Shares Issued for Reinvested Dividends | 15,967 | 216,927 | 357 | 3,866 | |||
Shares Redeemed | (98,409) | (1,262,128) | (9,262) | (115,115) | |||
Net Increase (Decrease) | 540,888 | 7,251,294 | 79,531 | 1,134,198 | |||
Class Y | |||||||
Shares Sold | 150,796 | $ 1,967,915 | 124,042 | $ 1,700,660 | |||
Shares Issued for Reinvested Dividends | 9,047 | 122,651 | 342 | 3,688 | |||
Shares Redeemed | (58,546) | (746,528) | (14,694) | (205,546) | |||
Net Increase (Decrease) | 101,297 | 1,344,038 | 109,690 | 1,498,802 | |||
Class F | |||||||
Shares Sold | 960,813 | $ 11,661,567 | 2,116,114 | $ 27,975,721 | |||
Shares Issued for Reinvested Dividends | 397,291 | 5,111,134 | 64,774 | 665,880 | |||
Shares Redeemed | (3,749,272) | (47,895,143) | (1,320,995) | (15,530,755) | |||
Net Increase (Decrease) | (2,391,168) | (31,122,442) | 859,893 | 13,110,846 | |||
Total Net Increase (Decrease) | (2,205,722) | $ (26,076,773) | 3,627,699 | $ 50,528,945 |
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For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Small Company Fund | |||||||
Class A | |||||||
Shares Sold | 1,738,532 | $ 32,905,503 | 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 | (3,557,006) | (67,298,839) | (1,970,509) | (58,538,530) | |||
Net Increase (Decrease) | 3,001,905 | 72,281,651 | 1,357,103 | 37,568,818 | |||
Class C | |||||||
Shares Sold | 56,836 | $ 481,078 | 105,496 | $ 1,863,781 | |||
Shares Issued for Reinvested Dividends | 334,733 | 3,410,930 | 98,681 | 1,604,546 | |||
Shares Redeemed | (291,607) | (2,531,382) | (243,229) | (4,261,364) | |||
Net Increase (Decrease) | 99,962 | 1,360,626 | (39,052) | (793,037) | |||
Class I | |||||||
Shares Sold | 660,951 | $ 14,455,416 | 722,263 | $ 23,465,518 | |||
Shares Issued for Reinvested Dividends | 469,224 | 11,477,212 | 113,755 | 3,392,187 | |||
Shares Redeemed | (1,186,111) | (23,974,621) | (329,416) | (10,447,336) | |||
Net Increase (Decrease) | (55,936) | 1,958,007 | 506,602 | 16,410,369 | |||
Class R3 | |||||||
Shares Sold | 111,679 | $ 2,322,102 | 136,144 | $ 4,520,959 | |||
Shares Issued for Reinvested Dividends | 119,201 | 2,994,327 | 45,509 | 1,394,856 | |||
Shares Redeemed | (140,062) | (3,015,748) | (217,034) | (7,087,863) | |||
Net Increase (Decrease) | 90,818 | 2,300,681 | (35,381) | (1,172,048) | |||
Class R4 | |||||||
Shares Sold | 85,121 | $ 1,932,961 | 130,342 | $ 4,726,037 | |||
Shares Issued for Reinvested Dividends | 93,263 | 2,607,622 | 37,589 | 1,251,351 | |||
Shares Redeemed | (160,300) | (4,013,745) | (189,059) | (6,753,577) | |||
Net Increase (Decrease) | 18,084 | 526,838 | (21,128) | (776,189) | |||
Class R5 | |||||||
Shares Sold | 78,431 | $ 2,092,719 | 84,862 | $ 3,272,537 | |||
Shares Issued for Reinvested Dividends | 34,948 | 1,072,566 | 10,551 | 377,953 | |||
Shares Redeemed | (82,975) | (2,199,696) | (44,399) | (1,705,756) | |||
Net Increase (Decrease) | 30,404 | 965,589 | 51,014 | 1,944,734 | |||
Class R6 | |||||||
Shares Sold | 161,484 | $ 4,074,702 | 129,943 | $ 5,123,929 | |||
Shares Issued for Reinvested Dividends | 29,818 | 945,536 | 3,508 | 128,962 | |||
Shares Redeemed | (58,154) | (1,496,909) | (32,019) | (1,254,201) | |||
Net Increase (Decrease) | 133,148 | 3,523,329 | 101,432 | 3,998,690 | |||
Class Y | |||||||
Shares Sold | 1,528,862 | $ 39,347,667 | 2,592,104 | $ 111,577,676 | |||
Shares Issued for Reinvested Dividends | 235,140 | 7,437,476 | 47,078 | 1,728,226 | |||
Shares Redeemed | (1,220,313) | (31,378,682) | (2,109,893) | (87,145,029) | |||
Net Increase (Decrease) | 543,689 | 15,406,461 | 529,289 | 26,160,873 | |||
Class F | |||||||
Shares Sold | 3,642,764 | $ 76,566,463 | 3,078,986 | $ 99,109,263 | |||
Shares Issued for Reinvested Dividends | 2,680,211 | 66,254,813 | 808,547 | 24,288,757 | |||
Shares Redeemed | (3,315,131) | (72,876,191) | (2,624,084) | (85,717,671) | |||
Net Increase (Decrease) | 3,007,844 | 69,945,085 | 1,263,449 | 37,680,349 | |||
Total Net Increase (Decrease) | 6,869,918 | $ 168,268,267 | 3,713,328 | $ 121,022,559 |
(1) | Class R6 of the MidCap Value Fund commenced operations on June 22, 2022. |
13. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as a commitment fee. From November 1, 2021 through March 3, 2022, the |
127 |
October 31, 2022
14. | 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. |
15. | 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. |
128 |
129 |
• | the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk); |
• | an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation; |
• | the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM; |
• | whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and |
• | any material changes to the LRM Program. |
130 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH EACH COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
NON-INTERESTED DIRECTORS | ||||||||||
HILARY E. ACKERMANN (1956) | Director | Since 2014 | Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. | 80 | Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present. | |||||
ROBIN C. BEERY (1967) | Director | Since 2017 | Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014. | 80 | Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee. | |||||
DERRICK D. CEPHAS (1952) | Director | Since 2020 | Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020). | 80 | Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust. | |||||
CHRISTINE R. DETRICK (1958) | Director and Chair of the Board | Director since 2016; Chair of the Board since 2021 | From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company. | 80 | Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021). | |||||
JOHN J. GAUTHIER (1961) | Director | Since 2022 | Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions). | 80 | Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees. |
131 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH EACH COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
ANDREW A. JOHNSON (1962) | Director | Since 2020 | Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018). | 80 | Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. | |||||
PAUL L. ROSENBERG (1953) | Director | Since 2020 | Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present). | 80 | None | |||||
DAVID SUNG (1953) | Director | Since 2017 | Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | 80 | Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present). | |||||
OFFICERS AND INTERESTED DIRECTORS | ||||||||||
JAMES E. DAVEY(4) (1964) | Director, President and Chief Executive Officer | President and Chief Executive Officer since 2010; Director since 2012 | Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG. | 80 | None | |||||
AMY N. FURLONG (1979) | Vice President | Since 2018 | Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of each Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004. | N/A | N/A | |||||
WALTER F. GARGER (1965) | Vice President and Chief Legal Officer | Since 2016 | Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995. | N/A | N/A | |||||
THEODORE J. LUCAS (1966) | Vice President | Since 2017 | Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016). | N/A | N/A | |||||
JOSEPH G. MELCHER (1973) | Vice President, Chief Compliance Officer and AML Compliance Officer | Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022 | Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019). | N/A | N/A |
132 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH EACH COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
VERNON J. MEYER (1964) | Vice President | Since 2006 | Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004. | N/A | N/A | |||||
DAVID A. NAAB (1985) | Vice President and Treasurer | Since 2021 | Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020. | N/A | N/A | |||||
ALICE A. PELLEGRINO (1960) | Vice President and Assistant Secretary | Since 2016 | Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007. | N/A | N/A | |||||
THOMAS R. PHILLIPS (1960) | Vice President and Secretary | Since 2017 | Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC. | N/A | N/A |
(1) | The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087. |
(2) | Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death. |
(3) | The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust. |
(4) | “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies. |
133 |
134 |
The Hartford Mutual Funds II, Inc.
135 |
136 |
137 |
138 |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period and the 4th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group and its total expenses were in the 3rd quintile. |
139 |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1- and 3-year periods and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee, actual management fee, and its total expenses were in the 1st quintile of its expense group. |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and total expenses were in the 3rd quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.06% through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period, the 2nd quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. The Board also noted recent changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee, actual management fee, and its total expenses were in the 4th quintile of its expense group. |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile. |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 2nd quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3, and 5-year periods. The Board also noted recent and upcoming changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile and its total expenses were in the 2nd quintile. |
• | The Board noted that the Fund’s performance was in the 3rd quintile versus its peer universe for the 1-year period, the 5th quintile for the 3-year period, and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and above its benchmark for the 5-year period. |
140 |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class I and Y shares of the Fund have contractual transfer agency expense caps of 0.12% and 0.06%, respectively, through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses were in the 4th quintile. |
• | The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses were in the 2nd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.96% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period and the 5th quintile for the 3- and 5- year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.07% through February 23, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses. |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period, the 4th quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period, and above its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.30% through February 28, 2023. |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. The Board also noted upcoming changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile. |
141 |
142 |
a) | management; |
b) | use; and |
c) | protection; |
a) | service your Transactions with us; and |
b) | support our business functions. |
a) | You; |
b) | your Transactions with us; and |
c) | third parties such as a consumer-reporting agency. |
a) | your name; |
b) | your address; |
c) | your income; |
d) | your payment; or |
e) | your credit history; |
a) | our insurance companies; |
b) | our employee agents; |
c) | our brokerage firms; and |
d) | our administrators. |
a) | market our products; or |
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b) | brokerage firms; |
c) | insurance companies; |
d) | administrators; and |
e) | service providers; |
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b) | as otherwise allowed or required by law. |
a) | underwriting policies; |
b) | paying claims; |
c) | developing new products; or |
d) | advising customers of our products and services. |
a) | the confidentiality; and |
b) | the integrity of; |
a) | secured files; |
b) | user authentication; |
c) | encryption; |
d) | firewall technology; and |
e) | the use of detection software. |
a) | identify information to be protected; |
b) | provide an adequate level of protection for that data; and |
c) | grant access to protected data only to those people who must use |
a) | credit history; |
b) | income; |
c) | financial benefits; or |
d) | policy or claim information. |
a) | your medical records; or |
b) | information about your illness, disability or injury. |
a) | Personal Financial Information; and |
b) | Personal Health Information. |
a) | your Application; |
b) | your request for us to pay a claim; and |
c) | your request for us to take an action on your account. |
a) | asking about; |
b) | applying for; or |
c) | obtaining; |
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 (CPI) in the United States 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. |
October 31, 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 Periods Ended 10/31/2022 | ||
1 Year | Since Inception1 | |
Class I | -16.91% | -0.16% |
Class R3 | -17.02% | -0.18% |
Class R4 | -16.96% | -0.17% |
Class R5 | -16.89% | -0.15% |
Class Y | -16.91% | -0.16% |
Class F | -16.80% | -0.13% |
Class SDR | -16.86% | -0.14% |
Bloomberg US Aggregate Bond Index | -15.68% | -0.40% |
1 | Inception: 01/31/2018. |
2 |
October 31, 2022 (Unaudited)
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 10/31/2022. |
Manager Discussion
3 |
October 31, 2022 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2022 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 2.3% |
Corporate Bonds | 44.2 |
Municipal Bonds | 3.5 |
U.S. Government Agencies(2) | 19.1 |
U.S. Government Securities | 29.8 |
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 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 October 31, 2022. |
4 |
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. |
Additional Information Regarding Bloomberg Index(es). “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 Fund is 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 Fund or any member of the public regarding the advisability of investing in securities generally or in the Fund 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 Fund. Bloomberg has no obligation to take the needs of HFMC or the owners of the Fund 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 Fund to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Fund's customers, in connection with the administration, marketing or trading of the Fund. |
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 FUND 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. |
5 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Beginning Account Value May 1, 2022 | Ending Account Value October 31, 2022 | Expenses paid during the period May 1, 2022 through October 31, 2022 | Annualized expense ratio | |||||||
Hartford Schroders Sustainable Core Bond Fund | |||||||||||||
Class I | $ 1,000.00 | $ 924.30 | $ 2.57 | $ 1,000.00 | $ 1,022.53 | $ 2.70 | 0.53% (1) | ||||||
Class R3 | $ 1,000.00 | $ 923.70 | $ 3.01 | $ 1,000.00 | $ 1,022.13 | $ 3.16 | 0.62% | ||||||
Class R4 | $ 1,000.00 | $ 924.10 | $ 2.81 | $ 1,000.00 | $ 1,022.23 | $ 2.96 | 0.58% | ||||||
Class R5 | $ 1,000.00 | $ 923.40 | $ 2.23 | $ 1,000.00 | $ 1,022.84 | $ 2.35 | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 924.70 | $ 1.94 | $ 1,000.00 | $ 1,023.19 | $ 2.04 | 0.40% | ||||||
Class F | $ 1,000.00 | $ 923.90 | $ 1.75 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% | ||||||
Class SDR | $ 1,000.00 | $ 924.10 | $ 1.55 | $ 1,000.00 | $ 1,023.59 | $ 1.63 | 0.32% |
(1) | The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022. |
6 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% | |||
Asset-Backed - Finance & Insurance - 1.8% | |||
$ 486,000 | Cedar Funding VI CLO Ltd. 5.29%, 04/20/2034, 3 mo. USD LIBOR + 1.050%(1)(2) | $ 463,544 | |
500,000 | Dewolf Park CLO Ltd. 5.00%, 10/15/2030, 3 mo. USD LIBOR + 0.920%(1)(2) | 489,353 | |
800,000 | Madison Park Funding XVIII Ltd. 5.22%, 10/21/2030, 3 mo. USD LIBOR + 0.940%(1)(2) | 782,094 | |
600,000 | Madison Park Funding XXVI Ltd. 5.61%, 07/29/2030, 3 mo. USD LIBOR + 1.200%(1)(2) | 587,633 | |
250,000 | Octagon Investment Partners 30 Ltd. 5.24%, 03/17/2030, 3 mo. USD LIBOR + 1.000%(1)(2) | 244,151 | |
2,566,775 | |||
Other Asset-Backed Securities - 0.4% | |||
606,000 | Goldentree Loan Management U.S. CLO Ltd. 5.15%, 11/20/2030, 3 mo. USD LIBOR + 0.910%(1)(2) | 591,304 | |
Whole Loan Collateral CMO - 0.1% | |||
Towd Point Mortgage Trust | |||
7,326 | 2.75%, 04/25/2057(1)(3) | 7,217 | |
44,144 | 2.75%, 06/25/2057(1)(3) | 41,725 | |
52,884 | 2.75%, 07/25/2057(1)(3) | 51,697 | |
100,639 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $3,346,920) | $ 3,258,718 | ||
CORPORATE BONDS - 44.2% | |||
Auto Manufacturers - 2.1% | |||
223,000 | General Motors Co. 6.13%, 10/01/2025 | $ 221,919 | |
General Motors Financial Co., Inc. | |||
983,000 | 1.50%, 06/10/2026 | 826,763 | |
226,000 | 3.25%, 01/05/2023 | 225,340 | |
1,325,000 | Hyundai Capital America 1.50%, 06/15/2026(1) | 1,105,054 | |
710,000 | Volkswagen Group of America Finance LLC 4.35%, 06/08/2027(1) | 658,200 | |
3,037,276 | |||
Auto Parts & Equipment - 0.7% | |||
292,000 | Aptiv plc / Aptiv Corp. 3.25%, 03/01/2032 | 232,691 | |
53,000 | Magna International, Inc. 4.15%, 10/01/2025 | 51,486 | |
967,000 | Tyco Electronics Group S.A. 2.50%, 02/04/2032 | 769,374 | |
1,053,551 | |||
Beverages - 0.6% | |||
612,000 | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.90%, 02/01/2046 | 522,934 | |
433,000 | JDE Peet's N.V. 1.38%, 01/15/2027(1) | 355,016 | |
877,950 | |||
Commercial Banks - 16.6% | |||
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) | 27,985 | |
397,000 | 3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(4) | 395,563 | |
422,000 | 3.25%, 10/21/2027 | 376,443 | |
467,000 | 3.38%, 04/02/2026, (3.38% fixed rate until 04/02/2025; 3 mo. USD SOFR + 1.330% thereafter)(4) | 438,375 | |
512,000 | 3.50%, 04/19/2026 | 477,938 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 44.2% - (continued) | |||
Commercial Banks - 16.6% - (continued) | |||
$ 550,000 | 3.85%, 03/08/2037, (3.85% fixed rate until 03/08/2032; 5 year USD CMT + 2.000% thereafter)(4) | $ 440,245 | |
Bank of Ireland Group plc | |||
1,672,000 | 2.03%, 09/30/2027, (2.03% fixed rate until 09/30/2026; 12 mo. USD CMT + 1.100% thereafter)(1)(4) | 1,357,971 | |
285,000 | 4.50%, 11/25/2023(1) | 279,243 | |
Barclays plc | |||
1,336,000 | 3.56%, 09/23/2035, (3.56% fixed rate until 09/23/2030; 5 year USD CMT + 2.900% thereafter)(4) | 941,243 | |
1,219,000 | 7.33%, 11/02/2026, 12 mo. USD CMT + 3.050% | 1,217,025 | |
733,000 | BNP Paribas S.A. 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(4) | 655,232 | |
Citigroup, Inc. | |||
809,000 | 0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(4) | 748,313 | |
734,000 | 3.20%, 10/21/2026 | 668,253 | |
56,000 | 4.30%, 11/20/2026 | 52,736 | |
339,000 | 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) | 232,313 | |
554,000 | 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)(4) | 470,657 | |
Goldman Sachs Group, Inc. | |||
105,000 | 1.95%, 10/21/2027, (1.95% fixed rate until 10/21/2026; 3 mo. USD SOFR + 0.913% thereafter)(4) | 89,133 | |
1,503,000 | 2.64%, 02/24/2028, (2.64% fixed rate until 02/24/2027; 3 mo. USD SOFR + 1.114% thereafter)(4) | 1,298,913 | |
90,000 | 3.50%, 11/16/2026 | 82,775 | |
1,227,000 | 4.48%, 08/23/2028, (4.48% fixed rate until 08/23/2027; 3 mo. USD SOFR + 1.725% thereafter)(4) | 1,139,308 | |
HSBC Holdings plc | |||
1,356,000 | 2.10%, 06/04/2026, (2.10% fixed rate until 06/04/2025; 3 mo. USD SOFR + 1.929% thereafter)(4) | 1,192,276 | |
657,000 | 2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD SOFR + 1.402% thereafter)(4) | 600,262 | |
JP Morgan Chase & Co. | |||
894,000 | 1.58%, 04/22/2027, (1.58% fixed rate until 04/22/2026; 3 mo. USD SOFR + 0.885% thereafter)(4) | 768,710 | |
689,000 | 2.01%, 03/13/2026, (2.01% fixed rate until 03/13/2025; 3 mo. USD SOFR + 1.585% thereafter)(4) | 627,861 | |
693,000 | 2.60%, 02/24/2026, (2.60% fixed rate until 02/24/2025; 3 mo. USD SOFR + 0.915% thereafter)(4) | 641,821 | |
Lloyds Banking Group plc | |||
1,205,000 | 1.63%, 05/11/2027, (1.63% fixed rate until 05/11/2026; 12 mo. USD CMT + 0.850% thereafter)(4) | 1,008,101 | |
280,000 | 2.44%, 02/05/2026, (2.44% fixed rate until 02/05/2025; 12 mo. USD CMT + 1.000% thereafter)(4) | 254,403 |
7 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 44.2% - (continued) | |||
Commercial Banks - 16.6% - (continued) | |||
$ 555,000 | 3.75%, 03/18/2028, (3.75% fixed rate until 03/18/2027; 12 mo. USD CMT + 1.800% thereafter)(4) | $ 488,742 | |
Morgan Stanley | |||
1,517,000 | 2.63%, 02/18/2026, (2.63% fixed rate until 02/18/2025; 3 mo. USD SOFR + 0.940% thereafter)(4) | 1,404,075 | |
790,000 | 3.63%, 01/20/2027 | 727,651 | |
1,262,000 | Natwest Group plc 3.07%, 05/22/2028, (3.07% fixed rate until 05/22/2027; 12 mo. USD CMT + 2.550% thereafter)(4) | 1,071,187 | |
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) | 366,788 | |
1,205,000 | 1.67%, 06/14/2027, (1.67% fixed rate until 06/14/2026; 3 mo. USD SOFR + 0.989% thereafter)(4) | 984,229 | |
218,000 | Standard Chartered plc 2.68%, 06/29/2032, (2.68% fixed rate until 06/29/2031; 12 mo. USD CMT + 1.200% thereafter)(1)(4) | 152,137 | |
812,000 | 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)(4) | 571,618 | |
Wells Fargo & Co. | |||
1,631,000 | 2.39%, 06/02/2028, (2.39% fixed rate until 06/02/2027; 3 mo. USD SOFR + 2.100% thereafter)(4) | 1,392,771 | |
212,000 | 3.00%, 04/22/2026 | 193,962 | |
117,000 | 3.53%, 03/24/2028, (3.53% fixed rate until 03/24/2027; 3 mo. USD SOFR + 1.510% thereafter)(4) | 105,336 | |
23,941,594 | |||
Commercial Services - 0.3% | |||
90,000 | Moody's Corp. 4.88%, 02/15/2024 | 89,507 | |
282,000 | Quanta Services, Inc. 0.95%, 10/01/2024 | 256,950 | |
346,457 | |||
Diversified Financial Services - 1.6% | |||
1,118,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 | 835,990 | |
1,011,000 | Ally Financial, Inc. 2.20%, 11/02/2028 | 770,660 | |
855,000 | 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) | 702,616 | |
2,309,266 | |||
Electric - 2.8% | |||
206,000 | EDP Finance BV 6.30%, 10/11/2027 | 204,878 | |
Enel Finance International N.V. | |||
1,643,000 | 1.88%, 07/12/2028(1) | 1,234,884 | |
531,000 | 7.50%, 10/14/2032 | 531,359 | |
1,827,000 | Public Service Enterprise Group, Inc. 1.60%, 08/15/2030 | 1,353,802 | |
347,000 | Sempra Energy 3.70%, 04/01/2029 | 305,761 | |
370,000 | Southern California Edison Co. 4.70%, 06/01/2027 | 357,066 | |
3,987,750 | |||
Entertainment - 0.8% | |||
Magallanes, Inc. | |||
1,045,000 | 3.76%, 03/15/2027(1) | 929,357 | |
381,000 | 5.05%, 03/15/2042(1) | 277,941 | |
1,207,298 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 44.2% - (continued) | |||
Environmental Control - 0.7% | |||
$ 1,309,000 | Republic Services, Inc. 2.38%, 03/15/2033 | $ 1,000,864 | |
Healthcare - Products - 0.3% | |||
90,000 | Abbott Laboratories 3.40%, 11/30/2023 | 88,755 | |
373,000 | Baxter International, Inc. 2.54%, 02/01/2032 | 284,063 | |
39,000 | Boston Scientific Corp. 3.45%, 03/01/2024 | 38,089 | |
410,907 | |||
Healthcare - Services - 1.2% | |||
225,000 | Aetna, Inc. 2.80%, 06/15/2023 | 221,719 | |
531,000 | CommonSpirit Health 3.35%, 10/01/2029 | 445,264 | |
11,000 | Elevance Health, Inc. 4.10%, 03/01/2028 | 10,301 | |
1,051,000 | HCA, Inc. 3.38%, 03/15/2029(1) | 887,969 | |
235,000 | Humana, Inc. 3.70%, 03/23/2029 | 209,320 | |
1,774,573 | |||
Insurance - 1.5% | |||
2,000 | Aflac, Inc. 6.45%, 08/15/2040 | 1,984 | |
126,000 | American International Group, Inc. 3.90%, 04/01/2026 | 120,020 | |
513,000 | Corebridge Financial, Inc. 3.65%, 04/05/2027(1) | 464,481 | |
237,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 194,885 | |
100,000 | Equitable Holdings, Inc. 4.35%, 04/20/2028 | 92,791 | |
877,000 | Guardian Life Global Funding 3.25%, 03/29/2027(1) | 808,597 | |
501,000 | Willis North America, Inc. 4.65%, 06/15/2027 | 471,240 | |
2,153,998 | |||
IT Services - 0.3% | |||
612,000 | Dell International LLC / EMC Corp. 3.38%, 12/15/2041(1) | 378,599 | |
Media - 1.1% | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | |||
999,000 | 2.25%, 01/15/2029 | 784,771 | |
1,038,000 | 3.50%, 06/01/2041 | 652,400 | |
Discovery Communications LLC | |||
93,000 | 2.95%, 03/20/2023 | 92,189 | |
36,000 | 3.63%, 05/15/2030 | 29,039 | |
1,558,399 | |||
Mining - 0.8% | |||
831,000 | Anglo American Capital plc 2.25%, 03/17/2028(1) | 673,383 | |
710,000 | Yamana Gold, Inc. 2.63%, 08/15/2031 | 512,856 | |
1,186,239 | |||
Oil & Gas - 0.5% | |||
Cenovus Energy, Inc. | |||
379,000 | 2.65%, 01/15/2032 | 292,039 | |
73,000 | 6.75%, 11/15/2039 | 71,623 | |
380,000 | Equinor ASA 2.38%, 05/22/2030 | 313,790 | |
102,000 | Phillips 66 Co. 3.75%, 03/01/2028(1) | 91,562 | |
769,014 | |||
Pharmaceuticals - 0.8% | |||
AbbVie, Inc. | |||
673,000 | 3.20%, 11/21/2029 | 586,586 | |
228,000 | 3.60%, 05/14/2025 | 218,710 | |
105,000 | 3.80%, 03/15/2025 | 101,254 | |
108,000 | 3.85%, 06/15/2024 | 105,695 | |
42,000 | Becton Dickinson and Co. 3.73%, 12/15/2024 | 40,711 | |
41,000 | CVS Health Corp. 4.30%, 03/25/2028 | 38,452 | |
1,091,408 |
8 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 44.2% - (continued) | |||
Pipelines - 0.5% | |||
$ 69,000 | Enbridge, Inc. 4.25%, 12/01/2026 | $ 65,214 | |
90,000 | ONEOK, Inc. 6.35%, 01/15/2031 | 88,717 | |
Plains All American Pipeline L.P. / PAA Finance Corp. | |||
219,000 | 3.55%, 12/15/2029 | 182,351 | |
480,000 | 3.80%, 09/15/2030 | 399,863 | |
736,145 | |||
Real Estate Investment Trusts - 4.2% | |||
174,000 | Alexandria Real Estate Equities, Inc. 2.00%, 05/18/2032 | 125,157 | |
American Tower Corp. | |||
489,000 | 2.40%, 03/15/2025 | 452,098 | |
866,000 | 3.65%, 03/15/2027 | 782,833 | |
Boston Properties L.P. | |||
508,000 | 2.45%, 10/01/2033 | 349,780 | |
1,057,000 | 3.40%, 06/21/2029 | 873,410 | |
Crown Castle, Inc. | |||
158,000 | 3.20%, 09/01/2024 | 152,216 | |
706,000 | 3.80%, 02/15/2028 | 636,208 | |
841,000 | Equinix, Inc. 3.90%, 04/15/2032 | 706,994 | |
291,000 | ERP Operating L.P. 3.00%, 07/01/2029 | 247,018 | |
144,000 | Healthcare Realty Holdings L.P. 2.40%, 03/15/2030 | 109,292 | |
127,000 | Healthpeak Properties, Inc. 3.25%, 07/15/2026 | 116,576 | |
527,000 | Kimco Realty Corp. 2.70%, 10/01/2030 | 414,738 | |
1,063,000 | Sabra Health Care L.P. 3.20%, 12/01/2031 | 765,472 | |
412,000 | VICI Properties L.P. 4.95%, 02/15/2030 | 372,366 | |
6,104,158 | |||
Retail - 0.4% | |||
441,000 | Genuine Parts Co. 2.75%, 02/01/2032 | 341,499 | |
294,000 | Home Depot, Inc. 4.50%, 09/15/2032 | 278,353 | |
619,852 | |||
Semiconductors - 0.6% | |||
Qorvo, Inc. | |||
261,000 | 1.75%, 12/15/2024(1) | 238,006 | |
754,000 | 4.38%, 10/15/2029 | 642,500 | |
880,506 | |||
Software - 0.9% | |||
697,000 | S&P Global, Inc. 2.70%, 03/01/2029(1) | 598,819 | |
166,000 | Take-Two Interactive Software, Inc. 3.70%, 04/14/2027 | 153,272 | |
VMware, Inc. | |||
507,000 | 1.80%, 08/15/2028 | 400,036 | |
140,000 | 2.20%, 08/15/2031 | 101,804 | |
1,253,931 | |||
Telecommunications - 2.9% | |||
AT&T, Inc. | |||
1,190,000 | 1.65%, 02/01/2028 | 981,556 | |
330,000 | 2.75%, 06/01/2031 | 263,838 | |
613,000 | Rogers Communications, Inc. 3.20%, 03/15/2027(1) | 555,720 | |
T-Mobile USA, Inc. | |||
92,000 | 2.40%, 03/15/2029 | 75,119 | |
1,243,000 | 3.88%, 04/15/2030 | 1,097,088 | |
Verizon Communications, Inc. | |||
453,000 | 3.15%, 03/22/2030 | 382,484 | |
120,000 | 4.02%, 12/03/2029 | 108,226 | |
788,000 | 4.33%, 09/21/2028 | 738,460 | |
4,202,491 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 44.2% - (continued) | |||
Water - 2.0% | |||
$ 950,000 | American Water Capital Corp. 4.45%, 06/01/2032 | $ 875,142 | |
1,880,000 | United Utilities plc 6.88%, 08/15/2028 | 1,932,915 | |
2,808,057 | |||
Total Corporate Bonds (cost $73,997,348) | $ 63,690,283 | ||
MUNICIPAL BONDS - 3.5% | |||
General - 1.0% | |||
240,000 | City of New York, NY, GO 4.50%, 05/01/2049 | $ 223,443 | |
265,000 | Philadelphia, PA, Auth for Industrial Dev Rev 3.96%, 04/15/2026 | 256,054 | |
1,045,000 | Triborough Bridge & Tunnel, NY, Auth Rev 4.50%, 05/15/2047 | 987,536 | |
1,467,033 | |||
Higher Education - 0.1% | |||
130,000 | California State University Rev 3.07%, 11/01/2042 | 89,021 | |
100,000 | Clifton, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) 4.25%, 08/15/2052 | 90,990 | |
180,011 | |||
Power - 0.8% | |||
1,175,000 | Louisiana Local Gov't Environmental Facs & Community Dev Auth Rev 4.15%, 02/01/2033 | 1,095,286 | |
School District - 0.2% | |||
100,000 | Belton, TX, Independent School Dist, GO 4.00%, 02/15/2052 | 85,825 | |
260,000 | Waco, TX, Independent School Dist, GO 4.25%, 08/15/2052 | 239,608 | |
325,433 | |||
Tobacco - 0.7% | |||
1,115,000 | Golden State, CA, Tobacco Securitization Corp. Rev 3.00%, 06/01/2046 | 1,009,818 | |
Utilities - 0.3% | |||
362,000 | Oklahoma Dev Finance Auth Rev 3.88%, 05/01/2037 | 336,688 | |
Water - 0.4% | |||
605,000 | Texas Water Dev Board Rev 4.80%, 10/15/2052 | 606,691 | |
Total Municipal Bonds (cost $5,274,649) | $ 5,020,960 | ||
U.S. GOVERNMENT AGENCIES - 19.1% | |||
Mortgage-Backed Agencies - 19.1% | |||
FHLMC - 9.1% | |||
2,375,018 | 2.00%, 11/01/2051 | $ 1,880,745 | |
1,838,522 | 2.00%, 03/01/2052 | 1,452,726 | |
1,817,984 | 2.50%, 11/01/2051 | 1,495,159 | |
1,771,928 | 2.50%, 09/01/2052 | 1,453,380 | |
847,321 | 3.00%, 04/01/2052 | 721,020 | |
3,259,643 | 3.50%, 05/01/2052 | 2,873,445 | |
1,300,726 | 4.00%, 06/01/2052 | 1,185,108 | |
749,488 | 4.50%, 08/01/2052 | 703,833 | |
778,671 | 4.50%, 09/01/2052 | 731,229 | |
588,242 | 5.00%, 08/01/2052 | 567,329 | |
13,063,974 | |||
FNMA - 10.0% | |||
2,542,956 | 2.00%, 11/01/2051 | 2,010,231 | |
3,207,110 | 2.00%, 03/01/2052 | 2,535,148 |
9 |
October 31, 2022
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 19.1% - (continued) | |||
Mortgage-Backed Agencies - 19.1% - (continued) | |||
FNMA - 10.0% - (continued) | |||
$ 2,248,918 | 2.50%, 11/01/2051 | $ 1,850,223 | |
1,223,349 | 2.50%, 05/01/2052 | 1,005,803 | |
850,780 | 3.00%, 07/01/2052 | 723,261 | |
3,332,163 | 3.50%, 05/01/2052 | 2,937,368 | |
1,533,958 | 4.00%, 06/01/2052 | 1,397,923 | |
750,421 | 4.50%, 08/01/2052 | 704,785 | |
593,395 | 5.00%, 08/01/2052 | 572,293 | |
763,750 | 5.00%, 10/01/2052 | 736,392 | |
14,473,427 | |||
Total U.S. Government Agencies (cost $30,355,173) | $ 27,537,401 | ||
U.S. GOVERNMENT SECURITIES - 29.8% | |||
U.S. Treasury Securities - 29.8% | |||
U.S. Treasury Bonds - 12.3% | |||
5,309,000 | 2.88%, 05/15/2052 | $ 4,098,714 | |
6,618,000 | 3.00%, 08/15/2052 | 5,269,582 | |
9,651,200 | 3.38%, 08/15/2042 | 8,295,508 | |
17,663,804 | |||
U.S. Treasury Notes - 17.5% | |||
347,000 | 1.38%, 09/30/2023 | 337,119 | |
1,082,000 | 2.75%, 08/15/2032 | 967,206 | |
2,158,000 | 3.13%, 08/31/2027 | 2,053,472 | |
1,773,000 | 3.13%, 08/31/2029 | 1,661,356 | |
11,801,000 | 3.25%, 08/31/2024 | 11,528,563 | |
8,882,000 | 3.50%, 09/15/2025 | 8,655,093 | |
25,202,809 | |||
Total U.S. Government Securities (cost $45,318,833) | $ 42,866,613 | ||
Total Long-Term Investments (cost $158,292,923) | $ 142,373,975 | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Other Investment Pools & Funds - 1.1% | |||
1,684,793 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(5) | $ 1,684,793 | |
Total Short-Term Investments (cost $1,684,793) | $ 1,684,793 | ||
Total Investments (cost $159,977,716) | 100.0% | $ 144,058,768 | |
Other Assets and Liabilities | (0.0)% | (59,395) | |
Total Net Assets | 100.0% | $ 143,999,373 |
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 October 31, 2022, the aggregate value of these securities was $16,430,363, representing 11.4% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at October 31, 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 October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
10 |
October 31, 2022
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 3,258,718 | $ — | $ 3,258,718 | $ — | ||||
Corporate Bonds | 63,690,283 | — | 63,690,283 | — | ||||
Municipal Bonds | 5,020,960 | — | 5,020,960 | — | ||||
U.S. Government Agencies | 27,537,401 | — | 27,537,401 | — | ||||
U.S. Government Securities | 42,866,613 | — | 42,866,613 | — | ||||
Short-Term Investments | 1,684,793 | 1,684,793 | — | — | ||||
Total | $ 144,058,768 | $ 1,684,793 | $ 142,373,975 | $ — |
(1) | For the year ended October 31, 2022, there were no transfers in and out of Level 3. |
11 |
Currency Abbreviations: | |
USD | United States Dollar |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
Municipal Abbreviations: | |
GO | General Obligation |
Auth | Authority |
Dev | Development |
Rev | Revenue |
Facs | Facilities |
Dist | District |
Other Abbreviations: | |
CLO | Collateralized Loan Obligation |
LIBOR | London Interbank Offered Rate |
CMO | Collateralized Mortgage Obligation |
SOFR | Secured Overnight Financing Rate |
PSF-GTD | Permanent School Fund Guaranteed |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
12 |
October 31, 2022
Hartford Schroders Sustainable Core Bond Fund | |
Assets: | |
Investments in securities, at market value | $��144,058,768 |
Cash | 194 |
Receivables: | |
Investment securities sold | 1,075,403 |
Fund shares sold | 6,521 |
Dividends and interest | 977,200 |
Other assets | 58,820 |
Total assets | 146,176,906 |
Liabilities: | |
Payables: | |
To affiliates | 4,842 |
Investment securities purchased | 2,102,693 |
Investment management fees | 39,777 |
Transfer agent fees | 2,227 |
Accounting services fees | 5,307 |
Board of Directors' fees | 470 |
Accrued expenses | 22,217 |
Total liabilities | 2,177,533 |
Net assets | $ 143,999,373 |
Summary of Net Assets: | |
Capital stock and paid-in-capital | $ 172,305,953 |
Distributable earnings (loss) | (28,306,580) |
Net assets | $ 143,999,373 |
Shares authorized | 375,000,000 |
Class I: Net asset value per share | $ 8.36 |
Shares outstanding | 67,533 |
Net Assets | $ 564,297 |
Class R3: Net asset value per share | $ 8.39 |
Shares outstanding | 990 |
Net Assets | $ 8,302 |
Class R4: Net asset value per share | $ 8.37 |
Shares outstanding | 993 |
Net Assets | $ 8,307 |
Class R5: Net asset value per share | $ 8.35 |
Shares outstanding | 996 |
Net Assets | $ 8,318 |
Class Y: Net asset value per share | $ 8.35 |
Shares outstanding | 771,361 |
Net Assets | $ 6,440,942 |
Class F: Net asset value per share | $ 8.35 |
Shares outstanding | 9,126,877 |
Net Assets | $ 76,244,705 |
Class SDR: Net asset value per share | $ 8.34 |
Shares outstanding | 7,277,106 |
Net Assets | $ 60,724,502 |
Cost of investments | $ 159,977,716 |
13 |
For the Year Ended October 31, 2022
Hartford Schroders Sustainable Core Bond Fund | |
Investment Income: | |
Interest | $ 3,659,714 |
Total investment income, net | 3,659,714 |
Expenses: | |
Investment management fees | 411,080 |
Administrative services fees | |
Class Y(1) | 240 |
Transfer agent fees | |
Class I | 900 |
Class R3 | 20 |
Class R4 | 15 |
Class R5 | 11 |
Class Y(1) | 7,678 |
Class F | 1,976 |
Class SDR(1) | 14,525 |
Distribution fees | |
Class R3 | 44 |
Class R4 | 23 |
Custodian fees | 3,880 |
Registration and filing fees | 42,172 |
Accounting services fees | 25,554 |
Fund administration fees | 4,110 |
Board of Directors' fees | 4,200 |
Audit and tax fees | 14,664 |
Other expenses | 31,096 |
Total expenses (before waivers, reimbursements and fees paid indirectly) | 562,188 |
Expense waivers | (124,039) |
Distribution fee reimbursements | (62) |
Total waivers, reimbursements and fees paid indirectly | (124,101) |
Total expenses | 438,087 |
Net Investment Income (Loss) | 3,221,627 |
Net Realized Gain (Loss) on Investments on: | |
Investments | (11,068,907) |
Net Realized Gain (Loss) on Investments | (11,068,907) |
Net Changes in Unrealized Appreciation (Depreciation) of Investments of: | |
Investments | (16,551,265) |
Net Changes in Unrealized Appreciation (Depreciation) of Investments | (16,551,265) |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (27,620,172) |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (24,398,545) |
(1) | See Note 1 in the Notes to Financial Statements regarding the reorganization of the Fund and the activity of the share classes prior to the reorganization. |
14 |
Hartford Schroders Sustainable Core Bond Fund | |||
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||
Operations: | |||
Net investment income (loss) | $ 3,221,627 | $ 1,919,565 | |
Net realized gain (loss) on investments | (11,068,907) | 2,984,089 | |
Net changes in unrealized appreciation (depreciation) of investments | (16,551,265) | (3,638,458) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (24,398,545) | 1,265,196 | |
Distributions to Shareholders: | |||
Class I | (14,783) | — | |
Class R3 | (317) | — | |
Class R4 | (347) | — | |
Class R5 | (378) | — | |
Class Y | (318,097) | (1,046,252) | |
Class F | (1,727,648) | — | |
Class SDR | (2,952,567) | (3,210,773) | |
Total distributions | (5,014,137) | (4,257,025) | |
Capital Share Transactions:(1) | |||
Sold | 113,246,909 | 35,910,407 | |
Issued on reinvestment of distributions | 4,489,018 | 3,649,456 | |
Redemption-in-kind | — | (29,217,874) | |
Redeemed | (27,300,551) | (34,422,862) | |
Net increase (decrease) from capital share transactions | 90,435,376 | (24,080,873) | |
Net Increase (Decrease) in Net Assets | 61,022,694 | (27,072,702) | |
Net Assets: | |||
Beginning of period | 82,976,679 | 110,049,381 | |
End of period | $ 143,999,373 | $ 82,976,679 |
(1) | See Note 12 in the Notes to Financial Statements for additional information on the effects of the reorganization. |
15 |
—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 October 31, 2022 | ||||||||||||||||||||||||||||
I (5) | $ 10.46 | $ 0.23 | $ (1.94) | $ (1.71) | $ (0.20) | $ (0.19) | $ (0.39) | $ 8.36 | (16.83)% (6) | $ 564 | 0.60% (7) | 0.51% (7) | 2.61% (7) | 162% | ||||||||||||||
R3 (5) | 10.45 | 0.19 | (1.92) | (1.73) | (0.14) | (0.19) | (0.33) | 8.39 | (16.94) (6) | 8 | 1.12 (7) | 0.66 (7) | 2.09 (7) | 162 | ||||||||||||||
R4 (5) | 10.45 | 0.20 | (1.92) | (1.72) | (0.17) | (0.19) | (0.36) | 8.37 | (16.88) (6) | 8 | 0.82 (7) | 0.59 (7) | 2.13 (7) | 162 | ||||||||||||||
R5 (5) | 10.45 | 0.21 | (1.92) | (1.71) | (0.20) | (0.19) | (0.39) | 8.35 | (16.81) (6) | 8 | 0.52 (7) | 0.46 (7) | 2.27 (7) | 162 | ||||||||||||||
Y | 10.47 | 0.21 | (1.93) | (1.72) | (0.21) | (0.19) | (0.40) | 8.35 | (16.91) | 6,441 | 0.55 | 0.40 | 2.26 | 162 | ||||||||||||||
F (5) | 10.45 | 0.24 | (1.94) | (1.70) | (0.21) | (0.19) | (0.40) | 8.35 | (16.72) (6) | 76,245 | 0.41 (7) | 0.36 (7) | 2.68 (7) | 162 | ||||||||||||||
SDR | 10.46 | 0.23 | (1.94) | (1.71) | (0.22) | (0.19) | (0.41) | 8.34 | (16.86) | 60,725 | 0.46 | 0.32 | 2.39 | 162 | ||||||||||||||
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 Period 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) | $ (0.14) | $ — | $ (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 the close of business on November 12, 2021, this Fund operated as the Predecessor Fund. Effective after the close of business on November 12, 2021, the Investor and R6 share classes were redesignated as Class Y and SDR, respectively. Please see Notes 1 and 12 in the accompanying Notes to Financial Statements for additional information regarding the reorganization. |
(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. |
16 |
October 31, 2022
1. | Organization: |
The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of sixteen series, as of October 31, 2022. Financial statements of Hartford Schroders Sustainable Core Bond Fund ("Sustainable Core Bond Fund" or the "Fund"), a series of the Company, are included in this report. | |
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 accounting 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. 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 U.S. 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. |
With respect to the Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). | |
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures"). | |
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. |
17 |
October 31, 2022
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 Fund. 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. | |
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. 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 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 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. |
18 |
October 31, 2022
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. |
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 Fund 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 (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes). |
19 |
October 31, 2022
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. See the Fund’s Schedule of Investments for when-issued or delayed-delivery investments as of October 31, 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 October 31, 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 October 31, 2022. |
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 outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 remains unclear. The effects to public health, business and market conditions resulting from the 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. |
20 |
October 31, 2022
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. In some instances, regulators may restrict new use of LIBOR prior to the actual cessation date. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate ("SOFR"), which is is a measure of the cost of borrowing cash overnight, collateralized by the U.S. Treasury securities and is intended to replace the U.S. dollar LIBOR). 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. |
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) | Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments and foreign currency gains and losses. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by the Fund. |
21 |
October 31, 2022
c) | Distributions and Components of Distributable Earnings – The tax character of distributions paid by the Fund for the years ended October 31, 2022 and October 31, 2021 are as follows: |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | |||||||
Ordinary Income | Long-Term Capital Gains(1) | Ordinary Income | Long-Term Capital Gains(1) | |||||
$ 4,249,484 | $ 764,653 | $ 3,616,546 | $ 640,479 |
(1) | The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c) |
Undistributed Ordinary Income | Accumulated Capital and Other Losses | Other Temporary Differences | Unrealized Appreciation (Depreciation) on Investments | Total Accumulated Earnings (Deficit) | ||||
$ 372,657 | $ (12,055,401) | $ (3,695) | $ (16,620,141) | $ (28,306,580) |
d) | Reclassification of Capital Accounts – The Fund may record reclassifications in its capital accounts. These reclassifications have no impact on the total net assets of the Fund. The reclassification is the result of permanent differences between U.S. GAAP and tax accounting for such items as adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Fund's distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Fund recorded reclassifications to increase (decrease) the accounts listed below: |
Paid-in-Capital | Distributable Earnings (Loss) | |
$ 477,634 | $ (477,634) |
e) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
Short-Term Capital Loss Carryforward with No Expiration | Long-Term Capital Loss Carryforward with No Expiration | |
$ 8,338,994 * | $ 3,716,407 * |
* | Future utilization of losses are subject to limitation under current tax laws. |
f) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primary due to wash sales deferrals, is disclosed below: |
Tax Cost | Gross Unrealized Appreciation | Gross Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | |||
$ 160,678,909 | $ 27,741 | $ (16,647,882) | $ (16,620,141) |
g) | Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews the Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. The Fund files U.S. tax returns. Although the statute of limitations for examining the Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Fund recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Fund did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months. |
22 |
October 31, 2022
6. | Expenses: |
a) | Investment Management Agreement – 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 the close of business on November 12, 2021, the Predecessor Fund had 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 varied 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 October 31, 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 – 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 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 the Fund or to specific classes within the Fund. As of October 31, 2022, HFMC contractually agreed to limit the total annual fund operating expenses of the Fund (exclusive of taxes, 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 |
23 |
October 31, 2022
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 period from after the close of business on November 12, 2021 through October 31, 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 |
$ 344 |
g) | Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to the Fund. The Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. |
Share Class | Specified Amount (as a percentage average daily net assets) | |
Class 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% |
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 | ||||||
0.20% | 0.22% | 0.17% | 0.12% | 0.08% | 0.00% * | 0.00% * |
* | Percentage rounds to zero. |
24 |
October 31, 2022
Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | ||||||
0.20% (1) | 0.22% (1) | 0.17% (1) | 0.12% (1) | 0.10% | 0.00% *(1) | 0.02% |
* | 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. The Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. 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 contractual maturities of the securities lending transactions are considered overnight and continuous. | |
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. | |
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 October 31, 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. |
25 |
October 31, 2022
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* |
52% |
* | As of October 31, 2022, affiliated funds of funds were invested in Class F shares. |
9. | Investment Transactions: |
For the year ended October 31, 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 | |||||
$82,391,532 | $43,913,542 | $206,370,503 | $154,836,412 | $288,762,035 | $198,749,954 |
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 |
11. | Capital Share Transactions: |
The following information is for the years ended October 31, 2022 and October 31, 2021: | |
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I(1) | |||||||
Shares Sold | 89,834 | $ 861,905 | — | $ — | |||
Shares Issued for Reinvested Dividends | 1,648 | 14,783 | — | — | |||
Shares Redeemed | (23,949) | (208,242) | — | — | |||
Net Increase (Decrease) | 67,533 | 668,446 | — | — | |||
Class R3(1) | |||||||
Shares Sold | 957 | $ 10,000 | — | $ — | |||
Shares Issued for Reinvested Dividends | 33 | 317 | — | — | |||
Net Increase (Decrease) | 990 | 10,317 | — | — | |||
Class R4(1) | |||||||
Shares Sold | 957 | $ 10,000 | — | $ — | |||
Shares Issued for Reinvested Dividends | 36 | 347 | — | — | |||
Net Increase (Decrease) | 993 | 10,347 | — | — |
26 |
October 31, 2022
For the Year Ended October 31, 2022 | For the Year Ended October 31, 2021 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5(1) | |||||||
Shares Sold | 957 | $ 10,000 | — | $ — | |||
Shares Issued for Reinvested Dividends | 39 | 376 | — | — | |||
Net Increase (Decrease) | 996 | 10,376 | — | — | |||
Class Y | |||||||
Shares Sold | 50,373 | $ 480,247 | 481,714 | $ 5,173,308 | |||
Shares Issued for Reinvested Dividends | 20,209 | 194,707 | 79,975 | 857,345 | |||
Shares Redeemed | (163,701) | (1,594,345) | (2,908,658) | (31,039,331) | |||
Net Increase (Decrease) | (93,119) | (919,391) | (2,346,969) | (25,008,678) | |||
Class F(1) | |||||||
Shares Sold | 10,129,806 | $ 97,005,756 | — | $ — | |||
Shares Issued for Reinvested Dividends | 192,860 | 1,727,648 | — | — | |||
Shares Redeemed | (1,195,789) | (10,887,963) | — | — | |||
Net Increase (Decrease) | 9,126,877 | 87,845,441 | — | — | |||
Class SDR | |||||||
Shares Sold | 1,527,277 | $ 14,869,001 | 2,913,476 | $ 30,737,099 | |||
Shares Issued for Reinvested Dividends | 266,756 | 2,550,840 | 261,730 | 2,792,111 | |||
Shares Redeemed | (1,581,745) | (14,610,001) | (320,272) | (3,383,531) | |||
Shares Redeemed-In-Kind | — | — | (2,753,805) | (29,217,874) | |||
Net Increase (Decrease) | 212,288 | 2,809,840 | 101,129 | 927,805 | |||
Total Net Increase (Decrease) | 9,316,558 | $ 90,435,376 | (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 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 as of the close of business 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 |
Net investment income | $ 3,221,627 |
Net realized and unrealized gain (loss) on investments | (27,620,172) |
Net increase (decrease) in net assets from operations | $ (24,398,545) |
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 a commitment fee. The fees incurred by the Fund in connection with the committed line of credit during the period appear in the Statement of Operations under “Other expenses.” During and as of the period ended October 31, 2022, the Fund had no borrowings under this facility. |
27 |
October 31, 2022
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. | Change in Independent Registered Public Accounting Firm: |
The Predecessor Fund selected BBD, LLP (“BBD”) to serve as its independent registered public accounting firm for its fiscal year ended October 31, 2021. The decision to select BBD was recommended by the Predecessor Fund’s Audit Committee and was approved by the Predecessor Fund’s Board of Trustees on September 22, 2021. During the fiscal year ended October 31, 2020 and the subsequent interim period through September 22, 2021, neither the Predecessor Fund, nor anyone on its behalf, consulted with BBD on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Predecessor Fund’s financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(iv) of said Item 304). The selection of BBD does not reflect any disagreements with or dissatisfaction by the Predecessor Fund or the Predecessor Fund’s Board of Trustees with the performance of the Predecessor Fund’s prior independent registered public accounting firm for the fiscal year ended October 31, 2020. On November 3, 2021, the prior auditor resigned as the Independent Registered Public Accounting Firm for the Predecessor Fund. The prior auditor's report on the Predecessor Fund’s financial statements for fiscal year ended October 31, 2020 contained no adverse opinion or disclaimer of opinion, nor were they qualified or modified as to uncertainty, audit scope, or accounting principles. During the Predecessor Fund’s fiscal year ended October 31, 2020 and the subsequent interim period through November 3, 2021 (i) there were no disagreements with the prior auditor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of the prior auditor, would have caused them to make reference to the subject matter of the disagreements in connection with their reports on the Predecessor Fund’s financial statements for such years; and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K. |
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. |
28 |
Class | Financial Highlights Presented and Audited by BBD | ||
Class I /R3/R4/R5/F | For the period November 12, 2021 (commencement of operations) to October 31, 2022 | ||
Class Y (previously Investor) | For each of the years in the two-year period ended October 31, 2022 | ||
Class SDR (previously R6) | For each of the years in the two-year period ended October 31, 2022 | ||
Class | Financial Highlights Presented and Audited by Other Auditor | ||
Class Y (previously Investor) | For the period June 29, 2020 (commencement of operations) to October 31, 2020 | ||
Class SDR (previously R6) | For each of the years in the two-year period ended October 31, 2020 and for the period January 31, 2018 (commencement of operations) to October 31, 2018 |
December 27, 2022
29 |
• | the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Fund’s liquidity risk); |
• | an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation; |
• | the operation, and assessment of the adequacy and effectiveness, of the Fund’s HLIM; |
• | whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of the Fund’s specific circumstances; and |
• | any material changes to the LRM Program. |
30 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
NON-INTERESTED DIRECTORS | ||||||||||
HILARY E. ACKERMANN (1956) | Director | Since 2014 | Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. | 80 | Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present. | |||||
ROBIN C. BEERY (1967) | Director | Since 2017 | Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014. | 80 | Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee. | |||||
DERRICK D. CEPHAS (1952) | Director | Since 2020 | Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020). | 80 | Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust. | |||||
CHRISTINE R. DETRICK (1958) | Director and Chair of the Board | Director since 2016; Chair of the Board since 2021 | From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company. | 80 | Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021). | |||||
JOHN J. GAUTHIER (1961) | Director | Since 2022 | Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions). | 80 | Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees. |
31 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
ANDREW A. JOHNSON (1962) | Director | Since 2020 | Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018). | 80 | Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. | |||||
PAUL L. ROSENBERG (1953) | Director | Since 2020 | Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present). | 80 | None | |||||
DAVID SUNG (1953) | Director | Since 2017 | Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | 80 | Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present). | |||||
OFFICERS AND INTERESTED DIRECTORS | ||||||||||
JAMES E. DAVEY(4) (1964) | Director, President and Chief Executive Officer | President and Chief Executive Officer since 2010; Director since 2012 | Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG. | 80 | None | |||||
AMY N. FURLONG (1979) | Vice President | Since 2018 | Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004. | N/A | N/A | |||||
WALTER F. GARGER (1965) | Vice President and Chief Legal Officer | Since 2016 | Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995. | N/A | N/A | |||||
THEODORE J. LUCAS (1966) | Vice President | Since 2017 | Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016). | N/A | N/A | |||||
JOSEPH G. MELCHER (1973) | Vice President, Chief Compliance Officer and AML Compliance Officer | Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022 | Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019). | N/A | N/A |
32 |
NAME, YEAR OF BIRTH AND ADDRESS(1) | POSITION HELD WITH THE COMPANY | TERM OF OFFICE(2) AND LENGTH OF TIME SERVED | PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS | NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR | OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR | |||||
VERNON J. MEYER (1964) | Vice President | Since 2006 | Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004. | N/A | N/A | |||||
DAVID A. NAAB (1985) | Vice President and Treasurer | Since 2021 | Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020. | N/A | N/A | |||||
ALICE A. PELLEGRINO (1960) | Vice President and Assistant Secretary | Since 2016 | Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007. | N/A | N/A | |||||
THOMAS R. PHILLIPS (1960) | Vice President and Secretary | Since 2017 | Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC. | N/A | N/A |
(1) | The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087. |
(2) | Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death. |
(3) | The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust. |
(4) | “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies. |
33 |
34 |
35 |
36 |
37 |
38 |
• | The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3-year period. |
• | The Board noted that the Fund’s contractual and actual management fee were in the 1st quintile of its expense group and its total expenses were in the 3rd quintile. The Board noted that Class I Shares of the Fund have a contractual expense cap of 0.51% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses. |
39 |
Shares Outstanding (as of Record Date (September 2, 2021)): 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% |
40 |
a) | management; |
b) | use; and |
c) | protection; |
a) | service your Transactions with us; and |
b) | support our business functions. |
a) | You; |
b) | your Transactions with us; and |
c) | third parties such as a consumer-reporting agency. |
a) | your name; |
b) | your address; |
c) | your income; |
d) | your payment; or |
e) | your credit history; |
a) | our insurance companies; |
b) | our employee agents; |
c) | our brokerage firms; and |
d) | our administrators. |
a) | market our products; or |
b) | market our services; |
a) | independent agents; |
b) | brokerage firms; |
c) | insurance companies; |
d) | administrators; and |
e) | service providers; |
a) | taking surveys; |
b) | marketing our products or services; or |
c) | offering financial products or services under a joint agreement |
a) | cookies; |
b) | pixel tagging; or |
c) | other technologies; |
a) | “opt-out;” or |
b) | “opt-in;” |
a) | your authorization; or |
b) | as otherwise allowed or required by law. |
a) | underwriting policies; |
b) | paying claims; |
c) | developing new products; or |
d) | advising customers of our products and services. |
a) | the confidentiality; and |
b) | the integrity of; |
a) | secured files; |
b) | user authentication; |
c) | encryption; |
d) | firewall technology; and |
e) | the use of detection software. |
a) | identify information to be protected; |
b) | provide an adequate level of protection for that data; and |
c) | grant access to protected data only to those people who must use |
a) | credit history; |
b) | income; |
c) | financial benefits; or |
d) | policy or claim information. |
a) | your medical records; or |
b) | information about your illness, disability or injury. |
a) | Personal Financial Information; and |
b) | Personal Health Information. |
a) | your Application; |
b) | your request for us to pay a claim; and |
c) | your request for us to take an action on your account. |
a) | asking about; |
b) | applying for; or |
c) | obtaining; |
(b) Not applicable.
Item 2. Code of Ethics.
The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. A copy of the code of ethics is filed herewith.
Item 3. Audit Committee Financial Expert.
The Board of Directors of the registrant (the “Board”) has designated David Sung as an Audit Committee Financial Expert. Mr. Sung is considered by the Board to be an independent director.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were: |
$345,358 for the fiscal year ended October 31, 2022; $284,690 for the fiscal year ended October 31, 2021, as follows:
Fiscal year ended October 31, 2022 | Fiscal year ended October 31, 2021 | |||
PricewaterhouseCoopers LLP | $324,958 | $284,690 | ||
BBD, LLP | $20,400 | $0 | ||
Aggregate Fees | $345,358 | $284,690 |
(b) | Audit Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were: |
$0 for the fiscal year ended October 31, 2022; $0 for the fiscal year ended October 31, 2021.
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were: |
$73,892 for the fiscal year ended October 31, 2022; $65,952 for the fiscal year ended October 31, 2021, as follows:
Fiscal year ended October 31, 2022 | Fiscal year ended October 31, 2021 | |||
PricewaterhouseCoopers LLP | $73,892 | $65,952 | ||
BBD, LLP | $0 | $0 | ||
Aggregate Fees | $73,892 | $65,952 |
Tax-related services were principally in connection with, but not limited to, general tax services and excise tax services.
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were: |
$982 for the fiscal year ended October 31, 2022; $11,586 for the fiscal year ended October 31, 2021, as follows:
Fiscal year ended October 31, 2022 | Fiscal year ended October 31, 2021 | |||
PricewaterhouseCoopers LLP | $982 | $11,586 | ||
BBD, LLP | $0 | $0 | ||
Aggregate Fees | $982 | $11,586 |
These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.
(e) | (1) | The Pre-Approval Policies and Procedures (the “Policy”) adopted by the Audit Committee of the registrant (also, the “Fund”) sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the registrant may be pre-approved. The following summarizes the pre-approval requirements under the Policy. |
a) | The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund. |
b) | The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm’s engagement to provide audit services to |
the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting. |
c) | The Audit Committee, from time to time, may designate one or more of its members who are Independent Directors (each a “Designated Member”) to consider, on the Audit Committee’s behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services. |
d) | The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund’s investment adviser, the Service Affiliates or any other member of the investment company complex. |
(e) (2) | One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee’s Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. |
(f) | None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the year ended October 31, 2022, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees. |
(g) | The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were: |
The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant: $74,874 for the fiscal year ended October 31, 2022; $77,538 for the fiscal year ended October 31, 2021, as follows:
Fiscal year ended October 31, 2022 | Fiscal year ended October 31, 2021 | |||
PricewaterhouseCoopers LLP | $74,874 | $77,538 | ||
BBD, LLP | $0 | $0 | ||
Aggregate Fees | $74,874 | $77,538 |
The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $120,925 for the fiscal year ended October 31, 2022 and $325,000 for the fiscal year ended October 31, 2021, as follows:
Fiscal year ended October 31, 2022 | Fiscal year ended October 31, 2021 | |||
PricewaterhouseCoopers LLP | $120,925 | $325,000 | ||
BBD, LLP | $0 | $0 | ||
Aggregate Fees | $120,925 | $325,000 |
(h) | The registrant’s audit committee of the board of directors has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence. |
(i) | Not applicable. |
(j) | Not applicable. |
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 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) |
(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: January 6, 2023 | 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: January 6, 2023 | By: | /s/ James E. Davey | ||||
James E. Davey | ||||||
President and Chief Executive Officer |
Date: January 6, 2023 | By: | /s/ David A. Naab | ||||
David A. Naab | ||||||
Treasurer | ||||||
(Principal Financial Officer and Principal Accounting Officer) |