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, 2023
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 20549-1090. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a)
■ Hartford Schroders China A Fund |
■ Hartford Schroders Diversified Emerging Markets Fund |
■ Hartford Schroders Diversified Growth 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 Sustainable Core Bond 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 |
* | Effective November 30, 2023, the Fund will change its name to Hartford Schroders Core Fixed Income Fund. |
President
Hartford Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. Indices are 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, 2023 (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 10/31/2023 | ||
1 Year | Since Inception1 | |
Class A2 | -1.60% | 2.94% |
Class A3 | -7.01% | 1.33% |
Class C2 | -1.80% | 2.53% |
Class C4 | -2.78% | 2.53% |
Class I2 | -1.29% | 3.20% |
Class Y2 | -1.25% | 3.28% |
Class F2 | -1.13% | 3.37% |
Class SDR2 | -1.13% | 3.37% |
MSCI China A Onshore Index (Net) | -0.11% | 1.06% |
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 | 1.69% | 1.45% |
Class C | 2.39% | 2.25% |
Class I | 1.37% | 1.15% |
Class Y | 1.35% | 1.11% |
Class F | 1.24% | 0.99% |
Class SDR | 1.25% | 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 02/29/2024 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 10/31/2023. |
2 |
October 31, 2023 (Unaudited)
Manager Discussion
3 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.0% |
Consumer Discretionary | 5.1 |
Consumer Staples | 10.2 |
Energy | 1.4 |
Financials | 12.1 |
Health Care | 15.4 |
Industrials | 16.1 |
Information Technology | 15.5 |
Materials | 20.6 |
Real Estate | 0.7 |
Total | 99.1% |
Short-Term Investments | 1.2 |
Other Assets & Liabilities | (0.3) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
4 |
October 31, 2023 (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 10/31/2023 | ||
1 Year | Since Inception1 | |
Class A2 | 6.87% | -13.56% |
Class A3 | 1.00% | -15.88% |
Class C2 | 6.00% | -14.14% |
Class C4 | 5.00% | -14.14% |
Class I2 | 7.03% | -13.38% |
Class Y2 | 7.23% | -13.30% |
Class F2 | 7.36% | -13.37% |
Class SDR2 | 7.22% | -13.43% |
MSCI Emerging Markets Index (Net) | 10.80% | -11.69% |
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 | 3.31% | 1.35% |
Class C | 4.06% | 2.15% |
Class I | 3.00% | 1.05% |
Class Y | 2.92% | 1.00% |
Class F | 2.81% | 0.90% |
Class SDR | 2.81% | 0.90% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/29/2024 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2023. |
5 |
October 31, 2023 (Unaudited)
Manager Discussion
6 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 11.6% |
Consumer Discretionary | 14.4 |
Consumer Staples | 6.4 |
Energy | 3.4 |
Financials | 22.6 |
Health Care | 5.5 |
Industrials | 5.5 |
Information Technology | 24.4 |
Materials | 3.1 |
Real Estate | 0.8 |
Utilities | 1.0 |
Total | 98.7% |
Short-Term Investments | 1.2 |
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. |
7 |
October 31, 2023 (Unaudited)
Inception 09/20/2023 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 total return. |
Cumulative Total Returns | |
for the Period Ended 10/31/2023 | |
Since Inception1 | |
Class I | -3.70% |
Class SDR | -3.70% |
50% MSCI ACWI Index (Net)/ 50% Bloomberg US Aggregate Bond Index | -4.21% |
MSCI ACWI Index (Net) | -5.59% |
Bloomberg US Aggregate Bond Index | -2.82% |
ICE BofAML US 3-Month Treasury Bill Index plus 5% | 1.17% |
1 | Inception: 09/20/2023 |
Operating Expenses* | Gross | Net |
Class I | 0.95% | 0.86% |
Class SDR | 0.84% | 0.71% |
* | 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 02/28/2025 unless the Fund’s Board of Directors approves an earlier termination. The fee waiver remains in effect as long as the Fund remains invested in the subsidiary. Expenses shown include acquired fund fees and expenses and expenses of the Fund’s wholly-owned Cayman Islands subsidiary. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2023. |
8 |
October 31, 2023 (Unaudited)
Manager Discussion
9 |
October 31, 2023 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2023 | |
Category | Percentage of Net Assets |
Equity Related Investments | |
Common Stocks | 42.6% |
Equity Exchange-Traded Funds | 1.0 |
Preferred Stocks | 0.1 |
Total | 43.7% |
Fixed Income Related Investments | |
Fixed Income Exchange-Traded Funds | 24.2% |
U.S. Government Agencies(2) | 2.0 |
Total | 26.2% |
Commodity Related Investments | |
Commodity Exchange-Traded Funds | 4.1% |
Total | 4.1% |
Short-Term Investments | 39.2 |
Other Assets & Liabilities | (13.2) |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2023. |
10 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 10.37% | 1.57% | 1.34% |
Class A2 | 4.31% | 0.42% | 0.77% |
Class C1 | 9.65% | 0.92% | 0.95% |
Class C3 | 8.65% | 0.92% | 0.95% |
Class I1 | 10.65% | 1.85% | 1.60% |
Class R31 | 10.12% | 1.38% | 1.30% |
Class R41 | 10.44% | 1.73% | 1.49% |
Class R51 | 10.67% | 1.87% | 1.63% |
Class Y1 | 10.70% | 1.91% | 1.67% |
Class F1 | 10.88% | 2.03% | 1.71% |
Class SDR1 | 10.85% | 2.03% | 1.75% |
MSCI Emerging Markets Index (Net) | 10.80% | 1.59% | 1.19% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
11 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.56% | 1.45% |
Class C | 2.15% | 2.15% |
Class I | 1.25% | 1.25% |
Class R3 | 1.78% | 1.78% |
Class R4 | 1.47% | 1.47% |
Class R5 | 1.18% | 1.18% |
Class Y | 1.17% | 1.17% |
Class F | 1.07% | 1.07% |
Class SDR | 1.06% | 1.06% |
* | 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 A. 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 10/31/2023. |
Manager Discussion
12 |
October 31, 2023 (Unaudited)
13 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.6% |
Consumer Discretionary | 12.9 |
Consumer Staples | 6.0 |
Energy | 4.0 |
Financials | 24.7 |
Health Care | 2.6 |
Industrials | 5.6 |
Information Technology | 25.6 |
Materials | 4.6 |
Real Estate | 1.1 |
Utilities | 0.7 |
Total | 96.4% |
Short-Term Investments | 3.8 |
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. |
14 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 10.39% | -0.96% | 0.56% |
Class A2 | 5.46% | -1.86% | 0.09% |
Class C1 | 9.59% | -1.67% | 0.08% |
Class C3 | 8.59% | -1.67% | 0.08% |
Class I1 | 10.68% | -0.66% | 0.81% |
Class R31 | 10.04% | -1.08% | 0.54% |
Class R41 | 10.39% | -0.83% | 0.70% |
Class R51 | 10.57% | -0.66% | 0.81% |
Class Y1 | 10.74% | -0.60% | 0.85% |
Class F1 | 10.74% | -0.62% | 0.84% |
Class SDR1 | 10.85% | -0.56% | 0.91% |
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted | 10.37% | 0.73% | 1.37% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 4.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
15 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.65% | 1.15% |
Class C | 2.46% | 1.90% |
Class I | 1.32% | 0.90% |
Class R3 | 1.93% | 1.45% |
Class R4 | 1.63% | 1.15% |
Class R5 | 1.33% | 0.85% |
Class Y | 1.32% | 0.85% |
Class F | 1.21% | 0.75% |
Class SDR | 1.21% | 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 02/29/2024 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 10/31/2023. |
Manager Discussion
16 |
October 31, 2023 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2023 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 41.7% |
Foreign Government Obligations | 53.4 |
Total | 95.1% |
Short-Term Investments | 9.4 |
Other Assets & Liabilities | (4.5) |
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. |
17 |
October 31, 2023 (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. |
Average Annual Total Returns | ||
for the Periods Ended 10/31/2023 | ||
1 Year | Since Inception1 | |
Class I | 24.82% | 6.32% |
Class SDR | 24.84% | 6.34% |
MSCI EAFE Value Index (Net) | 18.11% | 2.17% |
MSCI EAFE Index (Net) | 14.40% | 0.88% |
1 | Inception: 05/24/2022 |
Operating Expenses* | Gross | Net |
Class I | 1.38% | 0.85% |
Class SDR | 1.19% | 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 10/31/2023. |
18 |
October 31, 2023 (Unaudited)
Manager Discussion
19 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 13.3% |
Consumer Discretionary | 14.1 |
Consumer Staples | 10.8 |
Energy | 7.5 |
Financials | 21.3 |
Health Care | 8.7 |
Industrials | 3.5 |
Materials | 14.1 |
Real Estate | 1.4 |
Total | 94.7% |
Short-Term Investments | 5.0 |
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. |
20 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 12.31% | 2.88% | 2.28% |
Class A2 | 6.11% | 1.72% | 1.71% |
Class C1 | 11.54% | 2.13% | 1.84% |
Class C3 | 10.54% | 2.13% | 1.84% |
Class I1 | 12.61% | 3.17% | 2.58% |
Class R31 | 12.01% | 2.58% | 2.16% |
Class R41 | 12.30% | 2.84% | 2.35% |
Class R51 | 12.64% | 3.17% | 2.56% |
Class Y1 | 12.63% | 3.19% | 2.61% |
Class F1 | 12.73% | 3.26% | 2.64% |
Class SDR1 | 12.75% | 3.26% | 2.67% |
MSCI ACWI ex USA Index (Net) | 12.07% | 3.46% | 2.54% |
MSCI ACWI ex USA Value Index (Net) | 15.07% | 2.84% | 1.72% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
21 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.11% | 1.11% |
Class C | 1.85% | 1.85% |
Class I | 0.85% | 0.85% |
Class R3 | 1.46% | 1.46% |
Class R4 | 1.16% | 1.16% |
Class R5 | 0.85% | 0.85% |
Class Y | 0.85% | 0.85% |
Class F | 0.74% | 0.74% |
Class SDR | 0.75% | 0.75% |
* | 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 10/31/2023. |
Manager Discussion
22 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.2% |
Consumer Discretionary | 14.1 |
Consumer Staples | 5.9 |
Energy | 10.6 |
Financials | 23.2 |
Health Care | 6.3 |
Industrials | 9.9 |
Information Technology | 8.6 |
Materials | 5.1 |
Real Estate | 0.9 |
Utilities | 4.9 |
Total | 97.7% |
Short-Term Investments | 2.6 |
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. |
23 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 12.58% | 6.50% | 4.43% |
Class A2 | 6.35% | 5.29% | 3.85% |
Class C1 | 11.70% | 5.72% | 3.98% |
Class C3 | 10.70% | 5.72% | 3.98% |
Class I1 | 12.88% | 6.79% | 4.71% |
Class R31 | 12.15% | 6.20% | 4.38% |
Class R41 | 12.50% | 6.47% | 4.54% |
Class R51 | 12.79% | 6.77% | 4.71% |
Class Y1 | 12.84% | 6.78% | 4.73% |
Class F1 | 12.89% | 6.88% | 4.77% |
Class SDR1 | 12.98% | 6.88% | 4.80% |
MSCI ACWI ex USA Index (Net) | 12.07% | 3.46% | 2.54% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
24 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.07% | 1.07% |
Class C | 1.81% | 1.81% |
Class I | 0.81% | 0.81% |
Class R3 | 1.43% | 1.43% |
Class R4 | 1.13% | 1.13% |
Class R5 | 0.81% | 0.81% |
Class Y | 0.82% | 0.82% |
Class F | 0.71% | 0.71% |
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 10/31/2023. |
Manager Discussion
25 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 4.0% |
Consumer Discretionary | 12.2 |
Consumer Staples | 10.4 |
Energy | 3.3 |
Financials | 13.1 |
Health Care | 16.8 |
Industrials | 16.1 |
Information Technology | 15.6 |
Materials | 2.1 |
Utilities | 3.4 |
Total | 97.0% |
Short-Term Investments | 3.8 |
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. |
26 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | Since Inception1 | |
Class I | 0.74% | 0.28% | 0.00% |
Class R3 | 0.60% | 0.22% | -0.05% |
Class R4 | 0.70% | 0.26% | -0.02% |
Class R5 | 0.80% | 0.30% | 0.02% |
Class Y | 0.87% | 0.30% | 0.02% |
Class F | 0.91% | 0.34% | 0.05% |
Class SDR | 0.96% | 0.33% | 0.05% |
Bloomberg US Aggregate Bond Index | 0.36% | -0.06% | -0.27% |
1 | Inception: 01/31/2018 |
27 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class I | 0.60% | 0.51% |
Class R3 | 1.12% | 1.06% |
Class R4 | 0.82% | 0.76% |
Class R5 | 0.52% | 0.46% |
Class Y | 0.48% | 0.40% |
Class F | 0.41% | 0.36% |
Class SDR | 0.41% | 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 02/29/2024 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 10/31/2023. |
Manager Discussion
28 |
October 31, 2023 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2023 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | 1.9% |
Corporate Bonds | 43.3 |
Municipal Bonds | 2.4 |
U.S. Government Agencies(2) | 30.3 |
U.S. Government Securities | 21.4 |
Total | 99.3% |
Short-Term Investments | 0.3 |
Other Assets & Liabilities | 0.4 |
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, 2023. |
29 |
October 31, 2023 (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. |
Average Annual Total Returns | ||
for the Periods Ended 10/31/2023 | ||
1 Year | Since Inception1 | |
Class I | 13.84% | -1.47% |
Class SDR | 13.86% | -1.45% |
MSCI ACWI ex USA Index (Net) | 12.07% | -1.20% |
1 | Inception: 05/24/2022 |
Operating Expenses* | Gross | Net |
Class I | 1.39% | 0.85% |
Class SDR | 1.20% | 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 10/31/2023. |
30 |
October 31, 2023 (Unaudited)
Manager Discussion
31 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.1% |
Consumer Discretionary | 12.9 |
Consumer Staples | 7.0 |
Energy | 1.6 |
Financials | 23.3 |
Health Care | 13.9 |
Industrials | 13.2 |
Information Technology | 12.2 |
Materials | 5.8 |
Utilities | 4.8 |
Total | 97.8% |
Short-Term Investments | 1.1 |
Other Assets & Liabilities | 1.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
32 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 0.97% | 0.26% | 2.08% |
Class A2 | -3.61% | -0.66% | 1.62% |
Class C1 | 0.07% | -0.59% | 1.56% |
Class C3 | -0.91% | -0.59% | 1.56% |
Class I1 | 1.11% | 0.47% | 2.33% |
Class Y1 | 1.14% | 0.42% | 2.30% |
Class F1 | 1.25% | 0.52% | 2.35% |
Class SDR1 | 1.25% | 0.52% | 2.34% |
Bloomberg Municipal Bond Index | 2.64% | 1.00% | 2.12% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 4.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
33 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 0.83% | 0.71% |
Class C | 1.62% | 1.59% |
Class I | 0.61% | 0.49% |
Class Y | 0.63% | 0.56% |
Class F | 0.52% | 0.46% |
Class SDR | 0.52% | 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 02/29/2024 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 10/31/2023. |
Manager Discussion
34 |
October 31, 2023 (Unaudited)
Composition by Security Type(1) | |
as of 10/31/2023 | |
Category | Percentage of Net Assets |
Fixed Income Securities | |
Corporate Bonds | 2.8% |
Municipal Bonds | 83.7 |
U.S. Government Securities | 5.2 |
Total | 91.7% |
Short-Term Investments | 8.1 |
Other Assets & Liabilities | 0.2 |
Total | 100.0% |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
35 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -1.12% | 6.58% | 7.78% |
Class A2 | -6.58% | 5.37% | 7.18% |
Class C1 | -1.85% | 5.80% | 7.30% |
Class C3 | -2.80% | 5.80% | 7.30% |
Class I1 | -0.84% | 6.88% | 8.07% |
Class R31 | -1.41% | 6.21% | 7.60% |
Class R41 | -1.10% | 6.57% | 7.85% |
Class R51 | -0.86% | 6.84% | 8.05% |
Class Y1 | -0.86% | 6.87% | 8.08% |
Class F1 | -0.74% | 6.97% | 8.14% |
Class SDR1 | -0.81% | 6.96% | 8.16% |
Russell Midcap Index | -1.01% | 7.14% | 8.05% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
36 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.17% | 1.17% |
Class C | 1.91% | 1.91% |
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 | 0.81% | 0.81% |
* | 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 10/31/2023. |
Manager Discussion
37 |
October 31, 2023 (Unaudited)
38 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 5.6% |
Consumer Discretionary | 7.5 |
Consumer Staples | 1.1 |
Energy | 3.7 |
Financials | 13.8 |
Health Care | 9.8 |
Industrials | 21.9 |
Information Technology | 19.6 |
Materials | 3.4 |
Real Estate | 3.6 |
Utilities | 4.9 |
Total | 94.9% |
Short-Term Investments | 5.2 |
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. |
39 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -11.94% | 3.25% | 5.65% |
Class A2 | -16.79% | 2.09% | 5.05% |
Class C1 | -12.59% | 2.49% | 5.18% |
Class C3 | -13.46% | 2.49% | 5.18% |
Class I1 | -11.70% | 3.55% | 5.95% |
Class R31 | -12.21% | 2.96% | 5.55% |
Class R41 | -11.93% | 3.27% | 5.78% |
Class R51 | -11.67% | 3.57% | 5.96% |
Class Y1 | -11.66% | 3.58% | 5.98% |
Class F1 | -11.59% | 3.67% | 6.03% |
Class SDR1 | -11.58% | 3.67% | 6.05% |
Russell 2000 Index | -8.56% | 3.31% | 5.63% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
40 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.37% | 1.35% |
Class C | 2.13% | 2.10% |
Class I | 1.09% | 1.09% |
Class R3 | 1.70% | 1.65% |
Class R4 | 1.41% | 1.35% |
Class R5 | 1.11% | 1.05% |
Class Y | 1.10% | 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 02/29/2024 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 10/31/2023. |
Manager Discussion
41 |
October 31, 2023 (Unaudited)
42 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 2.3% |
Consumer Discretionary | 8.6 |
Consumer Staples | 3.4 |
Energy | 4.2 |
Financials | 17.7 |
Health Care | 10.8 |
Industrials | 22.3 |
Information Technology | 13.6 |
Materials | 7.1 |
Real Estate | 2.1 |
Utilities | 2.7 |
Total | 94.8% |
Short-Term Investments | 4.8 |
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. |
43 |
Bloomberg Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax-exempt bond market. |
Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. |
ICE BofAML US 3-Month Treasury Bill Index is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date. |
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) Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets and emerging markets countries. |
MSCI ACWI (All Country World) 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 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. |
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. |
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 |
44 |
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. |
Additional Information Regarding Blended Benchmarks that Include an MSCI Index. The blended returns are calculated by HFMC and include, among other index provider data, end of day index level values licensed from MSCI (“MSCI Data”). For the avoidance of doubt, MSCI is not the benchmark “administrator” for, or a “contributor”, “submitter” or “supervised contributor” to, the blended returns, and the MSCI Data is not considered a “contribution” or “submission” in relation to the blended returns, as those terms may be defined in any rules, laws, regulations, legislation or international standards. MSCI Data is provided “AS IS” without warranty or liability and no copying or distribution is permitted. MSCI does not make any representation regarding the advisability of any investment or strategy and does not sponsor, promote, issue, sell or otherwise recommend or endorse any investment or strategy, including any financial products or strategies based on, tracking or otherwise utilizing any MSCI Data, models, analytics or other materials or information. |
45 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
Hartford Schroders China A Fund | |||||||||||||
Class A | $ 1,000.00 | $ 829.90 | $ 6.69 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class C | $ 1,000.00 | $ 828.80 | $ 7.88 | $ 1,000.00 | $ 1,016.59 | $ 8.69 | 1.71% | ||||||
Class I | $ 1,000.00 | $ 831.00 | $ 5.31 | $ 1,000.00 | $ 1,019.41 | $ 5.85 | 1.15% | ||||||
Class Y | $ 1,000.00 | $ 831.30 | $ 5.13 | $ 1,000.00 | $ 1,019.61 | $ 5.65 | 1.11% | ||||||
Class F | $ 1,000.00 | $ 832.10 | $ 4.57 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Class SDR | $ 1,000.00 | $ 831.40 | $ 4.57 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Hartford Schroders Diversified Emerging Markets Fund | |||||||||||||
Class A | $ 1,000.00 | $ 938.50 | $ 6.01 | $ 1,000.00 | $ 1,019.06 | $ 6.26 | 1.23% | ||||||
Class C | $ 1,000.00 | $ 934.20 | $ 9.90 | $ 1,000.00 | $ 1,014.92 | $ 10.31 | 2.03% | ||||||
Class I | $ 1,000.00 | $ 939.70 | $ 4.60 | $ 1,000.00 | $ 1,020.47 | $ 4.79 | 0.94% | ||||||
Class Y | $ 1,000.00 | $ 941.00 | $ 4.31 | $ 1,000.00 | $ 1,021.02 | $ 4.48 | 0.88% | ||||||
Class F | $ 1,000.00 | $ 940.90 | $ 4.35 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class SDR | $ 1,000.00 | $ 939.60 | $ 4.35 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Hartford Schroders Diversified Growth Fund (Consolidated)(1) | |||||||||||||
Class I | $ 1,000.00 | $ 963.00 | $ 0.88(2) | $ 1,000.00 | $ 1,021.22 | $ 4.08(3) | 0.80% | ||||||
Class SDR | $ 1,000.00 | $ 963.00 | $ 0.72(2) | $ 1,000.00 | $ 1,021.93 | $ 3.31(3) | 0.65% |
46 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
Hartford Schroders Emerging Markets Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 949.80 | $ 7.18 | $ 1,000.00 | $ 1,017.85 | $ 7.43 | 1.46% | ||||||
Class C | $ 1,000.00 | $ 946.50 | $ 10.45 | $ 1,000.00 | $ 1,014.47 | $ 10.82 | 2.13% | ||||||
Class I | $ 1,000.00 | $ 950.90 | $ 6.14 | $ 1,000.00 | $ 1,018.90 | $ 6.36 | 1.25% | ||||||
Class R3 | $ 1,000.00 | $ 948.70 | $ 8.54 | $ 1,000.00 | $ 1,016.38 | $ 8.84 | 1.74% | ||||||
Class R4 | $ 1,000.00 | $ 949.80 | $ 7.32 | $ 1,000.00 | $ 1,017.69 | $ 7.58 | 1.49% | ||||||
Class R5 | $ 1,000.00 | $ 950.30 | $ 5.95 | $ 1,000.00 | $ 1,019.16 | $ 6.16 | 1.21% | ||||||
Class Y | $ 1,000.00 | $ 951.30 | $ 5.81 | $ 1,000.00 | $ 1,019.26 | $ 6.01 | 1.18% | ||||||
Class F | $ 1,000.00 | $ 951.60 | $ 5.26 | $ 1,000.00 | $ 1,019.81 | $ 5.45 | 1.07% | ||||||
Class SDR | $ 1,000.00 | $ 951.70 | $ 5.26 | $ 1,000.00 | $ 1,019.81 | $ 5.45 | 1.07% | ||||||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 983.80 | $ 5.75 | $ 1,000.00 | $ 1,019.41 | $ 5.85 | 1.15% | ||||||
Class C | $ 1,000.00 | $ 980.00 | $ 9.48 | $ 1,000.00 | $ 1,015.68 | $ 9.65 | 1.90% | ||||||
Class I | $ 1,000.00 | $ 985.00 | $ 4.46 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class R3 | $ 1,000.00 | $ 982.30 | $ 7.19 | $ 1,000.00 | $ 1,017.90 | $ 7.32 | 1.44% | ||||||
Class R4 | $ 1,000.00 | $ 983.80 | $ 5.75 | $ 1,000.00 | $ 1,019.31 | $ 5.85 | 1.15% | ||||||
Class R5 | $ 1,000.00 | $ 983.70 | $ 4.25 | $ 1,000.00 | $ 1,020.67 | $ 4.33 | 0.85% | ||||||
Class Y | $ 1,000.00 | $ 985.20 | $ 4.25 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 984.70 | $ 3.75 | $ 1,000.00 | $ 1,021.53 | $ 3.82 | 0.75% | ||||||
Class SDR | $ 1,000.00 | $ 985.70 | $ 3.75 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Hartford Schroders International Contrarian Value Fund | |||||||||||||
Class I | $ 1,000.00 | $ 943.60 | $ 3.87 | $ 1,000.00 | $ 1,021.22 | $ 4.02 | 0.79% | ||||||
Class SDR | $ 1,000.00 | $ 943.60 | $ 3.43 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Hartford Schroders International Multi-Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 948.70 | $ 5.50 | $ 1,000.00 | $ 1,019.56 | $ 5.70 | 1.12% | ||||||
Class C | $ 1,000.00 | $ 944.80 | $ 9.06 | $ 1,000.00 | $ 1,015.88 | $ 9.40 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 950.00 | $ 4.18 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class R3 | $ 1,000.00 | $ 948.10 | $ 7.07 | $ 1,000.00 | $ 1,017.95 | $ 7.32 | 1.44% | ||||||
Class R4 | $ 1,000.00 | $ 948.40 | $ 5.79 | $ 1,000.00 | $ 1,019.26 | $ 6.01 | 1.18% | ||||||
Class R5 | $ 1,000.00 | $ 950.00 | $ 4.23 | $ 1,000.00 | $ 1,020.87 | $ 4.38 | 0.86% | ||||||
Class Y | $ 1,000.00 | $ 949.90 | $ 4.28 | $ 1,000.00 | $ 1,020.82 | $ 4.43 | 0.87% | ||||||
Class F | $ 1,000.00 | $ 950.60 | $ 3.69 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Class SDR | $ 1,000.00 | $ 950.50 | $ 3.69 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Hartford Schroders International Stock Fund | |||||||||||||
Class A | $ 1,000.00 | $ 911.40 | $ 5.06 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class C | $ 1,000.00 | $ 908.20 | $ 8.66 | $ 1,000.00 | $ 1,016.13 | $ 9.15 | 1.80% | ||||||
Class I | $ 1,000.00 | $ 912.60 | $ 3.90 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class R3 | $ 1,000.00 | $ 910.20 | $ 6.84 | $ 1,000.00 | $ 1,018.05 | $ 7.22 | 1.42% | ||||||
Class R4 | $ 1,000.00 | $ 911.20 | $ 5.49 | $ 1,000.00 | $ 1,019.46 | $ 5.80 | 1.14% | ||||||
Class R5 | $ 1,000.00 | $ 912.60 | $ 3.90 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class Y | $ 1,000.00 | $ 912.90 | $ 3.90 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class F | $ 1,000.00 | $ 913.30 | $ 3.38 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class SDR | $ 1,000.00 | $ 913.30 | $ 3.38 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Hartford Schroders Sustainable Core Bond Fund | |||||||||||||
Class I | $ 1,000.00 | $ 940.80 | $ 2.49 | $ 1,000.00 | $ 1,022.63 | $ 2.60 | 0.51% | ||||||
Class R3 | $ 1,000.00 | $ 939.40 | $ 3.28 | $ 1,000.00 | $ 1,021.88 | $ 3.41 | 0.67% | ||||||
Class R4 | $ 1,000.00 | $ 940.70 | $ 2.98 | $ 1,000.00 | $ 1,022.08 | $ 3.11 | 0.61% | ||||||
Class R5 | $ 1,000.00 | $ 939.90 | $ 2.25 | $ 1,000.00 | $ 1,022.79 | $ 2.35 | 0.46% | ||||||
Class Y | $ 1,000.00 | $ 941.30 | $ 1.96 | $ 1,000.00 | $ 1,023.19 | $ 2.04 | 0.40% | ||||||
Class F | $ 1,000.00 | $ 940.50 | $ 1.76 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% | ||||||
Class SDR | $ 1,000.00 | $ 940.60 | $ 1.56 | $ 1,000.00 | $ 1,023.59 | $ 1.63 | 0.32% |
47 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
Hartford Schroders Sustainable International Core Fund | |||||||||||||
Class I | $ 1,000.00 | $ 914.90 | $ 3.38 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class SDR | $ 1,000.00 | $ 914.90 | $ 3.38 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Hartford Schroders Tax-Aware Bond Fund | |||||||||||||
Class A | $ 1,000.00 | $ 924.90 | $ 3.44 | $ 1,000.00 | $ 1,021.63 | $ 3.62 | 0.71% | ||||||
Class C | $ 1,000.00 | $ 921.30 | $ 7.70 | $ 1,000.00 | $ 1,017.19 | $ 8.08 | 1.59% | ||||||
Class I | $ 1,000.00 | $ 926.10 | $ 2.38 | $ 1,000.00 | $ 1,022.74 | $ 2.50 | 0.49% | ||||||
Class Y | $ 1,000.00 | $ 926.70 | $ 2.72 | $ 1,000.00 | $ 1,022.38 | $ 2.85 | 0.56% | ||||||
Class F | $ 1,000.00 | $ 926.30 | $ 2.23 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class SDR | $ 1,000.00 | $ 926.20 | $ 2.23 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Hartford Schroders US MidCap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 936.20 | $ 5.76 | $ 1,000.00 | $ 1,019.26 | $ 6.01 | 1.18% | ||||||
Class C | $ 1,000.00 | $ 933.10 | $ 9.31 | $ 1,000.00 | $ 1,015.58 | $ 9.70 | 1.91% | ||||||
Class I | $ 1,000.00 | $ 937.60 | $ 4.45 | $ 1,000.00 | $ 1,020.62 | $ 4.63 | 0.91% | ||||||
Class R3 | $ 1,000.00 | $ 935.20 | $ 7.51 | $ 1,000.00 | $ 1,017.44 | $ 7.83 | 1.54% | ||||||
Class R4 | $ 1,000.00 | $ 936.50 | $ 5.71 | $ 1,000.00 | $ 1,019.31 | $ 5.96 | 1.17% | ||||||
Class R5 | $ 1,000.00 | $ 937.50 | $ 4.69 | $ 1,000.00 | $ 1,020.32 | $ 4.89 | 0.96% | ||||||
Class Y | $ 1,000.00 | $ 937.50 | $ 4.49 | $ 1,000.00 | $ 1,020.57 | $ 4.69 | 0.92% | ||||||
Class F | $ 1,000.00 | $ 938.20 | $ 3.96 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class SDR | $ 1,000.00 | $ 937.80 | $ 3.96 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Hartford Schroders US Small Cap Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 890.40 | $ 6.43 | $ 1,000.00 | $ 1,018.40 | $ 6.87 | 1.35% | ||||||
Class C | $ 1,000.00 | $ 886.90 | $ 9.98 | $ 1,000.00 | $ 1,014.62 | $ 10.66 | 2.10% | ||||||
Class I | $ 1,000.00 | $ 891.60 | $ 5.20 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class R3 | $ 1,000.00 | $ 889.00 | $ 7.86 | $ 1,000.00 | $ 1,016.89 | $ 8.39 | 1.65% | ||||||
Class R4 | $ 1,000.00 | $ 890.30 | $ 6.43 | $ 1,000.00 | $ 1,018.40 | $ 6.87 | 1.35% | ||||||
Class R5 | $ 1,000.00 | $ 891.50 | $ 5.01 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class Y | $ 1,000.00 | $ 891.60 | $ 5.01 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class F | $ 1,000.00 | $ 892.30 | $ 4.53 | $ 1,000.00 | $ 1,020.42 | $ 4.84 | 0.95% | ||||||
Class SDR | $ 1,000.00 | $ 892.10 | $ 4.53 | $ 1,000.00 | $ 1,020.42 | $ 4.84 | 0.95% |
(1) | Hartford Schroders Diversified Growth Fund commenced operations on September 20, 2023. |
(2) | Expenses paid during the period from September 20, 2023 (commencement of operations) through October 31, 2023. |
(3) | Please note that while the Fund commenced operations on September 20, 2023, the hypothetical expenses paid during the period reflect projected activity for the full six-month period for purposes of comparability. This projection assumes that annualized expense ratio were in effect during the period May 1, 2023 to October 31, 2023. |
48 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.3% | |||
Automobiles & Components - 1.4% | |||
68,900 | Fuyao Glass Industry Group Co. Ltd. Class A | $ 350,573 | |
Banks - 4.7% | |||
117,692 | Bank of Ningbo Co. Ltd. Class A | 401,919 | |
182,833 | China Merchants Bank Co. Ltd. Class A | 769,206 | |
1,171,125 | |||
Capital Goods - 13.6% | |||
112,549 | Beijing Tianyishangjia New Material Corp. Ltd. Class A | 280,572 | |
124,200 | CIMC Vehicles Group Co. Ltd. Class A | 171,960 | |
34,340 | Contemporary Amperex Technology Co. Ltd. Class A | 871,955 | |
2,796 | Gongniu Group Co. Ltd. Class A | 40,407 | |
138,540 | Hongfa Technology Co. Ltd. Class A | 549,738 | |
48,000 | Jiangsu Hengli Hydraulic Co. Ltd. Class A | 369,407 | |
6,190 | Jiangyin Hengrun Heavy Industries Co. Ltd. Class A | 35,509 | |
130,304 | JL Mag Rare-Earth Co. Ltd. Class A | 294,746 | |
185,800 | Sinoma International Engineering Co. Class A | 250,539 | |
41,000 | Sinoseal Holding Co. Ltd. Class A | 217,438 | |
92,800 | Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | 339,636 | |
3,421,907 | |||
Consumer Durables & Apparel - 3.7% | |||
88,600 | Midea Group Co. Ltd. Class A | 640,935 | |
21,200 | Zhejiang Cfmoto Power Co. Ltd. Class A | 288,404 | |
929,339 | |||
Energy - 1.4% | |||
91,300 | Yantai Jereh Oilfield Services Group Co. Ltd. Class A | 356,984 | |
Financial Services - 1.4% | |||
18,500 | Hithink RoyalFlush Information Network Co. Ltd. Class A | 355,304 | |
Food, Beverage & Tobacco - 9.0% | |||
16,400 | Anjoy Foods Group Co. Ltd. Class A | 289,657 | |
82,295 | Chacha Food Co. Ltd. Class A | 416,457 | |
3,245 | Kweichow Moutai Co. Ltd. Class A | 747,335 | |
258,075 | Toly Bread Co. Ltd. Class A | 308,373 | |
23,699 | Wuliangye Yibin Co. Ltd. Class A | 505,178 | |
2,267,000 | |||
Health Care Equipment & Services - 6.6% | |||
32,200 | Autobio Diagnostics Co. Ltd. Class A | 195,644 | |
14,443 | iRay Technology Co. Ltd. Class A | 441,001 | |
54,263 | Micro-Tech Nanjing Co. Ltd. Class A | 655,600 | |
48,388 | Qingdao Haier Biomedical Co. Ltd. Class A | 241,680 | |
7,986 | Shanghai United Imaging Healthcare Co. Ltd. Class A | 130,298 | |
1,664,223 | |||
Insurance - 5.1% | |||
205,100 | Ping An Insurance Group Co. of China Ltd. Class A | 1,274,349 | |
Materials - 20.6% | |||
116,000 | China Jushi Co. Ltd. Class A | 183,583 | |
224,214 | Citic Pacific Special Steel Group Co. Ltd. Class A | 444,916 | |
155,380 | Hengli Petrochemical Co. Ltd. Class A* | 311,267 | |
222,900 | Hubei Dinglong Co. Ltd. Class A | 732,124 | |
33,800 | Jiangsu Yangnong Chemical Co. Ltd. Class A | 312,046 | |
33,800 | LB Group Co. Ltd. Class A | 86,022 | |
335,846 | Satellite Chemical Co. Ltd. Class A* | 746,411 | |
113,300 | Shandong Sinocera Functional Material Co. Ltd. Class A | 382,200 | |
64,500 | Wanhua Chemical Group Co. Ltd. Class A | 782,389 | |
80,285 | Western Superconducting Technologies Co. Ltd. Class A | 503,009 | |
81,740 | Zhejiang Huayou Cobalt Co. Ltd. Class A | 411,383 | |
161,457 | Zijin Mining Group Co. Ltd. Class A | 273,835 | |
5,169,185 | |||
Media & Entertainment - 2.0% | |||
144,100 | Mango Excellent Media Co. Ltd. Class A | 498,073 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 93.3% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.0% | |||
57,100 | Amoy Diagnostics Co. Ltd. Class A | $ 169,586 | |
29,800 | Hangzhou Tigermed Consulting Co. Ltd. Class A | 271,873 | |
146,100 | Hualan Biological Engineering, Inc. Class A | 468,748 | |
38,164 | Shanghai Haoyuan Chemexpress Co. Ltd. Class A | 334,125 | |
64,060 | WuXi AppTec Co. Ltd. Class A | 757,386 | |
2,001,718 | |||
Real Estate Management & Development - 0.7% | |||
120,444 | Poly Developments & Holdings Group Co. Ltd. Class A | 181,262 | |
Semiconductors & Semiconductor Equipment - 0.4% | |||
9,509 | Suzhou Oriental Semiconductor Co. Ltd. Class A | 109,009 | |
Software & Services - 2.0% | |||
49,200 | Venustech Group, Inc. Class A | 175,842 | |
21,614 | ZWSOFT Co. Ltd. Guangzhou Class A | 318,412 | |
494,254 | |||
Technology Hardware & Equipment - 10.8% | |||
103,000 | GoerTek, Inc. Class A | 254,283 | |
65,333 | Guangzhou Shiyuan Electronic Technology Co. Ltd. Class A | 375,275 | |
144,859 | Shenzhen Sunlord Electronics Co. Ltd. Class A | 578,175 | |
196,900 | Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | 504,246 | |
142,905 | Unisplendour Corp. Ltd. Class A* | 383,448 | |
118,578 | WUS Printed Circuit Kunshan Co. Ltd. Class A | 317,523 | |
20,700 | Xiamen Faratronic Co. Ltd. Class A | 282,462 | |
2,695,412 | |||
Transportation - 1.9% | |||
341,100 | China Southern Airlines Co. Ltd. Class A* | 287,947 | |
19,700 | Milkyway Chemical Supply Chain Service Co. Ltd. Class A | 175,097 | |
463,044 | |||
Total Common Stocks (cost $28,269,347) | $ 23,402,761 | ||
WARRANTS - 5.8%(1) | |||
Banks - 0.9% | |||
25,356 | Suzhou Everbright Photonics Co. Ltd. Expires 04/09/2024* | $ 210,904 | |
Health Care Equipment & Services - 0.8% | |||
42,185 | Qingdao Haier Biomedical Co. Ltd. Expires 1/03/2024* | 210,634 | |
Household & Personal Products - 1.2% | |||
67,089 | Ninebot Ltd. Expires 08/26/2024 | 300,604 | |
Software & Services - 1.5% | |||
64,503 | Piesat Information Technology Co. Ltd. Expires 12/22/2023* | 383,504 | |
Technology Hardware & Equipment - 1.4% | |||
13,078 | Gongniu Group Co. Ltd. Expires 08/02/2024* | 188,983 | |
36,835 | Shanghai Holystar Electrical Technology Co. Ltd. Expires 1/18/2024* | 149,996 | |
338,979 | |||
Total Warrants (cost $1,977,704) | $ 1,444,625 | ||
Total Long-Term Investments (cost $30,247,051) | $ 24,847,386 |
49 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Other Investment Pools & Funds - 1.2% | |||
304,724 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(2) | $ 304,724 | |
Total Short-Term Investments (cost $304,724) | $ 304,724 | ||
Total Investments (cost $30,551,775) | 100.3% | $ 25,152,110 | |
Other Assets and Liabilities | (0.3)% | (65,007) | |
Total Net Assets | 100.0% | $ 25,087,103 |
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. |
* | 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 | $ 350,573 | $ — | $ ���350,573 | $ — | ||||
Banks | 1,171,125 | — | 1,171,125 | — | ||||
Capital Goods | 3,421,907 | 35,509 | 3,386,398 | — | ||||
Consumer Durables & Apparel | 929,339 | — | 929,339 | — | ||||
Energy | 356,984 | — | 356,984 | — | ||||
Financial Services | 355,304 | — | 355,304 | — | ||||
Food, Beverage & Tobacco | 2,267,000 | — | 2,267,000 | — | ||||
Health Care Equipment & Services | 1,664,223 | 441,001 | 1,223,222 | — | ||||
Insurance | 1,274,349 | — | 1,274,349 | — | ||||
Materials | 5,169,185 | 503,009 | 4,666,176 | — | ||||
Media & Entertainment | 498,073 | — | 498,073 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,001,718 | — | 2,001,718 | — | ||||
Real Estate Management & Development | 181,262 | — | 181,262 | — | ||||
Semiconductors & Semiconductor Equipment | 109,009 | — | 109,009 | — | ||||
Software & Services | 494,254 | — | 494,254 | — | ||||
Technology Hardware & Equipment | 2,695,412 | — | 2,695,412 | — | ||||
Transportation | 463,044 | — | 463,044 | — | ||||
Warrants | 1,444,625 | — | 1,444,625 | — | ||||
Short-Term Investments | 304,724 | 304,724 | — | — | ||||
Total | $ 25,152,110 | $ 1,284,243 | $ 23,867,867 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
50 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% | |||
Brazil - 2.9% | |||
75,900 | B3 SA - Brasil Bolsa Balcao | $ 167,103 | |
28,600 | BB Seguridade Participacoes SA | 174,490 | |
17,600 | Cia de Saneamento de Minas Gerais Copasa MG | 55,644 | |
43,536 | Cia Energetica de Minas Gerais ADR | 98,827 | |
20,112 | Gerdau SA ADR | 87,286 | |
13,600 | Hypera SA | 81,706 | |
10,700 | M Dias Branco SA | 69,165 | |
41 | MercadoLibre, Inc.* | 50,870 | |
9,000 | Multiplan Empreendimentos Imobiliarios SA | 44,163 | |
20,630 | Odontoprev SA | 42,719 | |
45,300 | Petroreconcavo SA | 186,348 | |
7,400 | Porto Seguro SA | 37,002 | |
22,600 | PRIO SA* | 213,819 | |
22,900 | TIM SA | 68,903 | |
2,800 | Transmissora Alianca de Energia Eletrica SA | 18,766 | |
35,700 | WEG SA | 233,740 | |
1,630,551 | |||
China - 26.1% | |||
113,000 | 3SBio, Inc.(1) | 100,530 | |
37,000 | Aier Eye Hospital Group Co. Ltd. Class A | 92,505 | |
191,700 | Alibaba Group Holding Ltd.* | 1,973,565 | |
30,000 | Anhui Expressway Co. Ltd. Class H | 28,883 | |
3,000 | Anker Innovations Technology Co. Ltd. Class A | 38,426 | |
4,033 | Atour Lifestyle Holdings Ltd. ADR | 76,869 | |
12,650 | Baidu, Inc. Class A* | 166,079 | |
89,000 | Bank of China Ltd. Class H | 31,091 | |
12,500 | BYD Co. Ltd. Class H | 380,126 | |
19,500 | BYD Electronic International Co. Ltd. | 81,403 | |
71,000 | China Lesso Group Holdings Ltd. Class L | 38,125 | |
20,000 | China Medical System Holdings Ltd. | 31,982 | |
84,000 | China Merchants Bank Co. Ltd. Class H | 318,636 | |
65,000 | China Overseas Property Holdings Ltd. | 56,451 | |
67,200 | China Pacific Insurance Group Co. Ltd. Class H | 165,538 | |
8,000 | China Resources Gas Group Ltd. | 23,649 | |
1,564,000 | China Tower Corp. Ltd. Class H(1) | 145,844 | |
32,000 | China Water Affairs Group Ltd. | 20,250 | |
3,900 | Chongqing Department Store Co. Ltd. Class A | 14,405 | |
132,000 | CMOC Group Ltd. Class H | 78,726 | |
4,900 | Dong-E-E-Jiao Co. Ltd. Class A | 31,085 | |
5,100 | Eastroc Beverage Group Co. Ltd. Class A | 133,902 | |
79,100 | Focus Media Information Technology Co. Ltd. Class A | 74,771 | |
16,600 | Foxconn Industrial Internet Co. Ltd. Class A | 33,446 | |
54,000 | Fu Shou Yuan International Group Ltd. | 36,254 | |
12,553 | Full Truck Alliance Co. Ltd. ADR* | 82,473 | |
33,600 | Fuyao Glass Industry Group Co. Ltd. Class H(1) | 153,185 | |
35,000 | Giant Biogene Holding Co. Ltd.*(1) | 140,624 | |
6,328 | Gongniu Group Co. Ltd. Class A | 91,451 | |
19,800 | Gree Electric Appliances, Inc. of Zhuhai Class A | 91,834 | |
53,000 | Greentown Management Holdings Co. Ltd.(1) | 39,058 | |
126,000 | Guangshen Railway Co. Ltd. Class H* | 22,535 | |
3,521 | H World Group Ltd. ADR* | 132,601 | |
37,000 | Haidilao International Holding Ltd.(1) | 92,641 | |
41,800 | Haier Smart Home Co. Ltd. Class H | 119,227 | |
6,300 | Hangcha Group Co. Ltd. Class A | 18,939 | |
14,900 | Hangzhou Robam Appliances Co. Ltd. Class A | 47,008 | |
10,753 | Hello Group, Inc. ADR | 76,131 | |
12,200 | Henan Pinggao Electric Co. Ltd. Class A | 18,072 | |
9,200 | Hisense Visual Technology Co. Ltd. Class A | 29,278 | |
4,600 | Hubei Jumpcan Pharmaceutical Co. Ltd. Class A | 17,042 | |
13,600 | Hygeia Healthcare Holdings Co. Ltd.(1) | 82,118 | |
3,900 | Imeik Technology Development Co. Ltd. Class A | 175,829 | |
595,000 | Industrial & Commercial Bank of China Ltd. Class H | 285,151 | |
12,230 | JD.com, Inc. Class A | 155,482 | |
64,000 | Jiangsu Expressway Co. Ltd. Class H | 58,185 | |
13,500 | Jiangsu Nhwa Pharmaceutical Co. Ltd. Class A | 48,516 | |
11,745 | Kanzhun Ltd. ADR* | 173,826 | |
28,600 | Kuaishou Technology*(1) | 184,180 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
China - 26.1% - (continued) | |||
3,300 | Lao Feng Xiang Co. Ltd. Class A | $ 28,062 | |
18,200 | Li Auto, Inc. Class A* | 307,828 | |
45,600 | Maoyan Entertainment*(1) | 54,794 | |
22,900 | Meituan Class B*(1) | 324,608 | |
14,900 | Midea Group Co. Ltd. Class A | 107,787 | |
4,116 | MINISO Group Holding Ltd. ADR | 104,176 | |
23,700 | NetEase, Inc. | 507,217 | |
47,100 | New China Life Insurance Co. Ltd. Class H | 103,321 | |
13,400 | New Oriental Education & Technology Group, Inc.* | 87,368 | |
10,900 | Ningbo Sanxing Medical Electric Co. Ltd. Class A | 24,308 | |
55,600 | Nongfu Spring Co. Ltd. Class H(1) | 316,683 | |
13,300 | Opple Lighting Co. Ltd. Class A | 35,492 | |
2,558 | PDD Holdings, Inc. ADR* | 259,432 | |
5,880 | Proya Cosmetics Co. Ltd. Class A | 83,488 | |
12,800 | Sailun Group Co. Ltd. Class A | 19,654 | |
46,000 | Sany Heavy Equipment International Holdings Co. Ltd. | 60,426 | |
11,300 | Shenzhen Inovance Technology Co. Ltd. Class A | 93,406 | |
6,500 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | 254,052 | |
12,900 | Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | 120,237 | |
3,724 | Shenzhen Transsion Holdings Co. Ltd. Class A | 68,434 | |
8,300 | Sieyuan Electric Co. Ltd. Class A | 55,940 | |
36,500 | Sinopec Engineering Group Co. Ltd. Class H | 18,241 | |
69,000 | Sinotrans Ltd. Class H | 22,678 | |
18,500 | Songcheng Performance Development Co. Ltd. Class A | 27,781 | |
71,100 | Tencent Holdings Ltd. | 2,631,321 | |
16,336 | Tencent Music Entertainment Group ADR* | 118,599 | |
64,800 | Tongcheng Travel Holdings Ltd.*(2) | 123,797 | |
7,100 | Trip.com Group Ltd.* | 241,980 | |
9,581 | Vipshop Holdings Ltd. ADR* | 136,625 | |
193,000 | Want Want China Holdings Ltd. | 119,922 | |
34,000 | Wuxi Biologics Cayman, Inc.*(1) | 211,403 | |
172,800 | Xiaomi Corp. Class B*(1) | 309,834 | |
48,000 | Xinyi Glass Holdings Ltd. | 55,153 | |
80,000 | Yadea Group Holdings Ltd.(1) | 146,029 | |
6,054 | Yum China Holdings, Inc. | 317,961 | |
11,600 | Yutong Bus Co. Ltd. Class A | 21,627 | |
62,000 | Zhejiang Expressway Co. Ltd. Class H | 46,670 | |
25,700 | Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | 94,059 | |
15,300 | Zhejiang Supor Co. Ltd. Class A | 104,911 | |
108,200 | Zoomlion Heavy Industry Science & Technology Co. Ltd. Class H | 56,251 | |
3,600 | ZTO Express Cayman, Inc. | 84,321 | |
14,413,803 | |||
Colombia - 0.3% | |||
17,729 | Geopark Ltd. | 175,163 | |
Greece - 1.2% | |||
74,747 | Eurobank Ergasias Services & Holdings SA Class A* | 122,176 | |
10,044 | Hellenic Telecommunications Organization SA | 140,781 | |
4,343 | JUMBO SA | 114,240 | |
1,694 | Motor Oil Hellas Corinth Refineries SA | 40,329 | |
1,737 | Mytilineos SA | 64,290 | |
15,514 | National Bank of Greece SA* | 88,854 | |
25,389 | Piraeus Financial Holdings SA* | 75,257 | |
645,927 | |||
Hong Kong - 2.3% | |||
117,800 | AIA Group Ltd. | 1,022,952 | |
14,800 | Gushengtang Holdings Ltd. | 88,659 | |
54,000 | Hang Lung Properties Ltd. | 70,980 | |
14,500 | Hongkong Land Holdings Ltd. | 45,990 | |
9,000 | Luk Fook Holdings International Ltd. | 22,327 | |
1,250,908 |
51 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Hungary - 0.7% | |||
7,538 | OTP Bank Nyrt | $ 280,564 | |
4,009 | Richter Gedeon Nyrt | 94,000 | |
374,564 | |||
India - 14.2% | |||
1,045 | ABB India Ltd. | 51,540 | |
1,576 | Angel One Ltd. | 48,913 | |
21,305 | Apollo Tyres Ltd. | 97,577 | |
5,093 | Asian Paints Ltd. | 183,456 | |
30,403 | Axis Bank Ltd. | 358,750 | |
2,527 | Bajaj Auto Ltd. | 161,199 | |
2,158 | Bajaj Finance Ltd. | 194,262 | |
6,006 | Berger Paints India Ltd. | 40,299 | |
5,731 | Bharti Airtel Ltd. | 62,941 | |
13,708 | Birlasoft Ltd. | 90,247 | |
2,511 | Britannia Industries Ltd. | 133,573 | |
1,581 | Coforge Ltd. | 94,734 | |
18,581 | Dabur India Ltd. | 118,038 | |
3,060 | Dr Reddy's Laboratories Ltd. | 197,506 | |
848 | Grindwell Norton Ltd. | 21,838 | |
8,195 | HCL Technologies Ltd. | 125,698 | |
1,428 | HDFC Asset Management Co. Ltd.(1) | 46,906 | |
63,580 | HDFC Bank Ltd. | 1,128,197 | |
3,724 | Hero MotoCorp Ltd. | 138,195 | |
7,355 | Hindustan Unilever Ltd. | 219,498 | |
108,454 | ICICI Bank Ltd. | 1,193,189 | |
1,016 | IndiaMart InterMesh Ltd.(1) | 32,341 | |
8,819 | IndusInd Bank Ltd. | 152,776 | |
1,272 | Kotak Mahindra Bank Ltd. | 26,591 | |
8,150 | KPIT Technologies Ltd. | 119,250 | |
25,971 | Marico Ltd. | 167,353 | |
3,008 | Narayana Hrudayalaya Ltd.(2) | 36,001 | |
4,757 | Natco Pharma Ltd. | 45,728 | |
219 | Nestle India Ltd. | 63,770 | |
4,950 | PI Industries Ltd. | 202,166 | |
3,483 | Pidilite Industries Ltd. | 102,836 | |
2,247 | Polycab India Ltd. | 132,786 | |
104,872 | Power Grid Corp. of India Ltd. | 254,706 | |
39,818 | REC Ltd. | 137,631 | |
20,655 | Reliance Industries Ltd. | 567,967 | |
297 | Sanofi India Ltd. | 26,971 | |
3,600 | Sona Blw Precision Forgings Ltd.(1) | 23,429 | |
14,779 | Sun Pharmaceutical Industries Ltd. | 193,223 | |
3,438 | Supreme Industries Ltd. | 178,765 | |
11,800 | Tata Consultancy Services Ltd. | 477,706 | |
12,843 | Zensar Technologies Ltd. | 75,621 | |
38,431 | Zomato Ltd.* | 48,609 | |
11,242 | Zydus Lifesciences Ltd. | 77,465 | |
7,850,247 | |||
Indonesia - 1.9% | |||
349,300 | Bank Central Asia Tbk. PT | 192,437 | |
599,600 | Bank Mandiri Persero Tbk. PT | 214,208 | |
631,500 | Bank Negara Indonesia Persero Tbk. PT | 190,578 | |
1,107,100 | Bank Rakyat Indonesia Persero Tbk. PT | 346,173 | |
862,900 | Perusahaan Gas Negara Tbk. PT | 68,224 | |
254,700 | Telkom Indonesia Persero Tbk. PT | 55,834 | |
1,067,454 | |||
Malaysia - 1.3% | |||
151,700 | CIMB Group Holdings Bhd. | 181,751 | |
105,000 | Gamuda Bhd. | 102,256 | |
33,000 | Hong Leong Bank Bhd. | 134,370 | |
1,900 | Nestle Malaysia Bhd. | 49,369 | |
6,900 | Petronas Gas Bhd. | 24,909 | |
277,200 | Public Bank Bhd. | 242,107 | |
734,762 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Mexico - 3.2% | |||
28,800 | Arca Continental SAB de CV | $ 258,432 | |
23,368 | Bolsa Mexicana de Valores SAB de CV | 36,383 | |
3,488 | Coca-Cola Femsa SAB de CV ADR | 265,158 | |
734 | Fomento Economico Mexicano SAB de CV ADR | 83,243 | |
13,600 | Grupo Aeroportuario del Centro Norte SAB de CV | 104,257 | |
1,163 | Grupo Aeroportuario del Pacifico SAB de CV ADR | 135,408 | |
51,900 | Grupo Financiero Banorte SAB de CV Class O | 420,433 | |
18,207 | Grupo Financiero Inbursa SAB de CV Class O* | 37,577 | |
205,200 | Kimberly-Clark de Mexico SAB de CV Class A | 376,050 | |
8,885 | Promotora y Operadora de Infraestructura SAB de CV | 73,218 | |
1,790,159 | |||
Philippines - 0.2% | |||
20,110 | Bank of the Philippine Islands | 35,620 | |
22,310 | BDO Unibank, Inc. | 50,219 | |
85,839 | |||
Poland - 1.4% | |||
4,775 | Bank Polska Kasa Opieki SA | 145,099 | |
2,951 | Dino Polska SA*(1) | 279,623 | |
4,599 | KGHM Polska Miedz SA | 122,725 | |
17 | LPP SA | 54,765 | |
17,533 | Powszechna Kasa Oszczednosci Bank Polski SA* | 181,620 | |
783,832 | |||
Qatar - 0.1% | |||
12,326 | Qatar National Bank QPSC | 50,408 | |
Republic of Korea - 0.1% | |||
5,739 | Jeisys Medical, Inc. | 44,801 | |
Russia - 0.0% | |||
1,092 | LUKOIL PJSC*(3) | — | |
762 | Mobile TeleSystems PJSC*(3) | — | |
— | |||
Saudi Arabia - 2.9% | |||
6,029 | Al Hammadi Holding | 86,780 | |
14,008 | Al Rajhi Bank | 250,543 | |
635 | Arabian Internet & Communications Services Co. | 52,945 | |
15,534 | Banque Saudi Fransi | 148,442 | |
3,213 | Dr Sulaiman Al Habib Medical Services Group Co. | 215,821 | |
724 | Elm Co. | 135,321 | |
1,908 | Leejam Sports Co. JSC | 78,118 | |
5,388 | Mouwasat Medical Services Co. | 143,619 | |
16,465 | Saudi National Bank | 147,244 | |
34,442 | Saudi Telecom Co. | 352,536 | |
1,611,369 | |||
South Africa - 4.1% | |||
6,874 | Bid Corp. Ltd. | 145,830 | |
529 | Capitec Bank Holdings Ltd. | 47,004 | |
4,596 | Clicks Group Ltd. | 67,726 | |
80,754 | FirstRand Ltd. | 266,221 | |
7,593 | Gold Fields Ltd. | 100,167 | |
9,509 | Gold Fields Ltd. ADR | 123,807 | |
12,247 | Kumba Iron Ore Ltd. | 324,497 | |
6,102 | MTN Group Ltd. | 29,787 | |
4,260 | Naspers Ltd. Class N* | 664,990 | |
36,280 | Sanlam Ltd. | 127,250 | |
31,759 | Sappi Ltd. | 66,816 | |
21,973 | Truworths International Ltd. | 89,012 | |
34,551 | Vodacom Group Ltd. | 188,091 | |
2,241,198 | |||
South Korea - 13.7% | |||
973 | AfreecaTV Co. Ltd. | 48,449 | |
1,047 | Cosmax, Inc.* | 105,270 | |
2,011 | DB Insurance Co. Ltd. | 130,834 | |
2,499 | Doosan Bobcat, Inc. | 71,799 | |
6,048 | Hana Financial Group, Inc. | 175,856 |
52 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
South Korea - 13.7% - (continued) | |||
2,505 | Hansae Co. Ltd. | $ 42,563 | |
24,496 | Hanwha Life Insurance Co. Ltd.* | 50,338 | |
1,906 | HD Hyundai Construction Equipment Co. Ltd. | 62,910 | |
1,328 | HD Hyundai Electric Co. Ltd. | 73,910 | |
6,299 | HD Hyundai Infracore Co. Ltd. | 31,254 | |
2,452 | HL Mando Co. Ltd. | 59,714 | |
743 | HYBE Co. Ltd.* | 121,008 | |
5,163 | Hyundai Engineering & Construction Co. Ltd. | 128,046 | |
714 | Hyundai Mobis Co. Ltd. | 110,574 | |
1,488 | Hyundai Motor Co. | 187,464 | |
1,456 | JYP Entertainment Corp. | 110,830 | |
5,996 | KB Financial Group, Inc. | 228,557 | |
1,502 | Kolmar Korea Co. Ltd. | 59,728 | |
6,290 | Korean Air Lines Co. Ltd. | 95,704 | |
4,043 | KT Corp. | 97,809 | |
253 | LG Chem Ltd. | 82,919 | |
2,482 | LG Corp. | 142,067 | |
2,412 | LG Electronics, Inc. | 178,929 | |
317 | LG Energy Solution Ltd.* | 90,874 | |
3,351 | LG Uplus Corp. | 25,115 | |
1,291 | LOTTE Fine Chemical Co. Ltd. | 53,627 | |
1,516 | LS Electric Co. Ltd. | 72,117 | |
926 | Meritz Financial Group, Inc. | 34,464 | |
228 | NongShim Co. Ltd. | 74,988 | |
755 | PharmaResearch Co. Ltd. | 65,191 | |
64,439 | Samsung Electronics Co. Ltd. | 3,207,443 | |
2,457 | Samsung Engineering Co. Ltd.* | 43,304 | |
3,058 | Samsung Life Insurance Co. Ltd. | 163,723 | |
106 | Samsung SDI Co. Ltd. | 33,563 | |
3,263 | Shinhan Financial Group Co. Ltd. | 83,873 | |
12,595 | SK Hynix, Inc. | 1,093,776 | |
740 | SM Entertainment Co. Ltd. | 55,496 | |
3,003 | SOLUM Co. Ltd.* | 64,520 | |
834 | Youngone Corp. | 33,526 | |
7,592,132 | |||
Taiwan - 15.8% | |||
18,000 | Accton Technology Corp. | 278,897 | |
24,197 | Advantech Co. Ltd. | 248,497 | |
12,000 | Asia Vital Components Co. Ltd. | 106,035 | |
7,000 | Asustek Computer, Inc. | 73,396 | |
153,000 | Cathay Financial Holding Co. Ltd. | 207,628 | |
103,000 | Chunghwa Telecom Co. Ltd. | 368,384 | |
52,000 | Delta Electronics, Inc. | 468,618 | |
14,000 | E Ink Holdings, Inc. | 72,844 | |
6,000 | Elite Material Co. Ltd. | 66,948 | |
51,000 | Far EasTone Telecommunications Co. Ltd. | 119,464 | |
2,000 | Global Unichip Corp. | 89,386 | |
10,000 | Gold Circuit Electronics Ltd. | 54,718 | |
4,000 | Grape King Bio Ltd. | 18,282 | |
144,000 | Hon Hai Precision Industry Co. Ltd. | 429,799 | |
33,000 | Lite-On Technology Corp. | 102,746 | |
11,000 | Makalot Industrial Co. Ltd. | 123,117 | |
29,000 | MediaTek, Inc. | 756,881 | |
3,000 | Novatek Microelectronics Corp. | 42,249 | |
21,000 | President Chain Store Corp. | 167,041 | |
268,000 | Taiwan Semiconductor Manufacturing Co. Ltd. | 4,377,112 | |
33,000 | Tong Yang Industry Co. Ltd. | 74,861 | |
9,000 | Tripod Technology Corp. | 46,076 | |
12,000 | United Integrated Services Co. Ltd. | 89,092 | |
3,180 | Universal Vision Biotechnology Co. Ltd. | 29,223 | |
3,000 | Wiwynn Corp. | 142,149 | |
213,000 | Yuanta Financial Holding Co. Ltd. | 160,030 | |
8,713,473 | |||
Thailand - 1.7% | |||
23,700 | Advanced Info Service PCL NVDR | 145,160 | |
71,600 | Airports of Thailand PCL NVDR* | 132,934 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Thailand - 1.7% - (continued) | |||
84,500 | Bangchak Corp. PCL NVDR | $ 97,047 | |
26,600 | Bangkok Bank PCL NVDR | 116,564 | |
109,300 | Bangkok Dusit Medical Services PCL NVDR | 80,572 | |
19,800 | Bumrungrad Hospital PCL NVDR | 143,104 | |
34,600 | Kasikornbank PCL NVDR | 126,541 | |
229,200 | Krung Thai Bank PCL NVDR | 119,841 | |
961,763 | |||
United Arab Emirates - 1.6% | |||
18,966 | Abu Dhabi Islamic Bank PJSC | 53,185 | |
23,790 | Emaar Development PJSC | 40,147 | |
100,726 | Emaar Properties PJSC | 183,501 | |
67,549 | Emirates NBD Bank PJSC | 311,722 | |
62,465 | Emirates Telecommunications Group Co. PJSC | 313,941 | |
902,496 | |||
United States - 0.1% | |||
2,325 | Genpact Ltd. | 77,981 | |
Total Common Stocks (cost $52,837,895) | $ 52,998,830 | ||
PREFERRED STOCKS - 2.9% | |||
Brazil - 2.9% | |||
111,310 | Banco Bradesco SA (Preference Shares)(4) | $ 308,866 | |
81,200 | Itau Unibanco Holding SA (Preference Shares)(4) | 431,950 | |
118,280 | Itausa SA (Preference Shares)(4) | 202,695 | |
53,700 | Marcopolo SA (Preference Shares)(4) | 55,812 | |
85,500 | Petroleo Brasileiro SA (Preference Shares)(4) | 589,135 | |
Total Preferred Stocks (cost $1,565,780) | $ 1,588,458 | ||
Total Long-Term Investments (cost $54,403,675) | $ 54,587,288 | ||
SHORT-TERM INVESTMENTS - 1.2% | |||
Other Investment Pools & Funds - 1.2% | |||
648,015 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(5) | $ 648,015 | |
Total Short-Term Investments (cost $648,015) | $ 648,015 | ||
Total Investments (cost $55,051,690) | 99.9% | $ 55,235,303 | |
Other Assets and Liabilities | 0.1% | 79,769 | |
Total Net Assets | 100.0% | $ 55,315,072 |
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. |
53 |
October 31, 2023
* | 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, 2023, the aggregate value of these securities was $2,683,830, representing 4.9% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2023, the aggregate value of these securities was $159,798, representing 0.3% of net assets. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no rate available. |
(5) | 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 | ||||||||
Brazil | $ 1,630,551 | $ 1,630,551 | $ — | $ — | ||||
China | 14,413,803 | 1,591,636 | 12,822,167 | — | ||||
Colombia | 175,163 | 175,163 | — | — | ||||
Greece | 645,927 | 218,859 | 427,068 | — | ||||
Hong Kong | 1,250,908 | — | 1,250,908 | — | ||||
Hungary | 374,564 | 94,000 | 280,564 | — | ||||
India | 7,850,247 | 45,728 | 7,804,519 | — | ||||
Indonesia | 1,067,454 | — | 1,067,454 | — | ||||
Malaysia | 734,762 | 176,534 | 558,228 | — | ||||
Mexico | 1,790,159 | 1,790,159 | — | — | ||||
Philippines | 85,839 | 35,620 | 50,219 | — | ||||
Poland | 783,832 | — | 783,832 | — | ||||
Qatar | 50,408 | 50,408 | — | — | ||||
Republic of Korea | 44,801 | — | 44,801 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 1,611,369 | 1,611,369 | — | — | ||||
South Africa | 2,241,198 | 1,827,806 | 413,392 | — | ||||
South Korea | 7,592,132 | — | 7,592,132 | — | ||||
Taiwan | 8,713,473 | — | 8,713,473 | — | ||||
Thailand | 961,763 | — | 961,763 | — | ||||
United Arab Emirates | 902,496 | 678,848 | 223,648 | — | ||||
United States | 77,981 | 77,981 | — | — | ||||
Preferred Stocks | 1,588,458 | 1,588,458 | — | — | ||||
Short-Term Investments | 648,015 | 648,015 | — | — | ||||
Total | $ 55,235,303 | $ 12,241,135 | $ 42,994,168 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
54 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 2.0% | |||
United States - 2.0% | |||
Federal Home Loan Mortgage Corp. - 0.4% | |||
$ 42,091 | 4.50%, 09/01/2052 | $ 37,668 | |
55,341 | 5.00%, 09/01/2052 | 51,091 | |
87,388 | 5.00%, 11/01/2052 | 80,664 | |
50,307 | 6.00%, 01/01/2053 | 49,176 | |
218,599 | |||
Federal National Mortgage Association - 0.8% | |||
19,861 | 4.50%, 06/01/2052 | 17,776 | |
40,386 | 5.00%, 10/01/2052 | 37,281 | |
105,361 | 5.00%, 04/01/2053 | 97,238 | |
102,193 | 5.50%, 01/01/2053 | 97,092 | |
132,993 | 6.00%, 02/01/2053 | 130,038 | |
379,425 | |||
Government National Mortgage Association - 0.8% | |||
97,787 | 5.50%, 05/20/2053 | 93,660 | |
108,963 | 5.50%, 06/20/2053 | 104,361 | |
188,596 | 6.00%, 12/20/2052 | 185,134 | |
383,155 | |||
Total U.S. Government Agencies (cost $989,850) | $ 981,179 | ||
COMMON STOCKS - 42.6% | |||
Australia - 0.5% | |||
1,176 | ANZ Group Holdings Ltd. | $ 18,544 | |
2,043 | BlueScope Steel Ltd. | 24,490 | |
600 | Commonwealth Bank of Australia | 36,910 | |
282 | Macquarie Group Ltd. | 28,987 | |
1,044 | National Australia Bank Ltd. | 18,703 | |
157 | Rio Tinto Ltd. | 11,728 | |
537 | Rio Tinto PLC | 34,261 | |
4,182 | Santos Ltd. | 20,406 | |
733 | Wesfarmers Ltd. | 23,583 | |
1,746 | Westpac Banking Corp. | 22,928 | |
861 | Woodside Energy Group Ltd. | 18,752 | |
585 | Woolworths Group Ltd. | 13,095 | |
272,387 | |||
Belgium - 0.1% | |||
469 | Anheuser-Busch InBev SA | 26,685 | |
517 | Groupe Bruxelles Lambert NV | 37,814 | |
64,499 | |||
Brazil - 0.2% | |||
24 | MercadoLibre, Inc.* | 29,778 | |
2,615 | Petroleo Brasileiro SA ADR | 39,225 | |
610 | Yara International ASA | 19,960 | |
88,963 | |||
Canada - 1.0% | |||
2,172 | Algonquin Power & Utilities Corp. | 10,933 | |
271 | Alimentation Couche-Tard, Inc. | 14,752 | |
169 | Bank of Montreal | 12,771 | |
426 | Bank of Nova Scotia | 17,249 | |
535 | Canadian Imperial Bank of Commerce | 18,869 | |
156 | Canadian National Railway Co. | 16,506 | |
550 | Canadian Natural Resources Ltd. | 34,926 | |
450 | Canadian Pacific Kansas City Ltd. | 31,950 | |
176 | Canadian Tire Corp. Ltd. Class A | 16,976 | |
20 | Constellation Software, Inc. | 40,094 | |
371 | Enbridge, Inc. | 11,889 | |
319 | Fortis, Inc. | 12,666 | |
665 | Manulife Financial Corp. | 11,576 | |
170 | Nutrien Ltd. | 9,130 | |
351 | Onex Corp. | 19,672 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
Canada - 1.0% - (continued) | |||
673 | Open Text Corp. | $ 22,470 | |
603 | Pembina Pipeline Corp. | 18,559 | |
474 | Rogers Communications, Inc. Class B | 17,562 | |
251 | Royal Bank of Canada | 20,047 | |
463 | Shopify, Inc. Class A* | 21,865 | |
239 | Sun Life Financial, Inc. | 10,916 | |
543 | Suncor Energy, Inc. | 17,585 | |
221 | TC Energy Corp. | 7,611 | |
414 | Toronto-Dominion Bank | 23,125 | |
1,108 | Wheaton Precious Metals Corp. | 46,797 | |
486,496 | |||
China - 1.0% | |||
5,000 | Alibaba Group Holding Ltd.* | 51,475 | |
1,300 | Baidu, Inc. Class A* | 17,068 | |
1,000 | BYD Co. Ltd. Class H | 30,410 | |
57,000 | CGN Power Co. Ltd. Class H(1) | 13,698 | |
27,000 | China Construction Bank Corp. Class H | 15,270 | |
16,000 | China Life Insurance Co. Ltd. Class H | 21,670 | |
6,000 | China Mengniu Dairy Co. Ltd. | 19,591 | |
4,500 | China Merchants Bank Co. Ltd. Class H | 17,070 | |
4,000 | China Resources Land Ltd. | 14,972 | |
600 | Contemporary Amperex Technology Co. Ltd. Class A | 15,235 | |
1,000 | Innovent Biologics, Inc.*(1) | 5,893 | |
1,300 | JD.com, Inc. Class A | 16,527 | |
3,500 | Li Ning Co. Ltd. | 10,725 | |
900 | LONGi Green Energy Technology Co. Ltd. Class A | 2,971 | |
1,900 | Meituan Class B*(1) | 26,933 | |
1,100 | NetEase, Inc. | 23,542 | |
107 | NXP Semiconductors NV | 18,450 | |
196 | PDD Holdings, Inc. ADR* | 19,878 | |
5,000 | Ping An Insurance Group Co. of China Ltd. Class H | 25,362 | |
600 | Shenzhen Inovance Technology Co. Ltd. Class A | 4,960 | |
2,500 | Tencent Holdings Ltd. | 92,522 | |
2,500 | Wuxi Biologics Cayman, Inc.*(1) | 15,544 | |
451 | Yum China Holdings, Inc. | 23,705 | |
503,471 | |||
Denmark - 0.3% | |||
222 | DSV Panalpina AS | 33,176 | |
1,224 | Novo Nordisk AS Class B | 118,087 | |
500 | Vestas Wind Systems AS* | 10,837 | |
162,100 | |||
Finland - 0.1% | |||
780 | UPM-Kymmene OYJ | 26,267 | |
France - 1.0% | |||
182 | Air Liquide SA | 31,186 | |
344 | Airbus SE | 46,122 | |
732 | AXA SA | 21,690 | |
602 | BNP Paribas SA | 34,617 | |
105 | Capgemini SE | 18,557 | |
389 | Eiffage SA | 35,302 | |
137 | EssilorLuxottica SA | 24,808 | |
11 | Hermes International SCA | 20,524 | |
36 | Kering SA | 14,641 | |
313 | Legrand SA | 27,077 | |
90 | L'Oreal SA | 37,830 | |
60 | LVMH Moet Hennessy Louis Vuitton SE | 42,956 | |
94 | Pernod Ricard SA | 16,692 | |
234 | Safran SA | 36,555 |
55 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
France - 1.0% - (continued) | |||
703 | TotalEnergies SE | $ 47,001 | |
194 | Vinci SA | 21,451 | |
477,009 | |||
Germany - 0.6% | |||
117 | adidas AG | 20,804 | |
110 | Allianz SE | 25,767 | |
544 | BASF SE | 25,137 | |
357 | Bayer AG | 15,425 | |
588 | Deutsche Post AG | 22,958 | |
1,350 | Deutsche Telekom AG | 29,300 | |
949 | Infineon Technologies AG | 27,720 | |
472 | Mercedes-Benz Group AG | 27,770 | |
539 | RWE AG | 20,625 | |
434 | SAP SE | 58,213 | |
278 | Siemens AG | 36,890 | |
310,609 | |||
Greece - 0.0% | |||
1,002 | OPAP SA | 16,972 | |
Hong Kong - 0.3% | |||
4,000 | AIA Group Ltd. | 34,735 | |
2,500 | CK Asset Holdings Ltd. | 12,496 | |
1,400 | Hang Seng Bank Ltd. | 16,006 | |
600 | Hong Kong Exchanges & Clearing Ltd. | 20,989 | |
2,500 | MTR Corp. Ltd. | 9,345 | |
5,000 | New World Development Co. Ltd. | 9,177 | |
1,564 | Prudential PLC | 16,354 | |
1,000 | Sun Hung Kai Properties Ltd. | 10,269 | |
500 | Techtronic Industries Co. Ltd. | 4,565 | |
133,936 | |||
India - 0.5% | |||
587 | Axis Bank Ltd. GDR(2) | 34,163 | |
312 | Dr Reddy's Laboratories Ltd. ADR | 20,321 | |
1,638 | GAIL India Ltd. GDR(2) | 14,333 | |
167 | HDFC Bank Ltd. ADR | 9,444 | |
2,154 | ICICI Bank Ltd. ADR | 47,797 | |
1,423 | Infosys Ltd. ADR | 23,366 | |
702 | Larsen & Toubro Ltd. GDR(2) | 24,710 | |
1,411 | Mahindra & Mahindra Ltd. GDR(2) | 24,975 | |
543 | Reliance Industries Ltd. GDR(1) | 29,648 | |
2,028 | Wipro Ltd. ADR | 9,227 | |
237,984 | |||
Indonesia - 0.1% | |||
50,900 | Bank Central Asia Tbk. PT | 28,042 | |
22,200 | Indofood Sukses Makmur Tbk. PT | 9,294 | |
37,336 | |||
Italy - 0.2% | |||
3,802 | Enel SpA | 24,133 | |
1,124 | Eni SpA | 18,375 | |
28 | Ferrari NV | 8,476 | |
1,746 | FinecoBank Banca Fineco SpA | 20,597 | |
9,542 | Intesa Sanpaolo SpA | 24,864 | |
96,445 | |||
Japan - 1.8% | |||
1,300 | Astellas Pharma, Inc. | 16,445 | |
700 | Daiichi Sankyo Co. Ltd. | 18,049 | |
200 | Daikin Industries Ltd. | 28,836 | |
800 | FANUC Corp. | 19,853 | |
100 | Fast Retailing Co. Ltd. | 22,140 | |
1,000 | Hankyu Hanshin Holdings, Inc. | 31,464 | |
400 | Hitachi Ltd. | 25,355 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
Japan - 1.8% - (continued) | |||
2,500 | Honda Motor Co. Ltd. | $ 25,622 | |
100 | Hoya Corp. | 9,627 | |
700 | ITOCHU Corp. | 25,215 | |
600 | Kao Corp. | 21,890 | |
500 | KDDI Corp. | 14,957 | |
100 | Keyence Corp. | 38,712 | |
1,500 | Kirin Holdings Co. Ltd. | 21,080 | |
100 | Lasertec Corp. | 16,518 | |
600 | Mitsubishi Corp. | 27,969 | |
3,600 | Mitsubishi HC Capital, Inc. | 23,732 | |
4,400 | Mitsubishi UFJ Financial Group, Inc. | 36,912 | |
800 | Mitsui & Co. Ltd. | 29,075 | |
1,100 | Murata Manufacturing Co. Ltd. | 18,842 | |
300 | Nidec Corp. | 11,004 | |
500 | Nintendo Co. Ltd. | 20,657 | |
16,500 | Nippon Telegraph & Telephone Corp. | 19,417 | |
23 | Nomura Real Estate Master Fund, Inc. REIT | 25,379 | |
1,200 | ORIX Corp. | 21,824 | |
600 | Otsuka Holdings Co. Ltd. | 20,187 | |
800 | Recruit Holdings Co. Ltd. | 22,938 | |
600 | Seven & i Holdings Co. Ltd. | 21,983 | |
100 | Shimano, Inc. | 14,391 | |
900 | Shin-Etsu Chemical Co. Ltd. | 26,913 | |
500 | SoftBank Group Corp. | 20,477 | |
500 | Sony Group Corp. | 41,569 | |
700 | Sumitomo Mitsui Financial Group, Inc. | 33,746 | |
1,000 | Takeda Pharmaceutical Co. Ltd. | 27,145 | |
100 | Terumo Corp. | 2,736 | |
1,000 | Tokio Marine Holdings, Inc. | 22,372 | |
100 | Tokyo Electron Ltd. | 13,214 | |
3,100 | Toyota Motor Corp. | 54,231 | |
892,476 | |||
Malaysia - 0.1% | |||
3,300 | Hong Leong Bank Bhd. | 13,437 | |
400 | Nestle Malaysia Bhd. | 10,394 | |
12,000 | Public Bank Bhd. | 10,481 | |
7,300 | RHB Bank Bhd. | 8,550 | |
42,862 | |||
Mexico - 0.1% | |||
15,788 | America Movil SAB de CV | 13,057 | |
5,099 | Grupo Mexico SAB de CV | 21,175 | |
4,965 | Wal-Mart de Mexico SAB de CV | 17,790 | |
52,022 | |||
Netherlands - 0.4% | |||
135 | ASML Holding NV | 81,151 | |
1,951 | ING Groep NV | 25,013 | |
680 | Prosus NV | 19,017 | |
2,811 | Shell PLC | 91,031 | |
216,212 | |||
Norway - 0.0% | |||
503 | Equinor ASA | 16,862 | |
199 | Mowi ASA | 3,234 | |
245 | TOMRA Systems ASA | 1,942 | |
22,038 | |||
Philippines - 0.0% | |||
1,220 | SM Investments Corp. | 17,243 | |
Singapore - 0.2% | |||
800 | DBS Group Holdings Ltd. | 19,219 | |
1,040 | Keppel REIT | 604 | |
5,200 | Keppel Corp. Ltd. | 23,604 | |
93,500 | Seatrium Ltd.* | 7,657 |
56 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
Singapore - 0.2% - (continued) | |||
441 | STMicroelectronics NV | $ 16,811 | |
2,300 | UOL Group Ltd. | 9,906 | |
77,801 | |||
South Africa - 0.1% | |||
1,121 | Anglo American PLC | 28,562 | |
6,177 | FirstRand Ltd. | 20,364 | |
2,867 | Remgro Ltd. | 22,164 | |
71,090 | |||
South Korea - 0.4% | |||
697 | KB Financial Group, Inc. ADR | 26,598 | |
149 | POSCO Holdings, Inc. ADR | 11,400 | |
110 | Samsung Electronics Co. Ltd. GDR(2) | 137,060 | |
837 | Shinhan Financial Group Co. Ltd. ADR | 21,335 | |
196,393 | |||
Spain - 0.2% | |||
3,412 | Banco Bilbao Vizcaya Argentaria SA | 26,843 | |
8,319 | Banco Santander SA | 30,597 | |
2,158 | Iberdrola SA | 24,001 | |
81,441 | |||
Sweden - 0.2% | |||
2,624 | Atlas Copco AB Class A | 33,978 | |
2,494 | Investor AB Class B | 45,783 | |
79,761 | |||
Switzerland - 0.6% | |||
950 | ABB Ltd. | 31,918 | |
406 | Alcon, Inc. | 29,060 | |
219 | Baloise Holding AG | 31,445 | |
167 | Cie Financiere Richemont SA Class A | 19,702 | |
60 | Geberit AG | 27,937 | |
4 | Givaudan SA | 13,314 | |
34 | Lonza Group AG | 11,907 | |
528 | Novartis AG | 49,431 | |
16 | Partners Group Holding AG | 16,942 | |
123 | Sika AG | 29,435 | |
23 | Sonova Holding AG | 5,451 | |
1,337 | UBS Group AG | 31,414 | |
36 | Zurich Insurance Group AG | 17,100 | |
315,056 | |||
Taiwan - 0.5% | |||
1,149 | Chunghwa Telecom Co. Ltd. ADR | 40,939 | |
4,167 | Hon Hai Precision Industry Co. Ltd. GDR(2) | 24,586 | |
1,866 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 161,054 | |
3,600 | United Microelectronics Corp. ADR | 25,632 | |
252,211 | |||
Thailand - 0.0% | |||
10,400 | Airports of Thailand PCL NVDR* | 19,309 | |
United Kingdom - 0.9% | |||
407 | AstraZeneca PLC | 50,958 | |
1,362 | BAE Systems PLC | 18,314 | |
12,138 | Barclays PLC | 19,482 | |
5,373 | BP PLC | 32,808 | |
3,000 | CK Hutchison Holdings Ltd. | 15,187 | |
947 | Compass Group PLC | 23,875 | |
1,445 | Diageo PLC | 54,644 | |
5,729 | HSBC Holdings PLC | 41,366 | |
43,265 | Lloyds Banking Group PLC | 21,057 | |
128 | London Stock Exchange Group PLC | 12,915 | |
1,358 | National Grid PLC | 16,191 | |
35 | Next PLC | 2,934 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
United Kingdom - 0.9% - (continued) | |||
214 | Reckitt Benckiser Group PLC | $ 14,318 | |
1,058 | RELX PLC | 36,954 | |
795 | Severn Trent PLC | 25,664 | |
731 | Unilever PLC | 34,621 | |
10,213 | Vodafone Group PLC | 9,401 | |
430,689 | |||
United States - 31.2% | |||
208 | 3M Co. | 18,918 | |
629 | Abbott Laboratories | 59,472 | |
460 | AbbVie, Inc. | 64,943 | |
339 | Accenture PLC Class A | 100,714 | |
282 | Adobe, Inc.* | 150,041 | |
918 | Advanced Micro Devices, Inc.* | 90,423 | |
279 | Aflac, Inc. | 21,793 | |
143 | Agilent Technologies, Inc. | 14,782 | |
180 | Air Products & Chemicals, Inc. | 50,839 | |
150 | Airbnb, Inc. Class A* | 17,744 | |
3,911 | Alphabet, Inc. Class A* | 485,277 | |
1,289 | Alphabet, Inc. Class C* | 161,512 | |
3,973 | Amazon.com, Inc.* | 528,767 | |
1,090 | Amcor PLC | 9,690 | |
159 | American Electric Power Co., Inc. | 12,011 | |
482 | American Express Co. | 70,386 | |
430 | American International Group, Inc. | 26,363 | |
284 | American Tower Corp. REIT | 50,606 | |
209 | American Water Works Co., Inc. | 24,589 | |
56 | Ameriprise Financial, Inc. | 17,616 | |
384 | AMETEK, Inc. | 54,056 | |
150 | Amgen, Inc. | 38,355 | |
809 | Amphenol Corp. Class A | 65,165 | |
137 | Analog Devices, Inc. | 21,554 | |
71 | ANSYS, Inc.* | 19,756 | |
59 | Aon PLC Class A | 18,255 | |
5,294 | Apple, Inc. | 904,056 | |
237 | Applied Materials, Inc. | 31,367 | |
243 | Aptiv PLC* | 21,190 | |
267 | Archer-Daniels-Midland Co. | 19,109 | |
328 | Arista Networks, Inc.* | 65,721 | |
118 | ARM Holdings PLC ADR* | 5,816 | |
111 | Arthur J Gallagher & Co. | 26,139 | |
1,808 | AT&T, Inc. | 27,843 | |
233 | Atmos Energy Corp. | 25,085 | |
95 | Autodesk, Inc.* | 18,775 | |
140 | Automatic Data Processing, Inc. | 30,551 | |
8 | AutoZone, Inc.* | 19,817 | |
719 | Ball Corp. | 34,620 | |
1,677 | Bank of America Corp. | 44,172 | |
95 | Becton Dickinson & Co. | 24,014 | |
303 | Berkshire Hathaway, Inc. Class B* | 103,423 | |
30 | Biogen, Inc.* | 7,126 | |
57 | Bio-Rad Laboratories, Inc. Class A* | 15,691 | |
85 | BlackRock, Inc. | 52,044 | |
234 | Blackstone, Inc. | 21,610 | |
297 | Block, Inc.* | 11,954 | |
199 | Boeing Co.* | 37,177 | |
40 | Booking Holdings, Inc.* | 111,582 | |
1,557 | Boston Scientific Corp.* | 79,703 | |
592 | Bristol-Myers Squibb Co. | 30,506 | |
126 | Broadcom, Inc. | 106,013 | |
243 | Cadence Design Systems, Inc.* | 58,284 | |
199 | Capital One Financial Corp. | 20,157 | |
412 | Carrier Global Corp. | 19,636 | |
225 | Caterpillar, Inc. | 50,861 |
57 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
United States - 31.2% - (continued) | |||
217 | CBRE Group, Inc. Class A* | $ 15,047 | |
115 | Celsius Holdings, Inc.* | 17,490 | |
309 | Centene Corp.* | 21,315 | |
574 | CenterPoint Energy, Inc. | 15,429 | |
1,002 | Charles Schwab Corp. | 52,144 | |
77 | Charter Communications, Inc. Class A* | 31,016 | |
110 | Cheniere Energy, Inc. | 18,306 | |
439 | Chevron Corp. | 63,975 | |
11 | Chipotle Mexican Grill, Inc.* | 21,364 | |
294 | Chubb Ltd. | 63,098 | |
241 | Cigna Group | 74,517 | |
41 | Cintas Corp. | 20,792 | |
1,067 | Cisco Systems, Inc. | 55,623 | |
543 | Citigroup, Inc. | 21,443 | |
95 | CME Group, Inc. | 20,279 | |
1,115 | Coca-Cola Co. | 62,986 | |
373 | Cognizant Technology Solutions Corp. Class A | 24,047 | |
256 | Colgate-Palmolive Co. | 19,231 | |
2,062 | Comcast Corp. Class A | 85,140 | |
1,175 | ConocoPhillips | 139,590 | |
170 | Consolidated Edison, Inc. | 14,924 | |
107 | Constellation Energy Corp. | 12,082 | |
808 | Copart, Inc.* | 35,164 | |
862 | Corteva, Inc. | 41,497 | |
211 | CoStar Group, Inc.* | 15,490 | |
206 | Costco Wholesale Corp. | 113,803 | |
1,822 | Coterra Energy, Inc. | 50,105 | |
354 | Crowdstrike Holdings, Inc. Class A* | 62,577 | |
202 | Crown Castle, Inc. REIT | 18,782 | |
244 | CSL Ltd. | 36,061 | |
655 | CSX Corp. | 19,552 | |
412 | CVS Health Corp. | 28,432 | |
317 | Danaher Corp. | 60,870 | |
169 | Darden Restaurants, Inc. | 24,595 | |
6 | Deckers Outdoor Corp.* | 3,582 | |
156 | Deere & Co. | 56,996 | |
292 | Devon Energy Corp. | 13,598 | |
177 | Dexcom, Inc.* | 15,723 | |
134 | Discover Financial Services | 10,999 | |
84 | Dollar Tree, Inc.* | 9,332 | |
214 | Dominion Energy, Inc. | 8,628 | |
377 | Dow, Inc. | 18,224 | |
227 | DR Horton, Inc. | 23,699 | |
169 | Duke Energy Corp. | 15,022 | |
221 | DuPont de Nemours, Inc. | 16,106 | |
128 | Eaton Corp. PLC | 26,612 | |
307 | eBay, Inc. | 12,044 | |
332 | Ecolab, Inc. | 55,690 | |
214 | Edwards Lifesciences Corp.* | 13,636 | |
132 | Elevance Health, Inc. | 59,412 | |
494 | Eli Lilly & Co. | 273,641 | |
796 | Emerson Electric Co. | 70,820 | |
735 | Endeavor Group Holdings, Inc. Class A | 16,729 | |
367 | EOG Resources, Inc. | 46,334 | |
41 | Equinix, Inc. REIT | 29,915 | |
88 | Essex Property Trust, Inc. REIT | 18,825 | |
114 | Estee Lauder Cos., Inc. Class A | 14,691 | |
313 | Evergy, Inc. | 15,381 | |
304 | Exelon Corp. | 11,838 | |
482 | Experian PLC | 14,623 | |
937 | Exxon Mobil Corp. | 99,181 | |
29 | Fair Isaac Corp.* | 24,530 | |
145 | FedEx Corp. | 34,815 | |
305 | Fidelity National Information Services, Inc. | 14,979 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
United States - 31.2% - (continued) | |||
234 | First Solar, Inc.* | $ 33,333 | |
208 | Fiserv, Inc.* | 23,660 | |
62 | FleetCor Technologies, Inc.* | 13,961 | |
885 | Fluence Energy, Inc.* | 15,328 | |
1,640 | Ford Motor Co. | 15,990 | |
316 | Fortinet, Inc.* | 18,066 | |
1,869 | Freeport-McMoRan, Inc. | 63,135 | |
97 | Gartner, Inc.* | 32,208 | |
113 | GE HealthCare Technologies, Inc. | 7,522 | |
73 | General Dynamics Corp. | 17,616 | |
645 | General Electric Co. | 70,066 | |
280 | General Mills, Inc. | 18,267 | |
808 | General Motors Co. | 22,786 | |
354 | Gilead Sciences, Inc. | 27,803 | |
112 | Global Payments, Inc. | 11,897 | |
85 | Goldman Sachs Group, Inc. | 25,807 | |
1,256 | GSK PLC | 22,390 | |
415 | Halliburton Co. | 16,326 | |
210 | HCA Healthcare, Inc. | 47,489 | |
92 | Hershey Co. | 17,236 | |
845 | Hewlett Packard Enterprise Co. | 12,996 | |
149 | Hilton Worldwide Holdings, Inc. | 22,578 | |
397 | Home Depot, Inc. | 113,022 | |
176 | Honeywell International, Inc. | 32,254 | |
614 | HP, Inc. | 16,167 | |
23 | Hubbell, Inc. | 6,212 | |
43 | Humana, Inc. | 22,519 | |
128 | IDEXX Laboratories, Inc.* | 51,132 | |
80 | Illinois Tool Works, Inc. | 17,930 | |
91 | Illumina, Inc.* | 9,957 | |
2,942 | Intel Corp. | 107,383 | |
191 | Intercontinental Exchange, Inc. | 20,521 | |
233 | International Business Machines Corp. | 33,701 | |
165 | International Flavors & Fragrances, Inc. | 11,278 | |
632 | Interpublic Group of Cos., Inc. | 17,949 | |
147 | Intuit, Inc. | 72,758 | |
141 | Intuitive Surgical, Inc.* | 36,973 | |
775 | Invitation Homes, Inc. REIT | 23,010 | |
91 | IQVIA Holdings, Inc.* | 16,456 | |
541 | Johnson & Johnson | 80,252 | |
538 | Johnson Controls International PLC | 26,373 | |
1,540 | JP Morgan Chase & Co. | 214,152 | |
135 | Keysight Technologies, Inc.* | 16,477 | |
118 | Kimberly-Clark Corp. | 14,118 | |
636 | Kinder Morgan, Inc. | 10,303 | |
438 | KKR & Co., Inc. | 24,265 | |
46 | KLA Corp. | 21,606 | |
663 | Kroger Co. | 30,080 | |
74 | L3Harris Technologies, Inc. | 13,276 | |
96 | Lam Research Corp. | 56,469 | |
842 | Las Vegas Sands Corp. | 39,961 | |
205 | Lennar Corp. Class A | 21,869 | |
187 | Liberty Broadband Corp. Class C* | 15,579 | |
662 | Liberty Media Corp.-Liberty Formula One Class C* | 42,825 | |
139 | Linde PLC | 53,120 | |
191 | Live Nation Entertainment, Inc.* | 15,284 | |
176 | Lowe's Cos., Inc. | 33,540 | |
164 | Lululemon Athletica, Inc.* | 64,531 | |
190 | LyondellBasell Industries NV Class A | 17,146 | |
151 | Marathon Petroleum Corp. | 22,839 | |
114 | Marriott International, Inc. Class A | 21,496 | |
334 | Marsh & McLennan Cos., Inc. | 63,343 | |
55 | Martin Marietta Materials, Inc. | 22,492 | |
338 | Marvell Technology, Inc. | 15,960 |
58 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
United States - 31.2% - (continued) | |||
353 | Mastercard, Inc. Class A | $ 132,852 | |
278 | McDonald's Corp. | 72,883 | |
65 | McKesson Corp. | 29,598 | |
336 | Medtronic PLC | 23,708 | |
1,597 | Merck & Co., Inc. | 164,012 | |
908 | Meta Platforms, Inc. Class A* | 273,553 | |
195 | MetLife, Inc. | 11,702 | |
194 | Microchip Technology, Inc. | 13,830 | |
646 | Micron Technology, Inc. | 43,198 | |
3,107 | Microsoft Corp. | 1,050,508 | |
120 | Moderna, Inc.* | 9,115 | |
1,047 | Mondelez International, Inc. Class A | 69,322 | |
365 | Monster Beverage Corp.* | 18,652 | |
207 | Moody's Corp. | 63,756 | |
1,036 | Morgan Stanley | 73,370 | |
269 | Motorola Solutions, Inc. | 74,906 | |
106 | MSCI, Inc. | 49,984 | |
649 | Nestle SA | 69,987 | |
369 | Netflix, Inc.* | 151,914 | |
1,199 | News Corp. Class A | 24,795 | |
804 | NextEra Energy, Inc. | 46,873 | |
95 | NEXTracker, Inc. Class A* | 3,302 | |
643 | NIKE, Inc. Class B | 66,081 | |
88 | Norfolk Southern Corp. | 16,790 | |
43 | Northrop Grumman Corp. | 20,271 | |
110 | Nucor Corp. | 16,257 | |
1,023 | NVIDIA Corp. | 417,179 | |
7 | NVR, Inc.* | 37,888 | |
246 | Occidental Petroleum Corp. | 15,205 | |
327 | ONEOK, Inc. | 21,320 | |
807 | Oracle Corp. | 83,444 | |
61 | O'Reilly Automotive, Inc.* | 56,757 | |
619 | Otis Worldwide Corp. | 47,793 | |
220 | PACCAR, Inc. | 18,157 | |
752 | Palantir Technologies, Inc. Class A* | 11,130 | |
152 | Palo Alto Networks, Inc.* | 36,939 | |
217 | Parker-Hannifin Corp. | 80,053 | |
129 | Paychex, Inc. | 14,325 | |
281 | PayPal Holdings, Inc.* | 14,556 | |
863 | PepsiCo, Inc. | 140,911 | |
1,424 | Pfizer, Inc. | 43,517 | |
145 | Phillips 66 | 16,540 | |
70 | Pioneer Natural Resources Co. | 16,730 | |
146 | PNC Financial Services Group, Inc. | 16,713 | |
118 | PPG Industries, Inc. | 14,487 | |
873 | Procter & Gamble Co. | 130,976 | |
186 | Progressive Corp. | 29,405 | |
274 | Prologis, Inc. REIT | 27,606 | |
135 | Prudential Financial, Inc. | 12,344 | |
234 | Public Service Enterprise Group, Inc. | 14,426 | |
71 | Public Storage REIT | 16,948 | |
277 | QUALCOMM, Inc. | 30,190 | |
31 | Regeneron Pharmaceuticals, Inc.* | 24,177 | |
80 | ResMed, Inc. | 11,298 | |
175 | Roche Holding AG | 45,099 | |
54 | Roper Technologies, Inc. | 26,383 | |
166 | Ross Stores, Inc. | 19,251 | |
116 | S&P Global, Inc. | 40,520 | |
498 | Salesforce, Inc.* | 100,013 | |
301 | Sanofi SA | 27,333 | |
63 | SBA Communications Corp. REIT | 13,144 | |
1,336 | Schlumberger NV | 74,362 | |
341 | Schneider Electric SE | 52,465 | |
74 | Seagen, Inc.* | 15,748 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 42.6% - (continued) | |||
United States - 31.2% - (continued) | |||
587 | SEI Investments Co. | $ 31,498 | |
216 | Sempra | 15,126 | |
121 | Sensata Technologies Holding PLC | 3,857 | |
90 | ServiceNow, Inc.* | 52,366 | |
241 | Sherwin-Williams Co. | 57,409 | |
302 | Simon Property Group, Inc. REIT | 33,187 | |
201 | Snowflake, Inc. Class A* | 29,171 | |
246 | Southern Co. | 16,556 | |
39 | Spotify Technology SA* | 6,426 | |
376 | Starbucks Corp. | 34,682 | |
249 | Steel Dynamics, Inc. | 26,521 | |
1,245 | Stellantis NV | 23,260 | |
174 | Stryker Corp. | 47,018 | |
78 | Synopsys, Inc.* | 36,616 | |
397 | Sysco Corp. | 26,397 | |
163 | T Rowe Price Group, Inc. | 14,752 | |
317 | Take-Two Interactive Software, Inc.* | 42,399 | |
327 | Targa Resources Corp. | 27,340 | |
145 | Target Corp. | 16,065 | |
206 | TE Connectivity Ltd. | 24,277 | |
57 | Teledyne Technologies, Inc.* | 21,352 | |
1,109 | Tesla, Inc.* | 222,732 | |
422 | Texas Instruments, Inc. | 59,928 | |
205 | Thermo Fisher Scientific, Inc. | 91,178 | |
876 | TJX Cos., Inc. | 77,149 | |
170 | T-Mobile U.S., Inc.* | 24,456 | |
185 | Trade Desk, Inc. Class A* | 13,128 | |
262 | Trane Technologies PLC | 49,861 | |
24 | TransDigm Group, Inc.* | 19,874 | |
433 | Trimble, Inc.* | 20,407 | |
1,426 | U.S. Bancorp | 45,461 | |
605 | Uber Technologies, Inc.* | 26,184 | |
380 | Union Pacific Corp. | 78,892 | |
186 | United Parcel Service, Inc. Class B | 26,273 | |
395 | UnitedHealth Group, Inc. | 211,546 | |
122 | Valero Energy Corp. | 15,494 | |
79 | Veeva Systems, Inc. Class A* | 15,224 | |
542 | Ventas, Inc. REIT | 23,013 | |
88 | VeriSign, Inc.* | 17,570 | |
37 | Verisk Analytics, Inc. | 8,412 | |
1,086 | Verizon Communications, Inc. | 38,151 | |
141 | Vertex Pharmaceuticals, Inc.* | 51,058 | |
956 | Visa, Inc. Class A | 224,756 | |
106 | Vulcan Materials Co. | 20,828 | |
362 | Walmart, Inc. | 59,154 | |
564 | Walt Disney Co.* | 46,017 | |
1,246 | Warner Bros Discovery, Inc.* | 12,385 | |
122 | Waste Connections, Inc. | 15,799 | |
106 | Waste Management, Inc. | 17,419 | |
174 | WEC Energy Group, Inc. | 14,162 | |
899 | Wells Fargo & Co. | 35,753 | |
488 | Williams Cos., Inc. | 16,787 | |
109 | Workday, Inc. Class A* | 23,076 | |
189 | Xcel Energy, Inc. | 11,202 | |
120 | Yum! Brands, Inc. | 14,503 | |
144 | Zoetis, Inc. | 22,608 | |
15,426,344 | |||
Total Common Stocks (cost $21,801,874) | $ 21,107,422 | ||
EXCHANGE-TRADED FUNDS - 29.3% | |||
Other Investment Pools & Funds - 29.3% | |||
16,705 | Global X U.S. Infrastructure Development ETF | $ 481,104 |
59 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 29.3% - (continued) | |||
Other Investment Pools & Funds - 29.3% - (continued) | |||
39,713 | iShares Bloomberg Roll Select Commodity Strategy ETF | $ 2,049,358 | |
49,849 | iShares iBoxx $ Investment Grade Corporate Bond ETF(3) | 4,943,525 | |
34,507 | iShares iBoxx High Yield Corporate Bond ETF(3) | 2,504,173 | |
43,978 | iShares JP Morgan EM Local Currency Bond ETF | 1,514,602 | |
28,193 | SPDR Bloomberg High Yield Bond ETF | 2,506,922 | |
6,695 | SPDR S&P Homebuilders ETF | 479,496 | |
Total Exchange-Traded Funds (cost $14,569,386) | $ 14,479,180 | ||
PREFERRED STOCKS - 0.1% | |||
Brazil - 0.1% | |||
23,840 | Itausa SA (Preference Shares)(4) | $ 40,854 | |
Total Preferred Stocks (cost $41,339) | $ 40,854 | ||
Total Long-Term Investments (cost $37,402,449) | $ 36,608,635 | ||
SHORT-TERM INVESTMENTS - 39.2% | |||
Other Investment Pools & Funds - 3.6% | |||
1,780,669 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(5) | $ 1,780,669 | |
Securities Lending Collateral - 14.4% | |||
1,127,112 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(5) | 1,127,112 | |
3,757,040 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(5) | 3,757,040 | |
1,127,112 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | 1,127,112 | |
1,127,112 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(5) | 1,127,112 | |
7,138,376 | |||
U.S. Treasury Securities - 21.2% | |||
U.S. Treasury Bills - 21.2% | |||
$ 2,517,000 | 4.98%, 11/14/2023(6) | 2,512,197 | |
515,500 | 5.22%, 11/30/2023(6) | 513,299 | |
3,500,000 | 5.25%, 11/30/2023(6) | 3,484,975 | |
13,000 | 5.28%, 12/14/2023(6) | 12,918 | |
503,500 | 5.29%, 12/14/2023(6) | 500,309 | |
3,500,000 | 5.30%, 12/14/2023(6) | 3,477,780 | |
10,501,478 | |||
Total Short-Term Investments (cost $19,420,523) | $ 19,420,523 | ||
Total Investments (cost $56,822,972) | 113.2% | $ 56,029,158 | |
Other Assets and Liabilities | (13.2)% | (6,519,454) | |
Total Net Assets | 100.0% | $ 49,509,704 |
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. | |
The Consolidated Schedule of Investments includes investments held by Hartford Schroders Cayman Diversified Growth Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of October 31, 2023, the Fund invested 4.2% of its total assets in the Subsidiary. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
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, 2023, the aggregate value of these securities was $91,716, representing 0.2% of net assets. |
(2) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2023, the aggregate value of these securities was $259,827, representing 0.5% 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) | Currently no rate available. |
(5) | Current yield as of period end. |
(6) | The rate shown represents current yield to maturity. |
60 |
October 31, 2023
Futures Contracts Outstanding at October 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Euro-OAT Future | 16 | 12/07/2023 | $ 2,087,251 | $ (4,926) | ||||
S&P 500 (E-Mini) Future | 13 | 12/15/2023 | 2,737,962 | (49,720) | ||||
TOPIX Future | 7 | 12/07/2023 | 1,040,937 | (11,367) | ||||
U.S. Treasury 10-Year Ultra Future | 31 | 12/19/2023 | 3,373,672 | (66,710) | ||||
XAE Energy Future | 11 | 12/15/2023 | 985,820 | (14,267) | ||||
Total | $ (146,990) | |||||||
Short position contracts: | ||||||||
Eurex 50 Future | 29 | 12/15/2023 | $ 1,248,876 | $ 19,295 | ||||
FTSE 100 Index Future | 5 | 12/15/2023 | 445,340 | 1,974 | ||||
Total | $ 21,269 | |||||||
Total futures contracts | $ (125,721) |
Foreign Currency Contracts Outstanding at October 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
220,554,000 | JPY | 1,476,577 | USD | HSBC | 11/27/2023 | $ (14,898) | ||||
236,754 | USD | 375,000 | AUD | BCLY | 11/27/2023 | (1,349) | ||||
457,477 | USD | 627,000 | CAD | BCLY | 11/27/2023 | 5,177 | ||||
416,784 | USD | 371,000 | CHF | GSC | 11/27/2023 | 7,699 | ||||
1,365,536 | USD | 1,290,000 | EUR | GSC | 11/27/2023 | (982) | ||||
568,522 | USD | 469,000 | GBP | BCLY | 11/27/2023 | (1,619) | ||||
533,429 | USD | 4,170,000 | HKD | GSC | 11/27/2023 | 204 | ||||
2,359,102 | USD | 352,838,000 | JPY | GSC | 11/27/2023 | 20,736 | ||||
Total foreign currency contracts | $ 14,968 |
61 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
U.S. Government Agencies | $ 981,179 | $ — | $ 981,179 | $ — | ||||
Common Stocks | ||||||||
Australia | 272,387 | — | 272,387 | — | ||||
Belgium | 64,499 | — | 64,499 | — | ||||
Brazil | 88,963 | 69,003 | 19,960 | — | ||||
Canada | 486,496 | 486,496 | — | — | ||||
China | 503,471 | 62,033 | 441,438 | — | ||||
Denmark | 162,100 | — | 162,100 | — | ||||
Finland | 26,267 | — | 26,267 | — | ||||
France | 477,009 | — | 477,009 | — | ||||
Germany | 310,609 | — | 310,609 | — | ||||
Greece | 16,972 | — | 16,972 | — | ||||
Hong Kong | 133,936 | — | 133,936 | — | ||||
India | 237,984 | 237,984 | — | — | ||||
Indonesia | 37,336 | — | 37,336 | — | ||||
Italy | 96,445 | — | 96,445 | — | ||||
Japan | 892,476 | — | 892,476 | — | ||||
Malaysia | 42,862 | 10,394 | 32,468 | — | ||||
Mexico | 52,022 | 52,022 | — | — | ||||
Netherlands | 216,212 | 19,017 | 197,195 | — | ||||
Norway | 22,038 | — | 22,038 | — | ||||
Philippines | 17,243 | — | 17,243 | — | ||||
Singapore | 77,801 | — | 77,801 | — | ||||
South Africa | 71,090 | 22,164 | 48,926 | — | ||||
South Korea | 196,393 | 196,393 | — | — | ||||
Spain | 81,441 | — | 81,441 | — | ||||
Sweden | 79,761 | — | 79,761 | — | ||||
Switzerland | 315,056 | — | 315,056 | — | ||||
Taiwan | 252,211 | 252,211 | — | — | ||||
Thailand | 19,309 | — | 19,309 | — | ||||
United Kingdom | 430,689 | 25,664 | 405,025 | — | ||||
United States | 15,426,344 | 15,135,126 | 291,218 | — | ||||
Exchange-Traded Funds | 14,479,180 | 14,479,180 | — | — | ||||
Preferred Stocks | 40,854 | 40,854 | — | — | ||||
Short-Term Investments | 19,420,523 | 8,919,045 | 10,501,478 | — | ||||
Foreign Currency Contracts(2) | 33,816 | — | 33,816 | — | ||||
Futures Contracts(2) | 21,269 | 21,269 | — | — | ||||
Total | $ 56,084,243 | $ 40,028,855 | $ 16,055,388 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (18,848) | $ — | $ (18,848) | $ — | ||||
Futures Contracts(2) | (146,990) | (146,990) | — | — | ||||
Total | $ (165,838) | $ (146,990) | $ (18,848) | $ — |
(1) | For the period ended October 31, 2023, 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. |
62 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.0% | |||
Brazil - 8.1% | |||
1,956,096 | 3R Petroleum Oleo E Gas SA* | $ 12,586,057 | |
1,963,947 | Ambev SA | 5,009,443 | |
4,274,604 | Banco BTG Pactual SA | 25,096,103 | |
5,678,373 | Embraer SA* | 19,811,094 | |
1,366,336 | Energisa SA | 12,631,511 | |
4,281,820 | Equatorial Energia SA | 26,837,013 | |
14,119,590 | Itau Unibanco Holding SA ADR | 74,975,023 | |
2,476,642 | Localiza Rent a Car SA | 24,988,700 | |
965,835 | NU Holdings Ltd. Class A* | 7,919,847 | |
3,744,192 | Petroleo Brasileiro SA ADR | 56,162,880 | |
3,765,345 | PRIO SA* | 35,623,931 | |
5,554,120 | Raia Drogasil SA | 28,421,936 | |
3,232,229 | Rede D'Or Sao Luiz SA(1) | 13,860,424 | |
4,664,308 | Vale SA ADR | 63,947,663 | |
407,871,625 | |||
Chile - 0.8% | |||
936,585 | Antofagasta PLC | 15,314,589 | |
135,122,231 | Banco de Chile | 13,879,195 | |
772,442 | Banco Santander Chile ADR | 13,440,491 | |
42,634,275 | |||
China - 29.0% | |||
17,405,796 | Alibaba Group Holding Ltd.* | 179,193,938 | |
1,194,104 | Baidu, Inc. Class A* | 15,677,154 | |
1,268,000 | BYD Co. Ltd. Class H | 38,560,013 | |
7,990,168 | Centre Testing International Group Co. Ltd. Class A | 16,532,039 | |
12,744,000 | China Mengniu Dairy Co. Ltd. | 41,610,902 | |
10,774,000 | China Merchants Bank Co. Ltd. Class H | 40,868,919 | |
17,188,000 | China Pacific Insurance Group Co. Ltd. Class H | 42,340,370 | |
43,662,000 | China Petroleum & Chemical Corp. Class H | 22,330,394 | |
3,630,000 | China Resources Beer Holdings Co. Ltd. | 19,208,748 | |
6,062,000 | China Resources Land Ltd. | 22,690,709 | |
1,450,202 | Contemporary Amperex Technology Co. Ltd. Class A | 36,823,243 | |
1,276,469 | H World Group Ltd. ADR* | 48,071,822 | |
5,084,000 | Innovent Biologics, Inc.*(1) | 29,960,817 | |
211,446 | Kweichow Moutai Co. Ltd. Class A | 48,696,788 | |
19,836,000 | Lenovo Group Ltd. | 23,083,773 | |
1,944,350 | Meituan Class B*(1) | 27,561,169 | |
7,932,345 | Midea Group Co. Ltd. Class A | 57,382,836 | |
12,429,842 | NARI Technology Co. Ltd. Class A | 38,377,430 | |
2,906,400 | NetEase, Inc. | 62,201,461 | |
252,112 | PDD Holdings, Inc. ADR* | 25,569,199 | |
23,312,000 | PICC Property & Casualty Co. Ltd. Class H | 26,621,257 | |
17,359,959 | Sany Heavy Industry Co. Ltd. Class A | 34,324,663 | |
16,401,508 | Satellite Chemical Co. Ltd. Class A* | 36,452,039 | |
5,080,350 | Shenzhen Inovance Technology Co. Ltd. Class A | 41,994,187 | |
5,860,600 | Shenzhou International Group Holdings Ltd. | 57,565,567 | |
3,482,334 | Sieyuan Electric Co. Ltd. Class A | 23,469,907 | |
6,380,400 | Tencent Holdings Ltd. | 236,130,502 | |
644,071 | Trip.com Group Ltd. ADR* | 21,898,414 | |
7,069,000 | Wuxi Biologics Cayman, Inc.*(1) | 43,953,191 | |
462,635 | Yum China Holdings, Inc. | 24,316,096 | |
569,368 | Yum China Holdings, Inc.(2) | 29,836,050 | |
5,954,000 | Zhejiang Weixing New Building Materials Co. Ltd. Class A | 13,420,097 | |
1,319,611 | ZTO Express Cayman, Inc. ADR | 31,103,231 | |
1,457,826,925 | |||
Greece - 1.1% | |||
14,441,386 | Eurobank Ergasias Services & Holdings SA Class A* | 23,604,787 | |
3,676,238 | National Bank of Greece SA* | 21,055,105 | |
4,561,631 | Piraeus Financial Holdings SA* | 13,521,332 | |
58,181,224 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.0% - (continued) | |||
Hong Kong - 1.5% | |||
8,692,000 | AIA Group Ltd. | $ 75,479,614 | |
Hungary - 0.8% | |||
670,316 | OTP Bank Nyrt | 24,949,160 | |
569,844 | Richter Gedeon Nyrt | 13,361,269 | |
38,310,429 | |||
India - 10.7% | |||
7,086,063 | Axis Bank Ltd. | 83,614,173 | |
5,104,639 | Bharti Airtel Ltd. | 56,062,246 | |
5,391,256 | HDFC Bank Ltd. | 95,665,303 | |
429,563 | Hindustan Unilever Ltd. | 12,819,614 | |
9,600,259 | ICICI Bank Ltd. | 105,620,143 | |
2,409,880 | Mahindra & Mahindra Ltd. | 42,233,807 | |
2,082,797 | Reliance Industries Ltd. | 57,272,289 | |
2,031,597 | Tata Consultancy Services Ltd. | 82,246,336 | |
535,533,911 | |||
Indonesia - 1.9% | |||
57,069,000 | Bank Central Asia Tbk. PT | 31,440,488 | |
64,564,000 | Bank Negara Indonesia Persero Tbk. PT | 19,484,549 | |
99,415,720 | Bank Rakyat Indonesia Persero Tbk. PT | 31,085,695 | |
52,667,300 | Telkom Indonesia Persero Tbk. PT | 11,545,500 | |
93,556,232 | |||
Mexico - 2.4% | |||
943,842 | America Movil SAB de CV ADR | 15,667,777 | |
1,020,538 | Cemex SAB de CV ADR* | 6,092,612 | |
440,752 | Fomento Economico Mexicano SAB de CV ADR | 49,985,684 | |
3,559,975 | Grupo Financiero Banorte SAB de CV Class O | 28,838,779 | |
5,611,805 | Wal-Mart de Mexico SAB de CV | 20,107,749 | |
120,692,601 | |||
Peru - 0.8% | |||
316,633 | Credicorp Ltd. | 39,566,460 | |
Poland - 1.5% | |||
942,602 | Bank Polska Kasa Opieki SA | 28,643,013 | |
1,764,268 | Powszechna Kasa Oszczednosci Bank Polski SA* | 18,275,634 | |
2,597,881 | Powszechny Zaklad Ubezpieczen SA | 29,397,300 | |
76,315,947 | |||
Russia - 0.0% | |||
390,765 | LUKOIL PJSC*(3) | — | |
339,057 | Magnit PJSC*(3) | — | |
67,747 | Polyus PJSC*(3) | — | |
5,358,303 | Rosneft Oil Co. PJSC*(3) | — | |
— | |||
Saudi Arabia - 1.3% | |||
402,061 | SABIC Agri-Nutrients Co. | 14,339,418 | |
2,587,048 | Saudi Arabian Oil Co.(1) | 22,963,189 | |
2,915,873 | Saudi National Bank | 26,076,218 | |
63,378,825 | |||
South Africa - 6.7% | |||
3,410,995 | Absa Group Ltd. | 31,124,079 | |
2,629,903 | Aspen Pharmacare Holdings Ltd. | 23,888,197 | |
3,250,624 | AVI Ltd. | 12,154,105 | |
388,574 | Capitec Bank Holdings Ltd. | 34,526,607 | |
19,049,767 | FirstRand Ltd. | 62,801,269 | |
3,196,547 | Foschini Group Ltd. | 17,291,136 | |
2,948,434 | Gold Fields Ltd. | 38,895,566 | |
3,273,596 | Impala Platinum Holdings Ltd. | 13,636,460 | |
406,449 | Naspers Ltd. Class N* | 63,447,043 | |
2,950,864 | Shoprite Holdings Ltd. | 37,813,808 | |
335,578,270 | |||
South Korea - 11.2% | |||
728,551 | KB Financial Group, Inc. | 27,771,079 | |
220,984 | Kia Corp. | 12,625,131 |
63 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.0% - (continued) | |||
South Korea - 11.2% - (continued) | |||
34,061 | Korea Zinc Co. Ltd. | $ 11,836,824 | |
4,119 | LG H&H Co. Ltd. | 965,675 | |
180,161 | NAVER Corp. | 25,187,072 | |
253,097 | Samsung Electro-Mechanics Co. Ltd. | 23,401,615 | |
5,840,652 | Samsung Electronics Co. Ltd. | 290,717,741 | |
121,867 | Samsung Fire & Marine Insurance Co. Ltd. | 23,303,704 | |
136,182 | Samsung SDI Co. Ltd. | 43,119,938 | |
1,178,170 | SK Hynix, Inc. | 102,314,755 | |
561,243,534 | |||
Taiwan - 16.2% | |||
2,718,000 | Accton Technology Corp. | 42,113,396 | |
11,384,036 | ASE Technology Holding Co. Ltd. | 39,855,271 | |
22,571,264 | Cathay Financial Holding Co. Ltd. | 30,630,319 | |
3,340,280 | Chailease Holding Co. Ltd. | 18,119,512 | |
3,076,000 | Chunghwa Telecom Co. Ltd. | 11,001,440 | |
45,783,000 | CTBC Financial Holding Co. Ltd. | 34,479,316 | |
23,157,000 | Hon Hai Precision Industry Co. Ltd. | 69,117,013 | |
2,688,000 | MediaTek, Inc. | 70,155,059 | |
29,048,139 | Taiwan Semiconductor Manufacturing Co. Ltd. | 474,428,904 | |
10,355,000 | Uni-President Enterprises Corp. | 21,724,249 | |
811,624,479 | |||
United Arab Emirates - 0.6% | |||
16,366,060 | Emaar Properties PJSC | 29,815,419 | |
United States - 0.4% | |||
125,465 | Globant SA* | 21,365,435 | |
Total Common Stocks (cost $4,253,814,828) | $ 4,768,975,205 | ||
PREFERRED STOCKS - 1.4% | |||
Brazil - 1.4% | |||
14,975,574 | Banco Bradesco SA (Preference Shares)(4) | $ 41,554,674 | |
6,809,636 | Gerdau SA (Preference Shares)(4) | 29,403,635 | |
Total Preferred Stocks (cost $76,503,211) | $ 70,958,309 | ||
Total Long-Term Investments (cost $4,330,318,039) | $ 4,839,933,514 | ||
SHORT-TERM INVESTMENTS - 3.8% | |||
Other Investment Pools & Funds - 3.8% | |||
193,093,999 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(5) | $ 193,093,999 | |
Total Short-Term Investments (cost $193,093,999) | $ 193,093,999 | ||
Total Investments (cost $4,523,412,038) | 100.2% | $ 5,033,027,513 | |
Other Assets and Liabilities | (0.2)% | (10,575,813) | |
Total Net Assets | 100.0% | $ 5,022,451,700 |
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, 2023, the aggregate value of these securities was $138,298,790, representing 2.8% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no rate available. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
64 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 407,871,625 | $ 407,871,625 | $ — | $ — | ||||
Chile | 42,634,275 | 13,440,491 | 29,193,784 | — | ||||
China | 1,457,826,925 | 150,958,762 | 1,306,868,163 | — | ||||
Greece | 58,181,224 | — | 58,181,224 | — | ||||
Hong Kong | 75,479,614 | — | 75,479,614 | — | ||||
Hungary | 38,310,429 | 13,361,269 | 24,949,160 | — | ||||
India | 535,533,911 | — | 535,533,911 | — | ||||
Indonesia | 93,556,232 | — | 93,556,232 | — | ||||
Mexico | 120,692,601 | 120,692,601 | — | — | ||||
Peru | 39,566,460 | 39,566,460 | — | — | ||||
Poland | 76,315,947 | — | 76,315,947 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 63,378,825 | 63,378,825 | — | — | ||||
South Africa | 335,578,270 | 125,149,048 | 210,429,222 | — | ||||
South Korea | 561,243,534 | — | 561,243,534 | — | ||||
Taiwan | 811,624,479 | — | 811,624,479 | — | ||||
United Arab Emirates | 29,815,419 | — | 29,815,419 | — | ||||
United States | 21,365,435 | 21,365,435 | — | — | ||||
Preferred Stocks | 70,958,309 | 70,958,309 | — | — | ||||
Short-Term Investments | 193,093,999 | 193,093,999 | — | — | ||||
Total | $ 5,033,027,513 | $ 1,219,836,824 | $ 3,813,190,689 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
65 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% | |||
Brazil - 5.8% | |||
$ 200,000 | Aegea Finance SARL 9.00%, 01/20/2031(1)(2) | $ 199,500 | |
250,000 | Banco do Brasil SA 9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 10 yr. USD CMT + 6.36% thereafter)(1)(3)(4) | 253,056 | |
200,000 | Braskem Netherlands Finance BV 8.50%, 01/12/2031(1) | 187,440 | |
200,000 | CSN Inova Ventures 6.75%, 01/28/2028(1) | 182,242 | |
176,852 | Guara Norte SARL 5.20%, 06/15/2034(1) | 150,016 | |
193,250 | MC Brazil Downstream Trading SARL 7.25%, 06/30/2031(1) | 137,498 | |
200,000 | Sitios Latinoamerica SAB de CV 5.38%, 04/04/2032(1) | 168,382 | |
1,278,134 | |||
Burkina Faso - 0.8% | |||
200,000 | Endeavour Mining PLC 5.00%, 10/14/2026(1) | 175,856 | |
Chile - 3.1% | |||
200,000 | Celulosa Arauco y Constitucion SA 5.15%, 01/29/2050(1) | 139,064 | |
192,256 | Empresa Electrica Cochrane SpA 5.50%, 05/14/2027(1)(2) | 177,837 | |
400,000 | Empresa Nacional del Petroleo 3.75%, 08/05/2026(1) | 369,206 | |
686,107 | |||
China - 1.5% | |||
230,000 | Alibaba Group Holding Ltd. 4.20%, 12/06/2047 | 155,521 | |
200,000 | BOC Aviation USA Corp. 4.88%, 05/03/2033(1)(2) | 179,567 | |
335,088 | |||
Colombia - 3.6% | |||
220,833 | AI Candelaria Spain SA 7.50%, 12/15/2028(1) | 198,382 | |
200,000 | Bancolombia SA 6.91%, 10/18/2027, 5 yr. USD CMT + 2.93%(3) | 184,103 | |
Ecopetrol SA | |||
49,000 | 8.63%, 01/19/2029 | 48,852 | |
212,000 | 8.88%, 01/13/2033 | 203,536 | |
200,000 | Empresas Publicas de Medellin ESP 4.38%, 02/15/2031(1) | 148,143 | |
783,016 | |||
Ghana - 0.8% | |||
200,000 | Kosmos Energy Ltd. 7.75%, 05/01/2027(1) | 179,703 | |
Hong Kong - 1.1% | |||
250,000 | Bank of East Asia Ltd. 6.75%, 03/15/2027, (6.75% fixed rate until 03/15/2026; 1 yr. USD CMT + 2.10% thereafter)(3)(5) | 246,630 | |
India - 0.9% | |||
200,000 | Diamond II Ltd. 7.95%, 07/28/2026(1)(2) | 194,269 | |
Kazakhstan - 0.7% | |||
200,000 | KazMunayGas National Co. JSC 6.38%, 10/24/2048(1) | 156,400 | |
Kuwait - 0.9% | |||
200,000 | MEGlobal Canada ULC 5.88%, 05/18/2030(1) | 194,750 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% - (continued) | |||
Macau - 1.6% | |||
Sands China Ltd. | |||
$ 200,000 | 4.88%, 06/18/2030(6) | $ 167,787 | |
200,000 | 5.65%, 08/08/2028(6) | 184,961 | |
352,748 | |||
Mexico - 9.4% | |||
200,000 | Banco Mercantil del Norte SA 7.63%, 01/10/2028, (7.63% fixed rate until 01/10/2028; 10 yr. USD CMT + 5.35% thereafter)(1)(3)(4) | 181,250 | |
200,000 | BBVA Bancomer SA 8.45%, 06/29/2038, 5 yr. USD CMT + 4.66%(1)(3) | 190,672 | |
200,000 | Cemex SAB de CV 9.13%, 03/14/2028, (9.13% fixed rate until 03/14/2028; 5 yr. USD CMT + 4.91% thereafter)(1)(3)(4) | 205,010 | |
200,000 | Mexico City Airport Trust 5.50%, 07/31/2047(1) | 143,379 | |
Petroleos Mexicanos | |||
660,000 | 5.95%, 01/28/2031 | 472,230 | |
30,000 | 6.50%, 03/13/2027 | 26,465 | |
90,000 | 6.63%, 06/15/2035 | 59,626 | |
426,000 | 6.70%, 02/16/2032 | 315,951 | |
182,000 | 10.00%, 02/07/2033 | 161,656 | |
191,933 | Tierra Mojada Luxembourg II SARL 5.75%, 12/01/2040(1) | 153,437 | |
200,000 | Trust Fibra Uno 6.39%, 01/15/2050(1) | 139,822 | |
2,049,498 | |||
Netherlands - 1.5% | |||
200,000 | Braskem Netherlands Finance BV 8.50%, 01/23/2081, (8.50% fixed rate until 10/24/2025; 5 yr. USD CMT + 8.220% thereafter)(1)(3) | 195,240 | |
200,000 | VEON Holdings BV 3.38%, 11/25/2027(1) | 142,000 | |
337,240 | |||
Peru - 2.2% | |||
87,000 | Banco BBVA Peru SA 5.25%, 09/22/2029, (5.25% fixed rate until 09/22/2024; 5 yr. USD CMT + 2.75% thereafter)(1)(3) | 84,326 | |
150,000 | Banco Internacional del Peru SAA Interbank 4.00%, 07/08/2030, (4.00% fixed rate until 07/08/2025; 1 yr. USD CMT + 3.71% thereafter)(1)(3) | 138,750 | |
400,000 | Petroleos del Peru SA 4.75%, 06/19/2032(1) | 266,709 | |
489,785 | |||
Russia - 0.0% | |||
200,000 | Vnesheconombank Via VEB Finance PLC 6.80%, 11/22/2025(1)(7)(8) | — | |
Saudi Arabia - 0.9% | |||
200,000 | Gaci First Investment Co. 5.25%, 10/13/2032(5) | 189,750 | |
South Africa - 0.7% | |||
200,000 | Sasol Financing USA LLC 5.50%, 03/18/2031 | 153,141 | |
South Korea - 1.8% | |||
200,000 | POSCO 5.75%, 01/17/2028(1)(2) | 197,010 | |
200,000 | SK Hynix, Inc. 6.38%, 01/17/2028(1) | 197,868 | |
394,878 |
66 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 41.7% - (continued) | |||
Thailand - 0.8% | |||
$ 200,000 | Bangkok Bank PCL 3.73%, 09/25/2034, (3.73% fixed rate until 09/25/2029; 5 yr. USD CMT + 1.90% thereafter)(1)(3) | $ 162,446 | |
Turkey - 0.9% | |||
200,000 | Pegasus Hava Tasimaciligi AS 9.25%, 04/30/2026(1) | 200,432 | |
United Arab Emirates - 1.3% | |||
200,000 | Abu Dhabi National Energy Co. PJSC 4.00%, 10/03/2049(1) | 144,277 | |
200,000 | Galaxy Pipeline Assets Bidco Ltd. 3.25%, 09/30/2040(1) | 139,153 | |
283,430 | |||
United States - 0.6% | |||
80,000 | JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg SARL 6.75%, 03/15/2034(1) | 75,108 | |
60,000 | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 6.50%, 12/01/2052 | 49,252 | |
124,360 | |||
Zambia - 0.8% | |||
200,000 | First Quantum Minerals Ltd. 6.88%, 10/15/2027(1) | 170,443 | |
Total Corporate Bonds (cost $10,155,319) | $ 9,138,104 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 53.4% | |||
Azerbaijan - 0.6% | |||
150,000 | Republic of Azerbaijan International Bonds 5.13%, 09/01/2029(5) | $ 137,261 | |
Brazil - 4.0% | |||
Brazil Notas do Tesouro Nacional | |||
BRL 2,200,000 | 10.00%, 01/01/2025 | 431,216 | |
200,000 | 10.00%, 01/01/2027 | 38,363 | |
572,000 | 10.00%, 01/01/2029 | 106,701 | |
1,449,000 | 10.00%, 01/01/2031 | 263,901 | |
200,000 | 10.00%, 01/01/2033 | 35,766 | |
875,947 | |||
Cameroon - 0.3% | |||
EUR 110,000 | Republic of Cameroon International Bonds 5.95%, 07/07/2032(1) | 74,669 | |
Colombia - 4.8% | |||
$ 660,000 | Colombia Government International Bonds 8.00%, 04/20/2033 | 643,984 | |
Colombia TES | |||
COP 385,800,000 | 6.00%, 04/28/2028 | 77,606 | |
559,700,000 | 7.00%, 03/26/2031 | 107,207 | |
875,900,000 | 7.00%, 06/30/2032 | 160,846 | |
312,600,000 | 7.25%, 10/18/2034 | 55,345 | |
1,044,988 | |||
Czech Republic - 2.2% | |||
Czech Republic Government Bonds | |||
CZK 2,630,000 | 1.25%, 02/14/2025 | 107,733 | |
2,470,000 | 2.50%, 08/25/2028(5) | 97,253 | |
2,200,000 | 2.75%, 07/23/2029 | 86,300 | |
2,050,000 | 4.20%, 12/04/2036(5) | 83,833 | |
2,490,000 | 4.50%, 11/11/2032 | 106,331 | |
481,450 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 53.4% - (continued) | |||
Dominican Republic - 2.0% | |||
Dominican Republic International Bonds | |||
$ 150,000 | 5.50%, 02/22/2029(1) | $ 136,498 | |
160,000 | 6.85%, 01/27/2045(1) | 133,139 | |
DOP 8,000,000 | 13.63%, 02/03/2033(5) | 159,374 | |
429,011 | |||
Egypt - 0.7% | |||
$ 290,000 | Egypt Government International Bonds 7.30%, 09/30/2033(5) | 159,314 | |
El Salvador - 3.1% | |||
El Salvador Government International Bonds | |||
198,000 | 6.38%, 01/18/2027(1) | 161,541 | |
30,000 | 7.63%, 09/21/2034(1) | 20,259 | |
200,000 | 8.25%, 04/10/2032(1) | 156,760 | |
420,000 | 8.63%, 02/28/2029(1) | 341,774 | |
680,334 | |||
Guatemala - 0.9% | |||
200,000 | Guatemala Government Bonds 7.05%, 10/04/2032(1) | 195,967 | |
Honduras - 0.6% | |||
150,000 | Honduras Government International Bonds 6.25%, 01/19/2027(1) | 139,545 | |
Hungary - 3.4% | |||
Hungary Government Bonds | |||
HUF 20,800,000 | 1.50%, 08/26/2026 | 48,580 | |
9,830,000 | 2.50%, 10/24/2024 | 25,701 | |
6,580,000 | 3.00%, 10/27/2038 | 10,996 | |
38,770,000 | 4.75%, 11/24/2032 | 88,163 | |
17,190,000 | 5.50%, 06/24/2025 | 45,748 | |
7,850,000 | 6.75%, 10/22/2028 | 21,035 | |
Hungary Government International Bonds | |||
$ 450,000 | 6.25%, 09/22/2032(1) | 432,460 | |
80,000 | 7.63%, 03/29/2041 | 81,883 | |
754,566 | |||
Indonesia - 4.5% | |||
Indonesia Treasury Bonds | |||
IDR 666,000,000 | 7.13%, 06/15/2042 | 41,534 | |
854,000,000 | 7.50%, 08/15/2032 | 54,393 | |
1,490,000,000 | 7.50%, 06/15/2035 | 95,618 | |
3,174,000,000 | 7.50%, 05/15/2038 | 204,307 | |
362,000,000 | 8.25%, 05/15/2036 | 24,509 | |
1,209,000,000 | 8.38%, 03/15/2034 | 82,175 | |
1,589,000,000 | 8.75%, 05/15/2031 | 108,484 | |
1,766,000,000 | 9.00%, 03/15/2029 | 119,899 | |
$ 270,000 | Perusahaan Penerbit SBSN Indonesia III 4.70%, 06/06/2032(1) | 250,067 | |
980,986 | |||
Ivory Coast - 2.6% | |||
Ivory Coast Government International Bonds | |||
EUR 100,000 | 4.88%, 01/30/2032(1) | 79,755 | |
200,000 | 5.88%, 10/17/2031(1) | 171,941 | |
$ 400,000 | 6.13%, 06/15/2033(1) | 327,560 | |
579,256 | |||
Malaysia - 2.0% | |||
Malaysia Government Bonds | |||
MYR 300,000 | 3.76%, 05/22/2040 | 57,778 |
67 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 53.4% - (continued) | |||
Malaysia - 2.0% - (continued) | |||
MYR 917,000 | 3.89%, 08/15/2029 | $ 190,988 | |
877,000 | 3.90%, 11/30/2026 | 184,811 | |
433,577 | |||
Mexico - 3.1% | |||
Mexico Bonos | |||
MXN 1,250,000 | 7.50%, 06/03/2027 | 63,444 | |
1,920,000 | 7.75%, 05/29/2031 | 92,735 | |
2,340,000 | 7.75%, 11/23/2034 | 109,079 | |
4,898,200 | 7.75%, 11/13/2042 | 216,804 | |
2,090,000 | 8.50%, 05/31/2029 | 107,705 | |
1,700,000 | 10.00%, 11/20/2036 | 93,238 | |
683,005 | |||
Nigeria - 3.4% | |||
Nigeria Government International Bonds | |||
$ 250,000 | 6.13%, 09/28/2028(1) | 203,935 | |
400,000 | 6.50%, 11/28/2027(1) | 343,046 | |
250,000 | 9.25%, 01/21/2049(1) | 193,750 | |
740,731 | |||
Oman - 1.7% | |||
Oman Government International Bonds | |||
200,000 | 6.50%, 03/08/2047(1) | 174,500 | |
210,000 | 6.75%, 01/17/2048(1) | 187,677 | |
362,177 | |||
Peru - 1.0% | |||
Peru Government Bonds | |||
PEN 805,000 | 6.95%, 08/12/2031 | 204,136 | |
70,000 | 7.30%, 08/12/2033(5) | 17,841 | |
221,977 | |||
Poland - 3.0% | |||
Republic of Poland Government Bonds | |||
PLN 390,000 | 0.75%, 04/25/2025 | 86,893 | |
380,000 | 2.50%, 07/25/2026 | 84,314 | |
320,000 | 2.75%, 10/25/2029 | 66,130 | |
420,000 | 3.25%, 07/25/2025 | 96,543 | |
390,000 | 3.75%, 05/25/2027 | 88,354 | |
540,000 | 6.00%, 10/25/2033 | 131,563 | |
Republic of Poland Government International Bonds | |||
$ 70,000 | 5.50%, 04/04/2053 | 61,691 | |
40,000 | 5.75%, 11/16/2032 | 39,678 | |
655,166 | |||
Qatar - 0.7% | |||
200,000 | Qatar Government International Bonds 4.82%, 03/14/2049(5) | 163,486 | |
Romania - 1.8% | |||
Romania Government Bonds | |||
RON 150,000 | 4.75%, 02/24/2025 | 31,395 | |
210,000 | 4.85%, 04/22/2026 | 43,318 | |
540,000 | 5.00%, 02/12/2029 | 105,532 | |
200,000 | 6.70%, 02/25/2032 | 41,607 | |
190,000 | 8.25%, 09/29/2032 | 43,441 | |
$ 140,000 | Romania Government International Bonds 6.00%, 05/25/2034(1) | 127,669 | |
392,962 | |||
South Africa - 4.1% | |||
Republic of South Africa Government Bonds | |||
ZAR 3,591,784 | 6.50%, 02/28/2041 | 110,312 | |
3,340,291 | 8.50%, 01/31/2037 | 132,321 | |
2,031,394 | 8.75%, 01/31/2044 | 76,743 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 53.4% - (continued) | |||
South Africa - 4.1% - (continued) | |||
ZAR 2,300,400 | 8.88%, 02/28/2035 | $ 98,064 | |
3,963,401 | 9.00%, 01/31/2040 | 157,622 | |
2,930,000 | 10.50%, 12/21/2026 | 161,895 | |
$ 200,000 | Republic of South Africa Government International Bonds 7.30%, 04/20/2052 | 155,534 | |
892,491 | |||
Thailand - 0.2% | |||
THB 1,379,000 | Thailand Government Bonds 4.88%, 06/22/2029 | 42,138 | |
Turkey - 1.9% | |||
Turkiye Government International Bonds | |||
$ 40,000 | 7.38%, 02/05/2025 | 40,082 | |
101,000 | 8.00%, 02/14/2034 | 94,670 | |
280,000 | 9.38%, 03/14/2029 | 285,040 | |
419,792 | |||
Ukraine - 0.8% | |||
Ukraine Government International Bonds | |||
200,000 | 7.38%, 09/25/2034(1)(7) | 50,300 | |
460,000 | 7.75%, 09/01/2026(1)(7) | 131,036 | |
181,336 | |||
Total Foreign Government Obligations (cost $12,057,119) | $ 11,722,132 | ||
Total Long-Term Investments (cost $22,212,438) | $ 20,860,236 | ||
SHORT-TERM INVESTMENTS - 9.4% | |||
Other Investment Pools & Funds - 1.6% | |||
358,972 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(9) | $ 358,972 | |
Securities Lending Collateral - 2.9% | |||
99,897 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(9) | 99,897 | |
332,988 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(9) | 332,988 | |
99,896 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(9) | 99,896 | |
99,897 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(9) | 99,897 | |
632,678 | |||
U.S. Treasury Securities - 4.9% | |||
U.S. Treasury Bills - 4.9% | |||
670,000 | 5.34%, 12/28/2023(10) | 664,359 | |
410,000 | 5.35%, 12/28/2023(10) | 406,543 | |
1,070,902 | |||
Total Short-Term Investments (cost $2,062,552) | $ 2,062,552 | ||
Total Investments (cost $24,274,990) | 104.5% | $ 22,922,788 | |
Other Assets and Liabilities | (4.5)% | (983,120) | |
Total Net Assets | 100.0% | $ 21,939,668 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
68 |
October 31, 2023
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, 2023, the aggregate value of these securities was $10,552,491, representing 48.1% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2023. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(4) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(5) | 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, 2023, the aggregate value of these securities was $1,254,742, representing 5.7% of net assets. |
(6) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(7) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(8) | Investment valued using significant unobservable inputs. |
(9) | Current yield as of period end. |
(10) | The rate shown represents current yield to maturity. |
Futures Contracts Outstanding at October 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | 8 | 12/19/2023 | $ 870,625 | $ 2,938 | ||||
U.S. Treasury Ultra Bond Future | 3 | 12/19/2023 | 337,688 | 2,118 | ||||
Total futures contracts | $ 5,056 |
OTC Credit Default Swap Contracts Outstanding at October 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value † | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Republic of South Africa Government International Bonds | CBK | USD | 280,000 | (1.00%) | 06/20/2028 | Quarterly | $ 22,023 | $ — | $ 17,254 | $ (4,769) | |||||||||
Total OTC credit default swap contracts | $ 22,023 | $ — | $ 17,254 | $ (4,769) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at October 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,370,550 | BRL | 276,977 | USD | UBS | 11/06/2023 | $ (5,400) | ||||
1,370,550 | BRL | 276,991 | USD | CBK | 11/06/2023 | (5,414) | ||||
2,540,000 | BRL | 500,987 | USD | CBK | 11/08/2023 | 2,179 | ||||
680,000 | BRL | 133,333 | USD | CBK | 01/10/2024 | 430 | ||||
226,300,000 | CLP | 260,076 | USD | CBK | 11/03/2023 | (7,269) | ||||
226,370,000 | CLP | 259,959 | USD | JPM | 11/10/2023 | (7,173) | ||||
150,420,000 | CLP | 168,443 | USD | CBK | 12/15/2023 | (838) | ||||
128,800,000 | CLP | 138,733 | USD | JPM | 01/16/2024 | 4,488 | ||||
4,120,000 | CNY | 571,270 | USD | CBK | 12/15/2023 | (5,760) | ||||
850,000 | CNY | 117,425 | USD | CBK | 01/10/2024 | (464) |
69 |
October 31, 2023
Foreign Currency Contracts Outstanding at October 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,191,490,000 | COP | 284,162 | USD | CBK | 11/03/2023 | $ 5,110 | ||||
1,213,890,000 | COP | 291,066 | USD | CBK | 11/10/2023 | 3,154 | ||||
172,010,700 | COP | 41,607 | USD | BOA | 11/27/2023 | (83) | ||||
983,490,000 | COP | 231,246 | USD | CBK | 12/11/2023 | 5,441 | ||||
150,160,000 | COP | 36,114 | USD | MSC | 12/11/2023 | 24 | ||||
100,000 | EUR | 106,300 | USD | MSC | 12/27/2023 | (191) | ||||
1,190,000 | MXN | 67,029 | USD | MSC | 11/06/2023 | (1,087) | ||||
5,791,100 | MXN | 327,197 | USD | JPM | 11/06/2023 | (6,295) | ||||
5,081,000 | MXN | 297,600 | USD | SSG | 11/06/2023 | (16,046) | ||||
6,320,000 | MXN | 356,959 | USD | JPM | 11/08/2023 | (6,865) | ||||
2,740,000 | MXN | 151,339 | USD | CBK | 01/10/2024 | (1,176) | ||||
660,000 | PLN | 157,372 | USD | SSG | 01/19/2024 | (1,090) | ||||
4,050,000 | THB | 112,812 | USD | UBS | 12/22/2023 | 413 | ||||
630,000 | TRY | 21,123 | USD | MSC | 01/08/2024 | (102) | ||||
1,353,000 | TRY | 39,429 | USD | MSC | 07/05/2024 | (1,476) | ||||
3,380,000 | ZAR | 178,835 | USD | JPM | 11/08/2023 | 2,395 | ||||
3,320,000 | ZAR | 174,720 | USD | JPM | 01/10/2024 | 2,309 | ||||
559,145 | USD | 2,741,100 | BRL | CBK | 11/06/2023 | 15,991 | ||||
506,712 | USD | 2,540,000 | BRL | MSC | 11/08/2023 | 3,545 | ||||
129,044 | USD | 680,000 | BRL | MSC | 01/10/2024 | (4,719) | ||||
266,114 | USD | 226,300,000 | CLP | UBS | 11/03/2023 | 13,308 | ||||
259,390 | USD | 226,370,000 | CLP | CBK | 11/10/2023 | 6,604 | ||||
167,170 | USD | 150,420,000 | CLP | MSC | 12/15/2023 | (435) | ||||
292,196 | USD | 1,191,490,000 | COP | UBS | 11/03/2023 | 2,924 | ||||
289,850 | USD | 1,213,890,000 | COP | CBK | 11/10/2023 | (4,370) | ||||
42,736 | USD | 172,010,700 | COP | UBS | 11/27/2023 | 1,212 | ||||
270,110 | USD | 1,133,650,000 | COP | BOA | 12/11/2023 | (2,716) | ||||
256,433 | USD | 240,000 | EUR | JPM | 12/27/2023 | 1,771 | ||||
200,253 | USD | 190,000 | EUR | SSG | 12/27/2023 | (1,355) | ||||
523,584 | USD | 9,070,000 | MXN | CBK | 11/06/2023 | 20,987 | ||||
170,102 | USD | 2,992,100 | MXN | SSG | 11/06/2023 | 4,301 | ||||
178,486 | USD | 3,160,000 | MXN | CBK | 11/08/2023 | 3,439 | ||||
89,070 | USD | 1,580,000 | MXN | UBS | 11/08/2023 | 1,546 | ||||
88,984 | USD | 1,580,000 | MXN | SSG | 11/08/2023 | 1,460 | ||||
146,347 | USD | 2,740,000 | MXN | SSG | 01/10/2024 | (3,815) | ||||
157,062 | USD | 660,000 | PLN | MSC | 01/19/2024 | 781 | ||||
9,050 | USD | 330,000 | THB | SSG | 12/22/2023 | (176) | ||||
103,499 | USD | 3,720,000 | THB | UBS | 12/22/2023 | (499) | ||||
4,602 | USD | 140,000 | TRY | BOA | 01/08/2024 | (69) | ||||
174,614 | USD | 3,380,000 | ZAR | BOA | 11/08/2023 | (6,617) | ||||
287,050 | USD | 5,670,000 | ZAR | UBS | 01/10/2024 | (15,285) | ||||
Total foreign currency contracts | $ (2,973) |
70 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 9,138,104 | $ — | $ 9,138,104 | $ — | ||||
Foreign Government Obligations | 11,722,132 | — | 11,722,132 | — | ||||
Short-Term Investments | 2,062,552 | 991,650 | 1,070,902 | — | ||||
Foreign Currency Contracts(2) | 103,812 | — | 103,812 | — | ||||
Futures Contracts(2) | 5,056 | 5,056 | — | — | ||||
Total | $ 23,031,656 | $ 996,706 | $ 22,034,950 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (106,785) | $ — | $ (106,785) | $ — | ||||
Swaps - Credit Default(2) | (4,769) | — | (4,769) | — | ||||
Total | $ (111,554) | $ — | $ (111,554) | $ — |
(1) | For the year ended October 31, 2023, 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. |
71 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 88.2% | |||
Australia - 1.7% | |||
6,561 | Rio Tinto PLC | $ 418,595 | |
Belgium - 1.5% | |||
9,284 | Ageas SA | 356,625 | |
China - 1.4% | |||
33,000 | Alibaba Group Holding Ltd.* | 339,737 | |
France - 14.1% | |||
5,171 | Arkema SA | 484,537 | |
19,895 | AXA SA | 589,497 | |
6,088 | BNP Paribas SA | 350,085 | |
40,020 | Carrefour SA | 701,609 | |
66,591 | Orange SA | 783,246 | |
12,600 | Renault SA | 442,061 | |
3,351,035 | |||
Germany - 15.1% | |||
1,069 | Allianz SE | 250,405 | |
13,294 | BASF SE | 614,278 | |
11,776 | Bayer AG | 508,824 | |
11,925 | Continental AG | 778,571 | |
7,182 | Covestro AG*(1) | 363,856 | |
26,687 | Evonik Industries AG | 491,171 | |
8,008 | Heidelberg Materials AG | 581,327 | |
3,588,432 | |||
Italy - 6.3% | |||
33,024 | Eni SpA | 539,865 | |
153,519 | Intesa Sanpaolo SpA | 400,039 | |
22,051 | UniCredit SpA | 552,810 | |
1,492,714 | |||
Japan - 9.5% | |||
14,100 | Bridgestone Corp. | 533,618 | |
26,000 | Dentsu Group, Inc. | 755,195 | |
17,000 | KDDI Corp. | 508,550 | |
54,200 | Panasonic Holdings Corp. | 475,523 | |
2,272,886 | |||
Netherlands - 2.8% | |||
31,707 | ING Groep NV | 406,500 | |
8,024 | Shell PLC | 258,588 | |
665,088 | |||
South Africa - 1.8% | |||
17,061 | Anglo American PLC | 434,707 | |
Spain - 2.0% | |||
32,033 | Repsol SA | 469,032 | |
Switzerland - 3.5% | |||
11,551 | Adecco Group AG | 437,131 | |
1,556 | Swatch Group AG | 398,298 | |
835,429 | |||
United Kingdom - 20.5% | |||
254,252 | Barclays PLC | 408,086 | |
90,966 | British Land Co. PLC REIT | 329,777 | |
435,996 | BT Group PLC | 598,808 | |
52,483 | HSBC Holdings PLC | 378,949 | |
17,550 | Imperial Brands PLC | 373,888 | |
104,762 | NatWest Group PLC | 227,943 | |
157,119 | Rolls-Royce Holdings PLC* | 413,572 | |
57,283 | Standard Chartered PLC | 439,208 | |
288,907 | Taylor Wimpey PLC | 390,210 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 88.2% - (continued) | |||
United Kingdom - 20.5% - (continued) | |||
241,279 | Tesco PLC | $ 791,771 | |
60,340 | WPP PLC | 519,601 | |
4,871,813 | |||
United States - 8.0% | |||
47,852 | GSK PLC | 853,046 | |
7,857 | Sanofi SA | 713,465 | |
3,078 | Swiss Re AG | 336,311 | |
1,902,822 | |||
Total Common Stocks (cost $23,055,608) | $ 20,998,915 | ||
PREFERRED STOCKS - 6.5% | |||
Brazil - 3.5% | |||
116,325 | Banco Bradesco SA (Preference Shares)(2) | $ 322,782 | |
74,035 | Petroleo Brasileiro SA (Preference Shares)(2) | 510,136 | |
832,918 | |||
Germany - 3.0% | |||
9,656 | Henkel AG & Co. KGaA (Preference Shares)(2) | 696,536 | |
Total Preferred Stocks (cost $1,626,375) | $ 1,529,454 | ||
Total Long-Term Investments (cost $24,681,983) | $ 22,528,369 | ||
SHORT-TERM INVESTMENTS - 5.0% | |||
Other Investment Pools & Funds - 5.0% | |||
1,199,394 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(3) | $ 1,199,394 | |
Total Short-Term Investments (cost $1,199,394) | $ 1,199,394 | ||
Total Investments (cost $25,881,377) | 99.7% | $ 23,727,763 | |
Other Assets and Liabilities | 0.3% | 74,883 | |
Total Net Assets | 100.0% | $ 23,802,646 |
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. |
72 |
October 31, 2023
(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, 2023, the aggregate value of this security was $363,856, representing 1.5% of net assets. |
(2) | Currently no rate available. |
(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 | ||||||||
Australia | $ 418,595 | $ — | $ 418,595 | $ — | ||||
Belgium | 356,625 | — | 356,625 | — | ||||
China | 339,737 | — | 339,737 | — | ||||
France | 3,351,035 | — | 3,351,035 | — | ||||
Germany | 3,588,432 | — | 3,588,432 | — | ||||
Italy | 1,492,714 | — | 1,492,714 | — | ||||
Japan | 2,272,886 | — | 2,272,886 | — | ||||
Netherlands | 665,088 | — | 665,088 | — | ||||
South Africa | 434,707 | — | 434,707 | — | ||||
Spain | 469,032 | — | 469,032 | — | ||||
Switzerland | 835,429 | — | 835,429 | — | ||||
United Kingdom | 4,871,813 | — | 4,871,813 | — | ||||
United States | 1,902,822 | — | 1,902,822 | — | ||||
Preferred Stocks | 1,529,454 | 832,918 | 696,536 | — | ||||
Short-Term Investments | 1,199,394 | 1,199,394 | — | — | ||||
Total | $ 23,727,763 | $ 2,032,312 | $ 21,695,451 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
73 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% | |||
Australia - 4.0% | |||
81,545 | ANZ Group Holdings Ltd. | $ 1,285,881 | |
82,637 | Aristocrat Leisure Ltd. | 2,031,225 | |
119,905 | AUB Group Ltd. | 2,059,188 | |
1,599,129 | Beach Energy Ltd. | 1,575,065 | |
504,570 | BHP Group Ltd. | 14,283,100 | |
319,737 | BHP Group Ltd. Class DI | 9,091,647 | |
607,314 | Brambles Ltd. | 5,068,491 | |
529,583 | Computershare Ltd. | 8,357,848 | |
542,888 | Fortescue Metals Group Ltd. | 7,723,024 | |
258,961 | Helia Group Ltd. | 595,544 | |
52,518 | Jumbo Interactive Ltd. | 463,184 | |
688,889 | National Storage REIT | 878,322 | |
63,714 | Nick Scali Ltd. | 437,024 | |
1,765,112 | Qantas Airways Ltd.* | 5,529,925 | |
100,571 | Rio Tinto Ltd. | 7,512,460 | |
181,072 | Rio Tinto PLC | 11,552,476 | |
410,157 | Ventia Services Group Pty. Ltd. | 716,863 | |
569,176 | Woodside Energy Group Ltd. | 12,396,535 | |
91,557,802 | |||
Austria - 0.8% | |||
32,357 | Andritz AG | 1,489,364 | |
145,172 | Erste Group Bank AG | 5,198,503 | |
156,974 | OMV AG | 6,884,599 | |
75,793 | Telekom Austria AG | 529,298 | |
30,861 | Verbund AG | 2,681,411 | |
42,122 | voestalpine AG | 1,051,828 | |
61,436 | Wienerberger AG | 1,488,407 | |
19,323,410 | |||
Belgium - 0.8% | |||
114,266 | Ageas SA | 4,389,281 | |
124,469 | KBC Group NV | 6,850,132 | |
24,661 | Melexis NV | 1,815,434 | |
51,547 | Solvay SA | 5,449,322 | |
18,504,169 | |||
Brazil - 1.0% | |||
216,455 | Alupar Investimento SA | 1,202,110 | |
1,006,200 | BB Seguridade Participacoes SA | 6,138,883 | |
317,900 | Cia de Saneamento de Minas Gerais Copasa MG | 1,005,073 | |
2,119,282 | Cia Energetica de Minas Gerais ADR | 4,810,770 | |
2,022,200 | Cielo SA | 1,411,840 | |
45,187 | ERO Copper Corp.* | 613,246 | |
347,500 | Porto Seguro SA | 1,737,586 | |
640,400 | TOTVS SA | 3,214,861 | |
295,100 | Transmissora Alianca de Energia Eletrica SA | 1,977,772 | |
22,112,141 | |||
Canada - 5.3% | |||
87,596 | Air Canada* | 1,056,774 | |
268,867 | ARC Resources Ltd. | 4,325,526 | |
412,735 | B2Gold Corp. | 1,321,466 | |
26,697 | Bank of Montreal | 2,017,363 | |
102,436 | Canadian National Railway Co. | 10,838,604 | |
162,114 | Canadian Natural Resources Ltd. | 10,294,400 | |
7,553 | Fairfax Financial Holdings Ltd. | 6,285,480 | |
69,934 | Finning International, Inc. | 1,873,984 | |
46,543 | George Weston Ltd. | 5,048,493 | |
160,947 | Imperial Oil Ltd. | 9,172,267 | |
110,315 | Loblaw Cos. Ltd. | 9,022,482 | |
79,032 | Magna International, Inc. | 3,797,867 | |
349,173 | Manulife Financial Corp. | 6,078,267 | |
42,700 | Martinrea International, Inc. | 351,946 | |
78,404 | Metro, Inc. | 3,982,533 | |
117,597 | Open Text Corp. | 3,926,260 | |
224,933 | Parex Resources, Inc. | 4,311,317 | |
493,990 | Quebecor, Inc. Class B | 10,191,494 | |
34,935 | SSR Mining, Inc. | 483,435 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Canada - 5.3% - (continued) | |||
15,900 | Stella-Jones, Inc. | $ 832,865 | |
279,624 | Suncor Energy, Inc. | 9,055,644 | |
71,793 | Toromont Industries Ltd. | 5,404,860 | |
176,227 | Toronto-Dominion Bank | 9,843,550 | |
33,612 | Tourmaline Oil Corp. | 1,777,370 | |
121,294,247 | |||
China - 6.6% | |||
3,423,000 | Agricultural Bank of China Ltd. Class H | 1,264,307 | |
2,521,000 | Alibaba Group Holding Ltd.* | 25,953,879 | |
250,900 | Baidu, Inc. Class A* | 3,294,016 | |
17,947,000 | Bank of China Ltd. Class H | 6,269,516 | |
303,500 | Beijing Enterprises Holdings Ltd. | 1,011,219 | |
920,500 | BOC Hong Kong Holdings Ltd. | 2,434,299 | |
196,500 | BYD Co. Ltd. Class H | 5,975,586 | |
10,073,000 | China Construction Bank Corp. Class H | 5,696,865 | |
1,498,000 | China Merchants Bank Co. Ltd. Class H | 5,682,350 | |
1,320,000 | China Overseas Property Holdings Ltd. | 1,146,395 | |
1,727,800 | China Pacific Insurance Group Co. Ltd. Class H | 4,256,207 | |
30,116,000 | China Tower Corp. Ltd. Class H(1) | 2,808,338 | |
1,473,000 | Fu Shou Yuan International Group Ltd. | 988,920 | |
366,200 | Giant Biogene Holding Co. Ltd.*(1) | 1,471,326 | |
654,000 | Greentown Management Holdings Co. Ltd.(1) | 481,965 | |
244,093 | Hello Group, Inc. ADR | 1,728,178 | |
13,188,000 | Industrial & Commercial Bank of China Ltd. Class H | 6,320,276 | |
518,400 | Kuaishou Technology*(1) | 3,338,416 | |
118,800 | Lao Feng Xiang Co. Ltd. Class A | 1,010,224 | |
344,400 | Li Auto, Inc. Class A* | 5,825,054 | |
251,400 | Meituan Class B*(1) | 3,563,596 | |
129,500 | NetDragon Websoft Holdings Ltd. | 230,098 | |
342,500 | NetEase, Inc. | 7,330,030 | |
899,100 | New China Life Insurance Co. Ltd. Class H | 1,972,319 | |
51,252 | PDD Holdings, Inc. ADR* | 5,197,978 | |
3,530,000 | People's Insurance Co. Group of China Ltd. Class H | 1,164,756 | |
8,550,000 | PetroChina Co. Ltd. Class H | 5,580,715 | |
1,224,000 | Ping An Insurance Group Co. of China Ltd. Class H | 6,208,710 | |
157,550 | Sieyuan Electric Co. Ltd. Class A | 1,061,841 | |
438,700 | Tencent Holdings Ltd. | 16,235,730 | |
242,439 | TI Fluid Systems PLC(1) | 364,215 | |
403,200 | Tianqi Lithium Corp. Class H(2) | 2,179,984 | |
411,337 | Vipshop Holdings Ltd. ADR* | 5,865,666 | |
1,594,000 | Yadea Group Holdings Ltd.(1) | 2,909,621 | |
3,397,900 | Yangzijiang Shipbuilding Holdings Ltd. | 3,601,717 | |
150,424,312 | |||
Cyprus - 0.0% | |||
115,719 | Atalaya Mining PLC | 421,952 | |
Czech Republic - 0.4% | |||
192,340 | CEZ AS | 8,230,066 | |
34,413 | Komercni Banka AS | 1,008,595 | |
9,238,661 | |||
Denmark - 1.0% | |||
55,777 | Carlsberg AS Class B | 6,647,119 | |
246,550 | Danske Bank AS | 5,783,747 | |
49,308 | ISS AS | 713,609 | |
77,442 | Pandora AS | 8,783,510 | |
21,927,985 | |||
Finland - 0.6% | |||
29,884 | Kemira OYJ | 483,853 | |
42,716 | Konecranes OYJ | 1,400,582 | |
48,012 | Marimekko OYJ | 553,737 | |
664,642 | Nordea Bank Abp | 7,000,153 |
74 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Finland - 0.6% - (continued) | |||
430,896 | Outokumpu OYJ | $ 1,768,087 | |
100,037 | Valmet OYJ | 2,244,965 | |
13,451,377 | |||
France - 6.2% | |||
23,962 | Arkema SA | 2,245,306 | |
115,219 | BNP Paribas SA | 6,625,554 | |
33,512 | Bouygues SA | 1,178,919 | |
463,913 | Bureau Veritas SA | 10,566,906 | |
135,622 | Carrefour SA | 2,377,652 | |
118,214 | Cie de Saint-Gobain SA | 6,434,880 | |
141,386 | Cie Generale des Etablissements Michelin SCA | 4,200,359 | |
47,148 | Coface SA | 568,854 | |
175,569 | Edenred SE | 9,345,795 | |
49,761 | Eiffage SA | 4,515,839 | |
116,420 | Elis SA | 1,909,285 | |
587,200 | Engie SA | 9,339,348 | |
18,534 | Eramet SA | 1,283,449 | |
68,414 | Ipsen SA | 8,086,017 | |
22,239 | IPSOS SA | 1,080,760 | |
141,053 | Legrand SA | 12,201,982 | |
277,703 | Metropole Television SA | 3,480,715 | |
540,066 | Orange SA | 6,352,279 | |
84,483 | Publicis Groupe SA | 6,432,814 | |
227,451 | Rexel SA | 4,645,181 | |
37,812 | Rubis SCA | 823,263 | |
157,381 | Societe Generale SA | 3,536,630 | |
19,115 | SOITEC * | 2,853,085 | |
427,725 | TotalEnergies SE | 28,596,621 | |
3,725 | Trigano SA | 489,155 | |
107,360 | Verallia SA(1) | 3,490,961 | |
142,661,609 | |||
Georgia - 0.1% | |||
22,318 | Bank of Georgia Group PLC | 903,309 | |
68,559 | TBC Bank Group PLC | 2,237,410 | |
3,140,719 | |||
Germany - 2.5% | |||
22,591 | Aurubis AG | 1,862,332 | |
62,883 | Bayerische Motoren Werke AG | 5,848,390 | |
42,334 | Brenntag SE | 3,148,024 | |
72,688 | Continental AG | 4,745,724 | |
159,003 | Daimler Truck Holding AG | 4,995,910 | |
16,605 | Deutsche Boerse AG | 2,733,125 | |
560,529 | Deutsche Telekom AG | 12,165,533 | |
5,213 | Krones AG | 508,126 | |
118,608 | Mercedes-Benz Group AG | 6,978,213 | |
13,178 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 5,288,436 | |
36,238 | SAP SE | 4,860,688 | |
42,134 | Suedzucker AG | 638,281 | |
36,808 | Talanx AG | 2,319,612 | |
56,092,394 | |||
Greece - 0.8% | |||
713,854 | Eurobank Ergasias Services & Holdings SA Class A* | 1,166,811 | |
303,200 | Hellenic Telecommunications Organization SA | 4,249,769 | |
181,545 | JUMBO SA | 4,775,428 | |
35,608 | Motor Oil Hellas Corinth Refineries SA | 847,729 | |
264,196 | National Bank of Greece SA* | 1,513,143 | |
361,302 | OPAP SA | 6,119,838 | |
18,672,718 | |||
Hong Kong - 0.6% | |||
836,303 | CK Asset Holdings Ltd. | 4,180,114 | |
99,000 | Hang Lung Properties Ltd. | 130,131 | |
433,600 | Hongkong Land Holdings Ltd. | 1,375,258 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Hong Kong - 0.6% - (continued) | |||
276,000 | Kerry Properties Ltd. | $ 464,449 | |
720,000 | Sino Land Co. Ltd. | 718,796 | |
200,500 | Sun Hung Kai Properties Ltd. | 2,058,874 | |
322,500 | Swire Pacific Ltd. Class A | 2,060,077 | |
708,800 | Swire Properties Ltd. | 1,372,383 | |
668,000 | Wharf Real Estate Investment Co. Ltd. | 2,336,690 | |
1,242,000 | Youyuan International Holdings Ltd.*(2)(3) | — | |
14,696,772 | |||
Hungary - 0.3% | |||
66,694 | OTP Bank Nyrt | 2,482,351 | |
216,111 | Richter Gedeon Nyrt | 5,067,206 | |
7,549,557 | |||
India - 1.8% | |||
299,915 | Axis Bank Ltd. | 3,538,939 | |
109,386 | Bajaj Auto Ltd. | 6,977,822 | |
34,093 | Dr Reddy's Laboratories Ltd. | 2,200,518 | |
236,682 | HCL Technologies Ltd. | 3,630,328 | |
90,313 | Hero MotoCorp Ltd. | 3,351,460 | |
208,353 | Infosys Ltd. ADR | 3,421,156 | |
73,236 | Mahanagar Gas Ltd.(4) | 908,119 | |
4,950,363 | NHPC Ltd. | 2,985,254 | |
1,932,092 | Oil & Natural Gas Corp. Ltd. | 4,323,220 | |
3,702,799 | Power Grid Corp. of India Ltd. | 8,993,119 | |
149,722 | Sun TV Network Ltd. | 1,140,364 | |
41,470,299 | |||
Indonesia - 1.4% | |||
16,237,900 | Bank Mandiri Persero Tbk. PT | 5,801,023 | |
27,253,600 | Bank Negara Indonesia Persero Tbk. PT | 8,224,771 | |
28,866,300 | Bank Rakyat Indonesia Persero Tbk. PT | 9,026,027 | |
15,077,100 | Perusahaan Gas Negara Tbk. PT | 1,192,048 | |
35,961,300 | Telkom Indonesia Persero Tbk. PT | 7,883,283 | |
32,127,152 | |||
Ireland - 0.5% | |||
1,343,415 | AIB Group PLC | 5,832,466 | |
222,122 | Bank of Ireland Group PLC | 1,990,594 | |
129,726 | Kenmare Resources PLC | 620,453 | |
44,742 | Ryanair Holdings PLC ADR* | 3,923,873 | |
12,367,386 | |||
Italy - 3.9% | |||
570,626 | Assicurazioni Generali SpA | 11,334,711 | |
126,278 | Azimut Holding SpA | 2,660,791 | |
1,599,192 | Enel SpA | 10,151,000 | |
939,192 | Eni SpA | 15,353,596 | |
687,672 | FinecoBank Banca Fineco SpA | 8,112,221 | |
1,690,695 | Intesa Sanpaolo SpA | 4,405,598 | |
1,303,493 | Italgas SpA | 6,624,098 | |
365,414 | Mediobanca Banca di Credito Finanziario SpA(2) | 4,365,032 | |
331,173 | Pirelli & C SpA(1) | 1,475,470 | |
190,455 | Recordati Industria Chimica e Farmaceutica SpA | 8,809,375 | |
1,004,758 | Terna - Rete Elettrica Nazionale | 7,693,466 | |
306,667 | UniCredit SpA | 7,688,023 | |
88,673,381 | |||
Japan - 13.4% | |||
96,600 | Aisin Corp. | 3,365,046 | |
422,600 | Alps Alpine Co. Ltd. | 3,467,947 | |
1,243,400 | Astellas Pharma, Inc. | 15,728,848 | |
86,200 | BayCurrent Consulting, Inc. | 2,164,202 | |
114,800 | BIPROGY, Inc. | 2,863,374 | |
42,200 | Bridgestone Corp. | 1,597,068 | |
349,800 | Chubu Electric Power Co., Inc. | 4,227,034 | |
34,100 | Daido Steel Co. Ltd. | 1,337,726 | |
138,300 | Dexerials Corp. | 3,154,667 | |
49,500 | dip Corp. | 981,058 | |
47,800 | Ebara Corp. | 2,116,754 |
75 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Japan - 13.4% - (continued) | |||
104,600 | FCC Co. Ltd. | $ 1,241,186 | |
132,400 | Ferrotec Holdings Corp. | 2,327,217 | |
117,700 | Fuji Media Holdings, Inc. | 1,168,963 | |
478,400 | Fujikura Ltd. | 3,435,922 | |
22,800 | Glory Ltd. | 425,090 | |
29,400 | G-Tekt Corp. | 343,117 | |
345,900 | Hachijuni Bank Ltd. | 1,969,944 | |
606,900 | Honda Motor Co. Ltd. | 6,219,980 | |
25,500 | Horiba Ltd. | 1,289,313 | |
66,100 | Iida Group Holdings Co. Ltd. | 1,026,347 | |
1,169,400 | Inpex Corp. | 16,969,004 | |
584,500 | Isuzu Motors Ltd. | 6,517,555 | |
132,900 | ITOCHU Corp.(2) | 4,787,194 | |
60,500 | Japan Petroleum Exploration Co. Ltd. | 2,071,617 | |
141,000 | Japan Post Bank Co. Ltd. | 1,306,957 | |
299,600 | JTEKT Corp. | 2,470,193 | |
544,100 | JVCKenwood Corp. | 2,338,402 | |
23,600 | Kaga Electronics Co. Ltd. | 944,364 | |
44,200 | Kaneka Corp. | 1,081,653 | |
287,100 | Kansai Electric Power Co., Inc. | 3,675,980 | |
117,600 | Kawasaki Kisen Kaisha Ltd. | 4,032,499 | |
371,800 | KDDI Corp. | 11,122,295 | |
79,200 | Kinden Corp. | 1,199,678 | |
548,100 | Kirin Holdings Co. Ltd. | 7,702,623 | |
348,700 | Kobe Steel Ltd. | 4,122,840 | |
140,800 | Koei Tecmo Holdings Co. Ltd. | 1,838,519 | |
301,100 | Komatsu Ltd. | 6,918,190 | |
225,800 | Kuraray Co. Ltd. | 2,583,416 | |
46,100 | Kyoto Financial Group, Inc. | 2,613,585 | |
27,500 | Makino Milling Machine Co. Ltd. | 1,147,528 | |
687,800 | Mazda Motor Corp. | 6,648,267 | |
146,000 | MEITEC Group Holdings, Inc. | 2,569,613 | |
1,321,400 | Mitsubishi Motors Corp. | 4,316,445 | |
2,085,800 | Mitsubishi UFJ Financial Group, Inc. | 17,498,083 | |
102,300 | Mitsui & Co. Ltd. | 3,718,008 | |
17,000 | Mitsui-Soko Holdings Co. Ltd. | 484,221 | |
751,600 | Mizuho Financial Group, Inc. | 12,760,950 | |
256,600 | NGK Insulators Ltd. | 3,135,204 | |
59,600 | NHK Spring Co. Ltd. | 421,730 | |
76,900 | Nippon Electric Glass Co. Ltd. | 1,537,406 | |
227,800 | Nippon Steel Corp. | 4,913,382 | |
4,766,600 | Nippon Telegraph & Telephone Corp. | 5,609,214 | |
692,700 | Nissan Motor Co. Ltd. | 2,665,496 | |
286,300 | Niterra Co. Ltd. | 6,408,194 | |
22,200 | Nitta Corp. | 501,277 | |
102,500 | NOK Corp. | 1,215,013 | |
12,400 | Noritake Co. Ltd. | 482,625 | |
501,100 | NSK Ltd. | 2,697,131 | |
672,100 | NTN Corp. | 1,197,312 | |
614,900 | Oji Holdings Corp. | 2,629,853 | |
148,600 | Osaka Gas Co. Ltd. | 2,802,265 | |
625,200 | Panasonic Holdings Corp. | 5,485,187 | |
99,400 | Press Kogyo Co. Ltd. | 425,733 | |
477,100 | Renesas Electronics Corp.* | 6,267,004 | |
456,500 | Round One Corp. | 1,655,961 | |
166,500 | Sanwa Holdings Corp. | 2,246,459 | |
250,700 | SCSK Corp. | 4,279,514 | |
43,000 | Sintokogio Ltd. | 298,738 | |
389,300 | Subaru Corp. | 6,738,896 | |
198,900 | Sumitomo Corp. | 3,909,908 | |
288,800 | Sumitomo Mitsui Financial Group, Inc. | 13,922,463 | |
159,400 | Sumitomo Rubber Industries Ltd. | 1,617,052 | |
22,900 | Sumitomo Seika Chemicals Co. Ltd. | 704,289 | |
100,800 | Suzuki Motor Corp. | 3,912,250 | |
80,500 | TBS Holdings, Inc. | 1,312,325 | |
41,700 | Tokai Rika Co. Ltd. | 654,369 | |
104,100 | Tokio Marine Holdings, Inc. | 2,328,948 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Japan - 13.4% - (continued) | |||
124,700 | Tokyo Steel Manufacturing Co. Ltd. | $ 1,441,294 | |
112,300 | Toyoda Gosei Co. Ltd. | 2,231,127 | |
77,100 | Toyota Boshoku Corp. | 1,340,839 | |
37,000 | Toyota Tsusho Corp. | 1,969,743 | |
34,400 | Tsubakimoto Chain Co. | 869,572 | |
20,200 | Tv Tokyo Holdings Corp. | 384,525 | |
104,200 | UBE Corp. | 1,604,554 | |
92,000 | Wakita & Co. Ltd. | 921,046 | |
280,400 | Yamaha Motor Co. Ltd. | 6,852,092 | |
18,700 | Yamato Kogyo Co. Ltd. | 895,931 | |
60,800 | ZOZO, Inc. | 1,156,096 | |
305,532,499 | |||
Luxembourg - 0.1% | |||
43,985 | APERAM SA | 1,218,834 | |
Malaysia - 0.6% | |||
176,700 | Carlsberg Brewery Malaysia Bhd. Class B | 738,027 | |
2,446,100 | CIMB Group Holdings Bhd. | 2,930,665 | |
169,300 | Heineken Malaysia Bhd. | 847,122 | |
202,300 | Hong Leong Bank Bhd. | 823,725 | |
6,318,700 | Public Bank Bhd. | 5,518,763 | |
944,900 | RHB Bank Bhd. | 1,106,763 | |
1,146,500 | YTL Power International Bhd. | 508,110 | |
12,473,175 | |||
Mexico - 1.8% | |||
715,400 | Arca Continental SAB de CV | 6,419,514 | |
622,864 | Bolsa Mexicana de Valores SAB de CV | 969,759 | |
56,086 | Coca-Cola Femsa SAB de CV ADR | 4,263,658 | |
2,031,400 | Concentradora Fibra Danhos SA de CV REIT | 2,179,116 | |
564,700 | Grupo Aeroportuario del Centro Norte SAB de CV | 4,328,980 | |
35,156 | Grupo Aeroportuario del Pacifico SAB de CV ADR | 4,093,213 | |
23,934 | Grupo Aeroportuario del Sureste SAB de CV ADR | 5,174,770 | |
768,500 | Grupo Financiero Banorte SAB de CV Class O | 6,225,494 | |
3,202,799 | Kimberly-Clark de Mexico SAB de CV Class A | 5,869,459 | |
83,680 | Promotora y Operadora de Infraestructura SAB de CV | 689,574 | |
2 | Urbi Desarrollos Urbanos SAB de CV* | 1 | |
40,213,538 | |||
Netherlands - 3.3% | |||
374,884 | ABN AMRO Bank NV GDR(1) | 5,049,164 | |
497,865 | Aegon Ltd. | 2,421,250 | |
56,879 | AMG Critical Materials NV | 1,483,377 | |
150,070 | ASR Nederland NV | 5,600,382 | |
76,979 | Euronext NV(1) | 5,368,406 | |
451,709 | ING Groep NV | 5,791,146 | |
77,260 | Koninklijke Ahold Delhaize NV | 2,287,807 | |
3,312,889 | Koninklijke KPN NV | 11,135,210 | |
178,295 | NN Group NV | 5,718,346 | |
922,137 | Shell PLC | 29,868,256 | |
74,723,344 | |||
Nigeria - 0.1% | |||
2,238,236 | Airtel Africa PLC(1) | 3,082,284 | |
Norway - 1.5% | |||
159,960 | Aker BP ASA(2) | 4,610,304 | |
359,457 | DNB Bank ASA | 6,485,268 | |
507,981 | Equinor ASA | 17,029,147 | |
203,002 | Europris ASA(1) | 1,150,582 | |
120,879 | Hoegh Autoliners ASA | 977,121 | |
704,862 | Var Energi ASA(2) | 2,381,314 | |
92,314 | Wallenius Wilhelmsen ASA | 775,837 | |
33,409,573 | |||
Poland - 0.4% | |||
42,748 | Bank Polska Kasa Opieki SA | 1,298,991 | |
259,792 | InPost SA* | 2,570,588 |
76 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Poland - 0.4% - (continued) | |||
145,447 | Powszechna Kasa Oszczednosci Bank Polski SA* | $ 1,506,651 | |
109,972 | Powszechny Zaklad Ubezpieczen SA | 1,244,430 | |
18,341 | Santander Bank Polska SA* | 1,991,960 | |
8,612,620 | |||
Portugal - 0.3% | |||
474,914 | Galp Energia SGPS SA | 7,149,716 | |
Russia - 0.0% | |||
19,959,800 | RusHydro PJSC*(3) | — | |
Singapore - 2.5% | |||
611,700 | DBS Group Holdings Ltd. | 14,695,062 | |
257,668 | Hafnia Ltd. | 1,693,265 | |
1,456,900 | Oversea-Chinese Banking Corp. Ltd. | 13,507,082 | |
5,549,100 | Singapore Telecommunications Ltd. | 9,642,525 | |
146,371 | STMicroelectronics NV | 5,579,676 | |
524,200 | United Overseas Bank Ltd. | 10,339,682 | |
460,600 | UOL Group Ltd. | 1,983,727 | |
57,441,019 | |||
South Africa - 0.7% | |||
347,208 | Gold Fields Ltd. ADR | 4,520,648 | |
74,534 | Kumba Iron Ore Ltd. | 1,974,856 | |
597,226 | Sappi Ltd. | 1,256,458 | |
510,007 | Truworths International Ltd. | 2,066,024 | |
1,182,744 | Vodacom Group Ltd. | 6,438,697 | |
16,256,683 | |||
South Korea - 3.7% | |||
24,514 | AfreecaTV Co. Ltd. | 1,220,639 | |
30,450 | Asia Paper Manufacturing Co. Ltd. | 885,681 | |
25,716 | Classys, Inc. | 628,281 | |
22,676 | DB Insurance Co. Ltd. | 1,475,275 | |
54,377 | Doosan Bobcat, Inc. | 1,562,306 | |
18,696 | HAESUNG DS Co. Ltd. | 615,170 | |
195,080 | Hana Financial Group, Inc. | 5,672,294 | |
18,238 | Handsome Co. Ltd. | 252,159 | |
45,162 | Hankook Tire & Technology Co. Ltd. | 1,281,315 | |
320,405 | Hanwha Life Insurance Co. Ltd.* | 658,419 | |
24,344 | HL Mando Co. Ltd. | 592,853 | |
10,954 | Hyundai Autoever Corp. | 1,057,582 | |
16,071 | Hyundai Department Store Co. Ltd. | 636,484 | |
130,571 | Hyundai Engineering & Construction Co. Ltd. | 3,238,262 | |
19,381 | Hyundai Glovis Co. Ltd. | 2,459,659 | |
15,510 | Hyundai Motor Co. | 1,954,014 | |
25,254 | Hyundai Wia Corp. | 1,051,266 | |
63,246 | KB Financial Group, Inc. | 2,410,826 | |
39,089 | KH Vatec Co. Ltd. | 418,067 | |
100,427 | Kia Corp. | 5,737,538 | |
163,012 | KT Corp. | 3,943,613 | |
99,347 | LG Electronics, Inc. | 7,369,857 | |
198,506 | LG Uplus Corp. | 1,487,745 | |
37,058 | LOTTE Fine Chemical Co. Ltd. | 1,539,361 | |
6,510 | LS Electric Co. Ltd. | 309,684 | |
455,764 | Samsung Electronics Co. Ltd. | 22,685,598 | |
176,906 | Samsung Engineering Co. Ltd.* | 3,117,902 | |
13,000 | Samsung Fire & Marine Insurance Co. Ltd. | 2,485,892 | |
38,361 | Samsung Life Insurance Co. Ltd. | 2,053,822 | |
63,918 | SK Hynix, Inc. | 5,550,773 | |
23,799 | Youngone Corp. | 956,708 | |
85,309,045 | |||
Spain - 3.0% | |||
276,630 | Acerinox SA | 2,695,162 | |
79,044 | Aena SME SA(1) | 11,469,336 | |
120,353 | Amadeus IT Group SA | 6,868,884 | |
119,821 | Atresmedia Corp. de Medios de Comunicacion SA | 448,978 | |
932,298 | Banco Bilbao Vizcaya Argentaria SA | 7,334,602 | |
1,447,271 | Banco Santander SA | 5,322,966 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
Spain - 3.0% - (continued) | |||
2,273,185 | CaixaBank SA | $ 9,241,724 | |
53,723 | CIE Automotive SA | 1,369,770 | |
108,464 | Indra Sistemas SA | 1,522,963 | |
379,922 | Industria de Diseno Textil SA(2) | 13,114,135 | |
695,317 | Repsol SA | 10,180,934 | |
69,569,454 | |||
Sweden - 1.9% | |||
69,746 | Billerud Aktiebolag | 647,982 | |
76,474 | Evolution AB(1) | 6,814,247 | |
27,887 | Loomis AB | 724,427 | |
65,440 | NCC AB Class B | 670,385 | |
308,297 | Securitas AB Class B | 2,469,584 | |
667,483 | Skandinaviska Enskilda Banken AB Class A | 7,448,784 | |
221,573 | SKF AB Class B | 3,592,244 | |
405,184 | SSAB AB Class A | 2,427,260 | |
889,197 | Stillfront Group AB* | 920,476 | |
643,964 | Svenska Handelsbanken AB Class A | 5,490,237 | |
296,177 | Swedbank AB Class A | 4,864,207 | |
324,044 | Volvo AB Class B | 6,420,993 | |
42,490,826 | |||
Switzerland - 1.8% | |||
10,613 | Baloise Holding AG | 1,523,877 | |
81,143 | Mobilezone Holding AG | 1,233,411 | |
298,807 | Novartis AG | 27,974,179 | |
16,739 | Swisscom AG | 10,029,821 | |
40,761,288 | |||
Taiwan - 4.9% | |||
1,634,000 | ASE Technology Holding Co. Ltd. | 5,720,600 | |
558,000 | Asia Vital Components Co. Ltd. | 4,930,608 | |
5,121,000 | AUO Corp. | 2,478,794 | |
3,684,000 | Cathay Financial Holding Co. Ltd. | 4,999,370 | |
715,000 | Chicony Electronics Co. Ltd. | 2,752,566 | |
430,000 | Chipbond Technology Corp. | 903,222 | |
341,000 | Delta Electronics, Inc. | 3,073,053 | |
796,000 | E Ink Holdings, Inc. | 4,141,684 | |
282,000 | Elite Material Co. Ltd. | 3,146,540 | |
55,000 | FLEXium Interconnect, Inc. | 141,856 | |
603,000 | Gold Circuit Electronics Ltd. | 3,299,519 | |
2,133,000 | Hon Hai Precision Industry Co. Ltd. | 6,366,394 | |
136,000 | Lotes Co. Ltd. | 3,472,877 | |
297,000 | MediaTek, Inc. | 7,751,508 | |
858,000 | Novatek Microelectronics Corp. | 12,083,272 | |
487,000 | Powertech Technology, Inc. | 1,582,182 | |
382,000 | Radiant Opto-Electronics Corp. | 1,464,199 | |
654,000 | Realtek Semiconductor Corp. | 8,150,713 | |
1,728,000 | Taiwan Semiconductor Manufacturing Co. Ltd. | 28,222,570 | |
386,000 | Tripod Technology Corp. | 1,976,169 | |
91,000 | Wiwynn Corp. | 4,311,865 | |
110,969,561 | |||
Thailand - 1.1% | |||
757,600 | Advanced Info Service PCL NVDR | 4,640,231 | |
1,177,000 | Bangchak Corp. PCL NVDR | 1,351,764 | |
1,490,900 | Bangkok Bank PCL NVDR | 6,533,273 | |
1,841,800 | Kasikornbank PCL NVDR | 6,735,922 | |
7,789,500 | Krung Thai Bank PCL NVDR | 4,072,850 | |
2,004,600 | Thai Oil PCL NVDR | 2,624,627 | |
25,958,667 | |||
United Kingdom - 14.4% | |||
59,781 | 4imprint Group PLC | 3,658,678 | |
234,003 | AstraZeneca PLC | 29,298,020 | |
493,167 | Auto Trader Group PLC(1) | 3,730,438 | |
3,849,299 | Barclays PLC | 6,178,301 | |
839,598 | Barratt Developments PLC | 4,234,257 | |
1,025,512 | Beazley PLC | 6,424,178 |
77 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.4% - (continued) | |||
United Kingdom - 14.4% - (continued) | |||
82,062 | Bellway PLC | $ 2,088,371 | |
3,962,373 | BP PLC | 24,194,300 | |
463,882 | Britvic PLC | 4,724,854 | |
3,681,008 | BT Group PLC | 5,055,593 | |
254,308 | Bunzl PLC | 9,072,737 | |
128,242 | Burberry Group PLC | 2,643,074 | |
325,944 | Central Asia Metals PLC | 648,924 | |
6,232,094 | Centrica PLC | 11,930,074 | |
128,147 | Coats Group PLC | 105,291 | |
206,510 | Compass Group PLC | 5,206,397 | |
44,612 | DCC PLC | 2,478,375 | |
378,457 | Diageo PLC | 14,311,720 | |
468,851 | Direct Line Insurance Group PLC* | 864,446 | |
747,213 | Drax Group PLC | 3,838,051 | |
1,068,376 | DS Smith PLC | 3,705,628 | |
147,109 | Dunelm Group PLC | 1,744,703 | |
159,801 | Gamma Communications PLC | 2,036,075 | |
531,597 | Hargreaves Lansdown PLC | 4,578,351 | |
22,643 | Hill & Smith PLC | 453,903 | |
348,746 | Howden Joinery Group PLC | 2,708,397 | |
3,147,417 | HSBC Holdings PLC | 22,687,940 | |
729,615 | IG Group Holdings PLC | 5,668,083 | |
240,875 | IMI PLC | 4,301,796 | |
271,068 | Inchcape PLC | 2,197,676 | |
172,043 | InterContinental Hotels Group PLC | 12,191,398 | |
3,598,433 | ITV PLC | 2,801,862 | |
191,164 | Lancashire Holdings Ltd. | 1,319,749 | |
6,819,223 | Lloyds Banking Group PLC | 3,318,907 | |
1,820,748 | Man Group PLC | 4,868,018 | |
492,610 | Mitie Group PLC | 591,255 | |
1,107,134 | Moneysupermarket.com Group PLC | 3,493,766 | |
453,857 | NatWest Group PLC | 987,509 | |
140,032 | Next 15 Group PLC | 1,075,675 | |
138,618 | Next PLC | 11,622,064 | |
110,957 | Norcros PLC | 192,179 | |
501,587 | Pagegroup PLC | 2,298,613 | |
392,364 | Persimmon PLC | 4,859,035 | |
101,995 | Rathbones Group PLC | 1,860,586 | |
263,150 | Reckitt Benckiser Group PLC | 17,606,557 | |
104,518 | Redde Northgate PLC | 426,842 | |
176,379 | Severn Trent PLC | 5,693,926 | |
67,035 | Spectris PLC | 2,533,046 | |
321,635 | SSE PLC | 6,392,031 | |
744,839 | Standard Chartered PLC | 5,710,927 | |
186,886 | Subsea 7 SA | 2,454,902 | |
3,844,926 | Taylor Wimpey PLC | 5,193,121 | |
1,394,858 | Tesco PLC | 4,577,307 | |
593,053 | Unilever PLC | 28,087,358 | |
397,251 | United Utilities Group PLC | 5,137,870 | |
212,770 | Vistry Group PLC | 1,833,932 | |
190,265 | YouGov PLC | 1,965,688 | |
329,862,754 | |||
United States - 3.3% | |||
98,068 | BRP, Inc. | 6,628,386 | |
65,265 | Experian PLC | 1,980,061 | |
824,159 | GSK PLC | 14,692,085 | |
62,545 | Nestle SA | 6,744,773 | |
24,427 | Roche Holding AG | 6,295,071 | |
274,912 | Sanofi SA | 24,963,724 | |
388,822 | Stellantis NV | 7,264,106 | |
427,914 | Tenaris SA | 6,719,195 | |
75,287,401 | |||
Total Common Stocks (cost $2,167,532,580) | $ 2,226,030,324 |
Shares or Principal Amount | Market Value† | ||
PREFERRED STOCKS - 0.3% | |||
Brazil - 0.2% | |||
790,800 | Banco Bradesco SA (Preference Shares)(5) | $ 2,194,336 | |
2,102,553 | Cia de Saneamento do Parana (Preference Shares)(5) | 1,818,244 | |
687,000 | Marcopolo SA (Preference Shares)(5) | 714,014 | |
235,100 | Randon SA Implementos e Participacoes (Preference Shares)(5) | 508,740 | |
5,235,334 | |||
Germany - 0.1% | |||
347,826 | Schaeffler AG (Preference Shares)(5) | 1,805,238 | |
Total Preferred Stocks (cost $9,160,816) | $ 7,040,572 | ||
Total Long-Term Investments (cost $2,176,693,396) | $ 2,233,070,896 | ||
SHORT-TERM INVESTMENTS - 2.6% | |||
Other Investment Pools & Funds - 1.7% | |||
37,952,741 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(6) | $ 37,952,741 | |
Securities Lending Collateral - 0.9% | |||
3,314,293 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(6) | 3,314,293 | |
11,047,644 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(6) | 11,047,644 | |
3,314,293 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(6) | 3,314,293 | |
3,314,293 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(6) | 3,314,293 | |
20,990,523 | |||
Total Short-Term Investments (cost $58,943,264) | $ 58,943,264 | ||
Total Investments (cost $2,235,636,660) | 100.3% | $ 2,292,014,160 | |
Other Assets and Liabilities | (0.3)% | (7,479,586) | |
Total Net Assets | 100.0% | $ 2,284,534,574 |
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. |
78 |
October 31, 2023
(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, 2023, the aggregate value of these securities was $56,568,365, representing 2.5% 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) | Investment valued using significant unobservable inputs. |
(4) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2023, the aggregate value of this security was $908,119, representing 0.0% of net assets. |
(5) | Currently no rate available. |
(6) | Current yield as of period end. |
Futures Contracts Outstanding at October 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 394 | 12/15/2023 | $ 38,889,770 | $ (1,396,736) | ||||
Total futures contracts | $ (1,396,736) |
Foreign Currency Contracts Outstanding at October 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
24,205,936 | USD | 19,870,300 | GBP | JPM | 11/29/2023 | $ 50,258 | ||||
70,286,767 | USD | 57,777,100 | GBP | UBS | 11/29/2023 | 49,024 | ||||
Total foreign currency contracts | $ 99,282 |
79 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 91,557,802 | $ — | $ 91,557,802 | $ — | ||||
Austria | 19,323,410 | 529,298 | 18,794,112 | — | ||||
Belgium | 18,504,169 | — | 18,504,169 | — | ||||
Brazil | 22,112,141 | 22,112,141 | — | — | ||||
Canada | 121,294,247 | 121,294,247 | — | — | ||||
China | 150,424,312 | 14,166,261 | 136,258,051 | — | ||||
Cyprus | 421,952 | 421,952 | — | — | ||||
Czech Republic | 9,238,661 | 8,230,066 | 1,008,595 | — | ||||
Denmark | 21,927,985 | — | 21,927,985 | — | ||||
Finland | 13,451,377 | 553,737 | 12,897,640 | — | ||||
France | 142,661,609 | — | 142,661,609 | — | ||||
Georgia | 3,140,719 | 3,140,719 | — | — | ||||
Germany | 56,092,394 | — | 56,092,394 | — | ||||
Greece | 18,672,718 | 5,623,157 | 13,049,561 | — | ||||
Hong Kong | 14,696,772 | — | 14,696,772 | — | ||||
Hungary | 7,549,557 | 5,067,206 | 2,482,351 | — | ||||
India | 41,470,299 | 4,329,275 | 37,141,024 | — | ||||
Indonesia | 32,127,152 | — | 32,127,152 | — | ||||
Ireland | 12,367,386 | 4,544,326 | 7,823,060 | — | ||||
Italy | 88,673,381 | — | 88,673,381 | — | ||||
Japan | 305,532,499 | — | 305,532,499 | — | ||||
Luxembourg | 1,218,834 | — | 1,218,834 | — | ||||
Malaysia | 12,473,175 | 1,585,149 | 10,888,026 | — | ||||
Mexico | 40,213,538 | 40,213,537 | 1 | — | ||||
Netherlands | 74,723,344 | — | 74,723,344 | — | ||||
Nigeria | 3,082,284 | 3,082,284 | — | — | ||||
Norway | 33,409,573 | 977,121 | 32,432,452 | — | ||||
Poland | 8,612,620 | — | 8,612,620 | — | ||||
Portugal | 7,149,716 | — | 7,149,716 | — | ||||
Russia | — | — | — | — | ||||
Singapore | 57,441,019 | — | 57,441,019 | — | ||||
South Africa | 16,256,683 | 16,256,683 | — | — | ||||
South Korea | 85,309,045 | — | 85,309,045 | — | ||||
Spain | 69,569,454 | — | 69,569,454 | — | ||||
Sweden | 42,490,826 | — | 42,490,826 | — | ||||
Switzerland | 40,761,288 | — | 40,761,288 | — | ||||
Taiwan | 110,969,561 | — | 110,969,561 | — | ||||
Thailand | 25,958,667 | — | 25,958,667 | — | ||||
United Kingdom | 329,862,754 | 19,991,179 | 309,871,575 | — | ||||
United States | 75,287,401 | 6,628,386 | 68,659,015 | — | ||||
Preferred Stocks | 7,040,572 | 5,235,334 | 1,805,238 | — | ||||
Short-Term Investments | 58,943,264 | 58,943,264 | — | — | ||||
Foreign Currency Contracts(2) | 99,282 | — | 99,282 | — | ||||
Total | $ 2,292,113,442 | $ 342,925,322 | $ 1,949,188,120 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (1,396,736) | $ (1,396,736) | $ — | $ — | ||||
Total | $ (1,396,736) | $ (1,396,736) | $ — | $ — |
(1) | For the year ended October 31, 2023, 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. |
80 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.5% | |||
Australia - 2.1% | |||
1,588,191 | Rio Tinto PLC | $ 101,327,306 | |
Austria - 2.0% | |||
2,698,286 | Erste Group Bank AG | 96,623,646 | |
Brazil - 3.2% | |||
27,572,665 | B3 SA - Brasil Bolsa Balcao | 60,704,434 | |
75,818 | MercadoLibre, Inc.* | 94,070,426 | |
154,774,860 | |||
China - 4.2% | |||
5,975,800 | Alibaba Group Holding Ltd.* | 61,521,296 | |
1,849,869 | Contemporary Amperex Technology Co. Ltd. Class A | 46,971,508 | |
2,583,300 | Tencent Holdings Ltd. | 95,604,653 | |
204,097,457 | |||
Denmark - 4.9% | |||
1,667,466 | Novo Nordisk AS Class B | 160,870,795 | |
3,543,662 | Vestas Wind Systems AS* | 76,808,043 | |
237,678,838 | |||
France - 5.0% | |||
4,484,028 | Carrefour SA | 78,611,560 | |
549,856 | EssilorLuxottica SA | 99,569,814 | |
766,973 | Legrand SA | 66,348,044 | |
244,529,418 | |||
Germany - 7.2% | |||
2,844,889 | Infineon Technologies AG | 83,099,798 | |
1,173,870 | SAP SE | 157,453,916 | |
833,296 | Siemens AG | 110,577,420 | |
351,131,134 | |||
Hong Kong - 2.5% | |||
13,961,000 | AIA Group Ltd. | 121,234,571 | |
India - 2.4% | |||
6,493,725 | HDFC Bank Ltd. | 115,228,097 | |
Italy - 1.4% | |||
5,949,588 | FinecoBank Banca Fineco SpA | 70,185,164 | |
Japan - 12.1% | |||
2,705,500 | Bridgestone Corp. | 102,390,198 | |
3,357,700 | KDDI Corp. | 100,444,671 | |
188,800 | Keyence Corp. | 73,087,963 | |
11,961,300 | Mitsubishi UFJ Financial Group, Inc. | 100,345,105 | |
2,415,500 | Recruit Holdings Co. Ltd. | 69,258,899 | |
105,300 | Shimano, Inc. | 15,153,308 | |
144,400 | SMC Corp. | 66,678,570 | |
2,412,100 | Terumo Corp. | 65,990,671 | |
593,349,385 | |||
Netherlands - 6.0% | |||
223,418 | ASML Holding NV | 134,301,130 | |
4,938,859 | Shell PLC | 161,340,827 | |
295,641,957 | |||
South Korea - 3.1% | |||
3,079,389 | Samsung Electronics Co. Ltd. | 153,276,212 | |
Spain - 1.8% | |||
8,101,157 | Iberdrola SA | 90,101,214 | |
Sweden - 1.6% | |||
942,643 | Nibe Industrier AB Class B | 5,429,023 | |
8,342,543 | Svenska Handelsbanken AB Class A | 71,125,929 | |
76,554,952 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.5% - (continued) | |||
Switzerland - 3.4% | |||
9,068 | Chocoladefabriken Lindt & Spruengli AG | $ 100,393,711 | |
187,468 | Lonza Group AG | 65,652,028 | |
166,045,739 | |||
Taiwan - 2.6% | |||
7,693,000 | Taiwan Semiconductor Manufacturing Co. Ltd. | 125,645,969 | |
United Kingdom - 15.7% | |||
682,750 | AstraZeneca PLC | 85,482,764 | |
2,512,097 | Bunzl PLC | 89,622,012 | |
3,028,162 | Burberry Group PLC | 62,410,570 | |
2,845,718 | Diageo PLC | 107,613,597 | |
6,530,952 | National Grid PLC | 77,868,335 | |
1,542,941 | Reckitt Benckiser Group PLC | 103,233,435 | |
3,432,642 | RELX PLC | 119,894,253 | |
2,497,270 | Unilever PLC | 118,272,256 | |
764,397,222 | |||
United States - 14.3% | |||
761,393 | ARM Holdings PLC ADR*(1) | 37,529,061 | |
31,322 | Booking Holdings, Inc.* | 87,374,598 | |
5,747,376 | GSK PLC | 102,457,097 | |
254,686 | Lululemon Athletica, Inc.* | 100,213,847 | |
4,481 | Nestle SA | 483,226 | |
472,905 | Roche Holding AG | 121,872,141 | |
1,334,174 | Sanofi SA | 121,151,318 | |
828,238 | Schneider Electric SE | 127,430,462 | |
698,511,750 | |||
Total Common Stocks (cost $4,728,044,673) | $ 4,660,334,891 | ||
PREFERRED STOCKS - 1.5% | |||
Germany - 1.5% | |||
860,897 | Dr Ing hc F Porsche AG (Preference Shares)(2)(3) | $ 75,453,341 | |
Total Preferred Stocks (cost $77,424,419) | $ 75,453,341 | ||
Total Long-Term Investments (cost $4,805,469,092) | $ 4,735,788,232 | ||
SHORT-TERM INVESTMENTS - 3.8% | |||
Other Investment Pools & Funds - 3.1% | |||
150,871,309 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(4) | $ 150,871,309 | |
Securities Lending Collateral - 0.7% | |||
5,201,257 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(4) | 5,201,257 | |
17,337,523 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(4) | 17,337,523 |
81 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.8% - (continued) | |||
Securities Lending Collateral - 0.7% - (continued) | |||
5,201,257 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(4) | $ 5,201,257 | |
5,201,257 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(4) | 5,201,257 | |
32,941,294 | |||
Total Short-Term Investments (cost $183,812,603) | $ 183,812,603 | ||
Total Investments (cost $4,989,281,695) | 100.8% | $ 4,919,600,835 | |
Other Assets and Liabilities | (0.8)% | (37,104,648) | |
Total Net Assets | 100.0% | $ 4,882,496,187 |
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. |
* | 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, 2023, the aggregate value of this security was $75,453,341, representing 1.5% of net assets. |
(3) | Currently no rate available. |
(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 | ||||||||
Australia | $ 101,327,306 | $ — | $ 101,327,306 | $ — | ||||
Austria | 96,623,646 | — | 96,623,646 | — | ||||
Brazil | 154,774,860 | 154,774,860 | — | — | ||||
China | 204,097,457 | — | 204,097,457 | — | ||||
Denmark | 237,678,838 | — | 237,678,838 | — | ||||
France | 244,529,418 | — | 244,529,418 | — | ||||
Germany | 351,131,134 | — | 351,131,134 | — | ||||
Hong Kong | 121,234,571 | — | 121,234,571 | — | ||||
India | 115,228,097 | — | 115,228,097 | — | ||||
Italy | 70,185,164 | — | 70,185,164 | — | ||||
Japan | 593,349,385 | — | 593,349,385 | — | ||||
Netherlands | 295,641,957 | — | 295,641,957 | — | ||||
South Korea | 153,276,212 | — | 153,276,212 | — | ||||
Spain | 90,101,214 | — | 90,101,214 | — | ||||
Sweden | 76,554,952 | — | 76,554,952 | — | ||||
Switzerland | 166,045,739 | — | 166,045,739 | — | ||||
Taiwan | 125,645,969 | — | 125,645,969 | — | ||||
United Kingdom | 764,397,222 | — | 764,397,222 | — | ||||
United States | 698,511,750 | 225,117,506 | 473,394,244 | — | ||||
Preferred Stocks | 75,453,341 | — | 75,453,341 | — | ||||
Short-Term Investments | 183,812,603 | 183,812,603 | — | — | ||||
Total | $ 4,919,600,835 | $ 563,704,969 | $ 4,355,895,866 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
82 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.9% | |||
Other Asset-Backed Securities - 1.9% | |||
$ 486,000 | Cedar Funding VI CLO Ltd. 6.73%, 04/20/2034, 3 mo. USD Term SOFR + 1.31%(1)(2) | $ 479,760 | |
475,911 | Dewolf Park CLO Ltd. 6.58%, 10/15/2030, 3 mo. USD Term SOFR + 1.18%(1)(2) | 473,526 | |
518,346 | GoldenTree Loan Management U.S. CLO 2 Ltd. 6.59%, 11/20/2030, 3 mo. USD Term SOFR + 1.17%(1)(2) | 515,837 | |
781,994 | Madison Park Funding XVIII Ltd. 6.61%, 10/21/2030, 3 mo. USD Term SOFR + 1.20%(1)(2) | 778,630 | |
578,586 | Madison Park Funding XXVI Ltd. 6.85%, 07/29/2030, 3 mo. USD Term SOFR + 1.20%(1)(2) | 577,778 | |
220,067 | Octagon Investment Partners 30 Ltd. 6.68%, 03/17/2030, 3 mo. USD Term SOFR + 1.26%(1)(2) | 218,990 | |
3,044,521 | |||
Whole Loan Collateral CMO - 0.0% | |||
Towd Point Mortgage Trust | |||
953 | 2.75%, 04/25/2057(1)(3) | 947 | |
34,113 | 2.75%, 06/25/2057(1)(3) | 32,139 | |
28,491 | 2.75%, 07/25/2057(1)(3) | 27,820 | |
60,906 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $3,124,810) | $ 3,105,427 | ||
CORPORATE BONDS - 43.3% | |||
Auto Manufacturers - 1.1% | |||
636,000 | General Motors Financial Co., Inc. 1.50%, 06/10/2026 | $ 561,407 | |
1,325,000 | Hyundai Capital America 1.50%, 06/15/2026(1) | 1,175,528 | |
1,736,935 | |||
Auto Parts & Equipment - 0.7% | |||
Magna International, Inc. | |||
53,000 | 4.15%, 10/01/2025 | 51,465 | |
1,109,000 | 5.98%, 03/21/2026 | 1,109,340 | |
1,160,805 | |||
Beverages - 1.0% | |||
1,417,000 | Bacardi Ltd./Bacardi-Martini BV 5.40%, 06/15/2033(1) | 1,297,044 | |
433,000 | JDE Peet's NV 1.38%, 01/15/2027(1) | 372,025 | |
1,669,069 | |||
Commercial Banks - 13.5% | |||
320,000 | AIB Group PLC 6.61%, 09/13/2029, (6.61% fixed rate until 09/13/2028; 6 mo. USD SOFR + 2.33% thereafter)(1)(4) | 313,148 | |
600,000 | Banco Santander SA 6.61%, 11/07/2028 | 600,254 | |
Bank of America Corp. | |||
612,000 | 2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.32% thereafter)(4) | 470,171 | |
822,000 | 3.25%, 10/21/2027 | 743,016 | |
512,000 | 3.50%, 04/19/2026 | 483,290 | |
606,000 | 3.85%, 03/08/2037, (3.85% fixed rate until 03/08/2032; 5 yr. USD CMT + 2.00% thereafter)(4) | 479,274 | |
434,000 | 5.08%, 01/20/2027, (5.08% fixed rate until 01/20/2026; 6 mo. USD SOFR + 1.29% thereafter)(4) | 422,560 | |
285,000 | Bank of Ireland Group PLC 4.50%, 11/25/2023(1) | 284,302 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 43.3% - (continued) | |||
Commercial Banks - 13.5% - (continued) | |||
Barclays PLC | |||
$ 1,136,000 | 3.56%, 09/23/2035, (3.56% fixed rate until 09/23/2030; 5 yr. USD CMT + 2.90% thereafter)(4) | $ 857,028 | |
448,000 | 6.49%, 09/13/2029, (6.49% fixed rate until 09/13/2028; 6 mo. USD SOFR + 2.22% thereafter)(4) | 437,000 | |
506,000 | 6.50%, 09/13/2027, (6.50% fixed rate until 09/13/2026; 6 mo. USD SOFR + 1.88% thereafter)(4) | 501,216 | |
444,000 | 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 1 yr. USD CMT + 3.05% thereafter)(4) | 449,112 | |
709,000 | Citibank NA 5.80%, 09/29/2028 | 700,630 | |
Citigroup, Inc. | |||
1,526,000 | 3.20%, 10/21/2026 | 1,406,847 | |
56,000 | 4.30%, 11/20/2026 | 52,622 | |
1,227,000 | Goldman Sachs Group, Inc. 4.48%, 08/23/2028, (4.48% fixed rate until 08/23/2027; 6 mo. USD SOFR + 1.73% thereafter)(4) | 1,149,247 | |
Lloyds Banking Group PLC | |||
1,312,000 | 1.63%, 05/11/2027, (1.63% fixed rate until 05/11/2026; 1 yr. USD CMT + 0.85% thereafter)(4) | 1,161,968 | |
280,000 | 2.44%, 02/05/2026, (2.44% fixed rate until 02/05/2025; 1 yr. USD CMT + 1.00% thereafter)(4) | 265,415 | |
555,000 | 3.75%, 03/18/2028, (3.75% fixed rate until 03/18/2027; 1 yr. USD CMT + 1.80% thereafter)(4) | 506,033 | |
828,000 | Macquarie Group Ltd. 1.63%, 09/23/2027, (1.63% fixed rate until 09/23/2026; 6 mo. USD SOFR + 0.91% thereafter)(1)(4) | 720,343 | |
791,000 | Morgan Stanley 2.63%, 02/18/2026, (2.63% fixed rate until 02/18/2025; 6 mo. USD SOFR + 0.94% thereafter)(4) | 753,077 | |
640,000 | National Securities Clearing Corp. 5.00%, 05/30/2028(1) | 621,624 | |
NatWest Group PLC | |||
1,062,000 | 3.07%, 05/22/2028, (3.07% fixed rate until 05/22/2027; 1 yr. USD CMT + 2.55% thereafter)(4) | 939,758 | |
282,000 | 7.47%, 11/10/2026, (7.47% fixed rate until 11/10/2025; 1 yr. USD CMT + 2.85% thereafter)(4) | 286,927 | |
PNC Financial Services Group, Inc. | |||
726,000 | 5.58%, 06/12/2029, (5.58% fixed rate until 06/12/2028; 6 mo. USD SOFR + 1.84% thereafter)(4) | 695,488 | |
589,000 | 5.94%, 08/18/2034, (5.94% fixed rate until 08/18/2033; 6 mo. USD SOFR + 1.95% thereafter)(4) | 550,107 | |
316,000 | 6.88%, 10/20/2034, (6.88% fixed rate until 10/20/2033; 6 mo. USD SOFR + 2.28% thereafter)(4) | 316,297 | |
Santander U.K. Group Holdings PLC | |||
400,000 | 1.09%, 03/15/2025, (1.09% fixed rate until 03/15/2024; 6 mo. USD SOFR + 0.79% thereafter)(4) | 390,627 | |
805,000 | 1.67%, 06/14/2027, (1.67% fixed rate until 06/14/2026; 6 mo. USD SOFR + 0.99% thereafter)(4) | 701,522 | |
408,000 | Truist Financial Corp. 7.16%, 10/30/2029, (7.16% fixed rate until 10/30/2028; 6 mo. USD SOFR + 2.45% thereafter)(4) | 410,515 |
83 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 43.3% - (continued) | |||
Commercial Banks - 13.5% - (continued) | |||
U.S. Bancorp | |||
$ 424,000 | 5.78%, 06/12/2029, (5.78% fixed rate until 06/12/2028; 2 mo. USD SOFR + 2.02% thereafter)(4) | $ 407,900 | |
479,000 | 5.84%, 06/12/2034, (5.84% fixed rate until 06/10/2033; 6 mo. USD SOFR + 2.26% thereafter)(4) | 442,318 | |
386,000 | UniCredit SpA 3.13%, 06/03/2032, (3.13% fixed rate until 06/03/2031; 1 yr. USD CMT + 1.55% thereafter)(1)(4) | 289,731 | |
Wells Fargo & Co. | |||
1,831,000 | 2.39%, 06/02/2028, (2.39% fixed rate until 06/02/2027; 6 mo. USD SOFR + 2.10% thereafter)(4) | 1,596,611 | |
527,000 | 4.81%, 07/25/2028, (4.81% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.98% thereafter)(4) | 498,756 | |
1,117,000 | 5.57%, 07/25/2029, (5.57% fixed rate until 07/25/2028; 2 mo. USD SOFR + 1.74% thereafter)(4) | 1,076,462 | |
21,981,196 | |||
Commercial Services - 0.5% | |||
282,000 | Quanta Services, Inc. 0.95%, 10/01/2024 | 268,666 | |
697,000 | S&P Global, Inc. 2.70%, 03/01/2029 | 604,711 | |
873,377 | |||
Diversified Financial Services - 1.1% | |||
929,000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust 3.30%, 01/30/2032 | 720,876 | |
405,000 | Ally Financial, Inc. 2.20%, 11/02/2028 | 311,115 | |
Capital One Financial Corp. | |||
435,000 | 3.27%, 03/01/2030, (3.27% fixed rate until 03/01/2029; 6 mo. USD SOFR + 1.79% thereafter)(4) | 356,928 | |
365,000 | 7.62%, 10/30/2031, (7.62% fixed rate until 10/30/2030; 6 mo. USD SOFR + 3.07% thereafter)(4) | 365,267 | |
1,754,186 | |||
Electric - 3.5% | |||
863,000 | AES Corp. 5.45%, 06/01/2028 | 824,460 | |
Enel Finance International NV | |||
1,039,000 | 1.88%, 07/12/2028(1) | 852,051 | |
280,000 | 4.63%, 06/15/2027(1) | 264,670 | |
531,000 | 7.50%, 10/14/2032(1) | 549,974 | |
717,000 | Pacific Gas & Electric Co. 6.15%, 01/15/2033 | 661,274 | |
1,827,000 | Public Service Enterprise Group, Inc. 1.60%, 08/15/2030 | 1,373,867 | |
559,000 | Sempra 3.70%, 04/01/2029 | 495,764 | |
643,000 | Southern California Edison Co. 5.30%, 03/01/2028 | 628,930 | |
5,650,990 | |||
Entertainment - 0.4% | |||
Warnermedia Holdings, Inc. | |||
380,000 | 3.76%, 03/15/2027 | 350,060 | |
381,000 | 5.05%, 03/15/2042 | 283,680 | |
633,740 | |||
Environmental Control - 1.5% | |||
1,309,000 | Republic Services, Inc. 2.38%, 03/15/2033 | 980,284 | |
1,472,000 | Waste Management, Inc. 4.63%, 02/15/2030 | 1,385,255 | |
2,365,539 | |||
Healthcare - Products - 0.0% | |||
39,000 | Boston Scientific Corp. 3.45%, 03/01/2024 | 38,656 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 43.3% - (continued) | |||
Healthcare - Services - 0.2% | |||
$ 11,000 | Elevance Health, Inc. 4.10%, 03/01/2028 | $ 10,281 | |
335,000 | Humana, Inc. 3.70%, 03/23/2029 | 303,159 | |
313,440 | |||
Household Products - 0.2% | |||
326,000 | Kenvue, Inc. 5.35%, 03/22/2026 | 324,824 | |
Insurance - 1.8% | |||
2,000 | Aflac, Inc. 6.45%, 08/15/2040 | 1,910 | |
513,000 | Corebridge Financial, Inc. 3.65%, 04/05/2027 | 470,059 | |
701,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 586,591 | |
100,000 | Equitable Holdings, Inc. 4.35%, 04/20/2028 | 91,579 | |
877,000 | Guardian Life Global Funding 3.25%, 03/29/2027(1) | 806,234 | |
325,000 | Metropolitan Life Global Funding I 5.15%, 03/28/2033(1) | 298,082 | |
624,000 | Willis North America, Inc. 4.65%, 06/15/2027 | 594,149 | |
2,848,604 | |||
IT Services - 0.3% | |||
859,000 | Dell International LLC/EMC Corp. 3.38%, 12/15/2041 | 555,890 | |
Media - 0.9% | |||
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
1,199,000 | 2.25%, 01/15/2029 | 971,488 | |
856,000 | 3.50%, 06/01/2041 | 515,338 | |
36,000 | Discovery Communications LLC 3.63%, 05/15/2030 | 30,033 | |
1,516,859 | |||
Mining - 0.4% | |||
831,000 | Anglo American Capital PLC 2.25%, 03/17/2028(1) | 704,196 | |
Oil & Gas - 1.2% | |||
52,000 | Cenovus Energy, Inc. 6.75%, 11/15/2039 | 50,427 | |
766,000 | Ovintiv, Inc. 5.65%, 05/15/2028 | 744,073 | |
Phillips 66 Co. | |||
524,000 | 3.75%, 03/01/2028 | 482,827 | |
756,000 | 4.95%, 12/01/2027 | 734,722 | |
2,012,049 | |||
Pharmaceuticals - 2.2% | |||
AbbVie, Inc. | |||
778,000 | 3.20%, 11/21/2029 | 678,537 | |
108,000 | 3.85%, 06/15/2024 | 106,538 | |
42,000 | Becton Dickinson & Co. 3.73%, 12/15/2024 | 40,969 | |
1,624,000 | Cigna Group 5.69%, 03/15/2026 | 1,617,001 | |
CVS Health Corp. | |||
41,000 | 4.30%, 03/25/2028 | 38,435 | |
1,073,000 | 5.13%, 02/21/2030 | 1,014,796 | |
3,496,276 | |||
Pipelines - 2.5% | |||
Columbia Pipelines Operating Co. LLC | |||
39,000 | 5.93%, 08/15/2030(1) | 37,706 | |
656,000 | 6.04%, 11/15/2033(1) | 624,124 | |
591,000 | Enbridge, Inc. 5.70%, 03/08/2033 | 553,616 | |
552,000 | Energy Transfer LP 6.55%, 12/01/2033 | 545,071 | |
167,000 | MPLX LP 5.00%, 03/01/2033 | 148,237 | |
Plains All American Pipeline LP/PAA Finance Corp. | |||
219,000 | 3.55%, 12/15/2029 | 186,249 | |
810,000 | 3.80%, 09/15/2030 | 683,770 | |
1,304,000 | TransCanada PipeLines Ltd. 6.20%, 03/09/2026 | 1,303,302 | |
4,082,075 |
84 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 43.3% - (continued) | |||
Real Estate Investment Trusts - 3.7% | |||
$ 450,000 | Alexandria Real Estate Equities, Inc. 2.00%, 05/18/2032 | $ 317,414 | |
American Tower Corp. | |||
489,000 | 2.40%, 03/15/2025 | 464,336 | |
866,000 | 3.65%, 03/15/2027 | 797,680 | |
Boston Properties LP | |||
551,000 | 2.45%, 10/01/2033 | 358,988 | |
1,057,000 | 3.40%, 06/21/2029 | 856,450 | |
Crown Castle, Inc. | |||
158,000 | 3.20%, 09/01/2024 | 154,285 | |
706,000 | 3.80%, 02/15/2028 | 637,032 | |
433,000 | Equinix, Inc. 3.90%, 04/15/2032 | 361,103 | |
291,000 | ERP Operating LP 3.00%, 07/01/2029 | 250,036 | |
144,000 | Healthcare Realty Holdings LP 2.40%, 03/15/2030 | 109,321 | |
725,000 | Kimco Realty OP LLC 2.70%, 10/01/2030 | 571,617 | |
1,063,000 | Sabra Health Care LP 3.20%, 12/01/2031 | 781,716 | |
412,000 | VICI Properties LP 4.95%, 02/15/2030 | 367,290 | |
6,027,268 | |||
Retail - 1.0% | |||
872,000 | AutoZone, Inc. 6.55%, 11/01/2033 | 876,603 | |
441,000 | Genuine Parts Co. 2.75%, 02/01/2032 | 332,974 | |
414,000 | Tractor Supply Co. 5.25%, 05/15/2033 | 379,805 | |
1,589,382 | |||
Semiconductors - 0.2% | |||
261,000 | Qorvo, Inc. 1.75%, 12/15/2024(1) | 246,117 | |
Software - 1.2% | |||
Oracle Corp. | |||
1,344,000 | 4.65%, 05/06/2030 | 1,233,412 | |
522,000 | 4.90%, 02/06/2033 | 469,632 | |
166,000 | Take-Two Interactive Software, Inc. 3.70%, 04/14/2027 | 154,575 | |
140,000 | VMware, Inc. 2.20%, 08/15/2031 | 103,750 | |
1,961,369 | |||
Telecommunications - 2.5% | |||
999,000 | AT&T, Inc. 5.40%, 02/15/2034 | 918,733 | |
613,000 | Rogers Communications, Inc. 3.20%, 03/15/2027 | 557,500 | |
T-Mobile USA, Inc. | |||
895,000 | 3.88%, 04/15/2030 | 780,502 | |
666,000 | 5.05%, 07/15/2033 | 603,290 | |
497,000 | 5.75%, 01/15/2034 | 472,652 | |
Verizon Communications, Inc. | |||
199,000 | 3.15%, 03/22/2030 | 167,256 | |
557,000 | 4.33%, 09/21/2028 | 518,877 | |
4,018,810 | |||
Water - 1.7% | |||
950,000 | American Water Capital Corp. 4.45%, 06/01/2032 | 856,477 | |
1,880,000 | United Utilities PLC 6.88%, 08/15/2028 | 1,943,381 | |
2,799,858 | |||
Total Corporate Bonds (cost $77,088,390) | $ 70,361,510 | ||
MUNICIPAL BONDS - 2.4% | |||
General - 0.1% | |||
200,000 | Philadelphia Auth for Industrial Dev, PA, Rev 3.96%, 04/15/2026 | $ 194,392 | |
Power - 0.7% | |||
1,175,000 | Louisiana Local Government Environmental Facs & Community Dev Auth, LA, Rev 4.15%, 02/01/2033 | 1,089,680 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 2.4% - (continued) | |||
Tobacco - 1.0% | |||
$ 1,935,000 | Golden State Tobacco Securitization Corp., CA, Rev, (ST APPROP Insured) 3.00%, 06/01/2046 | $ 1,706,050 | |
Utilities - 0.6% | |||
335,146 | Oklahoma Dev Finance Auth, OK, Rev 3.88%, 05/01/2037 | 310,440 | |
Texas Natural Gas Securitization Finance Corp., TX, Rev | |||
395,000 | 5.10%, 04/01/2035 | 382,268 | |
330,000 | 5.17%, 04/01/2041 | 305,103 | |
997,811 | |||
Total Municipal Bonds (cost $4,174,068) | $ 3,987,933 | ||
U.S. GOVERNMENT AGENCIES - 30.3% | |||
Mortgage-Backed Agencies - 30.3% | |||
Federal Home Loan Mortgage Corp. - 13.4% | |||
1,747,909 | 2.00%, 03/01/2052 | $ 1,285,397 | |
1,089,630 | 2.50%, 11/01/2051 | 838,581 | |
1,671,041 | 2.50%, 09/01/2052 | 1,285,496 | |
1,421,630 | 3.00%, 04/01/2052 | 1,140,545 | |
1,950,939 | 3.50%, 05/01/2052 | 1,628,263 | |
1,229,778 | 4.00%, 06/01/2052 | 1,064,323 | |
2,734,317 | 4.50%, 07/25/2033(3) | 2,500,069 | |
1,437,843 | 4.50%, 08/25/2033(3) | 1,313,837 | |
705,929 | 4.50%, 08/01/2052 | 631,784 | |
817,894 | 4.50%, 09/01/2052 | 731,959 | |
1,902,000 | 4.90%, 01/25/2034 | 1,789,572 | |
2,204,876 | 5.00%, 08/01/2052 | 2,035,737 | |
1,551,393 | 5.00%, 09/01/2052 | 1,432,261 | |
1,896,592 | 5.00%, 11/01/2052 | 1,750,663 | |
1,627,321 | 5.50%, 01/01/2053 | 1,546,094 | |
779,503 | 6.00%, 01/01/2053 | 761,973 | |
21,736,554 | |||
Federal National Mortgage Association - 11.3% | |||
850,466 | 2.00%, 08/01/2051 | 627,965 | |
2,514,789 | 2.00%, 10/01/2051 | 1,853,534 | |
3,050,390 | 2.00%, 03/01/2052 | 2,253,538 | |
2,104,533 | 2.50%, 11/01/2051 | 1,619,962 | |
2,272,359 | 2.50%, 12/01/2051 | 1,748,858 | |
1,146,026 | 2.50%, 05/01/2052 | 885,240 | |
812,911 | 3.00%, 07/01/2052 | 652,383 | |
1,946,723 | 3.50%, 05/01/2052 | 1,626,217 | |
1,445,347 | 4.00%, 06/01/2052 | 1,251,650 | |
1,567,367 | 4.50%, 08/01/2052 | 1,402,651 | |
1,678,387 | 5.00%, 08/01/2052 | 1,549,633 | |
707,117 | 5.00%, 10/01/2052 | 652,763 | |
1,601,146 | 5.50%, 01/01/2053 | 1,521,226 | |
765,108 | 6.00%, 01/01/2053 | 748,390 | |
18,394,010 | |||
Government National Mortgage Association - 5.6% | |||
1,137,139 | 2.50%, 08/20/2051 | 907,927 | |
1,589,665 | 3.00%, 04/20/2052 | 1,313,095 | |
836,453 | 5.50%, 12/20/2052 | 801,924 | |
1,996,146 | 5.50%, 05/20/2053 | 1,911,895 | |
499,258 | 5.50%, 06/20/2053 | 478,172 | |
985,968 | 5.50%, 07/20/2053 | 944,293 | |
2,398,986 | 6.00%, 12/20/2052 | 2,354,954 | |
486,395 | 6.00%, 06/20/2053 | 477,311 | |
9,189,571 | |||
Total U.S. Government Agencies (cost $53,940,042) | $ 49,320,135 |
85 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 21.4% | |||
U.S. Treasury Securities - 21.4% | |||
U.S. Treasury Bonds - 11.9% | |||
$ 5,060,000 | 2.88%, 05/15/2052 | $ 3,403,443 | |
4,750,000 | 3.00%, 08/15/2052 | 3,283,623 | |
5,273,200 | 3.38%, 08/15/2042 | 4,101,973 | |
2,393,000 | 3.63%, 02/15/2053 | 1,879,253 | |
239,000 | 3.63%, 05/15/2053 | 187,764 | |
4,858,000 | 3.88%, 02/15/2043 | 4,060,985 | |
602,000 | 3.88%, 05/15/2043 | 502,670 | |
2,200,000 | 4.00%, 11/15/2052 | 1,852,211 | |
19,271,922 | |||
U.S. Treasury Notes - 9.5% | |||
2,141,100 | 3.50%, 09/15/2025 | 2,079,292 | |
1,133,000 | 3.75%, 04/15/2026 | 1,101,179 | |
2,526,000 | 3.88%, 03/31/2025 | 2,478,638 | |
287,000 | 3.88%, 08/15/2033 | 264,802 | |
731,000 | 4.00%, 12/15/2025 | 715,552 | |
238,000 | 4.00%, 02/15/2026 | 232,812 | |
1,038,000 | 4.13%, 01/31/2025 | 1,022,917 | |
521,000 | 4.13%, 06/15/2026 | 510,560 | |
528,800 | 4.13%, 08/31/2030 | 505,004 | |
904,000 | 4.25%, 12/31/2024 | 892,488 | |
121,000 | 4.38%, 08/15/2026 | 119,270 | |
171,000 | 4.38%, 08/31/2028 | 167,807 | |
605,600 | 4.50%, 11/30/2024 | 599,615 | |
2,871,000 | 4.50%, 11/15/2025 | 2,839,150 | |
1,208,000 | 4.63%, 02/28/2025 | 1,197,430 | |
381,000 | 4.75%, 07/31/2025 | 378,455 | |
250,000 | 5.00%, 08/31/2025 | 249,443 | |
176,000 | 5.00%, 09/30/2025 | 175,649 | |
15,530,063 | |||
Total U.S. Government Securities (cost $39,762,919) | $ 34,801,985 | ||
Total Long-Term Investments (cost $178,090,229) | $ 161,576,990 | ||
SHORT-TERM INVESTMENTS - 0.3% | |||
Other Investment Pools & Funds - 0.3% | |||
413,874 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(5) | $ 413,874 | |
Total Short-Term Investments (cost $413,874) | $ 413,874 | ||
Total Investments (cost $178,504,103) | 99.6% | $ 161,990,864 | |
Other Assets and Liabilities | 0.4% | 674,835 | |
Total Net Assets | 100.0% | $ 162,665,699 |
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, 2023, the aggregate value of these securities was $13,148,918, representing 8.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2023. 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, 2023. 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. |
Futures Contracts Outstanding at October 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 25 | 12/29/2023 | $ 5,060,547 | $ (30,516) | ||||
U.S. Treasury 10-Year Note Future | 24 | 12/19/2023 | 2,548,125 | (46,804) | ||||
U.S. Treasury Ultra Bond Future | 6 | 12/19/2023 | 675,375 | (91,888) | ||||
Total | $ (169,208) |
86 |
October 31, 2023
Futures Contracts Outstanding at October 31, 2023 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Ultra Future | 35 | 12/19/2023 | $ (3,808,984) | $ 133,713 | ||||
Total futures contracts | $ (35,495) |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 3,105,427 | $ — | $ 3,105,427 | $ — | ||||
Corporate Bonds | 70,361,510 | — | 70,361,510 | — | ||||
Municipal Bonds | 3,987,933 | — | 3,987,933 | — | ||||
U.S. Government Agencies | 49,320,135 | — | 49,320,135 | — | ||||
U.S. Government Securities | 34,801,985 | — | 34,801,985 | — | ||||
Short-Term Investments | 413,874 | 413,874 | — | — | ||||
Futures Contracts(2) | 133,713 | 133,713 | — | — | ||||
Total | $ 162,124,577 | $ 547,587 | $ 161,576,990 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (169,208) | $ (169,208) | $ — | $ — | ||||
Total | $ (169,208) | $ (169,208) | $ — | $ — |
(1) | For the year ended October 31, 2023, 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. |
87 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.8% | |||
Australia - 2.5% | |||
348 | Rio Tinto Ltd. | $ 25,995 | |
Belgium - 0.5% | |||
330 | Azelis Group NV | 5,628 | |
China - 7.8% | |||
500 | Alibaba Group Holding Ltd.* | 5,148 | |
3,000 | BOC Hong Kong Holdings Ltd. | 7,934 | |
4,000 | China Mengniu Dairy Co. Ltd. | 13,061 | |
5,800 | China Pacific Insurance Group Co. Ltd. Class H | 14,287 | |
300 | Contemporary Amperex Technology Co. Ltd. Class A | 7,617 | |
3,600 | H World Group Ltd.* | 13,532 | |
1,000 | Li Ning Co. Ltd. | 3,064 | |
2,600 | Sany Heavy Industry Co. Ltd. Class A | 5,141 | |
800 | WuXi AppTec Co. Ltd. Class H(1) | 9,613 | |
79,397 | |||
Denmark - 3.3% | |||
349 | Novo Nordisk AS Class B | 33,670 | |
Finland - 2.5% | |||
497 | Neste OYJ | 16,703 | |
2,158 | Outokumpu OYJ | 8,855 | |
25,558 | |||
France - 0.8% | |||
443 | Carrefour SA | 7,767 | |
Germany - 7.4% | |||
150 | Beiersdorf AG | 19,728 | |
269 | Puma SE | 15,244 | |
164 | SAP SE | 21,997 | |
140 | Siemens AG | 18,578 | |
75,547 | |||
Hong Kong - 1.0% | |||
973 | Prudential PLC | 10,174 | |
India - 4.6% | |||
437 | HDFC Bank Ltd. | 7,754 | |
152 | HDFC Bank Ltd. ADR | 8,596 | |
481 | ICICI Bank Ltd. ADR | 10,674 | |
32,466 | NHPC Ltd. | 19,578 | |
46,602 | |||
Indonesia - 1.2% | |||
33,100 | Bank Mandiri Persero Tbk. PT | 11,825 | |
Ireland - 2.1% | |||
2,347 | Bank of Ireland Group PLC | 21,033 | |
Italy - 1.0% | |||
3,996 | Intesa Sanpaolo SpA | 10,413 | |
Japan - 19.7% | |||
200 | Asahi Intecc Co. Ltd. | 3,361 | |
300 | Chugai Pharmaceutical Co. Ltd. | 8,897 | |
100 | Cosmos Pharmaceutical Corp. | 10,407 | |
700 | Dai-ichi Life Holdings, Inc. | 14,787 | |
100 | Daikin Industries Ltd. | 14,418 | |
200 | Harmonic Drive Systems, Inc. | 4,332 | |
1,100 | Isuzu Motors Ltd. | 12,266 | |
300 | JCR Pharmaceuticals Co. Ltd. | 2,296 | |
200 | Makita Corp. | 5,169 | |
200 | Nippon Shinyaku Co. Ltd. | 8,111 | |
100 | Nitori Holdings Co. Ltd. | 10,829 | |
1,500 | NTT Data Group Corp. | 18,495 | |
900 | ORIX Corp. | 16,368 | |
600 | Park24 Co. Ltd.* | 6,759 | |
200 | Rorze Corp. | 14,881 | |
600 | Suzuki Motor Corp. | 23,287 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.8% - (continued) | |||
Japan - 19.7% - (continued) | |||
300 | Toyota Industries Corp. | $ 22,234 | |
100 | Visional, Inc.* | 4,902 | |
201,799 | |||
Netherlands - 1.9% | |||
46 | ASM International NV | 18,983 | |
Portugal - 1.2% | |||
2,993 | EDP - Energias de Portugal SA | 12,578 | |
Singapore - 2.7% | |||
400 | DBS Group Holdings Ltd. | 9,609 | |
700 | Oversea-Chinese Banking Corp. Ltd. | 6,490 | |
6,700 | Singapore Telecommunications Ltd. | 11,643 | |
27,742 | |||
South Korea - 2.8% | |||
434 | Hana Financial Group, Inc. | 12,619 | |
43 | NAVER Corp. | 6,012 | |
199 | Samsung Electronics Co. Ltd. | 9,905 | |
28,536 | |||
Sweden - 5.6% | |||
206 | Holmen AB Class B | 7,775 | |
1,971 | Skandinaviska Enskilda Banken AB Class A | 21,995 | |
620 | SKF AB Class B | 10,052 | |
2,110 | Svenska Handelsbanken AB Class A | 17,989 | |
57,811 | |||
Switzerland - 1.1% | |||
156 | Alcon, Inc. | 11,166 | |
Taiwan - 4.4% | |||
1,036 | Giant Manufacturing Co. Ltd. | 5,239 | |
930 | MediaTek, Inc. | 24,272 | |
175 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 15,104 | |
44,615 | |||
Thailand - 1.5% | |||
20,400 | Bangkok Dusit Medical Services PCL Class F | 15,024 | |
United Kingdom - 13.7% | |||
457 | Burberry Group PLC | 9,419 | |
780 | CNH Industrial NV | 8,644 | |
5,682 | ConvaTec Group PLC(1) | 14,102 | |
1,699 | Informa PLC | 14,721 | |
302 | Reckitt Benckiser Group PLC | 20,206 | |
602 | RELX PLC | 21,026 | |
856 | SSE PLC | 17,012 | |
2,145 | Standard Chartered PLC | 16,446 | |
463 | Whitbread PLC | 18,774 | |
140,350 | |||
United States - 8.5% | |||
100 | CSL Ltd. | 14,779 | |
429 | Newmont Corp.* | 16,440 | |
222 | Sanofi SA | 20,159 | |
840 | Stellantis NV | 15,693 | |
181 | Swiss Re AG | 19,777 | |
86,848 | |||
Total Common Stocks (cost $1,040,082) | $ 999,061 |
88 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.1% | |||
Other Investment Pools & Funds - 1.1% | |||
11,431 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(2) | $ 11,431 | |
Total Short-Term Investments (cost $11,431) | $ 11,431 | ||
Total Investments (cost $1,051,513) | 98.9% | $ 1,010,492 | |
Other Assets and Liabilities | 1.1% | 11,749 | |
Total Net Assets | 100.0% | $ 1,022,241 |
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. |
* | 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, 2023, the aggregate value of these securities was $23,715, representing 2.3% of net assets. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 25,995 | $ — | $ 25,995 | $ — | ||||
Belgium | 5,628 | — | 5,628 | — | ||||
China | 79,397 | — | 79,397 | — | ||||
Denmark | 33,670 | — | 33,670 | — | ||||
Finland | 25,558 | — | 25,558 | — | ||||
France | 7,767 | — | 7,767 | — | ||||
Germany | 75,547 | — | 75,547 | — | ||||
Hong Kong | 10,174 | — | 10,174 | — | ||||
India | 46,602 | 19,270 | 27,332 | — | ||||
Indonesia | 11,825 | — | 11,825 | — | ||||
Ireland | 21,033 | — | 21,033 | — | ||||
Italy | 10,413 | — | 10,413 | — | ||||
Japan | 201,799 | — | 201,799 | — | ||||
Netherlands | 18,983 | — | 18,983 | — | ||||
Portugal | 12,578 | — | 12,578 | — | ||||
Singapore | 27,742 | — | 27,742 | — | ||||
South Korea | 28,536 | — | 28,536 | — | ||||
Sweden | 57,811 | — | 57,811 | — | ||||
Switzerland | 11,166 | — | 11,166 | — | ||||
Taiwan | 44,615 | 15,104 | 29,511 | — | ||||
Thailand | 15,024 | — | 15,024 | — | ||||
United Kingdom | 140,350 | 14,102 | 126,248 | — | ||||
United States | 86,848 | 16,440 | 70,408 | — | ||||
Short-Term Investments | 11,431 | 11,431 | — | — | ||||
Total | $ 1,010,492 | $ 76,347 | $ 934,145 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
89 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 2.8% | |||
Commercial Banks - 1.9% | |||
$ 2,185,000 | AIB Group PLC 6.61%, 09/13/2029, (6.61% fixed rate until 09/13/2028; 6 mo. USD SOFR + 2.33% thereafter)(1)(2) | $ 2,138,214 | |
2,800,000 | Banco Santander SA 1.72%, 09/14/2027, (1.72% fixed rate until 09/14/2026; 1 yr. USD CMT + 0.90% thereafter)(2) | 2,426,839 | |
1,728,000 | Barclays PLC 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 1 yr. USD CMT + 3.05% thereafter)(2) | 1,747,896 | |
3,960,000 | Lloyds Banking Group PLC 5.99%, 08/07/2027, (5.99% fixed rate until 08/07/2026; 1 yr. USD CMT + 1.48% thereafter)(2) | 3,903,666 | |
1,839,000 | NatWest Group PLC 7.47%, 11/10/2026, (7.47% fixed rate until 11/10/2025; 1 yr. USD CMT + 2.85% thereafter)(2) | 1,871,127 | |
5,540,000 | UniCredit SpA 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 1 yr. USD CMT + 1.20% thereafter)(1)(2) | 4,887,785 | |
16,975,527 | |||
Diversified Financial Services - 0.8% | |||
7,321,000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust 2.45%, 10/29/2026 | 6,511,831 | |
Semiconductors - 0.1% | |||
800,000 | Qorvo, Inc. 1.75%, 12/15/2024(1) | 754,381 | |
Total Corporate Bonds (cost $25,765,585) | $ 24,241,739 | ||
MUNICIPAL BONDS - 83.7% | |||
Alabama - 1.2% | |||
5,775,000 | Black Belt Energy Gas Dist, AL, Rev 5.25%, 12/01/2053 | $ 5,818,378 | |
5,020,000 | Town of Pike Road, AL, GO 5.00%, 03/01/2052 | 5,064,621 | |
10,882,999 | |||
California - 10.5% | |||
955,000 | Alameda Corridor Transportation Auth, CA, Rev, (AGM Insured) 5.00%, 10/01/2052 | 953,732 | |
1,365,000 | California Community Choice Financing Auth, CA, Rev 5.00%, 02/01/2054 | 1,359,823 | |
2,845,000 | Del Mar Union School Dist, CA, GO 4.00%, 08/01/2046 | 2,509,136 | |
10,055,000 | Elk Grove Unified School Dist, CA, GO 4.00%, 08/01/2048 | 8,604,633 | |
2,600,000 | Fresno Unified School Dist, CA, GO 4.00%, 08/01/2052 | 2,210,551 | |
9,720,000 | Golden State Tobacco Securitization Corp., CA, Rev, (ST APPROP Insured) 3.00%, 06/01/2046 | 8,569,926 | |
1,000,000 | Merced Union High School Dist, CA, GO 0.00%, 08/01/2034(3) | 608,749 | |
5,265,000 | Oxnard School Dist, CA, GO, (BAM Insured) 4.25%, 08/01/2053 | 4,597,057 | |
Redwood City School Dist, CA, Rev | |||
3,770,000 | 5.00%, 08/01/2048 | 3,908,124 | |
3,375,000 | 5.00%, 08/01/2052 | 3,482,697 | |
5,480,000 | Regents of the University of California Medical Center Pooled, CA, Rev 4.00%, 05/15/2053 | 4,649,317 | |
Rialto Unified School Dist, CA, GO, (AGM Insured) | |||
300,000 | 0.00%, 08/01/2029(3) | 236,138 | |
3,205,000 | 5.00%, 08/01/2052 | 3,210,268 | |
730,000 | San Diego County Regional Airport Auth, CA, Rev 5.00%, 07/01/2053 | 735,998 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
California - 10.5% - (continued) | |||
$ 6,525,000 | San Diego Housing Auth, Inc., CA, Rev 5.00%, 05/01/2057(4) | $ 6,610,163 | |
340,000 | San Diego Unified School Dist, CA, GO 4.55%, 07/01/2052 | 320,479 | |
4,335,000 | San Francisco Bay Area Rapid Transit Dist, CA, GO 4.25%, 08/01/2052 | 3,818,939 | |
410,000 | San Francisco Community College Dist, CA, GO 2.02%, 06/15/2029 | 340,402 | |
12,960,000 | San Mateo Foster City School Dist, CA, GO 4.00%, 08/01/2051 | 11,329,793 | |
11,750,000 | Sweetwater Union High School Dist, CA, GO 5.00%, 08/01/2052 | 11,859,738 | |
3,805,000 | Victor Valley Community College Dist, CA, GO 4.00%, 08/01/2050 | 3,254,651 | |
7,640,000 | Vista Unified School Dist, CA, GO, (BAM Insured) 5.25%, 08/01/2048 | 7,869,367 | |
Washington Township Health Care Dist, CA, GO, (AGM Insured) | |||
430,000 | 4.50%, 08/01/2053 | 402,009 | |
775,000 | 5.50%, 08/01/2053 | 812,565 | |
92,254,255 | |||
Colorado - 2.2% | |||
3,820,000 | Adams County Housing Auth, CO, Rev 4.50%, 05/01/2042 | 3,819,947 | |
3,495,000 | City & County of Denver Airport System, CO, Rev 5.25%, 11/15/2053 | 3,580,448 | |
11,715,000 | City of Colorado Springs Utilities System, CO, Rev 4.00%, 11/15/2051 | 9,810,283 | |
2,370,000 | Colorado Housing & Finance Auth, CO, Rev, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050 | 2,273,438 | |
19,484,116 | |||
Connecticut - 0.2% | |||
1,485,000 | Connecticut Housing Finance Auth, CT, Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 | 1,462,115 | |
District of Columbia - 0.7% | |||
7,775,000 | Dist of Columbia Water & Sewer Auth, DC, Rev 4.00%, 10/01/2047 | 6,595,662 | |
Florida - 1.6% | |||
11,440,000 | County of Broward Convention Center Hotel, FL, Rev 4.00%, 01/01/2051 | 9,395,223 | |
2,110,000 | County of Miami-Dade Water & Sewer System, FL, Rev 4.00%, 10/01/2051 | 1,723,677 | |
Florida Housing Finance Corp., FL, Rev, (GNMA/FNMA/FHLMC Insured) | |||
260,000 | 3.00%, 07/01/2051 | 246,120 | |
2,170,000 | 3.00%, 07/01/2052 | 2,033,364 | |
550,000 | 3.50%, 07/01/2051 | 528,316 | |
470,000 | 4.00%, 07/01/2049 | 461,929 | |
14,388,629 | |||
Georgia - 2.8% | |||
Main Street Natural Gas, Inc., GA, Rev | |||
3,945,000 | 4.00%, 08/01/2048 | 3,944,559 | |
8,250,000 | 4.00%, 03/01/2050 | 8,014,326 | |
1,520,000 | 4.00%, 05/01/2052 | 1,425,240 | |
11,385,000 | 5.00%, 12/01/2053 | 11,298,566 | |
24,682,691 | |||
Hawaii - 0.1% | |||
585,000 | City & County Honolulu Wastewater System, HI, Rev 5.25%, 07/01/2053 | 601,415 |
90 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
Illinois - 1.3% | |||
Illinois Housing Dev Auth, IL, Rev, (GNMA/FNMA/FHLMC/COLL Insured) | |||
$ 3,840,000 | 3.00%, 04/01/2051 | $ 3,589,599 | |
2,425,000 | 3.00%, 10/01/2051 | 2,266,356 | |
4,230,000 | 3.75%, 04/01/2050 | 4,068,705 | |
1,055,000 | 3.75%, 04/01/2050 | 1,016,940 | |
810,000 | 4.50%, 10/01/2048 | 798,626 | |
90,000 | Metropolitan Pier & Exposition Auth, IL, Rev, (NATL Insured) 0.00%, 06/15/2028(3) | 72,515 | |
11,812,741 | |||
Indiana - 0.6% | |||
Indiana Housing & Community Dev Auth, IN, Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,205,000 | 3.00%, 07/01/2050 | 1,136,201 | |
495,000 | 4.00%, 07/01/2048 | 485,384 | |
4,255,000 | Indianapolis Local Public Improvement Bond Bank, IN, Rev 5.00%, 01/01/2053 | 4,077,543 | |
5,699,128 | |||
Iowa - 1.0% | |||
Iowa Finance Auth, IA, Rev, (GNMA/FNMA/FHLMC Insured) | |||
6,300,000 | 3.00%, 07/01/2051 | 5,842,592 | |
495,000 | 3.25%, 07/01/2050 | 470,529 | |
410,000 | 4.00%, 07/01/2048 | 402,180 | |
2,040,000 | 5.25%, 07/01/2053 | 2,055,419 | |
8,770,720 | |||
Kentucky - 0.7% | |||
6,080,000 | Kentucky Public Energy Auth, KY, Rev 4.00%, 12/01/2049 | 5,974,097 | |
Louisiana - 2.0% | |||
210,000 | Louisiana Housing Corp., LA, Rev 4.50%, 12/01/2047 | 207,394 | |
12,250,000 | Louisiana Local Government Environmental Facs & Community Dev Auth, LA, Rev 2.50%, 04/01/2036 | 9,089,490 | |
8,135,000 | Louisiana Stadium & Exposition Dist, LA, Rev 5.25%, 07/01/2053 | 8,148,182 | |
17,445,066 | |||
Maryland - 0.2% | |||
1,875,000 | Maryland State Transportation Auth, MD, Rev 4.00%, 07/01/2050 | 1,560,587 | |
Massachusetts - 1.3% | |||
Commonwealth of Massachusetts, MA, GO | |||
685,000 | 3.00%, 02/01/2048 | 460,163 | |
4,040,000 | 5.00%, 05/01/2053 | 4,076,058 | |
8,095,000 | Massachusetts Bay Transportation Auth Sales Tax, MA, Rev 4.00%, 07/01/2053 | 6,677,327 | |
11,213,548 | |||
Michigan - 5.2% | |||
Cedar Springs Public School Dist, MI, GO, (Q-SBLF Insured) | |||
1,325,000 | 4.50%, 05/01/2049 | 1,185,611 | |
1,000,000 | 5.00%, 05/01/2051 | 971,196 | |
5,225,000 | Ferndale Public Schools, MI, GO, (Q-SBLF Insured) 5.00%, 05/01/2053 | 5,097,931 | |
Grosse Ile Township School Dist, MI, GO, (Q-SBLF Insured) | |||
3,685,000 | 5.00%, 05/01/2049 | 3,581,837 | |
4,265,000 | 5.00%, 05/01/2052 | 4,108,664 | |
2,080,000 | Southfield Public Schools, MI, GO, (Q-SBLF Insured) 5.00%, 05/01/2053 | 2,014,116 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
Michigan - 5.2% - (continued) | |||
$ 2,615,000 | State of Michigan Trunk Line, MI, Rev 4.00%, 11/15/2038 | $ 2,409,995 | |
15,180,000 | Troy School Dist, MI, GO, (Q-SBLF Insured) 5.00%, 05/01/2052 | 15,260,516 | |
10,770,000 | Wayne County Airport Auth, MI, Rev, (AGM Insured) 5.25%, 12/01/2048 | 10,963,637 | |
45,593,503 | |||
Minnesota - 1.4% | |||
1,305,000 | Hennepin County Housing & Redev Auth, MN, Rev, (HUD SECT 8 FHA 221(D)(4)) 4.65%, 10/01/2026 | 1,304,489 | |
1,160,000 | Housing & Redev Auth of The City of St Paul Minnesota, MN, Rev, (HUD SECT 8) 3.50%, 12/01/2025 | 1,150,008 | |
2,055,000 | Minneapolis-St Paul Metropolitan Airports Commission, MN, Rev 4.25%, 01/01/2052 | 1,735,929 | |
8,500,000 | Minnesota Housing Finance Agency, MN, Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 01/01/2051 | 8,055,159 | |
12,245,585 | |||
Mississippi - 0.1% | |||
1,115,000 | Mississippi Home Corp., MS, Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 12/01/2050 | 1,062,834 | |
Missouri - 0.7% | |||
Missouri Housing Dev Commission, MO, Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,470,000 | 3.25%, 05/01/2051 | 1,393,723 | |
920,000 | 3.50%, 11/01/2050 | 880,239 | |
1,010,000 | 4.25%, 05/01/2049 | 992,929 | |
870,000 | 4.75%, 05/01/2049 | 863,069 | |
2,505,000 | St. Charles County Francis Howell R-III School Dist, MO, GO 2.00%, 03/01/2037 | 1,685,098 | |
5,815,058 | |||
Nebraska - 0.4% | |||
Nebraska Investment Finance Auth, NE, Rev, (GNMA/FNMA/FHLMC Insured) | |||
3,045,000 | 3.00%, 09/01/2050 | 2,863,800 | |
630,000 | 4.00%, 09/01/2048 | 615,812 | |
3,479,612 | |||
Nevada - 0.2% | |||
Nevada Housing Division, NV, Rev, (GNMA/FNMA/FHLMC Insured) | |||
745,000 | 3.00%, 04/01/2051 | 700,098 | |
855,000 | 4.00%, 10/01/2049 | 832,811 | |
1,532,909 | |||
New Jersey - 0.2% | |||
New Jersey Transportation Trust Fund Auth, NJ, Rev | |||
140,000 | 4.00%, 06/15/2035 | 132,238 | |
1,330,000 | 5.00%, 12/15/2028 | 1,389,456 | |
1,521,694 | |||
New Mexico - 0.9% | |||
New Mexico Mortgage Finance Auth, NM, Rev, (GNMA/FNMA/FHLMC Insured) | |||
3,395,000 | 3.00%, 01/01/2051 | 3,189,044 | |
3,520,000 | 3.00%, 01/01/2052 | 3,291,311 | |
1,415,000 | 4.00%, 01/01/2049 | 1,382,074 | |
7,862,429 |
91 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
New York - 7.1% | |||
$ 8,185,000 | City of New York, NY, GO 4.00%, 04/01/2050 | $ 6,881,440 | |
New York City Municipal Water Finance Auth, NY, Rev | |||
3,960,000 | 5.25%, 06/15/2047 | 4,093,847 | |
7,450,000 | 5.25%, 06/15/2053 | 7,660,808 | |
New York City Transitional Finance Auth, Future Tax Secured, NY, Rev | |||
2,085,000 | 4.00%, 08/01/2048 | 1,760,823 | |
13,810,000 | 4.00%, 02/01/2051 | 11,571,819 | |
1,105,000 | New York City Transitional Finance Auth, NY, Rev 4.38%, 05/01/2053 | 962,938 | |
6,075,000 | New York State Dormitory Auth, NY, Rev 3.00%, 03/15/2038 | 4,730,998 | |
1,815,000 | New York State Environmental Facs Corp., NY, Rev 5.25%, 09/15/2052 | 1,873,410 | |
475,000 | New York Transportation Dev Corp., NY, Rev 5.00%, 12/01/2028 | 488,028 | |
1,190,000 | Rockland County Industrial Dev Agency, NY, Rev, (HUD SECT 8) 4.65%, 05/01/2027 | 1,189,489 | |
11,095,000 | Triborough Bridge & Tunnel Auth Sales Tax, NY, Rev 5.00%, 05/15/2053 | 11,110,271 | |
Triborough Bridge & Tunnel Auth, NY, Rev | |||
6,030,000 | 4.13%, 05/15/2052 | 5,188,779 | |
4,740,000 | 5.00%, 05/15/2051 | 4,692,326 | |
62,204,976 | |||
North Carolina - 0.2% | |||
1,485,000 | Asheville Housing Auth, NC, Rev, (HUD SECT 8) 5.00%, 11/01/2026 | 1,493,823 | |
Ohio - 1.1% | |||
Ohio Housing Finance Agency, OH, Rev | |||
380,000 | 3.00%, 03/01/2052 | 356,683 | |
2,685,000 | 3.25%, 03/01/2050 | 2,553,452 | |
3,325,000 | 4.50%, 09/01/2048 | 3,284,235 | |
Ohio State University, OH, Rev | |||
5,000 | 5.00%, 12/01/2030 | 5,395 | |
5,000 | 5.00%, 12/01/2031 | 5,440 | |
Ohio Turnpike & Infrastructure Commission, OH, Rev | |||
1,680,000 | 0.00%, 02/15/2038(3) | 818,421 | |
1,395,000 | 0.00%, 02/15/2041(3) | 562,200 | |
1,910,000 | Ohio Water Dev Auth Water Pollution Control Loan Fund, OH, Rev 5.00%, 12/01/2037 | 2,026,797 | |
9,612,623 | |||
Oklahoma - 0.1% | |||
820,000 | Oklahoma Housing Finance Agency, OK, Rev, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 | 794,134 | |
Pennsylvania - 0.7% | |||
850,000 | Allegheny County Sanitary Auth, PA, Rev 5.00%, 06/01/2053 | 837,511 | |
4,000,000 | Bucks County Water & Sewer Auth, PA, Rev, (AGM Insured) 4.25%, 12/01/2047 | 3,529,138 | |
635,000 | Commonwealth Financing Auth, PA, Rev 5.00%, 06/01/2032 | 649,861 | |
1,295,000 | Geisinger Auth, PA, Rev 5.00%, 02/15/2032 | 1,317,483 | |
6,333,993 | |||
South Carolina - 4.2% | |||
12,950,000 | Grand Strand Water & Sewer Auth, SC, Rev 4.00%, 06/01/2051 | 10,729,044 | |
Patriots Energy Group Financing Agency, SC, Rev | |||
6,425,000 | 4.00%, 10/01/2048 | 6,402,989 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
South Carolina - 4.2% - (continued) | |||
$ 19,395,000 | 5.25%, 10/01/2054 | $ 19,306,320 | |
250,000 | Tobacco Settlement Management Auth, SC, Rev 6.38%, 05/15/2030 | 280,696 | |
36,719,049 | |||
Tennessee - 1.7% | |||
3,515,000 | County of Putnam, TN, GO 2.00%, 04/01/2037 | 2,385,762 | |
340,000 | Jackson Health Educational & Housing Facility Board, TN, Rev, (HUD SECT 8) 3.00%, 12/01/2026 | 335,071 | |
2,540,000 | Knoxville's Community Dev Corp., TN, Rev, (HUD SECT 8) 4.25%, 10/01/2024 | 2,529,504 | |
Metropolitan Nashville Airport Auth, TN, Rev | |||
250,000 | 5.00%, 07/01/2049 | 241,587 | |
1,745,000 | 5.00%, 07/01/2052 | 1,675,759 | |
7,910,000 | Tennergy Corp., TN, Rev 4.00%, 12/01/2051 | 7,457,635 | |
775,000 | Tennessee Housing Dev Agency, TN, Rev 4.50%, 07/01/2049 | 764,725 | |
15,390,043 | |||
Texas - 31.9% | |||
3,815,000 | Alvarado Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2052 | 3,114,778 | |
Arlington Higher Education Finance Corp., TX, Rev, (PSF-GTD Insured) | |||
4,530,000 | 4.25%, 12/01/2048 | 3,749,588 | |
1,655,000 | 4.25%, 12/01/2053 | 1,339,517 | |
3,605,000 | 4.38%, 08/15/2052 | 3,128,496 | |
3,770,000 | 5.00%, 08/15/2033 | 3,944,983 | |
1,245,000 | 5.00%, 08/15/2048 | 1,222,347 | |
Bexar County Hospital Dist, TX, GO | |||
3,975,000 | 4.25%, 02/15/2052 | 3,419,421 | |
8,700,000 | 4.25%, 02/15/2053 | 7,424,421 | |
1,825,000 | Bexar County Housing Finance Corp., TX, Rev 4.05%, 03/01/2028 | 1,786,135 | |
5,975,000 | Bullard Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2052 | 4,912,808 | |
2,645,000 | Chapel Hill Independent School Dist, TX, GO, (PSF-GTD Insured) 5.00%, 02/15/2048 | 2,677,491 | |
745,000 | Cleburne Independent School Dist, TX, GO, (PSF-GTD Insured) 3.00%, 02/15/2046 | 499,549 | |
Clifton Higher Education Finance Corp., TX, Rev, (PSF-GTD Insured) | |||
3,375,000 | 4.25%, 04/01/2053 | 2,759,815 | |
810,000 | 5.00%, 08/15/2029 | 857,437 | |
4,515,000 | College of the Mainland, TX, GO 4.00%, 08/15/2049 | 3,639,262 | |
8,130,000 | Columbia-Brazoria Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/01/2053 | 6,793,377 | |
Community Independent School Dist, TX, GO, (PSF-GTD Insured) | |||
2,085,000 | 5.00%, 02/15/2048 | 2,112,164 | |
5,755,000 | 5.00%, 02/15/2053 | 5,808,669 | |
320,000 | Crandall Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 08/15/2052 | 263,489 | |
5,030,000 | Dallas Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 4,197,064 | |
13,715,000 | Denison Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 08/01/2053 | 11,240,762 | |
955,000 | Denton Independent School Dist, TX, GO, (PSF-GTD Insured) 5.00%, 08/15/2053 | 962,179 | |
20,635,000 | Dickinson Independent School Dist, TX, GO, (PSF-GTD Insured) 4.25%, 02/15/2053 | 17,779,262 | |
2,340,000 | Donna Independent School Dist, TX, GO, (PSF-GTD Insured) 4.13%, 02/15/2053 | 1,964,978 |
92 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
Texas - 31.9% - (continued) | |||
$ 14,920,000 | Forney Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 08/15/2053 | $ 12,313,084 | |
2,480,000 | Fort Worth Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2048 | 2,122,503 | |
4,460,000 | Georgetown Independent School Dist, TX, GO, (PSF-GTD Insured) 2.50%, 08/15/2037 | 3,262,528 | |
1,075,000 | Hitchcock Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2048 | 899,378 | |
7,180,000 | Katy Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 5,949,133 | |
8,605,000 | Lakeside Place PFC, TX, Rev, (FHA 221(D4)) 4.15%, 11/01/2026 | 8,550,505 | |
Lamar Consolidated Independent School Dist, TX, GO, (PSF-GTD Insured) | |||
1,900,000 | 3.00%, 02/15/2051 | 1,203,769 | |
5,645,000 | 4.00%, 02/15/2048 | 4,799,871 | |
7,020,000 | Liberty Hill Independent School Dist, TX, GO, (PSF-GTD Insured) 4.13%, 02/01/2053 | 6,006,776 | |
4,115,000 | Lockhart Independent School Dist, TX, GO, (PSF-GTD Insured) 4.13%, 08/01/2053 | 3,456,559 | |
13,715,000 | Medina Valley Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 11,380,955 | |
Montgomery Independent School Dist, TX, GO, (PSF-GTD Insured) | |||
3,685,000 | 4.00%, 02/15/2053 | 2,988,838 | |
3,485,000 | 4.25%, 02/15/2052 | 2,972,933 | |
17,030,000 | New Caney Independent School Dist, TX, GO, (PSF-GTD Insured) 5.00%, 02/15/2053 | 17,171,196 | |
400,000 | Newark Higher Education Finance Corp., TX, Rev, (PSF-GTD Insured) 5.00%, 08/15/2052 | 391,189 | |
10,000,000 | North Texas Tollway Auth, TX, Rev 4.00%, 01/01/2044 | 8,330,022 | |
2,715,000 | Northwest Independent School Dist, TX, GO, (PSF-GTD Insured) 5.00%, 02/15/2048 | 2,749,104 | |
7,460,000 | Permanent University Fund - University of Texas System, TX, Rev 4.13%, 07/01/2052 | 6,293,478 | |
1,500,000 | Pewitt Consolidated Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 1,230,703 | |
11,825,000 | Prosper Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 9,783,855 | |
2,990,000 | Rockwall Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/15/2053 | 2,464,545 | |
7,275,000 | Royal Independent School Dist, TX, GO, (PSF-GTD Insured) 4.25%, 02/15/2053 | 6,201,617 | |
1,050,000 | Sabine-Neches Navigation Dist, TX, GO 5.25%, 02/15/2052 | 1,062,498 | |
7,875,000 | Sherman Independent School Dist, TX, GO, (PSF-GTD Insured) 5.00%, 02/15/2053 | 7,948,440 | |
11,995,000 | Southwest Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 02/01/2053 | 9,970,663 | |
15,465,000 | Tarrant County Hospital Dist, TX, GO 4.25%, 08/15/2053 | 13,421,353 | |
3,765,000 | Temple Independent School Dist, TX, GO, (PSF-GTD Insured) 4.25%, 02/01/2047 | 3,306,642 | |
2,590,000 | Texas City Independent School Dist, TX, GO, (PSF-GTD Insured) 4.00%, 08/15/2053 | 2,157,376 | |
Texas Department of Housing & Community Affairs, TX, Rev, (GNMA Insured) | |||
1,895,000 | 3.00%, 01/01/2052 | 1,770,018 | |
5,210,000 | 3.00%, 03/01/2052 | 4,852,198 | |
1,555,000 | 3.50%, 03/01/2051 | 1,475,993 | |
970,000 | 4.00%, 03/01/2050 | 938,342 | |
550,000 | 4.75%, 03/01/2049 | 546,203 | |
1,245,000 | Texas Municipal Gas Acquisition & Supply Corp. III, TX, Rev 5.00%, 12/15/2028 | 1,228,803 |
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 83.7% - (continued) | |||
Texas - 31.9% - (continued) | |||
$ 1,150,000 | Texas Natural Gas Securitization Finance Corp., TX, Rev 5.17%, 04/01/2041 | $ 1,063,238 | |
Texas Water Dev Board, TX, Rev | |||
2,370,000 | 4.80%, 10/15/2052 | 2,270,254 | |
6,355,000 | 5.25%, 10/15/2051 | 6,539,478 | |
White Settlement Independent School Dist, TX, GO, (PSF-GTD Insured) | |||
4,985,000 | 4.00%, 08/15/2052 | 4,067,256 | |
2,125,000 | 4.13%, 08/15/2052 | 1,773,010 | |
280,512,298 | |||
Virginia - 0.7% | |||
2,255,000 | Hampton Roads Transportation Accountability Commission, VA, Rev 4.00%, 07/01/2052 | 1,899,167 | |
5,405,000 | Loudoun County Economic Dev Auth, VA, Rev 4.00%, 10/01/2052 | 4,605,627 | |
6,504,794 | |||
Washington - 0.3% | |||
Washington State Housing Finance Commission, WA, Rev, (GNMA/FNMA/FHLMC Insured) | |||
1,540,000 | 4.00%, 12/01/2048 | 1,508,497 | |
830,000 | 4.00%, 06/01/2050 | 805,963 | |
2,314,460 | |||
Wisconsin - 0.1% | |||
650,000 | Wisconsin Health & Educational Facs Auth, WI, Rev 5.00%, 04/01/2033 | 662,483 | |
Wyoming - 0.1% | |||
635,000 | Wyoming Community Dev Auth, WY, Rev 4.00%, 06/01/2043 | 622,614 | |
Total Municipal Bonds (cost $810,444,465) | $ 735,106,683 | ||
U.S. GOVERNMENT SECURITIES - 5.2% | |||
U.S. Treasury Securities - 5.2% | |||
U.S. Treasury Bonds - 4.7% | |||
51,671,000 | 3.63%, 08/15/2043 | $ 41,447,812 | |
U.S. Treasury Notes - 0.5% | |||
3,072,000 | 4.63%, 09/15/2026 | 3,049,200 | |
1,560,000 | 4.75%, 07/31/2025 | 1,549,580 | |
4,598,780 | |||
Total U.S. Government Securities (cost $48,526,877) | $ 46,046,592 | ||
Total Long-Term Investments (cost $884,736,927) | $ 805,395,014 | ||
SHORT-TERM INVESTMENTS - 8.1% | |||
Other Investment Pools & Funds - 0.8% | |||
7,672,938 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(5) | $ 7,672,938 | |
U.S. Treasury Securities - 7.3% | |||
U.S. Treasury Bills - 7.3% | |||
2,143,000 | 5.16%, 02/22/2024(6) | 2,107,240 | |
945,000 | 5.18%, 02/22/2024(6) | 929,231 | |
2,265,000 | 5.20%, 02/22/2024(6) | 2,227,204 | |
3,018,000 | 5.24%, 02/22/2024(6) | 2,967,638 | |
298,000 | 5.24%, 02/22/2024(6) | 293,027 | |
2,071,000 | 5.28%, 02/22/2024(6) | 2,036,441 | |
281,000 | 5.28%, 02/22/2024(6) | 276,311 | |
1,522,000 | 5.38%, 02/22/2024(6) | 1,496,602 | |
1,916,000 | 5.41%, 02/22/2024(6) | 1,884,027 |
93 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 8.1% - (continued) | |||
U.S. Treasury Securities - 7.3% - (continued) | |||
U.S. Treasury Bills - 7.3% - (continued) | |||
$ 853,000 | 5.42%, 02/22/2024(6) | $ 838,766 | |
20,174,000 | 5.43%, 03/14/2024(6) | 19,775,092 | |
664,000 | 5.43%, 03/14/2024(6) | 650,870 | |
912,000 | 5.44%, 03/14/2024(6) | 893,967 | |
1,130,000 | 5.44%, 03/14/2024(6) | 1,107,656 | |
907,000 | 5.45%, 03/14/2024(6) | 889,066 | |
15,996,000 | 5.45%, 03/14/2024(6) | 15,679,705 | |
3,069,000 | 5.45%, 03/14/2024(6) | 3,008,315 | |
2,945,000 | 5.45%, 03/14/2024(6) | 2,886,767 | |
737,000 | 5.45%, 03/14/2024(6) | 722,427 | |
3,352,000 | 5.47%, 03/14/2024(6) | 3,285,720 | |
63,956,072 | |||
Total Short-Term Investments (cost $71,638,564) | $ 71,629,010 | ||
Total Investments (cost $956,375,491) | 99.8% | $ 877,024,024 | |
Other Assets and Liabilities | 0.2% | 1,579,748 | |
Total Net Assets | 100.0% | $ 878,603,772 |
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. |
(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, 2023, the aggregate value of these securities was $7,780,380, representing 0.9% of net assets. |
(2) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2023. 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 this security was $6,616,676 at October 31, 2023. |
(5) | Current yield as of period end. |
(6) | The rate shown represents current yield to maturity. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 24,241,739 | $ — | $ 24,241,739 | $ — | ||||
Municipal Bonds | 735,106,683 | — | 735,106,683 | — | ||||
U.S. Government Securities | 46,046,592 | — | 46,046,592 | — | ||||
Short-Term Investments | 71,629,010 | 7,672,938 | 63,956,072 | — | ||||
Total | $ 877,024,024 | $ 7,672,938 | $ 869,351,086 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
94 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.9% | |||
Banks - 1.3% | |||
146,185 | Commerce Bancshares, Inc. | $ 6,411,674 | |
186,572 | Fifth Third Bancorp | 4,423,622 | |
10,835,296 | |||
Capital Goods - 14.2% | |||
240,748 | BWX Technologies, Inc. | 17,882,761 | |
84,907 | Dover Corp. | 11,033,664 | |
141,650 | Fortune Brands Innovations, Inc. | 7,904,070 | |
218,765 | Hexcel Corp. | 13,545,929 | |
73,088 | IDEX Corp. | 13,989,774 | |
207,254 | Masco Corp. | 10,795,861 | |
55,298 | Nordson Corp. | 11,755,802 | |
28,037 | Snap-on, Inc. | 7,231,864 | |
58,458 | Trane Technologies PLC | 11,125,142 | |
154,827 | Trex Co., Inc.* | 8,702,826 | |
113,967,693 | |||
Commercial & Professional Services - 7.7% | |||
92,296 | Leidos Holdings, Inc. | 9,148,380 | |
541,534 | Rentokil Initial PLC ADR | 13,857,855 | |
131,368 | Robert Half, Inc. | 9,822,385 | |
60,667 | Verisk Analytics, Inc. | 13,793,249 | |
117,209 | Waste Connections, Inc. | 15,178,566 | |
61,800,435 | |||
Consumer Discretionary Distribution & Retail - 2.1% | |||
63,789 | Burlington Stores, Inc.* | 7,720,383 | |
30,286 | Pool Corp. | 9,563,410 | |
17,283,793 | |||
Consumer Durables & Apparel - 1.6% | |||
128,550 | Garmin Ltd. | 13,180,231 | |
Consumer Services - 3.8% | |||
444,030 | Aramark | 11,957,728 | |
106,776 | Churchill Downs, Inc. | 11,728,276 | |
21,481 | Domino's Pizza, Inc. | 7,281,844 | |
30,967,848 | |||
Energy - 3.7% | |||
37,443 | Cheniere Energy, Inc. | 6,231,264 | |
297,290 | Coterra Energy, Inc. | 8,175,475 | |
56,505 | Diamondback Energy, Inc. | 9,058,882 | |
25,387 | Pioneer Natural Resources Co. | 6,067,493 | |
29,533,114 | |||
Equity Real Estate Investment Trusts (REITs) - 3.6% | |||
109,425 | Alexandria Real Estate Equities, Inc. REIT | 10,190,750 | |
237,566 | American Homes 4 Rent Class A, REIT | 7,777,911 | |
532,728 | Brixmor Property Group, Inc. REIT | 11,075,415 | |
29,044,076 | |||
Financial Services - 1.8% | |||
80,494 | Raymond James Financial, Inc. | 7,682,347 | |
127,843 | SEI Investments Co. | 6,860,056 | |
14,542,403 | |||
Food, Beverage & Tobacco - 1.1% | |||
48,578 | Hershey Co. | 9,101,088 | |
Health Care Equipment & Services - 7.1% | |||
23,683 | Chemed Corp. | 13,325,240 | |
40,045 | Cooper Cos., Inc. | 12,484,029 | |
199,975 | Encompass Health Corp. | 12,510,436 | |
227,026 | Masimo Corp.* | 18,418,619 | |
56,738,324 | |||
Insurance - 10.7% | |||
62,909 | Arthur J Gallagher & Co. | 14,814,440 | |
157,201 | Assurant, Inc. | 23,407,229 | |
29,054 | Everest Group Ltd. | 11,494,344 | |
92,725 | Globe Life, Inc. | 10,789,481 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 94.9% - (continued) | |||
Insurance - 10.7% - (continued) | |||
91,654 | Reinsurance Group of America, Inc. | $ 13,699,523 | |
266,536 | Ryan Specialty Holdings, Inc.* | 11,514,355 | |
85,719,372 | |||
Materials - 3.4% | |||
138,195 | AptarGroup, Inc. | 16,897,103 | |
195,910 | Berry Global Group, Inc. | 10,775,050 | |
27,672,153 | |||
Media & Entertainment - 5.6% | |||
334,444 | Interpublic Group of Cos., Inc. | 9,498,210 | |
366,699 | Match Group, Inc.* | 12,687,785 | |
367,282 | Pinterest, Inc. Class A* | 10,974,386 | |
91,220 | Take-Two Interactive Software, Inc.* | 12,200,675 | |
45,361,056 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 2.7% | |||
307,765 | Catalent, Inc.* | 10,584,038 | |
34,643 | West Pharmaceutical Services, Inc. | 11,026,521 | |
21,610,559 | |||
Semiconductors & Semiconductor Equipment - 5.6% | |||
144,052 | Entegris, Inc. | 12,682,338 | |
39,558 | First Solar, Inc.* | 5,635,037 | |
129,948 | Microchip Technology, Inc. | 9,263,993 | |
138,028 | ON Semiconductor Corp.* | 8,646,074 | |
100,163 | Skyworks Solutions, Inc. | 8,688,139 | |
44,915,581 | |||
Software & Services - 6.7% | |||
151,146 | Amdocs Ltd. | 12,115,863 | |
167,894 | Dolby Laboratories, Inc. Class A | 13,589,341 | |
108,268 | PTC, Inc.* | 15,202,993 | |
66,249 | VeriSign, Inc.* | 13,227,275 | |
54,135,472 | |||
Technology Hardware & Equipment - 7.3% | |||
64,351 | CDW Corp. | 12,895,940 | |
281,383 | Ciena Corp.* | 11,874,363 | |
48,522 | Motorola Solutions, Inc. | 13,511,436 | |
33,536 | Teledyne Technologies, Inc.* | 12,562,250 | |
35,995 | Zebra Technologies Corp. Class A* | 7,538,433 | |
58,382,422 | |||
Utilities - 4.9% | |||
217,233 | Alliant Energy Corp. | 10,598,798 | |
344,732 | CenterPoint Energy, Inc. | 9,266,396 | |
185,878 | CMS Energy Corp. | 10,100,610 | |
256,508 | FirstEnergy Corp. | 9,131,685 | |
39,097,489 | |||
Total Common Stocks (cost $628,976,823) | $ 763,888,405 | ||
SHORT-TERM INVESTMENTS - 5.2% | |||
Other Investment Pools & Funds - 5.2% | |||
41,785,990 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(1) | $ 41,785,990 | |
Total Short-Term Investments (cost $41,785,990) | $ 41,785,990 | ||
Total Investments (cost $670,762,813) | 100.1% | $ 805,674,395 | |
Other Assets and Liabilities | (0.1)% | (987,109) | |
Total Net Assets | 100.0% | $ 804,687,286 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
95 |
October 31, 2023
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) | 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 | $ 10,835,296 | $ 10,835,296 | $ — | $ — | ||||
Capital Goods | 113,967,693 | 113,967,693 | — | — | ||||
Commercial & Professional Services | 61,800,435 | 61,800,435 | — | — | ||||
Consumer Discretionary Distribution & Retail | 17,283,793 | 17,283,793 | — | — | ||||
Consumer Durables & Apparel | 13,180,231 | 13,180,231 | — | — | ||||
Consumer Services | 30,967,848 | 30,967,848 | — | — | ||||
Energy | 29,533,114 | 29,533,114 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 29,044,076 | 29,044,076 | — | — | ||||
Financial Services | 14,542,403 | 14,542,403 | — | — | ||||
Food, Beverage & Tobacco | 9,101,088 | 9,101,088 | — | — | ||||
Health Care Equipment & Services | 56,738,324 | 56,738,324 | — | — | ||||
Insurance | 85,719,372 | 85,719,372 | — | — | ||||
Materials | 27,672,153 | 27,672,153 | — | — | ||||
Media & Entertainment | 45,361,056 | 45,361,056 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 21,610,559 | 21,610,559 | — | — | ||||
Semiconductors & Semiconductor Equipment | 44,915,581 | 44,915,581 | — | — | ||||
Software & Services | 54,135,472 | 54,135,472 | — | — | ||||
Technology Hardware & Equipment | 58,382,422 | 58,382,422 | — | — | ||||
Utilities | 39,097,489 | 39,097,489 | — | — | ||||
Short-Term Investments | 41,785,990 | 41,785,990 | — | — | ||||
Total | $ 805,674,395 | $ 805,674,395 | $ — | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
96 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 92.6% | |||
Automobiles & Components - 0.9% | |||
55,846 | Gentherm, Inc.* | $ 2,246,126 | |
Banks - 6.5% | |||
198,954 | First BanCorp | 2,656,036 | |
79,305 | First Merchants Corp. | 2,165,820 | |
124,141 | Heritage Financial Corp. | 2,019,774 | |
65,453 | Pacific Premier Bancorp, Inc. | 1,243,607 | |
113,996 | Seacoast Banking Corp. of Florida | 2,303,859 | |
37,074 | SouthState Corp. | 2,450,591 | |
66,180 | TriCo Bancshares | 2,140,923 | |
78,224 | United Community Banks, Inc. | 1,727,968 | |
16,708,578 | |||
Capital Goods - 14.7% | |||
51,513 | Albany International Corp. Class A | 4,203,976 | |
293,579 | Custom Truck One Source, Inc.* | 1,693,951 | |
25,216 | EnPro Industries, Inc. | 2,800,489 | |
33,413 | ESCO Technologies, Inc. | 3,248,412 | |
271,258 | Hayward Holdings, Inc.* | 2,848,209 | |
79,832 | Hexcel Corp. | 4,943,197 | |
86,861 | Kornit Digital Ltd.* | 1,198,682 | |
191,777 | Masterbrand, Inc.* | 2,130,642 | |
33,796 | McGrath RentCorp | 3,399,878 | |
128,306 | Primoris Services Corp. | 3,856,878 | |
9,578 | Proto Labs, Inc.* | 226,137 | |
24,411 | Simpson Manufacturing Co., Inc. | 3,251,057 | |
13,083 | Standex International Corp. | 1,878,326 | |
41,127 | V2X, Inc.* | 2,100,356 | |
37,780,190 | |||
Commercial & Professional Services - 6.9% | |||
59,653 | ASGN, Inc.* | 4,978,639 | |
26,385 | Science Applications International Corp. | 2,882,298 | |
95,690 | Stericycle, Inc.* | 3,946,256 | |
126,156 | Verra Mobility Corp.* | 2,494,104 | |
63,716 | WNS Holdings Ltd. ADR* | 3,461,053 | |
17,762,350 | |||
Consumer Discretionary Distribution & Retail - 2.9% | |||
19,368 | Asbury Automotive Group, Inc.* | 3,706,454 | |
127,243 | Valvoline, Inc. | 3,775,300 | |
7,481,754 | |||
Consumer Durables & Apparel - 4.8% | |||
15,265 | Cavco Industries, Inc.* | 3,808,770 | |
23,551 | Oxford Industries, Inc. | 1,987,705 | |
190,262 | Snap One Holdings Corp.*(1) | 1,425,062 | |
138,431 | Sonos, Inc.* | 1,492,286 | |
109,662 | Steven Madden Ltd. | 3,595,817 | |
12,309,640 | |||
Consumer Staples Distribution & Retail - 1.4% | |||
189,336 | Chefs' Warehouse, Inc.* | 3,603,064 | |
Energy - 4.2% | |||
41,449 | Cactus, Inc. Class A | 1,945,616 | |
105,471 | Delek U.S. Holdings, Inc. | 2,779,161 | |
38,340 | Matador Resources Co. | 2,365,194 | |
256,377 | Permian Resources Corp. | 3,735,413 | |
10,825,384 | |||
Equity Real Estate Investment Trusts (REITs) - 1.3% | |||
60,224 | Terreno Realty Corp. REIT | 3,208,735 | |
Financial Services - 3.8% | |||
185,833 | Compass Diversified Holdings | 3,192,611 | |
14,942 | Encore Capital Group, Inc.* | 563,015 | |
29,556 | Houlihan Lokey, Inc. | 2,970,969 | |
311,053 | Perella Weinberg Partners | 3,051,430 | |
9,778,025 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 92.6% - (continued) | |||
Food, Beverage & Tobacco - 2.0% | |||
38,836 | Darling Ingredients, Inc.* | $ 1,720,046 | |
261,934 | Primo Water Corp. | 3,420,858 | |
5,140,904 | |||
Health Care Equipment & Services - 8.4% | |||
307,311 | Enhabit, Inc.* | 2,264,882 | |
124,814 | Envista Holdings Corp.* | 2,904,422 | |
41,368 | Haemonetics Corp.* | 3,525,795 | |
45,084 | ICU Medical, Inc.* | 4,420,937 | |
132,241 | NeoGenomics, Inc.* | 1,854,019 | |
93,420 | Progyny, Inc.* | 2,882,941 | |
44,403 | U.S. Physical Therapy, Inc. | 3,734,736 | |
21,587,732 | |||
Insurance - 5.2% | |||
52,714 | Axis Capital Holdings Ltd. | 3,009,970 | |
98,198 | Kemper Corp. | 3,916,136 | |
24,858 | Reinsurance Group of America, Inc. | 3,715,525 | |
60,360 | Ryan Specialty Holdings, Inc.* | 2,607,552 | |
13,249,183 | |||
Materials - 7.1% | |||
39,858 | Ashland, Inc. | 3,054,319 | |
35,484 | Balchem Corp. | 4,124,660 | |
11,904 | Eagle Materials, Inc. | 1,832,145 | |
195,496 | Element Solutions, Inc. | 3,563,892 | |
104,987 | Graphic Packaging Holding Co. | 2,258,270 | |
33,683 | Materion Corp. | 3,266,577 | |
18,099,863 | |||
Media & Entertainment - 2.3% | |||
61,681 | IAC, Inc.* | 2,624,526 | |
37,713 | Shutterstock, Inc. | 1,534,165 | |
390,655 | Stagwell, Inc.* | 1,609,499 | |
5,768,190 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 2.4% | |||
265,170 | Evolus, Inc.* | 2,015,292 | |
37,812 | Intra-Cellular Therapies, Inc.* | 1,881,525 | |
54,307 | Natera, Inc.* | 2,143,497 | |
6,040,314 | |||
Real Estate Management & Development - 0.8% | |||
150,119 | Kennedy-Wilson Holdings, Inc. | 1,932,032 | |
Semiconductors & Semiconductor Equipment - 3.2% | |||
83,903 | Allegro MicroSystems, Inc.* | 2,178,122 | |
152,763 | Credo Technology Group Holding Ltd.* | 2,172,290 | |
55,251 | MACOM Technology Solutions Holdings, Inc.* | 3,897,405 | |
8,247,817 | |||
Software & Services - 6.4% | |||
182,618 | Box, Inc. Class A* | 4,539,883 | |
59,811 | CommVault Systems, Inc.* | 3,908,649 | |
181,119 | LiveRamp Holdings, Inc.* | 5,009,752 | |
51,118 | Perficient, Inc.* | 2,974,556 | |
16,432,840 | |||
Technology Hardware & Equipment - 4.0% | |||
70,037 | Ciena Corp.* | 2,955,562 | |
67,919 | Lumentum Holdings, Inc.* | 2,663,104 | |
13,482 | Rogers Corp.* | 1,656,803 | |
370,072 | Viavi Solutions, Inc.* | 2,879,160 | |
10,154,629 | |||
Transportation - 0.7% | |||
28,799 | Forward Air Corp. | 1,854,944 | |
Utilities - 2.7% | |||
21,130 | Chesapeake Utilities Corp. | 1,872,329 |
97 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 92.6% - (continued) | |||
Utilities - 2.7% - (continued) | |||
41,523 | ONE Gas, Inc. | $ 2,507,989 | |
39,928 | SJW Group | 2,494,702 | |
6,875,020 | |||
Total Common Stocks (cost $224,815,551) | $ 237,087,314 | ||
EXCHANGE-TRADED FUNDS - 2.2% | |||
Other Investment Pools & Funds - 2.2% | |||
34,217 | iShares Russell 2000 ETF | $ 5,629,381 | |
Total Exchange-Traded Funds (cost $5,615,458) | $ 5,629,381 | ||
Total Long-Term Investments (cost $230,431,009) | $ 242,716,695 | ||
SHORT-TERM INVESTMENTS - 4.8% | |||
Other Investment Pools & Funds - 4.8% | |||
12,286,977 | Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 5.25%(2) | $ 12,286,977 | |
Securities Lending Collateral - 0.0% | |||
17,209 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(2) | 17,209 | |
57,365 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(2) | 57,365 | |
17,210 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(2) | 17,210 | |
17,209 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(2) | 17,209 | |
108,993 | |||
Total Short-Term Investments (cost $12,395,970) | $ 12,395,970 | ||
Total Investments (cost $242,826,979) | 99.6% | $ 255,112,665 | |
Other Assets and Liabilities | 0.4% | 1,010,931 | |
Total Net Assets | 100.0% | $ 256,123,596 |
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) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
98 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 2,246,126 | $ 2,246,126 | $ — | $ — | ||||
Banks | 16,708,578 | 16,708,578 | — | — | ||||
Capital Goods | 37,780,190 | 37,780,190 | — | — | ||||
Commercial & Professional Services | 17,762,350 | 17,762,350 | — | — | ||||
Consumer Discretionary Distribution & Retail | 7,481,754 | 7,481,754 | — | — | ||||
Consumer Durables & Apparel | 12,309,640 | 12,309,640 | — | — | ||||
Consumer Staples Distribution & Retail | 3,603,064 | 3,603,064 | — | — | ||||
Energy | 10,825,384 | 10,825,384 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 3,208,735 | 3,208,735 | — | — | ||||
Financial Services | 9,778,025 | 9,778,025 | — | — | ||||
Food, Beverage & Tobacco | 5,140,904 | 5,140,904 | — | — | ||||
Health Care Equipment & Services | 21,587,732 | 21,587,732 | — | — | ||||
Insurance | 13,249,183 | 13,249,183 | — | — | ||||
Materials | 18,099,863 | 18,099,863 | — | — | ||||
Media & Entertainment | 5,768,190 | 5,768,190 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 6,040,314 | 6,040,314 | — | — | ||||
Real Estate Management & Development | 1,932,032 | 1,932,032 | — | — | ||||
Semiconductors & Semiconductor Equipment | 8,247,817 | 8,247,817 | — | — | ||||
Software & Services | 16,432,840 | 16,432,840 | — | — | ||||
Technology Hardware & Equipment | 10,154,629 | 10,154,629 | — | — | ||||
Transportation | 1,854,944 | 1,854,944 | — | — | ||||
Utilities | 6,875,020 | 6,875,020 | — | — | ||||
Exchange-Traded Funds | 5,629,381 | 5,629,381 | — | — | ||||
Short-Term Investments | 12,395,970 | 12,395,970 | — | — | ||||
Total | $ 255,112,665 | $ 255,112,665 | $ — | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
99 |
Counterparty Abbreviations: | |
BCLY | Barclays |
BOA | Bank of America Securities LLC |
CBK | Citibank NA |
GSC | Goldman Sachs & Co. |
HSBC | Hongkong and Shanghai Banking Corporation |
JPM | JP Morgan Chase & Co. |
MSC | Morgan Stanley |
SSG | State Street Global Markets LLC |
UBS | UBS AG |
Currency Abbreviations: | |
AUD | Australia Dollar |
BRL | Brazil Real |
CAD | Canadian Dollar |
CHF | Switzerland Franc |
CLP | Chile Peso |
CNY | China Yuan Renminbi |
COP | Colombia Peso |
CZK | Czech Republic Koruna |
DOP | Dominican Republic Peso |
EUR | Euro Member Countries |
GBP | British Pound |
HKD | Hong Kong Dollar |
HUF | Hungary Forint |
IDR | Indonesia Rupiah |
JPY | Japan Yen |
MXN | Mexican Peso |
MYR | Malaysia Ringgit |
PEN | Peru Nuevo Sol |
PLN | Poland Zloty |
RON | Romania New Leu |
THB | Thailand Baht |
TRY | Turkish Currency |
USD | United States Dollar |
ZAR | South Africa Rand |
Index Abbreviations: | |
CMT | Constant Maturity Treasury Index |
EAFE | Europe, Australasia and Far East |
Eurex | Eurex Exchange |
FTSE | Financial Times and Stock Exchange |
iBoxx | Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets |
S&P | Standard & Poor's |
TOPIX | Tokyo Stock Price Index |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
Dist | District |
Facs | Facilities |
GO | General Obligation |
Redev | Redevelopment |
Rev | Revenue |
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 |
COLL | Collateral |
EM | Emerging Markets |
ETF | Exchange-Traded Fund |
FHA | Federal Housing Authority |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GDR | Global Depositary Receipt |
GNMA | Government National Mortgage Association |
HUD | Housing and Urban Development |
JSC | Joint Stock Company |
KGaA | Kommanditgesellschaft Auf Aktien |
MSCI | Morgan Stanley Capital International |
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 |
Q-SBLF | Qualified School Bond Loan Fund |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
SPDR | Standard & Poor's Depositary Receipt |
ST APPROP | State Appropriation |
Tbk | Terbuka |
100 |
October 31, 2023
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Diversified Growth Fund (Consolidated) | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 25,152,110 | $ 55,235,303 | $ 56,029,158 | $ 5,033,027,513 | $ 22,922,788 | ||||
Cash | — | 23 | — | — | — | ||||
Cash collateral due from broker on futures contracts | — | — | 572,287 | — | 17,200 | ||||
Cash collateral held for securities on loan | — | — | 375,704 | — | 33,299 | ||||
Foreign currency | 1,887 | 21,707 | 3,006 | 11,758,048 | 14,139 | ||||
Unrealized appreciation on foreign currency contracts | — | — | 33,816 | — | 103,812 | ||||
Receivables: | |||||||||
From affiliates | 15,910 | 35,803 | 33,289 | — | 16,367 | ||||
Investment securities sold | — | 444,638 | 44,170 | 20,316,094 | 527,766 | ||||
Fund shares sold | — | 67,289 | — | 10,901,160 | 1,545 | ||||
Dividends and interest | 1,331 | 80,183 | 50,002 | 5,491,561 | 402,097 | ||||
Securities lending income | — | 21 | 6,171 | 8,452 | 1,063 | ||||
Variation margin on futures contracts | — | — | 4,816 | — | 979 | ||||
Tax reclaims | — | 1,137 | 61 | 184,476 | 30,358 | ||||
OTC swap contracts premiums paid | — | — | — | — | 22,023 | ||||
Other assets | 27,939 | 28,472 | 466 | 144,236 | 62,446 | ||||
Total assets | 25,199,177 | 55,914,576 | 57,152,946 | 5,081,831,540 | 24,155,882 | ||||
Liabilities: | |||||||||
Unrealized depreciation on foreign currency contracts | — | — | 18,848 | — | 106,785 | ||||
Obligation to return securities lending collateral | — | — | 7,514,080 | — | 665,977 | ||||
Unrealized depreciation on OTC swap contracts | — | — | — | — | 4,769 | ||||
Payables: | |||||||||
Investment securities purchased | 70,082 | 497,024 | 42,927 | 37,122,066 | 1,412,932 | ||||
Fund shares redeemed | — | 27 | — | 7,649,191 | — | ||||
Investment management fees | 19,310 | 40,145 | 20,543 | 4,320,885 | 13,038 | ||||
Transfer agent fees | 1,450 | 216 | 163 | 707,386 | 1,298 | ||||
Accounting services fees | 31 | 954 | 737 | 65,668 | 273 | ||||
Board of Directors' fees | 158 | 226 | 56 | 21,366 | 99 | ||||
Foreign taxes | — | 11,972 | — | 8,982,173 | 397 | ||||
Distribution fees | 78 | — | — | 35,332 | 21 | ||||
Accrued expenses | 20,965 | 48,940 | 45,888 | 475,773 | 10,625 | ||||
Total liabilities | 112,074 | 599,504 | 7,643,242 | 59,379,840 | 2,216,214 | ||||
Net assets | $ 25,087,103 | $ 55,315,072 | $ 49,509,704 | $ 5,022,451,700 | $ 21,939,668 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 52,569,691 | $ 57,685,674 | $ 50,099,899 | $ 5,708,363,626 | $ 43,457,163 | ||||
Distributable earnings (loss) | (27,482,588) | (2,370,602) | (590,195) | (685,911,926) | (21,517,495) | ||||
Net assets | $ 25,087,103 | $ 55,315,072 | $ 49,509,704 | $ 5,022,451,700 | $ 21,939,668 | ||||
Shares authorized | 300,000,000 | 650,000,000 | 350,000,000 | 1,545,000,000 | 500,000,000 | ||||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | $ 0.0001 | ||||
Class A: Net asset value per share | $ 9.95 | $ 7.32 | $ — | $ 14.39 | $ 6.46 | ||||
Maximum offering price per share | 10.53 | 7.75 | — | 15.23 | 6.76 | ||||
Shares outstanding | 144,650 | 4,017 | — | 59,557,680 | 173,599 | ||||
Net Assets | $ 1,439,504 | $ 29,405 | $ — | $ 857,303,082 | $ 1,121,280 | ||||
Class C: Net asset value per share | $ 9.83 | $ 7.24 | $ — | $ 14.14 | $ 6.44 | ||||
Shares outstanding | 12,604 | 1,061 | — | 258,448 | 20,607 | ||||
Net Assets | $ 123,888 | $ 7,686 | $ — | $ 3,654,848 | $ 132,634 | ||||
Class I: Net asset value per share | $ 9.98 | $ 7.33 | $ 9.64 | $ 14.34 | $ 6.45 | ||||
Shares outstanding | 444,439 | 45,547 | 10,000 | 121,283,164 | 490,840 | ||||
Net Assets | $ 4,435,422 | $ 333,937 | $ 96,351 | $ 1,738,829,281 | $ 3,164,158 | ||||
Class R3: Net asset value per share | $ — | $ — | $ — | $ 14.23 | $ 6.47 | ||||
Shares outstanding | — | — | — | 6,307 | 4,792 | ||||
Net Assets | $ — | $ — | $ — | $ 89,745 | $ 30,993 | ||||
Class R4: Net asset value per share | $ — | $ — | $ — | $ 14.37 | $ 6.46 | ||||
Shares outstanding | — | — | — | 389,948 | 1,518 | ||||
Net Assets | $ — | $ — | $ — | $ 5,602,424 | $ 9,799 |
101 |
October 31, 2023
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Diversified Growth Fund (Consolidated) | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||
Class R5: Net asset value per share | $ — | $ — | $ — | $ 14.33 | $ 6.44 | ||||
Shares outstanding | — | — | — | 1,637 | 1,539 | ||||
Net Assets | $ — | $ — | $ — | $ 23,466 | $ 9,916 | ||||
Class Y: Net asset value per share | $ 10.00 | $ 7.34 | $ — | $ 14.46 | $ 6.45 | ||||
Shares outstanding | 18,091 | 1,638 | — | 6,825,124 | 436,664 | ||||
Net Assets | $ 180,858 | $ 12,023 | $ — | $ 98,715,216 | $ 2,814,348 | ||||
Class F: Net asset value per share | $ 10.01 | $ 7.32 | $ — | $ 14.35 | $ 5.99 | ||||
Shares outstanding | 1,639,115 | 1,969,899 | — | 47,872,613 | 3,413 | ||||
Net Assets | $ 16,404,132 | $ 14,411,603 | $ — | $ 687,024,163 | $ 20,459 | ||||
Class SDR: Net asset value per share | $ 10.01 | $ 7.32 | $ 9.64 | $ 14.38 | $ 6.45 | ||||
Shares outstanding | 250,000 | 5,539,168 | 5,128,253 | 113,446,219 | 2,270,386 | ||||
Net Assets | $ 2,503,299 | $ 40,520,418 | $ 49,413,353 | $ 1,631,209,475 | $ 14,636,081 | ||||
Cost of investments | $ 30,551,775 | $ 55,051,690 | $ 56,822,972 | $ 4,523,412,038 | $ 24,274,990 | ||||
Cost of foreign currency | $ 1,915 | $ 21,698 | $ 3,005 | $ 11,758,223 | $ 14,218 | ||||
(1) Includes Investment in securities on loan, at market value | $ — | $ — | $ 7,363,718 | $ 1,048,040 | $ 639,954 |
102 |
October 31, 2023
Hartford Schroders International Contrarian Value Fund | Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Sustainable Core Bond Fund | Hartford Schroders Sustainable International Core Fund | |||||
Assets: | |||||||||
Investments in securities, at market value(1) | $ 23,727,763 | $ 2,292,014,160 | $ 4,919,600,835 | $ 161,990,864 | $ 1,010,492 | ||||
Cash | — | — | — | 195 | — | ||||
Cash collateral due from broker on futures contracts | — | 1,195,154 | — | 62,175 | — | ||||
Cash collateral held for securities on loan | — | 1,104,764 | 1,733,752 | — | — | ||||
Foreign currency | 61 | 4,185,914 | 189,321 | — | 120 | ||||
Unrealized appreciation on foreign currency contracts | — | 99,282 | — | — | — | ||||
Receivables: | |||||||||
From affiliates | 6,695 | — | — | 21,118 | 10,933 | ||||
Investment securities sold | — | 18,596,577 | 3,977,288 | 605,181 | 16,257 | ||||
Fund shares sold | — | 1,265,795 | 15,634,733 | 5,594 | — | ||||
Dividends and interest | 73,365 | 6,224,313 | 4,982,979 | 1,399,606 | 1,509 | ||||
Securities lending income | — | 14,882 | 5,779 | — | — | ||||
Variation margin on futures contracts | — | 116,197 | — | — | — | ||||
Tax reclaims | 4,004 | 3,635,437 | 8,647,111 | — | — | ||||
Other assets | 14,056 | 80,759 | 176,604 | 50,828 | 13,411 | ||||
Total assets | 23,825,944 | 2,328,533,234 | 4,954,948,402 | 164,135,561 | 1,052,722 | ||||
Liabilities: | |||||||||
Obligation to return securities lending collateral | — | 22,095,287 | 34,675,046 | — | — | ||||
Payables: | |||||||||
Investment securities purchased | — | 16,516,155 | 24,878,804 | 965,000 | 16,258 | ||||
Fund shares redeemed | — | 2,888,725 | 9,155,542 | 437,351 | — | ||||
Investment management fees | 13,378 | 1,388,932 | 2,734,533 | 46,829 | 574 | ||||
Transfer agent fees | 234 | 208,817 | 544,038 | 1,134 | 37 | ||||
Accounting services fees | 252 | 31,926 | 63,312 | 3,217 | 18 | ||||
Board of Directors' fees | 29 | 9,007 | 17,290 | 760 | — | ||||
Variation margin on futures contracts | — | — | — | 3,660 | — | ||||
Foreign taxes | — | 678,174 | 242,127 | — | 374 | ||||
Distribution fees | — | 6,970 | 14,390 | — | — | ||||
Accrued expenses | 9,405 | 174,667 | 127,133 | 11,911 | 13,220 | ||||
Total liabilities | 23,298 | 43,998,660 | 72,452,215 | 1,469,862 | 30,481 | ||||
Net assets | $ 23,802,646 | $ 2,284,534,574 | $ 4,882,496,187 | $ 162,665,699 | $ 1,022,241 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 25,667,771 | $ 2,557,220,997 | $ 5,237,345,675 | $ 199,095,079 | $ 1,058,684 | ||||
Distributable earnings (loss) | (1,865,125) | (272,686,423) | (354,849,488) | (36,429,380) | (36,443) | ||||
Net assets | $ 23,802,646 | $ 2,284,534,574 | $ 4,882,496,187 | $ 162,665,699 | $ 1,022,241 | ||||
Shares authorized | 100,000,000 | 865,000,000 | 990,000,000 | 375,000,000 | 100,000,000 | ||||
Par value | $ — | $ 0.0001 | $ 0.0001 | $ — | $ — | ||||
Class A: Net asset value per share | $ — | $ 8.71 | $ 15.22 | $ — | $ — | ||||
Maximum offering price per share | — | 9.22 | 16.11 | — | — | ||||
Shares outstanding | — | 11,593,145 | 17,746,266 | — | — | ||||
Net Assets | $ — | $ 101,003,175 | $ 270,141,628 | $ — | $ — | ||||
Class C: Net asset value per share | $ — | $ 8.66 | $ 14.35 | $ — | $ — | ||||
Shares outstanding | — | 942,665 | 1,279,238 | — | — | ||||
Net Assets | $ — | $ 8,165,566 | $ 18,355,278 | $ — | $ — | ||||
Class I: Net asset value per share | $ 10.70 | $ 8.71 | $ 14.73 | $ 8.11 | $ 9.67 | ||||
Shares outstanding | 1,140,319 | 67,735,133 | 174,986,555 | 124,788 | 55,066 | ||||
Net Assets | $ 12,202,511 | $ 589,668,142 | $ 2,577,666,733 | $ 1,011,954 | $ 532,610 | ||||
Class R3: Net asset value per share | $ — | $ 8.69 | $ 14.59 | $ 8.18 | $ — | ||||
Shares outstanding | — | 1,660,684 | 187,886 | 1,021 | — | ||||
Net Assets | $ — | $ 14,424,798 | $ 2,741,232 | $ 8,353 | $ — | ||||
Class R4: Net asset value per share | $ — | $ 8.69 | $ 14.67 | $ 8.14 | $ — | ||||
Shares outstanding | — | 590,018 | 236,960 | 1,028 | — | ||||
Net Assets | $ — | $ 5,126,080 | $ 3,476,920 | $ 8,363 | $ — |
103 |
October 31, 2023
Hartford Schroders International Contrarian Value Fund | Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Sustainable Core Bond Fund | Hartford Schroders Sustainable International Core Fund | |||||
Class R5: Net asset value per share | $ — | $ 8.70 | $ 14.74 | $ 8.10 | $ — | ||||
Shares outstanding | — | 1,866,812 | 1,822,463 | 1,035 | — | ||||
Net Assets | $ — | $ 16,237,517 | $ 26,855,160 | $ 8,385 | $ — | ||||
Class Y: Net asset value per share | $ — | $ 8.70 | $ 14.77 | $ 8.10 | $ — | ||||
Shares outstanding | — | 34,730,770 | 8,212,308 | 663,939 | — | ||||
Net Assets | $ — | $ 302,192,331 | $ 121,305,943 | $ 5,377,356 | $ — | ||||
Class F: Net asset value per share | $ — | $ 8.71 | $ 14.75 | $ 8.10 | $ — | ||||
Shares outstanding | — | 61,135,003 | 77,922,252 | 8,964,438 | — | ||||
Net Assets | $ — | $ 532,470,017 | $ 1,149,690,194 | $ 72,653,002 | $ — | ||||
Class SDR: Net asset value per share | $ 10.70 | $ 8.70 | $ 14.74 | $ 8.09 | $ 9.67 | ||||
Shares outstanding | 1,083,748 | 82,253,005 | 48,318,325 | 10,328,364 | 50,631 | ||||
Net Assets | $ 11,600,135 | $ 715,246,948 | $ 712,263,099 | $ 83,598,286 | $ 489,631 | ||||
Cost of investments | $ 25,881,377 | $ 2,235,636,660 | $ 4,989,281,695 | $ 178,504,103 | $ 1,051,513 | ||||
Cost of foreign currency | $ 58 | $ 4,182,694 | $ 191,322 | $ — | $ 116 | ||||
(1) Includes Investment in securities on loan, at market value | $ — | $ 22,422,254 | $ 34,880,266 | $ — | $ — |
104 |
October 31, 2023
Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | |||
Assets: | |||||
Investments in securities, at market value(1) | $ 877,024,024 | $ 805,674,395 | $ 255,112,665 | ||
Cash | — | — | 34 | ||
Cash collateral held for securities on loan | — | — | 5,737 | ||
Receivables: | |||||
From affiliates | 131,209 | — | 4,263 | ||
Investment securities sold | 21,533,457 | — | 1,631,192 | ||
Fund shares sold | 4,130,328 | 1,075,207 | 231,419 | ||
Dividends and interest | 9,727,149 | 364,736 | 69,990 | ||
Securities lending income | 101 | — | 241 | ||
Other assets | 81,575 | 70,546 | 58,553 | ||
Total assets | 912,627,843 | 807,184,884 | 257,114,094 | ||
Liabilities: | |||||
Obligation to return securities lending collateral | — | — | 114,730 | ||
Payables: | |||||
Investment securities purchased | 27,893,431 | 1,047,146 | 395,875 | ||
Fund shares redeemed | 5,652,851 | 753,398 | 206,744 | ||
Investment management fees | 339,895 | 528,117 | 204,466 | ||
Transfer agent fees | 98,664 | 118,778 | 44,278 | ||
Accounting services fees | 13,440 | 12,262 | 4,977 | ||
Board of Directors' fees | 2,214 | 2,846 | 1,098 | ||
Distribution fees | 3,734 | 10,413 | 1,969 | ||
Accrued expenses | 19,842 | 24,638 | 16,361 | ||
Total liabilities | 34,024,071 | 2,497,598 | 990,498 | ||
Net assets | $ 878,603,772 | $ 804,687,286 | $ 256,123,596 | ||
Summary of Net Assets: | |||||
Capital stock and paid-in-capital | $ 988,577,361 | $ 658,606,952 | $ 248,339,681 | ||
Distributable earnings (loss) | (109,973,589) | 146,080,334 | 7,783,915 | ||
Net assets | $ 878,603,772 | $ 804,687,286 | $ 256,123,596 | ||
Shares authorized | 575,000,000 | 500,000,000 | 500,000,000 | ||
Par value | $ 0.0001 | $ 0.0001 | $ 0.0001 | ||
Class A: Net asset value per share | $ 9.29 | $ 15.26 | $ 22.75 | ||
Maximum offering price per share | 9.73 | 16.15 | 24.07 | ||
Shares outstanding | 7,254,736 | 7,936,862 | 1,205,811 | ||
Net Assets | $ 67,410,369 | $ 121,122,502 | $ 27,434,445 | ||
Class C: Net asset value per share | $ 9.32 | $ 15.07 | $ 22.59 | ||
Shares outstanding | 630,059 | 2,158,531 | 200,475 | ||
Net Assets | $ 5,871,628 | $ 32,530,455 | $ 4,529,446 | ||
Class I: Net asset value per share | $ 9.29 | $ 16.08 | $ 24.34 | ||
Shares outstanding | 63,067,363 | 27,488,849 | 6,433,010 | ||
Net Assets | $ 586,158,813 | $ 441,958,389 | $ 156,579,997 | ||
Class R3: Net asset value per share | $ — | $ 15.58 | $ 23.55 | ||
Shares outstanding | — | 111,846 | 52,391 | ||
Net Assets | $ — | $ 1,742,143 | $ 1,233,903 | ||
Class R4: Net asset value per share | $ — | $ 15.93 | $ 24.03 | ||
Shares outstanding | — | 36,744 | 24,054 | ||
Net Assets | $ — | $ 585,292 | $ 578,059 | ||
Class R5: Net asset value per share | $ — | $ 16.05 | $ 24.33 | ||
Shares outstanding | — | 36,897 | 26,305 | ||
Net Assets | $ — | $ 592,070 | $ 640,050 | ||
Class Y: Net asset value per share | $ 9.30 | $ 16.06 | $ 24.35 | ||
Shares outstanding | 26,868 | 3,805,000 | 1,081,367 | ||
Net Assets | $ 249,801 | $ 61,122,341 | $ 26,335,504 |
105 |
October 31, 2023
Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | |||
Class F: Net asset value per share | $ 9.30 | $ 16.09 | $ 24.44 | ||
Shares outstanding | 18,056,985 | 6,675,257 | 553,556 | ||
Net Assets | $ 167,879,491 | $ 107,399,577 | $ 13,530,501 | ||
Class SDR: Net asset value per share | $ 9.29 | $ 16.12 | $ 24.47 | ||
Shares outstanding | 5,494,435 | 2,334,137 | 1,032,182 | ||
Net Assets | $ 51,033,670 | $ 37,634,517 | $ 25,261,691 | ||
Cost of investments | $ 956,375,491 | $ 670,762,813 | $ 242,826,979 | ||
(1) Includes Investment in securities on loan, at market value | $ — | $ — | $ 111,601 |
106 |
For the Year Ended October 31, 2023
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Diversified Growth Fund (Consolidated)(1) | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||
Investment Income: | |||||||||
Dividends | $ 573,395 | $ 1,855,272 | $ 18,947 | $ 158,074,971 | $ — | ||||
Interest | 29,062 | 46,120 | 75,990 | 3,719,055 | 2,110,999 | ||||
Securities lending — net | — | 2,930 | 6,171 | 448,338 | 11,706 | ||||
Less: Foreign tax withheld | (55,515) | (207,639) | (501) | (18,646,324) | (8,688) | ||||
Total investment income, net | 546,942 | 1,696,683 | 100,607 | 143,596,040 | 2,114,017 | ||||
Expenses: | |||||||||
Investment management fees | 331,429 | 464,508 | 20,710 | 53,977,025 | 191,076 | ||||
Transfer agent fees | |||||||||
Class A | 1,826 | 56 | — | 661,392 | 2,254 | ||||
Class C | 221 | 29 | — | 3,834 | 317 | ||||
Class I | 7,960 | 423 | 21 | 3,529,491 | 5,124 | ||||
Class R3 | — | — | — | 207 | 68 | ||||
Class R4 | — | — | — | 8,996 | 17 | ||||
Class R5 | — | — | — | 342 | 12 | ||||
Class Y | 248 | 13 | — | 116,665 | 1,759 | ||||
Class F | 307 | 138 | — | 3,623 | — | ||||
Class SDR | 116 | 374 | 141 | 10,441 | 408 | ||||
Distribution fees | |||||||||
Class A | 2,945 | 57 | — | 897,542 | 2,836 | ||||
Class C | 1,448 | 118 | — | 43,567 | 1,269 | ||||
Class R3 | — | — | — | 471 | 154 | ||||
Class R4 | — | — | — | 14,610 | 26 | ||||
Custodian fees | 30,419 | 79,369 | 654 | 1,184,145 | 14,238 | ||||
Registration and filing fees | 88,002 | 96,137 | 3,788 | 440,114 | 115,128 | ||||
Accounting services fees | 7,298 | 11,060 | 743 | 746,951 | 5,434 | ||||
Board of Directors' fees | 919 | 1,748 | 57 | 152,349 | 770 | ||||
Audit and tax fees | 33,366 | 63,227 | 41,262 | 80,023 | 37,932 | ||||
Other expenses | 13,592 | 10,751 | 746 | 542,650 | 16,555 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 520,096 | 728,008 | 68,122 | 62,414,438 | 395,377 | ||||
Expense waivers | (136,237) | (235,446) | (43,581) | — | (173,561) | ||||
Management fee waivers | — | — | (546) | — | — | ||||
Transfer agent fee waivers | — | — | — | (143,726) | — | ||||
Distribution fee reimbursements | (1,669) | (70) | — | (121) | (184) | ||||
Total waivers, reimbursements and fees paid indirectly | (137,906) | (235,516) | (44,127) | (143,847) | (173,745) | ||||
Total expenses | 382,190 | 492,492 | 23,995 | 62,270,591 | 221,632 | ||||
Net Investment Income (Loss) | 164,752 | 1,204,191 | 76,612 | 81,325,449 | 1,892,385 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | (13,999,207) | (2,507,279) | (39,987) | (480,428,050) | (2,334,589) | ||||
Less: Foreign taxes paid on realized capital gains | — | (69,285) | — | (5,145,680) | (1,188) | ||||
Futures contracts | — | 328,036 | 238,569 | — | 14,054 | ||||
Swap contracts | — | — | — | — | (27,813) | ||||
Foreign currency contracts | — | 14,832 | 29,355 | 786 | (14,034) | ||||
Other foreign currency transactions | (56,436) | (120,049) | 9,461 | (3,849,303) | 8,084 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (14,055,643) | (2,353,745) | 237,398 | (489,422,247) | (2,355,486) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments* | 16,740,805 | 2,274,746 | (793,814) | 936,517,183 | 3,588,505 | ||||
Futures contracts | — | — | (125,721) | — | 5,056 | ||||
Swap contracts | — | — | — | — | (4,769) | ||||
Foreign currency contracts | — | — | 14,968 | — | (95,524) | ||||
Translation of other assets and liabilities in foreign currencies | 378 | (1,074) | 41 | 5,362 | 3,046 | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | 16,741,183 | 2,273,672 | (904,526) | 936,522,545 | 3,496,314 | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 2,685,540 | (80,073) | (667,128) | 447,100,298 | 1,140,828 |
107 |
For the Year Ended October 31, 2023
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | Hartford Schroders Diversified Growth Fund (Consolidated)(1) | Hartford Schroders Emerging Markets Equity Fund | Hartford Schroders Emerging Markets Multi-Sector Bond Fund | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 2,850,292 | $ 1,124,118 | $ (590,516) | $ 528,425,747 | $ 3,033,213 | ||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ (8,791) | $ — | $ 4,703,448 | $ (251) |
(1) | Commenced operations on September 20, 2023. |
108 |
For the Year Ended October 31, 2023
Hartford Schroders International Contrarian Value Fund | Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Sustainable Core Bond Fund | Hartford Schroders Sustainable International Core Fund | |||||
Investment Income: | |||||||||
Dividends | $ 229,931 | $ 102,227,477 | $ 110,523,856 | $ — | $ 31,933 | ||||
Interest | 27,569 | 1,502,046 | 4,109,251 | 7,794,717 | 2,637 | ||||
Securities lending — net | 16 | 699,610 | 778,599 | — | — | ||||
Less: Foreign tax withheld | (12,835) | (10,564,774) | (10,393,635) | — | (3,713) | ||||
Total investment income, net | 244,681 | 93,864,359 | 105,018,071 | 7,794,717 | 30,857 | ||||
Expenses: | |||||||||
Investment management fees | 54,042 | 16,810,553 | 29,979,776 | 591,720 | 6,851 | ||||
Transfer agent fees | |||||||||
Class A | — | 134,043 | 279,200 | — | — | ||||
Class C | — | 10,738 | 19,057 | — | — | ||||
Class I | 413 | 722,485 | 2,448,248 | 1,149 | 177 | ||||
Class R3 | — | 33,718 | 5,323 | 19 | — | ||||
Class R4 | — | 8,900 | 7,174 | 15 | — | ||||
Class R5 | — | 17,382 | 29,165 | 10 | — | ||||
Class Y | — | 341,843 | 163,287 | 3,761 | — | ||||
Class F | — | 8,739 | 7,152 | 70 | — | ||||
Class SDR | 162 | 29,323 | 21,071 | 456 | 21 | ||||
Distribution fees | |||||||||
Class A | — | 271,811 | 662,624 | — | — | ||||
Class C | — | 99,500 | 186,332 | — | — | ||||
Class R3 | — | 76,631 | 13,638 | 43 | — | ||||
Class R4 | — | 13,089 | 10,550 | 22 | — | ||||
Custodian fees | 9,986 | 232,330 | 112,969 | 3,902 | 13,014 | ||||
Registration and filing fees | 44,232 | 219,370 | 459,220 | 110,231 | 44,232 | ||||
Accounting services fees | 1,503 | 352,478 | 645,251 | 36,983 | 211 | ||||
Board of Directors' fees | 250 | 68,601 | 133,165 | 5,531 | 30 | ||||
Audit and tax fees | 30,439 | 66,353 | 45,886 | 31,721 | 34,165 | ||||
Other expenses | 9,065 | 223,312 | 477,920 | 21,161 | 8,341 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 150,092 | 19,741,199 | 35,707,008 | 806,794 | 107,042 | ||||
Expense waivers | (88,489) | — | — | (174,415) | (99,666) | ||||
Transfer agent fee waivers | — | (703) | — | — | — | ||||
Distribution fee reimbursements | — | (7,654) | (469) | (65) | — | ||||
Total waivers, reimbursements and fees paid indirectly | (88,489) | (8,357) | (469) | (174,480) | (99,666) | ||||
Total expenses | 61,603 | 19,732,842 | 35,706,539 | 632,314 | 7,376 | ||||
Net Investment Income (Loss) | 183,078 | 74,131,517 | 69,311,532 | 7,162,403 | 23,481 | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | 74,202 | (27,410,241) | (59,458,108) | (7,088,417) | (5,247) | ||||
Less: Foreign taxes paid on realized capital gains | — | (169,379) | 197 | — | — | ||||
Futures contracts | — | 375,002 | — | (302,041) | (494) | ||||
Foreign currency contracts | — | (11,123,690) | — | — | — | ||||
Other foreign currency transactions | 41,480 | (1,648,261) | (584,120) | — | (182) | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 115,682 | (39,976,569) | (60,042,031) | (7,390,458) | (5,923) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments* | (2,018,195) | 230,860,237 | 369,746,947 | (594,291) | 98,087 | ||||
Futures contracts | — | (1,396,736) | — | (35,495) | (437) | ||||
Foreign currency contracts | — | 3,117,878 | — | — | — | ||||
Translation of other assets and liabilities in foreign currencies | (739) | 328,395 | 241,624 | — | 61 | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (2,018,934) | 232,909,774 | 369,988,571 | (629,786) | 97,711 | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (1,903,252) | 192,933,205 | 309,946,540 | (8,020,244) | 91,788 | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (1,720,174) | $ 267,064,722 | $ 379,258,072 | $ (857,841) | $ 115,269 |
109 |
For the Year Ended October 31, 2023
Hartford Schroders International Contrarian Value Fund | Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | Hartford Schroders Sustainable Core Bond Fund | Hartford Schroders Sustainable International Core Fund | |||||
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | $ (671,142) | $ 173,084 | $ — | $ (374) |
110 |
For the Year Ended October 31, 2023
Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | Hartford Schroders US Small Cap Opportunities Fund | |||
Investment Income: | |||||
Dividends | $ — | $ 11,043,790 | $ 3,170,405 | ||
Interest | 27,956,411 | 1,808,516 | 577,052 | ||
Securities lending — net | 102 | 23 | 9,369 | ||
Less: Foreign tax withheld | — | (13,402) | (23,769) | ||
Total investment income, net | 27,956,513 | 12,838,927 | 3,733,057 | ||
Expenses: | |||||
Investment management fees | 3,161,620 | 6,089,418 | 2,651,930 | ||
Transfer agent fees | |||||
Class A | 36,933 | 135,825 | 46,765 | ||
Class C | 5,749 | 41,517 | 8,664 | ||
Class I | 414,570 | 421,963 | 168,766 | ||
Class R3 | — | 4,147 | 2,342 | ||
Class R4 | — | 1,029 | 1,105 | ||
Class R5 | — | 640 | 581 | ||
Class Y | 291 | 72,111 | 35,415 | ||
Class F | 1,041 | 2,072 | 408 | ||
Class SDR | 1,332 | 1,525 | 1,400 | ||
Distribution fees | |||||
Class A | 143,565 | 306,022 | 81,230 | ||
Class C | 53,082 | 389,167 | 58,024 | ||
Class R3 | — | 9,426 | 5,374 | ||
Class R4 | — | 1,514 | 1,626 | ||
Custodian fees | 9,436 | 9,138 | 6,380 | ||
Registration and filing fees | 172,794 | 157,212 | 122,479 | ||
Accounting services fees | 122,133 | 129,993 | 58,252 | ||
Board of Directors' fees | 21,189 | 23,010 | 8,223 | ||
Audit and tax fees | 35,754 | 34,342 | 27,205 | ||
Other expenses | 69,896 | 105,897 | 48,606 | ||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 4,249,385 | 7,935,968 | 3,334,775 | ||
Expense waivers | (670,649) | — | (54,490) | ||
Distribution fee reimbursements | (185) | (1,135) | (878) | ||
Total waivers, reimbursements and fees paid indirectly | (670,834) | (1,135) | (55,368) | ||
Total expenses | 3,578,551 | 7,934,833 | 3,279,407 | ||
Net Investment Income (Loss) | 24,377,962 | 4,904,094 | 453,650 | ||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||
Investments | (18,979,609) | 12,321,557 | (2,834,343) | ||
Other foreign currency transactions | — | (11) | — | ||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (18,979,609) | 12,321,546 | (2,834,343) | ||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||
Investments | (36,127,379) | (29,228,870) | (32,244,449) | ||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (36,127,379) | (29,228,870) | (32,244,449) | ||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (55,106,988) | (16,907,324) | (35,078,792) | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (30,729,026) | $ (12,003,230) | $ (34,625,142) |
111 |
Hartford Schroders China A Fund | Hartford Schroders Diversified Emerging Markets Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ 164,752 | $ 290,390 | $ 1,204,191 | $ 176,917 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (14,055,643) | (7,543,646) | (2,353,745) | (1,195,729) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 16,741,183 | (22,881,257) | 2,273,672 | (2,174,653) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,850,292 | (30,134,513) | 1,124,118 | (3,193,465) | |||
Distributions to Shareholders: | |||||||
Class A | (1,337) | (10,069) | (35) | — | |||
Class C | — | (2,700) | — | — | |||
Class I | (52,031) | (104,164) | (699) | — | |||
Class Y | (1,018) | (39,890) | (72) | — | |||
Class F | (188,805) | (899,258) | (122,695) | — | |||
Class SDR | (21,811) | (52,837) | (231,501) | (50,976) | |||
Total distributions | (265,002) | (1,108,918) | (355,002) | (50,976) | |||
Capital Share Transactions: | |||||||
Sold | 3,718,267 | 29,473,307 | 61,306,748 | 58,666 | |||
Issued on reinvestment of distributions | 242,908 | 1,053,228 | 203,834 | 25,504 | |||
Redeemed | (37,388,732) | (22,346,182) | (13,859,078) | (50,000) | |||
Net increase (decrease) from capital share transactions | (33,427,557) | 8,180,353 | 47,651,504 | 34,170 | |||
Net Increase (Decrease) in Net Assets | (30,842,267) | (23,063,078) | 48,420,620 | (3,210,271) | |||
Net Assets: | |||||||
Beginning of period | 55,929,370 | 78,992,448 | 6,894,452 | 10,104,723 | |||
End of period | $ 25,087,103 | $ 55,929,370 | $ 55,315,072 | $ 6,894,452 |
112 |
Hartford Schroders Diversified Growth Fund (Consolidated)(1) | Hartford Schroders Emerging Markets Equity Fund | ||||
For the Period Ended October 31, 2023 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | |||
Operations: | |||||
Net investment income (loss) | $ 76,612 | $ 81,325,449 | $ 103,203,016 | ||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 237,398 | (489,422,247) | (468,356,186) | ||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (904,526) | 936,522,545 | (2,069,647,379) | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | (590,516) | 528,425,747 | (2,434,800,549) | ||
Distributions to Shareholders: | |||||
Class A | — | (1,268,980) | (151,824) | ||
Class C | — | (22,296) | (23,946) | ||
Class I | — | (33,753,249) | (27,092,330) | ||
Class R3 | — | (1,251) | (703) | ||
Class R4 | — | (90,398) | (51,898) | ||
Class R5 | — | (6,489) | (5,062) | ||
Class Y | — | (1,405,355) | (13,184,071) | ||
Class F | — | (14,361,218) | (13,622,640) | ||
Class SDR | — | (49,090,890) | (31,667,545) | ||
Total distributions | — | (100,000,126) | (85,800,019) | ||
Capital Share Transactions: | |||||
Sold | 50,110,019 | 2,362,338,664 | 5,086,373,116 | ||
Issued on reinvestment of distributions | — | 66,718,572 | 58,740,454 | ||
Redeemed | (9,799) | (2,660,935,974) | (4,540,386,396) | ||
Net increase (decrease) from capital share transactions | 50,100,220 | (231,878,738) | 604,727,174 | ||
Net Increase (Decrease) in Net Assets | 49,509,704 | 196,546,883 | (1,915,873,394) | ||
Net Assets: | |||||
Beginning of period | — | 4,825,904,817 | 6,741,778,211 | ||
End of period | $ 49,509,704 | $ 5,022,451,700 | $ 4,825,904,817 |
(1) | Commenced operations on September 20, 2023. |
113 |
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | Hartford Schroders International Contrarian Value Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Period Ended October 31, 2022(2) | ||||
Operations: | |||||||
Net investment income (loss) | $ 1,892,385 | $ 1,921,754 | $ 183,078 | $ 13,043 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (2,355,486) | (5,776,713) | 115,682 | (2,559) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 3,496,314 | (4,623,565) | (2,018,934) | (135,435) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,033,213 | (8,478,524) | (1,720,174) | (124,951) | |||
Distributions to Shareholders: | |||||||
Class A | (66,224) | (54,191) | — | — | |||
Class C | (6,809) | (3,458) | — | — | |||
Class I | (323,230) | (579,078) | (9,948) | — | |||
Class R3 | (1,728) | (1,290) | — | — | |||
Class R4 | (583) | (463) | — | — | |||
Class R5 | (620) | (492) | — | — | |||
Class Y | (175,989) | (139,376) | — | — | |||
Class F | (723) | (572) | — | — | |||
Class SDR | (1,124,657) | (918,507) | (10,052) | — | |||
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 | (1,700,563) | (1,952,009) | (20,000) | — | |||
Capital Share Transactions: | |||||||
Sold | 2,033,147 | 5,791,384 | 24,686,062 | 1,000,020 | |||
Issued on reinvestment of distributions | 1,656,722 | 1,951,740 | 20,000 | — | |||
Redeemed | (10,648,937) | (14,227,849) | (38,290) | (21) | |||
Net increase (decrease) from capital share transactions | (6,959,068) | (6,484,725) | 24,667,772 | 999,999 | |||
Net Increase (Decrease) in Net Assets | (5,626,418) | (16,915,258) | 22,927,598 | 875,048 | |||
Net Assets: | |||||||
Beginning of period | 27,566,086 | 44,481,344 | 875,048 | — | |||
End of period | $ 21,939,668 | $ 27,566,086 | $ 23,802,646 | $ 875,048 |
(2) | Commenced operations on May 24, 2022. |
114 |
Hartford Schroders International Multi-Cap Value Fund | Hartford Schroders International Stock Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ 74,131,517 | $ 82,938,721 | $ 69,311,532 | $ 67,546,312 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (39,976,569) | (219,298,966) | (60,042,031) | (285,897,605) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 232,909,774 | (394,954,873) | 369,988,571 | (984,923,058) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 267,064,722 | (531,315,118) | 379,258,072 | (1,203,274,351) | |||
Distributions to Shareholders: | |||||||
Class A | (3,946,432) | (3,151,213) | (2,374,838) | (4,534,577) | |||
Class C | (296,334) | (294,121) | (42,299) | (184,966) | |||
Class I | (26,153,118) | (23,679,132) | (27,779,545) | (38,891,433) | |||
Class R3 | (512,314) | (416,460) | (17,897) | (16,060) | |||
Class R4 | (189,203) | (158,198) | (42,019) | (72,581) | |||
Class R5 | (638,773) | (503,439) | (357,121) | (502,674) | |||
Class Y | (12,100,014) | (9,900,359) | (1,998,196) | (4,809,155) | |||
Class F | (21,846,359) | (18,702,771) | (11,303,233) | (13,376,220) | |||
Class SDR | (29,120,649) | (26,659,683) | (8,984,952) | (9,695,197) | |||
Total distributions | (94,803,196) | (83,465,376) | (52,900,100) | (72,082,863) | |||
Capital Share Transactions: | |||||||
Sold | 549,727,878 | 926,405,981 | 2,426,297,357 | 2,658,324,156 | |||
Issued on reinvestment of distributions | 85,095,573 | 75,457,113 | 49,453,539 | 67,165,273 | |||
Redeemed | (639,828,453) | (873,580,501) | (1,455,570,988) | (1,545,627,305) | |||
Net increase (decrease) from capital share transactions | (5,005,002) | 128,282,593 | 1,020,179,908 | 1,179,862,124 | |||
Net Increase (Decrease) in Net Assets | 167,256,524 | (486,497,901) | 1,346,537,880 | (95,495,090) | |||
Net Assets: | |||||||
Beginning of period | 2,117,278,050 | 2,603,775,951 | 3,535,958,307 | 3,631,453,397 | |||
End of period | $ 2,284,534,574 | $ 2,117,278,050 | $ 4,882,496,187 | $ 3,535,958,307 |
115 |
Hartford Schroders Sustainable Core Bond Fund | Hartford Schroders Sustainable International Core Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Period Ended October 31, 2022(2) | ||||
Operations: | |||||||
Net investment income (loss) | $ 7,162,403 | $ 3,221,627 | $ 23,481 | $ 8,211 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (7,390,458) | (11,068,907) | (5,923) | (8,802) | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (629,786) | (16,551,265) | 97,711 | (139,121) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (857,841) | (24,398,545) | 115,269 | (139,712) | |||
Distributions to Shareholders: | |||||||
Class I | (30,552) | (14,783) | (5,948) | — | |||
Class R3 | (271) | (317) | — | — | |||
Class R4 | (302) | (347) | — | — | |||
Class R5 | (332) | (378) | — | — | |||
Class Y | (234,184) | (318,097) | — | — | |||
Class F | (3,494,410) | (1,727,648) | — | — | |||
Class SDR | (3,504,908) | (2,952,567) | (6,052) | — | |||
Total distributions | (7,264,959) | (5,014,137) | (12,000) | — | |||
Capital Share Transactions: | |||||||
Sold | 74,251,205 | 113,246,909 (3) | 46,685 | 1,000,020 | |||
Issued on reinvestment of distributions | 6,699,211 | 4,489,018 (3) | 12,000 | — | |||
Redeemed | (54,161,290) | (27,300,551) (3) | — | (21) | |||
Net increase (decrease) from capital share transactions | 26,789,126 | 90,435,376 | 58,685 | 999,999 | |||
Net Increase (Decrease) in Net Assets | 18,666,326 | 61,022,694 | 161,954 | 860,287 | |||
Net Assets: | |||||||
Beginning of period | 143,999,373 | 82,976,679 | 860,287 | — | |||
End of period | $ 162,665,699 | $ 143,999,373 | $ 1,022,241 | $ 860,287 |
(2) | Commenced operations on May 24, 2022. |
(3) | As a result of the reorganization, there was no net impact on the operations of the Fund. See Note 13 in the Notes to Financial Statements for additional information on the effects of the reorganization. |
116 |
Hartford Schroders Tax-Aware Bond Fund | Hartford Schroders US MidCap Opportunities Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ 24,377,962 | $ 7,726,395 | $ 4,904,094 | $ 2,895,156 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (18,979,609) | (12,571,080) | 12,321,546 | 18,630,923 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (36,127,379) | (52,061,997) | (29,228,870) | (102,931,957) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (30,729,026) | (56,906,682) | (12,003,230) | (81,405,878) | |||
Distributions to Shareholders: | |||||||
Class A | (1,768,781) | (1,605,764) | (3,471,113) | (15,162,114) | |||
Class C | (106,574) | (126,622) | (1,178,748) | (7,632,003) | |||
Class I | (16,132,896) | (8,157,871) | (12,837,203) | (61,840,766) | |||
Class R3 | — | — | (51,364) | (288,955) | |||
Class R4 | — | — | (16,704) | (116,572) | |||
Class R5 | — | — | (10,042) | (101,815) | |||
Class Y | (8,313) | (8,866) | (1,885,791) | (10,739,172) | |||
Class F | (3,920,799) | (1,246,693) | (3,009,490) | (11,385,090) | |||
Class SDR | (1,662,809) | (1,969,376) | (1,164,350) | (5,005,028) | |||
Total distributions | (23,600,172) | (13,115,192) | (23,624,805) | (112,271,515) | |||
Capital Share Transactions: | |||||||
Sold | 949,162,300 | 245,198,906 | 282,337,218 | 195,719,583 | |||
Issued on reinvestment of distributions | 21,485,311 | 10,578,397 | 22,874,942 | 108,437,249 | |||
Redeemed | (428,675,927) | (250,656,258) | (198,265,815) | (218,180,334) | |||
Net increase (decrease) from capital share transactions | 541,971,684 | 5,121,045 | 106,946,345 | 85,976,498 | |||
Net Increase (Decrease) in Net Assets | 487,642,486 | (64,900,829) | 71,318,310 | (107,700,895) | |||
Net Assets: | |||||||
Beginning of period | 390,961,286 | 455,862,115 | 733,368,976 | 841,069,871 | |||
End of period | $ 878,603,772 | $ 390,961,286 | $ 804,687,286 | $ 733,368,976 |
117 |
Hartford Schroders US Small Cap Opportunities Fund | |||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||
Operations: | |||
Net investment income (loss) | $ 453,650 | $ (207,226) | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (2,834,343) | 1,385,585 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (32,244,449) | (44,687,496) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (34,625,142) | (43,509,137) | |
Distributions to Shareholders: | |||
Class A | (280,102) | (4,292,084) | |
Class C | (54,149) | (921,789) | |
Class I | (1,383,889) | (22,681,914) | |
Class R3 | (8,196) | (148,641) | |
Class R4 | (5,223) | (76,371) | |
Class R5 | (3,612) | (73,241) | |
Class Y | (271,877) | (4,006,301) | |
Class F | (126,573) | (1,840,382) | |
Class SDR | (296,699) | (3,566,355) | |
Total distributions | (2,430,320) | (37,607,078) | |
Capital Share Transactions: | |||
Sold | 73,566,132 | 82,976,378 | |
Issued on reinvestment of distributions | 2,355,690 | 36,489,337 | |
Redeemed | (90,686,559) | (89,585,740) | |
Net increase (decrease) from capital share transactions | (14,764,737) | 29,879,975 | |
Net Increase (Decrease) in Net Assets | (51,820,199) | (51,236,240) | |
Net Assets: | |||
Beginning of period | 307,943,795 | 359,180,035 | |
End of period | $ 256,123,596 | $ 307,943,795 |
118 |
— 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, 2023 | ||||||||||||||||||||||||||||||
A | $ 10.14 | $ 0.07 | $ (0.23) | $ (0.16) | $ (0.03) | $ — | $ — | $ (0.03) | $ 9.95 | (1.60)% | $ 1,440 | 1.78% | 1.45% | 0.63% | 66% | |||||||||||||||
C | 10.01 | (0.01) | (0.17) | (0.18) | — | — | — | — | 9.83 | (1.80) | 124 | 2.52 | 1.65 | (0.07) | 66 | |||||||||||||||
I | 10.17 | 0.03 | (0.15) | (0.12) | (0.07) | — | — | (0.07) | 9.98 | (1.29) | 4,435 | 1.49 | 1.15 | 0.25 | 66 | |||||||||||||||
Y | 10.19 | 0.07 | (0.19) | (0.12) | (0.07) | — | — | (0.07) | 10.00 | (1.25) | 181 | 1.48 | 1.11 | 0.64 | 66 | |||||||||||||||
F | 10.20 | 0.06 | (0.16) | (0.10) | (0.09) | — | — | (0.09) | 10.01 | (1.13) | 16,404 | 1.37 | 0.99 | 0.48 | 66 | |||||||||||||||
SDR | 10.20 | 0.07 | (0.17) | (0.10) | (0.09) | — | — | (0.09) | 10.01 | (1.13) | 2,503 | 1.38 | 0.99 | 0.59 | 66 | |||||||||||||||
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 Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 6.87 | $ 0.14 | $ 0.33 | $ 0.47 | $ (0.02) | $ — | $ — | $ (0.02) | $ 7.32 | 6.87% | $ 29 | 1.81% | 1.25% | 1.75% | 121% | |||||||||||||||
C | 6.83 | 0.08 | 0.33 | 0.41 | — | — | — | — | 7.24 | 6.00 | 8 | 2.56 | 2.05 | 1.07 | 121 | |||||||||||||||
I | 6.89 | 0.16 | 0.33 | 0.49 | (0.05) | — | — | (0.05) | 7.33 | 7.03 | 334 | 1.51 | 0.95 | 2.06 | 121 | |||||||||||||||
Y | 6.89 | 0.17 | 0.33 | 0.50 | (0.05) | — | — | (0.05) | 7.34 | 7.23 | 12 | 1.42 | 0.90 | 2.16 | 121 | |||||||||||||||
F | 6.82 | 0.17 | 0.39 | 0.56 | (0.06) | — | — | (0.06) | 7.32 | 7.36 | 14,412 | 1.32 | 0.89 | 2.16 | 121 | |||||||||||||||
SDR | 6.87 | 0.17 | 0.34 | 0.51 | (0.06) | — | — | (0.06) | 7.32 | 7.36 | 40,520 | 1.32 | 0.89 | 2.19 | 121 | |||||||||||||||
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 Ended October 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) |
119 |
— 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 Diversified Growth Fund (Consolidated)(11) | ||||||||||||||||||||||||||||||
For the Period Ended October 31, 2023 | ||||||||||||||||||||||||||||||
I | $ 10.00 | $ 0.04 | $ (0.40) | $ (0.36) | $ — | $ — | $ — | $ — | $ 9.64 | (3.60)% (6) | $ 96 | 2.04% (7) | 0.80% (7) | 3.72% (7) | 15% (12) | |||||||||||||||
SDR | 10.00 | 0.02 | (0.38) | (0.36) | — | — | — | — | 9.64 | (3.60) (6) | 49,413 | 1.85 (7) | 0.65 (7) | 2.08 (7) | 15 (12) | |||||||||||||||
Hartford Schroders Emerging Markets Equity Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 13.24 | $ 0.16 | $ 1.22 | $ 1.38 | $ (0.23) | $ — | $ — | $ (0.23) | $ 14.39 | 10.37% | $ 857,303 | 1.50% | 1.46% | 1.06% | 47% | |||||||||||||||
C | 12.96 | 0.08 | 1.17 | 1.25 | (0.07) | — | — | (0.07) | 14.14 | 9.65 | 3,655 | 2.16 | 2.16 | 0.53 | 47 | |||||||||||||||
I | 13.20 | 0.22 | 1.19 | 1.41 | (0.27) | — | — | (0.27) | 14.34 | 10.65 | 1,738,829 | 1.26 | 1.26 | 1.43 | 47 | |||||||||||||||
R3 | 13.11 | 0.15 | 1.18 | 1.33 | (0.21) | — | — | (0.21) | 14.23 | 10.12 | 90 | 1.79 | 1.72 | 0.98 | 47 | |||||||||||||||
R4 | 13.23 | 0.18 | 1.20 | 1.38 | (0.24) | — | — | (0.24) | 14.37 | 10.44 | 5,602 | 1.47 | 1.47 | 1.21 | 47 | |||||||||||||||
R5 | 13.20 | 0.27 | 1.14 | 1.41 | (0.28) | — | — | (0.28) | 14.33 | 10.67 | 23 | 1.19 | 1.19 | 1.77 | 47 | |||||||||||||||
Y | 13.24 | 0.23 | 1.19 | 1.42 | (0.20) | — | — | (0.20) | 14.46 | 10.70 | 98,715 | 1.18 | 1.18 | 1.50 | 47 | |||||||||||||||
F | 13.21 | 0.25 | 1.19 | 1.44 | (0.30) | — | — | (0.30) | 14.35 | 10.88 | 687,024 | 1.07 | 1.07 | 1.62 | 47 | |||||||||||||||
SDR | 13.24 | 0.25 | 1.19 | 1.44 | (0.30) | — | — | (0.30) | 14.38 | 10.85 | 1,631,209 | 1.07 | 1.07 | 1.64 | 47 | |||||||||||||||
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 | |||||||||||||||
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 |
120 |
— 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, 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 | |||||||||||||||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 6.21 | $ 0.44 | $ 0.21 | $ 0.65 | $ (0.40) | $ — | $ — | $ (0.40) | $ 6.46 | 10.39% | $ 1,121 | 1.85% | 1.15% | 6.61% | 133% | |||||||||||||||
C | 6.19 | 0.39 | 0.21 | 0.60 | (0.35) | — | — | (0.35) | 6.44 | 9.59 | 133 | 2.65 | 1.90 | 5.87 | 133 | |||||||||||||||
I | 6.20 | 0.46 | 0.21 | 0.67 | (0.42) | — | — | (0.42) | 6.45 | 10.68 | 3,164 | 1.49 | 0.90 | 6.80 | 133 | |||||||||||||||
R3 | 6.22 | 0.42 | 0.21 | 0.63 | (0.38) | — | — | (0.38) | 6.47 | 10.04 | 31 | 2.12 | 1.45 | 6.31 | 133 | |||||||||||||||
R4 | 6.21 | 0.44 | 0.21 | 0.65 | (0.40) | — | — | (0.40) | 6.46 | 10.39 | 10 | 1.82 | 1.15 | 6.57 | 133 | |||||||||||||||
R5 | 6.20 | 0.46 | 0.20 | 0.66 | (0.42) | — | — | (0.42) | 6.44 | 10.57 | 10 | 1.52 | 0.85 | 6.90 | 133 | |||||||||||||||
Y | 6.20 | 0.46 | 0.21 | 0.67 | (0.42) | — | — | (0.42) | 6.45 | 10.74 | 2,814 | 1.46 | 0.85 | 6.91 | 133 | |||||||||||||||
F | 5.80 | 0.44 | 0.18 | 0.62 | (0.43) | — | — | (0.43) | 5.99 | 10.74 | 20 | 1.40 | 0.75 | 7.05 | 133 | |||||||||||||||
SDR | 6.20 | 0.47 | 0.21 | 0.68 | (0.43) | — | — | (0.43) | 6.45 | 10.85 | 14,636 | 1.40 | 0.75 | 7.00 | 133 | |||||||||||||||
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 |
121 |
— 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, 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 | |||||||||||||||
Hartford Schroders International Contrarian Value Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
I | $ 8.75 | $ 0.24 | $ 1.91 | $ 2.15 | $ (0.20) | $ — | $ — | $ (0.20) | $ 10.70 | 24.82% | $ 12,203 | 1.81% | 0.78% | 2.17% | 15% | |||||||||||||||
SDR | 8.75 | 0.25 | 1.90 | 2.15 | (0.20) | — | — | (0.20) | 10.70 | 24.84 | 11,600 | 1.80 | 0.70 | 2.23 | 15 | |||||||||||||||
For the Period Ended October 31, 2022(13) | ||||||||||||||||||||||||||||||
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% (14) | |||||||||||||||
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 (14) | |||||||||||||||
Hartford Schroders International Multi-Cap Value Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 8.05 | $ 0.25 | $ 0.74 | $ 0.99 | $ (0.33) | $ — | $ — | $ (0.33) | $ 8.71 | 12.31% | $ 101,003 | 1.12% | 1.12% | 2.78% | 112% | |||||||||||||||
C | 8.00 | 0.18 | 0.75 | 0.93 | (0.27) | — | — | (0.27) | 8.66 | 11.54 | 8,166 | 1.85 | 1.85 | 2.01 | 112 | |||||||||||||||
I | 8.05 | 0.28 | 0.74 | 1.02 | (0.36) | — | — | (0.36) | 8.71 | 12.61 | 589,668 | 0.85 | 0.85 | 3.03 | 112 | |||||||||||||||
R3 | 8.03 | 0.23 | 0.74 | 0.97 | (0.31) | — | — | (0.31) | 8.69 | 12.01 | 14,425 | 1.46 | 1.42 | 2.49 | 112 | |||||||||||||||
R4 | 8.03 | 0.25 | 0.74 | 0.99 | (0.33) | — | — | (0.33) | 8.69 | 12.30 | 5,126 | 1.16 | 1.16 | 2.72 | 112 | |||||||||||||||
R5 | 8.04 | 0.28 | 0.74 | 1.02 | (0.36) | — | — | (0.36) | 8.70 | 12.64 | 16,238 | 0.85 | 0.85 | 3.05 | 112 | |||||||||||||||
Y | 8.04 | 0.28 | 0.74 | 1.02 | (0.36) | — | — | (0.36) | 8.70 | 12.63 | 302,192 | 0.85 | 0.85 | 3.05 | 112 | |||||||||||||||
F | 8.05 | 0.29 | 0.74 | 1.03 | (0.37) | — | — | (0.37) | 8.71 | 12.73 | 532,470 | 0.75 | 0.75 | 3.14 | 112 | |||||||||||||||
SDR | 8.04 | 0.29 | 0.74 | 1.03 | (0.37) | — | — | (0.37) | 8.70 | 12.75 | 715,247 | 0.75 | 0.75 | 3.14 | 112 | |||||||||||||||
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 |
122 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | |||||||||||||||
Hartford Schroders International Multi-Cap Value Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 7.76 | $ 0.21 | $ 2.57 | $ 2.78 | $ (0.22) | $ — | $ — | $ (0.22) | $ 10.32 | 36.00% | $ 98,511 | 1.11% | 1.11% | 2.12% | 85% | |||||||||||||||
C | 7.71 | 0.13 | 2.56 | 2.69 | (0.15) | — | — | (0.15) | 10.25 | 34.97 | 14,700 | 1.85 | 1.85 | 1.34 | 85 | |||||||||||||||
I | 7.75 | 0.24 | 2.57 | 2.81 | (0.25) | — | — | (0.25) | 10.31 | 36.41 | 713,835 | 0.85 | 0.85 | 2.39 | 85 | |||||||||||||||
R3 | 7.73 | 0.18 | 2.56 | 2.74 | (0.19) | — | — | (0.19) | 10.28 | 35.61 | 17,169 | 1.46 | 1.40 | 1.81 | 85 | |||||||||||||||
R4 | 7.74 | 0.23 | 2.54 | 2.77 | (0.22) | — | — | (0.22) | 10.29 | 35.96 | 5,890 | 1.16 | 1.16 | 2.28 | 85 | |||||||||||||||
R5 | 7.75 | 0.23 | 2.57 | 2.80 | (0.25) | — | — | (0.25) | 10.30 | 36.25 | 18,070 | 0.85 | 0.85 | 2.28 | 85 | |||||||||||||||
Y | 7.75 | 0.24 | 2.57 | 2.81 | (0.25) | — | — | (0.25) | 10.31 | 36.43 | 285,533 | 0.85 | 0.82 | 2.44 | 85 | |||||||||||||||
F | 7.76 | 0.25 | 2.56 | 2.81 | (0.26) | — | — | (0.26) | 10.31 | 36.35 | 578,284 | 0.75 | 0.75 | 2.52 | 85 | |||||||||||||||
SDR | 7.74 | 0.25 | 2.57 | 2.82 | (0.26) | — | — | (0.26) | 10.30 | 36.57 | 871,784 | 0.75 | 0.75 | 2.49 | 85 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 9.05 | $ 0.17 | $ (1.24) | $ (1.07) | $ (0.22) | $ — | $ — | $ (0.22) | $ 7.76 | (12.01)% | $ 65,123 | 1.12% | 1.12% | 2.12% | 119% | |||||||||||||||
C | 8.99 | 0.11 | (1.23) | (1.12) | (0.16) | — | — | (0.16) | 7.71 | (12.69) | 12,691 | 1.86 | 1.86 | 1.32 | 119 | |||||||||||||||
I | 9.05 | 0.20 | (1.26) | (1.06) | (0.24) | — | — | (0.24) | 7.75 | (11.86) | 538,073 | 0.85 | 0.85 | 2.37 | 119 | |||||||||||||||
R3 | 9.02 | 0.14 | (1.24) | (1.10) | (0.19) | — | — | (0.19) | 7.73 | (12.42) | 13,398 | 1.48 | 1.48 | 1.71 | 119 | |||||||||||||||
R4 | 9.03 | 0.17 | (1.24) | (1.07) | (0.22) | — | — | (0.22) | 7.74 | (12.07) | 2,328 | 1.18 | 1.18 | 2.13 | 119 | |||||||||||||||
R5 | 9.04 | 0.20 | (1.25) | (1.05) | (0.24) | — | — | (0.24) | 7.75 | (11.75) | 17,008 | 0.86 | 0.86 | 2.42 | 119 | |||||||||||||||
Y | 9.04 | 0.20 | (1.24) | (1.04) | (0.25) | — | — | (0.25) | 7.75 | (11.72) | 165,134 | 0.86 | 0.81 | 2.49 | 119 | |||||||||||||||
F | 9.05 | 0.21 | (1.25) | (1.04) | (0.25) | — | — | (0.25) | 7.76 | (11.65) | 357,583 | 0.76 | 0.76 | 2.58 | 119 | |||||||||||||||
SDR | 9.04 | 0.21 | (1.26) | (1.05) | (0.25) | — | — | (0.25) | 7.74 | (11.78) | 577,640 | 0.76 | 0.76 | 2.54 | 119 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 8.97 | $ 0.27 | $ 0.28 | $ 0.55 | $ (0.25) | $ (0.22) | $ — | $ (0.47) | $ 9.05 | 6.61% | $ 106,530 | 1.12% | 1.12% | 3.03% | 119% | |||||||||||||||
C | 8.90 | 0.19 | 0.30 | 0.49 | (0.18) | (0.22) | — | (0.40) | 8.99 | 5.91 | 21,500 | 1.87 | 1.87 | 2.12 | 119 | |||||||||||||||
I | 8.96 | 0.28 | 0.30 | 0.58 | (0.27) | (0.22) | — | (0.49) | 9.05 | 6.98 | 740,680 | 0.86 | 0.86 | 3.13 | 119 | |||||||||||||||
R3 | 8.94 | 0.28 | 0.25 | 0.53 | (0.23) | (0.22) | — | (0.45) | 9.02 | 6.36 | 19,748 | 1.48 | 1.48 | 3.25 | 119 | |||||||||||||||
R4 | 8.95 | 0.26 | 0.29 | 0.55 | (0.25) | (0.22) | — | (0.47) | 9.03 | 6.57 | 2,746 | 1.18 | 1.18 | 3.01 | 119 | |||||||||||||||
R5 | 8.95 | 0.26 | 0.32 | 0.58 | (0.27) | (0.22) | — | (0.49) | 9.04 | 6.97 | 21,262 | 0.87 | 0.87 | 2.99 | 119 | |||||||||||||||
Y | 8.96 | 0.29 | 0.29 | 0.58 | (0.28) | (0.22) | — | (0.50) | 9.04 | 6.93 | 146,587 | 0.85 | 0.80 | 3.29 | 119 | |||||||||||||||
F | 8.97 | 0.29 | 0.29 | 0.58 | (0.28) | (0.22) | — | (0.50) | 9.05 | 6.98 | 377,025 | 0.76 | 0.76 | 3.31 | 119 | |||||||||||||||
SDR | 8.96 | 0.29 | 0.29 | 0.58 | (0.28) | (0.22) | — | (0.50) | 9.04 | 6.99 | 636,333 | 0.76 | 0.76 | 3.27 | 119 | |||||||||||||||
Hartford Schroders International Stock Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 13.66 | $ 0.20 | $ 1.51 | $ 1.71 | $ (0.15) | $ — | $ — | $ (0.15) | $ 15.22 | 12.58% | $ 270,142 | 1.05% | 1.05% | 1.25% | 28% | |||||||||||||||
C | 12.88 | 0.08 | 1.43 | 1.51 | (0.04) | — | — | (0.04) | 14.35 | 11.70 | 18,355 | 1.80 | 1.80 | 0.50 | 28 | |||||||||||||||
I | 13.23 | 0.23 | 1.47 | 1.70 | (0.20) | — | — | (0.20) | 14.73 | 12.88 | 2,577,667 | 0.80 | 0.80 | 1.50 | 28 | |||||||||||||||
R3 | 13.11 | 0.14 | 1.45 | 1.59 | (0.11) | — | — | (0.11) | 14.59 | 12.15 | 2,741 | 1.39 | 1.39 | 0.92 | 28 | |||||||||||||||
R4 | 13.18 | 0.20 | 1.44 | 1.64 | (0.15) | — | — | (0.15) | 14.67 | 12.50 | 3,477 | 1.12 | 1.12 | 1.30 | 28 | |||||||||||||||
R5 | 13.24 | 0.23 | 1.47 | 1.70 | (0.20) | — | — | (0.20) | 14.74 | 12.87 | 26,855 | 0.80 | 0.80 | 1.51 | 28 | |||||||||||||||
Y | 13.27 | 0.23 | 1.47 | 1.70 | (0.20) | — | — | (0.20) | 14.77 | 12.84 | 121,306 | 0.81 | 0.81 | 1.51 | 28 | |||||||||||||||
F | 13.26 | 0.25 | 1.45 | 1.70 | (0.21) | — | — | (0.21) | 14.75 | 12.89 | 1,149,690 | 0.70 | 0.70 | 1.57 | 28 | |||||||||||||||
SDR | 13.24 | 0.25 | 1.46 | 1.71 | (0.21) | — | — | (0.21) | 14.74 | 12.98 | 712,263 | 0.70 | 0.70 | 1.60 | 28 |
123 |
— 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, 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 | |||||||||||||||
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 | |||||||||||||||
Hartford Schroders Sustainable Core Bond Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
I | $ 8.36 | $ 0.32 | $ (0.25) | $ 0.07 | $ (0.32) | $ — | $ — | $ (0.32) | $ 8.11 | 0.74% | $ 1,012 | 0.58% | 0.51% | 3.77% | 104% | |||||||||||||||
R3 | 8.39 | 0.31 | (0.25) | 0.06 | (0.27) | — | — | (0.27) | 8.18 | 0.60 | 8 | 1.15 | 0.65 | 3.54 | 104 | |||||||||||||||
R4 | 8.37 | 0.31 | (0.24) | 0.07 | (0.30) | — | — | (0.30) | 8.14 | 0.70 | 8 | 0.85 | 0.60 | 3.61 | 104 | |||||||||||||||
R5 | 8.35 | 0.32 | (0.24) | 0.08 | (0.33) | — | — | (0.33) | 8.10 | 0.80 | 8 | 0.55 | 0.46 | 3.74 | 104 | |||||||||||||||
Y | 8.35 | 0.33 | (0.25) | 0.08 | (0.33) | — | — | (0.33) | 8.10 | 0.87 | 5,377 | 0.49 | 0.40 | 3.79 | 104 | |||||||||||||||
F | 8.35 | 0.33 | (0.24) | 0.09 | (0.34) | — | — | (0.34) | 8.10 | 0.91 | 72,653 | 0.43 | 0.36 | 3.86 | 104 | |||||||||||||||
SDR | 8.34 | 0.33 | (0.24) | 0.09 | (0.34) | — | — | (0.34) | 8.09 | 0.96 | 83,598 | 0.43 | 0.32 | 3.89 | 104 |
124 |
— 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 Sustainable Core Bond Fund – (continued) | ||||||||||||||||||||||||||||||
For the Period Ended October 31, 2022(15) | ||||||||||||||||||||||||||||||
I (16) | $ 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 (16) | 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 (16) | 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 (16) | 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 (16) | 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 Period 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 (17) | $ 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 Period 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% | ||||||||||||||||
Hartford Schroders Sustainable International Core Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
I | $ 8.60 | $ 0.23 | $ 0.96 | $ 1.19 | $ (0.12) | $ — | $ — | $ (0.12) | $ 9.67 | 13.84% | $ 533 | 10.17% | 0.70% | 2.23% | 31% | |||||||||||||||
SDR | 8.60 | 0.23 | 0.96 | 1.19 | (0.12) | — | — | (0.12) | 9.67 | 13.86 | 490 | 10.14 | 0.70 | 2.23 | 31 | |||||||||||||||
For the Period Ended October 31, 2022(13) | ||||||||||||||||||||||||||||||
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% (14) | |||||||||||||||
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 (14) | |||||||||||||||
Hartford Schroders Tax-Aware Bond Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 9.48 | $ 0.32 | $ (0.21) | $ 0.11 | $ (0.30) | $ — | $ — | $ (0.30) | $ 9.29 | 0.97% | $ 67,410 | 0.83% | 0.71% | 3.24% | 98% | |||||||||||||||
C | 9.50 | 0.23 | (0.21) | 0.02 | (0.20) | — | — | (0.20) | 9.32 | 0.07 | 5,872 | 1.62 | 1.59 | 2.34 | 98 | |||||||||||||||
I | 9.49 | 0.35 | (0.23) | 0.12 | (0.32) | — | — | (0.32) | 9.29 | 1.11 | 586,159 | 0.60 | 0.49 | 3.49 | 98 | |||||||||||||||
Y | 9.49 | 0.34 | (0.22) | 0.12 | (0.31) | — | — | (0.31) | 9.30 | 1.14 | 250 | 0.62 | 0.56 | 3.35 | 98 | |||||||||||||||
F | 9.49 | 0.35 | (0.21) | 0.14 | (0.33) | — | — | (0.33) | 9.30 | 1.25 | 167,879 | 0.51 | 0.46 | 3.55 | 98 | |||||||||||||||
SDR | 9.48 | 0.34 | (0.20) | 0.14 | (0.33) | — | — | (0.33) | 9.29 | 1.25 | 51,034 | 0.51 | 0.46 | 3.44 | 98 | |||||||||||||||
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 |
125 |
— 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, 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 | |||||||||||||||
Hartford Schroders US MidCap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 15.92 | $ 0.07 | $ (0.23) | $ (0.16) | $ (0.04) | $ (0.46) | $ — | $ (0.50) | $ 15.26 | (1.12)% | $ 121,123 | 1.17% | 1.17% | 0.41% | 34% | |||||||||||||||
C | 15.80 | (0.05) | (0.22) | (0.27) | — | (0.46) | — | (0.46) | 15.07 | (1.85) | 32,530 | 1.91 | 1.91 | (0.31) | 34 | |||||||||||||||
I | 16.74 | 0.12 | (0.24) | (0.12) | (0.08) | (0.46) | — | (0.54) | 16.08 | (0.84) | 441,958 | 0.90 | 0.90 | 0.68 | 34 | |||||||||||||||
R3 | 16.26 | 0.01 | (0.23) | (0.22) | — | (0.46) | — | (0.46) | 15.58 | (1.41) | 1,742 | 1.53 | 1.53 | 0.07 | 34 | |||||||||||||||
R4 | 16.58 | 0.07 | (0.23) | (0.16) | (0.03) | (0.46) | — | (0.49) | 15.93 | (1.10) | 585 | 1.23 | 1.16 | 0.43 | 34 | |||||||||||||||
R5 | 16.71 | 0.11 | (0.24) | (0.13) | (0.07) | (0.46) | — | (0.53) | 16.05 | (0.86) | 592 | 0.93 | 0.93 | 0.63 | 34 | |||||||||||||||
Y | 16.72 | 0.12 | (0.25) | (0.13) | (0.07) | (0.46) | — | (0.53) | 16.06 | (0.86) | 61,122 | 0.92 | 0.92 | 0.67 | 34 | |||||||||||||||
F | 16.75 | 0.13 | (0.24) | (0.11) | (0.09) | (0.46) | — | (0.55) | 16.09 | (0.74) | 107,400 | 0.81 | 0.81 | 0.77 | 34 | |||||||||||||||
SDR | 16.79 | 0.13 | (0.25) | (0.12) | (0.09) | (0.46) | — | (0.55) | 16.12 | (0.81) | 37,635 | 0.81 | 0.81 | 0.77 | 34 | |||||||||||||||
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 |
126 |
— 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, 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 | |||||||||||||||
Hartford Schroders US Small Cap Opportunities Fund | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||||
A | $ 26.06 | $ (0.02) | $ (3.07) | $ (3.09) | $ — | $ (0.22) | $ — | $ (0.22) | $ 22.75 | (11.94)% | $ 27,434 | 1.39% | 1.35% | (0.08)% | 42% | |||||||||||||||
C | 26.07 | (0.21) | (3.05) | (3.26) | — | (0.22) | — | (0.22) | 22.59 | (12.59) | 4,529 | 2.14 | 2.10 | (0.83) | 42 | |||||||||||||||
I | 27.79 | 0.05 | (3.28) | (3.23) | — | (0.22) | — | (0.22) | 24.34 | (11.70) | 156,580 | 1.09 | 1.09 | 0.17 | 42 | |||||||||||||||
R3 | 27.05 | (0.11) | (3.17) | (3.28) | — | (0.22) | — | (0.22) | 23.55 | (12.21) | 1,234 | 1.71 | 1.65 | (0.39) | 42 | |||||||||||||||
R4 | 27.51 | (0.02) | (3.24) | (3.26) | — | (0.22) | — | (0.22) | 24.03 | (11.93) | 578 | 1.41 | 1.35 | (0.08) | 42 | |||||||||||||||
R5 | 27.77 | 0.06 | (3.28) | (3.22) | — | (0.22) | — | (0.22) | 24.33 | (11.67) | 640 | 1.11 | 1.05 | 0.21 | 42 | |||||||||||||||
Y | 27.79 | 0.06 | (3.28) | (3.22) | — | (0.22) | — | (0.22) | 24.35 | (11.66) | 26,336 | 1.10 | 1.05 | 0.22 | 42 | |||||||||||||||
F | 27.87 | 0.09 | (3.30) | (3.21) | — | (0.22) | — | (0.22) | 24.44 | (11.59) | 13,531 | 0.99 | 0.95 | 0.32 | 42 | |||||||||||||||
SDR | 27.90 | 0.09 | (3.30) | (3.21) | — | (0.22) | — | (0.22) | 24.47 | (11.58) | 25,262 | 1.00 | 0.95 | 0.32 | 42 | |||||||||||||||
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 |
127 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Returns of Capital | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | |||||||||||||||
Hartford Schroders US Small Cap Opportunities Fund – (continued) | ||||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||||
A | $ 23.20 | $ (0.11) | $ 10.39 | $ 10.28 | $ — | $ — | $ — | $ — | $ 33.48 | 44.31% | $ 38,561 | 1.38% | 1.35% | (0.34)% | 56% | |||||||||||||||
C | 23.54 | (0.34) | 10.53 | 10.19 | — | — | — | — | 33.73 | 43.29 | 8,574 | 2.12 | 2.10 | (1.09) | 56 | |||||||||||||||
I | 24.45 | (0.02) | 10.97 | 10.95 | (0.02) | — | — | (0.02) | 35.38 | 44.78 | 219,197 | 1.08 | 1.07 | (0.06) | 56 | |||||||||||||||
R3 | 24.11 | (0.21) | 10.81 | 10.60 | — | — | — | — | 34.71 | 43.97 | 1,379 | 1.70 | 1.63 | (0.64) | 56 | |||||||||||||||
R4 | 24.35 | (0.11) | 10.90 | 10.79 | — | — | — | — | 35.14 | 44.31 | 739 | 1.40 | 1.35 | (0.34) | 56 | |||||||||||||||
R5 | 24.44 | (0.02) | 10.95 | 10.93 | (0.03) | — | — | (0.03) | 35.34 | 44.75 | 687 | 1.10 | 1.05 | (0.06) | 56 | |||||||||||||||
Y | 24.46 | (0.01) | 10.95 | 10.94 | (0.03) | — | — | (0.03) | 35.37 | 44.75 | 38,267 | 1.09 | 1.05 | (0.05) | 56 | |||||||||||||||
F | 24.49 | 0.02 | 10.97 | 10.99 | (0.06) | — | — | (0.06) | 35.42 | 44.92 | 17,664 | 0.99 | 0.95 | 0.06 | 56 | |||||||||||||||
SDR | 24.52 | 0.02 | 10.98 | 11.00 | (0.06) | — | — | (0.06) | 35.46 | 44.91 | 34,111 | 0.99 | 0.95 | 0.06 | 56 | |||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||||
A | $ 25.69 | $ 0.01 | $ (1.19) | $ (1.18) | $ (0.02) | $ (1.29) | $ — | $ (1.31) | $ 23.20 | (5.02)% | $ 23,897 | 1.42% | 1.35% | 0.06% | 47% | |||||||||||||||
C | 26.23 | (0.16) | (1.24) | (1.40) | — | (1.29) | — | (1.29) | 23.54 | (5.77) | 6,957 | 2.17 | 2.10 | (0.67) | 47 | |||||||||||||||
I | 27.00 | 0.09 | (1.27) | (1.18) | (0.08) | (1.29) | — | (1.37) | 24.45 | (4.78) | 144,885 | 1.11 | 1.05 | 0.38 | 47 | |||||||||||||||
R3 | 26.71 | (0.07) | (1.24) | (1.31) | — | (1.29) | — | (1.29) | 24.11 | (5.31) | 242 | 1.73 | 1.64 | (0.30) | 47 | |||||||||||||||
R4 | 26.93 | 0.02 | (1.27) | (1.25) | (0.04) | (1.29) | — | (1.33) | 24.35 | (5.04) | 194 | 1.43 | 1.35 | 0.08 | 47 | |||||||||||||||
R5 | 26.98 | 0.06 | (1.23) | (1.17) | (0.08) | (1.29) | — | (1.37) | 24.44 | (4.78) | 293 | 1.13 | 1.05 | 0.25 | 47 | |||||||||||||||
Y | 27.00 | 0.09 | (1.26) | (1.17) | (0.08) | (1.29) | — | (1.37) | 24.46 | (4.74) | 23,531 | 1.12 | 1.05 | 0.39 | 47 | |||||||||||||||
F | 27.03 | 0.10 | (1.25) | (1.15) | (0.10) | (1.29) | — | (1.39) | 24.49 | (4.68) | 10,407 | 1.01 | 0.95 | 0.41 | 47 | |||||||||||||||
SDR | 27.06 | 0.08 | (1.23) | (1.15) | (0.10) | (1.29) | — | (1.39) | 24.52 | (4.66) | 23,538 | 1.01 | 0.95 | 0.36 | 47 | |||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||||
A | $ 25.55 | $ 0.02 | $ 2.38 | $ 2.40 | $ (0.01) | $ (2.25) | $ — | $ (2.26) | $ 25.69 | 11.21% | $ 20,928 | 1.43% | 1.35% | 0.07% | 45% | |||||||||||||||
C | 26.20 | (0.16) (18) | 2.44 | 2.28 | — | (2.25) (18) | — | (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) (18) | (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) (18) | — | (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 |
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 September 20, 2023. |
(12) | Reflects the Fund’s portfolio turnover for the period September 20,2023 through October 31, 2023. |
(13) | Commenced operations on May 24, 2022. |
(14) | Reflects the Fund’s portfolio turnover for the period May 24, 2022 through October 31, 2022. |
(15) | Prior to November 12, 2021 this Fund operated as the Schroder Core Bond Fund, the Fund's predecessor fund. Please see Note 1 of the Notes to Financial Statements for details of this reorganization. Effective after the close of business on November 12, 2021, the Investor and R6 share classes were redesignated as Class Y and SDR, respectively. See Note 13 for further information. |
(16) | Classes I, R3, R4, R5 and F commenced operations on November 12, 2021. |
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(17) | Commenced operations on June 29, 2020. |
(18) | The per share data has been revised since the October 31, 2022 Annual Report to make non-material updates. |
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1. | Organization: |
The Hartford Mutual Funds II, Inc. (the "Company") is an open-end registered management investment company comprised of fifteen series, as of October 31, 2023. 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 Diversified Growth Fund (the "Diversified Growth 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 Sustainable Core Bond Fund (the "Sustainable Core Bond 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. |
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a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the "NYSE Close") on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
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" or "HFMC") 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. |
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A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of 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, Diversified Growth 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 Sustainable Core Bond 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). |
h) | Basis for Consolidation – The Diversified Growth Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Diversified Growth Fund (the "Subsidiary"). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Diversified Growth Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Diversified Growth Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information. |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2023. |
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, |
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c) | Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and 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, 2023. |
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, 2023. |
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, 2023, each of Diversified Emerging Markets Fund, Diversified Growth Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value 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 |
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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, 2023, each of Diversified Emerging Markets Fund, Diversified Growth Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, Sustainable Core Bond Fund and Sustainable International Core Fund had used Futures Contracts. |
c) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations. | |
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). | |
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances. | |
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy. | |
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer 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. |
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October 31, 2023
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. |
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, 2023: | |||||||||||
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 | $ — | $ — | $ — | $ 328,036 | $ — | $ 328,036 | |||||
Net realized gain (loss) on foreign currency contracts | — | 14,832 | — | — | — | 14,832 | |||||
Total | $ — | $ 14,832 | $ — | $ 328,036 | $ — | $ 342,868 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 9 | |
Foreign Currency Contracts Sold at Contract Amount | $ 31,584 |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2023: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ — | $ — | $ — | $ 21,269 | $ — | $ 21,269 | |||||
Unrealized appreciation on foreign currency contracts | — | 33,816 | — | — | — | 33,816 | |||||
Total | $ — | $ 33,816 | $ — | $ 21,269 | $ — | $ 55,085 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 71,636 | $ — | $ — | $ 75,354 | $ — | $ 146,990 | |||||
Unrealized depreciation on foreign currency contracts | — | 18,848 | — | — | — | 18,848 | |||||
Total | $ 71,636 | $ 18,848 | $ — | $ 75,354 | $ — | $ 165,838 |
(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. |
136 |
October 31, 2023
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2023: | |||||||||||
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 | $ (5,903) | $ — | $ — | $ 244,472 | $ — | $ 238,569 | |||||
Net realized gain (loss) on foreign currency contracts | — | 29,355 | — | — | — | 29,355 | |||||
Total | $ (5,903) | $ 29,355 | $ — | $ 244,472 | $ — | $ 267,924 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (71,636) | $ — | $ — | $ (54,085) | $ — | $ (125,721) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 14,968 | — | — | — | 14,968 | |||||
Total | $ (71,636) | $ 14,968 | $ — | $ (54,085) | $ — | $ (110,753) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 7 | |
Futures Contracts Number of Short Contracts | (3) | |
Foreign Currency Contracts Purchased at Contract Amount | $ 123,048 | |
Foreign Currency Contracts Sold at Contract Amount | $ 494,800 |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2023: | |||||||||||
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 | $ — | $ 786 | $ — | $ — | $ — | $ 786 | |||||
Total | $ — | $ 786 | $ — | $ — | $ — | $ 786 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Purchased at Contract Amount | $ 250,214 |
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October 31, 2023
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2023: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 5,056 | $ — | $ — | $ — | $ — | $ 5,056 | |||||
Unrealized appreciation on foreign currency contracts | — | 103,812 | — | — | — | 103,812 | |||||
Total | $ 5,056 | $ 103,812 | $ — | $ — | $ — | $ 108,868 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on foreign currency contracts | $ — | $ 106,785 | $ — | $ — | $ — | $ 106,785 | |||||
Unrealized depreciation on swap contracts(2) | — | — | 4,769 | — | — | 4,769 | |||||
Total | $ — | $ 106,785 | $ 4,769 | $ — | $ — | $ 111,554 |
(1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
(2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2023: | |||||||||||
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 | $ 14,054 | $ — | $ — | $ — | $ — | $ 14,054 | |||||
Net realized gain (loss) on swap contracts | — | — | (27,813) | — | — | (27,813) | |||||
Net realized gain (loss) on foreign currency contracts | — | (14,034) | — | — | — | (14,034) | |||||
Total | $ 14,054 | $ (14,034) | $ (27,813) | $ — | $ — | $ (27,793) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ 5,056 | $ — | $ — | $ — | $ — | $ 5,056 | |||||
Net change in unrealized appreciation (depreciation) of swap contracts | — | — | (4,769) | — | — | (4,769) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | (95,524) | — | — | — | (95,524) | |||||
Total | $ 5,056 | $ (95,524) | $ (4,769) | $ — | $ — | $ (95,237) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Short Contracts | (9) | |
Swap Contracts at Notional Amount | $ 749,167 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 4,938,927 | |
Foreign Currency Contracts Sold at Contract Amount | $ 4,361,633 |
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October 31, 2023
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2023: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on foreign currency contracts | $ — | $ 99,282 | $ — | $ — | $ — | $ 99,282 | |||||
Total | $ — | $ 99,282 | $ — | $ — | $ — | $ 99,282 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 1,396,736 | $ — | $ 1,396,736 | |||||
Total | $ — | $ — | $ — | $ 1,396,736 | $ — | $ 1,396,736 |
(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, 2023: | |||||||||||
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 | $ — | $ — | $ — | $ 375,002 | $ — | $ 375,002 | |||||
Net realized gain (loss) on foreign currency contracts | — | (11,123,690) | — | — | — | (11,123,690) | |||||
Total | $ — | $ (11,123,690) | $ — | $ 375,002 | $ — | $ (10,748,688) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (1,396,736) | $ — | $ (1,396,736) | |||||
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | 3,117,878 | — | — | — | 3,117,878 | |||||
Total | $ — | $ 3,117,878 | $ — | $ (1,396,736) | $ — | $ 1,721,142 |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 257 | |
Foreign Currency Contracts Purchased at Contract Amount | $ 10,756,278 | |
Foreign Currency Contracts Sold at Contract Amount | $ 81,202,353 |
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October 31, 2023
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2023: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Assets: | |||||||||||
Unrealized appreciation on futures contracts(1) | $ 133,713 | $ — | $ — | $ — | $ — | $ 133,713 | |||||
Total | $ 133,713 | $ — | $ — | $ — | $ — | $ 133,713 | |||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ 169,208 | $ — | $ — | $ — | $ — | $ 169,208 | |||||
Total | $ 169,208 | $ — | $ — | $ — | $ — | $ 169,208 |
(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, 2023: | |||||||||||
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 | $ (302,041) | $ — | $ — | $ — | $ — | $ (302,041) | |||||
Total | $ (302,041) | $ — | $ — | $ — | $ — | $ (302,041) | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ (35,495) | $ — | $ — | $ — | $ — | $ (35,495) | |||||
Total | $ (35,495) | $ — | $ — | $ — | $ — | $ (35,495) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 24 | |
Futures Contracts Number of Short Contracts | (8) |
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2023: | |||||||||||
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 | $ — | $ — | $ — | $ (494) | $ — | $ (494) | |||||
Total | $ — | $ — | $ — | $ (494) | $ — | $ (494) | |||||
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) |
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 |
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October 31, 2023
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, 2023: | |
Diversified Growth Fund (Consolidated) | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 33,816 | $ (18,848) | ||
Futures contracts | 21,269 | (146,990) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 55,085 | (165,838) | ||
Derivatives not subject to a MNA | (21,269) | 146,990 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 33,816 | $ (18,848) |
Counterparty | Gross Amount of Assets | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Received | Cash Collateral Received | Net Amount of Assets | |||||
Barclays | $ 5,177 | $ (2,968) | $ — | $ — | $ 2,209 | |||||
Goldman Sachs & Co. | 28,639 | (982) | — | — | 27,657 | |||||
Total | $ 33,816 | $ (3,950) | $ — | $ — | $ 29,866 | |||||
Counterparty | Gross Amount of Liabilities | Financial Instruments and Derivatives Available for Offset | Non-cash Collateral Pledged | Cash Collateral Pledged | Net Amount of Liabilities | |||||
Barclays | $ (2,968) | $ 2,968 | $ — | $ — | $ — | |||||
Goldman Sachs & Co. | (982) | 982 | — | — | — | |||||
HSBC Bank USA | (14,898) | — | — | — | (14,898) | |||||
Total | $ (18,848) | $ 3,950 | $ — | $ — | $ (14,898) |
Emerging Markets Multi-Sector Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 103,812 | $ (106,785) | ||
Futures contracts | 5,056 | — | ||
Swap contracts | — | (4,769) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 108,868 | (111,554) | ||
Derivatives not subject to a MNA | (5,056) | — | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 103,812 | $ (111,554) |
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 | $ 63,335 | $ (30,060) | $ — | $ — | $ 33,275 | |||||
JP Morgan Chase & Co. | 10,963 | (10,963) | — | — | — | |||||
Morgan Stanley | 4,350 | (4,350) | — | — | — | |||||
State Street Global Markets LLC | 5,761 | (5,761) | — | — | — | |||||
UBS AG | 19,403 | (19,403) | — | — | — | |||||
Total | $ 103,812 | $ (70,537) | $ — | $ — | $ 33,275 | |||||
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October 31, 2023
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 | $ (9,485) | $ — | $ — | $ — | $ (9,485) | |||||
Citibank NA | (30,060) | 30,060 | — | — | — | |||||
JP Morgan Chase & Co. | (20,333) | 10,963 | — | — | (9,370) | |||||
Morgan Stanley | (8,010) | 4,350 | — | — | (3,660) | |||||
State Street Global Markets LLC | (22,482) | 5,761 | — | — | (16,721) | |||||
UBS AG | (21,184) | 19,403 | — | — | (1,781) | |||||
Total | $ (111,554) | $ 70,537 | $ — | $ — | $ (41,017) |
International Multi-Cap Value Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Foreign currency contracts | $ 99,282 | $ — | ||
Futures contracts | — | (1,396,736) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 99,282 | (1,396,736) | ||
Derivatives not subject to a MNA | — | 1,396,736 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ 99,282 | $ — |
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. | $ 50,258 | $ — | $ — | $ — | $ 50,258 | |||||
UBS AG | 49,024 | — | — | — | 49,024 | |||||
Total | $ 99,282 | $ — | $ — | $ — | $ 99,282 | |||||
Sustainable Core Bond Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ 133,713 | $ (169,208) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | 133,713 | (169,208) | ||
Derivatives not subject to a MNA | (133,713) | 169,208 | ||
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, 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, if any, remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic have had, and may continue to have, a significant negative impact on the performance of certain investments, including exacerbating other pre-existing political, social and economic risks. |
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October 31, 2023
The banking sector has recently been subject to increased market volatility. As a result, a Fund’s investments in the banking sector may be subject to increased volatility risk. | |
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
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. 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. |
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Geopolitical events, including the invasion of Ukraine by Russia, have injected 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 continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely 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 redemptions. | |
Investments in securities of other investment companies are subject to the risks that apply to the other investment companies’ strategies and portfolio holdings. The success of a Fund’s investment in these securities is directly related, in part, to the ability of the other investment companies to meet their investment objectives. In addition, investments in exchange-traded funds (“ETFs”) are subject to the additional risk that shares of the ETF may trade at a premium or discount to their net asset value per share, or may not have an active trading market available. A Fund will indirectly bear a pro rata share of fees and expenses incurred by any investment companies in which the Fund is invested and may be higher or lower depending on the allocation of the Fund’s assets among the investment companies and the actual expenses of the investment companies. |
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, 2023. 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, 2023 and October 31, 2022 are as follows: |
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | |||||||||||||
Fund | Tax Exempt Income | Ordinary Income | Long-Term Capital Gains(1) | Tax Exempt Income | Ordinary Income | Long-Term Capital Gains(1) | Return of Capital | |||||||
China A Fund | $ — | $ 265,002 | $ — | $ — | $ 758,745 | $ 350,173 | $ — | |||||||
Diversified Emerging Markets Fund | — | 355,002 | — | — | 41,496 (2) | 9,480 (2) | — | |||||||
Diversified Growth Fund (Consolidated)(3) | — | — | — | — | — | — | — | |||||||
Emerging Markets Equity Fund | — | 100,000,126 | — | — | 85,800,019 | — | — | |||||||
Emerging Markets Multi-Sector Bond Fund | — | 1,700,563 | — | — | 1,697,427 | — | 254,582 | |||||||
International Contrarian Value Fund(4) | — | 20,000 | — | — | — | — | — | |||||||
International Multi-Cap Value Fund | — | 94,803,196 | — | — | 83,465,376 | — | — | |||||||
International Stock Fund | — | 52,900,100 | — | — | 45,131,132 | 26,951,731 | — | |||||||
Sustainable Core Bond Fund | — | 7,264,959 | — | — | 4,249,484 | 764,653 | — | |||||||
Sustainable International Core Fund(4) | — | 12,000 | — | — | — | — | — | |||||||
Tax-Aware Bond Fund | 16,357,167 | 7,243,005 | — | 5,352,817 | 3,743,773 | 4,018,602 | — | |||||||
US MidCap Opportunities Fund | — | 3,173,871 | 20,450,934 | — | 22,369,887 | 89,901,628 | — | |||||||
US Small Cap Opportunities Fund | — | — | 2,430,320 | — | 406,200 | 37,200,878 | — | |||||||
(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 September 20, 2023 (commencement of operations) through October 31, 2023. |
(4) | 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 | Total Accumulated Earnings (Deficit) | |||||||
China A Fund | $ — | $ 108,264 | $ — | $ (21,082,080) | $ — | $ (6,508,772) | $ (27,482,588) | |||||||
Diversified Emerging Markets Fund | — | 912,550 | — | (2,586,211) | (24,174) | (672,767) | (2,370,602) | |||||||
Diversified Growth Fund (Consolidated) | — | 142,658 | 76,252 | — | — | (809,105) | (590,195) | |||||||
Emerging Markets Equity Fund | — | 67,182,849 | — | (1,148,066,891) | — | 394,972,116 | (685,911,926) | |||||||
Emerging Markets Multi-Sector Bond Fund | — | 119,500 | — | (20,286,337) | (13,729) | (1,336,929) | (21,517,495) | |||||||
International Contrarian Value Fund | — | 285,037 | 8,661 | — | (2,003) | (2,156,820) | (1,865,125) | |||||||
International Multi-Cap Value Fund | — | 14,372,207 | — | (317,179,046) | — | 30,120,416 | (272,686,423) | |||||||
International Stock Fund | — | 65,688,338 | — | (308,926,487) | — | (111,611,339) | (354,849,488) | |||||||
Sustainable Core Bond Fund | — | 282,085 | — | (19,680,512) | (215) | (17,030,738) | (36,429,380) | |||||||
Sustainable International Core Fund | — | 24,236 | — | (14,602) | (2,003) | (44,074) | (36,443) | |||||||
Tax-Aware Bond Fund | 683,748 | — | — | (29,755,833) | — | (80,901,504) | (109,973,589) | |||||||
US MidCap Opportunities Fund | — | 2,647,220 | 11,296,103 | — | — | 132,137,011 | 146,080,334 | |||||||
US Small Cap Opportunities Fund | — | — | — | (2,303,313) | — | 10,087,228 | 7,783,915 |
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, book income/loss from Cayman subsidiary, earnings and profits distributed to shareholders on the redemption of shares, 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, 2023, the Funds recorded reclassifications to increase (decrease) the accounts listed below: |
Fund | Paid-in-Capital | Distributable Earnings (Loss) | ||
Diversified Growth Fund (Consolidated) | $ (321) | $ 321 | ||
US MidCap Opportunities Fund | 1,294,826 | (1,294,826) | ||
US Small Cap Opportunities Fund | (61,254) | 61,254 |
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, 2023 (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 | $ 9,121,179 | $ 11,960,901 | ||
Diversified Emerging Markets Fund | 2,129,184 | 457,027 | ||
Emerging Markets Equity Fund | 733,377,404 | 414,689,487 | ||
Emerging Markets Multi-Sector Bond Fund* | 13,202,930 | 7,083,407 | ||
International Multi-Cap Value Fund | 183,227,995 | 133,951,051 | ||
International Stock Fund | 220,346,489 | 88,579,998 | ||
Sustainable Core Bond Fund* | 11,340,590 | 8,339,922 | ||
Sustainable International Core Fund | 14,602 | — | ||
Tax-Aware Bond Fund | 15,967,914 | 13,787,919 | ||
US Small Cap Opportunities Fund | 2,303,313 | — |
* | Future utilization of losses are subject to limitation under current tax law. |
f) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2023 is different from book purposes primarily due to wash sale loss deferrals, PFIC mark to market adjustments, partnerships, debt modification adjustments and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on investments for tax purposes, |
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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 | $ 31,660,854 | $ 425,620 | $ (6,934,364) | $ (6,508,744) | ||||
Diversified Emerging Markets Fund | 55,895,177 | 2,970,039 | (3,629,913) | (659,874) | ||||
Diversified Growth Fund (Consolidated) | 56,827,143 | 221,648 | (1,030,796) | (809,148) | ||||
Emerging Markets Equity Fund | 4,629,052,670 | 786,662,818 | (382,687,975) | 403,974,843 | ||||
Emerging Markets Multi-Sector Bond Fund | 24,264,842 | 375,037 | (1,706,437) | (1,331,400) | ||||
International Contrarian Value Fund | 25,883,828 | 271,566 | (2,427,631) | (2,156,065) | ||||
International Multi-Cap Value Fund | 2,261,098,092 | 172,497,501 | (141,581,433) | 30,916,068 | ||||
International Stock Fund | 5,030,836,767 | 294,764,287 | (406,000,219) | (111,235,932) | ||||
Sustainable Core Bond Fund | 179,021,602 | 50,707 | (17,081,445) | (17,030,738) | ||||
Sustainable International Core Fund | 1,054,177 | 58,271 | (101,956) | (43,685) | ||||
Tax-Aware Bond Fund | 957,925,528 | 338,594 | (81,240,098) | (80,901,504) | ||||
US MidCap Opportunities Fund | 673,537,384 | 157,337,837 | (25,200,826) | 132,137,011 | ||||
US Small Cap Opportunities Fund | 245,025,437 | 40,393,030 | (30,305,802) | 10,087,228 |
g) | Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of October 31, 2023, 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, 2023, 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. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with 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, Diversified Growth 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. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to SIMNA out of its management fee. 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, 2023; 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 | ||
Diversified Growth Fund (Excluding assets invested in any mutual fund or exchange-traded fund for which the Investment Manager or its affiliates serves as investment manager (“Affiliated Funds”))(1) | 0.5500% on first $1 billion and; | |
0.5300% over $1 billion | ||
Diversified Growth Fund (Invested in Affiliated Funds) | 0.0000% on all assets invested in Affiliated Funds |
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Fund | Management Fee Rates | |
Emerging Markets Equity Fund | 1.0500% on first $1 billion and; | |
1.0000% on next $4 billion and; | ||
0.9900% on next $5 billion and; | ||
0.9850% over $10 billion | ||
Emerging Markets Multi-Sector Bond Fund | 0.7000% on first $1 billion and; | |
0.6500% on next $4 billion and; | ||
0.6400% on next $5 billion and; | ||
0.6350% over $10 billion | ||
International 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 | ||
Sustainable Core Bond Fund | 0.3200% on first $500 million and; | |
0.3000% on next $500 million and; | ||
0.2800% 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 |
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, 2023, 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) until February 29, 2024 (except as noted below and unless the Board of Directors approves its earlier termination) as follows for each of the following Funds: | |
Expense Limit as a Percentage of Average Daily Net Assets | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 1.45% | 2.25% | 1.15% | N/A | N/A | N/A | 1.11% | 0.99% | 0.99% | |||||||||
Diversified Emerging Markets Fund | 1.34% | 2.14% | 1.04% | N/A | N/A | N/A | 0.99% | 0.89% | 0.89% | |||||||||
Diversified Growth Fund (Consolidated)(1) | N/A | N/A | 0.80% | N/A | N/A | N/A | N/A | N/A | 0.65% | |||||||||
Emerging Markets Multi-Sector Bond Fund | 1.15% | 1.90% | 0.90% | 1.45% | 1.15% | 0.85% | 0.85% | 0.75% | 0.75% | |||||||||
International Contrarian Value Fund(1) | N/A | N/A | 0.85% | N/A | N/A | N/A | N/A | N/A | 0.70% | |||||||||
Sustainable Core Bond Fund | N/A | N/A | 0.51% | 1.06% | 0.76% | 0.46% | 0.40% | 0.36% | 0.32% | |||||||||
Sustainable International Core Fund | N/A | N/A | 0.85% | N/A | N/A | N/A | N/A | N/A | 0.70% | |||||||||
Tax-Aware Bond Fund | 0.71% | 1.59% | 0.49% | N/A | N/A | N/A | 0.56% | 0.46% | 0.46% | |||||||||
US Small Cap Opportunities Fund | 1.35% | 2.10% | 1.10% | 1.65% | 1.35% | 1.05% | 1.05% | 0.95% | 0.95% |
(1) | Until February 28, 2025. |
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, 2023, 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 | $ 10,691 | $ 1 | ||
Diversified Emerging Markets Fund | 436 | — | ||
Emerging Markets Equity Fund | 4,811 | 4,061 | ||
Emerging Markets Multi-Sector Bond Fund | 25 | 2 | ||
International Multi-Cap Value Fund | 112,132 | 267 | ||
International Stock Fund | 417,794 | 6,176 | ||
Tax-Aware Bond Fund | 239,162 | 6,461 | ||
US MidCap Opportunities Fund | 207,123 | 3,733 | ||
US Small Cap Opportunities Fund | 45,671 | 1,386 |
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, 2023, 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 | $ 77 | |
Diversified Emerging Markets Fund | 133 | |
Diversified Growth Fund (Consolidated) | — | |
Emerging Markets Equity Fund | 12,311 | |
Emerging Markets Multi-Sector Bond Fund | 61 | |
International Contrarian Value Fund | 43 | |
International Multi-Cap Value Fund | 5,599 | |
International Stock Fund | 10,977 | |
Sustainable Core Bond Fund | 425 | |
Sustainable International Core Fund | 2 | |
Tax-Aware Bond Fund | 1,826 | |
US MidCap Opportunities Fund | 1,881 | |
US Small Cap Opportunities Fund | 706 |
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 SS&C GIDS, Inc. ("SS&C", formerly known as DST Asset Manager Solutions, Inc.) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and SS&C (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% |
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Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class Y | Class F | Class SDR | |||||||||
China A Fund | 0.16% | 0.15% | 0.12% | N/A | N/A | N/A | 0.11% | 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% * | |||||||||
Diversified Growth Fund (Consolidated) | N/A | N/A | 0.19% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
Emerging Markets Equity Fund | 0.14% | 0.09% | 0.19% | 0.22% | 0.15% | 0.12% | 0.11% | 0.00% * | 0.00% * | |||||||||
Emerging Markets Multi-Sector Bond Fund | 0.20% | 0.25% | 0.10% | 0.22% | 0.17% | 0.12% | 0.06% | 0.00% * | 0.00% * | |||||||||
International Contrarian Value Fund | N/A | N/A | 0.01% | 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% | 0.11% | 0.00% * | 0.00% * | |||||||||
International Stock Fund | 0.11% | 0.10% | 0.10% | 0.20% | 0.17% | 0.10% | 0.11% | 0.00% * | 0.00% * | |||||||||
Sustainable Core Bond Fund | N/A | N/A | 0.15% | 0.22% | 0.17% | 0.12% | 0.06% | 0.00% * | 0.00% * | |||||||||
Sustainable International Core Fund | N/A | N/A | 0.03% | N/A | N/A | N/A | N/A | N/A | 0.00% * | |||||||||
Tax-Aware Bond Fund | 0.06% | 0.11% | 0.09% | N/A | N/A | N/A | 0.11% | 0.00% * | 0.00% * | |||||||||
US MidCap Opportunities Fund | 0.11% | 0.11% | 0.10% | 0.22% | 0.17% | 0.12% | 0.11% | 0.00% * | 0.00% * | |||||||||
US Small Cap Opportunities Fund | 0.14% | 0.15% | 0.10% | 0.22% | 0.17% | 0.11% | 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. The China A Fund does 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. |
150 |
October 31, 2023
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, 2023. | |
Fund | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | Cash Collateral(1) | Non-Cash Collateral(1) | |||
Diversified Emerging Markets Fund | $ — | $ — | $ — | |||
Diversified Growth Fund (Consolidated) | 7,363,718 | 7,514,080 | — | |||
Emerging Markets Equity Fund | 1,048,040 | — | 1,117,425 | |||
Emerging Markets Multi-Sector Bond Fund | 639,954 | 665,977 | — | |||
International Contrarian Value Fund | — | — | — | |||
International Multi-Cap Value Fund | 22,422,254 | 22,095,287 | 1,587,677 | |||
International Stock Fund | 34,880,266 | 34,675,046 | — | |||
Sustainable Core Bond Fund | — | — | — | |||
Sustainable International Core Fund | — | — | — | |||
Tax-Aware Bond Fund | — | — | — | |||
US MidCap Opportunities Fund | — | — | — | |||
US Small Cap Opportunities Fund | 111,601 | 114,730 | — |
(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, 2023, 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 | 8% | 88% | 3% | N/A | N/A | N/A | 62% | 14% | — | |||||||||
Diversified Emerging Markets Fund | 27% | 100% | 2% | N/A | N/A | N/A | 65% | 100% | — | |||||||||
Diversified Growth Fund (Consolidated) | N/A | N/A | 100% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Emerging Markets Equity Fund | — | — | — | 13% | — | 4% | — | — | — | |||||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | 31% | 100% | 100% | 0%* | 52% | — | |||||||||
International Contrarian Value Fund | N/A | N/A | 95% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Sustainable Core Bond Fund | N/A | N/A | 1% | 100% | 100% | 100% | — | 0%* | — | |||||||||
Sustainable International Core Fund | N/A | N/A | 92% | 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%* | 9% | — | |||||||||
Diversified Emerging Markets Fund | 0% * | 0%* | 0%* | N/A | N/A | N/A | 0%* | 26% | — | |||||||||
Diversified Growth Fund (Consolidated) | N/A | N/A | 0%* | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Emerging Markets Equity Fund | — | — | — | 0%* | — | — | — | — | — | |||||||||
Emerging Markets Multi-Sector Bond Fund | — | — | — | 0%* | 0% * | 0% * | 0%* | 0% * | — | |||||||||
International Contrarian Value Fund | N/A | N/A | 49% | N/A | N/A | N/A | N/A | N/A | — | |||||||||
Sustainable Core Bond Fund | N/A | N/A | 0%* | 0%* | 0% * | 0% * | — | 0% * | — | |||||||||
Sustainable International Core Fund | N/A | N/A | 48% | 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. |
151 |
October 31, 2023
Fund | Percentage of Fund* | |
Emerging Markets Equity Fund | 0% (1) | |
International Multi-Cap Value Fund | 4% | |
Sustainable Core Bond Fund | 43% |
* | As of October 31, 2023, affiliated funds of funds and the 529 plan were invested in Class F shares. |
(1) | Percentage rounds to zero. |
10. | Beneficial Fund Ownership: |
As of October 31, 2023, to the knowledge of a Fund, Hartford Funds Management Company, LLC or Schroder US Holdings, Inc. beneficially held more than 25% of the shares outstanding of the following Funds: | |
Fund | Shareholder | Percentage of Ownership | ||
Diversified Emerging Markets Fund | Schroder US Holdings, Inc. | 26% | ||
Hartford Funds Management Company, LLC | 26% | |||
International Contrarian Value Fund | Schroder US Holdings, Inc. | 49% | ||
Hartford Funds Management Company, LLC | 49% | |||
Sustainable International Core Fund | Schroder US Holdings, Inc. | 48% | ||
Hartford Funds Management Company, LLC | 48% |
11. | Significant Shareholder Concentration: |
As of October 31, 2023, one shareholder owns greater than 75% of the Diversified Growth Fund. The Diversified Growth Fund may experience adverse effects when such large shareholder redeems or purchases large amounts of shares of the Diversified Growth Fund. Such redemptions may cause the Diversified Growth Fund to sell securities at times when it would not otherwise do so, which may negatively impact the Diversified Growth Fund’s performance and liquidity. Similarly, large purchases may adversely affect the Diversified Growth Fund’s performance to the extent that the Diversified Growth Fund is delayed in investing new cash and is required to maintain a larger cash position than it ordinarily would. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. |
12. | Investment Transactions: |
For the period ended October 31, 2023, 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 | $ 23,221,216 | $ 50,189,642 | $ — | $ — | $ 23,221,216 | $ 50,189,642 | ||||||
Diversified Emerging Markets Fund | 110,036,474 | 62,149,331 | — | — | 110,036,474 | 62,149,331 | ||||||
Diversified Growth Fund (Consolidated) | 39,422,096 | 2,969,366 | 989,826 | — | 40,411,922 | 2,969,366 | ||||||
Emerging Markets Equity Fund | 2,430,779,321 | 2,704,069,451 | — | — | 2,430,779,321 | 2,704,069,451 | ||||||
Emerging Markets Multi-Sector Bond Fund | 34,177,245 | 40,106,415 | — | — | 34,177,245 | 40,106,415 | ||||||
International Contrarian Value Fund | 24,808,223 | 1,211,399 | — | — | 24,808,223 | 1,211,399 | ||||||
International Multi-Cap Value Fund | 2,640,501,606 | 2,694,016,034 | — | — | 2,640,501,606 | 2,694,016,034 | ||||||
International Stock Fund | 2,152,303,766 | 1,244,111,435 | — | — | 2,152,303,766 | 1,244,111,435 | ||||||
Sustainable Core Bond Fund | 59,240,599 | 54,286,203 | 153,097,000 | 131,316,188 | 212,337,599 | 185,602,391 | ||||||
Sustainable International Core Fund | 377,229 | 314,374 | — | — | 377,229 | 314,374 | ||||||
Tax-Aware Bond Fund | 759,500,807 | 293,643,725 | 321,653,416 | 311,932,796 | 1,081,154,223 | 605,576,521 | ||||||
US MidCap Opportunities Fund | 360,508,685 | 259,230,551 | — | — | 360,508,685 | 259,230,551 | ||||||
US Small Cap Opportunities Fund | 117,388,962 | 131,453,352 | — | — | 117,388,962 | 131,453,352 |
152 |
October 31, 2023
13. | Capital Share Transactions: |
The following information is for the year or period ended October 31, 2023 and October 31, 2022: | |
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
China A Fund | |||||||
Class A | |||||||
Shares Sold | 165,451 | $ 2,044,054 | 9,385 | $ 133,010 | |||
Shares Issued for Reinvested Dividends | 91 | 1,055 | 496 | 8,251 | |||
Shares Redeemed | (62,305) | (776,778) | (17,911) | (262,246) | |||
Net Increase (Decrease) | 103,237 | 1,268,331 | (8,030) | (120,985) | |||
Class C | |||||||
Shares Issued for Reinvested Dividends | — | $ — | 165 | $ 2,701 | |||
Shares Redeemed | (203) | (2,310) | (148) | (2,008) | |||
Net Increase (Decrease) | (203) | (2,310) | 17 | 693 | |||
Class I | |||||||
Shares Sold | 124,903 | $ 1,522,355 | 708,416 | $ 10,078,307 | |||
Shares Issued for Reinvested Dividends | 4,482 | 52,030 | 6,198 | 103,128 | |||
Shares Redeemed | (543,186) | (6,386,662) | (348,354) | (4,598,210) | |||
Net Increase (Decrease) | (413,801) | (4,812,277) | 366,260 | 5,583,225 | |||
Class Y | |||||||
Shares Sold | 11,216 | $ 141,858 | 80,580 | $ 976,699 | |||
Shares Issued for Reinvested Dividends | 88 | 1,018 | 2,394 | 39,890 | |||
Shares Redeemed | (123,549) | (1,323,161) | (141,378) | (1,504,424) | |||
Net Increase (Decrease) | (112,245) | (1,180,285) | (58,404) | (487,835) | |||
Class F | |||||||
Shares Sold | 841 | $ 10,000 | 1,375,804 | $ 18,285,291 | |||
Shares Issued for Reinvested Dividends | 16,234 | 188,805 | 53,977 | 899,258 | |||
Shares Redeemed | (2,570,663) | (28,899,821) | (1,237,089) | (15,979,294) | |||
Net Increase (Decrease) | (2,553,588) | (28,701,016) | 192,692 | 3,205,255 | |||
Class SDR | |||||||
Shares Sold | — | $ — | — | $ — | |||
Shares Issued for Reinvested Dividends | — | — | — | — | |||
Shares Redeemed | — | — | — | — | |||
Net Increase (Decrease) | — | — | — | — | |||
Total Net Increase (Decrease) | (2,976,600) | $ (33,427,557) | 492,535 | $ 8,180,353 | |||
Diversified Emerging Markets Fund | |||||||
Class A(1) | |||||||
Shares Sold | 2,499 | $ 20,267 | 1,521 | $ 13,187 | |||
Shares Issued for Reinvested Dividends | 5 | 35 | — | — | |||
Shares Redeemed | (8) | (60) | — | — | |||
Net Increase (Decrease) | 2,496 | 20,242 | 1,521 | 13,187 | |||
Class C(1) | |||||||
Shares Sold | 718 | $ 5,890 | 1,061 | $ 10,000 | |||
Shares Redeemed | (718) | (5,509) | — | — | |||
Net Increase (Decrease) | — | 381 | 1,061 | 10,000 | |||
Class I(1) | |||||||
Shares Sold | 45,577 | $ 356,602 | 1,061 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 93 | 699 | — | — | |||
Shares Redeemed | (1,184) | (9,387) | — | — | |||
Net Increase (Decrease) | 44,486 | 347,914 | 1,061 | 10,000 | |||
Class Y(1) | |||||||
Shares Sold | 225 | $ 1,770 | 1,422 | $ 12,850 | |||
Shares Issued for Reinvested Dividends | 10 | 72 | — | — | |||
Shares Redeemed | (19) | (158) | — | — | |||
Net Increase (Decrease) | 216 | 1,684 | 1,422 | 12,850 |
153 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F(1) | |||||||
Shares Sold | 2,148,998 | $ 15,000,000 | 1,061 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 16,425 | 122,695 | — | — | |||
Shares Redeemed | (196,585) | (1,554,986) | — | — | |||
Net Increase (Decrease) | 1,968,838 | 13,567,709 | 1,061 | 10,000 | |||
Class SDR | |||||||
Shares Sold | 6,095,050 | $ 45,922,219 | 282 | $ 2,629 | |||
Shares Issued for Reinvested Dividends | 10,754 | 80,333 | 2,576 | 25,504 | |||
Shares Redeemed | (1,564,186) | (12,288,978) | (5,308) | (50,000) | |||
Net Increase (Decrease) | 4,541,618 | 33,713,574 | (2,450) | (21,867) | |||
Total Net Increase (Decrease) | 6,557,654 | $ 47,651,504 | 3,676 | $ 34,170 | |||
Diversified Growth Fund (Consolidated)(2) | |||||||
Class I | |||||||
Shares Sold | 10,001 | $ 100,010 | |||||
Shares Redeemed | (1) | (10) | |||||
Net Increase (Decrease) | 10,000 | 100,000 | |||||
Class SDR | |||||||
Shares Sold | 5,129,254 | $ 50,010,009 | |||||
Shares Redeemed | (1,001) | (9,789) | |||||
Net Increase (Decrease) | 5,128,253 | 50,000,220 | |||||
Total Net Increase (Decrease) | 5,138,253 | $ 50,100,220 | |||||
Emerging Markets Equity Fund | |||||||
Class A | |||||||
Shares Sold | 66,833,617 | $ 1,044,648,253 | 3,144,857 | $ 52,286,198 | |||
Shares Issued for Reinvested Dividends | 45,993 | 671,951 | 5,507 | 104,621 | |||
Shares Redeemed | (12,677,202) | (188,449,298) | (2,734,451) | (45,124,654) | |||
Net Increase (Decrease) | 54,202,408 | 856,870,906 | 415,913 | 7,266,165 | |||
Class C | |||||||
Shares Sold | 42,472 | $ 642,355 | 30,797 | $ 541,901 | |||
Shares Issued for Reinvested Dividends | 1,544 | 22,296 | 1,281 | 23,946 | |||
Shares Redeemed | (99,719) | (1,488,069) | (164,970) | (2,418,551) | |||
Net Increase (Decrease) | (55,703) | (823,418) | (132,892) | (1,852,704) | |||
Class I | |||||||
Shares Sold | 40,112,531 | $ 609,345,689 | 55,222,381 | $ 926,254,984 | |||
Shares Issued for Reinvested Dividends | 1,037,489 | 15,074,713 | 707,597 | 13,366,510 | |||
Shares Redeemed | (48,080,370) | (730,531,742) | (43,293,639) | (714,803,335) | |||
Net Increase (Decrease) | (6,930,350) | (106,111,340) | 12,636,339 | 224,818,159 | |||
Class R3 | |||||||
Shares Sold | 1,085 | $ 16,412 | 1,094 | $ 17,136 | |||
Shares Issued for Reinvested Dividends | 86 | 1,251 | 37 | 703 | |||
Shares Redeemed | (634) | (10,035) | (371) | (6,794) | |||
Net Increase (Decrease) | 537 | 7,628 | 760 | 11,045 | |||
Class R4 | |||||||
Shares Sold | 52,518 | $ 793,833 | 150,667 | $ 2,373,387 | |||
Shares Issued for Reinvested Dividends | 6,196 | 90,397 | 2,734 | 51,898 | |||
Shares Redeemed | (47,693) | (718,721) | (46,313) | (750,969) | |||
Net Increase (Decrease) | 11,021 | 165,509 | 107,088 | 1,674,316 | |||
Class R5 | |||||||
Shares Sold | 3,790 | $ 57,932 | 3,363 | $ 56,321 | |||
Shares Issued for Reinvested Dividends | 447 | 6,489 | 268 | 5,061 | |||
Shares Redeemed | (24,900) | (386,872) | (1,778) | (30,591) | |||
Net Increase (Decrease) | (20,663) | (322,451) | 1,853 | 30,791 | |||
Class Y | |||||||
Shares Sold | 1,245,426 | $ 19,127,209 | 125,556,366 | $ 2,138,110,148 | |||
Shares Issued for Reinvested Dividends | 91,130 | 1,335,062 | 691,784 | 13,102,388 | |||
Shares Redeemed | (1,859,333) | (28,360,037) | (162,990,961) | (2,617,613,159) | |||
Net Increase (Decrease) | (522,777) | (7,897,766) | (36,742,811) | (466,400,623) |
154 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 11,234,908 | $ 171,583,200 | 13,532,858 | $ 231,401,984 | |||
Shares Issued for Reinvested Dividends | 161,777 | 2,349,009 | 119,590 | 2,259,074 | |||
Shares Redeemed | (13,589,517) | (203,628,933) | (15,652,329) | (258,973,847) | |||
Net Increase (Decrease) | (2,192,832) | (29,696,724) | (1,999,881) | (25,312,789) | |||
Class SDR | |||||||
Shares Sold | 34,290,536 | $ 516,123,781 | 115,820,251 | $ 1,735,331,057 | |||
Shares Issued for Reinvested Dividends | 3,241,746 | 47,167,404 | 1,576,441 | 29,826,253 | |||
Shares Redeemed | (97,478,434) | (1,507,362,267) | (60,935,901) | (900,664,496) | |||
Net Increase (Decrease) | (59,946,152) | (944,071,082) | 56,460,791 | 864,492,814 | |||
Total Net Increase (Decrease) | (15,454,511) | $ (231,878,738) | 30,747,160 | $ 604,727,174 | |||
Emerging Markets Multi-Sector Bond Fund | |||||||
Class A | |||||||
Shares Sold | 72,435 | $ 490,554 | 31,961 | $ 214,718 | |||
Shares Issued for Reinvested Dividends | 9,914 | 66,117 | 8,966 | 62,204 | |||
Shares Redeemed | (72,543) | (489,361) | (66,954) | (488,297) | |||
Net Increase (Decrease) | 9,806 | 67,310 | (26,027) | (211,375) | |||
Class C | |||||||
Shares Sold | 12,118 | $ 79,994 | — | $ — | |||
Shares Issued for Reinvested Dividends | 1,024 | 6,809 | 571 | 3,971 | |||
Shares Redeemed | (3,099) | (20,122) | (6,414) | (47,154) | |||
Net Increase (Decrease) | 10,043 | 66,681 | (5,843) | (43,183) | |||
Class I | |||||||
Shares Sold | 111,405 | $ 741,817 | 665,444 | $ 4,910,224 | |||
Shares Issued for Reinvested Dividends | 48,595 | 323,149 | 94,355 | 665,223 | |||
Shares Redeemed | (860,935) | (5,816,705) | (1,860,008) | (13,232,268) | |||
Net Increase (Decrease) | (700,935) | (4,751,739) | (1,100,209) | (7,656,821) | |||
Class R3 | |||||||
Shares Sold | 145 | $ 982 | 464 | $ 3,490 | |||
Shares Issued for Reinvested Dividends | 259 | 1,728 | 216 | 1,484 | |||
Shares Redeemed | (8) | (55) | (6) | (40) | |||
Net Increase (Decrease) | 396 | 2,655 | 674 | 4,934 | |||
Class R4 | |||||||
Shares Issued for Reinvested Dividends | 88 | $ 583 | 77 | $ 532 | |||
Net Increase (Decrease) | 88 | 583 | 77 | 532 | |||
Class R5 | |||||||
Shares Issued for Reinvested Dividends | 93 | $ 620 | 83 | $ 566 | |||
Net Increase (Decrease) | 93 | 620 | 83 | 566 | |||
Class Y | |||||||
Shares Sold | 3,353 | $ 22,957 | 32,193 | $ 263,589 | |||
Shares Issued for Reinvested Dividends | 26,451 | 175,989 | 23,257 | 160,354 | |||
Shares Redeemed | (1,139) | (7,705) | (3,346) | (23,759) | |||
Net Increase (Decrease) | 28,665 | 191,241 | 52,104 | 400,184 | |||
Class F | |||||||
Shares Sold | 1,639 | $ 9,971 | — | $ — | |||
Shares Issued for Reinvested Dividends | 117 | 723 | 102 | 658 | |||
Net Increase (Decrease) | 1,756 | 10,694 | 102 | 658 | |||
Class SDR | |||||||
Shares Sold | 100,877 | $ 686,872 | 53,653 | $ 399,363 | |||
Shares Issued for Reinvested Dividends | 162,337 | 1,081,004 | 153,241 | 1,056,748 | |||
Shares Redeemed | (652,632) | (4,314,989) | (57,452) | (436,331) | |||
Net Increase (Decrease) | (389,418) | (2,547,113) | 149,442 | 1,019,780 | |||
Total Net Increase (Decrease) | (1,039,506) | $ (6,959,068) | (929,597) | $ (6,484,725) |
155 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
International Contrarian Value Fund(3) | |||||||
Class I | |||||||
Shares Sold | 1,092,740 | $ 12,686,062 | 50,001 | $ 500,010 | |||
Shares Issued for Reinvested Dividends | 1,035 | 9,948 | — | — | |||
Shares Redeemed | (3,456) | (38,290) | (1) | (11) | |||
Net Increase (Decrease) | 1,090,319 | 12,657,720 | 50,000 | 499,999 | |||
Class SDR | |||||||
Shares Sold | 1,032,702 | $ 12,000,000 | 50,001 | $ 500,010 | |||
Shares Issued for Reinvested Dividends | 1,046 | 10,052 | — | — | |||
Shares Redeemed | — | — | (1) | (10) | |||
Net Increase (Decrease) | 1,033,748 | 12,010,052 | 50,000 | 500,000 | |||
Total Net Increase (Decrease) | 2,124,067 | $ 24,667,772 | 100,000 | $ 999,999 | |||
International Multi-Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 2,354,627 | $ 21,481,878 | 3,969,095 | $ 38,712,258 | |||
Shares Issued for Reinvested Dividends | 438,872 | 3,913,026 | 334,971 | 3,126,679 | |||
Shares Redeemed | (2,915,861) | (26,562,997) | (2,136,771) | (19,814,377) | |||
Net Increase (Decrease) | (122,362) | (1,168,093) | 2,167,295 | 22,024,560 | |||
Class C | |||||||
Shares Sold | 32,618 | $ 295,642 | 260,513 | $ 2,681,470 | |||
Shares Issued for Reinvested Dividends | 33,450 | 295,250 | 31,059 | 292,479 | |||
Shares Redeemed | (340,735) | (3,090,511) | (508,156) | (4,774,650) | |||
Net Increase (Decrease) | (274,667) | (2,499,619) | (216,584) | (1,800,701) | |||
Class I | |||||||
Shares Sold | 15,766,858 | $ 143,908,857 | 37,132,233 | $ 357,740,863 | |||
Shares Issued for Reinvested Dividends | 2,656,807 | 23,669,268 | 2,341,766 | 21,826,880 | |||
Shares Redeemed | (27,541,137) | (249,873,897) | (31,864,455) | (293,182,448) | |||
Net Increase (Decrease) | (9,117,472) | (82,295,772) | 7,609,544 | 86,385,295 | |||
Class R3 | |||||||
Shares Sold | 477,622 | $ 4,375,732 | 543,984 | $ 5,061,125 | |||
Shares Issued for Reinvested Dividends | 57,607 | 511,991 | 44,436 | 416,427 | |||
Shares Redeemed | (533,811) | (4,896,816) | (598,538) | (5,581,378) | |||
Net Increase (Decrease) | 1,418 | (9,093) | (10,118) | (103,826) | |||
Class R4 | |||||||
Shares Sold | 122,534 | $ 1,117,796 | 101,651 | $ 961,522 | |||
Shares Issued for Reinvested Dividends | 21,045 | 187,225 | 16,751 | 156,516 | |||
Shares Redeemed | (119,421) | (1,094,527) | (125,006) | (1,172,011) | |||
Net Increase (Decrease) | 24,158 | 210,494 | (6,604) | (53,973) | |||
Class R5 | |||||||
Shares Sold | 380,109 | $ 3,474,878 | 483,544 | $ 4,467,895 | |||
Shares Issued for Reinvested Dividends | 71,687 | 638,773 | 53,588 | 503,439 | |||
Shares Redeemed | (243,503) | (2,195,570) | (632,737) | (6,351,772) | |||
Net Increase (Decrease) | 208,293 | 1,918,081 | (95,605) | (1,380,438) | |||
Class Y | |||||||
Shares Sold | 8,186,580 | $ 73,994,304 | 11,500,546 | $ 111,963,654 | |||
Shares Issued for Reinvested Dividends | 1,343,937 | 11,983,102 | 1,057,829 | 9,843,991 | |||
Shares Redeemed | (5,563,926) | (50,529,459) | (9,501,430) | (83,923,920) | |||
Net Increase (Decrease) | 3,966,591 | 35,447,947 | 3,056,945 | 37,883,725 | |||
Class F | |||||||
Shares Sold | 14,289,153 | $ 130,711,786 | 18,214,855 | $ 172,764,909 | |||
Shares Issued for Reinvested Dividends | 1,832,876 | 16,365,235 | 1,491,960 | 13,923,670 | |||
Shares Redeemed | (13,732,644) | (125,113,144) | (17,024,072) | (160,777,808) | |||
Net Increase (Decrease) | 2,389,385 | 21,963,877 | 2,682,743 | 25,910,771 |
156 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class SDR | |||||||
Shares Sold | 18,623,011 | $ 170,367,005 | 24,161,009 | $ 232,052,285 | |||
Shares Issued for Reinvested Dividends | 3,089,101 | 27,531,703 | 2,709,276 | 25,367,032 | |||
Shares Redeemed | (19,530,371) | (176,471,532) | (31,439,433) | (298,002,137) | |||
Net Increase (Decrease) | 2,181,741 | 21,427,176 | (4,569,148) | (40,582,820) | |||
Total Net Increase (Decrease) | (742,915) | $ (5,005,002) | 10,618,468 | $ 128,282,593 | |||
International Stock Fund | |||||||
Class A | |||||||
Shares Sold | 5,790,982 | $ 93,504,959 | 5,420,422 | $ 88,898,122 | |||
Shares Issued for Reinvested Dividends | 157,581 | 2,333,781 | 241,771 | 4,491,371 | |||
Shares Redeemed | (3,643,711) | (58,053,612) | (5,178,862) | (80,095,955) | |||
Net Increase (Decrease) | 2,304,852 | 37,785,128 | 483,331 | 13,293,538 | |||
Class C | |||||||
Shares Sold | 309,695 | $ 4,777,404 | 323,136 | $ 5,254,695 | |||
Shares Issued for Reinvested Dividends | 3,011 | 42,299 | 10,583 | 184,799 | |||
Shares Redeemed | (222,732) | (3,376,299) | (300,987) | (4,340,336) | |||
Net Increase (Decrease) | 89,974 | 1,443,404 | 32,732 | 1,099,158 | |||
Class I | |||||||
Shares Sold | 94,391,035 | $ 1,467,369,741 | 108,872,670 | $ 1,695,721,112 | |||
Shares Issued for Reinvested Dividends | 1,749,443 | 25,017,040 | 1,930,718 | 34,706,711 | |||
Shares Redeemed | (64,527,675) | (985,133,493) | (74,625,554) | (1,118,379,282) | |||
Net Increase (Decrease) | 31,612,803 | 507,253,288 | 36,177,834 | 612,048,541 | |||
Class R3 | |||||||
Shares Sold | 67,776 | $ 1,032,943 | 117,126 | $ 1,739,146 | |||
Shares Issued for Reinvested Dividends | 1,257 | 17,897 | 900 | 16,059 | |||
Shares Redeemed | (32,805) | (508,961) | (31,319) | (467,955) | |||
Net Increase (Decrease) | 36,228 | 541,879 | 86,707 | 1,287,250 | |||
Class R4 | |||||||
Shares Sold | 90,469 | $ 1,411,814 | 114,159 | $ 1,866,632 | |||
Shares Issued for Reinvested Dividends | 2,942 | 42,018 | 4,048 | 72,581 | |||
Shares Redeemed | (130,842) | (2,091,546) | (52,286) | (746,656) | |||
Net Increase (Decrease) | (37,431) | (637,714) | 65,921 | 1,192,557 | |||
Class R5 | |||||||
Shares Sold | 645,554 | $ 9,864,106 | 782,962 | $ 12,441,571 | |||
Shares Issued for Reinvested Dividends | 24,956 | 357,121 | 27,948 | 502,674 | |||
Shares Redeemed | (644,048) | (9,836,172) | (344,424) | (5,236,938) | |||
Net Increase (Decrease) | 26,462 | 385,055 | 466,486 | 7,707,307 | |||
Class Y | |||||||
Shares Sold | 1,077,528 | $ 16,149,412 | 2,189,922 | $ 36,339,650 | |||
Shares Issued for Reinvested Dividends | 133,119 | 1,908,926 | 266,396 | 4,802,050 | |||
Shares Redeemed | (3,319,942) | (50,765,006) | (5,513,544) | (82,168,396) | |||
Net Increase (Decrease) | (2,109,295) | (32,706,668) | (3,057,226) | (41,026,696) | |||
Class F | |||||||
Shares Sold | 38,481,401 | $ 604,545,688 | 29,140,024 | $ 455,053,231 | |||
Shares Issued for Reinvested Dividends | 789,734 | 11,301,093 | 743,026 | 13,374,470 | |||
Shares Redeemed | (13,559,754) | (209,735,793) | (11,078,766) | (167,216,529) | |||
Net Increase (Decrease) | 25,711,381 | 406,110,988 | 18,804,284 | 301,211,172 | |||
Class SDR | |||||||
Shares Sold | 14,634,932 | $ 227,641,290 | 23,013,973 | $ 361,009,997 | |||
Shares Issued for Reinvested Dividends | 589,746 | 8,433,364 | 501,264 | 9,014,558 | |||
Shares Redeemed | (8,725,943) | (136,070,106) | (5,872,106) | (86,975,258) | |||
Net Increase (Decrease) | 6,498,735 | 100,004,548 | 17,643,131 | 283,049,297 | |||
Total Net Increase (Decrease) | 64,133,709 | $ 1,020,179,908 | 70,703,200 | $ 1,179,862,124 |
157 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Sustainable Core Bond Fund | |||||||
Class I(4) | |||||||
Shares Sold | 116,782 | $ 1,014,907 | 89,834 | $ 861,905 | |||
Shares Issued for Reinvested Dividends | 3,591 | 30,552 | 1,648 | 14,783 | |||
Shares Redeemed | (63,118) | (538,849) | (23,949) | (208,242) | |||
Net Increase (Decrease) | 57,255 | 506,610 | 67,533 | 668,446 | |||
Class R3(4) | |||||||
Shares Sold | — | $ — | 957 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 31 | 271 | 33 | 317 | |||
Net Increase (Decrease) | 31 | 271 | 990 | 10,317 | |||
Class R4(4) | |||||||
Shares Sold | — | $ — | 957 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 35 | 301 | 36 | 347 | |||
Net Increase (Decrease) | 35 | 301 | 993 | 10,347 | |||
Class R5(4) | |||||||
Shares Sold | — | $ — | 957 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 39 | 332 | 39 | 376 | |||
Net Increase (Decrease) | 39 | 332 | 996 | 10,376 | |||
Class Y | |||||||
Shares Sold | 138,885 | $ 1,194,915 | 50,373 | $ 480,247 | |||
Shares Issued for Reinvested Dividends | 19,793 | 168,819 | 20,209 | 194,707 | |||
Shares Redeemed | (266,100) | (2,314,723) | (163,701) | (1,594,345) | |||
Net Increase (Decrease) | (107,422) | (950,989) | (93,119) | (919,391) | |||
Class F(4) | |||||||
Shares Sold | 3,948,248 | $ 34,885,825 | 10,129,806 | $ 97,005,756 | |||
Shares Issued for Reinvested Dividends | 408,777 | 3,494,410 | 192,860 | 1,727,648 | |||
Shares Redeemed | (4,519,464) | (37,882,182) | (1,195,789) | (10,887,963) | |||
Net Increase (Decrease) | (162,439) | 498,053 | 9,126,877 | 87,845,441 | |||
Class SDR | |||||||
Shares Sold | 4,272,196 | $ 37,155,558 | 1,527,277 | $ 14,869,001 | |||
Shares Issued for Reinvested Dividends | 352,095 | 3,004,526 | 266,756 | 2,550,840 | |||
Shares Redeemed | (1,573,033) | (13,425,536) | (1,581,745) | (14,610,001) | |||
Net Increase (Decrease) | 3,051,258 | 26,734,548 | 212,288 | 2,809,840 | |||
Total Net Increase (Decrease) | 2,838,757 | $ 26,789,126 | 9,316,558 | $ 90,435,376 | |||
Sustainable International Core Fund(3) | |||||||
Class I | |||||||
Shares Sold | 4,446 | $ 46,685 | 50,001 | $ 500,010 | |||
Shares Issued for Reinvested Dividends | 620 | 5,948 | — | — | |||
Shares Redeemed | — | — | (1) | (11) | |||
Net Increase (Decrease) | 5,066 | 52,633 | 50,000 | 499,999 | |||
Class SDR | |||||||
Shares Sold | — | $ — | 50,001 | $ 500,010 | |||
Shares Issued for Reinvested Dividends | 631 | 6,052 | — | — | |||
Shares Redeemed | — | — | (1) | (10) | |||
Net Increase (Decrease) | 631 | 6,052 | 50,000 | 500,000 | |||
Total Net Increase (Decrease) | 5,697 | $ 58,685 | 100,000 | $ 999,999 | |||
Tax-Aware Bond Fund | |||||||
Class A | |||||||
Shares Sold | 5,176,958 | $ 52,016,536 | 1,373,862 | $ 14,067,798 | |||
Shares Issued for Reinvested Dividends | 175,701 | 1,744,289 | 147,221 | 1,578,008 | |||
Shares Redeemed | (2,072,261) | (20,730,150) | (3,180,461) | (32,954,090) | |||
Net Increase (Decrease) | 3,280,398 | 33,030,675 | (1,659,378) | (17,308,284) | |||
Class C | |||||||
Shares Sold | 406,016 | $ 4,084,541 | 61,878 | $ 627,838 | |||
Shares Issued for Reinvested Dividends | 10,714 | 106,573 | 11,688 | 126,622 | |||
Shares Redeemed | (241,858) | (2,435,736) | (307,058) | (3,255,017) | |||
Net Increase (Decrease) | 174,872 | 1,755,378 | (233,492) | (2,500,557) |
158 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 70,825,421 | $ 711,724,191 | 18,011,789 | $ 184,657,435 | |||
Shares Issued for Reinvested Dividends | 1,532,808 | 15,211,714 | 632,849 | 6,689,376 | |||
Shares Redeemed | (35,531,473) | (350,928,535) | (17,152,818) | (177,770,396) | |||
Net Increase (Decrease) | 36,826,756 | 376,007,370 | 1,491,820 | 13,576,415 | |||
Class Y | |||||||
Shares Sold | — | $ — | 6,178 | $ 68,000 | |||
Shares Issued for Reinvested Dividends | 834 | 8,313 | 834 | 8,866 | |||
Shares Redeemed | — | — | (6,307) | (68,214) | |||
Net Increase (Decrease) | 834 | 8,313 | 705 | 8,652 | |||
Class F | |||||||
Shares Sold | 17,006,775 | $ 170,783,943 | 3,811,234 | $ 38,477,443 | |||
Shares Issued for Reinvested Dividends | 381,293 | 3,774,601 | 107,260 | 1,140,108 | |||
Shares Redeemed | (4,405,045) | (43,654,263) | (2,479,185) | (25,756,107) | |||
Net Increase (Decrease) | 12,983,023 | 130,904,281 | 1,439,309 | 13,861,444 | |||
Class SDR | |||||||
Shares Sold | 1,070,233 | $ 10,553,089 | 721,477 | $ 7,300,392 | |||
Shares Issued for Reinvested Dividends | 64,474 | 639,821 | 95,950 | 1,035,417 | |||
Shares Redeemed | (1,084,223) | (10,927,243) | (1,079,179) | (10,852,434) | |||
Net Increase (Decrease) | 50,484 | 265,667 | (261,752) | (2,516,625) | |||
Total Net Increase (Decrease) | 53,316,367 | $ 541,971,684 | 777,212 | $ 5,121,045 | |||
US MidCap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 2,368,909 | $ 38,300,772 | 1,868,261 | $ 31,440,976 | |||
Shares Issued for Reinvested Dividends | 215,556 | 3,438,069 | 829,476 | 15,005,217 | |||
Shares Redeemed | (1,420,730) | (23,078,021) | (1,109,382) | (18,771,474) | |||
Net Increase (Decrease) | 1,163,735 | 18,660,820 | 1,588,355 | 27,674,719 | |||
Class C | |||||||
Shares Sold | 168,375 | $ 2,727,436 | 146,816 | $ 2,488,130 | |||
Shares Issued for Reinvested Dividends | 74,243 | 1,178,229 | 422,177 | 7,628,739 | |||
Shares Redeemed | (709,574) | (11,393,861) | (598,927) | (9,986,755) | |||
Net Increase (Decrease) | (466,956) | (7,488,196) | (29,934) | 130,114 | |||
Class I | |||||||
Shares Sold | 9,777,457 | $ 167,499,919 | 6,635,474 | $ 115,668,805 | |||
Shares Issued for Reinvested Dividends | 724,006 | 12,135,225 | 3,062,689 | 58,169,249 | |||
Shares Redeemed | (6,781,714) | (116,006,390) | (7,197,466) | (127,788,647) | |||
Net Increase (Decrease) | 3,719,749 | 63,628,754 | 2,500,697 | 46,049,407 | |||
Class R3 | |||||||
Shares Sold | 17,117 | $ 283,363 | 9,451 | $ 159,327 | |||
Shares Issued for Reinvested Dividends | 3,143 | 51,364 | 15,594 | 288,955 | |||
Shares Redeemed | (20,375) | (332,132) | (15,441) | (277,630) | |||
Net Increase (Decrease) | (115) | 2,595 | 9,604 | 170,652 | |||
Class R4 | |||||||
Shares Sold | 2,366 | $ 40,111 | 11,536 | $ 199,514 | |||
Shares Issued for Reinvested Dividends | 1,003 | 16,704 | 6,187 | 116,572 | |||
Shares Redeemed | (673) | (11,395) | (23,745) | (398,332) | |||
Net Increase (Decrease) | 2,696 | 45,420 | (6,022) | (82,246) | |||
Class R5 | |||||||
Shares Sold | 22,736 | $ 392,093 | 20,644 | $ 353,654 | |||
Shares Issued for Reinvested Dividends | 600 | 10,041 | 5,372 | 101,815 | |||
Shares Redeemed | (4,906) | (83,624) | (48,245) | (901,065) | |||
Net Increase (Decrease) | 18,430 | 318,510 | (22,229) | (445,596) | |||
Class Y | |||||||
Shares Sold | 875,183 | $ 14,979,573 | 186,550 | $ 3,334,038 | |||
Shares Issued for Reinvested Dividends | 112,592 | 1,885,791 | 566,051 | 10,739,169 | |||
Shares Redeemed | (810,626) | (13,758,988) | (983,891) | (18,205,045) | |||
Net Increase (Decrease) | 177,149 | 3,106,376 | (231,290) | (4,131,838) |
159 |
October 31, 2023
For the Year or Period Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 2,575,698 | $ 44,050,041 | 1,920,896 | $ 33,615,395 | |||
Shares Issued for Reinvested Dividends | 179,619 | 3,009,259 | 598,731 | 11,385,089 | |||
Shares Redeemed | (1,359,183) | (23,270,140) | (1,126,309) | (20,026,642) | |||
Net Increase (Decrease) | 1,396,134 | 23,789,160 | 1,393,318 | 24,973,842 | |||
Class SDR | |||||||
Shares Sold | 817,427 | $ 14,063,910 | 475,120 | $ 8,459,744 | |||
Shares Issued for Reinvested Dividends | 68,499 | 1,150,260 | 262,522 | 5,002,444 | |||
Shares Redeemed | (597,474) | (10,331,264) | (1,065,374) | (21,824,744) | |||
Net Increase (Decrease) | 288,452 | 4,882,906 | (327,732) | (8,362,556) | |||
Total Net Increase (Decrease) | 6,299,274 | $ 106,946,345 | 4,874,767 | $ 85,976,498 | |||
US Small Cap Opportunities Fund | |||||||
Class A | |||||||
Shares Sold | 191,612 | $ 5,017,637 | 254,673 | $ 7,066,418 | |||
Shares Issued for Reinvested Dividends | 10,902 | 278,880 | 143,030 | 4,285,681 | |||
Shares Redeemed | (240,258) | (6,215,275) | (305,848) | (8,310,516) | |||
Net Increase (Decrease) | (37,744) | (918,758) | 91,855 | 3,041,583 | |||
Class C | |||||||
Shares Sold | 13,700 | $ 357,688 | 15,116 | $ 408,272 | |||
Shares Issued for Reinvested Dividends | 2,118 | 54,149 | 30,546 | 921,789 | |||
Shares Redeemed | (62,360) | (1,618,716) | (52,878) | (1,468,740) | |||
Net Increase (Decrease) | (46,542) | (1,206,879) | (7,216) | (138,679) | |||
Class I | |||||||
Shares Sold | 1,893,957 | $ 53,390,972 | 1,699,466 | $ 49,801,108 | |||
Shares Issued for Reinvested Dividends | 48,106 | 1,313,766 | 679,332 | 21,661,454 | |||
Shares Redeemed | (1,970,556) | (54,869,273) | (2,113,118) | (62,689,996) | |||
Net Increase (Decrease) | (28,493) | (164,535) | 265,680 | 8,772,566 | |||
Class R3 | |||||||
Shares Sold | 21,147 | $ 565,585 | 7,533 | $ 237,672 | |||
Shares Issued for Reinvested Dividends | 309 | 8,196 | 4,768 | 148,641 | |||
Shares Redeemed | (5,623) | (155,019) | (15,473) | (423,560) | |||
Net Increase (Decrease) | 15,833 | 418,762 | (3,172) | (37,247) | |||
Class R4 | |||||||
Shares Sold | 2,599 | $ 71,127 | 4,957 | $ 145,923 | |||
Shares Issued for Reinvested Dividends | 193 | 5,223 | 2,414 | 76,371 | |||
Shares Redeemed | (1,844) | (51,013) | (5,302) | (166,163) | |||
Net Increase (Decrease) | 948 | 25,337 | 2,069 | 56,131 | |||
Class R5 | |||||||
Shares Sold | 16,007 | $ 451,030 | 8,397 | $ 245,069 | |||
Shares Issued for Reinvested Dividends | 134 | 3,612 | 2,298 | 73,241 | |||
Shares Redeemed | (6,239) | (176,738) | (13,741) | (411,892) | |||
Net Increase (Decrease) | 9,902 | 277,904 | (3,046) | (93,582) | |||
Class Y | |||||||
Shares Sold | 226,174 | $ 6,311,294 | 328,702 | $ 9,589,112 | |||
Shares Issued for Reinvested Dividends | 9,871 | 269,586 | 123,509 | 3,935,921 | |||
Shares Redeemed | (392,678) | (10,911,716) | (296,095) | (8,431,038) | |||
Net Increase (Decrease) | (156,633) | (4,330,836) | 156,116 | 5,093,995 | |||
Class F | |||||||
Shares Sold | 132,362 | $ 3,690,540 | 150,435 | $ 4,436,538 | |||
Shares Issued for Reinvested Dividends | 4,621 | 126,573 | 57,640 | 1,840,382 | |||
Shares Redeemed | (158,223) | (4,390,942) | (131,965) | (3,908,901) | |||
Net Increase (Decrease) | (21,240) | (573,829) | 76,110 | 2,368,019 | |||
Class SDR | |||||||
Shares Sold | 133,745 | $ 3,710,259 | 384,592 | $ 11,046,266 | |||
Shares Issued for Reinvested Dividends | 10,784 | 295,705 | 110,939 | 3,545,857 | |||
Shares Redeemed | (440,004) | (12,297,867) | (129,747) | (3,774,934) | |||
Net Increase (Decrease) | (295,475) | (8,291,903) | 365,784 | 10,817,189 | |||
Total Net Increase (Decrease) | (559,444) | $ (14,764,737) | 944,180 | $ 29,879,975 |
160 |
October 31, 2023
(1) | Classes A, C, I, Y and F of the Diversified Emerging Markets Fund commenced operations on February 28, 2022. |
(2) | Diversified Growth Fund commenced operations on September 20, 2023. |
(3) | International Contrarian Value Fund and Sustainable International Core Fund commenced operations on May 24, 2022. |
(4) | Classes I, R3, R4, R5 and F of the Sustainable Core Bond Fund commenced operations on November 12, 2021. |
14. | Fund Reorganization: |
Effective after the close of business on November 12, 2021, the Schroder Core Bond Fund (the “Predecessor Fund”) was reorganized into the Sustainable Core Bond Fund (the “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 Sustainable Core Bond Fund, in exchange for shares of the designated classes of the Sustainable Core Bond Fund and the assumption by the Sustainable Core Bond 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 the Sustainable Core Bond Fund immediately before Reorganization | Net assets of the Sustainable Core Bond Fund immediately after Reorganization | Predecessor Fund shares exchanged | Sustainable Core Bond 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) |
15. | Line of Credit: |
Each Fund, except Diversified Growth Fund, participates in a committed line of credit pursuant to a credit agreement dated March 2, 2023. Each such Fund may borrow under the line of credit for temporary or emergency purposes. These 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, 2022 through March 2, 2023, each Fund, except Diversified Growth Fund, International Contrarian Value Fund, and Sustainable International Core Fund, (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the year ended October 31, 2023, none of the Funds had borrowings under these facilities. |
16. | 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. |
17. | Regulatory Update: |
The SEC adopted rule and form amendments that will change the format and content of the Funds' annual and semi-annual reports. Certain information, including the financial statements, will not appear in the Funds' new tailored shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. At this time, Management is evaluating the impact of these rule and form amendment changes. |
161 |
October 31, 2023
18. | Change in Independent Registered Public Accounting Firm for Sustainable Core Bond Fund: |
Effective March 13, 2023, BBD, LLP (“BBD”) ceased being the independent registered public accounting firm for the Hartford Schroders Sustainable Core Bond Fund (“Sustainable Core Bond Fund”). BBD’s report on the Sustainable Core Bond Fund's financial statements for the two most recent fiscal years ended October 31, 2021 and October 31, 2022, contained no adverse opinion or disclaimer of opinion nor was BBD’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the fiscal years ended October 31, 2022, October 31, 2021 and the subsequent interim period through March 13, 2023 (the “Covered Period”), (i) there were no disagreements with BBD 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 BBD, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Sustainable Core Bond Fund’s financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended. | |
On November 9, 2022, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopersLLP (“PwC”) as the independent registered public accounting firm for the Sustainable Core Bond Fund for the fiscal year ending October 31, 2023. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Sustainable Core Bond Fund’s prior independent registered public accounting firm, BBD. During the Covered Period, neither the Sustainable Core Bond Fund, nor anyone on its behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Sustainable Core Bond 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)(v) of Item 304 of Regulation S-K). |
19. | Subsequent Events: |
In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2023, events and transactions subsequent to October 31, 2023, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. | |
Effective November 8, 2023, the International Contrarian Value Fund launched Classes A, C, R5, Y and F shares. | |
Effective November 30, 2023, the Sustainable Core Bond Fund’s name, investment objective, and principal investment strategy has changed. The new name is Hartford Schroders Core Fixed Income Fund. Please see the Sustainable Core Bond Fund’s prospectus supplement for additional information. | |
Effective on or about March 1, 2024, the Diversified Emerging Markets Fund’s principal investment strategy will be modified. Please see the Diversified Emerging Markets Fund's prospectus supplement for additional information. |
162 |
Fund Name | |||
Hartford Schroders Sustainable Core Bond Fund (1) | |||
Hartford Schroders China A Fund (2) | |||
Hartford Schroders Diversified Emerging Markets Fund (3) | |||
Hartford Schroders Diversified Growth Fund (4) | |||
Hartford Schroders Emerging Markets Equity Fund (5) | |||
Hartford Schroders Emerging Markets Multi-Sector Bond Fund (5) | |||
Hartford Schroders International Contrarian Value Fund (6) | |||
Hartford Schroders International Multi-Cap Value Fund (5) | |||
Hartford Schroders International Stock Fund (5) | |||
Hartford Schroders Sustainable International Core Fund (6) | |||
Hartford Schroders Tax-Aware Bond Fund (5) | |||
Hartford Schroders US MidCap Opportunities Fund (5) | |||
Hartford Schroders US Small Cap Opportunities Fund (5) |
(1) | Statement of assets and liabilities, including the schedule of investments, as of October 31, 2023, the related statement of operations and statement of changes in net assets for the year ended October 31, 2023 and the financial highlights for the years ended October 31, 2023 and October 31, 2019. |
(2) | Statement of assets and liabilities, including the schedule of investments, as of October 31, 2023, the related statement of operations for the year ended October 31, 2023, the statements of changes in net assets for each of the two years in the period ended October 31, 2023 and financial highlights for the years ended October 31, 2023, October 31, 2022, and October 31, 2021 and the period March 31, 2020 (commencement of operations) through October 31, 2020. |
(3) | Statement of assets and liabilities, including the schedule of investments, as of October 31, 2023, the related statement of operations for the year ended October 31, 2023, the statements of changes in net assets for each of the two years in the period ended October 31, 2023 and financial highlights for the years ended October 31, 2023, and October 31, 2022 and the period September 30, 2021 (commencement of operations) through October 31, 2021. |
(4) | Consolidated statement of assets and liabilities, including the consolidated schedule of investments, as of October 31, 2023, the related consolidated statement of operations, the consolidated statement of changes in net assets and the consolidated financial highlights for the period September 20, 2023 (commencement of operations) through October 31, 2023. |
(5) | Statements of assets and liabilities, including the schedules of investments, as of October 31, 2023, the related statements of operations for the year ended October 31, 2023, the statements of changes in net assets for each of the two years in the period ended October 31, 2023, and financial highlights for each of the four years in the period ended October 31, 2023. |
(6) | Statements of assets and liabilities, including the schedules of investments, as of October 31, 2023, the related statements of operations for the year ended October 31, 2023, the statements of changes in net assets and financial highlights for the year ended October 31, 2023 and for the period May 24, 2022 (commencement of operations) through October 31, 2022. |
163 |
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• | 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. |
165 |
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. | 81 | 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. | |||||
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. | 81 | Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and has been a member of the Compensation Committee and the Risk Committee since January 2015. | |||||
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). | 81 | Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust and is a member of the Compensation Committee and the Nominating and Governance Committee. | |||||
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. | 81 | 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). | 81 | 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. | |||||
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). | 81 | Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. |
166 |
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 | |||||
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). | 81 | None | |||||
DAVID SUNG (1953) | Director | Since 2017 | Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | 81 | 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 DIRECTOR | ||||||||||
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. | 81 | 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 and resumed her position as Treasurer from January 9, 2023 through September 10, 2023. 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 |
167 |
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 | |||||
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 | |||||
ANKIT PURI (1984) | Vice President and Treasurer | Effective September 11, 2023 | Effective September 11, 2023, Mr. Puri serves as Vice President and Treasurer of the Company. Prior to joining HFMC in 2023, Mr. Puri was a Fund Accounting Director, Investment Management Services, at SEI Investments (July 2021 through August 2023), an Associate Director, Fund Accounting Policy at The Vanguard Group (September 2020 to June 2021), and served in various positions at Ernst & Young LLP (October 2014 through September 2020). | 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 the Director's retirement, which must be no later than December 31 of the year in which the Director turns 75 years of age, or the Director's resignation, removal, or death prior to the Director's retirement. Each Fund officer generally serves until his or her resignation, removal, or death. |
(3) | The portfolios of the “Fund Complex” are the Hartford Schroders Private Opportunities Fund and the 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. |
168 |
169 |
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 Sustainable Core Bond 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
170 |
171 |
172 |
173 |
174 |
• | The Board noted that the Fund’s performance was in the 3rd 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 above its benchmark for the 1- and 3-year periods. |
• | The Board noted that the Fund’s contractual management fee and its total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 1st quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | The Board noted that the Fund’s performance was in the 5th 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 the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 1st quintile and its total expenses were in the 3rd quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | The Board noted that the Fund’s performance was in the 4th 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 in line with its benchmark for the 1-, 3- and 5-year periods. The Board 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 also noted that HASCO had contractually agreed to limit its transfer agency fee for Class A shares of the Fund. |
• | 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 5th 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 below its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 1st quintile and its total expenses were in the 3rd quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | The Board noted that because the Fund recently commenced operations, the Fund did not have meaningful performance history. |
175 |
• | 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 also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | 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 in line with its benchmark for the 1-year period, above its benchmark for the 3-year period, and below its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses were in the 1st quintile. |
• | 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- 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 noted that the Fund’s contractual management fee, actual management fee, and total expenses were in the 1st quintile of its expense group. |
• | The Board noted that the Fund’s performance was in the 4th 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, above its benchmark for the 3-year period and in line with its benchmark for the 5-year period. |
• | The Board noted that the Fund’s contractual management fee and total expenses were in the 2nd quintile of its expense group while its actual management fee was in the 3rd quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | The Board noted that because the Fund recently commenced operations, the Fund did not have meaningful performance history. The Board noted recent changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 1st quintile of its expense group. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | 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 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-, 3- and 5-year periods. |
• | The Board noted that the Fund’s contractual management fee was in the 3rd quintile of its expense group, while its actual management fee and its total expenses were in the 1st quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | 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 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 recent 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 was in the 4th quintile and its total expenses were in the 3rd quintile. |
176 |
• | The Board noted that the Fund’s performance was in the 3rd 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 above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 4th quintile of its expense group. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
Hartford Schroders Diversified Growth Fund
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b) | support our business functions. |
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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; |
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 |
■ 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. Indices are 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, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 4.79% | 7.82% | 7.91% |
Class A2 | -0.97% | 6.61% | 7.31% |
Class C1 | 3.93% | 6.98% | 7.11% |
Class C3 | 2.98% | 6.98% | 7.11% |
Class I1 | 5.05% | 8.11% | 8.22% |
Class R31 | 4.40% | 7.43% | 7.55% |
Class R41 | 4.72% | 7.77% | 7.88% |
Class R51 | 5.05% | 8.09% | 8.21% |
Class R61 | 5.14% | 8.20% | 8.31% |
Class Y1 | 5.03% | 8.12% | 8.27% |
Class F1 | 5.13% | 8.20% | 8.29% |
Russell 3000 Index | 8.38% | 10.23% | 10.52% |
S&P 500 Index | 10.14% | 11.01% | 11.18% |
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 | 1.83% | 1.83% |
Class I | 0.77% | 0.77% |
Class R3 | 1.41% | 1.41% |
Class R4 | 1.10% | 1.10% |
Class R5 | 0.79% | 0.79% |
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 10/31/2023. |
2 |
October 31, 2023 (Unaudited)
Manager Discussion
3 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 7.4% |
Consumer Discretionary | 10.2 |
Consumer Staples | 6.3 |
Energy | 3.1 |
Financials | 15.1 |
Health Care | 14.3 |
Industrials | 13.0 |
Information Technology | 20.8 |
Materials | 3.0 |
Real Estate | 3.2 |
Utilities | 0.9 |
Total | 97.3% |
Short-Term Investments | 0.6 |
Other Assets & Liabilities | 2.1 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
4 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 6.77% | 9.83% | 10.80% |
Class A2 | 0.90% | 8.59% | 10.18% |
Class C1 | 5.99% | 9.01% | 9.99% |
Class C3 | 4.99% | 9.01% | 9.99% |
Class I1 | 7.04% | 10.11% | 11.05% |
Class R31 | 6.37% | 9.43% | 10.44% |
Class R41 | 6.77% | 9.82% | 10.81% |
Class R51 | 7.04% | 10.10% | 11.11% |
Class R61 | 7.14% | 10.21% | 11.20% |
Class Y1 | 7.05% | 10.13% | 11.15% |
Class F1 | 7.13% | 10.21% | 11.12% |
S&P 500 Index | 10.14% | 11.01% | 11.18% |
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 | 0.46% | 0.46% |
Class R3 | 1.08% | 1.08% |
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 10/31/2023. |
5 |
October 31, 2023 (Unaudited)
Manager Discussion
6 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 8.9% |
Consumer Discretionary | 10.5 |
Consumer Staples | 6.7 |
Energy | 4.0 |
Financials | 12.4 |
Health Care | 16.9 |
Industrials | 7.4 |
Information Technology | 27.0 |
Materials | 1.1 |
Real Estate | 1.5 |
Utilities | 2.9 |
Total | 99.3% |
Short-Term Investments | 0.2 |
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. |
7 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 2.43% | 9.33% | 9.46% |
Class A2 | -3.21% | 8.10% | 8.84% |
Class C1 | 1.67% | 8.49% | 8.63% |
Class C3 | 0.71% | 8.49% | 8.63% |
Class I1 | 2.66% | 9.61% | 9.72% |
Class R31 | 2.05% | 8.93% | 9.08% |
Class R41 | 2.33% | 9.26% | 9.41% |
Class R51 | 2.68% | 9.60% | 9.74% |
Class R61 | 2.78% | 9.71% | 9.84% |
Class Y1 | 2.68% | 9.65% | 9.81% |
Class F1 | 2.79% | 9.71% | 9.79% |
S&P 500 Index | 10.14% | 11.01% | 11.18% |
Russell 1000 Value Index | 0.13% | 6.60% | 7.60% |
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 | 0.96% | 0.96% |
Class C | 1.74% | 1.74% |
Class I | 0.72% | 0.72% |
Class R3 | 1.34% | 1.34% |
Class R4 | 1.04% | 1.04% |
Class R5 | 0.73% | 0.73% |
Class R6 | 0.63% | 0.63% |
Class Y | 0.74% | 0.72% |
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 02/29/2024 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 10/31/2023. |
8 |
October 31, 2023 (Unaudited)
Manager Discussion
9 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 9.5% |
Consumer Discretionary | 3.1 |
Consumer Staples | 6.6 |
Energy | 9.1 |
Financials | 16.0 |
Health Care | 15.5 |
Industrials | 7.6 |
Information Technology | 19.4 |
Materials | 3.8 |
Real Estate | 2.8 |
Utilities | 5.5 |
Total | 98.9% |
Short-Term Investments | 0.2 |
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. |
10 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -1.39% | 8.37% | 8.30% |
Class A2 | -6.82% | 7.15% | 7.68% |
Class C1 | -2.13% | 7.54% | 7.49% |
Class C3 | -3.01% | 7.54% | 7.49% |
Class I1 | -1.22% | 8.61% | 8.56% |
Class R31 | -1.77% | 7.97% | 7.90% |
Class R41 | -1.52% | 8.28% | 8.23% |
Class R51 | -1.21% | 8.60% | 8.55% |
Class R61 | -1.10% | 8.72% | 8.66% |
Class Y1 | -1.14% | 8.65% | 8.62% |
Class F1 | -1.08% | 8.72% | 8.63% |
Russell 1000 Value Index | 0.13% | 6.60% | 7.60% |
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 | 0.74% | 0.74% |
Class R3 | 1.35% | 1.35% |
Class R4 | 1.06% | 1.06% |
Class R5 | 0.75% | 0.75% |
Class R6 | 0.64% | 0.64% |
Class Y | 0.73% | 0.73% |
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 10/31/2023. |
11 |
October 31, 2023 (Unaudited)
Manager Discussion
12 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Consumer Discretionary | 4.6% |
Consumer Staples | 10.6 |
Energy | 9.9 |
Financials | 19.1 |
Health Care | 17.7 |
Industrials | 10.4 |
Information Technology | 8.2 |
Materials | 5.9 |
Real Estate | 5.1 |
Utilities | 8.0 |
Total | 99.5% |
Short-Term Investments | 0.0 * |
Other Assets & Liabilities | 0.5 |
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. |
13 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 16.92% | 9.51% | 11.28% |
Class A2 | 10.49% | 8.28% | 10.65% |
Class C1 | 16.02% | 8.69% | 10.46% |
Class C3 | 15.02% | 8.69% | 10.46% |
Class I1 | 17.20% | 9.79% | 11.56% |
Class R31 | 16.51% | 9.13% | 10.91% |
Class R41 | 16.88% | 9.46% | 11.24% |
Class R51 | 17.21% | 9.78% | 11.57% |
Class R61 | 17.32% | 9.90% | 11.68% |
Class Y1 | 17.24% | 9.82% | 11.64% |
Class F1 | 17.33% | 9.90% | 11.63% |
Russell 3000 Growth Index | 17.32% | 13.49% | 13.27% |
Russell 1000 Growth Index | 18.95% | 14.22% | 13.82% |
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 | 1.08% | 1.08% |
Class C | 1.85% | 1.85% |
Class I | 0.83% | 0.83% |
Class R3 | 1.45% | 1.45% |
Class R4 | 1.14% | 1.14% |
Class R5 | 0.84% | 0.84% |
Class R6 | 0.74% | 0.74% |
Class Y | 0.83% | 0.83% |
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 10/31/2023. |
14 |
October 31, 2023 (Unaudited)
Manager Discussion
15 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 17.8% |
Consumer Discretionary | 12.5 |
Consumer Staples | 1.9 |
Energy | 1.0 |
Financials | 5.9 |
Health Care | 17.7 |
Industrials | 7.2 |
Information Technology | 31.4 |
Materials | 1.0 |
Real Estate | 1.5 |
Total | 97.9% |
Short-Term Investments | 1.3 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
16 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -5.11% | 6.69% | 9.25% |
Class A2 | -10.33% | 5.49% | 8.63% |
Class C1 | -5.84% | 5.87% | 8.43% |
Class C3 | -6.77% | 5.87% | 8.43% |
Class I1 | -4.86% | 6.98% | 9.54% |
Class R31 | -5.45% | 6.32% | 8.89% |
Class R41 | -5.14% | 6.65% | 9.22% |
Class R51 | -4.88% | 6.96% | 9.54% |
Class R61 | -4.77% | 7.08% | 9.66% |
Class Y1 | -4.88% | 6.99% | 9.61% |
Class F1 | -4.77% | 7.08% | 9.61% |
S&P Composite 1500 Health Care Index | -5.24% | 8.48% | 10.84% |
S&P 500 Index | 10.14% | 11.01% | 11.18% |
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 | 1.26% | 1.26% |
Class C | 2.03% | 2.03% |
Class I | 1.00% | 1.00% |
Class R3 | 1.61% | 1.61% |
Class R4 | 1.30% | 1.30% |
Class R5 | 1.01% | 1.01% |
Class R6 | 0.90% | 0.90% |
Class Y | 1.00% | 1.00% |
Class F | 0.89% | 0.89% |
* | 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 10/31/2023. |
17 |
October 31, 2023 (Unaudited)
Manager Discussion
18 |
October 31, 2023 (Unaudited)
Composition by Subsector(1) | |
as of 10/31/2023 | |
Subsector | Percentage of Net Assets |
Equity Securities | |
Biotechnology | 16.5% |
Commercial Services & Supplies | 0.4 |
Health Care Equipment & Supplies | 14.6 |
Health Care Providers & Services | 25.9 |
Life Sciences Tools & Services | 11.4 |
Pharmaceuticals | 30.6 |
Total | 99.4% |
Short-Term Investments | 0.3 |
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. |
19 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -3.04% | 3.86% | 7.11% |
Class A2 | -8.37% | 2.70% | 6.51% |
Class C1 | -3.82% | 3.07% | 6.31% |
Class C3 | -4.63% | 3.07% | 6.31% |
Class I1 | -2.79% | 4.12% | 7.37% |
Class R31 | -3.41% | 3.49% | 6.75% |
Class R41 | -3.07% | 3.82% | 7.08% |
Class R51 | -2.81% | 4.13% | 7.40% |
Class R61 | -2.69% | 4.24% | 7.51% |
Class Y1 | -2.80% | 4.19% | 7.48% |
Class F1 | -2.69% | 4.24% | 7.45% |
S&P MidCap 400 Index | -1.06% | 7.03% | 7.95% |
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 | 1.10% | 1.10% |
Class C | 1.86% | 1.86% |
Class I | 0.87% | 0.87% |
Class R3 | 1.46% | 1.46% |
Class R4 | 1.16% | 1.16% |
Class R5 | 0.86% | 0.86% |
Class R6 | 0.74% | 0.74% |
Class Y | 0.84% | 0.84% |
Class F | 0.74% | 0.74% |
* | 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 10/31/2023. |
20 |
October 31, 2023 (Unaudited)
Manager Discussion
21 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.6% |
Consumer Discretionary | 11.7 |
Consumer Staples | 1.7 |
Energy | 5.8 |
Financials | 11.5 |
Health Care | 22.9 |
Industrials | 21.1 |
Information Technology | 19.4 |
Materials | 2.6 |
Real Estate | 0.8 |
Utilities | 0.9 |
Total | 100.0% |
Short-Term Investments | 0.1 |
Other Assets & Liabilities | (0.1) |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
22 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | 0.04% | 6.97% | 6.30% |
Class A2 | -5.46% | 5.77% | 5.70% |
Class C1 | -0.75% | 6.16% | 5.50% |
Class C3 | -1.62% | 6.16% | 5.50% |
Class I1 | 0.35% | 7.33% | 6.62% |
Class R31 | -0.33% | 6.65% | 5.98% |
Class R41 | 0.03% | 6.98% | 6.31% |
Class R51 | 0.33% | 7.30% | 6.63% |
Class R61 | 0.44% | 7.43% | 6.71% |
Class Y1 | 0.35% | 7.34% | 6.69% |
Class F1 | 0.43% | 7.43% | 6.70% |
Russell Midcap Value Index | -3.56% | 5.69% | 6.89% |
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 | 1.17% | 1.17% |
Class C | 1.95% | 1.95% |
Class I | 0.86% | 0.86% |
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 10/31/2023. |
23 |
October 31, 2023 (Unaudited)
Manager Discussion
24 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.5% |
Consumer Discretionary | 10.4 |
Consumer Staples | 5.4 |
Energy | 7.1 |
Financials | 20.5 |
Health Care | 9.1 |
Industrials | 15.3 |
Information Technology | 8.7 |
Materials | 6.3 |
Real Estate | 7.6 |
Utilities | 5.2 |
Total | 99.1% |
Short-Term Investments | 0.1 |
Other Assets & Liabilities | 0.8 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
25 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -5.56% | 2.58% | 5.39% |
Class A2 | -10.75% | 1.42% | 4.80% |
Class C1 | -6.31% | 1.85% | 4.66% |
Class C3 | -7.24% | 1.85% | 4.66% |
Class I1 | -5.20% | 2.96% | 5.74% |
Class R31 | -5.81% | 2.31% | 5.12% |
Class R41 | -5.52% | 2.62% | 5.44% |
Class R51 | -5.19% | 2.94% | 5.77% |
Class R61 | -5.11% | 3.04% | 5.86% |
Class Y1 | -5.19% | 2.99% | 5.84% |
Class F1 | -5.14% | 3.04% | 5.81% |
Russell 2000 Growth Index | -7.63% | 2.68% | 5.67% |
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 | 1.25% | 1.25% |
Class C | 1.98% | 1.98% |
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 R6 | 0.81% | 0.81% |
Class Y | 0.91% | 0.87% |
Class F | 0.80% | 0.80% |
* | Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. 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 10/31/2023. |
26 |
October 31, 2023 (Unaudited)
Manager Discussion
27 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.9% |
Consumer Discretionary | 11.7 |
Consumer Staples | 2.6 |
Energy | 5.8 |
Financials | 7.5 |
Health Care | 20.3 |
Industrials | 21.4 |
Information Technology | 22.1 |
Materials | 3.8 |
Real Estate | 1.7 |
Total | 98.8% |
Short-Term Investments | 1.6 |
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. |
28 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -4.16% | 4.65% | 5.34% |
Class A2 | -9.43% | 3.48% | 4.75% |
Class C1 | -4.94% | 3.87% | 4.56% |
Class C3 | -5.80% | 3.87% | 4.56% |
Class I1 | -3.94% | 4.99% | 5.63% |
Class R31 | -4.35% | 4.51% | 5.15% |
Class R41 | -4.08% | 4.75% | 5.43% |
Class R51 | -3.80% | 5.08% | 5.75% |
Class R61 | -3.63% | 5.18% | 5.84% |
Class Y1 | -3.77% | 5.11% | 5.80% |
Class F1 | -3.66% | 5.17% | 5.73% |
Russell 2000 Value Index | -9.93% | 3.26% | 5.20% |
1 | Without sales charge |
2 | Reflects maximum sales charge of 5.50% |
3 | Reflects a contingent deferred sales charge of 1.00% |
29 |
October 31, 2023 (Unaudited)
Operating Expenses* | Gross | Net |
Class A | 1.29% | 1.29% |
Class C | 2.10% | 2.05% |
Class I | 0.98% | 0.98% |
Class R3 | 1.57% | 1.50% |
Class R4 | 1.26% | 1.20% |
Class R5 | 0.97% | 0.90% |
Class R6 | 0.85% | 0.80% |
Class Y | 0.96% | 0.85% |
Class F | 0.85% | 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 02/29/2024 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 10/31/2023. |
Manager Discussion
30 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 1.4% |
Consumer Discretionary | 19.3 |
Consumer Staples | 3.3 |
Energy | 5.2 |
Financials | 32.0 |
Health Care | 8.5 |
Industrials | 14.7 |
Information Technology | 7.5 |
Materials | 2.5 |
Real Estate | 3.0 |
Utilities | 1.9 |
Total | 99.3% |
Short-Term Investments | 0.2 |
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. |
31 |
October 31, 2023 (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 10/31/2023 | |||
1 Year | 5 Years | 10 Years | |
Class A1 | -8.59% | 4.80% | 5.99% |
Class A2 | -13.62% | 3.62% | 5.39% |
Class C1 | -9.40% | 3.96% | 5.18% |
Class C3 | -10.30% | 3.96% | 5.18% |
Class I1 | -8.36% | 5.12% | 6.27% |
Class R31 | -8.94% | 4.50% | 5.73% |
Class R41 | -8.60% | 4.83% | 6.06% |
Class R51 | -8.38% | 5.13% | 6.37% |
Class R61 | -8.24% | 5.23% | 6.46% |
Class Y1 | -8.40% | 5.13% | 6.41% |
Class F1 | -8.26% | 5.24% | 6.37% |
Russell 2000 Growth Index | -7.63% | 2.68% | 5.67% |
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 | 1.27% | 1.27% |
Class C | 2.10% | 2.10% |
Class I | 0.99% | 0.99% |
Class R3 | 1.59% | 1.59% |
Class R4 | 1.29% | 1.29% |
Class R5 | 0.99% | 0.99% |
Class R6 | 0.87% | 0.87% |
Class Y | 0.95% | 0.95% |
Class F | 0.87% | 0.87% |
* | 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 10/31/2023. |
32 |
October 31, 2023 (Unaudited)
Manager Discussion
33 |
October 31, 2023 (Unaudited)
Composition by Sector(1) | |
as of 10/31/2023 | |
Sector | Percentage of Net Assets |
Equity Securities | |
Communication Services | 3.9% |
Consumer Discretionary | 13.2 |
Consumer Staples | 4.6 |
Energy | 5.8 |
Financials | 4.4 |
Health Care | 21.4 |
Industrials | 23.3 |
Information Technology | 16.2 |
Materials | 3.0 |
Real Estate | 3.1 |
Total | 98.9% |
Short-Term Investments | 0.8 |
Other Assets & Liabilities | 0.3 |
Total | 100.0% |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
34 |
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. |
35 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
The Hartford Capital Appreciation Fund | |||||||||||||
Class A | $ 1,000.00 | $ 976.30 | $ 5.23 | $ 1,000.00 | $ 1,019.91 | $ 5.35 | 1.05% | ||||||
Class C | $ 1,000.00 | $ 972.60 | $ 9.10 | $ 1,000.00 | $ 1,015.98 | $ 9.30 | 1.83% | ||||||
Class I | $ 1,000.00 | $ 977.60 | $ 3.89 | $ 1,000.00 | $ 1,021.27 | $ 3.97 | 0.78% | ||||||
Class R3 | $ 1,000.00 | $ 974.30 | $ 7.07 | $ 1,000.00 | $ 1,018.05 | $ 7.22 | 1.42% | ||||||
Class R4 | $ 1,000.00 | $ 975.90 | $ 5.43 | $ 1,000.00 | $ 1,019.71 | $ 5.55 | 1.09% | ||||||
Class R5 | $ 1,000.00 | $ 977.70 | $ 3.94 | $ 1,000.00 | $ 1,021.22 | $ 4.02 | 0.79% | ||||||
Class R6 | $ 1,000.00 | $ 978.10 | $ 3.49 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class Y | $ 1,000.00 | $ 977.40 | $ 4.04 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class F | $ 1,000.00 | $ 977.90 | $ 3.49 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Hartford Core Equity Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,004.80 | $ 3.54 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class C | $ 1,000.00 | $ 1,001.10 | $ 7.32 | $ 1,000.00 | $ 1,017.90 | $ 7.38 | 1.45% | ||||||
Class I | $ 1,000.00 | $ 1,006.00 | $ 2.28 | $ 1,000.00 | $ 1,022.94 | $ 2.29 | 0.45% | ||||||
Class R3 | $ 1,000.00 | $ 1,002.90 | $ 5.45 | $ 1,000.00 | $ 1,019.76 | $ 5.50 | 1.08% | ||||||
Class R4 | $ 1,000.00 | $ 1,004.90 | $ 3.54 | $ 1,000.00 | $ 1,021.68 | $ 3.57 | 0.70% | ||||||
Class R5 | $ 1,000.00 | $ 1,006.20 | $ 2.33 | $ 1,000.00 | $ 1,022.89 | $ 2.35 | 0.46% | ||||||
Class R6 | $ 1,000.00 | $ 1,006.40 | $ 1.82 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% | ||||||
Class Y | $ 1,000.00 | $ 1,006.20 | $ 2.17 | $ 1,000.00 | $ 1,023.04 | $ 2.19 | 0.43% | ||||||
Class F | $ 1,000.00 | $ 1,006.50 | $ 1.82 | $ 1,000.00 | $ 1,023.39 | $ 1.84 | 0.36% |
36 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
The Hartford Dividend and Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 980.30 | $ 4.79 | $ 1,000.00 | $ 1,020.37 | $ 4.89 | 0.96% | ||||||
Class C | $ 1,000.00 | $ 976.90 | $ 8.62 | $ 1,000.00 | $ 1,016.48 | $ 8.79 | 1.73% | ||||||
Class I | $ 1,000.00 | $ 981.70 | $ 3.65 | $ 1,000.00 | $ 1,021.53 | $ 3.72 | 0.73% | ||||||
Class R3 | $ 1,000.00 | $ 978.70 | $ 6.68 | $ 1,000.00 | $ 1,018.45 | $ 6.82 | 1.34% | ||||||
Class R4 | $ 1,000.00 | $ 980.00 | $ 5.19 | $ 1,000.00 | $ 1,019.96 | $ 5.30 | 1.04% | ||||||
Class R5 | $ 1,000.00 | $ 981.80 | $ 3.55 | $ 1,000.00 | $ 1,021.63 | $ 3.62 | 0.71% | ||||||
Class R6 | $ 1,000.00 | $ 982.50 | $ 3.15 | $ 1,000.00 | $ 1,022.03 | $ 3.21 | 0.63% | ||||||
Class Y | $ 1,000.00 | $ 981.90 | $ 3.60 | $ 1,000.00 | $ 1,021.58 | $ 3.67 | 0.72% | ||||||
Class F | $ 1,000.00 | $ 982.50 | $ 3.15 | $ 1,000.00 | $ 1,022.03 | $ 3.21 | 0.63% | ||||||
The Hartford Equity Income Fund | |||||||||||||
Class A | $ 1,000.00 | $ 960.50 | $ 4.84 | $ 1,000.00 | $ 1,020.27 | $ 4.99 | 0.98% | ||||||
Class C | $ 1,000.00 | $ 956.80 | $ 8.58 | $ 1,000.00 | $ 1,016.43 | $ 8.84 | 1.74% | ||||||
Class I | $ 1,000.00 | $ 960.80 | $ 3.71 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Class R3 | $ 1,000.00 | $ 958.60 | $ 6.71 | $ 1,000.00 | $ 1,018.35 | $ 6.92 | 1.36% | ||||||
Class R4 | $ 1,000.00 | $ 959.70 | $ 5.29 | $ 1,000.00 | $ 1,019.81 | $ 5.45 | 1.07% | ||||||
Class R5 | $ 1,000.00 | $ 961.00 | $ 3.71 | $ 1,000.00 | $ 1,021.37 | $ 3.82 | 0.75% | ||||||
Class R6 | $ 1,000.00 | $ 961.70 | $ 3.21 | $ 1,000.00 | $ 1,021.93 | $ 3.31 | 0.65% | ||||||
Class Y | $ 1,000.00 | $ 961.30 | $ 3.61 | $ 1,000.00 | $ 1,021.53 | $ 3.72 | 0.73% | ||||||
Class F | $ 1,000.00 | $ 961.80 | $ 3.21 | $ 1,000.00 | $ 1,021.93 | $ 3.31 | 0.65% | ||||||
The Hartford Growth Opportunities Fund | |||||||||||||
Class A | $ 1,000.00 | $ 1,040.30 | $ 5.55 | $ 1,000.00 | $ 1,019.76 | $ 5.50 | 1.08% | ||||||
Class C | $ 1,000.00 | $ 1,036.00 | $ 9.49 | $ 1,000.00 | $ 1,015.83 | $ 9.40 | 1.85% | ||||||
Class I | $ 1,000.00 | $ 1,041.60 | $ 4.22 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class R3 | $ 1,000.00 | $ 1,038.60 | $ 7.35 | $ 1,000.00 | $ 1,018.00 | $ 7.27 | 1.43% | ||||||
Class R4 | $ 1,000.00 | $ 1,040.10 | $ 5.81 | $ 1,000.00 | $ 1,019.51 | $ 5.75 | 1.13% | ||||||
Class R5 | $ 1,000.00 | $ 1,041.40 | $ 4.43 | $ 1,000.00 | $ 1,020.87 | $ 4.38 | 0.86% | ||||||
Class R6 | $ 1,000.00 | $ 1,042.20 | $ 3.81 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
Class Y | $ 1,000.00 | $ 1,041.70 | $ 4.17 | $ 1,000.00 | $ 1,021.12 | $ 4.13 | 0.81% | ||||||
Class F | $ 1,000.00 | $ 1,042.00 | $ 3.81 | $ 1,000.00 | $ 1,021.48 | $ 3.77 | 0.74% | ||||||
The Hartford Healthcare Fund | |||||||||||||
Class A | $ 1,000.00 | $ 920.10 | $ 6.15 | $ 1,000.00 | $ 1,018.80 | $ 6.46 | 1.27% | ||||||
Class C | $ 1,000.00 | $ 916.60 | $ 9.80 | $ 1,000.00 | $ 1,014.92 | $ 10.31 | 2.03% | ||||||
Class I | $ 1,000.00 | $ 921.40 | $ 4.84 | $ 1,000.00 | $ 1,020.11 | $ 5.09 | 1.00% | ||||||
Class R3 | $ 1,000.00 | $ 918.40 | $ 7.83 | $ 1,000.00 | $ 1,017.04 | $ 8.24 | 1.62% | ||||||
Class R4 | $ 1,000.00 | $ 920.10 | $ 6.15 | $ 1,000.00 | $ 1,018.80 | $ 6.46 | 1.27% | ||||||
Class R5 | $ 1,000.00 | $ 921.20 | $ 4.99 | $ 1,000.00 | $ 1,020.01 | $ 5.24 | 1.03% | ||||||
Class R6 | $ 1,000.00 | $ 921.80 | $ 4.41 | $ 1,000.00 | $ 1,020.62 | $ 4.63 | 0.91% | ||||||
Class Y | $ 1,000.00 | $ 921.30 | $ 4.94 | $ 1,000.00 | $ 1,020.06 | $ 5.19 | 1.02% | ||||||
Class F | $ 1,000.00 | $ 921.70 | $ 4.41 | $ 1,000.00 | $ 1,020.62 | $ 4.63 | 0.91% | ||||||
The Hartford MidCap Fund | |||||||||||||
Class A | $ 1,000.00 | $ 917.10 | $ 5.37 | $ 1,000.00 | $ 1,019.61 | $ 5.65 | 1.11% | ||||||
Class C | $ 1,000.00 | $ 913.30 | $ 9.02 | $ 1,000.00 | $ 1,015.78 | $ 9.50 | 1.87% | ||||||
Class I | $ 1,000.00 | $ 918.30 | $ 3.96 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class R3 | $ 1,000.00 | $ 915.30 | $ 7.10 | $ 1,000.00 | $ 1,017.80 | $ 7.48 | 1.47% | ||||||
Class R4 | $ 1,000.00 | $ 917.00 | $ 5.46 | $ 1,000.00 | $ 1,019.51 | $ 5.75 | 1.13% | ||||||
Class R5 | $ 1,000.00 | $ 918.20 | $ 3.96 | $ 1,000.00 | $ 1,021.07 | $ 4.18 | 0.82% | ||||||
Class R6 | $ 1,000.00 | $ 918.80 | $ 3.63 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% | ||||||
Class Y | $ 1,000.00 | $ 918.20 | $ 4.06 | $ 1,000.00 | $ 1,020.97 | $ 4.28 | 0.84% | ||||||
Class F | $ 1,000.00 | $ 918.50 | $ 3.63 | $ 1,000.00 | $ 1,021.42 | $ 3.82 | 0.75% |
37 |
Actual Return | Hypothetical (5% return before expenses) | ||||||||||||
Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Beginning Account Value May 1, 2023 | Ending Account Value October 31, 2023 | Expenses paid during the period May 1, 2023 through October 31, 2023 | Annualized expense ratio | |||||||
The Hartford MidCap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 952.30 | $ 5.71 | $ 1,000.00 | $ 1,019.36 | $ 5.90 | 1.16% | ||||||
Class C | $ 1,000.00 | $ 948.80 | $ 9.53 | $ 1,000.00 | $ 1,015.43 | $ 9.86 | 1.94% | ||||||
Class I | $ 1,000.00 | $ 953.60 | $ 4.33 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class R3 | $ 1,000.00 | $ 950.40 | $ 7.37 | $ 1,000.00 | $ 1,017.64 | $ 7.63 | 1.50% | ||||||
Class R4 | $ 1,000.00 | $ 952.50 | $ 5.90 | $ 1,000.00 | $ 1,019.16 | $ 6.11 | 1.20% | ||||||
Class R5 | $ 1,000.00 | $ 953.90 | $ 4.38 | $ 1,000.00 | $ 1,020.72 | $ 4.53 | 0.89% | ||||||
Class R6 | $ 1,000.00 | $ 954.20 | $ 3.79 | $ 1,000.00 | $ 1,021.32 | $ 3.92 | 0.77% | ||||||
Class Y | $ 1,000.00 | $ 953.50 | $ 4.33 | $ 1,000.00 | $ 1,020.77 | $ 4.48 | 0.88% | ||||||
Class F | $ 1,000.00 | $ 954.20 | $ 3.79 | $ 1,000.00 | $ 1,021.32 | $ 3.92 | 0.77% | ||||||
The Hartford Small Cap Growth Fund | |||||||||||||
Class A | $ 1,000.00 | $ 946.70 | $ 6.43 | $ 1,000.00 | $ 1,018.60 | $ 6.67 | 1.31% | ||||||
Class C | $ 1,000.00 | $ 943.00 | $ 10.24 | $ 1,000.00 | $ 1,014.62 | $ 10.61 | 2.09% | ||||||
Class I | $ 1,000.00 | $ 948.70 | $ 4.57 | $ 1,000.00 | $ 1,020.52 | $ 4.74 | 0.93% | ||||||
Class R3 | $ 1,000.00 | $ 945.60 | $ 7.65 | $ 1,000.00 | $ 1,017.34 | $ 7.93 | 1.56% | ||||||
Class R4 | $ 1,000.00 | $ 947.00 | $ 6.24 | $ 1,000.00 | $ 1,018.80 | $ 6.46 | 1.27% | ||||||
Class R5 | $ 1,000.00 | $ 948.70 | $ 4.42 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
Class R6 | $ 1,000.00 | $ 949.10 | $ 4.23 | $ 1,000.00 | $ 1,020.87 | $ 4.38 | 0.86% | ||||||
Class Y | $ 1,000.00 | $ 948.80 | $ 4.52 | $ 1,000.00 | $ 1,020.57 | $ 4.69 | 0.92% | ||||||
Class F | $ 1,000.00 | $ 948.90 | $ 4.17 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Hartford Small Cap Value Fund | |||||||||||||
Class A | $ 1,000.00 | $ 975.50 | $ 6.47 | $ 1,000.00 | $ 1,018.65 | $ 6.61 | 1.30% | ||||||
Class C | $ 1,000.00 | $ 972.00 | $ 10.19 | $ 1,000.00 | $ 1,014.87 | $ 10.41 | 2.05% | ||||||
Class I | $ 1,000.00 | $ 976.60 | $ 4.98 | $ 1,000.00 | $ 1,020.16 | $ 5.09 | 1.00% | ||||||
Class R3 | $ 1,000.00 | $ 974.80 | $ 7.46 | $ 1,000.00 | $ 1,017.64 | $ 7.63 | 1.50% | ||||||
Class R4 | $ 1,000.00 | $ 976.10 | $ 5.98 | $ 1,000.00 | $ 1,019.16 | $ 6.11 | 1.20% | ||||||
Class R5 | $ 1,000.00 | $ 977.90 | $ 4.49 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
Class R6 | $ 1,000.00 | $ 977.90 | $ 3.99 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
Class Y | $ 1,000.00 | $ 976.90 | $ 4.23 | $ 1,000.00 | $ 1,020.92 | $ 4.33 | 0.85% | ||||||
Class F | $ 1,000.00 | $ 977.50 | $ 3.99 | $ 1,000.00 | $ 1,021.17 | $ 4.08 | 0.80% | ||||||
The Hartford Small Company Fund | |||||||||||||
Class A | $ 1,000.00 | $ 938.20 | $ 6.40 | $ 1,000.00 | $ 1,018.60 | $ 6.67 | 1.31% | ||||||
Class C | $ 1,000.00 | $ 934.90 | $ 10.43 | $ 1,000.00 | $ 1,014.42 | $ 10.87 | 2.14% | ||||||
Class I | $ 1,000.00 | $ 939.80 | $ 4.84 | $ 1,000.00 | $ 1,020.21 | $ 5.04 | 0.99% | ||||||
Class R3 | $ 1,000.00 | $ 936.50 | $ 7.91 | $ 1,000.00 | $ 1,017.04 | $ 8.24 | 1.62% | ||||||
Class R4 | $ 1,000.00 | $ 938.20 | $ 6.40 | $ 1,000.00 | $ 1,018.60 | $ 6.67 | 1.31% | ||||||
Class R5 | $ 1,000.00 | $ 939.40 | $ 4.94 | $ 1,000.00 | $ 1,020.06 | $ 5.14 | 1.01% | ||||||
Class R6 | $ 1,000.00 | $ 940.10 | $ 4.40 | $ 1,000.00 | $ 1,020.67 | $ 4.58 | 0.90% | ||||||
Class Y | $ 1,000.00 | $ 939.40 | $ 5.13 | $ 1,000.00 | $ 1,019.86 | $ 5.35 | 1.05% | ||||||
Class F | $ 1,000.00 | $ 940.00 | $ 4.35 | $ 1,000.00 | $ 1,020.67 | $ 4.53 | 0.89% |
38 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% | |||
Automobiles & Components - 0.8% | |||
655,366 | Gentex Corp. | $ 18,795,897 | |
599,800 | Goodyear Tire & Rubber Co.* | 7,137,620 | |
321,561 | Rivian Automotive, Inc. Class A* | 5,215,719 | |
92,367 | Visteon Corp.* | 10,634,213 | |
41,783,449 | |||
Banks - 2.5% | |||
722,857 | Bank of Nova Scotia | 29,254,023 | |
262,807 | JP Morgan Chase & Co. | 36,545,942 | |
176,863 | M&T Bank Corp. | 19,941,303 | |
2,538,940 | New York Community Bancorp, Inc. | 24,069,151 | |
291,123 | SouthState Corp. | 19,243,230 | |
129,053,649 | |||
Capital Goods - 8.3% | |||
318,684 | AerCap Holdings NV* | 19,796,650 | |
94,661 | Airbus SE | 12,691,782 | |
173,876 | AMETEK, Inc. | 24,476,524 | |
116,155 | Axon Enterprise, Inc.* | 23,752,536 | |
125,875 | Builders FirstSource, Inc.* | 13,659,955 | |
267,477 | Fortune Brands Innovations, Inc. | 14,925,217 | |
130,612 | HEICO Corp. | 20,690,247 | |
806,800 | HF Global, Inc.*(1)(2) | 19,685,920 | |
305,295 | Honeywell International, Inc. | 55,948,362 | |
105,073 | IDEX Corp. | 20,112,023 | |
127,582 | John Bean Technologies Corp. | 13,271,080 | |
52,315 | Lockheed Martin Corp. | 23,784,492 | |
171,765 | Middleby Corp.* | 19,387,115 | |
149,982 | Northrop Grumman Corp. | 70,706,014 | |
99,914 | Snap-on, Inc. | 25,771,817 | |
548,263 | Westinghouse Air Brake Technologies Corp. | 58,126,843 | |
436,786,577 | |||
Commercial & Professional Services - 1.8% | |||
16,438 | Ceridian HCM Holding, Inc.* | 1,052,196 | |
558,023 | Copart, Inc.* | 24,285,161 | |
282,865 | Genpact Ltd. | 9,487,292 | |
192,388 | Leidos Holdings, Inc. | 19,069,499 | |
52,450 | Paycom Software, Inc. | 12,848,676 | |
129,724 | Verisk Analytics, Inc. | 29,494,049 | |
96,236,873 | |||
Consumer Discretionary Distribution & Retail - 5.1% | |||
723,341 | Amazon.com, Inc.* | 96,269,454 | |
10,089 | AutoZone, Inc.* | 24,991,765 | |
236,504 | Chewy, Inc. Class A* | 4,571,622 | |
87,675 | Floor & Decor Holdings, Inc. Class A* | 7,224,420 | |
1,006,858 | LKQ Corp. | 44,221,203 | |
99,779 | Ross Stores, Inc. | 11,571,371 | |
772,718 | TJX Cos., Inc. | 68,053,274 | |
316,327 | Tory Burch LLC*(1)(2) | 10,457,760 | |
267,360,869 | |||
Consumer Durables & Apparel - 2.3% | |||
44,442 | Deckers Outdoor Corp.* | 26,534,541 | |
589,434 | NIKE, Inc. Class B | 60,576,132 | |
1,665 | NVR, Inc.* | 9,012,012 | |
678,363 | Steven Madden Ltd. | 22,243,523 | |
118,366,208 | |||
Consumer Services - 2.0% | |||
37,714 | Airbnb, Inc. Class A* | 4,461,189 | |
1,304,579 | Denny's Corp.* | 11,245,471 | |
345,591 | DraftKings, Inc. Class A* | 9,545,224 | |
250,606 | Las Vegas Sands Corp. | 11,893,761 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Consumer Services - 2.0% - (continued) | |||
181,114 | McDonald's Corp. | $ 47,482,657 | |
274,880 | Wyndham Hotels & Resorts, Inc. | 19,901,312 | |
104,529,614 | |||
Consumer Staples Distribution & Retail - 0.4% | |||
600,522 | U.S. Foods Holding Corp.* | 23,384,327 | |
Energy - 3.1% | |||
55,861 | Cheniere Energy, Inc. | 9,296,388 | |
317,363 | Chevron Corp. | 46,249,310 | |
181,600 | Diamondback Energy, Inc. | 29,114,112 | |
734,678 | Marathon Oil Corp. | 20,064,056 | |
104,928 | Targa Resources Corp. | 8,773,030 | |
710,389 | TotalEnergies SE ADR | 47,311,907 | |
160,808,803 | |||
Equity Real Estate Investment Trusts (REITs) - 2.8% | |||
427,400 | American Tower Corp. REIT | 76,158,406 | |
1,063,618 | Brixmor Property Group, Inc. REIT | 22,112,618 | |
380,535 | Gaming & Leisure Properties, Inc. REIT | 17,272,484 | |
934,094 | VICI Properties, Inc. REIT | 26,061,223 | |
51,461 | Welltower, Inc. REIT | 4,302,654 | |
145,907,385 | |||
Financial Services - 7.1% | |||
516,952 | American Express Co. | 75,490,501 | |
530,787 | Bank of New York Mellon Corp. | 22,558,447 | |
35,255 | BlackRock, Inc. | 21,585,931 | |
373,003 | Block, Inc.* | 15,013,371 | |
82,008 | Moody's Corp. | 25,258,464 | |
344,740 | Morgan Stanley | 24,414,487 | |
207,779 | T Rowe Price Group, Inc. | 18,803,999 | |
467,209 | Tradeweb Markets, Inc. Class A | 42,053,482 | |
369,046 | Visa, Inc. Class A | 86,762,715 | |
290,228 | Voya Financial, Inc. | 19,378,524 | |
1,227,200 | Western Union Co. | 13,855,088 | |
55,726 | WEX, Inc.* | 9,277,264 | |
374,452,273 | |||
Food, Beverage & Tobacco - 3.6% | |||
376,295 | Coca-Cola Co. | 21,256,905 | |
293,695 | General Mills, Inc. | 19,160,662 | |
401,540 | Kraft Heinz Co. | 12,632,448 | |
242,914 | Monster Beverage Corp.* | 12,412,905 | |
319,185 | PepsiCo, Inc. | 52,116,527 | |
574,915 | Philip Morris International, Inc. | 51,259,421 | |
475,973 | Tyson Foods, Inc. Class A | 22,061,349 | |
190,900,217 | |||
Health Care Equipment & Services - 8.0% | |||
77,452 | Align Technology, Inc.* | 14,296,865 | |
199,716 | Dexcom, Inc.* | 17,740,772 | |
33,310 | Elevance Health, Inc. | 14,992,498 | |
69,611 | Insulet Corp.* | 9,228,330 | |
450,159 | Integra LifeSciences Holdings Corp.* | 16,187,718 | |
101,391 | Intuitive Surgical, Inc.* | 26,586,748 | |
917,443 | Medtronic PLC | 64,734,778 | |
41,888 | Molina Healthcare, Inc.* | 13,946,610 | |
46,750 | Shockwave Medical, Inc.* | 9,642,655 | |
177,460 | Stryker Corp. | 47,953,241 | |
293,038 | UnitedHealth Group, Inc. | 156,939,431 | |
141,323 | Veeva Systems, Inc. Class A* | 27,234,355 | |
419,484,001 | |||
Household & Personal Products - 2.3% | |||
739,369 | Colgate-Palmolive Co. | 55,541,399 |
39 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Household & Personal Products - 2.3% - (continued) | |||
112,806 | elf Beauty, Inc.* | $ 10,449,220 | |
351,793 | Procter & Gamble Co. | 52,779,504 | |
118,770,123 | |||
Insurance - 5.2% | |||
4,441,367 | Aegon Ltd. | 21,451,802 | |
401,575 | Brown & Brown, Inc. | 27,877,336 | |
396,264 | Chubb Ltd. | 85,046,180 | |
39,061 | Everest Group Ltd. | 15,453,313 | |
139,741 | Hanover Insurance Group, Inc. | 16,379,043 | |
555,692 | Kemper Corp. | 22,160,997 | |
299,917 | Marsh & McLennan Cos., Inc. | 56,879,259 | |
448,918 | Principal Financial Group, Inc. | 30,382,770 | |
275,630,700 | |||
Materials - 3.0% | |||
365,669 | Celanese Corp. Class A | 41,872,757 | |
691,463 | FMC Corp. | 36,785,831 | |
267,828 | Ingevity Corp.* | 10,788,112 | |
147,642 | Linde PLC | 56,422,867 | |
58,575 | Vulcan Materials Co. | 11,509,402 | |
157,378,969 | |||
Media & Entertainment - 7.4% | |||
1,572,025 | Alphabet, Inc. Class A* | 195,056,862 | |
411,293 | Cargurus, Inc.* | 7,086,579 | |
219,977 | Liberty Media Corp.-Liberty Formula One Class C* | 14,230,312 | |
211,027 | Meta Platforms, Inc. Class A* | 63,576,104 | |
81,128 | Netflix, Inc.* | 33,399,586 | |
694,785 | Omnicom Group, Inc. | 52,046,344 | |
73,903 | Roku, Inc.* | 4,402,402 | |
93,416 | Spotify Technology SA* | 15,391,220 | |
292,707 | ZoomInfo Technologies, Inc.* | 3,793,483 | |
388,982,892 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 6.3% | |||
18,379 | Alnylam Pharmaceuticals, Inc.* | 2,789,932 | |
199,295 | Apellis Pharmaceuticals, Inc.* | 9,697,695 | |
393,149 | AstraZeneca PLC ADR | 24,858,811 | |
247,204 | Danaher Corp. | 47,468,112 | |
88,545 | Eli Lilly & Co. | 49,047,732 | |
374,227 | Exact Sciences Corp.* | 23,048,641 | |
74,012 | Jazz Pharmaceuticals PLC* | 9,401,004 | |
251,068 | Johnson & Johnson | 37,243,427 | |
248,646 | Merck & Co., Inc. | 25,535,944 | |
1,654,779 | Pfizer, Inc. | 50,570,046 | |
417,002 | PTC Therapeutics, Inc.* | 7,818,788 | |
71,327 | Sarepta Therapeutics, Inc.* | 4,801,021 | |
165,915 | Ultragenyx Pharmaceutical, Inc.* | 5,873,391 | |
60,124 | United Therapeutics Corp.* | 13,399,235 | |
47,493 | Vertex Pharmaceuticals, Inc.* | 17,197,690 | |
328,751,469 | |||
Real Estate Management & Development - 0.4% | |||
22,726 | CBRE Group, Inc. Class A* | 1,575,821 | |
242,511 | CoStar Group, Inc.* | 17,802,732 | |
19,378,553 | |||
Semiconductors & Semiconductor Equipment - 5.1% | |||
203,181 | ARM Holdings PLC ADR*(3) | 10,014,791 | |
50,786 | Broadcom, Inc. | 42,729,817 | |
56,861 | First Solar, Inc.* | 8,099,849 | |
636,421 | Intel Corp. | 23,229,367 | |
171,879 | Micron Technology, Inc. | 11,493,549 | |
233,206 | MKS Instruments, Inc. | 15,312,306 | |
15,312 | Monolithic Power Systems, Inc. | 6,763,923 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.0% - (continued) | |||
Semiconductors & Semiconductor Equipment - 5.1% - (continued) | |||
176,375 | NVIDIA Corp. | $ 71,925,725 | |
233,405 | QUALCOMM, Inc. | 25,438,811 | |
23,515 | Rambus, Inc.* | 1,277,570 | |
305,021 | Silicon Motion Technology Corp. ADR* | 16,343,025 | |
236,393 | Texas Instruments, Inc. | 33,570,170 | |
266,198,903 | |||
Software & Services - 9.8% | |||
157,637 | Accenture PLC Class A | 46,832,376 | |
31,782 | ANSYS, Inc.* | 8,843,659 | |
792,342 | Cognizant Technology Solutions Corp. Class A | 51,082,289 | |
110,331 | Datadog, Inc. Class A* | 8,988,667 | |
196,514 | Dynatrace, Inc.* | 8,786,141 | |
20,184 | HubSpot, Inc.* | 8,553,374 | |
539,139 | Microsoft Corp. | 182,288,287 | |
27,115 | MongoDB, Inc.* | 9,343,558 | |
268,660 | Oracle Corp. | 27,779,444 | |
1,477 | Rubicon Earnout Shares*(1)(2) | 122 | |
19,693 | Rubicon Technologies, Inc.* | 32,690 | |
157,544 | Rubicon TRA Placeholder*(1)(2) | 18,905 | |
158,978 | Salesforce, Inc.* | 31,927,552 | |
47,348 | ServiceNow, Inc.* | 27,549,434 | |
12,640 | Sharecare, Inc. Earnout*(1)(2) | 133 | |
509,982 | Shopify, Inc. Class A* | 24,066,051 | |
98,217 | Snowflake, Inc. Class A* | 14,254,233 | |
65,307 | Synopsys, Inc.* | 30,657,718 | |
160,567 | Workday, Inc. Class A* | 33,993,639 | |
514,998,272 | |||
Technology Hardware & Equipment - 5.9% | |||
1,153,966 | Apple, Inc. | 197,062,774 | |
173,859 | CDW Corp. | 34,841,344 | |
116,875 | F5, Inc.* | 17,717,081 | |
1,667,703 | Flex Ltd.* | 42,893,321 | |
409,453 | Lumentum Holdings, Inc.* | 16,054,652 | |
308,569,172 | |||
Transportation - 2.9% | |||
52,640 | FedEx Corp. | 12,638,864 | |
54,231 | JB Hunt Transport Services, Inc. | 9,320,682 | |
1,037,125 | Knight-Swift Transportation Holdings, Inc. | 50,705,041 | |
1,392,857 | Southwest Airlines Co. | 30,963,211 | |
552,736 | Uber Technologies, Inc.* | 23,922,414 | |
116,175 | Union Pacific Corp. | 24,119,092 | |
151,669,304 | |||
Utilities - 0.9% | |||
266,858 | American Electric Power Co., Inc. | 20,158,453 | |
260,785 | Atmos Energy Corp. | 28,076,113 | |
48,234,566 | |||
Total Common Stocks (cost $4,438,947,256) | $ 5,087,617,168 | ||
CONVERTIBLE PREFERRED STOCKS - 0.0% | |||
Software & Services - 0.0% | |||
566,622 | Essence Group Holdings Corp. Series 3*(1)(2)(4) | $ 872,598 | |
77,707 | Lookout, Inc. Series F*(1)(2)(4) | 696,255 | |
Total Convertible Preferred Stocks (cost $1,783,654) | $ 1,568,853 |
40 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 0.3% | |||
Other Investment Pools & Funds - 0.3% | |||
56,444 | iShares Russell 1000 Growth ETF | $ 14,794,537 | |
Total Exchange-Traded Funds (cost $14,952,581) | $ 14,794,537 | ||
Total Long-Term Investments (cost $4,455,683,491) | $ 5,103,980,558 | ||
SHORT-TERM INVESTMENTS - 0.6% | |||
Repurchase Agreements - 0.5% | |||
$ 26,311,779 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $26,315,638; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $26,838,044 | $ 26,311,779 | |
Securities Lending Collateral - 0.1% | |||
911,899 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(5) | 911,899 | |
3,039,666 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(5) | 3,039,666 | |
911,900 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | 911,900 | |
911,900 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(5) | 911,900 | |
5,775,365 | |||
Total Short-Term Investments (cost $32,087,144) | $ 32,087,144 | ||
Total Investments (cost $4,487,770,635) | 97.9% | $ 5,136,067,702 | |
Other Assets and Liabilities | 2.1% | 108,012,055 | |
Total Net Assets | 100.0% | $ 5,244,079,757 |
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. |
* | 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 $31,731,693 or 0.6% 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 | $ 872,598 | ||||
06/2015 | HF Global, Inc. | 806,800 | 10,846,942 | 19,685,920 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 77,707 | 887,655 | 696,255 | ||||
09/2015 | Rubicon Earnout Shares | 1,477 | — | 122 | ||||
09/2015 | Rubicon TRA Placeholder | 157,544 | — | 18,905 | ||||
07/2021 | Sharecare, Inc. Earnout | 12,640 | — | 133 | ||||
11/2013 | Tory Burch LLC | 316,327 | 24,792,580 | 10,457,760 | ||||
$ 37,423,176 | $ 31,731,693 |
(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) | Currently no rate available. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at October 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 444 | 12/15/2023 | $ 128,673,420 | $ (5,445,586) | ||||
Total futures contracts | $ (5,445,586) |
41 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 41,783,449 | $ 41,783,449 | $ — | $ — | ||||
Banks | 129,053,649 | 129,053,649 | — | — | ||||
Capital Goods | 436,786,577 | 404,408,875 | 12,691,782 | 19,685,920 | ||||
Commercial & Professional Services | 96,236,873 | 96,236,873 | — | — | ||||
Consumer Discretionary Distribution & Retail | 267,360,869 | 256,903,109 | — | 10,457,760 | ||||
Consumer Durables & Apparel | 118,366,208 | 118,366,208 | — | — | ||||
Consumer Services | 104,529,614 | 104,529,614 | — | — | ||||
Consumer Staples Distribution & Retail | 23,384,327 | 23,384,327 | — | — | ||||
Energy | 160,808,803 | 160,808,803 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 145,907,385 | 145,907,385 | — | — | ||||
Financial Services | 374,452,273 | 374,452,273 | — | — | ||||
Food, Beverage & Tobacco | 190,900,217 | 190,900,217 | — | — | ||||
Health Care Equipment & Services | 419,484,001 | 419,484,001 | — | — | ||||
Household & Personal Products | 118,770,123 | 118,770,123 | — | — | ||||
Insurance | 275,630,700 | 275,630,700 | — | — | ||||
Materials | 157,378,969 | 157,378,969 | — | — | ||||
Media & Entertainment | 388,982,892 | 388,982,892 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 328,751,469 | 328,751,469 | — | — | ||||
Real Estate Management & Development | 19,378,553 | 19,378,553 | — | — | ||||
Semiconductors & Semiconductor Equipment | 266,198,903 | 266,198,903 | — | — | ||||
Software & Services | 514,998,272 | 514,979,112 | — | 19,160 | ||||
Technology Hardware & Equipment | 308,569,172 | 308,569,172 | — | — | ||||
Transportation | 151,669,304 | 151,669,304 | — | — | ||||
Utilities | 48,234,566 | 48,234,566 | — | — | ||||
Convertible Preferred Stocks | 1,568,853 | — | — | 1,568,853 | ||||
Exchange-Traded Funds | 14,794,537 | 14,794,537 | — | — | ||||
Short-Term Investments | 32,087,144 | 5,775,365 | 26,311,779 | — | ||||
Total | $ 5,136,067,702 | $ 5,065,332,448 | $ 39,003,561 | $ 31,731,693 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (5,445,586) | $ (5,445,586) | $ — | $ — | ||||
Total | $ (5,445,586) | $ (5,445,586) | $ — | $ — |
(1) | For the year ended October 31, 2023, 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. |
42 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% | |||
Automobiles & Components - 0.6% | |||
261,263 | Tesla, Inc.* | $ 52,472,061 | |
Banks - 4.2% | |||
4,571,532 | Bank of America Corp. | 120,414,153 | |
1,355,436 | JP Morgan Chase & Co. | 188,486,930 | |
514,418 | PNC Financial Services Group, Inc. | 58,885,429 | |
367,786,512 | |||
Capital Goods - 6.6% | |||
648,905 | AMETEK, Inc. | 91,346,357 | |
292,499 | Deere & Co. | 106,867,434 | |
426,549 | IDEX Corp. | 81,645,744 | |
460,790 | Illinois Tool Works, Inc. | 103,272,255 | |
1,492,402 | Johnson Controls International PLC | 73,157,546 | |
1,420,464 | RTX Corp. | 115,611,565 | |
571,900,901 | |||
Commercial & Professional Services - 0.8% | |||
479,117 | Republic Services, Inc. | 71,144,083 | |
Consumer Discretionary Distribution & Retail - 7.2% | |||
3,077,994 | Amazon.com, Inc.* | 409,650,222 | |
33,580 | AutoZone, Inc.* | 83,182,025 | |
1,533,726 | TJX Cos., Inc. | 135,075,249 | |
627,907,496 | |||
Consumer Durables & Apparel - 1.3% | |||
1,132,890 | NIKE, Inc. Class B | 116,427,105 | |
Consumer Services - 1.4% | |||
474,675 | McDonald's Corp. | 124,445,545 | |
Energy - 4.0% | |||
1,030,560 | ConocoPhillips | 122,430,528 | |
1,285,425 | EOG Resources, Inc. | 162,284,906 | |
1,208,710 | Schlumberger NV | 67,276,799 | |
351,992,233 | |||
Equity Real Estate Investment Trusts (REITs) - 1.5% | |||
386,849 | AvalonBay Communities, Inc. REIT | 64,116,353 | |
670,500 | Prologis, Inc. REIT | 67,552,875 | |
131,669,228 | |||
Financial Services - 4.4% | |||
597,413 | American Express Co. | 87,240,220 | |
484,596 | Mastercard, Inc. Class A | 182,377,705 | |
1,631,945 | Morgan Stanley | 115,574,345 | |
385,192,270 | |||
Food, Beverage & Tobacco - 2.4% | |||
460,893 | Constellation Brands, Inc. Class A | 107,918,096 | |
1,976,231 | Monster Beverage Corp.* | 100,985,404 | |
208,903,500 | |||
Health Care Equipment & Services - 7.5% | |||
1,246,986 | Abbott Laboratories | 117,902,526 | |
420,131 | Becton Dickinson & Co. | 106,200,714 | |
1,733,922 | Boston Scientific Corp.* | 88,759,467 | |
1,031,820 | Hologic, Inc.* | 68,275,530 | |
510,418 | UnitedHealth Group, Inc. | 273,359,464 | |
654,497,701 | |||
Household & Personal Products - 4.3% | |||
1,007,346 | Colgate-Palmolive Co. | 75,671,832 | |
633,035 | Estee Lauder Cos., Inc. Class A | 81,579,220 | |
1,431,883 | Procter & Gamble Co. | 214,825,406 | |
372,076,458 | |||
Insurance - 3.8% | |||
1,138,650 | Arch Capital Group Ltd.* | 98,698,182 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.3% - (continued) | |||
Insurance - 3.8% - (continued) | |||
569,888 | Chubb Ltd. | $ 122,309,363 | |
664,969 | Progressive Corp. | 105,124,949 | |
326,132,494 | |||
Materials - 1.1% | |||
808,639 | PPG Industries, Inc. | 99,276,610 | |
Media & Entertainment - 8.9% | |||
3,647,091 | Alphabet, Inc. Class A* | 452,531,051 | |
810,829 | Meta Platforms, Inc. Class A* | 244,278,453 | |
180,807 | Netflix, Inc.* | 74,436,434 | |
771,245,938 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.4% | |||
463,590 | Danaher Corp. | 89,018,552 | |
355,756 | Eli Lilly & Co. | 197,063,921 | |
1,556,676 | Merck & Co., Inc. | 159,870,625 | |
107,499 | Regeneron Pharmaceuticals, Inc.* | 83,837,395 | |
228,092 | Thermo Fisher Scientific, Inc. | 101,448,479 | |
286,387 | Vertex Pharmaceuticals, Inc.* | 103,703,597 | |
534,943 | Zoetis, Inc. | 83,986,051 | |
818,928,620 | |||
Semiconductors & Semiconductor Equipment - 7.3% | |||
176,637 | Broadcom, Inc. | 148,617,073 | |
201,578 | KLA Corp. | 94,681,187 | |
718,170 | NVIDIA Corp. | 292,869,726 | |
720,631 | Texas Instruments, Inc. | 102,336,808 | |
638,504,794 | |||
Software & Services - 11.2% | |||
302,769 | Accenture PLC Class A | 89,949,642 | |
1,888,755 | Microsoft Corp. | 638,606,953 | |
269,201 | Palo Alto Networks, Inc.* | 65,421,227 | |
509,785 | Salesforce, Inc.* | 102,380,122 | |
366,549 | Workday, Inc. Class A* | 77,602,089 | |
973,960,033 | |||
Technology Hardware & Equipment - 8.5% | |||
3,013,080 | Apple, Inc. | 514,543,671 | |
496,707 | CDW Corp. | 99,540,083 | |
467,665 | Motorola Solutions, Inc. | 130,225,996 | |
744,309,750 | |||
Utilities - 2.9% | |||
1,434,060 | American Electric Power Co., Inc. | 108,328,892 | |
1,120,240 | Duke Energy Corp. | 99,578,134 | |
877,331 | Eversource Energy | 47,191,634 | |
255,098,660 | |||
Total Common Stocks (cost $5,717,005,872) | $ 8,663,871,992 |
43 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 16,165,769 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $16,168,140; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $16,489,138 | $ 16,165,769 | |
Total Short-Term Investments (cost $16,165,769) | $ 16,165,769 | ||
Total Investments (cost $5,733,171,641) | 99.5% | $ 8,680,037,761 | |
Other Assets and Liabilities | 0.5% | 41,478,649 | |
Total Net Assets | 100.0% | $ 8,721,516,410 |
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 | $ 52,472,061 | $ 52,472,061 | $ — | $ — | ||||
Banks | 367,786,512 | 367,786,512 | — | — | ||||
Capital Goods | 571,900,901 | 571,900,901 | — | — | ||||
Commercial & Professional Services | 71,144,083 | 71,144,083 | — | — | ||||
Consumer Discretionary Distribution & Retail | 627,907,496 | 627,907,496 | — | — | ||||
Consumer Durables & Apparel | 116,427,105 | 116,427,105 | — | — | ||||
Consumer Services | 124,445,545 | 124,445,545 | — | — | ||||
Energy | 351,992,233 | 351,992,233 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 131,669,228 | 131,669,228 | — | — | ||||
Financial Services | 385,192,270 | 385,192,270 | — | — | ||||
Food, Beverage & Tobacco | 208,903,500 | 208,903,500 | — | — | ||||
Health Care Equipment & Services | 654,497,701 | 654,497,701 | — | — | ||||
Household & Personal Products | 372,076,458 | 372,076,458 | — | — | ||||
Insurance | 326,132,494 | 326,132,494 | — | — | ||||
Materials | 99,276,610 | 99,276,610 | — | — | ||||
Media & Entertainment | 771,245,938 | 771,245,938 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 818,928,620 | 818,928,620 | — | — | ||||
Semiconductors & Semiconductor Equipment | 638,504,794 | 638,504,794 | — | — | ||||
Software & Services | 973,960,033 | 973,960,033 | — | — | ||||
Technology Hardware & Equipment | 744,309,750 | 744,309,750 | — | — | ||||
Utilities | 255,098,660 | 255,098,660 | — | — | ||||
Short-Term Investments | 16,165,769 | — | 16,165,769 | — | ||||
Total | $ 8,680,037,761 | $ 8,663,871,992 | $ 16,165,769 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
44 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% | |||
Banks - 5.0% | |||
6,174,998 | Bank of America Corp. | $ 162,649,447 | |
2,489,956 | JP Morgan Chase & Co. | 346,253,282 | |
476,917 | PNC Financial Services Group, Inc. | 54,592,689 | |
4,228,648 | Wells Fargo & Co. | 168,173,331 | |
731,668,749 | |||
Capital Goods - 7.2% | |||
1,202,724 | Airbus SE | 161,256,598 | |
663,258 | General Dynamics Corp. | 160,050,788 | |
3,119,918 | Johnson Controls International PLC | 152,938,380 | |
375,771 | Lockheed Martin Corp. | 170,840,527 | |
2,677,591 | Otis Worldwide Corp. | 206,736,801 | |
1,980,089 | Westinghouse Air Brake Technologies Corp. | 209,929,036 | |
1,061,752,130 | |||
Consumer Discretionary Distribution & Retail - 3.1% | |||
497,599 | Home Depot, Inc. | 141,661,459 | |
614,480 | Lowe's Cos., Inc. | 117,101,454 | |
2,272,520 | TJX Cos., Inc. | 200,140,836 | |
458,903,749 | |||
Consumer Staples Distribution & Retail - 1.4% | |||
1,306,753 | Sysco Corp. | 86,886,007 | |
715,770 | Walmart, Inc. | 116,963,976 | |
203,849,983 | |||
Energy - 9.1% | |||
1,935,824 | Chevron Corp. | 282,107,632 | |
3,251,069 | ConocoPhillips | 386,226,997 | |
1,316,089 | Diamondback Energy, Inc. | 210,995,389 | |
5,257,009 | TotalEnergies SE ADR | 350,116,799 | |
3,440,425 | Williams Cos., Inc. | 118,350,620 | |
1,347,797,437 | |||
Equity Real Estate Investment Trusts (REITs) - 2.8% | |||
1,221,241 | American Tower Corp. REIT | 217,612,934 | |
5,536,021 | Host Hotels & Resorts, Inc. REIT | 85,697,605 | |
460,761 | Public Storage REIT | 109,988,258 | |
413,298,797 | |||
Financial Services - 6.9% | |||
1,176,716 | American Express Co. | 171,835,838 | |
184,373 | BlackRock, Inc. | 112,887,900 | |
1,632,845 | Charles Schwab Corp. | 84,973,254 | |
2,414,605 | Morgan Stanley | 171,002,326 | |
556,985 | S&P Global, Inc. | 194,560,430 | |
1,206,720 | Visa, Inc. Class A | 283,699,872 | |
1,018,959,620 | |||
Food, Beverage & Tobacco - 3.1% | |||
3,662,636 | Keurig Dr Pepper, Inc. | 111,087,750 | |
1,410,258 | Mondelez International, Inc. Class A | 93,373,182 | |
2,048,912 | Philip Morris International, Inc. | 182,680,994 | |
1,625,253 | Tyson Foods, Inc. Class A | 75,330,476 | |
462,472,402 | |||
Health Care Equipment & Services - 7.7% | |||
797,053 | Becton Dickinson & Co. | 201,479,058 | |
466,812 | Elevance Health, Inc. | 210,107,413 | |
606,822 | HCA Healthcare, Inc. | 137,226,727 | |
2,832,086 | Medtronic PLC | 199,831,988 | |
726,320 | UnitedHealth Group, Inc. | 388,987,939 | |
1,137,633,125 | |||
Household & Personal Products - 2.1% | |||
4,478,090 | Kenvue, Inc. | 83,292,474 | |
4,635,104 | Unilever PLC ADR | 219,472,174 | |
302,764,648 | |||
Insurance - 4.1% | |||
2,665,979 | American International Group, Inc. | 163,451,173 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.9% - (continued) | |||
Insurance - 4.1% - (continued) | |||
1,193,271 | Chubb Ltd. | $ 256,099,822 | |
2,788,636 | Principal Financial Group, Inc. | 188,734,884 | |
608,285,879 | |||
Materials - 3.8% | |||
2,969,331 | BHP Group Ltd. ADR | 169,430,027 | |
1,650,655 | Celanese Corp. Class A | 189,016,504 | |
2,574,562 | FMC Corp. | 136,966,698 | |
588,457 | PPG Industries, Inc. | 72,244,866 | |
567,658,095 | |||
Media & Entertainment - 8.8% | |||
7,070,161 | Alphabet, Inc. Class A* | 877,265,577 | |
7,021,033 | Comcast Corp. Class A | 289,898,453 | |
461,680 | Omnicom Group, Inc. | 34,584,449 | |
1,222,911 | Walt Disney Co.* | 99,777,308 | |
1,301,525,787 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.8% | |||
1,227,350 | Agilent Technologies, Inc. | 126,871,170 | |
3,287,659 | AstraZeneca PLC ADR | 207,878,679 | |
3,268,738 | Bristol-Myers Squibb Co. | 168,438,069 | |
2,283,642 | Merck & Co., Inc. | 234,530,033 | |
2,016,519 | Novartis AG ADR | 188,705,848 | |
7,626,027 | Pfizer, Inc. | 233,051,385 | |
1,159,475,184 | |||
Semiconductors & Semiconductor Equipment - 4.5% | |||
218,073 | Broadcom, Inc. | 183,480,080 | |
2,823,558 | Intel Corp. | 103,059,867 | |
2,196,758 | Micron Technology, Inc. | 146,897,207 | |
1,134,551 | QUALCOMM, Inc. | 123,654,714 | |
737,718 | Texas Instruments, Inc. | 104,763,333 | |
661,855,201 | |||
Software & Services - 10.3% | |||
679,560 | Accenture PLC Class A | 201,890,480 | |
3,975,186 | Cognizant Technology Solutions Corp. Class A | 256,280,242 | |
3,148,940 | Microsoft Corp. | 1,064,688,103 | |
1,522,858,825 | |||
Technology Hardware & Equipment - 4.6% | |||
2,382,225 | Apple, Inc. | 406,812,563 | |
5,158,528 | Cisco Systems, Inc. | 268,914,065 | |
675,726,628 | |||
Telecommunication Services - 0.7% | |||
2,796,786 | Verizon Communications, Inc. | 98,251,092 | |
Transportation - 0.4% | |||
383,117 | Ryanair Holdings PLC ADR* | 33,599,361 | |
1,425,055 | Southwest Airlines Co. | 31,678,973 | |
65,278,334 | |||
Utilities - 5.5% | |||
2,190,385 | American Electric Power Co., Inc. | 165,461,683 | |
1,190,920 | Constellation Energy Corp. | 134,478,686 | |
2,047,310 | Duke Energy Corp. | 181,985,386 | |
3,710,172 | Exelon Corp. | 144,474,098 | |
2,741,522 | Sempra | 191,988,786 | |
818,388,639 | |||
Total Common Stocks (cost $10,734,251,206) | $ 14,618,404,304 |
45 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 31,437,831 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $31,442,442; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $32,066,597 | $ 31,437,831 | |
Total Short-Term Investments (cost $31,437,831) | $ 31,437,831 | ||
Total Investments (cost $10,765,689,037) | 99.1% | $ 14,649,842,135 | |
Other Assets and Liabilities | 0.9% | 131,381,775 | |
Total Net Assets | 100.0% | $ 14,781,223,910 |
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 | $ 731,668,749 | $ 731,668,749 | $ — | $ — | ||||
Capital Goods | 1,061,752,130 | 900,495,532 | 161,256,598 | — | ||||
Consumer Discretionary Distribution & Retail | 458,903,749 | 458,903,749 | — | — | ||||
Consumer Staples Distribution & Retail | 203,849,983 | 203,849,983 | — | — | ||||
Energy | 1,347,797,437 | 1,347,797,437 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 413,298,797 | 413,298,797 | — | — | ||||
Financial Services | 1,018,959,620 | 1,018,959,620 | — | — | ||||
Food, Beverage & Tobacco | 462,472,402 | 462,472,402 | — | — | ||||
Health Care Equipment & Services | 1,137,633,125 | 1,137,633,125 | — | — | ||||
Household & Personal Products | 302,764,648 | 302,764,648 | — | — | ||||
Insurance | 608,285,879 | 608,285,879 | — | — | ||||
Materials | 567,658,095 | 567,658,095 | — | — | ||||
Media & Entertainment | 1,301,525,787 | 1,301,525,787 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,159,475,184 | 1,159,475,184 | — | — | ||||
Semiconductors & Semiconductor Equipment | 661,855,201 | 661,855,201 | — | — | ||||
Software & Services | 1,522,858,825 | 1,522,858,825 | — | — | ||||
Technology Hardware & Equipment | 675,726,628 | 675,726,628 | — | — | ||||
Telecommunication Services | 98,251,092 | 98,251,092 | — | — | ||||
Transportation | 65,278,334 | 65,278,334 | — | — | ||||
Utilities | 818,388,639 | 818,388,639 | — | — | ||||
Short-Term Investments | 31,437,831 | — | 31,437,831 | — | ||||
Total | $ 14,649,842,135 | $ 14,457,147,706 | $ 192,694,429 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
46 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% | |||
Banks - 7.4% | |||
939,805 | JP Morgan Chase & Co. | $ 130,689,283 | |
584,046 | M&T Bank Corp. | 65,851,186 | |
6,496,760 | New York Community Bancorp, Inc. | 61,589,285 | |
3,548,215 | Regions Financial Corp. | 51,555,564 | |
635,012 | Royal Bank of Canada | 50,718,536 | |
360,403,854 | |||
Capital Goods - 8.4% | |||
183,668 | Eaton Corp. PLC | 38,186,414 | |
678,122 | Emerson Electric Co. | 60,332,514 | |
340,444 | General Dynamics Corp. | 82,152,542 | |
227,808 | Honeywell International, Inc. | 41,748,094 | |
948,838 | Johnson Controls International PLC | 46,512,039 | |
225,540 | L3Harris Technologies, Inc. | 40,464,131 | |
569,752 | RTX Corp. | 46,372,115 | |
377,618 | Siemens AG | 50,109,474 | |
405,877,323 | |||
Consumer Discretionary Distribution & Retail - 3.6% | |||
154,190 | Home Depot, Inc. | 43,896,351 | |
1,024,676 | LKQ Corp. | 45,003,770 | |
444,510 | TJX Cos., Inc. | 39,147,996 | |
248,708 | Tractor Supply Co. | 47,891,212 | |
175,939,329 | |||
Consumer Durables & Apparel - 1.0% | |||
440,349 | Lennar Corp. Class A | 46,976,431 | |
Energy - 9.9% | |||
1,227,466 | ConocoPhillips | 145,822,961 | |
2,620,111 | Coterra Energy, Inc. | 72,053,052 | |
300,512 | Diamondback Energy, Inc. | 48,178,084 | |
1,531,001 | Enbridge, Inc. | 49,062,689 | |
921,823 | EOG Resources, Inc. | 116,380,154 | |
416,800 | Phillips 66 | 47,544,376 | |
479,041,316 | |||
Equity Real Estate Investment Trusts (REITs) - 5.1% | |||
771,407 | Crown Castle, Inc. REIT | 71,725,423 | |
1,703,187 | Gaming & Leisure Properties, Inc. REIT | 77,307,658 | |
3,274,450 | Host Hotels & Resorts, Inc. REIT | 50,688,486 | |
1,686,237 | Weyerhaeuser Co. REIT | 48,378,139 | |
248,099,706 | |||
Financial Services - 7.3% | |||
589,135 | Ares Management Corp. Class A | 58,082,820 | |
1,775,305 | Equitable Holdings, Inc. | 47,169,854 | |
161,100 | Goldman Sachs Group, Inc. | 48,911,571 | |
633,894 | Intercontinental Exchange, Inc. | 68,105,571 | |
782,032 | Morgan Stanley | 55,383,506 | |
813,968 | Raymond James Financial, Inc. | 77,685,106 | |
355,338,428 | |||
Food, Beverage & Tobacco - 7.8% | |||
919,391 | Archer-Daniels-Midland Co. | 65,800,814 | |
990,634 | Kellanova | 49,997,298 | |
2,379,132 | Keurig Dr Pepper, Inc. | 72,159,073 | |
450,882 | Pernod Ricard SA | 80,065,974 | |
1,237,095 | Philip Morris International, Inc. | 110,299,390 | |
378,322,549 | |||
Health Care Equipment & Services - 4.8% | |||
278,795 | Becton Dickinson & Co. | 70,473,800 | |
140,356 | Elevance Health, Inc. | 63,172,832 | |
188,929 | UnitedHealth Group, Inc. | 101,182,815 | |
234,829,447 | |||
Household & Personal Products - 2.8% | |||
2,563,434 | Kenvue, Inc. | 47,679,873 | |
1,850,163 | Unilever PLC ADR | 87,605,218 | |
135,285,091 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.5% - (continued) | |||
Insurance - 4.4% | |||
963,961 | American International Group, Inc. | $ 59,100,449 | |
315,976 | Chubb Ltd. | 67,814,769 | |
1,402,286 | MetLife, Inc. | 84,151,183 | |
211,066,401 | |||
Materials - 5.9% | |||
3,533,366 | Barrick Gold Corp. | 56,463,189 | |
295,611 | Celanese Corp. Class A | 33,850,416 | |
608,109 | LyondellBasell Industries NV Class A | 54,875,756 | |
343,811 | PPG Industries, Inc. | 42,209,676 | |
1,490,515 | Rio Tinto PLC ADR | 95,899,735 | |
283,298,772 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 12.9% | |||
974,600 | AstraZeneca PLC ADR | 61,623,958 | |
999,916 | Gilead Sciences, Inc. | 78,533,403 | |
664,756 | Johnson & Johnson | 98,609,905 | |
1,499,888 | Merck & Co., Inc. | 154,038,498 | |
5,621,616 | Pfizer, Inc. | 171,796,585 | |
234,803 | Roche Holding AG | 60,510,978 | |
625,113,327 | |||
Semiconductors & Semiconductor Equipment - 3.1% | |||
62,587 | Broadcom, Inc. | 52,658,824 | |
279,235 | NXP Semiconductors NV(1) | 48,148,491 | |
446,840 | QUALCOMM, Inc. | 48,701,092 | |
149,508,407 | |||
Software & Services - 0.8% | |||
507,878 | Amdocs Ltd. | 40,711,501 | |
Technology Hardware & Equipment - 4.3% | |||
2,041,238 | Cisco Systems, Inc. | 106,409,737 | |
1,854,785 | Corning, Inc. | 49,634,046 | |
440,121 | TE Connectivity Ltd. | 51,868,260 | |
207,912,043 | |||
Transportation - 2.0% | |||
430,670 | Canadian National Railway Co. | 45,568,566 | |
349,290 | United Parcel Service, Inc. Class B | 49,337,213 | |
94,905,779 | |||
Utilities - 8.0% | |||
1,012,891 | American Electric Power Co., Inc. | 76,513,786 | |
641,771 | Atmos Energy Corp. | 69,093,066 | |
1,261,047 | Dominion Energy, Inc. | 50,845,415 | |
1,865,099 | Exelon Corp. | 72,626,955 | |
788,582 | NextEra Energy, Inc. | 45,974,331 | |
998,433 | Sempra | 69,920,263 | |
384,973,816 | |||
Total Common Stocks (cost $4,301,393,339) | $ 4,817,603,520 | ||
SHORT-TERM INVESTMENTS - 0.0% | |||
Repurchase Agreements - 0.0% | |||
$ 1,446,545 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $1,446,757; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $1,475,539 | $ 1,446,545 | |
Securities Lending Collateral - 0.0% | |||
886 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26% | 886 | |
2,954 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29% | 2,954 |
47 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.0% - (continued) | |||
Securities Lending Collateral - 0.0% - (continued) | |||
886 | Invesco Government & Agency Portfolio, Institutional Class, 5.28% | $ 886 | |
886 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26% | 886 | |
5,612 | |||
Total Short-Term Investments (cost $1,452,157) | $ 1,452,157 | ||
Total Investments (cost $4,302,845,496) | 99.5% | $ 4,819,055,677 | |
Other Assets and Liabilities | 0.5% | 23,669,313 | |
Total Net Assets | 100.0% | $ 4,842,724,990 |
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. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
† | 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 | $ 360,403,854 | $ 360,403,854 | $ — | $ — | ||||
Capital Goods | 405,877,323 | 355,767,849 | 50,109,474 | — | ||||
Consumer Discretionary Distribution & Retail | 175,939,329 | 175,939,329 | — | — | ||||
Consumer Durables & Apparel | 46,976,431 | 46,976,431 | — | — | ||||
Energy | 479,041,316 | 479,041,316 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 248,099,706 | 248,099,706 | — | — | ||||
Financial Services | 355,338,428 | 355,338,428 | — | — | ||||
Food, Beverage & Tobacco | 378,322,549 | 298,256,575 | 80,065,974 | — | ||||
Health Care Equipment & Services | 234,829,447 | 234,829,447 | — | — | ||||
Household & Personal Products | 135,285,091 | 135,285,091 | — | — | ||||
Insurance | 211,066,401 | 211,066,401 | — | — | ||||
Materials | 283,298,772 | 283,298,772 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 625,113,327 | 564,602,349 | 60,510,978 | — | ||||
Semiconductors & Semiconductor Equipment | 149,508,407 | 149,508,407 | — | — | ||||
Software & Services | 40,711,501 | 40,711,501 | — | — | ||||
Technology Hardware & Equipment | 207,912,043 | 207,912,043 | — | — | ||||
Transportation | 94,905,779 | 94,905,779 | — | — | ||||
Utilities | 384,973,816 | 384,973,816 | — | — | ||||
Short-Term Investments | 1,452,157 | 5,612 | 1,446,545 | — | ||||
Total | $ 4,819,055,677 | $ 4,626,922,706 | $ 192,132,971 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
48 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% | |||
Automobiles & Components - 0.5% | |||
1,149,069 | Rivian Automotive, Inc. Class A* | $ 18,637,899 | |
Capital Goods - 2.2% | |||
298,272 | Airbus SE | 39,991,160 | |
226,855 | Axon Enterprise, Inc.* | 46,389,579 | |
86,380,739 | |||
Commercial & Professional Services - 2.5% | |||
1,193,532 | Copart, Inc.* | 51,942,513 | |
191,839 | Paycom Software, Inc. | 46,994,800 | |
98,937,313 | |||
Consumer Discretionary Distribution & Retail - 9.8% | |||
2,587,052 | Amazon.com, Inc.* | 344,310,751 | |
342,880 | Ross Stores, Inc. | 39,763,793 | |
171,581 | Tory Burch LLC*(1)(2) | 5,672,467 | |
389,747,011 | |||
Consumer Durables & Apparel - 1.2% | |||
82,430 | Deckers Outdoor Corp.* | 49,215,656 | |
Consumer Services - 1.0% | |||
806,834 | Las Vegas Sands Corp. | 38,292,342 | |
Energy - 1.0% | |||
225,527 | Cheniere Energy, Inc. | 37,532,203 | |
Financial Services - 4.2% | |||
1,333,434 | Block, Inc.* | 53,670,718 | |
1,243,368 | Tradeweb Markets, Inc. Class A | 111,915,554 | |
165,586,272 | |||
Food, Beverage & Tobacco - 1.0% | |||
809,931 | Monster Beverage Corp.* | 41,387,474 | |
Health Care Equipment & Services - 9.7% | |||
255,850 | Align Technology, Inc.* | 47,227,351 | |
673,247 | Dexcom, Inc.* | 59,804,531 | |
233,736 | Insulet Corp.* | 30,986,382 | |
357,659 | Intuitive Surgical, Inc.* | 93,785,343 | |
143,887 | UnitedHealth Group, Inc. | 77,060,122 | |
408,107 | Veeva Systems, Inc. Class A* | 78,646,300 | |
387,510,029 | |||
Household & Personal Products - 0.9% | |||
396,715 | elf Beauty, Inc.* | 36,747,710 | |
Materials - 1.0% | |||
204,653 | Vulcan Materials Co. | 40,212,268 | |
Media & Entertainment - 17.8% | |||
2,451,908 | Alphabet, Inc. Class A* | 304,232,745 | |
726,690 | Liberty Media Corp.-Liberty Formula One Class C* | 47,009,576 | |
635,951 | Meta Platforms, Inc. Class A* | 191,592,958 | |
282,479 | Netflix, Inc.* | 116,293,779 | |
301,565 | Spotify Technology SA* | 49,685,849 | |
708,814,907 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.0% | |||
312,344 | Eli Lilly & Co. | 173,016,712 | |
891,492 | Exact Sciences Corp.* | 54,906,992 | |
150,020 | United Therapeutics Corp.* | 33,433,457 | |
160,694 | Vertex Pharmaceuticals, Inc.* | 58,188,905 | |
319,546,066 | |||
Real Estate Management & Development - 1.5% | |||
800,341 | CoStar Group, Inc.* | 58,753,033 | |
Semiconductors & Semiconductor Equipment - 11.9% | |||
717,097 | ARM Holdings PLC ADR*(3) | 35,345,711 | |
179,741 | Broadcom, Inc. | 151,228,685 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 95.8% - (continued) | |||
Semiconductors & Semiconductor Equipment - 11.9% - (continued) | |||
603,028 | Micron Technology, Inc. | $ 40,324,482 | |
606,363 | NVIDIA Corp. | 247,274,832 | |
474,173,710 | |||
Software & Services - 17.8% | |||
547,695 | Microsoft Corp. | 185,181,156 | |
877,134 | Oracle Corp. | 90,695,656 | |
20,599 | Rubicon Earnout Shares*(1)(2) | 1,710 | |
274,647 | Rubicon Technologies, Inc.*(3) | 455,914 | |
2,197,165 | Rubicon TRA Placeholder*(1)(2) | 263,660 | |
542,998 | Salesforce, Inc.* | 109,050,288 | |
163,950 | ServiceNow, Inc.* | 95,394,308 | |
1,349,238 | Shopify, Inc. Class A* | 63,670,541 | |
346,525 | Snowflake, Inc. Class A* | 50,291,173 | |
532,485 | Workday, Inc. Class A* | 112,732,399 | |
707,736,805 | |||
Technology Hardware & Equipment - 1.3% | |||
2,042,728 | Flex Ltd.* | 52,538,964 | |
Transportation - 2.5% | |||
170,753 | FedEx Corp. | 40,997,795 | |
1,314,020 | Uber Technologies, Inc.* | 56,870,786 | |
97,868,581 | |||
Total Common Stocks (cost $3,349,218,496) | $ 3,809,618,982 | ||
CONVERTIBLE PREFERRED STOCKS - 0.4% | |||
Software & Services - 0.4% | |||
5,668,755 | Essence Group Holdings Corp. Series 3*(1)(2)(4) | $ 8,729,883 | |
743,470 | Lookout, Inc. Series F*(1)(2)(4) | 6,661,491 | |
Total Convertible Preferred Stocks (cost $17,456,734) | $ 15,391,374 | ||
EXCHANGE-TRADED FUNDS - 1.7% | |||
Other Investment Pools & Funds - 1.7% | |||
270,058 | iShares Russell 1000 Growth ETF | $ 70,784,903 | |
Total Exchange-Traded Funds (cost $70,728,220) | $ 70,784,903 | ||
Total Long-Term Investments (cost $3,437,403,450) | $ 3,895,795,259 | ||
SHORT-TERM INVESTMENTS - 1.3% | |||
Repurchase Agreements - 0.4% | |||
$ 17,473,927 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $17,476,490; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $17,823,463 | $ 17,473,927 | |
Securities Lending Collateral - 0.9% | |||
5,272,824 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(5) | 5,272,824 | |
17,576,080 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(5) | 17,576,080 |
49 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 1.3% - (continued) | |||
Securities Lending Collateral - 0.9% - (continued) | |||
5,272,824 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | $ 5,272,824 | |
5,272,824 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(5) | 5,272,824 | |
33,394,552 | |||
Total Short-Term Investments (cost $50,868,479) | $ 50,868,479 | ||
Total Investments (cost $3,488,271,929) | 99.2% | $ 3,946,663,738 | |
Other Assets and Liabilities | 0.8% | 30,660,479 | |
Total Net Assets | 100.0% | $ 3,977,324,217 |
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) | 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 $21,329,211 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 | 5,668,755 | $ 8,964,002 | $ 8,729,883 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 743,470 | 8,492,732 | 6,661,491 | ||||
09/2015 | Rubicon Earnout Shares | 20,599 | — | 1,710 | ||||
09/2015 | Rubicon TRA Placeholder | 2,197,165 | — | 263,660 | ||||
11/2013 | Tory Burch LLC | 171,581 | 13,447,917 | 5,672,467 | ||||
$ 30,904,651 | $ 21,329,211 |
(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) | Currently no rate available. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
50 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 18,637,899 | $ 18,637,899 | $ — | $ — | ||||
Capital Goods | 86,380,739 | 46,389,579 | 39,991,160 | — | ||||
Commercial & Professional Services | 98,937,313 | 98,937,313 | — | — | ||||
Consumer Discretionary Distribution & Retail | 389,747,011 | 384,074,544 | — | 5,672,467 | ||||
Consumer Durables & Apparel | 49,215,656 | 49,215,656 | — | — | ||||
Consumer Services | 38,292,342 | 38,292,342 | — | — | ||||
Energy | 37,532,203 | 37,532,203 | — | — | ||||
Financial Services | 165,586,272 | 165,586,272 | — | — | ||||
Food, Beverage & Tobacco | 41,387,474 | 41,387,474 | — | — | ||||
Health Care Equipment & Services | 387,510,029 | 387,510,029 | — | — | ||||
Household & Personal Products | 36,747,710 | 36,747,710 | — | — | ||||
Materials | 40,212,268 | 40,212,268 | — | — | ||||
Media & Entertainment | 708,814,907 | 708,814,907 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 319,546,066 | 319,546,066 | — | — | ||||
Real Estate Management & Development | 58,753,033 | 58,753,033 | — | — | ||||
Semiconductors & Semiconductor Equipment | 474,173,710 | 474,173,710 | — | — | ||||
Software & Services | 707,736,805 | 707,471,435 | — | 265,370 | ||||
Technology Hardware & Equipment | 52,538,964 | 52,538,964 | — | — | ||||
Transportation | 97,868,581 | 97,868,581 | — | — | ||||
Convertible Preferred Stocks | 15,391,374 | — | — | 15,391,374 | ||||
Exchange-Traded Funds | 70,784,903 | 70,784,903 | — | — | ||||
Short-Term Investments | 50,868,479 | 33,394,552 | 17,473,927 | — | ||||
Total | $ 3,946,663,738 | $ 3,867,869,440 | $ 57,465,087 | $ 21,329,211 |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
51 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% | |||
Biotechnology - 16.5% | |||
250,653 | Abcam PLC ADR* | $ 5,744,967 | |
191,937 | Alkermes PLC* | 4,642,956 | |
36,496 | Alnylam Pharmaceuticals, Inc.* | 5,540,093 | |
87,270 | Apellis Pharmaceuticals, Inc.* | 4,246,558 | |
17,294 | Argenx SE ADR* | 8,120,743 | |
59,818 | Ascendis Pharma AS ADR* | 5,342,345 | |
48,729 | Biogen, Inc.* | 11,575,087 | |
46,916 | Blueprint Medicines Corp.* | 2,761,476 | |
102,660 | Bridgebio Pharma, Inc.* | 2,673,266 | |
106,154 | Celldex Therapeutics, Inc.* | 2,496,742 | |
112,596 | Crinetics Pharmaceuticals, Inc.* | 3,297,937 | |
119,939 | Cytokinetics, Inc.* | 4,181,073 | |
85,220 | Exact Sciences Corp.* | 5,248,700 | |
15,359 | Genmab AS* | 4,341,726 | |
123,535 | Genus PLC | 3,213,490 | |
67,433 | Gilead Sciences, Inc. | 5,296,188 | |
68,484 | Immunocore Holdings PLC ADR* | 3,040,690 | |
228,391 | ImmunoGen, Inc.* | 3,393,890 | |
19,716 | Karuna Therapeutics, Inc.* | 3,284,883 | |
115,928 | Merus NV* | 2,331,312 | |
35,588 | Moderna, Inc.* | 2,703,264 | |
59,800 | Morphic Holding, Inc.* | 1,193,010 | |
36,392 | Prothena Corp. PLC* | 1,326,852 | |
89,179 | PTC Therapeutics, Inc.* | 1,672,106 | |
15,166 | Regeneron Pharmaceuticals, Inc.* | 11,827,812 | |
159,846 | Revolution Medicines, Inc.* | 3,164,951 | |
214,123 | Roivant Sciences Ltd.* | 1,850,023 | |
108,654 | Sage Therapeutics, Inc.* | 2,035,089 | |
34,109 | Sarepta Therapeutics, Inc.* | 2,295,877 | |
16,932 | Seagen, Inc.* | 3,603,299 | |
238,000 | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd.* | 2,536,146 | |
131,550 | Syndax Pharmaceuticals, Inc.* | 1,852,224 | |
61,105 | Ultragenyx Pharmaceutical, Inc.* | 2,163,117 | |
36,090 | United Therapeutics Corp.* | 8,043,017 | |
62,895 | Vaxcyte, Inc.* | 3,025,249 | |
170,094 | Veracyte, Inc.* | 3,524,348 | |
78,607 | Vertex Pharmaceuticals, Inc.* | 28,464,381 | |
67,435 | Xenon Pharmaceuticals, Inc.* | 2,090,485 | |
89,515 | Zai Lab Ltd. ADR*(1) | 2,255,778 | |
176,401,150 | |||
Environmental & Facilities Services - 0.4% | |||
66,280 | Veralto Corp.* | 4,573,320 | |
Health Care Distributors - 1.8% | |||
106,106 | Cencora, Inc. | 19,645,526 | |
Health Care Equipment - 14.6% | |||
192,014 | Abbott Laboratories | 18,154,924 | |
41,208 | Becton Dickinson & Co. | 10,416,558 | |
541,084 | Boston Scientific Corp.* | 27,698,090 | |
162,180 | Dexcom, Inc.* | 14,406,449 | |
48,924 | DiaSorin SpA | 4,384,684 | |
263,495 | Edwards Lifesciences Corp.* | 16,789,902 | |
132,183 | Hologic, Inc.* | 8,746,549 | |
84,452 | Inari Medical, Inc.* | 5,127,081 | |
10,200 | Inspire Medical Systems, Inc.* | 1,501,032 | |
53,170 | Insulet Corp.* | 7,048,747 | |
38,846 | QuidelOrtho Corp.* | 2,372,714 | |
31,909 | Shockwave Medical, Inc.* | 6,581,550 | |
64,820 | Smith & Nephew PLC | 725,408 | |
103,727 | Stryker Corp. | 28,029,110 | |
27,292 | Teleflex, Inc. | 5,042,197 | |
157,024,995 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.4% - (continued) | |||
Health Care Facilities - 4.5% | |||
130,103 | Acadia Healthcare Co., Inc.* | $ 9,563,871 | |
154,026 | Encompass Health Corp. | 9,635,867 | |
105,542 | HCA Healthcare, Inc. | 23,867,268 | |
203,216 | Surgery Partners, Inc.* | 4,700,386 | |
47,767,392 | |||
Health Care Services - 3.3% | |||
68,977 | Addus HomeCare Corp.* | 5,442,285 | |
381,802 | agilon health, Inc.*(1) | 6,872,436 | |
62,956 | Guardant Health, Inc.* | 1,629,301 | |
55,753 | Laboratory Corp. of America Holdings | 11,135,547 | |
191,260 | Option Care Health, Inc.* | 5,303,640 | |
240,442 | Privia Health Group, Inc.* | 5,054,091 | |
35,437,300 | |||
Life Sciences Tools & Services - 11.4% | |||
137,653 | Agilent Technologies, Inc. | 14,229,191 | |
212,510 | Avantor, Inc.* | 3,704,049 | |
58,568 | Bio-Techne Corp. | 3,199,570 | |
197,175 | Danaher Corp. | 37,861,543 | |
61,750 | ICON PLC* | 15,064,530 | |
80,461 | Illumina, Inc.* | 8,804,043 | |
42,140 | Repligen Corp.* | 5,670,358 | |
11,661 | Tecan Group AG | 3,356,040 | |
53,160 | Thermo Fisher Scientific, Inc. | 23,643,973 | |
27,356 | Waters Corp.* | 6,525,227 | |
122,058,524 | |||
Managed Health Care - 16.3% | |||
384,867 | Centene Corp.* | 26,548,126 | |
2,966,075 | Hapvida Participacoes e Investimentos SA*(2) | 2,170,837 | |
63,174 | Humana, Inc. | 33,083,592 | |
62,538 | Molina Healthcare, Inc.* | 20,822,027 | |
172,661 | UnitedHealth Group, Inc. | 92,470,325 | |
175,094,907 | |||
Pharmaceuticals - 30.6% | |||
206,734 | Aclaris Therapeutics, Inc.* | 1,029,535 | |
335,322 | AstraZeneca PLC ADR | 21,202,410 | |
163,310 | Bristol-Myers Squibb Co. | 8,415,364 | |
329,700 | Chugai Pharmaceutical Co. Ltd. | 9,777,770 | |
525,325 | Daiichi Sankyo Co. Ltd. | 13,545,081 | |
182,795 | Eisai Co. Ltd. | 9,684,172 | |
499,573 | Elanco Animal Health, Inc.* | 4,401,238 | |
173,153 | Eli Lilly & Co. | 95,914,641 | |
369,773 | GSK PLC | 6,591,855 | |
604,676 | Merck & Co., Inc. | 62,100,225 | |
88,118 | Novartis AG | 8,249,568 | |
78,700 | Otsuka Holdings Co. Ltd. | 2,647,936 | |
1,369,250 | Pfizer, Inc. | 41,844,280 | |
17,699 | Sandoz Group AG* | 460,156 | |
67,015 | Structure Therapeutics, Inc. ADR* | 4,979,215 | |
107,159 | UCB SA | 7,837,609 | |
210,948 | Verona Pharma PLC ADR* | 2,942,725 | |
168,861 | Zoetis, Inc. | 26,511,177 | |
328,134,957 | |||
Total Common Stocks (cost $893,243,029) | $ 1,066,138,071 |
52 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
RIGHTS - 0.0% | |||
Health Care Equipment - 0.0% | |||
7,416 | Abiomed, Inc. CVR*(3)(4) | $ 7,564 | |
Total Rights (cost $7,564) | $ 7,564 | ||
Total Long-Term Investments (cost $893,250,593) | $ 1,066,145,635 | ||
SHORT-TERM INVESTMENTS - 0.3% | |||
Repurchase Agreements - 0.1% | |||
$ 1,384,347 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $1,384,550; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $1,412,051 | $ 1,384,347 | |
Securities Lending Collateral - 0.2% | |||
238,693 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(5) | 238,693 | |
795,645 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(5) | 795,645 | |
238,694 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(5) | 238,694 | |
238,694 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(5) | 238,694 | |
1,511,726 | |||
Total Short-Term Investments (cost $2,896,073) | $ 2,896,073 | ||
Total Investments (cost $896,146,666) | 99.7% | $ 1,069,041,708 | |
Other Assets and Liabilities | 0.3% | 3,286,206 | |
Total Net Assets | 100.0% | $ 1,072,327,914 |
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, 2023, the aggregate value of this security was $2,170,837, representing 0.2% of net assets. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no expiration date available. |
(5) | 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 | $ 176,401,150 | $ 166,309,788 | $ 10,091,362 | $ — | ||||
Environmental & Facilities Services | 4,573,320 | 4,573,320 | — | — | ||||
Health Care Distributors | 19,645,526 | 19,645,526 | — | — | ||||
Health Care Equipment | 157,024,995 | 151,914,903 | 5,110,092 | — | ||||
Health Care Facilities | 47,767,392 | 47,767,392 | — | — | ||||
Health Care Services | 35,437,300 | 35,437,300 | — | — | ||||
Life Sciences Tools & Services | 122,058,524 | 118,702,484 | 3,356,040 | — | ||||
Managed Health Care | 175,094,907 | 175,094,907 | — | — | ||||
Pharmaceuticals | 328,134,957 | 269,800,966 | 58,333,991 | — | ||||
Rights | 7,564 | — | — | 7,564 | ||||
Short-Term Investments | 2,896,073 | 1,511,726 | 1,384,347 | — | ||||
Total | $ 1,069,041,708 | $ 990,758,312 | $ 78,275,832 | $ 7,564 |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
53 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% | |||
Automobiles & Components - 1.6% | |||
724,598 | BorgWarner, Inc. | $ 26,737,666 | |
540,133 | Visteon Corp.* | 62,185,512 | |
88,923,178 | |||
Banks - 0.5% | |||
242,642 | M&T Bank Corp. | 27,357,885 | |
Capital Goods - 13.1% | |||
449,596 | Axon Enterprise, Inc.* | 91,937,886 | |
462,606 | Builders FirstSource, Inc.* | 50,202,003 | |
959,514 | Fortive Corp. | 62,637,074 | |
966,100 | Graco, Inc. | 71,829,535 | |
341,721 | IDEX Corp. | 65,408,817 | |
997,290 | Ingersoll Rand, Inc. | 60,515,557 | |
289,679 | Lennox International, Inc. | 107,337,657 | |
324,918 | Lincoln Electric Holdings, Inc. | 56,795,666 | |
239,779 | Middleby Corp.* | 27,063,856 | |
189,278 | Watsco, Inc. | 66,037,201 | |
741,549 | Westinghouse Air Brake Technologies Corp. | 78,619,025 | |
738,384,277 | |||
Commercial & Professional Services - 3.3% | |||
995,269 | Ceridian HCM Holding, Inc.* | 63,707,169 | |
2,299,091 | Genpact Ltd. | 77,111,512 | |
475,661 | Robert Half, Inc. | 35,565,173 | |
276,825 | TransUnion | 12,147,081 | |
188,530,935 | |||
Consumer Discretionary Distribution & Retail - 2.3% | |||
1,027,144 | CarMax, Inc.* | 62,748,227 | |
1,738,428 | Chewy, Inc. Class A* | 33,603,813 | |
240,570 | Floor & Decor Holdings, Inc. Class A* | 19,822,968 | |
488,302 | Valvoline, Inc. | 14,487,921 | |
130,662,929 | |||
Consumer Durables & Apparel - 4.0% | |||
147,808 | Deckers Outdoor Corp.* | 88,250,244 | |
21,701 | NVR, Inc.* | 117,459,267 | |
459,665 | YETI Holdings, Inc.* | 19,544,956 | |
225,254,467 | |||
Consumer Services - 3.8% | |||
631,505 | Choice Hotels International, Inc. | 69,781,303 | |
3,141,876 | DraftKings, Inc. Class A* | 86,778,615 | |
560,762 | Hyatt Hotels Corp. Class A | 57,444,459 | |
214,004,377 | |||
Consumer Staples Distribution & Retail - 0.8% | |||
669,746 | BJ's Wholesale Club Holdings, Inc.* | 45,623,097 | |
Energy - 5.8% | |||
2,162,697 | Coterra Energy, Inc. | 59,474,167 | |
3,094,999 | Marathon Oil Corp. | 84,524,423 | |
1,577,740 | Ovintiv, Inc. | 75,731,520 | |
1,302,973 | Targa Resources Corp. | 108,941,573 | |
328,671,683 | |||
Equity Real Estate Investment Trusts (REITs) - 0.8% | |||
256,871 | Lamar Advertising Co. Class A, REIT | 21,132,777 | |
523,371 | Rexford Industrial Realty, Inc. REIT | 22,630,562 | |
43,763,339 | |||
Financial Services - 8.1% | |||
212,878 | Credit Acceptance Corp.*(1) | 85,668,494 | |
464,456 | Hamilton Lane, Inc. Class A | 39,070,039 | |
3,705,769 | Nuvei Corp.(2) | 51,473,131 | |
1,962,066 | Shift4 Payments, Inc. Class A* | 87,351,178 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Financial Services - 8.1% - (continued) | |||
952,680 | Tradeweb Markets, Inc. Class A | $ 85,750,727 | |
655,417 | WEX, Inc.* | 109,113,822 | |
458,427,391 | |||
Food, Beverage & Tobacco - 0.9% | |||
609,649 | Post Holdings, Inc.* | 48,942,622 | |
Health Care Equipment & Services - 8.6% | |||
696,179 | Acadia Healthcare Co., Inc.* | 51,176,118 | |
4,635,961 | agilon health, Inc.*(1) | 83,447,298 | |
1,875,608 | Inari Medical, Inc.* | 113,868,162 | |
207,748 | Molina Healthcare, Inc.* | 69,169,697 | |
370,731 | Shockwave Medical, Inc.* | 76,466,976 | |
470,300 | Veeva Systems, Inc. Class A* | 90,631,513 | |
484,759,764 | |||
Insurance - 2.9% | |||
78,061 | Markel Group, Inc.* | 114,790,261 | |
426,828 | W R Berkley Corp. | 28,776,744 | |
15,589 | White Mountains Insurance Group Ltd. | 22,303,962 | |
165,870,967 | |||
Materials - 2.6% | |||
529,620 | Ball Corp. | 25,501,203 | |
237,884 | Celanese Corp. Class A | 27,240,097 | |
1,847,312 | Element Solutions, Inc. | 33,676,498 | |
1,394,805 | Graphic Packaging Holding Co. | 30,002,255 | |
842,147 | Silgan Holdings, Inc. | 33,736,409 | |
150,156,462 | |||
Media & Entertainment - 1.6% | |||
80,697 | Cable One, Inc. | 44,372,859 | |
704,213 | Pinterest, Inc. Class A* | 21,041,885 | |
399,462 | Roku, Inc.* | 23,795,951 | |
89,210,695 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 14.3% | |||
316,117 | Alnylam Pharmaceuticals, Inc.* | 47,986,561 | |
2,176,420 | Apellis Pharmaceuticals, Inc.* | 105,904,597 | |
1,026,915 | Bio-Techne Corp. | 56,100,366 | |
1,483,366 | Exact Sciences Corp.* | 91,360,512 | |
288,149 | ICON PLC* | 70,296,830 | |
597,523 | Jazz Pharmaceuticals PLC* | 75,897,372 | |
7,138 | Mettler-Toledo International, Inc.* | 7,032,358 | |
662,130 | Neurocrine Biosciences, Inc.* | 73,456,702 | |
2,295,135 | PTC Therapeutics, Inc.* | 43,033,781 | |
414,853 | Repligen Corp.* | 55,822,620 | |
652,646 | Sarepta Therapeutics, Inc.* | 43,929,602 | |
1,520,523 | Ultragenyx Pharmaceutical, Inc.* | 53,826,514 | |
380,340 | United Therapeutics Corp.* | 84,762,572 | |
809,410,387 | |||
Semiconductors & Semiconductor Equipment - 3.9% | |||
320,593 | First Solar, Inc.* | 45,668,473 | |
168,897 | Lattice Semiconductor Corp.* | 9,392,362 | |
610,271 | MKS Instruments, Inc. | 40,070,394 | |
134,836 | Monolithic Power Systems, Inc. | 59,562,454 | |
199,510 | Onto Innovation, Inc.* | 22,418,939 | |
370,405 | Rambus, Inc.* | 20,124,104 | |
258,926 | Silicon Laboratories, Inc.* | 23,867,799 | |
221,104,525 | |||
Software & Services - 13.6% | |||
265,977 | ANSYS, Inc.* | 74,010,760 | |
107,862 | CyberArk Software Ltd.* | 17,650,538 | |
1,178,693 | Datadog, Inc. Class A* | 96,028,119 | |
2,223,273 | Dynatrace, Inc.* | 99,402,536 | |
119,589 | Fair Isaac Corp.* | 101,156,747 |
54 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 100.0% - (continued) | |||
Software & Services - 13.6% - (continued) | |||
223,480 | HubSpot, Inc.* | $ 94,704,120 | |
3,486,312 | Informatica, Inc. Class A* | 66,867,464 | |
303,222 | MongoDB, Inc.* | 104,487,269 | |
142,314 | PTC, Inc.* | 19,983,732 | |
149,419 | Splunk, Inc.* | 21,988,500 | |
362,167 | VeriSign, Inc.* | 72,310,263 | |
768,590,048 | |||
Technology Hardware & Equipment - 1.9% | |||
241,009 | CDW Corp. | 48,298,203 | |
194,851 | F5, Inc.* | 29,537,463 | |
1,086,965 | Flex Ltd.* | 27,956,740 | |
105,792,406 | |||
Transportation - 4.7% | |||
740,438 | Expeditors International of Washington, Inc. | 80,892,851 | |
387,000 | JB Hunt Transport Services, Inc. | 66,513,690 | |
1,099,985 | Knight-Swift Transportation Holdings, Inc. | 53,778,267 | |
1,343,723 | U-Haul Holding Co. | 63,437,163 | |
264,621,971 | |||
Utilities - 0.9% | |||
255,904 | Atmos Energy Corp. | 27,550,625 | |
990,166 | NiSource, Inc. | 24,912,576 | |
52,463,201 | |||
Total Common Stocks (cost $4,992,805,886) | $ 5,650,526,606 | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Repurchase Agreements - 0.0% | |||
$ 1,095,378 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $1,095,539; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $1,117,288 | $ 1,095,378 | |
Securities Lending Collateral - 0.1% | |||
553,785 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(3) | 553,785 | |
1,845,950 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(3) | 1,845,950 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% - (continued) | |||
Securities Lending Collateral - 0.1% - (continued) | |||
553,785 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(3) | $ 553,785 | |
553,785 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(3) | 553,785 | |
3,507,305 | |||
Total Short-Term Investments (cost $4,602,683) | $ 4,602,683 | ||
Total Investments (cost $4,997,408,569) | 100.1% | $ 5,655,129,289 | |
Other Assets and Liabilities | (0.1)% | (4,681,728) | |
Total Net Assets | 100.0% | $ 5,650,447,561 |
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) | Affiliated Issuer. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
55 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 88,923,178 | $ 88,923,178 | $ — | $ — | ||||
Banks | 27,357,885 | 27,357,885 | — | — | ||||
Capital Goods | 738,384,277 | 738,384,277 | — | — | ||||
Commercial & Professional Services | 188,530,935 | 188,530,935 | — | — | ||||
Consumer Discretionary Distribution & Retail | 130,662,929 | 130,662,929 | — | — | ||||
Consumer Durables & Apparel | 225,254,467 | 225,254,467 | — | — | ||||
Consumer Services | 214,004,377 | 214,004,377 | — | — | ||||
Consumer Staples Distribution & Retail | 45,623,097 | 45,623,097 | — | — | ||||
Energy | 328,671,683 | 328,671,683 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 43,763,339 | 43,763,339 | — | — | ||||
Financial Services | 458,427,391 | 458,427,391 | — | — | ||||
Food, Beverage & Tobacco | 48,942,622 | 48,942,622 | — | — | ||||
Health Care Equipment & Services | 484,759,764 | 484,759,764 | — | — | ||||
Insurance | 165,870,967 | 165,870,967 | — | — | ||||
Materials | 150,156,462 | 150,156,462 | — | — | ||||
Media & Entertainment | 89,210,695 | 89,210,695 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 809,410,387 | 809,410,387 | — | — | ||||
Semiconductors & Semiconductor Equipment | 221,104,525 | 221,104,525 | — | — | ||||
Software & Services | 768,590,048 | 768,590,048 | — | — | ||||
Technology Hardware & Equipment | 105,792,406 | 105,792,406 | — | — | ||||
Transportation | 264,621,971 | 264,621,971 | — | — | ||||
Utilities | 52,463,201 | 52,463,201 | — | — | ||||
Short-Term Investments | 4,602,683 | 3,507,305 | 1,095,378 | — | ||||
Total | $ 5,655,129,289 | $ 5,654,033,911 | $ 1,095,378 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
56 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% | |||
Automobiles & Components - 3.6% | |||
545,895 | Gentex Corp. | $ 15,656,269 | |
700,127 | Goodyear Tire & Rubber Co.* | 8,331,511 | |
63,202 | Visteon Corp.* | 7,276,446 | |
31,264,226 | |||
Banks - 7.9% | |||
415,706 | Cadence Bank | 8,804,653 | |
204,841 | M&T Bank Corp. | 23,095,823 | |
1,950,581 | New York Community Bancorp, Inc. | 18,491,508 | |
151,105 | SouthState Corp. | 9,988,041 | |
348,331 | Synovus Financial Corp. | 9,080,989 | |
69,461,014 | |||
Capital Goods - 11.8% | |||
265,296 | AerCap Holdings NV* | 16,480,188 | |
91,428 | Builders FirstSource, Inc.* | 9,921,767 | |
53,814 | Curtiss-Wright Corp. | 10,698,761 | |
227,034 | Fortune Brands Innovations, Inc. | 12,668,497 | |
204,545 | Howmet Aerospace, Inc. | 9,020,435 | |
87,523 | John Bean Technologies Corp. | 9,104,142 | |
35,253 | L3Harris Technologies, Inc. | 6,324,741 | |
130,768 | Middleby Corp.* | 14,759,784 | |
143,568 | Westinghouse Air Brake Technologies Corp. | 15,221,079 | |
104,199,394 | |||
Commercial & Professional Services - 1.7% | |||
147,462 | Leidos Holdings, Inc. | 14,616,434 | |
Consumer Discretionary Distribution & Retail - 1.0% | |||
79,070 | Ross Stores, Inc. | 9,169,748 | |
Consumer Durables & Apparel - 2.6% | |||
85,812 | Lennar Corp. Class A | 9,154,424 | |
427,678 | Steven Madden Ltd. | 14,023,562 | |
23,177,986 | |||
Consumer Services - 3.2% | |||
321,099 | International Game Technology PLC | 8,162,337 | |
88,101 | Planet Fitness, Inc. Class A* | 4,869,342 | |
211,536 | Wyndham Hotels & Resorts, Inc. | 15,315,206 | |
28,346,885 | |||
Consumer Staples Distribution & Retail - 4.0% | |||
156,715 | Dollar Tree, Inc.* | 17,409,469 | |
459,907 | U.S. Foods Holding Corp.* | 17,908,779 | |
35,318,248 | |||
Energy - 7.1% | |||
631,134 | Cenovus Energy, Inc. | 12,042,037 | |
600,595 | Coterra Energy, Inc. | 16,516,363 | |
118,964 | Diamondback Energy, Inc. | 19,072,308 | |
532,233 | Marathon Oil Corp. | 14,535,283 | |
62,165,991 | |||
Equity Real Estate Investment Trusts (REITs) - 7.6% | |||
478,845 | Essential Properties Realty Trust, Inc. REIT | 10,510,648 | |
328,260 | Gaming & Leisure Properties, Inc. REIT | 14,899,721 | |
875,747 | Kimco Realty Corp. REIT | 15,710,901 | |
240,339 | UDR, Inc. REIT | 7,645,184 | |
216,248 | Welltower, Inc. REIT | 18,080,495 | |
66,846,949 | |||
Financial Services - 3.2% | |||
89,429 | Ares Management Corp. Class A | 8,816,805 | |
20,692 | FleetCor Technologies, Inc.* | 4,659,218 | |
223,838 | Voya Financial, Inc. | 14,945,663 | |
28,421,686 | |||
Food, Beverage & Tobacco - 1.4% | |||
261,015 | Tyson Foods, Inc. Class A | 12,098,045 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Health Care Equipment & Services - 9.1% | |||
287,771 | Centene Corp.* | $ 19,850,444 | |
330,713 | Dentsply Sirona, Inc. | 10,056,982 | |
127,747 | Encompass Health Corp. | 7,991,852 | |
86,456 | ICU Medical, Inc.* | 8,477,875 | |
341,481 | Integra LifeSciences Holdings Corp.* | 12,279,657 | |
41,727 | Molina Healthcare, Inc.* | 13,893,005 | |
40,783 | Teleflex, Inc. | 7,534,659 | |
80,084,474 | |||
Insurance - 9.4% | |||
3,517,620 | Aegon Ltd. | 16,990,105 | |
147,682 | Allstate Corp. | 18,922,495 | |
64,803 | Arthur J Gallagher & Co. | 15,260,458 | |
39,149 | Everest Group Ltd. | 15,488,127 | |
411,740 | Kemper Corp. | 16,420,191 | |
83,081,376 | |||
Materials - 6.3% | |||
115,001 | Celanese Corp. Class A | 13,168,764 | |
230,264 | FMC Corp. | 12,250,045 | |
469,097 | Huntsman Corp. | 10,944,033 | |
170,020 | Ingevity Corp.* | 6,848,406 | |
49,344 | Reliance Steel & Aluminum Co. | 12,552,127 | |
55,763,375 | |||
Media & Entertainment - 3.5% | |||
422,311 | Cargurus, Inc.* | 7,276,418 | |
107,601 | Electronic Arts, Inc. | 13,319,928 | |
149,743 | Match Group, Inc.* | 5,181,108 | |
349,702 | ZoomInfo Technologies, Inc.* | 4,532,138 | |
30,309,592 | |||
Semiconductors & Semiconductor Equipment - 4.4% | |||
111,458 | Cirrus Logic, Inc.* | 7,459,884 | |
167,415 | MKS Instruments, Inc. | 10,992,469 | |
160,779 | ON Semiconductor Corp.* | 10,071,196 | |
125,807 | Synaptics, Inc.* | 10,525,014 | |
39,048,563 | |||
Technology Hardware & Equipment - 4.3% | |||
82,201 | F5, Inc.* | 12,460,849 | |
523,858 | Flex Ltd.* | 13,473,628 | |
300,699 | Lumentum Holdings, Inc.* | 11,790,408 | |
37,724,885 | |||
Transportation - 1.8% | |||
327,097 | Knight-Swift Transportation Holdings, Inc. | 15,991,772 | |
Utilities - 5.2% | |||
268,209 | Alliant Energy Corp. | 13,085,917 | |
118,147 | Atmos Energy Corp. | 12,719,706 | |
213,230 | Evergy, Inc. | 10,478,122 | |
139,861 | Sempra | 9,794,466 | |
46,078,211 | |||
Total Common Stocks (cost $838,863,692) | $ 873,168,854 |
57 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Repurchase Agreements - 0.1% | |||
$ 439,502 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $439,566; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $448,312 | $ 439,502 | |
Total Short-Term Investments (cost $439,502) | $ 439,502 | ||
Total Investments (cost $839,303,194) | 99.2% | $ 873,608,356 | |
Other Assets and Liabilities | 0.8% | 7,046,960 | |
Total Net Assets | 100.0% | $ 880,655,316 |
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 | $ 31,264,226 | $ 31,264,226 | $ — | $ — | ||||
Banks | 69,461,014 | 69,461,014 | — | — | ||||
Capital Goods | 104,199,394 | 104,199,394 | — | — | ||||
Commercial & Professional Services | 14,616,434 | 14,616,434 | — | — | ||||
Consumer Discretionary Distribution & Retail | 9,169,748 | 9,169,748 | — | — | ||||
Consumer Durables & Apparel | 23,177,986 | 23,177,986 | — | — | ||||
Consumer Services | 28,346,885 | 28,346,885 | — | — | ||||
Consumer Staples Distribution & Retail | 35,318,248 | 35,318,248 | — | — | ||||
Energy | 62,165,991 | 62,165,991 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 66,846,949 | 66,846,949 | — | — | ||||
Financial Services | 28,421,686 | 28,421,686 | — | — | ||||
Food, Beverage & Tobacco | 12,098,045 | 12,098,045 | — | — | ||||
Health Care Equipment & Services | 80,084,474 | 80,084,474 | — | — | ||||
Insurance | 83,081,376 | 83,081,376 | — | — | ||||
Materials | 55,763,375 | 55,763,375 | — | — | ||||
Media & Entertainment | 30,309,592 | 30,309,592 | — | — | ||||
Semiconductors & Semiconductor Equipment | 39,048,563 | 39,048,563 | — | — | ||||
Technology Hardware & Equipment | 37,724,885 | 37,724,885 | — | — | ||||
Transportation | 15,991,772 | 15,991,772 | — | — | ||||
Utilities | 46,078,211 | 46,078,211 | — | — | ||||
Short-Term Investments | 439,502 | — | 439,502 | — | ||||
Total | $ 873,608,356 | $ 873,168,854 | $ 439,502 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
58 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% | |||
Automobiles & Components - 2.7% | |||
51,445 | Fox Factory Holding Corp.* | $ 4,191,224 | |
16,067 | Patrick Industries, Inc. | 1,207,435 | |
40,565 | Visteon Corp.* | 4,670,249 | |
10,068,908 | |||
Banks - 1.1% | |||
66,525 | Synovus Financial Corp. | 1,734,307 | |
38,740 | Triumph Financial, Inc. | 2,411,565 | |
4,145,872 | |||
Capital Goods - 14.6% | |||
37,406 | Ameresco, Inc. Class A* | 978,167 | |
37,587 | Applied Industrial Technologies, Inc. | 5,769,980 | |
108,479 | AZEK Co., Inc.* | 2,842,150 | |
27,950 | Boise Cascade Co. | 2,620,312 | |
29,320 | Chart Industries, Inc.* | 3,407,864 | |
19,856 | Comfort Systems USA, Inc. | 3,610,814 | |
19,536 | Curtiss-Wright Corp. | 3,883,952 | |
121,504 | Fluor Corp.* | 4,044,868 | |
73,602 | FTAI Aviation Ltd. | 2,768,171 | |
15,339 | Herc Holdings, Inc. | 1,638,052 | |
371,444 | Hillman Solutions Corp.* | 2,436,673 | |
24,790 | ITT, Inc. | 2,314,147 | |
43,583 | John Bean Technologies Corp. | 4,533,504 | |
56,752 | Rush Enterprises, Inc. Class A | 2,019,236 | |
183,408 | Shoals Technologies Group, Inc. Class A* | 2,817,147 | |
48,734 | SPX Technologies, Inc.* | 3,904,568 | |
65,052 | WillScot Mobile Mini Holdings Corp.* | 2,563,699 | |
109,475 | Zurn Elkay Water Solutions Corp. Class C | 2,896,708 | |
55,050,012 | |||
Commercial & Professional Services - 6.8% | |||
11,035 | CACI International, Inc. Class A* | 3,583,727 | |
33,661 | Casella Waste Systems, Inc. Class A* | 2,539,722 | |
30,973 | Ceridian HCM Holding, Inc.* | 1,982,582 | |
21,029 | Clean Harbors, Inc.* | 3,231,526 | |
84,339 | ExlService Holdings, Inc.* | 2,202,091 | |
14,573 | Insperity, Inc. | 1,542,406 | |
29,439 | KBR, Inc. | 1,711,878 | |
10,618 | Tetra Tech, Inc. | 1,602,362 | |
20,784 | TriNet Group, Inc.* | 2,135,556 | |
266,824 | Verra Mobility Corp.* | 5,275,111 | |
25,806,961 | |||
Consumer Discretionary Distribution & Retail - 1.0% | |||
16,181 | Burlington Stores, Inc.* | 1,958,387 | |
26,891 | Etsy, Inc.* | 1,675,309 | |
3,633,696 | |||
Consumer Durables & Apparel - 3.3% | |||
39,439 | Century Communities, Inc. | 2,425,499 | |
38,723 | Crocs, Inc.* | 3,458,738 | |
41,975 | SharkNinja, Inc.*(1) | 1,752,876 | |
112,414 | VF Corp. | 1,655,858 | |
79,216 | YETI Holdings, Inc.* | 3,368,264 | |
12,661,235 | |||
Consumer Services - 4.7% | |||
21,785 | Duolingo, Inc.* | 3,181,699 | |
156,821 | European Wax Center, Inc. Class A*(1) | 2,316,246 | |
40,817 | Texas Roadhouse, Inc. | 4,144,558 | |
19,508 | Wingstop, Inc. | 3,565,477 | |
62,626 | Wyndham Hotels & Resorts, Inc. | 4,534,123 | |
17,742,103 | |||
Energy - 5.8% | |||
52,477 | Cactus, Inc. Class A | 2,463,270 | |
23,600 | Chord Energy Corp. | 3,901,552 | |
18,247 | Gulfport Energy Corp.* | 2,255,512 | |
73,714 | Helmerich & Payne, Inc. | 2,916,863 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Energy - 5.8% - (continued) | |||
200,101 | Magnolia Oil & Gas Corp. Class A | $ 4,492,267 | |
73,468 | SM Energy Co. | 2,962,230 | |
31,141 | Weatherford International PLC* | 2,898,916 | |
21,890,610 | |||
Equity Real Estate Investment Trusts (REITs) - 1.7% | |||
110,814 | Phillips Edison & Co., Inc. REIT | 3,912,842 | |
29,196 | Ryman Hospitality Properties, Inc. REIT | 2,499,178 | |
6,412,020 | |||
Financial Services - 4.5% | |||
280,177 | MGIC Investment Corp. | 4,718,181 | |
106,953 | Remitly Global, Inc.* | 2,880,244 | |
27,423 | Shift4 Payments, Inc. Class A* | 1,220,872 | |
47,988 | StepStone Group, Inc. Class A | 1,358,061 | |
64,614 | Stifel Financial Corp. | 3,682,998 | |
19,782 | WEX, Inc.* | 3,293,307 | |
17,153,663 | |||
Food, Beverage & Tobacco - 1.4% | |||
7,477 | Boston Beer Co., Inc. Class A* | 2,496,944 | |
50,016 | Freshpet, Inc.* | 2,870,918 | |
5,367,862 | |||
Health Care Equipment & Services - 9.9% | |||
64,084 | AtriCure, Inc.* | 2,219,870 | |
69,933 | Encompass Health Corp. | 4,375,008 | |
54,578 | Ensign Group, Inc. | 5,272,235 | |
36,947 | Glaukos Corp.* | 2,519,785 | |
47,639 | Haemonetics Corp.* | 4,060,272 | |
61,751 | HealthEquity, Inc.* | 4,426,312 | |
45,931 | Inari Medical, Inc.* | 2,788,471 | |
13,159 | Inspire Medical Systems, Inc.* | 1,936,478 | |
31,153 | iRhythm Technologies, Inc.* | 2,446,134 | |
34,932 | Lantheus Holdings, Inc.* | 2,256,607 | |
10,841 | Novocure Ltd.* | 144,185 | |
73,502 | Owens & Minor, Inc.* | 1,053,284 | |
24,101 | QuidelOrtho Corp.* | 1,472,089 | |
88,119 | RadNet, Inc.* | 2,375,688 | |
37,346,418 | |||
Household & Personal Products - 1.2% | |||
48,281 | elf Beauty, Inc.* | 4,472,269 | |
Insurance - 0.6% | |||
21,615 | Selective Insurance Group, Inc. | 2,250,338 | |
Materials - 3.8% | |||
141,302 | Axalta Coating Systems Ltd.* | 3,706,351 | |
72,518 | Cabot Corp. | 4,820,997 | |
215,342 | Livent Corp.*(1) | 3,141,840 | |
52,825 | Louisiana-Pacific Corp. | 2,708,866 | |
14,378,054 | |||
Media & Entertainment - 1.9% | |||
104,159 | Bumble, Inc. Class A* | 1,399,897 | |
206,184 | Eventbrite, Inc. Class A* | 1,707,203 | |
24,739 | Ziff Davis, Inc.* | 1,495,720 | |
186,477 | ZoomInfo Technologies, Inc.* | 2,416,742 | |
7,019,562 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.4% | |||
161,450 | Aclaris Therapeutics, Inc.* | 804,021 | |
129,107 | Alkermes PLC* | 3,123,098 | |
21,469 | Apogee Therapeutics, Inc.* | 368,837 | |
53,175 | Blueprint Medicines Corp.* | 3,129,881 | |
60,128 | Celldex Therapeutics, Inc.* | 1,414,211 | |
80,432 | Crinetics Pharmaceuticals, Inc.* | 2,355,853 | |
162,870 | Cytek Biosciences, Inc.* | 685,683 | |
59,245 | Cytokinetics, Inc.* | 2,065,281 | |
75,051 | Denali Therapeutics, Inc.* | 1,413,210 |
59 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 97.5% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.4% - (continued) | |||
524,484 | Geron Corp.* | $ 996,520 | |
101,683 | ImmunoGen, Inc.* | 1,511,009 | |
23,966 | Intellia Therapeutics, Inc.* | 600,348 | |
60,328 | Intra-Cellular Therapies, Inc.* | 3,001,921 | |
26,675 | Ionis Pharmaceuticals, Inc.* | 1,180,902 | |
39,305 | Kymera Therapeutics, Inc.* | 458,689 | |
16,918 | MoonLake Immunotherapeutics*(1) | 876,522 | |
37,492 | Morphic Holding, Inc.* | 747,965 | |
28,823 | Nuvalent, Inc. Class A* | 1,501,390 | |
30,854 | Prothena Corp. PLC* | 1,124,937 | |
36,269 | RayzeBio, Inc.* | 703,619 | |
91,514 | Revance Therapeutics, Inc.* | 722,045 | |
81,116 | Revolution Medicines, Inc.* | 1,606,097 | |
24,800 | Rocket Pharmaceuticals, Inc.* | 448,880 | |
34,239 | Sage Therapeutics, Inc.* | 641,296 | |
14,626 | Structure Therapeutics, Inc. ADR* | 1,086,712 | |
31,614 | Ultragenyx Pharmaceutical, Inc.* | 1,119,136 | |
62,697 | Vaxcyte, Inc.* | 3,015,726 | |
76,885 | Ventyx Biosciences, Inc.* | 1,108,682 | |
63,430 | Veracyte, Inc.* | 1,314,270 | |
39,126,741 | |||
Semiconductors & Semiconductor Equipment - 4.5% | |||
17,067 | Axcelis Technologies, Inc.* | 2,176,043 | |
31,936 | Cirrus Logic, Inc.* | 2,137,476 | |
93,625 | Credo Technology Group Holding Ltd.* | 1,331,348 | |
28,564 | MKS Instruments, Inc. | 1,875,512 | |
28,690 | Onto Innovation, Inc.* | 3,223,895 | |
46,839 | Power Integrations, Inc. | 3,247,348 | |
53,060 | Rambus, Inc.* | 2,882,750 | |
16,874,372 | |||
Software & Services - 12.9% | |||
45,379 | Agilysys, Inc.* | 3,893,065 | |
63,562 | Alarm.com Holdings, Inc.* | 3,249,926 | |
40,635 | Altair Engineering, Inc. Class A* | 2,524,246 | |
48,380 | Blackbaud, Inc.* | 3,164,052 | |
58,303 | Braze, Inc. Class A* | 2,482,542 | |
56,580 | DoubleVerify Holdings, Inc.* | 1,574,621 | |
190,381 | EngageSmart, Inc.* | 4,312,130 | |
27,227 | Five9, Inc.* | 1,575,626 | |
155,033 | Grid Dynamics Holdings, Inc.* | 1,572,035 | |
33,782 | Guidewire Software, Inc.* | 3,044,772 | |
76,006 | Intapp, Inc.* | 2,599,405 | |
23,580 | Perficient, Inc.* | 1,372,120 | |
162,012 | PowerSchool Holdings, Inc. Class A* | 3,227,279 | |
20,351 | Rapid7, Inc.* | 946,118 | |
121,850 | Sprinklr, Inc. Class A* | 1,655,941 | |
63,962 | Sprout Social, Inc. Class A* | 2,768,275 | |
18,192 | SPS Commerce, Inc.* | 2,916,905 | |
120,519 | Squarespace, Inc. Class A* | 3,423,945 | |
26,098 | Workiva, Inc.* | 2,272,875 | |
48,575,878 | |||
Technology Hardware & Equipment - 4.7% | |||
34,552 | Fabrinet * | 5,355,560 | |
31,255 | Insight Enterprises, Inc.* | 4,478,841 | |
9,539 | Littelfuse, Inc. | 2,066,815 | |
27,827 | Novanta, Inc.* | 3,674,834 | |
8,378 | Super Micro Computer, Inc.* | 2,006,280 | |
17,582,330 | |||
Total Common Stocks (cost $346,679,857) | $ 367,558,904 |
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 1.3% | |||
Other Investment Pools & Funds - 1.3% | |||
23,670 | iShares Russell 2000 Growth ETF (1) | $ 4,899,453 | |
Total Exchange-Traded Funds (cost $5,035,197) | $ 4,899,453 | ||
Total Long-Term Investments (cost $351,715,054) | $ 372,458,357 | ||
SHORT-TERM INVESTMENTS - 1.6% | |||
Repurchase Agreements - 0.2% | |||
$ 969,804 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $969,946; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $989,225 | $ 969,804 | |
Securities Lending Collateral - 1.4% | |||
810,253 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(2) | 810,253 | |
2,700,845 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(2) | 2,700,845 | |
810,254 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(2) | 810,254 | |
810,254 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(2) | 810,254 | |
5,131,606 | |||
Total Short-Term Investments (cost $6,101,410) | $ 6,101,410 | ||
Total Investments (cost $357,816,464) | 100.4% | $ 378,559,767 | |
Other Assets and Liabilities | (0.4)% | (1,632,325) | |
Total Net Assets | 100.0% | $ 376,927,442 |
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. |
(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. |
60 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 10,068,908 | $ 10,068,908 | $ — | $ — | ||||
Banks | 4,145,872 | 4,145,872 | — | — | ||||
Capital Goods | 55,050,012 | 55,050,012 | — | — | ||||
Commercial & Professional Services | 25,806,961 | 25,806,961 | — | — | ||||
Consumer Discretionary Distribution & Retail | 3,633,696 | 3,633,696 | — | — | ||||
Consumer Durables & Apparel | 12,661,235 | 12,661,235 | — | — | ||||
Consumer Services | 17,742,103 | 17,742,103 | — | — | ||||
Energy | 21,890,610 | 21,890,610 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 6,412,020 | 6,412,020 | — | — | ||||
Financial Services | 17,153,663 | 17,153,663 | — | — | ||||
Food, Beverage & Tobacco | 5,367,862 | 5,367,862 | — | — | ||||
Health Care Equipment & Services | 37,346,418 | 37,346,418 | — | — | ||||
Household & Personal Products | 4,472,269 | 4,472,269 | — | — | ||||
Insurance | 2,250,338 | 2,250,338 | — | — | ||||
Materials | 14,378,054 | 14,378,054 | — | — | ||||
Media & Entertainment | 7,019,562 | 7,019,562 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 39,126,741 | 39,126,741 | — | — | ||||
Semiconductors & Semiconductor Equipment | 16,874,372 | 16,874,372 | — | — | ||||
Software & Services | 48,575,878 | 48,575,878 | — | — | ||||
Technology Hardware & Equipment | 17,582,330 | 17,582,330 | — | — | ||||
Exchange-Traded Funds | 4,899,453 | 4,899,453 | — | — | ||||
Short-Term Investments | 6,101,410 | 5,131,606 | 969,804 | — | ||||
Total | $ 378,559,767 | $ 377,589,963 | $ 969,804 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
61 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% | |||
Automobiles & Components - 1.7% | |||
65,794 | Phinia, Inc. | $ 1,702,749 | |
Banks - 15.7% | |||
49,523 | Bank OZK | 1,773,418 | |
98,149 | Cadence Bank | 2,078,796 | |
89,636 | Columbia Banking System, Inc. | 1,763,140 | |
96,673 | First Hawaiian, Inc. | 1,733,347 | |
73,497 | First Interstate BancSystem, Inc. Class A | 1,695,576 | |
142,741 | FNB Corp. | 1,525,901 | |
95,686 | Home BancShares, Inc. | 1,956,779 | |
86,442 | Pacific Premier Bancorp, Inc. | 1,642,398 | |
84,644 | Sandy Spring Bancorp, Inc. | 1,730,970 | |
15,900,325 | |||
Capital Goods - 9.0% | |||
49,183 | Air Lease Corp. | 1,703,207 | |
77,392 | Kennametal, Inc. | 1,788,529 | |
18,379 | McGrath RentCorp | 1,848,927 | |
132,909 | REV Group, Inc. | 1,892,624 | |
85,419 | Spirit AeroSystems Holdings, Inc. Class A* | 1,930,470 | |
9,163,757 | |||
Commercial & Professional Services - 5.7% | |||
175,092 | CoreCivic, Inc.* | 2,223,669 | |
2,525 | Deluxe Corp. | 43,051 | |
64,681 | Loomis AB | 1,680,233 | |
77,298 | MillerKnoll, Inc. | 1,816,503 | |
5,763,456 | |||
Consumer Discretionary Distribution & Retail - 3.1% | |||
160,421 | Gap, Inc. | 2,053,389 | |
42,613 | Monro, Inc. | 1,057,654 | |
3,111,043 | |||
Consumer Durables & Apparel - 8.5% | |||
24,687 | Carter's, Inc. | 1,657,979 | |
17,462 | Helen of Troy Ltd.* | 1,716,864 | |
35,487 | Kontoor Brands, Inc. | 1,648,371 | |
56,639 | Steven Madden Ltd. | 1,857,193 | |
32,331 | Sturm Ruger & Co., Inc. | 1,789,521 | |
8,669,928 | |||
Consumer Services - 6.0% | |||
36,944 | Adtalem Global Education, Inc.* | 1,913,699 | |
28,864 | Cracker Barrel Old Country Store, Inc. | 1,915,415 | |
53,886 | H&R Block, Inc. | 2,212,020 | |
6,041,134 | |||
Energy - 5.2% | |||
74,810 | DMC Global, Inc.* | 1,417,649 | |
231,227 | Select Water Solutions, Inc. | 1,720,329 | |
162,836 | Subsea 7 SA ADR | 2,128,267 | |
5,266,245 | |||
Equity Real Estate Investment Trusts (REITs) - 3.0% | |||
114,105 | Pebblebrook Hotel Trust REIT | 1,361,273 | |
326,211 | Piedmont Office Realty Trust, Inc. Class A, REIT | 1,699,559 | |
3,060,832 | |||
Financial Services - 8.9% | |||
51,633 | Bread Financial Holdings, Inc. | 1,395,640 | |
91,622 | Navient Corp. | 1,457,706 | |
76,240 | PRA Group, Inc.* | 938,514 | |
54,295 | PROG Holdings, Inc.* | 1,487,140 | |
84,981 | Radian Group, Inc. | 2,153,419 | |
174,160 | Rithm Capital Corp. REIT | 1,624,913 | |
9,057,332 | |||
Health Care Equipment & Services - 5.6% | |||
32,785 | Globus Medical, Inc. Class A* | 1,498,603 | |
31,144 | Omnicell, Inc.* | 1,106,858 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Health Care Equipment & Services - 5.6% - (continued) | |||
53,792 | Premier, Inc. Class A | $ 1,033,882 | |
152,354 | Veradigm, Inc.* | 2,009,549 | |
5,648,892 | |||
Household & Personal Products - 3.3% | |||
45,569 | Edgewell Personal Care Co. | 1,590,358 | |
57,392 | Energizer Holdings, Inc. | 1,812,439 | |
3,402,797 | |||
Insurance - 6.7% | |||
33,383 | Kemper Corp. | 1,331,314 | |
255,949 | Lancashire Holdings Ltd. | 1,767,009 | |
113,127 | ProAssurance Corp. | 1,923,159 | |
178,738 | SiriusPoint Ltd.* | 1,760,569 | |
6,782,051 | |||
Materials - 2.5% | |||
37,995 | Compass Minerals International, Inc. | 936,197 | |
121,739 | Mativ Holdings, Inc. | 1,594,781 | |
2,530,978 | |||
Media & Entertainment - 1.4% | |||
361,050 | National CineMedia, Inc.*(1) | 1,411,705 | |
Pharmaceuticals, Biotechnology & Life Sciences - 2.9% | |||
49,035 | Halozyme Therapeutics, Inc.* | 1,660,815 | |
44,891 | Pacira BioSciences, Inc.* | 1,268,620 | |
2,929,435 | |||
Semiconductors & Semiconductor Equipment - 3.2% | |||
54,450 | Ichor Holdings Ltd.* | 1,320,957 | |
35,298 | Silicon Motion Technology Corp. ADR* | 1,891,267 | |
3,212,224 | |||
Software & Services - 4.3% | |||
156,384 | Adeia, Inc. | 1,318,317 | |
21,321 | InterDigital, Inc. | 1,604,405 | |
173,781 | Xperi, Inc.* | 1,475,401 | |
4,398,123 | |||
Utilities - 1.9% | |||
34,744 | Spire, Inc. | 1,932,809 | |
Total Common Stocks (cost $103,641,426) | $ 99,985,815 | ||
EXCHANGE-TRADED FUNDS - 0.7% | |||
Other Investment Pools & Funds - 0.7% | |||
5,913 | iShares Russell 2000 Value ETF | $ 753,316 | |
Total Exchange-Traded Funds (cost $759,558) | $ 753,316 | ||
Total Long-Term Investments (cost $104,400,984) | $ 100,739,131 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 185,690 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $185,717; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $189,465 | $ 185,690 | |
Securities Lending Collateral - 0.0% | |||
6,000 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(2) | 6,000 | |
20,000 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(2) | 20,000 |
62 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% - (continued) | |||
Securities Lending Collateral - 0.0% - (continued) | |||
6,000 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(2) | $ 6,000 | |
6,000 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(2) | 6,000 | |
38,000 | |||
Total Short-Term Investments (cost $223,690) | $ 223,690 | ||
Total Investments (cost $104,624,674) | 99.5% | $ 100,962,821 | |
Other Assets and Liabilities | 0.5% | 483,208 | |
Total Net Assets | 100.0% | $ 101,446,029 |
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. |
* | 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 | ||||||||
Automobiles & Components | $ 1,702,749 | $ 1,702,749 | $ — | $ — | ||||
Banks | 15,900,325 | 15,900,325 | — | — | ||||
Capital Goods | 9,163,757 | 9,163,757 | — | — | ||||
Commercial & Professional Services | 5,763,456 | 4,083,223 | 1,680,233 | — | ||||
Consumer Discretionary Distribution & Retail | 3,111,043 | 3,111,043 | — | — | ||||
Consumer Durables & Apparel | 8,669,928 | 8,669,928 | — | — | ||||
Consumer Services | 6,041,134 | 6,041,134 | — | — | ||||
Energy | 5,266,245 | 5,266,245 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 3,060,832 | 3,060,832 | — | — | ||||
Financial Services | 9,057,332 | 9,057,332 | — | — | ||||
Health Care Equipment & Services | 5,648,892 | 5,648,892 | — | — | ||||
Household & Personal Products | 3,402,797 | 3,402,797 | — | — | ||||
Insurance | 6,782,051 | 6,782,051 | — | — | ||||
Materials | 2,530,978 | 2,530,978 | — | — | ||||
Media & Entertainment | 1,411,705 | 1,411,705 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,929,435 | 2,929,435 | — | — | ||||
Semiconductors & Semiconductor Equipment | 3,212,224 | 3,212,224 | — | — | ||||
Software & Services | 4,398,123 | 4,398,123 | — | — | ||||
Utilities | 1,932,809 | 1,932,809 | — | — | ||||
Exchange-Traded Funds | 753,316 | 753,316 | — | — | ||||
Short-Term Investments | 223,690 | 38,000 | 185,690 | — | ||||
Total | $ 100,962,821 | $ 99,096,898 | $ 1,865,923 | $ — |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
63 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% | |||
Automobiles & Components - 1.0% | |||
45,059 | Visteon Corp.* | $ 5,187,643 | |
Banks - 0.9% | |||
229,545 | Cadence Bank | 4,861,763 | |
Capital Goods - 16.0% | |||
25,954 | Acuity Brands, Inc. | 4,203,769 | |
146,437 | Ameresco, Inc. Class A* | 3,829,328 | |
94,344 | Applied Industrial Technologies, Inc. | 14,482,747 | |
339,443 | AZEK Co., Inc.* | 8,893,407 | |
42,387 | Comfort Systems USA, Inc. | 7,708,076 | |
47,941 | Curtiss-Wright Corp. | 9,531,150 | |
359,855 | Fluor Corp.* | 11,979,573 | |
40,701 | Middleby Corp.* | 4,593,922 | |
157,161 | Rush Enterprises, Inc. Class A | 5,591,788 | |
420,195 | Shoals Technologies Group, Inc. Class A* | 6,454,195 | |
335,273 | Zurn Elkay Water Solutions Corp. Class C | 8,871,324 | |
86,139,279 | |||
Commercial & Professional Services - 7.3% | |||
211,530 | Aris Water Solutions, Inc. Class A | 1,766,276 | |
82,874 | Casella Waste Systems, Inc. Class A* | 6,252,843 | |
367,666 | ExlService Holdings, Inc.* | 9,599,759 | |
80,895 | TriNet Group, Inc.* | 8,311,961 | |
689,628 | Verra Mobility Corp.* | 13,633,946 | |
39,564,785 | |||
Consumer Discretionary Distribution & Retail - 1.9% | |||
58,337 | Boot Barn Holdings, Inc.* | 4,054,422 | |
152,329 | Global-e Online Ltd.* | 5,348,271 | |
26,907 | Tory Burch LLC*(1)(2) | 889,560 | |
10,292,253 | |||
Consumer Durables & Apparel - 3.6% | |||
65,881 | Crocs, Inc.* | 5,884,491 | |
136,803 | Skyline Champion Corp.* | 8,020,760 | |
128,977 | YETI Holdings, Inc.* | 5,484,102 | |
19,389,353 | |||
Consumer Services - 6.7% | |||
125,705 | Boyd Gaming Corp. | 6,945,201 | |
26,547 | Duolingo, Inc.* | 3,877,189 | |
229,358 | European Wax Center, Inc. Class A* | 3,387,618 | |
164,710 | H&R Block, Inc. | 6,761,346 | |
75,869 | Wingstop, Inc. | 13,866,577 | |
150,337 | WW International, Inc.* | 1,175,635 | |
36,013,566 | |||
Energy - 5.8% | |||
189,454 | Cactus, Inc. Class A | 8,892,971 | |
46,477 | Chord Energy Corp. | 7,683,578 | |
132,999 | Seadrill Ltd.* | 5,256,120 | |
329,938 | Viper Energy Partners LP(3) | 9,396,634 | |
31,229,303 | |||
Equity Real Estate Investment Trusts (REITs) - 3.1% | |||
232,621 | Phillips Edison & Co., Inc. REIT | 8,213,847 | |
101,218 | Ryman Hospitality Properties, Inc. REIT | 8,664,261 | |
16,878,108 | |||
Financial Services - 2.0% | |||
259,391 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT(3) | 4,445,962 | |
80,505 | PJT Partners, Inc. Class A | 6,308,372 | |
10,754,334 | |||
Food, Beverage & Tobacco - 2.8% | |||
62,282 | Celsius Holdings, Inc.* | 9,472,469 | |
130,945 | TreeHouse Foods, Inc.* | 5,459,097 | |
14,931,566 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Health Care Equipment & Services - 10.8% | |||
80,074 | Acadia Healthcare Co., Inc.* | $ 5,886,240 | |
229,139 | Cross Country Healthcare, Inc.* | 5,306,859 | |
105,432 | Glaukos Corp.* | 7,190,462 | |
110,930 | Haemonetics Corp.* | 9,454,564 | |
85,892 | HealthEquity, Inc.* | 6,156,739 | |
107,035 | Inari Medical, Inc.* | 6,498,095 | |
37,395 | Inspire Medical Systems, Inc.* | 5,503,048 | |
20,883 | Lantheus Holdings, Inc.* | 1,349,042 | |
191,535 | PROCEPT BioRobotics Corp.*(3) | 5,131,223 | |
28,990 | Shockwave Medical, Inc.* | 5,979,477 | |
58,455,749 | |||
Household & Personal Products - 1.8% | |||
104,106 | elf Beauty, Inc.* | 9,643,339 | |
Insurance - 1.1% | |||
591,659 | SiriusPoint Ltd.* | 5,827,841 | |
Materials - 3.0% | |||
168,079 | Cabot Corp. | 11,173,892 | |
352,600 | Livent Corp.*(3) | 5,144,434 | |
16,318,326 | |||
Media & Entertainment - 3.9% | |||
201,857 | Cargurus, Inc.* | 3,477,996 | |
188,680 | Criteo SA ADR* | 5,333,984 | |
764,960 | Eventbrite, Inc. Class A* | 6,333,869 | |
93,675 | Ziff Davis, Inc.* | 5,663,590 | |
20,809,439 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.6% | |||
280,402 | Aclaris Therapeutics, Inc.* | 1,396,402 | |
40,492 | Akero Therapeutics, Inc.* | 482,665 | |
226,775 | Amicus Therapeutics, Inc.* | 2,487,722 | |
66,339 | Apellis Pharmaceuticals, Inc.* | 3,228,056 | |
14,414 | Ascendis Pharma AS ADR* | 1,287,314 | |
54,511 | Blueprint Medicines Corp.* | 3,208,517 | |
56,918 | Celldex Therapeutics, Inc.* | 1,338,711 | |
126,491 | Crinetics Pharmaceuticals, Inc.* | 3,704,921 | |
94,450 | Cytokinetics, Inc.* | 3,292,527 | |
243,525 | Immatics NV* | 1,862,966 | |
54,796 | Immunocore Holdings PLC ADR* | 2,432,942 | |
94,599 | ImmunoGen, Inc.* | 1,405,741 | |
62,864 | Intellia Therapeutics, Inc.* | 1,574,743 | |
111,214 | Intra-Cellular Therapies, Inc.* | 5,534,009 | |
63,677 | Kymera Therapeutics, Inc.* | 743,111 | |
80,852 | Merus NV* | 1,625,934 | |
54,928 | Morphic Holding, Inc.* | 1,095,814 | |
39,767 | Prothena Corp. PLC* | 1,449,905 | |
76,575 | PTC Therapeutics, Inc.* | 1,435,781 | |
76,281 | Revance Therapeutics, Inc.* | 601,857 | |
88,776 | Revolution Medicines, Inc.* | 1,757,765 | |
210,330 | Rocket Pharmaceuticals, Inc.* | 3,806,973 | |
40,920 | Structure Therapeutics, Inc. ADR* | 3,040,356 | |
102,944 | Syndax Pharmaceuticals, Inc.* | 1,449,452 | |
88,923 | Vaxcyte, Inc.* | 4,277,196 | |
30,782 | Ventyx Biosciences, Inc.* | 443,876 | |
167,039 | Verona Pharma PLC ADR* | 2,330,194 | |
57,295,450 | |||
Semiconductors & Semiconductor Equipment - 2.7% | |||
48,589 | MKS Instruments, Inc. | 3,190,353 | |
37,935 | SiTime Corp.* | 3,785,913 | |
61,380 | Synaptics, Inc.* | 5,135,051 | |
18,733 | Universal Display Corp. | 2,607,259 | |
14,718,576 | |||
Software & Services - 10.3% | |||
206,338 | Clearwater Analytics Holdings, Inc. Class A* | 3,730,591 | |
42,144 | CyberArk Software Ltd.* | 6,896,444 |
64 |
October 31, 2023
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Software & Services - 10.3% - (continued) | |||
289,493 | DoubleVerify Holdings, Inc.* | $ 8,056,590 | |
105,283 | Five9, Inc.* | 6,092,727 | |
95,864 | Intapp, Inc.* | 3,278,549 | |
376,420 | Jamf Holding Corp.* | 6,045,305 | |
29,088 | Manhattan Associates, Inc.* | 5,671,578 | |
445,142 | PowerSchool Holdings, Inc. Class A* | 8,867,229 | |
52,204 | RingCentral, Inc. Class A* | 1,387,583 | |
131,268 | Sprout Social, Inc. Class A* | 5,681,279 | |
55,707,875 | |||
Technology Hardware & Equipment - 3.2% | |||
210,186 | Calix, Inc.* | 6,961,360 | |
54,768 | ePlus, Inc.* | 3,423,000 | |
51,712 | Novanta, Inc.* | 6,829,087 | |
17,213,447 | |||
Total Common Stocks (cost $543,020,566) | $ 531,231,995 | ||
EXCHANGE-TRADED FUNDS - 0.4% | |||
Other Investment Pools & Funds - 0.4% | |||
9,728 | iShares Russell 2000 Growth ETF | $ 2,013,599 | |
Total Exchange-Traded Funds (cost $2,083,492) | $ 2,013,599 | ||
Total Long-Term Investments (cost $545,104,058) | $ 533,245,594 | ||
SHORT-TERM INVESTMENTS - 0.8% | |||
Repurchase Agreements - 0.3% | |||
$ 1,306,893 | Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2023 at 5.28%, due on 11/01/2023 with a maturity value of $1,307,085; collateralized by U.S. Treasury Note at 0.75%, maturing 03/31/2026, with a market value of $1,333,055 | $ 1,306,893 | |
Securities Lending Collateral - 0.5% | |||
449,595 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.26%(4) | 449,595 | |
1,498,650 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.29%(4) | 1,498,650 | |
449,595 | Invesco Government & Agency Portfolio, Institutional Class, 5.28%(4) | 449,595 | |
449,595 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.26%(4) | 449,595 | |
2,847,435 | |||
Total Short-Term Investments (cost $4,154,328) | $ 4,154,328 | ||
Total Investments (cost $549,258,386) | 99.7% | $ 537,399,922 | |
Other Assets and Liabilities | 0.3% | 1,871,694 | |
Total Net Assets | 100.0% | $ 539,271,616 |
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) | 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 $889,560 or 0.2% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
11/2013 | Tory Burch LLC | 26,907 | $ 2,108,912 | $ 889,560 |
(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. |
65 |
October 31, 2023
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 5,187,643 | $ 5,187,643 | $ — | $ — | ||||
Banks | 4,861,763 | 4,861,763 | — | — | ||||
Capital Goods | 86,139,279 | 86,139,279 | — | — | ||||
Commercial & Professional Services | 39,564,785 | 39,564,785 | — | — | ||||
Consumer Discretionary Distribution & Retail | 10,292,253 | 9,402,693 | — | 889,560 | ||||
Consumer Durables & Apparel | 19,389,353 | 19,389,353 | — | — | ||||
Consumer Services | 36,013,566 | 36,013,566 | — | — | ||||
Energy | 31,229,303 | 31,229,303 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 16,878,108 | 16,878,108 | — | — | ||||
Financial Services | 10,754,334 | 10,754,334 | — | — | ||||
Food, Beverage & Tobacco | 14,931,566 | 14,931,566 | — | — | ||||
Health Care Equipment & Services | 58,455,749 | 58,455,749 | — | — | ||||
Household & Personal Products | 9,643,339 | 9,643,339 | — | — | ||||
Insurance | 5,827,841 | 5,827,841 | — | — | ||||
Materials | 16,318,326 | 16,318,326 | — | — | ||||
Media & Entertainment | 20,809,439 | 20,809,439 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 57,295,450 | 57,295,450 | — | — | ||||
Semiconductors & Semiconductor Equipment | 14,718,576 | 14,718,576 | — | — | ||||
Software & Services | 55,707,875 | 55,707,875 | — | — | ||||
Technology Hardware & Equipment | 17,213,447 | 17,213,447 | — | — | ||||
Exchange-Traded Funds | 2,013,599 | 2,013,599 | — | — | ||||
Short-Term Investments | 4,154,328 | 2,847,435 | 1,306,893 | — | ||||
Total | $ 537,399,922 | $ 535,203,469 | $ 1,306,893 | $ 889,560 |
(1) | For the year ended October 31, 2023, there were no transfers in and out of Level 3. |
66 |
Other Abbreviations: | |
ADR | American Depositary Receipt |
CVR | Contingent Value Rights |
ETF | Exchange-Traded Fund |
REIT | Real Estate Investment Trust |
67 |
October 31, 2023
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) | $ 5,109,755,923 | $ 8,663,871,992 | $ 14,618,404,304 | $ 4,817,609,132 | $ 3,929,189,811 | $ 1,067,657,361 | |||||
Repurchase agreements | 26,311,779 | 16,165,769 | 31,437,831 | 1,446,545 | 17,473,927 | 1,384,347 | |||||
Cash | 101,155,651 | 61,837,265 | 120,346,830 | 5,621,867 | 66,869,302 | 5,310,107 | |||||
Cash collateral due from broker on futures contracts | 7,459,200 | — | — | — | — | — | |||||
Cash collateral held for securities on loan | 303,967 | — | — | 295 | 1,757,608 | 79,565 | |||||
Foreign currency | 1,841,905 | — | 1,804,898 | 415 | — | 378,305 | |||||
Receivables: | |||||||||||
Investment securities sold | 21,272,665 | 6,394,100 | — | 28,721,988 | 72,526,361 | 68,796 | |||||
Fund shares sold | 3,194,629 | 14,347,698 | 23,372,424 | 7,372,496 | 2,625,763 | 388,893 | |||||
Dividends and interest | 2,777,234 | 7,265,241 | 11,767,872 | 1,925,196 | 2,563 | 416,614 | |||||
Securities lending income | 2,379 | — | — | 3,891 | 23,142 | 747 | |||||
Variation margin on futures contracts | 654,897 | — | — | — | — | — | |||||
Tax reclaims | 550,819 | — | 5,181,858 | 1,796,346 | 55,282 | 368,774 | |||||
Other assets | 82,380 | 125,236 | 214,172 | 122,224 | 78,771 | 41,456 | |||||
Total assets | 5,275,363,428 | 8,770,007,301 | 14,812,530,189 | 4,864,620,395 | 4,090,602,530 | 1,076,094,965 | |||||
Liabilities: | |||||||||||
Obligation to return securities lending collateral | 6,079,332 | — | — | 5,907 | 35,152,160 | 1,591,291 | |||||
Payables: | |||||||||||
Investment securities purchased | 14,448,905 | 4,329,076 | — | 10,884,810 | 70,728,220 | — | |||||
Fund shares redeemed | 6,424,267 | 40,187,716 | 21,421,129 | 7,550,614 | 4,055,875 | 1,023,200 | |||||
Investment management fees | 3,044,762 | 2,532,820 | 7,655,030 | 2,574,828 | 2,450,795 | 819,213 | |||||
Transfer agent fees | 875,076 | 936,731 | 1,445,985 | 587,030 | 615,407 | 211,463 | |||||
Accounting services fees | 70,574 | 115,718 | 195,081 | 64,962 | 54,355 | 15,912 | |||||
Board of Directors' fees | 21,990 | 36,722 | 57,498 | 19,384 | 16,465 | 4,921 | |||||
Distribution fees | 169,611 | 128,116 | 208,486 | 91,128 | 102,918 | 34,794 | |||||
Accrued expenses | 149,154 | 223,992 | 323,070 | 116,742 | 102,118 | 66,257 | |||||
Total liabilities | 31,283,671 | 48,490,891 | 31,306,279 | 21,895,405 | 113,278,313 | 3,767,051 | |||||
Net assets | $ 5,244,079,757 | $ 8,721,516,410 | $ 14,781,223,910 | $ 4,842,724,990 | $ 3,977,324,217 | $ 1,072,327,914 | |||||
Summary of Net Assets: | |||||||||||
Capital stock and paid-in-capital | $ 4,688,719,103 | $ 5,529,626,686 | $ 10,812,903,003 | $ 4,052,337,221 | $ 4,318,176,215 | $ 924,251,293 | |||||
Distributable earnings (loss) | 555,360,654 | 3,191,889,724 | 3,968,320,907 | 790,387,769 | (340,851,998) | 148,076,621 | |||||
Net assets | $ 5,244,079,757 | $ 8,721,516,410 | $ 14,781,223,910 | $ 4,842,724,990 | $ 3,977,324,217 | $ 1,072,327,914 | |||||
Shares authorized | 1,540,000,000 | 825,000,000 | 1,405,000,000 | 825,000,000 | 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 | $ 34.17 | $ 41.56 | $ 29.39 | $ 19.09 | $ 35.65 | $ 32.57 | |||||
Maximum offering price per share | 36.16 | 43.98 | 31.10 | 20.20 | 37.72 | 34.47 | |||||
Shares outstanding | 115,427,328 | 35,198,963 | 145,576,924 | 90,359,929 | 58,929,712 | 19,025,811 | |||||
Net Assets | $ 3,943,920,591 | $ 1,463,010,417 | $ 4,279,089,762 | $ 1,724,625,547 | $ 2,100,920,985 | $ 619,716,555 | |||||
Class C: Net asset value per share | $ 21.26 | $ 37.22 | $ 28.06 | $ 18.98 | $ 8.91 | $ 22.64 | |||||
Shares outstanding | 2,964,676 | 9,987,472 | 6,112,378 | 5,579,723 | 10,713,579 | 2,097,403 | |||||
Net Assets | $ 63,034,377 | $ 371,746,076 | $ 171,495,066 | $ 105,887,485 | $ 95,447,779 | $ 47,481,251 | |||||
Class I: Net asset value per share | $ 34.48 | $ 41.73 | $ 29.20 | $ 18.92 | $ 39.58 | $ 35.52 | |||||
Shares outstanding | 12,889,989 | 65,715,696 | 119,346,445 | 77,659,614 | 21,919,037 | 6,935,915 | |||||
Net Assets | $ 444,438,882 | $ 2,742,608,812 | $ 3,485,205,028 | $ 1,469,700,376 | $ 867,649,418 | $ 246,362,449 | |||||
Class R3: Net asset value per share | $ 39.48 | $ 42.15 | $ 29.95 | $ 19.14 | $ 35.00 | $ 33.21 | |||||
Shares outstanding | 654,761 | 1,179,496 | 1,574,031 | 1,286,725 | 866,718 | 605,018 | |||||
Net Assets | $ 25,851,234 | $ 49,720,747 | $ 47,143,016 | $ 24,625,655 | $ 30,333,125 | $ 20,092,657 | |||||
Class R4: Net asset value per share | $ 41.75 | $ 43.05 | $ 30.22 | $ 19.17 | $ 39.46 | $ 36.29 | |||||
Shares outstanding | 591,636 | 2,923,139 | 2,559,793 | 2,129,243 | 1,087,549 | 343,511 | |||||
Net Assets | $ 24,703,200 | $ 125,828,900 | $ 77,364,750 | $ 40,820,657 | $ 42,910,340 | $ 12,466,258 | |||||
Class R5: Net asset value per share | $ 42.97 | $ 42.11 | $ 30.38 | $ 19.30 | $ 43.51 | $ 39.27 | |||||
Shares outstanding | 452,842 | 2,997,983 | 4,964,870 | 3,093,660 | 170,831 | 127,535 | |||||
Net Assets | $ 19,457,020 | $ 126,234,815 | $ 150,815,915 | $ 59,721,901 | $ 7,433,681 | $ 5,008,316 |
68 |
October 31, 2023
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 | $ 43.35 | $ 42.32 | $ 30.38 | $ 19.37 | $ 44.92 | $ 40.18 | |||||
Shares outstanding | 1,492,782 | 26,091,028 | 25,238,070 | 8,239,834 | 708,561 | 1,263,979 | |||||
Net Assets | $ 64,711,800 | $ 1,104,198,732 | $ 766,610,315 | $ 159,605,842 | $ 31,826,838 | $ 50,785,544 | |||||
Class Y: Net asset value per share | $ 43.30 | $ 42.30 | $ 30.38 | $ 19.38 | $ 44.74 | $ 40.01 | |||||
Shares outstanding | 499,316 | 11,145,019 | 16,446,071 | 5,433,250 | 1,831,048 | 1,070,005 | |||||
Net Assets | $ 21,622,796 | $ 471,414,452 | $ 499,611,407 | $ 105,277,794 | $ 81,917,859 | $ 42,814,961 | |||||
Class F: Net asset value per share | $ 34.48 | $ 41.78 | $ 29.18 | $ 18.92 | $ 39.95 | $ 35.80 | |||||
Shares outstanding | 18,453,681 | 54,252,035 | 181,792,412 | 60,901,374 | 17,994,345 | 770,906 | |||||
Net Assets | $ 636,339,857 | $ 2,266,753,459 | $ 5,303,888,651 | $ 1,152,459,733 | $ 718,884,192 | $ 27,599,923 | |||||
Cost of investments | $ 4,487,770,635 | $ 5,733,171,641 | $ 10,765,689,037 | $ 4,302,845,496 | $ 3,488,271,929 | $ 896,146,666 | |||||
Cost of foreign currency | $ 1,883,430 | $ — | $ 1,806,226 | $ 417 | $ — | $ 374,179 | |||||
(1) Includes Investment in securities on loan, at market value | $ 6,115,312 | $ — | $ — | $ 5,863 | $ 35,345,325 | $ 1,537,758 |
69 |
October 31, 2023
The Hartford MidCap Fund | The Hartford MidCap 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) | $ 5,602,560,780 | $ 873,168,854 | $ 377,589,963 | $ 100,777,131 | $ 536,093,029 | ||||
Repurchase agreements | 1,095,378 | 439,502 | 969,804 | 185,690 | 1,306,893 | ||||
Investments in affiliated investments, at market value | 51,473,131 | — | — | — | — | ||||
Cash | 4,187,701 | 1,663,428 | 3,759,832 | 709,439 | 4,999,482 | ||||
Cash collateral held for securities on loan | 184,595 | — | 270,085 | 2,000 | 149,865 | ||||
Receivables: | |||||||||
From affiliates | — | — | — | 7,413 | — | ||||
Investment securities sold | 32,696,877 | 12,088,378 | 2,251,606 | 246,390 | — | ||||
Fund shares sold | 5,782,688 | 1,161,592 | 265,938 | 19,409 | 757,773 | ||||
Dividends and interest | 1,302,332 | 207,309 | 22,936 | 57,665 | 26,246 | ||||
Securities lending income | 4,815 | — | 3,377 | 260 | 1,281 | ||||
Other assets | 102,742 | 54,082 | 39,711 | 46,971 | 50,383 | ||||
Total assets | 5,699,391,039 | 888,783,145 | 385,173,252 | 102,052,368 | 543,384,952 | ||||
Liabilities: | |||||||||
Obligation to return securities lending collateral | 3,691,900 | — | 5,401,691 | 40,000 | 2,997,300 | ||||
Payables: | |||||||||
Investment securities purchased | 30,045,316 | 6,262,263 | 2,180,586 | 326,874 | — | ||||
Fund shares redeemed | 10,318,359 | 1,104,857 | 278,741 | 120,381 | 528,193 | ||||
Investment management fees | 3,611,914 | 543,517 | 263,142 | 62,006 | 389,423 | ||||
Transfer agent fees | 764,307 | 109,747 | 91,793 | 22,697 | 97,712 | ||||
Accounting services fees | 79,965 | 13,267 | 6,714 | 1,512 | 9,020 | ||||
Board of Directors' fees | 27,498 | 3,522 | 1,796 | 482 | 2,457 | ||||
Distribution fees | 105,589 | 16,402 | 6,460 | 1,903 | 11,904 | ||||
Accrued expenses | 298,630 | 74,254 | 14,887 | 30,484 | 77,327 | ||||
Total liabilities | 48,943,478 | 8,127,829 | 8,245,810 | 606,339 | 4,113,336 | ||||
Net assets | $ 5,650,447,561 | $ 880,655,316 | $ 376,927,442 | $ 101,446,029 | $ 539,271,616 | ||||
Summary of Net Assets: | |||||||||
Capital stock and paid-in-capital | $ 4,989,797,736 | $ 814,358,192 | $ 347,968,004 | $ 105,759,479 | $ 703,895,090 | ||||
Distributable earnings (loss) | 660,649,825 | 66,297,124 | 28,959,438 | (4,313,450) | (164,623,474) | ||||
Net assets | $ 5,650,447,561 | $ 880,655,316 | $ 376,927,442 | $ 101,446,029 | $ 539,271,616 | ||||
Shares authorized | 1,105,000,000 | 485,000,000 | 22,100,000,000 | 860,000,000 | 525,000,000 | ||||
Par value | $ 0.0050 | $ 0.0010 | $ 0.0001 | $ 0.0010 | $ 0.0010 | ||||
Class A: Net asset value per share | $ 21.67 | $ 14.57 | $ 35.01 | $ 9.97 | $ 14.89 | ||||
Maximum offering price per share | 22.93 | 15.42 | 37.05 | 10.55 | 15.76 | ||||
Shares outstanding | 89,268,936 | 25,208,327 | 4,037,662 | 4,557,630 | 17,838,216 | ||||
Net Assets | $ 1,934,771,149 | $ 367,293,755 | $ 141,361,636 | $ 45,430,500 | $ 265,549,833 | ||||
Class C: Net asset value per share | $ 11.28 | $ 10.75 | $ 18.87 | $ 8.34 | $ 6.75 | ||||
Shares outstanding | 11,766,543 | 466,888 | 67,631 | 179,319 | 383,000 | ||||
Net Assets | $ 132,668,263 | $ 5,018,825 | $ 1,276,125 | $ 1,495,637 | $ 2,583,861 | ||||
Class I: Net asset value per share | $ 23.04 | $ 14.79 | $ 38.08 | $ 10.00 | $ 16.55 | ||||
Shares outstanding | 45,199,919 | 2,683,755 | 1,226,995 | 1,767,904 | 1,352,763 | ||||
Net Assets | $ 1,041,241,074 | $ 39,689,748 | $ 46,722,962 | $ 17,685,341 | $ 22,387,177 | ||||
Class R3: Net asset value per share | $ 25.19 | $ 15.52 | $ 33.90 | $ 10.45 | $ 16.80 | ||||
Shares outstanding | 2,055,440 | 366,890 | 150,888 | 50,803 | 538,852 | ||||
Net Assets | $ 51,786,574 | $ 5,694,423 | $ 5,115,422 | $ 530,857 | $ 9,054,092 | ||||
Class R4: Net asset value per share | $ 27.18 | $ 16.02 | $ 37.13 | $ 10.64 | $ 18.81 | ||||
Shares outstanding | 1,945,347 | 272,479 | 209,359 | 12,039 | 383,099 | ||||
Net Assets | $ 52,865,453 | $ 4,366,079 | $ 7,773,586 | $ 128,082 | $ 7,204,416 | ||||
Class R5: Net asset value per share | $ 28.74 | $ 16.35 | $ 40.71 | $ 10.62 | $ 20.76 | ||||
Shares outstanding | 2,068,211 | 119,848 | 304,464 | 174,650 | 137,694 | ||||
Net Assets | $ 59,431,512 | $ 1,959,107 | $ 12,393,623 | $ 1,854,581 | $ 2,858,626 | ||||
Class R6: Net asset value per share | $ 29.30 | $ 14.80 | $ 41.74 | $ 10.62 | $ 21.50 | ||||
Shares outstanding | 14,862,631 | 7,222 | 814,837 | 753,903 | 334,861 | ||||
Net Assets | $ 435,508,396 | $ 106,854 | $ 34,009,169 | $ 8,003,942 | $ 7,199,103 |
70 |
October 31, 2023
The Hartford MidCap Fund | The Hartford MidCap Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | |||||
Class Y: Net asset value per share | $ 29.19 | $ 16.40 | $ 41.66 | $ 10.60 | $ 21.38 | ||||
Shares outstanding | 9,894,049 | 398,069 | 2,473,365 | 231,011 | 325,460 | ||||
Net Assets | $ 288,853,131 | $ 6,527,038 | $ 103,031,930 | $ 2,447,566 | $ 6,959,252 | ||||
Class F: Net asset value per share | $ 23.22 | $ 14.80 | $ 38.42 | $ 10.00 | $ 16.76 | ||||
Shares outstanding | 71,197,111 | 30,411,803 | 657,023 | 2,386,980 | 12,857,522 | ||||
Net Assets | $ 1,653,322,009 | $ 449,999,487 | $ 25,242,989 | $ 23,869,523 | $ 215,475,256 | ||||
Cost of investments | $ 4,879,658,393 | $ 839,303,194 | $ 357,816,464 | $ 104,624,674 | $ 549,258,386 | ||||
Cost of investments in affiliated investments | $ 117,750,176 | $ — | $ — | $ — | $ — | ||||
(1) Includes Investment in securities on loan, at market value | $ 3,570,563 | $ — | $ 5,336,950 | $ 39,100 | $ 2,923,672 |
71 |
For the Year Ended October 31, 2023
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 | $ 85,206,210 | $ 144,165,352 | $ 339,897,924 | $ 156,186,998 | $ 16,171,738 | $ 12,358,789 | |||||
Interest | 5,810,947 | 2,409,155 | 17,000,086 | 5,187,312 | 2,910,525 | 656,018 | |||||
Securities lending — net | 32,559 | — | 110,353 | 256,484 | 139,718 | 12,018 | |||||
Foreign withholding tax reclaims | 1,888,107 | — | 1,792,505 | — | — | — | |||||
Less: Foreign tax withheld | (911,459) | — | (4,738,621) | (1,885,430) | (129,406) | (149,565) | |||||
Total investment income, net | 92,026,364 | 146,574,507 | 354,062,247 | 159,745,364 | 19,092,575 | 12,877,260 | |||||
Expenses: | |||||||||||
Investment management fees | 38,013,044 | 31,620,380 | 93,324,072 | 31,907,103 | 29,483,713 | 10,688,274 | |||||
Transfer agent fees | |||||||||||
Class A | 4,590,508 | 1,375,776 | 3,860,606 | 1,508,088 | 2,341,425 | 833,401 | |||||
Class C | 115,854 | 379,417 | 197,885 | 127,768 | 158,332 | 96,841 | |||||
Class I | 436,292 | 3,065,659 | 3,637,276 | 1,594,436 | 885,931 | 307,490 | |||||
Class R3 | 64,581 | 121,363 | 113,247 | 58,574 | 61,241 | 50,170 | |||||
Class R4 | 40,298 | 209,347 | 149,048 | 71,493 | 64,860 | 20,298 | |||||
Class R5 | 25,337 | 143,910 | 179,732 | 77,328 | 14,602 | 10,512 | |||||
Class R6 | 1,022 | 33,912 | 29,794 | 5,439 | 1,473 | 1,256 | |||||
Class Y | 75,737 | 414,922 | 560,389 | 103,998 | 142,131 | 54,107 | |||||
Class F | 4,834 | 32,694 | 46,076 | 12,816 | 14,024 | 641 | |||||
Distribution fees | |||||||||||
Class A | 10,651,286 | 3,727,841 | 11,202,681 | 4,677,982 | 5,306,572 | 1,736,020 | |||||
Class C | 781,465 | 4,127,512 | 1,852,968 | 1,286,196 | 1,196,915 | 681,945 | |||||
Class R3 | 146,776 | 275,826 | 264,013 | 139,051 | 154,994 | 117,261 | |||||
Class R4 | 66,913 | 367,707 | 226,098 | 105,137 | 110,928 | 36,582 | |||||
Custodian fees | 20,913 | 39,022 | 108,526 | 22,186 | 14,310 | 11,175 | |||||
Registration and filing fees | 167,961 | 251,455 | 519,050 | 347,569 | 244,929 | 129,140 | |||||
Accounting services fees | 794,579 | 1,314,474 | 2,165,813 | 737,376 | 583,787 | 188,316 | |||||
Board of Directors' fees | 159,373 | 265,514 | 440,306 | 148,139 | 115,517 | 34,949 | |||||
Audit and tax fees | 50,441 | 29,617 | 54,909 | 31,047 | 33,537 | 34,145 | |||||
Other expenses | 518,824 | 853,829 | 1,503,201 | 486,115 | 413,173 | 150,632 | |||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 56,726,038 | 48,650,177 | 120,435,690 | 43,447,841 | 41,342,394 | 15,183,155 | |||||
Transfer agent fee waivers | — | — | (108,060) | — | — | — | |||||
Distribution fee reimbursements | (197,274) | (75,800) | (113,421) | (16,610) | (165,121) | (23,677) | |||||
Commission recapture | (47,840) | (43,007) | (92,820) | (21,287) | (54,596) | (10,037) | |||||
Total waivers, reimbursements and fees paid indirectly | (245,114) | (118,807) | (314,301) | (37,897) | (219,717) | (33,714) | |||||
Total expenses | 56,480,924 | 48,531,370 | 120,121,389 | 43,409,944 | 41,122,677 | 15,149,441 | |||||
Net Investment Income (Loss) | 35,545,440 | 98,043,137 | 233,940,858 | 116,335,420 | (22,030,102) | (2,272,181) | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||||
Investments | (67,339,583) | 214,638,853 | 57,443,693 | 283,958,405 | (173,316,866) | (19,233,739) | |||||
In-Kind Redemptions | — | — | (7,936,735) (1) | — | (32,684,108) (1) | — | |||||
Futures contracts | 22,677,524 | — | — | — | — | — | |||||
Other foreign currency transactions | 3,866 | — | (143,628) | 49,418 | (94,700) | 77,875 | |||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (44,658,193) | 214,638,853 | 49,363,330 | 284,007,823 | (206,095,674) | (19,155,864) | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||||
Investments | 298,972,327 | 357,139,839 | 151,741,966 | (457,644,624) | 886,590,324 | (32,907,465) | |||||
Futures contracts | (1,556,518) | — | — | — | — | — | |||||
Translation of other assets and liabilities in foreign currencies | (15,053) | — | (1,328) | 101,745 | — | 30,499 | |||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | 297,400,756 | 357,139,839 | 151,740,638 | (457,542,879) | 886,590,324 | (32,876,966) |
72 |
For the Year Ended October 31, 2023
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 | 252,742,563 | 571,778,692 | 201,103,968 | (173,535,056) | 680,494,650 | (52,032,830) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 288,288,003 | $ 669,821,829 | $ 435,044,826 | $ (57,199,636) | $ 658,464,548 | $ (54,305,011) |
(1) | See Note 13 in Notes to Financial Statements. |
73 |
For the Year Ended October 31, 2023
The Hartford MidCap Fund | The Hartford MidCap Value Fund | The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | The Hartford Small Company Fund | |||||
Investment Income: | |||||||||
Dividends | $ 47,406,261 | $ 16,059,606 | $ 2,987,772 | $ 2,914,170 | $ 4,753,438 | ||||
Dividends from affiliated investments | 299,448 | — | — | — | — | ||||
Interest | 192,853 | 369,424 | 239,410 | 36,814 | 310,973 | ||||
Securities lending — net | 244,819 | 448 | 17,144 | 2,268 | 87,394 | ||||
Less: Foreign tax withheld | (58,869) | (172,663) | — | (9,797) | — | ||||
Total investment income, net | 48,084,512 | 16,256,815 | 3,244,326 | 2,943,455 | 5,151,805 | ||||
Expenses: | |||||||||
Investment management fees | 49,637,390 | 6,648,064 | 3,477,991 | 835,107 | 5,020,781 | ||||
Transfer agent fees | |||||||||
Class A | 2,571,976 | 569,779 | 350,357 | 97,564 | 527,440 | ||||
Class C | 237,088 | 11,976 | 4,049 | 4,389 | 9,080 | ||||
Class I | 1,211,046 | 42,234 | 51,706 | 27,732 | 32,888 | ||||
Class R3 | 134,419 | 13,616 | 13,074 | 1,609 | 22,665 | ||||
Class R4 | 116,610 | 11,857 | 18,094 | 204 | 14,547 | ||||
Class R5 | 72,034 | 2,509 | 14,248 | 2,198 | 4,660 | ||||
Class R6 | 23,646 | 2 | 1,761 | 320 | 291 | ||||
Class Y | 389,162 | 8,182 | 131,587 | 3,222 | 14,007 | ||||
Class F | 54,731 | 8,584 | 286 | 343 | 4,175 | ||||
Distribution fees | |||||||||
Class A | 5,604,814 | 986,299 | 399,440 | 126,288 | 759,879 | ||||
Class C | 1,790,029 | 66,243 | 16,431 | 17,556 | 36,457 | ||||
Class R3 | 305,497 | 30,945 | 29,714 | 3,658 | 51,511 | ||||
Class R4 | 176,467 | 17,438 | 27,128 | 300 | 21,719 | ||||
Custodian fees | 134,198 | 5,379 | 5,458 | 8,779 | 26,021 | ||||
Registration and filing fees | 191,700 | 167,694 | 120,471 | 119,015 | 136,938 | ||||
Accounting services fees | 956,595 | 148,205 | 78,791 | 23,773 | 103,299 | ||||
Board of Directors' fees | 187,520 | 26,669 | 12,248 | 3,331 | 17,300 | ||||
Audit and tax fees | 31,216 | 29,687 | 30,912 | 24,523 | 34,262 | ||||
Other expenses | 874,952 | 207,513 | 59,714 | 29,020 | 165,102 | ||||
Total expenses (before waivers, reimbursements and fees paid indirectly) | 64,701,090 | 9,002,875 | 4,843,460 | 1,328,931 | 7,003,022 | ||||
Expense waivers | — | — | — | (45,718) | — | ||||
Transfer agent fee waivers | (69,091) | — | (45,902) | — | — | ||||
Distribution fee reimbursements | (74,775) | (8,543) | (15,974) | (4,032) | (15,993) | ||||
Commission recapture | (39,446) | (11,435) | (5,307) | (1,967) | (9,033) | ||||
Total waivers, reimbursements and fees paid indirectly | (183,312) | (19,978) | (67,183) | (51,717) | (25,026) | ||||
Total expenses | 64,517,778 | 8,982,897 | 4,776,277 | 1,277,214 | 6,977,996 | ||||
Net Investment Income (Loss) | (16,433,266) | 7,273,918 | (1,531,951) | 1,666,241 | (1,826,191) | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | |||||||||
Investments | 177,146,653 | 52,484,626 | 43,947,170 | 2,664,138 | (23,922,463) | ||||
Investments in affiliated investments | (19,981,094) | — | — | — | — | ||||
Other foreign currency transactions | — | (193) | — | (3,415) | — | ||||
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 157,165,559 | 52,484,433 | 43,947,170 | 2,660,723 | (23,922,463) | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | |||||||||
Investments | (166,860,707) | (56,443,443) | (61,428,086) | (7,538,189) | (25,160,583) | ||||
Investments in affiliated investments | (43,098,901) | — | — | — | — | ||||
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (209,959,608) | (56,443,443) | (61,428,086) | (7,538,189) | (25,160,583) | ||||
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | (52,794,049) | (3,959,010) | (17,480,916) | (4,877,466) | (49,083,046) | ||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ (69,227,315) | $ 3,314,908 | $ (19,012,867) | $ (3,211,225) | $ (50,909,237) |
74 |
The Hartford Capital Appreciation Fund | Hartford Core Equity Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ 35,545,440 | $ 24,090,543 | $ 98,043,137 | $ 104,381,385 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (44,658,193) | 286,153,003 | 214,638,853 | 261,921,622 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 297,400,756 | (1,620,161,903) | 357,139,839 | (2,322,465,638) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 288,288,003 | (1,309,918,357) | 669,821,829 | (1,956,162,631) | |||
Distributions to Shareholders: | |||||||
Class A | (242,164,996) | (796,677,684) | (52,995,084) | (51,017,295) | |||
Class C | (7,178,623) | (29,128,173) | (13,816,209) | (16,212,320) | |||
Class I | (29,801,322) | (102,158,238) | (133,686,743) | (152,148,957) | |||
Class R3 | (1,411,714) | (5,487,633) | (1,727,395) | (1,879,952) | |||
Class R4 | (1,257,346) | (4,376,163) | (5,257,666) | (6,771,984) | |||
Class R5 | (1,351,241) | (4,206,771) | (5,321,873) | (6,967,996) | |||
Class R6 | (1,166,798) | (4,348,041) | (42,907,817) | (34,560,184) | |||
Class Y | (3,487,697) | (14,390,368) | (20,188,549) | (28,782,055) | |||
Class F | (41,511,983) | (127,204,207) | (93,707,829) | (106,456,492) | |||
Total distributions | (329,331,720) | (1,087,977,278) | (369,609,165) | (404,797,235) | |||
Capital Share Transactions: | |||||||
Sold | 248,910,335 | 311,222,644 | 1,521,122,198 | 2,598,490,371 | |||
Issued on reinvestment of distributions | 319,310,254 | 1,052,622,491 | 353,594,768 | 386,652,441 | |||
Redeemed | (1,006,203,886) | (978,028,941) | (3,118,135,702) | (3,624,085,413) | |||
Net increase (decrease) from capital share transactions | (437,983,297) | 385,816,194 | (1,243,418,736) | (638,942,601) | |||
Net Increase (Decrease) in Net Assets | (479,027,014) | (2,012,079,441) | (943,206,072) | (2,999,902,467) | |||
Net Assets: | |||||||
Beginning of period | 5,723,106,771 | 7,735,186,212 | 9,664,722,482 | 12,664,624,949 | |||
End of period | $ 5,244,079,757 | $ 5,723,106,771 | $ 8,721,516,410 | $ 9,664,722,482 |
75 |
The Hartford Dividend and Growth Fund | The Hartford Equity Income Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ 233,940,858 | $ 210,694,682 | $ 116,335,420 | $ 98,590,191 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 49,363,330 | 694,901,386 | 284,007,823 | 529,625,401 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 151,740,638 | (1,873,667,525) | (457,542,879) | (613,039,714) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 435,044,826 | (968,071,457) | (57,199,636) | 15,175,878 | |||
Distributions to Shareholders: | |||||||
Class A | (258,300,614) | (269,880,132) | (222,546,956) | (162,568,145) | |||
Class C | (9,966,061) | (9,041,795) | (14,852,255) | (12,492,883) | |||
Class I | (230,854,568) | (200,183,734) | (190,487,435) | (124,787,388) | |||
Class R3 | (2,873,582) | (3,403,765) | (3,224,249) | (2,733,877) | |||
Class R4 | (5,193,022) | (5,762,217) | (4,607,397) | (3,872,094) | |||
Class R5 | (13,397,426) | (15,325,417) | (9,203,985) | (7,100,587) | |||
Class R6 | (40,890,461) | (29,887,062) | (13,555,380) | (7,472,847) | |||
Class Y | (41,051,593) | (53,664,884) | (14,227,547) | (10,565,778) | |||
Class F | (328,822,418) | (301,110,451) | (140,609,528) | (103,493,641) | |||
Total distributions | (931,349,745) | (888,259,457) | (613,314,732) | (435,087,240) | |||
Capital Share Transactions: | |||||||
Sold | 3,166,633,761 | 5,411,538,165 | 1,279,665,814 | 1,130,238,868 | |||
Issued on reinvestment of distributions | 886,525,833 | 846,009,458 | 591,769,542 | 420,406,777 | |||
Redeemed | (4,403,636,095) | (3,440,313,459) | (1,384,892,411) | (999,150,768) | |||
Net increase (decrease) from capital share transactions | (350,476,501) | 2,817,234,164 | 486,542,945 | 551,494,877 | |||
Net Increase (Decrease) in Net Assets | (846,781,420) | 960,903,250 | (183,971,423) | 131,583,515 | |||
Net Assets: | |||||||
Beginning of period | 15,628,005,330 | 14,667,102,080 | 5,026,696,413 | 4,895,112,898 | |||
End of period | $ 14,781,223,910 | $ 15,628,005,330 | $ 4,842,724,990 | $ 5,026,696,413 |
76 |
The Hartford Growth Opportunities Fund | The Hartford Healthcare Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ (22,030,102) | $ (38,976,574) | $ (2,272,181) | $ (3,361,967) | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (206,095,674) | (609,210,536) | (19,155,864) | 12,375,056 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 886,590,324 | (2,276,286,253) | (32,876,966) | (233,122,659) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 658,464,548 | (2,924,473,363) | (54,305,011) | (224,109,570) | |||
Distributions to Shareholders: | |||||||
Class A | — | (697,296,082) | (7,331,092) | (86,099,036) | |||
Class C | — | (147,140,068) | (1,219,667) | (17,656,083) | |||
Class I | — | (370,501,893) | (3,098,841) | (41,655,813) | |||
Class R3 | — | (10,091,141) | (254,124) | (3,035,400) | |||
Class R4 | — | (13,268,156) | (149,762) | (2,247,542) | |||
Class R5 | — | (4,087,401) | (87,212) | (1,042,154) | |||
Class R6 | — | (11,501,636) | (471,423) | (497,706) | |||
Class Y | — | (90,278,847) | (442,850) | (9,938,908) | |||
Class F | — | (210,961,202) | (315,373) | (4,255,546) | |||
Total distributions | — | (1,555,126,426) | (13,370,344) | (166,428,188) | |||
Capital Share Transactions: | |||||||
Sold | 477,043,015 | 858,424,489 | 112,945,044 | 186,449,080 | |||
Issued on reinvestment of distributions | — | 1,448,388,944 | 12,726,329 | 157,999,398 | |||
Redeemed | (1,366,852,230) | (1,702,013,695) | (303,766,347) | (364,441,921) | |||
Net increase (decrease) from capital share transactions | (889,809,215) | 604,799,738 | (178,094,974) | (19,993,443) | |||
Net Increase (Decrease) in Net Assets | (231,344,667) | (3,874,800,051) | (245,770,329) | (410,531,201) | |||
Net Assets: | |||||||
Beginning of period | 4,208,668,884 | 8,083,468,935 | 1,318,098,243 | 1,728,629,444 | |||
End of period | $ 3,977,324,217 | $ 4,208,668,884 | $ 1,072,327,914 | $ 1,318,098,243 |
77 |
The Hartford MidCap Fund | The Hartford MidCap Value Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ (16,433,266) | $ (18,862,259) | $ 7,273,918 | $ 4,321,020 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 157,165,559 | 673,996,076 | 52,484,433 | 73,489,920 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (209,959,608) | (3,639,407,278) | (56,443,443) | (114,419,726) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (69,227,315) | (2,984,273,461) | 3,314,908 | (36,608,786) | |||
Distributions to Shareholders: | |||||||
Class A | (205,996,880) | (400,817,525) | (37,390,881) | (25,970,524) | |||
Class C | (32,168,949) | (68,607,269) | (914,580) | (795,151) | |||
Class I | (138,502,339) | (448,017,894) | (3,955,638) | (1,896,364) | |||
Class R3 | (4,852,489) | (9,696,452) | (564,683) | (473,508) | |||
Class R4 | (5,481,785) | (17,297,892) | (833,118) | (688,694) | |||
Class R5 | (6,560,710) | (27,009,142) | (188,828) | (143,466) | |||
Class R6 | (52,179,244) | (146,841,604) | (1,104) | — | |||
Class Y | (28,916,935) | (87,412,620) | (726,194) | (1,035,457) | |||
Class F | (164,693,840) | (329,341,310) | (46,573,065) | (32,934,199) | |||
Total distributions | (639,353,171) | (1,535,041,708) | (91,148,091) | (63,937,363) | |||
Capital Share Transactions: | |||||||
Sold | 660,210,323 | 1,224,843,197 | 158,310,197 | 201,258,916 | |||
Issued on reinvestment of distributions | 619,263,258 | 1,475,446,801 | 90,819,161 | 63,651,091 | |||
Redeemed | (2,519,789,451) | (4,507,922,919) | (167,762,996) | (152,585,797) | |||
Net increase (decrease) from capital share transactions | (1,240,315,870) | (1,807,632,921) | 81,366,362 | 112,324,210 | |||
Net Increase (Decrease) in Net Assets | (1,948,896,356) | (6,326,948,090) | (6,466,821) | 11,778,061 | |||
Net Assets: | |||||||
Beginning of period | 7,599,343,917 | 13,926,292,007 | 887,122,137 | 875,344,076 | |||
End of period | $ 5,650,447,561 | $ 7,599,343,917 | $ 880,655,316 | $ 887,122,137 |
78 |
The Hartford Small Cap Growth Fund | Hartford Small Cap Value Fund | ||||||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||
Operations: | |||||||
Net investment income (loss) | $ (1,531,951) | $ (2,983,813) | $ 1,666,241 | $ 1,890,548 | |||
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 43,947,170 | (32,221,344) | 2,660,723 | 8,029,638 | |||
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (61,428,086) | (197,748,237) | (7,538,189) | (22,441,354) | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | (19,012,867) | (232,953,394) | (3,211,225) | (12,521,168) | |||
Distributions to Shareholders: | |||||||
Class A | — | (47,491,758) | (4,515,050) | (3,964,811) | |||
Class C | — | (2,240,437) | (170,604) | (206,679) | |||
Class I | — | (21,579,489) | (1,930,669) | (2,259,354) | |||
Class R3 | — | (1,607,651) | (63,190) | (57,161) | |||
Class R4 | — | (3,548,265) | (4,769) | (3,408) | |||
Class R5 | — | (12,344,930) | (155,981) | (1,609) | |||
Class R6 | — | (13,516,765) | (679,555) | (216,927) | |||
Class Y | — | (42,116,476) | (255,729) | (122,885) | |||
Class F | — | (6,354,143) | (3,460,472) | (5,116,335) | |||
Total distributions | — | (150,799,914) | (11,236,019) | (11,949,169) | |||
Capital Share Transactions: | |||||||
Sold | 54,004,681 | 121,488,714 | 15,893,738 | 40,824,744 | |||
Issued on reinvestment of distributions | — | 143,128,875 | 11,131,050 | 11,837,402 | |||
Redeemed | (158,502,327) | (271,010,011) | (37,249,469) | (78,738,919) | |||
Net increase (decrease) from capital share transactions | (104,497,646) | (6,392,422) | (10,224,681) | (26,076,773) | |||
Net Increase (Decrease) in Net Assets | (123,510,513) | (390,145,730) | (24,671,925) | (50,547,110) | |||
Net Assets: | |||||||
Beginning of period | 500,437,955 | 890,583,685 | 126,117,954 | 176,665,064 | |||
End of period | $ 376,927,442 | $ 500,437,955 | $ 101,446,029 | $ 126,117,954 |
79 |
The Hartford Small Company Fund | |||
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||
Operations: | |||
Net investment income (loss) | $ (1,826,191) | $ (4,021,328) | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (23,922,463) | (125,644,852) | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (25,160,583) | (162,580,738) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (50,909,237) | (292,246,918) | |
Distributions to Shareholders: | |||
Class A | — | (107,539,494) | |
Class C | — | (3,410,978) | |
Class I | — | (11,875,080) | |
Class R3 | — | (2,994,326) | |
Class R4 | — | (2,607,622) | |
Class R5 | — | (1,072,566) | |
Class R6 | — | (945,537) | |
Class Y | — | (7,555,025) | |
Class F | — | (66,272,191) | |
Total distributions | — | (204,272,819) | |
Capital Share Transactions: | |||
Sold | 83,997,578 | 174,178,611 | |
Issued on reinvestment of distributions | — | 202,875,469 | |
Redeemed | (159,468,300) | (208,785,813) | |
Net increase (decrease) from capital share transactions | (75,470,722) | 168,268,267 | |
Net Increase (Decrease) in Net Assets | (126,379,959) | (328,251,470) | |
Net Assets: | |||
Beginning of period | 665,651,575 | 993,903,045 | |
End of period | $ 539,271,616 | $ 665,651,575 |
80 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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, 2023 | ||||||||||||||||||||||||||||
A | $ 34.53 | $ 0.20 | $ 1.44 | $ 1.64 | $ (0.12) | $ (1.88) | $ (2.00) | $ 34.17 | 4.79% | $ 3,943,921 | 1.06% | 1.05% | 0.57% | 62% | ||||||||||||||
C | 22.26 | (0.05) | 0.93 | 0.88 | — | (1.88) | (1.88) | 21.26 | 3.93 | 63,034 | 1.85 | 1.85 | (0.22) | 62 | ||||||||||||||
I | 34.84 | 0.29 | 1.45 | 1.74 | (0.22) | (1.88) | (2.10) | 34.48 | 5.05 | 444,439 | 0.79 | 0.79 | 0.83 | 62 | ||||||||||||||
R3 | 39.62 | 0.08 | 1.66 | 1.74 | — | (1.88) | (1.88) | 39.48 | 4.40 | 25,851 | 1.42 | 1.42 | 0.20 | 62 | ||||||||||||||
R4 | 41.74 | 0.22 | 1.74 | 1.96 | (0.07) | (1.88) | (1.95) | 41.75 | 4.72 | 24,703 | 1.10 | 1.10 | 0.52 | 62 | ||||||||||||||
R5 | 42.91 | 0.36 | 1.78 | 2.14 | (0.20) | (1.88) | (2.08) | 42.97 | 5.05 | 19,457 | 0.80 | 0.80 | 0.82 | 62 | ||||||||||||||
R6 | 43.28 | 0.38 | 1.82 | 2.20 | (0.25) | (1.88) | (2.13) | 43.35 | 5.14 | 64,712 | 0.70 | 0.70 | 0.87 | 62 | ||||||||||||||
Y | 43.22 | 0.37 | 1.78 | 2.15 | (0.19) | (1.88) | (2.07) | 43.30 | 5.03 | 21,623 | 0.81 | 0.81 | 0.83 | 62 | ||||||||||||||
F | 34.85 | 0.33 | 1.43 | 1.76 | (0.25) | (1.88) | (2.13) | 34.48 | 5.13 | 636,340 | 0.70 | 0.70 | 0.92 | 62 | ||||||||||||||
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 |
81 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | 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, 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 | ||||||||||||||
Hartford Core Equity Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 40.38 | $ 0.35 | $ 2.31 | $ 2.66 | $ (0.36) | $ (1.12) | $ (1.48) | $ 41.56 | 6.77% | $ 1,463,010 | 0.70% | 0.70% | 0.83% | 19% | ||||||||||||||
C | 36.27 | 0.03 | 2.11 | 2.14 | (0.07) | (1.12) | (1.19) | 37.22 | 5.99 | 371,746 | 1.45 | 1.45 | 0.09 | 19 | ||||||||||||||
I | 40.55 | 0.45 | 2.31 | 2.76 | (0.46) | (1.12) | (1.58) | 41.73 | 7.04 | 2,742,609 | 0.46 | 0.46 | 1.09 | 19 | ||||||||||||||
R3 | 40.90 | 0.19 | 2.36 | 2.55 | (0.18) | (1.12) | (1.30) | 42.15 | 6.37 | 49,721 | 1.08 | 1.08 | 0.46 | 19 | ||||||||||||||
R4 | 41.74 | 0.35 | 2.41 | 2.76 | (0.33) | (1.12) | (1.45) | 43.05 | 6.77 | 125,829 | 0.75 | 0.72 | 0.83 | 19 | ||||||||||||||
R5 | 40.89 | 0.45 | 2.35 | 2.80 | (0.46) | (1.12) | (1.58) | 42.11 | 7.04 | 126,235 | 0.46 | 0.46 | 1.08 | 19 | ||||||||||||||
R6 | 41.10 | 0.49 | 2.36 | 2.85 | (0.51) | (1.12) | (1.63) | 42.32 | 7.14 | 1,104,199 | 0.36 | 0.36 | 1.17 | 19 | ||||||||||||||
Y | 41.07 | 0.46 | 2.35 | 2.81 | (0.46) | (1.12) | (1.58) | 42.30 | 7.05 | 471,414 | 0.44 | 0.44 | 1.10 | 19 | ||||||||||||||
F | 40.60 | 0.49 | 2.32 | 2.81 | (0.51) | (1.12) | (1.63) | 41.78 | 7.13 | 2,266,753 | 0.36 | 0.36 | 1.18 | 19 | ||||||||||||||
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 |
82 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
Hartford Core Equity Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 33.40 | $ 0.26 | $ 3.23 | $ 3.49 | $ (0.23) | $ (0.62) | $ (0.85) | $ 36.04 | 10.58% | $ 1,140,994 | 0.73% | 0.72% | 0.77% | 22% | ||||||||||||||
C | 30.35 | 0.01 | 2.92 | 2.93 | (0.04) | (0.62) | (0.66) | 32.62 | 9.74 | 443,989 | 1.47 | 1.47 | 0.03 | 22 | ||||||||||||||
I | 33.50 | 0.35 | 3.24 | 3.59 | (0.31) | (0.62) | (0.93) | 36.16 | 10.87 | 2,936,718 | 0.46 | 0.46 | 1.03 | 22 | ||||||||||||||
R3 | 33.86 | 0.15 | 3.26 | 3.41 | (0.11) | (0.62) | (0.73) | 36.54 | 10.17 | 46,674 | 1.07 | 1.07 | 0.43 | 22 | ||||||||||||||
R4 | 34.44 | 0.27 | 3.33 | 3.60 | (0.22) | (0.62) | (0.84) | 37.20 | 10.58 | 169,267 | 0.78 | 0.73 | 0.77 | 22 | ||||||||||||||
R5 | 33.75 | 0.36 | 3.25 | 3.61 | (0.30) | (0.62) | (0.92) | 36.44 | 10.85 | 188,738 | 0.47 | 0.47 | 1.04 | 22 | ||||||||||||||
R6 | 33.91 | 0.38 | 3.29 | 3.67 | (0.34) | (0.62) | (0.96) | 36.62 | 10.96 | 746,018 | 0.38 | 0.38 | 1.10 | 22 | ||||||||||||||
Y | 33.90 | 0.36 | 3.28 | 3.64 | (0.32) | (0.62) | (0.94) | 36.60 | 10.89 | 668,655 | 0.47 | 0.45 | 1.05 | 22 | ||||||||||||||
F | 33.52 | 0.38 | 3.25 | 3.63 | (0.34) | (0.62) | (0.96) | 36.19 | 10.97 | 2,251,700 | 0.38 | 0.38 | 1.12 | 22 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 30.17 | $ 0.27 | $ 4.40 | $ 4.67 | $ (0.21) | $ (1.23) | $ (1.44) | $ 33.40 | 16.60% | $ 881,587 | 0.74% | 0.73% | 0.88% | 15% | ||||||||||||||
C | 27.53 | 0.04 | 4.01 | 4.05 | — | (1.23) | (1.23) | 30.35 | 15.71 | 366,553 | 1.47 | 1.47 | 0.14 | 15 | ||||||||||||||
I | 30.26 | 0.35 | 4.40 | 4.75 | (0.28) | (1.23) | (1.51) | 33.50 | 16.91 | 1,740,669 | 0.47 | 0.47 | 1.14 | 15 | ||||||||||||||
R3 | 30.52 | 0.16 | 4.48 | 4.64 | (0.07) | (1.23) | (1.30) | 33.86 | 16.18 | 34,158 | 1.10 | 1.10 | 0.52 | 15 | ||||||||||||||
R4 | 31.03 | 0.28 | 4.54 | 4.82 | (0.18) | (1.23) | (1.41) | 34.44 | 16.59 | 150,159 | 0.77 | 0.74 | 0.88 | 15 | ||||||||||||||
R5 | 30.47 | 0.35 | 4.44 | 4.79 | (0.28) | (1.23) | (1.51) | 33.75 | 16.90 | 231,879 | 0.49 | 0.49 | 1.13 | 15 | ||||||||||||||
R6 | 30.61 | 0.38 | 4.46 | 4.84 | (0.31) | (1.23) | (1.54) | 33.91 | 17.01 | 259,706 | 0.38 | 0.38 | 1.22 | 15 | ||||||||||||||
Y | 30.61 | 0.37 | 4.45 | 4.82 | (0.30) | (1.23) | (1.53) | 33.90 | 16.94 | 371,580 | 0.46 | 0.43 | 1.18 | 15 | ||||||||||||||
F | 30.28 | 0.38 | 4.40 | 4.78 | (0.31) | (1.23) | (1.54) | 33.52 | 17.00 | 1,655,619 | 0.38 | 0.38 | 1.21 | 15 | ||||||||||||||
The Hartford Dividend and Growth Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 30.41 | $ 0.39 | $ 0.36 | $ 0.75 | $ (0.40) | $ (1.37) | $ (1.77) | $ 29.39 | 2.43% | $ 4,279,090 | 0.96% | 0.96% | 1.30% | 26% | ||||||||||||||
C | 29.11 | 0.15 | 0.35 | 0.50 | (0.18) | (1.37) | (1.55) | 28.06 | 1.67 | 171,495 | 1.73 | 1.73 | 0.53 | 26 | ||||||||||||||
I | 30.23 | 0.46 | 0.35 | 0.81 | (0.47) | (1.37) | (1.84) | 29.20 | 2.66 | 3,485,205 | 0.72 | 0.72 | 1.54 | 26 | ||||||||||||||
R3 | 30.95 | 0.29 | 0.36 | 0.65 | (0.28) | (1.37) | (1.65) | 29.95 | 2.05 | 47,143 | 1.34 | 1.34 | 0.93 | 26 | ||||||||||||||
R4 | 31.22 | 0.38 | 0.36 | 0.74 | (0.37) | (1.37) | (1.74) | 30.22 | 2.33 | 77,365 | 1.04 | 1.04 | 1.23 | 26 | ||||||||||||||
R5 | 31.37 | 0.48 | 0.37 | 0.85 | (0.47) | (1.37) | (1.84) | 30.38 | 2.68 | 150,816 | 0.73 | 0.73 | 1.54 | 26 | ||||||||||||||
R6 | 31.37 | 0.51 | 0.37 | 0.88 | (0.50) | (1.37) | (1.87) | 30.38 | 2.78 | 766,610 | 0.63 | 0.63 | 1.63 | 26 | ||||||||||||||
Y | 31.38 | 0.49 | 0.36 | 0.85 | (0.48) | (1.37) | (1.85) | 30.38 | 2.68 | 499,611 | 0.72 | 0.71 | 1.56 | 26 | ||||||||||||||
F | 30.20 | 0.49 | 0.36 | 0.85 | (0.50) | (1.37) | (1.87) | 29.18 | 2.79 | 5,303,889 | 0.63 | 0.63 | 1.64 | 26 | ||||||||||||||
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 |
83 |
— 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, 2021 | ||||||||||||||||||||||||||||
A | $ 24.26 | $ 0.33 | $ 10.63 | $ 10.96 | $ (0.33) | $ (0.57) | $ (0.90) | $ 34.32 | 46.01% | $ 4,733,858 | 0.97% | 0.97% | 1.07% | 18% | ||||||||||||||
C | 23.31 | 0.09 | 10.22 | 10.31 | (0.11) | (0.57) | (0.68) | 32.94 | 44.92 | 169,569 | 1.75 | 1.75 | 0.30 | 18 | ||||||||||||||
I | 24.12 | 0.40 | 10.58 | 10.98 | (0.41) | (0.57) | (0.98) | 34.12 | 46.39 | 3,178,645 | 0.71 | 0.71 | 1.30 | 18 | ||||||||||||||
R3 | 24.65 | 0.22 | 10.80 | 11.02 | (0.22) | (0.57) | (0.79) | 34.88 | 45.43 | 66,751 | 1.35 | 1.35 | 0.70 | 18 | ||||||||||||||
R4 | 24.84 | 0.32 | 10.89 | 11.21 | (0.31) | (0.57) | (0.88) | 35.17 | 45.92 | 106,561 | 1.03 | 1.03 | 1.01 | 18 | ||||||||||||||
R5 | 24.95 | 0.41 | 10.95 | 11.36 | (0.41) | (0.57) | (0.98) | 35.33 | 46.35 | 265,832 | 0.73 | 0.73 | 1.30 | 18 | ||||||||||||||
R6 | 24.95 | 0.44 | 10.96 | 11.40 | (0.44) | (0.57) | (1.01) | 35.34 | 46.52 | 470,425 | 0.63 | 0.63 | 1.37 | 18 | ||||||||||||||
Y | 24.95 | 0.44 | 10.94 | 11.38 | (0.42) | (0.57) | (0.99) | 35.34 | 46.47 | 929,283 | 0.74 | 0.67 | 1.38 | 18 | ||||||||||||||
F | 24.10 | 0.43 | 10.58 | 11.01 | (0.44) | (0.57) | (1.01) | 34.10 | 46.55 | 4,746,178 | 0.63 | 0.63 | 1.40 | 18 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 25.93 | $ 0.39 | $ (0.94) | $ (0.55) | $ (0.37) | $ (0.75) | $ (1.12) | $ 24.26 | (2.20)% | $ 3,385,907 | 1.00% | 1.00% | 1.61% | 28% | ||||||||||||||
C | 24.96 | 0.20 | (0.92) | (0.72) | (0.18) | (0.75) | (0.93) | 23.31 | (3.01) | 138,431 | 1.78 | 1.78 | 0.84 | 28 | ||||||||||||||
I | 25.80 | 0.45 | (0.94) | (0.49) | (0.44) | (0.75) | (1.19) | 24.12 | (1.97) | 1,681,761 | 0.73 | 0.73 | 1.86 | 28 | ||||||||||||||
R3 | 26.32 | 0.31 | (0.95) | (0.64) | (0.28) | (0.75) | (1.03) | 24.65 | (2.54) | 54,642 | 1.35 | 1.35 | 1.26 | 28 | ||||||||||||||
R4 | 26.52 | 0.39 | (0.97) | (0.58) | (0.35) | (0.75) | (1.10) | 24.84 | (2.26) | 82,299 | 1.05 | 1.05 | 1.56 | 28 | ||||||||||||||
R5 | 26.64 | 0.47 | (0.98) | (0.51) | (0.43) | (0.75) | (1.18) | 24.95 | (1.97) | 177,851 | 0.74 | 0.74 | 1.86 | 28 | ||||||||||||||
R6 | 26.64 | 0.49 | (0.97) | (0.48) | (0.46) | (0.75) | (1.21) | 24.95 | (1.87) | 196,065 | 0.65 | 0.65 | 1.94 | 28 | ||||||||||||||
Y | 26.64 | 0.48 | (0.97) | (0.49) | (0.45) | (0.75) | (1.20) | 24.95 | (1.91) | 735,618 | 0.73 | 0.68 | 1.92 | 28 | ||||||||||||||
F | 25.78 | 0.48 | (0.95) | (0.47) | (0.46) | (0.75) | (1.21) | 24.10 | (1.89) | 2,736,317 | 0.64 | 0.64 | 1.96 | 28 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 25.63 | $ 0.40 | $ 2.63 | $ 3.03 | $ (0.38) | $ (2.35) | $ (2.73) | $ 25.93 | 13.75% | $ 3,739,696 | 1.00% | 0.99% | 1.65% | 22% | ||||||||||||||
C | 24.75 | 0.21 | 2.53 | 2.74 | (0.18) | (2.35) | (2.53) | 24.96 | 12.92 | 192,715 | 1.77 | 1.77 | 0.89 | 22 | ||||||||||||||
I | 25.51 | 0.46 | 2.63 | 3.09 | (0.45) | (2.35) | (2.80) | 25.80 | 14.08 | 1,079,962 | 0.73 | 0.73 | 1.89 | 22 | ||||||||||||||
R3 | 25.97 | 0.32 | 2.67 | 2.99 | (0.29) | (2.35) | (2.64) | 26.32 | 13.33 | 66,115 | 1.36 | 1.35 | 1.30 | 22 | ||||||||||||||
R4 | 26.14 | 0.40 | 2.69 | 3.09 | (0.36) | (2.35) | (2.71) | 26.52 | 13.71 | 111,451 | 1.04 | 1.04 | 1.61 | 22 | ||||||||||||||
R5 | 26.25 | 0.47 | 2.71 | 3.18 | (0.44) | (2.35) | (2.79) | 26.64 | 14.05 | 193,707 | 0.74 | 0.74 | 1.89 | 22 | ||||||||||||||
R6 | 26.25 | 0.50 | 2.71 | 3.21 | (0.47) | (2.35) | (2.82) | 26.64 | 14.16 | 119,159 | 0.64 | 0.64 | 1.98 | 22 | ||||||||||||||
Y | 26.25 | 0.49 | 2.70 | 3.19 | (0.45) | (2.35) | (2.80) | 26.64 | 14.10 | 696,309 | 0.71 | 0.68 | 1.96 | 22 | ||||||||||||||
F | 25.50 | 0.49 | 2.61 | 3.10 | (0.47) | (2.35) | (2.82) | 25.78 | 14.15 | 2,844,206 | 0.64 | 0.64 | 2.00 | 22 | ||||||||||||||
The Hartford Equity Income Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 21.83 | $ 0.42 | $ (0.58) | $ (0.16) | $ (0.42) | $ (2.16) | $ (2.58) | $ 19.09 | (1.39)% | $ 1,724,626 | 0.98% | 0.98% | 2.09% | 39% | ||||||||||||||
C | 21.71 | 0.27 | (0.58) | (0.31) | (0.26) | (2.16) | (2.42) | 18.98 | (2.13) | 105,887 | 1.74 | 1.74 | 1.34 | 39 | ||||||||||||||
I | 21.67 | 0.47 | (0.60) | (0.13) | (0.46) | (2.16) | (2.62) | 18.92 | (1.22) | 1,469,700 | 0.74 | 0.74 | 2.32 | 39 | ||||||||||||||
R3 | 21.88 | 0.35 | (0.59) | (0.24) | (0.34) | (2.16) | (2.50) | 19.14 | (1.77) | 24,626 | 1.36 | 1.36 | 1.71 | 39 | ||||||||||||||
R4 | 21.91 | 0.41 | (0.59) | (0.18) | (0.40) | (2.16) | (2.56) | 19.17 | (1.52) | 40,821 | 1.07 | 1.06 | 1.99 | 39 | ||||||||||||||
R5 | 22.05 | 0.48 | (0.61) | (0.13) | (0.46) | (2.16) | (2.62) | 19.30 | (1.21) | 59,722 | 0.75 | 0.75 | 2.33 | 39 | ||||||||||||||
R6 | 22.12 | 0.49 | (0.60) | (0.11) | (0.48) | (2.16) | (2.64) | 19.37 | (1.10) | 159,606 | 0.65 | 0.65 | 2.38 | 39 | ||||||||||||||
Y | 22.12 | 0.48 | (0.60) | (0.12) | (0.46) | (2.16) | (2.62) | 19.38 | (1.14) | 105,278 | 0.73 | 0.73 | 2.34 | 39 | ||||||||||||||
F | 21.66 | 0.49 | (0.59) | (0.10) | (0.48) | (2.16) | (2.64) | 18.92 | (1.08) | 1,152,460 | 0.65 | 0.65 | 2.41 | 39 |
84 |
— 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, 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 | ||||||||||||||
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 |
85 |
— 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, 2023 | ||||||||||||||||||||||||||||
A | $ 30.49 | $ (0.22) | $ 5.38 | $ 5.16 | $ — | $ — | $ — | $ 35.65 | 16.92% | $ 2,100,921 | 1.10% | 1.09% | (0.64)% | 88% | ||||||||||||||
C | 7.68 | (0.12) | 1.35 | 1.23 | — | — | — | 8.91 | 16.02 | 95,448 | 1.87 | 1.87 | (1.40) | 88 | ||||||||||||||
I | 33.77 | (0.15) | 5.96 | 5.81 | — | — | — | 39.58 | 17.20 | 867,649 | 0.84 | 0.84 | (0.38) | 88 | ||||||||||||||
R3 | 30.04 | (0.33) | 5.29 | 4.96 | — | — | — | 35.00 | 16.51 | 30,333 | 1.44 | 1.44 | (0.98) | 88 | ||||||||||||||
R4 | 33.76 | (0.26) | 5.96 | 5.70 | — | — | — | 39.46 | 16.88 | 42,910 | 1.14 | 1.14 | (0.68) | 88 | ||||||||||||||
R5 | 37.13 | (0.16) | 6.54 | 6.38 | — | — | — | 43.51 | 17.18 | 7,434 | 0.86 | 0.86 | (0.38) | 88 | ||||||||||||||
R6 | 38.28 | (0.12) | 6.76 | 6.64 | — | — | — | 44.92 | 17.32 | 31,827 | 0.74 | 0.74 | (0.27) | 88 | ||||||||||||||
Y | 38.16 | (0.13) | 6.71 | 6.58 | — | — | — | 44.74 | 17.24 | 81,918 | 0.83 | 0.83 | (0.31) | 88 | ||||||||||||||
F | 34.05 | (0.11) | 6.01 | 5.90 | — | — | — | 39.95 | 17.33 | 718,884 | 0.74 | 0.74 | (0.29) | 88 | ||||||||||||||
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 |
86 |
— Selected Per-Share Data(1) — | — Ratios and Supplemental Data — | |||||||||||||||||||||||||||
Class | Net Asset Value at Beginning of Period | Net Investment Income (Loss) | Net Realized and Unrealized Gain (Loss) on Investments | Total from Investment Operations | Dividends from Net Investment Income | Distributions from Capital Gains | Total Dividends and Distributions | Net Asset Value at End of Period | Total Return(2) | Net Assets at End of Period (000s) | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | Ratio of Net Investment Income (Loss) to Average Net Assets | Portfolio Turnover | ||||||||||||||
The Hartford Growth Opportunities Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 45.89 | $ (0.25) | $ 4.35 | $ 4.10 | $ — | $ (10.54) | $ (10.54) | $ 39.45 | 13.64% | $ 2,089,246 | 1.12% | 1.11% | (0.64)% | 66% | ||||||||||||||
C | 29.36 | (0.29) | 1.97 | 1.68 | — | (10.54) | (10.54) | 20.50 | 12.79 | 281,545 | 1.86 | 1.86 | (1.39) | 66 | ||||||||||||||
I | 47.99 | (0.16) | 4.66 | 4.50 | — | (10.54) | (10.54) | 41.95 | 13.94 | 1,500,756 | 0.85 | 0.85 | (0.38) | 66 | ||||||||||||||
R3 | 45.98 | (0.39) | 4.36 | 3.97 | — | (10.54) | (10.54) | 39.41 | 13.25 | 44,757 | 1.47 | 1.46 | (1.00) | 66 | ||||||||||||||
R4 | 48.38 | (0.29) | 4.71 | 4.42 | — | (10.54) | (10.54) | 42.26 | 13.57 | 67,104 | 1.15 | 1.15 | (0.69) | 66 | ||||||||||||||
R5 | 50.48 | (0.17) | 5.01 | 4.84 | — | (10.54) | (10.54) | 44.78 | 13.92 | 25,396 | 0.85 | 0.85 | (0.39) | 66 | ||||||||||||||
R6 | 51.18 | (0.13) | 5.12 | 4.99 | — | (10.54) | (10.54) | 45.63 | 14.03 | 22,765 | 0.75 | 0.75 | (0.29) | 66 | ||||||||||||||
Y | 51.18 | (0.15) | 5.13 | 4.98 | — | (10.54) | (10.54) | 45.62 | 14.00 | 164,390 | 0.83 | 0.79 | (0.33) | 66 | ||||||||||||||
F | 48.07 | (0.12) | 4.68 | 4.56 | — | (10.54) | (10.54) | 42.09 | 14.07 | 526,379 | 0.74 | 0.74 | (0.28) | 66 | ||||||||||||||
The Hartford Healthcare Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 34.67 | $ (0.08) | $ (1.66) | $ (1.74) | $ — | $ (0.36) | $ (0.36) | $ 32.57 | (5.11)% | $ 619,717 | 1.27% | 1.27% | (0.24)% | 32% | ||||||||||||||
C | 24.39 | (0.24) | (1.15) | (1.39) | — | (0.36) | (0.36) | 22.64 | (5.84) | 47,481 | 2.05 | 2.05 | (1.00) | 32 | ||||||||||||||
I | 37.68 | 0.01 | (1.81) | (1.80) | — | (0.36) | (0.36) | 35.52 | (4.86) | 246,362 | 1.01 | 1.01 | 0.03 | 32 | ||||||||||||||
R3 | 35.46 | (0.21) | (1.68) | (1.89) | — | (0.36) | (0.36) | 33.21 | (5.45) | 20,093 | 1.62 | 1.62 | (0.58) | 32 | ||||||||||||||
R4 | 38.59 | (0.10) | (1.84) | (1.94) | — | (0.36) | (0.36) | 36.29 | (5.14) | 12,466 | 1.29 | 1.29 | (0.26) | 32 | ||||||||||||||
R5 | 41.63 | 0.02 | (2.02) | (2.00) | — | (0.36) | (0.36) | 39.27 | (4.88) | 5,008 | 1.02 | 1.02 | 0.04 | 32 | ||||||||||||||
R6 | 42.53 | 0.05 | (2.04) | (1.99) | — | (0.36) | (0.36) | 40.18 | (4.77) | 50,786 | 0.91 | 0.91 | 0.13 | 32 | ||||||||||||||
Y | 42.40 | 0.01 | (2.04) | (2.03) | — | (0.36) | (0.36) | 40.01 | (4.88) | 42,815 | 1.01 | 1.01 | 0.02 | 32 | ||||||||||||||
F | 37.93 | 0.05 | (1.82) | (1.77) | — | (0.36) | (0.36) | 35.80 | (4.77) | 27,600 | 0.91 | 0.91 | 0.13 | 32 | ||||||||||||||
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 |
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 Healthcare Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 35.63 | $ (0.13) | $ 7.77 | $ 7.64 | $ — | $ (2.36) | $ (2.36) | $ 40.91 | 22.17% | $ 746,242 | 1.28% | 1.28% | (0.33)% | 49% | ||||||||||||||
C | 28.24 | (0.33) | 6.08 | 5.75 | — | (2.36) | (2.36) | 31.63 | 21.21 | 139,847 | 2.04 | 2.04 | (1.09) | 49 | ||||||||||||||
I | 37.68 | (0.02) | 8.23 | 8.21 | — | (2.36) | (2.36) | 43.53 | 22.49 | 376,518 | 0.99 | 0.99 | (0.05) | 49 | ||||||||||||||
R3 | 36.56 | (0.26) | 7.96 | 7.70 | — | (2.36) | (2.36) | 41.90 | 21.74 | 31,090 | 1.61 | 1.61 | (0.65) | 49 | ||||||||||||||
R4 | 38.69 | (0.15) | 8.45 | 8.30 | — | (2.36) | (2.36) | 44.63 | 22.12 | 25,078 | 1.30 | 1.30 | (0.35) | 49 | ||||||||||||||
R5 | 40.71 | (0.03) | 8.92 | 8.89 | — | (2.36) | (2.36) | 47.24 | 22.48 | 10,937 | 1.01 | 1.01 | (0.07) | 49 | ||||||||||||||
R6 | 41.28 | 0.02 | 9.05 | 9.07 | — | (2.36) | (2.36) | 47.99 | 22.61 | 3,885 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
Y | 41.27 | (0.01) | 9.05 | 9.04 | — | (2.36) | (2.36) | 47.95 | 22.55 | 97,263 | 1.00 | 0.95 | (0.01) | 49 | ||||||||||||||
F | 37.79 | 0.02 | 8.25 | 8.27 | — | (2.36) | (2.36) | 43.70 | 22.59 | 34,808 | 0.90 | 0.90 | 0.04 | 49 | ||||||||||||||
For the Year Ended October 31, 2019 | ||||||||||||||||||||||||||||
A | $ 34.38 | $ (0.10) | $ 3.83 | $ 3.73 | $ — | $ (2.48) | $ (2.48) | $ 35.63 | 12.02% | $ 666,181 | 1.30% | 1.30% | (0.30)% | 35% | ||||||||||||||
C | 27.98 | (0.28) | 3.02 | 2.74 | — | (2.48) | (2.48) | 28.24 | 11.17 | 138,539 | 2.05 | 2.05 | (1.06) | 35 | ||||||||||||||
I | 36.11 | 0.00 (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 | ||||||||||||||
The Hartford MidCap Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 24.51 | $ (0.10) | $ (0.49) | $ (0.59) | $ — | $ (2.25) | $ (2.25) | $ 21.67 | (3.04)% | $ 1,934,771 | 1.11% | 1.11% | (0.43)% | 35% | ||||||||||||||
C | 13.88 | (0.15) | (0.20) | (0.35) | — | (2.25) | (2.25) | 11.28 | (3.74) | 132,668 | 1.88 | 1.88 | (1.18) | 35 | ||||||||||||||
I | 25.85 | (0.04) | (0.52) | (0.56) | — | (2.25) | (2.25) | 23.04 | (2.75) | 1,041,241 | 0.83 | 0.83 | (0.14) | 35 | ||||||||||||||
R3 | 28.24 | (0.22) | (0.58) | (0.80) | — | (2.25) | (2.25) | 25.19 | (3.41) | 51,787 | 1.47 | 1.46 | (0.78) | 35 | ||||||||||||||
R4 | 30.20 | (0.13) | (0.64) | (0.77) | — | (2.25) | (2.25) | 27.18 | (3.06) | 52,865 | 1.16 | 1.14 | (0.44) | 35 | ||||||||||||||
R5 | 31.72 | (0.05) | (0.68) | (0.73) | — | (2.25) | (2.25) | 28.74 | (2.77) | 59,432 | 0.84 | 0.84 | (0.14) | 35 | ||||||||||||||
R6 | 32.27 | (0.02) | (0.70) | (0.72) | — | (2.25) | (2.25) | 29.30 | (2.69) | 435,508 | 0.75 | 0.75 | (0.05) | 35 | ||||||||||||||
Y | 32.19 | (0.04) | (0.71) | (0.75) | — | (2.25) | (2.25) | 29.19 | (2.80) | 288,853 | 0.85 | 0.83 | (0.14) | 35 | ||||||||||||||
F | 26.02 | (0.02) | (0.53) | (0.55) | — | (2.25) | (2.25) | 23.22 | (2.69) | 1,653,322 | 0.75 | 0.75 | (0.06) | 35 | ||||||||||||||
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 |
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 MidCap Fund – (continued) | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2021 | ||||||||||||||||||||||||||||
A | $ 30.63 | $ 0.10 | $ 10.24 | $ 10.34 | $ — | $ (3.96) | $ (3.96) | $ 37.01 | 35.51% | $ 3,446,674 | 1.08% | 1.08% | 0.28% | 28% | ||||||||||||||
C | 20.34 | (0.12) | 6.63 | 6.51 | — | (3.96) | (3.96) | 22.89 | 34.49 | 381,566 | 1.84 | 1.84 | (0.52) | 28 | ||||||||||||||
I | 31.87 | 0.20 | 10.66 | 10.86 | — | (3.96) | (3.96) | 38.77 | 35.79 | 3,960,713 | 0.86 | 0.85 | 0.53 | 28 | ||||||||||||||
R3 | 34.38 | (0.05) | 11.57 | 11.52 | — | (3.96) | (3.96) | 41.94 | 35.03 | 100,113 | 1.45 | 1.45 | (0.12) | 28 | ||||||||||||||
R4 | 36.18 | 0.08 | 12.21 | 12.29 | — | (3.96) | (3.96) | 44.51 | 35.45 | 189,348 | 1.15 | 1.13 | 0.18 | 28 | ||||||||||||||
R5 | 37.58 | 0.23 | 12.69 | 12.92 | — | (3.96) | (3.96) | 46.54 | 35.84 | 319,470 | 0.83 | 0.83 | 0.52 | 28 | ||||||||||||||
R6 | 38.09 | 0.26 | 12.90 | 13.16 | — | (3.96) | (3.96) | 47.29 | 36.00 | 1,659,582 | 0.74 | 0.74 | 0.57 | 28 | ||||||||||||||
Y | 38.02 | 0.24 | 12.88 | 13.12 | — | (3.96) | (3.96) | 47.18 | 35.96 | 970,296 | 0.84 | 0.77 | 0.52 | 28 | ||||||||||||||
F | 32.00 | 0.23 | 10.74 | 10.97 | — | (3.96) | (3.96) | 39.01 | 36.01 | 2,898,529 | 0.74 | 0.74 | 0.61 | 28 | ||||||||||||||
For the Year Ended October 31, 2020 | ||||||||||||||||||||||||||||
A | $ 30.34 | $ (0.08) | $ 2.00 | $ 1.92 | $ — | $ (1.63) | $ (1.63) | $ 30.63 | 6.48% | $ 2,724,316 | 1.11% | 1.11% | (0.27)% | 45% | ||||||||||||||
C | 20.83 | (0.20) | 1.34 | 1.14 | — | (1.63) | (1.63) | 20.34 | 5.63 | 380,033 | 1.87 | 1.87 | (1.02) | 45 | ||||||||||||||
I | 31.43 | (0.01) | 2.08 | 2.07 | — | (1.63) | (1.63) | 31.87 | 6.74 | 3,867,925 | 0.88 | 0.87 | (0.04) | 45 | ||||||||||||||
R3 | 33.98 | (0.21) | 2.24 | 2.03 | — | (1.63) | (1.63) | 34.38 | 6.09 | 92,023 | 1.47 | 1.47 | (0.63) | 45 | ||||||||||||||
R4 | 35.57 | (0.10) | 2.34 | 2.24 | — | (1.63) | (1.63) | 36.18 | 6.42 | 205,114 | 1.16 | 1.14 | (0.30) | 45 | ||||||||||||||
R5 | 36.77 | 0.00 (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 | ||||||||||||||
The Hartford MidCap Value Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 16.14 | $ 0.09 | $ (0.03) | $ 0.06 | $ (0.05) | $ (1.58) | $ (1.63) | $ 14.57 | 0.04% | $ 367,294 | 1.16% | 1.16% | 0.56% | 84% | ||||||||||||||
C | 12.36 | (0.03) | — | (0.03) | — | (1.58) | (1.58) | 10.75 | (0.75) | 5,019 | 1.95 | 1.95 | (0.22) | 84 | ||||||||||||||
I | 16.36 | 0.13 | (0.03) | 0.10 | (0.09) | (1.58) | (1.67) | 14.79 | 0.35 | 39,690 | 0.87 | 0.87 | 0.85 | 84 | ||||||||||||||
R3 | 17.10 | 0.04 | (0.04) | — | — | (1.58) | (1.58) | 15.52 | (0.33) | 5,694 | 1.48 | 1.48 | 0.24 | 84 | ||||||||||||||
R4 | 17.59 | 0.09 | (0.04) | 0.05 | (0.04) | (1.58) | (1.62) | 16.02 | (0.04) | 4,366 | 1.18 | 1.18 | 0.51 | 84 | ||||||||||||||
R5 | 17.91 | 0.15 | (0.04) | 0.11 | (0.09) | (1.58) | (1.67) | 16.35 | 0.33 | 1,959 | 0.88 | 0.88 | 0.84 | 84 | ||||||||||||||
R6 | 16.37 | 0.14 | (0.02) | 0.12 | (0.11) | (1.58) | (1.69) | 14.80 | 0.44 | 107 | 0.77 | 0.77 | 0.90 | 84 | ||||||||||||||
Y | 17.96 | 0.15 | (0.05) | 0.10 | (0.08) | (1.58) | (1.66) | 16.40 | 0.35 | 6,527 | 0.87 | 0.87 | 0.85 | 84 | ||||||||||||||
F | 16.37 | 0.15 | (0.03) | 0.12 | (0.11) | (1.58) | (1.69) | 14.80 | 0.43 | 449,999 | 0.77 | 0.77 | 0.95 | 84 |
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 | ||||||||||||||
The Hartford MidCap Value Fund – (continued) | ||||||||||||||||||||||||||||
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 | ||||||||||||||
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 | ||||||||||||||
The Hartford Small Cap Growth Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 37.07 | $ (0.22) | $ (1.84) | $ (2.06) | $ — | $ — | $ — | $ 35.01 | (5.56)% | $ 141,362 | 1.32% | 1.31% | (0.58)% | 53% | ||||||||||||||
C | 20.14 | (0.28) | (0.99) | (1.27) | — | — | — | 18.87 | (6.31) | 1,276 | 2.09 | 2.09 | (1.35) | 53 | ||||||||||||||
I | 40.17 | (0.08) | (2.01) | (2.09) | — | — | — | 38.08 | (5.20) | 46,723 | 0.94 | 0.94 | (0.20) | 53 | ||||||||||||||
R3 | 35.99 | (0.31) | (1.78) | (2.09) | — | — | — | 33.90 | (5.81) | 5,115 | 1.57 | 1.56 | (0.84) | 53 | ||||||||||||||
R4 | 39.30 | (0.21) | (1.96) | (2.17) | — | — | — | 37.13 | (5.52) | 7,774 | 1.26 | 1.26 | (0.53) | 53 | ||||||||||||||
R5 | 42.94 | (0.08) | (2.15) | (2.23) | — | — | — | 40.71 | (5.19) | 12,394 | 0.93 | 0.93 | (0.19) | 53 | ||||||||||||||
R6 | 43.99 | (0.05) | (2.20) | (2.25) | — | — | — | 41.74 | (5.11) | 34,009 | 0.85 | 0.85 | (0.11) | 53 | ||||||||||||||
Y | 43.94 | (0.09) | (2.19) | (2.28) | — | — | — | 41.66 | (5.19) | 103,032 | 0.95 | 0.92 | (0.19) | 53 | ||||||||||||||
F | 40.50 | (0.05) | (2.03) | (2.08) | — | — | — | 38.42 | (5.14) | 25,243 | 0.85 | 0.85 | (0.13) | 53 |
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 Small Cap Growth Fund – (continued) | ||||||||||||||||||||||||||||
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 |
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 | ||||||||||||||
Hartford Small Cap Value Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 11.40 | $ 0.12 | $ (0.54) | $ (0.42) | $ (0.16) | $ (0.85) | $ (1.01) | $ 9.97 | (4.16)% | $ 45,431 | 1.32% | 1.30% | 1.16% | 52% | ||||||||||||||
C | 9.69 | 0.04 | (0.46) | (0.42) | (0.08) | (0.85) | (0.93) | 8.34 | (4.94) | 1,496 | 2.12 | 2.05 | 0.42 | 52 | ||||||||||||||
I | 11.44 | 0.16 | (0.56) | (0.40) | (0.19) | (0.85) | (1.04) | 10.00 | (3.94) | 17,685 | 1.01 | 1.00 | 1.46 | 52 | ||||||||||||||
R3 | 11.90 | 0.11 | (0.57) | (0.46) | (0.14) | (0.85) | (0.99) | 10.45 | (4.35) | 531 | 1.59 | 1.50 | 0.98 | 52 | ||||||||||||||
R4 | 12.10 | 0.12 | (0.56) | (0.44) | (0.17) | (0.85) | (1.02) | 10.64 | (4.08) | 128 | 1.29 | 1.20 | 1.06 | 52 | ||||||||||||||
R5 | 12.08 | 0.18 | (0.59) | (0.41) | (0.20) | (0.85) | (1.05) | 10.62 | (3.80) | 1,855 | 0.99 | 0.90 | 1.54 | 52 | ||||||||||||||
R6 | 12.07 | 0.19 | (0.58) | (0.39) | (0.21) | (0.85) | (1.06) | 10.62 | (3.63) | 8,004 | 0.88 | 0.80 | 1.65 | 52 | ||||||||||||||
Y | 12.05 | 0.18 | (0.57) | (0.39) | (0.21) | (0.85) | (1.06) | 10.60 | (3.68) | 2,448 | 0.98 | 0.85 | 1.61 | 52 | ||||||||||||||
F | 11.43 | 0.18 | (0.55) | (0.37) | (0.21) | (0.85) | (1.06) | 10.00 | (3.66) | 23,870 | 0.88 | 0.80 | 1.69 | 52 | ||||||||||||||
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 |
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 | ||||||||||||||
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 | ||||||||||||||
The Hartford Small Company Fund | ||||||||||||||||||||||||||||
For the Year Ended October 31, 2023 | ||||||||||||||||||||||||||||
A | $ 16.30 | $ (0.08) | $ (1.33) | $ (1.41) | $ — | $ — | $ — | $ 14.89 | (8.59)% | $ 265,550 | 1.31% | 1.31% | (0.48)% | 48% | ||||||||||||||
C | 7.45 | (0.09) | (0.61) | (0.70) | — | — | — | 6.75 | (9.40) | 2,584 | 2.14 | 2.14 | (1.28) | 48 | ||||||||||||||
I | 18.06 | (0.03) | (1.48) | (1.51) | — | — | — | 16.55 | (8.36) | 22,387 | 1.00 | 1.00 | (0.16) | 48 | ||||||||||||||
R3 | 18.45 | (0.14) | (1.51) | (1.65) | — | — | — | 16.80 | (8.94) | 9,054 | 1.61 | 1.61 | (0.78) | 48 | ||||||||||||||
R4 | 20.59 | (0.10) | (1.68) | (1.78) | — | — | — | 18.81 | (8.60) | 7,204 | 1.31 | 1.31 | (0.48) | 48 | ||||||||||||||
R5 | 22.66 | (0.03) | (1.87) | (1.90) | — | — | — | 20.76 | (8.38) | 2,859 | 1.01 | 1.01 | (0.15) | 48 | ||||||||||||||
R6 | 23.44 | (0.02) | (1.92) | (1.94) | — | — | — | 21.50 | (8.24) | 7,199 | 0.89 | 0.89 | (0.07) | 48 | ||||||||||||||
Y | 23.34 | (0.00) (5) | (1.96) | (1.96) | — | — | — | 21.38 | (8.40) | 6,959 | 1.00 | 1.00 | 0.01 | 48 | ||||||||||||||
F | 18.27 | (0.01) | (1.50) | (1.51) | — | — | — | 16.76 | (8.26) | 215,475 | 0.89 | 0.89 | (0.06) | 48 | ||||||||||||||
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 |
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 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 |
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. |
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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 fifteen series, respectively, as of October 31, 2023. 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") |
The Hartford Small Cap Growth Fund (the "Small Cap Growth Fund") |
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |
a) | Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the "NYSE Close") on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
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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" or "HFMC") 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. | |
The Capital Appreciation Fund and the Dividend and Growth Fund filed claims to recover taxes withheld on prior year reclaims (EU reclaims) related to French taxes withheld on dividend income from 2009, 2010 and 2011. The Capital Appreciation Fund and the Dividend and Growth Fund received EU reclaims with related interest in the amount of $1,888,107 and $1,792,505, respectively, which is recorded on the Statement of Operations as Foreign withholding tax reclaims. |
d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. | |
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |
f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund |
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has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. | |
Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. | |
Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. | |
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes). |
3. | Securities and Other Investments: |
a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments. |
b) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held. 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, 2023. |
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. |
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b) | Additional Derivative Instrument Information: |
Capital Appreciation Fund | |
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2023: | |||||||||||
Risk Exposure Category | |||||||||||
Interest Rate Contracts | Foreign Currency Contracts | Credit Contracts | Equity Contracts | Commodity Contracts | Total | ||||||
Liabilities: | |||||||||||
Unrealized depreciation on futures contracts(1) | $ — | $ — | $ — | $ 5,445,586 | $ — | $ 5,445,586 | |||||
Total | $ — | $ — | $ — | $ 5,445,586 | $ — | $ 5,445,586 |
(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, 2023: | |||||||||||
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 | $ — | $ — | $ — | $ 22,677,524 | $ — | $ 22,677,524 | |||||
Total | $ — | $ — | $ — | $ 22,677,524 | $ — | $ 22,677,524 | |||||
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |||||||||||
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | $ — | $ — | $ (1,556,518) | $ — | $ (1,556,518) | |||||
Total | $ — | $ — | $ — | $ (1,556,518) | $ — | $ (1,556,518) |
Derivative Description | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Number of Long Contracts | 427 |
c) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of October 31, 2023: | |
Capital Appreciation Fund | ||||
Derivative Financial Instruments: | Assets | Liabilities | ||
Futures contracts | $ — | $ (5,445,586) | ||
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | — | (5,445,586) | ||
Derivatives not subject to a MNA | — | 5,445,586 | ||
Total gross amount of assets and liabilities subject to MNA or similar agreements | $ — | $ — |
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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, 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, if any, remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic have had, and may continue to have, a significant negative impact on the performance of certain investments, including exacerbating other pre-existing political, social and economic risks. | |
The banking sector has recently been subject to increased market volatility. As a result, a Fund’s investments in the banking sector may be subject to increased volatility risk. | |
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. | |
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. | |
6. | Federal Income Taxes: |
a) | Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each 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, 2023. 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. |
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c) | Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2023 and October 31, 2022 are as follows: |
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | |||||||
Fund | Ordinary Income | Long-Term Capital Gains(1) | Ordinary Income | Long-Term Capital Gains(1) | ||||
Capital Appreciation Fund | $ 23,999,674 | $ 305,332,046 | $ 279,895,853 | $ 808,081,425 | ||||
Core Equity Fund | 106,000,036 | 263,609,129 | 128,007,129 | 276,790,106 | ||||
Dividend and Growth Fund | 270,368,087 | 660,981,658 | 237,541,713 | 650,717,744 | ||||
Equity Income Fund | 115,210,361 | 498,104,371 | 107,328,916 | 327,758,324 | ||||
Growth Opportunities Fund | — | — | 625,141,034 | 929,985,392 | ||||
Healthcare Fund | — | 13,370,344 | 8,784,435 | 157,643,753 | ||||
MidCap Fund | — | 639,353,171 | 82,760,021 | 1,452,281,687 | ||||
MidCap Value Fund | 5,771,513 | 85,376,578 | 23,089,873 | 40,847,490 | ||||
Small Cap Growth Fund | — | — | — | 150,799,914 | ||||
Small Cap Value Fund | 2,100,079 | 9,135,940 | 6,584,761 | 5,364,408 | ||||
Small Company Fund | — | — | 50,480,239 | 153,792,580 | ||||
(1) | The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c). |
Fund | Undistributed Ordinary Income | Undistributed Long-Term Capital Gains | Accumulated Capital and Other Losses | Unrealized Appreciation (Depreciation) on Investments | Total Accumulated Earnings (Deficit) | |||||
Capital Appreciation Fund | $ 25,784,481 | $ — | $ (15,300,417) | $ 544,876,590 | $ 555,360,654 | |||||
Core Equity Fund | 77,375,269 | 187,125,055 | — | 2,927,389,400 | 3,191,889,724 | |||||
Dividend and Growth Fund | 48,677,967 | 54,554,495 | — | 3,865,088,445 | 3,968,320,907 | |||||
Equity Income Fund | 14,121,073 | 271,164,564 | — | 505,102,132 | 790,387,769 | |||||
Growth Opportunities Fund | — | — | (801,380,205) | 460,528,207 | (340,851,998) | |||||
Healthcare Fund | — | — | (17,317,172) | 165,393,793 | 148,076,621 | |||||
MidCap Fund | — | 141,375,169 | (17,710,254) | 536,984,910 | 660,649,825 | |||||
MidCap Value Fund | 38,716,480 | 26,091,586 | — | 1,489,058 | 66,297,124 | |||||
Small Cap Growth Fund | — | 13,433,964 | (1,560,544) | 17,086,018 | 28,959,438 | |||||
Small Cap Value Fund | 3,308,969 | — | — | (7,622,419) | (4,313,450) | |||||
Small Company Fund | — | — | (145,153,020) | (19,470,454) | (164,623,474) |
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 earnings and profits distributed to shareholders on the redemption of shares, net operating loss, in-kind trade activity, and 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, 2023, the Funds recorded reclassifications to increase (decrease) the accounts listed below: |
Fund | Paid-in-Capital | Distributable Earnings (Loss) | ||
Capital Appreciation Fund | $ (117,441) | $ 117,441 | ||
Core Equity Fund | 35,117,178 | (35,117,178) | ||
Dividend and Growth Fund | (8,049,375) | 8,049,375 | ||
Equity Income Fund | 29,348,772 | (29,348,772) | ||
Growth Opportunities Fund | (65,016,176) | 65,016,176 | ||
Healthcare Fund | (2,445,087) | 2,445,087 | ||
MidCap Fund | (5,563,081) | 5,563,081 | ||
MidCap Value Fund | 3,856,272 | (3,856,272) | ||
Small Cap Growth Fund | (2,177,558) | 2,177,558 | ||
Small Cap Value Fund | 78,323 | (78,323) | ||
Small Company Fund | (3,154,337) | 3,154,337 |
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. |
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At October 31, 2023 (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 | ||
Capital Appreciation Fund | $ — | $ 15,300,417 | ||
Growth Opportunities Fund | 551,221,870 | 229,017,076 | ||
Healthcare Fund | 3,940,489 | 11,188,262 | ||
Small Company Fund | 130,923,194 | 12,074,572 |
f) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2023 is different from book purposes primarily due to wash sale loss deferrals, PFIC mark to market adjustments, partnerships 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 | $ 4,591,058,272 | $ 857,201,290 | $ (312,191,860) | $ 545,009,430 | ||||
Core Equity Fund | 5,752,648,361 | 3,142,391,855 | (215,002,455) | 2,927,389,400 | ||||
Dividend and Growth Fund | 10,784,752,392 | 4,298,609,767 | (433,520,024) | 3,865,089,743 | ||||
Equity Income Fund | 4,313,974,709 | 755,714,708 | (250,633,740) | 505,080,968 | ||||
Growth Opportunities Fund | 3,486,135,531 | 761,482,729 | (300,954,522) | 460,528,207 | ||||
Healthcare Fund | 903,656,652 | 291,966,770 | (126,581,714) | 165,385,056 | ||||
MidCap Fund | 5,118,144,378 | 1,121,730,664 | (584,745,753) | 536,984,911 | ||||
MidCap Value Fund | 872,119,296 | 85,045,785 | (83,556,725) | 1,489,060 | ||||
Small Cap Growth Fund | 361,473,750 | 59,690,535 | (42,604,518) | 17,086,017 | ||||
Small Cap Value Fund | 108,585,240 | 10,226,183 | (17,848,602) | (7,622,419) | ||||
Small Company Fund | 556,870,377 | 71,343,314 | (90,813,769) | (19,470,455) |
g) | Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of October 31, 2023, 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, 2023, 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. |
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The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2023; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: | |
Fund | Management Fee Rates | |
Capital Appreciation Fund | 0.8000% on first $500 million and; | |
0.7000% on next $500 million and; | ||
0.6500% on next $4 billion and; | ||
0.6475% on next $5 billion and; | ||
0.6450% over $10 billion | ||
Core Equity Fund | 0.4500% on first $500 million and; | |
0.3500% on next $500 million and; | ||
0.3300% on next $1.5 billion and; | ||
0.3250% on next $2.5 billion and; | ||
0.3225% over $5 billion | ||
Dividend and Growth Fund | 0.7500% on first $500 million and; | |
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5950% on next $2.5 billion and; | ||
0.5900% on next $5 billion and; | ||
0.5850% over $10 billion | ||
Equity Income Fund | 0.7500% on first $250 million and; | |
0.7000% on next $250 million and; | ||
0.6500% on next $500 million and; | ||
0.6000% on next $1.5 billion and; | ||
0.5900% on next $2.5 billion and; | ||
0.5875% over $5 billion | ||
Growth Opportunities Fund | 0.8000% on first $250 million and; | |
0.7000% on next $4.75 billion and; | ||
0.6975% on next $5 billion and; | ||
0.6950% over $10 billion | ||
Healthcare Fund | 0.9000% on first $500 million and; | |
0.8500% on next $500 million and; | ||
0.8000% on next $4 billion and; | ||
0.7975% on next $5 billion and; | ||
0.7950% over $10 billion | ||
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 | ||
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 |
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Fund | Management Fee Rates | |
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. |
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, 2023, 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), until February 29, 2024 (unless the applicable Board of Directors approves its earlier termination) as follows for the following Fund: |
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 | |||||||||
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, 2023, 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 | 1.05% | 1.84% | 0.79% | 1.41% | 1.10% | 0.80% | 0.70% | 0.81% | 0.70% | |||||||||
Core Equity Fund | 0.70% | 1.45% | 0.46% | 1.08% | 0.72% | 0.46% | 0.36% | 0.44% | 0.36% | |||||||||
Dividend and Growth Fund | 0.96% | 1.73% | 0.72% | 1.34% | 1.04% | 0.73% | 0.63% | 0.71% | 0.63% | |||||||||
Equity Income Fund | 0.97% | 1.74% | 0.74% | 1.36% | 1.06% | 0.75% | 0.65% | 0.73% | 0.65% | |||||||||
Growth Opportunities Fund | 1.09% | 1.87% | 0.84% | 1.44% | 1.13% | 0.86% | 0.74% | 0.83% | 0.74% | |||||||||
Healthcare Fund | 1.27% | 2.05% | 1.01% | 1.62% | 1.29% | 1.02% | 0.91% | 1.01% | 0.91% | |||||||||
MidCap Fund | 1.11% | 1.88% | 0.83% | 1.46% | 1.14% | 0.84% | 0.75% | 0.83% | 0.75% | |||||||||
MidCap Value Fund | 1.16% | 1.94% | 0.87% | 1.48% | 1.18% | 0.88% | 0.77% | 0.87% | 0.77% | |||||||||
Small Cap Growth Fund | 1.31% | 2.09% | 0.94% | 1.56% | 1.26% | 0.93% | 0.85% | 0.92% | 0.85% | |||||||||
Small Cap Value Fund | 1.30% | 2.05% | 1.00% | 1.50% | 1.20% | 0.90% | 0.80% | 0.85% | 0.80% | |||||||||
Small Company Fund | 1.31% | 2.13% | 1.00% | 1.61% | 1.30% | 1.01% | 0.89% | 1.00% | 0.89% |
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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, 2023, 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 | $ 1,032,319 | $ 13,677 | ||
Core Equity Fund | 1,351,653 | 34,978 | ||
Dividend and Growth Fund | 2,799,483 | 63,319 | ||
Equity Income Fund | 1,343,757 | 25,806 | ||
Growth Opportunities Fund | 1,154,944 | 14,599 | ||
Healthcare Fund | 281,991 | 2,481 | ||
MidCap Fund | 899,049 | 12,618 | ||
MidCap Value Fund | 398,087 | 5,452 | ||
Small Cap Growth Fund | 42,092 | 266 | ||
Small Cap Value Fund | 40,576 | 278 | ||
Small Company Fund | 233,626 | 4,980 |
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, 2023, 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 | $ 13,041 | |
Core Equity Fund | 21,551 | |
Dividend and Growth Fund | 35,736 | |
Equity Income Fund | 11,989 | |
Growth Opportunities Fund | 9,689 | |
Healthcare Fund | 2,743 | |
MidCap Fund | 15,513 | |
MidCap Value Fund | 2,236 | |
Small Cap Growth Fund | 1,005 | |
Small Cap Value Fund | 275 | |
Small Company Fund | 1,406 |
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 SS&C GIDS, Inc. ("SS&C", formerly known as DST Asset Manager Solutions, Inc.) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and SS&C (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 |
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October 31, 2023
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 Y | |
Dividend and Growth Fund | 0.09% | |
Small Cap Growth Fund | 0.07% |
Fund | Class I | Class Y | ||
Dividend and Growth Fund | N/A | 0.06% | ||
MidCap Fund | 0.12% | 0.06% | ||
Small Cap Growth Fund | N/A | 0.07% |
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
Capital Appreciation Fund | 0.11% | 0.15% | 0.09% | 0.22% | 0.15% | 0.10% | 0.00% * | 0.11% | 0.00% * | |||||||||
Core Equity Fund | 0.09% | 0.09% | 0.09% | 0.22% | 0.14% | 0.10% | 0.00% * | 0.08% | 0.00% * | |||||||||
Dividend and Growth Fund | 0.09% | 0.11% | 0.09% | 0.21% | 0.16% | 0.10% | 0.00% * | 0.08% | 0.00% * | |||||||||
Equity Income Fund | 0.08% | 0.10% | 0.10% | 0.21% | 0.17% | 0.10% | 0.00% * | 0.09% | 0.00% * | |||||||||
Growth Opportunities Fund | 0.11% | 0.13% | 0.10% | 0.20% | 0.15% | 0.12% | 0.00% * | 0.10% | 0.00% * | |||||||||
Healthcare Fund | 0.12% | 0.14% | 0.10% | 0.21% | 0.14% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
MidCap Fund | 0.11% | 0.13% | 0.09% | 0.22% | 0.17% | 0.09% | 0.00% * | 0.08% | 0.00% * | |||||||||
MidCap Value Fund | 0.14% | 0.18% | 0.10% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
Small Cap Growth Fund | 0.22% | 0.25% | 0.09% | 0.22% | 0.17% | 0.08% | 0.00% * | 0.07% | 0.00% * | |||||||||
Small Cap Value Fund | 0.19% | 0.25% | 0.13% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 0.00% * | |||||||||
Small Company Fund | 0.17% | 0.25% | 0.11% | 0.22% | 0.17% | 0.12% | 0.00% * | 0.11% | 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. |
106 |
October 31, 2023
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. | |
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. | |
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. | |
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of October 31, 2023. | |
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 | $ 6,115,312 | $ 6,079,332 | $ — | |||
Core Equity Fund | — | — | — | |||
Dividend and Growth Fund | — | — | — | |||
Equity Income Fund | 5,863 | 5,907 | — | |||
Growth Opportunities Fund | 35,345,325 | 35,152,160 | — | |||
Healthcare Fund | 1,537,758 | 1,591,291 | — | |||
MidCap Fund | 3,570,563 | 3,691,900 | — | |||
MidCap Value Fund | — | — | — | |||
Small Cap Growth Fund | 5,336,950 | 5,401,691 | — | |||
Small Cap Value Fund | 39,100 | 40,000 | — | |||
Small Company Fund | 2,923,672 | 2,997,300 | — |
(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, 2023, the MidCap 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, 2023 follows: | |
Affiliated Investments | Beginning Value as of November 1, 2022 | 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, 2023 | Shares as of October 31, 2023 | Dividend Income | Capital Gains Distribution | ||||||||||
MidCap Fund | ||||||||||||||||||||
Nuvei Corp. | $ 91,517,744 | $ 22,878,632 | $ 14,412,052 | $ (19,981,094) | $ — | $ (28,530,099) | $ 51,473,131 | 3,705,769 | $ 299,448 | $ — | ||||||||||
Shift4 Payments, Inc.* | 121,387,095 | 11,209,645 | 53,606,381 | (6,390,187) | — | 14,751,006 | 87,351,178 | 1,962,066 | — | — | ||||||||||
Total | $ 212,904,839 | $ 34,088,277 | $ 68,018,433 | $ (26,371,281) | $ — | $ (13,779,093) | $ 138,824,309 | 5,667,835 | $ 299,448 | $ — |
* | Not an affiliate as of October 31, 2023. |
107 |
October 31, 2023
10. | Affiliate Holdings: |
As of October 31, 2023, 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 | |||||||||
MidCap Value Fund | — | — | — | — | — | — | 10% | — | — | |||||||||
Small Cap Value Fund | — | — | — | — | — | 1% | — | — | — |
Percentage of Fund by Class: | ||||||||||||||||||
Fund | Class A | Class C | Class I | Class R3 | Class R4 | Class R5 | Class R6 | Class Y | Class F | |||||||||
MidCap Value Fund | — | — | — | — | — | — | 0% * | — | — | |||||||||
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 | 4% | |
Equity Income Fund | 3% | |
Growth Opportunities Fund | 3% | |
MidCap Fund | 1% | |
MidCap Value Fund | 2% | |
Small Cap Growth Fund | 6% | |
Small Cap Value Fund | 19% | |
Small Company Fund | 5% |
* | As of October 31, 2023, affiliated funds of funds and the 529 plan were invested in Class F shares. |
11. | Investment Transactions: |
For the year ended October 31, 2023, 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 | $ 3,439,446,789 | $ 4,163,597,862 | $ 3,439,446,789 | $ 4,163,597,862 | ||||
Core Equity Fund | 1,754,950,500 | 3,236,737,025 | 1,754,950,500 | 3,236,737,025 | ||||
Dividend and Growth Fund | 3,995,577,951 | 4,573,886,473 | 3,995,577,951 | 4,573,886,473 | ||||
Equity Income Fund | 2,059,286,331 | 1,969,894,769 | 2,059,286,331 | 1,969,894,769 | ||||
Growth Opportunities Fund | 3,642,536,177 | 4,323,629,896 | 3,642,536,177 | 4,323,629,896 | ||||
Healthcare Fund | 391,338,129 | 571,140,823 | 391,338,129 | 571,140,823 | ||||
MidCap Fund | 2,449,237,283 | 4,362,144,797 | 2,449,237,283 | 4,362,144,797 | ||||
MidCap Value Fund | 792,095,079 | 795,732,214 | 792,095,079 | 795,732,214 | ||||
Small Cap Growth Fund | 236,157,855 | 341,852,968 | 236,157,855 | 341,852,968 | ||||
Small Cap Value Fund | 61,442,881 | 80,285,353 | 61,442,881 | 80,285,353 | ||||
Small Company Fund | 294,289,989 | 352,951,040 | 294,289,989 | 352,951,040 |
108 |
October 31, 2023
12. | Capital Share Transactions: |
The following information is for the years ended October 31, 2023 and October 31, 2022: | |
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Capital Appreciation Fund | |||||||
Class A | |||||||
Shares Sold | 2,416,094 | $ 84,486,808 | 3,057,113 | $ 117,912,718 | |||
Shares Issued for Reinvested Dividends | 6,927,389 | 235,627,108 | 18,530,282 | 773,952,122 | |||
Shares Redeemed | (16,646,060) | (582,463,426) | (15,671,864) | (597,749,344) | |||
Net Increase (Decrease) | (7,302,577) | (262,349,510) | 5,915,531 | 294,115,496 | |||
Class C | |||||||
Shares Sold | 208,653 | $ 4,571,978 | 355,100 | $ 8,956,718 | |||
Shares Issued for Reinvested Dividends | 328,212 | 6,990,907 | 1,058,069 | 28,641,921 | |||
Shares Redeemed | (1,519,110) | (33,305,211) | (1,826,007) | (45,470,387) | |||
Net Increase (Decrease) | (982,245) | (21,742,326) | (412,838) | (7,871,748) | |||
Class I | |||||||
Shares Sold | 1,490,961 | $ 52,882,495 | 1,548,525 | $ 60,994,842 | |||
Shares Issued for Reinvested Dividends | 776,009 | 26,584,678 | 2,140,817 | 90,255,338 | |||
Shares Redeemed | (4,119,393) | (145,273,355) | (3,597,389) | (137,417,555) | |||
Net Increase (Decrease) | (1,852,423) | (65,806,182) | 91,953 | 13,832,625 | |||
Class R3 | |||||||
Shares Sold | 50,805 | $ 2,065,987 | 59,892 | $ 2,569,258 | |||
Shares Issued for Reinvested Dividends | 35,821 | 1,411,714 | 114,302 | 5,487,633 | |||
Shares Redeemed | (190,864) | (7,828,268) | (231,286) | (10,043,979) | |||
Net Increase (Decrease) | (104,238) | (4,350,567) | (57,092) | (1,987,088) | |||
Class R4 | |||||||
Shares Sold | 50,530 | $ 2,162,148 | 66,901 | $ 3,145,575 | |||
Shares Issued for Reinvested Dividends | 29,790 | 1,237,975 | 85,515 | 4,313,361 | |||
Shares Redeemed | (135,137) | (5,782,831) | (143,629) | (6,568,277) | |||
Net Increase (Decrease) | (54,817) | (2,382,708) | 8,787 | 890,659 | |||
Class R5 | |||||||
Shares Sold | 34,157 | $ 1,500,954 | 49,168 | $ 2,317,024 | |||
Shares Issued for Reinvested Dividends | 31,575 | 1,346,597 | 80,863 | 4,194,444 | |||
Shares Redeemed | (263,473) | (11,504,209) | (98,330) | (4,824,329) | |||
Net Increase (Decrease) | (197,741) | (8,656,658) | 31,701 | 1,687,139 | |||
Class R6 | |||||||
Shares Sold | 1,033,462 | $ 45,894,296 | 342,359 | $ 19,376,487 | |||
Shares Issued for Reinvested Dividends | 26,316 | 1,131,066 | 81,637 | 4,271,968 | |||
Shares Redeemed | (205,756) | (9,110,251) | (109,087) | (5,049,188) | |||
Net Increase (Decrease) | 854,022 | 37,915,111 | 314,909 | 18,599,267 | |||
Class Y | |||||||
Shares Sold | 80,931 | $ 3,645,887 | 112,377 | $ 5,423,166 | |||
Shares Issued for Reinvested Dividends | 80,906 | 3,477,585 | 274,840 | 14,360,979 | |||
Shares Redeemed | (1,382,962) | (61,326,239) | (729,211) | (33,928,608) | |||
Net Increase (Decrease) | (1,221,125) | (54,202,767) | (341,994) | (14,144,463) | |||
Class F | |||||||
Shares Sold | 1,475,053 | $ 51,699,782 | 2,468,140 | $ 90,526,856 | |||
Shares Issued for Reinvested Dividends | 1,212,451 | 41,502,624 | 3,014,822 | 127,144,725 | |||
Shares Redeemed | (4,220,336) | (149,610,096) | (3,637,998) | (136,977,274) | |||
Net Increase (Decrease) | (1,532,832) | (56,407,690) | 1,844,964 | 80,694,307 | |||
Total Net Increase (Decrease) | (12,393,976) | $ (437,983,297) | 7,395,921 | $ 385,816,194 | |||
Core Equity Fund | |||||||
Class A | |||||||
Shares Sold | 4,662,208 | $ 192,757,895 | 6,383,267 | $ 283,671,328 | |||
Shares Issued for Reinvested Dividends | 1,290,079 | 51,353,487 | 1,003,255 | 49,317,221 | |||
Shares Redeemed | (6,809,613) | (281,874,863) | (5,353,972) | (234,304,903) | |||
Net Increase (Decrease) | (857,326) | (37,763,481) | 2,032,550 | 98,683,646 |
109 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class C | |||||||
Shares Sold | 666,349 | $ 24,666,910 | 1,253,604 | $ 50,867,962 | |||
Shares Issued for Reinvested Dividends | 363,772 | 13,111,704 | 349,431 | 15,420,372 | |||
Shares Redeemed | (2,947,688) | (109,648,635) | (2,781,070) | (109,599,804) | |||
Net Increase (Decrease) | (1,917,567) | (71,870,021) | (1,178,035) | (43,311,470) | |||
Class I | |||||||
Shares Sold | 13,943,656 | $ 574,317,175 | 25,138,210 | $ 1,118,094,707 | |||
Shares Issued for Reinvested Dividends | 3,143,233 | 125,251,199 | 2,850,367 | 140,716,905 | |||
Shares Redeemed | (38,424,804) | (1,592,653,726) | (35,726,873) | (1,550,849,816) | |||
Net Increase (Decrease) | (21,337,915) | (893,085,352) | (7,738,296) | (292,038,204) | |||
Class R3 | |||||||
Shares Sold | 155,020 | $ 6,503,551 | 298,269 | $ 13,926,237 | |||
Shares Issued for Reinvested Dividends | 42,352 | 1,719,412 | 37,639 | 1,871,542 | |||
Shares Redeemed | (347,755) | (14,683,725) | (436,719) | (19,025,180) | |||
Net Increase (Decrease) | (150,383) | (6,460,762) | (100,811) | (3,227,401) | |||
Class R4 | |||||||
Shares Sold | 302,748 | $ 12,938,651 | 463,087 | $ 21,372,285 | |||
Shares Issued for Reinvested Dividends | 125,891 | 5,191,062 | 132,063 | 6,705,623 | |||
Shares Redeemed | (1,281,405) | (55,276,370) | (1,508,324) | (69,293,943) | |||
Net Increase (Decrease) | (852,766) | (37,146,657) | (913,174) | (41,216,035) | |||
Class R5 | |||||||
Shares Sold | 276,875 | $ 11,522,767 | 523,441 | $ 23,343,337 | |||
Shares Issued for Reinvested Dividends | 130,348 | 5,239,611 | 118,899 | 5,918,731 | |||
Shares Redeemed | (996,287) | (42,133,966) | (1,556,355) | (67,139,669) | |||
Net Increase (Decrease) | (589,064) | (25,371,588) | (914,015) | (37,877,601) | |||
Class R6 | |||||||
Shares Sold | 4,928,104 | $ 206,462,743 | 8,959,950 | $ 396,301,671 | |||
Shares Issued for Reinvested Dividends | 957,461 | 38,632,638 | 647,642 | 32,411,972 | |||
Shares Redeemed | (5,576,479) | (236,040,509) | (4,637,927) | (204,136,867) | |||
Net Increase (Decrease) | 309,086 | 9,054,872 | 4,969,665 | 224,576,776 | |||
Class Y | |||||||
Shares Sold | 2,222,876 | $ 93,707,132 | 2,164,398 | $ 98,845,545 | |||
Shares Issued for Reinvested Dividends | 483,390 | 19,520,858 | 561,625 | 28,081,046 | |||
Shares Redeemed | (4,442,840) | (187,208,035) | (7,849,800) | (348,528,440) | |||
Net Increase (Decrease) | (1,736,574) | (73,980,045) | (5,123,777) | (221,601,849) | |||
Class F | |||||||
Shares Sold | 9,602,495 | $ 398,245,374 | 13,239,963 | $ 592,067,299 | |||
Shares Issued for Reinvested Dividends | 2,348,767 | 93,574,797 | 2,148,216 | 106,209,029 | |||
Shares Redeemed | (14,346,645) | (598,615,873) | (23,465,248) | (1,021,206,791) | |||
Net Increase (Decrease) | (2,395,383) | (106,795,702) | (8,077,069) | (322,930,463) | |||
Total Net Increase (Decrease) | (29,527,892) | $ (1,243,418,736) | (17,042,962) | $ (638,942,601) | |||
Dividend and Growth Fund* | |||||||
Class A | |||||||
Shares Sold | 10,035,822 | $ 303,137,325 | 14,259,336 | $ 456,511,173 | |||
Shares Issued for Reinvested Dividends | 8,432,131 | 253,225,513 | 8,032,629 | 265,324,992 | |||
Shares Redeemed | (17,814,178) | (538,035,866) | (15,308,574) | (488,931,973) | |||
Net Increase (Decrease) | 653,775 | 18,326,972 | 6,983,391 | 232,904,192 | |||
Class C | |||||||
Shares Sold | 1,195,925 | $ 34,418,401 | 2,645,502 | $ 81,671,576 | |||
Shares Issued for Reinvested Dividends | 330,462 | 9,492,536 | 274,652 | 8,737,329 | |||
Shares Redeemed | (1,850,529) | (53,275,479) | (1,631,982) | (49,532,829) | |||
Net Increase (Decrease) | (324,142) | (9,364,542) | 1,288,172 | 40,876,076 | |||
Class I | |||||||
Shares Sold | 36,581,833 | $ 1,097,282,656 | 64,363,688 | $ 2,058,872,583 | |||
Shares Issued for Reinvested Dividends | 7,387,999 | 220,324,975 | 5,907,158 | 193,113,163 | |||
Shares Redeemed | (53,101,294) | (1,598,109,665) | (34,946,220) | (1,107,019,682) | |||
Net Increase (Decrease) | (9,131,462) | (280,502,034) | 35,324,626 | 1,144,966,064 |
110 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R3 | |||||||
Shares Sold | 256,718 | $ 7,901,146 | 348,672 | $ 11,370,145 | |||
Shares Issued for Reinvested Dividends | 93,879 | 2,873,582 | 100,882 | 3,401,827 | |||
Shares Redeemed | (539,529) | (16,607,512) | (600,236) | (19,626,369) | |||
Net Increase (Decrease) | (188,932) | (5,832,784) | (150,682) | (4,854,397) | |||
Class R4 | |||||||
Shares Sold | 389,581 | $ 12,080,743 | 796,252 | $ 26,395,247 | |||
Shares Issued for Reinvested Dividends | 143,875 | 4,441,408 | 138,647 | 4,701,649 | |||
Shares Redeemed | (980,389) | (30,445,231) | (957,878) | (31,739,116) | |||
Net Increase (Decrease) | (446,933) | (13,923,080) | (22,979) | (642,220) | |||
Class R5 | |||||||
Shares Sold | 1,591,123 | $ 50,044,722 | 2,795,712 | $ 92,959,983 | |||
Shares Issued for Reinvested Dividends | 183,787 | 5,698,726 | 205,078 | 6,984,131 | |||
Shares Redeemed | (4,249,868) | (132,476,932) | (3,084,827) | (100,834,486) | |||
Net Increase (Decrease) | (2,474,958) | (76,733,484) | (84,037) | (890,372) | |||
Class R6 | |||||||
Shares Sold | 9,998,858 | $ 312,195,799 | 9,755,875 | $ 319,701,277 | |||
Shares Issued for Reinvested Dividends | 1,257,139 | 38,962,188 | 842,357 | 28,512,706 | |||
Shares Redeemed | (6,195,316) | (193,024,036) | (3,734,079) | (121,605,554) | |||
Net Increase (Decrease) | 5,060,681 | 158,133,951 | 6,864,153 | 226,608,429 | |||
Class Y | |||||||
Shares Sold | 6,624,287 | $ 205,459,595 | 7,239,847 | $ 242,709,191 | |||
Shares Issued for Reinvested Dividends | 1,318,360 | 40,895,267 | 1,560,840 | 53,170,181 | |||
Shares Redeemed | (14,277,753) | (448,268,635) | (12,313,080) | (406,017,012) | |||
Net Increase (Decrease) | (6,335,106) | (201,913,773) | (3,512,393) | (110,137,640) | |||
Class F | |||||||
Shares Sold | 38,149,463 | $ 1,144,113,374 | 67,501,996 | $ 2,121,346,990 | |||
Shares Issued for Reinvested Dividends | 10,425,951 | 310,611,638 | 8,634,393 | 282,063,480 | |||
Shares Redeemed | (46,245,744) | (1,393,392,739) | (35,875,105) | (1,115,006,438) | |||
Net Increase (Decrease) | 2,329,670 | 61,332,273 | 40,261,284 | 1,288,404,032 | |||
Total Net Increase (Decrease) | (10,857,407) | $ (350,476,501) | 86,951,535 | $ 2,817,234,164 | |||
Equity Income Fund | |||||||
Class A | |||||||
Shares Sold | 7,859,075 | $ 160,763,242 | 9,596,803 | $ 211,409,984 | |||
Shares Issued for Reinvested Dividends | 10,574,284 | 216,970,102 | 7,158,278 | 159,263,758 | |||
Shares Redeemed | (14,048,616) | (286,563,550) | (8,968,077) | (198,976,567) | |||
Net Increase (Decrease) | 4,384,743 | 91,169,794 | 7,787,004 | 171,697,175 | |||
Class C | |||||||
Shares Sold | 1,177,587 | $ 24,216,732 | 1,379,177 | $ 30,309,524 | |||
Shares Issued for Reinvested Dividends | 697,256 | 14,254,483 | 549,220 | 12,167,905 | |||
Shares Redeemed | (2,455,858) | (49,656,180) | (2,613,220) | (57,727,994) | |||
Net Increase (Decrease) | (581,015) | (11,184,965) | (684,823) | (15,250,565) | |||
Class I | |||||||
Shares Sold | 28,517,875 | $ 576,072,410 | 23,824,979 | $ 520,404,729 | |||
Shares Issued for Reinvested Dividends | 8,874,084 | 180,428,576 | 5,346,702 | 117,953,687 | |||
Shares Redeemed | (31,103,452) | (627,405,002) | (15,236,956) | (332,668,191) | |||
Net Increase (Decrease) | 6,288,507 | 129,095,984 | 13,934,725 | 305,690,225 | |||
Class R3 | |||||||
Shares Sold | 202,990 | $ 4,113,384 | 241,885 | $ 5,341,375 | |||
Shares Issued for Reinvested Dividends | 156,532 | 3,224,249 | 122,508 | 2,733,840 | |||
Shares Redeemed | (367,749) | (7,478,183) | (471,052) | (10,531,386) | |||
Net Increase (Decrease) | (8,227) | (140,550) | (106,659) | (2,456,171) | |||
Class R4 | |||||||
Shares Sold | 898,637 | $ 18,137,799 | 320,134 | $ 7,147,306 | |||
Shares Issued for Reinvested Dividends | 174,667 | 3,597,294 | 134,864 | 3,014,807 | |||
Shares Redeemed | (732,395) | (14,925,376) | (752,816) | (17,082,777) | |||
Net Increase (Decrease) | 340,909 | 6,809,717 | (297,818) | (6,920,664) |
111 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R5 | |||||||
Shares Sold | 857,604 | $ 17,798,043 | 713,292 | $ 16,015,545 | |||
Shares Issued for Reinvested Dividends | 398,898 | 8,277,019 | 284,360 | 6,388,940 | |||
Shares Redeemed | (1,513,342) | (31,098,556) | (1,012,405) | (22,891,236) | |||
Net Increase (Decrease) | (256,840) | (5,023,494) | (14,753) | (486,751) | |||
Class R6 | |||||||
Shares Sold | 4,779,502 | $ 99,043,259 | 1,794,564 | $ 40,124,508 | |||
Shares Issued for Reinvested Dividends | 604,466 | 12,544,054 | 298,677 | 6,718,898 | |||
Shares Redeemed | (1,604,760) | (32,861,638) | (1,015,542) | (22,792,072) | |||
Net Increase (Decrease) | 3,779,208 | 78,725,675 | 1,077,699 | 24,051,334 | |||
Class Y | |||||||
Shares Sold | 2,411,518 | $ 49,853,997 | 1,581,933 | $ 35,422,065 | |||
Shares Issued for Reinvested Dividends | 577,276 | 12,017,292 | 391,565 | 8,820,735 | |||
Shares Redeemed | (3,144,920) | (65,510,197) | (1,376,119) | (31,089,555) | |||
Net Increase (Decrease) | (156,126) | (3,638,908) | 597,379 | 13,153,245 | |||
Class F | |||||||
Shares Sold | 16,288,171 | $ 329,666,948 | 12,117,460 | $ 264,063,832 | |||
Shares Issued for Reinvested Dividends | 6,910,798 | 140,456,473 | 4,681,705 | 103,344,207 | |||
Shares Redeemed | (13,362,835) | (269,393,729) | (13,925,425) | (305,390,990) | |||
Net Increase (Decrease) | 9,836,134 | 200,729,692 | 2,873,740 | 62,017,049 | |||
Total Net Increase (Decrease) | 23,627,293 | $ 486,542,945 | 25,166,494 | $ 551,494,877 | |||
Growth Opportunities Fund* | |||||||
Class A | |||||||
Shares Sold | 4,536,856 | $ 156,041,936 | 4,840,696 | $ 186,204,105 | |||
Shares Issued for Reinvested Dividends | — | — | 14,227,245 | 671,810,525 | |||
Shares Redeemed | (10,594,748) | (357,706,689) | (12,854,467) | (482,132,807) | |||
Net Increase (Decrease) | (6,057,892) | (201,664,753) | 6,213,474 | 375,881,823 | |||
Class C | |||||||
Shares Sold | 878,123 | $ 7,516,065 | 2,069,076 | $ 22,831,433 | |||
Shares Issued for Reinvested Dividends | — | — | 11,422,799 | 136,730,901 | |||
Shares Redeemed | (7,170,098) | (62,099,734) | (9,258,825) | (97,832,574) | |||
Net Increase (Decrease) | (6,291,975) | (54,583,669) | 4,233,050 | 61,729,760 | |||
Class I | |||||||
Shares Sold | 3,911,312 | $ 148,495,885 | 7,238,788 | $ 309,883,151 | |||
Shares Issued for Reinvested Dividends | — | — | 5,786,925 | 301,903,898 | |||
Shares Redeemed | (9,862,796) | (364,494,203) | (16,722,255) | (693,094,286) | |||
Net Increase (Decrease) | (5,951,484) | (215,998,318) | (3,696,542) | (81,307,237) | |||
Class R3 | |||||||
Shares Sold | 142,425 | $ 4,948,733 | 203,038 | $ 7,785,778 | |||
Shares Issued for Reinvested Dividends | — | — | 215,984 | 10,077,826 | |||
Shares Redeemed | (258,507) | (8,746,234) | (278,253) | (10,396,015) | |||
Net Increase (Decrease) | (116,082) | (3,797,501) | 140,769 | 7,467,589 | |||
Class R4 | |||||||
Shares Sold | 157,329 | $ 6,064,966 | 193,265 | $ 7,876,745 | |||
Shares Issued for Reinvested Dividends | — | — | 236,765 | 12,382,831 | |||
Shares Redeemed | (325,377) | (12,421,190) | (307,229) | (13,066,648) | |||
Net Increase (Decrease) | (168,048) | (6,356,224) | 122,801 | 7,192,928 | |||
Class R5 | |||||||
Shares Sold | 45,520 | $ 1,922,780 | 58,395 | $ 2,652,895 | |||
Shares Issued for Reinvested Dividends | — | — | 68,446 | 3,927,412 | |||
Shares Redeemed | (245,886) | (10,877,510) | (99,282) | (4,569,412) | |||
Net Increase (Decrease) | (200,366) | (8,954,730) | 27,559 | 2,010,895 | |||
Class R6 | |||||||
Shares Sold | 208,369 | $ 9,009,708 | 229,289 | $ 11,255,684 | |||
Shares Issued for Reinvested Dividends | — | — | 182,245 | 10,770,646 | |||
Shares Redeemed | (531,843) | (22,977,986) | (351,044) | (16,361,897) | |||
Net Increase (Decrease) | (323,474) | (13,968,278) | 60,490 | 5,664,433 |
112 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class Y | |||||||
Shares Sold | 473,218 | $ 19,239,168 | 2,049,547 | $ 93,311,976 | |||
Shares Issued for Reinvested Dividends | — | — | 1,525,929 | 89,968,761 | |||
Shares Redeemed | (7,375,702) | (306,256,689) | (2,437,524) | (111,382,745) | |||
Net Increase (Decrease) | (6,902,484) | (287,017,521) | 1,137,952 | 71,897,992 | |||
Class F | |||||||
Shares Sold | 3,274,425 | $ 123,803,774 | 5,268,021 | $ 216,622,722 | |||
Shares Issued for Reinvested Dividends | — | — | 4,010,962 | 210,816,144 | |||
Shares Redeemed | (5,740,998) | (221,271,995) | (6,505,529) | (273,177,311) | |||
Net Increase (Decrease) | (2,466,573) | (97,468,221) | 2,773,454 | 154,261,555 | |||
Total Net Increase (Decrease) | (28,478,378) | $ (889,809,215) | 11,013,007 | $ 604,799,738 | |||
Healthcare Fund | |||||||
Class A | |||||||
Shares Sold | 1,301,739 | $ 45,460,254 | 1,284,953 | $ 46,400,237 | |||
Shares Issued for Reinvested Dividends | 196,124 | 7,042,794 | 2,140,949 | 82,554,992 | |||
Shares Redeemed | (2,956,846) | (103,102,020) | (2,767,818) | (99,977,711) | |||
Net Increase (Decrease) | (1,458,983) | (50,598,972) | 658,084 | 28,977,518 | |||
Class C | |||||||
Shares Sold | 163,228 | $ 3,989,709 | 198,228 | $ 5,299,174 | |||
Shares Issued for Reinvested Dividends | 47,740 | 1,199,709 | 637,952 | 17,422,458 | |||
Shares Redeemed | (1,582,649) | (38,563,268) | (1,454,981) | (36,873,194) | |||
Net Increase (Decrease) | (1,371,681) | (33,373,850) | (618,801) | (14,151,562) | |||
Class I | |||||||
Shares Sold | 1,079,046 | $ 41,054,526 | 1,431,084 | $ 56,509,411 | |||
Shares Issued for Reinvested Dividends | 71,577 | 2,796,522 | 894,258 | 37,379,994 | |||
Shares Redeemed | (2,970,902) | (112,760,203) | (3,243,038) | (128,586,178) | |||
Net Increase (Decrease) | (1,820,279) | (68,909,155) | (917,696) | (34,696,773) | |||
Class R3 | |||||||
Shares Sold | 80,030 | $ 2,856,815 | 117,578 | $ 4,352,251 | |||
Shares Issued for Reinvested Dividends | 6,877 | 252,596 | 76,658 | 3,032,585 | |||
Shares Redeemed | (182,612) | (6,524,888) | (206,799) | (7,790,606) | |||
Net Increase (Decrease) | (95,705) | (3,415,477) | (12,563) | (405,770) | |||
Class R4 | |||||||
Shares Sold | 70,185 | $ 2,741,314 | 85,195 | $ 3,489,886 | |||
Shares Issued for Reinvested Dividends | 3,129 | 125,231 | 45,986 | 1,974,634 | |||
Shares Redeemed | (144,526) | (5,618,832) | (242,024) | (9,583,409) | |||
Net Increase (Decrease) | (71,212) | (2,752,287) | (110,843) | (4,118,889) | |||
Class R5 | |||||||
Shares Sold | 48,190 | $ 2,038,977 | 57,546 | $ 2,435,652 | |||
Shares Issued for Reinvested Dividends | 2,019 | 87,211 | 22,562 | 1,042,154 | |||
Shares Redeemed | (165,352) | (6,924,570) | (83,838) | (3,601,385) | |||
Net Increase (Decrease) | (115,143) | (4,798,382) | (3,730) | (123,579) | |||
Class R6 | |||||||
Shares Sold | 110,149 | $ 4,734,421 | 1,224,226 | $ 53,330,855 | |||
Shares Issued for Reinvested Dividends | 10,675 | 471,423 | 10,556 | 497,706 | |||
Shares Redeemed | (159,269) | (6,878,936) | (46,267) | (2,004,674) | |||
Net Increase (Decrease) | (38,445) | (1,673,092) | 1,188,515 | 51,823,887 | |||
Class Y | |||||||
Shares Sold | 100,980 | $ 4,321,489 | 206,056 | $ 9,241,977 | |||
Shares Issued for Reinvested Dividends | 10,049 | 442,364 | 211,002 | 9,927,628 | |||
Shares Redeemed | (271,441) | (11,570,093) | (1,487,131) | (65,145,430) | |||
Net Increase (Decrease) | (160,412) | (6,806,240) | (1,070,073) | (45,975,825) | |||
Class F | |||||||
Shares Sold | 150,600 | $ 5,747,539 | 134,871 | $ 5,389,637 | |||
Shares Issued for Reinvested Dividends | 7,839 | 308,479 | 99,102 | 4,167,247 | |||
Shares Redeemed | (307,793) | (11,823,537) | (278,324) | (10,879,334) | |||
Net Increase (Decrease) | (149,354) | (5,767,519) | (44,351) | (1,322,450) | |||
Total Net Increase (Decrease) | (5,281,214) | $ (178,094,974) | (931,458) | $ (19,993,443) |
113 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
MidCap Fund | |||||||
Class A | |||||||
Shares Sold | 4,663,543 | $ 111,083,626 | 4,396,156 | $ 124,424,494 | |||
Shares Issued for Reinvested Dividends | 8,756,422 | 203,761,943 | 12,324,154 | 396,196,632 | |||
Shares Redeemed | (18,125,910) | (431,123,450) | (15,878,115) | (445,237,437) | |||
Net Increase (Decrease) | (4,705,945) | (116,277,881) | 842,195 | 75,383,689 | |||
Class C | |||||||
Shares Sold | 506,661 | $ 6,427,019 | 723,474 | $ 11,923,400 | |||
Shares Issued for Reinvested Dividends | 2,612,337 | 31,844,391 | 3,704,020 | 67,653,820 | |||
Shares Redeemed | (6,406,226) | (80,617,358) | (6,042,234) | (98,035,963) | |||
Net Increase (Decrease) | (3,287,228) | (42,345,948) | (1,614,740) | (18,458,743) | |||
Class I | |||||||
Shares Sold | 6,582,892 | $ 166,366,039 | 14,515,466 | $ 444,089,079 | |||
Shares Issued for Reinvested Dividends | 5,489,567 | 135,482,515 | 13,008,563 | 440,965,066 | |||
Shares Redeemed | (33,099,640) | (845,777,777) | (63,448,845) | (1,907,224,197) | |||
Net Increase (Decrease) | (21,027,181) | (543,929,223) | (35,924,816) | (1,022,170,052) | |||
Class R3 | |||||||
Shares Sold | 299,005 | $ 8,360,323 | 268,544 | $ 8,594,453 | |||
Shares Issued for Reinvested Dividends | 178,795 | 4,852,488 | 262,492 | 9,696,451 | |||
Shares Redeemed | (585,026) | (16,127,356) | (755,575) | (24,883,540) | |||
Net Increase (Decrease) | (107,226) | (2,914,545) | (224,539) | (6,592,636) | |||
Class R4 | |||||||
Shares Sold | 283,672 | $ 8,471,150 | 369,134 | $ 12,932,115 | |||
Shares Issued for Reinvested Dividends | 181,833 | 5,307,702 | 422,793 | 16,696,845 | |||
Shares Redeemed | (1,371,039) | (41,097,467) | (2,195,136) | (76,584,250) | |||
Net Increase (Decrease) | (905,534) | (27,318,615) | (1,403,209) | (46,955,290) | |||
Class R5 | |||||||
Shares Sold | 368,675 | $ 11,523,482 | 684,393 | $ 25,511,679 | |||
Shares Issued for Reinvested Dividends | 164,130 | 5,051,920 | 578,517 | 24,023,911 | |||
Shares Redeemed | (1,396,945) | (44,143,219) | (5,194,820) | (197,426,765) | |||
Net Increase (Decrease) | (864,140) | (27,567,817) | (3,931,910) | (147,891,175) | |||
Class R6 | |||||||
Shares Sold | 2,722,323 | $ 87,055,047 | 3,747,078 | $ 138,619,353 | |||
Shares Issued for Reinvested Dividends | 1,541,892 | 48,369,139 | 3,286,733 | 138,940,388 | |||
Shares Redeemed | (12,907,197) | (408,843,530) | (18,624,424) | (721,527,773) | |||
Net Increase (Decrease) | (8,642,982) | (273,419,344) | (11,590,613) | (443,968,032) | |||
Class Y | |||||||
Shares Sold | 1,257,284 | $ 40,054,484 | 3,185,757 | $ 122,180,289 | |||
Shares Issued for Reinvested Dividends | 852,549 | 26,659,212 | 1,893,699 | 79,823,910 | |||
Shares Redeemed | (5,841,998) | (185,981,433) | (12,021,019) | (441,584,956) | |||
Net Increase (Decrease) | (3,732,165) | (119,267,737) | (6,941,563) | (239,580,757) | |||
Class F | |||||||
Shares Sold | 8,672,702 | $ 220,869,153 | 11,256,515 | $ 336,568,335 | |||
Shares Issued for Reinvested Dividends | 6,352,934 | 157,933,948 | 8,831,655 | 301,449,778 | |||
Shares Redeemed | (18,259,601) | (466,077,861) | (19,967,918) | (595,418,038) | |||
Net Increase (Decrease) | (3,233,965) | (87,274,760) | 120,252 | 42,600,075 | |||
Total Net Increase (Decrease) | (46,506,366) | $ (1,240,315,870) | (60,668,943) | $ (1,807,632,921) | |||
MidCap Value Fund | |||||||
Class A | |||||||
Shares Sold | 3,253,017 | $ 50,352,162 | 3,626,881 | $ 60,577,133 | |||
Shares Issued for Reinvested Dividends | 2,463,226 | 37,164,191 | 1,489,007 | 25,794,038 | |||
Shares Redeemed | (3,305,513) | (51,240,395) | (2,384,882) | (40,360,058) | |||
Net Increase (Decrease) | 2,410,730 | 36,275,958 | 2,731,006 | 46,011,113 | |||
Class C | |||||||
Shares Sold | 86,737 | $ 1,025,509 | 100,059 | $ 1,304,175 | |||
Shares Issued for Reinvested Dividends | 81,396 | 910,823 | 59,365 | 792,527 | |||
Shares Redeemed | (270,895) | (3,117,702) | (215,239) | (2,791,559) | |||
Net Increase (Decrease) | (102,762) | (1,181,370) | (55,815) | (694,857) |
114 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class I | |||||||
Shares Sold | 646,946 | $ 10,192,914 | 1,124,320 | $ 19,053,064 | |||
Shares Issued for Reinvested Dividends | 258,112 | 3,950,273 | 107,582 | 1,891,181 | |||
Shares Redeemed | (517,949) | (8,114,049) | (313,265) | (5,196,398) | |||
Net Increase (Decrease) | 387,109 | 6,029,138 | 918,637 | 15,747,847 | |||
Class R3 | |||||||
Shares Sold | 56,880 | $ 943,176 | 54,448 | $ 966,052 | |||
Shares Issued for Reinvested Dividends | 35,095 | 564,683 | 25,748 | 473,508 | |||
Shares Redeemed | (82,355) | (1,351,665) | (86,445) | (1,584,367) | |||
Net Increase (Decrease) | 9,620 | 156,194 | (6,249) | (144,807) | |||
Class R4 | |||||||
Shares Sold | 58,924 | $ 997,138 | 61,011 | $ 1,132,238 | |||
Shares Issued for Reinvested Dividends | 46,207 | 766,653 | 32,127 | 606,242 | |||
Shares Redeemed | (351,227) | (5,910,725) | (109,207) | (2,061,824) | |||
Net Increase (Decrease) | (246,096) | (4,146,934) | (16,069) | (323,344) | |||
Class R5 | |||||||
Shares Sold | 8,013 | $ 140,217 | 16,192 | $ 287,737 | |||
Shares Issued for Reinvested Dividends | 11,169 | 188,828 | 7,461 | 143,466 | |||
Shares Redeemed | (12,074) | (205,489) | (18,161) | (342,378) | |||
Net Increase (Decrease) | 7,108 | 123,556 | 5,492 | 88,825 | |||
Class R6(1) | |||||||
Shares Sold | 6,696 | $ 110,009 | 650 | $ 10,000 | |||
Shares Issued for Reinvested Dividends | 72 | 1,104 | — | — | |||
Shares Redeemed | (196) | (3,171) | — | — | |||
Net Increase (Decrease) | 6,572 | 107,942 | 650 | 10,000 | |||
Class Y | |||||||
Shares Sold | 79,929 | $ 1,404,965 | 211,905 | $ 4,000,083 | |||
Shares Issued for Reinvested Dividends | 41,842 | 709,229 | 52,960 | 1,020,918 | |||
Shares Redeemed | (158,920) | (2,748,831) | (594,422) | (11,262,742) | |||
Net Increase (Decrease) | (37,149) | (634,637) | (329,557) | (6,241,741) | |||
Class F | |||||||
Shares Sold | 5,924,589 | $ 93,144,107 | 6,704,088 | $ 113,928,434 | |||
Shares Issued for Reinvested Dividends | 3,043,527 | 46,563,377 | 1,871,906 | 32,929,211 | |||
Shares Redeemed | (6,008,282) | (95,070,969) | (5,201,908) | (88,986,471) | |||
Net Increase (Decrease) | 2,959,834 | 44,636,515 | 3,374,086 | 57,871,174 | |||
Total Net Increase (Decrease) | 5,394,966 | $ 81,366,362 | 6,622,181 | $ 112,324,210 | |||
Small Cap Growth Fund | |||||||
Class A | |||||||
Shares Sold | 155,014 | $ 5,836,621 | 221,362 | $ 9,569,965 | |||
Shares Issued for Reinvested Dividends | — | — | 954,163 | 46,858,948 | |||
Shares Redeemed | (522,201) | (19,662,365) | (717,182) | (29,726,296) | |||
Net Increase (Decrease) | (367,187) | (13,825,744) | 458,343 | 26,702,617 | |||
Class C | |||||||
Shares Sold | 18,699 | $ 394,178 | 15,487 | $ 359,111 | |||
Shares Issued for Reinvested Dividends | — | — | 82,922 | 2,226,460 | |||
Shares Redeemed | (60,184) | (1,216,301) | (185,294) | (4,427,327) | |||
Net Increase (Decrease) | (41,485) | (822,123) | (86,885) | (1,841,756) | |||
Class I | |||||||
Shares Sold | 154,169 | $ 6,283,127 | 418,467 | $ 21,023,675 | |||
Shares Issued for Reinvested Dividends | — | — | 399,352 | 21,181,650 | |||
Shares Redeemed | (573,844) | (23,472,185) | (911,520) | (42,625,231) | |||
Net Increase (Decrease) | (419,675) | (17,189,058) | (93,701) | (419,906) | |||
Class R3 | |||||||
Shares Sold | 32,980 | $ 1,226,925 | 37,435 | $ 1,519,137 | |||
Shares Issued for Reinvested Dividends | — | — | 33,647 | 1,607,651 | |||
Shares Redeemed | (51,801) | (1,918,024) | (37,384) | (1,539,821) | |||
Net Increase (Decrease) | (18,821) | (691,099) | 33,698 | 1,586,967 |
115 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R4 | |||||||
Shares Sold | 38,966 | $ 1,563,808 | 57,592 | $ 2,499,410 | |||
Shares Issued for Reinvested Dividends | — | — | 66,764 | 3,474,411 | |||
Shares Redeemed | (126,909) | (5,147,518) | (137,344) | (6,212,553) | |||
Net Increase (Decrease) | (87,943) | (3,583,710) | (12,988) | (238,732) | |||
Class R5 | |||||||
Shares Sold | 33,461 | $ 1,499,720 | 94,689 | $ 4,878,355 | |||
Shares Issued for Reinvested Dividends | — | — | 209,364 | 11,873,046 | |||
Shares Redeemed | (208,543) | (9,254,622) | (1,014,799) | (52,060,732) | |||
Net Increase (Decrease) | (175,082) | (7,754,902) | (710,746) | (35,309,331) | |||
Class R6 | |||||||
Shares Sold | 197,829 | $ 8,849,604 | 632,270 | $ 31,604,252 | |||
Shares Issued for Reinvested Dividends | — | — | 231,729 | 13,451,895 | |||
Shares Redeemed | (696,967) | (31,143,300) | (692,483) | (34,088,678) | |||
Net Increase (Decrease) | (499,138) | (22,293,696) | 171,516 | 10,967,469 | |||
Class Y | |||||||
Shares Sold | 544,524 | $ 24,315,403 | 839,505 | $ 41,660,987 | |||
Shares Issued for Reinvested Dividends | — | — | 629,402 | 36,511,588 | |||
Shares Redeemed | (1,371,921) | (61,471,380) | (1,781,643) | (93,919,879) | |||
Net Increase (Decrease) | (827,397) | (37,155,977) | (312,736) | (15,747,304) | |||
Class F | |||||||
Shares Sold | 99,497 | $ 4,035,295 | 184,432 | $ 8,373,822 | |||
Shares Issued for Reinvested Dividends | — | — | 111,234 | 5,943,226 | |||
Shares Redeemed | (123,576) | (5,216,632) | (139,380) | (6,409,494) | |||
Net Increase (Decrease) | (24,079) | (1,181,337) | 156,286 | 7,907,554 | |||
Total Net Increase (Decrease) | (2,460,807) | $ (104,497,646) | (397,213) | $ (6,392,422) | |||
Small Cap Value Fund | |||||||
Class A | |||||||
Shares Sold | 387,666 | $ 4,181,479 | 561,031 | $ 6,997,260 | |||
Shares Issued for Reinvested Dividends | 416,107 | 4,415,619 | 301,029 | 3,859,001 | |||
Shares Redeemed | (757,775) | (8,209,423) | (803,656) | (9,550,137) | |||
Net Increase (Decrease) | 45,998 | 387,675 | 58,404 | 1,306,124 | |||
Class C | |||||||
Shares Sold | 60,452 | $ 547,796 | 37,481 | $ 394,693 | |||
Shares Issued for Reinvested Dividends | 19,088 | 170,434 | 18,966 | 206,536 | |||
Shares Redeemed | (98,692) | (894,412) | (127,904) | (1,292,884) | |||
Net Increase (Decrease) | (19,152) | (176,182) | (71,457) | (691,655) | |||
Class I | |||||||
Shares Sold | 348,659 | $ 3,795,465 | 734,453 | $ 9,050,605 | |||
Shares Issued for Reinvested Dividends | 181,595 | 1,930,669 | 175,561 | 2,258,975 | |||
Shares Redeemed | (633,908) | (6,999,022) | (1,494,012) | (17,432,510) | |||
Net Increase (Decrease) | (103,654) | (1,272,888) | (583,998) | (6,122,930) | |||
Class R3 | |||||||
Shares Sold | 10,930 | $ 121,542 | 16,293 | $ 204,509 | |||
Shares Issued for Reinvested Dividends | 5,673 | 63,190 | 4,272 | 57,161 | |||
Shares Redeemed | (29,630) | (319,731) | (23,679) | (272,346) | |||
Net Increase (Decrease) | (13,027) | (134,999) | (3,114) | (10,676) | |||
Class R4 | |||||||
Shares Sold | 8,282 | $ 92,173 | 14,894 | $ 195,383 | |||
Shares Issued for Reinvested Dividends | 426 | 4,769 | 250 | 3,408 | |||
Shares Redeemed | (111) | (1,339) | (15,447) | (172,601) | |||
Net Increase (Decrease) | 8,597 | 95,603 | (303) | 26,190 | |||
Class R5 | |||||||
Shares Sold | 23,997 | $ 272,469 | 153,133 | $ 2,056,317 | |||
Shares Issued for Reinvested Dividends | 13,843 | 155,982 | 118 | 1,609 | |||
Shares Redeemed | (8,636) | (98,258) | (9,522) | (114,642) | |||
Net Increase (Decrease) | 29,204 | 330,193 | 143,729 | 1,943,284 |
116 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class R6 | |||||||
Shares Sold | 219,026 | $ 2,479,985 | 623,330 | $ 8,296,495 | |||
Shares Issued for Reinvested Dividends | 60,343 | 679,555 | 15,967 | 216,927 | |||
Shares Redeemed | (173,347) | (1,969,706) | (98,409) | (1,262,128) | |||
Net Increase (Decrease) | 106,022 | 1,189,834 | 540,888 | 7,251,294 | |||
Class Y | |||||||
Shares Sold | 38,678 | $ 454,312 | 150,796 | $ 1,967,915 | |||
Shares Issued for Reinvested Dividends | 22,709 | 255,370 | 9,047 | 122,651 | |||
Shares Redeemed | (69,989) | (799,009) | (58,546) | (746,528) | |||
Net Increase (Decrease) | (8,602) | (89,327) | 101,297 | 1,344,038 | |||
Class F | |||||||
Shares Sold | 383,196 | $ 3,948,517 | 960,813 | $ 11,661,567 | |||
Shares Issued for Reinvested Dividends | 325,456 | 3,455,462 | 397,291 | 5,111,134 | |||
Shares Redeemed | (1,654,882) | (17,958,569) | (3,749,272) | (47,895,143) | |||
Net Increase (Decrease) | (946,230) | (10,554,590) | (2,391,168) | (31,122,442) | |||
Total Net Increase (Decrease) | (900,844) | $ (10,224,681) | (2,205,722) | $ (26,076,773) | |||
Small Company Fund | |||||||
Class A | |||||||
Shares Sold | 1,415,739 | $ 22,905,568 | 1,738,532 | $ 32,905,503 | |||
Shares Issued for Reinvested Dividends | — | — | 4,820,379 | 106,674,987 | |||
Shares Redeemed | (3,212,789) | (51,985,220) | (3,557,006) | (67,298,839) | |||
Net Increase (Decrease) | (1,797,050) | (29,079,652) | 3,001,905 | 72,281,651 | |||
Class C | |||||||
Shares Sold | 56,355 | $ 427,212 | 56,836 | $ 481,078 | |||
Shares Issued for Reinvested Dividends | — | — | 334,733 | 3,410,930 | |||
Shares Redeemed | (301,569) | (2,211,734) | (291,607) | (2,531,382) | |||
Net Increase (Decrease) | (245,214) | (1,784,522) | 99,962 | 1,360,626 | |||
Class I | |||||||
Shares Sold | 331,768 | $ 5,960,093 | 660,951 | $ 14,455,416 | |||
Shares Issued for Reinvested Dividends | — | — | 469,224 | 11,477,212 | |||
Shares Redeemed | (740,806) | (13,298,679) | (1,186,111) | (23,974,621) | |||
Net Increase (Decrease) | (409,038) | (7,338,586) | (55,936) | 1,958,007 | |||
Class R3 | |||||||
Shares Sold | 112,088 | $ 2,032,887 | 111,679 | $ 2,322,102 | |||
Shares Issued for Reinvested Dividends | — | — | 119,201 | 2,994,327 | |||
Shares Redeemed | (128,816) | (2,377,931) | (140,062) | (3,015,748) | |||
Net Increase (Decrease) | (16,728) | (345,044) | 90,818 | 2,300,681 | |||
Class R4 | |||||||
Shares Sold | 60,842 | $ 1,232,470 | 85,121 | $ 1,932,961 | |||
Shares Issued for Reinvested Dividends | — | — | 93,263 | 2,607,622 | |||
Shares Redeemed | (116,869) | (2,400,551) | (160,300) | (4,013,745) | |||
Net Increase (Decrease) | (56,027) | (1,168,081) | 18,084 | 526,838 | |||
Class R5 | |||||||
Shares Sold | 25,059 | $ 568,418 | 78,431 | $ 2,092,719 | |||
Shares Issued for Reinvested Dividends | — | — | 34,948 | 1,072,566 | |||
Shares Redeemed | (90,523) | (2,063,587) | (82,975) | (2,199,696) | |||
Net Increase (Decrease) | (65,464) | (1,495,169) | 30,404 | 965,589 | |||
Class R6 | |||||||
Shares Sold | 153,510 | $ 3,558,305 | 161,484 | $ 4,074,702 | |||
Shares Issued for Reinvested Dividends | — | — | 29,818 | 945,536 | |||
Shares Redeemed | (99,429) | (2,354,479) | (58,154) | (1,496,909) | |||
Net Increase (Decrease) | 54,081 | 1,203,826 | 133,148 | 3,523,329 | |||
Class Y | |||||||
Shares Sold | 85,301 | $ 1,979,877 | 1,528,862 | $ 39,347,667 | |||
Shares Issued for Reinvested Dividends | — | — | 235,140 | 7,437,476 | |||
Shares Redeemed | (1,436,249) | (32,576,101) | (1,220,313) | (31,378,682) | |||
Net Increase (Decrease) | (1,350,948) | (30,596,224) | 543,689 | 15,406,461 |
117 |
October 31, 2023
For the Year Ended October 31, 2023 | For the Year Ended October 31, 2022 | ||||||
Shares | Amount | Shares | Amount | ||||
Class F | |||||||
Shares Sold | 2,505,923 | $ 45,332,748 | 3,642,764 | $ 76,566,463 | |||
Shares Issued for Reinvested Dividends | — | — | 2,680,211 | 66,254,813 | |||
Shares Redeemed | (2,762,568) | (50,200,018) | (3,315,131) | (72,876,191) | |||
Net Increase (Decrease) | (256,645) | (4,867,270) | 3,007,844 | 69,945,085 | |||
Total Net Increase (Decrease) | (4,143,033) | $ (75,470,722) | 6,869,918 | $ 168,268,267 |
* | Includes In-Kind Redemptions (see Note 13) |
(1) | Class R6 of the MidCap Value Fund commenced operations on June 22, 2022. |
13. | Redemption In-Kind: |
In certain circumstances, a Fund may distribute portfolio securities as payment for redemption of Fund shares (redemption in-kind). For financial reporting purposes, a Fund will recognize a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities; a Fund will recognize a loss if the cost exceeds value. Gains and losses realized on redemptions in-kind are not recognized for tax purposes, and are re-classified from realized gain (loss) to paid-in-capital. | |
During the year ended October 31, 2023, 8,428,087 and 5,854,664 shares of the Dividend and Growth Fund and Growth Opportunities Fund, respectively, were redeemed in-kind. A net realized gain (loss) of ($7,936,735) and ($32,684,108) on investments for the Dividend and Growth Fund and Growth Opportunities Fund, respectively, delivered through the in-kind redemption is included in realized gain (loss) on the Statements of Operations. |
14. | Line of Credit: |
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 2, 2023. 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, 2022 through March 2, 2023, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under "Other expenses." During and as of the year ended October 31, 2023, none of the Funds had borrowings under these facilities. |
15. | Indemnifications: |
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
16. | Regulatory Update |
The SEC adopted rule and form amendments that will change the format and content of the Funds' annual and semi-annual reports. Certain information, including the financial statements, will not appear in the Funds' new tailored shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. At this time, Management is evaluating the impact of these rule and form amendment changes. |
17. | Subsequent Events: |
In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2023, events and transactions subsequent to October 31, 2023, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. |
118 |
October 31, 2023
119 |
120 |
• | 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. |
121 |
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. | 81 | 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. | |||||
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. | 81 | Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and has been a member of the Compensation Committee and the Risk Committee since January 2015. | |||||
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). | 81 | Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust and is a member of the Compensation Committee and the Nominating and Governance Committee. | |||||
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. | 81 | 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). | 81 | 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. | |||||
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). | 81 | Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. |
122 |
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 | |||||
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). | 81 | None | |||||
DAVID SUNG (1953) | Director | Since 2017 | Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | 81 | 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 DIRECTOR | ||||||||||
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. | 81 | 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 and resumed her position as Treasurer from January 9, 2023 through September 10, 2023. 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 |
123 |
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 | |||||
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 | |||||
ANKIT PURI (1984) | Vice President and Treasurer | Effective September 11, 2023 | Effective September 11, 2023, Mr. Puri serves as Vice President and Treasurer of each Company. Prior to joining HFMC in 2023, Mr. Puri was a Fund Accounting Director, Investment Management Services, at SEI Investments (July 2021 through August 2023), an Associate Director, Fund Accounting Policy at The Vanguard Group (September 2020 to June 2021), and served in various positions at Ernst & Young LLP (October 2014 through September 2020). | 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 the Director's retirement, which must be no later than December 31 of the year in which the Director turns 75 years of age, or the Director's resignation, removal, or death prior to the Director's retirement. Each Fund officer generally serves until his or her resignation, removal, or death. |
(3) | The portfolios of the “Fund Complex” are the Hartford Schroders Private Opportunities Fund and the 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. |
124 |
125 |
The Hartford Mutual Funds II, Inc.
126 |
127 |
128 |
129 |
• | The Board noted that the Fund’s performance was in the 3rd quintile versus its peer universe for the 1- and 5-year periods and the 4th quintile for the 3-year period. 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 and actual management fee were in the 5th quintile of its expense group and its total expenses were in the 4th quintile. |
130 |
• | The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 5th 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 noted upcoming 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 1st 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 2nd quintile for the 3-year period and the 1st quintile for the 5-year period. 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 was in the 4th quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses were in the 2nd quintile. The Board also noted that HASCO had contractually agreed to limit its transfer agency fee for Class Y shares of the Fund. |
• | 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- and 5-year periods and in line with its benchmark for the 3-year period. The Board noted recent 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 and 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- and 3-year periods 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 noted that the Fund’s contractual management fee and 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- and 3-year periods and the 5th 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 recent changes to the Fund’s portfolio management team. |
• | 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. |
• | The Board noted that the Fund’s performance was in the 3rd quintile versus its peer universe for the 1-year period, the 4th quintile for the 3-year period, and the 5th 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 5th quintile of its expense group, while its actual management fee and its total expenses were in the 4th quintile. |
131 |
• | The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1- and 3-year periods 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- 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 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses were in the 4th 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 benchmark for the 1-, 3- and 5-year periods. The Board noted upcoming changes to the Fund’s portfolio management team. |
• | The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 3rd quintile of its expense group. The Board also noted that HASCO had contractually agreed to limit its transfer agency fee for Class Y shares of the Fund. |
• | The Board noted that the Fund’s performance was in the 3rd 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-, 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 4th quintile. The Board also noted that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund. |
• | The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1- and 3-year periods 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-year period, in line with its benchmark for the 3-year period, and above 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, actual management fee and total expenses were in the 3rd quintile of its expense group. |
132 |
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: |
$400,675 for the fiscal year ended October 31, 2023; $345,358 for the fiscal year ended October 31, 2022, as follows:
Fiscal year ended October 31, 2023 | Fiscal year ended October 31, 2022 | |||||
PricewaterhouseCoopers LLP | $400,675 | $324,958 | ||||
BBD LLP | N/A | $20,400 | ||||
Aggregate Fees | $400,675 | $345,358 |
(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: |
$11,000 for the fiscal year ended October 31, 2023; $0 for the fiscal year ended October 31, 2022, as follows. Audit-related services were principally in connection with consents for additional registration statements.
Fiscal year ended October 31, | Fiscal year ended October 31, | |||
PricewaterhouseCoopers LLP | $11,000 | $0 | ||
BBD LLP | N/A | $0 | ||
Aggregate Fees | $11,000 | $0 |
(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: |
$79,308 for the fiscal year ended October 31, 2023; $73,892 for the fiscal year ended October 31, 2022, as follows:
Fiscal year ended October 31, | Fiscal year ended October 31, | |||
PricewaterhouseCoopers LLP | $79,308 | $73,892 | ||
BBD LLP | N/A | $0 | ||
Aggregate Fees | $79,308 | $73,892 |
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: |
$1,022 for the fiscal year ended October 31, 2023; $982 for the fiscal year ended October 31, 2022, as follows:
Fiscal year ended October 31, | Fiscal year ended October 31, | |||
PricewaterhouseCoopers LLP | $1,022 | $982 | ||
BBD LLP | N/A | $0 | ||
Aggregate Fees | $1,022 | $982 |
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) | Less than 50% of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the year ended October 31, 2023, 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: $91,330 for the fiscal year ended October 31, 2023; $74,874 for the fiscal year ended October 31, 2022, as follows:
Fiscal year ended October 31, | Fiscal year ended October 31, | |||
PricewaterhouseCoopers LLP | $91,330 | $74,874 | ||
BBD LLP | N/A | $0 | ||
Aggregate Fees | $91,330 | $74,874 |
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 $121,199 for the fiscal year ended October 31, 2023 and $120,925 for the fiscal year ended October 31, 2022, as follows:
Fiscal year ended October 31, | Fiscal year ended October 31, | |||
PricewaterhouseCoopers LLP | $121,199 | $120,925 | ||
BBD LLP | N/A | $0 | ||
Aggregate Fees | $121,199 | $120,925 |
(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 2, 2024 | 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 2, 2024 | By: | /s/ James E. Davey | ||||
James E. Davey | ||||||
President and Chief Executive Officer |
Date: January 2, 2024 | By: | /s/ Ankit Puri | ||||
Ankit Puri | ||||||
Treasurer | ||||||
(Principal Financial Officer and Principal Accounting Officer) |