N-CSRS 1 d699189dncsrs.htm HARTFORD MUTUAL FUNDS II, INC. HARTFORD MUTUAL FUNDS II, INC.

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)

Registrant’s telephone number, including area code: (610) 386-4068

Date of fiscal year end: October 31

Date of reporting period: April 30, 2019

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.


Item 1. Reports to Stockholders.


LOGO


LOGO

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2018 through April 30, 2019.

Market Review

During the six months ended April 30, 2019, U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 gained 9.76%. The strong returns for the period were generated despite the Index losing nearly 20% through a volatile fourth quarter (2018 marked the first year of negative returns for the Index since 2008).

 

In our view, a key component of stocks’ impressive turnaround in 2019 was a change in U.S. Federal Reserve (Fed) monetary policy. From 2015 to 2018, the Fed had been gradually increasing interest rates from near zero in the wake of the global financial crisis. In March, the Fed indicated it will not continue to raise rates. In addition, GDP grew at 3.2% in the first quarter and the unemployment rate fell to 3.6% in April – a 49-year low.2 Stocks rallied on this evidence that the U.S. economy appears to have shaken off any lingering effects of the U.S. government shutdown.

However, slowing global growth and uncertainty surrounding domestic and foreign politics are likely to continue playing a key role in market movements this year. For example, trade tensions with China have already caused sporadic volatility, and the threat of ongoing tariffs could cause further uneasiness. Abroad, the still unresolved “Brexit” undertaking for the United Kingdom to leave the European Union, slowing growth in Germany, and a recession in Italy may negatively impact global markets.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

2 

Source: Bureau of Labor Statistics, 5/19


Hartford Domestic Equity Funds

Table of Contents

 

Fund Overview

     1  

Benchmark Glossary

     13  

Expense Examples

     14  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Capital Appreciation Fund

     18  

Hartford Core Equity Fund

     23  

The Hartford Dividend and Growth Fund

     26  

The Hartford Equity Income Fund

     28  

The Hartford Growth Opportunities Fund

     30  

The Hartford Healthcare Fund

     33  

The Hartford MidCap Fund

     35  

The Hartford MidCap Value Fund

     38  

Hartford Quality Value Fund

     40  

The Hartford Small Cap Growth Fund

     42  

Hartford Small Cap Value Fund (formerly, Hartford Small Cap Core Fund)

     45  

The Hartford Small Company Fund

     47  

Glossary

     50  

Statements of Assets and Liabilities

     51  

Statements of Operations

     57  

Statements of Changes in Net Assets

     60  

Financial Highlights

     65  

Notes to Financial Statements

     80  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     106  

Quarterly Portfolio Holdings Information

     106  


The Hartford Capital Appreciation Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 7/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     13.72%        13.72%        9.53%        13.11%  

Class A3

     7.46%        7.46%        8.30%        12.47%  

Class C2

     13.24%        12.85%        8.73%        12.30%  

Class C3

     12.33%        11.95%        8.73%        12.30%  

Class I2

     13.88%        14.03%        9.86%        13.44%  

Class R32

     13.50%        13.31%        9.18%        12.78%  

Class R42

     13.68%        13.65%        9.51%        13.12%  

Class R52

     13.86%        13.99%        9.84%        13.46%  

Class R62

     13.93%        14.13%        9.93%        13.57%  

Class Y2

     13.89%        14.10%        9.93%        13.57%  

Class F2

     13.93%        14.14%        9.90%        13.47%  

Russell 3000 Index

     9.71%        12.68%        11.20%        15.29%  

S&P 500 Index

     9.76%        13.49%        11.63%        15.32%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.07%        1.07%  

Class C

     1.82%        1.82%  

Class I

     0.79%        0.79%  

Class R3

     1.43%        1.43%  

Class R4

     1.11%        1.11%  

Class R5

     0.81%        0.81%  

Class R6

     0.71%        0.71%  

Class Y

     0.80%        0.75%  

Class F

     0.71%        0.71%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     7.4

Consumer Discretionary

     15.0  

Consumer Staples

     7.8  

Energy

     0.9  

Financials

     10.6  

Health Care

     16.4  

Industrials

     11.4  

Information Technology

     18.5  

Materials

     3.7  

Real Estate

     4.3  

Utilities

     2.1  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     1.9  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  1  

 


Hartford Core Equity Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 4/30/1998

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     11.09%        14.58%        12.40%        15.59%  

Class A3

     4.98%        8.28%        11.13%        14.94%  

Class C2

     10.64%        13.74%        11.58%        14.75%  

Class C3

     9.64%        12.74%        11.58%        14.75%  

Class I2

     11.22%        14.91%        12.64%        15.72%  

Class R32

     10.89%        14.19%        12.04%        15.34%  

Class R42

     11.07%        14.54%        12.40%        15.65%  

Class R52

     11.22%        14.87%        12.73%        16.01%  

Class R62

     11.28%        15.00%        12.79%        16.08%  

Class Y2

     11.25%        14.97%        12.78%        16.07%  

Class F2

     11.28%        15.00%        12.69%        15.75%  

S&P 500 Index

     9.76%        13.49%        11.63%        15.32%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     0.75%        0.75%  

Class C

     1.49%        1.49%  

Class I

     0.47%        0.47%  

Class R3

     1.10%        1.10%  

Class R4

     0.79%        0.79%  

Class R5

     0.49%        0.49%  

Class R6

     0.39%        0.39%  

Class Y

     0.48%        0.45%  

Class F

     0.39%        0.39%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     7.9

Consumer Discretionary

     9.1  

Consumer Staples

     10.3  

Energy

     1.9  

Financials

     13.8  

Health Care

     15.6  

Industrials

     8.9  

Information Technology

     20.3  

Materials

     2.1  

Real Estate

     2.1  

Utilities

     4.8  
  

 

 

 

Total

     96.8
  

 

 

 

Short-Term Investments

     3.0  

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.

 

 

 

  2  

 


The Hartford Dividend and Growth Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 7/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     8.40%        10.69%        9.34%        13.35%  

Class A3

     2.43%        4.60%        8.11%        12.71%  

Class C2

     7.93%        9.79%        8.51%        12.50%  

Class C3

     6.97%        8.81%        8.51%        12.50%  

Class I2

     8.53%        10.95%        9.59%        13.63%  

Class R32

     8.15%        10.26%        8.96%        12.99%  

Class R42

     8.35%        10.56%        9.29%        13.34%  

Class R52

     8.52%        10.94%        9.63%        13.68%  

Class R62

     8.57%        11.05%        9.72%        13.78%  

Class Y2

     8.54%        11.01%        9.71%        13.78%  

Class F2

     8.55%        11.06%        9.63%        13.65%  

S&P 500 Index

     9.76%        13.49%        11.63%        15.32%  

Russell 1000 Value Index

     7.90%        9.06%        8.27%        13.76%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.00%        1.00%  

Class C

     1.76%        1.76%  

Class I

     0.73%        0.73%  

Class R3

     1.35%        1.35%  

Class R4

     1.05%        1.05%  

Class R5

     0.74%        0.74%  

Class R6

     0.65%        0.65%  

Class Y

     0.74%        0.69%  

Class F

     0.64%        0.64%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     9.1

Consumer Discretionary

     5.3  

Consumer Staples

     5.4  

Energy

     7.9  

Financials

     20.7  

Health Care

     13.6  

Industrials

     9.3  

Information Technology

     13.9  

Materials

     3.8  

Real Estate

     2.6  

Utilities

     4.6  
  

 

 

 

Total

     96.2
  

 

 

 

Short-Term Investments

     3.7  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  3  

 


The Hartford Equity Income Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 8/28/2003

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     9.55%        9.83%        8.44%        13.59%  

Class A3

     3.53%        3.79%        7.22%        12.95%  

Class C2

     9.10%        9.01%        7.63%        12.77%  

Class C3

     8.10%        8.01%        7.63%        12.77%  

Class I2

     9.60%        10.02%        8.69%        13.88%  

Class R32

     9.33%        9.40%        8.05%        13.20%  

Class R42

     9.48%        9.72%        8.37%        13.56%  

Class R52

     9.66%        10.12%        8.71%        13.92%  

Class R62

     9.75%        10.21%        8.82%        14.02%  

Class Y2

     9.71%        10.15%        8.80%        14.01%  

Class F2

     9.69%        10.15%        8.75%        13.91%  

Russell 1000 Value Index

     7.90%        9.06%        8.27%        13.76%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.00%        1.00%  

Class C

     1.75%        1.75%  

Class I

     0.75%        0.75%  

Class R3

     1.37%        1.37%  

Class R4

     1.06%        1.06%  

Class R5

     0.76%        0.76%  

Class R6

     0.66%        0.66%  

Class Y

     0.77%        0.71%  

Class F

     0.66%        0.66%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     6.5

Consumer Discretionary

     2.3  

Consumer Staples

     8.1  

Energy

     9.8  

Financials

     20.7  

Health Care

     16.5  

Industrials

     10.9  

Information Technology

     10.4  

Materials

     3.1  

Real Estate

     1.9  

Utilities

     7.7  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     1.8  

Other Assets & Liabilities

     0.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  4  

 


The Hartford Growth Opportunities Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 3/31/1963

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     18.13%        21.41%        15.70%        17.16%  

Class A3

     11.63%        14.73%        14.39%        16.50%  

Class C2

     17.69%        20.48%        14.85%        16.32%  

Class C3

     16.96%        19.73%        14.85%        16.32%  

Class I2

     18.26%        21.71%        15.97%        17.48%  

Class R32

     17.93%        21.01%        15.32%        16.83%  

Class R42

     18.08%        21.34%        15.67%        17.19%  

Class R52

     18.27%        21.72%        16.01%        17.54%  

Class R62

     18.33%        21.85%        16.11%        17.65%  

Class Y2

     18.30%        21.80%        16.11%        17.65%  

Class F2

     18.35%        21.85%        16.03%        17.50%  

Russell 3000 Growth Index

     11.81%        16.61%        14.17%        16.83%  

Russell 1000 Growth Index

     12.09%        17.43%        14.50%        16.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.11%        1.11%  

Class C

     1.85%        1.85%  

Class I

     0.83%        0.83%  

Class R3

     1.46%        1.46%  

Class R4

     1.15%        1.15%  

Class R5

     0.85%        0.85%  

Class R6

     0.74%        0.74%  

Class Y

     0.82%        0.79%  

Class F

     0.74%        0.74%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     13.5

Consumer Discretionary

     21.2  

Consumer Staples

     3.2  

Financials

     2.7  

Health Care

     17.2  

Industrials

     6.1  

Information Technology

     29.7  

Real Estate

     0.9  
  

 

 

 

Total

     94.5
  

 

 

 

Short-Term Investments

     6.7  

Other Assets & Liabilities

     (1.2
  

 

 

 

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.

 

 

 

  5  

 


The Hartford Healthcare Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 5/01/2000

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     5.48%        7.29%        10.50%        16.61%  

Class A3

     -0.32%        1.39%        9.26%        15.95%  

Class C2

     5.07%        6.48%        9.69%        15.78%  

Class C3

     4.12%        5.51%        9.69%        15.78%  

Class I2

     5.62%        7.58%        10.80%        16.95%  

Class R32

     5.30%        6.94%        10.15%        16.30%  

Class R42

     5.46%        7.25%        10.49%        16.66%  

Class R52

     5.58%        7.55%        10.81%        17.00%  

Class R62

     5.67%        7.67%        10.92%        17.11%  

Class Y2

     5.65%        7.65%        10.92%        17.11%  

Class F2

     5.70%        7.69%        10.85%        16.98%  

S&P Composite 1500 Health Care Index

     1.28%        10.30%        11.28%        16.61%  

S&P 500 Index

     9.76%        13.49%        11.63%        15.32%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.28%        1.28%  

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

     1.02%        1.02%  

Class R6

     0.90%        0.90%  

Class Y

     1.01%        0.96%  

Class F

     0.90%        0.90%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Small- and mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Subsector(1)

as of April 30, 2019

 

Subsector    Percentage of
Net Assets
 

Equity Securities

  

Biotechnology

     25.0

Health Care Equipment & Supplies

     23.3  

Health Care Providers & Services

     16.1  

Health Care Technology

     2.5  

Life Sciences Tools & Services

     5.9  

Pharmaceuticals

     21.4  
  

 

 

 

Total

     94.2
  

 

 

 

Short-Term Investments

     6.7  

Other Assets & Liabilities

     (0.9
  

 

 

 

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.

 

 

 

  6  

 


The Hartford MidCap Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 12/31/1997

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     14.89%        11.47%        11.61%        15.31%  

Class A3

     8.57%        5.34%        10.35%        14.66%  

Class C2

     14.42%        10.59%        10.78%        14.49%  

Class C3

     13.47%        9.66%        10.78%        14.49%  

Class I2

     15.06%        11.77%        11.88%        15.60%  

Class R32

     14.70%        11.10%        11.24%        14.98%  

Class R42

     14.86%        11.41%        11.58%        15.33%  

Class R52

     15.04%        11.77%        11.92%        15.67%  

Class R62

     15.12%        11.88%        12.04%        15.79%  

Class Y2

     15.07%        11.80%        12.01%        15.78%  

Class F2

     15.11%        11.86%        11.93%        15.63%  

S&P MidCap 400 Index

     8.91%        6.99%        9.49%        15.13%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 5/29/09. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.11%        1.11%  

Class C

     1.86%        1.86%  

Class I

     0.82%        0.82%  

Class R3

     1.47%        1.47%  

Class R4

     1.16%        1.16%  

Class R5

     0.85%        0.85%  

Class R6

     0.75%        0.75%  

Class Y

     0.85%        0.79%  

Class F

     0.75%        0.75%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities.  The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     1.7

Consumer Discretionary

     7.5  

Energy

     2.4  

Financials

     13.8  

Health Care

     19.4  

Industrials

     18.2  

Information Technology

     29.8  

Materials

     2.8  

Real Estate

     1.9  

Utilities

     2.4  
  

 

 

 

Total

     99.9
  

 

 

 

Short-Term Investments

     0.4  

Other Assets & Liabilities

     (0.3
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  7  

 


The Hartford MidCap Value Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 4/30/2001

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     9.15%        3.32%        5.55%        13.25%  

Class A3

     3.14%        -2.36%        4.37%        12.62%  

Class C2

     8.78%        2.53%        4.78%        12.43%  

Class C3

     7.85%        1.65%        4.78%        12.43%  

Class I2

     9.32%        3.61%        5.85%        13.58%  

Class R32

     9.03%        3.01%        5.26%        13.05%  

Class R42

     9.15%        3.30%        5.58%        13.36%  

Class R52

     9.28%        3.56%        5.89%        13.65%  

Class Y2

     9.38%        3.67%        5.98%        13.74%  

Class F2

     9.39%        3.74%        5.93%        13.62%  

Russell MidCap Value Index

     8.28%        5.76%        7.83%        14.98%  

Russell 2500 Value Index

     6.11%        4.28%        7.00%        13.73%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/28/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/28/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/31/19, the Russell 2500 Value Index is no longer one of the Fund’s benchmarks. Hartford Funds Management Company, LLC, the investment manager, believes that the Russell MidCap Value Index better reflects the Fund’s investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.22%        1.22%  

Class C

     1.98%        1.98%  

Class I

     0.90%        0.90%  

Class R3

     1.52%        1.52%  

Class R4

     1.22%        1.22%  

Class R5

     0.91%        0.91%  

Class Y

     0.91%        0.85%  

Class F

     0.80%        0.80%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     3.6

Consumer Discretionary

     5.3  

Consumer Staples

     2.8  

Energy

     7.3  

Financials

     19.3  

Health Care

     5.3  

Industrials

     12.9  

Information Technology

     14.9  

Materials

     8.4  

Real Estate

     11.7  

Utilities

     6.6  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     1.9  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  8  

 


Hartford Quality Value Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 1/02/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     8.12%        7.53%        6.14%        13.13%  

Class A3

     2.17%        1.61%        4.95%        12.49%  

Class C2

     7.69%        6.75%        5.37%        12.30%  

Class C3

     6.69%        5.75%        5.37%        12.30%  

Class I2

     8.32%        7.94%        6.50%        13.49%  

Class R32

     7.94%        7.25%        5.83%        12.84%  

Class R42

     8.16%        7.58%        6.17%        13.20%  

Class R52

     8.27%        7.91%        6.48%        13.53%  

Class R62

     8.34%        8.03%        6.59%        13.61%  

Class Y2

     8.32%        7.96%        6.57%        13.59%  

Class F2

     8.35%        8.02%        6.54%        13.51%  

Russell 1000 Value Index

     7.90%        9.06%        8.27%        13.76%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

The returns include the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy prior to 11/1/17.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     0.98%        0.96%  

Class C

     1.74%        1.71%  

Class I

     0.64%        0.64%  

Class R3

     1.27%        1.18%  

Class R4

     0.97%        0.88%  

Class R5

     0.67%        0.63%  

Class R6

     0.55%        0.46%  

Class Y

     0.66%        0.57%  

Class F

     0.55%        0.46%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.  Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     5.2

Consumer Discretionary

     4.3  

Consumer Staples

     7.5  

Energy

     9.4  

Financials

     21.7  

Health Care

     13.1  

Industrials

     9.8  

Information Technology

     13.0  

Materials

     4.0  

Real Estate

     3.2  

Utilities

     5.8  
  

 

 

 

Total

     97.0
  

 

 

 

Short-Term Investments

     3.5  

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.

 

 

 

  9  

 


The Hartford Small Cap Growth Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 1/04/1988

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     10.44%        7.63%        9.66%        16.28%  

Class A3

     4.37%        1.71%        8.43%        15.62%  

Class C2

     10.03%        6.88%        8.90%        15.44%  

Class C3

     9.28%        6.15%        8.90%        15.44%  

Class I2

     10.64%        8.03%        10.00%        16.61%  

Class R32

     10.29%        7.35%        9.37%        15.98%  

Class R42

     10.47%        7.69%        9.72%        16.34%  

Class R52

     10.63%        8.01%        10.05%        16.69%  

Class R62

     10.68%        8.11%        10.13%        16.78%  

Class Y2

     10.66%        8.07%        10.14%        16.78%  

Class F2

     10.70%        8.13%        10.06%        16.64%  

Russell 2000 Growth Index

     8.27%        6.91%        10.22%        15.24%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

 

Operating Expenses*    Gross      Net  

Class A

     1.22%        1.22%  

Class C

     1.90%        1.90%  

Class I

     0.84%        0.84%  

Class R3

     1.48%        1.48%  

Class R4

     1.17%        1.17%  

Class R5

     0.87%        0.87%  

Class R6

     0.77%        0.77%  

Class Y

     0.86%        0.80%  

Class F

     0.76%        0.76%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     0.6

Consumer Discretionary

     13.9  

Consumer Staples

     3.5  

Energy

     1.4  

Financials

     9.7  

Health Care

     25.4  

Industrials

     15.8  

Information Technology

     21.3  

Materials

     3.0  

Real Estate

     2.9  
  

 

 

 

Total

     97.5
  

 

 

 

Short-Term Investments

     2.6  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  10  

 


Hartford Small Cap Value Fund (formerly, Hartford Small Cap Core Fund)

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 1/01/2005

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     7.46%        7.54%        6.29%        13.15%  

Class A3

     1.55%        1.62%        5.09%        12.51%  

Class C2

     7.06%        6.80%        5.50%        12.32%  

Class C3

     6.30%        6.05%        5.50%        12.32%  

Class I2

     7.67%        7.91%        6.57%        13.30%  

Class R32

     7.45%        7.45%        6.08%        13.11%  

Class R42

     7.51%        7.58%        6.37%        13.35%  

Class R52

     7.64%        7.94%        6.68%        13.61%  

Class R62

     7.72%        8.02%        6.75%        13.64%  

Class Y2

     7.67%        7.97%        6.74%        13.64%  

Class F2

     7.70%        8.01%        6.61%        13.32%  

Russell 2000 Value Index

     3.77%        2.19%        6.94%        12.87%  

Russell 2000 Index

     6.06%        4.61%        8.63%        14.10%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes the Fund’s performance when it invested, prior to 2/1/10, at least 80% of its assets in common stocks of mid-capitalization companies and prior to 7/10/15, at least 80% of its assets in common stocks of small-capitalization and mid-capitalization companies. Performance information prior to 11/1/18 includes the Fund’s performance when the Fund used a quantitative multifactor approach to bottom-up stock selection and pursued different principal investment strategies.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 6/4/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Effective 11/1/18, the Fund changed its benchmark to the Russell 2000 Value Index from the Russell 2000 Index because Hartford Funds Management Company, LLC, the investment manager, believes it better reflects the Fund’s revised investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Gross      Net  

Class A

     1.30%        1.30%  

Class C

     2.08%        2.05%  

Class I

     0.98%        0.98%  

Class R3

     1.58%        1.50%  

Class R4

     1.28%        1.20%  

Class R5

     0.98%        0.90%  

Class R6

     0.87%        0.80%  

Class Y

     0.97%        0.85%  

Class F

     0.86%        0.80%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities.  The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     3.8

Consumer Discretionary

     13.3  

Consumer Staples

     3.7  

Financials

     25.9  

Health Care

     5.0  

Industrials

     19.3  

Information Technology

     18.7  

Materials

     3.5  

Real Estate

     5.4  
  

 

 

 

Total

     98.6
  

 

 

 

Short-Term Investments

     1.9  

Other Assets & Liabilities

     (0.5
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  11  

 


The Hartford Small Company Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 7/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     15.03%        17.36%        9.36%        14.13%  

Class A3

     8.70%        10.90%        8.13%        13.48%  

Class C2

     14.60%        16.48%        8.55%        13.30%  

Class C3

     13.76%        15.63%        8.55%        13.30%  

Class I2

     15.22%        17.69%        9.63%        14.42%  

Class R32

     14.97%        17.12%        9.14%        13.92%  

Class R42

     15.15%        17.48%        9.48%        14.27%  

Class R52

     15.28%        17.81%        9.80%        14.60%  

Class R62

     15.30%        17.88%        9.88%        14.70%  

Class Y2

     15.31%        17.89%        9.88%        14.70%  

Class F2

     15.31%        17.83%        9.71%        14.46%  

Russell 2000 Growth Index

     8.27%        6.91%        10.22%        15.24%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.35%        1.35%  

Class C

     2.13%        2.13%  

Class I

     1.08%        1.08%  

Class R3

     1.64%        1.56%  

Class R4

     1.33%        1.26%  

Class R5

     1.04%        0.96%  

Class R6

     0.92%        0.91%  

Class Y

     1.00%        0.96%  

Class F

     0.92%        0.91%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/19.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.3

Consumer Discretionary

     18.0  

Consumer Staples

     2.6  

Energy

     0.7  

Financials

     7.2  

Health Care

     23.3  

Industrials

     13.2  

Information Technology

     22.5  

Materials

     3.4  

Real Estate

     4.0  
  

 

 

 

Total

     96.2
  

 

 

 

Short-Term Investments

     3.0  

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.

 

 

 

  12  

 


Hartford Domestic Equity Funds

Benchmark Glossary (Unaudited)

 

 

 

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

Russell 2000 Value Index (reflects no deduction for fees, expenses or taxes) The Russell 2000 Value Index is designed to measure the performance of those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

Russell 2500 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index measures the performance of the 2,500 smallest U.S. companies based on their market capitalization and current index membership.

Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted 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.

 

 

 

  13  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2018 through April 30, 2019, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

The Hartford Capital Appreciation Fund

 

Class A

   $ 1,000.00      $ 1,137.20      $ 5.67      $ 1,000.00      $ 1,019.49      $ 5.36        1.07

Class C

   $ 1,000.00      $ 1,132.40      $     10.20      $     1,000.00      $     1,015.22      $     9.64        1.93

Class I

   $ 1,000.00      $ 1,138.80      $ 4.24      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class R3

   $ 1,000.00      $ 1,135.00      $ 7.52      $ 1,000.00      $ 1,017.75      $ 7.10        1.42

Class R4

   $ 1,000.00      $ 1,136.80      $ 5.88      $ 1,000.00      $ 1,019.29      $ 5.56        1.11

Class R5

   $ 1,000.00      $ 1,138.60      $ 4.30      $ 1,000.00      $ 1,020.78      $ 4.06        0.81

Class R6

   $ 1,000.00      $ 1,139.30      $ 3.71      $ 1,000.00      $ 1,021.32      $ 3.51        0.70

Class Y

   $ 1,000.00      $ 1,138.90      $ 3.87      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

Class F

   $     1,000.00      $     1,139.30      $ 3.71      $ 1,000.00      $ 1,021.32      $ 3.51        0.70

Hartford Core Equity Fund

 

Class A

   $     1,000.00      $     1,110.90      $     3.82      $     1,000.00      $     1,021.18      $     3.66        0.73

Class C

   $ 1,000.00      $ 1,106.40      $ 7.73      $ 1,000.00      $ 1,017.46      $ 7.40        1.48

Class I

   $ 1,000.00      $ 1,112.20      $ 2.41      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Class R3

   $ 1,000.00      $ 1,108.90      $ 5.70      $ 1,000.00      $ 1,019.39      $ 5.46        1.09

Class R4

   $ 1,000.00      $ 1,110.70      $ 3.98      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class R5

   $ 1,000.00      $ 1,112.20      $ 2.57      $ 1,000.00      $ 1,022.37      $ 2.46        0.49

Class R6

   $ 1,000.00      $ 1,112.80      $ 2.04      $ 1,000.00      $ 1,022.86      $ 1.96        0.39

Class Y

   $ 1,000.00      $ 1,112.50      $ 2.20      $ 1,000.00      $ 1,022.71      $ 2.11        0.42

Class F

   $ 1,000.00      $ 1,112.80      $ 1.99      $ 1,000.00      $ 1,022.91      $ 1.91        0.38

 

 

  14  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return     Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
    Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
    Annualized
expense
ratio
 

The Hartford Dividend and Growth Fund

 

Class A

   $     1,000.00      $     1,084.00      $     5.12     $     1,000.00      $     1,019.89      $     4.96       0.99

Class C

   $ 1,000.00      $ 1,079.30      $ 9.43     $ 1,000.00      $ 1,015.72      $ 9.15       1.83

Class I

   $ 1,000.00      $ 1,085.30      $ 3.77     $ 1,000.00      $ 1,021.18      $ 3.66       0.73

Class R3

   $ 1,000.00      $ 1,081.50      $ 6.97     $ 1,000.00      $ 1,018.10      $ 6.76       1.35

Class R4

   $ 1,000.00      $ 1,083.50      $ 5.42     $ 1,000.00      $ 1,019.59      $ 5.26       1.05

Class R5

   $ 1,000.00      $ 1,085.20      $ 3.83     $ 1,000.00      $ 1,021.13      $ 3.71       0.74

Class R6

   $ 1,000.00      $ 1,085.70      $ 3.31     $ 1,000.00      $ 1,021.62      $ 3.21       0.64

Class Y

   $ 1,000.00      $ 1,085.40      $ 3.52     $ 1,000.00      $ 1,021.42      $ 3.41       0.68

Class F

   $ 1,000.00      $ 1,085.50      $ 3.31     $ 1,000.00      $ 1,021.62      $ 3.21       0.64

The Hartford Equity Income Fund

 

Class A

   $     1,000.00      $     1,095.50      $     5.20     $     1,000.00      $     1,019.84      $     5.01       1.00

Class C

   $ 1,000.00      $ 1,091.00      $ 9.18     $ 1,000.00      $ 1,016.02      $ 8.85       1.77

Class I

   $ 1,000.00      $ 1,096.00      $ 4.11     $ 1,000.00      $ 1,020.88      $ 3.96       0.79

Class R3

   $ 1,000.00      $ 1,093.30      $ 7.11     $ 1,000.00      $ 1,018.00      $ 6.85       1.37

Class R4

   $ 1,000.00      $ 1,094.80      $ 5.51     $ 1,000.00      $ 1,019.54      $ 5.31       1.06

Class R5

   $ 1,000.00      $ 1,096.60      $ 3.95     $ 1,000.00      $ 1,021.03      $ 3.81       0.76

Class R6

   $ 1,000.00      $ 1,097.50      $ 3.43     $ 1,000.00      $ 1,021.52      $ 3.31       0.66

Class Y

   $ 1,000.00      $ 1,097.10      $ 3.69     $ 1,000.00      $ 1,021.27      $ 3.56       0.71

Class F

   $ 1,000.00      $ 1,096.90      $ 3.43     $ 1,000.00      $ 1,021.52      $ 3.31       0.66

The Hartford Growth Opportunities Fund

 

Class A

   $ 1,000.00      $ 1,181.30      $ 6.00     $ 1,000.00      $ 1,019.29      $ 5.56       1.11

Class C

   $ 1,000.00      $ 1,176.90      $     10.15     $     1,000.00      $     1,015.47      $     9.39       1.88

Class I

   $ 1,000.00      $ 1,182.60      $ 4.60     $ 1,000.00      $ 1,020.58      $ 4.26       0.85

Class R3

   $ 1,000.00      $ 1,179.30      $ 7.84     $ 1,000.00      $ 1,017.60      $ 7.25       1.45

Class R4

   $ 1,000.00      $ 1,180.80      $ 6.22     $ 1,000.00      $ 1,019.09      $ 5.76       1.15

Class R5

   $ 1,000.00      $ 1,182.70      $ 4.60     $ 1,000.00      $ 1,020.58      $ 4.26       0.85

Class R6

   $ 1,000.00      $ 1,183.30      $ 4.06     $ 1,000.00      $ 1,021.08      $ 3.76       0.75

Class Y

   $ 1,000.00      $ 1,183.00      $ 4.22     $ 1,000.00      $ 1,020.93      $ 3.91       0.78

Class F

   $     1,000.00      $     1,183.50      $ 4.06     $ 1,000.00      $ 1,021.08      $ 3.76       0.75

The Hartford Healthcare Fund

 

Class A

   $ 1,000.00      $ 1,054.80      $ 6.57     $ 1,000.00      $ 1,018.40      $ 6.46       1.29

Class C

   $ 1,000.00      $ 1,050.70      $     10.53     $     1,000.00      $     1,014.53      $     10.34       2.07

Class I

   $ 1,000.00      $ 1,056.20      $ 5.15     $ 1,000.00      $ 1,019.79      $ 5.06       1.01

Class R3

   $ 1,000.00      $ 1,053.00      $ 8.20     $ 1,000.00      $ 1,016.81      $ 8.05       1.61

Class R4

   $ 1,000.00      $ 1,054.60      $ 6.67     $ 1,000.00      $ 1,018.30      $ 6.56       1.31

Class R5

   $ 1,000.00      $ 1,055.80      $ 5.20     $ 1,000.00      $ 1,019.74      $ 5.11       1.02

Class R6(1)

   $ 1,000.00      $ 989.20      $ 1.50 (2)    $ 1,000.00      $ 1,020.33      $ 4.51 (3)      0.90

Class Y

   $ 1,000.00      $ 1,056.50      $ 4.74     $ 1,000.00      $ 1,020.18      $ 4.66       0.93

Class F

   $     1,000.00      $     1,057.00      $ 4.59     $ 1,000.00      $ 1,020.33      $ 4.51       0.90

The Hartford MidCap Fund

 

Class A

   $ 1,000.00      $ 1,148.90      $ 5.86     $ 1,000.00      $ 1,019.34      $ 5.51       1.10

Class C

   $     1,000.00      $     1,144.20      $     9.99     $     1,000.00      $     1,015.47      $     9.39       1.88

Class I

   $ 1,000.00      $ 1,150.60      $ 4.43     $ 1,000.00      $ 1,020.68      $ 4.16       0.83

Class R3

   $ 1,000.00      $ 1,147.00      $ 7.72     $ 1,000.00      $ 1,017.60      $ 7.25       1.45

Class R4

   $ 1,000.00      $ 1,148.60      $ 6.07     $ 1,000.00      $ 1,019.14      $ 5.71       1.14

Class R5

   $ 1,000.00      $ 1,150.40      $ 4.48     $ 1,000.00      $ 1,020.63      $ 4.21       0.84

Class R6

   $ 1,000.00      $ 1,151.20      $ 3.95     $ 1,000.00      $ 1,021.13      $ 3.71       0.74

Class Y

   $ 1,000.00      $ 1,150.70      $ 4.21     $ 1,000.00      $ 1,020.88      $ 3.96       0.79

Class F

   $ 1,000.00      $ 1,151.10      $ 3.95     $ 1,000.00      $ 1,021.13      $ 3.71       0.74

 

 

  15  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

The Hartford MidCap Value Fund

 

Class A

   $ 1,000.00      $ 1,091.50      $ 6.33      $ 1,000.00      $ 1,018.75      $ 6.11        1.22

Class C

   $ 1,000.00      $ 1,087.80      $     10.56      $     1,000.00      $     1,014.68      $     10.19        2.04

Class I

   $ 1,000.00      $ 1,093.20      $ 4.77      $ 1,000.00      $ 1,020.23      $ 4.61        0.92

Class R3

   $ 1,000.00      $ 1,090.30      $ 7.88      $ 1,000.00      $ 1,017.26      $ 7.60        1.52

Class R4

   $ 1,000.00      $ 1,091.50      $ 6.27      $ 1,000.00      $ 1,018.79      $ 6.06        1.21

Class R5

   $ 1,000.00      $ 1,092.80      $ 4.83      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class Y

   $ 1,000.00      $ 1,093.80      $ 4.46      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class F

   $     1,000.00      $     1,093.90      $ 4.15      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Hartford Quality Value Fund

 

Class A

   $ 1,000.00      $ 1,081.20      $ 4.59      $ 1,000.00      $ 1,020.38      $ 4.46        0.89

Class C

   $ 1,000.00      $ 1,076.90      $ 8.70      $ 1,000.00      $ 1,016.41      $ 8.45        1.69

Class I

   $ 1,000.00      $ 1,083.20      $ 2.94      $ 1,000.00      $ 1,021.97      $ 2.86        0.57

Class R3

   $ 1,000.00      $ 1,079.40      $ 5.98      $ 1,000.00      $ 1,019.04      $ 5.81        1.16

Class R4

   $ 1,000.00      $ 1,081.60      $ 4.49      $ 1,000.00      $ 1,020.48      $ 4.36        0.87

Class R5

   $ 1,000.00      $ 1,082.70      $ 2.94      $ 1,000.00      $ 1,021.97      $ 2.86        0.57

Class R6

   $ 1,000.00      $ 1,083.40      $ 2.38      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Class Y

   $ 1,000.00      $ 1,083.20      $ 2.63      $ 1,000.00      $ 1,022.27      $ 2.56        0.51

Class F

   $     1,000.00      $     1,083.50      $     2.38      $     1,000.00      $     1,022.51      $     2.31        0.46

The Hartford Small Cap Growth Fund

 

Class A

   $     1,000.00      $     1,104.40      $ 6.37      $     1,000.00      $     1,018.75      $     6.11        1.22

Class C

   $ 1,000.00      $ 1,100.30      $     10.15      $ 1,000.00      $ 1,015.13      $ 9.74        1.95

Class I

   $ 1,000.00      $ 1,106.40      $ 4.44      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class R3

   $ 1,000.00      $ 1,102.90      $ 7.66      $ 1,000.00      $ 1,017.51      $ 7.35        1.47

Class R4

   $ 1,000.00      $ 1,104.70      $ 6.11      $ 1,000.00      $ 1,018.99      $ 5.86        1.17

Class R5

   $ 1,000.00      $ 1,106.30      $ 4.49      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class R6

   $ 1,000.00      $ 1,106.80      $ 3.97      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class Y

   $ 1,000.00      $ 1,106.60      $ 4.18      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class F

   $ 1,000.00      $ 1,107.00      $ 3.97      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Hartford Small Cap Value Fund

 

Class A

   $ 1,000.00      $ 1,074.60      $ 6.43      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class C

   $ 1,000.00      $ 1,070.60      $     10.47      $     1,000.00      $     1,014.68      $     10.19        2.04

Class I

   $ 1,000.00      $ 1,076.70      $ 4.69      $ 1,000.00      $ 1,020.28      $ 4.56        0.91

Class R3

   $ 1,000.00      $ 1,074.50      $ 7.15      $ 1,000.00      $ 1,017.90      $ 6.95        1.39

Class R4

   $ 1,000.00      $ 1,075.10      $ 6.17      $ 1,000.00      $ 1,018.84      $ 6.01        1.20

Class R5

   $ 1,000.00      $ 1,076.40      $ 4.63      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class R6

   $ 1,000.00      $ 1,077.20      $ 4.12      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class Y

   $ 1,000.00      $ 1,076.70      $ 4.38      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class F

   $     1,000.00      $     1,077.00      $ 4.12      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

 

 

  16  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

The Hartford Small Company Fund

 

Class A

   $     1,000.00      $     1,150.30      $ 7.09      $     1,000.00      $     1,018.20      $ 6.66        1.33

Class C

   $ 1,000.00      $ 1,146.00      $     11.33      $ 1,000.00      $ 1,014.23      $     10.64        2.13

Class I

   $ 1,000.00      $ 1,152.20      $ 5.76      $ 1,000.00      $ 1,019.44      $ 5.41        1.08

Class R3

   $ 1,000.00      $ 1,149.70      $ 8.26      $ 1,000.00      $ 1,017.11      $ 7.75        1.55

Class R4

   $ 1,000.00      $ 1,151.50      $ 6.67      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class R5

   $ 1,000.00      $ 1,152.80      $ 5.07      $ 1,000.00      $ 1,020.08      $ 4.76        0.95

Class R6

   $ 1,000.00      $ 1,153.00      $ 4.80      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class Y(4)

   $ 1,000.00      $ 1,153.10      $ 4.80      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class F

   $ 1,000.00      $ 1,153.10      $ 4.80      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

 

(1) 

Inception date of Class R6 shares was February 28, 2019.

(2) 

Expenses paid during the period February 28, 2019 through April 30, 2019.

(3) 

Please note that while Class R6 shares commenced operations on February 28, 2019, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2018 to April 30, 2019.

(4) 

Effective May 1, 2019, a new transfer agency fee arrangement was implemented. Had the new arrangement been in effect during the period, the annualized expense ratio would have been 0.95%, and the expenses paid in the actual and hypothetical examples would have been $5.07 and $4.76, respectively.

 

 

  17  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9%  
      Automobiles & Components - 0.8%  
  383,530    

Aptiv plc

  $ 32,868,521  
  26,785    

Cie Generale des Etablissements Michelin SCA

    3,463,582  
  150,270    

Delphi Technologies plc

    3,325,475  
  88,615    

Ferrari N.V.

    12,018,989  
  190,160    

Valeo S.A.(1)

    6,916,637  
   

 

 

 
    58,593,204  
   

 

 

 
      Banks - 3.2%  
  2,606,182    

Bank of America Corp.

    79,697,046  
  69,296    

First Republic Bank

    7,319,043  
  375,156    

HDFC Bank Ltd.

    12,499,761  
  2,423    

HDFC Bank Ltd. ADR

    277,797  
  704,864    

ING Groep N.V.(1)

    8,994,083  
  314,709    

JP Morgan Chase & Co.

    36,521,979  
  1,461,478    

KeyCorp.

    25,648,939  
  455,919    

PNC Financial Services Group, Inc.

    62,428,989  
   

 

 

 
    233,387,637  
   

 

 

 
      Capital Goods - 4.2%  
  56,557    

Airbus SE

    7,744,330  
  296,352    

General Dynamics Corp.

    52,964,030  
  806,800    

Harry’s Manufacturing, Inc.(2)(3)(4)

    12,182,680  
  286,510    

Ingersoll-Rand plc

    35,128,991  
  143,525    

L3 Technologies, Inc.

    31,371,695  
  264,837    

Lockheed Martin Corp.

    88,278,117  
  148,292    

Northrop Grumman Corp.

    42,991,334  
  123,478    

Rockwell Automation, Inc.

    22,313,709  
  75,610    

Safran S.A.

    11,021,003  
   

 

 

 
    303,995,889  
   

 

 

 
      Commercial & Professional Services - 3.2%  
  124,348    

CoStar Group, Inc.*

    61,707,695  
  299,420    

Equifax, Inc.

    37,711,949  
  192,777    

IHS Markit Ltd.*

    11,038,411  
  155,726    

Intertek Group plc

    10,892,068  
  4,595    

Klarna Holding AB(2)(3)(4)

    793,480  
  171,795    

Recruit Holdings Co., Ltd.

    5,173,410  
  734,251    

Republic Services, Inc.

    60,810,668  
  316,974    

TransUnion

    22,077,239  
  205,858    

Waste Connections, Inc.

    19,097,447  
   

 

 

 
    229,302,367  
   

 

 

 
      Consumer Durables & Apparel - 3.5%  
  1,353,960    

NIKE, Inc. Class B

    118,918,307  
  112,789    

Tapestry, Inc.

    3,639,701  
  1,487,897    

Under Armour, Inc. Class A*

    34,355,542  
  2,979,490    

Under Armour, Inc. Class C*

    61,735,033  
  351,562    

VF Corp.

    33,190,968  
   

 

 

 
    251,839,551  
   

 

 

 
      Consumer Services - 4.3%  
  28,948    

Chipotle Mexican Grill, Inc.*

    19,917,382  
  33,545    

Domino’s Pizza, Inc.

    9,076,606  
  5,654,566    

DraftKings, Inc.(2)(3)(4)

    16,058,967  
  605,550    

Hilton Worldwide Holdings, Inc.

    52,676,795  
  911,645    

Las Vegas Sands Corp.

    61,125,797  
  91,567    

Marriott International, Inc. Class A

    12,491,570  
  284,959    

Marriott Vacations Worldwide Corp.

    30,100,219  
  417,797    

McDonald’s Corp.

    82,544,153  
  81,378    

New Oriental Education & Technology Group, Inc. ADR*

    7,768,344  
  172,542    

Royal Caribbean Cruises Ltd.

    20,867,230  
   

 

 

 
    312,627,063  
   

 

 

 
      Diversified Financials - 3.2%  
  861,448    

American Express Co.

    100,987,549  
  152,260    

Intercontinental Exchange, Inc.

    12,386,351  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Diversified Financials - 3.2% - (continued)  
  1,339,319    

J2 Acquisition Ltd.*(5)

  $ 11,819,490  
  1,087,552    

Morgan Stanley

    52,474,384  
  1,299,862    

Natixis S.A.

    7,659,749  
  429,854    

State Street Corp.

    29,083,922  
  336,967    

TD Ameritrade Holding Corp.

    17,717,725  
   

 

 

 
    232,129,170  
   

 

 

 
      Energy - 0.9%  
  172,778    

Diamondback Energy, Inc.

    18,381,851  
  1,349,112    

Encana Corp.

    9,345,196  
  265,674    

EOG Resources, Inc.

    25,517,988  
  190,132    

Total S.A.

    10,569,583  
   

 

 

 
    63,814,618  
   

 

 

 
      Food & Staples Retailing - 2.3%  
  149,485    

Costco Wholesale Corp.

    36,703,052  
  1,261,541    

Walmart, Inc.

    129,736,877  
   

 

 

 
    166,439,929  
   

 

 

 
      Food, Beverage & Tobacco - 4.4%  
  764,092    

Altria Group, Inc.

    41,513,118  
  1,607,553    

Coca-Cola Co.

    78,866,550  
  1,785,147    

Diageo plc

    75,257,732  
  406,392    

Lamb Weston Holdings, Inc.

    28,467,760  
  339,655    

Monster Beverage Corp.*

    20,243,438  
  577,710    

PepsiCo., Inc.

    73,975,766  
   

 

 

 
    318,324,364  
   

 

 

 
      Health Care Equipment & Services - 10.1%  
  336,902    

Alcon, Inc.*(1)

    19,607,696  
  167,832    

Align Technology, Inc.*

    54,491,694  
  878,770    

Baxter International, Inc.

    67,050,151  
  114,079    

Becton Dickinson and Co.

    27,463,378  
  388,928    

Cerner Corp.*

    25,844,266  
  595,123    

Danaher Corp.

    78,818,090  
  393,919    

Haemonetics Corp.*

    34,381,250  
  467,508    

Hologic, Inc.*

    21,683,021  
  447,957    

Insulet Corp.*

    38,636,291  
  23,621    

Intuitive Surgical, Inc.*

    12,061,591  
  147,343    

Koninklijke Philips N.V.

    6,327,457  
  1,318,287    

Medtronic plc

    117,077,069  
  243,412    

Penumbra, Inc.*(1)

    32,738,914  
  314,143    

Stryker Corp.

    59,344,754  
  71,203    

Teleflex, Inc.

    20,376,875  
  246,552    

UnitedHealth Group, Inc.

    57,463,875  
  269,957    

Veeva Systems, Inc. Class A*

    37,758,886  
  61,312    

WellCare Health Plans, Inc.*

    15,839,955  
   

 

 

 
    726,965,213  
   

 

 

 
      Household & Personal Products - 1.1%  
  945,708    

Colgate-Palmolive Co.

    68,838,086  
  123,520    

Shiseido Co., Ltd.

    9,715,832  
   

 

 

 
    78,553,918  
   

 

 

 
      Insurance - 4.1%  
  956,370    

Aflac, Inc.

    48,181,920  
  508,843    

Arthur J Gallagher & Co.

    42,549,452  
  500,305    

Chubb Ltd.

    72,644,286  
  350,293    

Lincoln National Corp.

    23,371,549  
  473,346    

Marsh & McLennan Cos., Inc.

    44,631,794  
  853,647    

Ping An Insurance Group Co. of China Ltd. Class H

    10,333,104  
  537,892    

Unum Group

    19,858,973  
  166,588    

Willis Towers Watson plc

    30,708,832  
   

 

 

 
    292,279,910  
   

 

 

 
      Materials - 3.7%  
  790,985    

Alcoa Corp.*

    21,103,480  
  207,228    

Anglo American plc

    5,377,504  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  18  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Materials - 3.7% - (continued)  
  378,616    

CF Industries Holdings, Inc.

  $ 16,954,424  
  307,214    

Eastman Chemical Co.

    24,233,040  
  656,037    

FMC Corp.

    51,866,285  
  1,632,622    

Freeport-McMoRan, Inc.

    20,097,577  
  590,849    

Linde plc

    106,506,441  
  391,707    

Nucor Corp.

    22,354,719  
   

 

 

 
    268,493,470  
   

 

 

 
      Media & Entertainment - 5.2%  
  174,293    

Activision Blizzard, Inc.

    8,402,666  
  55,435    

Alphabet, Inc. Class A*

    66,464,348  
  11,650    

Alphabet, Inc. Class C*

    13,845,792  
  34,569    

Charter Communications, Inc. Class A*

    12,831,667  
  493,702    

Facebook, Inc. Class A*

    95,481,967  
  152,993    

Netflix, Inc.*

    56,690,026  
  558,005    

Ocean Outdoor Ltd.*(5)

    4,408,239  
  1,217,495    

Pinterest, Inc. Class A*

    37,717,995  
  344,809    

Spotify Technology S.A.*

    46,814,718  
  253,707    

Tencent Holdings Ltd.

    12,504,620  
  544,780    

Yandex N.V. Class A*

    20,391,115  
   

 

 

 
    375,553,153  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 6.3%  
  257,812    

Agilent Technologies, Inc.

    20,238,242  
  202,716    

Alnylam Pharmaceuticals, Inc.*

    18,110,647  
  286,759    

Bausch Health Cos., Inc.*

    6,621,265  
  343,641    

Bristol-Myers Squibb Co.

    15,955,252  
  1,058,496    

Elanco Animal Health, Inc.*

    33,342,624  
  425,379    

Exact Sciences Corp.*

    41,980,654  
  239,532    

Heron Therapeutics, Inc.*

    5,193,054  
  277,136    

Ionis Pharmaceuticals, Inc.*

    20,599,519  
  765,333    

Johnson & Johnson

    108,065,020  
  906,723    

Merck & Co., Inc.

    71,368,167  
  27,584    

Mettler-Toledo International, Inc.*

    20,557,252  
  438,796    

Moderna, Inc.(3)(4)

    11,193,423  
  1,522,797    

Pfizer, Inc.

    61,840,786  
  117,866    

Seattle Genetics, Inc.*

    7,988,957  
  32,621    

Thermo Fisher Scientific, Inc.

    9,050,696  
   

 

 

 
    452,105,558  
   

 

 

 
      Real Estate - 4.3%  
  107,349    

Alexandria Real Estate Equities, Inc. REIT

    15,285,424  
  379,634    

American Tower Corp. REIT

    74,142,520  
  233,462    

AvalonBay Communities, Inc. REIT

    46,909,520  
  52,795    

Boston Properties, Inc. REIT

    7,265,648  
  306,476    

Crown Castle International Corp. REIT

    38,548,551  
  45,374    

Equinix, Inc. REIT

    20,631,558  
  472,500    

Mitsui Fudosan Co., Ltd. REIT

    10,944,009  
  283,261    

Public Storage REIT

    62,651,668  
  170,703    

Simon Property Group, Inc. REIT

    29,651,111  
  8,145    

WeWork Companies, Inc. Class A(2)(3)(4)

    553,860  
   

 

 

 
    306,583,869  
   

 

 

 
      Retailing - 5.9%  
  169,439    

Alibaba Group Holding Ltd. ADR*

    31,442,795  
  76,959    

Amazon.com, Inc.*

    148,263,053  
  3,876    

Booking Holdings, Inc.*

    7,189,941  
  343,577    

Delivery Hero SE*(5)

    15,834,285  
  402,997    

Expedia Group, Inc.

    52,325,131  
  128,682    

Home Depot, Inc.

    26,212,523  
  10,615    

JAND, Inc. Class A(2)(3)(4)

    146,381  
  1,550,001    

Just Eat plc*

    14,170,132  
  466,367    

Lowe’s Cos., Inc.

    52,764,762  
  1,034,705    

TJX Cos., Inc.

    56,784,610  
  316,327    

Tory Burch LLC*(2)(3)(4)

    18,574,703  
   

 

 

 
    423,708,316  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Semiconductors & Semiconductor Equipment - 3.7%  
  1,820,017    

Advanced Micro Devices, Inc.*

  $ 50,287,070  
  311,982    

Analog Devices, Inc.

    36,264,787  
  40,883    

Broadcom, Inc.

    13,017,147  
  2,018,790    

Marvell Technology Group Ltd.

    50,510,126  
  1,519,029    

Micron Technology, Inc.*

    63,890,360  
  407,269    

NXP Semiconductors N.V.

    43,015,752  
  1,485,835    

Taiwan Semiconductor Manufacturing Co., Ltd.

    12,475,116  
   

 

 

 
    269,460,358  
   

 

 

 
      Software & Services - 10.8%  
  142,569    

2U, Inc.*

    8,625,425  
  248,607    

Accenture plc Class A

    45,413,041  
  42,109    

Adobe, Inc.*

    12,180,028  
  85,781    

Capgemini SE

    10,409,890  
  224,070    

FleetCor Technologies, Inc.*

    58,471,066  
  680,825    

Genpact Ltd.

    24,713,948  
  208,385    

Global Payments, Inc.

    30,438,797  
  802,858    

GoDaddy, Inc. Class A*

    65,432,927  
  515,911    

Guidewire Software, Inc.*

    54,944,521  
  32,524    

Intuit, Inc.

    8,165,475  
  596,754    

Microsoft Corp.

    77,936,072  
  53,991    

PayPal Holdings, Inc.*

    6,088,565  
  264,361    

ServiceNow, Inc.*

    71,776,655  
  190,568    

Shopify, Inc. Class A*

    46,409,025  
  193,339    

Splunk, Inc.*

    26,688,516  
  634,168    

SS&C Technologies Holdings, Inc.

    42,907,807  
  121,366    

VeriSign, Inc.*

    23,963,717  
  277,549    

Visa, Inc. Class A

    45,637,382  
  239,939    

VMware, Inc. Class A

    48,978,748  
  59,789    

WEX, Inc.*

    12,573,627  
  283,145    

Workday, Inc. Class A*

    58,223,106  
   

 

 

 
    779,978,338  
   

 

 

 
      Technology Hardware & Equipment - 2.6%  
  246,342    

Apple, Inc.

    49,433,449  
  200,592    

CDW Corp.

    21,182,515  
  532,600    

Flex Ltd.*

    5,879,904  
  14,975    

Keyence Corp.

    9,356,282  
  630,252    

TE Connectivity Ltd.

    60,283,604  
  762,962    

Western Digital Corp.

    39,002,617  
   

 

 

 
    185,138,371  
   

 

 

 
      Telecommunication Services - 2.2%  
  1,836,398    

AT&T, Inc.

    56,854,882  
  35,201,482    

China Tower Corp. Ltd. Class H(5)

    9,530,341  
  728,293    

T-Mobile US, Inc.*

    53,158,106  
  710,422    

Verizon Communications, Inc.

    40,629,034  
   

 

 

 
    160,172,363  
   

 

 

 
      Transportation - 2.8%  
  695,951    

Canadian National Railway Co.

    64,644,429  
  806,757    

CSX Corp.

    64,242,060  
  196,721    

Expeditors International of Washington, Inc.

    15,623,582  
  300,042    

Union Pacific Corp.

    53,119,436  
   

 

 

 
    197,629,507  
   

 

 

 
      Utilities - 2.1%  
  373,109    

Dominion Energy, Inc.

    29,053,998  
  483,758    

NRG Energy, Inc.

    19,916,317  
  353,838    

Sempra Energy

    45,273,572  
  1,074,471    

Southern Co.

    57,183,346  
   

 

 

 
    151,427,233  
   

 

 

 
 

Total Common Stocks
(cost $6,002,541,182)

  $ 6,838,503,369  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  19  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 2.7%  
      Commercial & Professional Services - 0.0%  
  33,739    

Rubicon Global Holdings LLC
Series C*(2)(3)(4)

  $ 685,914  
   

 

 

 
      Consumer Services - 0.0%  
  10,074    

Airbnb, Inc. Series E*(2)(3)(4)

    1,285,644  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

Social Finance, Inc. Series F*(2)(3)(4)

    5,673,423  
   

 

 

 
      Real Estate - 1.2%  
  674,436    

WeWork Companies, Inc. Series D-1*(2)(3)(4)

    45,861,648  
  599,094    

WeWork Companies, Inc. Series D-2*(2)(3)(4)

    40,738,392  
   

 

 

 
    86,600,040  
   

 

 

 
      Retailing - 0.2%  
  448,670    

Coupang LLC*(2)(3)(4)

    2,557,778  
  278,194    

Honest Co., Inc.*(2)(3)(4)

    10,412,801  
  23,702    

JAND, Inc. Series D*(2)(3)(4)

    332,065  
   

 

 

 
    13,302,644  
   

 

 

 
      Software & Services - 1.2%  
  566,622    

Essence Group Holdings Corp.
Series 3*(2)(3)(4)

    1,286,232  
  77,707    

Lookout, Inc. Series F*(2)(3)(4)

    590,573  
  95,031    

MarkLogic Corp. Series F*(2)(3)(4)

    960,764  
  762,016    

Pinterest, Inc. Series G*(3)(4)

    21,403,912  
  47,064    

Sharecare, Inc. Series B2*(2)(3)(4)

    10,617,638  
  1,025,459    

Uber Technologies, Inc. Series D*(2)(3)(4)

    48,196,573  
   

 

 

 
    83,055,692  
   

 

 

 
 

Total Preferred Stocks
(cost $89,686,443)

  $ 190,603,357  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
      Retailing - 0.0%  
  28,025    

Honest Co., Inc. Series C(2)(3)(4)

  $ 886,150  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $758,281)

  $ 886,150  
   

 

 

 
ESCROWS - 0.0%(6)  
      Capital Goods - 0.0%  
  372,334    

Lithium Technology Corp.*(2)(3)(4)

  $ 3,724  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  83,332    

One Kings Lane, Inc.*(2)(3)(4)

    13,333  
   

 

 

 
      Software & Services - 0.0%  
  143,626    

Birst, Inc.*(2)(3)(4)

    7,469  
  143,626    

Birst, Inc. Earnout*(2)(3)(4)

     
  58,205    

Veracode, Inc.*(2)(3)(4)

    31,663  
   

 

 

 
    39,132  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 56,189  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  749,900    

J2 Acquisition Ltd. Expires 9/7/27*

  $ 131,232  
   

 

 

 
 

Total Warrants
(cost $7,499)

  $ 131,232  
   

 

 

 
CLOSED END FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  506,700    

Altaba, Inc.*

  $ 38,200,113  
   

 

 

 
 

Total Closed Funds
(cost $34,412,570)

  $ 38,200,113  
   

 

 

 
 

Total Long-Term Investments
(cost $6,127,405,975)

  $ 7,068,380,410  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.9%  
      Other Investment Pools & Funds - 1.7%  
  126,579,959    

Fidelity Institutional Government Fund, Institutional Class, 2.37%(7)

  $ 126,579,959  
   

 

 

 
      Securities Lending Collateral - 0.2%  
  606,638    

Citibank NA DDCA, 2.42%, 5/1/2019(7)

    606,638  
  5,901,483    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(7)

    5,901,483  
  1,256,058    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(7)

    1,256,058  
  2,168,755    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(7)

    2,168,755  
  2,015,166    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(7)

    2,015,166  
  184,650    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(7)

    184,650  
   

 

 

 
    12,132,750  
 

 

 

 
 

Total Short-Term Investments
(cost $138,712,709)

  $ 138,712,709  
   

 

 

 
 

Total Investments
(cost $6,266,118,684)

    100.0    $ 7,207,093,119  
 

Other Assets and Liabilities

    0.0      (2,239,663
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 7,204,853,456  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Investment valued using significant unobservable inputs.

 

(3) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of these securities was $251,049,190, which represented 3.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  20  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

(4) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $251,049,190 or 3.5% of net assets.

 

Period
Acquired
    

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  06/2015      Airbnb, Inc.
SeriesE Preferred
    10,074     $ 937,833     $ 1,285,644  
  03/2015      Birst, Inc.     143,626             7,469  
  03/2015      Birst, Inc. Earnout     143,626              
  11/2014      Coupang LLC Preferred     448,670       1,396,764       2,557,778  
  12/2014      DraftKings, Inc.     5,654,566           20,596,932       16,058,967  
  05/2014      Essence Group Holdings Corp. Series 3 Preferred     566,622       895,999       1,286,232  
  06/2015      Harry’s Manufacturing, Inc.     806,800       10,846,942       12,182,680  
  08/2015      Honest Co., Inc. Preferred     278,194       12,728,766       10,412,801  
  08/2014      Honest Co., Inc.
Series C Convertible Preferred
    28,025       758,281       886,150  
  04/2015      JAND, Inc. Class A     10,615       121,916       146,381  
  04/2015      JAND, Inc. Series D Preferred     23,702       272,225       332,065  
  08/2015      Klarna Holding AB     4,595       503,982       793,480  
  08/2017      Lithium Technology Corp.     372,334             3,724  
  07/2014      Lookout, Inc.
Series F Preferred
    77,707       887,655       590,573  
  04/2015      MarkLogic Corp.
Series F Preferred
    95,031       1,103,709       960,764  
  12/2014      Moderna, Inc.     438,796       5,900,771       11,193,423  
  01/2014      One Kings Lane, Inc.     83,332             13,333  
  03/2015      Pinterest, Inc.
Series G Preferred
    762,016       16,411,763           21,403,912  
Period
Acquired
    

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  09/2015      Rubicon Global Holdings LLC Series C Preferred     33,739     $ 673,447     $ 685,914  
  03/2015      Sharecare, Inc.
Series B2 Preferred
    47,064       11,759,882       10,617,638  
  09/2015      Social Finance, Inc. Series F Preferred     348,919       5,504,651       5,673,423  
  11/2013      Tory Burch LLC     316,327       24,792,581       18,574,703  
  06/2014      Uber Technologies, Inc. Series D Preferred     1,025,459       15,907,997       48,196,573  
  04/2017      Veracode, Inc.     58,205             31,663  
  12/2014      WeWork Companies, Inc. Class A     8,145       135,624       553,860  
  12/2014      WeWork Companies, Inc. Series D-1 Preferred     674,436       11,230,142       45,861,648  
  12/2014      WeWork Companies, Inc. Series D-2 Preferred     599,094       9,975,610       40,738,392  
      

 

 

   

 

 

 
       $     153,343,472     $     251,049,190  
      

 

 

   

 

 

 

 

(5) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $41,592,355, representing 0.6% of net assets.

 

(6) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(7) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2019  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:                            

S&P 500 (E-Mini) Future

     733        06/21/2019      $     108,062,525      $ 1,672,117  
           

 

 

 

Total futures contracts

            $     1,672,117  
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2019  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  234,853,851      JPY      2,099,721      USD    SSG      05/08/19     $     9,989     $     —  

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  21  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 58,593,204      $ 36,193,996      $ 22,399,208      $  

Banks

     233,387,637        211,893,793        21,493,844         

Capital Goods

     303,995,889        273,047,876        18,765,333        12,182,680  

Commercial & Professional Services

     229,302,367        212,443,409        16,065,478        793,480  

Consumer Durables & Apparel

     251,839,551        251,839,551                

Consumer Services

     312,627,063        296,568,096               16,058,967  

Diversified Financials

     232,129,170        224,469,421        7,659,749         

Energy

     63,814,618        53,245,035        10,569,583         

Food & Staples Retailing

     166,439,929        166,439,929                

Food, Beverage & Tobacco

     318,324,364        243,066,632        75,257,732         

Health Care Equipment & Services

     726,965,213        720,637,756        6,327,457         

Household & Personal Products

     78,553,918        68,838,086        9,715,832         

Insurance

     292,279,910        281,946,806        10,333,104         

Materials

     268,493,470        263,115,966        5,377,504         

Media & Entertainment

     375,553,153        363,048,533        12,504,620         

Pharmaceuticals, Biotechnology & Life Sciences

     452,105,558        440,912,135        11,193,423         

Real Estate

     306,583,869        295,086,000        10,944,009        553,860  

Retailing

     423,708,316        390,817,100        14,170,132        18,721,084  

Semiconductors & Semiconductor Equipment

     269,460,358        256,985,242        12,475,116         

Software & Services

     779,978,338        769,568,448        10,409,890         

Technology Hardware & Equipment

     185,138,371        175,782,089        9,356,282         

Telecommunication Services

     160,172,363        150,642,022        9,530,341         

Transportation

     197,629,507        197,629,507                

Utilities

     151,427,233        151,427,233                

Preferred Stocks

     190,603,357               21,403,912        169,199,445  

Convertible Preferred Stocks

     886,150                      886,150  

Escrows

     56,189                      56,189  

Warrants

     131,232        131,232                

Closed End Funds

     38,200,113        38,200,113                

Short-Term Investments

     138,712,709        138,712,709                

Foreign Currency Contracts(2)

     9,989               9,989         

Futures Contracts(2)

     1,672,117        1,672,117                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,208,775,225      $     6,674,360,832      $     315,962,538      $     218,451,855  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, investments valued at $23,359,734 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2019:

 

     Common
Stocks
    Preferred
Stocks
    Convertible
Preferred
Stocks
     Escrows     Total  

Beginning balance

   $ 50,975,578     $ 185,270,623     $ 857,565      $ 85,346     $ 237,189,112  

Purchases

                               

Sales

     (2,571,372     (4,754,592                (30,545     (7,356,509

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

     1,778,477       3,288,491              30,545       5,097,513  

Net change in unrealized appreciation/(depreciation)

     3,470,286       3,411,759       28,585        (29,157     6,881,473  

Transfers into Level 3

                               

Transfers out of Level 3

     (5,342,898     (18,016,836                  (23,359,734
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Ending balance

   $     48,310,071     $     169,199,445     $     886,150      $     56,189           218,451,855  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2019 was $10,633,902.

 

The accompanying notes are an integral part of these financial statements.

 

 

  22  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8%  
      Banks - 8.0%  
  3,888,583    

Bank of America Corp.

  $ 118,912,868  
  1,312,723    

Fifth Third Bancorp

    37,832,677  
  1,058,012    

JP Morgan Chase & Co.

    122,782,293  
  659,192    

PNC Financial Services Group, Inc.

    90,263,160  
   

 

 

 
    369,790,998  
   

 

 

 
      Capital Goods - 5.3%  
  601,857    

AMETEK, Inc.

    53,065,732  
  981,947    

Fortune Brands Home & Security, Inc.

    51,827,163  
  328,130    

Illinois Tool Works, Inc.

    51,066,872  
  274,945    

Raytheon Co.

    48,827,482  
  242,103    

Snap-on, Inc.

    40,741,093  
   

 

 

 
    245,528,342  
   

 

 

 
      Commercial & Professional Services - 2.5%  
  233,912    

Equifax, Inc.

    29,461,216  
  632,365    

IHS Markit Ltd.*

    36,209,220  
  609,906    

Republic Services, Inc.

    50,512,415  
   

 

 

 
    116,182,851  
   

 

 

 
      Consumer Durables & Apparel - 2.8%  
  843,385    

NIKE, Inc. Class B

    74,074,505  
  578,896    

VF Corp.

    54,653,571  
   

 

 

 
    128,728,076  
   

 

 

 
      Consumer Services - 2.6%  
  523,464    

Hilton Worldwide Holdings, Inc.

    45,536,134  
  377,504    

McDonald’s Corp.

    74,583,465  
   

 

 

 
    120,119,599  
   

 

 

 
      Diversified Financials - 2.2%  
  426,586    

American Express Co.

    50,008,677  
  542,678    

Capital One Financial Corp.

    50,376,799  
   

 

 

 
    100,385,476  
   

 

 

 
      Energy - 1.9%  
  730,182    

Continental Resources, Inc.*

    33,581,070  
  577,717    

EOG Resources, Inc.

    55,489,718  
   

 

 

 
    89,070,788  
   

 

 

 
      Food & Staples Retailing - 3.0%  
  268,046    

Costco Wholesale Corp.

    65,813,334  
  714,903    

Walmart, Inc.

    73,520,625  
   

 

 

 
    139,333,959  
   

 

 

 
      Food, Beverage & Tobacco - 3.0%  
  260,567    

Constellation Brands, Inc. Class A

    55,154,217  
  738,818    

Kellogg Co.

    44,550,725  
  675,310    

Monster Beverage Corp.*

    40,248,476  
   

 

 

 
    139,953,418  
   

 

 

 
      Health Care Equipment & Services - 10.1%  
  790,354    

Abbott Laboratories

    62,880,564  
  171,968    

Anthem, Inc.

    45,232,743  
  996,527    

Baxter International, Inc.

    76,035,010  
  366,863    

Danaher Corp.

    48,587,336  
  893,423    

Hologic, Inc.*

    41,436,959  
  312,910    

Laboratory Corp. of America Holdings*

    50,040,567  
  702,150    

Medtronic plc

    62,357,942  
  335,403    

UnitedHealth Group, Inc.

    78,172,377  
   

 

 

 
    464,743,498  
   

 

 

 
      Household & Personal Products - 4.3%  
  973,694    

Colgate-Palmolive Co.

    70,875,186  
  133,280    

Estee Lauder Cos., Inc. Class A

    22,898,837  
  991,949    

Procter & Gamble Co.

    105,622,730  
   

 

 

 
    199,396,753  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Insurance - 3.6%  
  588,059    

Allstate Corp.

  $ 58,253,124  
  639,318    

Athene Holding Ltd. Class A*

    28,871,601  
  538,759    

Chubb Ltd.

    78,227,807  
   

 

 

 
    165,352,532  
   

 

 

 
      Materials - 2.1%  
  319,629    

Ecolab, Inc.

    58,837,306  
  299,513    

PPG Industries, Inc.

    35,192,778  
   

 

 

 
    94,030,084  
   

 

 

 
      Media & Entertainment - 6.1%  
  101,423    

Alphabet, Inc. Class A*

    121,602,120  
  26,222    

Alphabet, Inc. Class C*

    31,164,322  
  268,509    

Facebook, Inc. Class A*

    51,929,641  
  551,993    

Walt Disney Co.

    75,606,481  
   

 

 

 
    280,302,564  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.5%  
  235,844    

Allergan plc

    34,669,068  
  671,758    

Eli Lilly & Co.

    78,622,556  
  883,891    

Merck & Co., Inc.

    69,571,061  
  247,907    

Thermo Fisher Scientific, Inc.

    68,781,797  
   

 

 

 
    251,644,482  
   

 

 

 
      Real Estate - 2.1%  
  267,937    

American Tower Corp. REIT

    52,328,096  
  325,879    

Boston Properties, Inc. REIT

    44,847,468  
   

 

 

 
    97,175,564  
   

 

 

 
      Retailing - 3.7%  
  30,787    

Amazon.com, Inc.*

    59,311,771  
  25,084    

Booking Holdings, Inc.*

    46,530,569  
  1,179,000    

TJX Cos., Inc.

    64,703,520  
   

 

 

 
    170,545,860  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.8%  
  785,639    

Micron Technology, Inc.*

    33,043,976  
  1,247,142    

ON Semiconductor Corp.*

    28,759,095  
  327,755    

QUALCOMM, Inc.

    28,229,538  
  810,887    

Teradyne, Inc.

    39,733,463  
   

 

 

 
    129,766,072  
   

 

 

 
      Software & Services - 12.4%  
  835,388    

GoDaddy, Inc. Class A*

    68,084,122  
  793,926    

Leidos Holdings, Inc.

    58,337,682  
  383,199    

Mastercard, Inc. Class A

    97,424,514  
  1,069,497    

Microsoft Corp.

    139,676,308  
  357,399    

salesforce.com, Inc.*

    59,095,925  
  845,607    

SS&C Technologies Holdings, Inc.

    57,213,770  
  446,821    

Total System Services, Inc.

    45,682,979  
  223,876    

Workday, Inc. Class A*

    46,035,622  
   

 

 

 
    571,550,922  
   

 

 

 
      Technology Hardware & Equipment - 5.1%  
  453,026    

Apple, Inc.

    90,908,727  
  373,402    

CDW Corp.

    39,431,251  
  437,071    

Motorola Solutions, Inc.

    63,335,959  
  544,073    

NetApp, Inc.

    39,635,718  
   

 

 

 
    233,311,655  
   

 

 

 
      Telecommunication Services - 1.8%  
  1,453,111    

Verizon Communications, Inc.

    83,103,418  
   

 

 

 
      Transportation - 1.1%  
  251,302    

Norfolk Southern Corp.

    51,270,634  
   

 

 

 
      Utilities - 4.8%  
  898,288    

American Electric Power Co., Inc.

    76,848,538  
  453,835    

NextEra Energy, Inc.

    88,243,678  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  23  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Utilities - 4.8% - (continued)  
  588,549    

Pinnacle West Capital Corp.

  $ 56,071,063  
   

 

 

 
    221,163,279  
   

 

 

 
 

Total Common Stocks
(cost $3,480,238,825)

  $ 4,462,450,824  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.0%  
      Other Investment Pools & Funds - 3.0%  
  137,998,176    

Fidelity Institutional Government Fund, Institutional Class, 2.37%(1)

  $ 137,998,176  
   

 

 

 
 

Total Short-Term Investments
(cost $137,998,176)

  $ 137,998,176  
   

 

 

 
 

Total Investments
(cost $3,618,237,001)

    99.8    $ 4,600,449,000  
 

Other Assets and Liabilities

    0.2      7,606,424  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,608,055,424  
   

 

 

    

 

 

 
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 abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2019  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

S&P 500 (E-Mini) Future

     276        06/21/2019      $     40,689,300      $ 1,373,251  
           

 

 

 

Total futures contracts

 

   $     1,373,251  
           

 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 369,790,998      $ 369,790,998      $      $  

Capital Goods

     245,528,342        245,528,342                

Commercial & Professional Services

     116,182,851        116,182,851                

Consumer Durables & Apparel

     128,728,076        128,728,076                

Consumer Services

     120,119,599        120,119,599                

Diversified Financials

     100,385,476        100,385,476                

Energy

     89,070,788        89,070,788                

Food & Staples Retailing

     139,333,959        139,333,959                

Food, Beverage & Tobacco

     139,953,418        139,953,418                

Health Care Equipment & Services

     464,743,498        464,743,498                

Household & Personal Products

     199,396,753        199,396,753                

Insurance

     165,352,532        165,352,532                

Materials

     94,030,084        94,030,084                

Media & Entertainment

     280,302,564        280,302,564                

Pharmaceuticals, Biotechnology & Life Sciences

     251,644,482        251,644,482                

Real Estate

     97,175,564        97,175,564                

Retailing

     170,545,860        170,545,860                

Semiconductors & Semiconductor Equipment

     129,766,072        129,766,072                

Software & Services

     571,550,922        571,550,922                

Technology Hardware & Equipment

     233,311,655        233,311,655                

Telecommunication Services

     83,103,418        83,103,418                

Transportation

     51,270,634        51,270,634                

Utilities

     221,163,279        221,163,279                

Short-Term Investments

     137,998,176        137,998,176                

Futures Contracts(2)

     1,373,251        1,373,251                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,601,822,251      $     4,601,822,251      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2%  
      Automobiles & Components - 0.3%  
  299,175    

Autoliv, Inc.

  $ 23,482,246  
   

 

 

 
      Banks - 9.8%  
  10,244,276    

Bank of America Corp.

    313,269,960  
  1,020,417    

Bank of Nova Scotia

    56,184,160  
  579,055    

Citigroup, Inc.

    40,939,189  
  207,041    

Comerica, Inc.

    16,271,352  
  2,621,643    

JP Morgan Chase & Co.

    304,241,670  
  968,800    

PNC Financial Services Group, Inc.

    132,657,784  
   

 

 

 
    863,564,115  
   

 

 

 
      Capital Goods - 6.6%  
  681,561    

Deere & Co.

    112,886,948  
  569,480    

Eaton Corp. plc

    47,164,334  
  589,480    

General Dynamics Corp.

    105,351,866  
  2,227,533    

Johnson Controls International plc

    83,532,488  
  225,643    

Lockheed Martin Corp.

    75,213,581  
  164,031    

Raytheon Co.

    29,130,265  
  901,297    

United Technologies Corp.

    128,533,965  
   

 

 

 
    581,813,447  
   

 

 

 
      Consumer Services - 1.1%  
  1,134,124    

Hilton Worldwide Holdings, Inc.

    98,657,447  
   

 

 

 
      Diversified Financials - 3.8%  
  233,557    

American Express Co.

    27,379,887  
  181,092    

BlackRock, Inc.

    87,873,082  
  552,774    

Charles Schwab Corp.

    25,305,994  
  1,269,006    

Intercontinental Exchange, Inc.

    103,233,638  
  906,856    

Northern Trust Corp.

    89,370,659  
   

 

 

 
    333,163,260  
   

 

 

 
      Energy - 7.9%  
  659,528    

BP plc ADR

    28,841,159  
  1,784,676    

Chevron Corp.

    214,268,201  
  1,097,511    

ConocoPhillips

    69,274,894  
  4,977,037    

Encana Corp.

    34,490,866  
  748,156    

Exxon Mobil Corp.

    60,061,964  
  1,381,719    

Hess Corp.

    88,595,822  
  1,926,804    

Noble Energy, Inc.

    52,139,316  
  2,875,893    

Suncor Energy, Inc.

    94,904,469  
  900,595    

Total S.A. ADR

    50,136,124  
   

 

 

 
    692,712,815  
   

 

 

 
      Food & Staples Retailing - 1.6%  
  1,149,880    

Sysco Corp.

    80,917,056  
  532,778    

Walmart, Inc.

    54,790,889  
   

 

 

 
    135,707,945  
   

 

 

 
      Food, Beverage & Tobacco - 3.1%  
  2,214,322    

Coca-Cola Co.

    108,634,637  
  608,170    

Kellogg Co.

    36,672,651  
  973,754    

PepsiCo., Inc.

    124,689,200  
   

 

 

 
    269,996,488  
   

 

 

 
      Health Care Equipment & Services - 5.2%  
  843,847    

Abbott Laboratories

    67,136,467  
  203,457    

Alcon, Inc.*

    11,841,221  
  1,412,850    

CVS Health Corp.

    76,830,783  
  1,546,828    

Medtronic plc

    137,373,794  
  525,487    

UnitedHealth Group, Inc.

    122,475,255  
  350,348    

Universal Health Services, Inc. Class B

    44,448,651  
   

 

 

 
    460,106,171  
   

 

 

 
      Household & Personal Products - 0.7%  
  978,260    

Unilever N.V.

    59,194,513  
   

 

 

 
      Insurance - 7.1%  
  1,658,954    

American International Group, Inc.

    78,916,442  
  113,963    

Brighthouse Financial, Inc.*

    4,762,514  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      Insurance - 7.1% - (continued)  
  1,310,787    

Chubb Ltd.

  $ 190,326,272  
  778,295    

Marsh & McLennan Cos., Inc.

    73,385,436  
  1,609,494    

Principal Financial Group, Inc.

    91,998,677  
  1,743,158    

Prudential Financial, Inc.

    184,269,232  
   

 

 

 
    623,658,573  
   

 

 

 
      Materials - 3.8%  
  136,236    

Dow, Inc.*

    7,728,668  
  1,758,156    

DowDuPont, Inc.

    67,601,098  
  839,416    

FMC Corp.

    66,364,229  
  1,937,688    

International Paper Co.

    90,703,175  
  679,903    

Livent Corp.*

    7,329,355  
  825,956    

PPG Industries, Inc.

    97,049,830  
   

 

 

 
    336,776,355  
   

 

 

 
      Media & Entertainment - 5.3%  
  205,825    

Alphabet, Inc. Class A*

    246,775,942  
  5,036,200    

Comcast Corp. Class A

    219,225,786  
   

 

 

 
    466,001,728  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 8.4%  
  800,397    

Agilent Technologies, Inc.

    62,831,164  
  2,952,821    

AstraZeneca plc ADR

    111,203,239  
  2,616,144    

Bristol-Myers Squibb Co.

    121,467,566  
  636,669    

Eli Lilly & Co.

    74,515,740  
  1,685,280    

Merck & Co., Inc.

    132,648,389  
  1,017,287    

Novartis AG ADR

    83,651,510  
  3,674,349    

Pfizer, Inc.

    149,215,313  
   

 

 

 
    735,532,921  
   

 

 

 
      Real Estate - 2.6%  
  524,751    

American Tower Corp. REIT

    102,483,870  
  90,885    

Essex Property Trust, Inc. REIT

    25,675,012  
  554,471    

Simon Property Group, Inc. REIT

    96,311,613  
   

 

 

 
    224,470,495  
   

 

 

 
      Retailing - 3.9%  
  160,840    

Alibaba Group Holding Ltd. ADR*

    29,847,079  
  520,897    

Expedia Group, Inc.

    67,633,267  
  457,649    

Home Depot, Inc.

    93,223,101  
  693,138    

Lowe’s Cos., Inc.

    78,421,633  
  1,397,802    

TJX Cos., Inc.

    76,711,374  
   

 

 

 
    345,836,454  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.5%  
  2,581,411    

Intel Corp.

    131,755,217  
  570,943    

KLA-Tencor Corp.

    72,783,814  
  161,566    

QUALCOMM, Inc.

    13,915,680  
   

 

 

 
    218,454,711  
   

 

 

 
      Software & Services - 6.8%  
  318,719    

Accenture plc Class A

    58,220,400  
  952,675    

DXC Technology Co.

    62,628,854  
  416,090    

International Business Machines Corp.

    58,364,944  
  3,166,823    

Microsoft Corp.

    413,587,084  
   

 

 

 
    592,801,282  
   

 

 

 
      Technology Hardware & Equipment - 4.6%  
  540,244    

Apple, Inc.

    108,410,763  
  2,111,015    

Cisco Systems, Inc.

    118,111,289  
  4,031,208    

HP, Inc.

    80,422,600  
  686,647    

Motorola Solutions, Inc.

    99,502,017  
   

 

 

 
    406,446,669  
   

 

 

 
      Telecommunication Services - 3.8%  
  1,821,017    

AT&T, Inc.

    56,378,686  
  4,870,662    

Verizon Communications, Inc.

    278,553,160  
   

 

 

 
    334,931,846  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      Transportation - 2.7%  
  943,293    

Delta Air Lines, Inc.

  $ 54,984,549  
  567,743    

Union Pacific Corp.

    100,513,220  
  802,008    

United Parcel Service, Inc. Class B

    85,189,290  
   

 

 

 
    240,687,059  
 

 

 

 
      Utilities - 4.6%  
  1,582,443    

Dominion Energy, Inc.

    123,224,836  
  1,031,362    

Edison International

    65,769,955  
  1,906,358    

Exelon Corp.

    97,128,940  
  586,823    

NextEra Energy, Inc.

    114,101,864  
   

 

 

 
    400,225,595  
 

 

 

 
 

Total Common Stocks
(cost $6,083,117,988)

  $ 8,444,222,135  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.7%  
      Other Investment Pools & Funds - 3.7%  
  322,785,962    

BlackRock Liquidity Funds FedFund Portfolio, Institutional Class, 2.37%(1)

  $ 322,785,962  
   

 

 

 
 

Total Short-Term Investments
(cost $322,785,962)

  $ 322,785,962  
   

 

 

 
 

Total Investments
(cost $6,405,903,950)

    99.9    $ 8,767,008,097  
 

Other Assets and Liabilities

    0.1      4,798,192  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,771,806,289  
   

 

 

    

 

 

 
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 abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 23,482,246      $ 23,482,246      $      $  

Banks

     863,564,115        863,564,115                

Capital Goods

     581,813,447        581,813,447                

Consumer Services

     98,657,447        98,657,447                

Diversified Financials

     333,163,260        333,163,260                

Energy

     692,712,815        692,712,815                

Food & Staples Retailing

     135,707,945        135,707,945                

Food, Beverage & Tobacco

     269,996,488        269,996,488                

Health Care Equipment & Services

     460,106,171        460,106,171                

Household & Personal Products

     59,194,513        59,194,513                

Insurance

     623,658,573        623,658,573                

Materials

     336,776,355        336,776,355                

Media & Entertainment

     466,001,728        466,001,728                

Pharmaceuticals, Biotechnology & Life Sciences

     735,532,921        735,532,921                

Real Estate

     224,470,495        224,470,495                

Retailing

     345,836,454        345,836,454                

Semiconductors & Semiconductor Equipment

     218,454,711        218,454,711                

Software & Services

     592,801,282        592,801,282                

Technology Hardware & Equipment

     406,446,669        406,446,669                

Telecommunication Services

     334,931,846        334,931,846                

Transportation

     240,687,059        240,687,059                

Utilities

     400,225,595        400,225,595                

Short-Term Investments

     322,785,962        322,785,962                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,767,008,097      $     8,767,008,097      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9%  
      Automobiles & Components - 0.6%  
  193,614    

Cie Generale des Etablissements Michelin SCA

  $ 25,036,326  
   

 

 

 
      Banks - 12.7%  
  4,125,996    

Bank of America Corp.

    126,172,958  
  673,604    

BB&T Corp.

    34,488,525  
  1,474,194    

JP Morgan Chase & Co.

    171,080,214  
  384,318    

M&T Bank Corp.

    65,360,962  
  571,466    

PNC Financial Services Group, Inc.

    78,250,839  
  769,196    

US Bancorp

    41,013,531  
   

 

 

 
      516,367,029  
   

 

 

 
      Capital Goods - 9.4%  
  147,414    

3M Co.

    27,936,427  
  5,088,930    

BAE Systems plc

    32,707,974  
  328,022    

Caterpillar, Inc.

    45,732,827  
  336,558    

Deere & Co.

    55,744,102  
  727,916    

Eaton Corp. plc

    60,286,003  
  264,211    

Honeywell International, Inc.

    45,874,956  
  195,338    

Lockheed Martin Corp.

    65,112,016  
  44,389    

Raytheon Co.

    7,883,042  
  296,692    

United Technologies Corp.

    42,311,246  
   

 

 

 
      383,588,593  
   

 

 

 
      Diversified Financials - 0.5%  
  37,546    

BlackRock, Inc.

    18,218,821  
   

 

 

 
      Energy - 9.8%  
  831,455    

Chevron Corp.

    99,824,487  
  832,663    

Exxon Mobil Corp.

    66,846,185  
  1,995,141    

Kinder Morgan, Inc.

    39,643,452  
  499,641    

Occidental Petroleum Corp.

    29,418,862  
  206,256    

Phillips 66

    19,443,753  
  2,728,913    

Suncor Energy, Inc.

    90,054,129  
  1,151,480    

TransCanada Corp.

    54,956,805  
   

 

 

 
      400,187,673  
   

 

 

 
      Food & Staples Retailing - 1.5%  
  487,618    

Sysco Corp.

    34,313,679  
  272,453    

Walmart, Inc.

    28,019,066  
   

 

 

 
      62,332,745  
   

 

 

 
      Food, Beverage & Tobacco - 4.6%  
  951,351    

Mondelez International, Inc. Class A

    48,376,198  
  298,703    

Nestle S.A.

    28,758,409  
  288,449    

PepsiCo., Inc.

    36,935,895  
  827,602    

Philip Morris International, Inc.

    71,637,229  
   

 

 

 
      185,707,731  
   

 

 

 
      Health Care Equipment & Services - 4.3%  
  1,309,000    

Koninklijke Philips N.V.

    56,213,331  
  856,955    

Medtronic plc

    76,106,174  
  181,445    

UnitedHealth Group, Inc.

    42,289,386  
   

 

 

 
      174,608,891  
   

 

 

 
      Household & Personal Products - 2.0%  
  1,365,887    

Unilever N.V.

    82,649,822  
   

 

 

 
      Insurance - 7.5%  
  707,157    

American International Group, Inc.

    33,639,458  
  561,449    

Chubb Ltd.

    81,522,395  
  494,632    

Marsh & McLennan Cos., Inc.

    46,638,851  
  1,588,735    

MetLife, Inc.

    73,288,346  
  599,750    

Principal Financial Group, Inc.

    34,281,710  
  245,221    

Travelers Cos., Inc.

    35,250,519  
   

 

 

 
      304,621,279  
   

 

 

 
      Materials - 3.1%  
  600,824    

Dow, Inc.*

    34,084,745  
  1,049,422    

DowDuPont, Inc.

    40,350,276  
  223,511    

International Paper Co.

    10,462,550  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Materials - 3.1% - (continued)  
  717,854    

Nutrien Ltd.

  $ 38,893,330  
   

 

 

 
      123,790,901  
   

 

 

 
      Media & Entertainment - 2.7%  
  2,497,605    

Comcast Corp. Class A

    108,720,746  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.2%  
  984,552    

AstraZeneca plc ADR

    37,078,228  
  874,452    

Bristol-Myers Squibb Co.

    40,600,806  
  412,642    

Eli Lilly & Co.

    48,295,620  
  643,633    

Johnson & Johnson

    90,880,980  
  1,061,097    

Merck & Co., Inc.

    83,518,945  
  581,044    

Novartis AG

    47,610,784  
  2,456,250    

Pfizer, Inc.

    99,748,312  
  188,748    

Roche Holding AG

    49,803,668  
   

 

 

 
      497,537,343  
   

 

 

 
      Real Estate - 1.9%  
  618,134    

Crown Castle International Corp. REIT

    77,748,895  
   

 

 

 
      Retailing - 1.7%  
  334,653    

Home Depot, Inc.

    68,168,816  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.0%  
  723,292    

Analog Devices, Inc.

    84,075,462  
  1,528,088    

Intel Corp.

    77,993,611  
  212,030    

KLA-Tencor Corp.

    27,029,584  
  636,458    

Maxim Integrated Products, Inc.

    38,187,480  
  214,404    

QUALCOMM, Inc.

    18,466,617  
   

 

 

 
      245,752,754  
   

 

 

 
      Technology Hardware & Equipment - 4.4%  
  2,469,098    

Cisco Systems, Inc.

    138,146,033  
  405,386    

TE Connectivity Ltd.

    38,775,171  
   

 

 

 
      176,921,204  
   

 

 

 
      Telecommunication Services - 3.8%  
  686,230    

BCE, Inc.

    30,702,864  
  2,189,755    

Verizon Communications, Inc.

    125,232,088  
   

 

 

 
      155,934,952  
   

 

 

 
      Transportation - 1.5%  
  346,152    

Union Pacific Corp.

    61,282,750  
   

 

 

 
      Utilities - 7.7%  
  532,881    

American Electric Power Co., Inc.

    45,587,970  
  758,112    

Dominion Energy, Inc.

    59,034,181  
  279,014    

Duke Energy Corp.

    25,423,756  
  644,095    

Eversource Energy

    46,155,848  
  261,991    

NextEra Energy, Inc.

    50,941,530  
  434,326    

Sempra Energy

    55,572,012  
  393,083    

UGI Corp.

    21,426,954  
  140,607    

Xcel Energy, Inc.

    7,944,295  
   

 

 

 
      312,086,546  
   

 

 

 
 

Total Common Stocks
(cost $3,099,245,157)

  $ 3,981,263,817  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.8%  
      Other Investment Pools & Funds - 1.8%  
  73,077,955    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(1)

  $ 73,077,955  
   

 

 

 
 

Total Short-Term Investments
(cost $73,077,955)

  $ 73,077,955  
   

 

 

 
 

Total Investments
(cost $3,172,323,112)

    99.7    $ 4,054,341,772  
 

Other Assets and Liabilities

    0.3      12,840,353  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,067,182,125  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 25,036,326      $      $ 25,036,326      $  

Banks

     516,367,029        516,367,029                

Capital Goods

     383,588,593        350,880,619        32,707,974         

Diversified Financials

     18,218,821        18,218,821                

Energy

     400,187,673        400,187,673                

Food & Staples Retailing

     62,332,745        62,332,745                

Food, Beverage & Tobacco

     185,707,731        156,949,322        28,758,409         

Health Care Equipment & Services

     174,608,891        118,395,560        56,213,331         

Household & Personal Products

     82,649,822        82,649,822                

Insurance

     304,621,279        304,621,279                

Materials

     123,790,901        123,790,901                

Media & Entertainment

     108,720,746        108,720,746                

Pharmaceuticals, Biotechnology & Life Sciences

     497,537,343        400,122,891        97,414,452         

Real Estate

     77,748,895        77,748,895                

Retailing

     68,168,816        68,168,816                

Semiconductors & Semiconductor Equipment

     245,752,754        245,752,754                

Technology Hardware & Equipment

     176,921,204        176,921,204                

Telecommunication Services

     155,934,952        155,934,952                

Transportation

     61,282,750        61,282,750                

Utilities

     312,086,546        312,086,546                

Short-Term Investments

     73,077,955        73,077,955                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,054,341,772      $     3,814,211,280      $     240,130,492      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.1%  
      Capital Goods - 2.0%  
  332,482    

Harris Corp.

  $ 56,023,217  
  298,376    

IDEX Corp.

    46,743,584  
   

 

 

 
      102,766,801  
   

 

 

 
      Commercial & Professional Services - 2.0%  
  177,915    

CoStar Group, Inc.*

    88,290,319  
  63,425    

Klarna Holding AB(1)(2)(3)

    10,952,443  
  569,183    

Landscape Acquisition Holdings Ltd.*

    4,894,974  
   

 

 

 
      104,137,736  
   

 

 

 
      Consumer Durables & Apparel - 2.4%  
  954,525    

Lennar Corp. Class A

    49,663,936  
  1,460,177    

Under Armour, Inc. Class A*

    33,715,487  
  1,910,880    

Under Armour, Inc. Class C*

    39,593,433  
   

 

 

 
      122,972,856  
   

 

 

 
      Consumer Services - 7.5%  
  126,075    

Chipotle Mexican Grill, Inc.*

    86,744,643  
  4,858,252    

DraftKings, Inc.(1)(2)(3)

    13,797,436  
  624,250    

Grand Canyon Education, Inc.*

    72,344,332  
  682,480    

Marriott Vacations Worldwide Corp.

    72,090,362  
  3,782,643    

Target Hospitality Corp.*(4)

    39,150,355  
  224,341    

Vail Resorts, Inc.

    51,340,438  
  356,810    

Wynn Resorts Ltd.

    51,541,205  
   

 

 

 
      387,008,771  
   

 

 

 
      Diversified Financials - 2.7%  
  928,492    

American Express Co.

    108,847,117  
  3,347,779    

J2 Acquisition Ltd.*(5)

    29,544,150  
   

 

 

 
      138,391,267  
   

 

 

 
      Food, Beverage & Tobacco - 3.2%  
  940,821    

Lamb Weston Holdings, Inc.

    65,904,511  
  1,688,003    

Monster Beverage Corp.*

    100,604,979  
   

 

 

 
      166,509,490  
   

 

 

 
      Health Care Equipment & Services - 9.0%  
  408,235    

Align Technology, Inc.*

    132,545,740  
  256,148    

DexCom, Inc.*

    31,011,838  
  831,251    

Haemonetics Corp.*

    72,551,587  
  1,066,774    

Insulet Corp.*(4)

    92,009,258  
  44,811    

Intuitive Surgical, Inc.*

    22,881,841  
  515,022    

Penumbra, Inc.*(4)

    69,270,459  
  334,466    

Veeva Systems, Inc. Class A*

    46,781,759  
   

 

 

 
      467,052,482  
   

 

 

 
      Media & Entertainment - 13.5%  
  63,241    

Alphabet, Inc. Class C*

    75,160,664  
  526,182    

Netflix, Inc.*

    194,971,478  
  2,063,598    

Ocean Outdoor Ltd.*(5)

    16,302,424  
  3,271,675    

Pinterest, Inc. Class A*(4)

    101,356,492  
  589,306    

Spotify Technology S.A.*

    80,010,076  
  641,110    

TripAdvisor, Inc.*

    34,126,285  
  1,077,276    

Walt Disney Co.

    147,554,494  
  1,435,175    

Zillow Group, Inc. Class C*(4)

    47,934,845  
   

 

 

 
      697,416,758  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 8.2%  
  1,355,846    

AstraZeneca plc ADR

    51,061,160  
  127,578    

Bluebird Bio, Inc.*

    18,094,388  
  93,813    

Elanco Animal Health, Inc.*

    2,955,110  
  1,162,303    

Exact Sciences Corp.*

    114,707,683  
  401,782    

Galapagos N.V.*

    46,149,808  
  39,452    

Galapagos N.V. ADR*

    4,536,980  
  486,843    

Ionis Pharmaceuticals, Inc.*

    36,187,040  
  161,362    

Sage Therapeutics, Inc.*

    27,145,929  
  291,402    

Seattle Genetics, Inc.*

    19,751,228  
  366,645    

Thermo Fisher Scientific, Inc.

    101,725,655  
   

 

 

 
      422,314,981  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.1% - (continued)  
      Real Estate - 0.9%  
  359,709    

Crown Castle International Corp. REIT

  $ 45,244,198  
  29,564    

WeWork Companies, Inc. Class A(1)(2)(3)

    2,010,352  
   

 

 

 
      47,254,550  
   

 

 

 
      Retailing - 10.5%  
  184,902    

Amazon.com, Inc.*

    356,217,401  
  300,910    

Burlington Stores, Inc.*

    50,826,708  
  1,468,218    

Floor & Decor Holdings, Inc. Class A*

    70,503,828  
  123,196    

JAND, Inc. Class A(1)(2)(3)

    1,698,873  
  171,581    

Tory Burch LLC*(1)(2)(3)

    10,075,235  
  316,701    

Wayfair, Inc. Class A*

    51,353,067  
   

 

 

 
      540,675,112  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.4%  
  3,255,092    

Advanced Micro Devices, Inc.*

    89,938,192  
  2,351,523    

Marvell Technology Group Ltd.

    58,835,105  
  165,321    

Universal Display Corp.(4)

    26,385,232  
   

 

 

 
      175,158,529  
   

 

 

 
      Software & Services - 22.1%  
  855,476    

2U, Inc.*

    51,756,298  
  209,893    

Fair Isaac Corp.*

    58,717,567  
  258,748    

FleetCor Technologies, Inc.*

    67,520,291  
  1,240,723    

GoDaddy, Inc. Class A*

    101,118,924  
  948,449    

Guidewire Software, Inc.*

    101,009,818  
  922,415    

PayPal Holdings, Inc.*

    104,020,740  
  467,266    

ServiceNow, Inc.*

    126,867,392  
  298,621    

Shopify, Inc. Class A*

    72,723,172  
  624,503    

Splunk, Inc.*

    86,206,394  
  1,337,640    

SS&C Technologies Holdings, Inc.

    90,504,722  
  568,623    

VMware, Inc. Class A

    116,073,013  
  514,744    

Workday, Inc. Class A*

    105,846,809  
  656,690    

Zendesk, Inc.*

    57,644,248  
   

 

 

 
      1,140,009,388  
   

 

 

 
      Technology Hardware & Equipment - 1.2%  
  300,150    

Zebra Technologies Corp. Class A*

    63,373,671  
   

 

 

 
      Transportation - 1.5%  
  959,430    

CSX Corp.

    76,399,411  
   

 

 

 
 

Total Common Stocks
(cost $3,862,794,375)

  $ 4,651,441,803  
   

 

 

 
PREFERRED STOCKS - 4.2%  
      Commercial & Professional Services - 0.2%  
  470,535    

Rubicon Global Holdings LLC Series C*(1)(2)(3)

  $ 9,565,977  
   

 

 

 
      Real Estate - 0.9%  
  404,267    

WeWork Companies, Inc. Series D-1*(1)(2)(3)

    27,490,156  
  317,638    

WeWork Companies, Inc. Series D-2*(1)(2)(3)

    21,599,384  
   

 

 

 
      49,089,540  
   

 

 

 
      Retailing - 0.6%  
  4,434,460    

Coupang LLC*(1)(2)(3)

    25,279,969  
  275,096    

JAND, Inc. Series D*(1)(2)(3)

    3,854,095  
   

 

 

 
      29,134,064  
   

 

 

 
      Software & Services - 2.5%  
  5,668,755    

Essence Group Holdings Corp.
Series 3*(1)(2)(3)

    12,868,074  
  743,470    

Lookout, Inc. Series F*(1)(2)(3)

    5,650,372  
  1,078,374    

MarkLogic Corp. Series F*(1)(2)(3)

    10,902,361  
  470,296    

Pinterest, Inc. Series G*(2)(3)

    13,209,925  
  1,815,430    

Uber Technologies, Inc. Series D*(1)(2)(3)

    85,325,210  
   

 

 

 
      127,955,942  
   

 

 

 
 

Total Preferred Stocks
(cost $106,650,191)

  $ 215,745,523  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE PREFERRED STOCKS - 0.2%  
      Retailing - 0.2%  
  272,032    

Honest Co., Inc. Series C(1)(2)(3)

  $ 8,601,652  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $7,360,452)

  $ 8,601,652  
   

 

 

 
ESCROWS - 0.0%(6)  
      Capital Goods - 0.0%  
  4,106,956    

Lithium Technology Corp.*(1)(2)(3)

  $ 41,070  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  923,832    

One Kings Lane, Inc.*(1)(2)(3)

    147,813  
   

 

 

 
      Software & Services - 0.0%  
  1,526,069    

Birst, Inc.*(1)(2)(3)

    79,356  
  1,526,069    

Birst, Inc. Earnout*(1)(2)(3)

    1  
  566,228    

Veracode, Inc.*(1)(2)(3)

    308,028  
   

 

 

 
      387,385  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 576,268  
   

 

 

 
WARRANTS - 0.0%  
      Commercial & Professional Services - 0.0%  
  1,609,100    

Landscape Acquisition Holdings Ltd. Expires 11/23/22*

  $ 402,275  
   

 

 

 
      Consumer Services - 0.0%  
  500,000    

Target Hospitality Corp. Expires 3/15/24*

    930,000  
   

 

 

 
      Diversified Financials - 0.0%  
  2,033,700    

J2 Acquisition Ltd. Expires 9/7/27*

    355,898  
   

 

 

 
 

Total Warrants
(cost $711,893)

  $ 1,688,173  
   

 

 

 
 

Total Long-Term Investments
(cost $3,977,516,911)

  $     4,878,053,419  
   

 

 

 
SHORT-TERM INVESTMENTS - 6.7%  
      Other Investment Pools & Funds - 6.2%  
  318,995,454    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(7)

  $ 318,995,454  
   

 

 

 
      Securities Lending Collateral - 0.5%  
  1,348,662    

Citibank NA DDCA, 2.42%, 5/1/2019(7)

    1,348,662  
  13,120,035    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(7)

    13,120,035  
  2,792,438    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(7)

    2,792,438  
  4,821,524    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(7)

    4,821,524  
  4,480,068    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(7)

    4,480,068  
  410,510    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(7)

    410,510  
   

 

 

 
      26,973,237  
   

 

 

 
 

Total Short-Term Investments
(cost $345,968,691)

  $ 345,968,691  
   

 

 

 
 

Total Investments
(cost $4,323,485,602)

    101.2    $ 5,224,022,110  
 

Other Assets and Liabilities

    (1.2 )%       (59,881,128
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 5,164,140,982  
   

 

 

    

 

 

 
Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Investment valued using significant unobservable inputs.

 

(2) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of these securities was $263,457,782, which represented 5.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(3) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $263,457,782 or 5.1% of net assets.

 

Period
Acquired
    

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  03/2015      Birst, Inc.     1,526,069     $     $ 79,356  
  03/2015      Birst, Inc. Earnout     1,526,069             1  
  11/2014      Coupang LLC Preferred     4,434,460           13,805,010           25,279,969  
  02/2014      DraftKings, Inc.     4,858,252       7,040,846       13,797,436  
  05/2014      Essence Group Holdings Corp. Series 3 Preferred     5,668,755       8,964,002       12,868,074  
  08/2014      Honest Co., Inc. Series C Convertible Preferred     272,032       7,360,452       8,601,652  
  04/2015      JAND, Inc. Class A     123,196       1,414,943       1,698,873  
  04/2015      JAND, Inc. Series D Preferred     275,096       3,159,560       3,854,095  
  08/2015      Klarna Holding AB     63,425       6,956,489       10,952,443  
  08/2013      Lithium Technology Corp.     4,106,956             41,070  
  07/2014      Lookout, Inc. Series F Preferred     743,470       8,492,732       5,650,372  
  04/2015      MarkLogic Corp. Series F Preferred     1,078,374       12,524,451       10,902,361  
  08/2014      One Kings Lane, Inc.     923,832             147,813  
  03/2015      Pinterest, Inc. Series G Preferred     470,296       10,128,909       13,209,925  
  09/2015      Rubicon Global Holdings LLC Series C Preferred     470,535       9,392,114       9,565,977  
  11/2013      Tory Burch LLC     171,581       13,447,917       10,075,235  
  06/2014      Uber Technologies, Inc. Series D Preferred     1,815,430       28,162,857       85,325,210  
  08/2014      Veracode, Inc.     566,228             308,028  
  12/2014      WeWork Companies, Inc. Class A     29,564       492,275       2,010,352  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Period
Acquired
    

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  12/2014      WeWork Companies, Inc. Series D-1 Preferred     404,267     $ 6,731,515     $ 27,490,156  
  12/2014      WeWork Companies, Inc. Series D-2 Preferred     317,638       5,289,041       21,599,384  
      

 

 

   

 

 

 
       $     143,363,113     $     263,457,782  
      

 

 

   

 

 

 

 

(4) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

(5) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $45,846,574, representing 0.9% of net assets.

 

(6) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(7) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Capital Goods

   $ 102,766,801      $ 102,766,801      $      $  

Commercial & Professional Services

     104,137,736        93,185,293               10,952,443  

Consumer Durables & Apparel

     122,972,856        122,972,856                

Consumer Services

     387,008,771        373,211,335               13,797,436  

Diversified Financials

     138,391,267        138,391,267                

Food, Beverage & Tobacco

     166,509,490        166,509,490                

Health Care Equipment & Services

     467,052,482        467,052,482                

Media & Entertainment

     697,416,758        697,416,758                

Pharmaceuticals, Biotechnology & Life Sciences

     422,314,981        376,165,173        46,149,808         

Real Estate

     47,254,550        45,244,198               2,010,352  

Retailing

     540,675,112        528,901,004               11,774,108  

Semiconductors & Semiconductor Equipment

     175,158,529        175,158,529                

Software & Services

     1,140,009,388        1,140,009,388                

Technology Hardware & Equipment

     63,373,671        63,373,671                

Transportation

     76,399,411        76,399,411                

Preferred Stocks

     215,745,523               13,209,925        202,535,598  

Convertible Preferred Stocks

     8,601,652                      8,601,652  

Escrows

     576,268                      576,268  

Warrants

     1,688,173        1,688,173                

Short-Term Investments

     345,968,691        345,968,691                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,224,022,110      $     4,914,414,520      $     59,359,733      $     250,247,857  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, investments valued at $27,236,668 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2019:

 

     Common
Stocks
    Convertible
Preferred
Stocks
     Escrows     Preferred
Stocks
    Total  

Beginning balance

   $ 52,310,661     $ 8,324,179      $ 892,602     $ 198,397,561     $ 259,925,003  

Purchases

                               

Sales

                  (330,953           (330,953

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

                  330,953             330,953  

Net change in unrealized appreciation/depreciation

     5,982,629       277,473        (316,334     11,615,754       17,559,522  

Transfers into Level 3

                               

Transfers out of Level 3

     (19,758,951                  (7,477,717     (27,236,668
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

Ending balance

   $     38,534,339     $     8,601,652      $     576,268     $     202,535,598     $     250,247,857  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 31, 2019 was $17,857,379.

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2%  
      Biotechnology - 25.0%  
  115,777    

Aimmune Therapeutics, Inc.*

  $ 2,331,749  
  928,990    

Alder Biopharmaceuticals, Inc.*

    12,624,974  
  710,033    

Alkermes plc*

    21,528,201  
  150,819    

Alnylam Pharmaceuticals, Inc.*

    13,474,169  
  159,358    

Arena Pharmaceuticals, Inc.*

    7,290,628  
  197,760    

Assembly Biosciences, Inc.*

    3,120,653  
  211,815    

Audentes Therapeutics, Inc.*

    8,004,489  
  58,817    

Biogen, Inc.*

    13,483,209  
  147,667    

Bluebird Bio, Inc.*

    20,943,611  
  241,563    

Calithera Biosciences, Inc.*

    1,488,028  
  842,151    

Coherus Biosciences, Inc.*

    13,407,044  
  80,971    

Cyclerion Therapeutics, Inc.*

    1,233,188  
  403,843    

CytomX Therapeutics, Inc.*

    3,840,547  
  322,469    

Forty Seven, Inc.*

    6,123,686  
  372,908    

G1 Therapeutics, Inc.*

    7,980,231  
  71,209    

Galapagos N.V.*

    8,179,266  
  64,568    

Genmab A/S*

    10,718,814  
  237,978    

Genus plc

    7,493,907  
  230,664    

Global Blood Therapeutics, Inc.*

    12,778,786  
  474,574    

GlycoMimetics, Inc.*

    5,775,566  
  236,811    

Heron Therapeutics, Inc.*

    5,134,062  
  114,678    

Incyte Corp.*

    8,807,270  
  809,718    

Ironwood Pharmaceuticals, Inc.*

    9,627,547  
  457,189    

Karyopharm Therapeutics, Inc.*

    2,135,073  
  844,050    

Momenta Pharmaceuticals, Inc.*

    11,808,259  
  185,905    

Neon Therapeutics, Inc.*

    1,145,175  
  105,515    

ObsEva S.A.*

    1,466,659  
  443,032    

PhaseBio Pharmaceuticals, Inc.*

    5,803,719  
  503,263    

Portola Pharmaceuticals, Inc.*(3)

    17,765,184  
  299,200    

Ra Pharmaceuticals, Inc.*

    6,642,240  
  159,421    

Radius Health, Inc.*

    3,510,450  
  1,621,062    

Rigel Pharmaceuticals, Inc.*

    3,614,968  
  291,095    

Seattle Genetics, Inc.*

    19,730,419  
  578,601    

Syndax Pharmaceuticals, Inc.*

    4,136,997  
  96,098    

Ultragenyx Pharmaceutical, Inc.*

    6,342,468  
  207,940    

UroGen Pharma Ltd.*(3)

    7,475,443  
  197,516    

Vertex Pharmaceuticals, Inc.*

    33,376,254  
  94,527    

Zealand Pharma A/S ADR*

    1,968,052  
   

 

 

 
      332,310,985  
   

 

 

 
      Health Care Distributors - 0.3%  
  32,995    

McKesson Corp.

    3,934,654  
   

 

 

 
      Health Care Equipment - 23.2%  
  921,976    

Abbott Laboratories

    73,352,411  
  216,194    

AtriCure, Inc.*

    6,490,144  
  224,695    

Baxter International, Inc.

    17,144,228  
  1,192,065    

Boston Scientific Corp.*

    44,249,453  
  289,925    

Danaher Corp.

    38,397,667  
  138,649    

Edwards Lifesciences Corp.*

    24,411,929  
  105,698    

Globus Medical, Inc. Class A*

    4,765,923  
  99,280    

iRhythm Technologies, Inc.*

    7,576,057  
  160,518    

Koninklijke Philips N.V.

    6,893,240  
  491,356    

Medtronic plc

    43,637,326  
  215,176    

NuVasive, Inc.*

    13,039,666  
  26,370    

Penumbra, Inc.*

    3,546,765  
  7,600    

Shockwave Medical, Inc.*(3)

    323,836  
  411,558    

Smith & Nephew plc

    7,956,437  
  134,682    

Zimmer Biomet Holdings, Inc.

    16,587,435  
   

 

 

 
      308,372,517  
   

 

 

 
      Health Care Facilities - 3.7%  
  355,110    

Acadia Healthcare Co., Inc.*

    11,370,622  
  244,616    

HCA Healthcare, Inc.

    31,122,494  
  206,118    

NMC Health plc

    7,611,498  
   

 

 

 
      50,104,614  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2% - (continued)  
      Health Care Services - 0.3%  
  71,361    

Fresenius SE & Co. KGaA

  $ 4,057,936  
   

 

 

 
      Health Care Supplies - 0.1%  
  20,936    

Alcon, Inc.*

    1,205,677  
  4,800    

Silk Road Medical, Inc.*

    199,872  
   

 

 

 
      1,405,549  
   

 

 

 
      Health Care Technology - 2.5%  
  242,221    

Cerner Corp.*

    16,095,585  
  369,078    

HMS Holdings Corp.*

    11,231,044  
  108,721    

Teladoc Health, Inc.*

    6,184,050  
   

 

 

 
      33,510,679  
   

 

 

 
      Life Sciences Tools & Services - 5.9%  
  38,600    

Bio-Techne Corp.

    7,897,174  
  50,673    

ICON plc*

    6,920,918  
  33,199    

Syneos Health, Inc.*

    1,558,029  
  16,563    

Tecan Group AG

    3,739,112  
  174,752    

Thermo Fisher Scientific, Inc.

    48,484,943  
  777,079    

WuXi AppTec Co., Ltd. Class H*(4)

    9,558,959  
   

 

 

 
      78,159,135  
   

 

 

 
      Managed Health Care - 11.8%  
  200,832    

Anthem, Inc.

    52,824,841  
  71,978    

Humana, Inc.

    18,383,901  
  49,089    

Molina Healthcare, Inc.*

    6,363,407  
  256,551    

UnitedHealth Group, Inc.

    59,794,342  
  74,544    

WellCare Health Plans, Inc.*

    19,258,442  
   

 

 

 
      156,624,933  
   

 

 

 
      Pharmaceuticals - 21.4%  
  250,923    

Allergan plc

    36,885,681  
  415,116    

Amneal Pharmaceuticals, Inc.*

    5,342,543  
  874,179    

AstraZeneca plc ADR

    32,921,581  
  888,798    

Bristol-Myers Squibb Co.

    41,266,891  
  105,090    

Chugai Pharmaceutical Co., Ltd.

    6,664,427  
  173,300    

Daiichi Sankyo Co., Ltd.

    8,568,720  
  231,478    

Dermira, Inc.*

    2,567,091  
  259,470    

Eisai Co., Ltd.

    15,109,112  
  184,225    

Elanco Animal Health, Inc.*

    5,803,088  
  351,075    

Eli Lilly & Co.

    41,089,818  
  57,993    

Hikma Pharmaceuticals plc

    1,338,245  
  81,665    

Kala Pharmaceuticals, Inc.*

    633,720  
  181,798    

Laboratorios Farmaceuticos Rovi S.A.

    3,751,847  
  413,857    

Medicines Co.*(3)

    13,222,731  
  933,434    

MediWound Ltd.*

    4,965,869  
  432,001    

Mylan N.V.*

    11,659,707  
  178,425    

MyoKardia, Inc.*

    8,560,832  
  104,681    

Novartis AG

    8,577,568  
  334,760    

Ono Pharmaceutical Co., Ltd.

    6,288,542  
  318,514    

Revance Therapeutics, Inc.*

    4,217,125  
  3,327,150    

Sino Biopharmaceutical Ltd.

    3,203,336  
  90,550    

Takeda Pharmaceutical Co., Ltd.

    3,341,451  
  247,928    

Teva Pharmaceutical Industries Ltd. ADR*

    3,773,464  
  44,170    

Tricida, Inc.*

    1,513,264  
  130,663    

UCB S.A.

    10,384,957  
  92,999    

WaVe Life Sciences Ltd.*(3)

    2,467,264  
   

 

 

 
      284,118,874  
   

 

 

 
 

Total Common Stocks
(cost $1,100,388,393)

  $ 1,252,599,876  
   

 

 

 
RIGHTS - 0.0%  
      Biotechnology - 0.0%  
  66,213    

Clementia Pharmaceuticals, Inc.(1)(2)

  $ 89,388  
   

 

 

 
 

Total Rights ($89,388)

  $ 89,388  
   

 

 

 
 

Total Long-Term Investments
(cost $1,100,477,781)

  $ 1,252,689,264  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 6.7%  
      Other Investment Pools & Funds - 5.8%  
  76,354,508    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

  $ 76,354,508  
   

 

 

 
      Securities Lending Collateral - 0.9%  
  622,316    

Citibank NA DDCA, 2.42%, 5/1/2019(5)

    622,316  
  6,054,008    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(5)

    6,054,008  
  1,288,521    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(5)

    1,288,521  
  2,224,807    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(5)

    2,224,807  
  2,067,248    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

    2,067,248  
  189,422    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(5)

    189,422  
   

 

 

 
      12,446,322  
   

 

 

 
 

Total Short-Term Investments
(cost $88,800,830)

  $ 88,800,830  
   

 

 

 
 

Total Investments
(cost $1,189,278,611)

    100.9    $ 1,341,490,094  
 

Other Assets and Liabilities

    (0.9 )%       (12,480,498
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,329,009,596  
   

 

 

    

 

 

 

 

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 the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of this security was $89,388, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(2) 

Investment valued using significant unobservable inputs.

 

(3) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(4) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of this security was $9,558,959, representing 0.7% of net assets.

 

(5) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Biotechnology

   $ 332,310,985      $ 316,637,812      $ 15,673,173      $  

Health Care Distributors

     3,934,654        3,934,654                

Health Care Equipment

     308,372,517        293,522,840        14,849,677         

Health Care Facilities

     50,104,614        42,493,116        7,611,498         

Health Care Services

     4,057,936               4,057,936         

Health Care Supplies

     1,405,549        1,405,549                

Health Care Technology

     33,510,679        33,510,679                

Life Sciences Tools & Services

     78,159,135        74,420,023        3,739,112         

Managed Health Care

     156,624,933        156,624,933                

Pharmaceuticals

     284,118,874        220,642,516        63,476,358         

Rights

     89,388                      89,388  

Short-Term Investments

     88,800,830        88,800,830                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,341,490,094      $     1,231,992,952      $     109,407,754      $     89,388  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019 there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2019 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.9%  
      Banks - 5.8%  
  1,306,048    

Cullen/Frost Bankers, Inc.

  $ 132,812,021  
  219,768    

First Citizens BancShares, Inc. Class A

    98,511,006  
  1,576,469    

First Republic Bank

    166,506,656  
  888,468    

M&T Bank Corp.

    151,101,753  
  920,986    

Pinnacle Financial Partners, Inc.

    53,481,657  
  1,664,633    

Prosperity Bancshares, Inc.

    122,583,574  
  1,050,435    

South State Corp.

    79,475,912  
   

 

 

 
      804,472,579  
   

 

 

 
      Capital Goods - 8.0%  
  2,134,366    

Fastenal Co.

    150,579,521  
  2,554,487    

Gardner Denver Holdings, Inc.*

    86,213,936  
  1,285,317    

HEICO Corp. Class A

    114,945,899  
  1,464,645    

IDEX Corp.

    229,451,286  
  905,727    

Lennox International, Inc.

    245,859,594  
  1,442,179    

Lincoln Electric Holdings, Inc.

    125,858,962  
  274,953    

Middleby Corp.*

    36,329,540  
  1,679,715    

PACCAR, Inc.

    120,385,174  
   

 

 

 
      1,109,623,912  
   

 

 

 
      Commercial & Professional Services - 7.1%  
  780,422    

Cimpress N.V.*

    70,550,149  
  660,326    

Cintas Corp.

    143,383,187  
  336,290    

CoStar Group, Inc.*

    166,883,912  
  1,839,062    

Healthcare Services Group, Inc.

    62,252,249  
  2,564,814    

KAR Auction Services, Inc.

    144,860,695  
  3,426,934    

TransUnion

    238,685,953  
  1,633,862    

Waste Connections, Inc.

    151,573,378  
   

 

 

 
      978,189,523  
   

 

 

 
      Consumer Durables & Apparel - 3.7%  
  1,328,822    

Carter’s, Inc.

    140,735,538  
  66,890    

NVR, Inc.*

    210,869,387  
  1,045,005    

Roku, Inc.*

    66,451,868  
  4,640,719    

Under Armour, Inc. Class C*

    96,155,698  
   

 

 

 
      514,212,491  
   

 

 

 
      Consumer Services - 1.9%  
  1,889,884    

Choice Hotels International, Inc.

    156,935,967  
  2,639,637    

Service Corp. International/US

    109,835,296  
   

 

 

 
      266,771,263  
   

 

 

 
      Diversified Financials - 3.2%  
  317,908    

Credit Acceptance Corp.*

    157,752,308  
  598,746    

FactSet Research Systems, Inc.

    165,176,059  
  1,264,076    

Northern Trust Corp.

    124,574,690  
   

 

 

 
      447,503,057  
   

 

 

 
      Energy - 2.4%  
  1,006,081    

Diamondback Energy, Inc.

    107,036,958  
  11,711,067    

Encana Corp.

    81,157,694  
  10,327,183    

WPX Energy, Inc.*

    143,444,572  
   

 

 

 
      331,639,224  
   

 

 

 
      Health Care Equipment & Services - 8.8%  
  1,447,220    

Hill-Rom Holdings, Inc.

    146,777,052  
  2,366,593    

Integra LifeSciences Holdings Corp.*

    123,512,489  
  589,888    

Masimo Corp.*

    76,773,923  
  269,131    

Molina Healthcare, Inc.*

    34,887,452  
  2,545,717    

NuVasive, Inc.*

    154,270,450  
  1,159,706    

STERIS plc*

    151,898,292  
  636,838    

Teleflex, Inc.

    182,250,299  
  1,147,247    

Varian Medical Systems, Inc.*

    156,220,624  
  1,374,062    

Veeva Systems, Inc. Class A*

    192,190,052  
   

 

 

 
      1,218,780,633  
   

 

 

 
      Insurance - 4.8%  
  152,980    

Alleghany Corp.*

    100,489,502  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.9% - (continued)  
      Insurance - 4.8% - (continued)  
  123,262    

Fairfax Financial Holdings Ltd.

  $ 58,781,538  
  1,975,565    

Fidelity National Financial, Inc.

    78,923,822  
  206,492    

Markel Corp.*

    221,258,243  
  108,557    

White Mountains Insurance Group Ltd.

    101,939,365  
  1,677,367    

WR Berkley Corp.

    102,822,597  
   

 

 

 
      664,215,067  
   

 

 

 
      Materials - 2.8%  
  3,684,176    

Ball Corp.

    220,829,509  
  977,723    

Packaging Corp. of America

    96,951,013  
  2,197,376    

Silgan Holdings, Inc.

    65,789,437  
   

 

 

 
      383,569,959  
   

 

 

 
      Media & Entertainment - 1.7%  
  2,229,034    

Cargurus, Inc.*

    90,810,845  
  2,746,490    

TripAdvisor, Inc.*

    146,195,663  
   

 

 

 
      237,006,508  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 10.6%  
  2,438,745    

Aerie Pharmaceuticals, Inc.*

    93,038,122  
  1,213,494    

Agios Pharmaceuticals, Inc.*(1)

    67,858,584  
  1,223,282    

Alnylam Pharmaceuticals, Inc.*

    109,288,014  
  698,111    

Bio-Techne Corp.

    142,826,530  
  847,092    

Bluebird Bio, Inc.*(1)

    120,143,058  
  1,907,245    

Ionis Pharmaceuticals, Inc.*

    141,765,521  
  190,050    

Mettler-Toledo International, Inc.*

    141,636,663  
  1,237,767    

PRA Health Sciences, Inc.*

    119,840,601  
  1,249,983    

Repligen Corp.*

    84,223,855  
  954,397    

Sage Therapeutics, Inc.*

    160,558,207  
  2,424,290    

Seattle Genetics, Inc.*

    164,318,376  
  1,876,098    

Ultragenyx Pharmaceutical, Inc.*

    123,822,468  
   

 

 

 
      1,469,319,999  
   

 

 

 
      Real Estate - 1.9%  
  1,565,801    

Douglas Emmett, Inc. REIT

    64,495,343  
  3,280,388    

Equity Commonwealth REIT

    104,316,339  
  4,181,724    

Redfin Corp.*(1)

    86,478,052  
   

 

 

 
      255,289,734  
   

 

 

 
      Retailing - 1.9%  
  1,646,934    

CarMax, Inc.*

    128,230,281  
  1,197,083    

Etsy, Inc.*

    80,850,986  
  795,093    

GrubHub, Inc.*

    53,104,261  
   

 

 

 
      262,185,528  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.0%  
  1,475,674    

MKS Instruments, Inc.

    134,301,091  
  933,983    

Monolithic Power Systems, Inc.

    145,430,493  
  1,307,888    

Silicon Laboratories, Inc.*

    140,807,222  
   

 

 

 
      420,538,806  
   

 

 

 
      Software & Services - 19.9%  
  1,367,072    

2U, Inc.*

    82,707,856  
  1,824,775    

Akamai Technologies, Inc.*

    146,091,487  
  513,322    

Aspen Technology, Inc.*

    62,579,085  
  1,846,380    

Black Knight, Inc.*

    104,172,760  
  2,000,075    

Blackbaud, Inc.

    158,585,947  
  806,464    

EPAM Systems, Inc.*

    144,647,383  
  645,722    

Fair Isaac Corp.*

    180,640,729  
  9,751,398    

Genpact Ltd.

    353,975,747  
  1,496,405    

Global Payments, Inc.

    218,579,878  
  1,648,387    

Guidewire Software, Inc.*

    175,553,216  
  1,578,614    

PTC, Inc.*

    142,817,209  
  4,751,569    

Teradata Corp.*

    216,053,842  
  1,198,944    

Total System Services, Inc.

    122,580,035  
  1,474,142    

VeriSign, Inc.*

    291,069,338  
  1,670,145    

WEX, Inc.*

    351,231,493  
   

 

 

 
      2,751,286,005  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.9% - (continued)  
      Technology Hardware & Equipment - 6.9%  
  2,298,069    

CDW Corp.

  $ 242,676,086  
  5,453,561    

CommScope Holding Co., Inc.*

    135,139,242  
  725,072    

F5 Networks, Inc.*

    113,763,797  
  4,093,567    

II-VI, Inc.*

    163,087,709  
  1,789,089    

Keysight Technologies, Inc.*

    155,704,416  
  2,940,830    

National Instruments Corp.

    138,513,093  
   

 

 

 
      948,884,343  
   

 

 

 
      Transportation - 3.1%  
  344,154    

AMERCO

    128,427,948  
  2,061,042    

Genesee & Wyoming, Inc. Class A*

    182,711,373  
  5,540,211    

JetBlue Airways Corp.*

    102,770,914  
  173,600    

Spirit Airlines, Inc.*

    9,440,368  
   

 

 

 
      423,350,603  
   

 

 

 
      Utilities - 2.4%  
  1,035,423    

Black Hills Corp.

    75,337,377  
  2,073,105    

NiSource, Inc.

    57,590,857  
  3,690,848    

UGI Corp.

    201,188,125  
   

 

 

 
      334,116,359  
   

 

 

 
 

Total Common Stocks
(cost $10,757,881,025)

  $ 13,820,955,593  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.4%  
      Other Investment Pools & Funds - 0.2%  
  29,248,612    

BlackRock Liquidity Funds FedFund Portfolio, Institutional Class, 2.37%(2)

  $ 29,248,612  
   

 

 

 
      Securities Lending Collateral - 0.2%  
  1,194,238    

Citibank NA DDCA, 2.42%, 5/1/2019(2)

    1,194,238  
  11,617,774    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(2)

    11,617,774  
  2,472,700    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(2)

    2,472,700  
  4,269,453    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(2)

    4,269,453  
  3,967,094    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(2)

    3,967,094  
  363,506    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(2)

    363,506  
   

 

 

 
      23,884,765  
   

 

 

 
 

Total Short-Term Investments
(cost $53,133,377)

  $ 53,133,377  
   

 

 

 
 

Total Investments
(cost $10,811,014,402)

    100.3    $ 13,874,088,970  
 

Other Assets and Liabilities

    (0.3 )%       (36,373,350
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 13,837,715,620  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

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.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 804,472,579      $ 804,472,579      $      $  

Capital Goods

     1,109,623,912        1,109,623,912                

Commercial & Professional Services

     978,189,523        978,189,523                

Consumer Durables & Apparel

     514,212,491        514,212,491                

Consumer Services

     266,771,263        266,771,263                

Diversified Financials

     447,503,057        447,503,057                

Energy

     331,639,224        331,639,224                

Health Care Equipment & Services

     1,218,780,633        1,218,780,633                

Insurance

     664,215,067        664,215,067                

Materials

     383,569,959        383,569,959                

Media & Entertainment

     237,006,508        237,006,508                

Pharmaceuticals, Biotechnology & Life Sciences

     1,469,319,999        1,469,319,999                

Real Estate

     255,289,734        255,289,734                

Retailing

     262,185,528        262,185,528                

Semiconductors & Semiconductor Equipment

     420,538,806        420,538,806                

Software & Services

     2,751,286,005        2,751,286,005                

Technology Hardware & Equipment

     948,884,343        948,884,343                

Transportation

     423,350,603        423,350,603                

Utilities

     334,116,359        334,116,359                

Short-Term Investments

     53,133,377        53,133,377                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     13,874,088,970      $     13,874,088,970      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1%  
      Automobiles & Components - 0.6%  
  223,022    

Goodyear Tire & Rubber Co.

  $ 4,284,253  
   

 

 

 
      Banks - 9.7%  
  158,555    

Bank OZK

    5,176,821  
  134,297    

Comerica, Inc.

    10,554,401  
  110,741    

IBERIABANK Corp.

    8,803,910  
  66,678    

M&T Bank Corp.

    11,339,927  
  57,047    

Pinnacle Financial Partners, Inc.

    3,312,719  
  420,999    

Sterling Bancorp

    9,017,799  
  160,961    

Western Alliance Bancorp*

    7,690,717  
  227,537    

Zions Bancorporation

    11,224,400  
   

 

 

 
      67,120,694  
   

 

 

 
      Capital Goods - 9.1%  
  90,500    

EnerSys

    6,261,695  
  168,420    

Fortune Brands Home & Security, Inc.

    8,889,207  
  75,708    

Harris Corp.

    12,756,798  
  33,758    

Hubbell, Inc.

    4,307,521  
  241,849    

JELD-WEN Holding, Inc.*

    4,776,518  
  593,775    

Milacron Holdings Corp.*

    8,675,053  
  57,631    

Moog, Inc. Class A

    5,396,567  
  135,435    

Sensata Technologies Holding plc*

    6,763,624  
  67,747    

Wabtec Corp.

    5,018,020  
   

 

 

 
      62,845,003  
   

 

 

 
      Commercial & Professional Services - 1.5%  
  139,643    

Clean Harbors, Inc.*

    10,612,868  
   

 

 

 
      Consumer Durables & Apparel - 1.9%  
  173,176    

Lennar Corp. Class A

    9,010,347  
  284,491    

Newell Brands, Inc.

    4,090,981  
   

 

 

 
      13,101,328  
   

 

 

 
      Consumer Services - 1.0%  
  126,399    

Norwegian Cruise Line Holdings Ltd.*

    7,127,640  
   

 

 

 
      Diversified Financials - 1.1%  
  728,166    

SLM Corp.

    7,398,166  
   

 

 

 
      Energy - 7.3%  
  144,014    

Delek U.S. Holdings, Inc.

    5,337,159  
  165,999    

Diamondback Energy, Inc.

    17,660,634  
  1,305,329    

Encana Corp.

    9,045,930  
  493,497    

Noble Energy, Inc.

    13,354,029  
  145,538    

Viper Energy Partners L.P.

    4,892,987  
   

 

 

 
      50,290,739  
   

 

 

 
      Food & Staples Retailing - 1.6%  
  297,568    

US Foods Holding Corp.*

    10,876,110  
   

 

 

 
      Food, Beverage & Tobacco - 1.2%  
  34,752    

Ingredion, Inc.

    3,292,752  
  44,180    

Post Holdings, Inc.*

    4,982,620  
   

 

 

 
      8,275,372  
   

 

 

 
      Health Care Equipment & Services - 5.3%  
  159,634    

Acadia Healthcare Co., Inc.*

    5,111,481  
  81,158    

Centene Corp.*

    4,184,506  
  110,307    

Hill-Rom Holdings, Inc.

    11,187,336  
  59,525    

STERIS plc*

    7,796,585  
  68,369    

Zimmer Biomet Holdings, Inc.

    8,420,326  
   

 

 

 
      36,700,234  
   

 

 

 
      Insurance - 8.5%  
  110,819    

Arthur J Gallagher & Co.

    9,266,685  
  103,079    

Assurant, Inc.

    9,792,505  
  592,006    

CNO Financial Group, Inc.

    9,797,699  
  88,493    

Hanover Insurance Group, Inc.

    10,673,141  
  810,684    

Lancashire Holdings Ltd.

    7,284,354  
  79,317    

Reinsurance Group of America, Inc.

    12,017,319  
   

 

 

 
      58,831,703  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1% - (continued)  
      Materials - 8.4%  
  214,339    

Alcoa Corp.*

  $ 5,718,565  
  247,415    

Buzzi Unicem S.p.A.

    5,516,273  
  194,797    

Cabot Corp.

    8,839,888  
  126,510    

Carpenter Technology Corp.

    6,283,752  
  104,459    

Celanese Corp.

    11,270,081  
  145,245    

FMC Corp.

    11,483,070  
  94,427    

Reliance Steel & Aluminum Co.

    8,683,507  
   

 

 

 
      57,795,136  
   

 

 

 
      Media & Entertainment - 2.4%  
  144,682    

Cinemark Holdings, Inc.

    6,083,878  
  48,789    

Electronic Arts, Inc.*

    4,617,879  
  346,499    

TEGNA, Inc.

    5,516,264  
   

 

 

 
      16,218,021  
   

 

 

 
      Real Estate - 11.7%  
  62,389    

Boston Properties, Inc. REIT

    8,585,974  
  581,138    

Brixmor Property Group, Inc. REIT

    10,390,747  
  321,008    

Corporate Office Properties Trust REIT

    8,949,703  
  41,008    

Equity LifeStyle Properties, Inc. REIT

    4,785,634  
  202,272    

Gaming and Leisure Properties, Inc. REIT

    8,167,743  
  62,774    

Life Storage, Inc. REIT

    5,981,734  
  317,495    

Park Hotels & Resorts, Inc. REIT

    10,185,240  
  434,709    

Physicians Realty Trust REIT

    7,850,845  
  38,141    

PS Business Parks, Inc. REIT

    5,859,220  
  298,439    

STORE Capital Corp. REIT

    9,943,988  
   

 

 

 
      80,700,828  
   

 

 

 
      Retailing - 1.8%  
  203,019    

Caleres, Inc.

    5,325,188  
  52,569    

Expedia Group, Inc.

    6,825,559  
   

 

 

 
      12,150,747  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.7%  
  270,984    

Ichor Holdings Ltd.*(1)

    6,823,377  
  55,242    

KLA-Tencor Corp.

    7,042,250  
  25,356    

Lam Research Corp.

    5,259,595  
  167,091    

Silicon Motion Technology Corp. ADR

    6,389,560  
   

 

 

 
      25,514,782  
   

 

 

 
      Software & Services - 5.7%  
  142,718    

Amdocs Ltd.

    7,860,907  
  34,455    

Booz Allen Hamilton Holding Corp.

    2,042,837  
  175,672    

Leidos Holdings, Inc.

    12,908,379  
  174,118    

SS&C Technologies Holdings, Inc.

    11,780,824  
  24,214    

VeriSign, Inc.*

    4,781,054  
   

 

 

 
      39,374,001  
   

 

 

 
      Technology Hardware & Equipment - 5.5%  
  205,206    

Arrow Electronics, Inc.*

    17,341,959  
  41,218    

Coherent, Inc.*

    6,100,676  
  154,054    

Itron, Inc.*

    8,266,538  
  95,735    

Lumentum Holdings, Inc.*

    5,932,698  
   

 

 

 
      37,641,871  
   

 

 

 
      Telecommunication Services - 1.2%  
  138,328    

Millicom International Cellular S.A.*

    8,091,080  
   

 

 

 
      Transportation - 2.3%  
  108,751    

Genesee & Wyoming, Inc. Class A*

    9,640,776  
  319,577    

JetBlue Airways Corp.*

    5,928,153  
   

 

 

 
      15,568,929  
   

 

 

 
      Utilities - 6.6%  
  262,453    

Alliant Energy Corp.

    12,395,655  
  96,975    

Evergy, Inc.

    5,607,095  
  85,094    

Sempra Energy

    10,887,777  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1% - (continued)  
      Utilities - 6.6% - (continued)  
  308,347    

UGI Corp.

  $ 16,807,995  
   

 

 

 
      45,698,522  
   

 

 

 
 

Total Common Stocks
(cost $624,713,331)

  $ 676,218,027  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.9%  
      Other Investment Pools & Funds - 1.8%  
  12,271,994    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(2)

  $ 12,271,994  
   

 

 

 
      Securities Lending Collateral - 0.1%  
  19,244    

Citibank NA DDCA, 2.42%, 5/1/2019(2)

    19,244  
  187,208    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(2)

    187,208  
  39,845    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(2)

    39,845  
  68,798    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(2)

    68,798  
  63,926    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(2)

    63,926  
  5,858    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(2)

    5,857  
   

 

 

 
      384,878  
   

 

 

 
 

Total Short-Term Investments
(cost $12,656,872)

  $ 12,656,872  
   

 

 

 
 

Total Investments
(cost $637,370,203)

    100.0    $ 688,874,899  
 

Other Assets and Liabilities

    0.0      185,646  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 689,060,545  
   

 

 

    

 

 

 
Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

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.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 4,284,253      $ 4,284,253      $      $  

Banks

     67,120,694        67,120,694                

Capital Goods

     62,845,003        62,845,003                

Commercial & Professional Services

     10,612,868        10,612,868                

Consumer Durables & Apparel

     13,101,328        13,101,328                

Consumer Services

     7,127,640        7,127,640                

Diversified Financials

     7,398,166        7,398,166                

Energy

     50,290,739        50,290,739                

Food & Staples Retailing

     10,876,110        10,876,110                

Food, Beverage & Tobacco

     8,275,372        8,275,372                

Health Care Equipment & Services

     36,700,234        36,700,234                

Insurance

     58,831,703        51,547,349        7,284,354         

Materials

     57,795,136        52,278,863        5,516,273         

Media & Entertainment

     16,218,021        16,218,021                

Real Estate

     80,700,828        80,700,828                

Retailing

     12,150,747        12,150,747                

Semiconductors & Semiconductor Equipment

     25,514,782        25,514,782                

Software & Services

     39,374,001        39,374,001                

Technology Hardware & Equipment

     37,641,871        37,641,871                

Telecommunication Services

     8,091,080               8,091,080         

Transportation

     15,568,929        15,568,929                

Utilities

     45,698,522        45,698,522                

Short-Term Investments

     12,656,872        12,656,872                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     688,874,899      $     667,983,192      $     20,891,707      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Quality Value Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.0%  
      Banks - 14.8%  
  368,856    

Bank of America Corp.

  $ 11,279,617  
  46,574    

Bank of Nova Scotia

    2,564,364  
  87,003    

Citigroup, Inc.

    6,151,112  
  103,078    

JP Morgan Chase & Co.

    11,962,202  
  16,831    

M&T Bank Corp.

    2,862,448  
  30,209    

PNC Financial Services Group, Inc.

    4,136,518  
   

 

 

 
      38,956,261  
   

 

 

 
      Capital Goods - 7.9%  
  39,801    

Eaton Corp. plc

    3,296,319  
  14,010    

General Dynamics Corp.

    2,503,867  
  22,738    

Honeywell International, Inc.

    3,947,999  
  89,278    

Johnson Controls International plc

    3,347,925  
  11,372    

Lockheed Martin Corp.

    3,790,629  
  26,150    

United Technologies Corp.

    3,729,251  
   

 

 

 
      20,615,990  
   

 

 

 
      Commercial & Professional Services - 1.0%  
  25,599    

Waste Management, Inc.

    2,747,797  
   

 

 

 
      Energy - 9.4%  
  54,847    

Chevron Corp.

    6,584,931  
  34,848    

EOG Resources, Inc.

    3,347,150  
  69,595    

Exxon Mobil Corp.

    5,587,087  
  76,581    

Halliburton Co.

    2,169,540  
  36,458    

Hess Corp.

    2,337,687  
  64,673    

Suncor Energy, Inc.

    2,134,209  
  43,505    

Total S.A. ADR

    2,421,923  
   

 

 

 
      24,582,527  
   

 

 

 
      Food & Staples Retailing - 0.6%  
  31,443    

Walgreens Boots Alliance, Inc.

    1,684,401  
   

 

 

 
      Food, Beverage & Tobacco - 5.8%  
  25,834    

Altria Group, Inc.

    1,403,561  
  67,066    

General Mills, Inc.

    3,451,887  
  22,775    

Kellogg Co.

    1,373,333  
  38,500    

Nestle S.A. ADR

    3,716,405  
  61,279    

Philip Morris International, Inc.

    5,304,310  
   

 

 

 
      15,249,496  
   

 

 

 
      Health Care Equipment & Services - 5.5%  
  6,409    

Alcon, Inc.*

    373,004  
  26,047    

Hill-Rom Holdings, Inc.

    2,641,687  
  78,751    

Koninklijke Philips N.V. ADR

    3,386,293  
  58,289    

Medtronic plc

    5,176,646  
  11,933    

UnitedHealth Group, Inc.

    2,781,224  
   

 

 

 
      14,358,854  
   

 

 

 
      Household & Personal Products - 1.1%  
  47,253    

Unilever N.V.

    2,859,279  
   

 

 

 
      Insurance - 6.9%  
  72,587    

American International Group, Inc.

    3,452,963  
  31,130    

Chubb Ltd.

    4,520,076  
  37,316    

Marsh & McLennan Cos., Inc.

    3,518,526  
  57,188    

Principal Financial Group, Inc.

    3,268,866  
  32,738    

Prudential Financial, Inc.

    3,460,734  
   

 

 

 
      18,221,165  
   

 

 

 
      Materials - 4.0%  
  50,158    

Ball Corp.

    3,006,471  
  33,183    

FMC Corp.

    2,623,448  
  29,723    

Methanex Corp.(1)

    1,632,387  
  27,901    

PPG Industries, Inc.

    3,278,367  
   

 

 

 
      10,540,673  
   

 

 

 
      Media & Entertainment - 2.2%  
  133,232    

Comcast Corp. Class A

    5,799,589  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.0% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 7.6%  
  17,513    

Allergan plc

  $ 2,574,411  
  108,501    

AstraZeneca plc ADR

    4,086,148  
  74,356    

Bristol-Myers Squibb Co.

    3,452,349  
  90,091    

Merck & Co., Inc.

    7,091,063  
  32,041    

Novartis AG ADR

    2,634,731  
   

 

 

 
      19,838,702  
   

 

 

 
      Real Estate - 3.2%  
  16,544    

American Tower Corp. REIT

    3,231,043  
  83,661    

Corporate Office Properties Trust REIT

    2,332,469  
  13,333    

Public Storage REIT

    2,948,993  
   

 

 

 
      8,512,505  
   

 

 

 
      Retailing - 4.3%  
  571,800    

Allstar Co.(2)(3)(4)

    205,848  
  23,441    

Expedia Group, Inc.

    3,043,579  
  39,812    

Lowe’s Cos., Inc.

    4,504,330  
  45,228    

Target Corp.

    3,501,552  
   

 

 

 
      11,255,309  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 5.0%  
  132,048    

Intel Corp.

    6,739,730  
  23,314    

KLA-Tencor Corp.

    2,972,069  
  38,601    

QUALCOMM, Inc.

    3,324,704  
   

 

 

 
      13,036,503  
   

 

 

 
      Software & Services - 4.1%  
  16,399    

Accenture plc Class A

    2,995,605  
  27,606    

International Business Machines Corp.

    3,872,294  
  30,602    

Microsoft Corp.

    3,996,621  
   

 

 

 
      10,864,520  
   

 

 

 
      Technology Hardware & Equipment - 3.9%  
  7,285    

Apple, Inc.

    1,461,881  
  91,886    

Cisco Systems, Inc.

    5,141,022  
  24,876    

Motorola Solutions, Inc.

    3,604,781  
   

 

 

 
      10,207,684  
   

 

 

 
      Telecommunication Services - 3.0%  
  136,503    

Verizon Communications, Inc.

    7,806,606  
   

 

 

 
      Transportation - 0.9%  
  22,121    

United Parcel Service, Inc. Class B

    2,349,693  
   

 

 

 
      Utilities - 5.8%  
  64,737    

Alliant Energy Corp.

    3,057,529  
  59,903    

Avangrid, Inc.

    3,067,633  
  37,820    

Dominion Energy, Inc.

    2,945,043  
  47,585    

Eversource Energy

    3,409,941  
  51,816    

UGI Corp.

    2,824,490  
   

 

 

 
      15,304,636  
   

 

 

 
 

Total Common Stocks
(cost $232,770,472)

  $ 254,792,190  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.5%  
      Other Investment Pools & Funds - 3.1%  
  8,081,354    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

  $ 8,081,354  
   

 

 

 
      Securities Lending Collateral - 0.4%  
  49,000    

Citibank NA DDCA, 2.42%, 5/1/2019(5)

    49,000  
  476,681    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(5)

    476,681  
  101,456    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(5)

    101,456  
  175,177    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(5)

    175,177  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.5% - (continued)  
      Securities Lending Collateral - 0.4% - (continued)  
  162,771    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

  $ 162,771  
  14,915    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(5)

    14,915  
   

 

 

 
      980,000  
   

 

 

 
 

Total Short-Term Investments
(cost $9,061,354)

  $ 9,061,354  
   

 

 

 
 

Total Investments
(cost $241,831,826)

    100.5    $ 263,853,544  
 

Other Assets and Liabilities

    (0.5 )%       (1,286,624
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 262,566,920  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Investment valued using significant unobservable inputs.

 

(3) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of this security was $205,848, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $205,848 or 0.1% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2011      Allstar Co.      571,800      $     248,744      $     205,848  

 

(5) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 38,956,261      $ 38,956,261      $      $  

Capital Goods

     20,615,990        20,615,990                

Commercial & Professional Services

     2,747,797        2,747,797                

Energy

     24,582,527        24,582,527                

Food & Staples Retailing

     1,684,401        1,684,401                

Food, Beverage & Tobacco

     15,249,496        15,249,496                

Health Care Equipment & Services

     14,358,854        14,358,854                

Household & Personal Products

     2,859,279        2,859,279                

Insurance

     18,221,165        18,221,165                

Materials

     10,540,673        10,540,673                

Media & Entertainment

     5,799,589        5,799,589                

Pharmaceuticals, Biotechnology & Life Sciences

     19,838,702        19,838,702                

Real Estate

     8,512,505        8,512,505                

Retailing

     11,255,309        11,049,461               205,848  

Semiconductors & Semiconductor Equipment

     13,036,503        13,036,503                

Software & Services

     10,864,520        10,864,520                

Technology Hardware & Equipment

     10,207,684        10,207,684                

Telecommunication Services

     7,806,606        7,806,606                

Transportation

     2,349,693        2,349,693                

Utilities

     15,304,636        15,304,636                

Short-Term Investments

     9,061,354        9,061,354                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     263,853,544      $     263,647,696      $     —      $     205,848  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended April 30, 2019 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9%  
      Automobiles & Components - 1.0%  
  150,861    

Cooper Tire & Rubber Co.

  $ 4,504,709  
  43,016    

Tenneco, Inc. Class A

    942,911  
  84,182    

Visteon Corp.*

    5,557,696  
   

 

 

 
      11,005,316  
   

 

 

 
      Banks - 4.5%  
  199,405    

First Busey Corp.

    5,152,625  
  240,246    

First Hawaiian, Inc.

    6,642,802  
  103,750    

IBERIABANK Corp.

    8,248,125  
  776,676    

MGIC Investment Corp.*

    11,370,537  
  209,532    

Seacoast Banking Corp. of Florida*

    5,942,327  
  401,311    

Sterling Bancorp

    8,596,082  
  182,508    

Triumph Bancorp, Inc.*

    5,659,573  
   

 

 

 
      51,612,071  
   

 

 

 
      Capital Goods - 10.6%  
  231,554    

Aerojet Rocketdyne Holdings, Inc.*

    7,840,418  
  232,161    

Altra Industrial Motion Corp.

    8,703,716  
  58,725    

American Woodmark Corp.*

    5,281,139  
  135,392    

Applied Industrial Technologies, Inc.

    8,115,397  
  70,639    

Armstrong World Industries, Inc.

    6,122,282  
  36,765    

Astec Industries, Inc.

    1,239,348  
  134,146    

Axon Enterprise, Inc.*

    8,518,271  
  123,295    

AZZ, Inc.

    5,855,280  
  75,125    

EnerSys

    5,197,899  
  142,669    

Generac Holdings, Inc.*

    7,845,368  
  162,159    

ITT, Inc.

    9,818,727  
  219,985    

JELD-WEN Holding, Inc.*

    4,344,704  
  131,884    

John Bean Technologies Corp.

    14,479,544  
  91,401    

Mercury Systems, Inc.*

    6,674,101  
  370,306    

Milacron Holdings Corp.*

    5,410,171  
  119,842    

Patrick Industries, Inc.*

    5,976,521  
  250,787    

Rexnord Corp.*

    7,172,508  
  217,015    

Welbilt, Inc.*

    3,652,362  
   

 

 

 
      122,247,756  
   

 

 

 
      Commercial & Professional Services - 3.9%  
  54,506    

Advanced Disposal Services, Inc.*

    1,762,724  
  148,431    

ASGN, Inc.*

    9,357,090  
  139,511    

Clean Harbors, Inc.*

    10,602,836  
  181,415    

Exponent, Inc.

    10,271,718  
  80,115    

Huron Consulting Group, Inc.*

    3,871,958  
  83,022    

MSA Safety, Inc.

    9,124,948  
   

 

 

 
      44,991,274  
   

 

 

 
      Consumer Durables & Apparel - 5.9%  
  99,227    

Carter’s, Inc.

    10,509,132  
  129,101    

Oxford Industries, Inc.

    10,723,129  
  71,155    

Roku, Inc.*

    4,524,747  
  402,211    

Steven Madden Ltd.

    14,620,370  
  174,958    

TopBuild Corp.*

    12,462,258  
  404,651    

Wolverine World Wide, Inc.

    14,895,203  
   

 

 

 
      67,734,839  
   

 

 

 
      Consumer Services - 2.7%  
  118,594    

Dunkin’ Brands Group, Inc.

    8,850,670  
  111,255    

Marriott Vacations Worldwide Corp.

    11,751,866  
  135,787    

Wingstop, Inc.

    10,220,687  
   

 

 

 
      30,823,223  
   

 

 

 
      Diversified Financials - 2.7%  
  230,042    

Blucora, Inc.*

    8,051,470  
  100,449    

Evercore, Inc. Class A

    9,786,746  
  154,512    

OneMain Holdings, Inc.

    5,248,773  
  843,343    

SLM Corp.

    8,568,365  
   

 

 

 
      31,655,354  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9% - (continued)  
      Energy - 1.4%  
  658,956    

Kosmos Energy Ltd.

  $ 4,408,415  
  119,510    

PDC Energy, Inc.*

    5,197,490  
  304,468    

ProPetro Holding Corp.*

    6,737,877  
   

 

 

 
      16,343,782  
   

 

 

 
      Food & Staples Retailing - 1.6%  
  44,764    

Casey’s General Stores, Inc.

    5,924,516  
  300,775    

Performance Food Group Co.*

    12,316,736  
   

 

 

 
      18,241,252  
   

 

 

 
      Food, Beverage & Tobacco - 1.2%  
  560,570    

Hostess Brands, Inc.*

    7,511,638  
  58,068    

Post Holdings, Inc.*

    6,548,909  
   

 

 

 
      14,060,547  
   

 

 

 
      Health Care Equipment & Services - 11.5%  
  214,274    

AtriCure, Inc.*

    6,432,505  
  193,145    

Cardiovascular Systems, Inc.*

    6,864,373  
  218,468    

Globus Medical, Inc. Class A*

    9,850,722  
  94,333    

Haemonetics Corp.*

    8,233,384  
  305,205    

HMS Holdings Corp.*

    9,287,388  
  32,959    

ICU Medical, Inc.*

    7,498,172  
  95,359    

Insulet Corp.*

    8,224,714  
  116,440    

Integra LifeSciences Holdings Corp.*

    6,077,004  
  69,726    

LHC Group, Inc.*

    7,747,256  
  66,641    

Medidata Solutions, Inc.*

    6,020,348  
  185,687    

Merit Medical Systems, Inc.*

    10,431,896  
  161,716    

Omnicell, Inc.*

    12,995,498  
  374,298    

OraSure Technologies, Inc.*

    3,540,859  
  48,198    

Orthofix Medical, Inc.*

    2,640,768  
  79,867    

Providence Service Corp.*

    5,297,578  
  595,872    

R1 RCM, Inc.*

    6,238,780  
  85,938    

Tandem Diabetes Care, Inc.*

    5,277,453  
  89,461    

Teladoc Health, Inc.*

    5,088,542  
  43,364    

U.S. Physical Therapy, Inc.

    5,051,472  
   

 

 

 
      132,798,712  
   

 

 

 
      Household & Personal Products - 0.7%  
  187,341    

Edgewell Personal Care Co.*

    7,724,069  
   

 

 

 
      Insurance - 0.9%  
  243,579    

James River Group Holdings Ltd.

    10,283,905  
   

 

 

 
      Materials - 3.0%  
  131,907    

Boise Cascade Co.

    3,652,505  
  533,496    

Graphic Packaging Holding Co.

    7,404,925  
  366,366    

Livent Corp.*

    3,949,425  
  203,122    

Louisiana-Pacific Corp.

    5,088,206  
  445,775    

OMNOVA Solutions, Inc.*

    3,298,735  
  207,294    

PolyOne Corp.

    5,729,606  
  326,263    

Summit Materials, Inc. Class A*

    5,716,128  
   

 

 

 
      34,839,530  
   

 

 

 
      Media & Entertainment - 0.4%  
  111,699    

Cargurus, Inc.*

    4,550,617  
  89,259    

TrueCar, Inc.*

    574,828  
   

 

 

 
      5,125,445  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 13.9%  
  198,981    

Abeona Therapeutics, Inc.*

    1,532,154  
  126,629    

Aerie Pharmaceuticals, Inc.*

    4,830,896  
  53,489    

Agios Pharmaceuticals, Inc.*

    2,991,105  
  385,006    

Alder Biopharmaceuticals, Inc.*

    5,232,231  
  579,003    

Amicus Therapeutics, Inc.*

    7,723,900  
  384,540    

Amneal Pharmaceuticals, Inc.*

    4,949,030  
  242,759    

Apellis Pharmaceuticals, Inc.*

    4,809,056  
  163,481    

Arena Pharmaceuticals, Inc.*

    7,479,256  
  214,772    

Array BioPharma, Inc.*

    4,855,995  
  89,924    

Assembly Biosciences, Inc.*

    1,419,001  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 13.9% -
(continued)
 
  134,773    

Audentes Therapeutics, Inc.*

  $ 5,093,072  
  43,484    

Avrobio, Inc.*

    817,934  
  106,039    

Biohaven Pharmaceutical Holding Co., Ltd.*

    6,346,434  
  119,134    

Blueprint Medicines Corp.*

    9,007,722  
  172,607    

Catalent, Inc.*

    7,736,246  
  390,923    

Cymabay Therapeutics, Inc.*

    5,007,724  
  228,448    

Five Prime Therapeutics, Inc.*

    2,531,204  
  139,213    

Flexion Therapeutics, Inc.*

    1,475,658  
  109,315    

G1 Therapeutics, Inc.*

    2,339,341  
  159,365    

GlycoMimetics, Inc.*

    1,939,472  
  277,240    

Heron Therapeutics, Inc.*

    6,010,563  
  79,644    

Insmed, Inc.*

    2,424,363  
  310,292    

Intersect ENT, Inc.*

    10,081,387  
  103,800    

Karyopharm Therapeutics, Inc.*

    484,746  
  37,465    

Ligand Pharmaceuticals, Inc.*

    4,714,970  
  14,653    

Madrigal Pharmaceuticals, Inc.*

    1,554,390  
  199,975    

Minerva Neurosciences, Inc.*

    1,473,816  
  133,870    

MyoKardia, Inc.*

    6,423,082  
  270,821    

NanoString Technologies, Inc.*

    7,033,221  
  136,032    

Portola Pharmaceuticals, Inc.*

    4,801,930  
  86,889    

REGENXBIO, Inc.*

    4,379,206  
  228,667    

Revance Therapeutics, Inc.*

    3,027,551  
  811,222    

Rigel Pharmaceuticals, Inc.*

    1,809,025  
  31,492    

Spark Therapeutics, Inc.*

    3,359,881  
  123,268    

Syneos Health, Inc.*

    5,784,967  
  131,200    

Ultragenyx Pharmaceutical, Inc.*

    8,659,200  
   

 

 

 
      160,139,729  
   

 

 

 
      Real Estate - 2.9%  
  265,452    

Columbia Property Trust, Inc. REIT

    6,028,415  
  54,601    

Coresite Realty Corp. REIT

    5,973,895  
  202,303    

Corporate Office Properties Trust REIT

    5,640,208  
  213,426    

Pebblebrook Hotel Trust REIT

    6,949,151  
  55,063    

PS Business Parks, Inc. REIT

    8,458,778  
   

 

 

 
      33,050,447  
   

 

 

 
      Retailing - 4.3%  
  312,454    

Caleres, Inc.

    8,195,668  
  132,205    

Core-Mark Holding Co., Inc.

    4,805,652  
  136,872    

Etsy, Inc.*

    9,244,335  
  81,451    

Five Below, Inc.*

    11,923,612  
  156,016    

Floor & Decor Holdings, Inc. Class A*

    7,491,888  
  113,177    

Liberty Expedia Holdings, Inc. Class A*

    5,253,676  
  100,976    

Urban Outfitters, Inc.*

    3,002,017  
   

 

 

 
      49,916,848  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.8%  
  117,450    

Cirrus Logic, Inc.*

    5,588,271  
  370,614    

Cohu, Inc.

    5,496,206  
  320,418    

Entegris, Inc.

    13,092,279  
  452,663    

FormFactor, Inc.*

    8,577,964  
   

 

 

 
      32,754,720  
   

 

 

 
      Software & Services - 15.3%  
  97,969    

2U, Inc.*

    5,927,125  
  260,508    

8x8, Inc.*

    6,231,351  
  40,618    

Alteryx, Inc. Class A*

    3,600,380  
  115,770    

Blackbaud, Inc.

    9,179,403  
  48,104    

CACI International, Inc. Class A*

    9,377,394  
  183,160    

Carbonite, Inc.*

    4,492,915  
  429,161    

Cloudera, Inc.*

    4,776,562  
  86,145    

Everbridge, Inc.*

    6,365,254  
  17,194    

Fair Isaac Corp.*

    4,810,022  
  191,640    

Five9, Inc.*

    10,170,335  
  229,009    

ForeScout Technologies, Inc.*

    9,627,538  
  61,869    

HubSpot, Inc.*

    11,414,212  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9% - (continued)  
      Software & Services - 15.3% - (continued)  
  103,639    

Instructure, Inc.*

  $ 4,464,768  
  95,553    

LiveRamp Holdings, Inc.*

    5,573,606  
  94,518    

New Relic, Inc.*

    9,947,074  
  100,338    

Paylocity Holding Corp.*

    9,687,634  
  150,611    

Pegasystems, Inc.

    11,297,331  
  284,994    

Pivotal Software, Inc. Class A*

    6,184,370  
  81,193    

Q2 Holdings, Inc.*

    6,123,576  
  158,824    

Rapid7, Inc.*

    8,630,496  
  267,282    

SailPoint Technologies Holding, Inc.*

    7,553,389  
  109,905    

Science Applications International Corp.

    8,237,380  
  240,270    

SVMK, Inc.*

    4,300,833  
  37,694    

Trade Desk, Inc. Class A*

    8,348,467  
   

 

 

 
      176,321,415  
   

 

 

 
      Technology Hardware & Equipment - 3.2%  
  223,349    

CTS Corp.

    6,689,303  
  100,640    

ePlus, Inc.*

    9,489,346  
  178,623    

Lumentum Holdings, Inc.*

    11,069,267  
  57,235    

Rogers Corp.*

    9,588,007  
   

 

 

 
      36,835,923  
   

 

 

 
      Telecommunication Services - 0.2%      
  383,958    

ORBCOMM, Inc.*

    2,779,856  
   

 

 

 
      Transportation - 1.3%      
  106,963    

Genesee & Wyoming, Inc. Class A*

    9,482,270  
  253,513    

Marten Transport Ltd.

    5,014,487  
   

 

 

 
      14,496,757  
   

 

 

 
 

Total Common Stocks
(cost $973,668,312)

  $ 1,105,782,770  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.6%  
      Other Investment Pools & Funds - 1.6%  
  87,986    

iShares Russell 2000 Growth ETF

    17,814,525  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $17,731,555)

  $ 17,814,525  
   

 

 

 
 

Total Long-Term Investments
(cost $991,399,867)

  $ 1,123,597,295  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.6%      
      Other Investment Pools & Funds - 2.6%      
  30,175,513    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(1)

    30,175,513  
   

 

 

 
 

Total Short-Term Investments
(cost $30,175,513)

  $ 30,175,513  
   

 

 

 
 

Total Investments
(cost $1,021,575,380)

    100.1    $ 1,153,772,808  
 

Other Assets and Liabilities

    (0.1 )%       (783,519
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,152,989,289  
   

 

 

    

 

 

 

 

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 abbreviations used in the Schedules of Investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

*

Non-income producing.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 11,005,316      $ 11,005,316      $     —      $  

Banks

     51,612,071        51,612,071                

Capital Goods

     122,247,756        122,247,756                

Commercial & Professional Services

     44,991,274        44,991,274                

Consumer Durables & Apparel

     67,734,839        67,734,839                

Consumer Services

     30,823,223        30,823,223                

Diversified Financials

     31,655,354        31,655,354                

Energy

     16,343,782        16,343,782                

Food & Staples Retailing

     18,241,252        18,241,252                

Food, Beverage & Tobacco

     14,060,547        14,060,547                

Health Care Equipment & Services

     132,798,712        132,798,712                

Household & Personal Products

     7,724,069        7,724,069                

Insurance

     10,283,905        10,283,905                

Materials

     34,839,530        34,839,530                

Media & Entertainment

     5,125,445        5,125,445                

Pharmaceuticals, Biotechnology & Life Sciences

     160,139,729        160,139,729                

Real Estate

     33,050,447        33,050,447                

Retailing

     49,916,848        49,916,848                

Semiconductors & Semiconductor Equipment

     32,754,720        32,754,720                

Software & Services

     176,321,415        176,321,415                

Technology Hardware & Equipment

     36,835,923        36,835,923                

Telecommunication Services

     2,779,856        2,779,856                

Transportation

     14,496,757        14,496,757                

Exchange-Traded Funds

     17,814,525        17,814,525                

Short-Term Investments

     30,175,513        30,175,513                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,153,772,808      $     1,153,772,808      $      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford Small Cap Value Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.6%      
      Automobiles & Components - 1.6%  
  53,557    

Cooper Tire & Rubber Co.

  $ 1,599,212  
   

 

 

 
      Banks - 16.7%  
  61,194    

Bank OZK

    1,997,984  
  89,558    

Cadence Bancorp

    2,037,445  
  116,358    

FNB Corp.

    1,411,423  
  44,428    

Great Western Bancorp, Inc.

    1,562,533  
  89,941    

Hilltop Holdings, Inc.

    1,891,459  
  83,090    

Opus Bank

    1,817,178  
  99,623    

Radian Group, Inc.

    2,333,171  
  88,081    

Umpqua Holdings Corp.

    1,529,086  
  98,032    

United Financial Bancorp, Inc.

    1,293,042  
  56,843    

Univest Financial Corp.

    1,433,580  
   

 

 

 
      17,306,901  
   

 

 

 
      Capital Goods - 11.4%  
  34,792    

Argan, Inc.

    1,663,753  
  135,764    

Briggs & Stratton Corp.

    1,656,321  
  69,527    

JELD-WEN Holding, Inc.*

    1,373,158  
  41,948    

Kennametal, Inc.

    1,707,283  
  63,126    

nVent Electric plc

    1,764,372  
  148,365    

REV Group, Inc.(1)

    1,882,752  
  74,890    

Triumph Group, Inc.

    1,777,140  
   

 

 

 
      11,824,779  
   

 

 

 
      Commercial & Professional Services - 7.9%  
  112,230    

BrightView Holdings, Inc.*

    1,800,169  
  29,005    

Deluxe Corp.

    1,297,103  
  41,390    

Kforce, Inc.

    1,490,868  
  77,877    

Knoll, Inc.

    1,700,834  
  30,183    

McGrath Rent Corp.

    1,871,346  
   

 

 

 
      8,160,320  
   

 

 

 
      Consumer Durables & Apparel - 4.1%  
  26,670    

Sturm Ruger & Co., Inc.

    1,493,253  
  27,884    

Tempur Sealy International, Inc.*

    1,712,078  
  45,043    

Tupperware Brands Corp.

    1,072,023  
   

 

 

 
      4,277,354  
   

 

 

 
      Consumer Services - 2.9%  
  33,041    

Adtalem Global Education, Inc.*

    1,629,582  
  79,690    

Carriage Services, Inc.

    1,398,560  
   

 

 

 
      3,028,142  
   

 

 

 
      Diversified Financials - 4.4%  
  63,338    

Greenhill & Co., Inc.

    1,311,730  
  126,944    

Navient Corp.

    1,715,013  
  53,893    

PRA Group, Inc.*

    1,515,471  
   

 

 

 
      4,542,214  
   

 

 

 
      Food, Beverage & Tobacco - 2.0%  
  155,324    

Hostess Brands, Inc.*

    2,081,342  
   

 

 

 
      Health Care Equipment & Services - 3.3%  
  167,378    

Allscripts Healthcare Solutions, Inc.*

    1,652,021  
  64,113    

Natus Medical, Inc.*

    1,715,664  
   

 

 

 
      3,367,685  
   

 

 

 
      Household & Personal Products - 1.7%  
  42,971    

Edgewell Personal Care Co.*

    1,771,694  
   

 

 

 
      Insurance - 4.8%  
  190,349    

Lancashire Holdings Ltd.

    1,710,370  
  170,194    

MBIA, Inc.*

    1,645,776  
  139,070    

Third Point Reinsurance Ltd.*

    1,614,603  
   

 

 

 
      4,970,749  
   

 

 

 
      Materials - 3.5%  
  32,111    

Compass Minerals International, Inc.

    1,842,850  
  51,392    

Schweitzer-Mauduit International, Inc.

    1,828,014  
   

 

 

 
      3,670,864  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.6% - (continued)      
      Media & Entertainment - 3.8%  
  243,271    

Entercom Communications Corp. Class A

  $ 1,673,704  
  144,443    

TEGNA, Inc.

    2,299,533  
   

 

 

 
      3,973,237  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 1.7%  
  56,440    

Myriad Genetics Inc.*

    1,776,731  
   

 

 

 
      Real Estate - 5.4%  
  77,293    

CoreCivic, Inc. REIT

    1,608,467  
  82,785    

Outfront Media, Inc. REIT

    1,972,767  
  62,465    

Pebblebrook Hotel Trust REIT

    2,033,860  
   

 

 

 
      5,615,094  
   

 

 

 
      Retailing - 4.7%  
  18,150    

Children’s Place, Inc.

    2,047,683  
  107,270    

Michaels Cos., Inc.*

    1,205,715  
  19,359    

Stamps.com, Inc.*

    1,661,002  
   

 

 

 
      4,914,400  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.9%  
  66,371    

Ichor Holdings Ltd.*

    1,671,222  
  40,961    

Silicon Motion Technology Corp. ADR

    1,566,348  
  101,989    

Tower Semiconductor Ltd.*

    1,832,742  
  84,335    

Xperi Corp.

    2,095,725  
   

 

 

 
      7,166,037  
   

 

 

 
      Software & Services - 8.3%  
  47,724    

Cardtronics plc Class A*

    1,706,611  
  116,105    

Conduent, Inc.*

    1,489,627  
  47,063    

CSG Systems International, Inc.

    2,101,363  
  51,336    

EVERTEC, Inc.

    1,607,330  
  182,976    

TiVo Corp.

    1,714,485  
   

 

 

 
      8,619,416  
   

 

 

 
      Technology Hardware & Equipment - 3.5%  
  221,709    

Avid Technology, Inc.*

    1,684,989  
  37,484    

Plantronics, Inc.

    1,929,676  
   

 

 

 
      3,614,665  
   

 

 

 
 

Total Common Stocks
(cost $97,028,097)

  $ 102,280,836  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.9%  
      Other Investment Pools & Funds - 1.6%  
  1,661,754    

BlackRock Liquidity Funds FedFund Portfolio, Institutional Class, 2.37%(2)

  $ 1,661,754  
   

 

 

 
      Securities Lending Collateral - 0.3%  
  13,000    

Citibank NA DDCA, 2.42%, 5/1/2019(2)

    13,000  
  126,466    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(2)

    126,466  
  26,917    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(2)

    26,917  
  46,476    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(2)

    46,476  
  43,184    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(2)

    43,184  
  3,957    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(2)

    3,957  
   

 

 

 
      260,000  
   

 

 

 
 

Total Short-Term Investments
(cost $1,921,754)

  $ 1,921,754  
   

 

 

 
 

Total Investments
(cost $98,949,851)

    100.5    $ 104,202,590  
 

Other Assets and Liabilities

    (0.5 )%       (502,967
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 103,699,623  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford Small Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

*

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.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 1,599,212      $ 1,599,212      $      $  

Banks

     17,306,901        17,306,901                

Capital Goods

     11,824,779        11,824,779                

Commercial & Professional Services

     8,160,320        8,160,320                

Consumer Durables & Apparel

     4,277,354        4,277,354                

Consumer Services

     3,028,142        3,028,142                

Diversified Financials

     4,542,214        4,542,214                

Food, Beverage & Tobacco

     2,081,342        2,081,342                

Health Care Equipment & Services

     3,367,685        3,367,685                

Household & Personal Products

     1,771,694        1,771,694                

Insurance

     4,970,749        3,260,379        1,710,370         

Materials

     3,670,864        3,670,864                

Media & Entertainment

     3,973,237        3,973,237                

Pharmaceuticals, Biotechnology & Life Sciences

     1,776,731        1,776,731                

Real Estate

     5,615,094        5,615,094                

Retailing

     4,914,400        4,914,400                

Semiconductors & Semiconductor Equipment

     7,166,037        7,166,037                

Software & Services

     8,619,416        8,619,416                

Technology Hardware & Equipment

     3,614,665        3,614,665                

Short-Term Investments

     1,921,754        1,921,754                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     104,202,590      $     102,492,220      $     1,710,370      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.4%  
      Automobiles & Components - 2.0%  
  66,294    

LCI Industries

  $ 5,823,928  
  167,935    

Winnebago Industries, Inc.

    5,939,861  
   

 

 

 
      11,763,789  
   

 

 

 
      Banks - 5.6%  
  195,077    

BancorpSouth Bank

    5,945,947  
  148,718    

CenterState Bank Corp.

    3,670,360  
  388,638    

MGIC Investment Corp.*

    5,689,660  
  371,002    

Sterling Bancorp

    7,946,863  
  61,659    

Texas Capital Bancshares, Inc.*

    3,991,187  
  158,446    

Union Bankshares Corp.

    5,783,279  
   

 

 

 
      33,027,296  
   

 

 

 
      Capital Goods - 9.9%  
  335,246    

Actuant Corp. Class A

    8,575,593  
  62,716    

Altra Industrial Motion Corp.

    2,351,223  
  116,686    

Argan, Inc.

    5,579,925  
  36,467    

Axon Enterprise, Inc.*

    2,315,654  
  166,070    

EnerSys

    11,490,383  
  207,720    

ITT, Inc.

    12,577,446  
  22,880    

Kadant, Inc.

    2,244,299  
  59,876    

Patrick Industries, Inc.*

    2,986,016  
  369,928    

Rexnord Corp.*

    10,579,941  
   

 

 

 
      58,700,480  
   

 

 

 
      Commercial & Professional Services - 3.3%  
  103,239    

Brink’s Co.

    8,251,893  
  6,063    

CoStar Group, Inc.*

    3,008,764  
  130,498    

TriNet Group, Inc.*

    8,135,245  
   

 

 

 
      19,395,902  
   

 

 

 
      Consumer Durables & Apparel - 6.1%  
  183,933    

Acushnet Holdings Corp.

    4,636,951  
  98,327    

Carter’s, Inc.

    10,413,813  
  259,740    

Century Communities, Inc.*

    6,605,188  
  280,694    

Skyline Champion Corp.

    5,925,450  
  27,688    

Under Armour, Inc. Class A*

    639,316  
  375,510    

Under Armour, Inc. Class C*

    7,780,567  
   

 

 

 
      36,001,285  
   

 

 

 
      Consumer Services - 6.4%  
  580,284    

DraftKings, Inc.(1)(2)(3)

    1,648,007  
  59,604    

Grand Canyon Education, Inc.*

    6,907,507  
  119,348    

Marriott Vacations Worldwide Corp.

    12,606,729  
  136,897    

Planet Fitness, Inc. Class A*

    10,363,103  
  103,372    

Shake Shack, Inc. Class A*

    6,336,704  
   

 

 

 
      37,862,050  
   

 

 

 
      Diversified Financials - 0.8%  
  73,630    

Green Dot Corp. Class A*

    4,695,385  
   

 

 

 
      Energy - 0.7%  
  119,972    

Viper Energy Partners L.P.

    4,033,459  
   

 

 

 
      Food & Staples Retailing - 1.1%  
  155,126    

Performance Food Group Co.*

    6,352,410  
   

 

 

 
      Food, Beverage & Tobacco - 1.5%  
  100,737    

MGP Ingredients, Inc.

    8,851,760  
   

 

 

 
      Health Care Equipment & Services - 12.1%  
  35,296    

Amedisys, Inc.*

    4,511,535  
  125,509    

Globus Medical, Inc. Class A*

    5,659,201  
  74,860    

Haemonetics Corp.*

    6,533,781  
  71,521    

Hill-Rom Holdings, Inc.

    7,253,660  
  188,592    

HMS Holdings Corp.*

    5,738,855  
  102,242    

Insulet Corp.*

    8,818,372  
  158,162    

Merit Medical Systems, Inc.*

    8,885,541  
  151,926    

Omnicell, Inc.*

    12,208,773  
  43,268    

Penumbra, Inc.*

    5,819,546  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.4% - (continued)  
      Health Care Equipment & Services - 12.1% - (continued)  
  105,583    

Tandem Diabetes Care, Inc.*

  $ 6,483,852  
   

 

 

 
      71,913,116  
   

 

 

 
      Insurance - 0.8%  
  111,637    

James River Group Holdings Ltd.

    4,713,314  
   

 

 

 
      Materials - 3.4%  
  138,236    

Cabot Corp.

    6,273,150  
  194,250    

Carpenter Technology Corp.

    9,648,397  
  38,871    

Ingevity Corp.*

    4,470,554  
   

 

 

 
      20,392,101  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 11.2%  
  194,786    

Abeona Therapeutics, Inc.*

    1,499,852  
  75,614    

Aerie Pharmaceuticals, Inc.*

    2,884,674  
  247,914    

Amicus Therapeutics, Inc.*

    3,307,173  
  125,136    

Apellis Pharmaceuticals, Inc.*

    2,478,944  
  101,426    

Arena Pharmaceuticals, Inc.*

    4,640,240  
  23,422    

Ascendis Pharma AS ADR*

    2,608,742  
  92,167    

CareDx, Inc.*

    2,507,864  
  88,147    

CytomX Therapeutics, Inc.*

    838,278  
  81,467    

Exact Sciences Corp.*

    8,039,978  
  89,070    

G1 Therapeutics, Inc.*

    1,906,098  
  45,980    

Galapagos N.V. ADR*

    5,287,700  
  121,182    

Heron Therapeutics, Inc.*

    2,627,226  
  146,693    

Invitae Corp.*

    3,464,889  
  164,888    

Karyopharm Therapeutics, Inc.*

    770,027  
  80,361    

MyoKardia, Inc.*

    3,855,721  
  46,886    

PRA Health Sciences, Inc.*

    4,539,503  
  95,320    

Ra Pharmaceuticals, Inc.*

    2,116,104  
  138,381    

Revance Therapeutics, Inc.*

    1,832,164  
  119,491    

Rhythm Pharmaceuticals, Inc.*

    3,020,732  
  19,428    

Sage Therapeutics, Inc.*

    3,268,372  
  313,855    

Sangamo Therapeutics, Inc.*

    3,668,965  
  28,997    

Syneos Health, Inc.*

    1,360,829  
   

 

 

 
      66,524,075  
   

 

 

 
      Real Estate - 4.0%  
  135,034    

Agree Realty Corp. REIT

    8,840,676  
  175,440    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    4,664,950  
  150,444    

NexPoint Residential Trust, Inc. REIT

    5,640,145  
  223,664    

Xenia Hotels & Resorts, Inc. REIT

    4,842,326  
   

 

 

 
      23,988,097  
   

 

 

 
      Retailing - 3.5%  
  3,136,600    

Allstar Co.(1)(2)(3)

    1,129,176  
  51,783    

Etsy, Inc.*

    3,497,424  
  43,417    

Five Below, Inc.*

    6,355,815  
  143,157    

Floor & Decor Holdings, Inc. Class A*

    6,874,399  
  35,930    

Sleep Number Corp.*

    1,250,364  
  26,907    

Tory Burch LLC*(1)(2)(3)

    1,580,005  
   

 

 

 
      20,687,183  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.7%  
  211,824    

Entegris, Inc.

    8,655,129  
  342,434    

Tower Semiconductor Ltd.*

    6,153,539  
  8,665    

Universal Display Corp.

    1,382,934  
   

 

 

 
      16,191,602  
   

 

 

 
      Software & Services - 16.2%  
  61,281    

2U, Inc.*

    3,707,500  
  51,879    

Alteryx, Inc. Class A*

    4,598,555  
  71,173    

Endava plc ADR*

    2,353,691  
  15,207    

EPAM Systems, Inc.*

    2,727,528  
  88,034    

Everbridge, Inc.*

    6,504,832  
  15,962    

Fair Isaac Corp.*

    4,465,369  
  134,410    

Five9, Inc.*

    7,133,139  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.4% - (continued)  
      Software & Services - 16.2% - (continued)  
  70,588    

Globant S.A.*

  $ 5,928,686  
  54,172    

Guidewire Software, Inc.*

    5,769,318  
  28,376    

HubSpot, Inc.*

    5,235,088  
  86,074    

LiveRamp Holdings, Inc.*

    5,020,696  
  217,837    

Mimecast Ltd.*

    11,220,784  
  313,514    

Pivotal Software, Inc. Class A*

    6,803,254  
  84,397    

Rapid7, Inc.*

    4,586,133  
  92,520    

Science Applications International Corp.

    6,934,374  
  28,774    

Trade Desk, Inc. Class A*

    6,372,866  
  77,570    

Zendesk, Inc.*

    6,809,095  
   

 

 

 
      96,170,908  
   

 

 

 
      Technology Hardware & Equipment - 2.8%  
  33,462    

Lumentum Holdings, Inc.*

    2,073,640  
  197,673    

nLight, Inc.*

    5,165,195  
  43,640    

Zebra Technologies Corp. Class A*

    9,214,150  
   

 

 

 
      16,452,985  
   

 

 

 
      Telecommunication Services - 1.3%  
  64,479    

Bandwidth, Inc. Class A*

    4,863,006  
  140,534    

Boingo Wireless, Inc.*

    3,195,743  
   

 

 

 
      8,058,749  
   

 

 

 
 

Total Common Stocks
(cost $497,918,970)

  $ 565,775,946  
   

 

 

 
PREFERRED STOCKS - 0.8%  
      Retailing - 0.3%  
  47,489    

Honest Co., Inc.*(1)(2)(3)

  $ 1,777,513  
   

 

 

 
      Software & Services - 0.5%  
  263,189    

MarkLogic Corp. Series F*(1)(2)(3)

    2,660,841  
   

 

 

 
 

Total Preferred Stocks
(cost $5,229,589)

  $ 4,438,354  
   

 

 

 
ESCROWS - 0.0%(4)  
      Software & Services - 0.0%  
  98,033    

Veracode, Inc.*(1)(2)(3)

    53,331  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 53,331  
   

 

 

 
 

Total Long-Term Investments
(cost $503,148,559)

  $ 570,267,631  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.0%  
      Other Investment Pools & Funds - 3.0%  
  18,140,202    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

  $ 18,140,202  
   

 

 

 
 

Total Short-Term Investments
(cost $18,140,202)

  $ 18,140,202  
   

 

 

 
 

Total Investments
(cost $521,288,761)

    99.2    $ 588,407,833  
 

Other Assets and Liabilities

    0.8      4,459,033  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 592,866,866  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviations used in the Schedules of Investments.

 

*

Non-income producing.

 

(1)

Investment valued using significant unobservable inputs.

 

(2) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of these securities was $8,848,873, which represented 1.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(3) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $8,848,873 or 1.5% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2011      Allstar Co.      3,136,600      $ 1,364,479      $ 1,129,176  
  07/2015      DraftKings, Inc.      580,284        2,187,550        1,648,007  
  08/2015      Honest Co., Inc. Preferred      47,489        2,172,859        1,777,513  
  04/2015      MarkLogic Corp. Series F Preferred      263,189        3,056,730        2,660,841  
  11/2013      Tory Burch LLC      26,907        2,108,912        1,580,005  
  04/2017      Veracode, Inc.      98,033               53,331  
        

 

 

    

 

 

 
         $     10,890,530      $     8,848,873  
        

 

 

    

 

 

 

 

(4) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(5) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 11,763,789      $ 11,763,789      $      $  

Banks

     33,027,296        33,027,296                

Capital Goods

     58,700,480        58,700,480                

Commercial & Professional Services

     19,395,902        19,395,902                

Consumer Durables & Apparel

     36,001,285        36,001,285                

Consumer Services

     37,862,050        36,214,043               1,648,007  

Diversified Financials

     4,695,385        4,695,385                

Energy

     4,033,459        4,033,459                

Food & Staples Retailing

     6,352,410        6,352,410                

Food, Beverage & Tobacco

     8,851,760        8,851,760                

Health Care Equipment & Services

     71,913,116        71,913,116                

Insurance

     4,713,314        4,713,314                

Materials

     20,392,101        20,392,101                

Pharmaceuticals, Biotechnology & Life Sciences

     66,524,075        66,524,075                

Real Estate

     23,988,097        23,988,097                

Retailing

     20,687,183        17,978,002               2,709,181  

Semiconductors & Semiconductor Equipment

     16,191,602        16,191,602                

Software & Services

     96,170,908        96,170,908                

Technology Hardware & Equipment

     16,452,985        16,452,985                

Telecommunication Services

     8,058,749        8,058,749                

Preferred Stocks

     4,438,354                      4,438,354  

Escrows

     53,331                      53,331  

Short-Term Investments

     18,140,202        18,140,202                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     588,407,833      $     579,558,960      $     —      $     8,848,873  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2019:

 

     Common
Stocks
     Preferred
Stocks
    Escrows     Total  

Beginning balance

   $ 4,284,091      $ 4,346,678     $ 112,498     $ 8,743,267  

Purchases

                         

Sales

                  (65,743     (65,743

Accrued discounts/(premiums)

                         

Total realized gain/(loss)

            (291,935     65,744       (226,191

Net change in unrealized appreciation/depreciation

     73,097        383,611       (59,168     397,540  

Transfers into Level 3

                         

Transfers out of Level 3

                         
  

 

 

    

 

 

   

 

 

   

 

 

 

Ending balance

   $     4,357,188      $     4,438,354     $     53,331     $     8,848,873  
  

 

 

    

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2019: was $164,773.

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford Domestic Equity Funds

Glossary (abbreviations used in the preceding Schedules of Investments)

 

 

 

Below are the definitions of the abbreviations used in the preceding schedules of investments.

 

Counterparty Abbreviations:

SSG

   State Street Global Markets LLC
Currency Abbreviations:

JPY

   Japanese Yen

USD

   United States Dollar
Index Abbreviations:

S&P

   Standard & Poors
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust
 

 

 

  50  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford
Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
     The Hartford
Equity
Income Fund
     The Hartford
Growth
Opportunities
Fund
 

Assets:

              

Investments in securities, at market value(1)

   $     7,207,093,119      $ 4,600,449,000      $     8,767,008,097      $     4,054,341,772      $ 5,224,022,110  

Foreign currency

     1,236                      547,937        20  

Unrealized appreciation on foreign currency contracts

     9,989                              

Receivables:

 

     

Investment securities sold

     45,599,701               7,928,619        14,985,655        27,057,671  

Fund shares sold

     1,335,242        11,759,940        9,877,783        6,154,709        5,203,283  

Dividends and interest

     5,682,213        4,266,051        9,763,842        4,587,351        1,118,001  

Securities lending income

     9,838               1,077               8,389  

Variation margin on futures contracts

     4,617,927        1,989,960                       

Variation margin on centrally cleared swap contracts

     205,240                              

Tax reclaims

     1,672,508               1,868,977        2,831,133        574,681  

Other assets

     88,017        170,076        138,382        93,471        128,761  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     7,266,315,030            4,618,635,027        8,796,586,777        4,083,542,028        5,258,112,916  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

     

Obligation to return securities lending collateral

     12,132,750                             26,973,237  

Payables:

              

Investment securities purchased

     34,794,436               10,107,445        8,983,521        55,651,366  

Fund shares redeemed

     7,454,473        8,245,985        7,933,045        3,866,219        6,368,958  

Investment management fees

     3,881,802        1,265,498        4,310,055        2,044,279        2,917,274  

Transfer agent fees

     2,447,690        817,635        1,828,830        1,117,682        1,560,053  

Accounting services fees

     116,551        63,100        105,657        57,821        85,996  

Board of Directors’ fees

     44,131        12,715        40,175        21,712        26,919  

Distribution fees

     218,269        79,446        162,097        101,227        125,135  

Accrued expenses

     371,472        95,224        293,184        167,442        262,996  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     61,461,574        10,579,603        24,780,488        16,359,903        93,971,934  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,204,853,456      $ 4,608,055,424      $ 8,771,806,289      $ 4,067,182,125      $ 5,164,140,982  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

              

Capital stock and paid-in-capital

   $ 6,246,691,869      $ 3,547,628,653      $ 6,249,828,546      $ 3,031,695,230      $ 4,103,996,786  

Distributable earnings

     958,161,587        1,060,426,771        2,521,977,743        1,035,486,895        1,060,144,196  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,204,853,456      $ 4,608,055,424      $ 8,771,806,289      $ 4,067,182,125      $ 5,164,140,982  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     1,765,000,000        750,000,000        1,300,000,000        800,000,000            23,900,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0001  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 36.29      $ 31.82      $ 24.88      $ 19.39      $ 41.01  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 38.40      $ 33.67      $ 26.33      $ 20.52      $ 43.40  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     136,919,329        25,590,720        148,046,671        80,689,051        54,926,390  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,968,290,062      $ 814,421,878      $ 3,682,844,866      $ 1,564,250,935      $ 2,252,593,431  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 26.56      $ 29.02      $ 23.94      $ 19.28      $ 21.39  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     13,398,448        11,546,858        8,779,039        16,509,206        15,011,333  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 355,806,168      $ 335,143,711      $ 210,202,227      $ 318,226,770      $ 321,097,493  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 36.47      $ 31.87      $ 24.75      $ 19.27      $ 43.55  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     18,716,090        44,056,997        39,548,419        49,424,090        39,597,989  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 682,499,902      $ 1,404,196,941      $ 978,707,493      $ 952,482,591      $ 1,724,375,478  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 40.61      $ 32.32      $ 25.24      $ 19.41      $ 41.04  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,366,214        1,090,234        2,766,965        2,364,549        1,237,900  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 55,482,452      $ 35,234,122      $ 69,847,190      $ 45,900,397      $ 50,804,116  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 42.10      $ 32.81      $ 25.43      $ 19.44      $ 43.94  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,163,626        4,317,622        5,195,596        3,602,796        1,949,473  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 48,992,416      $ 141,676,985      $ 132,146,784      $ 70,045,635      $ 85,668,065  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 42.99      $ 32.11      $ 25.55      $ 19.54      $ 46.49  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     852,247        6,915,255        6,241,179        4,296,657        575,577  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 36,640,669      $ 222,080,977      $ 159,451,842      $ 83,977,290      $ 26,760,803  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford
Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
     The Hartford
Equity
Income Fund
     The Hartford
Growth
Opportunities
Fund
 

Class R6:  Net asset value per share

   $ 43.27      $ 32.25      $ 25.55      $ 19.59      $ 47.34  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,824,489        5,414,273        3,977,413        2,177,103        444,516  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 78,937,847      $ 174,606,407      $ 101,625,640      $ 42,659,728      $ 21,044,864  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 43.25      $ 32.25      $ 25.55      $ 19.60      $ 47.34  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,243,248        9,454,814        26,535,531        5,295,877        3,458,912  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 183,528,187      $ 304,925,388      $ 678,073,239      $ 103,784,150      $ 163,728,008  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 36.45      $ 31.88      $ 24.73      $ 19.27      $ 43.67  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     21,798,867        36,880,918        111,561,545        45,969,323        11,863,279  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 794,675,753      $ 1,175,769,015      $ 2,758,907,008      $ 885,854,629      $ 518,068,724  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     6,266,118,684      $     3,618,237,001      $     6,405,903,950      $     3,172,323,112      $     4,323,485,602  

Cost of foreign currency

   $ 1,236      $      $      $ 545,810      $ 20  

(1) Includes Investment in securities on loan, at market value

   $ 27,359,956      $      $      $      $ 25,880,773  

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Healthcare
Fund
     The Hartford
MidCap Fund
     The Hartford
MidCap
Value Fund
     Hartford
Quality
Value Fund
     The Hartford
Small Cap
Growth Fund
 

Assets:

              

Investments in securities, at market value(1)

   $     1,341,490,094      $     13,874,088,970      $     688,874,899      $ 263,853,544      $ 1,153,772,808  

Foreign currency

     124,130                      6         

Unrealized appreciation on foreign currency contracts

                                  

Receivables:

 

     

Investment securities sold

     461,074        53,153,670        6,355,154               725,125  

Fund shares sold

     1,663,725        24,948,893        1,124,722        61,102        1,072,753  

Dividends and interest

     1,245,597        1,709,007        325,641        361,381        167,598  

Securities lending income

     6,693        45,671        236        432        1,084  

Variation margin on futures contracts

                                  

Variation margin on centrally cleared swap contracts

                                  

Tax reclaims

     124,207                      140,535         

Other assets

     96,425        220,218        96,685        92,096        74,842  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     1,345,211,945        13,954,166,429        696,777,337        264,509,096        1,155,814,210  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

     

Obligation to return securities lending collateral

     12,446,322        23,884,765        384,878        980,000         

Payables:

              

Investment securities purchased

     101,938        54,818,115        5,809,053        536,140         

Fund shares redeemed

     2,000,315        25,996,347        813,993        175,108        1,708,385  

Investment management fees

     944,005        7,938,681        402,686        100,801        644,850  

Transfer agent fees

     568,143        2,920,267        203,494        113,122        356,993  

Accounting services fees

     19,853        147,120        10,013        4,032        16,492  

Board of Directors’ fees

     7,933        53,535        3,722        1,468        7,555  

Distribution fees

     46,701        190,725        13,728        7,040        12,564  

Accrued expenses

     67,139        501,254        75,225        24,465        78,082  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     16,202,349        116,450,809        7,716,792        1,942,176        2,824,921  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 1,329,009,596      $ 13,837,715,620      $ 689,060,545      $ 262,566,920      $ 1,152,989,289  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

              

Capital stock and paid-in-capital

   $ 1,117,211,219      $ 10,598,573,316      $ 626,597,123      $ 239,365,052      $ 1,002,353,366  

Distributable earnings

     211,798,377        3,239,142,304        62,463,422        23,201,868        150,635,923  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 1,329,009,596      $ 13,837,715,620      $ 689,060,545      $ 262,566,920      $ 1,152,989,289  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     610,000,000        1,230,000,000        610,000,000            27,160,000,000            27,150,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0001      $ 0.0001  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 33.55      $ 30.33      $ 13.97      $ 20.18      $ 46.32  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 35.50      $ 32.10      $ 14.78      $ 21.35      $ 49.02  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     20,156,940        95,422,292        22,079,080        8,444,494        4,556,171  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 676,202,427      $ 2,893,775,255      $ 308,404,814      $ 170,435,303      $ 211,057,109  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 26.69      $ 20.90      $ 11.18      $ 17.32      $ 31.40  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     5,651,452        26,941,900        1,577,952        477,214        630,374  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 150,816,946      $ 562,954,239      $ 17,638,574      $ 8,263,366      $ 19,794,880  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 35.42      $ 31.38      $ 14.10      $ 19.90      $ 48.59  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     9,644,970        128,317,058        2,272,393        625,110        5,228,707  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 341,657,019      $ 4,026,398,772      $ 32,047,686      $ 12,437,240      $ 254,051,126  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 34.48      $ 34.03      $ 14.76      $ 20.53      $ 45.70  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,084,689        3,140,557        657,537        53,202        268,235  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 37,395,750      $ 106,860,023      $ 9,704,369      $ 1,092,396      $ 12,259,581  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 36.43      $ 35.56      $ 15.08      $ 20.72      $ 48.31  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     858,835        8,184,281        753,711        296,535        1,274,071  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 31,284,835      $ 291,020,409      $ 11,364,998      $ 6,143,071      $ 61,549,696  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 38.27      $ 36.71      $ 15.28      $ 20.87      $ 51.14  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     196,211        15,430,821        205,733        26,905        1,802,053  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 7,509,908      $ 566,448,992      $ 3,144,422      $ 561,567      $ 92,159,404  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 38.80      $ 37.14      $      $ 20.92      $ 51.92  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     255        40,859,689               1,466        1,414,087  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 9,895      $ 1,517,406,665      $      $ 30,670      $ 73,423,136  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Healthcare
Fund
     The Hartford
MidCap Fund
     The Hartford
MidCap
Value Fund
     Hartford
Quality
Value Fund
     The Hartford
Small Cap
Growth Fund
 

Class Y:  Net asset value per share

   $ 38.79      $ 37.09      $ 15.33      $ 20.91      $ 51.95  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,405,717        47,210,505        788,352        36,426        7,282,372  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 54,533,238      $ 1,751,193,658      $ 12,085,986      $ 761,540      $ 378,351,463  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 35.51      $ 31.45      $ 14.10      $ 19.87      $ 48.76  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     833,662        67,462,669        20,899,275        3,162,911        1,032,518  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 29,599,578      $ 2,121,657,607      $ 294,669,696      $ 62,841,767      $ 50,342,894  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     1,189,278,611      $     10,811,014,402      $     637,370,203      $     241,831,826      $     1,021,575,380  

Cost of foreign currency

   $ 123,776      $      $      $ 7      $  

(1) Includes Investment in securities on loan, at market value

   $ 11,974,222      $ 22,268,948      $ 372,740      $ 961,100      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Small Cap
Value Fund
     The Hartford
Small
Company Fund
 

Assets:

     

Investments in securities, at market value(1)

   $ 104,202,590      $ 588,407,833  

Foreign currency

            5  

Receivables:

     

Investment securities sold

            6,137,138  

Fund shares sold

     68,097        807,883  

Dividends and interest

     34,393        73,980  

Securities lending income

     494        696  

Other assets

     76,026        77,257  
  

 

 

    

 

 

 

Total assets

     104,381,600        595,504,792  
  

 

 

    

 

 

 

Liabilities:

     

Obligation to return securities lending collateral

     260,000         

Payables:

     

Investment securities purchased

            1,521,227  

Fund shares redeemed

     304,179        433,810  

Investment management fees

     60,200        380,029  

Transfer agent fees

     38,942        211,524  

Accounting services fees

     1,548        10,243  

Board of Directors’ fees

     722        2,626  

Distribution fees

     2,237        13,805  

Accrued expenses

     14,149        64,662  
  

 

 

    

 

 

 

Total liabilities

     681,977        2,637,926  
  

 

 

    

 

 

 

Net assets

   $ 103,699,623      $ 592,866,866  
  

 

 

    

 

 

 

Summary of Net Assets:

     

Capital stock and paid-in-capital

   $ 88,922,990      $ 495,954,713  

Distributable earnings

     14,776,633        96,912,153  
  

 

 

    

 

 

 

Net assets

   $ 103,699,623      $     592,866,866  
  

 

 

    

 

 

 

Shares authorized

         1,110,000,000        650,000,000  
  

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010  
  

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 10.75      $ 20.52  
  

 

 

    

 

 

 

         Maximum offering price per share

   $ 11.38      $ 21.71  
  

 

 

    

 

 

 

         Shares outstanding

     4,863,027        15,553,953  
  

 

 

    

 

 

 

         Net Assets

   $ 52,273,077      $ 319,233,763  
  

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.35      $ 13.46  
  

 

 

    

 

 

 

         Shares outstanding

     517,731        849,882  
  

 

 

    

 

 

 

         Net Assets

   $ 4,838,501      $ 11,443,343  
  

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 10.76      $ 21.79  
  

 

 

    

 

 

 

         Shares outstanding

     345,440        1,333,414  
  

 

 

    

 

 

 

         Net Assets

   $ 3,715,675      $ 29,060,750  
  

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 11.16      $ 22.51  
  

 

 

    

 

 

 

         Shares outstanding

     56,931        790,583  
  

 

 

    

 

 

 

         Net Assets

   $ 635,116      $ 17,794,835  
  

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 11.31      $ 24.08  
  

 

 

    

 

 

 

         Shares outstanding

     5,802        644,670  
  

 

 

    

 

 

 

         Net Assets

   $ 65,616      $ 15,521,560  
  

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 11.27      $ 25.56  
  

 

 

    

 

 

 

         Shares outstanding

     2,203        125,529  
  

 

 

    

 

 

 

         Net Assets

   $ 24,824      $ 3,208,923  
  

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 11.26      $ 26.13  
  

 

 

    

 

 

 

         Shares outstanding

     968        7,992  
  

 

 

    

 

 

 

         Net Assets

   $ 10,897      $ 208,839  
  

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 11.25      $ 26.12  
  

 

 

    

 

 

 

         Shares outstanding

     37,610        1,265,307  
  

 

 

    

 

 

 

         Net Assets

   $ 423,273      $ 33,049,080  
  

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Small Cap
Value Fund
     The Hartford
Small
Company Fund
 

Class F:  Net asset value per share

   $ 10.75      $ 21.90  
  

 

 

    

 

 

 

         Shares outstanding

     3,879,357        7,460,242  
  

 

 

    

 

 

 

         Net Assets

   $ 41,712,644      $ 163,345,773  
  

 

 

    

 

 

 

Cost of investments

   $     98,949,851      $     521,288,761  

Cost of foreign currency

   $      $ 5  

(1) Includes Investment in securities on loan, at market value

   $ 253,800      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


Hartford Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford
Core
Equity Fund
    The Hartford
Dividend and
Growth Fund
    The Hartford
Equity
Income Fund
    The Hartford
Growth
Opportunities
Fund
 

Investment Income:

          

Dividends

   $ 52,356,871     $ 30,010,875     $ 110,281,362     $ 63,942,267     $ 9,376,973  

Non-cash dividends

     183,757                          

Interest

     1,574,747       1,741,214       3,132,190       708,370       1,700,552  

Securities lending

     426,740       476,052       486,005       474,914       139,652  

Less: Foreign tax withheld

     (344,022           (1,096,764     (1,513,229      
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     54,198,093       32,228,141       112,802,793       63,612,322       11,217,177  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

          

Investment management fees

     22,837,969       6,628,251       24,827,118       12,323,885       16,282,220  

Transfer agent fees

          

Class A

     2,755,584       355,075       1,814,029       698,691       1,181,753  

Class C

     430,472       149,200       202,653       178,202       207,320  

Class I

     334,874       491,902       404,749       707,681       829,117  

Class R3

     61,980       35,567       75,026       47,999       48,672  

Class R4

     39,905       106,346       99,976       53,082       60,584  

Class R5

     18,000       103,824       73,121       42,521       10,818  

Class R6

     320       2,774       1,467       704       226  

Class Y

     27,469       39,981       130,950       37,021       25,920  

Class F

     2,584       266       2,352       773       667  

Distribution fees

          

Class A

     5,799,452       887,457       4,333,690       1,856,666       2,519,069  

Class C

     1,882,295       1,519,459       1,070,817       1,584,013       1,497,176  

Class R3

     141,264       84,462       173,987       111,972       118,372  

Class R4

     61,286       167,904       158,904       83,940       99,083  

Custodian fees

     29,320       9,060       19,055       12,458       36,071  

Registration and filing fees

     86,794       120,354       123,465       93,095       102,770  

Accounting services fees

     687,599       336,610       617,516       348,618       484,925  

Board of Directors’ fees

     110,720       50,819       122,140       61,870       72,204  

Audit fees

     29,258       10,672       11,726       10,902       21,992  

Other expenses

     401,779       172,634       440,870       236,580       247,660  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     35,738,924       11,272,617       34,703,611       18,490,673       23,846,619  

Expense waivers

                              

Transfer agent fee waivers

                       (3,876      

Distribution fee reimbursements

     (84,451     (29,472     (40,773     (5,568     (58,897

Commission recapture

     (39,271     (4,548     (28,444     (13,596     (17,276
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (123,722     (34,020     (69,217     (23,040     (76,173
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     35,615,202       11,238,597       34,634,394       18,467,633       23,770,446  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     18,582,891       20,989,544       78,168,399       45,144,689       (12,553,269
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net realized gain (loss) on investments

     54,600,055       57,352,913       151,044,860       139,147,260       180,518,200  

Net realized gain (loss) on futures contracts

     169,651       988,042                    

Net realized gain (loss) on other foreign currency transactions

     5,446             (14,326     (119,002     43,349  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     54,775,152       58,340,955       151,030,534       139,028,258       180,561,549  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net unrealized appreciation (depreciation) of investments

     805,291,212       371,159,530       456,031,888       179,323,721       610,424,540  

Net unrealized appreciation (depreciation) of futures contracts

     3,665,353       5,449,013                    

Net unrealized appreciation (depreciation) of foreign currency contracts

     9,989                          

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (24,814                 (10,765     (4,505
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     808,941,740       376,608,543       456,031,888       179,312,956       610,420,035  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     863,716,892       434,949,498       607,062,422       318,341,214       790,981,584  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     882,299,783     $     455,939,042     $     685,230,821     $     363,485,903     $     778,428,315  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

 

 

     The Hartford
Healthcare
Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap
Value Fund
    Hartford
Quality
Value Fund
    The Hartford
Small Cap
Growth Fund
 

Investment Income:

          

Dividends

   $ 6,245,054     $ 44,631,209     $ 6,665,183     $ 4,052,193     $ 3,598,879  

Non-cash dividends

                              

Interest

     639,860       277,175       112,997       53,203       184,744  

Securities lending

     253,532       404,807       13,149       2,470       266,235  

Less: Foreign tax withheld

     (119,533     (351,513     (46,688     (59,104      
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     7,018,913       44,961,678       6,744,641       4,048,762       4,049,858  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

          

Investment management fees

     5,792,469       44,126,083       2,321,585       609,527       3,667,789  

Transfer agent fees

          

Class A

     468,383       1,458,071       247,009       151,680       218,687  

Class C

     131,052       389,657       20,836       9,844       19,243  

Class I

     192,025       1,595,940       17,978       6,667       96,316  

Class R3

     39,727       108,382       9,722       1,116       13,308  

Class R4

     25,079       224,359       9,151       4,529       50,475  

Class R5

     4,632       238,883       3,292       284       49,009  

Class R6

           20,452                   471  

Class Y

     7,810       430,969       3,067       148       73,973  

Class F

     96       1,361       469       57       244  

Distribution fees

          

Class A

     839,478       3,256,658       359,398       200,996       246,271  

Class C

     773,173       2,761,806       87,743       41,477       101,467  

Class R3

     94,414       258,309       22,817       2,634       31,489  

Class R4

     39,363       351,533       14,364       7,278       78,817  

Custodian fees

     10,338       33,414       7,147       3,186       6,033  

Registration and filing fees

     69,571       283,070       62,514       61,934       63,369  

Accounting services fees

     121,962       833,371       57,424       24,381       93,330  

Board of Directors’ fees

     21,594       181,496       9,973       4,245       17,263  

Audit fees

     11,720       12,438       10,160       14,609       10,316  

Other expenses

     90,474       866,476       92,787       20,382       76,114  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     8,733,360       57,432,728       3,357,436       1,164,974       4,913,984  

Expense waivers

                       (114,664      

Transfer agent fee waivers

           (33,480     (81           (4,683

Distribution fee reimbursements

     (11,881     (45,630     (3,090     (3,934     (7,044

Commission recapture

     (6,103     (11,825     (4,390     (1,076     (3,917
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (17,984     (90,935     (7,561     (119,674     (15,644
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     8,715,376       57,341,793       3,349,875       1,045,300       4,898,340  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     (1,696,463     (12,380,115     3,394,766       3,003,462       (848,482
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net realized gain (loss) on investments

     78,721,124       193,900,352       11,648,846       (879,085     20,396,193  

Net realized gain (loss) on futures contracts

                              

Net realized gain (loss) on other foreign currency transactions

     (8,572     5,128       (26,888     (2,821      
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     78,712,552       193,905,480       11,621,958       (881,906     20,396,193  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net unrealized appreciation (depreciation) of investments

     (9,334,642     1,628,088,143       43,293,413       19,197,091       78,295,334  

Net unrealized appreciation (depreciation) of futures contracts

                              

Net unrealized appreciation (depreciation) of foreign currency contracts

                              

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (2,705           1,213       2,162        
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (9,337,347     1,628,088,143       43,294,626       19,199,253       78,295,334  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     69,375,205       1,821,993,623       54,916,584       18,317,347       98,691,527  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     67,678,742     $     1,809,613,508     $     58,311,350     $     21,320,809     $     97,843,045  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

 

 

     Hartford
Small Cap
Value Fund
    The Hartford
Small
Company Fund
 

Investment Income:

    

Dividends

   $ 1,151,117     $ 1,570,047  

Interest

     20,773       165,719  

Securities lending

     5,206       20,690  

Less: Foreign tax withheld

     (1,345      
  

 

 

   

 

 

 

Total investment income, net

     1,175,751       1,756,456  
  

 

 

   

 

 

 

Expenses:

    

Investment management fees

     346,687       2,117,514  

Transfer agent fees

    

Class A

     51,167       260,774  

Class C

     6,907       12,840  

Class I

     1,867       25,211  

Class R3

     554       16,683  

Class R4

     38       11,777  

Class R5

     16       1,536  

Class R6

           3  

Class Y

     133       1,248  

Class F

     45       308  

Distribution fees

    

Class A

     62,176       360,307  

Class C

     27,430       54,529  

Class R3

     1,376       40,827  

Class R4

     65       18,588  

Custodian fees

     2,293       3,720  

Registration and filing fees

     60,728       65,249  

Accounting services fees

     8,915       56,717  

Board of Directors’ fees

     1,608       7,748  

Audit fees

     10,130       18,711  

Other expenses

     11,378       72,206  
  

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     593,513       3,146,496  

Expense waivers

     (45,436     (33,473

Distribution fee reimbursements

     (2,277     (6,719

Commission recapture

           (5,881
  

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (47,713     (46,073
  

 

 

   

 

 

 

Total expenses, net

     545,800       3,100,423  
  

 

 

   

 

 

 

Net Investment Income (Loss)

     629,951       (1,343,967
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

    

Net realized gain (loss) on investments

     9,051,075       32,648,017  

Net realized gain (loss) on other foreign currency transactions

     (4,969     (187
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     9,046,106       32,647,830  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments:

    

Net unrealized appreciation (depreciation) of investments

         (2,542,515     42,815,660  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments

     (2,542,515     42,815,660  
  

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     6,503,591       75,463,490  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     7,133,542     $     74,119,523  
  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Capital Appreciation Fund
    Hartford
Core Equity Fund
    The Hartford
Dividend and Growth Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

            

Net investment income (loss)

   $ 18,582,891     $ 29,129,541     $ 20,989,544     $ 29,087,986     $ 78,168,399     $ 137,264,805  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     54,775,152       1,049,827,019       58,340,955       148,389,458       151,030,534       749,856,902  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     808,941,740       (725,874,806     376,608,543       121,421,247       456,031,888       (503,569,392
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     882,299,783       353,081,754       455,939,042       298,898,691       685,230,821       383,552,315  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (706,880,427     (606,326,646     (32,665,488     (21,919,937     (351,539,078     (392,731,234

Class C

     (77,462,325     (192,535,075     (13,165,205     (9,824,353     (22,090,170     (47,166,268

Class I

     (107,802,788     (112,999,632     (58,009,690     (36,517,509     (86,956,442     (89,574,705

Class R3

     (8,221,995     (8,606,238     (1,469,253     (1,304,880     (6,947,027     (8,267,443

Class R4

     (6,723,975     (8,617,809     (6,169,266     (5,833,533     (12,764,858     (14,963,939

Class R5

     (4,489,300     (4,727,926     (10,058,287     (7,238,859     (14,829,718     (14,896,682

Class R6

     (9,472,410     (8,465,656     (7,010,179     (4,628,300     (8,155,723     (2,134,094

Class Y

     (22,763,013     (21,588,189     (11,032,633     (5,743,412     (63,187,525     (67,373,460

Class F

     (127,729,846     (148,455,017     (33,816,032     (22,560,533     (264,874,223     (294,232,092
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,071,546,079     (1,112,322,188     (173,396,033     (115,571,316     (831,344,764     (931,339,917
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     276,154,484       1,024,978,367       1,242,628,018       1,034,630,470       739,362,056       1,305,754,651  

Issued on reinvestment of distributions

     1,028,835,325       1,024,872,512       165,763,267       110,126,116       803,532,085       904,747,281  

Redeemed

     (1,089,152,529     (2,362,392,164     (552,712,528     (1,049,713,011     (855,881,623     (1,815,707,318
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     215,837,280       (312,541,285     855,678,757       95,043,575       687,012,518       394,794,614  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     26,590,984       (1,071,781,719     1,138,221,766       278,370,950       540,898,575       (152,992,988
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     7,178,262,472       8,250,044,191       3,469,833,658       3,191,462,708       8,230,907,714       8,383,900,702  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     7,204,853,456     $     7,178,262,472     $     4,608,055,424     $     3,469,833,658     $     8,771,806,289     $     8,230,907,714  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Equity Income Fund
    The Hartford
Growth Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

        

Net investment income (loss)

   $ 45,144,689     $ 85,304,100     $ (12,553,269   $ (26,628,720

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     139,028,258       304,620,363       180,561,549       1,119,332,875  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     179,312,956       (358,974,067     610,420,035       (691,128,168
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     363,485,903       30,950,396       778,428,315       401,575,987  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (126,692,919     (110,568,818     (456,838,600     (158,556,200

Class C

     (26,414,299     (26,593,783     (111,605,001     (50,309,267

Class I

     (96,839,714     (80,508,699     (353,498,531     (124,475,405

Class R3

     (3,802,235     (3,521,663     (10,699,557     (4,054,099

Class R4

     (5,675,437     (5,230,591     (17,113,553     (6,430,582

Class R5

     (6,898,683     (5,773,145     (4,132,294     (1,298,270

Class R6

     (3,038,693     (2,239,099     (2,565,390     (405,519

Class Y

     (11,626,623     (9,816,882     (24,851,439     (7,918,200

Class F

     (67,908,225     (51,013,597     (88,424,295     (49,296,790
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (348,896,828     (295,266,277     (1,069,728,660     (402,744,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     375,929,836       873,087,387       578,595,748       969,192,221  

Issued on reinvestment of distributions

     333,708,692       282,151,407       974,523,742       368,471,573  

Redeemed

     (800,440,508     (1,058,675,637     (794,662,211     (1,385,082,501
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (90,801,980     96,563,157       758,457,279       (47,418,707
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (76,212,905     (167,752,724     467,156,934       (48,587,052
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     4,143,395,030       4,311,147,754       4,696,984,048       4,745,571,100  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     4,067,182,125     $     4,143,395,030     $     5,164,140,982     $     4,696,984,048  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

            

Net investment income (loss)

   $ (1,696,463   $ (6,298,519   $ (12,380,115   $ (27,259,243   $ 3,394,766     $ 2,443,998  

Net realized gain (loss) on investments and foreign currency transactions

     78,712,552       111,294,483       193,905,480       1,338,169,899       11,621,958       67,366,569  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     (9,337,347     (46,256,832     1,628,088,143       (1,053,603,351     43,294,626       (98,187,581
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     67,678,742       58,739,132       1,809,613,508       257,307,305       58,311,350       (28,377,014
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (48,565,116     (35,671,123     (289,440,820     (114,449,039     (31,904,637     (7,223,583

Class C

     (13,953,587     (14,636,384     (88,988,927     (44,224,199     (2,364,041     (1,054,080

Class I

     (25,648,483     (17,037,825     (397,398,146     (137,926,366     (3,672,119     (1,061,423

Class R3

     (2,630,413     (2,149,358     (10,655,554     (3,811,998     (947,049     (281,738

Class R4

     (2,166,993     (1,635,340     (27,102,479     (10,885,993     (1,216,557     (300,127

Class R5

     (547,096     (311,084     (45,165,553     (14,370,283     (805,091     (270,417

Class R6

                 (108,955,955     (19,124,476            

Class Y

     (3,369,356     (2,027,884     (162,390,598     (61,748,284     (1,198,031     (697,801

Class F

     (5,165,742     (3,055,878     (183,904,712     (56,547,280     (29,727,333     (6,915,715
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (102,046,786     (76,524,876     (1,314,002,744     (463,087,918     (71,834,858     (17,804,884
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     89,569,638       299,018,988       2,206,246,647       4,914,460,268       81,113,107       178,140,524  

Issued on reinvestment of distributions

     97,225,749       72,780,594       1,257,169,340       443,523,450       70,997,863       17,573,868  

Redeemed

     (252,510,982     (429,112,111     (2,418,382,382     (3,285,208,745     (80,308,284     (191,784,914
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (65,715,595     (57,312,529     1,045,033,605       2,072,774,973       71,802,686       3,929,478  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (100,083,639     (75,098,273     1,540,644,369       1,866,994,360       58,279,178       (42,252,420
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     1,429,093,235       1,504,191,508       12,297,071,251       10,430,076,891       630,781,367       673,033,787  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,329,009,596     $     1,429,093,235     $     13,837,715,620     $     12,297,071,251     $     689,060,545     $     630,781,367  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Quality Value Fund
    The Hartford
Small Cap Growth Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

        

Net investment income (loss)

   $ 3,003,462     $ 4,688,650     $ (848,482   $ (3,618,477

Net realized gain (loss) on investments and foreign currency transactions

     (881,906     13,126,896       20,396,193       225,263,306  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     19,199,253       (13,079,872     78,295,334       (183,849,268
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     21,320,809       4,735,674       97,843,045       37,795,561  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (10,328,220     (8,334,392     (43,413,239     (10,167,241

Class C

     (488,659     (939,316     (6,352,379     (2,203,133

Class I

     (854,566     (739,645     (47,429,264     (20,092,838

Class R3

     (61,925     (51,825     (2,796,541     (702,522

Class R4

     (364,459     (346,523     (14,166,814     (3,465,055

Class R5

     (32,495     (23,373     (18,766,338     (5,057,310

Class R6

     (650           (8,767,431     (548,465

Class Y

     (39,465     (53,600     (69,794,940     (16,305,895

Class F

     (6,128,466     (2,280,455     (9,900,356     (2,220,863
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (18,298,905     (12,769,129     (221,387,302     (60,763,322
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     9,638,074       99,183,936       238,802,047       280,228,679  

Issued on reinvestment of distributions

     18,080,940       12,375,926       209,847,653       58,239,385  

Redeemed

     (51,095,622     (59,096,311     (269,483,945     (537,355,309
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (23,376,608     52,463,551       179,165,755       (198,887,245
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (20,354,704     44,430,096       55,621,498       (221,855,006
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     282,921,624       238,491,528       1,097,367,791       1,319,222,797  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     262,566,920     $     282,921,624     $     1,152,989,289     $     1,097,367,791  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Small Cap Value Fund
    The Hartford
Small Company Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

        

Net investment income (loss)

   $ 629,951     $ 586,484     $ (1,343,967   $ (4,075,782

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     9,046,106       24,948,797       32,647,830       105,808,268  

Net changes in unrealized appreciation (depreciation) of investments

     (2,542,515     (22,059,218     42,815,660       (58,998,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     7,133,542       3,476,063       74,119,523       42,734,255  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (12,609,836     (2,315,926     (50,850,968      

Class C

     (1,665,306     (508,602     (2,799,065      

Class I

     (1,179,686     (146,673     (4,870,629      

Class R3

     (126,981     (16,003     (2,677,758      

Class R4

     (11,402     (4,290     (2,412,769      

Class R5

     (8,637     (2,044     (403,513      

Class R6

     (2,456           (21,469      

Class Y

     (115,662     (61,224     (5,332,405      

Class F

     (9,621,393     (4,128,489     (20,116,041      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (25,341,359     (7,183,251     (89,484,617      
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     9,313,364       10,834,354       71,486,489       123,581,364  

Issued on reinvestment of distributions

     24,897,952       7,135,493       88,871,718        

Redeemed

     (14,265,035     (68,460,953     (61,525,999     (128,907,283
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     19,946,281       (50,491,106     98,832,208       (5,325,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,738,464       (54,198,294     83,467,114       37,408,336  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     101,961,159       156,159,453       509,399,752       471,991,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     103,699,623     $     101,961,159     $     592,866,866     $     509,399,752  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


Hartford Domestic Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   37.88     $   0.09     $   4.04     $   4.13     $   (0.11   $   (5.61   $   (5.72   $   36.29       13.72 %(4)    $   4,968,290       1.07 %(5)      1.07 %(5)      0.51 %(5)      27

C

    29.30       (0.04     2.91       2.87             (5.61     (5.61     26.56       13.24 (4)      355,806       1.93 (5)      1.93 (5)      (0.35 )(5)      27  

I

    38.08       0.13       4.07       4.20       (0.20     (5.61     (5.81     36.47       13.88 (4)      682,500       0.80 (5)      0.80 (5)      0.78 (5)      27  

R3

    41.62       0.03       4.57       4.60             (5.61     (5.61     40.61       13.50 (4)      55,482       1.42 (5)      1.42 (5)      0.16 (5)      27  

R4

    42.94       0.09       4.74       4.83       (0.06     (5.61     (5.67     42.10       13.68 (4)      48,992       1.12 (5)      1.11 (5)      0.46 (5)      27  

R5

    43.80       0.15       4.83       4.98       (0.18     (5.61     (5.79     42.99       13.86 (4)      36,641       0.81 (5)      0.81 (5)      0.76 (5)      27  

R6

    44.07       0.18       4.86       5.04       (0.23     (5.61     (5.84     43.27       13.93 (4)      78,938       0.70 (5)      0.70 (5)      0.87 (5)      27  

Y

    44.06       0.17       4.85       5.02       (0.22     (5.61     (5.83     43.25       13.89 (4)      183,528       0.73 (5)      0.73 (5)      0.84 (5)      27  

F

    38.09       0.15       4.05       4.20       (0.23     (5.61     (5.84     36.45       13.93 (4)      794,676       0.70 (5)      0.70 (5)      0.88 (5)      27  

For the Year Ended October 31, 2018

 

A

  $   41.86     $   0.15     $   1.45     $   1.60     $   (0.26   $   (5.32   $   (5.58   $   37.88       3.92   $   4,742,846       1.07     1.06     0.38     108

C

    33.62       (0.11     1.16       1.05       (0.05     (5.32     (5.37     29.30       3.15       426,256       1.81       1.81       (0.34     108  

I

    42.04       0.26       1.44       1.70       (0.34     (5.32     (5.66     38.08       4.19       734,580       0.78       0.78       0.66       108  

R3

    45.39       0.02       1.56       1.58       (0.03     (5.32     (5.35     41.62       3.57       61,882       1.42       1.41       0.04       108  

R4

    46.69       0.15       1.62       1.77       (0.20     (5.32     (5.52     42.94       3.87       51,635       1.10       1.10       0.34       108  

R5

    47.54       0.30       1.63       1.93       (0.35     (5.32     (5.67     43.80       4.18       34,288       0.80       0.80       0.65       108  

R6

    47.80       0.35       1.64       1.99       (0.40     (5.32     (5.72     44.07       4.29       70,935       0.70       0.70       0.75       108  

Y

    47.78       0.34       1.64       1.98       (0.38     (5.32     (5.70     44.06       4.28       175,731       0.71       0.71       0.74       108  

F

    42.06       0.30       1.45       1.75       (0.40     (5.32     (5.72     38.09       4.28       880,110       0.70       0.70       0.75       108  

For the Year Ended October 31, 2017

 

A

  $   34.49     $   0.13     $   7.39     $   7.52     $   (0.15   $   —     $   (0.15   $   41.86       21.86   $   4,613,982       1.09 %(6)      1.08 %(6)      0.34     123

C

    27.80       (0.12     5.94       5.82                         33.62       20.97       1,241,267       1.82 (6)      1.82 (6)      (0.39     123  

I

    34.65       0.25       7.40       7.65       (0.26           (0.26     42.04       22.20       846,019       0.81 (6)      0.81 (6)      0.63       123  

R3

    37.38       0.01       8.01       8.02       (0.01           (0.01     45.39       21.47       75,201       1.42 (6)      1.40 (6)      0.03       123  

R4

    38.39       0.14       8.23       8.37       (0.07           (0.07     46.69       21.82       74,374       1.11 (6)      1.11 (6)      0.33       123  

R5

    39.15       0.28       8.37       8.65       (0.26           (0.26     47.54       22.20       40,582       0.81 (6)      0.80 (6)      0.63       123  

R6

    39.36       0.31       8.42       8.73       (0.29           (0.29     47.80       22.33       70,142       0.71 (6)      0.71 (6)      0.71       123  

Y

    39.36       0.30       8.41       8.71       (0.29           (0.29     47.78       22.27       184,502       0.72 (6)      0.72 (6)      0.70       123  

F(7)

    38.15       0.18       3.73       3.91                         42.06       10.28 (4)      1,103,972       0.71 (6)(5)      0.71 (6)(5)      0.65 (5)      123  

For the Year Ended October 31, 2016

 

A

  $   38.15     $   0.13     $   (0.57   $   (0.44   $   (0.12   $   (3.10   $   (3.22   $   34.49       (0.97 )%    $   4,609,594       1.11     1.11 %(8)      0.39     88

B

    31.00         (0.13     (0.49     (0.62           (3.10     (3.10     27.28       (1.82     58,647       2.00       2.00 (8)      (0.49     88  

C

    31.48       (0.09     (0.49     (0.58           (3.10     (3.10     27.80       (1.65     1,420,171       1.83       1.83 (8)      (0.33     88  

I

    38.31       0.24       (0.57     (0.33     (0.23     (3.10     (3.33     34.65       (0.65     1,225,026       0.81       0.81 (8)      0.70       88  

R3

    41.06       0.03       (0.61     (0.58           (3.10     (3.10     37.38       (1.26     103,526       1.43       1.42 (8)      0.09       88  

R4

    42.07       0.15       (0.63     (0.48     (0.10     (3.10     (3.20     38.39       (0.95     100,426       1.12       1.12 (8)      0.39       88  

R5

    42.84       0.27       (0.64     (0.37     (0.22     (3.10     (3.32     39.15       (0.65     45,643       0.82       0.82 (8)      0.69       88  

R6

    43.03       0.33       (0.66     (0.33     (0.24     (3.10     (3.34     39.36       (0.56     57,432       0.72       0.72 (8)      0.85       88  

Y

    43.05       0.30       (0.63     (0.33     (0.26     (3.10     (3.36     39.36       (0.55     939,300       0.72       0.72 (8)      0.78       88  

For the Year Ended October 31, 2015

 

A

  $   49.44     $   0.13     $   1.27     $   1.40     $   (0.13   $   (12.56   $   (12.69   $   38.15       4.20   $   5,453,502       1.09     1.09     0.34     79

B

    42.72       (0.17     1.01       0.84             (12.56     (12.56     31.00       3.30       158,610       1.97       1.97       (0.53     79  

C

    43.13       (0.12     1.03       0.91             (12.56     (12.56     31.48       3.47       1,799,846       1.81       1.81       (0.38     79  

I

    49.60       0.26       1.26       1.52       (0.25     (12.56     (12.81     38.31       4.53       1,736,395       0.78       0.78       0.66       79  

R3

    52.24       0.01       1.37       1.38             (12.56     (12.56     41.06       3.87       124,072       1.40       1.40       0.03       79  

R4

    53.19       0.14       1.41       1.55       (0.11     (12.56     (12.67     42.07       4.18       179,454       1.10       1.10       0.33       79  

R5

    53.92       0.28       1.43       1.71       (0.23     (12.56     (12.79     42.84       4.49       53,292       0.80       0.80       0.63       79  

R6(9)

    54.32       0.30       1.25       1.55       (0.28     (12.56     (12.84     43.03       4.16 (4)      10       0.76 (5)      0.75 (5)      0.70 (5)      79  

Y

    54.12       0.32       1.45       1.77       (0.28     (12.56     (12.84     43.05       4.60       1,253,378       0.70       0.70       0.73       79  

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   45.91     $   0.22     $   5.31     $   5.53     $   (0.12   $   (1.88   $   (2.00   $   49.44       12.49   $   5,789,682       1.10     1.10     0.46     111

B

    40.14         (0.16     4.62       4.46             (1.88     (1.88     42.72       11.55       270,227       1.95       1.95       (0.39     111  

C

    40.46       (0.11     4.66       4.55             (1.88     (1.88     43.13       11.69       1,992,142       1.81       1.81       (0.26     111  

I

    46.01       0.37       5.34       5.71       (0.24     (1.88     (2.12     49.60       12.87       2,194,464       0.76       0.76       0.79       111  

R3

    48.42       0.08       5.62       5.70             (1.88     (1.88     52.24       12.16       136,576       1.40       1.40       0.16       111  

R4

    49.24       0.23       5.72       5.95       (0.12     (1.88     (2.00     53.19       12.50       191,319       1.10       1.10       0.46       111  

R5

    49.80       0.37       5.81       6.18       (0.18     (1.88     (2.06     53.92       12.82       59,285       0.80       0.80       0.72       111  

Y

    50.05       0.46       5.79       6.25       (0.30     (1.88     (2.18     54.12       12.94       1,284,539       0.70       0.70       0.88       111  
Hartford Core Equity Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   30.17     $   0.14     $   2.95     $   3.09     $   (0.21   $   (1.23   $   (1.44   $   31.82       11.09 %(4)    $   814,422       0.73 %(5)      0.73 %(5)      0.96 %(5)      12

C

    27.53       0.03       2.69       2.72             (1.23     (1.23     29.02       10.64 (4)      335,144       1.48 (5)      1.48 (5)      0.21 (5)      12  

I

    30.26       0.18       2.94       3.12       (0.28     (1.23     (1.51     31.87       11.22 (4)      1,404,197       0.46 (5)      0.46 (5)      1.22 (5)      12  

R3

    30.52       0.09       3.01       3.10       (0.07     (1.23     (1.30     32.32       10.89 (4)      35,234       1.09 (5)      1.09 (5)      0.60 (5)      12  

R4

    31.03       0.14       3.05       3.19       (0.18     (1.23     (1.41     32.81       11.07 (4)      141,677       0.79 (5)      0.76 (5)      0.93 (5)      12  

R5

    30.47       0.18       2.97       3.15       (0.28     (1.23     (1.51     32.11       11.22 (4)      222,081       0.49 (5)      0.49 (5)      1.20 (5)      12  

R6

    30.61       0.19       2.99       3.18       (0.31     (1.23     (1.54     32.25       11.28 (4)      174,606       0.39 (5)      0.39 (5)      1.29 (5)      12  

Y

    30.61       0.19       2.98       3.17       (0.30     (1.23     (1.53     32.25       11.25 (4)      304,925       0.42 (5)      0.42 (5)      1.28 (5)      12  

F

    30.28       0.19       2.95       3.14       (0.31     (1.23     (1.54     31.88       11.28 (4)      1,175,769       0.38 (5)      0.38 (5)      1.29 (5)      12  

For the Year Ended October 31, 2018

 

A

  $   28.53     $   0.22     $   2.42     $   2.64     $   (0.25   $   (0.75   $   (1.00   $   30.17       9.41   $   666,354       0.74     0.74     0.73     22

C

    26.13             2.22       2.22       (0.07     (0.75     (0.82     27.53       8.61       293,064       1.48       1.48             22  

I

    28.60       0.30       2.43       2.73       (0.32     (0.75     (1.07     30.26       9.72       1,130,600       0.47       0.47       1.00       22  

R3

    28.85       0.12       2.44       2.56       (0.14     (0.75     (0.89     30.52       9.02       34,765       1.10       1.10       0.38       22  

R4

    29.32       0.22       2.48       2.70       (0.24     (0.75     (0.99     31.03       9.37       144,866       0.79       0.76       0.72       22  

R5

    28.81       0.30       2.44       2.74       (0.33     (0.75     (1.08     30.47       9.69       201,510       0.49       0.49       0.99       22  

R6

    28.93       0.33       2.45       2.78       (0.35     (0.75     (1.10     30.61       9.80       146,643       0.39       0.39       1.08       22  

Y

    28.93       0.32       2.45       2.77       (0.34     (0.75     (1.09     30.61       9.77       216,788       0.42       0.42       1.06       22  

F

    28.63       0.33       2.42       2.75       (0.35     (0.75     (1.10     30.28       9.80       635,245       0.39       0.39       1.09       22  

For the Year Ended October 31, 2017

 

A

  $   23.87     $   0.27     $   4.70     $   4.97     $   (0.12   $   (0.19   $   (0.31   $   28.53       21.06   $   631,817       0.75     0.75     1.05     39

C

    21.94       0.07       4.33       4.40       (0.02     (0.19     (0.21     26.13       20.20       316,886       1.50       1.50       0.30       39  

I

    23.93       0.34       4.71       5.05       (0.19     (0.19     (0.38     28.60       21.37       982,686       0.52       0.52       1.30       39  

R3

    24.18       0.19       4.77       4.96       (0.10     (0.19     (0.29     28.85       20.71       43,004       1.11       1.09       0.72       39  

R4

    24.54       0.27       4.84       5.11       (0.14     (0.19     (0.33     29.32       21.05       172,584       0.81       0.79       1.01       39  

R5

    24.10       0.35       4.75       5.10       (0.20     (0.19     (0.39     28.81       21.41       192,359       0.51       0.49       1.31       39  

R6

    24.19       0.37       4.77       5.14       (0.21     (0.19     (0.40     28.93       21.52       118,527       0.41       0.41       1.38       39  

Y

    24.20       0.35       4.78       5.13       (0.21     (0.19     (0.40     28.93       21.47       148,542       0.42       0.42       1.33       39  

F(7)

    26.05       0.26       2.32       2.58                         28.63       9.90 (4)      585,057       0.41 (5)      0.41 (5)      1.39 (5)      39  

For the Year Ended October 31, 2016

 

A

  $   24.05     $   0.15     $   0.13     $   0.28     $   (0.03   $   (0.43   $   (0.46   $   23.87       1.21   $   703,896       0.80     0.80 %(10)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (10)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (10)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (10)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (10)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (10)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (10)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (10)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (10)      0.99       29  

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Core Equity Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   22.00     $   0.13     $   2.21     $   2.34     $   —     $   (0.29   $   (0.29   $   24.05       10.75   $   267,237       1.03     0.92     0.55     33

B

    20.60         (0.05     2.07       2.02             (0.29     (0.29     22.33       9.92       1,614       2.18       1.74       (0.23     33  

C

    20.54       (0.04     2.06       2.02             (0.29     (0.29     22.27       9.95       73,070       1.73       1.62       (0.17     33  

I(11)

    23.30       0.12       0.67       0.79                         24.09       3.39 (4)      136,641       0.66 (5)      0.50 (5)      0.85 (5)      33  

R3

    22.41       0.06       2.26       2.32             (0.29     (0.29     24.44       10.46       5,081       1.34       1.16       0.27       33  

R4

    22.60       0.13       2.29       2.42             (0.29     (0.29     24.73       10.82       22,020       0.98       0.82       0.54       33  

R5

    22.72       0.20       2.26       2.46       (0.64     (0.29     (0.93     24.25       11.10       26,977       0.64       0.49       0.84       33  

R6(11)

    23.53       0.11       0.69       0.80                         24.33       3.40 (4)      597       0.57 (5)      0.45 (5)      0.78 (5)      33  

Y

    22.79       0.21       2.27       2.48       (0.65     (0.29     (0.94     24.33       11.15       18,802       0.57       0.50       0.90       33  

For the Year Ended October 31, 2014

 

A

  $   18.77     $   0.03     $   3.26     $   3.29     $   (0.06   $   —     $   (0.06   $   22.00       17.56   $   126,308       1.37     1.31     0.16     60

B

    17.66       (0.12     3.06       2.94                         20.60       16.65       1,898       2.49       2.10       (0.62     60  

C

    17.59       (0.10     3.05       2.95                         20.54       16.77       19,798       2.06       2.00       (0.53     60  

R3

    19.14       (0.01     3.32       3.31       (0.04           (0.04     22.41       17.30       481       1.70       1.50       (0.05     60  

R4

    19.20       0.05       3.35       3.40                         22.60       17.71       889       1.34       1.20       0.21       60  

R5

    19.38       0.12       3.36       3.48       (0.14           (0.14     22.72       18.03       374       1.04       0.90       0.56       60  

Y

    19.44       0.13       3.37       3.50       (0.15           (0.15     22.79       18.07       2,486       0.91       0.85       0.62       60  
The Hartford Dividend and Growth Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   25.63     $   0.21     $   1.60     $   1.81     $   (0.21   $   (2.35   $   (2.56   $   24.88       8.40 %(4)    $   3,682,845       0.99 %(5)      0.99 %(5)      1.77 %(5)      11

C

    24.75       0.11       1.53       1.64       (0.10     (2.35     (2.45     23.94       7.93 (4)      210,202       1.83 (5)      1.83 (5)      0.95 (5)      11  

I

    25.51       0.24       1.59       1.83       (0.24     (2.35     (2.59     24.75       8.53 (4)      978,707       0.73 (5)      0.73 (5)      2.02 (5)      11  

R3

    25.97       0.17       1.61       1.78       (0.16     (2.35     (2.51     25.24       8.15 (4)      69,847       1.35 (5)      1.35 (5)      1.42 (5)      11  

R4

    26.14       0.21       1.63       1.84       (0.20     (2.35     (2.55     25.43       8.35 (4)      132,147       1.05 (5)      1.05 (5)      1.71 (5)      11  

R5

    26.25       0.25       1.64       1.89       (0.24     (2.35     (2.59     25.55       8.52 (4)      159,452       0.74 (5)      0.74 (5)      2.02 (5)      11  

R6

    26.25       0.26       1.64       1.90       (0.25     (2.35     (2.60     25.55       8.57 (4)      101,626       0.64 (5)      0.64 (5)      2.10 (5)      11  

Y

    26.25       0.25       1.64       1.89       (0.24     (2.35     (2.59     25.55       8.54 (4)      678,073       0.68 (5)      0.68 (5)      2.08 (5)      11  

F

    25.50       0.25       1.58       1.83       (0.25     (2.35     (2.60     24.73       8.55 (4)      2,758,907       0.64 (5)      0.64 (5)      2.12 (5)      11  

For the Year Ended October 31, 2018

 

A

  $   27.46     $   0.39     $   0.80     $   1.19     $   (0.38   $   (2.64   $   (3.02   $   25.63       4.38   $   3,521,062       0.99     0.99     1.49     31

C

    26.62       0.19       0.77       0.96       (0.19     (2.64     (2.83     24.75       3.58       228,076       1.76       1.75       0.76       31  

I

    27.35       0.46       0.79       1.25       (0.45     (2.64     (3.09     25.51       4.68       847,646       0.73       0.73       1.75       31  

R3

    27.78       0.30       0.81       1.11       (0.28     (2.64     (2.92     25.97       4.03       72,723       1.35       1.35       1.13       31  

R4

    27.95       0.39       0.80       1.19       (0.36     (2.64     (3.00     26.14       4.32       131,649       1.04       1.04       1.44       31  

R5

    28.05       0.47       0.82       1.29       (0.45     (2.64     (3.09     26.25       4.65       146,918       0.74       0.74       1.74       31  

R6

    28.05       0.49       0.82       1.31       (0.47     (2.64     (3.11     26.25       4.76       74,795       0.64       0.64       1.84       31  

Y

    28.05       0.49       0.81       1.30       (0.46     (2.64     (3.10     26.25       4.72       616,454       0.68       0.68       1.80       31  

F

    27.33       0.48       0.80       1.28       (0.47     (2.64     (3.11     25.50       4.77       2,591,584       0.64       0.64       1.84       31  

For the Year Ended October 31, 2017

 

A

  $   23.49     $   0.39     $   4.75     $   5.14     $   (0.38   $   (0.79   $   (1.17   $   27.46       22.40   $   3,619,123       1.00     1.00     1.52     26

C

    22.80       0.19       4.62       4.81       (0.20     (0.79     (0.99     26.62       21.54       449,961       1.74       1.74       0.78       26  

I

    23.38       0.44       4.74       5.18       (0.42     (0.79     (1.21     27.35       22.67       775,427       0.80       0.80       1.75       26  

R3

    23.75       0.30       4.81       5.11       (0.29     (0.79     (1.08     27.78       21.97       77,175       1.35       1.35       1.17       26  

R4

    23.89       0.38       4.84       5.22       (0.37     (0.79     (1.16     27.95       22.34       142,563       1.05       1.05       1.47       26  

R5

    23.97       0.46       4.86       5.32       (0.45     (0.79     (1.24     28.05       22.72       132,739       0.74       0.74       1.76       26  

R6

    23.97       0.46       4.88       5.34       (0.47     (0.79     (1.26     28.05       22.83       10,957       0.65       0.64       1.75       26  

Y

    23.97       0.50       4.84       5.34       (0.47     (0.79     (1.26     28.05       22.81       605,049       0.66       0.66       1.94       26  

F(7)

    25.51       0.29       1.86       2.15       (0.33           (0.33     27.33       8.49 (4)      2,570,906       0.64 (5)      0.64 (5)      1.66 (5)      26  

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   24.99     $   0.37     $   0.50     $   0.87     $   (0.34   $   (2.03   $   (2.37   $   23.49       4.12   $   3,501,684       1.03     1.03 %(12)      1.59     22

B

    24.55       0.16       0.47       0.63       (0.11     (2.03     (2.14     23.04       3.12       19,716       2.01       1.96 (12)      0.71       22  

C

    24.34       0.19       0.47       0.66       (0.17     (2.03     (2.20     22.80       3.31       437,961       1.77       1.77 (12)      0.85       22  

I

    24.89       0.41       0.50       0.91       (0.39     (2.03     (2.42     23.38       4.31       1,779,168       0.83       0.83 (12)      1.78       22  

R3

    25.24       0.29       0.51       0.80       (0.26     (2.03     (2.29     23.75       3.78       79,400       1.36       1.36 (12)      1.26       22  

R4

    25.37       0.37       0.51       0.88       (0.33     (2.03     (2.36     23.89       4.10       136,673       1.06       1.06 (12)      1.56       22  

R5

    25.44       0.44       0.51       0.95       (0.39     (2.03     (2.42     23.97       4.41       104,487       0.76       0.76 (12)      1.89       22  

R6

    25.44       0.42       0.55       0.97       (0.41     (2.03     (2.44     23.97       4.48       2,964       0.66       0.66 (12)      1.76       22  

Y

    25.45       0.46       0.51       0.97       (0.42     (2.03     (2.45     23.97       4.50       1,460,506       0.66       0.66 (12)      1.95       22  

For the Year Ended October 31, 2015

 

A

  $   27.05     $   0.36     $   0.23     $   0.59     $   (0.35   $   (2.30   $   (2.65   $   24.99       2.46   $   3,724,804       1.02     1.02     1.43     23

B

    26.59       0.14       0.22       0.36       (0.10     (2.30     (2.40     24.55       1.54       44,909       1.97       1.92       0.54       23  

C

    26.42       0.17       0.23       0.40       (0.18     (2.30     (2.48     24.34       1.70       467,006       1.76       1.76       0.69       23  

I

    26.95       0.41       0.23       0.64       (0.40     (2.30     (2.70     24.89       2.67       1,715,056       0.81       0.81       1.64       23  

R3

    27.29       0.28       0.24       0.52       (0.27     (2.30     (2.57     25.24       2.12       85,736       1.35       1.35       1.10       23  

R4

    27.42       0.36       0.23       0.59       (0.34     (2.30     (2.64     25.37       2.42       150,367       1.04       1.04       1.41       23  

R5

    27.49       0.44       0.23       0.67       (0.42     (2.30     (2.72     25.44       2.73       229,206       0.74       0.74       1.70       23  

R6(9)

    27.81       0.43       (0.05     0.38       (0.45     (2.30     (2.75     25.44       1.64 (4)      10       0.71 (5)      0.70 (5)      1.71 (5)      23  

Y

    27.50       0.46       0.24       0.70       (0.45     (2.30     (2.75     25.45       2.83       1,323,782       0.64       0.64       1.80       23  

For the Year Ended October 31, 2014

 

A

  $   25.28     $   0.36     $   3.43     $   3.79     $   (0.36   $   (1.66   $   (2.02   $   27.05       16.01   $   3,780,786       1.02     1.02     1.40     23

B

    24.88       0.13       3.35       3.48       (0.11     (1.66     (1.77     26.59       14.91       74,126       1.96       1.94       0.50       23  

C

    24.75       0.16       3.35       3.51       (0.18     (1.66     (1.84     26.42       15.12       467,932       1.77       1.77       0.65       23  

I

    25.20       0.41       3.42       3.83       (0.42     (1.66     (2.08     26.95       16.22       1,883,434       0.81       0.81       1.60       23  

R3

    25.49       0.28       3.45       3.73       (0.27     (1.66     (1.93     27.29       15.61       91,839       1.35       1.35       1.07       23  

R4

    25.60       0.36       3.47       3.83       (0.35     (1.66     (2.01     27.42       15.98       159,018       1.04       1.04       1.37       23  

R5

    25.66       0.44       3.48       3.92       (0.43     (1.66     (2.09     27.49       16.32       226,236       0.74       0.74       1.68       23  

Y

    25.67       0.47       3.48       3.95       (0.46     (1.66     (2.12     27.50       16.42       1,340,941       0.64       0.64       1.81       23  
The Hartford Equity Income Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   19.39     $   0.20     $   1.44     $   1.64     $   (0.20   $   (1.44   $   (1.64   $   19.39       9.55 %(4)    $   1,564,251       1.00 %(5)      1.00 %(5)      2.19 %(5)      11

C

    19.29       0.13       1.43       1.56       (0.13     (1.44     (1.57     19.28       9.10 (4)      318,227       1.77 (5)      1.77 (5)      1.43 (5)      11  

I

    19.29       0.22       1.42       1.64       (0.22     (1.44     (1.66     19.27       9.60 (4)      952,483       0.79 (5)      0.79 (5)      2.39 (5)      11  

R3

    19.41       0.17       1.44       1.61       (0.17     (1.44     (1.61     19.41       9.33 (4)      45,900       1.37 (5)      1.37 (5)      1.83 (5)      11  

R4

    19.44       0.20       1.44       1.64       (0.20     (1.44     (1.64     19.44       9.48 (4)      70,046       1.06 (5)      1.06 (5)      2.13 (5)      11  

R5

    19.54       0.23       1.43       1.66       (0.22     (1.44     (1.66     19.54       9.66 (4)      83,977       0.76 (5)      0.76 (5)      2.42 (5)      11  

R6

    19.58       0.24       1.44       1.68       (0.23     (1.44     (1.67     19.59       9.75 (4)      42,660       0.66 (5)      0.66 (5)      2.52 (5)      11  

Y

    19.58       0.24       1.45       1.69       (0.23     (1.44     (1.67     19.60       9.71 (4)      103,784       0.72 (5)      0.71 (5)      2.52 (5)      11  

F

    19.29       0.23       1.42       1.65       (0.23     (1.44     (1.67     19.27       9.69 (4)      885,855       0.66 (5)      0.66 (5)      2.53 (5)      11  

For the Year Ended October 31, 2018

 

A

  $   20.64     $   0.38     $   (0.24   $   0.14     $   (0.35   $   (1.04   $   (1.39   $   19.39       0.49   $   1,508,580       1.00     1.00     1.90     22

C

    20.53       0.23       (0.23           (0.20     (1.04     (1.24     19.29       (0.22     330,741       1.75       1.75       1.16       22  

I

    20.54       0.43       (0.24     0.19       (0.40     (1.04     (1.44     19.29       0.77       1,157,708       0.74       0.74       2.14       22  

R3

    20.66       0.31       (0.25     0.06       (0.27     (1.04     (1.31     19.41       0.12       46,820       1.36       1.36       1.53       22  

R4

    20.69       0.37       (0.24     0.13       (0.34     (1.04     (1.38     19.44       0.43       70,446       1.06       1.06       1.83       22  

R5

    20.78       0.43       (0.23     0.20       (0.40     (1.04     (1.44     19.54       0.78       79,557       0.76       0.76       2.13       22  

R6

    20.83       0.45       (0.24     0.21       (0.42     (1.04     (1.46     19.58       0.83       34,957       0.66       0.66       2.22       22  

Y

    20.83       0.45       (0.25     0.20       (0.41     (1.04     (1.45     19.58       0.79       140,057       0.70       0.70       2.19       22  

F

    20.54       0.45       (0.24     0.21       (0.42     (1.04     (1.46     19.29       0.85       774,529       0.65       0.65       2.23       22  

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   17.97     $   0.35     $   3.24     $   3.59     $   (0.32   $   (0.60   $   (0.92   $   20.64       20.51   $   1,685,398       1.00     1.00     1.83     16

C

    17.89       0.21       3.21       3.42       (0.18     (0.60     (0.78     20.53       19.56       449,104       1.74       1.74       1.09       16  

I

    17.89       0.39       3.23       3.62       (0.37     (0.60     (0.97     20.54       20.76       1,111,235       0.78       0.78       2.03       16  

R3

    17.99       0.28       3.24       3.52       (0.25     (0.60     (0.85     20.66       20.06       57,341       1.37       1.37       1.46       16  

R4

    18.02       0.34       3.24       3.58       (0.31     (0.60     (0.91     20.69       20.39       79,632       1.06       1.06       1.77       16  

R5

    18.09       0.40       3.26       3.66       (0.37     (0.60     (0.97     20.78       20.77       83,048       0.76       0.76       2.06       16  

R6

    18.13       0.41       3.28       3.69       (0.39     (0.60     (0.99     20.83       20.91       29,284       0.66       0.66       2.10       16  

Y

    18.13       0.45       3.23       3.68       (0.38     (0.60     (0.98     20.83       20.88       141,479       0.67       0.67       2.35       16  

F(7)

    19.22       0.24       1.37       1.61       (0.29           (0.29     20.54       8.45 (4)      674,626       0.66 (5)      0.66 (5)      1.84 (5)      16  

For the Year Ended October 31, 2016

 

A

  $   18.70     $   0.36     $   0.64     $   1.00     $   (0.33   $   (1.40   $   (1.73   $   17.97       6.13   $   1,676,572       1.04     1.04     2.03     14

B

    18.72       0.34       0.64       0.98       (0.30     (1.40     (1.70     18.00       6.01       6,930       1.18       1.18       1.95       14  

C

    18.61       0.23       0.65       0.88       (0.20     (1.40     (1.60     17.89       5.45       452,909       1.76       1.76       1.30       14  

I

    18.62       0.39       0.66       1.05       (0.38     (1.40     (1.78     17.89       6.45       966,338       0.78       0.78       2.25       14  

R3

    18.72       0.30       0.64       0.94       (0.27     (1.40     (1.67     17.99       5.77       54,732       1.38       1.38       1.68       14  

R4

    18.74       0.35       0.65       1.00       (0.32     (1.40     (1.72     18.02       6.14       76,745       1.07       1.07       1.98       14  

R5

    18.81       0.41       0.64       1.05       (0.37     (1.40     (1.77     18.09       6.42       65,276       0.77       0.77       2.31       14  

R6

    18.84       0.42       0.66       1.08       (0.39     (1.40     (1.79     18.13       6.57       14,551       0.67       0.67       2.38       14  

Y

    18.84       0.41       0.67       1.08       (0.39     (1.40     (1.79     18.13       6.57       386,011       0.67       0.67       2.35       14  

For the Year Ended October 31, 2015

 

A

  $   19.04     $   0.35     $   0.18     $   0.53     $   (0.35   $   (0.52   $   (0.87   $   18.70       2.95   $   1,757,486       1.02     1.02     1.87     20

B

    19.05       0.33       0.18       0.51       (0.32     (0.52     (0.84     18.72       2.82       13,915       1.16       1.16       1.75       20  

C

    18.96       0.21       0.18       0.39       (0.22     (0.52     (0.74     18.61       2.18       461,099       1.76       1.76       1.12       20  

I

    18.97       0.40       0.17       0.57       (0.40     (0.52     (0.92     18.62       3.18       835,297       0.76       0.76       2.13       20  

R3

    19.06       0.29       0.18       0.47       (0.29     (0.52     (0.81     18.72       2.61       56,026       1.36       1.36       1.52       20  

R4

    19.08       0.34       0.18       0.52       (0.34     (0.52     (0.86     18.74       2.92       74,473       1.06       1.06       1.82       20  

R5

    19.15       0.40       0.18       0.58       (0.40     (0.52     (0.92     18.81       3.22       76,741       0.76       0.76       2.15       20  

R6(9)

    19.39       0.35       0.04       0.39       (0.42     (0.52     (0.94     18.84       2.20 (4)      13,902       0.69 (5)      0.69 (5)      1.93 (5)      20  

Y

    19.19       0.42       0.17       0.59       (0.42     (0.52     (0.94     18.84       3.26       246,177       0.66       0.66       2.22       20  

For the Year Ended October 31, 2014

 

A

  $   17.83     $   0.34     $   1.76     $   2.10     $   (0.33   $   (0.56   $   (0.89   $   19.04       12.19   $   1,951,760       1.03     1.03     1.83     13

B

    17.82       0.32       1.77       2.09       (0.30     (0.56     (0.86     19.05       12.15       21,619       1.16       1.16       1.72       13  

C

    17.77       0.20       1.75       1.95       (0.20     (0.56     (0.76     18.96       11.36       458,695       1.76       1.76       1.08       13  

I

    17.76       0.38       1.77       2.15       (0.38     (0.56     (0.94     18.97       12.54       903,048       0.76       0.76       2.07       13  

R3

    17.85       0.27       1.77       2.04       (0.27     (0.56     (0.83     19.06       11.81       58,349       1.37       1.37       1.47       13  

R4

    17.87       0.33       1.76       2.09       (0.32     (0.56     (0.88     19.08       12.13       76,746       1.06       1.06       1.78       13  

R5

    17.93       0.38       1.78       2.16       (0.38     (0.56     (0.94     19.15       12.47       91,827       0.76       0.76       2.08       13  

Y

    17.96       0.40       1.79       2.19       (0.40     (0.56     (0.96     19.19       12.61       236,502       0.66       0.66       2.17       13  
The Hartford Growth Opportunities Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   45.89     $   (0.12   $   5.78     $   5.66     $   —     $   (10.54   $   (10.54   $   41.01       18.13 %(4)    $   2,252,593       1.11 %(5)      1.11 %(5)      (0.62 )%(5)      31

C

    29.36       (0.15     2.72       2.57             (10.54     (10.54     21.39       17.69 (4)      321,097       1.89 (5)      1.88 (5)      (1.40 )(5)      31  

I

    47.99       (0.07     6.17       6.10             (10.54     (10.54     43.55       18.26 (4)      1,724,375       0.85 (5)      0.85 (5)      (0.36 )(5)      31  

R3

    45.98       (0.19     5.79       5.60             (10.54     (10.54     41.04       17.93 (4)      50,804       1.45 (5)      1.45 (5)      (0.96 )(5)      31  

R4

    48.38       (0.14     6.24       6.10             (10.54     (10.54     43.94       18.08 (4)      85,668       1.15 (5)      1.15 (5)      (0.66 )(5)      31  

R5

    50.48       (0.08     6.63       6.55             (10.54     (10.54     46.49       18.27 (4)      26,761       0.85 (5)      0.85 (5)      (0.37 )(5)      31  

R6

    51.18       (0.06     6.76       6.70             (10.54     (10.54     47.34       18.33 (4)      21,045       0.75 (5)      0.75 (5)      (0.27 )(5)      31  

Y

    51.18       (0.07     6.77       6.70             (10.54     (10.54     47.34       18.30 (4)      163,728       0.78 (5)      0.78 (5)      (0.30 )(5)      31  

F

    48.07       (0.05     6.19       6.14             (10.54     (10.54     43.67       18.35 (4)      518,069       0.75 (5)      0.75 (5)      (0.26 )(5)      31  

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund – (continued)  

For the Year Ended October 31, 2018

 

A

  $   46.20     $   (0.29   $   3.86     $   3.57     $   —     $   (3.88   $   (3.88   $   45.89       8.31   $   2,013,200       1.11     1.11     (0.61 )%      122

C

    31.15       (0.41     2.50       2.09             (3.88     (3.88     29.36       7.49       321,653       1.85       1.85       (1.35     122  

I

    48.01       (0.17     4.03       3.86             (3.88     (3.88     47.99       8.62       1,674,141       0.84       0.84       (0.34     122  

R3

    46.43       (0.45     3.88       3.43             (3.88     (3.88     45.98       7.94       47,707       1.46       1.45       (0.95     122  

R4

    48.52       (0.32     4.06       3.74             (3.88     (3.88     48.38       8.28       79,229       1.15       1.15       (0.65     122  

R5

    50.31       (0.18     4.23       4.05             (3.88     (3.88     50.48       8.60       19,708       0.86       0.86       (0.35     122  

R6

    50.91       (0.14     4.29       4.15             (3.88     (3.88     51.18       8.71       12,061       0.75       0.75       (0.26     122  

Y

    50.92       (0.15     4.29       4.14             (3.88     (3.88     51.18       8.68       127,721       0.78       0.78       (0.28     122  

F

    48.05       (0.12     4.02       3.90             (3.88     (3.88     48.07       8.71       401,565       0.75       0.75       (0.25     122  

For the Year Ended October 31, 2017

 

A

  $   37.66     $   (0.23   $   10.17     $   9.94     $   —     $   (1.40   $ (1.40   $   46.20       27.40   $   1,914,743       1.11     1.10     (0.57 )%      119

C

    26.03       (0.36     6.88       6.52             (1.40     (1.40     31.15       26.46       412,184       1.86       1.86       (1.32     119  

I

    39.00       (0.15     10.56       10.41             (1.40     (1.40     48.01       27.67       1,546,058       0.89       0.89       (0.35     119  

R3

    37.96       (0.37     10.24       9.87             (1.40     (1.40     46.43       26.95       48,315       1.46       1.45       (0.92     119  

R4

    39.50       (0.26     10.68       10.42             (1.40     (1.40     48.52       27.33       81,413       1.15       1.15       (0.62     119  

R5

    40.78       (0.14     11.07       10.93             (1.40     (1.40     50.31       27.74       16,530       0.86       0.85       (0.32     119  

R6

    41.21       (0.12     11.22       11.10             (1.40     (1.40     50.91       27.86       4,554       0.76       0.75       (0.26     119  

Y

    41.23       (0.09     11.18       11.09             (1.40     (1.40     50.92       27.83       104,645       0.77       0.77       (0.22     119  

F(7)

    40.07       (0.10     8.08       7.98                         48.05       19.92 (4)      617,087       0.75 (5)      0.75 (5)      (0.34 )(5)      119  

For the Year Ended October 31, 2016

 

A

  $   40.68     $   (0.20   $   0.55     $   0.35     $   —     $   (3.37   $   (3.37   $   37.66       1.04   $   1,747,532       1.14     1.14 %(13)      (0.55 )%      117

B

    29.08       (0.37     0.35         (0.02           (3.37     (3.37     25.69       0.09       4,249       2.09       2.06 (13)      (1.45     117  

C

    29.37       (0.33     0.36       0.03             (3.37     (3.37     26.03       0.28       420,107       1.89       1.89 (13)      (1.29     117  

I

    41.98       (0.12     0.57       0.45       (0.06     (3.37     (3.43     39.00       1.25       1,726,408       0.93       0.93 (13)      (0.32     117  

R3

    41.11       (0.33     0.55       0.22             (3.37     (3.37     37.96       0.71       47,559       1.47       1.47 (13)      (0.87     117  

R4

    42.51       (0.22     0.58       0.36             (3.37     (3.37     39.50       1.02       72,213       1.17       1.17 (13)      (0.57     117  

R5

    43.73       (0.08     0.57       0.49       (0.07     (3.37     (3.44     40.78       1.30       14,791       0.87       0.86 (13)      (0.20     117  

R6

    44.15       (0.07     0.61       0.54       (0.11     (3.37     (3.48     41.21       1.40       942       0.77       0.77 (13)      (0.17     117  

Y

    44.17       (0.08     0.62       0.54       (0.11     (3.37     (3.48     41.23       1.40       231,037       0.77       0.77 (13)      (0.19     117  

For the Year Ended October 31, 2015

 

A

  $   43.76     $   (0.17   $   4.82     $   4.65     $   —     $   (7.73   $   (7.73   $   40.68       12.72   $   1,853,433       1.12     1.12     (0.42 )%      93

B

    33.71       (0.39     3.49       3.10             (7.73     (7.73     29.08       11.72       15,256       2.04       2.03       (1.32     93  

C

    33.91       (0.34     3.53       3.19             (7.73     (7.73     29.37       11.95       401,542       1.86       1.86       (1.17     93  

I

    44.82       (0.09     4.98       4.89             (7.73     (7.73     41.98       12.99       2,433,134       0.89       0.89       (0.21     93  

R3

    44.25       (0.31     4.90       4.59             (7.73     (7.73     41.11       12.39       44,347       1.45       1.45       (0.76     93  

R4

    45.39       (0.19     5.04       4.85             (7.73     (7.73     42.51       12.70       60,775       1.15       1.15       (0.45     93  

R5

    46.36       (0.07     5.17       5.10             (7.73     (7.73     43.73       13.02       123,897       0.84       0.84       (0.15     93  

R6(9)

    47.09       (0.06     4.85       4.79             (7.73     (7.73     44.15       12.16 (4)      11       0.82 (5)      0.82 (5)      (0.14 )(5)      93  

Y

    46.70       (0.04     5.24       5.20             (7.73     (7.73     44.17       13.16       188,938       0.75       0.75       (0.09     93  

For the Year Ended October 31, 2014

 

A

  $   38.68     $   (0.13   $   6.72     $   6.59     $   —     $   (1.51   $   (1.51   $   43.76       17.63   $   1,497,082       1.15     1.15     (0.33 )%      136 %(14) 

B

    30.38       (0.37     5.21       4.84             (1.51     (1.51     33.71       16.65       22,277       2.07       2.02       (1.18     136 (14) 

C

    30.51       (0.33     5.24       4.91             (1.51     (1.51     33.91       16.81       251,628       1.88       1.88       (1.05     136 (14) 

I

    39.49       (0.04     6.88       6.84             (1.51     (1.51     44.82       17.92       1,733,488       0.91       0.91       (0.09     136 (14) 

R3

    39.21       (0.26     6.81       6.55             (1.51     (1.51     44.25       17.28       29,954       1.46       1.45       (0.62     136 (14) 

R4

    40.06       (0.14     6.98       6.84             (1.51     (1.51     45.39       17.65       52,498       1.15       1.15       (0.32     136 (14) 

R5

    40.76       (0.02     7.13       7.11             (1.51     (1.51     46.36       18.02       102,841       0.85       0.85       (0.05     136 (14) 

Y

    41.02       0.03       7.16       7.19             (1.51     (1.51     46.70       18.11       68,001       0.75       0.75       0.08       136 (14) 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   34.38     $   (0.04   $   1.69     $   1.65     $   —     $   (2.48   $   (2.48   $   33.55       5.48 %(4)    $   676,202       1.29 %(5)      1.29 %(5)      (0.25 )%(5)      18

C

    27.98       (0.14     1.33       1.19             (2.48     (2.48     26.69       5.07 (4)      150,817       2.07 (5)      2.07 (5)      (1.03 )(5)      18  

I

    36.11       (15)      1.79       1.79             (2.48     (2.48     35.42       5.62 (4)      341,657       1.01 (5)      1.01 (5)      0.02 (5)      18  

R3

    35.32       (0.10     1.74       1.64             (2.48     (2.48     34.48       5.30 (4)      37,396       1.61 (5)      1.61 (5)      (0.57 )(5)      18  

R4

    37.12       (0.05     1.84       1.79             (2.48     (2.48     36.43       5.46 (4)      31,285       1.31 (5)      1.31 (5)      (0.27 )(5)      18  

R5

    38.82       (15)      1.93       1.93             (2.48     (2.48     38.27       5.58 (4)      7,510       1.02 (5)      1.02 (5)      (5)(16)      18  

R6(17)

    39.22       0.02       (0.44     (0.42                       38.80       (1.08 )(4)      10       0.90 (5)      0.90 (5)      0.36 (5)      18  

Y

    39.29       0.02       1.96       1.98             (2.48     (2.48     38.79       5.65 (4)      54,533       0.93 (5)      0.93 (5)      0.12 (5)      18  

F

    36.17       0.01       1.81       1.82             (2.48     (2.48     35.51       5.70 (4)      29,600       0.90 (5)      0.90 (5)      0.07 (5)      18  

For the Year Ended October 31, 2018

 

A

  $   34.86     $   (0.14   $   1.45     $   1.31     $   —     $   (1.79   $   (1.79   $   34.38       3.86   $   682,175       1.28     1.28     (0.40 )%      27

C

    28.90       (0.33     1.20       0.87             (1.79     (1.79     27.98       3.10       160,084       2.03       2.02       (1.13     27  

I

    36.43       (0.04     1.51       1.47             (1.79     (1.79     36.11       4.15       379,392       1.00       1.00       (0.11     27  

R3

    35.87       (0.26     1.50       1.24             (1.79     (1.79     35.32       3.55       38,412       1.61       1.61       (0.72     27  

R4

    37.50       (0.16     1.57       1.41             (1.79     (1.79     37.12       3.86       32,373       1.30       1.30       (0.42     27  

R5

    39.03       (0.05     1.63       1.58             (1.79     (1.79     38.82       4.15       7,757       1.02       1.02       (0.13     27  

Y

    39.45       (0.01     1.64       1.63             (1.79     (1.79     39.29       4.24       52,896       0.92       0.92       (0.03     27  

F

    36.45             1.51       1.51             (1.79     (1.79     36.17       4.26       76,003       0.90       0.90       (0.01     27  

For the Year Ended October 31, 2017

 

A

  $   30.96     $   (0.12   $ 7.04     $   6.92     $   —     $   (3.02   $   (3.02   $   34.86       24.28   $   714,694       1.29     1.29     (0.36 )%      23

C

    26.34       (0.30     5.88       5.58             (3.02     (3.02     28.90       23.37       242,421       2.04       2.03       (1.10     23  

I

    32.15       (0.04     7.34       7.30             (3.02     (3.02     36.43       24.59       351,686       1.03       1.03       (0.11     23  

R3

    31.87       (0.23     7.25       7.02             (3.02     (3.02     35.87       23.87       45,673       1.61       1.61       (0.68     23  

R4

    33.10       (0.13     7.55       7.42             (3.02     (3.02     37.50       24.22       35,927       1.31       1.31       (0.38     23  

R5

    34.23       (0.03     7.85       7.82             (3.02     (3.02     39.03       24.62       6,888       1.01       1.01       (0.08     23  

Y

    34.54       (0.01     7.94       7.93             (3.02     (3.02     39.45       24.72       45,193       0.93       0.93       (0.02     23  

F(7)

    33.96       0.01       2.48       2.49                         36.45       7.33 (4)      61,710       0.90 (5)      0.90 (5)      0.04 (5)      23  

For the Year Ended October 31, 2016

 

A

  $   38.70     $   (0.12   $   (2.52   $   (2.64   $   (0.55   $   (4.55   $   (5.10   $   30.96       (8.11 )%    $   757,038       1.33     1.33     (0.36 )%      35

B

    33.41       (0.36     (2.15     (2.51     (0.13     (4.55     (4.68     26.22       (8.94     2,056       2.24       2.22       (1.26     35  

C

    33.73       (0.31     (2.15     (2.46     (0.38     (4.55     (4.93     26.34       (8.78     254,009       2.06       2.06       (1.10     35  

I

    39.98       (0.03     (2.61     (2.64     (0.64     (4.55     (5.19     32.15       (7.86     228,463       1.07       1.07       (0.09     35  

R3

    39.69       (0.22     (2.61     (2.83     (0.44     (4.55     (4.99     31.87       (8.38     43,993       1.62       1.62       (0.66     35  

R4

    41.01       (0.13     (2.69     (2.82     (0.54     (4.55     (5.09     33.10       (8.09     38,273       1.32       1.32       (0.36     35  

R5

    42.22       (0.02     (2.79     (2.81     (0.63     (4.55     (5.18     34.23       (7.82     5,342       1.03       1.03       (0.06     35  

Y

    42.54       0.02       (2.80     (2.78     (0.67     (4.55     (5.22     34.54       (7.72     51,125       0.92       0.92       0.05       35  

For the Year Ended October 31, 2015

 

A

  $   36.60     $   (0.18   $   4.77     $   4.59     $   —     $   (2.49   $   (2.49   $   38.70       13.19   $   914,414       1.28     1.28     (0.46 )%      39

B

    32.18       (0.46     4.18       3.72             (2.49     (2.49     33.41       12.23       6,239       2.15       2.15       (1.35     39  

C

    32.42       (0.41     4.21       3.80             (2.49     (2.49     33.73       12.40       310,668       2.02       2.02       (1.19     39  

I

    37.63       (0.07     4.91       4.84             (2.49     (2.49     39.98       13.51       266,553       1.01       1.01       (0.18     39  

R3

    37.58       (0.31     4.91       4.60             (2.49     (2.49     39.69       12.85       59,135       1.61       1.61       (0.78     39  

R4

    38.64       (0.20     5.06       4.86             (2.49     (2.49     41.01       13.19       51,253       1.30       1.30       (0.48     39  

R5

    39.60       (0.08     5.19       5.11             (2.49     (2.49     42.22       13.52       5,326       1.01       1.01       (0.18     39  

Y

    39.85       (0.03     5.21       5.18             (2.49     (2.49     42.54       13.64       8,834       0.90       0.90       (0.08     39  

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   28.05     $   (0.13   $   8.68     $   8.55     $   —     $   —     $   —     $ 36.60       30.48   $   599,010       1.33     1.33     (0.40 )%      28

B

    24.88       (0.36     7.66       7.30                         32.18       29.34       11,303       2.20       2.20       (1.27     28  

C

    25.03       (0.32     7.71       7.39                         32.42       29.52       176,581       2.06       2.06       (1.13     28  

I

    28.76       (0.04     8.91       8.87                         37.63       30.84       137,450       1.05       1.05       (0.12     28  

R3

    28.89       (0.24     8.93       8.69                         37.58       30.08       40,482       1.64       1.64       (0.71     28  

R4

    29.62       (0.14     9.16       9.02                         38.64       30.45       29,530       1.34       1.34       (0.41     28  

R5

    30.27       (0.04     9.37       9.33                         39.60       30.82       2,323       1.05       1.05       (0.12     28  

Y

    30.42             9.43       9.43                         39.85       31.00       6,081       0.94       0.94             28  
The Hartford MidCap Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   30.03     $   (0.05   $   3.75     $   3.70     $   —     $   (3.40   $   (3.40   $   30.33       14.89 %(4)    $   2,893,775       1.10 %(5)      1.10 %(5)      (0.38 )%(5)      11

C

    21.90       (0.11     2.51       2.40             (3.40     (3.40     20.90       14.42 (4)      562,954       1.88 (5)      1.88 (5)      (1.15 )(5)      11  

I

    30.91       (0.02     3.89       3.87             (3.40     (3.40     31.38       15.06 (4)      4,026,399       0.83 (5)      0.83 (5)      (0.11 )(5)      11  

R3

    33.31       (0.11     4.23       4.12             (3.40     (3.40     34.03       14.70 (4)      106,860       1.45 (5)      1.45 (5)      (0.72 )(5)      11  

R4

    34.59       (0.07     4.44       4.37             (3.40     (3.40     35.56       14.86 (4)      291,020       1.15 (5)      1.14 (5)      (0.41 )(5)      11  

R5

    35.55       (0.02     4.58       4.56             (3.40     (3.40     36.71       15.04 (4)      566,449       0.84 (5)      0.84 (5)      (0.13 )(5)      11  

R6

    35.90       (0.01     4.65       4.64             (3.40     (3.40     37.14       15.12 (4)      1,517,407       0.74 (5)      0.74 (5)      (0.04 )(5)      11  

Y

    35.87       (0.01     4.63       4.62             (3.40     (3.40     37.09       15.07 (4)      1,751,194       0.79 (5)      0.79 (5)      (0.05 )(5)      11  

F

    30.96             3.89       3.89             (3.40     (3.40     31.45       15.11 (4)      2,121,658       0.74 (5)      0.74 (5)      (0.03 )(5)      11  

For the Year Ended October 31, 2018

 

A

  $   30.36     $   (0.12   $   1.20     $   1.08     $   —     $   (1.41   $   (1.41   $ 30.03       3.63   $   2,592,610       1.11     1.10     (0.39 )%      37

C

    22.67       (0.27     0.91       0.64             (1.41     (1.41     21.90       2.84       580,708       1.85       1.85       (1.14     37  

I

    31.12       (0.03     1.23       1.20             (1.41     (1.41     30.91       3.91       3,666,464       0.82       0.82       (0.11     37  

R3

    33.64       (0.26     1.34       1.08             (1.41     (1.41     33.31       3.23       102,632       1.46       1.46       (0.75     37  

R4

    34.78       (0.16     1.38       1.22             (1.41     (1.41     34.59       3.57       289,049       1.16       1.15       (0.43     37  

R5

    35.59       (0.05     1.42       1.37             (1.41     (1.41     35.55       3.89       468,146       0.85       0.85       (0.13     37  

R6

    35.90       (0.01     1.42       1.41             (1.41     (1.41     35.90       3.97       1,014,518       0.75       0.75       (0.04     37  

Y

    35.88       (0.02     1.42       1.40             (1.41     (1.41     35.87       3.95       1,934,520       0.78       0.78       (0.06     37  

F

    31.15       (0.01     1.23       1.22             (1.41     (1.41     30.96       3.97       1,648,425       0.75       0.75       (0.03     37  

For the Year Ended October 31, 2017

 

A

  $   24.25     $   (0.11   $   7.00     $   6.89     $   —     $   (0.78   $   (0.78   $   30.36       29.02   $   2,482,275       1.13     1.12     (0.38 )%      30

C

    18.42       (0.23     5.26       5.03             (0.78     (0.78     22.67       28.07       717,521       1.87       1.87       (1.12     30  

I

    24.79       (0.05     7.16       7.11             (0.78     (0.78     31.12       29.28       2,996,705       1.02       0.89       (0.17     30  

R3

    26.88       (0.22     7.76       7.54             (0.78     (0.78     33.64       28.59       90,582       1.47       1.47       (0.73     30  

R4

    27.69       (0.14     8.01       7.87             (0.78     (0.78     34.78       28.95       263,236       1.16       1.16       (0.43     30  

R5

    28.24       (0.04     8.17       8.13             (0.78     (0.78     35.59       29.32       356,166       0.86       0.86       (0.14     30  

R6

    28.45       (0.05     8.28       8.23             (0.78     (0.78     35.90       29.45       431,183       0.76       0.76       (0.14     30  

Y

    28.44       (0.01     8.23       8.22             (0.78     (0.78     35.88       29.43       1,847,676       0.78       0.78       (0.04     30  

F(7)

    27.52       (0.03     3.66       3.63                         31.15       13.19 (4)      1,244,732       0.76 (5)      0.76 (5)      (0.15 )(5)      30  

For the Year Ended October 31, 2016

 

A

  $   26.47     $   (0.07   $   (0.22   $   (0.29   $   —     $   (1.93   $   (1.93   $   24.25       (0.79 )%    $   2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   27.38     $   (0.09   $   1.85     $   1.76     $   —     $   (2.67   $   (2.67   $   26.47       7.28   $   2,048,529       1.14     1.14     (0.35 )%      29

B

    21.65       (0.25     1.40       1.15             (2.67     (2.67     20.13       6.28       24,665       2.03       2.03       (1.22     29  

C

    22.18       (0.23     1.45       1.22             (2.67     (2.67     20.73       6.46       626,345       1.88       1.88       (1.09     29  

I

    27.78       (0.02     1.87       1.85             (2.67     (2.67     26.96       7.52       702,566       0.87       0.87       (0.09     29  

R3

    30.02       (0.20     2.05       1.85             (2.67     (2.67     29.20       6.91       76,925       1.47       1.47       (0.69     29  

R4

    30.61       (0.11     2.10       1.99             (2.67     (2.67     29.93       7.26       135,698       1.16       1.16       (0.39     29  

R5

    30.96       (0.03     2.13       2.10             (2.67     (2.67     30.39       7.59       164,879       0.86       0.86       (0.09     29  

R6(9)

    31.11       (0.04     2.18       2.14             (2.67     (2.67     30.58       7.65 (4)      1,230       0.77 (5)      0.77 (5)      (0.13 )(5)      29  

Y

    31.10       0.01       2.13       2.14             (2.67     (2.67     30.57       7.66       1,201,917       0.76       0.76       0.04       29  

For the Year Ended October 31, 2014

 

A

  $   25.67     $   (0.10   $   3.82     $   3.72     $   —     $   (2.01   $   (2.01   $   27.38       15.57   $   1,891,075       1.15     1.15     (0.40 )%      34

B

    20.88       (0.27     3.05       2.78             (2.01     (2.01     21.65       14.56       29,446       2.05       2.05       (1.29     34  

C

    21.30       (0.24     3.13       2.89             (2.01     (2.01     22.18       14.81       544,154       1.88       1.88       (1.13     34  

I

    25.95       (0.04     3.88       3.84             (2.01     (2.01     27.78       15.89       550,720       0.90       0.90       (0.17     34  

R3

    28.03       (0.21     4.21       4.00             (2.01     (2.01     30.02       15.24       56,403       1.47       1.47       (0.72     34  

R4

    28.47       (0.12     4.27       4.15             (2.01     (2.01     30.61       15.55       94,232       1.16       1.16       (0.41     34  

R5

    28.69       (0.03     4.31       4.28             (2.01     (2.01     30.96       15.91       110,364       0.86       0.86       (0.11     34  

Y

    28.77       (0.01     4.35       4.34             (2.01     (2.01     31.10       16.08       1,078,695       0.76       0.76       (0.02     34  
The Hartford MidCap Value Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   14.54     $   0.06     $   1.00     $   1.06     $   (0.04   $   (1.59   $   (1.63   $   13.97       9.15 %(4)    $   308,405       1.22 %(5)      1.22 %(5)      0.89 %(5)      31

C

    11.97             0.80       0.80             (1.59     (1.59     11.18       8.78 (4)      17,639       2.04 (5)      2.04 (5)      0.09 (5)      31  

I

    14.68       0.08       1.01       1.09       (0.08     (1.59     (1.67     14.10       9.32 (4)      32,048       0.92 (5)      0.92 (5)      1.20 (5)      31  

R3

    15.23       0.04       1.08       1.12             (1.59     (1.59     14.76       9.03 (4)      9,704       1.52 (5)      1.52 (5)      0.61 (5)      31  

R4

    15.55       0.07       1.09       1.16       (0.04     (1.59     (1.63     15.08       9.15 (4)      11,365       1.21 (5)      1.21 (5)      0.91 (5)      31  

R5

    15.76       0.10       1.09       1.19       (0.08     (1.59     (1.67     15.28       9.28 (4)      3,144       0.93 (5)      0.93 (5)      1.32 (5)      31  

Y

    15.80       0.09       1.12       1.21       (0.09     (1.59     (1.68     15.33       9.38 (4)      12,086       0.86 (5)      0.86 (5)      1.25 (5)      31  

F

    14.69       0.09       1.01       1.10       (0.10     (1.59     (1.69     14.10       9.39 (4)      294,670       0.80 (5)      0.80 (5)      1.31 (5)      31  

For the Year Ended October 31, 2018

 

A

  $   15.62     $   0.03     $   (0.72   $   (0.69   $   —     $   (0.39   $   (0.39   $   14.54       (4.56 )%    $   284,646       1.22     1.22     0.18     49

C

    13.03       (0.07     (0.60     (0.67           (0.39     (0.39     11.97       (5.26     17,909       1.98       1.97       (0.57     49  

I

    15.72       0.08       (0.73     (0.65           (0.39     (0.39     14.68       (4.27     34,656       0.90       0.90       0.50       49  

R3

    16.39       (0.02     (0.75     (0.77           (0.39     (0.39     15.23       (4.84     9,555       1.52       1.52       (0.13     49  

R4

    16.68       0.03       (0.77     (0.74           (0.39     (0.39     15.55       (4.52     11,639       1.22       1.22       0.18       49  

R5

    16.88       0.08       (0.78     (0.70     (0.03     (0.39     (0.42     15.76       (4.32     8,087       0.91       0.91       0.48       49  

Y

    16.93       0.09       (0.79     (0.70     (0.04     (0.39     (0.43     15.80       (4.23     11,371       0.86       0.86       0.52       49  

F

    15.76       0.10       (0.73     (0.63     (0.05     (0.39     (0.44     14.69       (4.18     252,917       0.80       0.80       0.61       49  

For the Year Ended October 31, 2017

 

A

  $   13.98     $   0.01     $   2.65     $   2.66     $   —     $   (1.02   $   (1.02   $   15.62       19.67   $   291,082       1.23     1.23     0.06     40

C

    11.90       (0.08     2.23       2.15             (1.02     (1.02     13.03       18.66       35,520       1.96       1.96       (0.67     40  

I

    14.09       0.03       2.67       2.70       (0.05     (1.02     (1.07     15.72       19.81       43,342       1.20       1.10       0.20       40  

R3

    14.67       (0.04     2.78       2.74             (1.02     (1.02     16.39       19.26       11,923       1.52       1.52       (0.23     40  

R4

    14.87       0.01       2.82       2.83             (1.02     (1.02     16.68       19.58       12,637       1.21       1.21       0.08       40  

R5

    15.03       0.06       2.86       2.92       (0.05     (1.02     (1.07     16.88       20.06       11,445       0.91       0.91       0.38       40  

Y

    15.07       0.08       2.86       2.94       (0.06     (1.02     (1.08     16.93       20.10       28,403       0.82       0.82       0.48       40  

F(7)

    14.97       0.05       0.74       0.79                         15.76       5.28 (4)      238,682       0.81 (5)      0.81 (5)      0.46 (5)      40  

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Value Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   15.11     $   0.03     $   (0.03   $   —     $   (0.02   $   (1.11   $   (1.13   $   13.98       0.18   $   246,023       1.30     1.30 %(18)      0.18     56

B

    13.15       (0.07     (0.03     (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (18)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (18)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (18)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (18)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (18)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (18)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (18)      0.63       56  

For the Year Ended October 31, 2015

 

A

  $   16.73     $   0.02     $   0.25     $   0.27     $   (0.02   $   (1.87   $   (1.89   $   15.11       2.28   $   229,953       1.25     1.25     0.11     33

B

    14.91       (0.10     0.21       0.11             (1.87     (1.87     13.15       1.37       1,417       2.28       2.09       (0.75     33  

C

    14.84       (0.08     0.20       0.12             (1.87     (1.87     13.09       1.45       41,149       1.97       1.97       (0.62     33  

I

    16.85       0.07       0.25       0.32       (0.08     (1.87     (1.95     15.22       2.57       29,987       0.92       0.92       0.42       33  

R3

    17.45       (0.03     0.27       0.24             (1.87     (1.87     15.82       1.97       10,204       1.52       1.52       (0.19     33  

R4

    17.61       0.02       0.27       0.29       (0.04     (1.87     (1.91     15.99       2.26       11,711       1.21       1.21       0.15       33  

R5

    17.75       0.07       0.28       0.35       (0.08     (1.87     (1.95     16.15       2.62       7,564       0.92       0.92       0.44       33  

Y

    17.78       0.09       0.28       0.37       (0.09     (1.87     (1.96     16.19       2.73       158,691       0.81       0.81       0.54       33  

For the Year Ended October 31, 2014

 

A

  $   16.44     $   0.03     $   1.81     $   1.84     $   —     $   (1.55   $   (1.55   $   16.73       12.32   $   222,876       1.27     1.27     0.19     43

B

    14.93       (0.09     1.62       1.53             (1.55     (1.55     14.91       11.41       2,156       2.28       2.10       (0.63     43  

C

    14.85       (0.08     1.62       1.54             (1.55     (1.55     14.84       11.56       41,382       1.99       1.99       (0.53     43  

I

    16.49       0.09       1.82       1.91             (1.55     (1.55     16.85       12.75       37,414       0.92       0.92       0.53       43  

R3

    17.12       (0.01     1.89       1.88             (1.55     (1.55     17.45       12.05       10,187       1.53       1.53       (0.08     43  

R4

    17.21       0.04       1.91       1.95             (1.55     (1.55     17.61       12.42       9,476       1.22       1.22       0.22       43  

R5

    17.29       0.09       1.92       2.01             (1.55     (1.55     17.75       12.73       2,851       0.93       0.93       0.52       43  

Y

    17.31       0.11       1.91       2.02             (1.55     (1.55     17.78       12.79       166,729       0.82       0.82       0.63       43  
Hartford Quality Value Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   20.00     $   0.20     $   1.24     $   1.44     $   (0.28   $   (0.98   $   (1.26   $   20.18       8.12 %(4)    $   170,435       0.98 %(5)      0.89 %(5)      2.09 %(5)      10

C

    17.12       0.11       1.07       1.18             (0.98     (0.98     17.32       7.69 (4)      8,263       1.78 (5)      1.69 (5)      1.31 (5)      10  

I

    19.78       0.23       1.21       1.44       (0.34     (0.98     (1.32     19.90       8.32 (4)      12,437       0.65 (5)      0.57 (5)      2.42 (5)      10  

R3

    20.29       0.18       1.25       1.43       (0.21     (0.98     (1.19     20.53       7.94 (4)      1,092       1.26 (5)      1.16 (5)      1.83 (5)      10  

R4

    20.49       0.21       1.27       1.48       (0.27     (0.98     (1.25     20.72       8.16 (4)      6,143       0.95 (5)      0.87 (5)      2.12 (5)      10  

R5

    20.67       0.24       1.27       1.51       (0.33     (0.98     (1.31     20.87       8.27 (4)      562       0.66 (5)      0.57 (5)      2.41 (5)      10  

R6

    20.74       0.23       1.29       1.52       (0.36     (0.98     (1.34     20.92       8.34 (4)      31       0.55 (5)      0.46 (5)      2.27 (5)      10  

Y

    20.72       0.24       1.28       1.52       (0.35     (0.98     (1.33     20.91       8.32 (4)      762       0.60 (5)      0.51 (5)      2.47 (5)      10  

F

    19.77       0.24       1.20       1.44       (0.36     (0.98     (1.34     19.87       8.35 (4)      62,842       0.55 (5)      0.46 (5)      2.54 (5)      10  

For the Year Ended October 31, 2018

 

A

  $   20.49     $   0.31     $   0.16     $   0.47     $   (0.20   $   (0.76   $   (0.96   $   20.00       2.25   $   164,325       1.06     1.04     1.52     85

C

    17.67       0.14       0.15       0.29       (0.08     (0.76     (0.84     17.12       1.53       9,082       1.81       1.79       0.80       85  

I

    20.25       0.38       0.16       0.54       (0.25     (0.76     (1.01     19.78       2.60       12,974       0.71       0.69       1.87       85  

R3

    20.70       0.26       0.17       0.43       (0.08     (0.76     (0.84     20.29       2.03       1,075       1.34       1.30       1.26       85  

R4

    20.95       0.33       0.16       0.49       (0.19     (0.76     (0.95     20.49       2.29       6,014       1.04       1.01       1.55       85  

R5

    21.13       0.38       0.17       0.55       (0.25     (0.76     (1.01     20.67       2.57       504       0.74       0.72       1.76       85  

R6(19)

    20.99       0.28       (0.53 )(20)      (0.25                       20.74       (1.19 )(4)      10       0.61 (5)      0.59 (5)      1.95 (5)      85  

Y

    21.19       0.40       0.17       0.57       (0.28     (0.76     (1.04     20.72       2.65       601       0.68       0.66       1.90       85  

F

    20.26       0.39       0.17       0.56       (0.29     (0.76     (1.05     19.77       2.71       88,336       0.62       0.60       1.94       85  

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   17.94     $   0.19     $   2.64     $   2.83     $   (0.14   $   (0.14   $   (0.28   $   20.49       15.89   $   180,059       1.20     1.20     0.95     39

C

    15.52       0.04       2.28       2.32       (0.03     (0.14     (0.17     17.67       15.05       20,312       1.93       1.93       0.22       39  

I

    17.75       0.24       2.60       2.84       (0.20     (0.14     (0.34     20.25       16.19       15,561       0.94       0.94       1.22       39  

R3

    18.13       0.13       2.66       2.79       (0.08     (0.14     (0.22     20.70       15.48       1,448       1.54       1.53       0.63       39  

R4

    18.34       0.19       2.70       2.89       (0.14     (0.14     (0.28     20.95       15.87       7,550       1.20       1.20       0.96       39  

R5

    18.49       0.23       2.75       2.98       (0.20     (0.14     (0.34     21.13       16.25       480       0.91       0.91       1.17       39  

Y

    18.55       0.27       2.73       3.00       (0.22     (0.14     (0.36     21.19       16.32       1,052       0.83       0.83       1.31       39  

F(7)

    19.58       0.16       0.52       0.68                         20.26       3.47 (4)      12,030       0.80 (5)      0.80 (5)      1.17 (5)      39  

For the Year Ended October 31, 2016

 

A

  $   18.66     $   0.16     $   0.57     $   0.73     $   (0.21   $   (1.24   $   (1.45   $   17.94       4.71   $   187,475       1.25     1.25 %(21)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (21)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (21)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (21)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (21)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (21)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (21)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81       1.46       41  

For the Year Ended October 31, 2015

 

A

  $   20.45     $   0.21     $   (0.47   $   (0.26   $   (0.13   $   (1.40   $   (1.53   $   18.66       (1.20 )%    $   207,339       1.21     1.21     1.10     55

B

    18.22       0.03       (0.40     (0.37           (1.40     (1.40     16.45       (1.94     1,909       2.28       1.97       0.19       55  

C

    18.14       0.06       (0.42     (0.36     (0.04     (1.40     (1.44     16.34       (1.90     26,763       1.93       1.93       0.36       55  

I

    20.25       0.27       (0.45     (0.18     (0.20     (1.40     (1.60     18.47       (0.78     27,168       0.88       0.88       1.41       55  

R3

    20.62       0.15       (0.46     (0.31     (0.08     (1.40     (1.48     18.83       (1.45     3,657       1.52       1.49       0.79       55  

R4

    20.82       0.22       (0.47     (0.25     (0.14     (1.40     (1.54     19.03       (1.11     11,942       1.19       1.18       1.11       55  

R5

    20.95       0.28       (0.48     (0.20     (0.16     (1.40     (1.56     19.19       (0.87     2,487       0.90       0.88       1.41       55  

Y

    21.03       0.30       (0.49     (0.19     (0.20     (1.40     (1.60     19.24       (0.77     1,618       0.79       0.79       1.50       55  

For the Year Ended October 31, 2014

 

A

  $   18.31     $   0.17     $   2.05     $   2.22     $   (0.08   $   —     $   (0.08   $   20.45       12.18   $   237,539       1.25     1.25     0.87     74 %(22) 

B

    16.36       0.03       1.83       1.86                         18.22       11.37       3,928       2.27       1.97       0.19       74 (22) 

C

    16.29       0.02       1.83       1.85                         18.14       11.36       31,729       1.95       1.95       0.12       74 (22) 

I

    18.12       0.23       2.03       2.26       (0.13           (0.13     20.25       12.56       44,306       0.87       0.87       1.17       74 (22) 

R3

    18.50       0.13       2.05       2.18       (0.06           (0.06     20.62       11.84       4,528       1.53       1.47       0.63       74 (22) 

R4

    18.64       0.18       2.09       2.27       (0.09           (0.09     20.82       12.24       13,626       1.21       1.17       0.91       74 (22) 

R5

    18.76       0.24       2.10       2.34       (0.15           (0.15     20.95       12.52       2,735       0.88       0.85       1.15       74 (22) 

Y

    18.82       0.21       2.16       2.37       (0.16           (0.16     21.03       12.64       1,841       0.83       0.83       1.07       74 (22) 
The Hartford Small Cap Growth Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   55.20     $   (0.10   $   3.12     $   3.02     $   —     $   (11.90   $   (11.90   $   46.32       10.44 %(4)    $   211,057       1.23 %(5)      1.22 %(5)      (0.45 )%(5)      23

C

    41.81       (0.18     1.67       1.49             (11.90     (11.90     31.40       10.03 (4)      19,795       1.95 (5)      1.95 (5)      (1.16 )(5)      23  

I

    57.17       (0.02     3.34       3.32             (11.90     (11.90     48.59       10.64 (4)      254,051       0.85 (5)      0.85 (5)      (0.06 )(5)      23  

R3

    54.70       (0.15     3.05       2.90             (11.90     (11.90     45.70       10.29 (4)      12,260       1.47 (5)      1.47 (5)      (0.69 )(5)      23  

R4

    56.99       (0.09     3.31       3.22             (11.90     (11.90     48.31       10.47 (4)      61,550       1.17 (5)      1.17 (5)      (0.38 )(5)      23  

R5

    59.48       (0.02     3.58       3.56             (11.90     (11.90     51.14       10.63 (4)      92,159       0.86 (5)      0.86 (5)      (0.08 )(5)      23  

R6

    60.16             3.66       3.66             (11.90     (11.90     51.92       10.68 (4)      73,423       0.76 (5)      0.76 (5)      (0.02 )(5)      23  

Y

    60.20             3.65       3.65             (11.90     (11.90     51.95       10.66 (4)      378,351       0.80 (5)      0.80 (5)      (0.01 )(5)      23  

F

    57.30             3.36       3.36             (11.90     (11.90     48.76       10.70 (4)      50,343       0.76 (5)      0.76 (5)      0.02 (5)      23  

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2018

 

A

  $   57.24     $   (0.33   $   1.03     $   0.70     $   —     $   (2.74   $   (2.74   $   55.20       1.20   $   203,297       1.21     1.20     (0.56 )%      66

C

    44.29       (0.55     0.81       0.26             (2.74     (2.74     41.81       0.53       23,212       1.88       1.88       (1.22     66  

I

    58.97       (0.10     1.04       0.94             (2.74     (2.74     57.17       1.59       243,340       0.82       0.82       (0.16     66  

R3

    56.89       (0.48     1.03       0.55             (2.74     (2.74     54.70       0.94       13,210       1.47       1.47       (0.82     66  

R4

    58.98       (0.31     1.06       0.75             (2.74     (2.74     56.99       1.26       69,097       1.15       1.15       (0.50     66  

R5

    61.26       (0.12     1.08       0.96             (2.74     (2.74     59.48       1.56       94,887       0.85       0.85       (0.20     66  

R6

    61.87       (0.09     1.12       1.03             (2.74     (2.74     60.16       1.66       44,278       0.75       0.75       (0.14     66  

Y

    61.93       (0.09     1.10       1.01             (2.74     (2.74     60.20       1.63       358,049       0.79       0.79       (0.14     66  

F

    59.06       (0.06     1.04       0.98             (2.74     (2.74     57.30       1.66       47,999       0.75       0.75       (0.10     66  

For the Year Ended October 31, 2017

 

A

  $   44.55     $   (0.25   $   13.25     $   13.00     $   —     $   (0.31   $   (0.31   $   57.24       29.28   $   215,743       1.17     1.16     (0.48 )%      56

C

    34.78       (0.48     10.30       9.82             (0.31     (0.31     44.29       28.36       36,531       1.89       1.88       (1.19     56  

I

    45.79       (0.18     13.67       13.49             (0.31     (0.31     58.97       29.56       429,401       1.03       0.95       (0.33     56  

R3

    44.42       (0.41     13.19       12.78             (0.31     (0.31     56.89       28.87       14,427       1.48       1.48       (0.79     56  

R4

    45.90       (0.26     13.65       13.39             (0.31     (0.31     58.98       29.27       76,315       1.16       1.16       (0.48     56  

R5

    47.52       (0.10     14.15       14.05             (0.31     (0.31     61.26       29.67       118,794       0.86       0.86       (0.17     56  

R6

    47.94       (0.06     14.30       14.24             (0.31     (0.31     61.87       29.80       10,596       0.76       0.76       (0.11     56  

Y

    48.00       (0.05     14.29       14.24             (0.31     (0.31     61.93       29.76       370,006       0.78       0.78       (0.09     56  

F(7)

    52.62       (0.09     6.53       6.44                         59.06       12.24 (4)      47,409       0.75 (5)      0.75 (5)      (0.24 )(5)      56  

For the Year Ended October 31, 2016

 

A

  $   48.56     $   (0.19   $   0.11 (20)    $   (0.08   $   —     $   (3.93   $   (3.93   $   44.55       0.02   $   197,738       1.25     1.25     (0.44 )%      45

B

    39.35       (0.43     0.05 (20)      (0.38           (3.93     (3.93     35.04       (0.84     606       2.35       2.09       (1.23     45  

C

    39.03       (0.39     0.07 (20)      (0.32           (3.93     (3.93     34.78       (0.65     37,807       1.94       1.94       (1.13     45  

I

    49.68       (0.07     0.11 (20)      0.04             (3.93     (3.93     45.79       0.28       137,606       0.99       0.99       (0.16     45  

R3

    48.54       (0.30     0.11 (20)      (0.19           (3.93     (3.93     44.42       (0.24     12,708       1.51       1.51       (0.70     45  

R4

    49.87       (0.18     0.14 (20)      (0.04           (3.93     (3.93     45.90       0.09       66,273       1.19       1.19       (0.39     45  

R5

    51.35       (0.04     0.14 (20)      0.10             (3.93     (3.93     47.52       0.40       102,166       0.89       0.89       (0.09     45  

R6

    51.73       (0.04     0.18 (20)      0.14             (3.93     (3.93     47.94       0.46       4,072       0.79       0.79       (0.09     45  

Y

    51.78       0.01       0.14 (20)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

For the Year Ended October 31, 2015

 

A

  $   48.63     $   (0.20   $   2.25     $   2.05     $   —     $   (2.12   $   (2.12   $   48.56       4.37   $   243,999       1.21     1.21     (0.40 )%      70

B

    40.12       (0.48     1.83       1.35             (2.12     (2.12     39.35       3.54       1,500       2.20       2.03       (1.18     70  

C

    39.77       (0.45     1.83       1.38             (2.12     (2.12     39.03       3.62       49,549       1.91       1.91       (1.11     70  

I

    49.55       (0.06     2.31       2.25             (2.12     (2.12     49.68       4.70       209,184       0.92       0.92       (0.13     70  

R3

    48.74       (0.36     2.28       1.92             (2.12     (2.12     48.54       4.10       16,184       1.48       1.48       (0.70     70  

R4

    49.86       (0.20     2.33       2.13             (2.12     (2.12     49.87       4.44       74,037       1.17       1.17       (0.38     70  

R5

    51.13       (0.05     2.39       2.34             (2.12     (2.12     51.35       4.74       115,719       0.87       0.87       (0.10     70  

R6(9)

    51.80       (0.02     2.07       2.05             (2.12     (2.12     51.73       4.13 (4)      14       0.87 (5)      0.87 (5)      (0.05 )(5)      70  

Y

    51.49       0.01       2.40       2.41             (2.12     (2.12     51.78       4.84       314,145       0.77       0.77       0.02       70  

For the Year Ended October 31, 2014

 

A

  $   47.96     $   (0.26   $   4.36     $   4.10     $   —     $   (3.43   $   (3.43   $   48.63       9.02   $   239,697       1.28     1.28     (0.55 )%      61

B

    40.45       (0.54     3.64       3.10             (3.43     (3.43     40.12       8.16       2,695       2.26       2.11       (1.36     61  

C

    40.08       (0.49     3.61       3.12             (3.43     (3.43     39.77       8.30       44,184       1.97       1.97       (1.24     61  

I

    48.67       (0.12     4.43       4.31             (3.43     (3.43     49.55       9.34       114,450       0.97       0.97       (0.25     61  

R3

    48.17       (0.38     4.38       4.00             (3.43     (3.43     48.74       8.76       8,744       1.53       1.53       (0.81     61  

R4

    49.06       (0.25     4.48       4.23             (3.43     (3.43     49.86       9.09       47,028       1.22       1.22       (0.52     61  

R5

    50.07       (0.11     4.60       4.49             (3.43     (3.43     51.13       9.45       39,856       0.91       0.91       (0.22     61  

Y

    50.36       (0.05     4.61       4.56             (3.43     (3.43     51.49       9.54       213,384       0.81       0.81       (0.10     61  

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Value Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   13.65     $   0.06     $   0.40     $   0.46     $   (0.03   $   (3.33   $   (3.36   $   10.75       7.46 %(4)    $   52,273       1.35 %(5)      1.25 %(5)      1.13 %(5)      117

C

    12.35       0.02       0.31       0.33             (3.33     (3.33     9.35       7.06 (4)      4,839       2.14 (5)      2.04 (5)      0.38 (5)      117  

I

    13.68       0.08       0.40       0.48       (0.07     (3.33     (3.40     10.76       7.67 (4)      3,716       1.00 (5)      0.91 (5)      1.48 (5)      117  

R3

    14.02       0.05       0.44       0.49       (0.02     (3.33     (3.35     11.16       7.45 (4)      635       1.59 (5)      1.39 (5)      0.96 (5)      117  

R4

    14.16       0.06       0.44       0.50       (0.02     (3.33     (3.35     11.31       7.51 (4)      66       1.29 (5)      1.20 (5)      1.14 (5)      117  

R5

    14.16       0.09       0.42       0.51       (0.07     (3.33     (3.40     11.27       7.64 (4)      25       1.01 (5)      0.90 (5)      1.61 (5)      117  

R6

    14.15       0.09       0.43       0.52       (0.08     (3.33     (3.41     11.26       7.72 (4)      11       0.89 (5)      0.80 (5)      1.59 (5)      117  

Y

    14.15       0.09       0.42       0.51       (0.08     (3.33     (3.41     11.25       7.67 (4)      423       0.95 (5)      0.85 (5)      1.64 (5)      117  

F

    13.68       0.08       0.40       0.48       (0.08     (3.33     (3.41     10.75       7.70 (4)      41,713       0.89 (5)      0.80 (5)      1.56 (5)      117  

For the Year Ended October 31, 2018

 

A

  $   14.13     $   0.04     $   0.10     $   0.14     $   (0.02   $   (0.60   $   (0.62   $   13.65       1.00   $   52,406       1.35     1.29     0.28     68

C

    12.91         (0.06     0.10       0.04             (0.60     (0.60     12.35       0.27       6,444       2.13       2.04       (0.44     68  

I

    14.15       0.09       0.10       0.19       (0.06     (0.60     (0.66     13.68       1.33       3,756       1.02       0.95       0.62       68  

R3

    14.50       0.03       0.09       0.12             (0.60     (0.60     14.02       0.82       529       1.62       1.43       0.18       68  

R4

    14.61       0.06       0.10       0.16       (0.01     (0.60     (0.61     14.16       1.07       48       1.32       1.20       0.41       68  

R5

    14.63       0.10       0.10       0.20       (0.07     (0.60     (0.67     14.16       1.39       36       1.02       0.90       0.71       68  

R6(19)

    13.99       0.05       0.11       0.16                         14.15       1.14 (4)      10       0.91 (5)      0.84 (5)      0.47 (5)      68  

Y

    14.66       0.11       0.10       0.21       (0.12     (0.60     (0.72     14.15       1.42       646       0.96       0.85       0.74       68  

F

    14.16       0.11       0.09       0.20       (0.08     (0.60     (0.68     13.68       1.42       38,087       0.90       0.84       0.80       68  

For the Year Ended October 31, 2017

 

A

  $   11.56     $   0.04     $   2.63     $   2.67     $   (0.10   $   —     $   (0.10   $   14.13       23.19   $   53,057       1.28     1.27     0.32     83

C

    10.58       (0.05     2.40       2.35       (0.02           (0.02     12.91       22.24       11,081       2.03       2.01       (0.41     83  

I

    11.58       0.08       2.63       2.71       (0.14           (0.14     14.15       23.53       3,225       1.01       1.00       0.60       83  

R3

    11.87       0.01       2.69       2.70       (0.07           (0.07     14.50       22.79       723       1.63       1.50       0.09       83  

R4

    11.94       0.05       2.70       2.75       (0.08           (0.08     14.61       23.11       113       1.36       1.20       0.36       83  

R5

    11.96       0.10       2.71       2.81       (0.14           (0.14     14.63       23.63       44       1.01       0.90       0.74       83  

Y

    12.00       0.11       2.71       2.82       (0.16           (0.16     14.66       23.58       1,242       0.86       0.85       0.78       83  

F(7)

    13.22       0.05       0.89       0.94                         14.16       7.11 (4)      86,675       0.88 (5)      0.85 (5)      0.52 (5)      83  

For the Year Ended October 31, 2016

 

A

  $   12.35     $   0.10     $   (0.15 )(20)    $   (0.05   $   (0.02   $   (0.72   $   (0.74   $   11.56       (0.22 )%    $   46,270       1.35     1.31 %(23)      0.85     94

B

    11.58       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (23)      0.10       94  

C

    11.43       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (23)      0.11       94  

I

    12.38       0.13       (0.15 )(20)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (23)      1.17       94  

R3

    12.67       0.08       (0.16 )(20)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (23)      0.65       94  

R4

    12.72       0.11       (0.15 )(20)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (23)      0.96       94  

R5

    12.78       0.13       (0.14 )(20)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (23)      1.08       94  

Y

    12.77       0.16       (0.15 )(20)      0.01       (0.06     (0.72     (0.78     12.00       0.31       110,028       0.88       0.86 (23)      1.36       94  

For the Year Ended October 31, 2015

 

A

  $   13.89     $   0.11     $   (0.28   $   (0.17   $   (0.08   $   (1.29   $   (1.37   $   12.35       (1.17 )%    $   51,249       1.40     1.29     0.85     112

B

    13.12       0.01       (0.26     (0.25           (1.29     (1.29     11.58       (1.92     1,792       2.28       2.05       0.12       112  

C

    12.96       0.01       (0.25     (0.24           (1.29     (1.29     11.43       (1.86     12,905       2.14       2.04       0.10       112  

I(11)

    13.40       0.08       (1.10     (1.02                       12.38       (7.61 )(4)      2,429       1.12 (5)      0.99 (5)      1.01 (5)      112  

R3

    14.21       0.09       (0.28     (0.19     (0.06     (1.29     (1.35     12.67       (1.29     830       1.70       1.50       0.64       112  

R4

    14.26       0.13       (0.27     (0.14     (0.11     (1.29     (1.40     12.72       (0.97     608       1.37       1.20       0.94       112  

R5

    14.32       0.17       (0.29     (0.12     (0.13     (1.29     (1.42     12.78       (0.75     218       1.06       0.90       1.23       112  

Y

    14.31       0.16       (0.27     (0.11     (0.14     (1.29     (1.43     12.77       (0.71     1,312       0.96       0.85       1.23       112  

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Value Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   14.77     $   0.10     $   1.11     $   1.21     $   (0.14   $   (1.95   $   (2.09   $   13.89       9.22   $   54,722       1.41     1.30     0.75     116

B

    14.06             1.05       1.05       (0.04     (1.95     (1.99     13.12       8.39       3,119       2.32       2.05       0.01       116  

C

    13.94             1.03       1.03       (0.06     (1.95     (2.01     12.96       8.39       13,603       2.16       2.05             116  

R3

    15.10       0.07       1.14       1.21       (0.15     (1.95     (2.10     14.21       8.99       587       1.70       1.50       0.53       116  

R4

    15.10       0.11       1.14       1.25       (0.14     (1.95     (2.09     14.26       9.31       516       1.37       1.20       0.81       116  

R5

    15.16       0.16       1.14       1.30       (0.19     (1.95     (2.14     14.32       9.62       204       1.05       0.90       1.14       116  

Y

    15.14       0.17       1.14       1.31       (0.19     (1.95     (2.14     14.31       9.75       247       0.96       0.85       1.20       116  
The Hartford Small Company Fund  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   22.20     $   (0.06   $   2.38     $   2.32     $   —     $   (4.00   $   (4.00   $   20.52       15.03 %(4)    $   319,234       1.34 %(5)      1.33 %(5)      (0.64 )%(5)      48

C

    16.11       (0.09     1.44       1.35             (4.00     (4.00     13.46       14.60 (4)      11,443       2.14 (5)      2.13 (5)      (1.44 )(5)      48  

I

    23.28       (0.04     2.55       2.51             (4.00     (4.00     21.79       15.22 (4)      29,061       1.09 (5)      1.08 (5)      (0.40 )(5)      48  

R3

    23.95       (0.09     2.65       2.56             (4.00     (4.00     22.51       14.97 (4)      17,795       1.61 (5)      1.55 (5)      (0.87 )(5)      48  

R4

    25.28       (0.06     2.86       2.80             (4.00     (4.00     24.08       15.15 (4)      15,522       1.32 (5)      1.25 (5)      (0.57 )(5)      48  

R5

    26.53       (0.03     3.06       3.03             (4.00     (4.00     25.56       15.28 (4)      3,209       1.02 (5)      0.95 (5)      (0.27 )(5)      48  

R6

    27.02       (0.03     3.14       3.11             (4.00     (4.00     26.13       15.30 (4)      209       0.91 (5)      0.90 (5)      (0.22 )(5)      48  

Y

    27.01       (0.02     3.13       3.11             (4.00     (4.00     26.12       15.31 (4)      33,049       0.92 (5)      0.90 (5)      (0.20 )(5)      48  

F

    23.35       (0.02     2.57       2.55             (4.00     (4.00     21.90       15.31 (4)      163,346       0.91 (5)      0.90 (5)      (0.22 )(5)      48  

For the Year Ended October 31, 2018

 

A

  $   20.34     $   (0.20   $   2.06     $   1.86     $   —     $   —     $   —     $   22.20       9.20   $   283,912       1.34     1.33     (0.87 )%      104

C

    14.87       (0.27     1.51       1.24                         16.11       8.34       11,729       2.12       2.10       (1.64     104  

I

    21.27       (0.14     2.15       2.01                         23.28       9.45       28,540       1.07       1.05       (0.60     104  

R3

    21.98       (0.27     2.24       1.97                         23.95       8.92       16,386       1.63       1.55       (1.09     104  

R4

    23.14       (0.20     2.34       2.14                         25.28       9.25       15,295       1.32       1.25       (0.79     104  

R5

    24.21       (0.14     2.46       2.32                         26.53       9.58       2,678       1.03       0.95       (0.51     104  

R6

    24.64       (0.12     2.50       2.38                         27.02       9.66       144       0.91       0.90       (0.42     104  

Y

    24.64       (0.12     2.49       2.37                         27.01       9.66       35,351       0.92       0.90       (0.44     104  

F

    21.30       (0.11     2.16       2.05                         23.35       9.63       115,365       0.91       0.90       (0.45     104  

For the Year Ended October 31, 2017

 

A

  $   15.74     $   (0.12   $   4.72     $   4.60     $   —     $   —     $   —     $   20.34       29.16   $   252,187       1.39     1.37     (0.64 )%      109

C

    11.60       (0.19     3.46       3.27                         14.87       28.19       26,529       2.12       2.10       (1.40     109  

I

    16.43       (0.10     4.94       4.84                         21.27       29.40       28,052       1.49       1.15       (0.51     109  

R3

    17.05       (0.17     5.10       4.93                         21.98       28.91       23,932       1.63       1.55       (0.84     109  

R4

    17.89       (0.11     5.36       5.25                         23.14       29.29       23,080       1.32       1.25       (0.53     109  

R5

    18.67       (0.04     5.58       5.54                         24.21       29.67       3,263       1.06       0.95       (0.20     109  

R6

    18.99       (0.09     5.74       5.65                         24.64       29.75       78       1.07       0.90       (0.38     109  

Y

    18.99       (0.02     5.67       5.65                         24.64       29.70       33,040       0.94       0.90       (0.08     109  

F(7)

    18.76       (0.05     2.59       2.54                         21.30       13.49 (4)      81,831       0.92 (5)      0.90 (5)      (0.38 )(5)      109  

For the Year Ended October 31, 2016

 

A

  $   19.36     $   (0.14   $   (0.90   $   (1.04   $   —     $   (2.58   $   (2.58   $   15.74       (5.73 )%    $   262,618       1.45     1.43 %(24)      (0.87 )%      81

B

    15.08       (0.19     (0.69     (0.88           (2.58     (2.58     11.62       (6.40     862       2.46       2.17 (24)      (1.59     81  

C

    15.06       (0.19     (0.69     (0.88           (2.58     (2.58     11.60       (6.41     25,586       2.14       2.14 (24)      (1.58     81  

I

    20.04       (0.10     (0.93     (1.03           (2.58     (2.58     16.43       (5.45     41,881       1.24       1.18 (24)      (0.61     81  

R3

    20.77       (0.18     (0.96     (1.14           (2.58     (2.58     17.05       (5.83     29,662       1.62       1.58 (24)      (1.02     81  

R4

    21.61       (0.13     (1.01     (1.14           (2.58     (2.58     17.89       (5.58     27,834       1.31       1.28 (24)      (0.71     81  

R5

    22.37       (0.07     (1.05     (1.12           (2.58     (2.58     18.67       (5.27     5,283       1.00       0.97 (24)      (0.37     81  

R6

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     9       0.90       0.90 (24)      (0.34     81  

Y

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     98,620       0.90       0.90 (24)      (0.33     81  

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Company Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   24.83     $   (0.17   $   (1.21   $   (1.38   $   —     $   (4.09   $   (4.09   $   19.36       (6.22 )%    $   327,509       1.34     1.34     (0.77 )%      96

B

    20.40       (0.27     (0.96     (1.23           (4.09     (4.09     15.08       (6.98     2,531       2.30       2.13       (1.56     96  

C

    20.36       (0.25     (0.96     (1.21           (4.09     (4.09     15.06       (6.87     35,455       2.04       2.04       (1.47     96  

I

    25.51       (0.12     (1.26     (1.38           (4.09     (4.09     20.04       (6.03     69,569       1.11       1.11       (0.55     96  

R3

    26.39       (0.23     (1.30     (1.53           (4.09     (4.09     20.77       (6.46     35,865       1.54       1.54       (0.98     96  

R4

    27.21       (0.17     (1.34     (1.51           (4.09     (4.09     21.61       (6.15     41,922       1.24       1.24       (0.68     96  

R5

    27.95       (0.09     (1.40     (1.49           (4.09     (4.09     22.37       (5.88     30,053       0.97       0.95       (0.35     96  

R6(9)

    28.20       (0.08     (1.34     (1.42           (4.09     (4.09     22.69       (5.56 )(4)      9       0.91 (5)      0.90 (5)      (0.32 )(5)      96  

Y

    28.27       (0.07     (1.42     (1.49           (4.09     (4.09     22.69       (5.80     279,594       0.85       0.85       (0.28     96  

For the Year Ended October 31, 2014

 

A

  $   24.58     $   (0.24   $   3.26     $   3.02     $   —     $   (2.77   $   (2.77   $   24.83       13.49   $   355,056       1.34     1.34     (1.01 )%      92

B

    20.82       (0.36     2.71       2.35             (2.77     (2.77     20.40       12.61       4,730       2.29       2.15       (1.80     92  

C

    20.77       (0.34     2.70       2.36             (2.77     (2.77     20.36       12.70       38,351       2.05       2.05       (1.71     92  

I

    25.12       (0.19     3.35       3.16             (2.77     (2.77     25.51       13.78       60,425       1.10       1.10       (0.77     92  

R3

    26.00       (0.31     3.47       3.16             (2.77     (2.77     26.39       13.27       60,124       1.55       1.55       (1.21     92  

R4

    26.65       (0.24     3.57       3.33             (2.77     (2.77     27.21       13.62       66,353       1.25       1.25       (0.91     92  

R5

    27.23       (0.16     3.65       3.49             (2.77     (2.77     27.95       13.95       7,585       0.97       0.95       (0.61     92  

Y

    27.48       (0.14     3.70       3.56             (2.77     (2.77     28.27       14.08       337,933       0.85       0.85       (0.51     92  

 

(1) 

Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

(2) 

Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

(3) 

Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

(4) 

Not annualized.

(5) 

Annualized.

(6) 

Includes interest expense representing less than 0.005%.

(7) 

Commenced operations on February 28, 2017.

(8) 

Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

(9) 

Commenced operations on November 7, 2014.

(10) 

Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

(11) 

Commenced operations on March 31, 2015.

(12) 

Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

(13) 

Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

(14) 

During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

(15) 

Per share amount is less than $0.005.

(16) 

Percentage rounds to zero.

(17) 

Commenced operations on February 28, 2019.

(18) 

Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(19) 

Commenced operations on February 28, 2018.

(20) 

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.

(21) 

Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(22) 

During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

(23) 

Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(24) 

Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


Hartford Domestic Equity Funds

Notes to Financial Statements

April 30, 2019 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty and twelve series, respectively, as of April 30, 2019. 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”) (formerly, Hartford Small Cap Core Fund)

The Hartford Small Company Fund (the “Small Company Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Growth Opportunities Fund (the “Growth Opportunities Fund”)

Hartford Quality Value Fund (the “Quality Value Fund”)

The Hartford Small Cap Growth Fund (the “Small Cap Growth Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. Core Equity Fund has registered for sale Class T shares. As of April 30, 2019, Class T shares have not commenced operations. Each Fund, except the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. The Small Cap Growth Fund is closed to new investors, subject to certain exceptions. For more information please see the Fund’s prospectus.

 

2.

Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence

 

 

  80  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

   

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

   

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

   

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

 

 

  81  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

  quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

The Hartford Capital Appreciation Fund Level 3 Holdings on April 30, 2019

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s) Range        Fair Value at
April 30, 2019
 

Common Stock

              

Model

    

Price/Earnings

       22.3x        $ 793,480  

Model

    

EV/Revenue

       2.6x to 4.0x          28,300,199  

Model

    

EV/EBITDA

       10.9x          18,574,703  

Cost

    

Trade Price

       $15.72 to $68.00          641,689  

Escrows

              

Cost

    

Trade Price

       $0.00 to $0.54          56,189  

Preferred Stock

              

Model

    

EV/Revenue

       1.2x to 7.5x          257,157,797  

Model

    

EV/EBITDA

       8.2x          643,116  

Cost

    

Trade Price

       $5.70 to $68.00          143,398,532  

Convertible Preferred Stock

         

Model

    

EV/Revenue

       2.52x          886,150  
              

 

 

 

Total

               $ 450,451,855  
              

 

 

 

 

  *

The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford Growth Opportunities Fund Level 3 Holdings on April 30, 2019

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s) Range        Fair Value at
April 30, 2019
 

Common Stock

              

Model

    

Price/Earnings

       22.3x        $ 10,952,444  

Model

    

EV/Revenue

       2.6x to 3.6x          14,476,985  

Model

    

EV/EBITDA

       10.9x          10,075,235  

Cost

    

Trade Price

       $15.72 to $68.00          3,029,676  

Escrows

              

Cost

    

Trade Price

       $0.00 to $0.54          576,268  

Preferred Stock

              

Model

    

EV/Revenue

       1.2x to 5.7x          31,702,890  

Model

    

EV/EBITDA

       8.2x          6,434,037  

Cost

    

Trade Price

       $5.7008 to $68.00          164,398,671  

Convertible Preferred Stock

         

Model

    

EV/Revenue

       2.52x          8,601,652  
              

 

 

 

Total

               $ 250,247,856  
              

 

 

 

 

  *

The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

 

  82  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

  c)

Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available.

Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

 

  d)

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e)

Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f)

Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g)

Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3.

Securities and Other Investments:

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

 

  83  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

4.

Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a)

Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2019, Capital Appreciation Fund had used Foreign Currency Contracts.

 

  b)

Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2019, Capital Appreciation Fund and Core Equity Fund had used futures contracts.

 

  c)

Additional Derivative Instrument Information:

Capital Appreciation Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 1,672,117      $      $      $ 1,672,117  

Unrealized appreciation on foreign currency contracts

            9,989                                    9,989  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     9,989      $     —      $     1,672,117      $     —      $     —      $     1,682,106  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation (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.

 

 

  84  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Capital Appreciation Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                    

Net realized gain (loss) on futures contracts

   $  —      $  —      $  —      $ 169,651      $      $      $ 169,651  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 169,651      $     —      $     —      $ 169,651  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                    

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $     3,665,353      $      $      $ 3,665,353  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            9,989                                    9,989  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     9,989      $      $ 3,665,353      $      $      $     3,675,342  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     763  

Foreign Currency Contracts Purchased at Contract Amount

   $     2,099,722  

Core Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 1,373,251      $      $      $ 1,373,251  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     1,373,251      $     —      $     —      $     1,373,251  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                    

Net realized gain (loss) on futures contracts

   $      $      $      $ 988,042      $      $      $ 988,042  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 988,042      $     —      $     —      $ 988,042  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                    

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $     5,449,013      $      $      $     5,449,013  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 5,449,013      $      $      $ 5,449,013  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     503  

 

 

  85  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

  d)

Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present a Fund’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by a Fund as of April 30, 2019:

Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 9,989     $  

Futures contracts

     1,672,117        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,682,106        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,672,117      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 9,989     $     —  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

State Street Global Markets LLC

   $     9,989      $     —      $     —      $     —      $     9,989  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Core Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 1,373,251     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,373,251        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,373,251      
  

 

 

   

 

 

 

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.

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

 

 

  86  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

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, 2019. 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)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2019 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation/
(Depreciation)
 

Capital Appreciation Fund

   $ 6,266,118,684      $ 1,061,567,570      $ (118,911,029   $ 942,656,541  

Core Equity Fund

     3,618,237,001        1,024,581,643        (40,996,393     983,585,250  

Dividend and Growth Fund

     6,405,903,950        2,465,030,639        (103,926,492     2,361,104,147  

Equity Income Fund

     3,172,323,112        948,193,862        (66,175,202     882,018,660  

Growth Opportunities Fund

     4,323,485,602        973,072,962        (72,536,454     900,536,508  

Healthcare Fund

     1,189,278,611        261,801,043        (109,589,560     152,211,483  

MidCap Fund

         10,811,014,402            3,333,586,681            (270,512,113         3,063,074,568  

MidCap Value Fund

     637,370,203        79,536,881        (28,032,185     51,504,696  

Quality Value Fund

     241,831,826        29,444,269        (7,422,551     22,021,718  

Small Cap Growth Fund

     1,021,575,380        199,618,295        (67,420,867     132,197,428  

Small Cap Value Fund

     98,949,851        10,009,755        (4,757,016     5,252,739  

Small Company Fund

     521,288,761        88,436,194        (21,317,122     67,119,072  

 

  c)

Capital Loss Carryforward – The Funds had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2018.

During the year ended October 31, 2018, the Small Company Fund utilized prior year capital loss carryforwards of $7,507,209.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2018, the following Fund elected to defer Late-Year Ordinary Losses:

 

Fund

   Amount  

Healthcare Fund

   $     5,109,572  

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each

 

 

  87  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

  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, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2019; 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

Quality Value Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $4 billion and;

  

0.3250% on next $5 billion and;

  

0.3225% over $10 billion

Small Cap Growth Fund

  

0.9000% on first $100 million and;

  

0.8000% on next $150 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $4.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

 

 

  88  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Small Cap Value Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Small Company Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $3.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

 

  b)

Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Capital Appreciation Fund, Growth Opportunities Fund and Small Company Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.022%  

next $3.5 billion and

     0.018%  

Amount over $7 billion

     0.015%  
 

Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Healthcare Fund, MidCap Fund,

MidCap Value Fund, Quality Value Fund, Small Cap Growth Fund and Small Cap Value Fund

 
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c)

Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2019, HFMC contractually limited the total operating expenses, (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), through February 29, 2020 as follows for each of the following Funds:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Quality Value Fund

     0.96     1.71     0.66     1.18     0.88     0.63     0.46     0.57     0.46

Small Cap Value Fund

     1.30     2.05     1.00     1.50     1.20     0.90     0.80     0.85     0.80

Small Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.95     0.90

From November 1, 2018 through February 28, 2019, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) of the following Fund as follows:

 

     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 Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.90     0.90

 

  d)

Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2019, these amounts, if any, are included in the Statements of Operations.

 

 

  89  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.07     1.93     0.80     1.42     1.11     0.81     0.70     0.73     0.70

Core Equity Fund

     0.73     1.48     0.46     1.09     0.76     0.49     0.39     0.42     0.38

Dividend and Growth Fund

     0.99     1.83     0.73     1.35     1.05     0.74     0.64     0.68     0.64

Equity Income Fund

     1.00     1.77     0.79     1.37     1.06     0.76     0.66     0.71     0.66

Growth Opportunities Fund

     1.11     1.88     0.85     1.45     1.15     0.85     0.75     0.78     0.75

Healthcare Fund

     1.29     2.07     1.01     1.61     1.31     1.02     0.90     0.93     0.90

MidCap Fund

     1.10     1.88     0.83     1.45     1.14     0.84     0.74     0.79     0.74

MidCap Value Fund

     1.22     2.04     0.92     1.51     1.21     0.92     N/A       0.86     0.80

Quality Value Fund

     0.89     1.69     0.57     1.16     0.86     0.57     0.46     0.51     0.46

Small Cap Growth Fund

     1.22     1.95     0.85     1.47     1.17     0.86     0.76     0.80     0.76

Small Cap Value Fund

     1.25     2.04     0.91     1.39     1.20     0.90     0.80     0.85     0.80

Small Company Fund

     1.32     2.12     1.08     1.55     1.25     0.95     0.90     0.90     0.90

 

  e)

Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2019, 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

   $ 959,307      $ 7,293  

Core Equity Fund

         1,102,083        11,102  

Dividend and Growth Fund

     1,666,056        13,218  

Equity Income Fund

     731,609        6,105  

Growth Opportunities Fund

     1,467,091            29,077  

Healthcare Fund

     411,160        3,348  

MidCap Fund

     1,952,553        33,686  

MidCap Value Fund

     344,113        1,004  

Quality Value Fund

     67,100        417  

Small Cap Growth Fund

     30,163        837  

Small Cap Value Fund

     27,692        476  

Small Company Fund

     290,124        1,288  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2019, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

  f)

Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2019, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Capital Appreciation Fund

   $ 4,246  

Core Equity Fund

     1,968  

Dividend and Growth Fund

     4,720  

Equity Income Fund

     2,390  

Growth Opportunities Fund

     2,799  

 

 

  90  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fund

   CCO Compensation
Paid by Fund
 

Healthcare Fund

   $ 838  

MidCap Fund

     7,103  

MidCap Value Fund

     384  

Quality Value Fund

     164  

Small Cap Growth Fund

     659  

Small Cap Value Fund

     60  

Small Company Fund

     301  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below ). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily

net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06 %* 

Class R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class F

     0.004

 

  *

Effective May 1, 2019, the Specified Amount for all Class Y shares will be 0.11%.

Effective March 1, 2019, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to maintain the transfer agency fees as follows:

 

Fund

   Class I     Class Y  

Capital Appreciation Fund

     N/A       0.04

Core Equity Fund

     N/A       0.06

Dividend and Growth Fund

     N/A       0.05

Equity Income Fund

     N/A       0.05

Growth Opportunities Fund

     N/A       0.05

Healthcare Fund

     N/A       0.06

MidCap Fund

     0.12     0.04

MidCap Value Fund

     N/A       0.05

Small Cap Growth Fund

     N/A       0.04

This contractual arrangement for each of these Funds will remain in effect until February 29, 2020 unless the Board of Directors approves its earlier termination.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2019, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     0.12     0.23     0.10     0.22     0.16     0.11     0.00     0.03     0.00

Core Equity Fund

     0.10     0.10     0.08     0.21     0.16     0.10     0.00     0.03     0.00

Dividend and Growth Fund

     0.10     0.19     0.09     0.22     0.16     0.10     0.00     0.04     0.00

 

 

  91  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Equity Income Fund

     0.09     0.11     0.14     0.21     0.16     0.11     0.00     0.06     0.00

Growth Opportunities Fund

     0.12     0.14     0.11     0.21     0.15     0.10     0.00     0.04     0.00

Healthcare Fund

     0.14     0.17     0.11     0.21     0.16     0.12    
0.00

    0.03     0.00

MidCap Fund

     0.11     0.14     0.09     0.21     0.16     0.10     0.00     0.05     0.00

MidCap Value Fund

     0.17     0.24     0.12     0.21     0.16     0.12     N/A       0.06     0.00

Quality Value Fund

     0.19     0.24     0.11     0.21     0.16     0.11     0.00     0.05     0.00

Small Cap Growth Fund

     0.22     0.19     0.09     0.21     0.16     0.10     0.00     0.04     0.00

Small Cap Value Fund

     0.21     0.25     0.11     0.20     0.15     0.12     0.00     0.06     0.00

Small Company Fund

     0.18     0.24     0.18     0.20     0.16     0.11     0.00     0.01     0.00

 

8.

Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2019, the following Funds had securities on loan at market value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan(1)
     Cash
Collateral
     Non-Cash
Collateral(2)(3)
 

Capital Appreciation Fund

   $ 27,359,956      $ 12,132,750      $     16,337,585  

Growth Opportunities Fund

     25,880,773        26,973,237         

Healthcare Fund

     11,974,222        12,446,322         

MidCap Fund

         22,268,948            23,884,765            —  

MidCap Value Fund

     372,740        384,878         

Quality Value Fund

     961,100        980,000         

Small Cap Value Fund

     253,800        260,000         

 

  (1) 

It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

  (2) 

These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.

  (3) 

U.S. Government securities.

The following tables reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2019.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Capital Appreciation Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 12,132,750      $      $      $      $ 12,132,750  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     12,132,750      $     —      $     —      $     —      $     12,132,750  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 12,132,750  
              

 

 

 
Growth Opportunities Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 26,973,237      $      $      $      $ 26,973,237  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     26,973,237      $     —      $     —      $     —      $     26,973,237  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 26,973,237  
              

 

 

 

 

 

  92  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Healthcare Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 12,446,322      $      $      $      $ 12,446,322  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     12,446,322      $     —      $     —      $     —      $     12,446,322  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 12,446,322  
              

 

 

 
MidCap Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 23,884,765      $      $      $      $ 23,884,765  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     23,884,765      $     —      $     —      $     —      $     23,884,765  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 23,884,765  
              

 

 

 
MidCap Value Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 384,878      $      $      $      $ 384,878  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     384,878      $     —      $     —      $     —      $     384,878  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 384,878  
              

 

 

 
Quality Value Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $     980,000      $     —      $     —      $     —      $     980,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 980,000      $      $      $      $ 980,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 980,000  
              

 

 

 
Small Cap Value Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 260,000      $      $      $      $ 260,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     260,000      $     —      $     —      $     —      $ 260,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $     260,000  
              

 

 

 

 

  (1) 

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

9.

Affiliate Holdings:

As of April 30, 2019, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Healthcare Fund

                                              100             

Quality Value Fund

                                              35             

Small Cap Value Fund

                                        47     100             

Percentage of Fund by Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Healthcare Fund

                                              %*              

Quality Value Fund

                                              %*              

Small Cap Value Fund

                                        %*      %*              

 

  *

Percentage rounds to zero.

 

 

  93  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

As of April 30, 2019, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

Capital Appreciation Fund

     7

Core Equity Fund

     7

Dividend and Growth Fund

     11

Equity Income Fund

     8

Growth Opportunities Fund

     2

MidCap Fund

     1

MidCap Value Fund

     2

Quality Value Fund

     20

Small Cap Growth Fund

     3

Small Cap Value Fund

     38

Small Company Fund

     6

 

  *

As of April 30, 2019, affiliated funds of funds invest in Class F shares.

 

10.

Investment Transactions:

For the six-month period ended April 30, 2019, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
     Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Capital Appreciation Fund

   $     1,822,988,172      $     2,702,083,982      $     —      $     —      $     1,822,988,172      $     2,702,083,982  

Core Equity Fund

     1,140,525,280        433,558,051                      1,140,525,280        433,558,051  

Dividend and Growth Fund

     863,273,327        974,007,815                      863,273,327        974,007,815  

Equity Income Fund

     417,612,933        819,340,952                      417,612,933        819,340,952  

Growth Opportunities Fund

     1,418,378,966        2,004,953,637                      1,418,378,966        2,004,953,637  

Healthcare Fund

     232,653,489        412,866,346                      232,653,489        412,866,346  

MidCap Fund

     1,440,393,232        1,734,798,965                      1,440,393,232        1,734,798,965  

MidCap Value Fund

     199,314,136        197,468,332                      199,314,136        197,468,332  

Quality Value Fund

     26,880,269        68,698,796                      26,880,269        68,698,796  

Small Cap Growth Fund

     239,594,805        296,211,084                      239,594,805        296,211,084  

Small Cap Value Fund

     114,589,175        119,798,867                      114,589,175        119,798,867  

Small Company Fund

     257,669,561        243,726,146                      257,669,561        243,726,146  

 

11.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2019, and the year ended October 31, 2018:

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Capital Appreciation Fund                                    

Class A

                   

Shares Sold

       3,932,466        $ 131,332,282          18,627,905        $ 720,223,487  

Shares Issued for Reinvested Dividends

       22,329,308          687,462,758          15,585,296          588,452,604  

Shares Redeemed

       (14,564,583        (486,953,505        (19,213,364        (759,184,210
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,697,191          331,841,535          14,999,837          549,491,881  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       831,484        $ 19,775,640          1,048,144        $ 31,974,203  

Shares Issued for Reinvested Dividends

       3,194,763          71,978,020          6,297,825          184,217,448  

Shares Redeemed

       (5,174,108        (129,299,979        (29,715,951            (896,575,354
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,147,861        (37,546,319        (22,369,982        (680,383,703
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,572,027        $ 52,484,037          3,910,878        $ 155,382,910  

Shares Issued for Reinvested Dividends

       2,918,816          90,422,933          2,472,959          93,848,576  

Shares Redeemed

       (5,065,523            (168,639,783        (7,218,834        (285,577,373
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (574,680        (25,732,813        (834,997        (36,345,887
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  94  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Capital Appreciation Fund – (continued)                                    

Class R3

                   

Shares Sold

       61,131        $ 2,314,119          137,040        $ 5,957,109  

Shares Issued for Reinvested Dividends

       236,998          8,150,367          206,300          8,536,924  

Shares Redeemed

       (418,577        (15,412,633        (513,386        (22,360,490
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (120,448        (4,948,147        (170,046        (7,866,457
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       52,728        $ 2,073,878          186,985        $ 8,374,964  

Shares Issued for Reinvested Dividends

       183,710          6,552,532          187,519          8,012,830  

Shares Redeemed

       (275,331        (10,760,704        (764,944        (33,903,987
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (38,893        (2,134,294        (390,440        (17,516,193
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       28,969        $ 1,156,232          82,585        $ 3,732,482  

Shares Issued for Reinvested Dividends

       122,722          4,476,273          108,386          4,727,927  

Shares Redeemed

       (82,241        (3,309,781        (261,803        (11,949,550
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       69,450          2,322,724          (70,832        (3,489,141
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       46,621        $ 1,915,307          101,194        $ 4,624,485  

Shares Issued for Reinvested Dividends

       257,757          9,465,639          192,898          8,465,656  

Shares Redeemed

       (89,550        (3,554,772        (151,907        (6,938,017
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       214,828          7,826,174          142,185          6,152,124  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       493,790        $ 19,213,623          693,026        $ 32,164,734  

Shares Issued for Reinvested Dividends

       618,487          22,707,855          477,638          20,953,067  

Shares Redeemed

       (857,813        (34,494,220        (1,043,499        (48,018,245
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       254,464          7,427,258          127,165          5,099,556  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,398,986        $ 45,889,366          1,570,142        $ 62,543,993  

Shares Issued for Reinvested Dividends

       4,119,442          127,618,948          2,834,969          107,657,480  

Shares Redeemed

       (6,826,698        (236,727,152        (7,542,627        (297,884,938
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,308,270        (63,218,838        (3,137,516        (127,683,465
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       9,045,781        $ 215,837,280          (11,704,626      $ (312,541,285
    

 

 

      

 

 

      

 

 

      

 

 

 
Core Equity Fund                                    

Class A

                   

Shares Sold

       4,694,161        $ 135,208,876          6,126,880        $ 186,510,085  

Shares Issued for Reinvested Dividends

       1,170,588          31,856,185          734,490          21,375,055  

Shares Redeemed

       (2,357,290        (68,352,807        (6,920,178        (209,143,476
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,507,459          98,712,254          (58,808        (1,258,336
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,796,901        $ 46,837,657          1,710,493        $ 47,235,025  

Shares Issued for Reinvested Dividends

       502,591          12,459,225          350,318          9,320,524  

Shares Redeemed

       (1,399,210        (37,508,255        (3,541,926        (97,989,819
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       900,282          21,788,627          (1,481,115        (41,434,270
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       12,546,608        $ 366,633,038          13,072,789        $ 396,887,616  

Shares Issued for Reinvested Dividends

       1,993,782          54,347,120          1,162,130          33,875,872  

Shares Redeemed

       (7,846,897        (229,304,264        (11,227,452        (338,823,716
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,693,493          191,675,894          3,007,467          91,939,772  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       93,986        $ 2,809,712          207,064        $ 6,289,388  

Shares Issued for Reinvested Dividends

       48,300          1,333,045          40,040          1,179,524  

Shares Redeemed

       (191,149        (5,751,298        (598,704        (18,364,395
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (48,863        (1,608,541        (351,600        (10,895,483
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       393,500        $ 12,038,721          622,611        $ 19,301,039  

Shares Issued for Reinvested Dividends

       208,644          5,850,946          181,518          5,432,028  

Shares Redeemed

       (952,697        (29,278,042        (2,022,499        (62,643,003
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (350,553        (11,388,375        (1,218,370        (37,909,936
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  95  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Core Equity Fund – (continued)                                    

Class R5

                   

Shares Sold

       491,143        $ 14,669,046          2,247,746        $ 68,256,158  

Shares Issued for Reinvested Dividends

       323,315          8,879,357          221,366          6,500,244  

Shares Redeemed

       (511,918        (15,333,278        (2,532,507        (76,084,368
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       302,540          8,215,125          (63,395        (1,327,966
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,620,709        $ 49,150,735          1,801,311        $ 54,771,612  

Shares Issued for Reinvested Dividends

       253,490          6,992,185          145,967          4,302,198  

Shares Redeemed

       (1,250,608        (36,991,919        (1,253,498        (38,957,594
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       623,591          19,151,001          693,780          20,116,216  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       3,408,203        $ 102,172,563          3,788,002        $ 115,773,056  

Shares Issued for Reinvested Dividends

       370,855          10,229,172          189,251          5,580,138  

Shares Redeemed

       (1,407,245        (40,570,568        (2,029,036        (61,771,039
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,371,813          71,831,167          1,948,217          59,582,155  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       17,668,697        $ 513,107,670          4,595,725        $ 139,606,491  

Shares Issued for Reinvested Dividends

       1,240,370          33,816,032          773,606          22,560,533  

Shares Redeemed

       (3,008,189        (89,622,097        (4,825,438        (145,935,601
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       15,900,878          457,301,605          543,893          16,231,423  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       29,900,640        $ 855,678,757          3,020,069        $ 95,043,575  
    

 

 

      

 

 

      

 

 

      

 

 

 
Dividend and Growth Fund                                    

Class A

                   

Shares Sold

       6,347,029        $ 148,170,207          12,487,323        $ 326,156,465  

Shares Issued for Reinvested Dividends

       15,697,376          348,051,254          15,040,346          388,531,155  

Shares Redeemed

       (11,374,348        (268,136,171        (21,964,648        (577,481,273
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,670,057          228,085,290          5,563,021          137,206,347  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       944,593        $ 20,812,249          1,045,131        $ 26,546,753  

Shares Issued for Reinvested Dividends

       1,000,327          21,298,224          1,845,692          46,024,991  

Shares Redeemed

       (2,379,316        (54,278,734        (10,581,892        (266,750,872
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (434,396        (12,168,261        (7,691,069        (194,179,128
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       8,298,010        $ 193,789,041          8,212,320        $ 214,582,901  

Shares Issued for Reinvested Dividends

       3,671,329          81,036,556          3,244,516          83,455,551  

Shares Redeemed

       (5,647,191        (131,159,655        (6,587,672        (172,489,960
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,322,148          143,665,942          4,869,164          125,548,492  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       195,953        $ 4,707,529          521,930        $ 14,025,931  

Shares Issued for Reinvested Dividends

       301,736          6,780,635          307,181          8,034,183  

Shares Redeemed

       (531,416        (12,860,089        (806,690        (21,481,715
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (33,727        (1,371,925        22,421          578,399  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       657,818        $ 15,735,758          961,975        $ 25,805,384  

Shares Issued for Reinvested Dividends

       437,389          9,911,793          431,814          11,371,284  

Shares Redeemed

       (935,141        (22,654,964        (1,459,422        (39,314,657
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       160,066          2,992,587          (65,633        (2,137,989
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,390,388        $ 33,425,404          2,346,568        $ 62,962,468  

Shares Issued for Reinvested Dividends

       223,265          5,086,358          192,818          5,102,053  

Shares Redeemed

       (969,496        (23,847,741        (1,674,914        (45,252,539
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       644,157          14,664,021          864,472          22,811,982  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,215,592        $ 29,371,577          3,017,132        $ 82,759,681  

Shares Issued for Reinvested Dividends

       357,199          8,139,770          80,479          2,134,094  

Shares Redeemed

       (444,442        (10,724,549        (639,176        (16,937,047
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,128,349          26,786,798          2,458,435          67,956,728  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  96  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Dividend and Growth Fund – (continued)                                    

Class Y

                   

Shares Sold

       3,563,639        $ 86,526,311          6,731,729        $ 180,558,797  

Shares Issued for Reinvested Dividends

       2,587,157          58,931,949          2,507,887          66,367,057  

Shares Redeemed

       (3,096,372        (75,116,997        (7,326,785        (198,852,639
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,054,424          70,341,263          1,912,831          48,073,215  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       8,817,473        $ 206,823,980          14,299,165        $ 372,356,271  

Shares Issued for Reinvested Dividends

       11,981,812          264,295,546          11,425,655          293,726,913  

Shares Redeemed

       (10,883,497        (257,102,723        (18,153,837        (477,146,616
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,915,788          214,016,803          7,570,983          188,936,568  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       31,426,866        $ 687,012,518          15,504,625        $ 394,794,614  
    

 

 

      

 

 

      

 

 

      

 

 

 
Equity Income Fund                                    

Class A

                   

Shares Sold

       3,635,883        $ 65,914,207          7,054,185        $ 141,208,042  

Shares Issued for Reinvested Dividends

       7,197,171          124,714,936          5,387,109          108,873,865  

Shares Redeemed

       (7,936,229        (144,640,881        (16,310,108        (330,513,136
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,896,825          45,988,262          (3,868,814        (80,431,229
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       954,615        $ 16,994,760          1,496,750        $ 30,142,193  

Shares Issued for Reinvested Dividends

       1,426,518          24,524,735          1,234,724          24,850,317  

Shares Redeemed

       (3,021,362        (55,177,159        (7,456,596        (148,401,415
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (640,229        (13,657,664        (4,725,122        (93,408,905
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       7,003,501        $ 127,636,711          17,491,443        $ 350,784,723  

Shares Issued for Reinvested Dividends

       5,173,037          89,094,693          3,652,614          73,362,106  

Shares Redeemed

       (22,778,328        (416,982,795        (15,229,423        (305,556,437
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (10,601,790        (200,251,391        5,914,634          118,590,392  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       114,922        $ 2,120,052          296,916        $ 5,984,389  

Shares Issued for Reinvested Dividends

       215,240          3,730,510          167,506          3,391,169  

Shares Redeemed

       (377,205        (6,876,386        (828,311        (16,803,967
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (47,043        (1,025,824        (363,889        (7,428,409
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       327,819        $ 6,024,656          642,122        $ 13,016,169  

Shares Issued for Reinvested Dividends

       252,643          4,390,220          205,009          4,153,860  

Shares Redeemed

       (601,019        (11,253,464        (1,072,897        (21,756,093
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (20,557        (838,588        (225,766        (4,586,064
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       598,768        $ 11,152,480          1,070,828        $ 21,909,354  

Shares Issued for Reinvested Dividends

       330,238          5,772,240          237,336          4,829,360  

Shares Redeemed

       (704,547        (13,183,601        (1,231,998        (25,045,790
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       224,459          3,741,119          76,166          1,692,924  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       414,659        $ 7,779,358          624,797        $ 12,755,320  

Shares Issued for Reinvested Dividends

       172,887          3,030,694          109,860          2,239,099  

Shares Redeemed

       (195,444        (3,647,103        (355,527        (7,261,890
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       392,102          7,162,949          379,130          7,732,529  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,321,051        $ 24,312,664          3,235,467        $ 66,523,295  

Shares Issued for Reinvested Dividends

       618,878          10,829,202          473,849          9,676,818  

Shares Redeemed

       (3,795,763        (69,241,837        (3,349,092        (68,094,590
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,855,834        (34,099,971        360,224          8,105,523  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       6,185,512        $ 113,994,948          11,490,117        $ 230,763,902  

Shares Issued for Reinvested Dividends

       3,920,598          67,621,462          2,529,103          50,774,813  

Shares Redeemed

       (4,294,439        (79,437,282        (6,712,436        (135,242,319
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,811,671          102,179,128          7,306,784          146,296,396  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (3,840,396      $ (90,801,980        4,853,347        $ 96,563,157  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  97  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Growth Opportunities Fund                                    

Class A

                   

Shares Sold

       3,364,953        $ 124,315,387          5,430,832        $ 258,227,081  

Shares Issued for Reinvested Dividends

       13,501,044          442,159,184          3,585,086          153,656,799  

Shares Redeemed

       (5,808,656        (214,785,222        (6,592,860        (310,460,365
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,057,341          351,689,349          2,423,058          101,423,515  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       2,250,170        $ 43,060,398          2,202,102        $ 67,142,214  

Shares Issued for Reinvested Dividends

       5,635,659          96,538,837          1,594,478          44,007,584  

Shares Redeemed

       (3,829,159        (75,465,431        (6,076,031        (184,287,489
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,056,670          64,133,804          (2,279,451        (73,137,691
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       6,855,637        $ 266,708,677          8,710,241        $ 433,216,495  

Shares Issued for Reinvested Dividends

       8,365,419          290,614,670          2,290,426          102,404,963  

Shares Redeemed

       (10,509,814        (407,813,668        (8,315,111        (406,512,937
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,711,242          149,509,679          2,685,556          129,108,521  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       131,992        $ 4,890,622          234,644        $ 11,070,881  

Shares Issued for Reinvested Dividends

       309,474          10,153,854          87,601          3,772,966  

Shares Redeemed

       (241,130        (9,303,418        (325,309        (15,295,005
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       200,336          5,741,058          (3,064        (451,158
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       153,043        $ 6,132,274          228,630        $ 11,414,684  

Shares Issued for Reinvested Dividends

       446,887          15,681,250          129,500          5,853,389  

Shares Redeemed

       (287,952        (11,760,698        (398,588        (19,861,217
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       311,978          10,052,826          (40,458        (2,593,144
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       119,942        $ 5,111,383          135,790        $ 7,029,897  

Shares Issued for Reinvested Dividends

       109,194          4,050,013          27,599          1,298,270  

Shares Redeemed

       (43,991        (1,862,507        (101,488        (5,319,310
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       185,145          7,298,889          61,901          3,008,857  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       197,230        $ 8,305,177          157,464        $ 8,754,701  

Shares Issued for Reinvested Dividends

       64,798          2,446,116          8,512          405,519  

Shares Redeemed

       (53,178        (2,380,523        (19,778        (1,033,651
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       208,850          8,370,770          146,198          8,126,569  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       863,493        $ 35,615,154          928,873        $ 50,217,143  

Shares Issued for Reinvested Dividends

       650,084          24,540,654          163,706          7,802,221  

Shares Redeemed

       (550,372        (25,305,731        (651,865        (34,204,480
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       963,205          34,850,077          440,714          23,814,884  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,108,199        $ 84,456,676          2,463,128        $ 122,119,125  

Shares Issued for Reinvested Dividends

       2,537,024          88,339,164          1,101,002          49,269,862  

Shares Redeemed

       (1,135,359        (45,985,013        (8,053,486        (408,108,047
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,509,864          126,810,827          (4,489,356        (236,719,060
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       25,204,631        $     758,457,279          (1,054,902      $ (47,418,707
    

 

 

      

 

 

      

 

 

      

 

 

 
Healthcare Fund                                    

Class A

                   

Shares Sold

       798,800        $ 26,403,045          2,816,061        $ 101,549,420  

Shares Issued for Reinvested Dividends

       1,531,546          47,003,147          1,019,295          34,248,296  

Shares Redeemed

       (2,014,991        (66,027,480        (4,495,546        (158,895,113
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       315,355          7,378,712          (660,190        (23,097,397
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       291,434        $ 7,540,930          496,990        $ 14,452,310  

Shares Issued for Reinvested Dividends

       549,060          13,440,993          515,465          14,185,595  

Shares Redeemed

       (911,020        (23,938,667        (3,680,023        (107,962,485
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (70,526        (2,956,744        (2,667,568        (79,324,580
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  98  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Healthcare Fund – (continued)                                    

Class I

                   

Shares Sold

       1,090,123        $ 37,890,669          3,388,340        $ 126,092,031  

Shares Issued for Reinvested Dividends

       716,965          23,208,155          437,685          15,410,892  

Shares Redeemed

       (2,667,883        (90,338,174        (2,974,436        (110,211,280
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (860,795        (29,239,350        851,589          31,291,643  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       91,211        $ 3,010,422          179,019        $ 6,531,072  

Shares Issued for Reinvested Dividends

       82,110          2,592,207          61,276          2,120,778  

Shares Redeemed

       (176,324        (6,045,217        (425,831        (15,473,486
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,003        (442,588        (185,536        (6,821,636
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       101,231        $ 3,651,830          288,491        $ 11,080,389  

Shares Issued for Reinvested Dividends

       61,171          2,038,224          41,923          1,520,963  

Shares Redeemed

       (175,765        (6,223,440        (416,190        (15,933,796
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (13,363        (533,386        (85,776        (3,332,444
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       71,092        $ 2,710,754          130,251        $ 5,340,435  

Shares Issued for Reinvested Dividends

       12,444          435,292          6,075          229,927  

Shares Redeemed

       (87,182        (3,172,538        (112,959        (4,488,405
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,646        (26,492        23,367          1,081,957  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(2)

                   

Shares Sold

       255        $ 10,000                 $  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       255          10,000                    
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       166,098        $ 6,240,042          431,226        $ 17,308,437  

Shares Issued for Reinvested Dividends

       94,877          3,362,455          52,897          2,024,914  

Shares Redeemed

       (201,593        (7,669,779        (283,402        (11,401,142
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       59,382          1,932,718          200,721          7,932,209  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       60,426        $ 2,111,946          450,646        $ 16,664,894  

Shares Issued for Reinvested Dividends

       158,658          5,145,276          86,244          3,039,229  

Shares Redeemed

       (1,486,520        (49,095,687        (128,688        (4,746,404
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,267,436        (41,838,465        408,202          14,957,719  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,843,777      $     (65,715,595        (2,115,191      $ (57,312,529
    

 

 

      

 

 

      

 

 

      

 

 

 
MidCap Fund                                    

Class A

                   

Shares Sold

       6,429,307        $ 177,961,112          15,229,089        $ 479,864,863  

Shares Issued for Reinvested Dividends

       11,616,897          286,472,676          3,795,999          113,272,618  

Shares Redeemed

       (8,944,721        (247,503,779        (14,462,445        (460,231,010
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,101,483          216,930,009          4,562,643          132,906,471  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       2,315,831        $ 43,949,746          6,174,307        $ 145,020,804  

Shares Issued for Reinvested Dividends

       5,087,766          86,695,527          1,974,728          43,246,546  

Shares Redeemed

       (6,978,132        (132,541,344        (13,281,900        (303,779,827
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       425,465          (1,896,071        (5,132,865        (115,512,477
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       22,856,361        $ 642,488,811          51,031,220        $ 1,672,961,497  

Shares Issued for Reinvested Dividends

       15,195,028          387,321,276          4,404,777          134,962,369  

Shares Redeemed

       (28,343,803        (805,587,852        (33,111,717        (1,073,279,042
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,707,586          224,222,235          22,324,280          734,644,824  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       349,601        $ 10,869,415          1,019,743        $ 35,935,089  

Shares Issued for Reinvested Dividends

       380,030          10,526,822          112,130          3,722,725  

Shares Redeemed

       (670,400        (20,912,612        (743,549        (26,222,686
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       59,231          483,625          388,324          13,435,128  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  99  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
MidCap Fund – (continued)                                    

Class R4

                   

Shares Sold

       1,269,527        $ 41,402,294          3,152,179        $ 116,185,148  

Shares Issued for Reinvested Dividends

       881,164          25,483,275          291,588          10,027,716  

Shares Redeemed

       (2,321,877        (77,623,993        (2,657,782        (97,308,099
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (171,186        (10,738,424        785,985          28,904,765  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       3,840,481        $ 126,948,132          5,438,327        $ 205,456,983  

Shares Issued for Reinvested Dividends

       1,361,847          40,610,288          353,078          12,442,452  

Shares Redeemed

       (2,941,055            (94,819,109            (2,628,190            (98,094,631
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,261,273          72,739,311          3,163,215          119,804,804  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       13,350,552        $ 447,676,429          19,650,032        $ 747,342,388  

Shares Issued for Reinvested Dividends

       3,466,868          104,560,740          533,890          18,985,122  

Shares Redeemed

       (4,214,445        (143,353,536        (3,937,273        (149,786,078
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,602,975          408,883,633          16,246,649          616,541,432  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       9,635,990        $ 318,858,005          20,799,108        $ 797,758,811  

Shares Issued for Reinvested Dividends

       4,622,179          139,266,264          1,504,227          53,460,224  

Shares Redeemed

       (20,975,593        (714,202,273        (19,868,421        (736,585,618
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (6,717,424        (256,078,004        2,434,914          114,633,417  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       13,592,831        $ 396,092,703          21,922,976        $ 713,934,685  

Shares Issued for Reinvested Dividends

       6,900,253          176,232,472          1,741,235          53,403,678  

Shares Redeemed

       (6,271,564        (181,837,884        (10,385,273        (339,921,754
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       14,221,520          390,487,291          13,278,938          427,416,609  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       41,490,923        $     1,045,033,605          58,052,083        $     2,072,774,973  
    

 

 

      

 

 

      

 

 

      

 

 

 
MidCap Value Fund                                    

Class A

                   

Shares Sold

       2,007,521        $ 25,984,425          3,127,684        $ 48,813,047  

Shares Issued for Reinvested Dividends

       2,634,934          31,694,686          463,385          7,173,200  

Shares Redeemed

       (2,146,070            (28,209,697        (2,646,647            (41,733,967
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,496,385          29,469,414          944,422          14,252,280  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       173,496        $ 1,801,114          222,446        $ 2,911,223  

Shares Issued for Reinvested Dividends

       240,187          2,313,001          80,495          1,032,748  

Shares Redeemed

       (331,421        (3,505,277        (1,534,250        (19,407,687
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       82,262          608,838          (1,231,309        (15,463,716
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       236,140        $ 3,183,500          552,664        $ 8,792,174  

Shares Issued for Reinvested Dividends

       300,074          3,648,250          66,767          1,040,897  

Shares Redeemed

       (624,261        (8,243,144        (1,015,843        (16,140,564
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (88,047        (1,411,394        (396,412        (6,307,493
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       45,416        $ 617,160          75,953        $ 1,256,452  

Shares Issued for Reinvested Dividends

       72,689          922,418          16,486          268,227  

Shares Redeemed

       (87,931        (1,253,439        (192,290        (3,197,956
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       30,174          286,139          (99,851        (1,673,277
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       71,137        $ 996,534          124,104        $ 2,096,722  

Shares Issued for Reinvested Dividends

       82,313          1,068,388          16,176          267,868  

Shares Redeemed

       (148,459        (2,129,412        (149,407        (2,527,098
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,991          (64,490        (9,127        (162,508
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       61,317        $ 847,952          105,272        $ 1,798,408  

Shares Issued for Reinvested Dividends

       36,259          477,765          11,409          191,481  

Shares Redeemed

       (404,931        (5,589,296        (281,733        (4,803,813
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (307,355        (4,263,579        (165,052        (2,813,924
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  100  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
MidCap Value Fund – (continued)                                    

Class Y

                   

Shares Sold

       196,035        $ 2,907,986          348,742        $ 6,063,658  

Shares Issued for Reinvested Dividends

       90,660          1,198,031          41,401          697,132  

Shares Redeemed

       (217,891        (3,123,659        (1,348,747        (22,829,991
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       68,804          982,358          (958,604        (16,069,201
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       3,344,059        $ 44,774,436          6,696,887        $ 106,408,840  

Shares Issued for Reinvested Dividends

       2,440,229          29,675,324          441,070          6,902,315  

Shares Redeemed

       (2,102,801        (28,254,360        (5,066,647        (81,143,838
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,681,487          46,195,400          2,071,310          32,167,317  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       5,968,701        $ 71,802,686          155,377        $ 3,929,478  
    

 

 

      

 

 

      

 

 

      

 

 

 
Quality Value Fund                                    

Class A

                   

Shares Sold

       319,253        $ 6,071,287          505,087        $ 10,381,769  

Shares Issued for Reinvested Dividends

       572,123          10,176,420          401,915          8,210,264  

Shares Redeemed

       (661,732        (12,626,601        (1,478,660        (30,431,153
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       229,644          3,621,106          (571,658        (11,839,120
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       38,120        $ 613,116          54,734        $ 966,801  

Shares Issued for Reinvested Dividends

       28,768          438,130          50,041          876,084  

Shares Redeemed

       (120,293        (1,996,728        (723,415        (12,761,532
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (53,405        (945,482        (618,640        (10,918,647
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       51,878        $ 995,814          119,419        $ 2,435,718  

Shares Issued for Reinvested Dividends

       47,997          841,546          28,248          569,900  

Shares Redeemed

       (130,648        (2,475,219        (260,204        (5,290,718
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (30,773        (637,859        (112,537        (2,285,100
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       3,002        $ 57,750          7,767        $ 161,342  

Shares Issued for Reinvested Dividends

       3,279          59,308          2,430          50,174  

Shares Redeemed

       (6,068        (123,555        (27,123        (563,901
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       213          (6,497        (16,926        (352,385
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       13,802        $ 270,017          58,437        $ 1,239,154  

Shares Issued for Reinvested Dividends

       19,976          364,460          14,925          312,076  

Shares Redeemed

       (30,753        (613,541        (140,160        (2,976,078
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,025          20,936          (66,798        (1,424,848
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,128        $ 21,445          24,598        $ 514,350  

Shares Issued for Reinvested Dividends

       1,768          32,495          1,109          23,373  

Shares Redeemed

       (364        (6,831        (24,077        (525,126
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,532          47,109          1,630          12,597  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

       955        $ 19,516          476        $ 10,000  

Shares Issued for Reinvested Dividends

       35          650                    

Shares Redeemed

                (8                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       990          20,158          476          10,000  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       14,193        $ 290,323          30,977        $ 668,736  

Shares Issued for Reinvested Dividends

       2,143          39,465          2,536          53,600  

Shares Redeemed

       (8,920        (165,809        (54,129        (1,132,320
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,416          163,979          (20,616        (409,984
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       68,685        $ 1,298,806          4,026,210        $ 82,806,066  

Shares Issued for Reinvested Dividends

       350,111          6,128,466          113,052          2,280,455  

Shares Redeemed

       (1,724,774        (33,087,330        (264,077        (5,415,483
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,305,978        (25,660,058        3,875,185          79,671,038  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,146,336      $ (23,376,608        2,470,116        $ 52,463,551  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  101  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Small Cap Growth Fund                                    

Class A

                   

Shares Sold

       70,746        $ 3,091,801          211,044        $ 12,246,181  

Shares Issued for Reinvested Dividends

       1,137,942          42,820,742          181,627          10,053,030  

Shares Redeemed

       (335,112        (14,537,016        (478,877        (28,211,959
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       873,576          31,375,527          (86,206        (5,912,748
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       26,516        $ 696,714          18,189        $ 821,537  

Shares Issued for Reinvested Dividends

       236,201          6,042,022          50,584          2,132,627  

Shares Redeemed

       (187,571        (5,493,212        (338,387        (14,918,173
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       75,146          1,245,524          (269,614        (11,964,009
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,736,859        $ 77,584,413          1,423,742        $ 86,221,035  

Shares Issued for Reinvested Dividends

       1,099,491          43,341,934          342,617          19,573,702  

Shares Redeemed

       (1,864,357        (82,135,702        (4,791,619        (295,297,396
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       971,993          38,790,645          (3,025,260        (189,502,659
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       50,123        $ 2,028,834          59,892        $ 3,502,644  

Shares Issued for Reinvested Dividends

       60,131          2,234,481          9,890          543,634  

Shares Redeemed

       (83,526        (3,669,167        (81,883        (4,842,381
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       26,728          594,148          (12,101        (796,103
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       210,945        $ 9,091,096          364,952        $ 22,208,659  

Shares Issued for Reinvested Dividends

       297,846          11,687,478          47,349          2,704,153  

Shares Redeemed

       (447,171        (19,812,070        (493,751        (30,080,314
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       61,620          966,504          (81,450        (5,167,502
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       356,443        $ 16,085,162          347,713        $ 21,980,130  

Shares Issued for Reinvested Dividends

       397,887          16,508,317          76,411          4,542,635  

Shares Redeemed

       (547,577        (27,215,510        (767,974        (48,541,480
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       206,753          5,377,969          (343,850        (22,018,715
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       680,554        $ 31,199,773          686,094        $ 43,112,203  

Shares Issued for Reinvested Dividends

       205,988          8,674,158          8,749          525,615  

Shares Redeemed

       (208,478        (10,143,551        (130,097        (8,374,078
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       678,064          29,730,380          564,746          35,263,740  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,893,504        $ 92,899,013          1,232,771        $ 79,909,898  

Shares Issued for Reinvested Dividends

       1,656,136          69,789,590          270,638          16,276,162  

Shares Redeemed

       (2,214,977        (98,916,819        (1,530,091        (96,766,636
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,334,663          63,771,784          (26,682        (580,576
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       135,287        $ 6,125,241          169,138        $ 10,226,392  

Shares Issued for Reinvested Dividends

       221,268          8,748,931          32,992          1,887,827  

Shares Redeemed

       (161,725        (7,560,898        (167,224        (10,322,892
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       194,830          7,313,274          34,906          1,791,327  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       4,423,373        $ 179,165,755          (3,245,511      $ (198,887,245
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Cap Value Fund                                    

Class A

                   

Shares Sold

       357,003        $ 3,805,849          501,586        $ 7,095,178  

Shares Issued for Reinvested Dividends

       1,345,441          12,452,725          167,649          2,291,007  

Shares Redeemed

       (679,395        (7,226,963        (584,728        (8,306,972
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,023,049          9,031,611          84,507          1,079,213  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       22,347        $ 205,195          65,529        $ 865,667  

Shares Issued for Reinvested Dividends

       201,614          1,622,991          40,074          497,721  

Shares Redeemed

       (228,185        (2,080,932        (442,129        (5,637,431
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,224        (252,746        (336,526        (4,274,043
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  102  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Small Cap Value Fund – (continued)                                    

Class I

                   

Shares Sold

       141,555        $ 1,683,116          114,901        $ 1,655,287  

Shares Issued for Reinvested Dividends

       101,935          945,995          10,068          137,932  

Shares Redeemed

       (172,628        (1,634,080        (78,404        (1,122,083
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       70,862          995,031          46,565          671,136  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       9,308        $ 101,050          21,367        $ 312,233  

Shares Issued for Reinvested Dividends

       12,847          123,296          1,103          15,477  

Shares Redeemed

       (2,943        (32,780        (34,579        (501,272
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       19,212          191,566          (12,109        (173,562
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       2,018        $ 20,808          900        $ 13,135  

Shares Issued for Reinvested Dividends

       493          4,797          114          1,619  

Shares Redeemed

       (88        (954        (5,359        (80,859
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,423          24,651          (4,345        (66,105
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Issued for Reinvested Dividends

       888          8,638          144          2,044  

Shares Redeemed

       (1,213        (11,610        (649        (9,287
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (325        (2,972        (505        (7,243
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

              $          715        $ 10,000  

Shares Issued for Reinvested Dividends

       253          2,456                    
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       253          2,456          715          10,000  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       109        $ 1,195          3,238        $ 47,858  

Shares Issued for Reinvested Dividends

       11,902          115,661          4,305          61,224  

Shares Redeemed

       (20,044        (239,476        (46,582        (673,505
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (8,033        (122,620        (39,039        (564,423
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       342,848        $ 3,496,151          58,899        $ 834,996  

Shares Issued for Reinvested Dividends

       1,036,113          9,621,393          301,115          4,128,469  

Shares Redeemed

       (283,446        (3,038,240        (3,698,310        (52,129,544
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,095,515          10,079,304          (3,338,296        (47,166,079
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,198,732        $ 19,946,281          (3,599,033      $ (50,491,106
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Company Fund                                    

Class A

                   

Shares Sold

       1,053,091        $ 19,887,317          2,270,419        $ 52,377,812  

Shares Issued for Reinvested Dividends

       3,082,590          50,462,004                    

Shares Redeemed

       (1,371,173        (25,889,271        (1,882,550        (42,324,435
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,764,508          44,460,050          387,869          10,053,377  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       81,688        $ 1,014,304          161,175        $ 2,756,489  

Shares Issued for Reinvested Dividends

       252,369          2,718,019                    

Shares Redeemed

       (212,091        (2,656,557        (1,216,758        (20,246,713
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       121,966          1,075,766          (1,055,583        (17,490,224
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       87,127        $ 1,755,804          281,342        $ 6,659,139  

Shares Issued for Reinvested Dividends

       279,520          4,855,272                    

Shares Redeemed

       (259,270        (4,989,666        (374,450        (8,896,291
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       107,377          1,621,410          (93,108        (2,237,152
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       95,555        $ 1,880,594          110,367        $ 2,749,385  

Shares Issued for Reinvested Dividends

       146,146          2,626,237                    

Shares Redeemed

       (135,420        (2,769,330        (514,678        (12,245,254
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       106,281          1,737,501          (404,311        (9,495,869
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  103  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Small Company Fund – (continued)                                    

Class R4

                   

Shares Sold

       52,532        $ 1,191,673          121,401        $ 3,118,999  

Shares Issued for Reinvested Dividends

       125,461          2,408,843                    

Shares Redeemed

       (138,416        (3,084,202        (513,859        (13,147,683
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       39,577          516,314          (392,458        (10,028,684
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       14,843        $ 348,087          47,038        $ 1,261,080  

Shares Issued for Reinvested Dividends

       19,819          403,513                    

Shares Redeemed

       (10,040        (238,025        (80,902        (2,111,795
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       24,622          513,575          (33,864        (850,715
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,662        $ 41,771          3,290        $ 101,310  

Shares Issued for Reinvested Dividends

       1,032          21,469                    

Shares Redeemed

       (19        (456        (1,132        (30,923
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,675          62,784          2,158          70,387  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       97,005        $ 2,379,178          239,418        $ 6,832,724  

Shares Issued for Reinvested Dividends

       252,900          5,260,320                    

Shares Redeemed

       (393,323        (8,369,346        (271,716        (7,590,782
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (43,418        (729,848        (32,298        (758,058
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,021,285        $ 42,987,761          2,020,773        $ 47,724,426  

Shares Issued for Reinvested Dividends

       1,153,443          20,116,041                    

Shares Redeemed

       (655,696        (13,529,146        (922,181        (22,313,407
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,519,032          49,574,656          1,098,592          25,411,019  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       5,642,620        $     98,832,208          (523,003      $     (5,325,919
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1) 

Inception date of class was February 28, 2018.

  (2) 

Inception date of Class R6 shares was February 28, 2019.

 

12.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. 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 $370 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During and as of the six-month period ended April 30, 2019, none of the Funds had borrowings under this facility.

 

13.

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.

 

14.

Recent Accounting Pronouncement:

The FASB recently issued ASU 2017-08 (the “ASU” or “Update”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU becomes effective for public entities for fiscal years beginning after December 15, 2018, and for private entities one year later. Management is currently evaluating the implication, if any, of additional disclosure and its impact on each Fund’s financial statements.

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

 

 

  104  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

15.

Subsequent Events:

Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.

 

 

  105  

 


Hartford Domestic Equity Funds

 

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund will file its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports once filed will be available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

 

 

  106  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and its Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2019), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Renato Acquisition Co.; Sentinel Insurance Company, Ltd; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2019


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-DE19    6/19    211418    Printed in U.S.A.

 

LOGO


LOGO


LOGO

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2018 through April 30, 2019.

Market Review

During the six months ended April 30, 2019, U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 gained 9.76%. The strong returns for the period were generated despite the Index losing nearly 20% through a volatile fourth quarter (2018 marked the first year of negative returns for the Index since 2008).

 

In our view, a key component of stocks’ impressive turnaround in 2019 was a change in U.S. Federal Reserve (Fed) monetary policy. From 2015 to 2018, the Fed had been gradually increasing interest rates from near zero in the wake of the global financial crisis. In March, the Fed indicated it will not continue to raise rates. In addition, GDP grew at 3.2% in the first quarter and the unemployment rate fell to 3.6% in April – a 49-year low.2 Stocks rallied on this evidence that the U.S. economy appears to have shaken off any lingering effects of the U.S. government shutdown.

However, slowing global growth and uncertainty surrounding domestic and foreign politics are likely to continue playing a key role in market movements this year. For example, trade tensions with China have already caused sporadic volatility, and the threat of ongoing tariffs could cause further uneasiness. Abroad, the still unresolved “Brexit” undertaking for the United Kingdom to leave the European Union, slowing growth in Germany, and a recession in Italy may negatively impact global markets.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

2 

Source: Bureau of Labor Statistics, 5/19


Hartford Schroders Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     12  

Expense Examples

     13  

Financial Statements:

  

Schedules of Investments:

  

Hartford Schroders Emerging Markets Equity Fund

     16  

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

     19  

Hartford Schroders Global Strategic Bond Fund

     23  

Hartford Schroders International Multi-Cap Value Fund

     24  

Hartford Schroders International Stock Fund

     33  

Hartford Schroders Securitized Income Fund

     35  

Hartford Schroders Tax-Aware Bond Fund

     38  

Hartford Schroders US Small Cap Opportunities Fund

     41  

Hartford Schroders US Small/Mid Cap Opportunities Fund*

     44  

Glossary

     47  

Statements of Assets and Liabilities

     48  

Statements of Operations

     52  

Statements of Changes in Net Assets

     54  

Financial Highlights

     57  

Notes to Financial Statements

     66  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     94  

Quarterly Portfolio Holdings Information

     94  

Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders Securitized Income Fund

     95  

 

  *

Effective May 1, 2019, the Fund’s name changed to Hartford Schroders US MidCap Opportunities Fund


Hartford Schroders Emerging Markets Equity Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 3/31/2006

Sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited

  Investment objective – The Fund seeks capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     12.70%        -4.93%        4.67%        7.49%  

Class A3

     6.49%        -10.16%        3.49%        6.88%  

Class C2

     12.28%        -5.62%        4.41%        7.45%  

Class C3

     11.28%        -6.56%        4.41%        7.45%  

Class I2

     12.82%        -4.73%        4.90%        7.70%  

Class R32

     12.58%        -5.19%        4.71%        7.61%  

Class R42

     12.55%        -5.12%        4.73%        7.62%  

Class R52

     12.82%        -4.66%        4.92%        7.71%  

Class Y2

     12.90%        -4.57%        4.99%        7.75%  

Class F2

     12.87%        -4.62%        4.95%        7.73%  

Class SDR2

     12.84%        -4.61%        5.03%        7.77%  

MSCI Emerging Markets Index (Net)

     13.76%        -5.04%        4.04%        7.50%  

 

1

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder Emerging Market Equity Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

Effective on the close of business on 3/15/19, the Fund was closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.47%        1.47%  

Class C

     2.21%        2.21%  

Class I

     1.25%        1.25%  

Class R3

     1.82%        1.82%  

Class R4

     1.50%        1.50%  

Class R5

     1.21%        1.21%  

Class Y

     1.15%        1.15%  

Class F

     1.10%        1.10%  

Class SDR

     1.10%        1.10%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross and net expenses are the same. Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2019

 

Sector   

Percentage of

Net Assets

 

Equity Securities

  

Communication Services

     10.4

Consumer Discretionary

     14.9  

Consumer Staples

     7.3  

Energy

     11.8  

Financials

     27.8  

Health Care

     1.0  

Industrials

     2.6  

Information Technology

     17.8  

Materials

     3.9  

Real Estate

     0.6  

Utilities

     0.6  
  

 

 

 

Total

     98.7
  

 

 

 

Short-Term Investments

     1.4  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  2  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 6/25/2013

Sub-advised by Schroder Investment Management North America Inc.

  Investment objective – The Fund seeks to provide a return of long-term capital growth and income.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     6.28%        1.03%        2.98%        3.40%  

Class A4

     1.55%        -3.53%        2.02%        2.59%  

Class C3

     5.99%        0.32%        2.66%        3.16%  

Class C4

     4.99%        -0.64%        2.66%        3.16%  

Class I3

     6.54%        1.28%        3.20%        3.63%  

Class R33

     6.40%        1.29%        3.06%        3.51%  

Class R43

     6.51%        1.31%        3.15%        3.58%  

Class R53

     6.57%        1.42%        3.20%        3.63%  

Class Y3

     6.59%        1.45%        3.24%        3.66%  

Class F3

     6.62%        1.52%        3.24%        3.66%  

Class SDR3

     6.62%        1.43%        3.32%        3.73%  

33.4% JP Morgan EMBI Global Diversified Index/ 33.3% JP Morgan GBI Emerging Markets Global Diversified Index/ 33.3% JP Morgan CEMBI Broad Diversified Index5

     7.28%        2.36%        3.07%        3.90%  

JP Morgan EMBI Global Diversified Index

     8.20%        6.01%        5.23%        6.21%  

JP Morgan GBI Emerging Markets Global Diversified Index

     7.00%        -4.93%        -0.97%        -0.44%  

JP Morgan CEMBI Broad Diversified Index

     6.56%        6.11%        4.83%        5.51%  

 

1 

Not Annualized

2 

Inception: 06/25/2013

3 

Without sales charge

4 

With sales charge

5 

Calculated by Hartford Funds Management Company, LLC

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder Emerging Markets Multi-Sector Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.30%        1.16%  

Class C

     2.17%        1.91%  

Class I

     1.03%        0.91%  

Class R3

     1.67%        1.46%  

Class R4

     1.36%        1.16%  

Class R5

     1.07%        0.86%  

Class Y

     0.97%        0.86%  

Class F

     0.95%        0.76%  

Class SDR

     0.95%        0.76%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Restricted securities may be more difficult to sell and price than other securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. The Fund invests in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund.

Composition by Security Type(1)

as of April 30, 2019

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     39.8

Foreign Government Obligations

     48.6  
  

 

 

 

Total

     88.4
  

 

 

 

Short-Term Investments

     16.7  

Other Assets & Liabilities

     (5.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  3  

 


Hartford Schroders Global Strategic Bond Fund1

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 6/23/2014

Sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited

  Investment objective – The Fund seeks total return over the long term.

 

1 

Effective as of the close of business on April 30, 2019, the Fund was liquidated pursuant to a plan of liquidation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year     

Since

Inception2

 

Class A3

     0.99%        -0.42%        0.13%  

Class A4

     -3.53%        -4.88%        -0.81%  

Class C3

     0.65%        -0.94%        -0.05%  

Class C4

     -0.32%        -1.89%        -0.05%  

Class I3

     1.09%        -0.06%        0.39%  

Class R33

     0.80%        -0.43%        0.27%  

Class R43

     0.92%        -0.29%        0.32%  

Class R53

     0.91%        -0.25%        0.35%  

Class Y3

     0.91%        -0.22%        0.41%  

Class F3

     1.05%        -0.06%        0.44%  

Class SDR3

     0.97%        -0.04%        0.51%  

ICE BofAML US 3-Month Treasury Bill Index

     1.18%        2.18%        0.80%  

Bloomberg Barclays Global Aggregate 1-3 Year USD Hedged Index

     2.24%        3.29%        1.60%  

3-Month USD Fixed LIBOR5

     1.34%        2.52%        1.06%  

 

1 

Not Annualized

2 

Inception: 06/23/2014

3 

Without sales charge

4 

With sales charge

5 

The 3-Month USD Fixed LIBOR reflects the returns of the ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder Global Strategic Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/19/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Effective July 31, 2018, the Fund changed its benchmark, the 3-Month USD Fixed LIBOR, to the ICE BofAML US 3-Month Treasury Bill Index, due to the U.K. Financial Conduct Authority’s plan to phase out the London Interbank Offered Rate (LIBOR). In addition, the Fund added Bloomberg Barclays Global Aggregate 1-3 Year USD Hedged Index as a secondary benchmark, effective as of the same date.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.39%        1.04%  

Class C

     2.25%        1.86%  

Class I

     1.10%        0.79%  

Class R3

     1.73%        1.41%  

Class R4

     1.41%        1.11%  

Class R5

     1.12%        0.81%  

Class Y

     1.10%        0.76%  

Class F

     1.00%        0.64%  

Class SDR

     1.00%        0.64%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Convertible securities are subject to the risks of both debt and equity securities. Loans can be difficult to value and less liquid than other types of debt instrument; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than

 

 

 

  4  

 


Hartford Schroders Global Strategic Bond Fund

Fund Overview – (continued)

April 30, 2019 (Unaudited)

 

 

 

a more broadly diversified fund. Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type(1)

as of April 30, 2019

 

Category   

Percentage of

Net Assets

 

Other Assets & Liabilities

     100.0
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  5  

 


Hartford Schroders International Multi-Cap Value Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 8/30/2006

Sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     6.32%        -5.98%        2.04%        9.01%  

Class A3

     0.50%        -11.16%        0.89%        8.40%  

Class C2

     6.04%        -6.67%        1.78%        9.00%  

Class C3

     5.04%        -7.56%        1.78%        9.00%  

Class I2

     6.55%        -5.67%        2.32%        9.29%  

Class R32

     6.26%        -6.11%        2.02%        9.13%  

Class R42

     6.31%        -6.03%        2.15%        9.20%  

Class R52

     6.56%        -5.67%        2.30%        9.27%  

Class Y2

     6.48%        -5.70%        2.35%        9.31%  

Class F2

     6.50%        -5.66%        2.36%        9.31%  

Class SDR2

     6.50%        -5.57%        2.40%        9.33%  

MSCI All Country World (ACWI) ex USA Index (Net)

     9.12%        -3.23%        2.83%        7.75%  

MSCI All Country World (ACWI) ex USA Value Index (Net)

     6.06%        -5.71%        1.12%        6.70%  

 

1

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder International Multi-Cap Value Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.12%        1.12%  

Class C

     1.87%        1.87%  

Class I

     0.86%        0.86%  

Class R3

     1.49%        1.49%  

Class R4

     1.19%        1.19%  

Class R5

     0.87%        0.87%  

Class Y

     0.88%        0.82%  

Class F

     0.77%        0.77%  

Class SDR

     0.77%        0.77%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2019

 

Sector   

Percentage of

Net Assets

 

Equity Securities

  

Communication Services

     8.6

Consumer Discretionary

     9.4  

Consumer Staples

     5.4  

Energy

     9.6  

Financials

     20.7  

Health Care

     7.5  

Industrials

     13.1  

Information Technology

     7.7  

Materials

     7.7  

Real Estate

     2.5  

Utilities

     2.0  
  

 

 

 

Total

     94.2
  

 

 

 

Short-Term Investments

     10.0  

Other Assets & Liabilities

     (4.2
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  6  

 


Hartford Schroders International Stock Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 12/19/1985

Sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited

  Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     10.13%        0.23%        3.72%        8.82%  

Class A3

     4.03%        -5.30%        2.55%        8.21%  

Class C2

     9.71%        -0.49%        3.47%        8.85%  

Class C3

     8.71%        -1.41%        3.47%        8.85%  

Class I2

     10.23%        0.50%        3.97%        9.11%  

Class R32

     10.13%        0.33%        3.88%        9.06%  

Class R42

     10.18%        0.46%        3.93%        9.09%  

Class R52

     10.17%        0.46%        3.98%        9.12%  

Class Y2

     10.23%        0.52%        4.02%        9.14%  

Class F2

     10.32%        0.59%        4.02%        9.14%  

Class SDR2

     10.29%        0.57%        4.07%        9.16%  

MSCI All Country World (ACWI) ex USA Index (Net)

     9.12%        -3.23%        2.83%        7.75%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder International Alpha Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.17%        1.15%  

Class C

     1.93%        1.93%  

Class I

     0.85%        0.85%  

Class R3

     1.53%        1.45%  

Class R4

     1.22%        1.15%  

Class R5

     0.93%        0.85%  

Class Y

     0.85%        0.85%  

Class F

     0.81%        0.75%  

Class SDR

     0.81%        0.75%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Small- and mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Sector(1)

as of April 30, 2019

 

Sector   

Percentage of

Net Assets

 

Equity Securities

  

Communication Services

     9.4

Consumer Discretionary

     19.1  

Consumer Staples

     9.8  

Energy

     4.4  

Financials

     16.3  

Health Care

     8.8  

Industrials

     14.8  

Information Technology

     11.1  

Materials

     3.9  
  

 

 

 

Total

     97.6
  

 

 

 

Short-Term Investments

     5.5  

Other Assets & Liabilities

     (3.1
  

 

 

 

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  

 


Hartford Schroders Securitized Income Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 2/28/2019

Sub-advised by Schroder Investment Management North America Inc.

  Investment objective – The Fund seeks to provide current income and long-term total return consistent with preservation of capital.

 

Cumulative Total Returns

(as of 4/30/19)

 

      Since
Inception1
 

Class A2

     0.54%  

Class A3

     -2.48%  

Class I2

     0.56%  

Class Y2

     0.56%  

Class F2

     0.56%  

Class SDR2

     0.57%  

ICE BofAML US ABS & CMBS Index

     1.43%  

S&P/LSTA Leverage Loan Index

     1.47%  

 

1 

Inception: 02/28/2019

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 3.00%.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.53%        1.41%  

Class I

     1.23%        1.16%  

Class Y

     1.25%        1.11%  

Class F

     1.14%        1.01%  

Class SDR

     1.14%        1.01%  

 

*

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 02/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price

volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. The Fund may use repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. Use of leverage can increase market exposure, magnify investment risks, and cause losses to be realized more quickly. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type(1)

as of April 30, 2019

 

Category   

Percentage of

Net Assets

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     108.6

Corporate Bonds

     4.5  
  

 

 

 

Total

     113.1
  

 

 

 

Short-Term Investments

     5.8  

Other Assets & Liabilities

     (18.9
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  8  

 


Hartford Schroders Tax-Aware Bond Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 10/3/2011

Sub-advised by Schroder Investment Management North America Inc.

  Investment objective – The Fund seeks total return on an after-tax basis.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years     

Since

Inception2

 

Class A3

     6.07%        5.80%        3.71%        4.59%  

Class A4

     1.31%        1.03%        2.76%        3.96%  

Class C3

     5.60%        4.76%        3.41%        4.47%  

Class C4

     4.60%        3.76%        3.41%        4.47%  

Class I3

     6.19%        5.98%        3.98%        4.86%  

Class Y3

     6.18%        5.95%        3.97%        4.85%  

Class F3

     6.20%        5.98%        3.98%        4.85%  

Class SDR3

     6.20%        5.99%        3.97%        4.85%  

Bloomberg Barclays Municipal Bond Index

     5.68%        6.16%        3.56%        3.77%  

 

1 

Not Annualized

2 

Inception: 10/03/2011

3 

Without sales charge

4 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder Broad Tax-Aware Value Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund and the Predecessor Fund’s predecessor. Prior to 10/24/16, Class A and Class I were called Advisor Shares and Investor Shares, respectively. Performance for Class A shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Advisor Shares) reflects the performance of the Predecessor Fund’s Investor Shares adjusted to reflect the distribution fees of the Predecessor Fund’s Advisor Shares. Class C, Class Y and Class SDR shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16. Performance for the Fund prior to 6/14/13 reflects performance of the Predecessor Fund’s predecessor, which commenced operations on 10/3/11.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     0.86%        0.71%  

Class C

     1.62%        1.59%  

Class I

     0.62%        0.49%  

Class Y

     0.66%        0.56%  

Class F

     0.55%        0.46%  

Class SDR

     0.55%        0.46%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Security Type(1)

as of April 30, 2019

 

Category   

Percentage of

Net Assets

 

Fixed Income Securities

  

Corporate Bonds

     6.4

Municipal Bonds

     57.8  

U.S. Government Agencies

     10.7  

U.S. Government Securities

     21.8  
  

 

 

 

Total

     96.7
  

 

 

 

Short-Term Investments

     1.5  

Other Assets & Liabilities

     1.8  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  9  

 


Hartford Schroders US Small Cap Opportunities Fund

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 8/6/1993

Sub-advised by Schroder Investment Management North America Inc.

  Investment objective – The Fund seeks capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     7.58%        6.53%        8.96%        12.99%  

Class A3

     1.65%        0.68%        7.74%        12.35%  

Class C2

     7.19%        5.73%        8.70%        13.01%  

Class C3

     6.21%        4.77%        8.70%        13.01%  

Class I2

     7.75%        6.83%        9.29%        13.31%  

Class R32

     7.41%        6.21%        9.02%        13.17%  

Class R42

     7.65%        6.69%        9.20%        13.26%  

Class R52

     7.71%        6.79%        9.26%        13.30%  

Class Y2

     7.78%        6.90%        9.31%        13.33%  

Class F2

     7.77%        6.89%        9.32%        13.33%  

Class SDR2

     7.75%        6.91%        9.35%        13.35%  

Russell 2000 Index

     6.06%        4.61%        8.63%        14.10%  

 

1

Not Annualized

2 

Without sales charge

3 

With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder U.S. Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 9/28/15 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.50%        1.42%  

Class C

     2.25%        2.17%  

Class I

     1.19%        1.17%  

Class R3

     1.82%        1.72%  

Class R4

     1.52%        1.42%  

Class R5

     1.22%        1.12%  

Class Y

     1.21%        1.12%  

Class F

     1.10%        1.02%  

Class SDR

     1.10%        1.02%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value.

Composition by Sector(1)

as of April 30, 2019

 

Sector   

Percentage of

Net Assets

 

Equity Securities

  

Communication Services

     1.2

Consumer Discretionary

     16.5  

Consumer Staples

     2.7  

Energy

     2.5  

Financials

     18.5  

Health Care

     8.9  

Industrials

     14.7  

Information Technology

     15.2  

Materials

     5.4  

Real Estate

     5.0  

Utilities

     2.1  
  

 

 

 

Total

     92.7
  

 

 

 

Short-Term Investments

     9.4  

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.

 

 

 

  10  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund1

Fund Overview

April 30, 2019 (Unaudited)

 

 

 

Inception 3/31/2006

Sub-advised by Schroder Investment Management North America Inc.

  Investment objective – The Fund seeks capital appreciation.

 

1 

Effective 5/1/19, the Fund changed its name (now known as Hartford Schroders US MidCap Opportunities Fund), principal investment strategy and primary benchmark. The information in this report is as of 4/30/19 and therefore, does not reflect these changes unless otherwise noted. For more information, please see the Fund’s most recent prospectus.

 

Average Annual Total Returns

for the Periods Ending 4/30/19

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     8.61%        7.59%        9.66%        13.38%  

Class A3

     2.61%        1.69%        8.42%        12.74%  

Class C2

     8.29%        6.83%        9.39%        13.37%  

Class C3

     7.29%        5.83%        9.39%        13.37%  

Class I2

     8.82%        7.91%        9.96%        13.67%  

Class R32

     8.50%        7.28%        9.63%        13.50%  

Class R42

     8.70%        7.64%        9.80%        13.59%  

Class R52

     8.86%        7.95%        9.96%        13.67%  

Class Y2

     8.91%        8.00%        9.99%        13.69%  

Class F2

     8.92%        8.01%        10.01%        13.70%  

Class SDR2

     8.83%        8.00%        10.06%        13.72%  

Russell 2500 Index

     8.76%        7.89%        9.04%        14.97%  

Russell Midcap Index4

     11.65%        10.69%        9.75%        15.65%  

 

1 

Not Annualized

2 

Without sales charge

3 

With sales charge

4 

Effective 5/1/19, the Russell Midcap Index will become the Fund’s primary benchmark and the Russell 2500 Index will become the Fund’s secondary benchmark because Hartford Funds Management Company, LLC believes that the Russell Midcap Index better reflects the Fund’s revised investment strategy.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/19, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective immediately before the opening of business on 10/24/16, the Schroder U.S. Small and Mid Cap Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown above for periods prior to 10/24/16 is that of the Predecessor Fund. Prior to 10/24/16, Class A, Class I and Class SDR were called Advisor Shares, Investor Shares and R6 Shares, respectively. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/14 (the inception date of the Predecessor Fund’s Class R6 Shares) reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Operating Expenses*

 

      Gross      Net  

Class A

     1.32%        1.32%  

Class C

     2.08%        2.08%  

Class I

     1.05%        1.05%  

Class R3

     1.69%        1.69%  

Class R4

     1.39%        1.39%  

Class R5

     1.09%        1.09%  

Class Y

     1.08%        1.04%  

Class F

     0.97%        0.97%  

Class SDR

     0.97%        0.97%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/29/20 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value.

Composition by Sector(1)

as of April 30, 2019

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     1.0

Consumer Discretionary

     12.0  

Consumer Staples

     1.6  

Energy

     2.3  

Financials

     17.2  

Health Care

     8.9  

Industrials

     17.5  

Information Technology

     16.9  

Materials

     6.5  

Real Estate

     6.6  

Utilities

     3.3  
  

 

 

 

Total

     93.8
  

 

 

 

Short-Term Investments

     5.8  

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.

 

 

 

  11  

 


Hartford Schroders Funds

Benchmark Glossary (Unaudited)

 

 

 

3-Month USD Fixed LIBOR (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

Bloomberg Barclays Global Aggregate 1-3 Year USD Hedged Index (reflects no deduction for fees, expenses or taxes) measures the performance of the global investment grade, fixed-rate bond markets. The index includes government, government-related and corporate bonds, as well as asset-backed, mortgage-backed and commercial mortgage-backed securities from both developed and emerging markets issuers, while hedging the currency back to the US Dollar. Maturities are 1-3 years.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

ICE BofAML US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) 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.

ICE BofAML US ABS & CMBS Index (reflects no deduction for fees, expenses or taxes) tracks the performance of US dollar denominated investment grade fixed and floating rate asset backed securities and fixed rate commercial mortgage backed securities publicly issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody’s, S&P and Fitch), at least one year remaining term to final stated maturity and at least one month to the last expected cash flow. 144a securities qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Inverse floating rate, interest only and principal only tranches of qualifying deals are excluded from the Index as are all tranches of re-securitized deals.

JP Morgan CEMBI Broad Diversified Index (reflects no deduction for fees, expenses or taxes) tracks total returns of U.S. dollar denominated debt instruments issued by corporate entities in Emerging Markets countries.

JP Morgan EMBI Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a uniquely weighted index that tracks total returns for U.S. dollar denominated Brady bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure.

MSCI ACWI ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI ACWI ex USA Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed (excluding the U.S.) and emerging market countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

Russell 2500 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest U.S. companies based on a combination of their market capitalization and current index membership.

Russell Midcap Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap segment of the U.S. equity universe. The Russell Midcap Index is a subset of the Russell 1000 Index. It includes approximately 800 of the smallest securities based on a combination of their market cap and current index membership.

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leveraged loan market based upon market weightings, spreads and interest payments.

BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

 

 

 

  12  

 


Hartford Schroders Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2018 through April 30, 2019, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

Hartford Schroders Emerging Markets Equity Fund

 

        

Class A

   $     1,000.00      $ 1,127.00      $ 7.49      $ 1,000.00      $ 1,017.75      $ 7.10        1.42

Class C

   $ 1,000.00      $ 1,122.80      $     11.32      $     1,000.00      $     1,014.13      $     10.74        2.15

Class I

   $ 1,000.00      $     1,128.20      $ 6.49      $ 1,000.00      $ 1,018.70      $ 6.16        1.23

Class R3

   $ 1,000.00      $ 1,125.80      $ 9.01      $ 1,000.00      $ 1,016.32      $ 8.55        1.71

Class R4

   $ 1,000.00      $ 1,125.50      $ 7.80      $ 1,000.00      $ 1,017.46      $ 7.40        1.48

Class R5

   $ 1,000.00      $ 1,128.20      $ 6.17      $ 1,000.00      $ 1,018.99      $ 5.86        1.17

Class Y

   $ 1,000.00      $ 1,129.00      $ 5.70      $ 1,000.00      $ 1,019.44      $ 5.41        1.08

Class F

   $ 1,000.00      $ 1,128.70      $ 5.65      $ 1,000.00      $ 1,019.49      $ 5.36        1.07

Class SDR

   $ 1,000.00      $ 1,128.40      $ 5.65      $ 1,000.00      $ 1,019.49      $ 5.36        1.07

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

Class A

   $ 1,000.00      $ 1,062.80      $ 5.78      $ 1,000.00      $ 1,019.19      $ 5.66        1.13

Class C

   $ 1,000.00      $ 1,059.90      $ 9.70      $ 1,000.00      $ 1,015.37      $ 9.49        1.90

Class I

   $ 1,000.00      $ 1,065.40      $ 4.25      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class R3

   $ 1,000.00      $ 1,064.00      $ 5.02      $ 1,000.00      $ 1,019.90      $ 4.91        0.98

Class R4

   $ 1,000.00      $ 1,065.10      $ 4.71      $ 1,000.00      $ 1,020.23      $ 4.61        0.92

Class R5

   $ 1,000.00      $ 1,065.70      $ 4.35      $ 1,000.00      $ 1,020.60      $ 4.26        0.85

Class Y

   $ 1,000.00      $ 1,065.90      $ 3.89      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class F

   $ 1,000.00      $ 1,066.20      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Class SDR

   $ 1,000.00      $ 1,066.20      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

 

 

  13  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

Hartford Schroders Global Strategic Bond Fund

 

Class A

   $     1,000.00      $ 1,009.90      $ 4.53      $ 1,000.00      $ 1,020.28      $ 4.56        0.91

Class C

   $ 1,000.00      $ 1,006.50      $ 8.16      $ 1,000.00      $ 1,016.66      $ 8.20        1.64

Class I

   $ 1,000.00      $ 1,010.90      $ 2.54      $ 1,000.00      $ 1,022.27      $ 2.56        0.51

Class R3

   $ 1,000.00      $ 1,008.00      $ 3.78      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class R4

   $ 1,000.00      $ 1,009.20      $ 3.59      $ 1,000.00      $ 1,021.22      $ 3.61        0.72

Class R5

   $ 1,000.00      $ 1,009.10      $ 3.39      $ 1,000.00      $ 1,021.42      $ 3.41        0.68

Class Y

   $ 1,000.00      $ 1,009.10      $ 3.14      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

Class F

   $ 1,000.00      $ 1,010.50      $ 2.89      $ 1,000.00      $ 1,021.92      $ 2.91        0.58

Class SDR

   $ 1,000.00      $ 1,009.70      $ 2.89      $ 1,000.00      $ 1,021.92      $ 2.91        0.58

Hartford Schroders International Multi-Cap Value Fund

 

Class A

   $ 1,000.00      $     1,063.20      $ 5.52      $     1,000.00      $     1,019.44      $     5.41        1.08

Class C

   $ 1,000.00      $ 1,060.40      $ 9.55      $ 1,000.00      $ 1,015.52      $ 9.35        1.87

Class I

   $ 1,000.00      $ 1,065.50      $ 4.35      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class R3

   $ 1,000.00      $ 1,062.60      $ 6.80      $ 1,000.00      $ 1,018.20      $ 6.66        1.33

Class R4

   $ 1,000.00      $ 1,063.10      $     5.73      $ 1,000.00      $ 1,019.24      $ 5.61        1.12

Class R5

   $ 1,000.00      $ 1,065.60      $ 4.40      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class Y

   $ 1,000.00      $ 1,064.80      $ 4.04      $ 1,000.00      $ 1,020.88      $ 3.96        0.79

Class F

   $ 1,000.00      $ 1,065.00      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Class SDR

   $ 1,000.00      $ 1,065.00      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Hartford Schroders International Stock Fund

 

Class A

   $     1,000.00      $     1,101.30      $     5.78      $     1,000.00      $     1,019.29      $     5.56        1.11

Class C

   $ 1,000.00      $ 1,097.10      $ 9.67      $ 1,000.00      $ 1,015.57      $ 9.30        1.86

Class I

   $ 1,000.00      $ 1,102.30      $ 4.33      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class R3

   $ 1,000.00      $ 1,101.30      $ 5.89      $ 1,000.00      $ 1,019.19      $ 5.66        1.13

Class R4

   $ 1,000.00      $ 1,101.80      $ 5.05      $ 1,000.00      $ 1,019.98      $ 4.86        0.97

Class R5

   $ 1,000.00      $ 1,101.70      $ 4.53      $ 1,000.00      $ 1,020.48      $ 4.36        0.87

Class Y

   $ 1,000.00      $ 1,102.30      $ 4.33      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class F

   $ 1,000.00      $ 1,103.20      $ 4.02      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class SDR

   $ 1,000.00      $ 1,102.90      $ 4.07      $ 1,000.00      $ 1,020.93      $ 3.91        0.78

Hartford Schroders Securitized Income Fund(1)

 

Class A

   $ 1,000.00      $ 1,005.40      $ 1.49      $ 1,000.00      $ 1,020.40      $ 4.49        0.89 %(3) 

Class I

   $ 1,000.00      $ 1,005.60      $ 1.29      $ 1,000.00      $ 1,021.00      $ 3.86        0.77 %(3) 

Class Y

   $ 1,000.00      $ 1,005.60      $ 1.27      $ 1,000.00      $ 1,021.00      $ 3.81        0.76 %(3) 

Class F

   $ 1,000.00      $ 1,005.60      $ 1.29      $ 1,000.00      $ 1,021.00      $ 3.86        0.77 %(3) 

Class SDR

   $ 1,000.00      $ 1,005.70      $ 1.27      $ 1,000.00      $ 1,021.00      $ 3.81        0.76 %(3) 

Hartford Schroders Tax-Aware Bond Fund

 

Class A

   $     1,000.00      $     1,060.70      $ 3.63      $ 1,000.00      $ 1,021.27      $ 3.56        0.71

Class C

   $ 1,000.00      $ 1,056.00      $ 7.85      $ 1,000.00      $ 1,017.16      $ 7.70        1.54

Class I

   $ 1,000.00      $ 1,061.90      $ 2.40      $ 1,000.00      $ 1,022.46      $ 2.36        0.47

Class Y

   $ 1,000.00      $ 1,061.80      $ 2.50      $ 1,000.00      $ 1,022.37      $ 2.46        0.49

Class F

   $ 1,000.00      $ 1,062.00      $ 2.35      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Class SDR

   $ 1,000.00      $ 1,062.00      $ 2.35      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Hartford Schroders US Small Cap Opportunities Fund

 

Class A

   $ 1,000.00      $ 1,075.80      $ 6.90      $     1,000.00      $     1,018.15      $ 6.71        1.34

Class C

   $ 1,000.00      $ 1,071.90      $     10.79      $ 1,000.00      $ 1,014.38      $     10.49        2.10

Class I

   $ 1,000.00      $ 1,077.50      $ 5.41      $ 1,000.00      $ 1,019.59      $ 5.26        1.05

Class R3

   $ 1,000.00      $ 1,074.10      $ 7.97      $ 1,000.00      $ 1,017.11      $ 7.75        1.55

Class R4

   $ 1,000.00      $ 1,076.50      $ 6.08      $ 1,000.00      $ 1,018.94      $ 5.91        1.18

Class R5

   $ 1,000.00      $ 1,077.10      $ 5.36      $ 1,000.00      $ 1,019.64      $ 5.21        1.04

Class Y

   $ 1,000.00      $ 1,077.80      $ 4.89      $ 1,000.00      $ 1,020.08      $ 4.76        0.95

Class F

   $ 1,000.00      $ 1,077.70      $ 4.89      $ 1,000.00      $ 1,020.08      $ 4.76        0.95

Class SDR

   $ 1,000.00      $ 1,077.50      $ 4.89      $ 1,000.00      $ 1,020.08      $ 4.76        0.95

 

 

  14  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Beginning
Account Value
November 1, 2018
     Ending
Account Value
April 30, 2019
     Expenses paid
during the period
November 1, 2018
through
April 30, 2019
     Annualized
expense
ratio
 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Class A

   $     1,000.00      $     1,086.10      $ 6.52      $     1,000.00      $     1,018.55      $ 6.31        1.26

Class C

   $ 1,000.00      $ 1,082.90      $     10.38      $ 1,000.00      $ 1,014.83      $     10.04        2.01

Class I

   $ 1,000.00      $ 1,088.20      $ 5.18      $ 1,000.00      $ 1,019.84      $ 5.01        1.00

Class R3

   $ 1,000.00      $ 1,085.00      $ 7.86      $ 1,000.00      $ 1,017.26      $ 7.60        1.52

Class R4

   $ 1,000.00      $ 1,087.00      $ 6.68      $ 1,000.00      $ 1,018.40      $ 6.46        1.29

Class R5

   $ 1,000.00      $ 1,088.60      $ 4.82      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class Y(2)

   $ 1,000.00      $ 1,089.10      $ 4.71      $ 1,000.00      $ 1,020.28      $ 4.56        0.91

Class F

   $ 1,000.00      $ 1,089.20      $ 4.45      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class SDR

   $ 1,000.00      $ 1,088.30      $ 4.56      $ 1,000.00      $ 1,020.43      $ 4.41        0.88

 

(1) 

Please note that while the Fund commenced operations on February 28, 2019, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2018 to April 30, 2019.

(2) 

Effective May 1, 2019, a new transfer agency fee arrangement was implemented. Had the new arrangement been in effect during the period, the annualized expense ratio would have been 0.96%, and the expenses paid in the actual and hypothetical examples would have been $4.97 and $4.81, respectively.

(3) 

Includes the impact of certain non-contractual waivers. Please see the fee table in the Fund’s prospectus for the Fund’s estimated total annual fund operating expenses (before and after contractual waivers and/or reimbursements).

 

 

  15  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.2%  
      Argentina - 0.4%  
  753,886    

BBVA Banco Frances S.A. ADR

  $ 6,046,166  
  718,569    

YPF S.A. ADR

    9,722,238  
   

 

 

 
      15,768,404  
   

 

 

 
      Brazil - 10.7%  
  3,954,495    

B3 S.A. - Brasil Bolsa Balcao

    34,743,402  
  4,702,694    

Banco Bradesco S.A. ADR

    42,606,408  
  1,053,444    

Equatorial Energia S.A.

    22,057,013  
  816,446    

IRB Brasil Resseguros S.A.

    19,551,728  
  8,513,436    

Itau Unibanco Holding S.A. ADR

    73,641,221  
  2,868,627    

Klabin S.A.

    12,144,349  
  4,219,296    

Lojas Renner S.A.

    50,445,180  
  392,052    

Pagseguro Digital Ltd. Class A*

    10,216,875  
  3,460,391    

Petroleo Brasileiro S.A. ADR

    50,577,720  
  1,332,780    

Raia Drogasil S.A.

    23,500,653  
  3,435,054    

Vale S.A. ADR

    43,899,990  
  3,705,308    

WEG S.A.

    17,557,477  
   

 

 

 
      400,942,016  
   

 

 

 
      Chile - 0.5%  
  691,941    

Banco Santander Chile ADR

    19,374,348  
   

 

 

 
      China - 28.2%  
  65,399    

51job, Inc. ADR*

    6,038,944  
  999,463    

Alibaba Group Holding Ltd. ADR*

    185,470,349  
  2,755,000    

Anhui Conch Cement Co., Ltd. Class H

    16,816,010  
  83,116    

Baidu, Inc. ADR*

    13,816,373  
  120,928,320    

China Construction Bank Corp. Class H

    106,606,203  
  15,251,000    

China Mengniu Dairy Co., Ltd.*

    56,343,214  
  12,262,000    

China Pacific Insurance Group Co., Ltd. Class H

    50,321,864  
  81,345,600    

China Petroleum & Chemical Corp. Class H

    62,531,081  
  36,674,000    

CNOOC Ltd.

    66,612,215  
  15,726,000    

Guangzhou Automobile Group Co., Ltd. Class H

    16,937,324  
  5,616,800    

Huayu Automotive Systems Co., Ltd. Class A

    19,642,576  
  6,925,500    

Li Ning Co., Ltd.*

    12,581,664  
  8,067,118    

Midea Group Co., Ltd. Class A

    62,805,610  
  37,862,000    

PICC Property & Casualty Co., Ltd. Class H

    42,539,087  
  1,648,000    

Ping An Insurance Group Co., of China Ltd. Class H

    19,948,475  
  3,145,600    

Shenzhou International Group Holdings Ltd.

    42,279,455  
  900,400    

Sunny Optical Technology Group Co., Ltd.

    11,014,683  
  5,002,100    

Tencent Holdings Ltd.

    246,541,718  
  3,424,700    

Zhuzhou CRRC Times Electric Co., Ltd. Class H

    17,398,100  
   

 

 

 
      1,056,244,945  
   

 

 

 
      Colombia - 0.2%  
  120,838    

Bancolombia S.A. ADR

    6,128,903  
   

 

 

 
      Egypt - 0.6%  
  1,213,738    

Commercial International Bank Egypt S.A.E.

    5,394,224  
  4,050,656    

Commercial International Bank Egypt S.A.E. GDR

    17,754,580  
   

 

 

 
      23,148,804  
   

 

 

 
      Greece - 1.3%  
  10,569,208    

Alpha Bank A.E.*

    16,454,944  
  1,672,606    

Hellenic Telecommunications Organization S.A.

    23,230,657  
  3,263,919    

National Bank of Greece S.A.*

    7,180,898  
   

 

 

 
      46,866,499  
   

 

 

 
      Hong Kong - 4.7%  
  9,108,800    

AIA Group Ltd.

    93,268,971  
  4,464,500    

China Mobile Ltd.

    42,597,588  
  8,570,000    

China Resources Beer Holdings Co., Ltd.

    39,211,563  
   

 

 

 
      175,078,122  
   

 

 

 
      Hungary - 1.8%  
  1,746,331    

MOL Hungarian Oil & Gas plc

    20,110,161  
  546,859    

OTP Bank Nyrt

    24,319,353  
  1,255,041    

Richter Gedeon Nyrt

    24,902,177  
   

 

 

 
      69,331,691  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.2% - (continued)  
      India - 5.2%  
  2,183,610    

HDFC Bank Ltd.

  $ 72,755,344  
  3,319,069    

ICICI Bank Ltd.

    19,345,330  
  5,092,685    

Infosys Ltd.

    54,853,154  
  6,514,700    

ITC Ltd.

    28,237,013  
  189,170    

Maruti Suzuki India Ltd.

    18,126,160  
   

 

 

 
      193,317,001  
   

 

 

 
      Indonesia - 0.8%  
  28,649,300    

Astra International Tbk PT

    15,336,496  
  12,005,500    

Bank Mandiri Persero Tbk PT

    6,540,643  
  24,245,000    

Telekomunikasi Indonesia Persero Tbk PT

    6,456,134  
   

 

 

 
      28,333,273  
   

 

 

 
      Mexico - 2.7%  
  2,627,526    

America Movil S.A.B. de C.V. Class L, ADR

    38,808,559  
  653,007    

Fomento Economico Mexicano S.A.B. de C.V. ADR

    63,726,953  
   

 

 

 
      102,535,512  
   

 

 

 
      Pakistan - 0.2%  
  3,442,700    

Habib Bank Ltd.

    3,102,085  
  2,668,800    

United Bank Ltd.

    2,793,835  
   

 

 

 
      5,895,920  
   

 

 

 
      Peru - 0.8%  
  121,636    

Credicorp Ltd.

    28,815,568  
   

 

 

 
      Poland - 1.5%  
  971,334    

Bank Polska Kasa Opieki S.A.

    28,990,486  
  2,685,991    

Powszechna Kasa Oszczednosci Bank Polski S.A.

    27,646,540  
   

 

 

 
      56,637,026  
   

 

 

 
      Russia - 6.7%  
  2,535,674    

Gazprom PJSC ADR

    12,676,679  
  926,913    

LUKOIL PJSC ADR

    78,701,088  
  323,326    

Novatek PJSC GDR

    62,378,502  
  5,692,549    

Sberbank of Russia PJSC ADR

    81,596,485  
  550,497    

X5 Retail Group N.V. GDR

    16,707,584  
   

 

 

 
      252,060,338  
   

 

 

 
      South Africa - 3.6%  
  1,683,470    

AVI Ltd.(1)

    10,819,869  
  8,034,097    

FirstRand Ltd.

    38,234,556  
  547,117    

Mediclinic International plc

    2,434,799  
  325,146    

Naspers Ltd. Class N

    83,643,909  
   

 

 

 
      135,133,133  
   

 

 

 
      South Korea - 15.0%  
  118,214    

Amorepacific Corp.

    21,050,705  
  89,998    

Hyundai Mobis Co., Ltd.

    17,952,361  
  120,033    

Hyundai Motor Co.

    14,247,975  
  165,098    

Korea Kolmar Co., Ltd.

    10,481,548  
  50,910    

Korea Zinc Co., Ltd.

    19,746,548  
  162,218    

LG Chem Ltd.

    50,320,591  
  107,577    

LG Innotek Co., Ltd.

    11,284,502  
  17,257    

Medy-Tox, Inc.

    8,275,966  
  29,937    

NAVER Corp.

    3,065,922  
  110,226    

Netmarble Games Corp.*(2)

    12,045,966  
  30,559    

POSCO

    6,688,861  
  149,016    

Samsung C&T Corp.

    13,098,051  
  6,105,980    

Samsung Electronics Co., Ltd.

    240,070,122  
  89,635    

Samsung SDI Co., Ltd.

    18,200,030  
  1,349,951    

Shinhan Financial Group Co., Ltd.

    51,021,246  
  101,339    

SK Holdings Co., Ltd.

    22,285,567  
  273,291    

SK Innovation Co., Ltd.

    42,731,460  
   

 

 

 
      562,567,421  
   

 

 

 
      Taiwan - 9.4%      
  15,571,036    

ASE Technology Holding, Co., Ltd.

    36,170,363  
  13,520,489    

Cathay Financial Holding Co., Ltd.

    19,578,551  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  16  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.2% - (continued)  
      Taiwan - 9.4% - (continued)      
  22,127,000    

CTBC Financial Holding Co., Ltd.

  $ 15,158,138  
  8,611,570    

Hon Hai Precision Industry Co., Ltd.

    24,244,397  
  307,000    

Largan Precision Co., Ltd.

    46,087,584  
  25,233,139    

Taiwan Semiconductor Manufacturing Co., Ltd.

    211,858,205  
   

 

 

 
      353,097,238  
   

 

 

 
      Thailand - 2.0%      
  3,999,100    

Bangkok Bank PCL NVDR

    25,443,994  
  1,061,775    

Kasikornbank PCL

    6,343,053  
  5,159,825    

Kasikornbank PCL NVDR

    30,892,469  
  2,573,200    

PTT Exploration & Production PCL

    10,760,288  
   

 

 

 
      73,439,804  
   

 

 

 
      Turkey - 0.8%      
  1,254,233    

Tupras Turkiye Petrol Rafinerileri A.S.

    25,941,155  
  2,714,953    

Turkcell Iletisim Hizmetleri A.S.

    5,694,029  
   

 

 

 
      31,635,184  
   

 

 

 
      United Arab Emirates - 1.1%      
  1,002,950    

DP World Ltd.

    20,059,000  
  16,518,587    

Emaar Properties PJSC

    21,645,481  
   

 

 

 
      41,704,481  
   

 

 

 
 

Total Common Stocks
(cost $2,917,190,181)

  $ 3,678,055,631  
   

 

 

 
PREFERRED STOCKS - 0.5%      
      South Korea - 0.5%      
  243,495    

Hyundai Motor Co.

  $ 18,261,899  
   

 

 

 
 

Total Preferred Stocks
(cost $19,820,632)

  $ 18,261,899  
   

 

 

 
 

Total Long-Term Investments
(cost $2,937,010,813)

  $ 3,696,317,530  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.4%      
      Other Investment Pools & Funds - 1.3%      
  48,813,100    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(3)

  $ 48,813,100  
   

 

 

 
      48,813,100  
   

 

 

 
      Securities Lending Collateral - 0.1%      
  297,904    

Citibank NA DDCA, 2.42%, 5/1/2019(3)

    297,904  
  2,898,066    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(3)

    2,898,066  
  616,818    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(3)

    616,818  
  1,065,019    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(3)

    1,065,019  
  989,596    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(3)

    989,596  
  90,677    

Western Asset Institutional Government Class A Fund, Institutional Class,
2.29%(3)

    90,677  
   

 

 

 
      5,958,080  
   

 

 

 
 

Total Short-Term Investments
(cost $54,771,180)

  $ 54,771,180  
   

 

 

 
 

Total Investments
(cost $2,991,781,993)

    100.1    $ 3,751,088,710  
 

Other Assets and Liabilities

    (0.1 )%       (4,419,601
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,746,669,109  
   

 

 

    

 

 

 
Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

*

Non-income producing.

 

(1)

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of this security was $12,045,966, representing 0.3% of net assets.

 

(3) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  17  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 15,768,404      $ 15,768,404      $      $  

Brazil

     400,942,016        400,942,016                

Chile

     19,374,348        19,374,348                

China

     1,056,244,945        205,325,666        850,919,279         

Colombia

     6,128,903        6,128,903                

Egypt

     23,148,804               23,148,804         

Greece

     46,866,499               46,866,499         

Hong Kong

     175,078,122               175,078,122         

Hungary

     69,331,691               69,331,691         

India

     193,317,001               193,317,001         

Indonesia

     28,333,273               28,333,273         

Mexico

     102,535,512        102,535,512                

Pakistan

     5,895,920        5,895,920                

Peru

     28,815,568        28,815,568                

Poland

     56,637,026               56,637,026         

Russia

     252,060,338        16,707,584        235,352,754         

South Africa

     135,133,133        10,819,869        124,313,264         

South Korea

     562,567,421               562,567,421         

Taiwan

     353,097,238               353,097,238         

Thailand

     73,439,804        10,760,288        62,679,516         

Turkey

     31,635,184               31,635,184         

United Arab Emirates

     41,704,481        20,059,000        21,645,481         

Preferred Stocks

     18,261,899               18,261,899         

Short-Term Investments

     54,771,180        54,771,180                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,751,088,710      $     897,904,258      $     2,853,184,452      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3

 

The accompanying notes are an integral part of these financial statements.

 

 

  18  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 39.8%  
      Austria - 0.7%  
$     700,000    

Klabin Austria GmbH 7.00%, 04/03/2049(1)

  $ 701,750  
     

 

 

 
      British Virgin Islands - 0.7%  
    765,000    

China Railway Xunjie Co., Ltd. 3.25%, 07/28/2026(2)

    738,505  
     

 

 

 
      Cayman Islands - 3.9%  
    720,000    

Baidu, Inc. 4.38%, 05/14/2024

    749,524  
    1,033,000    

Braskem Finance Ltd. 7.38%, 05/21/2019(1)(3)

    1,048,495  
    350,000    

China Aoyuan Group Ltd. 8.50%, 01/23/2022(2)

    368,169  
    770,000    

CSCEC Finance Cayman II Ltd. 3.50%, 07/05/2027(2)

    749,067  
    260,000    

Swire Pacific MTN Financing Ltd. 3.88%, 09/21/2025(2)

    264,537  
    250,000    

Tencent Holdings Ltd. 3.80%, 02/11/2025(1)

    254,667  
    250,000    

Three Gorges Finance I Cayman Islands Ltd. 3.70%, 06/10/2025(1)

    254,400  
    370,000    

Times China Holdings Ltd. 6.60%, 03/02/2023(2)

    364,733  
     

 

 

 
    4,053,592  
 

 

 

 
      Chile - 2.1%  
    290,000    

AES Gener S.A. 5 year USD Swap + 4.644%, 7.13%, 03/26/2079(1)(4)

    303,775  
    250,000    

Corp. Nacional del Cobre de Chile 4.50%, 09/16/2025(1)

    266,135  
    913,000    

Empresa Electrica Angamos S.A. 4.88%, 05/25/2029(1)

    923,541  
    715,000    

Empresa Nacional de Telecomunicaciones S.A. 4.75%, 08/01/2026(1)

    720,426  
     

 

 

 
    2,213,877  
 

 

 

 
      Colombia - 2.3%  
    905,000    

Credivalores-Crediservicios SAS 9.75%, 07/27/2022(1)(5)

    875,587  
    1,161,000    

Ecopetrol S.A. 5.88%, 05/28/2045

    1,197,339  
COP     1,298,000,000    

Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(1)

    356,451  
     

 

 

 
    2,429,377  
 

 

 

 
      Hong Kong - 1.7%  
$     970,000    

Beijing State-Owned Assets Management Hong Kong Co., Ltd. 4.13%, 05/26/2025(2)

    976,980  
    290,000    

China Railway Resources Huitung Ltd. 3.85%, 02/05/2023(2)

    295,211  
    510,000    

CRCC Yuxiang Ltd. 3.50%, 05/16/2023(2)

    511,556  
     

 

 

 
    1,783,747  
 

 

 

 
      Indonesia - 2.6%  
    915,000    

ABM Investama Tbk PT 7.13%, 08/01/2022(1)

    900,639  
    220,000    

Indonesia Asahan Aluminium Persero PT 6.76%, 11/15/2048(1)

    251,938  
    260,000    

Pelabuhan Indonesia II PT 5.38%, 05/05/2045(1)

    256,750  
    240,000    

Pertamina Persero PT 6.00%, 05/03/2042(1)

    261,254  
 

Perusahaan Listrik Negara PT

 

    260,000    

5.25%, 10/24/2042(1)

    257,075  
    610,000    

5.25%, 05/15/2047(1)

    602,358  
    230,000    

6.15%, 05/21/2048(1)

    254,705  
     

 

 

 
    2,784,719  
 

 

 

 
      Kazakhstan - 0.2%  
    250,000    

KazMunayGas National Co. JSC 5.75%, 04/19/2047(1)

    261,585  
     

 

 

 
      Luxembourg - 0.8%  
    780,000    

CSN Resources S.A. 7.63%, 02/13/2023(1)(5)

    794,625  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 39.8% - (continued)  
          Mexico - 15.7%  
$     490,000    

Alfa S.A.B. de C.V. 6.88%, 03/25/2044(1)

  $ 533,487  
    950,000    

Alpha Holding S.A. de C.V. 10.00%, 12/19/2022(1)

    909,625  
    520,000    

Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 4.13%, 11/09/2022(1)

    529,360  
    520,000    

BBVA Bancomer S.A. 4.38%, 04/10/2024(1)

    535,600  
 

Coca-Cola Femsa S.A.B. de C.V.

 

    260,000    

3.88%, 11/26/2023

    268,308  
    364,000    

5.25%, 11/26/2043

    411,591  
    1,097,751    

Cometa Energia S.A. de C.V. 6.38%, 04/24/2035(1)

    1,097,751  
    790,000    

Credito Real S.A.B. de C.V. SOFOM ER 5 year CMT + 7.026%, 9.13%,
11/29/2022(1)(3)(4)

    784,075  
    1,152,000    

Fomento Economico Mexicano S.A.B. de C.V. 4.38%, 05/10/2043

    1,156,251  
    910,000    

Grupo Bimbo S.A.B. de C.V. 5 year USD CMT + 3.280%, 5.95%, 04/17/2023(1)(3)(4)

    938,647  
    258,210    

Mexico Generadora de Energia S de rl 5.50%, 12/06/2032(1)

    264,988  
 

Petroleos Mexicanos

 

    2,690,000    

5.63%, 01/23/2046

    2,243,460  
    1,030,000    

6.38%, 01/23/2045

    918,657  
    160,000    

6.63%, 06/13/2019(1)(3)

    142,243  
    4,050,000    

6.63%, 06/15/2035

    3,896,505  
    520,000    

Sixsigma Networks Mexico S.A. de C.V. 7.50%, 05/02/2025(1)

    514,150  
    530,000    

TV Azteca S.A.B. de C.V. 8.25%,
08/09/2024(2)

    515,425  
    835,000    

Unifin Financiera S.A.B. de C.V. SOFOM ENR 7.25%, 09/27/2023(1)(5)

    843,350  
     

 

 

 
    16,503,473  
 

 

 

 
      Netherlands - 5.4%  
    865,000    

Nostrum Oil & Gas Finance B.V. 7.00%, 02/16/2025(1)

    580,847  
    4,210,000    

Petrobras Global Finance B.V. 8.75%, 05/23/2026

    5,046,948  
     

 

 

 
    5,627,795  
 

 

 

 
      Panama - 1.3%  
    700,000    

AES El Salvador Trust II 6.75%, 03/28/2023(1)

    679,000  
    630,000    

Empresa de Transmision Electrica S.A. 5.13%, 05/02/2049(1)

    644,774  
     

 

 

 
    1,323,774  
 

 

 

 
      Peru - 0.6%  
    610,000    

Petroleos del Peru S.A. 4.75%, 06/19/2032(1)

    620,675  
     

 

 

 
      South Korea - 0.2%  
    250,000    

Korea East-West Power Co., Ltd. 3.88%, 07/19/2023(1)

    257,528  
     

 

 

 
      Spain - 0.7%  
    695,000    

AI Candelaria Spain SLU 7.50%,
12/15/2028(1)

    741,913  
     

 

 

 
      United Kingdom - 0.9%  
    950,000    

Vedanta Resources Finance II plc 9.25%, 04/23/2026(1)

    954,645  
     

 

 

 
 

Total Corporate Bonds
(cost $41,461,503)

  $ 41,791,580  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 48.6%  
      Angola - 0.5%  
    500,000    

Angolan Government International Bond 9.38%, 05/08/2048(1)

  $ 536,534  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  19  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 48.6% - (continued)  
      Argentina - 5.2%  
 

Argentine Republic Government International Bond

 
EUR     1,300,000    

3.38%, 01/15/2023

  $ 1,051,031  
$     2,100,000    

4.63%, 01/11/2023

    1,548,750  
    638,000    

Provincia de Buenos Aires 7.88%, 06/15/2027(1)

    424,270  
    2,990,000    

Provincia de Cordoba 7.13%, 06/10/2021(1)(5)

    2,397,980  
     

 

 

 
    5,422,031  
 

 

 

 
      Brazil - 1.7%  
 

Brazil Notas do Tesouro Nacional

 

BRL     3,438,000    

10.00%, 01/01/2025

    927,839  
    3,000,000    

10.00%, 01/01/2027

    809,330  
     

 

 

 
    1,737,169  
 

 

 

 
      Cameroon - 0.7%  
$     700,000    

Republic of Cameroon International Bond 9.50%, 11/19/2025(1)

    750,439  
     

 

 

 
      Colombia - 0.7%  
 

Colombia Government International Bond

 

COP     1,867,000,000    

4.38%, 03/21/2023

    554,513  
    582,000,000    

7.75%, 04/14/2021

    187,854  
     

 

 

 
    742,367  
 

 

 

 
      Ecuador - 3.2%  
$     3,128,000    

Ecuador Government International Bond 9.65%, 12/13/2026(1)

    3,331,320  
     

 

 

 
      Egypt - 1.1%  
    1,245,000    

Egypt Government International Bond 7.90%, 02/21/2048(1)

    1,201,639  
     

 

 

 
      Ghana - 2.9%  
 

Ghana Government International Bond

 

    990,000    

8.13%, 01/18/2026(1)

    1,022,670  
    2,060,000    

8.63%, 06/16/2049(1)

    1,978,465  
     

 

 

 
    3,001,135  
 

 

 

 
      Indonesia - 4.5%  
 

Indonesia Treasury Bond

 

IDR     15,908,000,000    

5.63%, 05/15/2023

    1,055,827  
    26,704,000,000    

7.00%, 05/15/2027

    1,786,867  
    16,008,000,000    

8.75%, 05/15/2031

    1,180,110  
    9,981,000,000    

9.00%, 03/15/2029

    752,638  
     

 

 

 
    4,775,442  
 

 

 

 
      Lebanon - 2.9%  
 

Lebanon Government International Bond

 

$     180,000    

6.00%, 01/27/2023(2)

    155,752  
    1,515,000    

6.25%, 05/27/2022

    1,335,776  
    1,180,000    

6.40%, 05/26/2023

    1,020,464  
    535,000    

8.25%, 04/12/2021(2)

    518,907  
     

 

 

 
    3,030,899  
 

 

 

 
      Mexico - 4.1%  
 

Mexican Bonos

 

MXN     33,763,500    

7.50%, 06/03/2027

    1,717,370  
    18,795,500    

7.75%, 05/29/2031

    953,310  
    17,885,400    

7.75%, 11/23/2034

    892,508  
    16,202,600    

7.75%, 11/13/2042

    790,663  
     

 

 

 
    4,353,851  
 

 

 

 
      Nigeria - 0.5%  
$     490,000    

Nigeria Government International Bond 9.25%, 01/21/2049(1)

    533,453  
     

 

 

 
      Peru - 0.6%  
PEN     1,980,000    

Peru Government Bond 6.95%, 08/12/2031

    675,477  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 48.6% - (continued)  
      Qatar - 1.1%  
$     1,040,000    

Qatar Government International Bond 4.82%, 03/14/2049(1)

  $ 1,116,700  
     

 

 

 
      Russia - 3.4%  
 

Russian Federal Bond - OFZ

 

RUB     39,580,000    

6.90%, 05/23/2029

    567,038  
    52,620,000    

7.00%, 12/15/2021

    803,596  
    35,690,000    

7.00%, 01/25/2023

    539,599  
    37,930,000    

7.75%, 09/16/2026

    582,235  
$     1,000,000    

Russian Foreign Bond - Eurobond 5.25%, 06/23/2047(1)

    1,036,250  
     

 

 

 
    3,528,718  
 

 

 

 
      Saudi Arabia - 1.5%  
    1,580,000    

Saudi Government International Bond 4.50%, 10/26/2046(1)

    1,558,196  
     

 

 

 
      South Africa - 4.4%  
 

Republic of South Africa Government Bond

 

ZAR     18,595,000    

6.25%, 03/31/2036

    942,919  
    23,620,000    

6.50%, 02/28/2041

    1,169,029  
    16,635,000    

7.00%, 02/28/2031

    976,470  
    1,590,000    

8.00%, 01/31/2030

    102,636  
    6,870,000    

8.75%, 02/28/2048

    434,724  
    6,910,000    

9.00%, 01/31/2040

    449,437  
$     480,000    

Republic of South Africa Government International Bond 5.88%, 09/16/2025

    505,927  
     

 

 

 
    4,581,142  
 

 

 

 
      South Korea - 0.5%  
    250,000    

Korea Gas Corp. 3.88%, 02/12/2024(1)

    258,761  
    250,000    

Korea Hydro & Nuclear Power Co., Ltd. 3.75%, 07/25/2023(1)

    256,335  
     

 

 

 
    515,096  
 

 

 

 
      Turkey - 8.1%  
    3,587,000    

Export Credit Bank of Turkey 8.25%, 01/24/2024(1)(5)

    3,570,278  
 

Turkey Government Bond

 

TRY     7,800,000    

7.10%, 03/08/2023

    802,628  
    4,660,000    

9.50%, 01/12/2022

    568,159  
$     3,710,000    

Turkey Government International Bond 7.63%, 04/26/2029

    3,609,830  
     

 

 

 
    8,550,895  
 

 

 

 
      Ukraine - 1.0%  
    1,020,000    

Ukraine Government International Bond 8.99%, 02/01/2024(1)

    1,016,552  
     

 

 

 
 

Total Foreign Government Obligations
(cost $50,766,827)

  $ 50,959,055  
   

 

 

 
 

Total Long-Term Investments
(cost $92,228,330)

  $ 92,750,635  
   

 

 

 
SHORT-TERM INVESTMENTS - 16.7%  
      Other Investment Pools & Funds - 2.4%  
    2,517,731    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(6)

  $ 2,517,731  
     

 

 

 
      Securities Lending Collateral - 5.0%  
    263,112    

Citibank NA DDCA, 2.42%, 5/1/2019(6)

    263,111  
    2,559,598    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(6)

    2,559,598  
    544,779    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(6)

    544,779  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  20  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 16.7% - (continued)  
      Securities Lending Collateral - 5.0% - (continued)  
$     940,635    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(6)

  $ 940,635  
    874,020    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.33%(6)

    874,020  
    80,087    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(6)

    80,087  
     

 

 

 
    5,262,230  
 

 

 

 
      U.S. Treasury - 9.3%  
      U.S. Treasury Bills - 9.3%  
    1,300,000    

2.35%, 05/23/2019(7)

    1,298,130  
    3,700,000    

2.37%, 05/21/2019(7)

    3,695,120  
    3,500,000    

2.38%, 06/13/2019(7)

    3,490,069  
    1,200,000    

2.41%, 05/28/2019(7)

    1,197,835  
     

 

 

 
    9,681,154  
 

 

 

 
 

Total Short-Term Investments
(cost $17,461,115)

  $ 17,461,115  
   

 

 

 
   

Total Investments
(cost $109,689,445)

    105.1    $ 110,211,750  
   

Other Assets and Liabilities

    (5.1 )%       (5,314,082
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 104,897,668  
     

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after

  the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $42,108,656, representing 40.1% of net assets.

 

(2) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $5,458,842, representing 5.2% of net assets.

 

(3) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2019.

 

(5) 

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(6) 

Current yield as of period end.

 

(7) 

The rate shown represents current yield to maturity.

 
Foreign Currency Contracts Outstanding at April 30, 2019  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  301,070,000      ARS      6,807,652      USD    JPM      05/02/19     $ 16,236     $ (54,422
  118,010,000      ARS      2,701,695      USD    CBK      05/02/19             (48,276
  46,200,000      ARS      1,036,804      USD    JPM      05/14/19             (15,916
  48,210,000      ARS      1,058,397      USD    JPM      06/13/19             (39,439
  48,140,000      ARS      1,035,269      USD    CBK      06/14/19             (19,472
  25,400,000      ARS      535,865      USD    JPM      07/23/19             (32,742
  27,810,000      ARS      551,786      USD    CBK      08/05/19             (11,322
  7,930,000      BRL      2,014,531      USD    JPM      05/02/19       7,492        
  7,930,000      BRL      2,126,575      USD    CBK      05/02/19                 (104,552
  5,950,000      BRL      1,547,464      USD    JPM      05/15/19             (31,913
  4,040,000      BRL      1,050,715      USD    CBK      06/07/19             (23,440
  9,280,000      EGP      513,558      USD    CBK      05/06/19       25,923        
  27,820,000      EGP      1,591,902      USD    JPM      05/06/19       27,169       (1,791
  1,820,000      EUR      2,076,188      USD    CBK      05/21/19             (31,051
  254,570,000      HUF      913,043      USD    JPM      06/11/19             (28,909
  32,440,000      MXN      1,662,149      USD    UBS      05/15/19       44,778        
  17,390,000      MXN      885,031      USD    UBS      05/28/19       27,999        
  67,690,000      MXN      3,443,645      USD    JPM      06/07/19           105,046        
  3,374,808      PLN      881,089      USD    CBK      05/14/19       2,415        
  6,290,000      PLN      1,647,654      USD    JPM      05/14/19             (970
  11,930,000      PLN      3,125,688      USD    JPM      07/02/19       2,243        
  90,750,000      THB      2,906,791      USD    CBK      05/28/19             (62,364
  3,495,000      TRY      509,735      USD    JPM      04/06/20             (36,690
  11,545,000      TRY      1,675,131      USD    CBK      04/06/20             (112,525
  6,877,868      USD      301,070,000      ARS    JPM      05/02/19       115,493       (7,092
  2,644,274      USD      118,010,000      ARS    CBK      05/02/19             (9,144
  998,919      USD      46,200,000      ARS    JPM      05/14/19             (21,970
  999,171      USD      48,210,000      ARS    CBK      06/13/19             (19,787

 

The accompanying notes are an integral part of these financial statements.

 

 

  21  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2019 – (continued)

 

 
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,059,198      USD      48,140,000      ARS    JPM      06/14/19     $ 43,401     $  
  513,546      USD      25,400,000      ARS    JPM      07/23/19       10,424        
  2,154,306      USD      7,930,000      BRL    JPM      05/02/19       132,283        
  2,014,531      USD      7,930,000      BRL    CBK      05/02/19             (7,492
  1,527,992      USD      5,950,000      BRL    CBK      05/15/19       12,441        
  1,034,571      USD      4,040,000      BRL    CBK      06/07/19       7,296        
  540,377      USD      9,280,000      EGP    CBK      05/06/19       896        
  1,587,877      USD      27,820,000      EGP    JPM      05/06/19       895       (30,299
  2,087,338      USD      1,820,000      EUR    UBS      05/21/19       42,201        
  916,646      USD      254,570,000      HUF    JPM      06/11/19       32,512        
  1,646,784      USD      32,440,000      MXN    UBS      05/15/19             (60,143
  886,628      USD      17,390,000      MXN    CBK      05/28/19             (26,402
  3,408,073      USD      67,670,000      MXN    UBS      06/07/19             (139,569
  2,536,785      USD      9,664,808      PLN    CBK      05/14/19       7,150       (553
  3,158,831      USD      11,930,000      PLN    CBK      07/02/19       30,900        
  2,857,818      USD      90,750,000      THB    JPM      05/28/19       13,391        
  1,512,627      USD      20,850,000      ZAR    UBS      05/03/19       55,613        
  1,292,423      USD      18,670,000      ZAR    CBK      05/13/19             (10,666
  2,794,273      USD      40,810,000      ZAR    UBS      05/13/19             (54,097
  1,029,583      USD      14,740,000      ZAR    JPM      05/22/19       1,933        
  20,850,000      ZAR      1,457,392      USD    UBS      05/03/19             (378
  40,000,000      ZAR      2,779,864      USD    JPM      05/13/19       11,972        
  19,490,000      ZAR      1,350,434      USD    UBS      05/13/19       9,888        
  14,740,000      ZAR      1,031,318      USD    JPM      05/22/19             (3,668
                

 

 

   

 

 

 
 

Total

    $     787,990     $     (1,047,054
 

 

 

   

 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 41,791,580     $      $ 41,791,580     $  

Foreign Government Obligations

     50,959,055              50,959,055        

Short-Term Investments

     17,461,115       7,779,961        9,681,154        

Foreign Currency Contracts(2)

     787,990              787,990        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     110,999,740     $     7,779,961      $     103,219,779     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,047,054   $      $ (1,047,054   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,047,054   $      $ (1,047,054   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  22  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount           Market Value
   

Other Assets and Liabilities

    100.0    $     —  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  23  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3%  
      Australia - 2.5%  
  352,166    

Adelaide Brighton Ltd.

  $ 1,076,026  
  53,753    

ASX Ltd.

    2,824,090  
  3,754,295    

Beach Energy Ltd.

    5,629,746  
  22,416    

BGP Holdings plc(1)(2)

     
  204,087    

BHP Group Ltd.

    5,400,620  
  246,457    

BlueScope Steel Ltd.

    2,342,029  
  482,668    

carsales.com Ltd.

    4,585,390  
  586,569    

Coca-Cola Amatil Ltd.

    3,638,544  
  61,175    

Collection House Ltd.

    56,531  
  320,996    

Computershare Ltd.

    4,038,209  
  144,192    

DuluxGroup Ltd.

    991,279  
  7,355    

DWS Ltd.

    5,289  
  226,963    

Genworth Mortgage Insurance Australia Ltd.

    382,778  
  174,443    

GWA Group Ltd.

    414,310  
  91,448    

IPH Ltd.

    459,645  
  144,237    

McMillan Shakespeare Ltd.

    1,348,978  
  222,513    

Medusa Mining Ltd.*

    62,767  
  517,180    

Metcash Ltd.

    1,046,481  
  158,116    

Pendal Group Ltd.

    1,018,407  
  67,047    

Perpetual Ltd.(3)

    1,935,638  
  2,646,937    

Perseus Mining Ltd.*

    842,323  
  549,135    

Platinum Asset Management Ltd.(3)

    1,929,840  
  130,538    

Rio Tinto Ltd.

    8,798,566  
  334,969    

Sandfire Resources NL

    1,666,141  
  83,492    

SmartGroup Corp. Ltd.

    499,596  
   

 

 

 
      50,993,223  
   

 

 

 
      Austria - 0.7%  
  216,784    

OMV AG

    11,628,102  
  145,691    

Raiffeisen Bank International AG

    3,885,908  
   

 

 

 
      15,514,010  
   

 

 

 
      Belgium - 0.2%  
  19,746    

D’ieteren S.A.

    817,856  
  67,889    

Proximus SADP

    1,901,374  
  8,218    

Sofina S.A.

    1,692,842  
   

 

 

 
      4,412,072  
   

 

 

 
      Brazil - 0.8%  
  170,300    

Alupar Investimento S.A.

    1,014,564  
  2,381,900    

Cielo S.A.

    4,665,270  
  96,100    

Construtora Tenda S.A.

    440,416  
  257,800    

Enauta Participacoes S.A.

    881,008  
  204,900    

Engie Brasil Energia S.A.

    2,324,858  
  584,400    

Qualicorp Consultoria e Corretora de Seguros S.A.

    2,563,485  
  164,300    

Smiles Fidelidade S.A.

    2,053,174  
  329,600    

Transmissora Alianca de Energia Eletrica S.A.

    2,206,524  
  56,800    

Unipar Carbocloro S.A.

    561,902  
   

 

 

 
      16,711,201  
   

 

 

 
      Canada - 4.7%  
  131,600    

Canfor Corp.*

    1,376,216  
  56,000    

Canfor Pulp Products, Inc.

    613,212  
  168,300    

Centerra Gold, Inc.*

    856,763  
  549,000    

CI Financial Corp.

    7,896,716  
  14,600    

Cogeco, Inc.

    896,902  
  477,600    

Corus Entertainment, Inc. Class B

    2,716,513  
  71,500    

Crescent Point Energy Corp.

    275,390  
  250,100    

Crew Energy, Inc.*

    210,952  
  41,300    

Detour Gold Corp.*

    366,851  
  200    

E-L Financial Corp. Ltd.

    120,176  
  49,740    

Eldorado Gold.Corp.*

    207,173  
  87,800    

Ensign Energy Services, Inc.

    368,974  
  133,900    

Fortuna Silver Mines, Inc.*

    409,786  
  138,400    

Genworth MI Canada, Inc.(3)

    4,300,658  
  92,000    

Great Canadian Gaming Corp.*

    3,535,926  
  70,500    

Home Capital Group, Inc.*(3)

    996,693  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Canada - 4.7% - (continued)  
  100,500    

Husky Energy, Inc.

  $ 1,090,744  
  17,200    

iA Financial Corp., Inc.*

    684,816  
  111,700    

Interfor Corp.*

    1,392,394  
  223,500    

Largo Resources Ltd.*(3)

    281,940  
  33,600    

Linamar Corp.

    1,274,578  
  159,700    

Magna International, Inc.

    8,889,176  
  1,282,100    

Manulife Financial Corp.

    23,609,321  
  42,700    

Martinrea International, Inc.

    434,426  
  145,700    

Medical Facilities Corp.(3)

    1,783,593  
  37,100    

Methanex Corp.

    2,033,757  
  1,300    

Morguard Real Estate Investment Trust
REIT(3)

    11,887  
  89,000    

Norbord, Inc.

    2,266,686  
  310,800    

Parex Resources, Inc.*

    5,294,063  
  47,100    

Peyto Exploration & Development Corp.(3)

    212,701  
  87,900    

Power Corp. of Canada

    2,016,904  
  226,400    

Precision Drilling Corp.*

    555,987  
  498,100    

Surge Energy, Inc.(3)

    539,109  
  311,500    

Teck Resources Ltd. Class B

    7,366,067  
  161,500    

Tourmaline Oil Corp.

    2,414,604  
  59,400    

TransAlta Renewables, Inc.

    614,972  
  221,600    

Transcontinental, Inc. Class A

    2,663,104  
  82,000    

West Fraser Timber Co., Ltd.

    4,221,497  
  116,265    

Westshore Terminals Investment Corp.

    1,824,207  
  248,000    

Whitecap Resources, Inc.

    997,776  
   

 

 

 
      97,623,210  
   

 

 

 
      Cayman Islands - 0.2%  
  445,000    

Chlitina Holding Ltd.

    3,641,828  
   

 

 

 
      Chile - 0.8%  
  2,912,022    

Aguas Andinas S.A. Class A

    1,676,745  
  256,032    

Cia Cervecerias Unidas S.A.

    3,538,254  
  17,183,370    

Enel Chile S.A.

    1,731,530  
  137,700    

Enel Chile S.A. ADR

    692,631  
  1,129,229    

Enel Generacion Chile S.A.

    726,921  
  268,317    

Inversiones Aguas Metropolitanas S.A.

    413,944  
  199,300    

Sociedad Quimica y Minera de Chile S.A. ADR(3)

    7,103,052  
   

 

 

 
      15,883,077  
   

 

 

 
      China - 5.2%  
  235,500    

AAC Technologies Holdings, Inc.

    1,529,845  
  22,309,000    

Agricultural Bank of China Ltd. Class H

    10,310,903  
  278,000    

Anhui Conch Cement Co., Ltd. Class H

    1,696,861  
  2,344,000    

Anhui Expressway Co., Ltd. Class H

    1,584,764  
  5,827,000    

BAIC Motor Corp. Ltd. Class H(4)

    4,090,367  
  16,281,000    

Bank of China Ltd. Class H

    7,774,259  
  2,869,000    

Bank of Communications Co., Ltd. Class H

    2,419,790  
  30,000    

Baoye Group Co., Ltd. Class H*

    20,528  
  47,600    

Changyou.com Ltd. ADR*

    925,820  
  4,676,000    

China BlueChemical Ltd. Class H

    1,593,776  
  1,980,500    

China Conch Venture Holdings Ltd.

    6,694,572  
  8,937,000    

China Construction Bank Corp. Class H

    7,878,549  
  416,000    

China Lilang Ltd.

    433,965  
  733,000    

China Machinery Engineering Corp. Class H

    355,215  
  3,775,000    

China Medical System Holdings Ltd.

    3,353,452  
  1,710,000    

China Oriental Group Co., Ltd.

    1,050,062  
  2,176,000    

China Petroleum & Chemical Corp. Class H

    1,672,710  
  984,000    

China Shineway Pharmaceutical Group Ltd.

    984,088  
  80,000    

China Taifeng Beddings Holdings Ltd.*(1)(2)

     
  1,708,000    

Consun Pharmaceutical Group Ltd.

    1,198,014  
  3,930,000    

Dongfeng Motor Group Co., Ltd. Class H

    3,818,064  
  769,000    

Fufeng Group Ltd.*

    406,811  
  3,749,500    

Great Wall Motor Co., Ltd. Class H

    3,053,221  
  2,252,000    

Guangzhou Automobile Group Co., Ltd. Class H

    2,425,464  
  1,146,500    

Hengan International Group Co., Ltd.

    10,080,054  
  12,338,000    

Industrial & Commercial Bank of China Ltd. Class H

    9,280,147  
  1,924,000    

Jiangsu Expressway Co., Ltd. Class H

    2,739,838  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      China - 5.2% - (continued)  
  174,800    

Jumei International Holding Ltd. ADR*

  $ 424,764  
  6,273,000    

Lonking Holdings Ltd.

    2,133,082  
  1,264,000    

Maanshan Iron & Steel Co., Ltd. Class H(3)

    582,651  
  147,000    

On-Bright Electronics, Inc.

    853,340  
  5,600,000    

Sihuan Pharmaceutical Holdings Group Ltd.

    1,508,918  
  1,755,000    

Sinopec Engineering Group Co., Ltd. Class H

    1,697,130  
  4,264,000    

Sinopec Shanghai Petrochemical Co., Ltd. Class H

    1,931,287  
  1,021,000    

Tian Ge Interactive Holdings Ltd.(4)

    316,264  
  1,776,000    

Tiangong International Co., Ltd.

    468,798  
  1,068,000    

Tianneng Power International Ltd.

    1,002,928  
  6,528,000    

Want Want China Holdings Ltd.

    5,182,796  
  574,000    

Weichai Power Co., Ltd. Class H

    939,831  
  1,639,300    

Yangzijiang Shipbuilding Holdings Ltd.

    1,895,346  
  1,242,000    

Youyuan International Holdings Ltd.*(3)

    380,092  
  2,294,000    

Zhejiang Expressway Co., Ltd. Class H

    2,460,534  
   

 

 

 
      109,148,900  
   

 

 

 
      Colombia - 0.2%  
  166,800    

Ecopetrol S.A. ADR

    3,084,132  
   

 

 

 
      Czech Republic - 0.0%  
  537    

Philip Morris CR A.S.

    322,367  
   

 

 

 
      Denmark - 0.3%  
  95,151    

Pandora A/S

    3,991,130  
  116,501    

Scandinavian Tobacco Group A/S Class A(4)

    1,387,062  
  80,953    

Spar Nord Bank A/S

    696,268  
   

 

 

 
      6,074,460  
   

 

 

 
      Finland - 0.5%  
  285,816    

Nokian Renkaat Oyj

    9,580,489  
  31,347    

Tieto Oyj

    892,497  
   

 

 

 
      10,472,986  
   

 

 

 
      France - 5.8%  
  154,840    

AXA S.A.(3)

    4,129,048  
  166,449    

BNP Paribas S.A.

    8,860,595  
  90,477    

Coface S.A.*

    912,627  
  34,640    

Faurecia S.A.

    1,762,535  
  18,238    

Gaztransport Et Technigaz S.A.

    1,650,363  
  19,138    

Kaufman & Broad S.A.

    763,598  
  194,157    

Metropole Television S.A.

    3,853,840  
  80,131    

Neopost S.A.

    1,965,506  
  68,769    

Peugeot S.A.(3)

    1,803,046  
  299,120    

Publicis Groupe S.A.

    17,778,595  
  12,552    

Rothschild & Co.

    431,973  
  284,847    

Sanofi(3)

    24,852,692  
  303,822    

Schneider Electric SE(3)

    25,714,272  
  53,607    

Societe BIC S.A.

    4,618,050  
  258,511    

Societe Generale S.A.

    8,197,776  
  231,598    

Total S.A.

    12,874,709  
   

 

 

 
      120,169,225  
   

 

 

 
      Georgia - 0.0%  
  18,655    

Bank of Georgia Group plc

    418,693  
  20,092    

TBC Bank Group plc

    426,574  
   

 

 

 
      845,267  
   

 

 

 
      Germany - 1.4%  
  48,862    

Bayer AG

    3,252,048  
  154,336    

Covestro AG(4)

    8,480,391  
  559,530    

Deutsche Bank AG

    4,639,888  
  46,015    

DWS Group GmbH & Co. KGaA*(4)

    1,690,758  
  159,482    

ProSiebenSat.1 Media SE

    2,521,179  
  54,998    

Siltronic AG

    5,388,871  
  60,966    

Software AG

    2,322,168  
   

 

 

 
      28,295,303  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Greece - 0.1%  
  660,966    

Alpha Bank A.E.*

  $ 1,029,042  
  83,183    

JUMBO S.A.

    1,518,175  
  142,374    

Piraeus Bank S.A.*

    290,241  
   

 

 

 
      2,837,458  
   

 

 

 
      Hong Kong - 3.3%  
  606,000    

Allied Properties HK Ltd.

    139,048  
  221,016    

Asian Citrus Holdings Ltd.*(1)(2)

     
  300,000    

China Everbright Ltd.

    546,917  
  510,000    

China Lumena New Materials Corp.*(1)(2)

     
  1,184,000    

China Resources Cement Holdings Ltd.

    1,187,148  
  4,300,000    

China Travel International Investment Hong Kong Ltd.

    993,832  
  1,231,500    

CK Asset Holdings Ltd.

    9,901,924  
  810,000    

CSI Properties Ltd.

    45,447  
  401,200    

Dah Sing Banking Group Ltd.

    767,811  
  111,600    

Dah Sing Financial Holdings Ltd.

    586,230  
  285,000    

Emperor Entertainment Hotel Ltd.

    61,052  
  1,352,000    

First Pacific Co., Ltd.

    560,729  
  3,745,000    

Fullshare Holdings Ltd.

    420,158  
  1,352,000    

Giordano International Ltd.

    643,299  
  417,000    

Hang Lung Group Ltd.

    1,243,663  
  913,000    

Hang Lung Properties Ltd.

    2,148,951  
  231,000    

Hysan Development Co., Ltd.

    1,294,693  
  802,500    

Kerry Properties Ltd.

    3,434,995  
  271,500    

Kingboard Holdings Ltd.

    885,218  
  1,970,000    

Kunlun Energy Co., Ltd.

    2,079,288  
  10,020    

Lai Sun Development Co., Ltd.

    15,634  
  1,629,500    

Lifestyle International Holdings Ltd.

    2,839,951  
  929,000    

PAX Global Technology Ltd.

    433,912  
  68,000    

Qingling Motors Co., Ltd. Class H

    20,380  
  1,304,800    

Sands China Ltd.

    7,181,830  
  648,000    

Shanghai Industrial Holdings Ltd.

    1,524,133  
  1,528,000    

Sino Land Co., Ltd.

    2,687,836  
  832,000    

Sinopec Kantons Holdings Ltd.

    371,758  
  20,000    

Soundwill Holdings Ltd.

    29,948  
  531,000    

Sun Hung Kai Properties Ltd.

    9,164,178  
  41,000    

TAI Cheung Holdings Ltd.

    43,431  
  713,000    

TCL Electronics Holdings Ltd.

    382,036  
  589,000    

Wharf Real Estate Investment Co., Ltd.

    4,514,262  
  340,000    

Wheelock & Co., Ltd.

    2,422,981  
  6,348,000    

Xinyi Glass Holdings Ltd.

    7,260,380  
  2,272,000    

Yuexiu Transport Infrastructure Ltd.

    1,851,668  
   

 

 

 
      67,684,721  
   

 

 

 
      Hungary - 0.3%  
  270,238    

MOL Hungarian Oil & Gas plc

    3,111,970  
  65,707    

OTP Bank Nyrt

    2,922,054  
   

 

 

 
      6,034,024  
   

 

 

 
      India - 0.8%  
  70,897    

GAIL India Ltd. GDR

    2,169,448  
  1,281,300    

Infosys Ltd. ADR

    13,786,788  
   

 

 

 
      15,956,236  
   

 

 

 
      Indonesia - 0.1%  
  1,206,600    

Bank Pembangunan Daerah Jawa Timur Tbk PT*

    57,578  
  5,789,400    

Media Nusantara Citra Tbk PT

    382,201  
  16,252,900    

Panin Financial Tbk PT*

    461,266  
  3,788,700    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    289,906  
  761,100    

United Tractors Tbk PT

    1,453,420  
   

 

 

 
      2,644,371  
   

 

 

 
      Ireland - 0.2%  
  522,350    

Bank of Ireland Group plc

    3,339,129  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Isle of Man - 0.1%  
  534,059    

Playtech plc

  $ 3,053,952  
   

 

 

 
      Israel - 1.2%  
  797,111    

Bank Hapoalim BM

    5,868,180  
  902,990    

Bank Leumi Le-Israel BM

    6,183,622  
  10,220    

FIBI Holdings Ltd.

    299,502  
  782,188    

Israel Discount Bank Ltd. Class A

    3,053,409  
  49,900    

Ituran Location and Control Ltd.

    1,834,823  
  23,753    

Kerur Holdings Ltd.

    623,331  
  726,876    

Phoenix Holdings Ltd.

    4,149,419  
  17,500    

Taro Pharmaceutical Industries Ltd.

    1,879,675  
   

 

 

 
      23,891,961  
   

 

 

 
      Italy - 1.0%  
  87,361    

ASTM S.p.A.

    2,225,988  
  78,948    

Banca IFIS S.p.A

    1,363,551  
  141,182    

Cerved Group S.p.A.

    1,379,794  
  109,536    

Immobiliare Grande Distribuzione SIIQ S.p.A. REIT

    829,276  
  799,639    

Mediaset S.p.A.*(3)

    2,662,077  
  829,760    

Mediobanca Banca di Credito Finanziario S.p.A.

    8,794,879  
  156,220    

Societa Cattolica di Assicurazioni S.c.r.l.

    1,455,504  
  210,524    

Sogefi S.p.A.*

    334,023  
  149,124    

UniCredit S.p.A.

    2,064,488  
   

 

 

 
      21,109,580  
   

 

 

 
      Japan - 17.2%  
  66,900    

ABC-Mart, Inc.

    4,157,825  
  107,800    

ADEKA Corp.

    1,619,530  
  38,000    

Aica Kogyo Co., Ltd.

    1,318,463  
  5,800    

Aichi Bank Ltd.

    189,392  
  107,500    

Aida Engineering Ltd.

    848,151  
  35,500    

Aisin Seiki Co., Ltd.

    1,373,314  
  6,700    

Ajis Co., Ltd.

    208,168  
  10,400    

Akatsuki, Inc.

    473,709  
  3,000    

Akita Bank Ltd.

    59,245  
  3,400    

Amiyaki Tei Co., Ltd.

    105,949  
  34,800    

Aozora Bank Ltd.

    850,287  
  34,500    

Arakawa Chemical Industries Ltd.

    465,437  
  2,200    

Arcland Sakamoto Co., Ltd.

    28,596  
  54,300    

Arisawa Manufacturing Co., Ltd.*

    416,652  
  27,200    

Asahi Yukizai Corp.

    440,607  
  1,762,400    

Astellas Pharma, Inc.

    23,869,715  
  48,000    

Ateam, Inc.(3)

    718,691  
  1,900    

Atsugi Co., Ltd.

    16,032  
  34,400    

Awa Bank Ltd.

    866,021  
  1,500    

Bando Chemical Industries Ltd.

    14,623  
  44,900    

Bank of Kyoto Ltd.

    1,945,720  
  138,400    

Brother Industries Ltd.

    2,732,703  
  300    

C Uyemura & Co., Ltd.

    18,529  
  25,700    

Canon Electronics, Inc.

    423,530  
  1,000    

Central Automotive Products Ltd.

    15,290  
  111,100    

Central Japan Railway Co.

    23,890,871  
  229,000    

Chiba Bank Ltd.

    1,202,805  
  85,700    

Chugoku Bank Ltd.

    829,872  
  202,900    

Citizen Watch Co., Ltd.

    1,143,996  
  3,100    

Corona Corp.

    29,289  
  46,300    

Daiho Corp.

    1,241,859  
  46,900    

Daiichi Kigenso Kagaku-Kogyo Co., Ltd.

    361,739  
  22,700    

Daiichikosho Co., Ltd.

    1,112,187  
  146,600    

Daikyonishikawa Corp.

    1,478,586  
  1,800    

Dainichi Co., Ltd.

    10,807  
  26,900    

Dainichiseika Color & Chemicals Manufacturing Co., Ltd.

    783,550  
  53,200    

Daiwa House Industry Co., Ltd.

    1,491,169  
  929,600    

Daiwa Securities Group, Inc.

    4,327,131  
  23,000    

Daiwabo Holdings Co., Ltd.

    1,177,043  
  36,000    

Eagle Industry Co., Ltd.

    412,540  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 17.2% - (continued)  
  69,900    

Ebara Corp.

  $ 2,151,301  
  6,000    

Eidai Co., Ltd.

    22,181  
  61,600    

Exedy Corp.

    1,411,574  
  47,300    

FCC Co., Ltd.

    979,383  
  23,900    

First Bank of Toyama Ltd.

    81,710  
  53,700    

FJ Next Co., Ltd.

    430,461  
  46,400    

Foster Electric Co., Ltd.

    723,491  
  31,000    

Fudo Tetra Corp.

    426,477  
  8,400    

Fujikura Kasei Co., Ltd.

    45,981  
  7,200    

Fujimori Kogyo Co., Ltd.

    210,614  
  1,600    

Fujishoji Co., Ltd.

    13,773  
  1,100    

FuKoKu Co., Ltd.(3)

    8,161  
  29,400    

G-Tekt Corp.

    419,422  
  53,800    

Geo Holdings Corp.

    733,064  
  24,100    

Goldcrest Co., Ltd.

    317,605  
  117,000    

Gunma Bank Ltd.

    463,981  
  237,400    

Hachijuni Bank Ltd.

    955,569  
  37,600    

Hamakyorex Co., Ltd.

    1,391,442  
  46,800    

Happinet Corp.

    556,439  
  400,400    

Hazama Ando Corp.

    2,692,496  
  37,400    

Hirano Tecseed Co., Ltd.

    628,226  
  246,800    

Honda Motor Co., Ltd.

    6,886,443  
  49,000    

Hosiden Corp.

    468,762  
  18,500    

Hosokawa Micron Corp.

    873,375  
  10,500    

Imasen Electric Industrial

    98,725  
  548,700    

Inpex Corp.

    5,338,201  
  87,900    

Isuzu Motors Ltd.

    1,266,001  
  280,200    

ITOCHU Corp.

    5,055,774  
  1,400    

Iwatsu Electric Co., Ltd.

    10,089  
  324,200    

Iyo Bank Ltd.

    1,803,286  
  34,500    

Japan Aviation Electronics Industry Ltd.

    558,193  
  194,600    

Japan Exchange Group, Inc.

    3,177,741  
  3,900    

Japan Foundation Engineering Co., Ltd.

    13,247  
  86,100    

Japan Petroleum Exploration Co., Ltd.

    1,869,152  
  453,400    

Japan Post Bank Co., Ltd.

    4,992,082  
  32,700    

Kaga Electronics Co., Ltd.

    603,816  
  91,000    

Kanamoto Co., Ltd.

    2,160,179  
  63,800    

Kandenko Co., Ltd.

    537,853  
  50,600    

Kasai Kogyo Co., Ltd.

    419,890  
  824,900    

KDDI Corp.

    19,011,918  
  49,400    

Keihanshin Building Co., Ltd.

    453,060  
  69,700    

Keihin Corp.

    1,148,719  
  68,700    

KLab, Inc.*(3)

    511,547  
  56,600    

Kumagai Gumi Co., Ltd.

    1,660,740  
  1,900    

Kyodo Printing Co., Ltd.

    42,734  
  31,200    

Kyokuto Kaihatsu Kogyo Co., Ltd.

    439,677  
  77,000    

Maeda Road Construction Co., Ltd.

    1,527,999  
  29,700    

Makino Milling Machine Co., Ltd.

    1,260,119  
  105,100    

Mamezou Holdings Co., Ltd.

    1,042,545  
  151,600    

Marubeni Corp.

    1,086,303  
  79,800    

Mazda Motor Corp.

    944,429  
  3,100    

Mitani Corp.

    162,975  
  412,700    

Mitsubishi Chemical Holdings Corp.

    2,942,405  
  117,500    

Mitsubishi Gas Chemical Co., Inc.

    1,764,009  
  216,300    

Mitsubishi UFJ Financial Group, Inc.

    1,073,178  
  328,000    

Mitsui & Co., Ltd.

    5,305,264  
  35,700    

Mitsui Matsushima Holdings Co., Ltd.

    408,576  
  43,200    

Mitsui Sugar Co., Ltd.

    1,043,030  
  42,100    

Mixi, Inc.

    909,701  
  35,400    

Mizuno Corp.(3)

    813,866  
  3,900    

Murakami Corp.

    90,645  
  105,800    

Musashi Seimitsu Industry Co., Ltd.

    1,651,652  
  65,700    

Nagase & Co., Ltd.

    1,004,000  
  2,600    

Natoco Co., Ltd.

    28,860  
  159,300    

NHK Spring Co., Ltd.

    1,434,887  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 17.2% - (continued)  
  4,000    

Nichireki Co., Ltd.

  $ 38,076  
  10,868    

Nichirin Co., Ltd.

    173,147  
  265,800    

Nikon Corp.

    3,706,789  
  49,200    

Nippo Corp.

    1,000,294  
  46,500    

Nippon Carbon Co., Ltd.(3)

    2,052,001  
  71,700    

Nippon Electric Glass Co., Ltd.

    1,970,244  
  31,900    

Nippon Pillar Packing Co., Ltd.

    375,656  
  15,000    

Nippon Soda Co., Ltd.

    414,479  
  593,900    

Nippon Telegraph & Telephone Corp.

    24,711,226  
  122,400    

Nippon Thompson Co., Ltd.

    636,113  
  81,800    

Nishimatsu Construction Co., Ltd.

    1,774,413  
  53,300    

Nishio Rent All Co., Ltd.

    1,479,032  
  13,500    

Nisshin Oillio Group Ltd.

    386,388  
  40,300    

Nissin Kogyo Co., Ltd.

    537,208  
  1,671,000    

Nomura Holdings, Inc.

    6,326,770  
  80,300    

Nomura Real Estate Holdings, Inc.

    1,707,600  
  12,400    

Noritake Co. Ltd/Nagoya Japan

    604,785  
  1,135,400    

NTT DOCOMO, Inc.

    24,655,866  
  62,700    

Ohara, Inc.(3)

    788,957  
  219,400    

Oji Holdings Corp.

    1,316,503  
  3,500    

Okinawa Cellular Telephone Co.

    109,862  
  11,300    

OKUMA Corp.

    665,679  
  33,300    

Okumura Corp.

    1,077,292  
  20,600    

Okura Industrial Co., Ltd.

    341,412  
  139,400    

ORIX Corp.

    1,974,717  
  65,000    

Osaki Electric Co., Ltd.

    432,256  
  2,800    

Pack Corp.

    90,205  
  36,000    

Piolax, Inc.

    677,785  
  92,200    

Press Kogyo Co., Ltd.

    499,387  
  25,300    

Ryobi Ltd.

    577,189  
  89,300    

San-In Godo Bank Ltd.

    591,778  
  2,000    

Sanko Metal Industrial Co., Ltd.

    48,328  
  140,800    

Seino Holdings Co., Ltd.

    1,916,790  
  29,200    

Sekisui Jushi Corp.

    565,296  
  13,500    

Shibaura Mechatronics Corp.

    464,326  
  35,600    

Shiga Bank Ltd.(3)

    851,957  
  19,100    

Shikoku Chemicals Corp.

    206,616  
  10,200    

Shindengen Electric Manufacturing Co., Ltd.

    419,718  
  70,600    

Shinnihon Corp.

    606,930  
  319,500    

Shinsei Bank Ltd.

    4,455,206  
  413,200    

Shizuoka Bank Ltd.

    3,174,970  
  154,800    

Showa Corp.

    2,273,729  
  70,600    

Showa Denko KK

    2,410,287  
  81,600    

Sinko Industries Ltd.

    1,174,406  
  43,000    

Sintokogio Ltd.

    404,594  
  29,500    

SK-Electronics Co., Ltd.

    470,557  
  327,100    

SKY Perfect JSAT Holdings, Inc.

    1,308,680  
  261,000    

Stanley Electric Co., Ltd.

    7,076,506  
  274,300    

Sumco Corp.

    3,618,524  
  195,600    

Sumitomo Corp.

    2,803,501  
  5,200    

Sumitomo Densetsu Co., Ltd.

    89,347  
  154,100    

Sumitomo Electric Industries Ltd.

    2,050,406  
  25,100    

Sumitomo Heavy Industries Ltd.

    892,488  
  365,700    

Sumitomo Mitsui Construction Co., Ltd.

    2,386,673  
  199,000    

Sumitomo Mitsui Financial Group, Inc.

    7,232,894  
  33,600    

Sumitomo Seika Chemicals Co., Ltd.

    1,305,470  
  100,000    

Suzuki Motor Corp.

    4,563,365  
  32,900    

Tachi-S Co., Ltd.

    507,489  
  55,300    

Tadano Ltd.

    585,089  
  19,000    

Taihei Dengyo Kaisha Ltd.

    419,042  
  14,200    

Taisei Corp.

    624,801  
  23,400    

Takasago Thermal Engineering Co., Ltd.

    371,126  
  24,200    

Takeuchi Manufacturing Co., Ltd.

    458,915  
  98,700    

Tatsuta Electric Wire and Cable Co., Ltd.

    433,482  
  55,000    

Teijin Ltd.

    946,116  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 17.2% - (continued)  
  36,800    

Teikoku Electric Manufacturing Co., Ltd.

  $ 375,253  
  14,900    

TKC Corp.

    583,415  
  38,900    

Toagosei Co., Ltd.

    424,657  
  33,000    

Tobishima Corp.

    422,427  
  131,900    

Tocalo Co., Ltd.

    1,085,508  
  41,700    

Tokai Rika Co., Ltd.

    724,090  
  85,500    

Tokyo Broadcasting System Holdings, Inc.

    1,626,357  
  174,300    

Tokyu Construction Co., Ltd.

    1,251,714  
  40,700    

Tomy Co., Ltd.

    436,413  
  74,800    

Topre Corp.

    1,403,114  
  25,000    

Torii Pharmaceutical Co., Ltd.

    496,940  
  12,900    

Toshiba Machine Co., Ltd.

    295,003  
  36,100    

Towa Bank Ltd.

    231,560  
  105,600    

Toyo Construction Co., Ltd.

    389,023  
  38,200    

Toyo Ink SC Holdings Co., Ltd.

    915,319  
  22,200    

Toyo Kanetsu KK

    423,350  
  38,400    

Toyo Tanso Co., Ltd.

    762,106  
  46,200    

Toyoda Gosei Co., Ltd.

    961,755  
  163,600    

Toyota Boshoku Corp.

    2,417,378  
  44,400    

TPR Co., Ltd.

    875,232  
  82,300    

Trend Micro, Inc.

    4,114,332  
  75,800    

TS Tech Co., Ltd.

    2,276,467  
  34,400    

Tsubakimoto Chain Co.

    1,282,249  
  20,200    

Tv Tokyo Holdings Corp.

    425,767  
  62,000    

Ube Industries Ltd.

    1,326,533  
  102,900    

Unipres Corp.

    1,590,262  
  148,200    

Ushio, Inc.

    1,801,637  
  3,100    

Utoc Corp.

    15,144  
  10,400    

V Technology Co., Ltd.

    1,398,000  
  92,000    

Wakita & Co., Ltd.

    966,387  
  54,600    

West Holdings Corp.

    725,950  
  25,800    

Yamanashi Chuo Bank Ltd.

    302,661  
  22,900    

Yamazen Corp.

    240,944  
  18,500    

Yuasa Trading Co., Ltd.

    527,752  
  54,500    

Yurtec Corp.

    384,600  
  339,800    

Zeon Corp.

    3,337,676  
   

 

 

 
      356,856,329  
   

 

 

 
      Luxembourg - 0.2%  
  70,173    

RTL Group S.A.

    3,954,117  
  36,200    

Ternium S.A. ADR

    892,330  
   

 

 

 
      4,846,447  
   

 

 

 
      Malaysia - 0.7%  
  48,400    

AFFIN Bank Bhd

    26,235  
  674,400    

AMMB Holdings Bhd

    729,090  
  885,300    

Astro Malaysia Holdings Bhd

    310,653  
  709,400    

BerMaz Auto Bhd

    411,793  
  564,300    

DiGi.Com Bhd

    627,834  
  1,777,100    

Genting Bhd

    3,027,367  
  433,000    

Hengyuan Refining Co. Bhd

    620,886  
  4,401,700    

Hibiscus Petroleum Bhd*

    1,211,569  
  62,800    

Hong Leong Financial Group Bhd

    291,938  
  35,200    

Lingkaran Trans Kota Holdings Bhd

    36,609  
  1,771,200    

Malaysia Building Society Bhd

    426,476  
  2,474,800    

Petronas Chemicals Group Bhd

    5,387,895  
  365,700    

Petronas Gas Bhd

    1,564,777  
   

 

 

 
      14,673,122  
   

 

 

 
      Mexico - 0.4%  
  206,300    

Banco del Bajio S.A.(4)

    443,445  
  365,201    

Bolsa Mexicana de Valores S.A.B. de C.V.

    751,679  
  287,200    

Concentradora Fibra Danhos S.A. de C.V. REIT

    420,853  
  470,700    

GMexico Transportes S.A.B. de C.V.(4)

    570,071  
  37,383    

Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR

    3,789,515  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Mexico - 0.4% - (continued)  
  1,505,500    

Kimberly-Clark de Mexico S.A.B. de C.V. Class A*

  $ 2,599,996  
  81,400    

Regional S.A.B. de C.V.

    440,540  
  50    

Urbi Desarrollos Urbanos S.A.B. de C.V.*

    3  
   

 

 

 
      9,016,102  
   

 

 

 
      Monaco - 0.0%  
  138,900    

Costamare, Inc.

    838,956  
   

 

 

 
      Netherlands - 2.7%  
  18,625    

Aegon N.V.

    97,225  
  254,681    

ASR Nederland N.V.

    11,331,787  
  45,424    

Euronext N.V.(4)

    3,156,156  
  55,864    

Intertrust N.V.(4)

    1,061,891  
  19,993    

Koninklijke Volkerwessels N.V.

    427,405  
  40,753    

NIBC Holding N.V.(4)

    389,631  
  304,779    

NN Group N.V.

    13,300,443  
  545,224    

Royal Dutch Shell plc Class A

    17,359,724  
  306,270    

Royal Dutch Shell plc Class B

    9,884,358  
   

 

 

 
      57,008,620  
   

 

 

 
      New Zealand - 0.0%  
  55,177    

Freightways Ltd.

    313,630  
  522,838    

SKY Network Television Ltd.

    426,646  
   

 

 

 
      740,276  
   

 

 

 
      Norway - 3.0%  
  221,371    

Austevoll Seafood ASA

    2,578,942  
  3,350,450    

DNO ASA

    7,606,598  
  1,036,956    

Equinor ASA

    23,115,437  
  90,264    

Salmar ASA

    4,105,636  
  39,360    

SpareBank 1 Nord Norge

    299,987  
  868,153    

Telenor ASA

    17,451,487  
  276,432    

TGS Nopec Geophysical Co. ASA

    7,228,343  
   

 

 

 
      62,386,430  
   

 

 

 
      Poland - 0.4%  
  29,139    

Asseco Poland S.A.

    404,668  
  433,393    

PGE Polska Grupa Energetyczna S.A.*

    1,078,947  
  614,839    

Powszechny Zaklad Ubezpieczen S.A.

    6,767,730  
   

 

 

 
      8,251,345  
   

 

 

 
      Portugal - 0.9%  
  168,717    

Altri SGPS S.A.

    1,322,791  
  4,856,684    

Banco Comercial Portugues S.A.*

    1,363,237  
  944,472    

Galp Energia SGPS S.A.

    15,835,269  
   

 

 

 
      18,521,297  
   

 

 

 
      Russia - 1.9%  
  336,999    

Evraz plc

    2,767,287  
  580,204    

Gazprom PJSC ADR

    2,900,633  
  98,972    

Globaltrans Investment plc GDR

    957,059  
  135,797    

LUKOIL PJSC ADR

    11,575,038  
  237,039    

MMC Norilsk Nickel PJSC ADR

    5,310,859  
  294,300    

Mobile TeleSystems PJSC ADR

    2,319,084  
  31,317    

Novatek PJSC GDR

    6,041,913  
  59,346    

Severstal PJSC GDR

    960,812  
  555,644    

Surgutneftegas PJSC ADR

    2,080,066  
  77,546    

Tatneft PJSC ADR

    5,460,581  
   

 

 

 
      40,373,332  
   

 

 

 
      Singapore - 1.2%  
  14,100    

Boustead Projects Ltd.

    9,745  
  1,080,200    

CapitaLand Ltd.

    2,807,021  
  31,600    

China Yuchai International Ltd.

    526,140  
  756,900    

City Developments Ltd.

    4,982,049  
  1,330,800    

ComfortDelGro Corp. Ltd.

    2,635,893  
  1,400,000    

IGG, Inc.

    1,774,993  
  54,900    

Jardine Cycle & Carriage Ltd.

    1,434,558  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Singapore - 1.2% - (continued)  
  593,000    

SATS Ltd.

  $ 2,280,699  
  986,100    

Singapore Exchange Ltd.

    5,354,202  
  591,300    

UOL Group Ltd.

    3,300,196  
  386,400    

Yanlord Land Group Ltd.

    415,059  
   

 

 

 
      25,520,555  
   

 

 

 
      South Africa - 2.0%  
  122,663    

AECI Ltd.

    821,726  
  10,524    

Assore Ltd.

    273,234  
  57,879    

Astral Foods Ltd.

    736,384  
  323,021    

AVI Ltd.

    2,076,096  
  112,455    

Kumba Iron Ore Ltd.

    3,381,962  
  776,407    

MMI Holdings Ltd.

    968,813  
  339,337    

Netcare Ltd.

    571,190  
  95,426    

Oceana Group Ltd.

    466,957  
  190,390    

Reunert Ltd.

    1,031,607  
  844,585    

RMB Holdings Ltd.

    4,936,368  
  1,169,975    

Sanlam Ltd.

    6,264,728  
  366,223    

Standard Bank Group Ltd.

    5,114,615  
  368,881    

Tiger Brands Ltd.

    6,406,745  
  303,896    

Truworths International Ltd.

    1,611,321  
  807,796    

Vodacom Group Ltd.(3)

    6,518,879  
   

 

 

 
      41,180,625  
   

 

 

 
      South Korea - 4.4%  
  33,243    

Aekyung Petrochemical Co., Ltd.

    260,324  
  8,926    

AK Holdings, Inc.

    394,872  
  18,399    

Asia Paper Manufacturing Co., Ltd.

    671,987  
  80,121    

BGF retail Co., Ltd.

    565,330  
  54,590    

BH Co., Ltd.*

    922,618  
  47,776    

Daeduck Electronics Co.

    433,722  
  14,160    

Daelim Industrial Co., Ltd.

    1,174,922  
  43,448    

DB HiTek Co., Ltd.

    595,421  
  166,435    

DGB Financial Group, Inc.

    1,199,781  
  27,129    

Dong-Ah Geological Engineering Co., Ltd.

    423,732  
  24,291    

GS Engineering & Construction Corp.

    845,163  
  157,276    

Hana Financial Group, Inc.

    4,960,600  
  18,238    

Handsome Co., Ltd.

    668,225  
  99,902    

Hankook Tire Co., Ltd.

    3,399,482  
  125,135    

Hanwha Life Insurance Co., Ltd.

    427,809  
  31,319    

Hanyang Eng Co., Ltd.

    420,262  
  50,146    

HDC Holdings Co., Ltd.

    739,452  
  43,126    

Hyundai Construction Equipment Co., Ltd.

    1,811,751  
  27,797    

Hyundai Department Store Co., Ltd.

    2,417,164  
  22,078    

Hyundai Greenfood Co., Ltd.

    263,655  
  8,761    

Hyundai Home Shopping Network Corp.

    750,525  
  34,841    

Hyundai Mobis Co., Ltd.

    6,949,912  
  101,956    

KB Financial Group, Inc.

    4,025,770  
  31,007    

KC Co., Ltd.

    431,913  
  1,559    

KCC Corp.

    473,802  
  2,298    

Korea Petrochemical Ind Co., Ltd.

    295,831  
  31,466    

Kortek Corp.

    412,224  
  70,345    

KT&G Corp.

    6,153,231  
  67,841    

Kwang Dong Pharmaceutical Co., Ltd.

    427,746  
  6,593    

LF Corp.

    140,796  
  78,362    

LG Corp.

    4,900,223  
  46,070    

LOTTE Fine Chemical Co., Ltd.

    1,898,876  
  150,677    

Mirae Asset Life Insurance Co., Ltd.

    683,699  
  126,926    

Moorim P&P Co., Ltd.

    663,855  
  13,898    

Orange Life Insurance Ltd.(4)

    423,794  
  33,366    

Orion Holdings Corp.

    546,170  
  14,975    

PSK, Inc.(1)(2)

    210,238  
  12,921    

S&T Motiv Co., Ltd.

    421,757  
  20,804    

Samjin Pharmaceutical Co., Ltd.

    697,170  
  36,315    

Sammok S-Form Co., Ltd.

    432,331  
  26,763    

Samsung Card Co., Ltd.

    849,983  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      South Korea - 4.4% - (continued)  
  260,647    

Samsung Electronics Co., Ltd.

  $ 10,247,914  
  6,216    

Samsung Electronics Co., Ltd. GDR

    6,153,173  
  244,969    

Seohan Co., Ltd.

    373,562  
  104,422    

SFA Engineering Corp.

    3,756,380  
  13,569    

Shindaeyang Paper Co., Ltd.

    964,338  
  128,100    

Shinhan Financial Group Co., Ltd.

    4,841,525  
  81,721    

SK Hynix, Inc.

    5,530,123  
  8,782    

SK Telecom Co., Ltd.

    1,862,712  
  45,734    

Soulbrain Co., Ltd.

    1,972,361  
  304    

Taekwang Industrial Co., Ltd.

    390,101  
  6,890    

Value Added Technology Co., Ltd.

    157,396  
  93,560    

Wonik Holdings Co., Ltd.*

    397,848  
   

 

 

 
      91,033,551  
   

 

 

 
      Spain - 2.1%  
  119,821    

Atresmedia Corp. de Medios de Comunicacion S.A.

    647,192  
  473,706    

Banco Bilbao Vizcaya Argentaria S.A.

    2,880,534  
  100,643    

Bolsas y Mercados Espanoles SHMSF S.A.

    2,858,663  
  7,844    

Corp. Financiera Alba S.A.

    403,821  
  1,672,655    

Mapfre S.A.

    5,024,968  
  452,815    

Mediaset Espana Comunicacion S.A.

    3,511,630  
  927,191    

Red Electrica Corp. S.A.

    19,242,803  
  419,942    

Repsol S.A.

    7,125,868  
  312,774    

Zardoya Otis S.A.

    2,528,037  
   

 

 

 
      44,223,516  
   

 

 

 
      Sweden - 1.5%  
  66,865    

Intrum AB(3)

    1,702,673  
  88,701    

Nobia AB

    557,392  
  404,755    

Sandvik AB(3)

    7,495,408  
  1,075,486    

SKF AB Class B(3)

    19,963,144  
  111,733    

Tethys Oil AB

    914,231  
   

 

 

 
      30,632,848  
   

 

 

 
      Switzerland - 5.6%  
  55,264    

Alcon, Inc.*

    3,182,582  
  25,780    

Cembra Money Bank AG

    2,394,225  
  578,774    

Credit Suisse Group AG*

    7,697,052  
  8,504    

dormakaba Holding AG*

    6,423,847  
  587,865    

Ferrexpo plc

    1,592,501  
  341,885    

Novartis AG

    28,014,079  
  151,362    

Oriflame Holding AG

    3,122,028  
  99,992    

Roche Holding AG

    26,384,218  
  5,001    

SGS S.A.

    13,195,390  
  22,187    

Swisscom AG(3)

    10,338,126  
  832,228    

UBS Group AG*

    11,159,725  
  11,927    

Zurich Insurance Group AG

    3,801,943  
   

 

 

 
      117,305,716  
   

 

 

 
      Taiwan - 4.0%  
  70,000    

Acter Co., Ltd.

    409,343  
  191,000    

Anpec Electronics Corp.

    392,481  
  605,000    

Asia Cement Corp.

    818,877  
  460,000    

Catcher Technology Co., Ltd.

    3,647,033  
  281,000    

Chia Chang Co., Ltd.

    406,972  
  190,000    

Chin-Poon Industrial Co., Ltd.

    236,612  
  626,000    

China Motor Corp.

    562,147  
  95,000    

China Steel Chemical Corp.

    413,801  
  141,000    

Chong Hong Construction Co., Ltd.

    396,694  
  97,000    

Cleanaway Co., Ltd.

    535,347  
  2,812,000    

Compal Electronics, Inc.

    1,817,714  
  253,000    

Coretronic Corp.

    393,880  
  619,000    

DA CIN Construction Co., Ltd.

    420,766  
  285,780    

Elite Advanced Laser Corp.

    606,197  
  255,000    

FLEXium Interconnect, Inc.*

    801,434  
  702,000    

Formosa Sumco Technology Corp.

    2,681,389  
  368,000    

Formosa Taffeta Co., Ltd.

    443,842  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Taiwan - 4.0% - (continued)  
  1,133,000    

Gamania Digital Entertainment Co., Ltd.

  $ 2,768,570  
  331,000    

Globalwafers Co., Ltd.

    3,628,330  
  1,667,000    

Grand Pacific Petrochemical

    1,149,382  
  1,285,000    

Hannstar Board Corp.

    1,367,084  
  1,832,000    

HannStar Display Corp.

    474,406  
  426,000    

Holtek Semiconductor, Inc.*

    1,021,208  
  151,000    

Innodisk Corp.

    568,253  
  1,201,000    

Innolux Corp.

    385,380  
  301,000    

King’s Town Bank Co., Ltd.

    322,048  
  361,000    

Lite-On Semiconductor Corp.

    405,476  
  58,500    

Lumax International Corp. Ltd.

    136,190  
  647,000    

Mitac Holdings Corp.

    670,862  
  1,139,000    

Nanya Technology Corp.

    2,418,940  
  1,218,000    

Nichidenbo Corp.

    2,299,558  
  389,000    

Pharmally International Holding Co., Ltd.

    2,698,205  
  573,000    

Radiant Opto-Electronics Corp.

    1,936,591  
  1,063,000    

Sigurd Microelectronics Corp.*

    1,061,462  
  1,041,000    

Sino-American Silicon Products, Inc.*

    2,257,015  
  25,600    

Sirtec International Co., Ltd.*

    20,469  
  354,000    

Taiwan PCB Techvest Co., Ltd.

    434,305  
  528,000    

Taiwan Semiconductor Manufacturing Co., Ltd.

    4,433,104  
  530,200    

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

    23,233,364  
  764,000    

Taiwan Styrene Monomer

    619,081  
  675,000    

Teco Electric and Machinery Co., Ltd.

    504,595  
  232,000    

Test Research, Inc.

    404,492  
  343,000    

Thinking Electronic Industrial Co., Ltd.

    926,199  
  778,000    

TPK Holding Co., Ltd.

    1,442,153  
  45,000    

TSC Auto ID Technology Co., Ltd.

    413,052  
  360,800    

United Integrated Services Co., Ltd.

    1,607,737  
  613,000    

Walsin Technology Corp.

    3,790,347  
  174,000    

Xxentria Technology Materials Corp.

    440,666  
  333,000    

Yageo Corp.

    3,303,295  
  211,000    

Zhen Ding Technology Holding Ltd.

    754,886  
   

 

 

 
      82,881,234  
   

 

 

 
      Thailand - 1.2%  
  565,400    

Bangkok Bank PCL NVDR

    3,597,318  
  152,700    

Kasikornbank PCL NVDR

    914,233  
  267,000    

Kiatnakin Bank PCL NVDR

    552,331  
  3,402,100    

Krung Thai Bank plc NVDR

    2,015,236  
  1,919,400    

LPN Development PCL NVDR

    420,855  
  1,335,100    

PTT Exploration & Production plc NVDR

    5,578,243  
  4,556,400    

PTT plc NVDR

    6,955,819  
  1,098,300    

Thanachart Capital PCL NVDR

    1,824,543  
  6,023,300    

TMB Bank plc NVDR

    380,992  
  4,264,100    

TTW PCL NVDR

    1,656,221  
   

 

 

 
      23,895,791  
   

 

 

 
      Turkey - 1.0%  
  1,431,937    

Akbank T.A.S.*

    1,472,176  
  336,191    

Aygaz AS

    520,394  
  3,246,069    

Dogan Sirketler Grubu Holding AS

    577,610  
  4,983    

EGE Endustri VE Ticaret AS

    348,072  
  1,376,071    

Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT

    348,787  
  1,270,975    

Enka Insaat ve Sanayi AS

    1,144,468  
  1,098,475    

Eregli Demir ve Celik Fabrikalari T.A.S.

    1,688,966  
  499,019    

Iskenderun Demir ve Celik AS

    578,996  
  495,050    

Tekfen Holding AS

    2,211,175  
  91,308    

Tofas Turk Otomobil Fabrikasi AS

    274,658  
  736,891    

Trakya Cam Sanayii AS

    391,853  
  2,497,214    

Turkcell Iletisim Hizmetleri AS

    5,237,368  
  1,601,437    

Turkiye Garanti Bankasi AS

    2,198,770  
  451,430    

Turkiye Halk Bankasi AS*

    443,647  
  1,397,406    

Turkiye Is Bankasi AS Class C*

    1,258,357  
  2,313,132    

Turkiye Sinai Kalkinma Bankasi AS*

    291,072  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Turkey - 1.0% - (continued)  
  413,277    

Turkiye Vakiflar Bankasi TAO Class D*

  $ 280,708  
  3,904,469    

Yapi ve Kredi Bankasi AS*

    1,357,278  
   

 

 

 
      20,624,355  
   

 

 

 
      United Kingdom - 12.5%  
  490,168    

Ashmore Group plc

    2,941,009  
  1,568,609    

Aviva plc

    8,809,508  
  4,138,700    

Barclays plc

    8,881,671  
  606,879    

Barratt Developments plc

    4,774,220  
  56,802    

Bellway plc

    2,306,583  
  231,264    

BHP Group plc

    5,458,885  
  453,848    

Britvic plc

    5,418,004  
  162,719    

Card Factory plc

    435,467  
  288,297    

Close Brothers Group plc

    5,845,186  
  327,013    

Countryside Properties plc(4)

    1,448,505  
  31,151    

Dunelm Group plc

    347,309  
  49,116    

EMIS Group plc

    716,049  
  105,908    

Forterra plc(4)

    431,206  
  1,272,669    

GlaxoSmithKline plc

    26,144,715  
  1,679,219    

HSBC Holdings plc

    14,601,679  
  604,410    

IG Group Holdings plc

    4,020,656  
  729,230    

IMI plc

    10,014,936  
  169,917    

Imperial Brands plc

    5,406,449  
  43,431    

JPJ Group plc*

    403,234  
  4,802,044    

Legal & General Group plc

    17,462,775  
  4,708,458    

Lloyds Banking Group plc

    3,850,742  
  252,750    

McCarthy & Stone plc(4)

    422,529  
  133,319    

Mediclinic International plc

    597,349  
  159,309    

Mondi plc

    3,500,856  
  129,476    

Next plc

    9,748,726  
  32,281    

PayPoint plc

    424,440  
  121,213    

Persimmon plc

    3,540,977  
  8,020    

Rathbone Brothers plc

    263,857  
  157,662    

Redrow plc

    1,269,063  
  230,398    

Rio Tinto plc

    13,441,205  
  2,368,721    

Royal Bank of Scotland Group plc

    7,417,253  
  659,914    

Royal Mail plc

    2,177,448  
  1,112,691    

Smiths Group plc

    22,153,176  
  288,231    

Soco International plc

    283,393  
  13,141    

Staffline Group plc

    151,138  
  1,037,192    

Standard Chartered plc

    9,483,226  
  890,755    

Tate & Lyle plc

    8,927,840  
  850,923    

Taylor Wimpey plc

    2,017,374  
  407,099    

TI Fluid Systems plc(4)

    1,125,417  
  371,498    

Unilever N.V.

    22,477,323  
  153,728    

Unilever plc

    9,318,235  
  250,369    

Victrex plc

    7,964,027  
  288,387    

WPP plc

    3,598,433  
   

 

 

 
      260,022,073  
   

 

 

 
      United States - 0.0%  
  393,300    

Argonaut Gold, Inc.*

    507,882  
   

 

 

 
 

Total Common Stocks
(cost $1,974,780,790)

  $ 1,941,083,095  
   

 

 

 
PREFERRED STOCKS - 0.9%  
      Brazil - 0.3%  
  803,800    

AES Tiete Energia S.A., 12.66%

  $ 442,786  
  83,700    

Banco ABC Brasil S.A.

    415,181  
  382,200    

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

    2,380,282  
  599,300    

Cia de Saneamento do Parana, 5.51%

    2,176,438  
   

 

 

 
      5,414,687  
   

 

 

 
Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 0.9% - (continued)  
      Germany - 0.6%  
  136,589    

Porsche Automobil Holding SE

  $ 9,495,345  
  343,972    

Schaeffler AG, 4.39%

    2,948,665  
  2,328    

STO SE & Co. KGaA, 2.59%

    232,125  
   

 

 

 
      12,676,135  
   

 

 

 
 

Total Preferred Stocks
(cost $19,037,247)

  $ 18,090,822  
   

 

 

 
 

Total Long-Term Investments
(cost $1,993,818,037)

  $ 1,959,173,917  
   

 

 

 
SHORT-TERM INVESTMENTS - 10.0%  
      Other Investment Pools & Funds - 5.5%  
  114,955,899    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(5)

  $ 114,955,899  
   

 

 

 
      Securities Lending Collateral - 4.5%      
  4,668,782    

Citibank NA DDCA, 2.42%, 5/1/2019(5)

    4,668,782  
  45,418,782    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(5)

    45,418,782  
  9,666,828    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(5)

    9,666,828  
  16,691,094    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(5)

    16,691,094  
  15,509,047    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.42%(5)

    15,509,047  
  1,421,097    

Western Asset Institutional Government Class A Fund, Institutional Class,
2.29%(5)

    1,421,097  
   

 

 

 
      93,375,630  
   

 

 

 
 

Total Short-Term Investments
(cost $208,331,529)

  $ 208,331,529  
   

 

 

 
 

Total Investments
(cost $2,202,149,566)

    104.2    $ 2,167,505,446  
 

Other Assets & Liabilities

    (4.2 )%       (87,647,715
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,079,857,731  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

*

Non-income producing.

 

(1) 

Investment valued using significant unobservable inputs.

 

(2) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of these securities was $210,238, which represented 0.0% of total net assets. This amount excludes securities that are

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

  principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(3) 

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(4) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to

  qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $25,437,487, representing 1.2% of net assets.

 

(5) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2019  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

MSCI EAFE Index Future

     919        06/21/2019      $     88,086,150      $ 3,195,530  
           

 

 

 

Total futures contracts

 

   $     3,195,530  
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2019  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  15,095,447      USD      11,401,200      GBP    CBK      05/15/19     $     215,838     $     —  

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 50,993,223      $ 464,934      $ 50,528,289      $  

Austria

     15,514,010               15,514,010         

Belgium

     4,412,072               4,412,072         

Brazil

     16,711,201        16,711,201                

Canada

     97,623,210        97,623,210                

Cayman Islands

     3,641,828               3,641,828         

Chile

     15,883,077        15,883,077                

China

     109,148,900        2,073,659        107,075,241         

Colombia

     3,084,132        3,084,132                

Czech Republic

     322,367        322,367                

Denmark

     6,074,460        5,378,192        696,268         

Finland

     10,472,986               10,472,986         

France

     120,169,225        25,714,272        94,454,953         

Georgia

     845,267               845,267         

Germany

     28,295,303        12,653,845        15,641,458         

Greece

     2,837,458               2,837,458         

Hong Kong

     67,684,721        2,277,401            65,407,320            —  

Hungary

     6,034,024               6,034,024         

India

     15,956,236            15,956,236                

Indonesia

     2,644,371        57,578        2,586,793         

Ireland

     3,339,129               3,339,129         

Isle of Man

     3,053,952               3,053,952         

Israel

     23,891,961        3,714,498        20,177,463         

Italy

     21,109,580        829,276        20,280,304         

Japan

         356,856,329        18,529        356,837,800         

Luxembourg

     4,846,447        892,330        3,954,117         

Malaysia

     14,673,122        1,368,174        13,304,948         

Mexico

     9,016,102        9,016,102                

Monaco

     838,956        838,956                

Netherlands

     57,008,620        427,405        56,581,215         

New Zealand

     740,276               740,276         

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Norway

   $ 62,386,430      $      $ 62,386,430      $  

Poland

     8,251,345               8,251,345         

Portugal

     18,521,297               18,521,297         

Russia

     40,373,332        16,027,773        24,345,559         

Singapore

     25,520,555        535,885        24,984,670         

South Africa

     41,180,625        12,781,562        28,399,063         

South Korea

     91,033,551        5,571,446        85,251,867        210,238  

Spain

     44,223,516        403,821        43,819,695         

Sweden

     30,632,848               30,632,848         

Switzerland

     117,305,716        3,182,582        114,123,134         

Taiwan

     82,881,234        23,737,959        59,143,275         

Thailand

     23,895,791        2,077,076        21,818,715         

Turkey

     20,624,355               20,624,355         

United Kingdom

     260,022,073        3,449,069        256,573,004         

United States

     507,882        507,882                

Preferred Stocks

     18,090,822        5,646,812        12,444,010         

Short-Term Investments

     208,331,529        208,331,529                

Foreign Currency Contracts(2)

     215,838               215,838         

Futures Contracts(2)

     3,195,530        3,195,530                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,170,916,814      $     500,754,300      $     1,669,952,276      $     210,238  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, investments valued at $173,936 were transferred in to Level 3 due to the unavailability of active market pricing and there were no transfers out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2019 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


Hartford Schroders International Stock Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6%  
      Austria - 1.5%  
  129,511    

Erste Group Bank AG

  $ 5,185,768  
   

 

 

 
      Brazil - 3.0%  
  591,779    

B3 S.A. - Brasil Bolsa Balcao

    5,199,252  
  295,858    

Raia Drogasil S.A.

    5,216,807  
   

 

 

 
      10,416,059  
   

 

 

 
      China - 6.9%  
  42,710    

Alibaba Group Holding Ltd. ADR*

    7,925,695  
  1,105,200    

China Pacific Insurance Group Co., Ltd. Class H

    4,535,616  
  222,700    

Tencent Holdings Ltd.

    10,976,358  
   

 

 

 
      23,437,669  
   

 

 

 
      Denmark - 1.5%  
  57,830    

Vestas Wind Systems A/S

    5,232,682  
   

 

 

 
      France - 10.2%  
  51,746    

EssilorLuxottica S.A.(1)

    6,304,660  
  119,479    

Schneider Electric SE(1)

    10,112,222  
  199,769    

Total S.A.

    11,105,311  
  254,720    

Vivendi S.A.(1)

    7,393,463  
   

 

 

 
      34,915,656  
   

 

 

 
      Germany - 9.4%  
  23,054    

adidas AG

    5,938,434  
  76,969    

Bayerische Motoren Werke AG

    6,566,104  
  216,427    

GEA Group AG

    6,063,781  
  308,563    

Infineon Technologies AG

    7,314,670  
  56,956    

Knorr-Bremse AG*

    6,183,371  
   

 

 

 
      32,066,360  
   

 

 

 
      Hong Kong - 3.2%  
  1,055,000    

AIA Group Ltd.

    10,802,605  
   

 

 

 
      India - 3.6%  
  187,496    

HDFC Bank Ltd.

    6,247,148  
  969,953    

Zee Entertainment Enterprises Ltd.

    6,034,096  
   

 

 

 
      12,281,244  
   

 

 

 
      Japan - 12.5%  
  160,400    

Bridgestone Corp.

    6,363,128  
  6,500    

Keyence Corp.

    4,061,157  
  21,700    

Nintendo Co., Ltd.

    7,473,817  
  241,400    

Recruit Holdings Co., Ltd.

    7,269,486  
  384,100    

Sekisui Chemical Co., Ltd.

    6,166,147  
  14,700    

SMC Corp.

    6,139,671  
  147,900    

Takeda Pharmaceutical Co., Ltd.

    5,457,765  
   

 

 

 
      42,931,171  
   

 

 

 
      Luxembourg - 1.2%  
  290,507    

Tenaris S.A.

    4,026,961  
   

 

 

 
      Netherlands - 1.8%  
  29,456    

ASML Holding N.V.

    6,150,730  
   

 

 

 
      New Zealand - 1.4%  
  127,020    

Xero Ltd.*

    4,885,511  
   

 

 

 
      Norway - 3.4%  
  315,215    

DNB ASA

    6,061,333  
  1,329,649    

Norsk Hydro ASA

    5,726,908  
   

 

 

 
      11,788,241  
   

 

 

 
      Singapore - 2.0%  
  772,500    

Oversea-Chinese Banking Corp. Ltd.

    6,881,620  
   

 

 

 
      South Korea - 2.1%  
  180,510    

Samsung Electronics Co., Ltd.

    7,097,150  
   

 

 

 
      Spain - 1.8%  
  1,034,830    

Banco Bilbao Vizcaya Argentaria S.A.

    6,292,644  
   

 

 

 
      Sweden - 1.3%  
  242,753    

SKF AB Class B

    4,505,975  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Switzerland - 12.0%  
  85,630    

Cie Financiere Richemont S.A.

  $ 6,259,754  
  16,209    

Lonza Group AG*

    5,005,811  
  141,664    

Nestle S.A.

    13,639,070  
  41,286    

Roche Holding AG

    10,893,860  
  24,026    

Schindler Holding AG

    5,192,617  
   

 

 

 
      40,991,112  
   

 

 

 
      Taiwan - 2.4%  
  964,000    

Taiwan Semiconductor Manufacturing Co., Ltd.

    8,093,774  
   

 

 

 
      United Kingdom - 12.0%  
  314,873    

BHP Group plc

    7,432,439  
  231,176    

Diageo plc

    9,745,854  
  412,961    

GlaxoSmithKline plc

    8,483,547  
  5,791,004    

Lloyds Banking Group plc

    4,736,086  
  243,183    

Ocado Group plc*

    4,329,231  
  110,800    

Whitbread plc

    6,450,686  
   

 

 

 
      41,177,843  
   

 

 

 
      United States - 4.4%  
  3,214    

Booking Holdings, Inc.*

    5,961,938  
  57,623    

Philip Morris International, Inc.

    4,987,847  
  1,407,000    

Samsonite International S.A.*(2)

    4,035,245  
   

 

 

 
      14,985,030  
   

 

 

 
 

Total Common Stocks
(cost $297,612,179)

  $ 334,145,805  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.5%  
      Other Investment Pools & Funds - 1.6%  
  5,683,857    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class,
2.26%(3)

  $ 5,683,857  
   

 

 

 
      Securities Lending Collateral - 3.9%  
  664,771    

Citibank NA DDCA, 2.42%, 5/1/2019(3)

    664,771  
  6,467,018    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(3)

    6,467,019  
  1,376,425    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class,
2.36%(3)

    1,376,425  
  2,376,585    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(3)

    2,376,585  
  2,208,278    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.26%(3)

    2,208,278  
  202,345    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(3)

    202,345  
   

 

 

 
      13,295,423  
   

 

 

 
 

Total Short-Term Investments
(cost $18,979,280)

  $ 18,979,280  
   

 

 

 
 

Total Investments
(cost $316,591,459)

    103.1    $ 353,125,085  
 

Other Assets and Liabilities

    (3.1 )%       (10,578,166
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 342,546,919  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of this security was $4,035,245, representing 1.2% of net assets.

 

(3) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Austria

   $ 5,185,768      $ 5,185,768      $      $  

Brazil

     10,416,059        10,416,059                

China

     23,437,669        7,925,695        15,511,974         

Denmark

     5,232,682               5,232,682         

France

     34,915,656        10,112,222        24,803,434         

Germany

     32,066,360               32,066,360         

Hong Kong

     10,802,605               10,802,605         

India

     12,281,244               12,281,244         

Japan

     42,931,171               42,931,171         

Luxembourg

     4,026,961               4,026,961         

Netherlands

     6,150,730               6,150,730         

New Zealand

     4,885,511               4,885,511         

Norway

     11,788,241               11,788,241         

Singapore

     6,881,620               6,881,620         

South Korea

     7,097,150               7,097,150         

Spain

     6,292,644               6,292,644         

Sweden

     4,505,975               4,505,975         

Switzerland

     40,991,112               40,991,112         

Taiwan

     8,093,774               8,093,774         

United Kingdom

     41,177,843               41,177,843         

United States

     14,985,030        10,949,785        4,035,245         

Short-Term Investments

     18,979,280        18,979,280                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     353,125,085      $     63,568,809      $     289,556,276      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


Hartford Schroders Securitized Income Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 108.6%  
      Asset-Backed - Automobile - 3.5%  
$     907,213    

Santander Drive Auto Receivables Trust 3.02%, 04/15/2021

  $ 907,911  
     

 

 

 
      Asset-Backed - Finance & Insurance - 8.5%  
    951,736    

Magnetite XI Ltd. 3 mo. USD LIBOR + 1.120%, 3.72%, 01/18/2027(1)(2)

    952,658  
    725,000    

Treman Park CLO Ltd. 3 mo. USD LIBOR + 1.070%, 3.66%,
10/20/2028(1)(2)

    725,522  
    491,677    

Triton Container Finance VI LLC 3.52%, 06/20/2042(2)

    489,179  
     

 

 

 
    2,167,359  
 

 

 

 
      Asset-Backed - Home Equity - 15.0%  
 

CWHEQ Revolving Home Equity Loan Resuritization Trust

 
    1,059,326    

2.61%, 07/15/2036(3)

    1,020,828  
    832,885    

2.66%, 11/15/2035(2)(3)

    789,379  
    394,756    

Home Equity Loan Trust 1 mo. USD LIBOR + 0.130%, 2.61%,
05/25/2036(1)

    382,457  
    977,587    

Morgan Stanley Home Equity Loan Trust 1 mo. USD LIBOR + 0.280%, 2.76%, 02/25/2036(1)

    977,105  
    688,765    

Option One Mortgage Loan Trust 5.86%, 01/25/2037(4)

    683,247  
     

 

 

 
    3,853,016  
 

 

 

 
      Asset-Backed - Student Loan - 5.0%  
GBP     980,000    

Income Contingent Student Loan 2.05%, 07/24/2058

    1,267,546  
     

 

 

 
      Commercial Mortgage - Backed Securities - 27.0%  
$     990,000    

Benchmark Mortgage Trust 4.23%, 01/15/2052

    1,067,512  
 

BX Commercial Mortgage Trust

 
    1,015,000    

3 mo. USD LIBOR + 1.770%, 4.24%, 05/15/2030(1)(2)

    1,016,262  
    817,167    

3 mo. USD LIBOR + 1.170%, 4.17%, 11/15/2035(1)(2)

    819,979  
    1,000,000    

CAMB Commercial Mortgage Trust 3 mo. USD LIBOR + 2.550%, 5.02%, 12/15/2037(1)(2)

    1,008,121  
 

Citigroup Commercial Mortgage Trust

 
    500,000    

3 mo. USD LIBOR + 1.150%, 3.62%, 12/15/2036(1)(2)

    498,120  
    500,000    

3 mo. USD LIBOR + 2.800%, 5.27%, 12/15/2036(1)(2)

    503,123  
    1,000,000    

Core Trust 3 mo. USD LIBOR + 0.880%, 3.35%, 12/15/2031(1)(2)

    1,001,251  
    1,000,000    

GS Mortgage Securities Corp. Trust 3 mo. USD LIBOR + 0.950%, 3.42%, 07/15/2035(1)(2)

    998,744  
     

 

 

 
    6,913,112  
 

 

 

 
      Other ABS - 29.3%  
 

BlueMountain CLO Ltd.

 
    1,000,000    

3 mo. USD LIBOR + 1.230%, 0.00%, 01/20/2029(1)(2)(5)

    1,000,000  
    1,000,000    

3 mo. USD LIBOR + 1.400%, 3.99%, 01/20/2029(1)(2)

    1,000,106  
    3,000,000    

LCM XIII L.P. 4.00%, 07/19/2027(2)(3)

    2,983,254  
    1,000,000    

LCM XXIII Ltd. 3 mo. USD LIBOR + 1.400%, 3.99%, 10/20/2029(1)(2)

    1,003,051  
    500,000    

Preston Ridge Partners Mortgage Trust, LLC 3.97%, 04/25/2024(2)(4)(6)(7)

    500,000  
    1,000,000    

Towd Point Mortgage Trust 5.00%, 11/25/2058(2)(3)

    1,020,692  
     

 

 

 
    7,507,103  
 

 

 

 
      Whole Loan Collateral CMO - 20.3%  
GBP     565,947    

Alba plc 3 mo. GBP LIBOR + 0.170%, 1.02%, 03/17/2039(1)(8)

    696,437  
    1,400,000    

Dukinfield II plc 4.59%, 12/20/2052(3)(8)

    1,813,652  
    553,071    

Landmark Mortgage Securities No. 2 plc 3 mo. GBP LIBOR + 0.200%, 1.05%, 06/17/2039(1)(8)

    683,323  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 108.6% - (continued)  
      Whole Loan Collateral CMO - 20.3% - (continued)  
GBP     1,006,868    

Newgate Funding plc 3 mo. GBP LIBOR + 1.000%, 1.85%, 12/15/2050(1)(8)

  $ 1,265,739  
    600,000    

Paragon Mortgages No. 10 plc 3 mo. GBP LIBOR + 0.320%, 1.17%,
06/15/2041(1)(8)

    752,438  
     

 

 

 
    5,211,589  
 

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $27,820,364)

  $ 27,827,636  
   

 

 

 
CORPORATE BONDS - 4.5%  
      Insurance - 4.5%  
$     1,136,059    

Ambac LSNI LLC 3 mo. USD LIBOR + 5.000%, 7.59%, 02/12/2023(1)(2)

  $ 1,148,839  
     

 

 

 
 

Total Corporate Bonds
(cost $1,137,768)

  $ 1,148,839  
   

 

 

 
 

Total Long-Term Investments
(cost $28,958,132)

  $ 28,976,475  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.8%  
      Other Investment Pools & Funds - 5.8%  
    1,498,098    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(9)

  $ 1,498,098  
     

 

 

 
 

Total Short-Term Investments
(cost $1,498,098)

  $ 1,498,098  
   

 

 

 
   

Total Investments
(cost $30,456,230)

    118.9    $ 30,474,573  
 

Other Assets and Liabilities

    (18.9 )%       (4,842,144
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 25,632,429  
   

 

 

    

 

 

 

 

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) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2019.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $17,458,280, representing 68.1% of net assets.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5) 

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 $1,000,000 at April 30, 2019.

 

(6) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2019, the aggregate fair value of this security was $500,000, which

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


Hartford Schroders Securitized Income Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

  represented 2.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(7) 

Investment valued using significant unobservable inputs.

 

(8) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the

  United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2019, the aggregate value of these securities was $5,211,589, representing 20.3% of net assets.

 

(9) 

Current yield as of period end.

 
Reverse Repurchase Agreements Outstanding at April 30, 2019  

Counterparty

   Interest
Rate
     Settlement
Date
     Maturity
Date
     Principal
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
     Value Including
Accrued Interest
 

JP Morgan Chase Bank

     3.073%        04/12/19        05/10/19        USD        (342,000    $ (342,000    $ (342,554

JP Morgan Chase Bank

     2.983%        04/26/19        05/24/19        USD        (3,587,000      (3,587,000      (3,588,487

JP Morgan Chase Bank

     1.369%        04/30/19        07/30/19        GBP        (842,853      (1,090,399      (1,090,441
                 

 

 

    

 

 

 

Total

                  $     (5,019,399    $     (5,021,482
                 

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2019  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

U.S. Treasury 5-Year Note Future

     7        06/28/2019      $ 809,485      $ (1,028
           

 

 

 
Short position contracts:  

British Pound Future

     73        06/17/2019      $     5,962,731      $ 19,417  

U.S. Treasury 2-Year Note Future

     5        06/28/2019        1,065,039        (946

U.S. Treasury 10-Year Note Future

     20        06/19/2019        2,473,438            (20,833
           

 

 

 

Total

 

   $ (2,362
           

 

 

 

Total futures contracts

 

   $ (3,390
           

 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 27,827,636     $     $ 27,327,636     $ 500,000  

Corporate Bonds

     1,148,839             1,148,839        

Short-Term Investments

     1,498,098       1,498,098              

Futures Contracts(2)

     19,417       19,417              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     30,493,990     $     1,517,515     $     28,476,475     $     500,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (22,807   $ (22,807   $     $  

Reverse Repurchase Agreements(2)

     (5,019,399           (5,019,399      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (5,042,206   $ (22,807   $ (5,019,399   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended April 30, 2019, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


Hartford Schroders Securitized Income Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended April 30, 2019:

 

     Asset & Commercial
Mortgage Backed
Securities
     Total  

Beginning balance

   $      $  

Purchases

     500,000        500,000  

Sales

             

Accrued discounts/(premiums)

             

Total realized gain/(loss)

             

Net change in unrealized appreciation/depreciation

             

Transfers into Level 3

             

Transfers out of Level 3

             
  

 

 

    

 

 

 

Ending balance

   $     500,000      $     500,000  
  

 

 

    

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2019 was $0.

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.4%  
          Agriculture - 0.4%  
$     941,000    

Altria Group, Inc. 3.80%, 02/14/2024

  $ 958,550  
     

 

 

 
          Commercial Banks - 5.1%  
    8,000    

Citigroup, Inc. 6.88%, 06/01/2025

    9,364  
    1,159,000    

Fifth Third Bancorp 3.65%, 01/25/2024

    1,191,623  
    2,655,000    

PNC Financial Services Group, Inc. 3.50%, 01/23/2024

    2,720,896  
    1,265,000    

Regions Financial Corp. 3.80%, 08/14/2023

    1,303,700  
    4,570,000    

Royal Bank of Canada 2.80%, 04/29/2022

    4,573,366  
    1,934,000    

Wells Fargo & Co. 3.75%, 01/24/2024

    1,990,171  
     

 

 

 
        11,789,120  
     

 

 

 
          Retail - 0.9%  
    2,136,000    

Walmart, Inc. 2.85%, 07/08/2024

    2,146,819  
     

 

 

 
   

Total Corporate Bonds
(cost $14,693,429)

  $ 14,894,489  
     

 

 

 
MUNICIPAL BONDS - 57.8%  
          Arizona - 0.6%  
   

City of Phoenix, AZ, Civic Improvement Corp.

 
    350,000    

5.00%, 07/01/2026

  $ 424,869  
    350,000    

5.00%, 07/01/2027

    432,120  
    460,000    

5.00%, 07/01/2028

    564,857  
     

 

 

 
        1,421,846  
     

 

 

 
          California - 2.7%  
    220,000    

California Educational Facs Auth 5.25%, 04/01/2040

    305,967  
    700,000    

California State Communities Dev Auth Rev 2.63%, 11/01/2033(1)

    700,875  
    20,000    

East Side, CA, Union High School Dist, GO 5.25%, 02/01/2024

    23,340  
    1,000,000    

Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(2)

    636,840  
    4,675,000    

Moreno Valley, CA, Unified School Dist, GO 0.00%, 08/01/2025(2)

    4,050,888  
    200,000    

North Orange County, CA, Community College Dist, GO 0.00%, 08/01/2028(2)

    161,568  
    300,000    

Rialto, CA, Unified School Dist, GO
0.00%, 08/01/2029(2)

    231,465  
    100,000    

Southern California Metropolitan Water Dist
5.75%, 07/01/2021

    103,505  
     

 

 

 
        6,214,448  
     

 

 

 
          Connecticut - 1.4%  
    2,940,000    

Connecticut Housing Finance Auth 4.25%, 05/15/2042

    3,169,937  
     

 

 

 
          District of Columbia - 1.2%  
    1,910,000    

Dist of Columbia Housing Finance Agency 2.00%, 09/01/2021(1)

    1,912,579  
    230,000    

Dist of Columbia Water & Sewer Auth 5.00%, 10/01/2044

    254,044  
    600,000    

Dist of Columbia, GO 5.00%, 06/01/2032

    717,750  
     

 

 

 
        2,884,373  
     

 

 

 
          Florida - 2.2%  
    1,025,000    

Florida Housing Finance Corp. 4.00%, 07/01/2049

    1,090,805  
    1,840,000    

Miami-Dade County, FL, Transit System 5.00%, 07/01/2042

    1,989,573  
    1,945,000    

Miami-Dade County, FL, Water & Sewer System Rev 5.00%, 10/01/2042

    2,117,658  
     

 

 

 
        5,198,036  
     

 

 

 
          Georgia - 2.0%  
   

Georgia Municipal Association, Inc.

 

    50,000    

5.00%, 12/01/2026

    60,385  
    35,000    

5.00%, 12/01/2027

    42,907  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 57.8% - (continued)  
          Georgia - 2.0% - (continued)  
$     25,000    

5.00%, 12/01/2028

  $ 30,514  
    80,000    

5.00%, 12/01/2029

    97,091  
    55,000    

5.00%, 12/01/2030

    66,326  
    55,000    

5.00%, 12/01/2032

    65,564  
    35,000    

5.00%, 12/01/2033

    41,592  
    55,000    

5.00%, 12/01/2034

    65,072  
    3,945,000    

Main Street Natural Gas, Inc., GA 4.00%, 08/01/2048(1)

    4,268,293  
     

 

 

 
        4,737,744  
     

 

 

 
          Illinois - 3.9%  
   

Champaign County, IL, Community Unit School Dist No. 4

 
    235,000    

5.00%, 01/01/2027

    275,173  
    475,000    

5.00%, 01/01/2029

    552,663  
    695,000    

Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032

    879,154  
    1,145,000    

Chicago, IL, Transit Auth 5.00%, 06/01/2025

    1,314,483  
    1,760,000    

Illinois Housing Dev Auth 4.50%, 10/01/2048

    1,913,208  
   

Metropolitan Pier & Exposition Auth, IL

 

    80,000    

0.00%, 06/15/2020(2)

    77,881  
    330,000    

5.00%, 06/15/2050

    338,138  
    1,350,000    

Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2022

    1,468,584  
    2,110,000    

State of Illinois 5.00%, 11/01/2028

    2,330,811  
     

 

 

 
        9,150,095  
     

 

 

 
          Indiana - 0.5%  
    1,075,000    

Indiana Housing & Community Dev Auth 4.00%, 07/01/2048

    1,144,166  
     

 

 

 
          Iowa - 0.4%  
    875,000    

Iowa Finance Auth 4.00%, 07/01/2048

    934,973  
     

 

 

 
          Kentucky - 3.9%  
    6,080,000    

Kentucky Public Energy Auth 4.00%, 12/01/2049(1)

    6,627,990  
   

Kentucky State Property & Building Commission

 

    660,000    

5.00%, 05/01/2024

    748,961  
    1,175,000    

5.00%, 08/01/2024

    1,340,405  
    445,000    

5.00%, 05/01/2025

    513,606  
     

 

 

 
        9,230,962  
     

 

 

 
          Louisiana - 0.2%  
    425,000    

Louisiana Housing Corp. 4.50%, 12/01/2047

    461,138  
     

 

 

 
          Maine - 1.0%  
    2,135,000    

Maine State Housing Auth 4.00%, 11/15/2048

    2,277,511  
     

 

 

 
          Maryland - 4.0%  
    2,200,000    

Maryland Community Dev Administration 4.50%, 09/01/2048

    2,396,152  
    6,910,000    

Maryland Health & Higher Educational Facs Auth 2.25%, 07/01/2034(1)

    6,910,000  
     

 

 

 
        9,306,152  
     

 

 

 
          Massachusetts - 1.0%  
   

Commonwealth of Massachusetts, GO

 

    1,685,000    

5.00%, 01/01/2035

    2,029,077  
    250,000    

5.25%, 09/01/2024

    295,595  
    75,000    

Massachusetts Health & Educational Facs Auth 2.10%, 07/01/2027(1)

    75,000  
     

 

 

 
        2,399,672  
     

 

 

 
          Michigan - 0.5%  
   

Southgate, MI, Community School Dist, GO

 

    255,000    

5.00%, 05/01/2024

    292,893  
    350,000    

5.00%, 05/01/2025

    409,097  
    320,000    

State of Michigan 5.00%, 03/15/2027

    391,965  
     

 

 

 
        1,093,955  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 57.8% - (continued)  
          Minnesota - 0.6%  
$     1,355,000    

Housing & Redev Auth of The City of St. Paul Minnesota, MN 1.25%, 08/01/2020(1)

  $ 1,352,588  
     

 

 

 
          Missouri - 1.9%  
   

Missouri Housing Dev Commission

 

    2,200,000    

4.25%, 05/01/2049

    2,378,002  
    1,905,000    

4.75%, 05/01/2049

    2,100,491  
     

 

 

 
        4,478,493  
     

 

 

 
          Nebraska - 0.7%  
    1,430,000    

Nebraska Investment Finance Auth Rev 4.00%, 09/01/2048

    1,522,821  
     

 

 

 
          New Jersey - 3.2%  
    1,430,000    

Garden State, NJ, Preservation Trust 5.75%, 11/01/2028

    1,761,302  
   

New Jersey Economic Dev Auth

 

    70,000    

5.00%, 03/01/2026

    75,774  
    285,000    

5.00%, 06/15/2027

    326,171  
    565,000    

5.00%, 06/15/2028

    641,930  
   

New Jersey Transportation Trust Fund Auth

 

    405,000    

5.00%, 06/15/2024

    457,209  
    1,330,000    

5.00%, 12/15/2028

    1,546,910  
    100,000    

5.25%, 12/15/2022

    110,781  
    685,000    

5.50%, 12/15/2022

    766,303  
   

New Jersey Turnpike Auth

 

    110,000    

5.00%, 01/01/2023

    122,803  
    605,000    

5.00%, 01/01/2029

    743,533  
    740,000    

Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029

    877,477  
     

 

 

 
        7,430,193  
     

 

 

 
          New Mexico - 0.5%  
    1,150,000    

New Mexico Mortgage Finance Auth 4.00%, 01/01/2049

    1,225,900  
     

 

 

 
          New York - 3.3%  
    6,335,000    

New York State Dormitory Auth 5.00%, 02/15/2030

    7,664,336  
     

 

 

 
          Ohio - 2.4%  
   

Ohio Housing Finance Agency

 

    615,000    

1.25%, 09/01/2020(1)

    613,905  
    1,880,000    

4.50%, 09/01/2048

    2,042,545  
   

Ohio State University

 

    5,000    

5.00%, 12/01/2021

    5,425  
    5,000    

5.00%, 12/01/2030

    6,532  
    125,000    

5.00%, 12/01/2031

    162,205  
   

Ohio Turnpike & Infrastructure Commission

 

    1,680,000    

0.00%, 02/15/2038(2)

    899,472  
    1,395,000    

0.00%, 02/15/2041(2)

    658,733  
    965,000    

State of Ohio 5.00%, 08/01/2027

    1,197,343  
     

 

 

 
        5,586,160  
     

 

 

 
          Pennsylvania - 2.3%  
    635,000    

Commonwealth Financing Auth, PA 5.00%, 06/01/2032

    750,938  
    1,295,000    

Geisinger, PA, Health System Auth 5.00%, 02/15/2032

    1,522,402  
   

Pennsylvania Turnpike Commission

 

    240,000    

5.00%, 12/01/2026

    287,054  
    705,000    

5.00%, 12/01/2027

    849,546  
    445,000    

5.00%, 12/01/2028

    531,989  
    1,250,000    

Pittsburgh, PA, Housing Auth 1.40%, 10/01/2021(1)

    1,246,750  
   

Reading, PA, School Dist, GO

 

    50,000    

5.00%, 03/01/2023

    55,386  
    70,000    

5.00%, 03/01/2025

    80,942  
    55,000    

5.00%, 03/01/2026

    64,728  
    50,000    

5.00%, 03/01/2027

    59,679  
     

 

 

 
        5,449,414  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 57.8% - (continued)  
          Rhode Island - 1.0%  
$     2,280,000    

Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2048

  $ 2,430,480  
     

 

 

 
          South Carolina - 3.1%  
    6,375,000    

Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048(1)

    6,913,369  
    165,000    

Tobacco Settlement Revenue Management Auth 6.38%, 05/15/2030

    227,305  
     

 

 

 
        7,140,674  
     

 

 

 
          Tennessee - 1.7%  
    2,010,000    

Knoxville’s Community Dev Corp., TN 1.20%, 02/01/2020

    1,998,563  
    345,000    

Metropolitan Gov’t Nashville & Davidson County, TN, Health & Educational Facs Bd 1.80%, 12/01/2020(1)

    345,131  
    1,550,000    

Tennessee Housing Dev Agency 4.50%, 07/01/2049

    1,687,702  
     

 

 

 
        4,031,396  
     

 

 

 
          Texas - 4.4%  
    2,375,000    

Arlington, TX, Higher Education Finance Corp. 5.00%, 12/01/2047

    2,732,841  
    705,000    

Bexar County, TX, Hospital Dist 5.00%, 02/15/2030

    864,563  
    210,000    

Dallas Area, TX, Rapid Transit 5.25%, 12/01/2030

    276,488  
   

Harris County, TX, Cultural Education Facs Finance Corp.

 
    430,000    

5.00%, 11/15/2027

    525,275  
    450,000    

5.00%, 11/15/2028

    549,319  
    430,000    

5.00%, 11/15/2029

    521,955  
    45,000    

Harris County, TX, Flood Control Dist 5.00%, 10/01/2024

    47,088  
    100,000    

North East, TX, Independent School Dist, GO 5.25%, 02/01/2027

    124,265  
    1,140,000    

Texas Department of Housing & Community Affairs 4.75%, 03/01/2049

    1,248,745  
    680,000    

Texas State Affordable Housing Corp. 1.90%, 12/01/2020(1)

    680,048  
   

University of Texas

 

    450,000    

5.00%, 08/15/2027

    559,125  
    340,000    

5.00%, 08/15/2028

    419,438  
    880,000    

5.00%, 05/15/2035

    1,044,023  
    480,000    

5.25%, 07/01/2028

    613,526  
     

 

 

 
        10,206,699  
     

 

 

 
          Virginia - 4.2%  
    2,355,000    

Virginia Public Building Auth 5.00%, 08/01/2029

    2,900,277  
    6,890,000    

Virginia Small Business Financing Auth 2.25%, 07/01/2042(1)

    6,890,000  
     

 

 

 
        9,790,277  
     

 

 

 
          Washington - 1.4%  
    3,155,000    

Washington State Housing Finance Commission 4.00%, 12/01/2048

    3,366,543  
     

 

 

 
          West Virginia - 0.2%  
    360,000    

West Virginia Commissioner of Highways 5.00%, 09/01/2026

    435,096  
     

 

 

 
          Wisconsin - 0.7%  
   

Wisconsin Health & Educational Facs Auth

 

    825,000    

5.00%, 04/01/2032

    970,984  
    650,000    

5.00%, 04/01/2033

    761,787  
     

 

 

 
        1,732,771  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 57.8% - (continued)  
          Wyoming - 0.7%  
$     1,500,000    

Wyoming Community Dev Auth
4.00%, 06/01/2043

  $ 1,595,085  
     

 

 

 
   

Total Municipal Bonds
(cost $129,800,731)

  $ 135,063,934  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 10.7%  
          FHLMC - 3.4%  
$     3,583,742    

3.50%, 01/01/2047

  $ 3,660,628  
    4,223,625    

3.50%, 03/01/2048

    4,273,877  
     

 

 

 
        7,934,505  
     

 

 

 
          FNMA - 3.6%  
$     4,195,937    

3.50%, 11/01/2047

    4,238,550  
    4,147,428    

3.50%, 12/01/2047

    4,189,562  
     

 

 

 
        8,428,112  
     

 

 

 
          GNMA - 3.7%  
$     4,365,816    

3.50%, 04/20/2043

    4,450,997  
    4,098,417    

4.00%, 10/20/2048

    4,222,011  
     

 

 

 
        8,673,008  
     

 

 

 
   

Total U.S. Government Agencies
(cost $24,885,107)

  $ 25,035,625  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 21.8%  
          U.S. Treasury Securities - 21.8%  
          U.S. Treasury Notes  
    5,068,080    

0.75%, 07/15/2028(3)

  $ 5,174,209  
    11,000,000    

2.13%, 03/31/2024

    10,918,359  
    112,000    

2.25%, 03/31/2026

    110,981  
    19,966,000    

2.38%, 02/29/2024

    20,057,251  
    1,400,000    

2.63%, 08/31/2020

    1,404,976  
    11,660,000    

2.63%, 02/15/2029

    11,778,877  
    1,493,000    

2.75%, 11/30/2020

    1,502,973  
     

 

 

 
   

Total U.S. Government Securities
(cost $50,643,462)

  $ 50,947,626  
     

 

 

 
   

Total Long-Term Investments
(cost $220,022,729)

  $ 225,941,674  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.5%  
          Other Investment Pools & Funds - 0.1%  
    306,900    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(4)

  $ 306,900  
     

 

 

 
          U.S. Treasury Bill - 1.4%  
    3,313,000    

U.S. Treasury Bill 2.37%, 09/26/2019(5)

  $ 3,280,686  
     

 

 

 
   

Total Short-Term Investments
(cost $3,587,630)

  $ 3,587,586  
     

 

 

 
   

Total Investments
(cost $223,610,359)

    98.2    $ 229,529,260  
   

Other Assets & Liabilities

    1.8      4,206,901  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 233,736,161  
     

 

 

    

 

 

 

 

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) 

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.

 

(2) 

Security is a zero-coupon bond.

 

(3) 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(4)

Current yield as of period end.

 

(5) 

The rate shown represents current yield to maturity.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Corporate Bonds

   $ 14,894,489      $      $ 14,894,489      $  

Municipal Bonds

     135,063,934               135,063,934         

U.S. Government Agencies

     25,035,625               25,035,625         

U.S. Government Securities

     50,947,626               50,947,626         

Short-Term Investments

     3,587,586        306,900        3,280,686         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     229,529,260      $     306,900      $     229,222,360      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 92.2%  
      Automobiles & Components - 2.2%  
  24,870    

Cooper-Standard Holdings, Inc.*

  $ 1,260,163  
  37,396    

Gentherm, Inc.*

    1,584,095  
  22,652    

Standard Motor Products, Inc.

    1,131,920  
   

 

 

 
      3,976,178  
   

 

 

 
      Banks - 11.7%  
  54,164    

CenterState Bank Corp.

    1,336,767  
  34,847    

Chemical Financial Corp.

    1,530,829  
  4,917    

First Citizens BancShares, Inc. Class A

    2,204,045  
  58,504    

First Horizon National Corp.

    882,825  
  36,459    

First Interstate BancSystem, Inc. Class A

    1,540,757  
  29,751    

First Merchants Corp.

    1,090,969  
  91,578    

First Midwest Bancorp, Inc.

    1,966,180  
  43,865    

Heritage Financial Corp.

    1,327,794  
  21,783    

Lakeland Financial Corp.

    1,040,138  
  62,470    

OceanFirst Financial Corp.

    1,572,995  
  22,735    

Union Bankshares Corp.

    829,827  
  60,632    

United Community Banks, Inc.

    1,702,547  
  22,876    

Westamerica Bancorp(1)

    1,469,097  
  47,151    

Western Alliance Bancorp*

    2,252,875  
   

 

 

 
      20,747,645  
   

 

 

 
      Capital Goods - 11.0%  
  19,835    

Apogee Enterprises, Inc.

    799,350  
  18,212    

Comfort Systems USA, Inc.

    985,269  
  19,373    

Dycom Industries, Inc.*

    960,707  
  33,537    

EnPro Industries, Inc.

    2,492,470  
  29,244    

ESCO Technologies, Inc.

    2,193,300  
  15,316    

Fortune Brands Home & Security, Inc.

    808,378  
  29,161    

Generac Holdings, Inc.*

    1,603,563  
  26,879    

Hexcel Corp.

    1,900,614  
  9,851    

IDEX Corp.

    1,543,258  
  30,226    

MasTec, Inc.*

    1,530,947  
  15,357    

Simpson Manufacturing Co., Inc.

    977,934  
  74,581    

Univar, Inc.*

    1,665,394  
  15,784    

Valmont Industries, Inc.

    2,128,315  
   

 

 

 
      19,589,499  
   

 

 

 
      Commercial & Professional Services - 2.9%  
  68,596    

Advanced Disposal Services, Inc.*

    2,218,395  
  37,856    

ASGN, Inc.*

    2,386,442  
  15,107    

Healthcare Services Group, Inc.

    511,372  
   

 

 

 
      5,116,209  
   

 

 

 
      Consumer Durables & Apparel - 5.3%  
  43,851    

Brunswick Corp.

    2,245,610  
  11,563    

Cavco Industries, Inc.*(1)

    1,442,715  
  21,982    

Oxford Industries, Inc.

    1,825,825  
  73,537    

Skyline Champion Corp.

    1,552,366  
  65,676    

Steven Madden Ltd.

    2,387,323  
   

 

 

 
      9,453,839  
   

 

 

 
      Consumer Services - 6.7%  
  41,048    

Cheesecake Factory, Inc.

    2,036,802  
  87,668    

Extended Stay America, Inc.

    1,570,134  
  1,643    

Graham Holdings Co. Class B

    1,221,455  
  79,381    

PlayAGS, Inc.*

    1,914,670  
  64,787    

Red Rock Resorts, Inc. Class A

    1,747,953  
  43,736    

ServiceMaster Global Holdings, Inc.*

    2,144,376  
  28,885    

Sotheby’s*

    1,218,369  
   

 

 

 
      11,853,759  
   

 

 

 
      Diversified Financials - 1.7%  
  73,090    

Compass Diversified Holdings

    1,208,909  
  76,209    

Golub Capital BDC, Inc.(1)

    1,404,532  
  9,623    

Houlihan Lokey, Inc.

    474,606  
   

 

 

 
      3,088,047  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 92.2% - (continued)  
      Energy - 2.5%  
  38,896    

New Fortress Energy LLC*

  $ 488,534  
  43,006    

ProPetro Holding Corp.*

    951,723  
  85,437    

Solaris Oilfield Infrastructure, Inc. Class A

    1,451,574  
  208,015    

SRC Energy, Inc.*

    1,279,292  
  9,847    

World Fuel Services Corp.

    303,780  
   

 

 

 
      4,474,903  
   

 

 

 
      Food & Staples Retailing - 1.3%  
  55,648    

Performance Food Group Co.*

    2,278,786  
   

 

 

 
      Food, Beverage & Tobacco - 1.4%  
  81,783    

Darling Ingredients, Inc.*

    1,783,687  
  30,254    

Hain Celestial Group, Inc.*

    660,142  
   

 

 

 
      2,443,829  
   

 

 

 
      Health Care Equipment & Services - 3.7%  
  3,234    

Cooper Cos., Inc.

    937,601  
  25,308    

DENTSPLY SIRONA, Inc.

    1,293,998  
  12,986    

Masimo Corp.*

    1,690,128  
  30,805    

Patterson Cos., Inc.

    672,781  
  13,294    

Teladoc Health, Inc.*

    756,163  
  10,228    

West Pharmaceutical Services, Inc.

    1,266,124  
   

 

 

 
      6,616,795  
   

 

 

 
      Insurance - 4.6%  
  27,448    

AMERISAFE, Inc.

    1,625,471  
  81,399    

Brown & Brown, Inc.

    2,584,418  
  39,525    

National General Holdings Corp.

    974,291  
  43,394    

Palomar Holdings, Inc.*

    867,012  
  13,943    

Reinsurance Group of America, Inc.

    2,112,504  
   

 

 

 
      8,163,696  
   

 

 

 
      Materials - 5.4%  
  73,381    

Ardagh Group S.A.

    1,018,528  
  24,097    

Ashland Global Holdings, Inc.

    1,940,531  
  160,795    

Graphic Packaging Holding Co.

    2,231,835  
  63,970    

Pretium Resources, Inc.*(1)

    486,812  
  22,369    

Sensient Technologies Corp.

    1,568,514  
  23,636    

Steel Dynamics, Inc.

    748,788  
  86,129    

Valvoline, Inc.

    1,593,387  
   

 

 

 
      9,588,395  
   

 

 

 
      Media & Entertainment - 1.2%  
  77,658    

Cineplex, Inc.(1)

    1,485,107  
  16,031    

Hemisphere Media Group, Inc.*

    234,213  
  239,357    

MDC Partners, Inc. Class A*

    502,650  
   

 

 

 
      2,221,970  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.2%  
  9,828    

Bio-Techne Corp.

    2,010,711  
  39,750    

Catalent, Inc.*

    1,781,595  
  37,045    

Flexion Therapeutics, Inc.*(1)

    392,677  
  42,230    

Fluidigm Corp.*

    580,240  
  24,433    

Intra-Cellular Therapies, Inc.*

    321,783  
  17,205    

Pacira Pharmaceuticals, Inc.*

    685,103  
  20,846    

Repligen Corp.*

    1,404,603  
  44,805    

Syneos Health, Inc.*

    2,102,699  
   

 

 

 
      9,279,411  
   

 

 

 
      Real Estate - 5.0%  
  59,715    

Columbia Property Trust, Inc. REIT

    1,356,128  
  55,479    

CorePoint Lodging, Inc. REIT

    693,487  
  29,267    

Douglas Emmett, Inc. REIT

    1,205,508  
  15,903    

Equity LifeStyle Properties, Inc. REIT

    1,855,880  
  40,591    

Kennedy-Wilson Holdings, Inc.

    874,330  
  10,287    

Mid-America Apartment Communities, Inc. REIT

    1,125,501  
  39,904    

Terreno Realty Corp. REIT

    1,781,713  
   

 

 

 
      8,892,547  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 92.2% - (continued)  
      Retailing - 2.3%  
  10,489    

Asbury Automotive Group, Inc.*

  $ 841,008  
  58,775    

Caleres, Inc.

    1,541,668  
  111,906    

Hudson Ltd. Class A*

    1,716,638  
   

 

 

 
      4,099,314  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.3%  
  50,743    

Entegris, Inc.

    2,073,359  
  80,258    

ON Semiconductor Corp.*

    1,850,749  
  36,048    

Versum Materials, Inc.

    1,880,985  
   

 

 

 
      5,805,093  
   

 

 

 
      Software & Services - 8.6%  
  15,706    

Cadence Design Systems, Inc.*

    1,089,682  
  40,173    

CoreLogic, Inc.*

    1,631,426  
  32,223    

CSG Systems International, Inc.

    1,438,757  
  8,218    

EPAM Systems, Inc.*

    1,473,981  
  13,259    

Fortinet, Inc.*

    1,238,656  
  14,886    

Leidos Holdings, Inc.

    1,093,823  
  12,833    

LiveRamp Holdings, Inc.*

    748,549  
  13,482    

Perficient, Inc.*

    396,910  
  22,526    

PTC, Inc.*

    2,037,927  
  25,478    

Science Applications International Corp.

    1,909,576  
  39,828    

WNS Holdings Ltd. ADR*

    2,276,170  
   

 

 

 
      15,335,457  
   

 

 

 
      Technology Hardware & Equipment - 3.3%  
  11,533    

Arrow Electronics, Inc.*

    974,654  
  49,684    

Ciena Corp.*

    1,905,878  
  117,649    

Extreme Networks, Inc.*

    941,192  
  23,730    

Novanta, Inc.*

    2,064,985  
   

 

 

 
      5,886,709  
   

 

 

 
      Transportation - 0.8%  
  26,499    

Spirit Airlines, Inc.*

    1,441,016  
   

 

 

 
      Utilities - 2.1%  
  17,401    

Avista Corp.

    750,679  
  21,577    

IDACORP, Inc.

    2,136,555  
  14,301    

SJW Corp.

    887,520  
   

 

 

 
      3,774,754  
   

 

 

 
 

Total Common Stocks
(cost $127,717,566)

  $ 164,127,851  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  5,575    

iShares Russell 2000 ETF

  $ 882,467  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $871,746)

  $ 882,467  
   

 

 

 
 

Total Long-Term Investments
(cost $128,589,312)

  $ 165,010,318  
   

 

 

 
SHORT-TERM INVESTMENTS - 9.4%  
      Other Investment Pools & Funds - 7.7%  
  13,047,482    

Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.26%(2)

  $ 13,047,482  
  683,222    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 2.26%(2)

    683,222  
   

 

 

 
      13,730,704  
   

 

 

 
      Securities Lending Collateral - 1.7%  
  147,938    

Citibank NA DDCA, 2.42%, 5/1/2019(2)

    147,938  
  1,439,169    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(2)

    1,439,169  
  306,309    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(2)

    306,309  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 9.4% - (continued)  
      Securities Lending Collateral - 1.7% - (continued)  
  528,885    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(2)

  $ 528,885  
  491,430    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.26%(2)

    491,430  
  45,030    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(2)

    45,030  
   

 

 

 
      2,958,761  
   

 

 

 
 

Total Short-Term Investments
(cost $16,689,465)

  $ 16,689,465  
   

 

 

 
 

Total Investments
(cost $145,278,777)

    102.1    $ 181,699,783  
 

Other Assets and Liabilities

    (2.1 )%       (3,659,600
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 178,040,183  
   

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 3,976,178      $ 3,976,178      $      $  

Banks

     20,747,645        20,747,645                

Capital Goods

     19,589,499        19,589,499                

Commercial & Professional Services

     5,116,209        5,116,209                

Consumer Durables & Apparel

     9,453,839        9,453,839                

Consumer Services

     11,853,759        11,853,759                

Diversified Financials

     3,088,047        3,088,047                

Energy

     4,474,903        4,474,903                

Food & Staples Retailing

     2,278,786        2,278,786                

Food, Beverage & Tobacco

     2,443,829        2,443,829                

Health Care Equipment & Services

     6,616,795        6,616,795                

Insurance

     8,163,696        8,163,696                

Materials

     9,588,395        9,588,395                

Media & Entertainment

     2,221,970        2,221,970                

Pharmaceuticals, Biotechnology & Life Sciences

     9,279,411        9,279,411                

Real Estate

     8,892,547        8,892,547                

Retailing

     4,099,314        4,099,314                

Semiconductors & Semiconductor Equipment

     5,805,093        5,805,093                

Software & Services

     15,335,457        15,335,457                

Technology Hardware & Equipment

     5,886,709        5,886,709                

Transportation

     1,441,016        1,441,016                

Utilities

     3,774,754        3,774,754                

Exchange-Traded Funds

     882,467        882,467                

Short-Term Investments

     16,689,465        16,689,465                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     181,699,783      $     181,699,783      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8%  
      Automobiles & Components - 0.8%  
  182,293    

BorgWarner, Inc.

  $ 7,614,378  
   

 

 

 
      Banks - 8.3%  
  254,256    

CenterState Bank Corp.

    6,275,038  
  210,484    

Chemical Financial Corp.

    9,246,562  
  196,638    

Commerce Bancshares, Inc.

    11,882,834  
  94,429    

East West Bancorp, Inc.

    4,861,205  
  413,532    

First Horizon National Corp.

    6,240,198  
  40,982    

First Republic Bank

    4,328,519  
  319,727    

United Community Banks, Inc.

    8,977,934  
  147,749    

Webster Financial Corp.

    7,849,904  
  50,359    

Westamerica Bancorp(1)

    3,234,055  
  255,992    

Western Alliance Bancorp*

    12,231,298  
  183,271    

Zions Bancorporation

    9,040,759  
   

 

 

 
      84,168,306  
   

 

 

 
      Capital Goods - 10.9%  
  38,168    

AGCO Corp.

    2,701,531  
  133,102    

BWX Technologies, Inc.

    6,801,512  
  145,024    

Dycom Industries, Inc.*

    7,191,740  
  358,669    

Fortune Brands Home & Security, Inc.

    18,930,550  
  407,569    

GrafTech International Ltd.(1)

    4,666,665  
  178,033    

Hexcel Corp.

    12,588,713  
  68,636    

IDEX Corp.

    10,752,516  
  20,931    

Lennox International, Inc.

    5,681,720  
  163,558    

MasTec, Inc.*

    8,284,213  
  75,794    

Nordson Corp.

    11,062,134  
  327,035    

Pentair plc

    12,751,095  
  73,020    

Valmont Industries, Inc.

    9,846,017  
   

 

 

 
      111,258,406  
   

 

 

 
      Commercial & Professional Services - 3.9%  
  268,771    

KAR Auction Services, Inc.

    15,180,186  
  193,240    

Stericycle, Inc.*

    11,283,284  
  49,020    

Verisk Analytics, Inc.

    6,918,683  
  65,342    

Waste Connections, Inc.

    6,061,777  
   

 

 

 
      39,443,930  
   

 

 

 
      Consumer Durables & Apparel - 2.4%  
  289,920    

Brunswick Corp.

    14,846,803  
  68,007    

Mohawk Industries, Inc.*

    9,265,954  
   

 

 

 
      24,112,757  
   

 

 

 
      Consumer Services - 5.3%  
  460,356    

Aramark

    14,307,865  
  638,265    

Extended Stay America, Inc.

    11,431,326  
  7,372    

Graham Holdings Co. Class B

    5,480,566  
  319,441    

Red Rock Resorts, Inc. Class A

    8,618,518  
  288,626    

ServiceMaster Global Holdings, Inc.*

    14,151,333  
   

 

 

 
      53,989,608  
   

 

 

 
      Diversified Financials - 2.9%  
  45,076    

Affiliated Managers Group, Inc.

    4,999,830  
  284,927    

Ares Capital Corp.

    5,128,686  
  83,015    

Raymond James Financial, Inc.

    7,601,684  
  394,254    

Santander Consumer USA Holdings, Inc.

    8,417,323  
  84,442    

Tradeweb Markets, Inc. Class A*

    3,398,790  
   

 

 

 
      29,546,313  
   

 

 

 
      Energy - 2.3%  
  259,494    

Centennial Resource Development, Inc. Class A*

    2,732,472  
  57,803    

Core Laboratories N.V.

    3,664,132  
  624,429    

Gulfport Energy Corp.*

    4,090,010  
  226,277    

New Fortress Energy LLC*

    2,842,039  
  513,069    

Parsley Energy, Inc. Class A*

    10,240,857  
   

 

 

 
      23,569,510  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8% - (continued)  
      Food & Staples Retailing - 1.2%  
  296,908    

Performance Food Group Co.*

  $ 12,158,383  
   

 

 

 
      Food, Beverage & Tobacco - 0.4%  
  184,973    

Hain Celestial Group, Inc.*

    4,036,111  
   

 

 

 
      Health Care Equipment & Services - 6.1%  
  37,451    

Cooper Cos., Inc.

    10,857,794  
  299,248    

DENTSPLY SIRONA, Inc.

    15,300,550  
  74,915    

LivaNova plc*

    5,160,894  
  87,768    

Masimo Corp.*

    11,423,005  
  49,802    

Universal Health Services, Inc. Class B

    6,318,380  
  100,719    

West Pharmaceutical Services, Inc.

    12,468,005  
   

 

 

 
      61,528,628  
   

 

 

 
      Insurance - 6.0%  
  151,934    

Arthur J Gallagher & Co.

    12,704,721  
  52,166    

Assurant, Inc.

    4,955,770  
  511,237    

Brown & Brown, Inc.

    16,231,775  
  102,591    

Reinsurance Group of America, Inc.

    15,543,562  
  137,627    

Torchmark Corp.

    12,064,383  
   

 

 

 
      61,500,211  
   

 

 

 
      Materials - 6.5%  
  138,170    

Ashland Global Holdings, Inc.

    11,126,830  
  258,398    

Crown Holdings, Inc.*

    15,020,676  
  898,430    

Graphic Packaging Holding Co.

    12,470,208  
  68,677    

Reliance Steel & Aluminum Co.

    6,315,537  
  112,857    

Sensient Technologies Corp.

    7,913,533  
  147,648    

Steel Dynamics, Inc.

    4,677,489  
  490,335    

Valvoline, Inc.

    9,071,197  
   

 

 

 
      66,595,470  
   

 

 

 
      Media & Entertainment - 1.0%  
  638,121    

TEGNA, Inc.

    10,158,886  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 2.8%  
  255,950    

Catalent, Inc.*

    11,471,679  
  238,016    

Intra-Cellular Therapies, Inc.*

    3,134,670  
  110,179    

Pacira Pharmaceuticals, Inc.*

    4,387,328  
  101,351    

PerkinElmer, Inc.

    9,713,480  
   

 

 

 
      28,707,157  
   

 

 

 
      Real Estate - 6.6%  
  67,992    

Alexandria Real Estate Equities, Inc. REIT

    9,681,381  
  528,232    

Brixmor Property Group, Inc. REIT

    9,444,788  
  183,227    

Douglas Emmett, Inc. REIT

    7,547,120  
  111,780    

Equity LifeStyle Properties, Inc. REIT

    13,044,726  
  126,637    

Lamar Advertising Co. Class A, REIT

    10,469,081  
  70,668    

Mid-America Apartment Communities, Inc. REIT

    7,731,786  
  46,698    

SBA Communications Corp. REIT*

    9,513,783  
   

 

 

 
      67,432,665  
   

 

 

 
      Retailing - 3.5%  
  112,472    

Advance Auto Parts, Inc.

    18,706,343  
  237,671    

LKQ Corp.*

    7,153,897  
  239,838    

Nordstrom, Inc.

    9,838,155  
   

 

 

 
      35,698,395  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.0%  
  253,181    

Entegris, Inc.

    10,344,976  
  73,775    

Microchip Technology, Inc.(1)

    7,369,385  
  567,877    

ON Semiconductor Corp.*

    13,095,243  
   

 

 

 
      30,809,604  
   

 

 

 
      Software & Services - 9.9%      
  144,894    

Black Knight, Inc.*

    8,174,920  
  105,497    

Cadence Design Systems, Inc.*

    7,319,382  
  170,938    

CoreLogic, Inc.*

    6,941,792  
  85,803    

Fortinet, Inc.*

    8,015,716  
  14,467    

Gartner, Inc.*

    2,299,819  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8% - (continued)  
      Software & Services - 9.9% - (continued)      
  185,672    

Genpact Ltd.

  $ 6,739,894  
  160,372    

Leidos Holdings, Inc.

    11,784,135  
  109,902    

PTC, Inc.*

    9,942,834  
  398,216    

Sabre Corp.

    8,266,964  
  106,653    

Synopsys, Inc.*

    12,913,545  
  214,320    

Teradata Corp.*

    9,745,130  
  44,662    

VeriSign, Inc.*

    8,818,512  
   

 

 

 
      100,962,643  
   

 

 

 
      Technology Hardware & Equipment - 4.0%      
  169,808    

Arrow Electronics, Inc.*

    14,350,474  
  339,563    

Ciena Corp.*

    13,025,637  
  201,561    

Dolby Laboratories, Inc. Class A

    13,038,981  
   

 

 

 
      40,415,092  
   

 

 

 
      Transportation - 2.7%      
  211,220    

Alaska Air Group, Inc.

    13,074,518  
  106,150    

Kirby Corp.*

    8,674,578  
  109,719    

Spirit Airlines, Inc.*

    5,966,519  
   

 

 

 
      27,715,615  
   

 

 

 
      Utilities - 3.3%      
  268,839    

Alliant Energy Corp.

    12,697,266  
  105,295    

Evergy, Inc.

    6,088,157  
  81,750    

IDACORP, Inc.

    8,094,885  
  237,153    

NiSource, Inc.

    6,588,110  
   

 

 

 
      33,468,418  
   

 

 

 
 

Total Common Stocks
(cost $824,859,259)

  $ 954,890,486  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.8%      
      Other Investment Pools & Funds - 5.8%      
  58,865,883    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 2.26%(2)

  $ 58,865,883  
   

 

 

 
      Securities Lending Collateral - 0.0%      
  11,118    

Citibank NA DDCA, 2.42%, 5/1/2019(2)

    11,118  
  108,161    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.34%(2)

    108,161  
  23,021    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.36%(2)

    23,021  
  39,748    

Invesco Government & Agency Portfolio, Institutional Class, 2.33%(2)

    39,749  
  36,933    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.26%(2)

    36,933  
  3,384    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.29%(2)

    3,384  
   

 

 

 
      222,366  
   

 

 

 
 

Total Short-Term Investments
(cost $59,088,249)

  $ 59,088,249  
   

 

 

 
 

Total Investments
(cost $883,947,508)

    99.6    $ 1,013,978,735  
 

Other Assets and Liabilities

    0.4      4,459,779  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,018,438,514  
   

 

 

    

 

 

 
Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Notes 8 and 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2019 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 7,614,378      $ 7,614,378      $     —      $     —  

Banks

     84,168,306        84,168,306                

Capital Goods

     111,258,406        111,258,406                

Commercial & Professional Services

     39,443,930        39,443,930                

Consumer Durables & Apparel

     24,112,757        24,112,757                

Consumer Services

     53,989,608        53,989,608                

Diversified Financials

     29,546,313        29,546,313                

Energy

     23,569,510        23,569,510                

Food & Staples Retailing

     12,158,383        12,158,383                

Food, Beverage & Tobacco

     4,036,111        4,036,111                

Health Care Equipment & Services

     61,528,628        61,528,628                

Insurance

     61,500,211        61,500,211                

Materials

     66,595,470        66,595,470                

Media & Entertainment

     10,158,886        10,158,886                

Pharmaceuticals, Biotechnology & Life Sciences

     28,707,157        28,707,157                

Real Estate

     67,432,665        67,432,665                

Retailing

     35,698,395        35,698,395                

Semiconductors & Semiconductor Equipment

     30,809,604        30,809,604                

Software & Services

     100,962,643        100,962,643                

Technology Hardware & Equipment

     40,415,092        40,415,092                

Transportation

     27,715,615        27,715,615                

Utilities

     33,468,418        33,468,418                

Short-Term Investments

     59,088,249        59,088,249                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,013,978,735      $     1,013,978,735      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2019, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Hartford Schroders Funds

Glossary (abbreviations used in the preceding Schedules of Investments)

 

 

 

Below are the definitions of the abbreviations used in the preceding schedules of investments.

 

Counterparty Abbreviations:

CBK

   Citibank NA

JPM

   JP Morgan Chase & Co.

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

BRL

   Brazilian Real

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

MXN

   Mexican Peso

PEN

   Peruvian Sol

PLN

   Polish Zloty

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

CMT

   Constant Maturity Treasury Index

EAFE

   Europe, Australasia and Far East

MSCI

   Morgan Stanley Capital International
Municipal Abbreviations:

GO

   General Obligation

Rev

   Revenue
Other Abbreviations:

ADR

   American Depositary Receipt

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

GNMA

   Government National Mortgage Association

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust
 

 

 

  47  

 


Hartford Schroders Funds

Statements of Assets and Liabilities

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Equity
Fund
     Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
    Hartford
Schroders
Global Strategic
Bond Fund
    Hartford
Schroders
International
Multi-Cap
Value Fund
    Hartford
Schroders
International
Stock Fund
 

Assets:

 

   

Investments in securities, at market value(1)

   $ 3,751,088,710      $ 110,211,750     $     $ 2,167,505,446     $ 353,125,085  

Cash

                  468,084             591  

Cash collateral due from broker on futures contracts

            659,768             290,000        

Foreign currency

     2,394,516        39,490             4,465,052       4,741  

Unrealized appreciation on foreign currency contracts

            787,990             215,838        

Receivables:

 

   

Investment securities sold

     12,497,513        172,913             22,106,258       615,924  

Fund shares sold

     3,234,147        69,366             2,978,081       1,687,515  

Dividends and interest

     6,139,319        2,040,012       29,628       9,217,217       904,442  

Securities lending income

     21,160        1,185             199,554       7,445  

Variation margin on futures contracts

            115,465             4,356,820        

Tax reclaims

            53,077             1,752,350       457,677  

Other assets

     2,207,589        77,221       2,396       300,256       132,406  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total assets

         3,777,582,954            114,228,237       500,108           2,213,386,872       356,935,826  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

 

   

Unrealized depreciation on foreign currency contracts

            1,047,054                    

Bank overdraft – foreign cash

                  771              

Obligation to return securities lending collateral

     5,958,080        5,262,230             93,375,630       13,295,423  

Payables:

 

   

Investment securities purchased

     13,337,326        2,751,068             27,972,097       602,377  

Fund shares redeemed

     1,796,855        123,815       475,658       10,328,376       193,649  

Investment management fees

     3,134,508        60,377             1,192,949       181,660  

Transfer agent fees

     1,015,530        13,987       1,023       340,312       28,236  

Accounting services fees

     54,815        1,553       484       30,708       4,880  

Board of Directors’ fees

     10,757        633       232       7,361       547  

Foreign taxes

     5,279,299        34,677             199,922       63,780  

Distribution fees

     3,660        94       11       8,453       1,431  

Accrued expenses

     323,015        35,081       21,929       73,333       16,924  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total liabilities

     30,913,845        9,330,569       500,108       133,529,141       14,388,907  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 3,746,669,109      $ 104,897,668     $     $ 2,079,857,731     $ 342,546,919  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

 

   

Capital stock and paid-in-capital

   $ 3,239,206,102      $ 113,111,194     $ 6,684,906     $ 2,167,690,542     $ 309,524,861  

Distributable earnings

     507,463,007        (8,213,526     (6,684,906     (87,832,811     33,022,058  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 3,746,669,109      $ 104,897,668     $     $ 2,079,857,731     $ 342,546,919  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Shares authorized

     855,000,000        600,000,000           600,000,000       830,000,000           610,000,000  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0001      $ 0.0001     $ 0.0001     $ 0.0001     $ 0.0001  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 15.70      $ 9.11     $     $ 9.17     $ 12.69  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 16.61      $ 9.54     $     $ 9.70     $ 13.43  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     3,834,662        384,264             11,207,642       2,061,825  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 60,198,141      $ 3,501,356     $     $ 102,776,197     $ 26,158,469  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 15.48      $ 9.08     $     $ 9.11     $ 12.09  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     761,351        18,175             2,856,104       336,476  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 11,783,765      $ 165,045     $     $ 26,008,460     $ 4,067,181  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 15.67      $ 9.10     $     $ 9.17     $ 12.27  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     132,132,545        3,716,430             91,891,410       16,016,902  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 2,070,522,375      $ 33,825,714     $     $ 842,237,532     $ 196,569,093  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 15.60      $ 9.12     $     $ 9.15     $ 12.27  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     5,617        1,189             1,995,216       6,109  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 87,619      $ 10,843     $     $ 18,248,134     $ 74,927  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 15.57      $ 9.10     $     $ 9.15     $ 12.28  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     9,333        1,195             267,226       3,063  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 145,321      $ 10,880     $     $ 2,445,631     $ 37,602  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Equity
Fund
     Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
     Hartford
Schroders
Global Strategic
Bond Fund
     Hartford
Schroders
International
Multi-Cap
Value Fund
     Hartford
Schroders
International
Stock Fund
 

Class R5:  Net asset value per share

   $ 15.67      $ 9.10      $      $ 9.16      $ 12.28  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     36,616        1,200               2,390,024        4,512  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 573,773      $ 10,914      $      $ 21,888,331      $ 55,407  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 15.69      $ 9.10      $      $ 9.16      $ 12.29  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     14,236,090        181,832               14,186,509        405,886  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 223,343,600      $ 1,654,438      $      $ 129,962,112      $ 4,988,844  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 15.67      $ 9.10      $      $ 9.17      $ 12.29  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     14,148,838        3,247,178               34,703,740        2,958,247  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 221,658,146      $ 29,542,501      $      $ 318,227,119      $ 36,346,123  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class SDR:Net asset value per share

   $ 15.70      $ 9.11      $      $ 9.16      $ 12.28  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     73,799,228        3,973,191               67,487,618        6,046,170  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,158,356,369      $ 36,175,977      $      $ 618,064,215      $ 74,249,273  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     2,991,781,993      $     109,689,445      $      $     2,202,149,566      $     316,591,459  

Cost of foreign currency

   $ 2,393,784      $ 39,389      $      $ 4,503,729      $ 4,761  

Cost of bank overdraft – foreign cash

   $      $      $     774      $ 94,351,756      $ 22,427,116  

(1) Includes Investment in securities on loan, at market value

   $ 5,565,869      $ 5,051,524      $      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Securitized
Income Fund
     Hartford
Schroders
Tax-Aware
Bond Fund
     Hartford
Schroders
US Small Cap
Opportunities
Fund
     Hartford
Schroders
US Small/Mid Cap
Opportunities
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 30,474,573      $ 229,529,260      $ 181,699,783      $ 1,013,978,735  

Cash

                          150  

Cash collateral due from broker on futures contracts

     191,226               4         

Foreign currency

     566,426               7,175         

Unrealized appreciation on foreign currency contracts

                           

Receivables:

 

Investment securities sold

     1,001,109               592,011        8,702,214  

Fund shares sold

            2,781,515        233,123        1,274,303  

Dividends and interest

     73,666        1,813,048        54,174        454,725  

Securities lending income

                   2,912        2,631  

Variation margin on futures contracts

     88,561                       

Tax reclaims

                   985         

Other assets

     14,607        68,876        79,143        91,712  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     32,410,168        234,192,699        182,669,310        1,024,504,470  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

                   2,958,762        222,366  

Reverse repurchase agreements

     5,019,399                       

Payables:

 

Investment securities purchased

     1,728,454               1,375,479        934,548  

Fund shares redeemed

            302,706        96,965        3,860,243  

Investment management fees

     13,677        84,317        129,857        714,584  

Transfer agent fees

            44,102        46,295        258,645  

Accounting services fees

     379        2,623        2,020        11,786  

Board of Directors’ fees

     73        1,111        1,010        4,235  

Variation margin on futures contracts

            7                

Distribution fees

     120        1,491        1,550        12,303  

Interest expense on reverse repurchase agreements

     2,083                       

Accrued expenses

     13,554        20,181        17,189        47,246  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     6,777,739        456,538        4,629,127        6,065,956  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 25,632,429      $ 233,736,161      $ 178,040,183      $ 1,018,438,514  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 25,577,740      $ 222,953,207      $ 138,036,019      $ 888,322,268  

Distributable earnings

     54,689        10,782,954        40,004,164        130,116,246  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 25,632,429      $ 233,736,161      $ 178,040,183      $     1,018,438,514  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

         250,000,000            410,000,000            600,000,000        600,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0001      $ 0.0001      $ 0.0001      $ 0.0001  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 10.02      $ 11.06      $ 24.85      $ 14.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.33      $ 11.58      $ 26.30      $ 15.39  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     351,195        2,208,589        716,377        6,317,429  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,519,672      $ 24,416,621      $ 17,798,617      $ 91,881,870  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $      $ 11.05      $ 25.46      $ 14.80  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

            475,795        272,730        4,513,401  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 5,259,685      $ 6,942,572      $ 66,802,716  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 10.02      $ 11.07      $ 26.07      $ 15.13  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     354,564        11,559,928        4,382,805        39,742,469  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,553,475      $ 127,933,507      $ 114,245,063      $ 601,385,877  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $      $      $ 25.87      $ 14.97  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   6,648        105,686  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 172,004      $ 1,582,249  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $      $      $ 26.04      $ 15.06  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   4,873        60,964  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 126,896      $ 917,868  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Securitized
Income Fund
     Hartford
Schroders
Tax-Aware
Bond Fund
     Hartford
Schroders
US Small Cap
Opportunities
Fund
     Hartford
Schroders
US Small/Mid Cap
Opportunities
Fund
 

Class R5:  Net asset value per share

   $      $      $ 26.05      $ 15.12  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   1,133        216,817  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 29,520      $ 3,277,975  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 10.02      $ 11.07      $ 26.07      $ 15.13  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     351,274        17,789        942,914        7,780,211  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,520,408      $ 196,905      $ 24,583,212      $ 117,681,266  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 10.02      $ 11.07      $ 26.08      $ 15.14  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     250,677        1,147,104        120,675        4,157,536  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,512,183      $ 12,697,889      $ 3,147,408      $ 62,928,694  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class SDR:Net asset value per share

   $ 10.02      $ 11.06      $ 26.11      $ 15.16  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,250,000        5,716,625        421,052        4,746,919  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 12,526,691      $ 63,231,554      $ 10,994,891      $ 71,979,999  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     30,456,230      $     223,610,359      $     145,278,777      $     883,947,508  

Cost of foreign currency

   $ 566,274      $      $ 7,148      $  

(1) Includes Investment in securities on loan, at market value

   $      $      $ 2,837,473      $ 855,155  

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford Schroders Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Equity
Fund
    Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
    Hartford
Schroders
Global Strategic
Bond Fund
    Hartford
Schroders
International
Multi-Cap
Value Fund
    Hartford
Schroders
International
Stock Fund
 

Investment Income:

          

Dividends

   $ 29,614,980     $     $     $ 33,341,953     $ 3,979,614  

Interest

     823,929       3,748,702       829,940       775,894       77,283  

Securities lending

     63,093       7,387       92       513,816       84,070  

Less: Foreign tax withheld

     (3,912,422           (508     (3,013,857     (402,053
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     26,589,580       3,756,089       829,524       31,617,806       3,738,914  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

          

Investment management fees

     17,144,024       356,854       169,861       6,632,274       970,783  

Transfer agent fees

          

Class A

     28,095       2,196       353       33,779       7,452  

Class C

     4,051       302       57       14,377       1,229  

Class I

     1,526,958       13,114       44       390,553       39,479  

Class R3

     94       12       9       689       13  

Class R4

     1,160       9       7       1,145       10  

Class R5

     284       6       5       11,889       7  

Class Y

     15,632       51       2       22,495       1,173  

Class F

     826       45             3,182       18  

Class SDR

     1,291       93       49       10,670       94  

Distribution fees

 

   

Class A

     67,599       4,127       469       101,488       22,471  

Class C

     49,414       1,219       263       122,483       15,687  

Class R3

     219       26       25       3,893       63  

Class R4

     1,736       13       13       2,482       27  

Custodian fees

     179,179       15,048       13,251       72,643       9,697  

Registration and filing fees

     92,577       70,655       103,215       129,666       64,623  

Accounting services fees

     302,526       9,176       5,183       170,310       24,314  

Board of Directors’ fees

     44,882       1,627       882       26,970       3,261  

Audit fees

     22,333       16,140       13,065       26,037       16,853  

Other expenses

     242,451       9,129       11,220       80,011       18,149  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     19,725,331       499,842       317,973       7,857,036       1,195,403  

Expense waivers

           (96,357     (151,880     (36,456     (53,061

Distribution fee reimbursements

     (68     (159     (98     (71     (49
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (68     (96,516     (151,978     (36,527     (53,110
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     19,725,263       403,326       165,995       7,820,509       1,142,293  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     6,864,317       3,352,763       663,529       23,797,297       2,596,621  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net realized gain (loss) on investments

     16,931,666           (1,485,267     (492,756     (59,744,261     (4,684,738

Less: Foreign taxes paid on realized capital gains

     (204,029     (8,473                 (4,929

Net realized gain (loss) on purchased options contracts

                 (1,104,136            

Net realized gain (loss) on futures contracts

           42,392       (945,666     812,008        

Net realized gain (loss) on written options contracts

                 459,087              

Net realized gain (loss) on swap contracts

           224,935       (535,961            

Net realized gain (loss) on foreign currency contracts

     (1,100     85,684       870,755       (2,189,485      

Net realized gain (loss) on other foreign currency transactions

     (591,538     (66,562     101,515       (294,933     (45,707
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     16,134,999       (1,207,291         (1,647,162     (61,416,671     (4,735,374
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net unrealized appreciation (depreciation) of investments

     384,837,069       5,050,335       1,483,237       153,723,147       31,853,680  

Net unrealized appreciation (depreciation) of purchased options contracts

                 230,068              

Net unrealized appreciation (depreciation) of futures contracts

                 (123,157     4,297,369        

Net unrealized appreciation (depreciation) of written options contracts

                 (34,421            

Net unrealized appreciation (depreciation) of swap contracts

           (30,358     (5,991            

Net unrealized appreciation (depreciation) of foreign currency contracts

           (738,233     (130,793     1,159,544        

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (53,761     4,269       (26,296     (60,294     (1,698
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     384,783,308       4,286,013       1,392,647       159,119,766       31,851,982  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     400,918,307       3,078,722       (254,515     97,703,095       27,116,608  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     407,782,624     $ 6,431,485     $ 409,014     $     121,500,392     $     29,713,229  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

 

 

     Hartford
Schroders
Securitized
Income Fund(1)
    Hartford
Schroders
Tax-Aware
Bond Fund
    Hartford
Schroders US
Small Cap
Opportunities
Fund
    Hartford
Schroders US
Small/Mid Cap
Opportunities
Fund
 

Investment Income:

        

Dividends

   $     $     $ 1,156,799     $ 7,108,706  

Interest

     137,336       3,285,319       138,185       845,904  

Securities lending

           6,012       17,813       17,057  

Less: Foreign tax withheld

                 (9,558     (13,557
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     137,336       3,291,331       1,303,239       7,958,110  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     27,488       487,302       748,365       4,260,764  

Transfer agent fees

        

Class A

           7,488       11,133       50,373  

Class C

           1,853       5,592       37,418  

Class I

           56,263       50,363       282,213  

Class R3

                 80       1,081  

Class R4

                 9       651  

Class R5

                 11       1,225  

Class Y

           29       241       10,669  

Class F

           7       31       93  

Class SDR

           321       113       1,165  

Distribution fees

        

Class A

     1,466       25,226       19,431       113,558  

Class C

           24,991       34,938       326,440  

Class R3

                 278       3,203  

Class R4

                 53       1,073  

Custodian fees

     2,739       3,072       2,907       4,607  

Registration and filing fees

     7,582       44,152       57,424       82,748  

Accounting services fees

     761       15,160       11,641       70,278  

Board of Directors’ fees

     187       3,239       2,612       14,840  

Audit fees

     10,430       15,171       10,860       10,982  

Other expenses

     5,409       11,675       14,453       66,322  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before interest expense)

     56,062       695,949       970,535       5,339,703  

Interest expense

     2,921                    
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     58,983       695,949       970,535       5,339,703  

Expense waivers

     (25,277     (139,337     (57,506     (317

Distribution fee reimbursements

     (744     (14     (328     (317
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (26,021     (139,351     (57,834     (634
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     32,962       556,598       912,701       5,339,069  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     104,374       2,734,733       390,538       2,619,041  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net realized gain (loss) on investments

     (773     4,322,756       3,830,233       2,004,247  

Net realized gain (loss) on futures contracts

     5,563       108,468              

Net realized gain (loss) on other foreign currency transactions

     22,498             (2,673     (92
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     27,288       4,431,224       3,827,560       2,004,155  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net unrealized appreciation (depreciation) of investments

     18,343       5,844,611       8,367,257       80,952,512  

Net unrealized appreciation (depreciation) of futures contracts

     (3,390     (3,631            

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     126             72        
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     15,079       5,840,980       8,367,329       80,952,512  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     42,367       10,272,204       12,194,889       82,956,667  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     146,741     $     13,006,937     $     12,585,427     $     85,575,708  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

Commenced operations on February 28, 2019.

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Hartford Schroders Funds

Statements of Changes in Net Assets

 

 

 

     Hartford Schroders Emerging
Markets Equity Fund
    Hartford Schroders Emerging
Markets Multi-Sector Bond Fund
    Hartford Schroders Global
Strategic Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

            

Net investment income (loss)

   $ 6,864,317     $ 38,978,171     $ 3,352,763     $ 6,302,036     $ 663,529     $ 1,515,176  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     16,134,999       (894,376     (1,207,291     (8,475,217     (1,647,162     1,566,803  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     384,783,308       (468,028,626     4,286,013       (4,716,081     1,392,647       (2,767,738
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     407,782,624       (429,944,831     6,431,485       (6,889,262     409,014       314,241  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

From distributable earnings:

            

Class A

     (481,292     (329,454     (85,400     (152,273     (11,626     (5,617

Class C

     (46,251     (19,052     (3,692     (11,972     (998     (325

Class I

     (20,186,735     (15,686,234     (872,433     (1,178,698     (1,047     (1,980

Class R3

     (787     (237     (286     (1,169     (408     (116

Class R4

     (45,699     (985     (286     (515     (409     (121

Class R5

     (6,306     (113     (292     (525     (420     (125

Class Y

     (2,433,096     (957,311     (37,886     (27,778     (420     (131

Class F

     (2,614,489     (413,171     (825,953     (1,417,097     (421     (133

Class SDR

     (13,830,184     (6,831,611     (996,747     (2,676,307     (1,658,543     (792,659

From tax return of capital:

            

Class A

                       (73,154            

Class C

                       (5,752            

Class I

                       (566,263            

Class R3

                       (562            

Class R4

                       (247            

Class R5

                       (252            

Class Y

                       (13,345            

Class F

                       (680,794            

Class SDR

                       (1,285,735            
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (39,644,839     (24,238,168     (2,822,975     (8,092,438     (1,674,292     (801,207
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     917,811,334       1,549,995,802       11,518,241       79,202,863       2,493,621       10,053,780  

Issued in merger

                       29,377,678              

Issued on reinvestment of distributions

     24,314,244       13,539,981       2,790,894       6,560,103       1,674,292       801,207  

Redeemed

     (562,396,063     (866,104,626     (18,062,958     (70,344,671     (67,120,211     (6,215,960
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     379,729,515       697,431,157       (3,753,823     44,795,973       (62,952,298     4,639,027  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     747,867,300       243,248,158       (145,313     29,814,273           (64,217,576     4,152,061  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     2,998,801,809       2,755,553,651       105,042,981       75,228,708       64,217,576       60,065,515  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     3,746,669,109     $     2,998,801,809     $     104,897,668     $     105,042,981     $     $     64,217,576  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Schroders
International Multi-Cap Value Fund
    Hartford Schroders
International Stock Fund
    Hartford Schroders
Securitized
Income Fund(1)
 
     For the
Six-Month
Period Ended
April 30, 2019

(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Period Ended
April 30, 2019
(Unaudited)
 

Operations:

          

Net investment income (loss)

   $ 23,797,297     $ 47,367,352     $ 2,596,621     $ 3,455,565     $ 104,374  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (61,416,671     51,335,075       (4,735,374     19,595,656       27,288  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     159,119,766       (284,208,542     31,851,982       (40,478,154     15,079  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     121,500,392       (185,506,115     29,713,229       (17,426,933     146,741  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

          

Class A

     (2,646,669     (2,195,964     (1,107,203     (67,385     (11,968

Class C

     (819,184     (629,055     (157,414     (6,200      

Class I

     (29,662,747     (32,971,085     (10,142,730     (1,432,922     (12,729

Class R3

     (22,541     (9,338     (887     (128      

Class R4

     (54,668     (26,732     (890     (136      

Class R5

     (882,280     (750,152     (901     (154      

Class Y

     (4,014,119     (1,136,472     (416,824     (3,966     (12,759

Class F

     (9,747,038     (6,809,592     (995,488     (18,362     (8,410

Class SDR

     (20,736,521     (20,372,316     (5,246,663     (816,782     (46,186
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (68,585,767     (64,900,706     (18,069,000     (2,346,035     (92,052
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

          

Sold

     610,623,805       1,230,550,836       135,413,521       124,402,649       25,533,050  

Issued on reinvestment of distributions

     62,160,379       57,364,742       17,755,040       2,300,768       44,740  

Redemption-in-kind

                              

Redeemed

     (511,715,128     (531,885,780     (47,121,450     (83,034,179     (50
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     161,069,056       756,029,798       106,047,111       43,669,238       25,577,740  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     213,983,681       505,622,977       117,691,340       23,896,270       25,632,429  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

          

Beginning of period

     1,865,874,050       1,360,251,073       224,855,579       200,959,309        
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     2,079,857,731     $     1,865,874,050     $     342,546,919     $     224,855,579     $     25,632,429  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

Commenced operations on February 28, 2019.

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Schroders Tax-Aware
Bond Fund
    Hartford Schroders US Small
Cap Opportunities Fund
    Hartford Schroders US
Small/Mid Cap Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
    For the
Six-Month
Period Ended
April 30, 2019
(Unaudited)
    For the
Year Ended
October 31,
2018
 

Operations:

            

Net investment income (loss)

   $ 2,734,733     $ 5,302,082     $ 390,538     $ 420,711     $ 2,619,041     $ 2,129,422  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     4,431,224       2,287,065       3,827,560       15,051,127       2,004,155       18,419,184  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     5,840,980       (11,465,658     8,367,329       (14,654,708     80,952,512       (33,025,099
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     13,006,937       (3,876,511     12,585,427       817,130       85,575,708       (12,476,493
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

                

Class A

     (473,604     (492,532     (1,273,416     (882,548     (1,875,469     (1,736,041

Class C

     (88,592     (61,024     (613,653     (389,798     (1,310,733     (735,465

Class I

     (2,721,362     (3,137,508     (9,398,176     (10,752,603     (13,979,494     (9,941,376

Class R3

                 (6,096     (4,486     (18,758     (4,885

Class R4

                 (927     (893     (18,966     (3,987

Class R5

                 (1,691     (1,510     (52,582     (782

Class Y

     (5,005     (4,968     (2,040,824     (2,198,416     (2,455,954     (197,570

Class F

     (235,197     (133,857     (254,541     (145,891     (1,075,458     (207,551

Class SDR

     (1,425,924     (1,519,589     (959,592     (2,684,876     (1,352,705     (417,154
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (4,949,684     (5,349,478     (14,548,916     (17,061,021     (22,140,119     (13,244,811
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     50,377,496       67,286,843       20,403,184       45,827,567       201,266,614       599,268,981  

Issued on reinvestment of distributions

     3,886,179       3,770,799       14,244,734       16,050,612       19,743,423       11,791,664  

Redemption-in-kind

                       (20,194,923            

Redeemed

     (47,364,493     (91,564,986     (22,618,531     (64,015,086     (294,122,316     (384,949,495
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     6,899,182       (20,507,344     12,029,387       (22,331,830     (73,112,279     226,111,150  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     14,956,435       (29,733,333     10,065,898       (38,575,721     (9,676,690     200,389,846  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     218,779,726       248,513,059       167,974,285       206,550,006       1,028,115,204       827,725,358  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     233,736,161     $     218,779,726     $     178,040,183     $     167,974,285     $     1,018,438,514     $     1,028,115,204  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


Hartford Schroders Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   14.07     $   0.01     $   1.76     $   1.77     $   —     $   (0.14   $   —     $   —     $   (0.14   $   15.70       12.70 %(5)    $   60,198       1.42 %(6)      1.42 %(6)      0.17 %(6)      13

C

    13.86       (0.04     1.73       1.69             (0.07                 (0.07     15.48       12.28 (5)      11,784       2.15 (6)      2.15 (6)      (0.54 )(6)      13  

I

    14.06       0.02       1.76       1.78             (0.17                 (0.17     15.67       12.82 (5)        2,070,522       1.23 (6)      1.23 (6)      0.34 (6)      13  

R3

    13.98       (0.02     1.76       1.74             (0.12                 (0.12     15.60       12.58 (5)      88       1.78 (6)      1.71 (6)      (0.23 )(6)      13  

R4

    14.02       (0.04     1.77       1.73             (0.18                 (0.18     15.57       12.55 (5)      145       1.49 (6)      1.48 (6)      (0.60 )(6)      13  

R5

    14.07       0.03       1.75       1.78             (0.18                 (0.18     15.67       12.82 (5)      574       1.17 (6)      1.17 (6)      0.38 (6)      13  

Y

    14.09       0.04       1.75       1.79             (0.19                 (0.19     15.69       12.90 (5)      223,344       1.08 (6)      1.08 (6)      0.56 (6)      13  

F

    14.07       0.04       1.75       1.79             (0.19                 (0.19     15.67       12.87 (5)      221,658       1.07 (6)      1.07 (6)      0.49 (6)      13  

SDR

    14.10       0.04       1.75       1.79             (0.19                 (0.19     15.70       12.84 (5)      1,158,356       1.07 (6)      1.07 (6)      0.51 (6)      13  

For the Year Ended October 31, 2018

 

A

  $ 16.23     $ 0.16     $ (2.22   $ (2.06   $     $ (0.10   $     $     $ (0.10   $ 14.07       (12.79 )%    $ 46,162       1.45     1.45     0.98     24

C

    16.08       0.07       (2.22     (2.15           (0.07                 (0.07     13.86       (13.44     7,217       2.19       2.19       0.45       24  

I

    16.23       0.19       (2.22     (2.03           (0.14                 (0.14     14.06       (12.66     1,733,270       1.24       1.24       1.19       24  

R3

    16.20       0.22       (2.30     (2.08           (0.14                 (0.14     13.98       (12.99     90       1.80       1.70       1.36       24  

R4

    16.19       0.05       (2.11     (2.06           (0.11                 (0.11     14.02       (12.88     3,710       1.49       1.48       0.36       24  

R5

    16.23       0.27       (2.29     (2.02           (0.14                 (0.14     14.07       (12.56     484       1.20       1.20       1.69       24  

Y

    16.25       0.23       (2.24     (2.01           (0.15                 (0.15     14.09       (12.48     123,082       1.11       1.11       1.43       24  

F

    16.23       0.30       (2.30     (2.00           (0.16                 (0.16     14.07       (12.48     154,306       1.08       1.08       1.89       24  

SDR

    16.26       0.23       (2.23     (2.00           (0.16                 (0.16     14.10       (12.46     930,480       1.08       1.08       1.43       24  

For the Year Ended October 31, 2017

 

A

  $ 12.59     $ 0.10     $ 3.62     $ 3.72     $     $ (0.08   $     $     $ (0.08   $ 16.23       29.83   $ 53,107       1.56     1.50     0.69     33

C

    12.58       0.04       3.57       3.61             (0.11                 (0.11     16.08       29.00       3,658       2.25       2.25       0.25       33  

I

    12.59       0.14       3.61       3.75             (0.11                 (0.11     16.23       30.14       1,848,368       1.35       1.25       0.98       33  

R3

    12.58       0.10       3.62       3.72             (0.10                 (0.10     16.20       29.87       13       1.86       1.48       0.71       33  

R4

    12.58       0.16       3.56       3.72             (0.11                 (0.11     16.19       29.86       136       1.52       1.50       1.11       33  

R5

    12.58       0.13       3.63       3.76             (0.11                 (0.11     16.23       30.26       13       1.25       1.20       0.97       33  

Y

    12.58       0.26       3.53       3.79             (0.12                 (0.12     16.25       30.45       97,758       1.14       1.14       1.72       33  

F(7)

    12.98       0.16       3.09       3.25                                     16.23       25.04 (5)      42,462       1.10 (6)      1.10 (6)      1.57 (6)      33  

SDR

    12.60       0.15       3.63       3.78             (0.12                 (0.12     16.26       30.32       710,039       1.10       1.10       1.10       33  

For the Year Ended October 31, 2016

 

A

  $ 11.56     $ 0.08     $ 1.02 (8)    $ 1.10     $     $ (0.07   $     $     $ (0.07   $ 12.59       9.59   $ 38,918       1.57     1.49     0.71     47

C(9)

    12.68       (0.01     (0.09     (0.10                                   12.58       (0.79 )(5)      10       2.06 (6)      2.06 (6)      (2.06 )(6)      47  

I

    11.56       0.10       1.03 (8)      1.13             (0.10                 (0.10     12.59       9.94       1,020,291       1.32       1.24       0.89       47  

R3(9)

    12.68       (0.01     (0.09     (0.10                                   12.58       (0.79 )(5)      10       1.75 (6)      1.75 (6)      (1.75 )(6)      47  

R4(9)

    12.68       (0.01     (0.09     (0.10                                   12.58       (0.79 )(5)      10       1.46 (6)      1.46 (6)      (1.46 )(6)      47  

R5(9)

    12.68             (0.10     (0.10                                   12.58       (0.79 )(5)      10       1.17 (6)      1.17 (6)      (1.16 )(6)      47  

Y(9)

    12.68             (0.10     (0.10                                   12.58       (0.79 )(5)      10       1.06 (6)      1.06 (6)      (1.06 )(6)      47  

SDR

    11.57       0.12       1.03 (8)      1.15             (0.12                 (0.12     12.60       10.10       561,740       1.18       1.10       1.05       47  

For the Year Ended October 31, 2015

 

A

  $ 13.33     $ 0.10     $ (1.83 )(8)    $ (1.73   $     $ (0.04   $     $     $ (0.04   $ 11.56       (13.01 )%    $ 41,116       1.57     1.49     0.76     55

I

    13.40       0.13       (1.85 )(8)      (1.72           (0.12                 (0.12     11.56       (12.88     877,480       1.33       1.24       1.05       55  

SDR(10)

    12.60       0.14       (1.17 )(8)      (1.03                                   11.57       (8.17 )(5)      351,836       1.21 (6)      1.10 (6)      1.35 (6)      55  

For the Year Ended October 31, 2014

 

A

  $ 13.70     $ 0.08     $ (0.37 )(8)    $ (0.29   $     $ (0.08   $     $     $ (0.08   $ 13.33       (2.08 )%    $ 122,722       1.50     1.49     0.61     58

I

    13.76       0.12       (0.36 )(8)      (0.24           (0.12                 (0.12     13.40       (1.77     1,135,896       1.26       1.24       0.87       58  

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 8.79     $ 0.28     $ 0.27     $ 0.55     $     $ (0.23   $     $     $ (0.23   $ 9.11       6.28 %(5)    $ 3,501       1.32 %(6)      1.13 %(6)      6.24 %(6)      126

C

    8.74       0.24       0.28       0.52             (0.18                 (0.18     9.08       5.99 (5)      165       2.19 (6)      1.90 (6)      5.56 (6)      126  

I

    8.78       0.29       0.28       0.57             (0.25                 (0.25     9.10       6.54 (5)      33,826       1.02 (6)      0.83 (6)      6.54 (6)      126  

R3

    8.80       0.28       0.29       0.57             (0.25                 (0.25     9.12       6.40 (5)      11       1.67 (6)      0.98 (6)      6.40 (6)      126  

R4

    8.78       0.29       0.27       0.56             (0.24                 (0.24     9.10       6.51 (5)      11       1.35 (6)      0.92 (6)      6.48 (6)      126  

R5

    8.78       0.29       0.28       0.57             (0.25                 (0.25     9.10       6.57 (5)      11       1.05 (6)      0.85 (6)      6.55 (6)      126  

Y

    8.78       0.29       0.28       0.57             (0.25                 (0.25     9.10       6.59 (5)      1,654       0.95 (6)      0.76 (6)      6.56 (6)      126  

F

    8.78       0.29       0.28       0.57             (0.25                 (0.25     9.10       6.62 (5)      29,543       0.94 (6)      0.75 (6)      6.62 (6)      126  

SDR

    8.79       0.29       0.28       0.57             (0.25                 (0.25     9.11       6.62 (5)      36,176       0.94 (6)      0.75 (6)      6.62 (6)      126  

For the Year Ended October 31, 2018

 

A

  $ 9.98     $ 0.50     $ (1.02   $ (0.52   $     $ (0.32   $ (0.13   $ (0.22   $ (0.67   $ 8.79       (5.34 )%    $ 3,389       1.29     1.08     5.42     285

C

    9.95       0.41       (1.01     (0.60           (0.28     (0.13     (0.20     (0.61     8.74       (6.27     414       2.16       1.90       4.52       285  

I

    9.97       0.52       (1.02     (0.50           (0.34     (0.13     (0.22     (0.69     8.78       (5.22     36,557       1.02       0.85       5.63       285  

R3

    9.97       0.50       (1.03     (0.53           (0.30     (0.13     (0.21     (0.64     8.80       (5.43     10       1.65       1.25       5.23       285  

R4

    9.97       0.52       (1.03     (0.51           (0.33     (0.13     (0.22     (0.68     8.78       (5.25     10       1.35       0.92       5.54       285  

R5

    9.97       0.53       (1.03     (0.50           (0.34     (0.13     (0.22     (0.69     8.78       (5.23     10       1.06       0.85       5.58       285  

Y

    9.97       0.49       (0.98     (0.49           (0.34     (0.13     (0.23     (0.70     8.78       (5.17     970       0.95       0.77       5.29       285  

F

    9.96       0.53       (1.01     (0.48           (0.34     (0.13     (0.23     (0.70     8.78       (5.04     28,842       0.94       0.75       5.67       285  

SDR

    9.98       0.56       (1.05     (0.49           (0.34     (0.13     (0.23     (0.70     8.79       (5.11     34,841       0.94       0.75       5.89       285  

For the Year Ended October 31, 2017

 

A

  $ 9.79     $ 0.55     $ 0.27     $ 0.82     $     $ (0.53   $ (0.10   $     $ (0.63   $ 9.98       8.83   $ 2,472       1.15     1.03     5.65     212

C

    9.78       0.46       0.29       0.75             (0.48     (0.10           (0.58     9.95       8.01       73       2.03       1.90       4.72       212  

I

    9.78       0.57       0.28       0.85             (0.56     (0.10           (0.66     9.97       9.08       15,441       0.94       0.82       5.86       212  

R3

    9.78       0.54       0.28       0.82             (0.53     (0.10           (0.63     9.97       8.74       36       1.63       1.19       5.53       212  

R4

    9.78       0.55       0.28       0.83             (0.54     (0.10           (0.64     9.97       8.88       11       1.33       1.02       5.67       212  

R5

    9.78       0.57       0.27       0.84             (0.55     (0.10           (0.65     9.97       9.07       11       1.04       0.85       5.82       212  

Y

    9.78       0.57       0.28       0.85             (0.56     (0.10           (0.66     9.97       9.16       122       0.91       0.79       5.81       212  

F(7)

    9.70       0.39       0.30       0.69             (0.43                 (0.43     9.96       7.22 (5)      11       0.87 (6)      0.75 (6)      5.90 (6)      212  

SDR

    9.79       0.58       0.27       0.85             (0.56     (0.10           (0.66     9.98       9.16       57,054       0.87       0.75       5.93       212  

For the Year Ended October 31, 2016

 

A

  $ 9.04     $ 0.52     $ 0.51     $ 1.03     $     $ (0.28   $     $     $ (0.28   $ 9.79       11.59   $ 1,707       1.82     1.11     5.61     147

C(9)

    9.87       0.02       (0.11     (0.09                                   9.78       (0.91 )(5)      10       1.73 (6)      1.73 (6)      7.72 (6)      147  

I

    9.02       0.55       0.51       1.06             (0.30                 (0.30     9.78       11.94       9,218       1.54       0.85       5.89       147  

R3(9)

    9.87       0.02       (0.11     (0.09                                   9.78       (0.91 )(5)      10       1.41 (6)      1.41 (6)      8.09 (6)      147  

R4(9)

    9.87       0.02       (0.11     (0.09                                   9.78       (0.91 )(5)      10       1.13 (6)      1.13 (6)      8.46 (6)      147  

R5(9)

    9.87       0.02       (0.11     (0.09                                   9.78       (0.91 )(5)      10       0.84 (6)      0.84 (6)      8.46 (6)      147  

Y(9)

    9.87       0.02       (0.11     (0.09                                   9.78       (0.91 )(5)      10       0.73 (6)      0.73 (6)      8.82 (6)      147  

SDR

    9.03       0.56       0.51       1.07             (0.31                 (0.31     9.79       12.04       51,219       1.36       0.71       5.99       147  

For the Year Ended October 31, 2015

 

A

  $ 9.97     $ 0.53     $ (1.19   $   (0.66   $   —     $   (0.18   $ (0.06   $   (0.03   $   (0.27   $   9.04       (6.59 )%    $ 1,637       2.01     1.15     5.75     209

I

    9.96       0.53       (1.17     (0.64           (0.22     (0.06     (0.02     (0.30     9.02       (6.47     5,980       1.68       0.90       5.66       209  

SDR(10)

    9.23       0.49       (0.57     (0.08           (0.09           (0.03     (0.12     9.03       (0.87 )(5)        21,171       1.66 (6)      0.75 (6)      6.32 (6)      209  

For the Year Ended October 31, 2014

 

A

  $   10.14     $   0.67     $   (0.33   $ 0.34     $     $ (0.47   $   (0.04   $     $ (0.51   $ 9.97       3.32   $ 2,061       1.86     1.15     6.58     380

I

    10.14       0.67       (0.32     0.35             (0.49     (0.04           (0.53     9.96       3.48       33,731       1.68       0.90       6.66       380  

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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 Global Strategic Bond Fund(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 8.99     $ 0.09     $ (8.71   $   (8.62   $   —     $   (0.37   $     $     $ (0.37   $       0.99 %(5)    $       1.53 %(6)      0.91 %(6)      1.99 %(6)      52

C

    8.98       0.05       (8.69     (8.64           (0.34                 (0.34           0.65 (5)            2.34 (6)      1.64 (6)      1.24 (6)      52  

I

    9.05       0.10       (8.75     (8.65           (0.40                 (0.40           1.09 (5)            1.29 (6)      0.51 (6)      2.38 (6)      52  

R3

    9.05       0.09       (8.78     (8.69           (0.36                 (0.36           0.80 (5)            1.73 (6)      0.76 (6)      2.09 (6)      52  

R4

    9.05       0.09       (8.78     (8.69           (0.36                 (0.36           0.92 (5)            1.43 (6)      0.72 (6)      2.12 (6)      52  

R5

    9.05       0.10       (8.78     (8.68           (0.37                 (0.37           0.91 (5)            1.14 (6)      0.68 (6)      2.16 (6)      52  

Y

    9.07       0.10       (8.80     (8.70           (0.37                 (0.37       0.91 (5)            1.09 (6)      0.63 (6)      2.23 (6)      52  

F

    9.07       0.10       (8.80     (8.70           (0.37                 (0.37       1.05 (5)            1.05 (6)      0.58 (6)      2.26 (6)      52  

SDR

    8.98       0.10       (8.71     (8.61           (0.37                 (0.37       0.97 (5)            1.10 (6)      0.58 (6)      2.31 (6)      52  

For the Year Ended October 31, 2018

 

A

  $ 9.07     $ 0.20     $ (0.18   $ 0.02     $     $ (0.10   $     $     $ (0.10   $ 8.99       0.20   $ 509       1.39     1.02     2.16     157

C

    9.07       0.15       (0.18     (0.03           (0.06                 (0.06     8.98       (0.32     58       2.25       1.64       1.62       157  

I

    9.13       0.22       (0.19     0.03             (0.11                 (0.11     9.05       0.36       194       1.10       0.76       2.44       157  

R3

    9.12       0.21       (0.18     0.03             (0.10                 (0.10     9.05       0.37       10       1.73       0.88       2.25       157  

R4

    9.13       0.21       (0.18     0.03             (0.11                 (0.11     9.05       0.30       10       1.41       0.81       2.31       157  

R5

    9.12       0.21       (0.17     0.04             (0.11                 (0.11     9.05       0.46       10       1.12       0.77       2.34       157  

Y

    9.14       0.22       (0.17     0.05             (0.12                 (0.12     9.07       0.51       10       1.06       0.69       2.44       157  

F

    9.14       0.23       (0.18     0.05             (0.12                 (0.12     9.07       0.54       10       1.00       0.64       2.50       157  

SDR

    9.05       0.23       (0.18     0.05             (0.12                 (0.12     8.98       0.55       63,406       1.00       0.64       2.49       157  

For the Year Ended October 31, 2017

 

A

  $ 9.21     $ 0.15     $ 0.02     $ 0.17     $     $ (0.28   $     $   (0.03   $   (0.31   $ 9.07       1.85   $ 305       1.28     1.04     1.67     127

C

    9.25       0.09       0.01       0.10             (0.25           (0.03     (0.28     9.07       1.13       10       1.94       1.69       1.00       127  

I

    9.26       0.17       0.01       0.18             (0.28           (0.03     (0.31     9.13       2.03       11       1.04       0.79       1.86       127  

R3

    9.26       0.15             0.15             (0.26           (0.03     (0.29     9.12       1.82       10       1.65       1.04       1.64       127  

R4

    9.26       0.16       0.01       0.17             (0.27           (0.03     (0.30     9.13       2.02       10       1.33       0.92       1.78       127  

R5

    9.26       0.17             0.17             (0.28           (0.03     (0.31     9.12       1.91       10       1.04       0.81       1.86       127  

Y

    9.26       0.19             0.19             (0.28           (0.03     (0.31     9.14       2.14       10       0.87       0.64       2.07       127  

F(7)

    9.02       0.14       (0.02     0.12                                     9.14       1.33 (5)      10       0.89 (6)      0.64 (6)      2.34 (6)      127  

SDR

    9.17       0.18       0.02       0.20             (0.28           (0.04     (0.32     9.05       2.21         59,689       0.87       0.64       2.03       127  

For the Year Ended October 31, 2016

 

A

  $ 9.08     $   (0.10   $ 0.27     $ 0.17     $     $ (0.04   $     $     $ (0.04   $ 9.21       1.92   $ 125       1.40     1.02     (1.06 )%      140

C(9)

    9.29       0.04       (0.07     (0.03           (0.01                 (0.01     9.25       (0.35 )(5)      10       1.69 (6)      1.69 (6)      16.49 (6)      140  

I

    9.10       (0.04     0.24       0.20             (0.04                 (0.04     9.26       2.24       10       1.05       0.78       (0.42     140  

R3(9)

    9.29       0.04       (0.06     (0.02           (0.01                 (0.01     9.26       (0.35 )(5)      10       1.37 (6)      1.37 (6)      15.76 (6)      140  

R4(9)

    9.29       0.04       (0.06     (0.02           (0.01                 (0.01     9.26       (0.34 )(5)      10       1.08 (6)      1.08 (6)      16.12 (6)      140  

R5(9)

    9.29       0.04       (0.06     (0.02           (0.01                 (0.01     9.26       (0.23 )(5)      10       0.80 (6)      0.80 (6)      17.59 (6)      140  

Y(9)

    9.29       0.04       (0.06     (0.02           (0.01                 (0.01     9.26       (0.23 )(5)      10       0.69 (6)      0.69 (6)      16.49 (6)      140  

SDR

    9.12       0.11       0.10       0.21             (0.16                 (0.16     9.17       2.33       70,334       1.01       0.62       1.19       140  

For the Year Ended October 31, 2015

 

A

  $ 10.16     $ 0.03     $   (0.57   $ (0.54   $     $ (0.54   $   —     $     $ (0.54   $ 9.08       (5.51 )%    $ 471       1.40     1.04     0.35     73

I

    10.16       0.07       (0.58     (0.51           (0.55                 (0.55     9.10       (5.20     13,362       1.21       0.79       0.78       73  

SDR(11)

    9.43       0.08       (0.39     (0.31                                   9.12       (3.29     96,582       0.87 (6)      0.64 (6)      1.03 (6)      73  

For the Year Ended October 31, 2014

 

A(12)

  $   10.00     $ 0.01     $ 0.15     $ 0.16     $     $     $     $     $     $   10.16       1.64   $ 1,483       2.19 %(6)      1.04 %(6)      0.19 %(6)      20

I(12)

    10.00       0.02       0.15       0.17             (0.01                 (0.01     10.16       1.68       28,444       1.94 (6)      0.79 (6)      0.49 (6)      20  

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 8.97     $ 0.11     $ 0.42     $ 0.53     $     $ (0.11   $ (0.22   $     $ (0.33   $ 9.17       6.32 %(5)    $ 102,776       1.09 %(6)      1.08 %(6)      2.42 %(6)      55

C

    8.90       0.06       0.45       0.51             (0.08     (0.22           (0.30     9.11       6.04 (5)      26,008       1.87 (6)      1.87 (6)      1.41 (6)      55  

I

    8.96       0.11       0.44       0.55             (0.12     (0.22           (0.34     9.17       6.55 (5)      842,238       0.85 (6)      0.85 (6)      2.45 (6)      55  

R3

    8.94       0.21       0.32       0.53             (0.10     (0.22           (0.32     9.15       6.26 (5)      18,248       1.34 (6)      1.33 (6)      4.74 (6)      55  

R4

    8.95       0.11       0.42       0.53             (0.11     (0.22           (0.33     9.15       6.31 (5)      2,446       1.12 (6)      1.12 (6)      2.43 (6)      55  

R5

    8.95       0.10       0.45       0.55             (0.12     (0.22           (0.34     9.16       6.56 (5)      21,888       0.86 (6)      0.86 (6)      2.31 (6)      55  

Y

    8.96       0.12       0.42       0.54             (0.12     (0.22           (0.34     9.16       6.48 (5)      129,962       0.80 (6)      0.79 (6)      2.64 (6)      55  

F

    8.97       0.12       0.43       0.55             (0.13     (0.22           (0.35     9.17       6.50 (5)      318,227       0.76 (6)      0.75 (6)      2.64 (6)      55  

SDR

    8.96       0.11       0.44       0.55             (0.13     (0.22           (0.35     9.16       6.50 (5)      618,064       0.76 (6)      0.75 (6)      2.59 (6)      55  

For the Year Ended October 31, 2018

 

A

  $   10.18     $   0.23     $   (1.09   $   (0.86)     $   —     $   (0.24   $   (0.11   $   —     $   (0.35   $ 8.97       (8.71 )%    $ 67,252       1.13     1.10     2.26     87

C

    10.12       0.17       (1.10     (0.93           (0.18     (0.11           (0.29     8.90       (9.47     25,614       1.88       1.85       1.71       87  

I

    10.17       0.26       (1.09     (0.83           (0.27     (0.11           (0.38     8.96       (8.47       875,109       0.87       0.84       2.64       87  

R3

    10.15       0.22       (1.10     (0.88           (0.22     (0.11           (0.33     8.94       (8.96     613       1.50       1.43       2.22       87  

R4

    10.16       0.20       (1.06     (0.86           (0.24     (0.11           (0.35     8.95       (8.76     1,312       1.20       1.16       2.03       87  

R5

    10.17       0.27       (1.11     (0.84           (0.27     (0.11           (0.38     8.95       (8.58     22,482       0.88       0.85       2.68       87  

Y

    10.17       0.25       (1.07     (0.82           (0.28     (0.11           (0.39     8.96       (8.42     80,993       0.83       0.81       2.57       87  

F

    10.18       0.28       (1.10     (0.82           (0.28     (0.11           (0.39     8.97       (8.38     251,677       0.78       0.75       2.78       87  

SDR

    10.17       0.27       (1.09     (0.82           (0.28     (0.11           (0.39     8.96       (8.38     540,822       0.78       0.75       2.69       87  

For the Year Ended October 31, 2017

 

A

  $ 8.61     $ 0.20     $ 1.53     $ 1.73     $     $ (0.16   $     $     $ (0.16   $   10.18         20.26   $ 58,977       1.20     1.12     2.08     63

C

    8.60       0.15       1.50       1.65             (0.13                 (0.13     10.12       19.31       15,580       1.93       1.85       1.51       63  

I

    8.60       0.24       1.52       1.76             (0.19                 (0.19     10.17       20.47       706,652       0.91       0.82       2.48       63  

R3

    8.60       0.20       1.49       1.69             (0.14                 (0.14     10.15       19.82       105       1.58       1.42       2.03       63  

R4

    8.60       0.18       1.54       1.72             (0.16                 (0.16     10.16       20.23       809       1.24       1.15       1.83       63  

R5

    8.60       0.23       1.52       1.75             (0.18                 (0.18     10.17       20.57       14,212       0.93       0.85       2.32       63  

Y

    8.60       0.21       1.56       1.77             (0.20                 (0.20     10.17       20.80       4,440       0.84       0.76       2.30       63  

F(7)

    9.13       0.17       1.02       1.19             (0.14                 (0.14     10.18       13.07 (5)      110,585       0.83 (6)      0.75 (6)      2.60 (6)      63  

SDR

    8.60       0.23       1.53       1.76             (0.19                 (0.19     10.17       20.70       448,891       0.83       0.75       2.43       63  

For the Year Ended October 31, 2016

 

A

  $ 8.48     $ 0.15     $ 0.17 (8)    $ 0.32     $     $ (0.19   $     $     $ (0.19   $ 8.61       3.88   $ 27,751       1.47     1.14     1.80     94

C(9)

    8.62             (0.02     (0.02                                   8.60       (0.23 )(5)      10       1.80 (6)      1.80 (6)      (1.10 )(6)      94  

I

    8.47       0.18       0.16 (8)      0.34             (0.21                 (0.21     8.60       4.27       183,321       1.22       0.89       2.15       94  

R3(9)

    8.62             (0.02     (0.02                                   8.60       (0.23 )(5)      10       1.48 (6)      1.48 (6)      (0.73 )(6)      94  

R4(9)

    8.62             (0.02     (0.02                                   8.60       (0.23 )(5)      10       1.19 (6)      1.19 (6)      (0.37 )(6)      94  

R5(9)

    8.62             (0.02     (0.02                                   8.60       (0.23 )(5)      10       0.91 (6)      0.91 (6)      0.73 (6)      94  

Y(9)

    8.62             (0.02     (0.02                                   8.60       (0.23 )(5)      10       0.80 (6)      0.80 (6)      (6)      94  

SDR

    8.46       0.20       0.16 (8)      0.36             (0.22                 (0.22     8.60       4.44       221,643       1.06       0.75       2.37       94  

For the Year Ended October 31, 2015

 

A

  $ 9.46     $ 0.20     $ (0.68 )(8)    $ (0.48   $     $ (0.24   $ (0.26   $     $ (0.50   $ 8.48       (5.27 )%    $ 19,330       1.48     1.17     2.21     90

I

    9.46       0.22       (0.69 )(8)      (0.47           (0.26     (0.26           (0.52     8.47       (5.12     218,467       1.22       0.91       2.45       90  

SDR(10)

    8.79       0.24       (0.38     (0.14           (0.19                 (0.19     8.46       (1.62 )(5)      75,256       1.08 (6)      0.76 (6)      3.18 (6)      90  

For the Year Ended October 31, 2014

 

A

  $ 10.22     $ 0.26     $ (0.20 )(8)    $ 0.06     $     $ (0.32   $ (0.50   $     $ (0.82   $ 9.46       0.67   $ 24,498       1.51     1.30     2.66     66

I

    10.21       0.28       (0.17 )(8)      0.11             (0.36     (0.50           (0.86     9.46       1.15       213,991       1.14       0.95       2.86       66  

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 12.46     $ 0.11     $ 1.02     $ 1.13     $     $ (0.15   $ (0.75   $     $ (0.90   $ 12.69       10.13 %(5)    $ 26,158       1.15 %(6)      1.11 %(6)      1.79 %(6)      21

C

    11.90       0.06       0.98       1.04             (0.10     (0.75           (0.85     12.09       9.71 (5)      4,067       1.90 (6)      1.86 (6)      1.02 (6)      21  

I

    12.09       0.11       0.99       1.10             (0.17     (0.75           (0.92     12.27       10.23 (5)      196,569       0.87 (6)      0.83 (6)      1.93 (6)      21  

R3

    12.08       0.18       0.91       1.09             (0.15     (0.75           (0.90     12.27       10.13 (5)      75       1.39 (6)      1.13 (6)      3.10 (6)      21  

R4

    12.09       0.13       0.97       1.10             (0.16     (0.75           (0.91     12.28       10.18 (5)      38       1.15 (6)      0.97 (6)      2.25 (6)      21  

R5

    12.10       0.15       0.95       1.10             (0.17     (0.75           (0.92     12.28       10.17 (5)      55       0.92 (6)      0.87 (6)      2.50 (6)      21  

Y

    12.11       0.10       1.00       1.10             (0.17     (0.75           (0.92     12.29       10.23 (5)      4,989       0.87 (6)      0.83 (6)      1.71 (6)      21  

F

    12.10       0.14       0.97       1.11             (0.17     (0.75           (0.92     12.29       10.32 (5)      36,346       0.81 (6)      0.77 (6)      2.49 (6)      21  

SDR

    12.10       0.11       1.00       1.11             (0.18     (0.75           (0.93     12.28       10.29 (5)      74,249       0.82 (6)      0.78 (6)      1.84 (6)      21  

For the Year Ended October 31, 2018

 

A

  $   13.62     $   0.19     $   (1.22   $   (1.03   $   —     $   (0.13   $   —     $   —     $   (0.13   $   12.46       (7.63 )%    $ 11,234       1.25     1.16     1.40     65

C

    13.11       0.13       (1.21     (1.08           (0.13                 (0.13     11.90       (8.33     1,824       2.01       1.92       0.97       65  

I

    13.20       0.22       (1.17     (0.95           (0.16                 (0.16     12.09       (7.32       129,528       0.93       0.85       1.70       65  

R3

    13.19       0.21       (1.19     (0.98           (0.13                 (0.13     12.08       (7.49     12       1.61       1.02       1.59       65  

R4

    13.20       0.22       (1.19     (0.97           (0.14                 (0.14     12.09       (7.42     12       1.31       0.97       1.64       65  

R5

    13.22       0.22       (1.18     (0.96           (0.16                 (0.16     12.10       (7.36     12       1.01       0.90       1.69       65  

Y

    13.23       0.12       (1.07     (0.95           (0.17                 (0.17     12.11       (7.32     5,693       0.90       0.81       0.97       65  

F

    13.22       0.22       (1.17     (0.95           (0.17                 (0.17     12.10       (7.32     9,204       0.89       0.80       1.69       65  

SDR

    13.23       0.23       (1.18     (0.95           (0.18                 (0.18     12.10       (7.33     67,339       0.89       0.80       1.71       65  

For the Year Ended October 31, 2017

 

A

  $ 11.02     $ 0.12     $ 2.64     $ 2.76     $     $ (0.16   $     $     $ (0.16   $ 13.62       25.41   $ 5,930       1.32     1.20     0.98     53

C

    10.69       (0.02     2.60       2.58             (0.16                 (0.16     13.11       24.60       321       2.01       1.94       (0.13     53  

I

    10.69       0.14       2.55       2.69             (0.18                 (0.18     13.20       25.69       116,660       1.02       0.95       1.24       53  

R3

    10.69       0.12       2.55       2.67             (0.17                 (0.17     13.19       25.45       13       1.62       1.18       1.04       53  

R4

    10.69       0.13       2.56       2.69             (0.18                 (0.18     13.20       25.61       13       1.34       1.08       1.15       53  

R5

    10.69       0.16       2.55       2.71             (0.18                 (0.18     13.22       25.88       13       1.02       0.90       1.34       53  

Y

    10.69       0.13       2.59       2.72             (0.18                 (0.18     13.23       25.99       115       0.88       0.79       1.04       53  

F(7)

    10.87       0.04       2.31       2.35                                     13.22       21.62 (5)      844       0.85 (6)      0.80 (6)      0.52 (6)      53  

SDR

    10.70       0.17       2.55       2.72             (0.19                 (0.19     13.23       25.88       77,051       0.86       0.80       1.45       53  

For the Year Ended October 31, 2016

 

A

  $ 11.35     $ 0.12     $ (0.35 )(8)    $ (0.23   $     $ (0.10   $     $     $ (0.10   $ 11.02       (2.01 )%    $ 3,217       1.45     1.18     1.11     53

C(9)

    10.64       (0.01     0.06       0.05                                     10.69       0.47 (5)      10       1.77 (6)      1.77 (6)      (1.77 )(6)      53  

I

    11.01       0.14       (0.33 )(8)      (0.19           (0.13                 (0.13     10.69       (1.70     82,726       1.20       0.92       1.33       53  

R3(9)

    10.64             0.05       0.05                                     10.69       0.47 (5)      10       1.47 (6)      1.47 (6)      (1.47 )(6)      53  

R4(9)

    10.64             0.05       0.05                                     10.69       0.47 (5)      10       1.17 (6)      1.17 (6)      (1.17 )(6)      53  

R5(9)

    10.64             0.05       0.05                                     10.69       0.47 (5)      10       0.89 (6)      0.89 (6)      (0.87 )(6)      53  

Y(9)

    10.64             0.05       0.05                                     10.69       0.47 (5)      10       0.78 (6)      0.78 (6)      (0.78 )(6)      53  

SDR

    11.02       0.16       (0.33 )(8)      (0.17           (0.15                 (0.15     10.70       (1.54     64,263       1.07       0.79       1.54       53  

For the Year Ended October 31, 2015

 

A

  $ 11.93     $ 0.05     $ (0.18   $ (0.13   $     $     $ (0.45   $     $ (0.45   $ 11.35       (1.08 )%    $ 3,921       1.38     1.17     0.46     45

I

    11.86       0.12       (0.23 )(8)      (0.11           (0.29     (0.45           (0.74     11.01       (0.89     104,237       1.19       0.95       1.02       45  

SDR(10)

    10.88       0.17       (0.03     0.14                                     11.02       1.29 (5)      54,747       1.09 (6)      0.81 (6)      1.78 (6)      45  

For the Year Ended October 31, 2014

 

A

  $ 12.11     $ 0.26     $ (0.22 )(8)    $ 0.04     $     $ (0.12   $ (0.10   $     $ (0.22   $ 11.93       0.30   $ 84,474       1.31     1.23     2.17     54

I

    12.04       0.29       (0.23 )(8)      0.06             (0.14     (0.10           (0.24     11.86       0.54       98,855       1.03       0.95       2.39       54  

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Schroders Securitized Income Fund  

For the Period Ended April 30, 2019 (Unaudited)(13)

 

A

  $ 10.00     $ 0.04     $ 0.01     $ 0.05     $     $ (0.03   $     $     $ (0.03   $ 10.02       0.54 %(5)    $ 3,520       1.61 %(6)(17)      0.89 %(6)(15)(18)      2.36 %(6)(16)      5

I

    10.00       0.04       0.02       0.06             (0.04                 (0.04     10.02       0.56 (5)      3,553       1.36 (6)(17)      0.77 (6)(15)(18)      2.48 (6)(16)      5  

Y

    10.00       0.04       0.02       0.06             (0.04                 (0.04     10.02       0.56 (5)      3,520       1.36 (6)(17)      0.76 (6)(15)(18)      2.48 (6)(16)      5  

F

    10.00       0.04       0.02       0.06             (0.04                 (0.04     10.02       0.56 (5)      2,512       1.36 (6)(17)      0.77 (6)(15)(18)      2.51 (6)(16)      5  

SDR

    10.00       0.04       0.02       0.06             (0.04                 (0.04     10.02       0.57 (5)      12,527       1.36 (6)(17)      0.76 (6)(15)(18)      2.48 (6)(16)      5  
Hartford Schroders Tax-Aware Bond Fund(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $   10.66     $   0.13     $ 0.51     $ 0.64     $   —     $   (0.12   $   (0.12   $   —     $   (0.24   $   11.06       6.07 %(5)    $ 24,417       0.86 %(6)      0.71 %(6)      2.33 %(6)      112

C

    10.65       0.08       0.51       0.59             (0.07     (0.12           (0.19     11.05       5.60 (5)      5,260       1.61 (6)      1.54 (6)      1.50 (6)      112  

I

    10.67       0.14       0.52       0.66             (0.14     (0.12           (0.26     11.07       6.19 (5)        127,934       0.63 (6)      0.47 (6)      2.57 (6)      112  

Y

    10.67       0.14       0.51       0.65             (0.13     (0.12           (0.25     11.07       6.18 (5)      197       0.56 (6)      0.49 (6)      2.55 (6)      112  

F

    10.67       0.14       0.52       0.66             (0.14     (0.12           (0.26     11.07       6.20 (5)      12,698       0.54 (6)      0.46 (6)      2.58 (6)      112  

SDR

    10.66       0.14       0.52       0.66             (0.14     (0.12           (0.26     11.06       6.20 (5)      63,232       0.54 (6)      0.46 (6)      2.58 (6)      112  

For the Year Ended October 31, 2018

 

A

  $ 11.08     $ 0.23     $   (0.42   $ (0.19   $     $ (0.22   $ (0.01   $     $ (0.23   $ 10.66       (1.77 )%    $ 25,186       0.86     0.71     2.07     161

C

    11.07       0.14       (0.43     (0.29           (0.12     (0.01           (0.13     10.65       (2.64     4,819       1.62       1.53       1.24       161  

I

    11.10       0.25       (0.42     (0.17           (0.25     (0.01           (0.26     10.67       (1.59     120,282       0.62       0.46       2.31       161  

Y

    11.10       0.25       (0.43     (0.18           (0.24     (0.01           (0.25     10.67       (1.63     214       0.57       0.48       2.30       161  

F

    11.10       0.26       (0.44     (0.18           (0.24     (0.01           (0.25     10.67       (1.60     8,689       0.55       0.46       2.36       161  

SDR

    11.09       0.25       (0.43     (0.18           (0.24     (0.01           (0.25     10.66       (1.60     59,590       0.55       0.46       2.30       161  

For the Year Ended October 31, 2017

 

A

  $ 11.19     $ 0.20     $ (0.07   $ 0.13     $     $ (0.20   $ (0.04   $     $ (0.24   $ 11.08       1.20   $ 22,948       0.86     0.71     1.83     72

C

    11.20       0.11       (0.07     0.04             (0.13     (0.04           (0.17     11.07       0.40       4,712       1.58       1.50       0.96       72  

I

    11.21       0.23       (0.07     0.16             (0.23     (0.04           (0.27     11.10       1.45       147,851       0.58       0.46       2.10       72  

Y

    11.20       0.23       (0.07     0.16             (0.22     (0.04           (0.26     11.10       1.53       10       0.54       0.46       2.08       72  

F(7)

    10.93       0.14       0.17       0.31             (0.14                 (0.14     11.10       2.85 (5)      2,377       0.53 (6)      0.46 (6)      1.96 (6)      72  

SDR

    11.20       0.23       (0.07     0.16             (0.23     (0.04           (0.27     11.09       1.46       70,615       0.54       0.46       2.12       72  

For the Year Ended October 31, 2016

 

A

  $ 10.84     $ 0.25     $ 0.35     $ 0.60     $     $ (0.25   $     $     $ (0.25   $ 11.19       5.61   $ 8,648       0.90     0.70     2.22     42

C(9)

    11.23             (0.01     (0.01           (0.02                 (0.02     11.20       (0.10 )(5)      10       1.46 (6)      1.45 (6)      1.47 (6)      42  

I

    10.84       0.28       0.37       0.65             (0.28                 (0.28     11.21       6.02       82,088       0.66       0.45       2.55       42  

Y(9)

    11.23       0.01       (0.02     (0.01           (0.02                 (0.02     11.20       (0.08 )(5)      10       0.46 (6)      0.45 (6)      2.56 (6)      42  

SDR(9)

    11.23       0.01       (0.02     (0.01           (0.02                 (0.02     11.20       (0.08 )(5)      66,275       0.47 (6)      0.46 (6)      4.71 (6)      42  

For the Year Ended October 31, 2015

 

A

  $ 10.93     $ 0.25     $ (0.10   $ 0.15     $     $ (0.24   $     $     $ (0.24   $ 10.84       1.42 %(5)    $ 1,039       1.01 %(6)      0.71 %(6)      2.77 %(6)      36

I

    11.09       0.32       (0.10     0.22             (0.32     (0.15           (0.47     10.84       2.00       105,036       0.70       0.46       2.93       36  

For the Year Ended October 31, 2014

 

I

    10.20       0.36       1.01       1.37             (0.36     (0.12           (0.48     11.09       13.85       96,342       0.68       0.46       3.45       27  

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 25.55     $ 0.02     $ 1.54     $ 1.56     $     $ (0.01   $ (2.25   $     $ (2.26   $ 24.85       7.58 %(5)    $ 17,799       1.41 %(6)      1.34 %(6)      0.21 %(6)      21

C

    26.20       (0.06     1.57       1.51                   (2.25           (2.25     25.46       7.19 (5)      6,943       2.18 (6)      2.10 (6)      (0.53 )(6)      21  

I

    26.71       0.06       1.61       1.67             (0.06     (2.25           (2.31     26.07       7.75 (5)      114,245       1.11 (6)      1.05 (6)      0.52 (6)      21  

R3

    26.53       (0.01     1.60       1.59                   (2.25           (2.25     25.87       7.41 (5)      172       1.66 (6)      1.55 (6)      (0.05 )(6)      21  

R4

    26.68       0.02       1.63       1.65             (0.04     (2.25           (2.29     26.04       7.65 (5)      127       1.31 (6)      1.18 (6)      0.16 (6)      21  

R5

    26.70       0.06       1.60       1.66             (0.06     (2.25           (2.31     26.05       7.71 (5)      30       1.11 (6)      1.04 (6)      0.51 (6)      21  

Y

    26.73       0.08       1.60       1.68             (0.09     (2.25           (2.34     26.07       7.78 (5)      24,583       1.02 (6)      0.95 (6)      0.61 (6)      21  

F

    26.74       0.08       1.60       1.68             (0.09     (2.25           (2.34     26.08       7.77 (5)      3,147       1.02 (6)      0.95 (6)      0.62 (6)      21  

SDR

    26.78       0.08       1.59       1.67             (0.09     (2.25           (2.34     26.11       7.75 (5)      10,995       1.02 (6)      0.95 (6)      0.63 (6)      21  

For the Year Ended October 31, 2018

 

A

  $ 27.97     $ (0.02   $   (0.04   $   (0.06   $   —     $     $ (2.36   $     $ (2.36   $ 25.55       (0.34 )%    $ 13,976       1.43     1.34     (0.08 )%      42

C

    28.82       (0.23     (0.03     (0.26                 (2.36           (2.36     26.20       (1.08     6,892       2.18       2.09       (0.84     42  

I

    29.14       0.07       (0.05     0.02             (0.09     (2.36           (2.45     26.71       (0.05       109,710       1.12       1.04       0.25       42  

R3

    29.06       (0.08     (0.05     (0.13           (0.04     (2.36           (2.40     26.53       (0.58     66       1.75       1.58       (0.30     42  

R4

    29.08       0.04       (0.04                 (0.04     (2.36           (2.40     26.68       (0.11     11       1.45       1.13       0.12       42  

R5

    29.11       0.07       (0.05     0.02             (0.07     (2.36           (2.43     26.70       (0.02     19       1.15       1.05       0.23       42  

Y

    29.14       0.09       (0.05     0.04             (0.09     (2.36           (2.45     26.73       0.03       23,507       1.03       0.95       0.33       42  

F

    29.15       0.08       (0.04     0.04             (0.09     (2.36           (2.45     26.74       0.04       2,841       1.03       0.95       0.30       42  

SDR

    29.19       0.13       (0.08     0.05             (0.10     (2.36           (2.46     26.78       0.07       10,952       1.03       0.95       0.44       42  

For the Year Ended October 31, 2017

 

A

  $   23.78     $   (0.07   $ 5.71     $ 5.64     $     $   (0.07   $   (1.38   $   —     $   (1.45   $   27.97       24.43   $ 17,379       1.41     1.35     (0.25 )%      69

C

    24.66       (0.27     5.90       5.63             (0.09     (1.38           (1.47     28.82       23.50       4,426       2.14       2.08       (1.00     69  

I

    24.67       0.05       5.90       5.95             (0.10     (1.38           (1.48     29.14       24.85       124,651       1.05       1.00       0.20       69  

R3

    24.67       (0.07     5.91       5.84             (0.07     (1.38           (1.45     29.06       24.36       54       1.76       1.38       (0.27     69  

R4

    24.67       (0.01     5.88       5.87             (0.08     (1.38           (1.46     29.08       24.51       11       1.46       1.22       (0.03     69  

R5

    24.67       0.04       5.88       5.92             (0.10     (1.38           (1.48     29.11       24.72       20       1.25       1.05       0.13       69  

Y

    24.67       (0.05     6.00       5.95             (0.10     (1.38           (1.48     29.14       24.86       26,227       1.04       0.95       (0.17     69  

F(7)

    26.78       0.02       2.35       2.37                                     29.15       8.85 (5)      1,256       1.00 (6)      0.96 (6)      0.10 (6)      69  

SDR

    24.71       0.05       5.91       5.96             (0.10     (1.38           (1.48     29.19       24.86       32,525       1.00       0.95       0.17       69  

For the Year Ended October 31, 2016

 

A

  $ 24.46     $ 0.03     $ 1.14 (8)    $ 1.17     $     $     $ (1.85   $     $ (1.85   $ 23.78       5.33   $ 2,579       1.65     1.41     0.12     51

C(9)

    24.96       (0.01     (0.29     (0.30                                   24.66       (1.20 )(5)      10       1.90 (6)      1.90 (6)      (1.70 )(6)      51  

I

    25.25       0.08       1.19 (8)      1.27                   (1.85           (1.85     24.67       5.58       113,072       1.41       1.16       0.33       51  

R3(9)

    24.96       (0.01     (0.28     (0.29                                   24.67       (1.16 )(5)      10       1.59 (6)      1.59 (6)      (1.39 )(6)      51  

R4(9)

    24.96             (0.29     (0.29                                   24.67       (1.16 )(5)      10       1.31 (6)      1.31 (6)      (1.10 )(6)      51  

R5(9)

    24.96             (0.29     (0.29                                   24.67       (1.16 )(5)      10       1.02 (6)      1.02 (6)      (0.80 )(6)      51  

Y(9)

    24.96             (0.29     (0.29                                   24.67       (1.16 )(5)      10       0.91 (6)      0.91 (6)      (0.70 )(6)      51  

SDR

    25.25       0.12       1.19 (8)      1.31                   (1.85           (1.85     24.71       5.74       6,806       1.26       1.02       0.50       51  

For the Year Ended October 31, 2015

 

A

  $ 26.66     $ (0.11   $ 0.93     $ 0.82     $     $     $ (3.02   $     $ (3.02   $ 24.46       3.50   $ 937       1.66     1.58     (0.46 )%      49

I

    27.36       (0.05     0.96 (8)      0.91                   (3.02           (3.02     25.25       3.76       128,250       1.39       1.31       (0.18     49  

SDR(14)

    23.83       (0.02     1.44       1.42                                     25.25       5.96 (5)      21       1.90 (6)      1.05 (6)      (0.95 )(6)      49  

For the Year Ended October 31, 2014

 

A

  $ 29.09     $ (0.13   $ 2.34     $ 2.21     $     $     $ (4.64   $     $ (4.64   $ 26.66       9.17   $ 856       1.59     1.59     (0.48 )%      66

I

    29.65       (0.04     2.40 (8)      2.36             (0.01     (4.64           (4.65     27.36       9.57       138,855       1.24       1.24       (0.13     66  

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Other
Capital
    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/Mid Cap Opportunities Fund(4)  

For the Six-Month Period Ended April 30, 2019 (Unaudited)

 

A

  $ 13.68     $ 0.02     $ 1.11     $ 1.13     $     $     $ (0.27   $     $ (0.27   $ 14.54       8.61 %(5)    $ 91,882       1.26 %(6)      1.26 %(6)      0.32 %(6)      18

C

    13.97       (0.03     1.14       1.11                   (0.28           (0.28     14.80       8.29 (5)      66,803       2.01 (6)      2.01 (6)      (0.43 )(6)      18  

I

    14.24       0.04       1.16       1.20             (0.04     (0.27           (0.31     15.13       8.82 (5)      601,386       1.00 (6)      1.00 (6)      0.60 (6)      18  

R3

    14.09             1.16       1.16                   (0.28           (0.28     14.97       8.50 (5)      1,582       1.52 (6)      1.52 (6)      (6)      18  

R4

    14.17       0.02       1.17       1.19             (0.02     (0.28           (0.30     15.06       8.70 (5)      918       1.29 (6)      1.29 (6)      0.29 (6)      18  

R5

    14.24       0.04       1.17       1.21             (0.05     (0.28           (0.33     15.12       8.86 (5)      3,278       0.93 (6)      0.93 (6)      0.63 (6)      18  

Y

    14.24       0.05       1.17       1.22             (0.05     (0.28           (0.33     15.13       8.91 (5)      117,681       0.91 (6)      0.91 (6)      0.66 (6)      18  

F

    14.25       0.05       1.16       1.21             (0.05     (0.27           (0.32     15.14       8.92 (5)      62,929       0.86 (6)      0.86 (6)      0.69 (6)      18  

SDR

    14.28       0.05       1.15       1.20             (0.05     (0.27           (0.32     15.16       8.83 (5)      71,980       0.88 (6)      0.88 (6)      0.68 (6)      18  

For the Year Ended October 31, 2018

 

A

  $   13.97     $ 0.01     $ (0.10   $ (0.09   $     $     $ (0.20   $     $ (0.20   $ 13.68       (0.66 )%    $ 96,491       1.26     1.25     0.05     37

C

    14.37         (0.11       (0.09       (0.20       —             (0.20           (0.20     13.97       (1.49     67,037       2.02       2.01       (0.72     37  

I

    14.52       0.05       (0.11     (0.06             (0.02       (0.20       —         (0.22       14.24       (0.44       648,971       0.99       0.98       0.31       37  

R3

    14.43       (0.05     (0.09     (0.14                 (0.20           (0.20     14.09       (1.06     950       1.63       1.60       (0.31     37  

R4

    14.48             (0.10     (0.10           (0.01     (0.20           (0.21     14.17       (0.74     775       1.33       1.30       (0.03     37  

R5

    14.51       0.04       (0.09     (0.05           (0.02     (0.20           (0.22     14.24       (0.42     1,864       1.03       1.00       0.26       37  

Y

    14.53       0.04       (0.10     (0.06           (0.03     (0.20           (0.23     14.24       (0.46     108,680       0.96       0.94       0.25       37  

F

    14.53       0.06       (0.11     (0.05           (0.03     (0.20           (0.23     14.25       (0.37     45,449       0.91       0.90       0.38       37  

SDR

    14.56       0.06       (0.11     (0.05           (0.03     (0.20           (0.23     14.28       (0.37     57,898       0.91       0.90       0.38       37  

For the Year Ended October 31, 2017

 

A

  $ 11.98     $ (0.02   $ 2.22     $ 2.20     $     $ (0.02   $ (0.19   $     $ (0.21   $ 13.97       18.57   $ 116,594       1.28     1.27     (0.12 )%      54

C

    12.41       (0.13     2.31       2.18             (0.03     (0.19           (0.22     14.37       17.75       48,121       2.04       2.02       (0.94     54  

I

    12.42       0.02       2.30       2.32             (0.03     (0.19           (0.22     14.52       18.91       620,850       1.02       1.01       0.15       54  

R3

    12.41       (0.07     2.30       2.23             (0.02     (0.19           (0.21     14.43       18.28       425       1.64       1.60       (0.49     54  

R4

    12.42       (0.04     2.31       2.27             (0.02     (0.19           (0.21     14.48       18.52       274       1.39       1.30       (0.28     54  

R5

    12.42       0.02       2.29       2.31             (0.03     (0.19           (0.22     14.51       18.82       56       1.14       1.00       0.18       54  

Y

    12.42       0.02       2.31       2.33             (0.03     (0.19           (0.22     14.53       19.00       11,479       0.96       0.94       0.16       54  

F(7)

    13.63       0.01       0.89       0.90                                     14.53       6.60 (5)      8,436       0.91 (6)      0.90 (6)      0.14 (6)      54  

SDR

    12.44       0.03       2.31       2.34             (0.03     (0.19           (0.22     14.56       19.06       21,490       0.91       0.90       0.24       54  

For the Year Ended October 31, 2016

 

A

  $ 12.36     $ 0.02     $ 0.89 (8)    $ 0.91     $     $     $ (1.29   $     $ (1.29   $ 11.98       8.40   $ 32,399       1.67     1.26     0.15     72

C(9)

    12.49       (0.01     (0.07     (0.08                                   12.41       (0.64 )(5)      10       1.86 (6)      1.86 (6)      (1.49 )(6)      72  

I

    12.74       0.05       0.92 (8)      0.97                   (1.29           (1.29     12.42       8.68       177,197       1.44       1.01       0.45       72  

R3(9)

    12.49             (0.08     (0.08                                   12.41       (0.64 )(5)      10       1.54 (6)      1.54 (6)      (1.18 )(6)      72  

R4(9)

    12.49             (0.07     (0.07                                   12.42       (0.56 )(5)      10       1.25 (6)      1.25 (6)      (0.89 )(6)      72  

R5(9)

    12.49             (0.07     (0.07                                   12.42       (0.56 )(5)      10       0.97 (6)      0.97 (6)      (0.57 )(6)      72  

Y(9)

    12.49             (0.07     (0.07                                   12.42       (0.56 )(5)      10       0.86 (6)      0.86 (6)      (0.49 )(6)      72  

SDR

    12.76       0.06       0.92 (8)      0.98             (0.01     (1.29           (1.30     12.44       8.77       5,111       1.33       0.88       0.47       72  

For the Year Ended October 31, 2015

 

A

  $ 13.56     $ (0.03   $ 0.85 (8)    $ 0.82     $     $     $ (2.02   $     $ (2.02   $ 12.36       7.00   $ 5,541       1.85     1.30     (0.21 )%      56

I

    13.89       0.01       0.86 (8)      0.87                   (2.02           (2.02     12.74       7.23       50,126       1.60       1.05       0.05       56  

SDR(10)

    12.36             0.40       0.40                                     12.76       3.24 (5)      1,935       1.51 (6)      0.90 (6)      0.03 (6)      56  

For the Year Ended October 31, 2014

 

A

  $ 15.12     $ (0.03   $ 1.57 (8)    $ 1.54     $     $     $ (3.10   $     $ (3.10   $ 13.56       12.65   $ 5,756       1.63     1.30     (0.25 )%      62

I

    15.39             1.61       1.61             (0.01     (3.10           (3.11     13.89       12.97       59,840       1.38       1.05             62  

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

 

(1)

Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

(2) 

Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

(3) 

Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

(4) 

Prior to October 24, 2016 this Fund operated under a different name. Effective before the opening of business on October 24, 2016, the Advisor, Investor, and R6 share classes were redesignated as Class A, I, and SDR, respectively.

(5) 

Not annualized.

(6)

Annualized.

(7)

Commenced operations on February 28, 2017.

(8)

Includes redemption fees. Amount was less than $0.01 per share.

(9)

Commenced operations on October 24, 2016.

(10)

Commenced operations on December 30, 2014.

(11)

Commenced operations on December 19, 2014.

(12)

Commenced operations on June 23, 2014.

(13)

Commenced operations on February 28, 2019.

(14)

Commenced operations on September 28, 2015.

(15) 

The ratio of expenses after adjustments to average net assets excluding interest expense for the period February 28, 2019 through April 30, 2019 was 0.82%, 0.70%, 0.69%, 0.70% and 0.69% for Class A, Class I, Class Y, Class F and Class SDR, respectively. This includes the impact of certain non-contractual waivers.

(16) 

The ratio of net investment income to average net assets excluding interest expense for the period February 28, 2019 through April 30, 2019 was 2.43%, 2.55%, 2.55%, 2.58% and 2.55% for Class A, Class I, Class Y, Class F and Class SDR, respectively.

(17) 

The ratio of expenses before adjustments to average net assets excluding interest expense for the period February 28, 2019 through April 30, 2019 was 1.54%, 1.29%, 1.29%, 1.29% and 1.29% for Class A, Class I, Class Y, Class F and Class SDR, respectively.

(18) 

Includes the impact of certain non-contractual waivers. Please see the fee table in the Fund’s prospectus for the Fund’s estimated total annual fund operating expenses (before and after contractual waivers and/or reimbursements).

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


Hartford Schroders Funds

Notes to Financial Statements

April 30, 2019 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of twelve series, as of April 30, 2019. 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 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 Global Strategic Bond Fund (the “Global Strategic Bond Fund”)

Hartford Schroders International Multi-Cap Value Fund (the “International Multi-Cap Value Fund”)

Hartford Schroders International Stock Fund (the “International Stock Fund”)

Hartford Schroders Securitized Income Fund (the “Securitized Income Fund”)

Hartford Schroders Tax-Aware Bond Fund (the “Tax-Aware Bond Fund”)

Hartford Schroders US Small Cap Opportunities Fund (the “US Small Cap Opportunities Fund”)

Hartford Schroders US Small/Mid Cap Opportunities Fund (the “US Small/Mid Cap Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund, are a diversified open-end management investment company. Each of Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund are a non-diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification-Topic 946, “Financial Services – Investment Companies”.

The Securitized Income Fund commenced operations on February 28, 2019. Each Fund has registered for sale Class A, Class I, Class Y, Class F and Class SDR shares. In addition, each Fund, except Securitized Income Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Each Fund, except Securitized Income Fund, has also registered for sale Class C shares. Class A shares of each Fund, except Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund, Securitized Income Fund and Tax-Aware Bond Fund, are sold with a front-end sales charge of up to 5.50%. Class A shares of Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund and Tax-Aware Bond Fund are sold with a front-end sales charge of up to 4.50%. Class A shares of Securitized Income Fund are sold with a front-end sales charge up to 3.00%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, Y, F and SDR shares do not have a sales charge. Emerging Markets Equity Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

 

2.

Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open. Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of the Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the

 

 

  66  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

   

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

   

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

   

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

 

 

  67  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

  structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-advisers, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

 

  c)

Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d)

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which a Fund invests. A Fund may also be subject to taxes withheld on foreign dividends 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 realized gain on investments in these securities, if applicable.

 

  e)

Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f)

Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  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.

 

 

  68  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

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 Emerging Markets Equity Fund, International Stock Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Global Strategic Bond Fund, Securitized Income Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.

 

3.

Securities and Other Investments:

 

  a)

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

  b)

Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2019.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2019.

 

  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 April 30, 2019.

 

  d)

Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2019.

 

 

  69  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

4.

Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a)

Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2019, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic 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 amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2019, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund, Securitized Income Fund and Tax-Aware Bond Fund had used Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“OTC”) options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

 

 

  70  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

During the six-month period ended April 30, 2019, Global Strategic Bond Fund had used Options Contracts.

 

  d)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

 

 

  71  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2019, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund had used Credit Default Swaps.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2019, Global Strategic Bond Fund had used Interest Rate Swaps.

 

  e)

Repurchase and Reverse 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. A reverse repurchase agreement is a term used to describe the opposite side of a repurchase transaction. The party that purchases and later resells a security is said to perform a repurchase; the other party, that sells and later repurchases a security is said to perform a reverse repurchase. A Fund is permitted to enter into fully collateralized repurchase agreements. The Company’s Board of Directors has delegated to the sub-adviser the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Fund will engage in repurchase agreements. The sub-adviser 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 if the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If the 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. The use of reverse repurchase agreements may increase the possibility of fluctuation in the Fund’s net asset value.

For the period February 28, 2019 (commencement of operations) through April 30, 2019, the Securitized Income Fund had used Reverse Repurchase Agreements.

For the period February 28, 2019 (commencement of operations) through April 30, 2019, the Securitized Income Fund had an outstanding reverse repurchase agreement balance for 46 days. The average amount of borrowings was $511,668 and the annualized weighted average interest rate was 3.04% during the 61 day period since inception.

The following table summarizes open reverse repurchase agreements by counterparty which are subject to offset under a master repurchase agreement (“MRA”) and net of the related collateral received/pledged by the Fund as of April 30, 2019.

 

Counterparty

   Reverse
Repurchase
Agreement
     Collateral
Pledged1
     Net Amount2  

JP Morgan Chase Bank

   $ 5,019,399      $ 5,019,399      $  
  

 

 

    

 

 

    

 

 

 
   $ 5,019,399      $     5,019,399      $     —  
  

 

 

    

 

 

    

 

 

 

 

  1 

Collateral with a value of $5,636,758 has been pledged in connection with open reverse repurchase agreements. In some instances, the actual collateral pledged may be more than the amount shown here due to overcollateralization.

  2 

Net amount represents the net amount payable due to the counterparty in the event of default.

 

 

  72  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

  f)

Additional Derivative Instrument Information:

Emerging Markets Equity Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019

 

     Risk Exposure Category  
     Interest Rate

Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                   

Net realized gain (loss) on foreign currency contracts

   $     —      $     (1,100   $     —      $     —      $     —      $     —      $     (1,100
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     (1,100   $      $      $      $      $     (1,100
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Emerging Markets Multi-Sector Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 787,990      $      $      $      $      $ 787,990  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 787,990      $     —      $     —      $     —      $     —      $ 787,990  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 1,047,054      $      $      $      $      $ 1,047,054  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     1,047,054      $     —      $     —      $     —      $     —      $     1,047,054  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                  

Net realized gain (loss) on futures contracts

   $ 42,392      $     $     $      $      $      $ 42,392  

Net realized gain (loss) on swap contracts

                  224,935                            224,935  

Net realized gain (loss) on foreign currency contracts

            85,684                                  85,684  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     42,392      $ 85,684     $     224,935     $     —      $     —      $     —      $ 353,011  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $      $     $ (30,358   $      $      $      $ (30,358

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (738,233                                (738,233
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     (738,233   $ (30,358   $      $      $      $     (768,591
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     22  

Swap Contracts at Notional Amount

   $     14,273,333  

Foreign Currency Contracts Purchased at Contract Amount

   $     53,160,398  

Foreign Currency Contracts Sold at Contract Amount

   $     47,745,395  

 

 

  73  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Global Strategic Bond Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019:

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

             

Net realized gain (loss) on purchased options contracts

  $ (25,011   $     (1,079,125   $     $     $     $     $ (1,104,136

Net realized gain (loss) on futures contracts

    (945,666                                   (945,666

Net realized gain (loss) on written options contracts

          459,087                               459,087  

Net realized gain (loss) on swap contracts

    (419,102           (116,859                       (535,961

Net realized gain (loss) on foreign currency contracts

          870,755                               870,755  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (1,389,779   $ 250,717     $     (116,859   $     —     $     —     $     —     $     (1,255,921
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

             

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ (60,762   $ 290,830     $     $     $     $     $     230,068  

Net change in unrealized appreciation (depreciation) of futures contracts

    (123,157                                   (123,157

Net change in unrealized appreciation (depreciation) of written options contracts

    175       (34,596                                 (34,421

Net change in unrealized appreciation (depreciation) of swap contracts

    23,559                 (29,550         —           —           —       (5,991

Net change in unrealized appreciation (depreciation) of foreign currency contracts

              (130,793                             (130,793
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (160,185   $ 125,441     $ (29,550   $     $     $     $ (64,294
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     18,055,758  

Futures Contracts Long at Number of Contracts

     165  

Futures Contracts Short at Number of Contracts

     (489

Written Options Contracts at Number of Contracts

         (15,070,667

Swap Contracts at Notional Amount

   $ 86,973,270  

Foreign Currency Contracts Purchased at Contract Amount

   $ 48,987,399  

Foreign Currency Contracts Sold at Contract Amount

   $ 62,624,001  

International Multi-Cap Value Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 3,195,530      $      $      $ 3,195,530  

Unrealized appreciation on foreign currency contracts

            215,838                                    215,838  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     215,838      $     —      $     3,195,530      $     —      $     —      $     3,411,368  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  74  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

International Multi-Cap Value Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                   

Net realized gain (loss) on futures contracts

   $      $     $      $ 812,008      $      $      $ 812,008  

Net realized gain (loss) on foreign currency contracts

            (2,189,485                                 (2,189,485
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     (2,189,485   $     —      $ 812,008      $      $      $     (1,377,477
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $     $      $ 4,297,369      $      $      $ 4,297,369  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            1,159,544                                   1,159,544  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 1,159,544     $      $     4,297,369      $     —      $     —      $ 5,456,913  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     618  

Foreign Currency Contracts Purchased at Contract Amount

   $ 11,697,868  

Foreign Currency Contracts Sold at Contract Amount

   $     18,231,026  

 

  (1) 

Amount represents the cumulative appreciation (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.

Securitized Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $ 19,417      $      $      $      $      $ 19,417  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     19,417      $      $      $      $      $ 19,417  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 22,807      $      $      $      $      $      $ 22,807  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     22,807      $      $     —      $     —      $     —      $     —      $     22,807  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                   

Net realized gain (loss) on futures contracts

   $ (10,188   $ 15,751      $      $      $      $      $ 5,563  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (10,188   $     15,751      $     —      $     —      $     —      $     —      $     5,563  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (22,807   $ 19,417      $      $      $      $      $ (3,390
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (22,807   $ 19,417      $      $      $      $      $ (3,390
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  75  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Securitized Income Fund – (continued)

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     6  

Futures Contracts Short at Number of Contracts

     (86

 

  (1) 

Amount represents the cumulative appreciation (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.

Tax-Aware Bond Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2019:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                   

Net realized gain (loss) on futures contracts

   $     108,468     $      $      $      $      $      $ 108,468  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     108,468     $     —      $     —      $     —      $     —      $     —      $     108,468  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (3,631   $      $      $      $      $      $ (3,631
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (3,631   $      $      $      $      $      $ (3,631
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     28  

 

  g)

Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present a Fund’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by a Fund as of April 30, 2019:

Emerging Markets Multi-Sector Bond Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 787,990      $ (1,047,054
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     787,990        (1,047,054
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     787,990      $     (1,047,054
  

 

 

    

 

 

 

 

 

  76  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Emerging Markets Multi-Sector Bond Fund – (continued)

 

 

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

   $ 87,021      $ (87,021   $      $      $  

JP Morgan Chase & Co.

     520,490        (305,821                   214,669  

UBS AG

     180,479        (180,479                    
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     787,990      $     (573,321   $     —      $     —      $     214,669  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $ (487,046   $ 87,021      $      $ 399,768      $ (257

JP Morgan Chase & Co.

     (305,821     305,821                       

UBS AG

     (254,187     180,479               73,708         
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,047,054   $     573,321      $     —      $     473,476      $     (257
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Multi-Cap Value Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 215,838     $  

Futures contracts

     3,195,530        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,411,368        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (3,195,530         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 215,838     $  
  

 

 

   

 

 

 

International Multi-Cap Value Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $     215,838      $     —      $     —      $     —      $     215,838  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Securitized Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 19,417     $ (22,807
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     19,417           (22,807
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (19,417     22,807  
  

 

 

   

 

 

 

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.

 

 

  77  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

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, 2019. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. At October 31, 2018 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Short-Term
Capital Loss
Carryforward
with No Expiration
    Long-Term
Capital Loss
Carryforward
with No Expiration
 

Emerging Markets Equity Fund

   $     187,268,896     $     59,890,011  

Emerging Markets Multi-Sector Bond Fund

     6,939,597     87,711

Global Strategic Bond Fund

     2,287,115       2,040,978  

 

  *

Future utilization of losses are subject to limitation under current tax laws.

The International Multi-Cap Value Fund, International Stock Fund, Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2018.

During the year ended October 31, 2018, Global Strategic Bond Fund and International Stock Fund utilized $1,493,027 and $5,551,345 of prior year capital loss carryforwards, respectively.

 

 

  78  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

  c)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2019 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation/
(Depreciation)
 

Emerging Markets Equity Fund

   $ 2,991,781,993      $ 839,654,785      $ (80,348,068   $ 759,306,717  

Emerging Markets Multi-Sector Bond Fund

     109,664,537        3,396,729        (3,108,580     288,149  

International Multi-Cap Value Fund

         2,202,149,567            106,719,877            (141,363,998         (34,644,121

International Stock Fund

     316,591,459        42,481,865        (5,948,239     36,533,626  

Securitized Income Fund

     30,456,230        97,158        (82,205     14,953  

Tax-Aware Bond Fund

     223,564,912        6,015,919        (51,571     5,964,348  

US Small Cap Opportunities Fund

     145,303,225        43,008,386        (6,611,828     36,396,558  

US Small/Mid Cap Opportunities Fund

     883,947,508        171,344,498        (41,313,271     130,031,227  

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. SIMNA Ltd. also performs daily investment of the assets for each of Emerging Markets Equity Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund and International Stock Fund. Each Fund pays a fee to HFMC, a portion of which may be used to compensate SIMNA.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2019; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Equity Fund

  

1.050% on first $1 billion and;

  

1.000% on next $4 billion and;

  

0.990% on next $5 billion and;

  

0.985% over $10 billion

Emerging Markets Multi-Sector Bond Fund

  

0.700% on first $1 billion and;

  

0.650% on next $4 billion and;

  

0.640% on next $5 billion and;

  

0.635% over $10 billion

Global Strategic Bond Fund

  

0.660% on first $1 billion and;

  

0.580% on next $4 billion and;

  

0.555% on next $5 billion and;

  

0.545% over $10 billion

International Multi-Cap Value Fund

  

0.720% on first $1 billion and;

  

0.680% on next $4 billion and;

  

0.675% on next $5 billion and;

  

0.670% over $10 billion

International Stock Fund

  

0.670% on first $1 billion and;

  

0.650% on next $4 billion and;

  

0.645% on next $5 billion and;

  

0.640% over $10 billion

Securitized Income Fund

  

0.650% on first $1 billion and;

  

0.600% over $1 billion

Tax-Aware Bond Fund

  

0.450% on first $1 billion and;

  

0.430% on next $4 billion and;

  

0.425% on next $5 billion and;

  

0.420% over $10 billion

US Small Cap Opportunities Fund

  

0.900% on first $1 billion and;

  

0.890% on next $4 billion and;

  

0.880% on next $5 billion and;

  

0.870% over $10 billion

US Small/Mid Cap Opportunities Fund

  

0.850% on first $1 billion and;

  

0.800% on next $4 billion and;

  

0.790% on next $5 billion and;

  

0.785% over $10 billion

 

 

  79  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

From November 1, 2018 through February 28, 2019, International Stock Fund paid the rate set forth below to HFMC for investment management services rendered. The rate was accrued daily and paid monthly based on the Fund’s average daily net assets.

 

International Stock Fund

  

0.750% on first $1 billion and;

  

0.700% on next $4 billion and;

  

0.690% on next $5 billion and;

  

0.685% over $10 billion

 

  b)

Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund,
International Stock Fund and Securitized Income Fund
 
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  
   
Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund        
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.014%  

next $3.5 billion and

     0.012%  

Amount over $7 billion

     0.010%  

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c)

Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2019, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 29, 2020 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  

Emerging Markets Multi-Sector Bond Fund

     1.15     1.90     0.90     1.45     1.15     0.85     0.85 %(1)      0.75     0.75

Global Strategic Bond Fund

     1.04     1.86     0.79     1.41     1.11     0.81     0.76     0.64     0.64

International Stock Fund

     1.15     1.95     0.85     1.45     1.15     0.85     0.85     0.75     0.75

Securitized Income Fund

     1.10     N/A       0.85     N/A       N/A       N/A       0.80     0.70     0.70

Tax-Aware Bond Fund

     0.71     1.59     0.49     N/A       N/A       N/A       0.56     0.46     0.46

US Small Cap Opportunities Fund

     1.35     2.10     1.10     1.65     1.35     1.05     1.05     0.95     0.95

 

  (1) 

HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, extraordinary expenses and acquired fund fees and expenses) to the extent necessary to maintain total annual fund operating expenses for Class Y shares of the Emerging Markets Multi-Sector Bond Fund as follows: 0.80% through May 31, 2019. For periods where multiple expense caps are in effect, the lower cap will apply.

From November 1, 2018 through February 28, 2019, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), 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  

Emerging Markets Equity Fund

     1.50     2.25     1.25     1.80     1.50     1.20     1.15     1.10     1.10

International Multi-Cap Value Fund

     1.15     1.97     0.90     1.52     1.22     0.92     0.87     0.75     0.75

International Stock Fund

     1.20     1.95     0.95     1.50     1.20     0.90     0.85     0.80     0.80

Tax-Aware Bond Fund

     0.71     1.59     0.46     N/A       N/A       N/A       0.54     0.46     0.46

US Small Cap Opportunities Fund

     1.35     2.10     1.10     1.65     1.35     1.05     1.00     0.95     0.95

US Small/Mid Cap Opportunities Fund

     1.30     2.05     1.05     1.60     1.30     1.00     0.95     0.90     0.90

 

  d)

Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2019, these amounts, if any, are included in the Statements of Operations.

 

 

  80  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Equity Fund

     1.42     2.15     1.23     1.71     1.48     1.17     1.08     1.07     1.07

Emerging Markets Multi-Sector Bond Fund

     1.13     1.90     0.83     0.98     0.92     0.85     0.76     0.75     0.75

Global Strategic Bond Fund

     0.91     1.64     0.51     0.76     0.72     0.68     0.63     0.58     0.58

International Multi-Cap Value Fund

     1.08     1.87     0.85     1.33     1.12     0.86     0.79     0.75     0.75

International Stock Fund

     1.11     1.86     0.83     1.13     0.97     0.87     0.83     0.77     0.78

Securitized Income Fund

     0.89     N/A       0.77     N/A       N/A       N/A       0.76     0.77     0.76

Tax-Aware Bond Fund

     0.71     1.54     0.47     N/A       N/A       N/A       0.49     0.46     0.46

US Small Cap Opportunities Fund

     1.34     2.10     1.05     1.55     1.18     1.04     0.95     0.95     0.95

US Small/Mid Cap Opportunities Fund

     1.26     2.01     1.00     1.52     1.29     0.93     0.91     0.86     0.88

 

  e)

Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2019, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Equity Fund

   $ 46,847      $ 3,870  

Emerging Markets Multi-Sector Bond Fund

     6        224  

Global Strategic Bond Fund

     3        12  

International Multi-Cap Value Fund

     260,778        17,056  

International Stock Fund

     195,117        770  

Securitized Income Fund

             

Tax-Aware Bond Fund

     25,240        525  

US Small Cap Opportunities Fund

     26,335        1,040  

US Small/Mid Cap Opportunities Fund

     119,729        4,423  

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, C, R3 and R4 shares. Under a Plan, Class A, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f)

Redemption Fees – Prior to October 24, 2016, certain Predecessor Funds (Schroder Emerging Market Equity Fund, Schroder International Alpha Fund, Schroder International Multi-Cap Value Fund, Schroder U.S. Opportunities Fund and Schroder U.S. Small and Mid Cap Opportunities Fund) generally imposed a 2.00% redemption fee on shares redeemed (including in connection with an exchange) two months or less from their date of purchase. These fees, which are not sales charges, were retained by the Predecessor Funds and not paid to Schroder Fund Advisors LLC (“SFA”), or any other entity. The redemption fees are included in the Statements of Changes in Net Assets under “Redemption fees,” and are included as part of “Paid-in-Capital” on the Statements of Assets and Liabilities. Subsequent to the reorganization, the Funds did not impose any redemption fees.

 

  g)

Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2019, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Equity Fund

   $ 1,738  

Emerging Markets Multi-Sector Bond Fund

     60  

Global Strategic Bond Fund

     34  

International Multi-Cap Value Fund

     1,051  

International Stock Fund

     127  

 

 

  81  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

Fund

   CCO Compensation
Paid by Fund
 

Securitized Income Fund

   $     —

Tax-Aware Bond Fund

     124  

US Small Cap Opportunities Fund

     100  

US Small/Mid Cap Opportunities Fund

     580  

 

  *

Rounds to less than $1.

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25  

Class C

     0.25  

Class I

     0.20  

Class Y

     0.06 %*   

Class R3

     0.22  

Class R4

     0.17  

Class R5

     0.12  

Class F

     0.004  

Class SDR

     0.004  

 

  *

Effective May 1, 2019, the Specified Amount for Class Y shares of all Funds is 0.11%.

Effective March 1, 2019, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to maintain the transfer agency fees as follows:

 

Fund

   Class Y  

International Multi-Cap Value Fund

     0.05

US Small/Mid Cap Opportunities Fund

     0.07

This contractual arrangement for each of these Funds will remain in effect until February 29, 2020 unless the Board of Directors approves its earlier termination.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2019, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Equity Fund

     0.10     0.08     0.16     0.22     0.17     0.11     0.02     0.00     0.00

Emerging Markets Multi-Sector Bond Fund

     0.13     0.25     0.08     0.22     0.17     0.11     0.01     0.00     0.00

Global Strategic Bond Fund

     0.19     0.22     0.18     0.18     0.14     0.10     0.05     0.00     0.00

International Multi-Cap Value Fund

     0.08     0.12     0.10     0.09     0.12     0.11     0.04     0.00     0.00

International Stock Fund

     0.08     0.08     0.05     0.10     0.09     0.10     0.05     0.00     0.00

Securitized Income Fund(1)

     0.00     N/A       0.00     N/A       N/A       N/A       0.00     0.00     0.00

Tax-Aware Bond Fund

     0.07     0.07     0.09     N/A       N/A       N/A       0.03     0.00     0.00

US Small Cap Opportunities Fund

     0.14     0.16     0.09     0.14     0.04     0.09     0.00     0.00     0.00

US Small/Mid Cap Opportunities Fund

     0.11     0.11     0.09     0.17     0.15     0.10     0.02     0.00     0.00

 

  (1) 

Seed capital in the Securitized Income Fund was excluded from transfer agency fee.

 

 

  82  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

8.

Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2019, the following Funds had securities on loan at market value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan(1)
     Cash
Collateral
     Non-Cash
Collateral(2)(3)
 

Emerging Markets Equity Fund

   $ 5,565,869      $ 5,958,080      $  

Emerging Markets Multi-Sector Bond Fund

     5,051,524        5,262,230         

International Multi-Cap Value Fund

     94,351,756        93,375,630        5,988,445  

International Stock Fund

         22,427,116            13,295,423            10,400,096  

US Small Cap Opportunities Fund

     2,837,473        2,958,762         

US Small/Mid Cap Opportunities Fund

     855,155        222,366        968,248  

 

  (1) 

It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

  (2) 

These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.

  (3) 

U.S. Government securities.

 

9.

Secured Borrowings:

The following tables reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2019.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Emerging Markets Equity Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 5,958,080      $      $      $      $ 5,958,080  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     5,958,080      $     —      $     —      $     —      $     5,958,080  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,958,080  
              

 

 

 
Emerging Markets Multi-Sector Bond Fund                                   

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 1,293,544      $      $      $      $ 1,293,544  

Foreign Government Obligations

     3,968,686                             3,968,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     5,262,230      $     —      $     —      $     —      $     5,262,230  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,262,230  
              

 

 

 
International Multi-Cap Value Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 93,375,630      $      $      $      $ 93,375,630  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     93,375,630      $     —      $     —      $     —      $ 93,375,630  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 93,375,630  
              

 

 

 
International Stock Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 13,295,423      $      $      $      $ 13,295,423  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     13,295,423      $     —      $     —      $     —      $     13,295,423  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 13,295,423  
              

 

 

 

 

 

  83  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Securitized Income Fund                                   

Reverse Repurchase Agreements

 

Asset & Commercial Mortgage Backed Securities

   $      $      $ 5,019,399      $      $ 5,019,399  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     —      $     —      $     5,019,399      $     —      $ 5,019,399  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for reverse repurchase agreements

 

   $ 5,019,399  
              

 

 

 
US Small Cap Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 2,958,761      $      $      $      $ 2,958,761  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     2,958,761      $     —      $     —      $     —      $     2,958,761  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,958,761  
              

 

 

 
US Small/Mid Cap Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 222,366      $      $      $      $ 222,366  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     222,366      $     —      $     —      $     —      $     222,366  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 222,366  
              

 

 

 

 

  (1)

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

10.

Affiliate Holdings:

As of April 30, 2019, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C      Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Equity Fund

                        14     9                        

Emerging Markets Multi-Sector Bond Fund

                        100     100     100                  

International Multi-Cap Value Fund

                        %*                               

International Stock Fund

                        17     34     24     %*             

Securitized Income Fund

     100     N/A        99     N/A       N/A       N/A       100     80      

Tax-Aware Bond Fund

                        N/A       N/A       N/A       5            

US Small Cap Opportunities Fund

                        7     9     39                  

US Small/Mid Cap Opportunities Fund

                                    %*                   

Percentage of Fund by Class:

 

Fund

   Class A     Class C      Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Equity Fund

                        %*      %*                         

Emerging Markets Multi-Sector Bond Fund

                        %*      %*      %*                   

International Multi-Cap Value Fund

                        %*                               

International Stock Fund

                        %*      %*      %*      %*             

Securitized Income Fund

     14     N/A        14     N/A       N/A       N/A       14     8      

Tax-Aware Bond Fund

                        N/A     N/A     N/A       %*             

US Small Cap Opportunities Fund

                        %*      %*      %*                   

US Small/Mid Cap Opportunities Fund

                                    %*                   

 

  *

Percentage rounds to zero.

As of April 30, 2019, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

Emerging Markets Equity Fund

     1

Emerging Markets Multi-Sector Bond Fund

     28

International Multi-Cap Value Fund

     3

 

  *

As of April 30, 2019, the affiliated funds of funds were invested in Class F shares.

 

 

  84  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

11.

Investment Transactions:

For the period ended April 30, 2019, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
    Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Equity Fund

   $ 829,620,015      $ 447,441,755     $      $      $ 829,620,015      $ 447,441,755  

Emerging Markets Multi-Sector Bond Fund

     123,124,990        132,758,127                     123,124,990        132,758,127  

Global Strategic Bond Fund

     20,808,052        74,888,551              726,431        20,808,052        75,614,982  

International Multi-Cap Value Fund

     1,083,979,392        1,002,583,200                     1,083,979,392        1,002,583,200  

International Stock Fund

     144,425,697        (570,277                   144,425,697        (570,277

Securitized Income Fund

     30,169,401        1,006,804                     30,169,401        1,006,804  

Tax-Aware Bond Fund

     57,396,460        113,097,589       183,879,340        123,511,599        241,275,800        236,609,188  

US Small Cap Opportunities Fund

     32,733,607        34,967,641                     32,733,607        34,967,641  

US Small/Mid Cap Opportunities Fund

     170,137,683        250,403,690                     170,137,683        250,403,690  

 

12.

Capital Share Transactions:

The following information is for the period ended April 30, 2019, and the year ended October 31, 2018:

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Emerging Markets Equity Fund                                    

Class A

                   

Shares Sold

       1,061,121        $ 15,485,390          1,351,701        $ 22,179,102  

Shares Issued for Reinvested Dividends

       34,398          474,696          19,652          324,655  

Shares Redeemed

       (542,282        (8,055,631        (1,361,715        (22,311,807
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       553,237          7,904,455          9,638          191,950  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       326,188        $ 4,693,000          397,185        $ 6,432,700  

Shares Issued for Reinvested Dividends

       3,391          46,251          1,164          19,052  

Shares Redeemed

       (89,075            (1,279,882        (105,020            (1,631,048
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       240,504          3,459,369          293,329          4,820,704  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       36,311,563        $ 536,845,446          50,652,325        $ 814,813,057  

Shares Issued for Reinvested Dividends

       516,573          7,113,215          376,940          6,211,965  

Shares Redeemed

       (27,964,843        (409,847,566        (41,674,889        (687,276,537
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,863,293          134,111,095          9,354,376          133,748,485  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       373        $ 5,506          5,636        $ 92,693  

Shares Issued for Reinvested Dividends

       57          787          14          237  

Shares Redeemed

       (1,259        (18,575                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (829        (12,282        5,650          92,930  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       5,099        $ 71,458          257,038        $ 3,790,255  

Shares Issued for Reinvested Dividends

       3,331          45,699          60          985  

Shares Redeemed

       (263,803        (3,641,639        (764        (11,085
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (255,373        (3,524,482        256,334          3,780,155  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       2,829        $ 42,171          50,381        $ 822,445  

Shares Issued for Reinvested Dividends

       458          6,306          7          113  

Shares Redeemed

       (1,088        (16,780        (16,767        (275,709
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,199          31,697          33,621          546,849  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       7,105,103        $ 102,619,818          3,981,181        $ 64,579,136  

Shares Issued for Reinvested Dividends

       117,355          1,617,151          33,693          555,933  

Shares Redeemed

       (1,722,052        (25,079,432        (1,293,384        (20,507,353
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,500,406          79,157,537          2,721,490          44,627,716  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  85  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Emerging Markets Equity Fund – (continued)                                    

Class F

                   

Shares Sold

       5,341,898        $ 80,023,142          9,323,032        $ 160,685,332  

Shares Issued for Reinvested Dividends

       181,969          2,503,890          25,086          413,171  

Shares Redeemed

       (2,341,816        (35,422,872        (996,887        (15,984,770
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,182,051          47,104,160          8,351,231          145,113,733  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       12,121,025        $ 178,025,403          29,358,587        $ 476,601,082  

Shares Issued for Reinvested Dividends

       906,907          12,506,249          364,477          6,013,870  

Shares Redeemed

       (5,230,927        (79,033,686        (7,382,271        (118,106,317
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,797,005          111,497,966          22,340,793          364,508,635  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       25,882,493        $ 379,729,515          43,366,462        $ 697,431,157  
    

 

 

      

 

 

      

 

 

      

 

 

 
Emerging Markets Multi-Sector Bond Fund                                    

Class A

                   

Shares Sold

       97,284        $ 888,925          402,216        $ 3,700,507  

Issued in Merger

                         281,979          2,506,424  

Shares Issued for Reinvested Dividends

       7,237          64,196          17,182          159,189  

Shares Redeemed

       (105,749        (958,905        (563,492        (5,084,030
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,228        (5,784        137,885          1,282,090  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       9,158        $ 82,773          45,422        $ 443,068  

Issued in Merger

                         1,988          17,583  

Shares Issued for Reinvested Dividends

       419          3,692          1,946          17,725  

Shares Redeemed

       (38,728        (342,045        (9,338        (84,441
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (29,151        (255,580        40,018          393,935  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,011,002        $ 9,084,450          3,324,341        $ 31,531,124  

Issued in Merger

                         2,872,206          25,494,558  

Shares Issued for Reinvested Dividends

       97,185          861,556          179,956          1,665,910  

Shares Redeemed

       (1,554,927            (13,755,222        (3,761,993            (34,197,414
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (446,740        (3,809,216        2,614,510          24,494,178  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Issued for Reinvested Dividends

       32        $ 286          179        $ 1,731  

Shares Redeemed

                         (2,600        (24,251
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       32          286          (2,421        (22,520
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Issued for Reinvested Dividends

       32        $ 286          81        $ 761  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       32          286          81          761  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Issued for Reinvested Dividends

       33        $ 292          83        $ 777  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       33          292          83          777  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       67,105        $ 600,060          93,767        $ 889,901  

Issued in Merger

                         1,138          10,099  

Shares Issued for Reinvested Dividends

       4,269          37,886          4,461          41,123  

Shares Redeemed

                         (1,118        (11,028
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       71,374          637,946          98,248          930,095  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       57,060        $ 500,436          3,208,154        $ 32,021,600  

Issued in Merger

                         1,141          10,124  

Shares Issued for Reinvested Dividends

       93,248          825,953          223,980          2,097,891  

Shares Redeemed

       (187,974        (1,694,299        (149,507        (1,346,346
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (37,666        (367,910        3,283,768          32,783,269  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       40,525        $ 361,597          1,095,892        $ 10,616,663  

Issued in Merger

                         150,691          1,338,890  

Shares Issued for Reinvested Dividends

       112,387          996,747          273,776          2,574,996  

Shares Redeemed

       (144,513        (1,312,487        (3,271,657        (29,597,161
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,399          45,857          (1,751,298            (15,066,612
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (434,915      $     (3,753,823        4,420,874        $ 44,795,973  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  86  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Global Strategic Bond Fund                                    

Class A

                   

Shares Sold

       3,682        $ 32,665          48,811        $ 446,997  

Shares Issued for Reinvested Dividends

       1,340          11,626          622          5,617  

Shares Redeemed

       (61,638        (542,822        (26,467        (241,161
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (56,616        (498,531        22,966          211,453  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

              $          5,264        $ 48,062  

Shares Issued for Reinvested Dividends

       115          998          36          325  

Shares Redeemed

       (6,526        (57,715                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (6,411        (56,717        5,300          48,387  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       11        $ 100          20,227        $ 186,789  

Shares Issued for Reinvested Dividends

       120          1,047          218          1,980  

Shares Redeemed

       (21,574        (192,757        (152        (1,387
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (21,443            (191,610        20,293          187,382  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Issued for Reinvested Dividends

       47        $ 408          12        $ 116  

Shares Redeemed

       (1,172        (10,259                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,125        (9,851        12          116  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Issued for Reinvested Dividends

       47        $ 409          13        $ 121  

Shares Redeemed

       (1,174        (10,283                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,127        (9,874        13          121  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Issued for Reinvested Dividends

       48        $ 420          14        $ 125  

Shares Redeemed

       (1,177        (10,298                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,129        (9,878        14          125  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Issued for Reinvested Dividends

       48        $ 420          14        $ 131  

Shares Redeemed

       (1,177        (10,328                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,129        (9,908        14          131  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Issued for Reinvested Dividends

       48        $ 421          14        $ 133  

Shares Redeemed

       (1,171        (10,279                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,123        (9,858        14          133  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       278,517        $ 2,460,856          1,034,469        $ 9,371,932  

Shares Issued for Reinvested Dividends

       191,308          1,658,543          87,771          792,659  

Shares Redeemed

       (7,534,095        (66,275,470        (656,655        (5,973,412
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (7,064,270        (62,156,071        465,585          4,191,179  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (7,154,373      $ (62,952,298        514,211        $ 4,639,027  
    

 

 

      

 

 

      

 

 

      

 

 

 
International Multi-Cap Value Fund                                    

Class A

                   

Shares Sold

       5,073,029        $ 44,656,560          5,237,138        $ 52,561,213  

Shares Issued for Reinvested Dividends

       317,467          2,639,986          212,540          2,112,982  

Shares Redeemed

       (1,683,000        (14,592,563        (3,744,046        (37,912,369
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,707,496          32,703,983          1,705,632          16,761,826  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       667,435        $ 5,803,916          2,058,261        $ 20,826,321  

Shares Issued for Reinvested Dividends

       99,110          813,624          63,567          626,597  

Shares Redeemed

       (787,104        (6,735,918        (785,223            (7,541,845
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (20,559        (118,378        1,336,605          13,911,073  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       32,864,607        $ 286,487,050          61,740,929        $ 624,755,143  

Shares Issued for Reinvested Dividends

       3,076,246          25,548,083          2,776,417          27,546,556  

Shares Redeemed

       (41,703,910        (363,636,828        (36,319,485        (358,351,808
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,763,057        (51,601,695        28,197,861          293,949,891  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  87  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
International Multi-Cap Value Fund – (continued)                                    

Class R3

                   

Shares Sold

       1,973,961        $ 18,155,841          77,928        $ 778,355  

Shares Issued for Reinvested Dividends

       2,727          22,541          951          9,338  

Shares Redeemed

       (50,067        (448,591        (20,635        (184,994
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,926,621          17,729,791          58,244          602,699  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       166,915        $ 1,413,896          100,432        $ 979,053  

Shares Issued for Reinvested Dividends

       6,578          54,668          2,685          26,732  

Shares Redeemed

       (52,841        (455,806        (36,172        (363,366
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       120,652          1,012,758          66,945          642,419  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       608,326        $ 5,248,570          1,439,564        $ 14,682,618  

Shares Issued for Reinvested Dividends

       106,541          882,279          75,708          750,152  

Shares Redeemed

       (835,629        (7,466,285        (402,498        (4,044,014
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (120,762        (1,335,436        1,112,774          11,388,756  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       6,035,249        $ 52,772,941          9,238,153        $ 89,383,046  

Shares Issued for Reinvested Dividends

       483,463          4,013,791          110,244          1,073,954  

Shares Redeemed

       (1,373,680        (11,856,068        (743,475        (7,242,053
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,145,032          44,930,664          8,604,922          83,214,947  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       10,561,188        $ 92,704,345          18,659,820        $ 187,374,609  

Shares Issued for Reinvested Dividends

       940,427          7,818,102          509,585          5,045,453  

Shares Redeemed

       (4,866,888        (43,354,740        (1,964,651        (19,313,199
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,634,727          57,167,707          17,204,754          173,106,863  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       11,787,076        $ 103,380,686          23,896,576        $ 239,210,478  

Shares Issued for Reinvested Dividends

       2,453,924          20,367,305          2,032,136          20,172,978  

Shares Redeemed

       (7,143,713        (63,168,329        (9,692,398        (96,932,132
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,097,287          60,579,662          16,236,314          162,451,324  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       18,727,437        $ 161,069,056          74,524,051        $ 756,029,798  
    

 

 

      

 

 

      

 

 

      

 

 

 
International Stock Fund                                    

Class A

                   

Shares Sold

       1,395,459        $ 16,842,699          707,714        $ 9,486,001  

Shares Issued for Reinvested Dividends

       98,255          1,103,348          4,896          66,926  

Shares Redeemed

       (333,253        (3,971,517        (246,613        (3,339,586
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,160,461          13,974,530          465,997          6,213,341  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       230,790        $ 2,565,675          178,229        $ 2,322,991  

Shares Issued for Reinvested Dividends

       14,715          157,415          472          6,200  

Shares Redeemed

       (62,267        (713,145        (49,950        (629,798
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       183,238          2,009,945          128,751          1,699,393  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       7,733,836        $ 88,799,574          6,517,947        $ 85,673,620  

Shares Issued for Reinvested Dividends

       905,219          9,832,890          105,001          1,388,116  

Shares Redeemed

       (3,333,431        (38,912,056        (4,747,596        (62,479,932
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,305,624          59,720,408          1,875,352          24,581,804  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       5,061        $ 60,410          1        $ 21  

Shares Issued for Reinvested Dividends

       82          886          10          128  

Shares Redeemed

       (1        (7                 (1
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,142          61,289          11          148  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       2,091        $ 23,989                 $  

Shares Issued for Reinvested Dividends

       82          890          10          136  

Shares Redeemed

       (76        (932                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,097          23,947          10          136  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  88  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
International Stock Fund – (continued)                                    

Class R5

                   

Shares Sold

       3,461        $ 42,597                 $  

Shares Issued for Reinvested Dividends

       83          901          11          153  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,544          43,498          11          153  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       36,621        $ 406,639          510,721        $ 6,495,714  

Shares Issued for Reinvested Dividends

       38,210          416,561          300          3,965  

Shares Redeemed

       (138,903        (1,519,204        (49,766        (646,007
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (64,072        (696,004        461,255          5,853,672  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,276,518        $ 26,667,923          728,925        $ 9,423,787  

Shares Issued for Reinvested Dividends

       91,563          995,486          1,388          18,362  

Shares Redeemed

       (170,290        (2,003,672        (33,703        (438,855
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,197,791          25,659,737          696,610          9,003,294  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       349        $ 4,015          841,004        $ 11,000,515  

Shares Issued for Reinvested Dividends

       482,543          5,246,663          61,737          816,782  

Shares Redeemed

       (78        (917        (1,165,007        (15,500,000
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       482,814          5,249,761          (262,266        (3,682,703
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       9,276,639        $ 106,047,111          3,365,731        $ 43,669,238  
    

 

 

      

 

 

      

 

 

      

 

 

 
       For the Period Ended
April 30, 2019(1)
                   
       Shares        Amount                    
Securitized Income Fund                                    

Class A

                   

Shares Sold

       350,001        $ 3,500,010            

Shares Issued for Reinvested Dividends

       1,195          11,968            

Shares Redeemed

       (1        (10          
    

 

 

      

 

 

           

Net Increase (Decrease)

       351,195          3,511,968            
    

 

 

      

 

 

           

Class I

                   

Shares Sold

       353,294        $ 3,533,010            

Shares Issued for Reinvested Dividends

       1,271          12,729            

Shares Redeemed

       (1        (10          
    

 

 

      

 

 

           

Net Increase (Decrease)

       354,564          3,545,729            
    

 

 

      

 

 

           

Class Y

                   

Shares Sold

       350,001        $ 3,500,010            

Shares Issued for Reinvested Dividends

       1,274          12,759            

Shares Redeemed

       (1        (10          
    

 

 

      

 

 

           

Net Increase (Decrease)

       351,274          3,512,759            
    

 

 

      

 

 

           

Class F

                   

Shares Sold

       249,951        $ 2,500,010            

Shares Issued for Reinvested Dividends

       727          7,284            

Shares Redeemed

       (1        (10          
    

 

 

      

 

 

           

Net Increase (Decrease)

       250,677          2,507,284            
    

 

 

      

 

 

           

Class SDR

                   

Shares Sold

       1,250,001        $ 12,500,010            

Shares Redeemed

       (1        (10          
    

 

 

      

 

 

           

Net Increase (Decrease)

       1,250,000          12,500,000            
    

 

 

      

 

 

           

Total Net Increase (Decrease)

       2,557,710        $     25,577,740                                                          
    

 

 

      

 

 

           

 

  (1) 

Commenced operations on February 28, 2019.

 

 

  89  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
Tax-Aware Bond Fund                                    

Class A

                   

Shares Sold

       764,697        $ 8,408,372          736,447        $ 8,014,736  

Shares Issued for Reinvested Dividends

       43,813          472,515          45,271          491,932  

Shares Redeemed

       (963,436        (10,399,176        (488,611        (5,343,017
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (154,926        (1,518,289        293,107          3,163,651  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       68,122        $ 736,540          149,542        $ 1,639,240  

Shares Issued for Reinvested Dividends

       8,226          88,592          5,616          61,024  

Shares Redeemed

       (52,883        (570,597        (128,372        (1,393,639
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       23,465          254,535          26,786          306,625  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       3,213,344        $ 35,004,022          4,009,383        $ 43,929,544  

Shares Issued for Reinvested Dividends

       201,895          2,184,051          227,268          2,473,947  

Shares Redeemed

       (3,129,380            (34,015,082        (6,284,851            (68,659,524
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       285,859          3,172,991          (2,048,200        (22,256,033
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

              $          18,665        $ 207,182  

Shares Issued for Reinvested Dividends

       463          5,005          457          4,968  

Shares Redeemed

       (2,710        (30,000                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,247        (24,995        19,122          212,150  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       449,451        $ 4,904,575          729,246        $ 7,945,941  

Shares Issued for Reinvested Dividends

       21,726          235,197          12,327          133,857  

Shares Redeemed

       (138,307        (1,505,638        (141,452        (1,535,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       332,870          3,634,134          600,121          6,544,267  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       122,610        $ 1,323,987          511,339        $ 5,550,200  

Shares Issued for Reinvested Dividends

       83,655          900,819          55,527          605,071  

Shares Redeemed

       (77,774        (844,000        (1,344,527        (14,633,275
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       128,491          1,380,806          (777,661        (8,478,004
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       613,512        $ 6,899,182          (1,886,725      $ (20,507,344
    

 

 

      

 

 

      

 

 

      

 

 

 
US Small Cap Opportunities Fund                                    

Class A

                   

Shares Sold

       172,278        $ 3,912,046          236,886        $ 6,373,027  

Shares Issued for Reinvested Dividends

       59,679          1,269,289          33,968          882,482  

Shares Redeemed

       (62,637        (1,448,216        (345,187        (9,397,408
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       169,320          3,733,119          (74,333        (2,141,899
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       53,177        $ 1,268,038          173,837        $ 4,810,296  

Shares Issued for Reinvested Dividends

       28,098          613,652          14,534          389,798  

Shares Redeemed

       (71,598        (1,724,080        (78,884        (2,191,742
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,677          157,610          109,487          3,008,352  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       550,614        $ 13,152,059          1,080,896        $ 30,401,988  

Shares Issued for Reinvested Dividends

       409,497          9,144,178          383,703          10,427,234  

Shares Redeemed

       (684,438            (16,317,291        (1,635,729            (46,128,867
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       275,673          5,978,946          (171,130        (5,299,645
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       3,872        $ 93,325          476        $ 13,064  

Shares Issued for Reinvested Dividends

       275          6,097          166          4,484  

Shares Redeemed

       (1        (22                 (1
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,146          99,400          642          17,547  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       4,505        $ 112,655                 $  

Shares Issued for Reinvested Dividends

       42          928          33          893  

Shares Redeemed

       (78        (1,955                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,469          111,628          33          893  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  90  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended October 31, 2018  
       Shares        Amount        Shares        Amount  
US Small Cap Opportunities Fund – (continued)                                    

Class R5

                   

Shares Sold

       328        $ 8,000          55        $ 1,540  

Shares Issued for Reinvested Dividends

       76          1,691          56          1,510  

Shares Redeemed

                         (85        (2,500
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       404          9,691          26          550  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       44,896        $ 1,126,247          65,961        $ 1,851,673  

Shares Issued for Reinvested Dividends

       91,347          2,040,823          80,868          2,198,416  

Shares Redeemed

       (72,634        (1,831,660        (167,666        (4,680,293
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       63,609          1,335,410          (20,837        (630,204
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       26,600        $ 654,530          75,428        $ 2,111,360  

Shares Issued for Reinvested Dividends

       9,328          208,483          3,723          101,247  

Shares Redeemed

       (21,478        (520,177        (16,013        (445,068
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       14,450          342,836          63,138          1,767,539  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       3,101        $ 76,284          9,605        $ 264,619  

Shares Issued for Reinvested Dividends

       42,875          959,593          75,077          2,044,548  

Shares Redeemed

       (33,913        (775,130        (789,918        (21,364,130
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,063          260,747          (705,236        (19,054,963
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       553,811        $ 12,029,387          (798,210      $ (22,331,830
    

 

 

      

 

 

      

 

 

      

 

 

 
US Small/Mid Cap Opportunities Fund                                    

Class A

                   

Shares Sold

       1,067,800        $ 14,157,502          2,985,603        $ 42,697,659  

Shares Issued for Reinvested Dividends

       148,492          1,869,520          120,938          1,713,696  

Shares Redeemed

       (1,953,363        (26,267,678        (4,398,062        (62,548,289
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (737,071        (10,240,656        (1,291,521        (18,136,934
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       526,708        $ 7,146,058          2,301,458        $ 33,701,336  

Shares Issued for Reinvested Dividends

       101,881          1,309,177          50,409          733,959  

Shares Redeemed

       (915,387        (12,523,915        (901,168        (13,178,215
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (286,798        (4,068,680        1,450,699          21,257,080  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       8,812,495        $ 122,767,602          21,079,640        $ 312,424,602  

Shares Issued for Reinvested Dividends

       886,035          11,590,976          577,148          8,512,080  

Shares Redeemed

       (15,515,120            (219,310,529        (18,855,618            (281,085,922
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,816,590        (84,951,951        2,801,170          39,850,760  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       53,462        $ 714,315          54,927        $ 788,537  

Shares Issued for Reinvested Dividends

       1,446          18,758          334          4,885  

Shares Redeemed

       (16,672        (238,211        (17,241        (253,524
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       38,236          494,862          38,020          539,898  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       14,063        $ 196,007          45,840        $ 679,086  

Shares Issued for Reinvested Dividends

       1,456          18,966          271          3,987  

Shares Redeemed

       (9,232        (130,399        (10,336        (152,006
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,287          84,574          35,775          531,067  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       102,345        $ 1,461,845          150,186        $ 2,197,738  

Shares Issued for Reinvested Dividends

       4,024          52,582          53          782  

Shares Redeemed

       (20,488        (293,823        (23,173        (344,713
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       85,881          1,220,604          127,066          1,853,807  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,301,889        $ 18,347,257          7,678,679        $ 115,062,697  

Shares Issued for Reinvested Dividends

       187,871          2,455,282          13,393          197,570  

Shares Redeemed

       (1,339,366        (19,083,447        (852,474        (12,616,689
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       150,394          1,719,092          6,839,598          102,643,578  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  91  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2019
       For the Year Ended
October 31, 2018
 
       Shares        Amount        Shares        Amount  
US Small/Mid Cap Opportunities Fund – (continued)                                    

Class F

                   

Shares Sold

       1,397,349        $ 19,993,008          2,963,774        $ 44,209,743  

Shares Issued for Reinvested Dividends

       82,249          1,075,457          14,060          207,551  

Shares Redeemed

       (510,687        (7,317,152        (369,921        (5,542,286
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       968,911          13,751,313          2,607,913          38,875,008  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class SDR

                   

Shares Sold

       1,213,664        $ 16,483,020          3,165,349        $ 47,507,583  

Shares Issued for Reinvested Dividends

       103,292          1,352,705          28,219          417,154  

Shares Redeemed

       (624,786        (8,957,162        (615,226        (9,227,851
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       692,170          8,878,563          2,578,342          38,696,886  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (4,898,580      $     (73,112,279        15,187,062        $     226,111,150  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

13.

Line of Credit:

Certain Funds participate in a committed line of credit pursuant to a credit agreement. Such Funds may borrow under the line of credit for temporary or emergency purposes. These Funds (together with certain other Hartford Funds) may borrow up to $370 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During and as of the six-month period ended April 30, 2019, none of the Funds had borrowings under this facility.

 

14.

Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15.

Recent Accounting Pronouncement:

The FASB recently issued ASU 2017-08 (the “ASU” or “Update”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU becomes effective for public entities for fiscal years beginning after December 15, 2018, and for private entities one year later. Management is currently evaluating the implication, if any, of additional disclosure and its impact on each Fund’s financial statements.

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

16.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2019, events and transactions subsequent to April 30, 2019, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement disclosure have been identified.

Effective May 1, 2019, the Hartford Schroders US Small/Mid Cap Opportunities Fund changed its name (now known as Hartford Schroders US MidCap Opportunities Fund), principal investment strategy and primary benchmark. For more information, please see the Fund’s most recent prospectus.

 

 

  92  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2019 (Unaudited)

 

At a meeting held on March 6, 2019, the Board of Directors of The Hartford Mutual Funds II, Inc., of which the Global Strategic Bond Fund is a series, approved a Plan of Liquidation for the Global Strategic Bond Fund. Pursuant to the Plan of Liquidation, (1) all of the assets of the Global Strategic Bond Fund were converted to cash or cash equivalents on or before April 30, 2019 and (2) effective as of the close of business on April 30, 2019, all of the remaining assets of the Global Strategic Bond Fund were distributed to shareholders of the Global Strategic Bond Fund in complete cancellation and redemption of all the outstanding shares of the Global Strategic Bond Fund, except for cash, bank deposits or cash equivalents in an estimated amount necessary to (i) discharge any unpaid liabilities and obligations of the Global Strategic Bond Fund on the Fund’s books on April 30, 2019, including, but not limited to, income dividends and capital gains distributions, if any, payable through April 30, 2019, and (ii) pay such contingent liabilities as were reasonably deemed to exist against the assets of the Global Strategic Bond Fund on the Global Strategic Bond Fund’s books.

 

 

  93  

 


Hartford Schroders Funds

 

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at  http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund will file its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports once filed will be available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

 

 

  94  

 


Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders Securitized Income Fund (Unaudited)

 

 

 

The Hartford Mutual Funds II, Inc.

Hartford Schroders Securitized Income Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), initially approve, and annually review and consider the continuation of, the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on February 5-6, 2019, the Board of Directors (the “Board”) of The Hartford Mutual Funds II, Inc. (the “Company”), including each of the Independent Directors, unanimously voted to approve for an initial two-year period an investment management agreement for Hartford Schroders Securitized Income Fund (the “Fund”) with Hartford Funds Management Company, LLC (“HFMC”) and a separate investment sub-advisory agreement between HFMC and the Fund’s sub-adviser, Schroder Investment Management North America Inc. (the “Sub-adviser,” and together with HFMC, the “Advisers”) on behalf of the Fund (collectively, the “Agreements”).

Prior to approving the Agreements, the Board requested and reviewed written responses from the Advisers to questions posed to them on behalf of the Independent Directors and supporting materials relating to those questions and responses (the “Advisers Materials”). In addition, the Board and its Investment Committee considered the materials and presentations from representatives of the Advisers received at meetings held on December 6, 2018, January 25, 2019 and February 5-6, 2019 regarding the Fund and its investment strategy.

In determining whether to approve the Agreements for the Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and was assisted by counsel for the Company. The Independent Directors were also separately assisted by independent legal counsel throughout the evaluation process. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services to be Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services to be provided to the Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services to be provided by each Adviser. The Board considered each Adviser’s organizational structure, systems and personnel. The Board also considered each Adviser’s reputation and overall financial strength and the Board’s past experience with each Adviser with respect to the services it provides to other funds managed by HFMC and its affiliates (the “Hartford Funds”).

With respect to HFMC, the Board noted that, under the Agreements, HFMC would be responsible for the management of the Fund, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative services to the Fund as well as investment advisory services in connection with selecting, monitoring and supervising the Fund’s sub-adviser, and that HFMC had recommended to the Board that the Sub-adviser be appointed as the sub-adviser to the Fund. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC and not delegated to, or assumed by, the Sub-adviser. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Hartford Fund’s portfolio management team, and oversight of the portfolio managers to the Hartford Funds. The Board considered that HFMC would oversee the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser and approach to risk management with respect to the Fund and the service providers to the Fund. The Board also considered that HFMC would oversee the Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations. Moreover, the Board considered that HFMC would oversee potential conflicts of interest between the Fund’s investments and those of other funds or accounts managed by the Fund’s portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Fund’s officers.

With respect to the Sub-adviser, which would be responsible for the daily investment of the assets of the Fund, subject to oversight by HFMC, among the other services set forth in the sub-advisory agreement, the Board considered the Sub-adviser’s investment philosophy and process, investment research capabilities and resources, performance record, and experience.

The Board also considered information previously provided by the Advisers regarding their compliance policies and procedures and compliance history, and received a representation from the Hartford Funds’ Chief Compliance Officer that the written compliance policies and procedures of each of HFMC and the Sub-adviser are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford Funds’ compliance program as a result of the addition of the Fund.

In considering this information, the Board evaluated not only the information presented to the Board and the Investment Committee in connection with its consideration of the Agreements, but also the Board’s experience through past interactions with HFMC and the Sub-adviser. Based on these

 

 

  95  

 


Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders Securitized Income Fund (Unaudited) – (continued)

 

 

 

considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to the Fund by HFMC and the Sub-adviser.

Performance of the Sub-adviser

The Board considered the investment performance of the Sub-adviser and its portfolio management team, including, for purposes of considering the investment skill and experience of the Fund’s portfolio managers, composite performance data showing the portfolio management team’s capabilities in managing the Sub-adviser’s Opportunistic Multi-Sector Securitized strategy, noting that the Sub-adviser currently manages accounts that use an investment strategy substantially similar to that proposed for the Fund (but that none of the accounts are registered investment companies). The Board also considered information comparing the Sub-adviser’s Opportunistic Multi-Sector Securitized strategy’s composite performance data to the Fund’s proposed benchmark and an appropriate universe of peer funds. HFMC also provided additional information about the broad range of the portfolio management team’s investment experience and their investment philosophy and process.

Based on these considerations, the Board concluded that it was satisfied that HFMC and the Sub-adviser have the capability of providing satisfactory investment performance for the Fund.

Costs of the Services and Profitability of the Advisers

In considering the proposed advisory and sub-advisory fee schedules for the Fund, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to the Fund and the estimated profitability to HFMC and its affiliates from all services to be provided to the Fund and all aspects of their relationships with the Fund. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Fund, taking into consideration the revenue and expenses of the Fund, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability of the Fund to HFMC would depend on the growth of the Fund’s assets under management. The Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees would be paid by HFMC and not the Fund. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board’s consideration of the sub-advisory agreement.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Fund would not be excessive.

Comparison of Fees and Services to be Provided by the Advisers

The Board considered comparative information that had been provided at meetings on January 25, 2019 and February 5-6, 2019 with respect to the management fees to be paid by the Fund to HFMC and the expected total expense ratios of the Fund. The Board also considered the proposed sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to the Fund. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the proposed management and sub-advisory fees and expected total operating expenses for the Fund. The Board also reviewed information comparing the Fund’s proposed management fees and expected total expenses relative to a peer group of funds (the “Peer Group”) selected from the relevant Lipper peer universe based on input from an independent financial services consultant engaged by the Independent Directors to assist them in evaluating the Fund’s proposed management and sub-advisory fees and estimated overall expense ratios. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of other funds in the Peer Group are set and potentially material differences between the Fund and the Peer Group. The Board considered that the Peer Group is an imprecise match for the Fund’s investment strategy because the Fund is expected to be more focused on investing in securitized assets than its Peer Group. The Board also considered that HFMC had contractually agreed to limit the expenses for the Fund’s Class A, Class I, Class Y, Class F and Class SDR shares to 1.10%, 0.85%, 0.80%, 0.70%, and 0.70%, respectively, each through February 29, 2020, with each such arrangement automatically renewing on an annual basis unless HFMC provides written notice of termination prior to the start of the next term or upon approval of the Board.

In considering the reasonableness of the Fund’s proposed management and sub-advisory fees and projected total expense ratios, the Board considered that the Fund’s proposed weighted management fees were below its Peer Group average but above its Peer Group median for all asset levels. The Board further considered that the Fund’s proposed weighted management fees and estimated total expense ratio for Class A shares fell within the 3rd quintile of its Peer Group for all asset levels. The Board also considered that the Fund’s estimated total expense ratio for Class A shares, less Rule 12b-1 fees, was below its Peer Group average, above its Peer Group Median and within the 3rd quintile.

Based on these considerations, the Board concluded that the Fund’s proposed fees and projected total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services to be provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as the Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board reviewed the breakpoints in the proposed management fee schedule for the Fund, which would reduce fee rates if and when Fund assets grow to more than $1 billion. The Board

 

 

  96  

 


Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders Securitized Income Fund (Unaudited) – (continued)

 

 

 

considered HFMC’s representation that the Fund could be expected to achieve some economies of scale as assets in the Fund grow. The Board recognized that a fund with assets beyond the highest breakpoint level would continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. The Board also considered that expense limitations that reduce the Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if Fund assets decline. The Board also considered that HFMC has been active in managing expenses for the Hartford Funds. In addition, the Board considered that initially setting competitive fee rates and pricing the Fund to scale at inception are other means of sharing potential economies of scale with shareholders.

The Board also considered how any benefits from economies of scale would be realized by the various parties. The Board reviewed relevant information included in the Advisers Materials regarding comparative breakpoint information for other funds in the Peer Group. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of the Fund’s future shareholders. The Board noted, however, that it would review future growth in the Fund’s assets and the appropriateness of additional breakpoints as part of its future annual review of the Agreements.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Fund.

The Board noted that HFMC would receive fees for fund accounting and related services from the Fund. The Board also considered that Hartford Administrative Services Company, the Fund’s transfer agent and an affiliate of HFMC, would receive transfer agency compensation from the Fund.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, would serve as principal underwriter of the Fund. As principal underwriter, HFD would receive distribution and service fees from the Fund and would receive all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also considered that Schroder Fund Advisors LLC (“SFA”), a wholly owned subsidiary of the Sub-adviser, has entered into an additional compensation arrangement with HFMC and HFD. The Board considered that under this arrangement, SFA would be involved in the distribution of the Class SDR shares of the Fund, and HFMC would compensate SFA for such services.

The Board considered the benefits to the Fund’s future shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other Hartford Funds, and the ability to combine holdings in certain shares classes of the Fund with holdings in certain share classes of the other funds to obtain a reduced sales charge for Class A shares. The Board considered HFMC’s efforts to provide investors in the Hartford Funds family with a broad range of investment opportunities and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of the Fund for the Board to approve the Agreements. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session with independent legal counsel to review the relevant materials and consider their responsibilities under relevant laws and regulations.

 

 

  97  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and its Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2019), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Renato Acquisition Co.; Sentinel Insurance Company, Ltd; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2019


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain Funds. HFD and HFMC are not affiliated with Schroder Investment Management North America Inc. and Schroder Investment Management North America Ltd.

MFSAR-HSE19    6/19    211424    Printed in U.S.A.

 

LOGO


Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

  (b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by


  Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

  (a)(1)

Not applicable

  (a)(2)

Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

  (a)(3)

Not applicable

  (a)(4)

Not applicable

  (b)

Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    THE HARTFORD MUTUAL FUNDS II, INC.
Date: July 8, 2019     By:   /s/ James E. Davey
      James E. Davey
       President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: July 8, 2019     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer
Date: July 8, 2019     By:   /s/ Amy N. Furlong
       Amy N. Furlong
       Treasurer
       (Principal Financial Officer and Principal
 Accounting Officer)