N-CSR 1 d246340dncsr.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)

Copy to:

John V. O’Hanlon, Esquire

Dechert LLP

One International Place, 40th Floor

100 Oliver Street

Boston, Massachusetts 02110-2605

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

Date of fiscal year end: October 31

Date of reporting period: October 31, 2021

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

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


Item 1. Reports to Stockholders.


Hartford Schroders Funds
Annual Report
October 31, 2021
Hartford Schroders China A Fund
Hartford Schroders Diversified Emerging Markets Fund
Hartford Schroders Emerging Markets Equity Fund
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Hartford Schroders International Multi-Cap Value Fund
Hartford Schroders International Stock Fund
Hartford Schroders Securitized Income Fund
Hartford Schroders Tax-Aware Bond Fund
Hartford Schroders US MidCap Opportunities Fund
Hartford Schroders US Small Cap Opportunities Fund


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Mutual Funds. The following is the Funds’ Annual Report covering the period from November 1, 2020 through October 31, 2021.
Market Review
During the 12 months ended October 31, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 42.9%, a number that reflects one of the most remarkable market rebounds in recent memory, particularly when measured against the March 2020 sell-off at the start of the coronavirus (COVID-19) pandemic.
That said, the market’s extraordinary performance occurred against a backdrop of uncertain and sometimes contradictory economic signals: inflation fears; global supply-chain bottlenecks; tightened labor markets; political gridlock; a stubbornly persistent pandemic and a U.S. Federal Reserve (Fed) methodically signaling its intention to cut back on the monetary stimulus that helped fuel the recovery.
A year ago, markets had already bounced back from their March 2020 lows, yet the economy still faced considerable turbulence from a fiercely divisive U.S. presidential election and a resurgence of COVID-19 infections. Once the election was settled in November 2020, the emergence of safe and effective vaccines provided a significant lift to equity markets, as did a major $900 billion economic relief package passed by the U.S. Congress in late December 2020.
In March 2021, the U.S. Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. In August 2021, a $1.2 trillion proposal for an infrastructure spending package received U.S. Senate approval. However, by the period’s end, the outcome for the administration’s $1.75 trillion “Build Back Better” proposal, focused on social-safety-net improvements and climate-change mitigation, remained uncertain.
Inflation headlines dominated the spring and summer of 2021. In July 2021, the Fed’s preferred measure of inflation had risen to levels not seen since 1991.2 The supply-chain disruptions spawned in part by the economic recovery helped drive up prices for gasoline, used cars, airfare tickets, durable goods, and a host of other items toward the end of the period. The Fed's previous assurances that inflation would be mostly transitory were being sorely tested.
Throughout the period, the Fed continued to maintain its ongoing policy of near-zero interest rates in support of the recovery. However, in September 2021, Fed Chairman Jerome Powell rattled markets when he announced preparations for having the Fed gradually cut back the $120 billion in bonds it had been purchasing each month since the start of the pandemic. By period’s end, markets had recovered.
As of the end of the period, the economic recovery appears durable. Yet, inflation remains a wildcard and market volatility may persist. Nowadays, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford Funds
1 S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.
2 The Personal Consumption Expenditures Price Index, which excludes food and energy prices, rose 3.6% in July 2021. Source: U.S. Bureau of Economic Analysis and the St. Louis Fed, as of September 2021.


Hartford Schroders Funds
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 36
Expense Examples (Unaudited) 38
Financial Statements:  
Schedules of Investments:  
Hartford Schroders China A Fund 41
Hartford Schroders Diversified Emerging Markets Fund 43
Hartford Schroders Emerging Markets Equity Fund 49
Hartford Schroders Emerging Markets Multi-Sector Bond Fund 52
Hartford Schroders International Multi-Cap Value Fund 58
Hartford Schroders International Stock Fund 69
Hartford Schroders Securitized Income Fund 71
Hartford Schroders Tax-Aware Bond Fund 75
Hartford Schroders US MidCap Opportunities Fund 81
Hartford Schroders US Small Cap Opportunities Fund 83
Glossary 86
Statements of Assets and Liabilities 87
Statements of Operations 91
Statements of Changes in Net Assets 95
Statement of Cash Flows 100
Financial Highlights 101
Notes to Financial Statements 111
Report of Independent Registered Public Accounting Firm 143
Operation of the Liquidity Risk Management Program (Unaudited) 145
Directors and Officers (Unaudited) 146
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 150
Quarterly Portfolio Holdings Information (Unaudited) 150
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 151
The views expressed in each Fund’s Manager Discussion contained in the Fund Overview section are views of that Fund’s portfolio manager(s) through the end of the period and are subject to change based on market and other conditions, and we disclaim any responsibility to update the views contained herein. These views may contain statements that are “forward-looking” statements. Actual results may differ materially from those projected in the “forward-looking” statements. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable. Holdings and characteristics are subject to change. With the exception of Hartford Schroders Diversified Emerging Markets Fund, Fund performance reflected in each Fund’s Manager Discussion reflects the returns of such Fund’s Class A shares, before sales charges, and returns for such Fund’s other classes differ only to the extent that the classes do not have the same expenses. Fund performance reflected in the Hartford Schroders Diversified Emerging Markets Fund's Manager Discussion reflects the returns of the Fund's Class SDR shares.


Hartford Schroders China A Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 03/31/2020
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (03/31/2020 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year Since
Inception1
Class A2 15.20% 41.52%
Class A3 8.86% 36.57%
Class C2 14.31% 40.37%
Class C4 13.31% 40.37%
Class I2 15.45% 41.84%
Class Y2 15.57% 41.93%
Class F2 15.63% 42.03%
Class SDR2 15.70% 42.09%
MSCI China A Onshore Index (Net) 16.66% 34.16%
    
1 Inception: 03/31/2020
2 Without sales charge
3 Reflects maximum sales charge of 5.50%
4 Reflects a contingent deferred sales charge of 1.00%
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 chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect 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 4.30% 1.45%
Class C 5.08% 2.25%
Class I 4.01% 1.15%
Class Y 3.95% 1.11%
Class F 3.85% 0.99%
Class SDR 3.85% 0.99%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

2


Hartford Schroders China A Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Portfolio Manager
Hartford Schroders China A Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Jack Lee, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders China A Fund returned 15.20%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the MSCI China A Onshore Index (Net), which returned 16.66% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the 8.75% average return of the Lipper China Region peer group, a group of funds with investment strategies similar to those of the Fund, during the period.
Why did the Fund perform this way?
Despite the ongoing tensions with the U.S., Chinese equities rose higher in the final months of 2020 as optimism about the new coronavirus vaccines boosted sentiment. In 2021, the Chinese equity market started off very strongly, powered by elevated retail trading as well as a surge of buying in the Hong Kong market through Southbound Stock Connect, a platform that allows investors in mainland China to buy Hong Kong stocks. However, the last six weeks of the first quarter of 2021 saw a reversal of almost all these gains as U.S. bond yields rose sharply. Bond yields globally remained very low by any historical standards as of the end of the period, and increases reflected, in large part, a healthier outlook for the economy. Even so, the speed of the rise and the heightened volatility of the fixed-income markets, generally, have unnerved investors. The market recovered a little bit in the second quarter of 2021, on the back of solid 2020/21 earnings. A temporal weakness in the U.S. dollar also lent support to China equities given their historical negative correlation. Investors also rotated from value equities back to growth equities during the second quarter as they started to price in the potential earnings upside in the first half of 2021. Overall, the Chinese equity market was stable and quiet ahead of the Chinese Communist Party’s 100th anniversary. The market, however, turned weaker entering into the third quarter of 2021, which was partially due to concerns over the ability of real estate company Evergrande to service its debts. The Evergrande situation sparked global investor concerns over potential spill-over risks. Market concerns over inflation and the outlook for interest rates also dampened investor confidence during the quarter. Overall sentiment towards China also weakened due to the government’s regulatory crackdown, which affected various sectors from education to technology to entertainment. The weakness in macroeconomic data did not help the situation. Lastly, power outages in China and the rationing of energy also spooked investors, which negatively affected production of key commodities.
During the period, the Fund underperformed the MSCI China A Onshore Index (Net). Stock selection was negative, with particular weakness in the Materials, Industrials and Consumer Staples sectors.
Sector allocation helped partially offset these negative impacts, driven by the Fund’s underweight exposure to the Consumer Staples and Financials sectors, and an overweight exposure to the Materials sector.
At the stock level, battery component maker Shenzhen Senior Technology, a holding in the Fund during the period, and battery manufacturer EVE Energy, another holding in the Fund during the period, both traded higher alongside other electric vehicle (EV) related names as investment sentiment for EV improved. Xiamen Faratronic, a holding in the Fund during the period, rose higher on the back of strong demand for its EV and solar-related products.
Conversely, Chinese insurer Ping An, a holding in the Fund during the period, was a key detractor from relative performance due to continued weakness in demand recovery and continued correction in share price after its very sharp rally from November 2020 lows. Another major detractor from relative returns was Mango Excellent Media, a holding in the Fund during the period, as the regulatory tightening on the China internet sector impacted the overall sentiment concerning the online entertainment sector. Lastly, the Fund’s underweight to Contemporary Amperex Technology Co., Limited (CATL), an EV battery manufacturer, detracted from performance as the stock outperformed on strong EV sentiment and expectation of EV battery price increase.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe China is unlikely to reopen its border given its zero-tolerance stance regarding the coronavirus pandemic. In our view, recovery of the consumer market will be supported mainly by domestic consumption, which will likely pick up when the coronavirus pandemic eases on the back of strict measures and high vaccination rates. On the other hand, we believe that the producer price index (PPI) inflation may peak in the first half of 2022 thanks to industrial normalization globally and a relatively high base comparison from last year. Overall supply chain improvement is also expected in 2022, as we do not expect any severe lockdown in any major economies. Alleviated PPI pressure is favorable to mid and downstream players, in our view. More importantly, select consumer names with strong brand power may be able to pass through the high input cost to end consumers amid a better consumption environment. We believe that 2022 could be a better year for high-quality consumer names. On the investment side, we expect new infrastructure and green-related capital expenditures to be the key areas of growth. They are also in line with the policy direction of China. We believe traditional
 

3


Hartford Schroders China A Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

infrastructure investment may increase modestly on the back of more supportive fiscal policy next year, but we do not expect a massive jump as local Chinese governments will also need to follow the country’s broader deleveraging efforts. On the other hand, we believe that the slowdown in real estate investment is likely to continue given the ongoing real estate market deleveraging.
Policy direction is clear, in our view, with deleveraging and narrowing income disparity being the top priority. While we believe that policy could be cyclical and the government will provide support when necessary, we do not expect very loose macro policies as we believe a structural shift in economic drivers and de-risking are still at the top of the agenda. Although we have not yet seen significant improvements in U.S.-China relations since President Biden was elected, we do not see any major deterioration either. These countries also have expressed openness to resume conversations. A silver lining amid the tensions is that the U.S. may lower the tariffs previously imposed on China, in a bid to lower its own inflationary pressures. Nonetheless, we believe China will continue to promote domestic consumption, research and development localization, and import substitution in the face of the heightened geopolitical tensions.
The correction in Chinese equities in 2021, which has seen valuations for many popular names pull back sharply from previously elevated levels, are resulting in more interesting opportunities in a variety of sectors in our view. We believe the current valuations of the Chinese equity market are healthy and may help mitigate downside risk amid the still challenging macroeconomic environment in 2022. In terms of strategy, we will seek to continue to maintain a healthy level of diversification within the Fund and adhere to a selective approach. As of the end of the period, we continued to stick to sectors that we believe will be helped by current policies and seek to invest in companies that have strong brands or execution capabilities that should grow amid the challenging market.
The key risks we see as of the end of the period are faster-than-expected monetary tightening in the U.S., no improvement in China’s coronavirus situation, and massive contagion from the real estate market fallout in China.
As of the end of the period, the Fund’s largest overweights relative to the MSCI China A Onshore Index (Net) were the Consumer Discretionary and Materials sectors, and the Fund’s largest underweight remained the Financials sector relative to the MSCI China A Onshore Index (Net).
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund invests in China A shares through Stock Connect, which is subject to a number of restrictions that may affect the Fund’s investments and returns. • Risks associated with investments in China include currency fluctuation, political, economic, social, environmental, regulatory and other risks, including risks associated with differing legal standards. Focusing investments in China subjects the Fund to more volatility and greater risk of loss than a fund with more geographically diverse investments. • 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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets, such as China. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. • Because the Fund is non-diversified, it may invest in a smaller number of issuers, and may be more exposed to risks and volatility than a more broadly diversified fund. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.2%
Consumer Discretionary 16.2
Consumer Staples 8.7
Financials 12.1
Health Care 11.2
Industrials 11.7
Information Technology 14.9
Materials 18.5
Real Estate 1.6
Total 97.1%
Short-Term Investments 1.0
Other Assets & Liabilities 1.9
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

4


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 09/30/2021
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $5,000,000 Investment (09/30/2021 - 10/31/2021)
The chart above represents the hypothetical growth of a $5,000,000 investment in Class SDR.
Cumulative Total Returns
for the Period Ending 10/31/2021
  Since
Inception1
Class SDR 1.00%
MSCI Emerging Markets Index (Net) 0.99%
    
1 Inception: 09/30/2021
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 chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using Class SDR's net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, which may exclude investment transactions as of this date. The share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect 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 SDR 0.99% 0.89%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 9/30/2022 unless the Fund’s Board of Directors approves an earlier termination. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

5


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Portfolio Managers
Hartford Schroders Diversified Emerging Markets Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Tom Wilson, CFA
Portfolio Manager
David Philpotts
Portfolio Manager
Gordon Huang
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class SDR shares of the Hartford Schroders Diversified Emerging Markets Fund returned 1.00% from the Fund’s commencement of investment operations on September 30, 2021 through October 31, 2021, outperforming the Fund’s benchmark, the MSCI Emerging Markets Index (Net), which returned 0.99% for the same period. For the same period, the Class SDR shares of the Fund underperformed the 1.30% average return of the Lipper Emerging Markets Fund peer group, which is a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
After poor performance during the third quarter of 2021, emerging-markets equities finished October 2021 modestly higher, as measured by the MSCI Emerging Markets Index (Net), buoyed by both stronger commodity prices and the ongoing recovery in Chinese equities, as recent concerns around the Chinese property sector eased slightly. In particular, this rebound was focused on the largest internet and e-commerce equities, which have been under pressure following regulatory action earlier in 2021.
Recent investor concerns around potential contagion from Evergrande, a Chinese real estate company, eased after the property developer made interest payments that had been missed in September. Chinese equities rose during the period, with the largest internet companies leading the market higher, partially retracing some of the losses posted earlier in 2021. Elsewhere in Asian emerging markets, equities generally advanced with Indian and South Korean equities being the only two regions to see declines over the period due to weak quarterly earnings and profit-taking.
Latin American markets also faced weakness over the period led by ongoing volatility in Brazil driven by concerns surrounding the fiscal outlook. The standout in the region was Peru, which experienced a strong recovery after losses in recent months driven by investor concerns about fiscal policy eased. In contrast, Emerging Europe, the Middle East and Africa, advanced over the month, with mixed results at a country level. Egypt led the way, as sentiment was boosted by accelerating growth, while Russia outperformed due to higher energy prices. The laggard in the region was the Czech Republic, which modestly declined following solid gains in recent months.
Against this backdrop, the Fund ended October modestly ahead of the MSCI Emerging Markets Index (Net). While the regulatory pressure on many of the largest Chinese equities abated somewhat, the partial recovery observed during the month was tentative at best. The Fund’s overweight positions relative to the MSCI Emerging Markets Index (Net) were nevertheless positive, largely thanks to an overweight position in Chinese e-commerce company JD.com with smaller contributions from Tencent and Alibaba. Being underweight in Meituan was a reasonable headwind although relative underweights in underperforming China Construction Bank and Vale partially offset this. Another detractor from performance was the ongoing weakness in South Korea’s Samsung. While the company delivered robust results, investors remained concerned that memory prices may have peaked after three quarters of increases. Outside of the largest equities, good stock selection in Taiwanese technology (semiconductors in particular) and holdings in Polish and Indonesian banks were also supportive to the Fund’s performance, as was the Fund’s broad-based avoidance of Brazilian equities, which lagged well behind the broader MSCI Emerging Markets Index (Net).
During the period, the Fund favored Asian markets outside of China, namely South Korea and Taiwan, while being underweight in Europe, the Middle East and Africa, as well as Latin America. This was predominantly due to an underweight exposure to Russia and Brazil where we found fewer attractive opportunities on environmental grounds. China’s weakness in recent months started to create some more attractive prospects, but when balanced against the potential for further regulatory intervention by the Chinese authorities, we remained cautious during the period.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, global liquidity growth has continued to fall, and the U.S. Federal Reserve (Fed) is expected to begin tapering its bond purchases at the end of 2021. Persistent bottlenecks and energy price increases mean that inflation is proving more persistent than previously expected. Combined with fiscal drag, we believe we could be moving into a stagflationary environment in the near term, which is characterized by a simultaneous increase in inflation and unemployment with sluggish economic growth.
 

6


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

From a Chinese policy standpoint, the lagging effects of previous monetary policy tightening are now taking effect; the credit impulse turned negative in the fourth quarter of 2020 and typically impacts economic activity with a nine-month lag. There has also been broad-based regulatory action. A combination of tighter liquidity and regulation has fed through to a slowdown in activity in the Real Estate sector, which is a material share of China’s gross domestic product (GDP) and will likely serve as a drag on near-term economic growth. More recently, energy shortages have added to economic pressure in China. Meanwhile, valuations and margins in the U.S. look relatively elevated. Should there be a material decline, we believe this is likely to impact other markets including emerging markets, even if their valuations are less expensive. Positioning within emerging-markets equities is also relatively extended after strong net inflows in the past twelve months, while levels of retail participation are high.
We do not anticipate that the Fed will pivot its policy approach in the near term. However, in China, the prospect of policy easing over the coming months is increasing given current economic conditions and a likely desire for benign economic conditions ahead of the Chinese Communist Party’s 20th Party Congress in October 2022. We may also see an easing in regulatory news flow and action. Coronavirus vaccine penetration across emerging markets has improved markedly, which we believe may support normalization and reduce the likelihood of further Covid-driven restrictions or economic impediments. We believe this may positively impact growth and address supply chain bottlenecks. We believe that aggregate emerging markets valuations are full compared to historical levels, but relatively cheap versus developed markets. We believe the Fed taper and a further rise in bond yields and the U.S. dollar will likely be challenging, but emerging markets are expected to be more resilient to a Fed taper than they have been historically. We believe that emerging-markets currencies are generally cheap and real yields relatively attractive.
As of the end of the period, we are cautious in the near term but continue to watch for signs of Chinese stimulus or an easing in the regulatory or administrative burden. The Fund’s style factor exposure, in terms of Growth versus Value, continues to be relatively neutral, but with an overweight to Quality, as of the end of the period. We remain cautious with regard to the outlook for China, but to a slightly lesser degree than last month given that we believe we may be reaching an inflection point for policy support.
Important Risks
The Fund is new and has a limited operating history. 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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets or if the Fund focuses in a particular geographic region or country, such as China. • Risks associated with investments in China include currency fluctuation, political, economic, social, environmental, regulatory and other risks, including risks associated with differing legal standards. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Applying sustainability criteria to the
investment process may result in foregoing certain investments and under performance comparative to funds that do not have a similar focus. There is a risk that the securities identified by the sub-adviser as meeting its sustainable investing criteria do not operate as anticipated. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 9.6%
Consumer Discretionary 14.1
Consumer Staples 3.7
Energy 2.4
Financials 15.0
Health Care 3.9
Industrials 5.0
Information Technology 24.6
Materials 6.4
Real Estate 2.2
Utilities 0.9
Total 87.8%
Short-Term Investments 11.2
Other Assets & Liabilities 1.0
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

7


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 03/31/2006
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 17.47% 10.89% 6.00%
Class A2 11.02% 9.65% 5.40%
Class C1 16.77% 10.15% 5.75%
Class C3 15.77% 10.15% 5.75%
Class I1 17.82% 11.15% 6.24%
Class R31 17.27% 10.71% 6.02%
Class R41 17.57% 11.02% 6.17%
Class R51 17.87% 11.21% 6.26%
Class Y1 17.88% 11.30% 6.30%
Class F1 18.05% 11.32% 6.32%
Class SDR1 18.02% 11.34% 6.36%
MSCI Emerging Markets Index (Net) 16.96% 9.39% 4.88%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder Emerging Market Equity Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/2014 (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 2/28/2017 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 10/24/2016.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower.
Effective as of the close of business on 04/15/2021, the Fund was closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.
 

8


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.53% 1.53%
Class C 2.16% 2.16%
Class I 1.25% 1.25%
Class R3 1.79% 1.79%
Class R4 1.49% 1.49%
Class R5 1.19% 1.19%
Class Y 1.17% 1.17%
Class F 1.08% 1.08%
Class SDR 1.07% 1.07%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Hartford Schroders Emerging Markets Equity Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Tom Wilson, CFA
Portfolio Manager
Robert Davy
Portfolio Manager
James Gotto
Portfolio Manager
Waj Hashmi, CFA
Portfolio Manager
Nicholas Field
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders Emerging Markets Equity Fund returned 17.47%, before sales charge, for the twelve-month period ended October 31, 2021 compared to the Fund’s benchmark, the MSCI Emerging Markets Index (Net), which returned 16.96% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 22.66% average return of the Lipper Emerging Markets Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.
Why did the Fund perform this way?
Global equities, as measured by the MSCI ACWI Index (Net), recorded a robust return over the twelve-month period ended October 31, 2021, as progress in the transition out of the global coronavirus pandemic continued, underpinned by the discovery and subsequent distribution of vaccines. With growth and inflation picking up, the focus on the timing of policy normalization from major global central banks intensified. The U.S. Federal Reserve (Fed) made no
change to monetary policy, but towards the end of the period indicated that the conditions for tapering its bond purchases are close to being met, and that this could begin as soon as November 2021. The MSCI Emerging Markets Index (Net) returned 16.96% but underperformed the MSCI World Index, which was up 40.42%.
The emerging European markets of the Czech Republic, Hungary, and Russia generated the strongest gains, led higher by companies in the Banking and Energy sectors. The strong recovery in oil and gas prices was particularly beneficial for Russia, as well as for other net exporters such as Saudi Arabia, the United Arab Emirates (UAE), Colombia, and Kuwait, all of which outperformed during the period. India recorded a strong gain despite a severe second wave of coronavirus cases. The economy subsequently began to recover while vaccinations picked up. Mexico outperformed during the period as the macroeconomic outlook improved. The strong rebound in U.S. economic growth, Mexico’s key trade partner, was beneficial, and supported robust flows of remittances from Mexicans living in the U.S. The rebound in materials prices was supportive of net exporters such as South Africa, while South Korea and Taiwan both finished ahead of the MSCI Emerging Markets Index (Net), aided by strong performance from Information Technology equities.
 

9


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

By contrast, China finished in negative territory and was the weakest market in the MSCI Emerging Markets Index (Net) during the period. After the strong post-lockdown market and macroeconomic recovery in 2020, regulatory actions in China were the initial cause of market weakness. These were compounded by the re-imposition of some coronavirus pandemic restrictions and supply chain disruption in August, worries about possible systemic financial system risks stemming from the potential collapse of real estate developer Evergrande, and power shortages. Pakistan underperformed as MSCI announced its reclassification to frontier markets status, which will occur in November 2021. Egypt recorded a negative return owing to weakness from Commercial International Bank. Peru lagged with equities and the sol falling sharply as leftist Pedro Castillo was unexpectedly elected president. The Philippines, Chile, and Brazil recorded solid gains but finished behind the MSCI Emerging Markets Index (Net).
Both country allocation and stock selection were positive contributors to relative performance. On a country basis, the Fund’s relatively underweight allocations to Thailand and Indonesia, both of which underperformed, and its overweight positions to Korea and South Africa, both of which outperformed, all contributed positively to relative returns. This was somewhat offset by the overweight position to Brazil, which underperformed, as well as the Fund’s underweight position to Saudi Arabia, which outperformed, detracting from relative returns. Stock selection was positive in China (overweight Li Ning and Great Wall Motor), Korea (overweight SK Hynix and Samsung SDI), South Africa (overweight FirstRand and Impala Platinum), Taiwan (overweight Delta Electronics and ASE), Russia (overweight Novatek; underweight Polymetal), and Argentina (underweight Adecoagro and Telec Argentina). Conversely, stock selection was negative in Greece (underweight OPAP; overweight Hellenic Telecom).
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, global liquidity growth has continued to fall and the U.S. Federal Reserve (Fed) is expected to begin tapering its bond purchases at the end of 2021. Persistent bottlenecks and energy price increases mean that inflation is proving more persistent than previously expected. Combined with fiscal drag, we believe we could be moving into a stagflationary environment in the near term, which is characterized by a simultaneous increase in inflation and unemployment with sluggish economic growth.
From a Chinese policy standpoint, the lagging effects of previous monetary policy tightening are now taking effect; the credit impulse turned negative in the fourth quarter of 2020 and typically impacts economic activity with a nine-month lag. There has also been broad-based regulatory action. A combination of tighter liquidity and regulation has fed through to a slowdown in activity in the Real Estate sector, which is a material share of China’s gross domestic product (GDP) and will likely serve as a drag on near-term economic growth. More recently, energy shortages have added to economic pressure in China. Meanwhile, valuations and margins in the U.S. look relatively elevated. Should there be a material decline, we believe this is likely to
impact other markets including emerging markets, even if their valuations are less expensive. Positioning within emerging-markets equities is also relatively extended after strong net inflows in the past twelve months, while levels of retail participation are high.
We do not anticipate that the Fed will pivot its policy approach in the near term. However, in China, the prospect of policy easing over the coming months is increasing given current economic conditions and a likely desire for benign economic conditions ahead of the Chinese Communist Party’s 20th Party Congress in October 2022. We may also see an easing in regulatory news flow and action. Coronavirus vaccine penetration across emerging markets has improved markedly, which we believe may support normalization and reduce the likelihood of further Covid-driven restrictions or economic impediments. We believe this may positively impact growth and address supply chain bottlenecks. We believe that aggregate emerging markets valuations are full compared to historical levels, but relatively cheap versus developed markets. We believe the Fed taper and a further rise in bond yields and the U.S. dollar will likely be challenging, but emerging markets are expected to be more resilient to a Fed taper than they have been historically. We believe that emerging-markets currencies are generally cheap and real yields relatively attractive.
As of the end of the period, we are cautious in the near term but continue to watch for signs of Chinese stimulus or an easing in the regulatory or administrative burden. The Fund’s style factor exposure, in terms of Growth versus Value, continues to be relatively neutral, but with an overweight to Quality, as of the end of the period. We remain cautious with regard to the outlook for China, but to a slightly lesser degree than last month given that we believe we may be reaching an inflection point for policy support. As of the end of the period, we maintained a slightly higher cash position in the Fund.
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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets or if the Fund focuses in a particular geographic region or country, such as China. • Risks associated with investments in China include currency fluctuation, political, economic, social, environmental, regulatory and other risks, including risks associated with differing legal standards. • Mid-cap securities can have greater risks and volatility than large-cap securities. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

10


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 11.1%
Consumer Discretionary 16.9
Consumer Staples 6.0
Energy 4.8
Financials 22.7
Health Care 3.4
Industrials 1.5
Information Technology 25.2
Materials 5.4
Real Estate 0.9
Utilities 0.8
Total 98.7%
Short-Term Investments 1.6
Other Assets & Liabilities (0.3)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

11


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 06/25/2013
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks to provide a return of long-term capital growth and income.
Comparison of Change in Value of $10,000 Investment (06/25/2013 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years Since
Inception1
Class A2 4.92% 2.35% 2.68%
Class A3 0.17% 1.41% 2.12%
Class C2 4.15% 1.55% 2.28%
Class C4 3.15% 1.55% 2.28%
Class I2 5.06% 2.61% 2.92%
Class R32 4.60% 2.31% 2.74%
Class R42 4.92% 2.51% 2.86%
Class R52 5.11% 2.62% 2.93%
Class Y2 5.11% 2.67% 2.96%
Class F2 5.29% 2.65% 2.94%
Class SDR2 5.22% 2.69% 3.01%
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted 3.54% 3.79% 3.89%
    
1 Inception: 06/25/2013
2 Without sales charge
3 Reflects maximum sales charge of 4.50%
4 Reflects a contingent deferred sales charge of 1.00%
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 chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder Emerging Markets Multi-Sector Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/2014 (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 2/28/2017 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 10/24/2016.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

12


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.41% 1.15%
Class C 2.23% 1.90%
Class I 1.05% 0.90%
Class R3 1.70% 1.45%
Class R4 1.40% 1.15%
Class R5 1.10% 0.85%
Class Y 1.09% 0.85%
Class F 0.98% 0.75%
Class SDR 0.98% 0.75%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Hartford Schroders Emerging Markets Multi-Sector Bond Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Fernando Grisales, CFA
Portfolio Manager
Autumn Graham
Portfolio Manager
Abdallah Guezour
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders Emerging Markets Multi-Sector Bond Fund returned 4.92%, before sales charge, for the twelve-month period ended October 31, 2021, outperforming the Fund’s benchmark, JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted, which returned 3.54% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 5.04% average return of the Lipper International Emerging Markets Hard Currency Debt peer group, a group of funds with investment strategies similar to those of the Fund, during the period.
Why did the Fund perform this way?
Emerging-markets debt, as measured by the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted, returned 3.54% for the twelve-month period ended October 31, 2021. After a strong rally in the fourth quarter of 2020, the resurgence of the coronavirus cases, uncertainty around the rate of recovery, and ensuing shutdowns of economies across the globe triggered another first-quarter sell-off in 2021. A large sell-off in rates during the first quarter of 2021 was also a main driver of emerging markets’ underperformance. Central banks across the globe continued their
accommodative monetary policies to increase liquidity in their markets. The recovery was uneven during the period, as concerns lingered about inflation and the possibility of contagion stemming from the Chinese real estate sector.
Security selection in U.S. dollar-denominated corporates was the largest contributor to the Fund’s performance relative to the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted for the period. Names like YPF SA and Huarong Finance helped offset the detraction from performance that came from Alpha Credit and Chinese Real Estate names, which faced various financial stresses. In the third quarter of 2021, the Chinese Real Estate sector detracted from performance in the wake of Chinese real estate company Evergrande’s potential for contagion, but this was offset due to the Fund’s position in Huarong Finance and YPF SA, both of which had strong performance.
Additionally, selection in the Sovereign sector largely contributed positively to relative performance, although to a lesser degree. Ukraine and Oman were among the largest contributors to the Fund’s relative performance for the period, stemming from rising oil prices. El Salvador was among the weakest performers for the period, with concerns that President Bukele’s adversarial tone would jeopardize a much-needed International Monetary Fund (IMF) deal in the third quarter of 2021.
 

13


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Asset allocation in the Local Currency sector was positive on the whole, largely due to the Fund’s underweight to the sector throughout 2021. The Fund’s underweight to the sector contributed positively to relative performance for the period, as local-currency assets trailed the broader emerging-markets debt sector, returning 0.84% for the period. Local currencies were hindered by a strengthening dollar and rise in rates, which offset positive effects of rising energy prices.
The Fund used foreign exchange (FX) forwards, a type of derivative, for purposes of adding or hedging local currency exposure during the period. These derivatives slightly detracted from relative performance for the period, with FX forwards on the currencies of Poland and Chile among the leading detractors. The Fund also used futures during the period. Futures were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
We have reduced the Fund’s duration overweight against the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted from 0.4 years to flat versus the benchmark as of the end of the period.
What is the outlook as of the end of the period?
As of the end of the period, the market has become focused on the potential for sharply rising short-term interest rates in developed countries, a potential signal that the market thinks these countries are behind the inflation curve. We believe the rise in these interest rates has contributed to emerging market local currency underperformance versus a stable U.S. dollar. By contrast, emerging markets central banks have begun to address the spike in prices but still have much work to do, in our view.
We believe short-term interest rates have accurately reflected expectations for interest-rate increases rather than excessive angst. In our experience, developing markets central banks pursuing tighter monetary policy typically have a negative impact on emerging-market currencies. However, we believe some firmer rhetoric at a minimum that calms interest-rate markets could help emerging markets recover somewhat from their underperformance.
In normal times, returns for EM local investors closely follow the path of the U.S. dollar. However, as of the end of the period, developed markets central banks have delivered mixed messages, with Bank of Canada signaling the potential for interest rate increases as soon as 2022 and cutting the pace of bond purchases, while the European Central Bank (ECB) has continued its accommodative monetary policy. Meanwhile, short-term interest rates in the U.K., Canada and Australia have risen over 60 basis points year to date as of the end of the period, and 30 basis points in the U.S. since September 1, 2021. A stable U.S. dollar and benign equity risk have created substantial challenges for emerging markets.
We believe an upcoming Federal Reserve meeting will be a key test as to whether markets become more comfortable with developed-market central bank responses to the inflation outlook. Should this confidence be regained with some combination of slightly firmer rhetoric and less severe inflation fears, we think emerging markets foreign currency is poised to outperform, absent a significant U.S. dollar rally.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic, and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets or if the Fund focuses in a particular geographic region or country. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • The Fund invests in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Security Type(1)
as of 10/31/2021
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 39.1%
Foreign Government Obligations 50.3
Total 89.4%
Short-Term Investments 11.9
Other Assets & Liabilities (1.3)
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.

14


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 08/30/2006
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 36.00% 6.97% 6.22%
Class A2 28.55% 5.77% 5.63%
Class C1 34.97% 6.15% 5.95%
Class C3 33.97% 6.15% 5.95%
Class I1 36.41% 7.24% 6.51%
Class R31 35.61% 6.62% 6.19%
Class R41 35.96% 6.92% 6.34%
Class R51 36.25% 7.23% 6.49%
Class Y1 36.43% 7.34% 6.54%
Class F1 36.35% 7.33% 6.55%
Class SDR1 36.57% 7.35% 6.57%
MSCI ACWI ex USA Index (Net) 29.66% 9.77% 6.66%
MSCI ACWI ex USA Value Index (Net) 37.09% 6.66% 4.68%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder International Multi-Cap Value Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/2014 (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 2/28/2017 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 10/24/2016.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

15


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.12% 1.12%
Class C 1.86% 1.86%
Class I 0.85% 0.85%
Class R3 1.48% 1.48%
Class R4 1.18% 1.18%
Class R5 0.86% 0.86%
Class Y 0.86% 0.83%
Class F 0.76% 0.76%
Class SDR 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 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers*
Hartford Schroders International Multi-Cap Value Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Justin Abercrombie
Portfolio Manager
Stephen Langford, CFA
Portfolio Manager
David Philpotts
Portfolio Manager
Daniel Woodbridge
Portfolio Manager
* The Fund supplemented its prospectus on 11/23/2021, which reflected updates to the Fund's portfolio managers. The portfolio managers disclosed in this section are the Fund's portfolio managers as of 10/31/2021. The supplement indicated that effective 4/1/2022, Justin Abercrombie will no longer serve as a portfolio manager to the Fund, and effective 11/23/2021, Daniel Woodbridge no longer serves as a portfolio manager to the Fund. In addition, effective 11/23/2021, Lukas Kamblevicius was added as a portfolio manager to the Fund.


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders International Multi-Cap Value Fund returned 36.00%, before sales charge, for the twelve-month period ended October 31, 2021, outperforming the Fund’s primary benchmark, the MSCI ACWI ex USA Index (Net), which returned 29.66% for the period, and underperforming the Fund’s secondary benchmark, the MSCI ACWI ex USA Value Index (Net), which returned 37.09% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 37.40% average return of the Lipper International Multi-Cap Value peer group, which is a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
Over the course of the twelve-month period ended October 31, 2021, the growth investment style in international markets (as measured by the MSCI ACWI ex USA Growth Index (Net)) lagged the value investment style (as measured by MSCI ACWI ex USA Value Index (Net)) by 15.29%. This value leadership began with the announcements of the Pfizer and Moderna coronavirus vaccines and the results of the U.S. elections in November 2020, which precipitated a rally in the most sold-off cyclical areas of the market such as the Energy and Financials sectors, as well as in the airlines/travel/leisure industries, which had previously been most impacted by the global coronavirus pandemic and resulting restrictions on travel and business worldwide. Optimism about a V-shaped economic recovery carried through to the first quarter of 2021 and into the second quarter of 2021. However, concerns about inflation and the timing of policy support withdrawal from central banks began to creep in mid-year, benefitting higher-quality and more defensive equities. By the third quarter of 2021, worries around slowing economic growth, rising
 

16


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

inflation, supply-chain disruptions, and ongoing uncertainty in emerging markets (especially China) were front and center, affecting market confidence, although in October 2021 supportive corporate earnings drove a market rebound.
Relative to the MSCI ACWI ex USA Index (Net), the Energy sector was the largest contributor to the Fund’s performance over the period, owing to the Fund’s overweights and out-of-benchmark exposures in higher quality oil and gas names across Europe and Canada. The second-largest contribution was stock selection in Chinese companies within the Consumer Discretionary and Communications sectors, in particular underweights or zero-weights in Alibaba, Meituan, Tencent, and other large e-commerce names, as well as zero-weights to for-profit education companies, which became the target of Chinese regulatory pressure. Another area of particular strength was in the Industrials sector, especially in Taiwan and Korea, where marine freight names (Evergreen, Wan Hai, HMM) benefited from bottlenecks in the supply chain and increased shipping prices in the ports. In addition to these key contributors, there were positive contributions from stock selection in the Utilities, Healthcare and Financials sectors. The only detractors from performance relative to the MSCI ACWI ex USA Index (Net) during the period were the Materials and Technology sectors. The Fund’s overweight in Metals and Mining across Australia, Russia, and South Africa proved challenging as silver and base metals prices struggled in the context of concerns about Chinese demand. In addition, stock selection in the Technology sector detracted from performance, from underweights to expensive names like ASML and Shopify, as well as because of overweights in Korean and Taiwanese semiconductors and hardware names, which were impacted in the summer of 2021 in the context of the regulatory pressure on the Chinese internet sector.
Against the MSCI ACWI ex USA Value Index (Net), the Industrials sector was the largest contributor to performance over the period, via the marine freight overweights noted in the prior paragraph (Evergreen, Wan Hai, HMM, together with Nippon Yusen in Japan). The Fund’s overweights within the Energy sector were a particular area of strength against the MSCI ACWI ex USA Value Index (Net) as well. Underweights to a number of utilities companies that we believed were overpriced and lower-quality in Europe provided another strong contributor to performance, as did the Fund’s exposure to the Consumer Discretionary sector in China (overweight to Great Wall Motor, underweights or zero weights to Alibaba, Nio, Meituan) and exposure to the Communications sector in Japan. On the other hand, just as against the broader MSCI ACWI ex USA Index (Net), the Fund’s overweights in the Materials sector were the largest detractor from performance relative to the MSCI ACWI ex USA Value Index (Net). Another large detractor from performance relative to the MSCI ACWI ex USA Value Index (Net) was an underweight in the Financials sector (the MSCI ACWI ex USA Value Index (Net) had a 30% weighting to this sector as of the end of the period). Many of the banking names (across Canada, Australia, Europe) in which the Fund is underweight or has a zero weight, are very poor quality names with weak balance sheets that we do not believe are good long term investments in our view, despite benefitting from inflationary pressures and expectations for rising interest rates. Other, smaller detractors from performance came from overweights in the pharmaceuticals industry, whose defensive quality characteristics (available at a steep
discount to historical norms) were overlooked by investors over this period, as well as from stock selection in the Consumer Staples and Technology sectors.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
With the bulk of the economic rebound from the global coronavirus pandemic now largely discounted as of the end of the period, markets appear to be at a turning point. While at a high level, valuations for global equities do not appear very compelling, this is largely driven by the U.S. market which we believe exhibits the most egregious examples of excessive valuations, particularly in many of the popular equities that have dominated in recent years. We have thought for some time that all of the good news was already in the price, but this may now be something of an understatement. In our view, the withdrawal of policy stimulus and high starting valuations make equities vulnerable to ongoing volatility, particularly given the elevated level of uncertainty around the impact of ongoing supply disruptions.
Consensus estimates for both economic growth and earnings have begun to be revised lower at a time when the risks of inflation overshooting due to both cost-push and demand-pull forces remains uncomfortably high, from our perspective. One mechanism through which this will play out is likely to be via higher bond yields. The relationship between yields and market leadership is, in our view, probably overstated but, based on recent experience, we believe this would provide a more favorable backdrop to value areas such as the Financials and Energy sectors, and would be less favorable to expensive growth equities.
Moderate levels of market volatility, typically associated with swings in sentiment, have historically been a favorable environment for our disciplined approach, which seeks to deliberately exploit overreaction. More importantly, from a strategic perspective, there is still a significant opportunity for many cheaper equities to re-rate, particularly for the higher-quality names that have been left well behind as deeper-value areas of the market have been the new success stories of the year so far. As we approach the first anniversary of the arrival of successful coronavirus vaccines, we believe investors have tended to oscillate between “Value” and “Growth” during this period, effectively bypassing Quality. The Value rally of late 2020/early 2021 may appear to have quickly run out of steam, but it is not unusual for the returns of cheaper equities to be lumpy. We need only look back to the unwinding of the tech bubble of the early 2000s to note that Growth equities (as defined by the MSCI World Index) still outperformed in 40% of months between 2000 and 2005, despite the fact that Value returns bettered Growth by 8.5% on an annualized basis over the period.
Our optimism is predicated on the observation that, so far, we have only experienced a very modest reversion in valuation multiples from the extreme levels observed late last year, with Value as a style remaining at a significant discount to the historical norm. From a tactical perspective, we would also cite many defensive equities across both the Healthcare and Consumer Staples sectors as being

17


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

well-placed in our view to weather a broad range of market scenarios due to their inherent stability and robust profitability, particularly given their unusually attractive valuations by historical standards.
Our focus over the twelve-month period has been the integration of growth and sentiment terms into our stock selection process, which we believe has been beneficial to our quality- and value-oriented investment approach. We also continue to focus on longer-term thematics, most of which have a sustainability focus, along with more detailed industry analysis on the basis that the next few years will be far more nuanced than the recent past, while still maintaining our strategic focus on Value and Quality.
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, economic, and regulatory developments. These risks may be greater, and include additional risks, 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. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.7%
Consumer Discretionary 9.2
Consumer Staples 5.5
Energy 8.0
Financials 18.5
Health Care 11.6
Industrials 9.1
Information Technology 9.6
Materials 12.1
Real Estate 1.6
Utilities 2.1
Total 96.0%
Short-Term Investments 3.0
Other Assets & Liabilities 1.0
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

18


Hartford Schroders International Stock Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 12/19/1985
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 34.90% 14.14% 9.42%
Class A2 27.50% 12.86% 8.81%
Class C1 33.80% 13.31% 9.17%
Class C3 32.80% 13.31% 9.17%
Class I1 35.30% 14.46% 9.73%
Class R31 34.34% 14.01% 9.51%
Class R41 34.78% 14.23% 9.61%
Class R51 35.20% 14.47% 9.73%
Class Y1 35.17% 14.51% 9.75%
Class F1 35.36% 14.55% 9.77%
Class SDR1 35.31% 14.54% 9.79%
MSCI ACWI ex USA Index (Net) 29.66% 9.77% 6.66%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder International Alpha Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/2014 (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 2/28/2017 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 10/24/2016.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower.
 

19


Hartford Schroders International Stock Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.12% 1.12%
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 0.87% 0.87%
Class Y 0.82% 0.82%
Class F 0.75% 0.75%
Class SDR 0.75% 0.75%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Hartford Schroders International Stock Fund’s sub-adviser is Schroder Investment Management North America Inc., and its sub-sub-adviser is Schroder Investment Management North America Limited.
James Gautrey, CFA
Portfolio Manager
Simon Webber, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders International Stock Fund returned 34.90%, before sales charge, for the twelve-month period ended October 31, 2021, outperforming the Fund’s benchmark, the MSCI ACWI ex USA Index (Net), which returned 29.66% for the same period. For the same period, the Class A shares of the Fund, before sales charge, also outperformed the 29.48% average return of the Lipper International Large Cap Growth peer group, a group of funds with investment strategies similar to those of the Fund, during the period.
Why did the Fund perform this way?
International equities made very strong gains during the period as news in November 2020 that a successful vaccine had been developed against COVID-19 provided the catalyst for a market rally. Forward momentum was maintained by early and significant progress in the coronavirus vaccine rollout, while prolonged monetary and fiscal stimulus helped offset growing concerns about rising inflation. Investor sentiment was also buoyed by improving earnings generally, although supply chain challenges began to have significant pressure in some parts of the market in the second half of the period.
Stock selection was the key driver of the Fund’s outperformance relative to the MSCI ACWI ex USA Index (Net), with the Fund’s sector weights also additive to performance overall. In aggregate, holdings in the Information Technology sector were the primary contributors to performance during the period. Additionally, semiconductor holdings TSMC, Samsung Electronics, and Infineon Technologies all performed well, benefitting from excellent industry conditions with tight supply,
rebounding demand, and resulting pricing power. By extension this environment was supportive of ASML, the Dutch supplier of lithography systems for use in semi-conductor production and a holding of the Fund. Demand was consistently strong for ASML’s extreme ultraviolet (EUV) lithography systems, which are considered to be the key enabler for advancing high-performance computing, allowing semiconductor manufacturers to further shrink chip sizes.
The Fund’s holdings in the Energy and Financials sectors generally outperformed the broader MSCI ACWI ex USA Index (Net) as markets rotated into these sectors early in the period following news of a successful COVID-19 vaccine. Investor appetite for these equities remained elevated throughout much of the period, as the Energy and Financials sectors were helped by rebounding oil prices and expectations for increased interest rates, respectively. In the Energy sector, Royal Dutch Shell, a holding in the Fund, was particularly strong as the company reached an agreement to sell its Permian assets for $9.5 billion in cash, further bolstering the company’s balance sheet and increasing its scope for shareholder distribution, while shrinking its oil business. Equinor was also a leading contributor to the Fund’s performance. In the Financials sector, Spanish multi-national banking group, BBVA, a holding in the Fund, led the way as investors reacted positively to news of the company’s disposal of its U.S. business early in the period.
Chinese internet stocks Alibaba and Tencent proved to be the largest detractors from the Fund’s performance during the period. Both companies came under pressure on concerns of the regulatory environment following the Chinese government’s announcement of hard-line policies on antitrust, internet security, and education. Despite the challenging backdrop, the Fund maintained a reduced position in
 

20


Hartford Schroders International Stock Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Tencent as of the end of the period, as we believe that for China to achieve its innovation goals, it will need to maintain a healthy environment for innovators and investors. While we expect the regulatory environment to remain challenging, we believe that Tencent continues to enjoy a constructive relationship with the regulator, which we believe should help them navigate the changes well. We sold the Fund’s position in Alibaba during the period.
Also detracting from the Fund’s relative performance was the Fund’s holding in German brake maker Knorr-Bremse AG, due to the stock price dropping after rumors leaked that they were looking to acquire Hella, a German automotive lighting group for approximately $7.5 billion. As of the end of the period, we continued to hold the stock in the Fund.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Global equities have achieved strong gains since the end of 2020 as COVID-19 vaccination programs accelerate, economies reopen, and central banks continue to provide monetary support to boost growth. However, concerns over rising inflation, global supply chain problems, high energy prices, and the changing regulatory environment in some countries (particularly China) are coming together to create what we believe is a perfect storm of uncertainty as of the end of the period.
With earnings at elevated levels and increasing pressure on margins, we observe that valuations in many parts of the market are starting to look more vulnerable. We believe this is particularly true among a segment of quality growth companies that have been supported by low interest rates. This cohort of companies that deliver organic growth of approximately 10% yet have a price-to-earnings ratio of 50 or higher are, in our view, the most vulnerable to a reversal and likely to experience the largest declines in their stock prices. Inflationary pressures and the potential for less accommodative monetary policy remain critically important factors that we continue to monitor.
There is growing evidence that rising input costs are leading to price pressures across a range of manufactured goods and services that some may be less “transitory” than originally expected. Against this uncertain backdrop, we seek to maintain a balanced approach and remain focused on companies that have strong pricing power that can pass through rising costs. We also continue to look for companies with good management teams that have a demonstrated track record of consistent execution, as we believe this is the best way to navigate the rising market uncertainty.
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, economic and regulatory developments. These risks may be greater, and include additional risks, 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. • To the extent the Fund focuses on
one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 4.3%
Consumer Discretionary 17.7
Consumer Staples 9.6
Energy 4.5
Financials 17.5
Health Care 10.1
Industrials 18.3
Information Technology 11.3
Materials 1.5
Utilities 2.8
Total 97.6%
Short-Term Investments 2.5
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.

21


Hartford Schroders Securitized Income Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 02/28/2019
Sub-advised by Schroder Investment Management North America Inc.
Investment objective – The Fund seeks to provide current income and long-term total return consistent with preservation of capital.
Comparison of Change in Value of $10,000 Investment (02/28/2019 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year Since
Inception1
Class A2 2.77% 1.64%
Class A3 -0.29% 0.48%
Class C2 1.69% 0.99%
Class C4 0.69% 0.99%
Class I2 2.81% 1.71%
Class Y2 2.87% 1.73%
Class F2 2.97% 1.79%
Class SDR2 2.97% 1.77%
ICE BofA US ABS & CMBS Index 1.46% 3.86%
S&P/LSTA Leveraged Loan Index 8.45% 4.53%
    
1 Inception: 02/28/2019
2 Without sales charge
3 Reflects maximum sales charge of 3.00%
4 Reflects a contingent deferred sales charge of 1.00%
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 chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Class C shares commenced operations on 2/28/2020 and performance prior to this date reflects Class A shares (excluding sales charges). Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class. If the performance were adjusted, it would have been lower.
Total returns presented above were calculated using the applicable class’ net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

22


Hartford Schroders Securitized Income Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.62% 1.48%
Class C 2.54% 2.33%
Class I 1.35% 1.23%
Class Y 1.35% 1.18%
Class F 1.30% 1.08%
Class SDR 1.30% 1.08%
    
* Expenses as shown in the Fund’s prospectus dated 03/01/2021. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. The Fund supplemented its prospectus on 12/01/2021, which updated the Fund’s total annual fund operating expense table. However, the information in this annual report is as of 10/31/2021 and does not reflect any changes made to the total annual fund operating expense table in the prospectus, as supplemented. The net expense ratios shown in the supplement are as follows: 0.86% (Class A), 1.71% (Class C), 0.61% (Class I), 0.56% (Class Y), 0.46% (Class F) and 0.46% (Class SDR). The gross expense ratios shown in the supplement are as follows: 0.92% (Class A), 1.72% (Class C), 0.66% (Class I), 0.65% (Class Y), 0.60% (Class F) and 0.60% (Class SDR). The expense reimbursement arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Hartford Schroders Securitized Income Fund’s sub-adviser is Schroder Investment Management North America Inc.
Michelle Russell-Dowe
Global Head of Securitized Products & Asset-Based Finance
Anthony Breaks, CFA
Head of Investment, Securitized Products


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders Securitized Income Fund returned 2.77%, before sales charge, for the twelve-month period ended October 31, 2021, outperforming the Fund’s benchmark, the ICE BofA US ABS & CMBS Index, which returned 1.46% for the same period while underperforming the Fund’s secondary benchmark, the S&P/LSTA Leveraged Loan Index, which returned 8.45% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 7.34% average return of the Lipper Loan Participation Funds peer group, defined as funds that invest primarily in participation interests in collateralized senior corporate loans that have floating or variable rates.
Why did the Fund perform this way?
Over the period, interest rates generally increased for the five- and ten- year U.S. Treasury notes by 80 basis points (bps) and 68 bps, respectively. Despite the decline in bond values, driven by rising interest rates, the Fund’s exposure to securitized credit offered positive performance, driven by tightening credit spreads and generally lower duration exposure. Credit spreads continued to tighten over the
period, after having widened with the onset of the global COVID-19 pandemic. In particular, spreads for commercial mortgage-backed securities (CMBS) and for lower-rated credits outperformed.
The Fund continued to increase credit exposure in sectors with strong credit and supportive fundamental factors over the period. We reduced the Fund’s exposure to agency mortgage-backed securities over the period due to high valuations and underperformance. The Fund benefitted from allocations to mortgage credit. The Fund’s exposure to mortgage-backed securities (MBS) is principally outside of the agency guaranteed MBS market.
Currency futures and forwards were used within the Fund during the period for hedging against currency fluctuations on non-U.S.-dollar bonds; these derivatives did not have a material impact on the Fund’s performance during the period.
What is the outlook as of the end of the period?
In our view, the fundamentals supporting global housing and the U.S. consumer were strong as of the end of the period. Corporate earnings were also strong, and default rates and leverage were low. We see the likelihood of credit strength, and we expect to focus the Fund’s
 

23


Hartford Schroders Securitized Income Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

investments in these areas where we see fundamental strength in particular. However, we anticipate weakness in technical factors (such as changes in inflation signals or supply constraints versus credit and sector fundamentals) with continued pressure on the U.S. Federal Reserve to act due to rising inflation. We would view technical disruption as a buying opportunity. We believe that office, retail, and hotel markets are the weak spots that we have observed in the Real Estate sector, along with office services and air/business travel. We believe these areas are likely to remain lackluster, and therefore these would be areas we would seek to avoid.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, event and interest rate risk. As interest rates rise, bond prices generally fall. • The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Restricted securities may be more difficult to sell and price than other securities. • The purchase of securities in the To-Be-Announced (TBA) market can result higher portfolio turnover and related expenses as well as price and counterparty risk. • The Fund may use repurchase agreements, which can increase risk and volatility. • Use of leverage can increase market exposure, magnify investment risks, and cause losses to be realized more quickly. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Security Type(1)
as of 10/31/2021
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 1.0%
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 85.5%
Corporate Bonds 3.9
U.S. Government Agencies(2) 3.1
Total 92.5%
Short-Term Investments 7.7
Other Assets & Liabilities (1.2)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2021.

24


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 10/03/2011
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks total return on an after-tax basis.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 1.08% 2.85% 4.31%
Class A2 -3.49% 1.90% 3.83%
Class C1 0.11% 1.99% 4.00%
Class C3 -0.89% 1.99% 4.00%
Class I1 1.30% 3.08% 4.57%
Class Y1 1.14% 3.04% 4.54%
Class F1 1.24% 3.09% 4.57%
Class SDR1 1.24% 3.10% 4.57%
Bloomberg Municipal Bond Index 2.64% 3.41% 3.88%
    
1 Without sales charge
2 Reflects maximum sales charge of 4.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder Broad Tax-Aware Value Bond Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund and the Predecessor Fund’s predecessor. Prior to 10/24/2016, Class A and Class I were called Advisor Shares and Investor Shares, respectively. Performance for Class A shares prior to 12/30/2014 (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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Class F shares commenced operations on 2/28/2017 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 10/24/2016. Performance for the Fund prior to 6/14/2013 reflects performance of the Predecessor Fund’s predecessor.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

25


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 0.83% 0.72%
Class C 1.62% 1.60%
Class I 0.61% 0.50%
Class Y 0.64% 0.57%
Class F 0.53% 0.47%
Class SDR 0.53% 0.47%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Hartford Schroders Tax-Aware Bond Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Lisa Hornby, CFA
Portfolio Manager
Neil G. Sutherland, CFA
Portfolio Manager
Julio C. Bonilla, CFA
Portfolio Manager
David May
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders Tax-Aware Bond Fund returned 1.08%, before sales charge, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the Bloomberg Municipal Bond Index, which returned 2.64% for the same period. For the same period, the Class A shares of the Fund, before sales charge, also underperformed the 4.02% average return of the Lipper General & Insured Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
The underperformance of the Fund relative to the Bloomberg Municipal Bond Index during the period was primarily due to the impacts from yield curve differences between the Fund and the benchmark. The Fund is opportunistic in its strategy and is not managed to the benchmark with regard to duration, curve exposure, or sector exposure. In general, the Fund maintains a shorter duration relative to the Bloomberg Municipal Bond Index and by doing so, had excess exposure to shorter-dated maturities during the period. As interest rates rose materially over the twelve-month period, this additional exposure, mostly from corporate bonds, resulted in a
negative yield curve impact on relative performance. In fact, over the period, interest rates (as measured by 10-year U.S. Treasury yield) increased by 68 basis points (bps), while the five-year U.S. Treasury yield increased by 80 bps, reflecting the flattening of the yield curve during the period. It may also be noted that the duration impact was a materially positive contributor to the Fund’s relative performance and helped offset much of the yield curve impact, as the Fund had less relative exposure to securities with 10 years until maturity during the period.
Sector selection was also a modest contributor to the Fund’s underperformance relative to the benchmark, which was due generally to specific allocations within the tax-exempt sector. The Fund was generally underweight to the tax-exempt sector relative to the Bloomberg Municipal Bond Index, with the underweights to general obligation bonds (GOs), other revenue bonds, and leasing bonds all notably negative in terms of sector selection. The Fund’s out-of-benchmark allocations to corporate bonds, taxable municipal bonds, and agency mortgage-backed securities (MBS) were all positive contributors to the Fund’s relative performance, such that sector selection was closer to neutral albeit still negative.
 

26


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Issue selection detracted from the relative performance due to specific tax-exempt municipals. Within the sector, tax-exempt transportation bonds were notable for their above-average detraction from relative performance, with smaller impacts from GOs and the Housing sector. The Tax-exempt Transportation sector rallied strongly during the last part of the period due to optimism surrounding the rebound of the vaccine-supported sectors that had sold off during the onset of the coronavirus pandemic. Owning some of the higher-rated securities that held up better during the selloff led to the negative issue selection within the Fund during this recovery.
During the period, we used derivatives such as futures to manage duration within the Fund. The use of such derivatives had no material impact on performance over the period. We consider the use of futures and other derivatives a less expensive way to seek to achieve the Fund’s target duration.
What is the outlook as of the end of the period?
The twelve-month period was a positive one for risk assets and the economy, despite the human tragedies and supply chain challenges that were experienced across the globe. While we believe that economic momentum and global demand for U.S. fixed income securities currently remains firm, it is likely that some of those impulses will fade in the coming months as central banks begin to withdraw some of their extraordinary liquidity provisions. We also expect that earnings momentum will fade as input costs stay stubbornly high and year-over-year comparisons become increasingly demanding.
One thing we have learned in recent years is not to underestimate the impact of central bank actions on markets. With valuations offering little or no margin for error, we believe that the appropriate level of risk today is lower than it has been for several quarters. While we still see some opportunities in markets in the face of uncomfortably high inflation, historically low real yields, and compressed credit spreads, we believe more caution is warranted at this time. We believe that full valuations suggest the next twelve-month period has the potential to offer more volatility and more subdued returns than what was experienced during the period.
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.
• Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if
any, are taxable. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory 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, economic and regulatory developments. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Security Type(1)
as of 10/31/2021
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 35.5%
Municipal Bonds 55.2
U.S. Government Securities 8.8
Total 99.5%
Short-Term Investments 0.1
Other Assets & Liabilities 0.4
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

27


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 03/31/2006
Sub-advised by Schroder Investment Management North America Inc.
Investment objective – The Fund seeks capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 41.71% 12.84% 13.09%
Class A2 33.90% 11.56% 12.46%
Class C1 40.70% 12.01% 12.82%
Class C3 39.70% 12.01% 12.82%
Class I1 42.13% 13.16% 13.40%
Class R31 41.22% 12.46% 13.04%
Class R41 41.71% 12.80% 13.22%
Class R51 42.03% 13.10% 13.37%
Class Y1 42.15% 13.17% 13.41%
Class F1 42.23% 13.25% 13.44%
Class SDR1 42.24% 13.24% 13.47%
Russell Midcap Index 45.40% 16.47% 14.78%
Russell 2500 Index 49.43% 16.31% 14.25%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder U.S. Small and Mid Cap Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 12/30/2014 (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 2/28/2017 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 10/24/2016.
Performance information prior to 5/1/2019 reflect when the Fund invested at least 80% of its assets in securities of companies considered by Schroder Investment Management North America Inc. to be small- or mid-cap companies located in the United States.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower.
 

28


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.19% 1.19%
Class C 1.93% 1.93%
Class I 0.91% 0.91%
Class R3 1.54% 1.54%
Class R4 1.24% 1.24%
Class R5 0.94% 0.94%
Class Y 0.92% 0.92%
Class F 0.82% 0.82%
Class SDR 0.82% 0.82%
    
* Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Manager
Hartford Schroders US MidCap Opportunities Fund’s sub-adviser is Schroder Investment Management North America Inc.
Robert Kaynor, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders US MidCap Opportunities Fund returned 41.71%, before sales charge, for the twelve-month period ended October 31, 2021, underperforming both the Fund’s primary benchmark, the Russell Midcap Index, which returned 45.40% for the period, and the Fund’s secondary benchmark, the Russell 2500 Index, which returned 49.43% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 45.02% average return of the Lipper Mid-Cap Core peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
U.S. mid-capitalization equities, as measured by the Russell Midcap Index, rose over the twelve-month period ended October 31, 2021 by 45.40%. This result reflected an extraordinary level of performance for a twelve-month period, capturing the substantial rebound in markets following the first emergency approval of the Pfizer-BioNTech coronavirus vaccine in December 2020 by the U.S. Food and Drug Administration (FDA). The approval resulted in very strong returns for equity markets from November 2020 through to March 2021 as the beginning of the end of the global coronavirus pandemic seemed to be in sight. The bulk of the Fund’s annual returns were earned during this portion of the reporting period. The Russell Midcap Index was up 28.85% between October 31, 2020 and March 31, 2021. The Russell Midcap Index was up 22.02% in 2021 year to date as of October 31, 2021, but since March 31, 2021 until the end of the period it rose 12.84%. The rally was led by a sharp recovery for companies most affected by the business and travel restrictions during the coronavirus pandemic; these same companies saw their share prices decline significantly earlier in 2020.
The Fund lagged the Russell Midcap Index, primarily due to trailing performance during the powerful market rebound, which was characterized by lower-quality companies with severely depressed share prices having the strongest performance. The Fund has a bias to higher-quality companies, so it was not exposed to some of this upside. Our experience suggests that big swings in share prices are not sustainable when driven by such short-term sentiment. In the long run, we believe companies have to justify their share price levels through the performance of their businesses.
Over the period, the sectors with the most significant contribution to the Fund’s underperformance relative to the Russell Midcap Index during the twelve-month period were the Financials and Real Estate sectors. In the Financials sector, the issue was stock selection. In particular, the Life Insurance and Banks sub-sectors, both of which were overweights in the Fund relative to the Russell Midcap Index, created the biggest drag on performance. During the period, the Fund typically held stocks of higher-quality banks, which did not perform as well over the period compared to companies in the Financials sector that were perceived to be riskier during the period. The Fund did not hold any companies in the consumer lending sub-sector because we believe it is a low-quality long-term business outside of a banking license which hinders the ability to attract customer deposits as a use for lending. There were sharp rallies in this consumer lending sub-sector during the period, like Upstart Holdings, Inc., which was up 101% over the period.
In the Real Estate sector, names the Fund held in the Industrial and Residential real estate investment trust (REIT) industries detracted from performance relative to the Russell Midcap Index. The Fund is structurally underweight REITs in the Real Estate sector, as we find the structure of REITs difficult to assess over the long term. The Real Estate sector performed well over the period for the Russell Midcap Index (+56.6%). By contrast, the Fund returned 21.5% within the Real Estate sector for the same period. Other detractors from the Fund’s
 

29


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

relative performance over the period included the Basic Materials sector (as the Fund did not hold Freeport-McMoRan, which returned +115%) and the Healthcare sector (where the Fund’s sector overweight detracted from performance for the period).
The sectors that contributed most positively to the Fund’s relative performance during the twelve-month period were the Technology and Consumer Staples sectors. The Technology sector, in which the Fund is overweight, was led by strong stock selection. In the Consumer Staples sector, strong stock selection within Food Products companies benefited the Fund’s performance relative to the Russell Midcap Index.
Top contributors to the Fund’s performance relative to the Russell Midcap Index during the period included Teradata Corporation (Technology sector), IAC/InterActiveCorp. (Technology sector), and Diamondback Energy (Energy sector). Teradata is focused on providing a connected multi-cloud data platform for enterprise analytics. The company has seen continued momentum in their cloud offerings. IAC/InterActiveCorp is a media and internet company. The company’s stock rose substantially at the beginning of 2021 on the announcement of its plans to spin off Vimeo, its video creation, editing and distribution subscription-based platform provider. Diamondback Energy is an independent oil and natural gas company. The company benefited from the substantial increase in oil prices in 2021.
Over the period, the largest detractors from the Fund’s performance relative to the Russell Midcap Index were Black Knight (Financials sector), Americold Realty Trust (Real Estate sector) and Encompass Health Corporation (Healthcare sector). Black Knight provides integrated technology services, data and analytics to mortgage and real estate companies. The company’s poor performance was primarily due to sentiment from the overall mortgage market, as mortgage-related names were expected to face difficulties for the next year. Americold Realty Trust, a self-administered and self-managed REIT focused on temperature-controlled warehouses, detracted from the Fund’s performance as management lowered guidance materially due to labor inflation. Encompass Health Corporation provides post-acute healthcare services. Investor expectations of a value creation spin-out of the company’s Home Health and Hospice business from the core Inpatient Rehabilitation Facility (IRF) business was moved from the second half of 2021 to the first half of 2022 due to various non-fundamental reasons.
Derivatives were not used in the Fund during the period and therefore did not impact performance during the period.
During the period, we invested the Fund’s assets in a combination of stock types that can be classified into the following three categories: “Steady Eddies” (companies we believe have recurring earnings/cash flow/revenue characteristics), “Turnarounds” (companies we believe have experienced business or operational difficulties but may potentially have a catalyst to help them return to a growth path), and “Mispriced Growth” (companies we believe have unrecognized or under-appreciated growth dynamics that will be rewarded over time). The Fund’s holdings in the “Mispriced Growth” category outperformed for the period, while the Fund’s holdings in both the “Steady Eddies” and “Turnarounds” categories lagged during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe a combination of pent-up consumer demand, fiscal spending (infrastructure and social spending bills) and corporate capital expenditure (capex) should lead to higher growth over the next few years for the U.S. economy. This growth will likely be more broad-based and focused on improving supply chains as well as new sectors such as transitioning power generation away from fossil fuels.
We believe the capex cycle is noteworthy since companies have not had the confidence to deploy long-term capital for a number of years. Instead, excess cash was used to buy back shares, which was a short-term boost to valuations, but lacked the ability to compound. We expect that companies will begin spending more due to higher visibility around growth prospects. In addition, companies are now more circumspect about their global supply chains, which means more focus and investment in the U.S. and in nearby countries like Mexico. Given the measures taken during the pandemic to ensure capital availability, we believe there will likely be political pressure to invest over buying back shares or paying dividends.
In our view, this is an environment that will benefit U.S. small and mid-cap companies relatively more than large-cap companies. This is partly due to the greater choice of companies participating in both the domestic U.S. economy as well as more broad-based growth opportunities that did not exist in the past few years. We believe that as growth broadens out, the greater breadth and diversity of the small and mid-cap market will potentially provide more ways to access that growth.
On the other hand, we believe that higher growth prospects typically come with more cost inflation. The well-documented supply chain bottlenecks and raw material cost inflation may prove transitory, but the pervasive wage pressures are expected to be more persistent as both skilled and unskilled labor remains scarce.
Although companies may enjoy higher revenue growth, those that can protect profit margins will have the best results, in our view. Looking forward, we believe valuations of companies will depend more on profit metrics than simple growth. We believe this will require a lot of analytical skill to differentiate stronger performers from weaker ones.
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. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

30


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 3.4%
Consumer Discretionary 9.1
Consumer Staples 1.8
Energy 2.6
Financials 15.0
Health Care 8.7
Industrials 18.3
Information Technology 24.2
Materials 4.2
Real Estate 4.1
Utilities 4.2
Total 95.6%
Short-Term Investments 4.5
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.

31


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 08/06/1993
Sub-advised by Schroder Investment Management North America Inc.
Investment objective – The Fund seeks capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 44.31% 13.58% 12.59%
Class A2 36.37% 12.31% 11.96%
Class C1 43.29% 12.74% 12.33%
Class C3 42.29% 12.74% 12.33%
Class I1 44.78% 13.93% 12.92%
Class R31 43.97% 13.33% 12.62%
Class R41 44.31% 13.67% 12.79%
Class R51 44.81% 13.91% 12.91%
Class Y1 44.75% 13.96% 12.94%
Class F1 44.92% 14.03% 12.97%
Class SDR1 44.91% 14.03% 12.99%
Russell 2000 Index 50.80% 15.52% 13.50%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Effective immediately before the opening of business on 10/24/2016, the Schroder U.S. Opportunities Fund (the “Predecessor Fund”) was reorganized into the Fund. The performance information shown for periods prior to 10/24/2016 is that of the Predecessor Fund. Prior to 10/24/2016, 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 10/24/2016 and performance prior to this date reflects the performance of the Predecessor Fund’s Investor Shares. Performance for Class SDR shares prior to 9/28/2015 (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 2/28/2017 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 10/24/2016.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

32


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.46% 1.39%
Class C 2.21% 2.14%
Class I 1.15% 1.14%
Class R3 1.77% 1.69%
Class R4 1.47% 1.39%
Class R5 1.17% 1.09%
Class Y 1.16% 1.09%
Class F 1.05% 0.99%
Class SDR 1.05% 0.99%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Manager
Hartford Schroders US Small Cap Opportunities Fund’s sub-adviser is Schroder Investment Management North America Inc.
Robert Kaynor, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders US Small Cap Opportunities Fund returned 44.31%, before sales charge, for the twelve-month period ended October 31, 2021, underperforming the Fund's benchmark, the Russell 2000 Index, which returned 50.80% for the same period. For the same period, the Class A shares of the Fund, before sales charge, underperformed the 54.55% average return of the Lipper Small-Cap Core peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
U.S. small-capitalization equities, as measured by the Russell 2000 Index, returned 50.80% over the twelve-month period ended October 31, 2021. This result reflected an extraordinary level of performance for a twelve-month period, capturing the substantial rebound in markets following the first emergency approval of the Pfizer-BioNTech coronavirus vaccine in December 2020 by the U.S. Food and Drug Administration (FDA). The approval resulted in very strong returns for equity markets from November 2020 through March 2021 as the beginning of the end of the global coronavirus pandemic seemed to be in sight. The bulk of the Fund’s annual returns were earned during this portion of the reporting period. The Russell 2000 Index rose 45.02% between October 31, 2020 and March 31, 2021. The Russell 2000 Index was up 17.19% year to date as of October 31, 2021, but since March 31, 2021, it has only risen 3.99%. The rally was led by a sharp recovery for companies most affected by the business and travel restrictions during the coronavirus pandemic; these same companies saw their share prices decline significantly earlier in 2020.
The Fund lagged the Russell 2000 Index for the period, primarily due to trailing performance during the powerful market rebound, which was characterized by lower-quality companies with severely depressed share prices having the strongest performance. The Fund has a bias to higher quality companies, so it was not exposed to some of this upside. Our experience suggests that big swings in share prices are not sustainable when driven by such short-term sentiment. In the long run, we believe companies have to justify their share price levels through the performance of their businesses.
Over the period, the sectors with the most significant contribution to the Fund’s underperformance relative to the Russell 2000 Index were the Financials and Energy sectors. In the Financials sector, the issue was stock selection. In particular, the shortfall was driven more by equities that were not held in the Fund. The Fund’s largest lag was in the Banks and Consumer Lending sub-sectors. The Fund did not hold any Consumer Lending stocks because we believe that consumer lending is a low-quality, long-term business outside of a banking license, which hinders the ability to attract customer deposits as a use for lending. There were sharp rallies in the Consumer Lending sub-sector during the period; for instance, LendingClub Corp. was up 884%. It was a similar story in the Banks sub-sector. We favor conservatively run banks with less risky loan books fully backed by deposits. However, lower-quality banks performed much better during the period. The Fund also lagged the benchmark in the Insurance Brokers sub-sector due to the Fund’s holding SelectQuote during the period. The company is in the business of selling Medicare Advantage (MA) plans to seniors. The company reported poor fiscal year 2022 guidance and indicated they would reach positive operating cash flow in fiscal year 2025, which is outside of our investment horizon.
 

33


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

In the Energy sector, the Fund had a secular underweight position due to the risk of fossil fuels exposure. Due to supply constraints combined with a sharp economic recovery exacerbated by a cold winter and a very hot summer, the oil price rose above $80 per barrel in the period for the first time in 3 years. In the meantime natural gas prices have more than doubled. Within the Russell 2000 Index, the Energy sector was up more than 150% over the 12 month period. As of the end of the period, the return of Fund’s holdings in the Energy sector increased more than 50%, which underperformed the return of the Energy portion of the benchmark over the same period.
The Technology and Healthcare sectors were positive contributors to relative performance for the period. There were also positive contributions to relative performance from the Consumer Staples and Utilities sectors during the period. Stock selection was the main contributor to performance apart from the Utilities sector, where the Fund’s lower weighting versus the Russell 2000 Index contributed positively due to the Utilities sector lagging the broader small-cap equity market. Noteworthy contributions in the Technology sector included Teradata, a cloud data analytics company and ON Semiconductor, a semiconductor manufacturing company. In the Consumer Staples sector, Darling Ingredients, which serves the agri-food industry and aims to reduce food waste by collecting and repurposing animal-based co-products, performed the best.
The largest detractors from the Fund’s performance relative to the Russell 2000 Index over the period was not owning benchmark constituent GameStop (Consumer Discretionary), which was up 1901% for the period, as well as owning Terminix (Consumer Discretionary) and James River Group (Insurance). Terminix Global Holdings is a provider of residential and commercial pest control. There is continued fear around termite litigation after a court case in Alabama. Palomar Holdings also underperformed; the company provides catastrophe insurance and suffered losses from Hurricanes Ida and Nicholas.
Derivatives were not used in the Fund during the period and therefore did not impact performance during the period.
During the period, we invested the Fund’s assets in a combination of stock types that can be classified into the following three categories: “Steady Eddies” (companies we believe have recurring earnings/cash flow/revenue characteristics), “Turnarounds” (companies we believe have experienced business or operational difficulties but may potentially have a catalyst to help them return to a growth path), and “Mispriced Growth” (companies we believe have unrecognized or under-appreciated growth dynamics that will be rewarded over time). The Fund’s holdings in the “Mispriced Growth” category outperformed for the period, while the Fund’s holdings in both the “Steady Eddies” and “Turnarounds” categories lagged during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe a combination of pent-up consumer demand, fiscal spending (infrastructure and social spending bills), and corporate capital expenditure (capex) should lead to a higher growth over the next few years for the U.S. economy. This
growth will likely be more broad-based and focused on improving supply chains as well as new sectors such as transitioning power generation away from fossil fuels.
We believe the capex cycle is noteworthy since companies have not had the confidence to deploy long-term capital for a number of years. Instead, excess cash was used to buy back shares, which was a short-term boost to valuations, but lacked the ability to compound. We expect that companies will begin spending more due to higher visibility around growth prospects. In addition, companies are now more circumspect about their global supply chains, which means more focus and investment in the U.S. and in nearby countries like Mexico. Given the measures taken during the pandemic to ensure capital availability, we believe there will likely be political pressure to invest over buying back shares or paying dividends.
In our view, this is an environment that will benefit U.S. small and mid-cap companies relatively more than large-cap companies. This is partly due to the greater choice of companies participating in both the domestic U.S. economy as well as more broad-based growth opportunities that did not exist in the past few years. We believe that as growth broadens out, the greater breadth and diversity of the small and mid-cap market will potentially provide more ways to access that growth.
On the other hand, we believe that higher growth prospects typically come with more cost inflation. The well-documented supply chain bottlenecks and raw material cost inflation may prove transitory, but the pervasive wage pressures are expected to be more persistent as both skilled and unskilled labor remains scarce.
Although companies may enjoy higher revenue growth, those that can protect profit margins will have the best results, in our view. Looking forward, we believe valuations of companies will depend more on profit metrics than simple growth. We believe this will require a lot of analytical skill to differentiate stronger performers from weaker ones.
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. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

34


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.1%
Consumer Discretionary 10.5
Consumer Staples 3.7
Energy 1.4
Financials 16.9
Health Care 13.2
Industrials 16.5
Information Technology 17.6
Materials 7.2
Real Estate 3.7
Utilities 2.7
Total 95.5%
Short-Term Investments 5.8
Other Assets & Liabilities (1.3)
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.

35


Hartford Schroders Funds
Benchmark Glossary (Unaudited)

Bloomberg Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax-exempt bond market.
ICE BofA US ABS & CMBS Index (reflects no deduction for fees, expenses or taxes) tracks the performance of US dollar denominated investment grade fixed and floating rate asset backed securities and fixed rate commercial mortgage backed securities publicly issued in the US domestic market. 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 Emerging Markets Blended Index (JEMB)— Equal Weighted (reflects no deduction for fees, expenses or taxes) is a blended index produced by JP Morgan that is comprised of 1/3 JP Morgan GBI Emerging Markets Global Diversified Index, 1/3 JP Morgan EMBI Global Diversified Index, and 1/3 JP Morgan CEMBI Broad Diversified Index. The JEMB — Equal Weighted is designed to blend U.S. dollar and local currency denominated sovereign, quasi-sovereign and corporate bonds in equal proportion.
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.
MSCI ACWI (All Country World) ex USA Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed (excluding the U.S.) and emerging market countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.
MSCI China A Onshore Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid-cap representation across China securities listed on the Shanghai and Shenzhen exchanges. The index covers only those securities that are accessible through “Stock Connect”.
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.
Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 2500 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index 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®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds.
 

36


Hartford Schroders Funds
Benchmark Glossary (Unaudited) – (continued)

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.

37


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 May 1, 2021 through October 31, 2021, except as noted below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (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 184/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
Hartford Schroders China A Fund
Class A $ 1,000.00   $  977.10   $  7.23   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class C $ 1,000.00   $  973.80   $ 10.75   $ 1,000.00   $ 1,014.32   $ 10.97   2.16%
Class I $ 1,000.00   $  978.30   $  5.73   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class Y $ 1,000.00   $  979.00   $  5.54   $ 1,000.00   $ 1,019.61   $  5.65   1.11%
Class F $ 1,000.00   $  979.00   $  4.94   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class SDR $ 1,000.00   $  979.60   $  4.94   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Hartford Schroders Diversified Emerging Markets Fund(1)
Class SDR $ 1,000.00   $ 1,010.00   $ 0.76(2)   $ 1,000.00   $ 1,020.72   $ 4.53(3)   0.89%
Hartford Schroders Emerging Markets Equity Fund
Class A $ 1,000.00   $  947.10   $  8.00   $ 1,000.00   $ 1,016.99   $  8.29   1.63%
Class C $ 1,000.00   $  944.60   $ 10.49   $ 1,000.00   $ 1,014.42   $ 10.87   2.14%
Class I $ 1,000.00   $  948.60   $  6.09   $ 1,000.00   $ 1,018.95   $  6.31   1.24%
Class R3 $ 1,000.00   $  946.50   $  8.29   $ 1,000.00   $ 1,016.69   $  8.59   1.69%
Class R4 $ 1,000.00   $  947.90   $  7.32   $ 1,000.00   $ 1,017.69   $  7.58   1.49%
Class R5 $ 1,000.00   $  949.10   $  5.80   $ 1,000.00   $ 1,019.26   $  6.01   1.18%
Class Y $ 1,000.00   $  949.30   $  5.70   $ 1,000.00   $ 1,019.36   $  5.90   1.16%
Class F $ 1,000.00   $  950.00   $  5.16   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class SDR $ 1,000.00   $  949.70   $  5.16   $ 1,000.00   $ 1,019.91   $  5.35   1.05%

38


Hartford Schroders Funds
Expense Examples (Unaudited) – (continued)

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Class A $ 1,000.00   $  995.10   $  5.78   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class C $ 1,000.00   $  991.30   $  9.54   $ 1,000.00   $ 1,015.63   $  9.65   1.90%
Class I $ 1,000.00   $  995.20   $  4.53   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
Class R3 $ 1,000.00   $  993.60   $  7.29   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class R4 $ 1,000.00   $  995.10   $  5.78   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class R5 $ 1,000.00   $  995.40   $  4.28   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class Y $ 1,000.00   $  995.40   $  4.28   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class F $ 1,000.00   $  995.70   $  3.77   $ 1,000.00   $ 1,021.48   $  3.82   0.75%
Class SDR $ 1,000.00   $  996.00   $  3.77   $ 1,000.00   $ 1,021.42   $  3.82   0.75%
Hartford Schroders International Multi-Cap Value Fund
Class A $ 1,000.00   $ 1,009.20   $  5.62   $ 1,000.00   $ 1,019.61   $  5.65   1.11%
Class C $ 1,000.00   $ 1,004.40   $  9.35   $ 1,000.00   $ 1,015.88   $  9.40   1.85%
Class I $ 1,000.00   $ 1,010.50   $  4.41   $ 1,000.00   $ 1,020.82   $  4.43   0.87%
Class R3 $ 1,000.00   $ 1,006.60   $  7.18   $ 1,000.00   $ 1,018.05   $  7.22   1.42%
Class R4 $ 1,000.00   $ 1,009.00   $  5.98   $ 1,000.00   $ 1,019.26   $  6.01   1.18%
Class R5 $ 1,000.00   $ 1,010.40   $  4.31   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class Y $ 1,000.00   $ 1,010.60   $  4.16   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class F $ 1,000.00   $ 1,010.00   $  3.80   $ 1,000.00   $ 1,021.42   $  3.82   0.75%
Class SDR $ 1,000.00   $ 1,011.00   $  3.80   $ 1,000.00   $ 1,021.42   $  3.82   0.75%
Hartford Schroders International Stock Fund
Class A $ 1,000.00   $ 1,054.80   $  5.54   $ 1,000.00   $ 1,019.81   $  5.45   1.07%
Class C $ 1,000.00   $ 1,050.90   $  9.36   $ 1,000.00   $ 1,016.08   $  9.20   1.81%
Class I $ 1,000.00   $ 1,056.60   $  4.20   $ 1,000.00   $ 1,021.12   $  4.13   0.81%
Class R3 $ 1,000.00   $ 1,052.90   $  7.35   $ 1,000.00   $ 1,018.05   $  7.22   1.42%
Class R4 $ 1,000.00   $ 1,054.40   $  6.06   $ 1,000.00   $ 1,019.31   $  5.96   1.17%
Class R5 $ 1,000.00   $ 1,056.00   $  4.25   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class Y $ 1,000.00   $ 1,056.40   $  4.30   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class F $ 1,000.00   $ 1,057.10   $  3.63   $ 1,000.00   $ 1,021.68   $  3.57   0.70%
Class SDR $ 1,000.00   $ 1,056.50   $  3.68   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Hartford Schroders Securitized Income Fund
Class A $ 1,000.00   $ 1,002.40   $  4.69   $ 1,000.00   $ 1,020.52   $  4.74   0.93%
Class C $ 1,000.00   $  997.10   $  9.66   $ 1,000.00   $ 1,015.53   $  9.75   1.92%
Class I $ 1,000.00   $ 1,002.60   $  4.49   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class Y $ 1,000.00   $ 1,002.90   $  4.19   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class F $ 1,000.00   $ 1,004.40   $  3.59   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Class SDR $ 1,000.00   $ 1,003.40   $  3.74   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Hartford Schroders Tax-Aware Bond Fund
Class A $ 1,000.00   $  995.90   $  3.57   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Class C $ 1,000.00   $  990.70   $  7.98   $ 1,000.00   $ 1,017.19   $  8.08   1.59%
Class I $ 1,000.00   $  997.00   $  2.47   $ 1,000.00   $ 1,022.74   $  2.50   0.49%
Class Y $ 1,000.00   $  995.80   $  2.82   $ 1,000.00   $ 1,022.38   $  2.85   0.56%
Class F $ 1,000.00   $  996.30   $  2.31   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class SDR $ 1,000.00   $  996.30   $  2.31   $ 1,000.00   $ 1,022.89   $  2.35   0.46%

39


Hartford Schroders Funds
Expense Examples (Unaudited) – (continued)

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
Hartford Schroders US MidCap Opportunities Fund
Class A $ 1,000.00   $ 1,046.10   $  5.98   $ 1,000.00   $ 1,019.36   $  5.90   1.16%
Class C $ 1,000.00   $ 1,043.00   $  9.78   $ 1,000.00   $ 1,015.63   $  9.65   1.90%
Class I $ 1,000.00   $ 1,048.20   $  4.59   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class R3 $ 1,000.00   $ 1,044.10   $  8.09   $ 1,000.00   $ 1,017.29   $  7.98   1.57%
Class R4 $ 1,000.00   $ 1,046.50   $  6.04   $ 1,000.00   $ 1,019.31   $  5.96   1.17%
Class R5 $ 1,000.00   $ 1,047.30   $  4.75   $ 1,000.00   $ 1,020.57   $  4.69   0.92%
Class Y $ 1,000.00   $ 1,047.80   $  4.70   $ 1,000.00   $ 1,020.62   $  4.63   0.91%
Class F $ 1,000.00   $ 1,048.70   $  4.13   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class SDR $ 1,000.00   $ 1,048.10   $  4.13   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Hartford Schroders US Small Cap Opportunities Fund
Class A $ 1,000.00   $ 1,017.00   $  6.86   $ 1,000.00   $ 1,018.40   $  6.87   1.35%
Class C $ 1,000.00   $ 1,013.50   $ 10.66   $ 1,000.00   $ 1,014.62   $ 10.66   2.10%
Class I $ 1,000.00   $ 1,018.40   $  5.55   $ 1,000.00   $ 1,019.71   $  5.55   1.09%
Class R3 $ 1,000.00   $ 1,015.80   $  8.33   $ 1,000.00   $ 1,016.94   $  8.34   1.64%
Class R4 $ 1,000.00   $ 1,017.10   $  6.86   $ 1,000.00   $ 1,018.40   $  6.87   1.35%
Class R5 $ 1,000.00   $ 1,018.70   $  5.34   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class Y $ 1,000.00   $ 1,018.70   $  5.34   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class F $ 1,000.00   $ 1,019.30   $  4.84   $ 1,000.00   $ 1,020.42   $  4.84   0.95%
Class SDR $ 1,000.00   $ 1,019.30   $  4.84   $ 1,000.00   $ 1,020.42   $  4.84   0.95%
    
(1) Hartford Schroders Diversified Emerging Markets Fund commenced operations on September 30, 2021.
(2) Expenses paid during the period from September 30, 2021 (commencement of operations) through October 31, 2021.
(3) Please note that while the Fund commenced operations on September 30, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during period May 1, 2021 to October 31, 2021.

40


Hartford Schroders China A Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 85.2%
  Automobiles & Components - 3.5%
 87,982 Huizhou Desay Sv Automotive Co., Ltd. Class A $  1,472,125
 67,200 Keboda Technology Co., Ltd.     695,115
107,327 Streamax Technology Co., Ltd.    559,031
      2,726,271
  Banks - 5.6%
227,902 Bank of Ningbo Co., Ltd.  1,358,661
365,233 China Merchants Bank Co., Ltd. Class A 3,076,415
      4,435,076
  Capital Goods - 9.3%
76,487 Eve Energy Co., Ltd. Class A 1,355,787
16,300 Gongniu Group Co., Ltd. 401,600
197,300 Hongfa Technology Co., Ltd. Class A 2,282,862
102,610 Shandong Himile Mechanical Science & Technology Co., Ltd. 400,680
88,589 Shenzhen Inovance Technology Co., Ltd. Class A 902,616
299,800 Weichai Power Co., Ltd. Class A 707,779
357,400 Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A* 1,324,703
      7,376,027
  Consumer Durables & Apparel - 9.9%
241,900 Hang Zhou Great Star Industrial Co., Ltd.* 1,211,303
294,400 Joyoung Co., Ltd.* 1,074,217
252,700 Midea Group Co., Ltd. Class A 2,710,614
143,689 Oppein Home Group, Inc. Class A 2,858,864
      7,854,998
  Diversified Financials - 1.5%
68,300 Hithink RoyalFlush Information Network Co., Ltd. Class A 1,203,614
  Food, Beverage & Tobacco - 8.0%
224,995 Chacha Food Co., Ltd. Class A 2,004,062
7,345 Kweichow Moutai Co., Ltd. Class A 2,095,960
280,860 Toly Bread Co., Ltd. 1,379,097
24,000 Wuliangye Yibin Co., Ltd. Class A 810,994
      6,290,113
  Health Care Equipment & Services - 1.1%
315,900 Edan Instruments, Inc. 533,183
197,165 Shanghai Kinetic Medical Co., Ltd. Class A 308,681
      841,864
  Insurance - 4.2%
427,600 Ping An Insurance Group Co. of China Ltd. Class A 3,302,997
  Materials - 17.2%
718,316 China Jushi Co., Ltd. Class A 2,145,922
164,364 Chongqing Zaisheng Technology Corp. Ltd. Class A 286,318
452,200 Citic Pacific Special Steel Group Co., Ltd. Class A 1,347,621
242,180 Hengli Petrochemical Co., Ltd. Class A 835,121
760,678 Huafon Chemical Co., Ltd. 1,415,189
223,000 Lomon Billions Group Co., Ltd. Class A 991,334
242,400 Shandong Sinocera Functional Material Co., Ltd. Class A 1,616,798
260,299 Shenzhen Senior Technology Material Co., Ltd. 2,176,826
35,124 Skshu Paint Co., Ltd. Class A 611,773
59,400 Wanhua Chemical Group Co., Ltd. Class A 981,549
727,357 Zijin Mining Group Co., Ltd. 1,187,581
      13,596,032
  Media & Entertainment - 2.2%
284,400 Mango Excellent Media Co., Ltd. Class A 1,744,495
  Pharmaceuticals, Biotechnology & Life Sciences - 7.1%
262,876 Jiangsu Hengrui Medicine Co., Ltd. Class A 2,019,412
118,539 Livzon Pharmaceutical Group, Inc. Class A 650,536
Shares or Principal Amount   Market Value
COMMON STOCKS - 85.2% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 7.1% - (continued)
 40,800 Shenzhen Kangtai Biological Products Co., Ltd. Class A $    729,509
 68,060 WuXi AppTec Co., Ltd. Class A  1,466,723
 53,800 Yunnan Baiyao Group Co., Ltd.    753,163
      5,619,343
  Real Estate - 1.6%
656,944 Poly Developments and Holdings Group Co., Ltd. Class A  1,289,316
  Semiconductors & Semiconductor Equipment - 4.6%
48,500 Gigadevice Semiconductor Beijing, Inc. 1,286,088
79,040 LONGi Green Energy Technology Co., Ltd. Class A* 1,205,120
62,400 Shenzhen SC New Energy Technology Corp. 1,111,746
      3,602,954
  Technology Hardware & Equipment - 7.4%
139,900 GoerTek, Inc. Class A 950,177
41,010 Guangzhou Shiyuan Electronic Technology Co., Ltd. Class A 486,372
331,059 Shenzhen Sunlord Electronics Co., Ltd. Class A 1,708,437
82,420 Wuhan Jingce Electronic Group Co., Ltd. 671,174
35,500 Xiamen Faratronic Co., Ltd. Class A 1,072,580
135,200 Zhejiang Jiecang Linear Motion Technology Co., Ltd. 972,380
      5,861,120
  Transportation - 2.0%
152,300 SF Holding Co., Ltd. Class A 1,535,735
  Total Common Stocks
(cost $65,772,033)
  $ 67,279,955
WARRANTS - 11.9%
  Consumer Durables & Apparel - 1.9%
3,552 Beijing Roborock Technology Co., Ltd.* $  500,307
129,810 Shanghai Milkground Food Tech Co., Ltd.* 1,012,020
      1,512,327
  Diversified Financials - 0.8%
107,100 Sinoseal Holding Co., Ltd.* 651,811
  Food & Staples Retailing - 0.7%
85,100 Qingdao Richen Food Co., Ltd.* 579,446
  Health Care Equipment & Services - 4.5%
6,732 iRay Technology Co., Ltd.* 477,837
23,570 Micro-Tech Nanjing Co., Ltd.* 911,923
81,053 Ninebot Ltd.* 700,472
102,355 Qingdao Haier Biomedical Co., Ltd.* 1,482,016
      3,572,248
  Materials - 0.4%
179,952 Chongqing Zaisheng Technology Corp. Ltd.* 313,263
  Semiconductors & Semiconductor Equipment - 1.4%
46,673 Wuxi NCE Power Co., Ltd.* 1,061,781
  Technology Hardware & Equipment - 2.2%
28,774 Advanced Micro-Fabrication Equipment, Inc. China* 702,342
 
The accompanying notes are an integral part of these financial statements.

41


Hartford Schroders China A Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
WARRANTS - 11.9% - (continued)
  Technology Hardware & Equipment - 2.2% - (continued)
 27,337 Gongniu Group Co., Ltd.* $    673,247
 49,312 Wuxi Xinje Electric Co., Ltd.*     331,870
      1,707,459
  Total Warrants
(cost $10,165,992)
  $  9,398,335
  Total Long-Term Investments
(Cost $75,938,025)
  $ 76,678,290
SHORT-TERM INVESTMENTS - 1.0%
  Other Investment Pools & Funds - 1.0%
818,295 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(1) $  818,295
  Total Short-Term Investments
(cost $818,295)
$  818,295
  Total Investments
(cost $76,756,320)
98.1% $ 77,496,585
  Other Assets and Liabilities 1.9% 1,495,863
  Total Net Assets 100.0% $ 78,992,448
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  2,726,271   $  —   $  2,726,271   $ —
Banks   4,435,076     4,435,076  
Capital Goods   7,376,027     7,376,027  
Consumer Durables & Apparel   7,854,998   1,074,217   6,780,781  
Diversified Financials   1,203,614     1,203,614  
Food, Beverage & Tobacco   6,290,113     6,290,113  
Health Care Equipment & Services   841,864     841,864  
Insurance   3,302,997     3,302,997  
Materials   13,596,032   611,773   12,984,259  
Media & Entertainment   1,744,495     1,744,495  
Pharmaceuticals, Biotechnology & Life Sciences   5,619,343     5,619,343  
Real Estate   1,289,316     1,289,316  
Semiconductors & Semiconductor Equipment   3,602,954     3,602,954  
Technology Hardware & Equipment   5,861,120     5,861,120  
Transportation   1,535,735     1,535,735  
Warrants   9,398,335   9,398,335    
Short-Term Investments   818,295   818,295    
Total   $ 77,496,585   $ 11,902,620   $ 65,593,965   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

42


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9%
  Brazil - 1.7%
    1,800 AES Brasil Energia S.A. $      3,476
   14,000 B3 S.A. - Brasil Bolsa Balcao      29,544
    2,100 Boa Vista Servicos S.A.       3,397
      700 Cia de Saneamento Basico do Estado de Sao Paulo       4,366
    2,000 Cia de Saneamento de Minas Gerais-COPASA       4,823
    8,400 Cosan S.A.      29,455
3,200 Dexco S.A. 8,794
1,200 Equatorial Energia S.A. 4,865
2,800 Light S.A. 4,803
600 LOG Commercial Properties e Participacoes S.A. 2,491
2,500 Randon S.A. Implementos e Participacoes 4,501
6,300 Santos Brasil Participacoes S.A.* 5,749
2,000 Sao Martinho S.A. 13,572
2,100 Tres Tentos Agroindustrial S.A.* 3,252
7,200 Ultrapar Participacoes S.A. 16,648
600 Unipar Carbocloro S.A. 7,938
215 Vinci Partners Investments Ltd. 2,642
3,300 WEG S.A. 21,634
      171,950
  Cayman Islands - 0.9%
1,046 Patria Investments Ltd. 17,949
5,000 Wuxi Biologics Cayman, Inc.*(1) 75,735
      93,684
  Chile - 0.2%
350 Sociedad Quimica y Minera de Chile S.A. 19,211
  China - 28.5%
7,500 3SBio, Inc.*(1) 6,863
25,000 Alibaba Group Holding Ltd.* 514,066
750 A-Living Smart City Services Co., Ltd.(1) 2,490
2,800 ANTA Sports Products Ltd. 43,382
3,000 Archosaur Games, Inc.(1) 3,566
200 Asymchem Laboratories Tianjin Co., Ltd. 12,437
23,000 BAIC Motor Corp. Ltd. Class H(1) 7,619
850 Baidu, Inc.* 17,369
4,100 Bank of Chengdu Co., Ltd. 8,177
1,500 Bank of Ningbo Co., Ltd. 8,942
300 Beijing United Information Technology Co., Ltd. 5,254
1,500 Brii Biosciences Ltd.* 4,725
2,000 BYD Co., Ltd. Class H 76,495
1,000 BYD Electronic International Co., Ltd. 2,969
600 CanSino Biologics, Inc.*(1) 15,345
100 Changchun High & New Technology Industry Group, Inc. Class A 4,264
7,000 China Datang Corp. Renewable Power Co., Ltd. Class H 2,962
37,000 China Feihe Ltd.(1) 61,431
7,500 China Harmony Auto Holding Ltd. 3,836
12,000 China Lesso Group Holdings Ltd. Class L 18,548
12,000 China Life Insurance Co., Ltd. Class H 20,847
9,000 China Medical System Holdings Ltd. 15,239
27,000 China Molybdenum Co., Ltd. 16,691
11,800 China Pacific Insurance Group Co., Ltd. Class H 36,083
2,000 China Renaissance Holdings Ltd.(1) 4,833
3,000 China Shineway Pharmaceutical Group Ltd. 2,876
9,000 China Suntien Green Energy Corp. Ltd. Class H 7,153
14,500 China Yongda Automobiles Services Holdings Ltd. 23,071
200 Chongqing Zhifei Biological Products Co., Ltd. 4,702
12,000 CMGE Technology Group Ltd. 4,680
500 Contemporary Amperex Technology Co., Ltd. 50,086
10,000 CSPC Pharmaceutical Group Ltd. 10,435
Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  China - 28.5% - (continued)
      400 Ecovacs Robotics Co., Ltd. $     10,725
    3,000 Flat Glass Group Co., Ltd. Class H      16,082
   20,000 Fosun International Ltd.      23,432
   16,000 Fu Shou Yuan International Group Ltd.      13,736
    1,200 Ganfeng Lithium Co., Ltd.(1)      22,483
    8,000 GEM Co., Ltd.      13,607
12,600 GF Securities Co., Ltd. 21,371
900 Gotion High-tech Co., Ltd.* 8,288
11,500 Great Wall Motor Co., Ltd. Class H 51,745
4,000 Guangzhou Automobile Group Co., Ltd. Class H 3,776
1,500 Guangzhou Tinci Materials Technology Co., Ltd. 38,602
700 Hangzhou First Applied Material Co., Ltd. 15,709
700 Hangzhou Tigermed Consulting Co., Ltd. Class H(1) 13,653
5,500 Hengan International Group Co., Ltd. 28,743
2,000 Hua Hong Semiconductor Ltd.*(1) 10,036
10,300 Huafon Chemical Co., Ltd. 19,162
95,000 Industrial & Commercial Bank of China Ltd. Class H 52,075
5,250 JD.com, Inc.* 205,522
8,000 Jiangsu Expressway Co., Ltd. Class H 7,586
3,900 Jiangsu Zhongtian Technology Co., Ltd. 6,163
4,000 Jiumaojiu International Holdings Ltd.(1) 10,013
7,500 Kingfa Sci & Tech Co., Ltd. 13,757
1,000 Kintor Pharmaceutical Ltd.*(1) 4,990
3,500 Li Ning Co., Ltd. 38,623
3,500 Livzon Pharmaceutical Group, Inc. 11,529
2,700 LONGi Green Energy Technology Co., Ltd. Class A 41,167
19,000 Lonking Holdings Ltd. 5,545
7,400 Luxi Chemical Group Co., Ltd. 18,989
4,600 Maoyan Entertainment*(1) 5,556
4,700 Ming Yang Smart Energy Group Ltd. 22,749
100 NAURA Technology Group Co., Ltd. 5,800
2,500 NetDragon Websoft Holdings Ltd. 5,476
900 NetEase, Inc. 17,458
6,800 New China Life Insurance Co., Ltd. Class H 19,617
2,800 Nongfu Spring Co., Ltd.(1) 14,203
200 Ovctek China, Inc. 2,129
45,000 People's Insurance Co., Group of China Ltd. Class H 14,037
800 Pharmaron Beijing Co., Ltd. Class H(1) 17,310
13,500 Ping An Insurance Group Co. of China Ltd. Class H 96,697
2,200 Pop Mart International Group Ltd.(1) 12,977
2,000 Powerlong Commercial Management Holdings Ltd. 4,477
4,000 Q Technology Group Co., Ltd. 5,840
300 SG Micro Corp. 15,187
24,500 Shandong Nanshan Aluminum Co., Ltd. 16,561
4,000 Shandong Weigao Group Medical Polymer Co., Ltd. Class H 6,813
700 Shenzhen Capchem Technology Co., Ltd. 15,695
100 Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A 5,860
800 Shenzhen SC New Energy Technology Corp. 14,253
1,100 Shenzhou International Group Holdings Ltd. 23,699
3,400 Sichuan Chuantou Energy Co., Ltd. 6,955
3,300 Sinoma Science & Technology Co., Ltd. 19,497
15,000 Sinopec Engineering Group Co., Ltd. Class H 7,906
4,800 Sinopharm Group Co., Ltd. Class H 11,398
24,000 Sinotrans Ltd. Class H 7,889
8,000 Sinotruk Hong Kong Ltd. 11,042
1,300 Sungrow Power Supply Co., Ltd. Class A 33,415
100 Suzhou Maxwell Technologies Co., Ltd. 11,982
 
The accompanying notes are an integral part of these financial statements.

43


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  China - 28.5% - (continued)
    8,100 Tencent Holdings Ltd. $    492,721
    3,000 Tian Lun Gas Holdings Ltd.       2,777
    1,600 Tianjin Zhonghuan Semiconductor Co., Ltd.      13,123
   12,000 Tianneng Power International Ltd.      13,703
    7,200 Tongcheng-Elong Holdings Ltd.*      16,046
    1,900 Tongwei Co., Ltd.      16,965
900 WuXi AppTec Co., Ltd. Class H(1) 19,216
1,100 Wuxi Lead Intelligent Equipment Co., Ltd. Class A 14,016
8,600 Xinjiang Goldwind Science & Technology Co., Ltd. Class H 19,232
5,200 Xinte Energy Co., Ltd. Class H 16,631
4,000 Yadea Group Holdings Ltd.(1) 6,873
14,000 Zhejiang Expressway Co., Ltd. Class H 12,434
900 Zhejiang Jingsheng Mechanical & Electrical Co., Ltd. 10,760
4,900 Zhuzhou Kibing Group Co., Ltd. 12,161
14,600 Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H 10,516
      2,874,197
  Colombia - 0.1%
209 Tecnoglass, Inc. 6,036
  Cyprus - 0.3%
1,577 Polymetal International plc 29,152
  Hong Kong - 1.8%
1,200 AIA Group Ltd. 13,448
6,200 China Gas Holdings Ltd. 15,475
5,000 China High Speed Transmission Equipment Group Co., Ltd.* 3,876
3,000 China Overseas Land & Investment Ltd. 6,617
8,000 China Water Affairs Group Ltd. 8,222
4,000 CK Asset Holdings Ltd. 24,708
60,000 Concord New Energy Group Ltd. 6,327
10,000 Hang Lung Properties Ltd. 23,209
4,800 Hongkong Land Holdings Ltd. 26,507
3,500 Kerry Properties Ltd. 9,894
1,000 Kingboard Holdings Ltd. 4,358
6,000 Kunlun Energy Co., Ltd. 5,465
8,000 PAX Global Technology Ltd. 5,544
39,000 Sino Biopharmaceutical Ltd. 28,758
8,000 SSY Group Ltd. 3,800
      186,208
  Hungary - 0.9%
443 OTP Bank Nyrt* 26,619
2,253 Richter Gedeon Nyrt 63,115
      89,734
  India - 1.1%
300 HDFC Bank Ltd. ADR 21,573
782 ICICI Bank Ltd. ADR 16,539
2,992 Infosys Ltd. ADR 66,662
148 Reliance Industries Ltd. GDR(1) 10,064
      114,838
  Indonesia - 2.3%
101,500 Bank Central Asia Tbk PT 53,671
67,100 Bank Mandiri Persero Tbk PT 33,924
52,300 Bank Negara Indonesia Persero Tbk PT 25,864
133,400 Bank Rakyat Indonesia Persero Tbk PT 40,044
74,300 Bumi Serpong Damai Tbk PT* 5,833
85,400 Erajaya Swasembada Tbk PT 3,925
96,400 Industri Jamu Dan Farmasi Sido Muncul Tbk PT 5,750
39,300 Japfa Comfeed Indonesia Tbk PT 4,800
Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  Indonesia - 2.3% - (continued)
   88,400 Media Nusantara Citra Tbk PT $      5,623
  197,300 Sarana Menara Nusantara Tbk PT      16,171
  123,100 Telekomunikasi Indonesia Persero Tbk PT      32,903
   23,700 Vale Indonesia Tbk PT      8,122
      236,630
  Luxembourg - 0.1%
28 Globant S.A.* 8,937
  Malaysia - 2.4%
9,900 Astro Malaysia Holdings Bhd 2,379
2,500 Bursa Malaysia Bhd 4,534
34,200 CIMB Group Holdings Bhd 43,151
17,800 Dialog Group Bhd 12,172
10,300 Frontken Corp. Bhd 9,504
800 Hong Leong Financial Group Bhd 3,545
7,700 IOI Properties Group Bhd 2,380
21,000 Malayan Banking Bhd 40,823
21,800 Malaysia Building Society Bhd 3,374
4,900 Mega First Corp. Bhd 4,264
16,300 MR DIY Group M Bhd(1) 14,857
100 Nestle Malaysia Bhd 3,249
4,900 Pentamaster Corp. Bhd 6,350
66,800 Public Bank Bhd 67,268
11,100 RHB Bank Bhd 14,977
3,900 TIME dotCom Bhd 4,257
2,900 UWC Bhd 4,314
      241,398
  Mexico - 2.0%
14,600 Bolsa Mexicana de Valores S.A.B. de C.V. 27,941
19,200 Concentradora Fibra Danhos S.A. de C.V. REIT 23,399
16,200 Gentera S.A.B. de C.V.* 9,757
90 Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR 11,365
7,800 Grupo Financiero Banorte S.A.B. de C.V. Class O 49,305
9,800 Grupo Financiero Inbursa S.A.B. de C.V. Class O* 9,815
43,800 Kimberly-Clark de Mexico S.A.B. de C.V. Class A 69,227
1,000 Qualitas Controladora S.A.B. de C.V. 4,612
      205,421
  Philippines - 0.1%
5,800 Converge Information and Communications Technology Solutions, Inc.* 3,667
89,000 Megaworld Corp. 5,422
1,900 Security Bank Corp. 4,559
      13,648
  Poland - 1.5%
1,393 Allegro.eu S.A.*(1) 15,754
766 Bank Polska Kasa Opieki S.A. 25,309
239 Dino Polska S.A.*(1) 21,350
840 KGHM Polska Miedz S.A. 32,300
3,624 Powszechna Kasa Oszczednosci Bank Polski S.A.* 44,372
153 Santander Bank Polska S.A. 14,208
      153,293
  Romania - 0.1%
464 BRD-Groupe Societe Generale S.A. 2,001
1,661 NEPI Rockcastle plc 11,135
      13,136
  Russia - 2.0%
221 HeadHunter Group plc 11,682
267 LUKOIL PJSC ADR 27,242
227 MD Medical Group Investments plc 2,724
381 Mobile TeleSystems PJSC ADR 3,501
 
The accompanying notes are an integral part of these financial statements.

44


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  Russia - 2.0% - (continued)
      248 Novatek PJSC GDR $     62,960
      299 Polyus PJSC GDR      29,560
    3,122 Sberbank of Russia PJSC ADR     62,612
      200,281
  South Africa - 3.1%
      533 AECI Ltd.       3,958
2,491 AVI Ltd. 12,899
890 Barloworld Ltd. 7,475
177 Capitec Bank Holdings Ltd. 19,777
1,528 Coronation Fund Managers Ltd. 5,063
3,855 Gold Fields Ltd. ADR 35,774
23,726 Growthpoint Properties Ltd. 20,130
1,491 Imperial Logistics Ltd. 6,089
526 JSE Ltd. 3,675
1,411 Kumba Iron Ore Ltd. 42,937
323 Mr. Price Group Ltd. 4,228
4,142 MultiChoice Group Ltd. 32,938
875 Ninety One Ltd. 3,017
1,084 PSG Group Ltd. 5,428
2,063 Royal Bafokeng Platinum Ltd. 14,794
3,416 Sappi Ltd.* 10,493
3,158 Telkom S.A. SOC Ltd.* 10,488
8,228 Vodacom Group Ltd. 73,031
      312,194
  South Korea - 15.0%
131 AfreecaTV Co., Ltd. 21,703
7 CJ CheilJedang Corp. 2,275
212 Classys, Inc. 4,045
233 CS Wind Corp. 13,910
213 Daesang Corp. 4,358
1,860 Daewoo Engineering & Construction Co., Ltd.* 9,958
875 Dongkuk Steel Mill Co., Ltd. 12,771
63 Doosan Bobcat, Inc.* 2,059
178 Duk San Neolux Co., Ltd.* 8,277
94 Ecopro BM Co., Ltd. 33,049
77 Ecopro Co., Ltd. 6,621
40 GOLFZON Co., Ltd. 4,848
794 GS Engineering & Construction Corp. 28,174
143 HAESUNG DS Co., Ltd. 5,336
91 Hansol Chemical Co., Ltd. 25,681
421 HDC Hyundai Development Co-Engineering & Construction 9,232
75 Humedix Co., Ltd. 1,783
32 Hyosung TNC Corp. 16,452
153 Hyundai Construction Equipment Co., Ltd.* 5,296
403 Hyundai Greenfood Co., Ltd. 3,351
62 Hyundai Home Shopping Network Corp. 3,722
202 Hyundai Mobis Co., Ltd. 43,666
438 JYP Entertainment Corp. 19,699
169 Kakao Games Corp.* 11,551
138 KIWOOM Securities Co., Ltd. 12,441
145 Kolmar BNH Co., Ltd. 4,411
85 Kolon Industries, Inc. 6,504
166 Korea Investment Holdings Co., Ltd. 12,415
40 Krafton, Inc.* 16,071
371 LG Electronics, Inc. 38,381
155 LG Innotek Co., Ltd. 27,862
2,304 LG Uplus Corp. 28,356
149 Lotte Chemical Corp. 28,659
230 LOTTE Fine Chemical Co., Ltd. 16,792
322 Lutronic Corp.* 5,198
37 Maeil Dairies Co., Ltd. 2,233
Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  South Korea - 15.0% - (continued)
       10 NAVER Corp. $      3,477
       30 NCSoft Corp.      16,119
      183 Neowiz *       4,128
      161 Osstem Implant Co., Ltd.      17,066
      178 Pearl Abyss Corp.*      15,849
      183 PI Advanced Materials Co., Ltd.       7,088
8,716 Samsung Electronics Co., Ltd. 521,854
91 Samsung SDI Co., Ltd. 57,414
41 Samyang Holdings Corp. 3,614
349 Sangsangin Co., Ltd.* 2,675
408 SD Biosensor, Inc.* 15,991
68 Sebang Global Battery Co., Ltd. 4,781
1,492 Seohee Construction Co., Ltd. 2,359
56 Silicon Works Co., Ltd. 5,266
2,237 SK Hynix, Inc. 197,193
143 SK IE Technology Co., Ltd.*(1) 20,350
159 SK Innovation Co., Ltd.* 33,159
105 SK Telecom Co., Ltd.*(2)(3) 27,803
132 SKC Co., Ltd. 20,294
422 S-Oil Corp. 36,924
172 Webzen, Inc.* 3,982
      1,514,526
  Taiwan - 17.3%
5,000 Advantech Co., Ltd. 65,390
1,000 Alchip Technologies Ltd. 37,145
4,000 ASE Technology Holding Co., Ltd. 14,308
1,000 Asustek Computer, Inc. 12,714
10,000 AU Optronics Corp. 6,872
12,000 Cathay Financial Holding Co., Ltd. 25,014
3,000 Century Iron & Steel Industrial Co., Ltd. 12,221
739 Century Wind Power Co., Ltd. 4,690
17,000 China Development Financial Holding Corp. 8,689
6,000 ChipMOS Technologies, Inc. 9,977
58,000 CTBC Financial Holding Co., Ltd. 48,433
1,000 Eclat Textile Co., Ltd. 21,853
4,000 Elite Material Co., Ltd. 34,642
11,000 Fubon Financial Holding Co., Ltd. 29,078
2,000 Giant Manufacturing Co., Ltd. 23,229
16,000 Hon Hai Precision Industry Co., Ltd. 61,765
11,000 Innolux Corp. 6,617
12,000 King's Town Bank Co., Ltd. 17,918
1,000 KMC Kuei Meng International, Inc. 7,286
1,000 Merida Industry Co., Ltd. 10,416
1,000 Micro-Star International Co., Ltd. 5,047
2,000 Nan Ya Printed Circuit Board Corp. 35,389
3,000 Nien Made Enterprise Co., Ltd. 41,229
1,000 Novatek Microelectronics Corp. 14,999
2,000 O-TA Precision Industry Co., Ltd. 12,537
1,000 Parade Technologies Ltd. 64,420
1,000 Powertech Technology, Inc. 3,509
3,000 President Chain Store Corp. 30,321
3,000 Quanta Computer, Inc. 8,429
1,000 Realtek Semiconductor Corp. 17,988
4,000 Simplo Technology Co., Ltd. 43,093
5,000 Taiwan Fertilizer Co., Ltd. 12,227
41,000 Taiwan Semiconductor Manufacturing Co., Ltd. 870,032
2,000 TCI Co., Ltd. 16,254
1,000 TURVO International Co., Ltd. 3,730
5,000 USI Corp. 6,194
11,000 Vanguard International Semiconductor Corp. 57,318
4,000 Winbond Electronics Corp. 3,793
 
The accompanying notes are an integral part of these financial statements.

45


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 86.9% - (continued)
  Taiwan - 17.3% - (continued)
    2,000 Yageo Corp. $     31,303
   15,000 Yuanta Financial Holding Co., Ltd.     13,333
      1,749,402
  Thailand - 1.6%
   13,300 Bangchak Corp. PCL      11,020
    7,700 Bangkok Bank PCL NVDR      28,496
2,900 Carabao Group PCL 10,852
50,500 Chularat Hospital PCL 5,801
5,200 Com7 PCL NVDR 11,267
7,800 Kasikornbank PCL NVDR 33,252
18,300 KGI Securities Thailand PCL 3,650
6,500 MCS Steel PCL 2,840
11,500 Osotspa PCL 11,364
4,500 Siam Commercial Bank PCL NVDR 17,110
10,200 SPCG PCL 5,472
12,800 Supalai PCL 9,029
6,400 Thanachart Capital PCL NVDR 6,808
12,900 TTW PCL NVDR 4,548
      161,509
  Turkey - 1.4%
2,398 Arcelik AS 8,413
4,379 BIM Birlesik Magazalar A.S. 28,308
962 Coca-Cola Icecek AS 8,498
2,826 Enerjisa Enerji AS(1) 3,457
1,607 Ford Otomotiv Sanayi AS 31,023
1,504 Is Yatirim Menkul Degerler AS Class A 2,503
554 Mavi Giyim Sanayi Ve Ticaret AS(1) 4,153
1,162 MLP Saglik Hizmetleri AS*(1) 3,278
1,543 Tofas Turk Otomobil Fabrikasi AS 9,437
8,648 Turk Telekomunikasyon AS 6,773
185 Turk Traktor ve Ziraat Makineleri AS 3,184
16,207 Turkcell Iletisim Hizmetleri AS 25,775
1,685 Yatas Yatak ve Yorgan Sanayi ve Ticaret AS 2,342
      137,144
  United Arab Emirates - 2.2%
9,401 Abu Dhabi National Oil Co. for Distribution PJSC 10,954
35,762 Emaar Properties PJSC 39,150
20,852 Emirates NBD Bank PJSC 79,192
5,295 Emirates Telecommunications Group Co. PJSC 36,935
11,667 First Abu Dhabi Bank PJSC 56,628
      222,859
  United Kingdom - 0.2%
605 Mondi plc 15,085
  United States - 0.1%
9,000 Nexteer Automotive Group Ltd. 11,108
  Total Common Stocks
(cost $8,699,400)
  $  8,781,581
EXCHANGE-TRADED FUNDS - 0.5%
  Other Investment Pools & Funds - 0.5%
1,178 iShares MSCI Saudi Arabia ETF $  50,937
  Total Exchange-Traded Funds
(cost $50,678)
  $  50,937
Shares or Principal Amount   Market Value
PREFERRED STOCKS - 0.4%
  Brazil - 0.4%
   11,100 Banco Bradesco S.A. $     39,138
  Total Preferred Stocks
(cost $42,487)
  $  39,138
  Total Long-Term Investments
(cost $8,792,565)
  $  8,871,656
SHORT-TERM INVESTMENTS - 11.2%
  Other Investment Pools & Funds - 11.2%
$   1,136,188 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(4) $  1,136,188
  Total Short-Term Investments
(cost $1,136,188)
$  1,136,188
  Total Investments
(cost $9,928,753)
99.0% $ 10,007,844
  Other Assets and Liabilities 1.0% 96,879
  Total Net Assets 100.0% $ 10,104,723
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $408,456, representing 4.0% of net assets.
(2) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2021, the aggregate fair value of this security was $27,803, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3) Investment valued using significant unobservable inputs.
(4) Current yield as of period end.
 
The accompanying notes are an integral part of these financial statements.

46


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2021  

Futures Contracts Outstanding at October 31, 2021
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI India Index Futures   11   12/17/2021   $ 1,108,360   $ (9,512)
Total futures contracts   $ (9,512)
    
Foreign Currency Contracts Outstanding at October 31, 2021
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
446,600 ZAR   29,552 USD   MSC   12/15/2021   $ (482)
51,420 USD   750,300 ZAR   JPM   12/15/2021   2,582
Total foreign currency contracts   $ 2,100
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.

47


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Brazil   $  171,949   $  171,949   $  —   $  —
Cayman Islands   93,684   17,949   75,735  
Chile   19,212   19,212    
China   2,874,201   30,088   2,844,113  
Colombia   6,036   6,036    
Cyprus   29,152     29,152  
Hong Kong   186,207     186,207  
Hungary   89,734   63,115   26,619  
India   114,838   114,838    
Indonesia   236,633   5,750   230,883  
Luxembourg   8,937   8,937    
Malaysia   241,399   121,642   119,757  
Mexico   205,420   205,420    
Philippines   13,648     13,648  
Poland   153,294   51,312   101,982  
Romania   13,136   11,135   2,001  
Russia   200,281   45,149   155,132  
South Africa   312,193   248,717   63,476  
South Korea   1,514,526   32,062   1,454,661   27,803
Taiwan   1,749,399   4,690   1,744,709  
Thailand   161,509   12,860   148,649  
Turkey   137,143   110,393   26,750  
United Arab Emirates   222,858   90,146   132,712  
United Kingdom   15,085     15,085  
United States   11,107     11,107  
Exchange-Traded Funds   50,937   50,937    
Preferred Stocks   39,138   39,138    
Short-Term Investments   1,136,188   1,136,188    
Foreign Currency Contracts(2)   2,582     2,582  
Total   $ 10,010,426   $ 2,597,663   $ 7,384,960   $ 27,803
Liabilities                
Foreign Currency Contracts(2)   $  (482)   $  —   $  (482)   $  —
Futures Contracts(2)   (9,512)   (9,512)    
Total   $  (9,994)   $  (9,512)   $  (482)   $  —
    
(1) For the period ended October 31, 2021, 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.
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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

48


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7%
  Argentina - 0.4%
     17,856 MercadoLibre, Inc.* $    26,445,093
  Brazil - 6.3%
 17,992,446 B3 S.A. - Brasil Bolsa Balcao     37,969,105
  4,323,073 Dexco S.A.     11,880,446
  6,190,962 Gerdau S.A.     29,507,934
  9,117,356 Hapvida Participacoes e Investimentos S.A.(1)     18,642,455
23,767,659 Itau Unibanco Holding S.A. ADR 96,734,372
3,974,304 Klabin S.A.* 16,154,104
7,045,951 Lojas Renner S.A. 40,237,252
10,296,748 Magazine Luiza S.A. 19,722,146
664,695 Pagseguro Digital Ltd. Class A* 24,061,959
8,973,634 Raia Drogasil S.A. 36,967,467
987,396 Telefonica Brasil S.A. 7,963,830
2,630,726 Vale S.A. ADR 33,489,142
5,487,927 WEG S.A. 35,978,118
3,549,723 YDUQS Participacoes S.A. 13,120,100
      422,428,430
  Cayman Islands - 1.1%
4,713,000 Wuxi Biologics Cayman, Inc.*(1) 71,387,585
  Chile - 0.4%
1,361,866 Banco Santander Chile ADR 24,132,266
  China - 27.2%
7,924,236 Alibaba Group Holding Ltd.* 162,943,354
828,551 Alibaba Group Holding Ltd. ADR* 136,661,202
738,192 Baidu, Inc.* 15,084,314
276,822 Baidu, Inc. ADR* 44,911,601
7,990,168 Centre Testing International Group Co., Ltd. Class A 34,442,869
14,388,000 China Mengniu Dairy Co., Ltd.* 91,544,550
13,132,000 China Pacific Insurance Group Co., Ltd. Class H 40,155,980
2,958,000 ENN Energy Holdings Ltd. 50,961,835
19,960,000 Great Wall Motor Co., Ltd. Class H 89,810,903
983,152 Huazhu Group Ltd. ADR* 45,578,927
3,497,500 Innovent Biologics, Inc.*(1) 31,303,851
3,395,342 JD.com, Inc.* 132,917,397
808,724 JD.com, Inc. ADR* 63,306,915
6,110,500 Li Ning Co., Ltd. 67,429,712
3,809,485 LONGi Green Energy Technology Co., Ltd. Class A* 58,083,105
9,111,222 Midea Group Co., Ltd. Class A 97,732,496
51,008,000 PICC Property & Casualty Co., Ltd. Class H 47,485,665
5,371,000 Ping An Insurance Group Co. of China Ltd. Class H 38,471,020
3,112,800 Shenzhou International Group Holdings Ltd. 67,062,786
6,556,400 Tencent Holdings Ltd. 398,824,454
6,832,209 Weichai Power Co., Ltd. Class A 16,129,728
9,565,000 Weichai Power Co., Ltd. Class H 17,121,029
1,148,199 Yum China Holdings, Inc. 65,938,519
2,448,356 Zhejiang Supor Co., Ltd. Class A* 20,265,804
      1,834,168,016
  Czech Republic - 0.5%
3,993,499 Avast plc(1) 30,583,852
  Egypt - 0.2%
5,378,933 Commercial International Bank Egypt S.A.E. GDR* 16,674,692
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7% - (continued)
  Greece - 0.8%
 12,086,234 Alpha Services and Holdings S.A.* $    15,408,268
 15,326,075 Eurobank Ergasias S.A.*     16,097,240
  1,086,545 Hellenic Telecommunications Organization S.A.    19,290,316
      50,795,824
  Hong Kong - 2.3%
 11,968,800 AIA Group Ltd.   134,134,447
8,958,000 Hang Lung Properties Ltd. 20,790,204
      154,924,651
  Hungary - 1.8%
1,386,857 OTP Bank Nyrt* 83,332,642
1,351,359 Richter Gedeon Nyrt 37,856,598
      121,189,240
  India - 8.2%
5,696,214 Bharti Airtel Ltd.* 52,253,312
3,016,357 Cipla Ltd. 36,514,347
4,418,347 HDFC Bank Ltd. 93,597,538
13,026,598 ICICI Bank Ltd. 140,258,760
425,372 Maruti Suzuki India Ltd. 42,591,516
1,746,815 Reliance Industries Ltd. 59,278,440
1,985,181 Tata Consultancy Services Ltd. 90,235,396
2,100,941 Tech Mahindra Ltd. 41,586,188
      556,315,497
  Indonesia - 1.1%
95,415,700 Bank Mandiri Persero Tbk PT 48,239,482
93,290,220 Bank Rakyat Indonesia Persero Tbk PT 28,004,198
      76,243,680
  Luxembourg - 0.2%
231,449 Ternium S.A. ADR 10,723,032
  Malaysia - 0.4%
21,802,574 CIMB Group Holdings Bhd 27,509,036
  Mexico - 1.9%
8,274,211 Cemex S.A.B. de C.V.* 5,337,163
2,225,762 Cemex S.A.B. de C.V. ADR* 14,311,650
561,962 Fomento Economico Mexicano S.A.B. de C.V. ADR 46,187,657
10,238,034 Grupo Financiero Banorte S.A.B. de C.V. Class O 64,716,230
      130,552,700
  Peru - 0.3%
154,818 Credicorp Ltd. 20,073,702
  Poland - 0.9%
3,266,802 Powszechna Kasa Oszczednosci Bank Polski S.A.* 39,998,335
1,783,674 Powszechny Zaklad Ubezpieczen S.A. 17,845,672
      57,844,007
  Qatar - 0.2%
2,805,914 Qatar National Bank QPSC 15,798,197
  Russia - 7.9%
759,856 Lukoil PJSC ADR 77,452,763
14,174 LUKOIL PJSC ADR 1,446,173
447,041 Magnit PJSC 40,777,378
422,584 Novatek PJSC GDR 107,281,339
98,293 Polyus PJSC* 19,513,720
74,118 Polyus PJSC GDR 7,327,458
8,826,543 Rosneft Oil Co. PJSC 79,254,942
 
The accompanying notes are an integral part of these financial statements.

49


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7% - (continued)
  Russia - 7.9% - (continued)
  5,972,204 Sberbank of Russia PJSC ADR $   119,772,635
    580,039 X5 Retail Group N.V. GDR     19,759,612
    733,563 Yandex N.V. Class A*    60,768,359
      533,354,379
  Singapore - 0.4%
     79,271 Sea Ltd. ADR*    27,235,137
  South Africa - 4.9%
1,902,936 Aspen Pharmacare Holdings Ltd. 30,303,711
3,408,058 AVI Ltd.(2) 17,648,274
1,125,621 Bid Corp. Ltd. 24,158,664
27,220,191 FirstRand Ltd. 103,400,611
2,286,680 Foschini Group Ltd.* 19,416,196
4,154,207 Gold Fields Ltd. 38,601,846
3,611,033 Impala Platinum Holdings Ltd. 46,735,254
1,514,979 Nedbank Group Ltd. 17,263,244
2,842,166 Shoprite Holdings Ltd. 33,769,212
      331,297,012
  South Korea - 14.5%
1,013,503 Hana Financial Group, Inc. 39,080,500
920,875 KB Financial Group, Inc. 44,573,928
503,945 Kia Motors Corp. 36,774,041
74,954 Korea Zinc Co., Ltd. 34,510,303
126,755 LG Chem Ltd. 90,953,674
33,570 LG Household & Health Care Ltd. 33,599,746
2,391,702 LG Uplus Corp. 29,435,049
267,286 NAVER Corp. 92,930,690
6,120,610 Samsung Electronics Co., Ltd. 366,459,984
202,101 Samsung Fire & Marine Insurance Co., Ltd. 40,060,972
135,773 Samsung SDI Co., Ltd. 85,662,963
954,635 SK Hynix, Inc. 84,151,615
      978,193,465
  Taiwan - 14.6%
3,532,000 Accton Technology Corp. 30,879,709
18,845,036 ASE Technology Holding Co., Ltd. 67,409,001
46,367,000 CTBC Financial Holding Co., Ltd. 38,719,180
24,077,000 Hon Hai Precision Industry Co., Ltd. 92,945,360
4,334,000 MediaTek, Inc. 142,643,572
27,379,139 Taiwan Semiconductor Manufacturing Co., Ltd. 580,993,265
12,144,000 Uni-President Enterprises Corp. 29,132,509
      982,722,596
  Thailand - 0.9%
14,168,300 Kasikornbank PCL NVDR 60,401,262
  Turkey - 0.4%
3,042,327 BIM Birlesik Magazalar A.S. 19,667,217
4,055,940 KOC Holding AS 9,947,895
      29,615,112
  United Arab Emirates - 0.6%
39,388,280 Emaar Properties PJSC 43,119,526
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7% - (continued)
  United Kingdom - 0.3%
  1,091,622 Prudential plc $    22,277,770
  Total Common Stocks
(cost $5,007,646,920)
  $ 6,656,005,759
RIGHTS - 0.0%
  India - 0.0%
    406,872 Bharti Airtel Ltd.*(3) $     1,543,675
  Total Rights
(cost $726,830)
  $  1,543,675
  Total Long-Term Investments
(cost $5,008,373,750)
  $ 6,657,549,434
SHORT-TERM INVESTMENTS - 1.6%
  Other Investment Pools & Funds - 1.5%
$   101,498,495 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(4) $  101,498,495
  Securities Lending Collateral - 0.1%
22,455 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(4) 22,455
3,447,397 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(4) 3,447,397
247,498 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(4) 247,498
      3,717,350
  Total Short-Term Investments
(cost $105,215,845)
$  105,215,845
  Total Investments
(cost $5,113,589,595)
100.3% $ 6,762,765,279
  Other Assets and Liabilities (0.3)% (20,987,068)
  Total Net Assets 100.0% $ 6,741,778,211
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.
    
 
The accompanying notes are an integral part of these financial statements.

50


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments – (continued)
October 31, 2021  

* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $151,917,743, representing 2.3% of net assets.
(2) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(3) 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 October 31, 2021, the aggregate fair value of this security was $1,543,675, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(4) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Argentina   $  26,445,093   $  26,445,093   $  —   $ —
Brazil   422,428,430   422,428,430    
Cayman Islands   71,387,585     71,387,585  
Chile   24,132,266   24,132,266    
China   1,834,168,016   341,599,414   1,492,568,602  
Czech Republic   30,583,852   30,583,852    
Egypt   16,674,692   16,674,692    
Greece   50,795,824     50,795,824  
Hong Kong   154,924,651     154,924,651  
Hungary   121,189,240   37,856,598   83,332,642  
India   556,315,497     556,315,497  
Indonesia   76,243,680     76,243,680  
Luxembourg   10,723,032   10,723,032    
Malaysia   27,509,036     27,509,036  
Mexico   130,552,700   130,552,700    
Peru   20,073,702   20,073,702    
Poland   57,844,007     57,844,007  
Qatar   15,798,197   15,798,197    
Russia   533,354,379   201,760,572   331,593,807  
Singapore   27,235,137   27,235,137    
South Africa   331,297,012   125,296,057   206,000,955  
South Korea   978,193,465     978,193,465  
Taiwan   982,722,596     982,722,596  
Thailand   60,401,262     60,401,262  
Turkey   29,615,112   29,615,112    
United Arab Emirates   43,119,526     43,119,526  
United Kingdom   22,277,770     22,277,770  
Rights   1,543,675     1,543,675  
Short-Term Investments   105,215,845   105,215,845    
Total   $ 6,762,765,279   $ 1,565,990,699   $ 5,196,774,580   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

51


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
CORPORATE BONDS - 39.1%
  Argentina - 1.1%
$         117,000 YPF Energia Electrica S.A. 10.00%, 07/25/2026(1) $    107,055
               YPF S.A.  
       160,000 8.50%, 07/28/2025(2)     128,922
       300,000 8.50%, 06/27/2029(1)(3)    230,253
      466,230
  Austria - 0.2%
81,000 Suzano Austria GmbH 3.13%, 01/15/2032 76,464
  British Virgin Islands - 1.8%
200,000 CAS Capital Ltd. 4.00%, 07/12/2026, (4.00% fixed rate until 07/12/2026; 5 year USD CMT + 3.642% thereafter)(2)(4)(5) 200,400
200,000 China Railway Xunjie Co., Ltd. 3.25%, 07/28/2026(2) 209,255
200,000 Elect Global Investments Ltd. 4.85%, 08/25/2023(2)(5) 201,767
200,000 Huarong Finance II Co., Ltd. 5.00%, 11/19/2025(2) 197,500
      808,922
  Canada - 1.9%
200,000 Canacol Energy Ltd. 7.25%, 05/03/2025(1) 208,302
200,000 First Quantum Minerals Ltd. 7.50%, 04/01/2025(1) 207,000
200,000 Gran Colombia Gold Corp. 6.88%, 08/09/2026(1) 198,864
200,000 MEGlobal Canada ULC 5.88%, 05/18/2030(1) 242,840
      857,006
  Cayman Islands - 2.2%
200,000 Baidu, Inc. 4.38%, 05/14/2024 214,626
200,000 Dar Al-Arkan Sukuk Co., Ltd. 6.75%, 02/15/2025(2) 210,758
200,000 Melco Resorts Finance Ltd. 5.38%, 12/04/2029(1) 196,750
200,000 Sunac China Holdings Ltd. 7.95%, 10/11/2023(2) 153,300
200,000 Wynn Macau Ltd. 5.63%, 08/26/2028(2) 186,676
      962,110
  Chile - 1.1%
200,000 AES Gener S.A. 7.13%, 03/26/2079, (7.12% fixed rate until 04/07/2024; 5 year USD Swap + 4.644% thereafter)(1)(4) 209,250
272,576 Empresa Electrica Cochrane S.p.A. 5.50%, 05/14/2027(1) 278,371
      487,621
  China - 0.4%
200,000 Wens Foodstuffs Group Co., Ltd. 2.35%, 10/29/2025(2) 168,000
  Colombia - 1.1%
200,000 Banco Davivienda S.A. 6.65%, 04/22/2031, (6.65% fixed rate until 04/22/2031; 10 year USD CMT + 5.097% thereafter)(1)(4)(5) 208,502
  Ecopetrol S.A.  
155,000 4.63%, 11/02/2031 153,699
Shares or Principal Amount   Market Value
CORPORATE BONDS - 39.1% - (continued)
  Colombia - 1.1% - (continued)
$          51,000 5.88%, 05/28/2045 $     51,630
        79,000 6.88%, 04/29/2030     91,245
      505,076
  Hong Kong - 1.4%
       200,000 Beijing State-Owned Assets Management Hong Kong Co., Ltd. 4.13%, 05/26/2025(2)     210,688
       200,000 Lenovo Group Ltd. 5.88%, 04/24/2025(2)     222,305
200,000 Xiaomi Best Time International Ltd. 2.88%, 07/14/2031(1) 198,416
      631,409
  India - 1.8%
200,000 Adani Ports & Special Economic Zone Ltd. 4.38%, 07/03/2029(2) 209,650
200,000 JSW Steel Ltd. 5.05%, 04/05/2032(1) 203,429
200,000 ReNew Power Pvt Ltd. 5.88%, 03/05/2027(1)(3) 209,162
200,000 Summit Digitel Infrastructure Pvt Ltd. 2.88%, 08/12/2031(1) 191,420
      813,661
  Indonesia - 1.0%
360,000 Pertamina Persero PT 6.00%, 05/03/2042(1) 442,072
  Ireland - 1.4%
200,000 Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028(1) 209,218
200,000 Lukoil Capital DAC 2.80%, 04/26/2027(1) 199,300
200,000 Metalloinvest Finance DAC 3.38%, 10/22/2028(1) 199,536
      608,054
  Israel - 0.2%
75,000 Energean Israel Finance Ltd. 4.50%, 03/30/2024(1)(2) 76,500
  Jersey - 0.4%
200,000 Galaxy Pipeline Assets Bidco Ltd. 2.63%, 03/31/2036(1) 194,843
  Kazakhstan - 1.1%
485,000 KazMunayGas National Co. JSC 3.50%, 04/14/2033(1) 501,616
  Luxembourg - 2.7%
407,793 FEL Energy S.a.r.l. 5.75%, 12/01/2040(1) 402,696
200,000 Jbs Finance Luxembourg S.a.r.l. 3.63%, 01/15/2032(1) 197,468
200,000 MC Brazil Downstream Trading S.a.r.l. 7.25%, 06/30/2031(1)(3) 194,750
200,000 Puma International Financing S.A. 5.00%, 01/24/2026(1) 200,760
200,000 Unigel Luxembourg S.A. 8.75%, 10/01/2026(1) 212,452
      1,208,126
  Malaysia - 0.7%
310,000 Petronas Capital Ltd. 3.50%, 04/21/2030(1) 332,649
  Mexico - 8.6%
200,000 Axtel S.A.B. de C.V. 6.38%, 11/14/2024(1) 206,302
 
The accompanying notes are an integral part of these financial statements.

52


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
CORPORATE BONDS - 39.1% - (continued)
  Mexico - 8.6% - (continued)
$         200,000 Banco Mercantil del Norte S.A. 7.63%, 01/10/2028, (7.62% fixed rate until 01/10/2028; 10 year USD CMT + 5.353% thereafter)(1)(4)(5) $    219,602
       200,000 BBVA Bancomer S.A. 5.88%, 09/13/2034, (5.88% fixed rate until 09/13/2029; 5 year USD CMT + 4.308% thereafter)(1)(4)     217,500
       200,000 Braskem Idesa 6.99%, 02/20/2032(1)     204,719
       200,000 Cemex S.A.B. de C.V. 5.13%, 06/08/2026, (5.13% fixed rate until 06/08/2026; 5 year USD CMT + 4.534% thereafter)(1)(4)(5)     206,500
       350,000 Cibanco Sa Ins De Banca 4.38%, 07/22/2031(1)     335,160
MXN     16,510,000 Grupo Televisa S.A.B. 7.25%, 05/14/2043     553,247
$  200,000 Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(1) 204,500
  Petroleos Mexicanos  
355,000 6.49%, 01/23/2027 378,430
180,000 6.50%, 01/23/2029 187,542
230,000 6.63%, 06/15/2035 222,732
660,000 7.69%, 01/23/2050 633,600
250,000 Total Play Telecomunicaciones S.A. de C.V. 6.38%, 09/20/2028(1) 245,937
      3,815,771
  Netherlands - 3.0%
200,000 Braskem Netherlands Finance B.V. 8.50%, 01/23/2081, (8.50% fixed rate until 10/24/2025; 5 year USD CMT + 8.220% thereafter)(1)(4) 222,852
200,000 CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(1)(3) 185,752
200,000 Metinvest B.V. 7.65%, 10/01/2027(1) 219,300
100,000 Petrobras Global Finance B.V. 6.90%, 03/19/2049 105,100
200,000 SABIC Capital B.V. 2.15%, 09/14/2030(2) 192,466
200,000 Teva Pharmaceutical Finance Netherlands B.V. 3.15%, 10/01/2026 188,500
200,000 VEON Holdings B.V. 3.38%, 11/25/2027(1) 200,384
      1,314,354
  Panama - 0.5%
200,000 AES Panama Generation Holdings 4.38%, 05/31/2030(1) 206,236
  Peru - 1.0%
127,000 Banco BBVA Peru S.A. 5.25%, 09/22/2029, (5.25% fixed rate until 09/22/2024; 5 year USD CMT + 2.750% thereafter)(1)(3)(4) 134,049
300,000 Banco Internacional del Peru SAA Interbank 4.00%, 07/08/2030, (4.00% fixed rate until 07/08/2025; 12 mo. USD CMT + 3.711% thereafter)(1)(4) 302,925
      436,974
  Qatar - 1.0%
440,000 Qatar Petroleum 3.13%, 07/12/2041(1) 444,044
Shares or Principal Amount   Market Value
CORPORATE BONDS - 39.1% - (continued)
  South Korea - 0.5%
$         200,000 SK Innovation Co., Ltd. 4.13%, 07/13/2023(2) $    208,306
  Spain - 0.6%
       250,000 AI Candelaria Spain SLU 7.50%, 12/15/2028(1)    269,063
  Turkey - 0.9%
       200,000 Limak Iskenderun Uluslararasi Liman Isletmeciligi AS 9.50%, 07/10/2036(1)     199,353
       200,000 Ulker Biskuvi Sanayi AS 6.95%, 10/30/2025(1)    209,710
      409,063
  United Arab Emirates - 0.5%
200,000 First Abu Dhabi Bank PJSC 4.50%, 04/05/2026, (4.50% fixed rate until 04/05/2026; 5 year USD CMT + 4.138% thereafter)(2)(4)(5) 210,504
  United Kingdom - 1.1%
200,000 Endeavour Mining plc 5.00%, 10/14/2026(1) 201,500
310,000 Gazprom PJSC via Gaz Finance plc 3.25%, 02/25/2030(1) 306,125
      507,625
  United States - 0.9%
400,000 Sasol Financing USA LLC 5.50%, 03/18/2031 410,920
  Total Corporate Bonds
(cost $17,348,730)
$ 17,373,219
FOREIGN GOVERNMENT OBLIGATIONS - 50.3%
  Argentina - 1.0%
200,000 Autonomous City of Buenos Aires Argentina 7.50%, 06/01/2027(1) $  177,500
371,291 Provincia de Cordoba 5.00%, 12/10/2025(1) 280,362
      457,862
  Azerbaijan - 0.4%
180,000 Republic of Azerbaijan International Bond 3.50%, 09/01/2032(1) 184,047
  Brazil - 2.5%
  Brazil Notas do Tesouro Nacional  
BRL  1,700,000 10.00%, 01/01/2023 294,464
3,898,000 10.00%, 01/01/2025 653,175
100,000 10.00%, 01/01/2027 16,336
900,000 10.00%, 01/01/2031 141,541
      1,105,516
  Cameroon - 0.3%
EUR  110,000 Republic of Cameroon International Bond 5.95%, 07/07/2032(1) 123,780
  Chile - 1.2%
  Bonos de la Tesoreria de la Republica en pesos  
CLP  225,000,000 2.30%, 10/01/2028(1)(2) 219,157
 
The accompanying notes are an integral part of these financial statements.

53


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  Chile - 1.2% - (continued)
CLP     55,000,000 4.70%, 09/01/2030(1)(2) $     61,799
$        275,000 Chile Government International Bond 2.55%, 07/27/2033    265,977
      546,933
  Colombia - 1.6%
               Colombia Government International Bond  
       200,000 3.00%, 01/30/2030(3)     188,664
       200,000 5.20%, 05/15/2049     201,222
COP  1,028,000,000 9.85%, 06/28/2027    312,871
      702,757
  Czech Republic - 1.4%
  Czech Republic Government Bond  
CZK  2,410,000 0.05%, 11/29/2029 87,659
11,630,000 2.40%, 09/17/2025(2) 515,668
      603,327
  Dominican Republic - 1.7%
  Dominican Republic International Bond  
$  650,000 5.30%, 01/21/2041(1) 643,506
110,000 6.85%, 01/27/2045(1) 122,375
      765,881
  Ecuador - 1.7%
  Ecuador Government International Bond  
809,597 0.50%, 07/31/2040(1) 483,734
260,000 1.00%, 07/31/2035(1) 171,278
140,165 5.00%, 07/31/2030(1) 116,337
      771,349
  Egypt - 1.0%
460,000 Egypt Government International Bond 8.70%, 03/01/2049(1) 428,987
  El Salvador - 0.1%
70,000 El Salvador Government International Bond 8.63%, 02/28/2029(1) 55,650
  Guatemala - 1.0%
  Guatemala Government Bond  
250,000 3.70%, 10/07/2033(1)(3) 248,125
200,000 4.65%, 10/07/2041(1)(3) 203,900
      452,025
  Hungary - 1.0%
  Hungary Government Bond  
HUF  11,200,000 1.50%, 08/23/2023 35,862
50,960,000 2.75%, 12/22/2026 159,015
21,710,000 3.00%, 06/26/2024 70,533
50,910,000 3.00%, 08/21/2030 154,784
11,050,000 6.00%, 11/24/2023 38,396
      458,590
  Indonesia - 4.3%
  Indonesia Treasury Bond  
IDR  5,193,000,000 7.00%, 05/15/2027 392,568
1,441,000,000 7.50%, 08/15/2032 109,035
5,032,000,000 8.25%, 06/15/2032 401,326
843,000,000 8.38%, 09/15/2026 67,357
4,833,000,000 8.75%, 05/15/2031 398,614
6,409,000,000 9.00%, 03/15/2029 528,824
      1,897,724
Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  Ivory Coast - 1.1%
EUR        440,000 Ivory Coast Government International Bond 6.63%, 03/22/2048(1) $    505,953
  Jordan - 0.5%
$        200,000 Jordan Government International Bond 5.75%, 01/31/2027(1)    213,525
  Kenya - 1.0%
       400,000 Kenya Government International Bond 8.00%, 05/22/2032(1)    434,472
  Malaysia - 2.9%
  Malaysia Government Bond  
MYR      2,080,000 3.89%, 08/15/2029     512,056
3,198,000 3.90%, 11/30/2026 797,052
      1,309,108
  Mexico - 2.2%
  Mexican Bonos  
MXN  7,360,000 7.75%, 05/29/2031 363,049
2,050,000 7.75%, 11/23/2034 100,847
4,040,000 7.75%, 11/13/2042 192,534
$  300,000 Mexico Government International Bond 4.28%, 08/14/2041 311,763
      968,193
  Nigeria - 0.9%
400,000 Nigeria Government International Bond 7.14%, 02/23/2030(1) 403,244
  Oman - 1.5%
  Oman Government International Bond  
200,000 5.38%, 03/08/2027(1) 210,018
200,000 6.75%, 10/28/2027(1) 223,754
232,000 7.00%, 01/25/2051(1) 241,637
      675,409
  Pakistan - 0.5%
200,000 Pakistan Government International Bond 7.38%, 04/08/2031(1) 202,996
  Paraguay - 0.4%
200,000 Paraguay Government International Bond 2.74%, 01/29/2033(1)(3) 193,202
  Peru - 2.3%
  Peru Government Bond  
PEN  1,300,000 5.35%, 08/12/2040 275,158
1,472,000 5.40%, 08/12/2034 336,382
520,000 6.95%, 08/12/2031 140,854
$  293,000 Peruvian Government International Bond 3.00%, 01/15/2034 289,777
      1,042,171
  Poland - 0.8%
  Republic of Poland Government Bond  
PLN  336,000 2.25%, 10/25/2024 84,569
710,000 2.50%, 01/25/2023 179,620
380,000 2.75%, 10/25/2029 96,056
      360,245
  Qatar - 1.0%
  Qatar Government International Bond  
$  200,000 3.40%, 04/16/2025(1) 214,000
200,000 3.75%, 04/16/2030(1) 223,000
      437,000
 
The accompanying notes are an integral part of these financial statements.

54


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  Romania - 0.9%
               Romania Government Bond  
RON      1,040,000 4.50%, 06/17/2024 $    244,778
       190,000 5.00%, 02/12/2029      44,638
$         92,000 Romanian Government International Bond 4.00%, 02/14/2051(1)     92,543
      381,959
  Russia - 6.6%
  Russian Federal Bond - OFZ  
RUB     15,300,000 6.50%, 02/28/2024     207,960
20,660,000 7.05%, 01/19/2028 276,006
8,790,000 7.15%, 11/12/2025 119,404
3,259,000 7.25%, 05/10/2034 43,323
15,450,000 7.70%, 03/23/2033 212,568
7,840,000 7.75%, 09/16/2026 108,636
36,035,000 8.15%, 02/03/2027 508,237
21,022,000 8.50%, 09/17/2031 305,811
  Russian Foreign Bond - Eurobond  
$  400,000 4.75%, 05/27/2026(1) 448,500
600,000 5.10%, 03/28/2035(1) 717,769
      2,948,214
  Saudi Arabia - 1.1%
  Saudi Government International Bond  
230,000 3.25%, 10/26/2026(1) 246,238
200,000 4.50%, 10/26/2046(1) 230,500
      476,738
  Senegal - 0.4%
200,000 Senegal Government International Bond 6.75%, 03/13/2048(2) 198,012
  South Africa - 3.0%
  Republic of South Africa Government Bond  
ZAR  9,949,200 7.00%, 02/28/2031 535,075
2,336,400 8.50%, 01/31/2037 127,259
2,450,400 8.88%, 02/28/2035 141,551
  Republic of South Africa Government International Bond  
$  300,000 4.30%, 10/12/2028 302,250
200,000 4.85%, 09/30/2029 204,996
      1,311,131
  Thailand - 0.7%
THB  9,518,000 Thailand Government Bond 3.63%, 06/16/2023 300,533
  Turkey - 0.4%
$  200,000 Turkey Government International Bond 5.88%, 06/26/2031 185,287
  Ukraine - 1.8%
  Ukraine Government International Bond  
500,000 7.38%, 09/25/2032(1) 514,240
270,000 7.75%, 09/01/2025(1) 291,290
      805,530
Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  United Arab Emirates - 1.1%
$         450,000 Abu Dhabi Government International Bond 3.13%, 04/16/2030(1) $    484,893
  Total Foreign Government Obligations
(cost $22,643,099)
  $ 22,392,243
  Total Long-Term Investments
(cost $39,991,829)
  $ 39,765,462
SHORT-TERM INVESTMENTS - 11.9%
  Other Investment Pools & Funds - 4.3%
     1,905,188 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(6) $  1,905,188
  Securities Lending Collateral - 3.1%
        8,495 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(6)       8,495
1,304,205 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(6) 1,304,205
93,633 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(6) 93,633
      1,406,333
  U.S. Treasury Securities - 4.5%
2,000,000 U.S. Treasury Bills 0.03%, 02/03/2022(7) 1,999,674
  Total Short-Term Investments
(cost $5,311,341)
$  5,311,195
  Total Investments
(cost $45,303,170)
101.3% $ 45,076,657
  Other Assets and Liabilities (1.3)% (595,313)
  Total Net Assets 100.0% $ 44,481,344
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.
    
 
The accompanying notes are an integral part of these financial statements.

55


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $20,807,298, representing 46.8% of net assets.
(2) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $3,981,633, representing 9.0% of net assets.
(3) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(4) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(5) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(6) Current yield as of period end.
(7) The rate shown represents current yield to maturity.
 
OTC Credit Default Swap Contracts Outstanding at October 31, 2021
Reference Entity   Counter-
party
  Notional
Amount
  (Pay)/Receive
Fixed Rate
  Expiration
Date
  Periodic
Payment
Frequency
  Upfront
Premiums
Paid
  Upfront
Premiums
Received
  Market
Value
  Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name issues:
Sell protection:
Chile Republic (BBB-)   MSC   USD 80,000   1.00%   12/20/2026   Quarterly   $  475   $  —   $  564   $  89
Chile Republic (BBB-)   MSC   USD 370,000   1.00%   12/20/2026   Quarterly   2,709     2,608   (101)
Colombia Republic (BBB-)   MSC   USD 380,000   1.00%   12/20/2026   Quarterly     (12,823)   (11,019)   1,804
Colombia Republic (BBB-)   MSC   USD 80,000   1.00%   12/20/2026   Quarterly     (2,695)   (2,320)   375
Total OTC credit default swap contracts   $ 3,184   $ (15,518)   $ (10,167)   $ 2,167
    
Foreign Currency Contracts Outstanding at October 31, 2021
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
6,500,000 CNY   994,735 USD   UBS   11/12/2021   $ 20,122
3,214,554 CNY   494,590 USD   UBS   12/01/2021   6,552
1,370,000 CNY   211,208 USD   UBS   01/19/2022   1,351
1,419,660,000 COP   377,569 USD   UBS   01/14/2022   (2,537)
180,000 EUR   213,491 USD   BOA   11/12/2021   (5,362)
890,000 PLN   224,573 USD   MSC   12/01/2021   (1,647)
700,000 PLN   184,036 USD   JPM   12/01/2021   (8,700)
2,220,000 PLN   573,528 USD   CBK   12/01/2021   (17,464)
10,335,000 THB   308,117 USD   UBS   11/12/2021   3,308
18,970,000 THB   571,928 USD   MSC   01/18/2022   (497)
155,744 USD   1,010,000 CNY   UBS   11/12/2021   (1,949)
78,923 USD   510,000 CNY   UBS   12/01/2021   (585)
14,243 USD   53,910,000 COP   UBS   01/14/2022   2
211,244 USD   180,000 EUR   JPM   11/12/2021   3,116
549,721 USD   469,000 EUR   BOA   12/29/2021   6,656
103,908 USD   90,000 EUR   JPM   12/29/2021   (305)
194,388 USD   770,000 PLN   UBS   12/01/2021   1,519
13,358 USD   450,000 THB   CBK   11/12/2021   (202)
13,475 USD   450,000 THB   CBK   01/18/2022   (81)
Total foreign currency contracts   $  3,297
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.

56


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Corporate Bonds   $ 17,373,219   $  —   $ 17,373,219   $ —
Foreign Government Obligations   22,392,243     22,392,243  
Short-Term Investments   5,311,195   3,311,521   1,999,674  
Foreign Currency Contracts(2)   42,634     42,634  
Swaps - Credit Default(2)   2,268     2,268  
Total   $ 45,121,559   $ 3,311,521   $ 41,810,038   $ —
Liabilities                
Foreign Currency Contracts(2)   $  (39,337)   $  —   $  (39,337)   $ —
Swaps - Credit Default(2)   (101)     (101)  
Total   $  (39,438)   $  —   $  (39,438)   $ —
    
(1) For the year ended October 31, 2021, 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.

57


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1%
  Australia - 1.6%
 2,446,571 Beach Energy Ltd. $     2,570,138
   184,312 BHP Group Ltd.(1)      5,062,494
   165,724 BHP Group plc      4,377,031
   117,220 Champion Iron Ltd.*        391,544
   583,468 Fortescue Metals Group Ltd.      6,079,758
   411,892 Iluka Resources Ltd.      2,938,601
38,953 McMillan Shakespeare Ltd. 403,057
120,381 Mineral Resources Ltd. 3,538,996
506,379 OceanaGold Corp.* 945,164
475,648 Perenti Global Ltd. 368,230
1,778,527 Perseus Mining Ltd.* 2,109,016
677,024 Regis Resources Ltd. 1,015,298
160,021 Rio Tinto Ltd. 10,963,476
1,143,562 St. Barbara Ltd. 1,257,460
      42,020,263
  Austria - 0.8%
32,991 BAWAG Group AG(2) 2,074,976
111,507 Erste Group Bank AG 4,782,057
120,149 OMV AG 7,274,219
149,398 Raiffeisen Bank International AG 4,365,397
33,703 voestalpine AG 1,280,076
      19,776,725
  Belgium - 0.4%
69,511 Ageas S.A. 3,381,549
50,069 bpost S.A.* 428,958
42,034 KBC Group N.V. 3,914,331
28,108 Ontex Group N.V.* 265,049
23,395 Solvay S.A. 2,781,012
14,559 Telenet Group Holding N.V. 523,047
3,927 Wereldhave Belgium Comm REIT 221,079
      11,515,025
  Bermuda - 0.0%
181,687 DHT Holdings, Inc. 1,182,782
  Brazil - 0.7%
216,000 Atacadao S.A. 636,848
867,500 B3 S.A. - Brasil Bolsa Balcao 1,830,668
388,346 Cia de Saneamento Basico do Estado de Sao Paulo 2,422,088
2,102,553 Cia de Saneamento do Parana 1,385,857
499,800 Cosan S.A. 1,752,550
255,900 EDP - Energias do Brasil S.A. 888,699
381,100 Engie Brasil Energia S.A. 2,627,414
668,500 Equatorial Energia S.A. 2,710,103
166,100 Hypera S.A. 825,821
297,500 Light S.A. 510,259
121,200 Sao Martinho S.A. 822,488
56,600 Unipar Carbocloro S.A. 748,843
      17,161,638
  Canada - 8.2%
599,902 ARC Resources Ltd. 5,753,756
15,200 AutoCanada, Inc.* 547,647
969,354 B2Gold Corp. 4,002,423
727,376 Baytex Energy Corp.* 2,439,084
381,424 BCE, Inc. 19,635,200
75,657 BRP, Inc. 6,652,387
52,100 Canaccord Genuity Group, Inc. 602,838
47,818 Canadian National Railway Co. 6,355,127
165,154 Canadian Natural Resources Ltd. 7,019,312
67,136 Canadian Pacific Railway Ltd. 5,196,313
45,856 Canadian Solar, Inc.* 1,905,317
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Canada - 8.2% - (continued)
    58,853 Canfor Corp.* $     1,219,288
   120,470 Capstone Mining Corp.*        505,203
    39,500 Cascades, Inc.        457,684
    33,676 Celestica, Inc.*        331,971
   211,855 Cenovus Energy, Inc.      2,533,495
   212,700 Centerra Gold, Inc.      1,594,906
252,171 CI Financial Corp. 5,750,053
16,231 Cogeco Communications, Inc. 1,393,983
152,253 Corus Entertainment, Inc. Class B 690,158
418,876 Crescent Point Energy Corp. 2,105,211
362,410 Dundee Precious Metals, Inc. 2,383,660
200 E-L Financial Corp. Ltd. 146,249
140,795 Equinox Gold Corp.* 1,044,359
20,200 Equitable Group, Inc. 1,261,521
59,288 ERO Copper Corp.* 1,106,141
1,693 Fairfax Financial Holdings Ltd. 685,695
135,110 First Quantum Minerals Ltd. 3,198,710
7,800 goeasy Ltd. 1,222,311
37,400 Home Capital Group, Inc.* 1,213,626
216,999 Hudbay Minerals, Inc. 1,513,172
81,267 iA Financial Corp., Inc. 4,807,334
593,349 IAMGOLD Corp.* 1,634,874
30,101 IGM Financial, Inc. 1,195,187
140,510 Imperial Oil Ltd. 4,757,086
115,221 Innergex Renewable Energy, Inc. 1,917,867
80,860 Interfor Corp. 1,851,626
14,040 Intertape Polymer Group, Inc. 319,008
942,732 Kinross Gold Corp. 5,667,361
23,725 Largo Resources Ltd.*(1) 295,987
33,600 Linamar Corp. 1,848,054
99,049 Magna International, Inc. 8,056,935
318,925 Manulife Financial Corp. 6,213,059
42,700 Martinrea International, Inc. 396,431
377,852 MEG Energy Corp.* 3,385,891
165,661 National Bank of Canada 13,714,953
519,294 New Gold, Inc.* 730,100
55,674 Nutrien Ltd. 3,891,242
70,397 Open Text Corp. 3,546,016
40,283 Parex Resources, Inc. 782,159
113,820 Royal Bank of Canada 11,847,360
22,100 Stelco Holdings, Inc. 767,321
22,249 Stella-Jones, Inc. 798,742
44,909 Sun Life Financial, Inc. 2,559,334
71,949 Suncor Energy, Inc. 1,892,324
191,630 Teck Resources Ltd. Class B 5,348,174
46,537 TFI International, Inc. 5,160,207
5,637 Topicus.com, Inc.* 629,061
190,325 Toronto-Dominion Bank 13,816,094
123,507 Tourmaline Oil Corp. 4,463,856
38,664 Transcontinental, Inc. Class A 612,326
116,513 Wesdome Gold Mines Ltd.* 1,047,826
70,301 West Fraser Timber Co., Ltd. 5,628,738
680,706 Whitecap Resources, Inc. 4,086,656
      214,135,989
  Cayman Islands - 0.1%
203,256 Hello Group, Inc. 2,530,537
  Chile - 0.0%
5,118,246 Aguas Andinas S.A. Class A 975,204
196,370 Enel Chile S.A. ADR(1) 426,123
      1,401,327
  China - 5.4%
55,327 360 DigiTech, Inc. ADR* 1,129,224
 
The accompanying notes are an integral part of these financial statements.

58


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  China - 5.4% - (continued)
   809,000 3SBio, Inc.*(2) $       740,323
 3,579,000 Agricultural Bank of China Ltd. Class H      1,216,170
   824,250 A-Living Smart City Services Co., Ltd.(2)      2,736,080
 2,526,500 BAIC Motor Corp. Ltd. Class H(2)        836,902
   218,550 Baidu, Inc.*      4,465,880
 4,229,000 Bank of China Ltd. Class H      1,496,650
999,000 Bank of Communications Co., Ltd. Class H 594,288
185,000 CanSino Biologics, Inc.*(2) 4,731,301
4,676,000 China BlueChemical Ltd. Class H 1,563,564
1,123,500 China Conch Venture Holdings Ltd. 5,459,475
5,825,000 China Construction Bank Corp. Class H 3,964,382
1,729,000 China Datang Corp. Renewable Power Co., Ltd. Class H 731,497
3,372,000 China Feihe Ltd.(2) 5,598,512
1,272,800 China International Capital Corp. Ltd. Class H(2) 3,151,158
1,267,000 China Lesso Group Holdings Ltd. Class L 1,958,360
1,737,000 China Life Insurance Co., Ltd. Class H 3,017,637
681,000 China Lilang Ltd. 387,920
1,889,000 China Longyuan Power Group Corp. Ltd. Class H 4,418,439
1,977,000 China Medical System Holdings Ltd. 3,347,493
5,565,000 China Molybdenum Co., Ltd. 3,440,298
948,600 China Pacific Insurance Group Co., Ltd. Class H 2,900,698
1,184,000 China SCE Group Holdings Ltd. 369,261
984,000 China Shineway Pharmaceutical Group Ltd. 943,367
2,230,000 China Suntien Green Energy Corp. Ltd. Class H 1,772,328
32,662,000 China Tower Corp. Ltd. Class H(2) 4,232,954
906,500 China Yongda Automobiles Services Holdings Ltd. 1,442,309
735,000 CITIC Securities Co., Ltd. Class H 1,866,134
1,598,000 COFCO Meat Holdings Ltd.(1) 618,473
1,708,000 Consun Pharmaceutical Group Ltd. 731,967
1,077,500 CSC Financial Co., Ltd. Class H(1)(2) 1,139,005
3,120,000 CSPC Pharmaceutical Group Ltd. 3,255,719
2,761,000 Dali Foods Group Co. Ltd.(2) 1,536,550
93,975 Daqo New Energy Corp. ADR* 7,310,315
2,416,000 Dongfeng Motor Group Co., Ltd. Class H 2,250,158
58,200 ENN Energy Holdings Ltd. 1,002,697
409,000 Fu Shou Yuan International Group Ltd. 351,132
424,000 Greentown China Holdings Ltd. 584,165
2,256,000 Guangzhou Automobile Group Co., Ltd. Class H 2,129,573
228,000 Haitian International Holdings Ltd. 664,505
512,500 Hengan International Group Co., Ltd. 2,678,290
9,628,000 Industrial & Commercial Bank of China Ltd. Class H 5,277,704
36,934 JinkoSolar Holding Co., Ltd. ADR*(1) 2,209,392
121,500 Kintor Pharmaceutical Ltd.*(1)(2) 606,296
1,634,000 Lenovo Group Ltd. 1,774,472
587,400 Livzon Pharmaceutical Group, Inc. 1,934,880
6,369,000 Lonking Holdings Ltd. 1,858,738
129,500 NetDragon Websoft Holdings Ltd. 283,633
1,196,000 Ping An Insurance Group Co. of China Ltd. Class H 8,566,624
304,000 Q Technology Group Co., Ltd. 443,813
68,000 Qingling Motors Co., Ltd. Class H 15,311
159,000 S-Enjoy Service Group Co., Ltd. 309,407
201,500 Shanghai Pharmaceuticals Holding Co., Ltd. Class H 368,791
1,755,000 Sinopec Engineering Group Co., Ltd. Class H 925,013
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  China - 5.4% - (continued)
 1,020,800 Sinopharm Group Co., Ltd. Class H $     2,423,903
 1,754,000 Sinotrans Ltd. Class H        576,578
   838,000 Sinotruk Hong Kong Ltd.      1,156,671
 1,068,000 Tianneng Power International Ltd.(1)      1,219,542
   435,000 Times Neighborhood Holdings Ltd.(1)        204,186
   161,000 Vipshop Holdings Ltd. ADR*      1,796,760
312,000 Weichai Power Co., Ltd. Class H 558,470
1,720,400 Xinjiang Goldwind Science & Technology Co., Ltd. Class H(1) 3,847,320
375,200 Xinte Energy Co., Ltd. Class H 1,200,023
1,268,000 Yadea Group Holdings Ltd.(2) 2,178,641
388,000 Yangtze Optical Fibre and Cable Joint Stock Ltd. Co., Class H(2) 653,422
814,000 Yangzijiang Shipbuilding Holdings Ltd. 859,379
538,200 YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H*(2) 251,628
489,000 Zhongsheng Group Holdings Ltd. 4,408,993
1,693,600 Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H 1,219,870
      139,894,613
  Cyprus - 0.3%
406,097 Polymetal International plc 7,507,081
  Czech Republic - 0.0%
47,895 O2 Czech Republic AS 550,054
  Denmark - 0.9%
3,562 AP Moller - Maersk A/S Class B 10,322,489
65,383 Carlsberg A/S Class B 10,795,766
8,628 Pandora A/S 1,207,364
80,953 Spar Nord Bank A/S 1,042,891
21,948 Sydbank A/S 754,245
      24,122,755
  Finland - 0.2%
260,466 Nokia Oyj* 1,494,946
258,131 Outokumpu Oyj* 1,607,871
34,854 TietoEVRY Oyj 1,068,878
      4,171,695
  France - 5.7%
12,213 Amundi S.A.(2) 1,088,143
49,652 Atos SE 2,590,478
109,715 BNP Paribas S.A. 7,344,016
112,684 Cie de Saint-Gobain 7,776,608
29,225 Cie Generale des Etablissements Michelin SCA 4,594,680
58,767 Coface S.A.* 840,239
193,311 Danone S.A. 12,601,120
49,561 Derichebourg S.A.* 564,018
6,943 Eramet S.A.* 580,227
240,045 Eutelsat Communications S.A. 3,411,793
109,887 Faurecia SE 5,739,177
8,735 Fnac Darty S.A. 567,098
34,077 Gaztransport Et Technigaz S.A. 2,816,824
78,350 Ipsen S.A. 8,108,744
35,999 IPSOS 1,687,183
230,244 Metropole Television S.A. 5,073,048
14,187 Nexans S.A. 1,423,432
900,689 Orange S.A.(1) 9,821,968
74,210 Publicis Groupe S.A. 4,981,971
152,925 Rexel S.A. 3,039,567
12,552 Rothschild & Co. 552,110
21,910 Rubis SCA 702,200
326,442 Sanofi 32,789,175
 
The accompanying notes are an integral part of these financial statements.

59


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  France - 5.7% - (continued)
    15,775 Societe BIC S.A. $       916,354
   179,926 Societe Generale S.A.      6,010,234
    61,770 Technip Energies N.V.*        950,664
   306,023 TotalEnergies SE     15,324,086
     2,935 Trigano S.A.        550,938
   190,834 Valeo S.A.      5,607,096
67,015 Valneva SE*(1) 1,481,078
      149,534,269
  Georgia - 0.1%
68,559 TBC Bank Group plc 1,473,076
  Germany - 3.5%
14,141 Aurubis AG 1,218,528
59,420 BASF SE 4,276,674
65,552 Bayer AG 3,694,357
35,842 Bayerische Motoren Werke AG 3,621,332
58,376 BioNTech SE* 16,271,142
118,072 CECONOMY AG* 576,066
129,356 Covestro AG(2) 8,283,779
52,583 Daimler AG 5,219,516
322,589 Deutsche Bank AG* 4,143,755
23,257 Deutsche Boerse AG 3,860,826
19,318 Deutsche Post AG 1,195,919
10,186 Draegerwerk AG & Co. KGaA 801,878
17,823 DWS Group GmbH & Co. KgaA(2) 770,943
46,161 Freenet AG 1,188,888
191,069 Fresenius Medical Care AG & Co. KGaA 12,692,535
80,780 Fresenius SE & Co. KGaA 3,671,754
21,272 Hochtief AG 1,641,139
5,294 Hornbach Holding AG & Co. KGaA 669,466
57,297 Kloeckner & Co. SE* 769,817
51,322 Porsche Automobil Holding SE 5,341,411
87,233 ProSiebenSat.1 Media SE 1,461,217
30,112 Salzgitter AG* 1,104,808
251,499 Schaeffler AG 1,998,446
12,042 Volkswagen AG 2,702,603
17,892 Wacker Chemie AG 3,233,208
      90,410,007
  Greece - 0.0%
31,735 JUMBO S.A. 472,354
  Hong Kong - 2.6%
161,600 ASM Pacific Technology Ltd. 1,748,578
267,000 Bank of East Asia Ltd. 438,486
965,000 BOC Hong Kong Holdings Ltd. 3,057,935
2,314,000 Brilliance China Automotive Holdings Ltd.*(3)(4) 765,831
292,400 China Gas Holdings Ltd. 729,836
970,000 China Overseas Grand Oceans Group Ltd. 465,065
2,138,500 China Overseas Land & Investment Ltd. 4,716,581
2,126,000 China Traditional Chinese Medicine Co., Ltd. 1,011,015
656,303 CK Asset Holdings Ltd. 4,054,019
401,200 Dah Sing Banking Group Ltd. 383,846
111,600 Dah Sing Financial Holdings Ltd. 345,933
264,000 Hang Lung Group Ltd. 618,169
99,000 Hang Lung Properties Ltd. 229,765
735,000 Henderson Land Development Co., Ltd. 3,077,577
394,400 Hongkong Land Holdings Ltd. 2,177,983
531,000 Hysan Development Co., Ltd. 1,846,096
841,500 JS Global Lifestyle Co., Ltd.(2) 1,558,349
232,000 Kerry Logistics Network Ltd. 562,552
276,000 Kerry Properties Ltd. 780,169
271,500 Kingboard Holdings Ltd. 1,183,144
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Hong Kong - 2.6% - (continued)
 1,822,000 Kunlun Energy Co., Ltd. $     1,659,441
 3,106,000 Pacific Basin Shipping Ltd.      1,433,439
   962,000 Pacific Textiles Holdings Ltd.        480,433
   929,000 PAX Global Technology Ltd.        643,772
   321,000 Shenzhen International Holdings Ltd.        386,457
12,430,000 Sino Biopharmaceutical Ltd.      9,165,688
720,000 Sino Land Co., Ltd. 946,357
900,000 SITC International Holdings Co., Ltd. 3,041,857
850,000 SSY Group Ltd. 403,781
390,000 Sun Hung Kai Properties Ltd. 5,170,746
280,000 Swire Pacific Ltd. Class A 1,760,245
708,800 Swire Properties Ltd. 1,900,269
41,000 TAI Cheung Holdings Ltd. 25,712
713,000 TCL Electronics Holdings Ltd. 386,584
1,242,000 Untrade Youyuan(1)(3)(4)
1,399,089 WH Group Ltd.(2) 980,781
668,000 Wharf Real Estate Investment Co., Ltd. 3,773,036
1,956,000 Xinyi Glass Holdings Ltd. 5,511,900
      67,421,427
  Hungary - 0.2%
128,870 MOL Hungarian Oil & Gas plc 1,101,235
161,929 Richter Gedeon Nyrt 4,536,234
      5,637,469
  Indonesia - 0.3%
3,014,900 Bank Mandiri Persero Tbk PT 1,524,248
1,683,900 Indofood Sukses Makmur Tbk PT 755,846
16,392,700 Telekomunikasi Indonesia Persero Tbk PT 4,381,532
1,481,900 Vale Indonesia Tbk PT 507,869
      7,169,495
  Ireland - 0.4%
1,218,668 AIB Group plc* 3,298,297
819,529 Bank of Ireland Group plc* 4,882,087
432,166 Glenveagh Properties plc*(2) 544,546
129,726 Kenmare Resources plc 760,255
      9,485,185
  Isle of Man - 0.1%
637,632 Strix Group plc 2,552,448
  Israel - 0.8%
232,162 Bank Hapoalim BM 2,286,554
233,412 Bank Leumi Le-Israel BM 2,230,104
1,074,697 Bezeq The Israeli Telecommunication Corp. Ltd.* 1,348,058
70,000 Check Point Software Technologies Ltd.* 8,372,000
229,013 Israel Chemicals Ltd. 1,962,640
1 Mehadrin Ltd.* 39
30,769 Phoenix Holdings Ltd. 388,918
113,019 Plus500 Ltd. 2,034,686
295,027 Teva Pharmaceutical Industries Ltd.* 2,578,536
17,092 ZIM Integrated Shipping Services Ltd. 875,452
      22,076,987
  Italy - 1.4%
364,471 Anima Holding S.p.A.(2) 1,936,595
69,136 Azimut Holding S.p.A. 1,990,999
63,299 Banca Farmafactoring S.p.A.(2) 566,781
708,158 Eni S.p.A. 10,149,632
355,253 Mediobanca Banca di Credito Finanziario S.p.A.* 4,239,136
103,018 Prysmian S.p.A. 3,895,014
11,273,148 Telecom Italia S.p.A. 4,021,692
 
The accompanying notes are an integral part of these financial statements.

60


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Italy - 1.4% - (continued)
 1,119,448 Terna Rete Elettrica Nazionale S.p.A. $     8,340,776
   170,981 UniCredit S.p.A.      2,260,273
    18,464 Unieuro S.p.A.(2)       433,827
      37,834,725
  Japan - 15.8%
    94,500 ADEKA Corp.      2,102,186
78,500 AGC, Inc. 3,908,951
128,700 Aisin Corp. 4,709,489
173,000 Amada Co., Ltd. 1,709,148
25,600 Arcland Sakamoto Co., Ltd. 382,922
54,300 Arisawa Manufacturing Co., Ltd. 462,640
75,400 Asahi Diamond Industrial Co., Ltd. 463,628
80,000 Asahi Holdings, Inc. 1,427,850
27,200 Asahi Yukizai Corp. 328,691
9,000 Asanuma Corp. 359,926
1,382,500 Astellas Pharma, Inc. 23,307,247
1,500 Bando Chemical Industries Ltd. 11,591
25,700 Canon Electronics, Inc. 353,751
29,700 Canon Marketing Japan, Inc. 588,367
428,100 Citizen Watch Co., Ltd. 1,866,970
48,700 CKD Corp. 965,485
38,700 Coca-Cola Bottlers Japan Holdings, Inc. 532,573
3,100 Corona Corp. 24,907
69,400 Cosmo Energy Holdings Co., Ltd. 1,418,718
100,300 Dai Nippon Printing Co., Ltd. 2,484,939
17,900 Daido Steel Co., Ltd. 685,799
31,200 Daiho Corp.(1) 1,050,997
71,700 Daikyonishikawa Corp. 430,869
1,800 Dainichi Co., Ltd. 12,456
26,900 Dainichiseika Color & Chemicals Manufacturing Co., Ltd. 621,798
13,600 Daito Pharmaceutical Co., Ltd. 383,524
523,700 Daiwa Securities Group, Inc. 2,942,225
234,000 Daiwabo Holdings Co., Ltd. 4,119,563
95,900 DCM Holdings Co., Ltd. 935,036
16,100 Denso Corp. 1,167,172
29,700 Dexerials Corp. 600,808
57,700 DIC Corp. 1,527,709
19,900 Doutor Nichires Holdings Co., Ltd. 285,452
46,800 Dowa Holdings Co., Ltd. 1,954,551
36,000 Eagle Industry Co., Ltd. 384,539
78,000 EDION Corp.(1) 740,273
184,900 ENEOS Holdings, Inc. 745,563
61,600 Exedy Corp. 917,579
104,600 FCC Co., Ltd. 1,448,166
42,100 Ferrotec Holdings Corp. 1,412,224
46,400 Foster Electric Co., Ltd. 330,772
78,300 FUJIFILM Holdings Corp. 6,050,818
8,800 Fujimi, Inc. 553,390
1,100 FuKoKu Co., Ltd. 9,562
24,100 Goldcrest Co., Ltd. 345,304
64,200 GS Yuasa Corp. 1,397,611
29,400 G-Tekt Corp. 366,529
33,700 GungHo Online Entertainment, Inc. 632,241
237,400 Hachijuni Bank Ltd. 793,436
26,300 Hamakyorex Co., Ltd. 729,151
247,600 Haseko Corp. 3,224,010
226,500 Hazama Ando Corp. 1,533,791
36,100 Hitachi Ltd. 2,080,246
106,900 Hokuetsu Kishu Paper Co., Ltd. 706,342
222,100 Honda Motor Co., Ltd. 6,569,243
57,400 Hosiden Corp. 605,197
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Japan - 15.8% - (continued)
    27,000 Iida Group Holdings Co., Ltd. $       665,671
    10,500 Imasen Electric Industrial         65,392
 1,106,000 Inpex Corp.      9,223,287
   408,300 Isuzu Motors Ltd.      5,492,778
   217,300 ITOCHU Corp.      6,197,584
   210,000 Iyo Bank Ltd.      1,027,429
51,300 Japan Petroleum Exploration Co., Ltd. 933,542
47,200 Japan Post Insurance Co., Ltd. 765,805
211,600 JGC Holdings Corp. 1,988,470
173,100 JTEKT Corp. 1,532,214
21,800 K&O Energy Group, Inc. 312,385
122,000 Kajima Corp. 1,502,156
119,000 Kamigumi Co., Ltd. 2,396,059
77,600 Kanamoto Co., Ltd. 1,662,253
63,800 Kandenko Co., Ltd. 494,567
61,300 Kaneka Corp. 2,350,789
33,600 Kanematsu Corp. 390,203
42,700 Kanto Denka Kogyo Co., Ltd. 392,764
802,400 KDDI Corp. 24,537,378
19,800 KH Neochem Co., Ltd. 508,876
29,600 Kinden Corp. 485,754
26,400 Kintetsu World Express, Inc. 634,039
18,100 Kissei Pharmaceutical Co., Ltd. 362,060
251,300 Kobe Steel Ltd. 1,476,486
22,000 Kohnan Shoji Co., Ltd. 688,013
26,400 Komeri Co., Ltd. 609,663
29,600 Kumagai Gumi Co., Ltd. 732,643
29,700 Kureha Corp. 1,930,139
31,200 Kyokuto Kaihatsu Kogyo Co., Ltd. 426,406
45,600 Kyudenko Corp. 1,446,437
14,300 Life Corp. 469,388
36,700 Makino Milling Machine Co., Ltd. 1,320,396
535,600 Marubeni Corp. 4,544,737
573,700 Mazda Motor Corp.* 5,160,014
57,300 MCJ Co., Ltd. 645,122
25,800 Meidensha Corp. 543,072
691,300 Mitsubishi Chemical Holdings Corp. 5,722,182
139,400 Mitsubishi Gas Chemical Co., Inc. 2,805,597
435,300 Mitsubishi Motors Corp.* 1,393,187
22,200 Mitsuboshi Belting Ltd. 394,581
299,800 Mitsui & Co., Ltd. 6,860,777
112,600 Mitsui Chemicals, Inc. 3,348,029
26,300 Mitsui Mining & Smelting Co., Ltd. 754,683
46,600 Mitsui OSK Lines Ltd. 2,938,199
34,600 Mitsui Sugar Co., Ltd. 614,847
35,400 Mizuno Corp. 823,872
3,900 Murakami Corp. 88,883
105,800 Musashi Seimitsu Industry Co., Ltd. 1,991,273
88,300 Nagase & Co., Ltd. 1,494,546
21,700 Nextage Co., Ltd. 397,691
159,400 NGK Spark Plug Co., Ltd. 2,546,414
229,000 NHK Spring Co., Ltd. 1,727,526
16,200 Nichias Corp. 396,657
4,000 Nichireki Co., Ltd. 47,464
10,868 Nichirin Co., Ltd. 174,068
41,700 Nikkon Holdings Co., Ltd. 814,706
319,000 Nikon Corp. 3,517,215
14,100 Nippon Carbon Co., Ltd. 544,340
86,500 Nippon Kayaku Co., Ltd. 911,024
96,950 Nippon Light Metal Holdings Co., Ltd. 1,609,104
26,600 Nippon Seiki Co., Ltd. 267,612
29,400 Nippon Shokubai Co., Ltd. 1,535,995
23,700 Nippon Soda Co., Ltd. 712,084
 
The accompanying notes are an integral part of these financial statements.

61


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Japan - 15.8% - (continued)
   107,600 Nippon Suisan Kaisha Ltd. $       611,523
   890,500 Nippon Telegraph & Telephone Corp.     24,950,860
    78,100 Nippon Yusen KK      5,627,673
    53,300 Nishio Rent All Co., Ltd.      1,317,994
   630,500 Nissan Motor Co., Ltd.*      3,209,156
    15,000 Nisshin Oillio Group Ltd.        397,622
22,200 Nitta Corp. 508,938
26,800 Nojima Corp. 587,752
137,100 NOK Corp. 1,591,424
869,200 Nomura Holdings, Inc. 4,139,578
12,400 Noritake Co. Ltd. 542,182
433,100 Obayashi Corp. 3,656,332
514,400 Oji Holdings Corp. 2,549,746
31,000 Okinawa Cellular Telephone Co. 1,396,743
20,600 Okura Industrial Co., Ltd. 380,913
622,700 Ono Pharmaceutical Co., Ltd. 13,065,321
65,000 Osaki Electric Co., Ltd. 320,445
28,500 Oyo Corp. 436,739
424,100 Panasonic Corp. 5,244,430
238,100 Penta-Ocean Construction Co., Ltd. 1,640,730
36,000 Piolax, Inc. 517,875
198,500 Press Kogyo Co., Ltd. 578,379
358,800 Renesas Electronics Corp.* 4,413,751
159,600 Rengo Co., Ltd. 1,210,267
6,500 Rohm Co., Ltd. 594,344
10,200 Rorze Corp. 977,645
26,100 Ryosan Co., Ltd. 538,048
29,200 Sanki Engineering Co., Ltd. 367,785
2,000 Sanko Metal Industrial Co., Ltd. 44,156
25,200 Sankyu, Inc. 1,137,698
13,000 Sanyo Chemical Industries Ltd. 643,691
46,900 Sawai Group Holdings Co., Ltd. 2,068,958
132,300 SBI Holdings, Inc. 3,429,145
35,700 SCREEN Holdings Co., Ltd. 3,318,287
18,600 SEC Carbon Ltd.(1) 950,228
122,700 Seino Holdings Co., Ltd. 1,486,621
187,200 Sekisui House Ltd. 3,892,033
42,300 Sekisui Jushi Corp. 788,032
51,200 Senko Group Holdings Co., Ltd. 455,405
41,300 Shikoku Chemicals Corp. 507,539
23,000 Shima Seiki Manufacturing Ltd. 442,257
310,900 Shimizu Corp. 2,277,915
70,600 Shinnihon Corp. 516,771
108,700 Shizuoka Bank Ltd. 875,294
48,800 Showa Denko KK 1,223,906
43,000 Sintokogio Ltd. 282,595
29,500 SK-Electronics Co., Ltd. 238,537
327,100 SKY Perfect JSAT Holdings, Inc. 1,226,714
311,600 Softbank Corp. 4,253,239
103,300 Sumco Corp. 1,973,919
26,700 Sumitomo Bakelite Co., Ltd. 1,199,969
345,500 Sumitomo Chemical Co., Ltd. 1,702,042
125,600 Sumitomo Corp. 1,789,757
268,200 Sumitomo Electric Industries Ltd. 3,559,782
115,500 Sumitomo Forestry Co., Ltd. 2,206,160
87,700 Sumitomo Heavy Industries Ltd. 2,257,880
146,500 Sumitomo Mitsui Construction Co., Ltd. 621,693
146,000 Sumitomo Mitsui Financial Group, Inc. 4,737,647
140,800 Sumitomo Rubber Industries Ltd. 1,735,229
33,600 Sumitomo Seika Chemicals Co., Ltd. 956,981
32,900 Tachi-S Co., Ltd. 398,469
19,000 Taihei Dengyo Kaisha Ltd. 448,810
121,400 Taisei Corp. 3,809,427
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Japan - 15.8% - (continued)
    30,100 Taiyo Yuden Co., Ltd. $     1,525,661
    63,600 TBS Holdings, Inc.      1,005,996
   107,100 Toagosei Co., Ltd.      1,196,958
    31,900 Toho Holdings Co., Ltd.        516,460
   113,500 Tokai Carbon Co., Ltd.      1,484,663
    41,700 Tokai Rika Co., Ltd.        583,703
37,900 Tokyo Seimitsu Co., Ltd. 1,543,137
61,200 Tokyo Steel Manufacturing Co., Ltd. 681,018
174,300 Tokyu Construction Co., Ltd. 1,232,459
210,100 Toppan, Inc. 3,391,460
74,800 Topre Corp. 865,214
275,200 Toray Industries, Inc. 1,714,913
9,900 Torii Pharmaceutical Co., Ltd. 257,022
70,200 Tosoh Corp. 1,182,239
105,600 Toyo Construction Co., Ltd. 528,597
38,200 Toyo Ink SC Holdings Co., Ltd. 672,745
120,100 Toyo Seikan Group Holdings Ltd. 1,426,072
38,400 Toyo Tanso Co., Ltd. 1,043,922
87,600 Toyo Tire Corp. 1,456,649
21,400 Toyoda Gosei Co., Ltd. 437,893
36,100 Toyota Boshoku Corp. 694,096
81,800 Toyota Tsusho Corp. 3,548,171
44,400 TPR Co., Ltd. 565,774
151,600 TS Tech Co., Ltd. 2,028,413
34,400 Tsubakimoto Chain Co. 1,016,429
20,200 Tv Tokyo Holdings Corp. 383,035
47,000 Ulvac, Inc. 2,636,935
75,400 Unipres Corp. 615,166
37,600 Ushio, Inc. 672,678
15,800 Valor Holdings Co., Ltd. 334,629
92,000 Wakita & Co., Ltd. 832,420
253,400 Yamaha Motor Co., Ltd. 7,063,221
52,900 Yokogawa Bridge Holdings Corp. 1,066,264
104,500 Yokohama Rubber Co., Ltd. 1,768,261
18,500 Yuasa Trading Co., Ltd. 494,421
54,500 Yurtec Corp. 319,245
46,600 Zenkoku Hosho Co., Ltd. 2,251,927
      411,919,299
  Luxembourg - 0.3%
31,704 Aperam S.A. 1,890,307
60,496 ArcelorMittal S.A. 2,045,983
6,749 Befesa S.A.(2) 502,123
66,373 RTL Group S.A. 3,833,589
      8,272,002
  Malaysia - 0.4%
48,400 AFFIN Bank Bhd 19,895
396,800 AMMB Holdings Bhd* 321,963
9,062,400 Astro Malaysia Holdings Bhd 2,177,515
396,700 Kossan Rubber Industries 226,084
768,200 Lingkaran Trans Kota Holdings Bhd 714,216
573,070 Lynas Corp. Ltd.* 3,196,872
1,462,800 Public Bank Bhd 1,473,044
944,900 RHB Bank Bhd 1,274,945
558,600 Scientex BHD 628,610
638,600 Supermax Corp. Bhd 296,091
530,800 Westports Holdings Bhd 572,972
      10,902,207
  Mexico - 0.6%
470,800 Banco del Bajio S.A.(2) 882,235
1,223,601 Bolsa Mexicana de Valores S.A.B. de C.V. 2,341,649
2,296,000 Concentradora Fibra Danhos S.A. de C.V. REIT(1) 2,798,069
 
The accompanying notes are an integral part of these financial statements.

62


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Mexico - 0.6% - (continued)
   658,100 Gentera S.A.B. de C.V.* $       396,369
     3,705 Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR(1)        467,867
 1,043,300 Grupo Financiero Inbursa S.A.B. de C.V. Class O*      1,044,922
 4,820,933 Kimberly-Clark de Mexico S.A.B. de C.V. Class A      7,619,641
         2 Urbi Desarrollos Urbanos S.A.B. de C.V.*             1
      15,550,753
  Monaco - 0.0%
33,512 Costamare, Inc. 449,396
  Netherlands - 3.3%
365,540 ABN Amro Bank N.V.(2) 5,376,256
9,743 Accell Group N.V.* 401,685
222,608 Aegon N.V. 1,129,132
84,464 AMG Advanced Metallurgical Group N.V.(1) 2,491,274
145,426 ASR Nederland N.V. 6,797,823
119,971 Euronext N.V.(2) 13,498,365
24,577 EXOR N.V. 2,318,371
12,916 Flow Traders(2) 438,371
388,196 ING Groep N.V. 5,888,507
45,042 Intertrust N.V.*(2) 681,057
20,107 Koninklijke Vopak N.V. 800,216
135,518 NN Group N.V. 7,244,353
440,234 PostNL N.V. 1,910,668
548,157 Royal Dutch Shell plc Class A 12,557,660
521,895 Royal Dutch Shell plc Class B 11,976,823
100,891 Signify N.V.(2) 4,888,813
316,866 Stellantis N.V. 6,326,055
      84,725,429
  Norway - 1.4%
49,584 Aker BP ASA 1,902,633
64,802 Austevoll Seafood ASA 877,328
674,678 Equinor ASA 17,095,212
234,105 Europris ASA(2) 1,733,540
186,850 Frontline Ltd. 1,660,825
175,415 Nordic American Tankers Ltd.(1) 412,225
249,135 Norsk Hydro ASA 1,830,013
108,023 Telenor ASA 1,706,818
154,487 Yara International ASA 8,073,933
      35,292,527
  Philippines - 0.0%
373,000 Metropolitan Bank & Trust Co. 352,781
  Poland - 0.2%
104,670 KGHM Polska Miedz S.A. 4,024,894
47,461 Powszechna Kasa Oszczednosci Bank Polski S.A.* 581,107
      4,606,001
  Portugal - 0.0%
138,445 NOS SGPS S.A. 539,983
  Russia - 1.0%
64,397 Globaltrans Investment plc GDR 569,080
32,553 Lukoil PJSC ADR 3,318,155
17,314 LUKOIL PJSC ADR 1,766,547
131,644 MMC Norilsk Nickel PJSC ADR 4,113,996
314,255 Mobile TeleSystems PJSC ADR 2,888,003
201,999 PhosAgro PJSC GDR 4,831,816
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Russia - 1.0% - (continued)
    81,232 Polyus PJSC GDR $     8,030,763
   539,390 RusHydro PJSC ADR       590,139
      26,108,499
  Singapore - 1.4%
   181,000 AEM Holdings Ltd.        563,706
    74,100 BOC Aviation Ltd.(2)        648,432
31,600 China Yuchai International Ltd. 416,488
186,400 DBS Group Holdings Ltd. 4,355,768
1,400,000 IGG, Inc. 1,301,682
1,434,700 Oversea-Chinese Banking Corp. Ltd. 12,541,899
448,600 Riverstone Holdings Ltd. 286,455
1,378,600 Singapore Press Holdings Ltd. 2,041,030
493,800 United Overseas Bank Ltd. 9,815,922
712,100 UOL Group Ltd. 3,819,296
      35,790,678
  South Africa - 2.0%
76,147 AECI Ltd. 565,377
61,250 Anglo American Platinum Ltd. 6,188,756
275,426 AngloGold Ashanti Ltd. ADR 5,089,872
57,565 Aspen Pharmacare Holdings Ltd. 916,706
268,724 Barloworld Ltd. 2,256,930
868,410 Gold Fields Ltd. ADR 8,058,845
94,262 Hudaco Industries Ltd. 844,995
493,386 Impala Platinum Holdings Ltd. 6,385,574
92,152 Kumba Iron Ore Ltd. 2,804,203
49,775 Mr. Price Group Ltd. 651,588
203,027 MTN Group Ltd.* 1,820,569
226,987 MultiChoice Group Ltd. 1,805,048
2,733,223 Netcare Ltd.* 3,025,781
73,987 Oceana Group Ltd. 296,723
80,499 Royal Bafokeng Platinum Ltd. 577,274
184,094 Sappi Ltd.* 565,499
227,873 Standard Bank Group Ltd. 2,019,279
303,456 Truworths International Ltd. 1,071,185
705,513 Vodacom Group Ltd. 6,262,092
      51,206,296
  South Korea - 5.6%
6,959 AfreecaTV Co., Ltd. 1,152,906
30,450 Asia Paper Manufacturing Co., Ltd. 1,196,651
131,840 BH Co., Ltd. 2,118,310
17,741 Bioneer Corp.* 761,269
4,478 CJ CheilJedang Corp. 1,455,366
10,034 Com2uSCorp 1,105,425
36,255 Coway Co., Ltd. 2,458,269
19,133 Daesang Corp. 391,420
84,741 Daewoo Engineering & Construction Co., Ltd.* 453,696
20,973 DB HiTek Co., Ltd. 1,036,658
48,189 Dongkuk Steel Mill Co., Ltd. 703,346
15,137 Echo Marketing, Inc. 225,157
10,382 Eo Technics Co., Ltd. 957,591
28,576 Eugene Technology Co., Ltd. 1,089,506
31,308 Fila Holdings Corp. 997,501
24,999 GS Holdings Corp. 905,326
110,742 Hana Financial Group, Inc. 4,270,192
18,238 Handsome Co., Ltd. 658,985
70,539 Hankook Tire & Technology Co., Ltd. 2,499,292
10,274 Hansol Chemical Co., Ltd. 2,899,411
116,319 Hanwha Chemical Corp.* 4,080,795
31,319 Hanyang Eng Co., Ltd. 412,754
57,065 HMM Co., Ltd.* 1,305,662
1,217 Hyosung Advanced Materials Corp.* 743,335
1,390 Hyosung Chemical Corp.* 344,254
 
The accompanying notes are an integral part of these financial statements.

63


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  South Korea - 5.6% - (continued)
     6,257 Hyosung Corp. $       553,977
     1,807 Hyosung TNC Corp.        929,008
    27,797 Hyundai Department Store Co., Ltd.      1,973,702
    35,233 Hyundai Greenfood Co., Ltd.        292,944
     6,416 Hyundai Home Shopping Network Corp.        385,137
    16,458 Hyundai Mobis Co., Ltd.      3,557,710
10,730 Hyundai Motor Co. 1,919,119
11,716 Hyundai Wia Corp. 846,080
30,973 INTOPS Co., Ltd. 617,791
94,761 KB Financial Group, Inc. 4,586,801
125,899 Kia Motors Corp. 9,187,143
7,236 KIWOOM Securities Co., Ltd. 652,337
10,965 Kolmar BNH Co., Ltd. 333,527
15,866 Kolon Industries, Inc. 1,213,994
3,314 Krafton, Inc.* 1,331,499
59,066 KT Skylife Co., Ltd. 512,567
55,238 LG Corp. 4,318,368
84,654 LG Electronics, Inc. 8,757,784
10,965 LG Innotek Co., Ltd. 1,971,031
99,775 LG Uplus Corp. 1,227,946
12,606 Lotte Chemical Corp. 2,424,657
13,440 Lotte Corp. 376,453
37,058 LOTTE Fine Chemical Co., Ltd. 2,705,526
88,082 NH Investment & Securities Co., Ltd. 994,864
10,364 Osstem Implant Co., Ltd. 1,098,598
20,680 Samsung Card Co., Ltd. 607,203
184,402 Samsung Electronics Co., Ltd. 11,040,722
4,331 Samsung Electronics Co., Ltd. GDR 6,484,967
32,897 Samsung Securities Co., Ltd. 1,337,378
20,741 SD Biosensor, Inc.* 812,920
10,305 Seegene, Inc. 471,477
634,176 Seohee Construction Co., Ltd. 1,002,776
12,783 SFA Engineering Corp. 386,610
13,569 Shindaeyang Paper Co., Ltd. 1,018,583
29,771 Shinhan Financial Group Co., Ltd. 971,931
7,977 Silicon Works Co., Ltd. 750,067
19,109 SK Bioscience Co., Ltd.* 3,761,131
156,269 SK Hynix, Inc. 13,775,201
21,215 SK Innovation Co., Ltd.* 4,424,388
22,763 SK Telecom Co., Ltd.(3)(4) 6,027,338
11,456 S-Oil Corp. 1,002,373
3,575 Soulbrain Co., Ltd. 802,499
22,135 Soulbrain Holdings Co., Ltd.* 829,109
16,337 Spigen Korea Co., Ltd. 639,697
4,195 Tokai Carbon Korea Co., Ltd. 448,663
16,888 Webzen, Inc.* 390,929
32,095 Wonik IPS Co., Ltd. 1,113,911
10,343 Youngone Holdings Co., Ltd. 416,399
      145,507,912
  Spain - 1.5%
68,192 Acerinox S.A. 949,391
119,821 Atresmedia Corp. de Medios de Comunicacion S.A.* 488,421
498,265 Banco Bilbao Vizcaya Argentaria S.A. 3,486,921
514,588 CaixaBank S.A. 1,479,268
53,723 CIE Automotive S.A. 1,462,332
305,678 Mediaset Espana Comunicacion S.A.* 1,590,137
10,727 Pharma Mar S.A. 832,564
874,960 Prosegur Cash S.A.(2) 600,974
560,783 Red Electrica Corp. S.A. 11,676,480
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Spain - 1.5% - (continued)
   973,428 Repsol S.A. $    12,468,183
   233,781 Sacyr S.A.        666,379
   792,519 Telefonica S.A.     3,442,431
      39,143,481
  Sweden - 1.9%
    40,298 Bilia AB Class A        716,557
130,942 Boliden AB 4,616,256
17,394 Bure Equity AB 807,383
433,165 Essity AB Class B 14,030,942
37,169 Granges AB 405,399
42,700 Intrum AB 1,212,017
258,930 Lundin Energy AB 10,226,031
85,627 Nobia AB 527,755
720,234 Skandinaviska Enskilda Banken AB Class A 11,262,895
93,410 SKF AB Class B 2,169,465
274,124 SSAB AB* 1,562,051
119,768 Telefonaktiebolaget LM Ericsson Class B 1,307,316
111,733 Tethys Oil AB 813,481
      49,657,548
  Switzerland - 4.6%
9,748 Baloise Holding AG 1,553,442
930,783 Credit Suisse Group AG 9,681,731
203,487 Ferrexpo plc 868,054
173,059 Julius Baer Group Ltd. 12,517,717
390,061 Novartis AG 32,263,000
86,368 Roche Holding AG 33,458,442
22,358 Swisscom AG 12,174,475
4,684 Swissquote Group Holding S.A. 950,145
867,292 UBS Group AG 15,787,037
14,856 Vontobel Holding AG 1,375,800
      120,629,843
  Taiwan - 5.8%
1,150,000 ASE Technology Holding Co., Ltd. 4,113,569
240,000 Asia Vital Components Co., Ltd. 717,167
169,000 Asustek Computer, Inc. 2,148,635
6,706,000 AU Optronics Corp. 4,608,518
252,000 Catcher Technology Co., Ltd. 1,461,199
2,580,000 Cathay Financial Holding Co., Ltd. 5,377,990
178,000 Chenbro Micom Co., Ltd. 481,921
279,000 Cheng Uei Precision Industry Co., Ltd. 387,854
281,000 Chia Chang Co., Ltd. 471,148
954,000 Chicony Electronics Co., Ltd. 2,727,987
164,000 Chicony Power Technology Co., Ltd. 411,699
260,208 China Life Insurance Co., Ltd. 271,988
250,400 China Motor Corp. 623,782
619,000 Chipbond Technology Corp. 1,436,814
443,000 ChipMOS Technologies, Inc. 736,646
12,947 ChipMOS Technologies, Inc. ADR 430,747
561,000 Compeq Manufacturing Co., Ltd. 816,397
421,000 Elan Microelectronics Corp. 2,534,576
271,000 Elite Material Co., Ltd. 2,346,967
1,528,000 Evergreen Marine Corp. Taiwan Ltd. 5,498,784
320,000 Foxconn Technology Co., Ltd. 794,531
271,000 Fusheng Precision Co., Ltd. 1,839,632
135,000 General Interface Solution Holding Ltd. 472,467
104,000 Giant Manufacturing Co., Ltd. 1,207,884
272,000 Gigabyte Technology Co., Ltd. 1,104,514
104,000 Globalwafers Co., Ltd. 2,853,552
288,000 Gold Circuit Electronics Ltd. 689,947
 
The accompanying notes are an integral part of these financial statements.

64


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Taiwan - 5.8% - (continued)
 1,238,829 Hannstar Board Corp. $     1,860,620
    62,285 Himax Technologies, Inc. ADR(1)        657,730
   244,000 Holtek Semiconductor, Inc.        906,836
 5,775,000 Innolux Corp.      3,473,841
   108,000 ITEQ Corp.        499,901
   899,000 King Yuan Electronics Co., Ltd.      1,289,966
91,000 Kinsus Interconnect Technology Corp. 800,853
65,000 Lotes Co., Ltd. 1,354,286
1,244,000 Macronix International Co., Ltd. 1,760,104
227,000 MediaTek, Inc. 7,471,179
59,000 Merida Industry Co., Ltd. 614,560
311,000 Micro-Star International Co., Ltd. 1,569,471
167,000 Nan Ya Plastics Corp. 512,500
206,000 Nan Ya Printed Circuit Board Corp. 3,645,015
33,000 Nien Made Enterprise Co., Ltd. 453,520
700,000 Novatek Microelectronics Corp. 10,499,258
66,000 Parade Technologies Ltd. 4,251,688
757,000 Pegatron Corp. 1,853,166
696,000 Powertech Technology, Inc. 2,442,122
318,000 Radiant Opto-Electronics Corp. 1,114,177
579,000 Realtek Semiconductor Corp. 10,414,839
147,000 RichWave Technology Corp. 1,528,586
333,000 Shinkong Insurance Co., Ltd. 552,629
14,008 Silicon Motion Technology Corp. ADR 1,000,311
191,000 Simplo Technology Co., Ltd. 2,057,709
628,000 Sino-American Silicon Products, Inc. 4,301,586
227,000 Sunonwealth Electric Machine Industry Co., Ltd. 314,773
85,000 Swancor Holding Co., Ltd. 301,706
666,000 Synnex Technology International Corp. 1,290,406
227,000 Taiwan Fertilizer Co., Ltd. 555,119
237,000 Taiwan Semiconductor Manufacturing Co., Ltd. 5,029,209
238,000 Taiwan Surface Mounting Technology Corp. 960,318
164,000 Taiwan Union Technology Corp. 565,502
296,000 Topco Scientific Co., Ltd. 1,471,054
310,000 Tripod Technology Corp. 1,313,001
461,000 Tung Ho Steel Enterprise Corp. 670,097
311,000 TXC Corp. 1,149,385
466,000 Unimicron Technology Corp. 3,194,355
205,000 United Integrated Services Co., Ltd. 1,355,405
1,851,000 United Microelectronics Corp. 3,842,628
524,000 USI Corp. 649,096
968,000 Vanguard International Semiconductor Corp. 5,044,027
436,000 Wan Hai Lines Ltd. 2,515,324
1,657,000 Winbond Electronics Corp. 1,571,073
245,000 Yageo Corp. 3,834,671
152,000 Zhen Ding Technology Holding Ltd. 526,379
54,000 ZillTek Technology Corp. 617,561
      150,224,457
  Thailand - 0.5%
1,184,000 Bangkok Bank PCL NVDR 4,381,644
877,600 Kasikornbank PCL NVDR 3,741,320
3,865,800 Krung Thai Bank PCL NVDR 1,341,824
832,000 Siam Commercial Bank PCL NVDR 3,163,404
617,500 Sri Trang Agro-Industry PCL NVDR 605,276
2,722,400 TTW PCL NVDR 959,906
      14,193,374
  Turkey - 0.6%
129,629 Anadolu Efes Biracilik Ve Malt Sanayii AS 299,331
181,398 Arcelik AS 636,409
556,944 BIM Birlesik Magazalar A.S. 3,600,382
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  Turkey - 0.6% - (continued)
    77,490 Coca-Cola Icecek AS $       684,538
 1,938,567 Enka Insaat ve Sanayi AS      2,238,444
    60,018 Ford Otomotiv Sanayi AS      1,158,658
   391,991 KOC Holding AS        961,426
   873,791 Petkim Petrokimya Holding A.S.*        594,059
    91,308 Tofas Turk Otomobil Fabrikasi AS        558,447
1,279,577 Turk Telekomunikasyon AS 1,002,207
26,155 Turk Traktor ve Ziraat Makineleri AS 450,081
1,703,961 Turkcell Iletisim Hizmetleri AS 2,709,961
112,907 Ulker Biskuvi Sanayi AS 236,994
541,802 Vestel Beyaz Esya Sanayi ve Ticaret AS 344,437
      15,475,374
  United Kingdom - 14.2%
594,188 Airtel Africa plc(2) 891,241
76,408 Ashtead Group plc 6,403,764
268,639 AstraZeneca plc 33,607,089
984,553 Aviva plc 5,312,566
4,573,252 Barclays plc 12,619,766
349,165 Barratt Developments plc 3,169,745
276,921 Beazley plc* 1,478,024
89,745 Bellway plc 4,072,077
100,595 Biffa plc*(2) 547,924
1,661,902 BP plc 7,962,007
313,016 Britvic plc 3,803,999
3,540,852 BT Group plc* 6,727,013
174,873 Bunzl plc 6,463,321
165,936 Central Asia Metals plc 557,510
4,313,209 Centrica plc* 3,560,496
315,849 Clinigen Group plc 2,649,725
291,316 CNH Industrial N.V. 5,018,081
13,925 Coca-Cola Europacific Partners plc 733,151
269,961 Crest Nicholson Holdings plc 1,315,261
274,765 Direct Line Insurance Group plc 1,098,209
48,319 Draper Esprit plc* 637,615
341,595 Drax Group plc 2,484,360
1,680,136 GlaxoSmithKline plc 34,881,017
789,440 Gulf Keystone Petroleum Ltd. 2,147,813
433,636 Harbour Energy plc* 2,075,533
4,476,731 HSBC Holdings plc 26,964,426
115,910 Hunting plc 268,717
584,648 IG Group Holdings plc 6,348,956
365,375 Indivior plc* 1,216,083
4,793,117 ITV plc* 7,054,501
606,101 J Sainsbury plc 2,482,504
126,645 Johnson Matthey plc 4,733,423
422,493 Jupiter Fund Management plc 1,447,063
3,427,024 Legal & General Group plc 13,515,438
41,813 Liontrust Asset Management plc 1,247,466
2,381,991 Lloyds Banking Group plc 1,630,189
1,055,208 M&G plc 2,882,933
853,953 Man Group plc 2,719,514
1,126,625 Marks & Spencer Group plc* 2,832,049
3,755,859 Natwest Group plc 11,324,570
110,957 Norcros plc 505,661
100,523 OSB Group plc 694,733
114,276 PayPoint plc 1,079,108
156,765 Petrofac Ltd.*(1) 277,830
57,934 Polar Capital Holdings plc 658,071
52,448 Rathbone Brothers plc 1,410,136
210,978 Reach plc 914,984
243,459 Reckitt Benckiser Group plc 19,764,683
297,805 Redrow plc 2,622,093
319,404 Rio Tinto plc 19,915,307
 
The accompanying notes are an integral part of these financial statements.

65


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.1% - (continued)
  United Kingdom - 14.2% - (continued)
   534,855 Royal Dutch Shell plc Class A $    12,323,616
   821,567 Royal Mail plc      4,736,186
    52,455 Severn Trent plc      1,964,558
 1,738,849 Standard Chartered plc     11,759,836
   217,382 Subsea 7 S.A.      1,951,330
   309,892 Synthomer plc      2,148,081
2,236,160 Taylor Wimpey plc 4,731,289
242,439 TI Fluid Systems plc(2) 878,431
542,833 TP ICAP Group plc 1,153,715
603,556 Unilever plc 32,315,522
174,005 United Utilities Group plc 2,473,157
105,777 Vistry Group plc 1,771,310
360,355 WPP plc 5,208,849
122,689 Yellow Cake plc*(2) 590,190
      368,733,815
  United States - 0.3%
592,300 Argonaut Gold, Inc.* 1,502,765
148,745 Bausch Health Cos., Inc.* 4,169,331
120,000 Bizlink Holding, Inc. 1,109,240
100,205 Sims Ltd. 1,090,836
      7,872,172
  Total Common Stocks
(cost $2,259,436,317)
  $ 2,477,191,753
PREFERRED STOCKS - 0.9%
  Germany - 0.9%
255,752 Henkel AG & Co. KGaA $  22,912,183
  Total Preferred Stocks
(cost $26,048,521)
  $  22,912,183
RIGHTS - 0.0%
  United Kingdom - 0.0%
39,191 Petrofac Ltd. $  7,777
  Total Rights
(cost $—)
  $  7,777
WARRANTS - 0.0%
  Malaysia - 0.0%
254,080 VS Industry Bhd* $  30,986
  Total Warrants
(cost $—)
  $  30,986
  Total Long-Term Investments
(cost $2,285,484,838)
  $ 2,500,142,699
SHORT-TERM INVESTMENTS - 3.0%
  Other Investment Pools & Funds - 2.7%
$   68,745,596 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(5) $  68,745,596
  Securities Lending Collateral - 0.3%
46,955 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(5) 46,955
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 3.0% - (continued)
  Securities Lending Collateral - 0.3% - (continued)
 7,208,611 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(5) $     7,208,611
   517,525 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(5)        517,525
      7,773,091
  Total Short-Term Investments
(cost $76,518,687)
$  76,518,687
  Total Investments
(cost $2,362,003,525)
99.0% $ 2,576,661,386
  Other Assets and Liabilities 1.0% 27,114,565
  Total Net Assets 100.0% $ 2,603,775,951
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $78,789,444, representing 3.0% of net assets.
(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2021, the aggregate fair value of these securities are $6,793,169, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(4) Investment valued using significant unobservable inputs.
(5) Current yield as of period end.
 
The accompanying notes are an integral part of these financial statements.

66


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Futures Contracts Outstanding at October 31, 2021
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future   216   12/17/2021   $ 25,267,680   $ 11,758
Total futures contracts   $ 11,758
    
Foreign Currency Contracts Outstanding at October 31, 2021
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
126,575,452 USD   91,985,300 GBP   BOA   12/15/2021   $ 665,682
17,391,563 USD   253,768,500 ZAR   JPM   12/15/2021   873,255
11,662,997 USD   176,379,500 ZAR   MSC   12/15/2021   182,097
Total foreign currency contracts   $ 1,721,034
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.

67


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia   $  42,020,263   $  945,164   $  41,075,099   $  —
Austria   19,776,725     19,776,725  
Belgium   11,515,025   221,079   11,293,946  
Bermuda   1,182,782   1,182,782    
Brazil   17,161,638   17,161,638    
Canada   214,135,989   214,135,989    
Cayman Islands   2,530,537   2,530,537    
Chile   1,401,327   1,401,327    
China   139,894,613   14,722,564   125,172,049  
Cyprus   7,507,081     7,507,081  
Czech Republic   550,054   550,054    
Denmark   24,122,755   1,042,891   23,079,864  
Finland   4,171,695     4,171,695  
France   149,534,269   6,541,512   142,992,757  
Georgia   1,473,076   1,473,076    
Germany   90,410,007   17,073,020   73,336,987  
Greece   472,354     472,354  
Hong Kong   67,421,427   2,857,111   63,798,485   765,831
Hungary   5,637,469   4,536,234   1,101,235  
Indonesia   7,169,495     7,169,495  
Ireland   9,485,185   544,546   8,940,639  
Isle of Man   2,552,448   2,552,448    
Israel   22,076,987   11,825,988   10,250,999  
Italy   37,834,725     37,834,725  
Japan   411,919,299     411,919,299  
Luxembourg   8,272,002     8,272,002  
Malaysia   10,902,207   6,410,495   4,491,712  
Mexico   15,550,753   15,550,753    
Monaco   449,396   449,396    
Netherlands   84,725,429   2,491,616   82,233,813  
Norway   35,292,527   412,225   34,880,302  
Philippines   352,781     352,781  
Poland   4,606,001     4,606,001  
Portugal   539,983   539,983    
Russia   26,108,499   9,486,366   16,622,133  
Singapore   35,790,678   416,488   35,374,190  
South Africa   51,206,296   37,045,795   14,160,501  
South Korea   145,507,912   5,905,550   133,575,024   6,027,338
Spain   39,143,481   2,422,701   36,720,780  
Sweden   49,657,548     49,657,548  
Switzerland   120,629,843     120,629,843  
Taiwan   150,224,457   2,088,788   148,135,669  
Thailand   14,193,374   959,906   13,233,468  
Turkey   15,475,374   10,527,406   4,947,968  
United Kingdom   368,733,815   33,032,773   335,701,042  
United States   7,872,172   5,672,096   2,200,076  
Preferred Stocks   22,912,183     22,912,183  
Rights   7,777     7,777  
Warrants   30,986   30,986    
Short-Term Investments   76,518,687   76,518,687    
Foreign Currency Contracts(2)   1,721,034     1,721,034  
Futures Contracts(2)   11,758   11,758    
Total   $ 2,578,394,178   $ 511,271,728   $ 2,060,329,281   $ 6,793,169
    
(1) For the year ended October 31, 2021, investments valued at $3,449,151 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

68


Hartford Schroders International Stock Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.6%
  Argentina - 1.8%
    44,604 MercadoLibre, Inc.* $    66,059,416
  Austria - 1.5%
 1,230,221 Erste Group Bank AG    52,758,898
  Brazil - 2.2%
20,010,222 B3 S.A. - Brasil Bolsa Balcao     42,227,177
 9,484,944 Raia Drogasil S.A.    39,073,842
      81,301,019
  Canada - 2.8%
767,666 Canadian National Railway Co. 102,024,648
  China - 2.6%
1,556,400 Tencent Holdings Ltd. 94,675,490
  Denmark - 2.1%
1,730,586 Vestas Wind Systems A/S 74,812,562
  France - 3.7%
523,477 Legrand S.A. 57,106,118
443,402 Schneider Electric SE 76,450,518
      133,556,636
  Germany - 11.6%
204,111 adidas AG 66,805,778
595,512 Bayerische Motoren Werke AG 60,168,151
565,737 Daimler AG 56,156,422
1,458,349 Infineon Technologies AG 68,296,429
456,866 Knorr-Bremse AG 48,218,548
115,999 SAP SE 16,797,941
368,058 Siemens AG 59,839,562
483,506 Zalando SE*(1) 45,681,917
      421,964,748
  Hong Kong - 3.3%
6,217,200 AIA Group Ltd. 69,676,215
805,911 Hong Kong Exchanges & Clearing Ltd. 48,549,453
      118,225,668
  India - 2.2%
3,785,829 HDFC Bank Ltd. 80,198,381
  Italy - 3.5%
2,472,399 FinecoBank Banca Fineco S.p.A.* 47,217,358
27,560,555 Intesa Sanpaolo S.p.A. 78,331,947
      125,549,305
  Japan - 9.9%
1,730,100 Bridgestone Corp. 76,538,390
1,784,700 Kubota Corp. 38,019,454
1,313,900 Recruit Holdings Co., Ltd. 87,399,312
121,700 SMC Corp. 72,626,307
748,100 Sony Corp. 86,627,201
      361,210,664
  Netherlands - 3.5%
158,120 ASML Holding N.V. 128,535,685
Shares or Principal Amount   Market Value
COMMON STOCKS - 97.6% - (continued)
  New Zealand - 1.5%
   464,302 Xero Ltd.* $    52,941,011
  Norway - 1.6%
 2,247,398 Equinor ASA    56,945,308
  Singapore - 1.7%
   181,009 Sea Ltd. ADR*    62,189,262
  Spain - 3.6%
10,488,535 Banco Bilbao Vizcaya Argentaria S.A. 73,400,091
4,908,364 Iberdrola S.A. 57,960,606
      131,360,697
  Sweden - 1.8%
81,435 Industrivarden AB Class A(2) 2,686,395
5,347,746 Svenska Handelsbanken AB Class A(2) 61,297,658
      63,984,053
  Switzerland - 13.3%
680,978 Alcon, Inc. 56,465,686
6,210 Chocoladefabriken Lindt & Spruengli AG 73,182,503
469,527 Cie Financiere Richemont S.A. 58,104,142
75,212 Lonza Group AG 61,809,254
713,435 Nestle S.A. 94,107,195
219,664 Roche Holding AG 85,096,507
161,451 Sika AG 54,696,308
      483,461,595
  Taiwan - 3.9%
6,680,000 Taiwan Semiconductor Manufacturing Co., Ltd. 141,751,536
  United Kingdom - 17.7%
749,857 AstraZeneca plc 93,808,089
27,083,130 Barclays plc 74,735,169
1,430,318 Bunzl plc 52,864,673
2,303,953 Burberry Group plc 60,891,330
1,499,496 Diageo plc 74,602,458
3,314,947 GlaxoSmithKline plc 68,821,049
3,537,042 National Grid plc 45,286,733
840,242 Reckitt Benckiser Group plc 68,213,196
4,503,933 Royal Dutch Shell plc Class A 103,775,302
      642,997,999
  United States - 1.8%
27,408 Booking Holdings, Inc.* 66,348,738
  Total Common Stocks
(cost $2,996,813,746)
  $ 3,542,853,319
SHORT-TERM INVESTMENTS - 2.5%
  Other Investment Pools & Funds - 2.4%
$   87,709,676 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(3) $  87,709,676
 
The accompanying notes are an integral part of these financial statements.

69


Hartford Schroders International Stock Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 2.5% - (continued)
  Securities Lending Collateral - 0.1%
    25,382 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) $        25,382
 3,896,736 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3)      3,896,736
   279,757 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3)        279,757
      4,201,875
  Total Short-Term Investments
(cost $91,911,551)
$  91,911,551
  Total Investments
(cost $3,088,725,297)
100.1% $ 3,634,764,870
  Other Assets and Liabilities (0.1)% (3,311,473)
  Total Net Assets 100.0% $ 3,631,453,397
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of this security was $45,681,917, representing 1.3% of net assets.
(2) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(3) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Argentina   $  66,059,416   $  66,059,416   $  —   $ —
Austria   52,758,898     52,758,898  
Brazil   81,301,019   81,301,019    
Canada   102,024,648   102,024,648    
China   94,675,490     94,675,490  
Denmark   74,812,562     74,812,562  
France   133,556,636     133,556,636  
Germany   421,964,748     421,964,748  
Hong Kong   118,225,668     118,225,668  
India   80,198,381     80,198,381  
Italy   125,549,305     125,549,305  
Japan   361,210,664     361,210,664  
Netherlands   128,535,685     128,535,685  
New Zealand   52,941,011     52,941,011  
Norway   56,945,308     56,945,308  
Singapore   62,189,262   62,189,262    
Spain   131,360,697   57,960,606   73,400,091  
Sweden   63,984,053     63,984,053  
Switzerland   483,461,595   73,182,503   410,279,092  
Taiwan   141,751,536     141,751,536  
United Kingdom   642,997,999     642,997,999  
United States   66,348,738   66,348,738    
Short-Term Investments   91,911,551   91,911,551    
Total   $ 3,634,764,870   $ 600,977,743   $ 3,033,787,127   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

70


Hartford Schroders Securitized Income Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 85.5%
  Asset-Backed - Automobile - 0.8%
$   1,000,000 JP Morgan Chase & Co. 3.69%, 02/26/2029(1) $     987,573
  Asset-Backed - Finance & Insurance - 27.6%
1,573,000 Ares LXI CLO Ltd. 1.28%, 10/20/2034, 3 mo. USD LIBOR + 1.150%(1)(2)   1,572,596
2,097,000 Atrium XII 2.93%, 04/22/2027, 3 mo. USD LIBOR + 2.800%(1)(2)   2,090,856
   793,000 Avery Point VII CLO Ltd. 3.72%, 01/15/2028, 3 mo. USD LIBOR + 3.600%(1)(2)      794,197
EUR  1,215,000 Avoca CLO XXI 0.89%, 04/15/2033, 3 mo. Euribor + 0.890%(2)(3)   1,405,639
570,000 Avoca CLO XXIII 0.84%, 04/15/2034, 3 mo. Euribor + 0.840%(1)(2) 656,619
$  839,000 Barings CLO Ltd. 1.27%, 10/15/2036, 3 mo. USD LIBOR + 1.150%(1)(2) 839,163
  Bellemeade Re Ltd.  
859,000 2.79%, 03/25/2029, 1 mo. USD LIBOR + 2.700%(1)(2) 862,174
1,857,000 2.99%, 04/25/2028, 1 mo. USD LIBOR + 2.900%(1)(2) 1,866,936
940,000 3.19%, 04/25/2029, 1 mo. USD LIBOR + 3.100%(1)(2) 950,998
1,242,816 3.44%, 10/25/2027, 1 mo. USD LIBOR + 3.350%(1)(2) 1,245,910
1,188,000 BlueMountain CLO Ltd. 3.03%, 11/20/2028, 3 mo. USD LIBOR + 2.900%(1)(2) 1,177,513
EUR  805,000 Cairn CLO B.V. 0.86%, 10/30/2030, 3 mo. Euribor + 0.860% 931,589
$  1,000,000 Carbone CLO Ltd. 1.27%, 01/20/2031, 3 mo. USD LIBOR + 1.140%(1)(2) 1,001,439
  CIFC Funding Ltd.  
1,102,074 0.93%, 01/20/2028, 3 mo. USD LIBOR + 0.800%(1)(2) 1,102,933
1,746,000 1.24%, 01/22/2031, 3 mo. USD LIBOR + 1.110%(1)(2) 1,748,860
445,886 Countrywide Asset-Backed Certificates Trust 5.71%, 05/25/2036(4) 451,658
  CVC Cordatus Loan Fund DAC  
EUR  1,102,000 0.81%, 06/22/2034, 3 mo. Euribor + 0.810%(1)(2) 1,267,118
1,840,000 1.40%, 06/22/2034, 3 mo. Euribor + 1.400%(1)(2) 2,104,540
  Madison Park Funding Ltd.  
$  774,000 2.97%, 04/19/2030, 3 mo. USD LIBOR + 2.850%(1)(2) 768,842
1,000,000 3.38%, 01/20/2029, 3 mo. USD LIBOR + 3.250 999,578
1,036,000 Magnetite Ltd. 2.17%, 01/15/2028, 3 mo. USD LIBOR + 2.050%(1)(2) 1,024,609
1,500,000 Neuberger Berman CLO Ltd. 3.02%, 10/17/2027, 3 mo. USD LIBOR + 2.900%(1)(2) 1,498,621
140,693 OCP CLO Ltd. 0.94%, 10/26/2027, 3 mo. USD LIBOR + 0.820%(1)(2) 140,658
  Preston Ridge Partners Mortgage Trust LLC  
894,402 2.12%, 03/25/2026(1)(4) 892,660
920,338 3.67%, 08/25/2025(1)(5) 921,978
1,254,044 TAL Advantage VII LLC 2.05%, 09/20/2045(1) 1,251,147
  Towd Point Mortgage Trust  
818,525 4.40%, 11/25/2058(1)(4) 821,304
1,053,000 4.50%, 11/25/2058(1)(4) 1,055,355
1,000,000 5.00%, 11/25/2058(1)(4) 1,013,532
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 85.5% - (continued)
  Asset-Backed - Finance & Insurance - 27.6% - (continued)
$     424,011 Treman Park CLO Ltd. 1.20%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2) $     424,386
   974,000 Tricon American Homes 4.88%, 07/17/2038(1)   1,014,343
   780,000 Venture CLO Ltd. 1.87%, 10/20/2034, 3 mo. USD LIBOR + 1.750%(1)(2)     779,984
      34,677,735
  Asset-Backed - Home Equity - 6.4%
   295,219 CWABS Revolving Home Equity Loan Trust 0.38%, 02/15/2034, 1 mo. USD LIBOR + 0.290%(2)      294,073
442,205 CWHEQ Revolving Home Equity Loan Resecuritization Trust 0.28%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2) 421,339
  CWHEQ Revolving Home Equity Loan Trust  
577,507 0.23%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2) 547,195
557,591 0.23%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2) 531,586
119,872 Home Equity Loan Trust 0.22%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2) 118,659
  Home Re Ltd.  
1,199,000 2.85%, 01/25/2034, 1 mo. USD SOFR + 2.800%(1)(2) 1,200,546
899,000 3.09%, 10/25/2028, 1 mo. USD LIBOR + 3.000%(1)(2) 903,482
1,933,000 3.34%, 05/25/2029, 1 mo. USD LIBOR + 3.250%(1)(2) 1,955,549
1,134,000 4.09%, 10/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) 1,155,261
500,000 4.24%, 10/25/2030, 1 mo. USD LIBOR + 4.150%(1)(2) 506,230
398,069 Option One Mortgage Loan Trust 5.86%, 01/25/2037(5) 401,459
      8,035,379
  Commercial Mortgage-Backed Securities - 10.8%
  BDS Ltd.  
500,000 1.43%, 01/18/2036, 1 mo. USD LIBOR + 1.350%(1)(2) 499,697
1,093,000 1.63%, 01/18/2036, 1 mo. USD LIBOR + 1.550%(1)(2) 1,090,301
648,000 BX Commercial Mortgage Trust 2.04%, 03/15/2037, 1 mo. USD LIBOR + 1.951%(1)(2) 646,766
1,015,000 BX Trust 1.86%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2) 1,006,068
1,000,000 CAMB Commercial Mortgage Trust 2.64%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) 997,475
  Citigroup Commercial Mortgage Trust  
500,000 2.89%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2) 494,978
1,000,000 3.52%, 05/10/2035(1)(4) 1,008,445
375,200 Commercial Mortgage Trust 2.29%, 10/15/2034, 1 mo. USD LIBOR + 2.200%(1)(2) 373,805
668,000 Core Mortgage Trust 1.99%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2) 657,918
  Credit Suisse Mortgage Capital Certificates  
1,708,000 2.24%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2) 1,709,060
539,000 2.74%, 05/15/2036, 1 mo. USD LIBOR + 2.650%(1)(2) 538,677
 
The accompanying notes are an integral part of these financial statements.

71


Hartford Schroders Securitized Income Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 85.5% - (continued)
  Commercial Mortgage-Backed Securities - 10.8% - (continued)
$     813,535 HPLY Trust 2.44%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2) $     807,918
           Morgan Stanley Capital Trust  
   250,000 2.64%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2)      247,802
   900,000 3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2)      899,881
1,413,000 MSSG Trust 3.74%, 09/13/2039(1)(4)   1,438,523
   463,789 Preston Ridge Partners Mortgage Trust LLC 2.12%, 01/25/2026(1)(4)      462,840
GBP  505,000 Taurus DAC 1.70%, 05/17/2031, SONIA + 1.650%(1)(2) 691,811
      13,571,965
  Other Asset-Backed Securities - 11.0%
$  586,000 AGL CLO Ltd. 1.73%, 07/20/2034, 3 mo. USD LIBOR + 1.600%(1)(2) 586,270
  Arbor Realty Commercial Real Estate Notes Ltd.  
500,000 1.19%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2) 499,922
500,000 2.04%, 05/15/2036, 1 mo. USD LIBOR + 1.950%(1)(2) 500,461
565,000 BDS Ltd. 1.16%, 06/16/2036, 1 mo. USD LIBOR + 1.070%(1)(2) 564,567
417,722 BlueMountain CLO Ltd. 1.36%, 01/20/2029, 3 mo. USD LIBOR + 1.230%(1)(2) 417,892
1,750,000 CBAM Ltd. 1.39%, 01/15/2031, 3 mo. USD LIBOR + 1.270%(1)(2) 1,760,211
850,000 Dryden CLO Ltd. 1.24%, 01/15/2031, 3 mo. USD LIBOR + 1.120%(1)(2) 850,958
1,119,000 FirstKey Homes Trust 3.64%, 08/17/2037(1) 1,134,528
1,679,000 HGI CRE CLO Ltd. 1.14%, 06/16/2036, 1 mo. USD LIBOR + 1.050%(1)(2) 1,676,426
719,447 JP Morgan Mortgage Acquisition Trust 4.71%, 11/25/2036(5) 753,345
2,819,946 LCM L.P. 1.26%, 07/19/2027, 3 mo. USD LIBOR + 1.140%(1)(2) 2,822,763
1,000,000 LCM XXIII Ltd. 1.20%, 10/20/2029, 3 mo. USD LIBOR + 1.070%(1)(2) 1,000,172
1,252,000 OCP CLO Ltd. 1.00%, 01/26/2034 1,252,000
      13,819,515
  Whole Loan Collateral CMO - 28.9%
GBP  3,086,490 Alba plc 0.24%, 12/15/2038, 3 mo. GBP LIBOR + 0.170%(2)(3) 4,099,338
$  1,174,000 Bank of America Funding Trust 2.29%, 06/26/2035(1)(4) 1,161,479
GBP  910,776 Banna Rmbs DAC 1.25%, 12/30/2063, SONIO + 1.200%(2)(3) 1,254,358
  Bellemeade Re Ltd.  
$  1,508,000 2.94%, 10/25/2029, 1 mo. USD LIBOR + 2.850%(1)(2) 1,525,806
2,485,000 3.20%, 09/25/2031, 1 mo. USD SOFR + 3.150%(1)(2) 2,491,402
  Eagle RE Ltd.  
510,728 1.89%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2) 512,080
617,000 2.10%, 04/25/2034, 1 mo. USD SOFR + 2.050% 617,000
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 85.5% - (continued)
  Whole Loan Collateral CMO - 28.9% - (continued)
$   1,450,000 4.09%, 11/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) $   1,484,887
    80,075 4.09%, 10/25/2030, 1 mo. USD LIBOR + 4.000%(1)(2)       80,101
   878,000 4.59%, 10/25/2030, 1 mo. USD LIBOR + 4.500%(1)(2)      882,574
GBP    159,507 EMF plc 1.05%, 03/13/2046, 3 mo. GBP LIBOR + 0.980%(2)(3)      218,319
$  2,393,769 JP Morgan Mortgage Trust 2.50%, 12/25/2051(1)(4)   2,416,024
GBP    464,087 Landmark Mortgage Securities plc 0.27%, 06/17/2039, 3 mo. GBP LIBOR + 0.200%(2)(3)      610,666
  Newgate Funding plc  
   620,195 0.23%, 12/01/2050, 3 mo. GBP LIBOR + 0.160%(2)(3)      822,221
461,656 0.23%, 12/15/2050, 3 mo. GBP LIBOR + 0.160%(2)(3) 611,181
  Oaktown Re Ltd.  
$  34,429 1.49%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) 34,444
976,000 2.94%, 07/25/2028, 1 mo. USD LIBOR + 2.850%(1)(2) 981,771
1,190,000 3.05%, 10/25/2033, 1 mo. USD SOFR + 3.000%(1)(2) 1,210,513
844,457 4.09%, 04/25/2027, 1 mo. USD LIBOR + 4.000%(1)(2) 852,016
500,000 5.34%, 10/25/2030, 1 mo. USD LIBOR + 5.250%(1)(2) 519,124
1,200,000 Oaktown Re VI Ltd. 2.10%, 10/25/2033, 1 mo. USD SOFR + 2.050%(1)(2) 1,211,972
  Preston Ridge Partners Mortgage Trust LLC  
1,853,240 1.79%, 06/25/2026(1)(5) 1,839,702
1,769,000 2.36%, 10/25/2026(1)(4) 1,767,673
  Radnor RE Ltd.  
746,440 2.04%, 02/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2) 746,918
1,520,000 2.09%, 01/25/2030, 1 mo. USD LIBOR + 2.000%(1)(2) 1,519,999
702,000 3.20%, 12/27/2033, 1 mo. USD SOFR + 3.150%(1)(2) 694,988
753,836 4.69%, 10/25/2030, 1 mo. USD LIBOR + 4.600%(1)(2) 755,473
GBP  1,081,893 Resloc plc 0.23%, 12/15/2043, 3 mo. GBP LIBOR + 0.160%(2)(3) 1,432,878
2,985,543 RMAC Securities plc 0.24%, 06/12/2044, 3 mo. GBP LIBOR + 0.170%(2)(3) 3,968,648
      36,323,555
  Total Asset & Commercial Mortgage-Backed Securities
(cost $106,976,350)
$ 107,415,722
CORPORATE BONDS - 3.9%
  Diversified Financial Services - 2.7%
  OneMain Finance Corp.  
$  2,050,000 3.50%, 01/15/2027 $ 2,003,875
 
The accompanying notes are an integral part of these financial statements.

72


Hartford Schroders Securitized Income Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
CORPORATE BONDS - 3.9% - (continued)
  Diversified Financial Services - 2.7% - (continued)
$     643,000 8.88%, 06/01/2025 $     696,851
   764,000 Quicken Loans LLC / Quicken Loans Co-Issuer, Inc. 3.88%, 03/01/2031(1)     754,680
      3,455,406
  Insurance - 1.2%
   451,000 MGIC Investment Corp. 5.25%, 08/15/2028      479,796
  841,000 NMI Holdings, Inc. 7.38%, 06/01/2025(1)      966,284
      1,446,080
  Total Corporate Bonds
(cost $4,818,567)
$  4,901,486
U.S. GOVERNMENT AGENCIES - 3.1%
  U.S. Government Agencies - 3.1%
  FHLMC - 0.3%
430,067 2.00%, 09/25/2050(6) $  40,178
1,212,621 3.00%, 10/25/2050(6) 174,929
420,154 3.50%, 12/25/2050(6) 59,746
315,101 4.00%, 12/15/2047(6) 50,592
518,126 4.00%, 12/25/2050(6) 81,412
      406,857
  FNMA - 2.2%
1,001,204 2.50%, 11/25/2050(6) 140,018
627,514 2.50%, 02/25/2051(6) 71,694
2,474,349 2.50%, 07/01/2051 2,564,243
260,314 3.50%, 03/25/2051(6) 38,704
      2,814,659
  GNMA - 0.6%
876,106 2.00%, 10/20/2050(6) 91,150
1,501,618 2.00%, 11/20/2050(6) 158,652
3,745,777 2.50%, 11/20/2050(6) 428,360
371,672 3.00%, 02/20/2051(6) 42,609
      720,771
  Total U.S. Government Agencies
(cost $3,931,660)
  $  3,942,287
COMMON STOCKS - 1.0%
  Real Estate - 1.0%
29,612 Invitation Homes, Inc. REIT $  1,221,495
  Total Common Stocks
(cost $1,203,341)
  $  1,221,495
  Total Long-Term Investments
(Cost $116,929,918)
  $ 117,480,990
SHORT-TERM INVESTMENTS - 7.7%
  Other Investment Pools & Funds - 7.7%
9,638,724 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(7) $  9,638,724
  Total Short-Term Investments
(cost $9,638,724)
$  9,638,724
  Total Investments
(cost $126,568,642)
101.2% $ 127,119,714
  Other Assets and Liabilities (1.2)% (1,510,344)
  Total Net Assets 100.0% $ 125,609,370
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $87,815,296, representing 69.9% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2021. Base lending rates may be subject to a floor or cap.
(3) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $14,423,248, representing 11.5% of net assets.
(4) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Securities disclosed are interest-only strips.
(7) Current yield as of period end.
 
The accompanying notes are an integral part of these financial statements.

73


Hartford Schroders Securitized Income Fund
Schedule of Investments – (continued)
October 31, 2021  

Futures Contracts Outstanding at October 31, 2021
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future   81   12/21/2021   $ 10,586,953   $ (224,360)
Total futures contracts   $ (224,360)
    
Foreign Currency Contracts Outstanding at October 31, 2021
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
6,429,914 USD   5,538,543 EUR   JPM   11/24/2021   $ 24,373
13,756,436 USD   10,000,798 GBP   BNP   11/24/2021   69,623
126,571 USD   92,495 GBP   UBS   11/24/2021   (15)
Total foreign currency contracts   $ 93,981
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $ 107,415,722   $  —   $ 107,415,722   $ —
Corporate Bonds   4,901,486     4,901,486  
U.S. Government Agencies   3,942,287     3,942,287  
Common Stocks                
Real Estate   1,221,495   1,221,495    
Short-Term Investments   9,638,724   9,638,724    
Foreign Currency Contracts(2)   93,996     93,996  
Total   $ 127,213,710   $ 10,860,219   $ 116,353,491   $ —
Liabilities                
Foreign Currency Contracts(2)   $  (15)   $  —   $  (15)   $ —
Futures Contracts(2)   (224,360)   (224,360)    
Total   $  (224,375)   $  (224,360)   $  (15)   $ —
    
(1) For the year ended October 31, 2021, 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.

74


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
CORPORATE BONDS - 35.5%
  Aerospace/Defense - 1.0%
$    4,609,000 Boeing Co. 1.43%, 02/04/2024(1) $   4,611,627
  Auto Manufacturers - 3.0%
  6,008,000 BMW U.S. Capital LLC 0.58%, 04/01/2024, 3 mo. USD SOFR + 0.530%(2)(3)   6,059,092
  2,370,000 General Motors Financial Co., Inc. 1.20%, 10/15/2024   2,359,992
  5,477,000 Hyundai Capital America 0.88%, 06/14/2024(2)   5,416,059
      13,835,143
  Chemicals - 0.2%
829,000 Westlake Chemical Corp. 0.88%, 08/15/2024 828,973
  Commercial Banks - 15.2%
  Banco Santander S.A.  
6,400,000 0.70%, 06/30/2024, 12 mo. USD CMT + 0.450%(3) 6,380,867
2,200,000 1.72%, 09/14/2027, 12 mo. USD CMT + 0.900%(3) 2,167,164
5,255,000 Barclays plc 1.01%, 12/10/2024, 12 mo. USD CMT + 0.800%(3) 5,255,322
2,735,000 Canadian Imperial Bank of Commerce 2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785% thereafter)(4) 2,775,148
  Goldman Sachs Group, Inc.  
2,600,000 0.55%, 09/10/2024, 3 mo. USD SOFR + 0.500%(3) 2,602,900
6,656,000 0.63%, 03/08/2024, 3 mo. USD SOFR + 0.580%(3) 6,664,968
1,844,000 HSBC Holdings plc 3.97%, 05/22/2030, 3 mo. USD LIBOR + 1.610%(3) 2,017,727
  JP Morgan Chase & Co.  
3,397,000 0.63%, 03/16/2024, 3 mo. USD SOFR + 0.580%(3) 3,408,439
1,833,000 0.93%, 04/22/2027, 3 mo. USD SOFR + 0.885%(1)(3) 1,856,818
4,756,000 2.01%, 03/13/2026, 3 mo. USD SOFR +1.585%(3) 4,847,239
2,859,000 2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(4) 2,916,297
6,980,000 Macquarie Group Ltd. 0.97%, 09/23/2027, 3 mo. USD SOFR + 0.920%(2)(3) 7,020,994
6,057,000 National Bank of Canada 2.10%, 02/01/2023 6,167,837
2,313,000 NatWest Markets plc 0.80%, 08/12/2024(2) 2,290,329
2,013,000 PNC Financial Services Group, Inc. 3.50%, 01/23/2024 2,124,994
2,154,000 Royal Bank of Canada 2.25%, 11/01/2024(1) 2,232,900
1,213,000 Toronto-Dominion Bank 2.65%, 06/12/2024 1,266,421
968,000 Truist Financial Corp. 2.20%, 03/16/2023 989,093
4,616,000 UniCredit S.p.A. 1.98%, 06/03/2027, 12 mo. USD CMT + 1.200%(2)(3) 4,538,009
1,466,000 Wells Fargo & Co. 3.75%, 01/24/2024 1,555,482
      69,078,948
  Commercial Services - 0.0%
145,447 Alternative Building Concepts Group 4.16%, 12/20/2032 162,406
Shares or Principal Amount   Market Value
CORPORATE BONDS - 35.5% - (continued)
  Diversified Financial Services - 1.9%
$    6,882,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%, 10/29/2026 $   6,945,729
  1,953,000 Ally Financial, Inc. 2.20%, 11/02/2028   1,928,886
      8,874,615
  Gas - 0.5%
  2,070,000 CenterPoint Energy Resources Corp. 0.70%, 03/02/2023   2,064,335
  Healthcare - Services - 1.8%
1,965,000 CommonSpirit Health 3.35%, 10/01/2029 2,096,226
6,132,000 Humana, Inc. 0.65%, 08/03/2023 6,125,873
      8,222,099
  IT Services - 1.1%
4,991,000 Kyndryl Holdings, Inc. 2.05%, 10/15/2026(2) 4,937,585
  Packaging & Containers - 0.9%
4,086,000 Sealed Air Corp. 1.57%, 10/15/2026(2) 4,019,006
  Pharmaceuticals - 1.5%
3,635,000 AmerisourceBergen Corp. 0.74%, 03/15/2023 3,637,066
2,997,000 CVS Health Corp. 3.75%, 04/01/2030 3,303,842
      6,940,908
  Pipelines - 0.3%
1,447,000 Enbridge, Inc. 0.45%, 02/17/2023, 3 mo. USD SOFR + 0.400%(3) 1,449,788
  Real Estate Investment Trusts - 2.3%
2,227,000 Boston Properties L.P. 3.40%, 06/21/2029 2,388,905
  Crown Castle International Corp.  
3,405,000 1.05%, 07/15/2026 3,297,103
3,266,000 1.35%, 07/15/2025 3,252,839
1,318,000 Ventas Realty L.P. 2.65%, 01/15/2025 1,367,756
      10,306,603
  Retail - 0.6%
2,860,000 McDonald's Corp. 1.45%, 09/01/2025 2,877,225
  Semiconductors - 0.5%
2,108,000 Broadcom, Inc. 1.95%, 02/15/2028(2) 2,065,327
257,000 Qorvo, Inc. 4.38%, 10/15/2029 275,954
      2,341,281
  Software - 2.7%
5,009,000 Oracle Corp. 2.80%, 04/01/2027 5,236,081
  VMware, Inc.  
4,653,000 1.00%, 08/15/2024 4,658,789
2,511,000 1.40%, 08/15/2026 2,473,781
      12,368,651
  Telecommunications - 2.0%
4,535,000 AT&T, Inc. 0.69%, 03/25/2024, 3 mo. USD SOFR + 0.640%(3) 4,539,273
4,357,000 Verizon Communications, Inc. 0.55%, 03/22/2024, 3 mo. USD SOFR + 0.500%(3) 4,378,001
      8,917,274
  Total Corporate Bonds
(cost $160,488,997)
$ 161,836,467
 
The accompanying notes are an integral part of these financial statements.

75


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2%
  Arizona - 0.2%
            City of Phoenix, AZ, Civic Improvement Corp.  
$      350,000 5.00%, 07/01/2026 $     418,722
    350,000 5.00%, 07/01/2027     429,860
      848,582
  California - 4.8%
            California County, CA, Tobacco Securitization Agency  
    120,000 4.00%, 06/01/2022      122,371
    150,000 4.00%, 06/01/2023      157,966
2,835,000 California State Health Facs Finance Auth Rev 5.00%, 04/01/2033 3,632,575
  City of El Cajon, CA  
190,000 0.93%, 04/01/2024 189,280
275,000 1.18%, 04/01/2025 273,012
  City of Los Angeles, CA, Department of Airports  
405,000 0.85%, 05/15/2026 392,770
405,000 1.10%, 05/15/2027 390,554
460,000 1.25%, 05/15/2028 440,705
  City of Pomona, CA  
205,000 4.00%, 08/01/2023 215,220
305,000 4.00%, 08/01/2024 326,079
  City of Riverside, CA  
200,000 1.90%, 06/01/2023 203,591
360,000 2.11%, 06/01/2024 368,716
  County of Sacramento, CA, Airport System Rev  
705,000 5.00%, 12/01/2022 741,685
550,000 5.00%, 07/01/2032 708,162
960,000 5.00%, 07/01/2033 1,232,511
600,000 5.00%, 07/01/2034 766,665
20,000 East Side, CA, Union High School Dist, GO, (NATL Insured) 5.25%, 02/01/2024 22,226
835,000 Golden State, CA, Tobacco Securitization Corp. 3.00%, 06/01/2046 856,386
1,000,000 Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(5) 766,894
4,675,000 Moreno Valley, CA, Unified School Dist, GO, (NATL Insured) 0.00%, 08/01/2025(5) 4,503,118
200,000 North Orange County, CA, Community College Dist, GO, (NATL Insured) 0.00%, 08/01/2028(5) 182,256
300,000 Rialto, CA, Unified School Dist, GO, (AGM Insured) 0.00%, 08/01/2029(5) 266,360
4,090,000 San Diego County, CA, Regional Transportation Commission 5.00%, 10/01/2022 4,269,654
  San Francisco, CA, Community College Dist, GO  
310,000 1.33%, 06/15/2026 308,803
410,000 2.02%, 06/15/2029 410,459
      21,748,018
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  Colorado - 1.0%
$      950,000 City & County of Denver, CO, Airport System Rev 5.00%, 11/15/2032 $   1,221,843
  2,850,000 Colorado Housing and Finance Auth, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050   3,099,200
      4,321,043
  Connecticut - 0.6%
  2,195,000 Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042   2,389,880
    150,000 State of Connecticut, GO 4.00%, 06/01/2023     158,882
      2,548,762
  Delaware - 0.4%
  Delaware Transportation Auth  
630,000 5.00%, 09/01/2029 806,715
285,000 5.00%, 07/01/2032 370,729
570,000 5.00%, 09/01/2033 736,113
      1,913,557
  District of Columbia - 1.4%
5,225,000 Dist of Columbia Water & Sewer Auth Rev 5.00%, 10/01/2052 6,183,847
  Florida - 1.3%
  County of Miami-Dade FL  
460,000 1.00%, 10/01/2024 456,159
440,000 1.15%, 10/01/2025 432,914
435,000 County of Miami-Dade FL Aviation Rev 1.23%, 10/01/2025 436,146
  Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured)  
310,000 3.00%, 07/01/2051 332,155
2,435,000 3.00%, 07/01/2052 2,632,599
710,000 3.50%, 07/01/2051 772,953
825,000 4.00%, 07/01/2049 886,678
      5,949,604
  Georgia - 3.5%
  Georgia Municipal Association, Inc.  
50,000 5.00%, 12/01/2026 60,628
35,000 5.00%, 12/01/2027 43,506
25,000 5.00%, 12/01/2028 30,884
80,000 5.00%, 12/01/2029 98,305
55,000 5.00%, 12/01/2030 67,429
55,000 5.00%, 12/01/2032 67,368
35,000 5.00%, 12/01/2033 42,922
  Main Street, GA, Natural Gas, Inc.  
3,945,000 4.00%, 08/01/2048(6) 4,214,352
8,250,000 4.00%, 03/01/2050(6) 9,390,035
1,520,000 4.00%, 05/01/2052(6) 1,779,710
      15,795,139
  Illinois - 6.0%
475,000 Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 5.00%, 01/01/2029 558,566
 
The accompanying notes are an integral part of these financial statements.

76


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  Illinois - 6.0% - (continued)
            Chicago Transit Auth Capital Grant Receipts Rev  
$      475,000 5.00%, 06/01/2022 $     487,614
    290,000 5.00%, 06/01/2023      310,642
    695,000 Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032      949,172
  7,735,000 Chicago, IL, O'Hare International Airport 5.00%, 01/01/2033   9,718,968
  1,145,000 Chicago, IL, Transit Auth 5.00%, 06/01/2025   1,320,765
  Illinois Housing Dev Auth  
    985,000 3.00%, 04/01/2051   1,060,827
7,655,000 , (GNMA/FNMA/FHLMC Insured) 3.75%, 04/01/2050 8,386,333
1,265,000 4.50%, 10/01/2048 1,403,055
90,000 Metropolitan Pier & Exposition Auth, IL, (NATL Insured) 0.00%, 06/15/2028(5) 80,157
1,350,000 Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2022 1,386,654
  Rock Island County, IL, School Dist No. 41, GO, (BAM Insured)  
125,000 4.00%, 12/01/2023 133,417
140,000 5.00%, 12/01/2024 157,792
470,000 Southwestern Illinois Dev Auth 6.38%, 11/01/2023 497,993
  State of Illinois, GO  
485,000 4.00%, 03/01/2024 522,700
410,000 5.00%, 03/01/2024 451,340
      27,425,995
  Indiana - 0.5%
  Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured)  
1,390,000 3.00%, 07/01/2050 1,496,654
835,000 4.00%, 07/01/2048 901,531
      2,398,185
  Iowa - 1.9%
  Iowa Finance Auth, (GNMA/FNMA/FHLMC Insured)  
6,750,000 3.00%, 07/01/2051 7,317,143
620,000 3.25%, 07/01/2050 669,790
625,000 4.00%, 07/01/2048 674,513
      8,661,446
  Kentucky - 3.1%
  Kentucky Public Energy Auth  
6,080,000 4.00%, 12/01/2049(6) 6,728,955
6,265,000 4.00%, 02/01/2050(6) 7,276,532
      14,005,487
  Louisiana - 2.8%
280,000 Louisiana Housing Corp. Rev 4.50%, 12/01/2047 307,969
12,250,000 Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev 2.50%, 04/01/2036 12,411,905
      12,719,874
  Maine - 0.7%
  Maine Municipal Bond Bank  
325,000 5.00%, 09/01/2029 416,442
535,000 5.00%, 09/01/2031 692,793
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  Maine - 0.7% - (continued)
$      415,000 5.00%, 09/01/2032 $     535,856
  1,600,000 Maine State Housing Auth 4.00%, 11/15/2048   1,721,354
      3,366,445
  Massachusetts - 1.1%
  1,685,000 Commonwealth of Massachusetts, GO 5.00%, 01/01/2035   2,068,158
            Massachusetts Educational Financing Auth  
    665,000 3.17%, 07/01/2025      703,906
    510,000 3.27%, 07/01/2026      544,739
560,000 3.38%, 07/01/2027 603,198
1,255,000 Massachusetts Water Resource Auth 0.06%, 08/01/2037(6) 1,255,000
      5,175,001
  Minnesota - 0.0%
40,000 Minnesota Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 01/01/2051 42,831
  Mississippi - 0.5%
1,410,000 Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.25%, 12/01/2050 1,521,038
645,000 State of Mississippi, GO 5.00%, 06/01/2031 837,020
      2,358,058
  Missouri - 1.4%
  Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured)  
1,895,000 3.25%, 05/01/2051 2,053,943
1,075,000 3.50%, 11/01/2050 1,173,323
1,590,000 4.25%, 05/01/2049 1,750,200
1,375,000 4.75%, 05/01/2049 1,535,066
      6,512,532
  Nebraska - 1.1%
  Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
3,840,000 3.00%, 09/01/2050 4,115,512
1,020,000 4.00%, 09/01/2048 1,109,432
      5,224,944
  Nevada - 0.5%
  Nevada Housing Division, (GNMA/FNMA/FHLMC Collateral Insured)  
910,000 3.00%, 04/01/2051 981,792
1,310,000 4.00%, 10/01/2049 1,435,219
      2,417,011
  New Jersey - 1.5%
1,430,000 Garden State, NJ, Preservation Trust, (AGM Insured) 5.75%, 11/01/2028 1,745,396
  New Jersey Economic Dev Auth  
150,000 5.00%, 06/15/2023 161,032
95,000 5.00%, 06/15/2024 106,033
70,000 5.00%, 03/01/2026 74,150
285,000 5.00%, 06/15/2027 345,752
565,000 5.00%, 06/15/2028 681,739
  New Jersey Transportation Trust Fund Auth  
140,000 4.00%, 06/15/2035 162,832
1,530,000 5.00%, 12/15/2028 1,911,772
685,000 5.50%, 12/15/2022 725,091
 
The accompanying notes are an integral part of these financial statements.

77


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  New Jersey - 1.5% - (continued)
            New Jersey Turnpike Auth Rev  
$      110,000 5.00%, 01/01/2023 $     115,931
    605,000 5.00%, 01/01/2029     748,878
      6,778,606
  New Mexico - 1.6%
            New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured)  
  4,250,000 3.00%, 01/01/2051   4,564,056
  1,480,000 3.00%, 01/01/2052   1,598,732
845,000 4.00%, 01/01/2049 920,213
      7,083,001
  New York - 3.2%
4,210,000 City of New York, NY, GO 5.00%, 08/01/2033 5,399,056
2,605,000 New York City Transitional Finance Auth, Future Tax Secured Rev 5.00%, 05/01/2033 3,372,226
  New York Transportation Dev Corp.  
300,000 1.36%, 12/01/2021 300,207
455,000 1.61%, 12/01/2022 459,417
475,000 5.00%, 12/01/2028 580,551
  Port Auth of New York & New Jersey Rev  
750,000 5.00%, 07/15/2031 934,350
2,585,000 5.00%, 07/15/2033 3,336,246
      14,382,053
  Ohio - 1.8%
  Ohio Housing Finance Agency  
445,000 3.00%, 03/01/2052 479,365
3,160,000 3.25%, 03/01/2050 3,413,649
1,380,000 4.50%, 09/01/2048 1,522,589
  Ohio State University  
5,000 5.00%, 12/01/2030 6,646
5,000 5.00%, 12/01/2031 6,741
  Ohio Turnpike & Infrastructure Commission Rev  
1,680,000 0.00%, 02/15/2038(5) 1,130,162
1,395,000 0.00%, 02/15/2041(5) 847,558
525,000 State of Ohio, GO 5.00%, 05/01/2032 680,351
      8,087,061
  Oklahoma - 0.3%
1,120,000 Oklahoma Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 1,239,641
  Pennsylvania - 2.0%
635,000 Commonwealth Finance Auth, PA 5.00%, 06/01/2032 772,344
1,295,000 Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 1,546,920
1,960,000 Pennsylvania Housing Finance Agency 3.50%, 04/01/2049 2,086,561
  Pennsylvania Turnpike Commission Rev  
240,000 5.00%, 12/01/2026 289,020
705,000 5.00%, 12/01/2027 867,415
300,000 5.00%, 12/01/2032 388,850
310,000 5.00%, 12/01/2033 399,760
  Philadelphia, PA, Gas Works Co., (AGM Insured)  
440,000 5.00%, 08/01/2029 557,339
910,000 5.00%, 08/01/2030 1,173,277
820,000 5.00%, 08/01/2033 1,046,972
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  Pennsylvania - 2.0% - (continued)
            Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured)  
$       70,000 5.00%, 03/01/2025 $      79,755
     55,000 5.00%, 03/01/2026       64,537
     50,000 5.00%, 03/01/2027      60,240
      9,332,990
  Rhode Island - 1.5%
6,070,000 Rhode Island Housing & Mortgage Finance Corp., (GNMA Insured) 3.75%, 10/01/2049 6,612,212
  South Carolina - 2.1%
6,425,000 Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048(6) 6,899,982
2,190,000 South Carolina Jobs-Economic Dev Auth 3.75%, 01/01/2050 2,409,576
250,000 Tobacco Settlement Rev Mgmt Auth, SC 6.38%, 05/15/2030 342,646
      9,652,204
  South Dakota - 0.1%
  South Dakota Conservancy Dist  
245,000 5.00%, 08/01/2029 316,587
235,000 5.00%, 08/01/2030 308,622
      625,209
  Tennessee - 0.3%
250,000 Metropolitan Nashville, TN, Airport Auth 5.00%, 07/01/2049 306,471
1,150,000 Tennessee Housing Dev Agency 4.50%, 07/01/2049 1,268,421
      1,574,892
  Texas - 6.8%
3,770,000 Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) 5.00%, 08/15/2033 4,770,987
705,000 Bexar County, TX, Hospital Dist, GO 5.00%, 02/15/2030 873,004
  City of Houston, TX, Airport System Rev  
2,385,000 5.00%, 07/01/2029 3,028,470
1,325,000 5.00%, 07/01/2030 1,713,413
1,695,000 Cypress-Fairbanks, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2033 2,040,878
1,190,000 Dallas-Fort Worth, TX, International Airport Rev 2.04%, 11/01/2024 1,225,787
  Harris County, TX, Cultural Education Facs Finance Corp.  
450,000 5.00%, 11/15/2028 554,428
430,000 5.00%, 11/15/2029 527,810
  Lower Colorado River, TX, Auth Rev  
370,000 5.00%, 05/15/2029 469,927
140,000 5.00%, 05/15/2030 180,501
  Northside, TX, Independent School Dist, GO, (PSF-GTD Insured)  
90,000 5.00%, 02/15/2026 106,136
365,000 5.00%, 02/15/2030 472,423
  Texas Department of Housing & Community Affairs Rev, (GNMA Insured)  
1,820,000 3.00%, 01/01/2052 1,969,275
5,520,000 3.00%, 03/01/2052 5,986,931
1,935,000 3.50%, 03/01/2051 2,129,342
 
The accompanying notes are an integral part of these financial statements.

78


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 55.2% - (continued)
  Texas - 6.8% - (continued)
$    1,195,000 4.00%, 03/01/2050 $   1,331,266
    855,000 4.75%, 03/01/2049      944,689
  1,245,000 Texas Municipal Gas Acquisition & Supply Corp. 5.00%, 12/15/2028   1,537,681
    880,000 University of Texas 5.00%, 05/15/2035   1,065,284
      30,928,232
  Washington - 0.8%
  Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured)  
  2,385,000 4.00%, 12/01/2048   2,580,838
1,090,000 4.00%, 06/01/2050 1,203,016
      3,783,854
  Wisconsin - 0.2%
650,000 Wisconsin Health & Educational Facs Auth Rev 5.00%, 04/01/2033 774,283
  Wyoming - 0.2%
1,025,000 Wyoming Community Dev Auth 4.00%, 06/01/2043 1,106,123
  Total Municipal Bonds
(cost $244,402,777)
  $ 251,576,722
U.S. GOVERNMENT SECURITIES - 8.8%
  U.S. Treasury Securities - 8.8%
  U.S. Treasury Notes - 8.8%
21,353,300 0.13%, 01/15/2024 $  21,140,601
8,456,000 0.25%, 09/30/2023 8,422,308
10,638,000 0.38%, 09/15/2024 10,529,958
  Total U.S. Government Securities
(cost $40,180,291)
  $  40,092,867
  Total Long-Term Investments
(Cost $445,072,065)
  $ 453,506,056
SHORT-TERM INVESTMENTS - 0.1%
  Other Investment Pools & Funds - 0.0%
163,152 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(7) $  163,152
  Securities Lending Collateral - 0.1%
2,656 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class 0.01%(7) 2,656
407,648 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class 0.03%(7) 407,648
29,266 Invesco Government & Agency Portfolio, Institutional Class 0.03%(7) 29,266
      439,570
  Total Short-Term Investments
(cost $602,722)
$  602,722
  Total Investments
(cost $445,674,787)
99.6% $ 454,108,778
  Other Assets and Liabilities 0.4% 1,753,337
  Total Net Assets 100.0% $ 455,862,115
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $36,346,401, representing 8.0% of net assets.
(3) Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2021. Base lending rates may be subject to a floor or cap.
(4) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(5) Security is a zero-coupon bond.
(6) 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.
(7) Current yield as of period end.
 
The accompanying notes are an integral part of these financial statements.

79


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2021  

Futures Contracts Outstanding at October 31, 2021
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Short position contracts:
U.S. Treasury 5-Year Note Future   229   12/31/2021   $ 27,880,750   $ 403,918
Total futures contracts   $ 403,918
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Corporate Bonds   $ 161,836,467   $  —   $ 161,836,467   $ —
Municipal Bonds   251,576,722     251,576,722  
U.S. Government Securities   40,092,867     40,092,867  
Short-Term Investments   602,722   602,722    
Futures Contracts(2)   403,918   403,918    
Total   $ 454,512,696   $ 1,006,640   $ 453,506,056   $ —
    
(1) For the year ended October 31, 2021, 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.

80


Hartford Schroders US MidCap Opportunities Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.6%
  Banks - 3.8%
   106,318 Commerce Bancshares, Inc. $   7,496,482
   260,254 Fifth Third Bancorp  11,328,857
    61,909 First Republic Bank  13,392,774
      32,218,113
  Capital Goods - 11.1%
   185,145 BWX Technologies, Inc.  10,505,127
71,061 Dover Corp. 12,014,994
140,187 Fortune Brands Home & Security, Inc. 14,214,962
58,735 IDEX Corp. 13,072,649
80,753 Nordson Corp. 20,528,220
53,901 Snap-on, Inc. 10,954,300
66,831 Trane Technologies plc 12,091,733
      93,381,985
  Commercial & Professional Services - 6.6%
172,475 IAA, Inc.* 10,288,134
114,386 Leidos Holdings, Inc. 11,436,312
83,232 Robert Half International, Inc. 9,411,042
56,606 Verisk Analytics, Inc. 11,902,544
92,547 Waste Connections, Inc. 12,587,317
      55,625,349
  Consumer Durables & Apparel - 1.9%
82,081 Brunswick Corp. 7,640,920
48,726 Mohawk Industries, Inc.* 8,634,735
      16,275,655
  Consumer Services - 2.5%
286,800 Aramark 10,462,464
43,767 Churchill Downs, Inc. 10,066,410
      20,528,874
  Diversified Financials - 2.6%
98,697 Raymond James Financial, Inc. 9,730,537
186,695 SEI Investments Co. 11,769,253
      21,499,790
  Energy - 2.6%
312,240 Coterra Energy, Inc. 6,656,957
63,398 Diamondback Energy, Inc. 6,795,632
45,628 Pioneer Natural Resources Co. 8,531,523
      21,984,112
  Food, Beverage & Tobacco - 1.8%
84,869 Hershey Co. 14,881,779
  Health Care Equipment & Services - 5.1%
22,471 Cooper Cos., Inc. 9,368,609
159,525 Encompass Health Corp. 10,139,409
46,628 Masimo Corp.* 13,220,903
27,323 Teleflex, Inc. 9,752,672
      42,481,593
  Insurance - 8.6%
98,539 Arthur J Gallagher & Co. 16,522,034
143,541 Assurant, Inc. 23,154,599
104,419 Globe Life, Inc. 9,295,379
96,575 Reinsurance Group of America, Inc. 11,403,576
325,334 Ryan Specialty Group Holdings, Inc.* 12,294,372
      72,669,960
  Materials - 4.2%
71,478 AptarGroup, Inc. 8,633,113
266,295 Axalta Coating Systems Ltd.* 8,305,741
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.6% - (continued)
  Materials - 4.2% - (continued)
   101,296 Crown Holdings, Inc. $  10,533,771
    82,991 Westlake Chemical Corp.   8,078,344
      35,550,969
  Media & Entertainment - 3.4%
   221,202 Interpublic Group of Cos., Inc.   8,089,357
    53,303 Match Group, Inc.*   8,037,026
70,338 Take-Two Interactive Software, Inc.* 12,731,178
      28,857,561
  Pharmaceuticals, Biotechnology & Life Sciences - 3.6%
102,588 Catalent, Inc.* 14,142,782
113,341 Royalty Pharma plc Class A 4,480,370
27,389 West Pharmaceutical Services, Inc. 11,773,983
      30,397,135
  Real Estate - 4.1%
54,451 Alexandria Real Estate Equities, Inc. REIT 11,115,627
216,102 American Homes 4 Rent Class A, REIT 8,773,742
180,511 Americold Realty Trust REIT 5,319,659
408,457 Brixmor Property Group, Inc. REIT 9,574,232
      34,783,260
  Retailing - 4.7%
78,866 Advance Auto Parts, Inc. 17,785,860
35,638 Burlington Stores, Inc.* 9,846,423
220,907 LKQ Corp.* 12,167,558
      39,799,841
  Semiconductors & Semiconductor Equipment - 5.7%
94,146 Entegris, Inc. 13,253,874
44,680 First Solar, Inc.* 5,343,281
189,082 Microchip Technology, Inc. 14,009,085
325,392 ON Semiconductor Corp.* 15,641,594
      48,247,834
  Software & Services - 11.0%
78,425 Akamai Technologies, Inc.* 8,270,700
141,777 Amdocs Ltd. 11,035,922
119,510 Black Knight, Inc.* 8,378,846
152,260 Dolby Laboratories, Inc. Class A 13,452,171
238,733 Genpact Ltd. 11,781,474
28,064 Palo Alto Networks, Inc.* 14,287,102
96,261 PTC, Inc.* 12,258,838
56,967 VeriSign, Inc.* 12,684,842
      92,149,895
  Technology Hardware & Equipment - 7.5%
59,787 CDW Corp. 11,159,244
223,748 Ciena Corp.* 12,147,279
61,025 Motorola Solutions, Inc. 15,170,205
87,316 TE Connectivity Ltd. 12,748,136
25,393 Teledyne Technologies, Inc.* 11,407,043
      62,631,907
  Transportation - 0.6%
93,428 Alaska Air Group, Inc.* 4,932,998
  Utilities - 4.2%
152,868 Alliant Energy Corp. 8,647,743
319,852 CenterPoint Energy, Inc. 8,328,946
100,114 CMS Energy Corp. 6,041,880
 
The accompanying notes are an integral part of these financial statements.

81


Hartford Schroders US MidCap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.6% - (continued)
  Utilities - 4.2% - (continued)
    51,098 Eversource Energy $   4,338,220
   204,342 FirstEnergy Corp.    7,873,297
      35,230,086
  Total Common Stocks
(cost $537,056,287)
  $ 804,128,696
SHORT-TERM INVESTMENTS - 4.5%
  Other Investment Pools & Funds - 4.5%
37,719,893 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(1) $  37,719,893
  Total Short-Term Investments
(cost $37,719,893)
$  37,719,893
  Total Investments
(cost $574,776,180)
100.1% $ 841,848,589
  Other Assets and Liabilities (0.1)% (778,718)
  Total Net Assets 100.0% $ 841,069,871
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  32,218,113   $  32,218,113   $ —   $ —
Capital Goods   93,381,985   93,381,985    
Commercial & Professional Services   55,625,349   55,625,349    
Consumer Durables & Apparel   16,275,655   16,275,655    
Consumer Services   20,528,874   20,528,874    
Diversified Financials   21,499,790   21,499,790    
Energy   21,984,112   21,984,112    
Food, Beverage & Tobacco   14,881,779   14,881,779    
Health Care Equipment & Services   42,481,593   42,481,593    
Insurance   72,669,960   72,669,960    
Materials   35,550,969   35,550,969    
Media & Entertainment   28,857,561   28,857,561    
Pharmaceuticals, Biotechnology & Life Sciences   30,397,135   30,397,135    
Real Estate   34,783,260   34,783,260    
Retailing   39,799,841   39,799,841    
Semiconductors & Semiconductor Equipment   48,247,834   48,247,834    
Software & Services   92,149,895   92,149,895    
Technology Hardware & Equipment   62,631,907   62,631,907    
Transportation   4,932,998   4,932,998    
Utilities   35,230,086   35,230,086    
Short-Term Investments   37,719,893   37,719,893    
Total   $ 841,848,589   $ 841,848,589   $ —   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

82


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.5%
  Automobiles & Components - 0.8%
    38,044 Gentherm, Inc.* $   2,801,180
  Banks - 9.0%
    18,818 Cambridge Bancorp   1,727,681
   348,707 First BanCorp   4,759,851
   103,771 First Interstate BancSystem, Inc. Class A   4,313,760
   109,817 First Merchants Corp.   4,566,191
102,203 Heritage Financial Corp. 2,538,722
81,885 OceanFirst Financial Corp. 1,815,390
119,499 Seacoast Banking Corp. of Florida 4,353,349
47,673 South State Corp. 3,722,785
133,254 United Community Banks, Inc. 4,642,569
      32,440,298
  Capital Goods - 12.6%
45,504 Albany International Corp. Class A 3,669,898
166,213 Custom Truck One Source, Inc.*(1) 1,504,228
39,055 EnPro Industries, Inc. 3,501,671
40,575 ESCO Technologies, Inc. 3,431,022
40,416 Gibraltar Industries, Inc.* 2,633,506
72,375 Hexcel Corp.* 4,106,557
117,229 Maxar Technologies, Inc. 3,112,430
44,819 McGrath Rent Corp. 3,233,243
48,775 Primoris Services Corp. 1,314,486
33,589 Simpson Manufacturing Co., Inc. 3,563,457
48,854 Standex International Corp. 5,435,985
208,500 Univar Solutions, Inc.* 5,333,430
18,660 Valmont Industries, Inc. 4,458,994
      45,298,907
  Commercial & Professional Services - 3.9%
53,029 ASGN, Inc.* 6,345,450
194,019 Interface, Inc. 2,786,113
52,609 Science Applications International Corp. 4,723,236
      13,854,799
  Consumer Durables & Apparel - 5.5%
19,244 Cavco Industries, Inc.* 4,625,873
49,449 Oxford Industries, Inc. 4,584,911
79,188 Skyline Champion Corp. 5,014,184
119,609 Steven Madden Ltd. 5,394,366
      19,619,334
  Consumer Services - 2.4%
9,574 Cracker Barrel Old Country Store, Inc. 1,274,970
158,274 Membership Collective Group, Inc.* 1,663,460
137,201 Terminix Global Holdings, Inc.* 5,553,896
      8,492,326
  Diversified Financials - 3.1%
167,460 Compass Diversified Holdings 4,998,681
23,967 Houlihan Lokey, Inc. 2,686,222
256,431 Perella Weinberg Partners(1) 3,600,291
      11,285,194
  Energy - 1.4%
42,828 Cactus, Inc. Class A 1,863,018
96,934 Delek U.S. Holdings, Inc.* 1,885,366
186,101 Solaris Oilfield Infrastructure, Inc. Class A 1,412,507
      5,160,891
  Food, Beverage & Tobacco - 3.7%
69,556 Darling Ingredients, Inc.* 5,878,873
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.5% - (continued)
  Food, Beverage & Tobacco - 3.7% - (continued)
   247,844 Primo Water Corp. $   3,940,720
   206,702 Sovos Brands, Inc.*   3,340,304
      13,159,897
  Health Care Equipment & Services - 7.7%
    83,359 AdaptHealth Corp.*   2,271,533
   129,124 Envista Holdings Corp.*   5,048,748
30,818 ICU Medical, Inc.* 7,215,418
49,837 LivaNova plc* 3,823,495
13,037 Mesa Laboratories, Inc. 3,985,411
129,841 Neuronetics, Inc.* 675,173
45,788 Progyny, Inc.* 2,812,757
313,098 Sientra, Inc.* 1,834,754
      27,667,289
  Insurance - 4.8%
34,396 Axis Capital Holdings Ltd. 1,791,000
79,157 James River Group Holdings Ltd. 2,529,066
63,631 Kemper Corp. 4,039,296
33,273 Reinsurance Group of America, Inc. 3,928,876
114,965 Ryan Specialty Group Holdings, Inc.* 4,344,527
57,092 Trean Insurance Group, Inc.* 536,665
      17,169,430
  Materials - 7.2%
44,995 Ashland Global Holdings, Inc. 4,319,970
30,944 Balchem Corp. 4,737,217
24,281 Eagle Materials, Inc. 3,602,329
171,306 Element Solutions, Inc. 3,890,359
51,642 Neenah, Inc. 2,609,987
94,070 PureCycle Technologies, Inc.*(1) 1,259,598
164,693 Valvoline, Inc. 5,592,974
      26,012,434
  Media & Entertainment - 2.1%
44,119 Madison Square Garden Entertainment Corp.* 3,109,066
352,629 Stagwell, Inc.* 3,060,820
80,500 Tremor International Ltd.* 1,525,475
      7,695,361
  Pharmaceuticals, Biotechnology & Life Sciences - 5.5%
18,577 Catalent, Inc.* 2,561,024
176,703 Evolus, Inc.* 1,381,817
55,552 Intra-Cellular Therapies, Inc.* 2,392,625
25,529 Natera, Inc.* 2,924,857
59,993 NeoGenomics, Inc.* 2,759,678
24,814 Pacira BioSciences, Inc.* 1,297,276
69,084 Syneos Health, Inc.* 6,448,301
      19,765,578
  Real Estate - 3.7%
128,988 Douglas Emmett, Inc. REIT 4,215,328
210,892 Kennedy-Wilson Holdings, Inc. 4,717,654
59,301 Terreno Realty Corp. REIT 4,336,682
      13,269,664
  Retailing - 1.8%
23,864 Asbury Automotive Group, Inc.* 4,670,423
297,032 Quotient Technology, Inc.* 1,912,886
      6,583,309
  Semiconductors & Semiconductor Equipment - 5.3%
103,402 Allegro MicroSystems, Inc.* 3,449,491
63,433 MACOM Technology Solutions Holdings, Inc.* 4,428,892
 
The accompanying notes are an integral part of these financial statements.

83


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.5% - (continued)
  Semiconductors & Semiconductor Equipment - 5.3% - (continued)
   109,608 ON Semiconductor Corp.* $   5,268,856
    68,498 Semtech Corp.*   5,824,385
      18,971,624
  Software & Services - 8.1%
    44,762 CommVault Systems, Inc.*   2,752,863
   126,182 LiveRamp Holdings, Inc.*   6,751,999
94,350 ON24, Inc.* 1,804,916
42,569 Perficient, Inc.* 5,261,528
202,655 Sabre Corp.* 2,103,559
83,465 Teradata Corp.* 4,720,780
64,309 WNS Holdings Ltd. ADR* 5,711,282
      29,106,927
  Technology Hardware & Equipment - 4.2%
62,790 Ciena Corp.* 3,408,869
47,730 Lumentum Holdings, Inc.* 3,941,543
121,437 Plantronics, Inc.* 3,249,654
278,137 Viavi Solutions, Inc.* 4,283,310
      14,883,376
  Utilities - 2.7%
31,845 Avista Corp. 1,267,750
19,420 Chesapeake Utilities Corp. 2,545,379
27,453 IDACORP, Inc. 2,863,897
45,762 SJW Group 3,016,631
      9,693,657
  Total Common Stocks
(cost $254,091,674)
  $ 342,931,475
SHORT-TERM INVESTMENTS - 5.8%
  Other Investment Pools & Funds - 4.9%
17,575,771 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(2) $  17,575,771
  Securities Lending Collateral - 0.9%
19,862 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) 19,862
3,049,196 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) 3,049,196
218,910 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) 218,910
      3,287,968
  Total Short-Term Investments
(cost $20,863,739)
$  20,863,739
  Total Investments
(cost $274,955,413)
101.3% $ 363,795,214
  Other Assets and Liabilities (1.3)% (4,615,179)
  Total Net Assets 100.0% $ 359,180,035
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
 
The accompanying notes are an integral part of these financial statements.

84


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2021  

Future PIPE Purchase Commitments Outstanding as of October 31, 2021
Period
Committed
  Security Name   Committed
Shares
  Committed
Cost
  Market Value   Unrealized
Appreciation
(Depreciation)
02/01/2021   Restaurant & Gaming PIPE   218,778   $ 2,187,780   $ 2,565,610   $ 377,830
Special purpose acquisition companies (“SPACs”) are collective investment structures that allow for private investments in public equity investments (“PIPE”). These commitments 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. Hartford Schroders US Small Cap Opportunities Fund had contingent commitments outstanding of $2,187,780 to purchase restricted PIPE shares as of October 31, 2021. Effective after the fiscal year end, this contingent commitment was canceled.
The aggregate unrealized appreciation/depreciation of PIPE commitments represents 0.1% of net assets.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  2,801,180   $  2,801,180   $  —   $ —
Banks   32,440,298   32,440,298    
Capital Goods   45,298,907   45,298,907    
Commercial & Professional Services   13,854,799   13,854,799    
Consumer Durables & Apparel   19,619,334   19,619,334    
Consumer Services   8,492,326   8,492,326    
Diversified Financials   11,285,194   11,285,194    
Energy   5,160,891   5,160,891    
Food, Beverage & Tobacco   13,159,897   13,159,897    
Health Care Equipment & Services   27,667,289   27,667,289    
Insurance   17,169,430   17,169,430    
Materials   26,012,434   26,012,434    
Media & Entertainment   7,695,361   7,695,361    
Pharmaceuticals, Biotechnology & Life Sciences   19,765,578   19,765,578    
Real Estate   13,269,664   13,269,664    
Retailing   6,583,309   6,583,309    
Semiconductors & Semiconductor Equipment   18,971,624   18,971,624    
Software & Services   29,106,927   29,106,927    
Technology Hardware & Equipment   14,883,376   14,883,376    
Utilities   9,693,657   9,693,657    
Future PIPE Purchase Commitment   377,830     377,830  
Short-Term Investments   20,863,739   20,863,739    
Total   $ 364,173,044   $ 363,795,214   $ 377,830   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

85


Hartford Schroders Funds
GLOSSARY: (abbreviations used in preceding Schedules of Investments)

Counterparty Abbreviations:
BNP BNP Paribas Securities Services
BOA Bank of America Securities LLC
CBK Citibank NA
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
UBS UBS AG
WEST Westpac International
Currency Abbreviations:
BRL Brazil Real
CLP Chile Peso
COP Colombia Peso
CZK Czech Republic Koruna
EUR Euro Member Countries
GBP British Pound
HUF Hungary Forint
IDR Indonesia Rupiah
MXN Mexican Peso
MYR Malaysia Ringgit
PEN Peru Nuevo Sol
PLN Poland Zloty
RON Romania New Leu
RUB Russia Ruble
THB Thailand Baht
USD United States Dollar
ZAR South Africa Rand
Index Abbreviations:
CMS Constant Maturity Swap
CMT Constant Maturity Treasury Index
EAFE Europe, Australasia and Far East
Municipal Abbreviations:
Auth Authority
Dev Development
Dist District
Facs Facilities
GO General Obligation
PA Port Authority
Rev Revenue
Other Abbreviations:
ADR American Depositary Receipt
AGC Assured Guarantee Corp.
AGM Assured Guaranty Municipal
BAM Build America Mutual Assurance Corp.
Bhd Berhad
CLO Collateralized Loan Obligation
CMO Collateralized Mortgage Obligation
EURIBOR Euro Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt
GNMA Government National Mortgage Association
JSC Joint Stock Company
LIBOR London Interbank Offered Rate
MSCI Morgan Stanley Capital International
NATL National Public Finance Guarantee Corp.
NVDR Non-Voting Depositary Receipt
PJSC Private Joint Stock Company
PSF-GTD Permanent School Fund Guaranteed
PT Perseroan Terbatas
REIT Real Estate Investment Trust
SOFR Secured Overnight Financing Rate
SONIA Sterling Overnight Index Average
SONIO Sterling Overnight Index Average
Tbk Terbuka
 

86


Hartford Schroders Funds
 Statements of Assets and Liabilities
October 31, 2021  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Multi-Cap
Value Fund
Assets:                  
Investments in securities, at market value(1) $ 77,496,585   $ 10,007,844   $ 6,762,765,279   $ 45,076,657   $ 2,576,661,386
Cash collateral due from broker on futures contracts   94,267       1,054,266
Cash collateral held for securities on loan     195,650   74,017   409,110
Foreign currency 66,486   10,476   1,977,532   1,133   5,770,041
Unrealized appreciation on OTC swap contracts       2,268  
Unrealized appreciation on foreign currency contracts   2,582     42,634   1,721,034
Receivables:                  
From affiliates 10,680   32,647     14,374  
Investment securities sold 116   18,943   3,944,237   879,115   25,061,624
Fund shares sold 1,519,808     10,060,044   23,963   5,060,244
Dividends and interest 30   2,717   8,250,595   591,674   6,086,960
Securities lending income     91,787   529   40,299
Variation margin on futures contracts         91,001
Tax reclaims   76   80,901   30,592   2,358,356
OTC swap contracts premiums paid       3,184  
Other assets 27,067     110,581   65,030   96,479
Total assets 79,120,772   10,169,552   6,787,476,606   46,805,170   2,624,410,800
Liabilities:                  
Unrealized depreciation on foreign currency contracts   482     39,337  
Obligation to return securities lending collateral     3,913,000   1,480,350   8,182,201
Unrealized depreciation on OTC swap contracts       101  
Payables:                  
Investment securities purchased   8,658   3,660,834   696,427   8,775,367
Fund shares redeemed 26,421     15,296,062   12,172   1,654,189
Investment management fees 58,180   7,214   5,802,564   25,078   1,521,055
Transfer agent fees 1,881   3   883,012   4,188   212,296
Accounting services fees 2,083   166   163,009   1,264   64,140
Board of Directors' fees 186   17   21,098   124   7,568
Variation margin on futures contracts   15,636      
Foreign taxes     15,383,570   6,310  
Distribution fees 67     5,840   40   8,274
Accrued expenses 39,506   32,653   569,406   42,917   209,759
OTC swap contracts premiums received       15,518  
Total liabilities 128,324   64,829   45,698,395   2,323,826   20,634,849
Net assets $ 78,992,448   $ 10,104,723   $ 6,741,778,211   $ 44,481,344   $ 2,603,775,951
Summary of Net Assets:                  
Capital stock and paid-in-capital $ 77,816,895   $ 10,000,000   $ 5,335,515,190   $ 57,155,538   $ 2,433,943,406
Distributable earnings (loss) 1,175,553   104,723   1,406,263,021   (12,674,194)   169,832,545
Net assets $ 78,992,448   $ 10,104,723   $ 6,741,778,211   $ 44,481,344   $ 2,603,775,951
Shares authorized 300,000,000   350,000,000   1,405,000,000   500,000,000   830,000,000
Par value $  0.0001   $  0.0001   $  0.0001   $  0.0001   $  0.0001
Class A: Net asset value per share $  15.80   $  —   $  20.05   $  8.29   $  10.32
Maximum offering price per share 16.72     21.22   8.68   10.92
Shares outstanding 49,443     4,939,359   189,820   9,548,212
Net Assets $  781,306   $  —   $  99,011,099   $  1,573,944   $  98,511,132
Class C: Net asset value per share $  15.59   $  —   $  19.76   $  8.26   $  10.25
Shares outstanding 12,790     447,043   16,407   1,433,916
Net Assets $  199,405   $  —   $  8,835,352   $  135,603   $  14,700,230
Class I: Net asset value per share $  15.81   $  —   $  20.13   $  8.28   $  10.31
Shares outstanding 491,980     115,577,175   2,291,984   69,243,061
Net Assets $  7,776,134   $  —   $ 2,326,810,911   $ 18,975,981   $  713,834,706
Class R3: Net asset value per share $  —   $  —   $  19.99   $  8.30   $  10.28
Shares outstanding     5,010   3,722   1,669,384
Net Assets $  —   $  —   $  100,129   $  30,904   $  17,168,749
The accompanying notes are an integral part of these financial statements.

87


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Multi-Cap
Value Fund
Class R4: Net asset value per share $  —   $  —   $  20.18   $  8.29   $  10.29
Shares outstanding     271,839   1,353   572,464
Net Assets $  —   $  —   $  5,484,530   $  11,219   $  5,889,795
Class R5: Net asset value per share $  —   $  —   $  20.14   $  8.28   $  10.30
Shares outstanding     20,447   1,363   1,754,124
Net Assets $  —   $  —   $  411,833   $  11,286   $  18,070,370
Class Y: Net asset value per share $  15.82   $  —   $  20.20   $  8.28   $  10.31
Shares outstanding 188,740     44,090,712   355,895   27,707,234
Net Assets $  2,986,640   $  —   $  890,765,324   $  2,945,940   $  285,533,023
Class F: Net asset value per share $  15.82   $  —   $  20.15   $  7.77   $  10.31
Shares outstanding 4,000,011     52,065,326   1,555   56,062,875
Net Assets $ 63,292,068   $  —   $ 1,049,336,044   $  12,075   $  578,284,268
Class SDR: Net asset value per share $  15.83   $  10.10   $  20.19   $  8.28   $  10.30
Shares outstanding 250,000   1,000,000   116,931,580   2,510,362   84,640,412
Net Assets $  3,956,895   $ 10,104,723   $ 2,361,022,989   $ 20,784,392   $  871,783,678
Cost of investments $ 76,756,320   $  9,928,753   $ 5,113,589,595   $ 45,303,170   $ 2,362,003,525
Cost of foreign currency $  66,486   $  10,429   $  1,971,226   $  1,157   $  5,778,941
(1) Includes Investment in securities on loan, at market value $  —   $  —   $  3,624,880   $  1,430,817   $ 17,879,508
The accompanying notes are an integral part of these financial statements.

88


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Assets:                  
Investments in securities, at market value(1) $ 3,634,764,870   $ 127,119,714   $ 454,108,778   $ 841,848,589   $ 363,795,214
PIPE Purchase Commitments         377,830
Cash collateral due from broker on futures contracts   159,600   166,025    
Cash collateral held for securities on loan 221,151     23,135     173,051
Foreign currency 6,108   7,309      
Unrealized appreciation on foreign currency contracts   93,996      
Receivables:                  
From affiliates   6,042   44,673     6,013
Investment securities sold 50,832,477     2,799,587     296,910
Fund shares sold 10,463,523   23,341   477,550   496,340   194,042
Dividends and interest 548,311   240,215   2,752,808   130,749   25,990
Securities lending income 79,011     108     13,037
Tax reclaims 2,607,429        
Other assets 155,969   28,731   48,797   60,781   61,893
Total assets 3,699,678,849   127,678,948   460,421,461   842,536,459   364,943,980
Liabilities:                  
Unrealized depreciation on foreign currency contracts   15      
Obligation to return securities lending collateral 4,423,026     462,705     3,461,019
Payables:                  
Investment securities purchased 53,042,654   1,799,972   3,203,400     1,294,251
Fund shares redeemed 7,090,278   133,063   600,557   737,412   629,567
Investment management fees 1,933,612   68,660   175,384   529,941   272,565
Transfer agent fees 358,258   8,185   49,573   107,645   51,680
Accounting services fees 76,066   4,079   15,417   23,959   11,475
Board of Directors' fees 5,681   294   1,325   2,173   980
Variation margin on futures contracts   2,265   5,331    
Foreign taxes 1,165,638        
Distribution fees 15,403   282   3,888   13,574   3,124
Distributions payable        
Accrued expenses 114,836   52,763   41,766   51,884   39,284
Total liabilities 68,225,452   2,069,578   4,559,346   1,466,588   5,763,945
Net assets $ 3,631,453,397   $ 125,609,370   $ 455,862,115   $ 841,069,871   $ 359,180,035
Summary of Net Assets:                  
Capital stock and paid-in-capital $ 3,037,303,643   $ 126,394,267   $ 441,484,632   $ 464,389,283   $ 233,014,664
Distributable earnings (loss) 594,149,754   (784,897)   14,377,483   376,680,588   126,165,371
Net assets $ 3,631,453,397   $ 125,609,370   $ 455,862,115   $ 841,069,871   $ 359,180,035
Shares authorized 760,000,000   300,000,000   360,000,000   500,000,000   500,000,000
Par value $  0.0001   $  0.0001   $  0.0001   $  0.0001   $  0.0001
Class A: Net asset value per share $  19.07   $  9.91   $  11.27   $  20.63   $  33.48
Maximum offering price per share 20.18   10.22   11.80   21.83   35.43
Shares outstanding 14,958,083   521,359   5,633,716   5,184,772   1,151,700
Net Assets $  285,277,655   $  5,166,735   $  63,474,542   $ 106,981,841   $  38,561,399
Class C: Net asset value per share $  17.97   $  9.89   $  11.28   $  20.64   $  33.73
Shares outstanding 1,156,532   43,699   688,679   2,655,421   254,233
Net Assets $  20,787,691   $  432,139   $  7,767,786   $  54,795,216   $  8,574,119
Class I: Net asset value per share $  18.49   $  9.89   $  11.28   $  21.52   $  35.38
Shares outstanding 107,195,918   9,022,106   24,748,787   21,268,403   6,195,823
Net Assets $ 1,981,792,728   $  89,260,227   $ 279,048,154   $ 457,620,578   $ 219,196,604
Class R3: Net asset value per share $  18.31   $  —   $  —   $  21.07   $  34.71
Shares outstanding 64,951       102,357   39,730
Net Assets $  1,189,553   $  —   $  —   $  2,157,125   $  1,378,928
Class R4: Net asset value per share $  18.42   $  —   $  —   $  21.37   $  35.14
Shares outstanding 208,470       40,070   21,037
Net Assets $  3,840,528   $  —   $  —   $  856,156   $  739,319
The accompanying notes are an integral part of these financial statements.

89


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Class R5: Net asset value per share $  18.49   $  —   $  —   $  21.47   $  35.34
Shares outstanding 1,329,515       40,696   19,449
Net Assets $  24,588,244   $  —   $  —   $  873,946   $  687,327
Class Y: Net asset value per share $  18.54   $  9.89   $  11.28   $  21.50   $  35.37
Shares outstanding 13,378,829   423,485   25,329   3,859,141   1,081,884
Net Assets $  248,057,561   $  4,187,336   $  285,664   $  82,957,861   $  38,267,265
Class F: Net asset value per share $  18.52   $  9.88   $  11.28   $  21.53   $  35.42
Shares outstanding 33,406,587   212,015   3,634,653   3,885,805   498,686
Net Assets $  618,602,308   $  2,095,515   $  40,994,021   $  83,647,400   $  17,664,453
Class SDR: Net asset value per share $  18.50   $  9.88   $  11.27   $  21.56   $  35.46
Shares outstanding 24,176,459   2,477,406   5,705,703   2,373,417   961,873
Net Assets $  447,317,129   $  24,467,418   $  64,291,948   $  51,179,748   $  34,110,621
Cost of investments $ 3,088,725,297   $ 126,568,642   $ 445,674,787   $ 574,776,180   $ 274,955,413
Cost of foreign currency $  6,109   $  7,369   $  —   $  —   $  —
(1) Includes Investment in securities on loan, at market value $  4,190,637   $  —   $  450,097   $  —   $ 3,413,684
The accompanying notes are an integral part of these financial statements.

90


Hartford Schroders Funds
 Statements of Operations
For the Year Ended October 31, 2021  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund(1)
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Multi-Cap
Value Fund
Investment Income:                  
Dividends $  293,267   $  6,157   $ 132,402,835   $  —   $  84,158,584
Non-cash dividends     23,479,866     552,113
Interest 127   21   34,645   2,677,347  
Securities lending     324,909   5,487   1,246,045
Less: Foreign tax withheld (28,514)   (755)   (16,409,633)   (25,464)   (8,221,250)
Total investment income, net 264,880   5,423   139,832,622   2,657,370   77,735,492
Expenses:                  
Investment management fees 249,064   7,214   62,672,412   350,713   16,688,783
Transfer agent fees                  
Class A 1,522     462,752   2,860   96,535
Class C 248     7,367   458   15,786
Class I 3,142     3,853,765   18,038   756,849
Class R3     218   68   37,520
Class R4     9,162   19   7,779
Class R5     504   14   19,829
Class Y 175     600,921   1,312   279,544
Class F 155     6,725     6,523
Class SDR 159   3   3,683   326   31,899
Distribution fees                  
Class A 2,521     800,388   4,382   214,733
Class C 2,068     85,664   1,831   149,452
Class R3     496   155   85,273
Class R4     13,486   29   11,514
Custodian fees 14,214   3,804   633,485   8,552   328,146
Registration and filing fees 110,507   2,384   248,961   114,444   154,012
Accounting services fees 4,895   167   900,311   8,156   355,977
Board of Directors' fees 865   17   170,453   1,111   62,866
Audit and tax fees 27,948   26,024   47,519   29,738   59,808
Other expenses 17,668   677   548,480   22,095   188,498
Total expenses (before waivers, reimbursements and fees paid indirectly) 435,151   40,290   71,066,752   564,301   19,551,326
Expense waivers (146,017)   (32,647)     (150,729)  
Transfer agent fee waivers         (90,370)
Distribution fee reimbursements (1,474)     (180)   (232)   (11,029)
Total waivers, reimbursements and fees paid indirectly (147,491)   (32,647)   (180)   (150,961)   (101,399)
Total expenses 287,660   7,643   71,066,572   413,340   19,449,927
Net Investment Income (Loss) (22,780)   (2,220)   68,766,050   2,244,030   58,285,565
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                  
Investments 572,181   14,969   197,505,996   228,917   207,717,833
Less: Foreign taxes paid on realized capital gains     (951,032)   (10,036)  
Futures contracts (92,970)   25,311   (61,403)   94,561   4,080,366
Swap contracts       (36,335)  
Foreign currency contracts   (2,035)   71   252,140   (9,922,050)
Other foreign currency transactions (20,578)   (3,003)   (4,864,442)   (21,365)   (1,353,515)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 458,633   35,242   191,629,190   507,882   200,522,634
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                  
Investments * (997,904)   79,091   384,833,331   647,869   376,883,808
Futures contracts   (9,512)       11,758
Swap contracts       63,234  
Foreign currency contracts   2,100     (82,230)   2,523,788
Translation of other assets and liabilities in foreign currencies 112   22   (405,895)   2   (165,187)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (997,792)   71,701   384,427,436   628,875   379,254,167
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (539,159)   106,943   576,056,626   1,136,757   579,776,801
Net Increase (Decrease) in Net Assets Resulting from Operations $ (561,939)   $ 104,723   $ 644,822,676   $ 3,380,787   $ 638,062,366
The accompanying notes are an integral part of these financial statements.

91


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund(1)
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Multi-Cap
Value Fund
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax $  —   $  —   $  (14,475,254)   $  13,943   $ —
    
(1) Commenced operations on September 30, 2021.
The accompanying notes are an integral part of these financial statements.

92


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Investment Income:                  
Dividends $  45,730,798   $  9,914   $  —   $  8,332,488   $  3,246,223
Non-cash dividends 6,363,590        
Interest   2,897,771   8,209,382   2,694   1,571
Securities lending 356,960     1,779   984   49,501
Less: Foreign tax withheld (5,041,345)   (77)     (17,194)   (22,935)
Total investment income, net 47,410,003   2,907,608   8,211,161   8,318,972   3,274,360
Expenses:                  
Investment management fees 15,884,459   701,666   2,052,123   5,886,510   2,926,748
Transfer agent fees                  
Class A 223,538   1,872   35,434   105,515   48,328
Class C 14,380   540   10,566   54,971   11,870
Class I 1,172,340   45,022   240,688   377,998   187,221
Class R3 2,531       4,374   1,737
Class R4 5,770       1,243   730
Class R5 21,258       1,148   670
Class Y 190,254   659   238   93,204   37,568
Class F 804   83   159   1,460   206
Class SDR 10,519   246   812   1,890   1,282
Distribution fees                  
Class A 530,348   13,868   157,469   233,821   84,767
Class C 143,145   5,472   83,250   528,929   86,858
Class R3 5,762       10,086   3,953
Class R4 8,498       1,850   1,077
Custodian fees 78,460   11,900   13,528   7,457   6,706
Registration and filing fees 305,625   97,387   100,011   125,115   122,904
Accounting services fees 350,327   18,735   78,198   127,339   55,940
Board of Directors' fees 67,052   2,798   11,640   19,778   8,645
Audit and tax fees 35,656   45,282   31,774   23,444   23,340
Other expenses 218,151   22,686   41,725   90,648   55,940
Total expenses (before waivers, reimbursements and fees paid indirectly) 19,268,877   968,216   2,857,615   7,696,780   3,666,490
Interest expense   148,903      
Total expenses (after interest expense)   1,117,119      
Expense waivers   (84,281)   (422,215)     (60,958)
Distribution fee reimbursements (556)   (9,134)   (141)   (943)   (1,188)
Total waivers, reimbursements and fees paid indirectly (556)   (93,415)   (422,356)   (943)   (62,146)
Total expenses 19,268,321   1,023,704   2,435,259   7,695,837   3,604,344
Net Investment Income (Loss) 28,141,682   1,883,904   5,775,902   623,135   (329,984)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                  
Investments 29,511,958   (378,449)   2,294,552   122,807,725   48,336,250
Futures contracts   (224,526)   3,358,564    
Foreign currency contracts   66,287      
Other foreign currency transactions (256,999)   (228,448)     (25)  
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 29,254,959   (765,136)   5,653,116   122,807,700   48,336,250
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                  
Investments * 436,646,100   1,731,596   (6,058,004)   138,362,727   56,709,046
Futures contracts   (224,360)   (116,417)    
Foreign currency contracts   98,796      
Translation of other assets and liabilities in foreign currencies (57,494)   (26,520)      
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions 436,588,606   1,579,512   (6,174,421)   138,362,727   56,709,046
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 465,843,565   814,376   (521,305)   261,170,427   105,045,296
Net Increase (Decrease) in Net Assets Resulting from Operations $ 493,985,247   $ 2,698,280   $ 5,254,597   $ 261,793,562   $ 104,715,312
The accompanying notes are an integral part of these financial statements.

93


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax $  (1,106,558)   $  —   $  —   $  —   $ —
The accompanying notes are an integral part of these financial statements.

94


Hartford Schroders Funds
 Statements of Changes in Net Assets
For the Year Ended October 31, 2021  

  Hartford Schroders
China A Fund
  Hartford Schroders Diversified
Emerging Markets Fund
  For the
Year Ended
October 31,
2021
  For the
Period Ended
October 31,
2020(1)
  For the
Period Ended
October 31,
2021(2)
Operations:          
Net investment income (loss) $  (22,780)   $  45,426   $  (2,220)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 458,633   769,946   35,242
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (997,792)   1,738,173   71,701
Net Increase (Decrease) in Net Assets Resulting from Operations (561,939)   2,553,545   104,723
Distributions to Shareholders:          
Class A (51,074)    
Class C (17,324)    
Class I (23,649)    
Class Y (16,158)    
Class F (324,076)    
Class SDR (383,976)    
Total distributions (816,257)    
Capital Share Transactions:          
Sold 106,251,339   5,537,911   10,000,010
Issued on reinvestment of distributions 432,281    
Redeemed (34,134,687)   (269,745)   (10)
Net increase (decrease) from capital share transactions 72,548,933   5,268,166   10,000,000
Net Increase (Decrease) in Net Assets 71,170,737   7,821,711   10,104,723
Net Assets:          
Beginning of period 7,821,711    
End of period $ 78,992,448   $ 7,821,711   $ 10,104,723
    
(1) Commenced operations on March 31, 2020.
(2) Commenced operations on September 30, 2021.
The accompanying notes are an integral part of these financial statements.

95


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford Schroders
Emerging Markets Equity Fund
  Hartford Schroders
Emerging Markets Multi-Sector
Bond Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  68,766,050   $  27,210,851   $  2,244,030   $  3,874,164
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 191,629,190   (146,838,820)   507,882   (5,222,785)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 384,427,436   477,156,752   628,875   (2,084,337)
Net Increase (Decrease) in Net Assets Resulting from Operations 644,822,676   357,528,783   3,380,787   (3,432,958)
Distributions to Shareholders:              
From distributable earnings:              
Class A (5,312,511)   (1,276,901)   (69,629)   (60,738)
Class C   (135,012)   (5,800)   (7,559)
Class I (13,377,299)   (42,224,830)   (808,597)   (995,009)
Class R3 (330)   (1,392)   (1,124)   (966)
Class R4 (37,977)   (394)   (447)   (448)
Class R5 (2,909)   (15,146)   (484)   (453)
Class Y (589,255)   (3,396,489)   (109,352)   (96,816)
Class F (9,554,982)   (10,265,925)   (563)   (143,762)
Class SDR (14,545,085)   (28,457,971)   (1,083,054)   (1,493,256)
From return of capital:              
Class A       (17,785)
Class C       (2,214)
Class I       (291,352)
Class R3       (283)
Class R4       (131)
Class R5       (133)
Class Y       (28,349)
Class F       (42,096)
Class SDR       (437,245)
Total distributions (43,420,348)   (85,774,060)   (2,079,050)   (3,618,595)
Capital Share Transactions:              
Sold 4,842,961,004   2,338,027,384   25,345,037   15,086,632
Issued on reinvestment of distributions 32,176,805   52,562,018   2,078,786   3,616,560
Redeemed (2,926,986,156)   (2,049,052,553)   (44,370,189)   (45,608,267)
Net increase (decrease) from capital share transactions 1,948,151,653   341,536,849   (16,946,366)   (26,905,075)
Net Increase (Decrease) in Net Assets 2,549,553,981   613,291,572   (15,644,629)   (33,956,628)
Net Assets:              
Beginning of period 4,192,224,230   3,578,932,658   60,125,973   94,082,601
End of period $ 6,741,778,211   $ 4,192,224,230   $ 44,481,344   $ 60,125,973
The accompanying notes are an integral part of these financial statements.

96


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders International Multi-Cap
Value Fund
  Hartford
Schroders International Stock
Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  58,285,565   $  46,568,325   $  28,141,682   $  4,769,518
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 200,522,634   (97,642,693)   29,254,959   815,135
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 379,254,167   (184,162,311)   436,588,606   61,298,952
Net Increase (Decrease) in Net Assets Resulting from Operations 638,062,366   (235,236,679)   493,985,247   66,883,605
Distributions to Shareholders:              
Class A (1,921,493)   (2,469,969)   (32,727)   (551,218)
Class C (224,044)   (323,461)     (10,939)
Class I (17,086,178)   (18,811,004)   (2,419,301)   (2,937,044)
Class R3 (328,949)   (369,795)     (2,018)
Class R4 (103,502)   (68,291)   (701)   (3,576)
Class R5 (473,876)   (570,494)   (52,125)   (21,848)
Class Y (6,351,823)   (4,370,513)   (340,321)   (12,698)
Class F (12,981,174)   (11,330,692)   (990,397)   (1,036,195)
Class SDR (20,557,285)   (18,442,460)   (872,187)   (957,577)
Total distributions (60,028,324)   (56,756,679)   (4,707,759)   (5,533,113)
Capital Share Transactions:              
Sold 1,001,256,584   798,908,249   2,595,240,179   714,548,186
Issued on reinvestment of distributions 53,767,304   50,947,105   4,373,503   5,300,485
Redeemed (778,260,331)   (881,294,700)   (483,052,970)   (196,939,513)
Net increase (decrease) from capital share transactions 276,763,557   (31,439,346)   2,116,560,712   522,909,158
Net Increase (Decrease) in Net Assets 854,797,599   (323,432,704)   2,605,838,200   584,259,650
Net Assets:              
Beginning of period 1,748,978,352   2,072,411,056   1,025,615,197   441,355,547
End of period $ 2,603,775,951   $ 1,748,978,352   $ 3,631,453,397   $ 1,025,615,197
The accompanying notes are an integral part of these financial statements.

97


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders Securitized Income
Fund
  Hartford
Schroders Tax-Aware Bond Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  1,883,904   $  1,683,155   $  5,775,902   $  6,131,232
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (765,136)   (684,572)   5,653,116   5,692,704
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 1,579,512   (977,272)   (6,174,421)   5,001,707
Net Increase (Decrease) in Net Assets Resulting from Operations 2,698,280   21,311   5,254,597   16,825,643
Distributions to Shareholders:              
Class A (84,434)   (89,717)   (1,450,548)   (1,459,342)
Class C (3,248)   (1,709) (3)   (129,755)   (217,886)
Class I (1,292,341)   (720,698)   (7,512,352)   (8,545,891)
Class Y (72,758)   (82,780)   (5,542)   (7,512)
Class F (39,737)   (53,914)   (913,441)   (939,696)
Class SDR (399,130)   (858,565)   (1,616,470)   (2,255,888)
Total distributions (1,891,648)   (1,807,383)   (11,628,108)   (13,426,215)
Capital Share Transactions:              
Sold 65,753,561   97,752,072   153,934,962   263,674,922
Issued on reinvestment of distributions 1,653,658   1,439,757   9,364,337   10,792,934
Redeemed (36,531,227)   (98,425,735)   (144,506,187)   (168,973,451)
Net increase (decrease) from capital share transactions 30,875,992   766,094   18,793,112   105,494,405
Net Increase (Decrease) in Net Assets 31,682,624   (1,019,978)   12,419,601   108,893,833
Net Assets:              
Beginning of period 93,926,746   94,946,724   443,442,514   334,548,681
End of period $ 125,609,370   $ 93,926,746   $ 455,862,115   $ 443,442,514
    
(3) Commenced operations on February 28, 2020.
The accompanying notes are an integral part of these financial statements.

98


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford
Schroders US MidCap
Opportunities Fund
  Hartford
Schroders US Small Cap
Opportunities Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  623,135   $  1,941,902   $  (329,984)   $  700,322
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 122,807,700   (1,692,169)   48,336,250   (9,386,097)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 138,362,727   (22,415,488)   56,709,046   (4,072,609)
Net Increase (Decrease) in Net Assets Resulting from Operations 261,793,562   (22,165,755)   104,715,312   (12,758,384)
Distributions to Shareholders:              
Class A (69,958)   (618,118)     (1,122,710)
Class C   (401,295)     (365,812)
Class I (1,312,243)   (4,612,066)   (89,287)   (7,302,285)
Class R3   (8,911)     (4,953)
Class R4   (4,116)     (13,210)
Class R5 (3,796)   (13,317)   (462)   (4,561)
Class Y (258,077)   (1,235,418)   (27,753)   (1,302,907)
Class F (265,270)   (581,930)   (25,755)   (257,410)
Class SDR (175,684)   (830,635)   (57,905)   (585,075)
Total distributions (2,085,028)   (8,305,806)   (201,162)   (10,958,923)
Capital Share Transactions:              
Sold 149,305,285   165,475,065   87,392,291   125,609,869
Issued on reinvestment of distributions 2,008,748   7,957,824   197,351   10,784,153
Redeemed (211,486,538)   (403,818,804)   (66,867,177)   (88,923,234)
Net increase (decrease) from capital share transactions (60,172,505)   (230,385,915)   20,722,465   47,470,788
Net Increase (Decrease) in Net Assets 199,536,029   (260,857,476)   125,236,615   23,753,481
Net Assets:              
Beginning of period 641,533,842   902,391,318   233,943,420   210,189,939
End of period $ 841,069,871   $ 641,533,842   $ 359,180,035   $ 233,943,420
The accompanying notes are an integral part of these financial statements.

99


Hartford Schroders Funds
 Statement of Cash Flows
For the Year Ended October 31, 2021  

  Hartford
Schroders
Securitized
Income Fund
Increase (decrease) in cash  
Cash flows from operating activities  
Net increase in net assets resulting from operations $  2,698,280
Adjustments to reconcile net decrease in net assets resulting from operations to net cash used for operating activities:  
Purchases of investment securities $  (82,591,237)
Sales of investment securities 91,180,717
Net purchases, sales and maturities of short-term investments (7,482,925)
Net amortization/accretion of premium (discount) 215,511
Increase in dividends and interest receivable (6,900)
Decrease in receivable from affiliates 9,769
Decrease in variation margin on futures contracts 2,265
Decrease in other assets 787
Increase in investment management fees payables 19,775
Increase in accounting services fees payables 3,028
Increase in transfer agent fees payable 4,250
Decrease in Board of Directors' fees payables (26)
Decrease in distribution fees payables (18)
Decrease in interest on reverse repurchase agreements (29,130)
Increase in accrued expenses 4,467
Net realized loss on investments 378,449
Net change in unrealized appreciation (depreciation) of investments in securities (1,731,596)
Net change unrealized (appreciation) depreciation on foreign currency contracts (98,796)
Net Cash used for operating activities $  2,576,670
Cash flows from financing activities  
Proceeds from reverse repurchase agreements $ 110,095,834
Repayment of reverse repurchase agreements (141,958,408)
Proceeds from shares sold 65,804,136
Cost of shares repurchased (36,398,414)
Dividends paid to shareholders (237,990)
Net cash provided by financing activities $  (2,694,842)
Net decrease in cash and foreign currency $  (118,172)
Cash and foreign currency, beginning of year* $  285,081
Cash and foreign currency, end of year* $  166,909
Supplemental disclosure of cash flow information:  
Reinvestment of dividends $  1,653,658
Cash paid during the year for interest $ 178,033
    
* Components of cash
    
  Beginning
of Year
  End
of Year
Cash $  5,048   $  —
Restricted cash 235,261   159,600
Foreign currency 44,772   7,309
  $ 285,081   $ 166,909
The accompanying notes are an integral part of these financial statements.

100


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders China A Fund
For the Year Ended October 31, 2021(4)
A   $ 15.06   $ (0.05)   $  2.25   $  2.20   $  —(5)   $  (1.46)   $  —   $ (1.46)   $ 15.80   15.20%   $  781   1.94%   1.42%   (0.28)%   73%
C   14.98   (0.18)   2.25   2.07     (1.46)     (1.46)   15.59   14.31   199   2.66   2.19   (1.14)   73
I   15.08   (0.03)   2.27   2.24   (0.05)   (1.46)     (1.51)   15.81   15.45   7,776   1.65   1.15   (0.19)   73
Y   15.08   0.14   2.12   2.26   (0.06)   (1.46)     (1.52)   15.82   15.57   2,987   1.55   1.11   0.88   73
F   15.09   (0.03)   2.30   2.27   (0.08)   (1.46)     (1.54)   15.82   15.63   63,292   1.54   0.99   (0.18)   73
SDR   15.09   0.01   2.27   2.28   (0.08)   (1.46)     (1.54)   15.83   15.70   3,957   1.54   0.99   0.06   73
For the Period Ended October 31, 2020(4)
A   $ 10.00   $  0.04   $  5.02   $  5.06   $  —   $  —   $  —   $  —   $ 15.06   50.60% (6)   $  369   4.28% (7)   1.29% (7)   0.55% (7)   46%
C   10.00   0.00 (5)   4.98   4.98           14.98   49.80 (6)   178   5.08 (7)   2.22 (7)   (0.04) (7)   46
I   10.00   0.07   5.01   5.08           15.08   50.80 (6)   183   4.01 (7)   1.15 (7)   0.93 (7)   46
Y   10.00   0.09   4.99   5.08           15.08   50.80 (6)   151   3.95 (7)   1.10 (7)   1.14 (7)   46
F   10.00   0.10   4.99   5.09           15.09   50.90 (6)   3,169   3.85 (7)   0.99 (7)   1.24 (7)   46
SDR   10.00   0.10   4.99   5.09           15.09   50.90 (6)   3,772   3.85 (7)   0.99 (7)   1.24 (7)   46
Hartford Schroders Diversified Emerging Markets Fund
For the Period Ended October 31, 2021(8)
SDR   $ 10.00   $  —(5)   $  0.10   $  0.10   $  —   $  —   $  —   $  —   $ 10.10   1.00% (6)   $  10,105   4.69% (7)   0.89% (7)   (0.26)% (7)   9% (9)
Hartford Schroders Emerging Markets Equity Fund
For the Year Ended October 31, 2021
A   $ 17.22   $  0.06   $  2.95   $  3.01   $ (0.18)   $  —   $  —   $ (0.18)   $ 20.05   17.47%   $  99,011   1.44%   1.44%   0.28%   36%
C   16.93   0.01   2.82   2.83           19.76   16.72   8,835   2.13   2.13   0.03   36
I   17.22   0.21   2.86   3.07   (0.16)       (0.16)   20.13   17.82   2,326,811   1.23   1.23   1.01   36
R3   17.11   0.10   2.85   2.95   (0.07)       (0.07)   19.99   17.27   100   1.77   1.68   0.47   36
R4   17.29   0.14   2.90   3.04   (0.15)       (0.15)   20.18   17.57   5,485   1.47   1.47   0.68   36
R5   17.22   0.21   2.86   3.07   (0.15)       (0.15)   20.14   17.87   412   1.17   1.17   1.01   36
Y   17.25   0.29   2.78   3.07   (0.12)       (0.12)   20.20   17.82   890,765   1.16   1.16   1.41   36
F   17.24   0.24   2.86   3.10   (0.19)       (0.19)   20.15   17.99   1,049,336   1.05   1.05   1.15   36
SDR   17.27   0.26   2.85   3.11   (0.19)       (0.19)   20.19   18.02   2,361,023   1.05   1.05   1.23   36
For the Year Ended October 31, 2020
A   $ 15.78   $  0.06   $  1.71   $  1.77   $ (0.33)   $  —   $  —   $ (0.33)   $ 17.22   11.28%   $  62,843   1.53%   1.53%   0.40%   52%
C   15.51   (0.05)   1.67   1.62   (0.20)       (0.20)   16.93   10.51   7,127   2.16   2.16   (0.34)   52
I   15.77   0.10   1.71   1.81   (0.36)       (0.36)   17.22   11.56   1,443,799   1.25   1.25   0.63   52
R3   15.66   0.03   1.70   1.73   (0.28)       (0.28)   17.11   11.08   88   1.79   1.71   0.21   52
R4   15.74   0.17   1.62   1.79   (0.24)       (0.24)   17.29   11.43   4,500   1.43   1.43   1.09   52
R5   15.78   0.11   1.70   1.81   (0.37)       (0.37)   17.22   11.55   322   1.20   1.20   0.69   52
Y   15.79   0.13   1.70   1.83   (0.37)       (0.37)   17.25   11.69   505,338   1.18   1.18   0.85   52
F   15.78   0.14   1.71   1.85   (0.39)       (0.39)   17.24   11.79   861,337   1.08   1.08   0.85   52
SDR   15.81   0.13   1.72   1.85   (0.39)       (0.39)   17.27   11.77   1,306,890   1.08   1.08   0.83   52
For the Year Ended October 31, 2019
A   $ 14.07   $  0.29   $  1.56   $  1.85   $ (0.14)   $  —   $  —   $ (0.14)   $ 15.78   13.27%   $  60,356   1.45%   1.45%   1.95%   43%
C   13.86   0.19   1.53   1.72   (0.07)       (0.07)   15.51   12.50   10,532   2.17   2.17   1.27   43
I   14.06   0.31   1.57   1.88   (0.17)       (0.17)   15.77   13.54   1,838,077   1.23   1.23   2.07   43
R3   13.98   0.23   1.57   1.80   (0.12)       (0.12)   15.66   13.01   83   1.79   1.72   1.51   43
R4   14.02   (0.05)   1.95   1.90   (0.18)       (0.18)   15.74   13.78   26   1.43   1.42   (0.32)   43
R5   14.07   0.33   1.56   1.89   (0.18)       (0.18)   15.78   13.61   600   1.19   1.19   2.19   43
Y   14.09   0.32   1.57   1.89   (0.19)       (0.19)   15.79   13.62   120,308   1.13   1.13   2.11   43
F   14.07   0.42   1.48   1.90   (0.19)       (0.19)   15.78   13.73   419,520   1.07   1.07   2.77   43
SDR   14.10   0.34   1.56   1.90   (0.19)       (0.19)   15.81   13.71   1,129,431   1.07   1.07   2.28   43
The accompanying notes are an integral part of these financial statements.

101


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders Emerging Markets Equity Fund – (continued)
For the Year Ended October 31, 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 (10)   12.98   0.16   3.09   3.25           16.23   25.04 (6)   42,462   1.10 (7)   1.10 (7)   1.57 (7)   33
SDR   12.60   0.15   3.63   3.78   (0.12)       (0.12)   16.26   30.32   710,039   1.10   1.10   1.10   33
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
For the Year Ended October 31, 2021
A   $ 8.22   $  0.36   $  0.05   $  0.41   $ (0.34)   $  —   $  —   $ (0.34)   $  8.29   4.92%   $  1,574   1.48%   1.15%   4.14%   168%
C   8.20   0.29   0.04   0.33   (0.27)       (0.27)   8.26   4.02   136   2.32   1.90   3.41   168
I   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.19   18,976   1.16   0.88   4.41   168
R3   8.23   0.33   0.05   0.38   (0.31)       (0.31)   8.30   4.60   31   1.79   1.41   3.89   168
R4   8.22   0.37   0.04   0.41   (0.34)       (0.34)   8.29   4.92   11   1.49   1.09   4.24   168
R5   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.24   11   1.19   0.85   4.45   168
Y   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.24   2,946   1.12   0.83   4.46   168
F   7.72   0.37   0.05   0.42   (0.37)       (0.37)   7.77   5.43   12   1.07   0.75   4.54   168
SDR   8.21   0.39   0.05   0.44   (0.37)       (0.37)   8.28   5.35   20,784   1.07   0.75   4.57   168
For the Year Ended October 31, 2020
A   $ 9.12   $  0.44   $  (0.90)   $  (0.46)   $ (0.34)   $  —   $ (0.10)   $ (0.44)   $  8.22   (4.85)%   $  1,727   1.41%   1.15%   5.22%   141%
C   9.08   0.38   (0.89)   (0.51)   (0.29)     (0.08)   (0.37)   8.20   (5.43)   215   2.23   1.90   4.48   141
I   9.11   0.47   (0.90)   (0.43)   (0.37)     (0.10)   (0.47)   8.21   (4.50)   21,211   1.05   0.82   5.56   141
R3   9.13   0.43   (0.89)   (0.46)   (0.34)     (0.10)   (0.44)   8.23   (4.79)   29   1.70   1.24   5.15   141
R4   9.11   0.46   (0.89)   (0.43)   (0.36)     (0.10)   (0.46)   8.22   (4.45)   11   1.40   0.92   5.48   141
R5   9.10   0.46   (0.88)   (0.42)   (0.37)     (0.10)   (0.47)   8.21   (4.41)   11   1.10   0.85   5.52   141
Y   9.10   0.47   (0.89)   (0.42)   (0.36)     (0.11)   (0.47)   8.21   (4.34)   2,376   0.98   0.76   5.60   141
F   9.10   0.51   (1.02)   (0.51)   (0.67)     (0.20)   (0.87)   7.72   (4.66)   11   0.98   0.75   5.58   141
SDR   9.11   0.47   (0.90)   (0.43)   (0.36)     (0.11)   (0.47)   8.21   (4.44)   34,536   0.98   0.75   5.62   141
The accompanying notes are an integral part of these financial statements.

102


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders Emerging Markets Multi-Sector Bond Fund – (continued)
For the Year Ended October 31, 2019
A   $ 8.79   $  0.55   $  0.25   $  0.80   $ (0.43)   $  —   $ (0.04)   $ (0.47)   $  9.12   9.21%   $  1,829   1.29%   1.11%   6.12%   240%
C   8.74   0.48   0.25   0.73   (0.36)     (0.03)   (0.39)   9.08   8.44   266   2.14   1.90   5.39   240
I   8.78   0.58   0.25   0.83   (0.46)     (0.04)   (0.50)   9.11   9.65   29,715   1.00   0.83   6.37   240
R3   8.80   0.57   0.25   0.82   (0.45)     (0.04)   (0.49)   9.13   9.46   11   1.55   0.88   6.33   240
R4   8.78   0.57   0.25   0.82   (0.45)     (0.04)   (0.49)   9.11   9.45   11   1.28   0.86   6.35   240
R5   8.78   0.58   0.24   0.82   (0.46)     (0.04)   (0.50)   9.10   9.56   11   1.00   0.81   6.39   240
Y   8.78   0.58   0.24   0.82   (0.46)     (0.04)   (0.50)   9.10   9.61   2,046   0.94   0.76   6.39   240
F   8.78   0.58   0.25   0.83   (0.47)     (0.04)   (0.51)   9.10   9.66   23,084   0.93   0.75   6.45   240
SDR   8.79   0.58   0.25   0.83   (0.47)     (0.04)   (0.51)   9.11   9.65   37,109   0.93   0.75   6.44   240
For the Year Ended October 31, 2018
A   $ 9.98   $  0.50   $  (1.02)   $  (0.52)   $ (0.32)   $  (0.13)   $ (0.22)   $ (0.67)   $  8.79   (5.34)%   $  3,389   1.29%   1.08%   5.42%   285%
C   9.95   0.41   (1.01)   (0.60)   (0.28)   (0.13)   (0.20)   (0.61)   8.74   (6.27)   414   2.16   1.90   4.52   285
I   9.97   0.52   (1.02)   (0.50)   (0.34)   (0.13)   (0.22)   (0.69)   8.78   (5.22)   36,557   1.02   0.85   5.63   285
R3   9.97   0.50   (1.03)   (0.53)   (0.30)   (0.13)   (0.21)   (0.64)   8.80   (5.43)   10   1.65   1.25   5.23   285
R4   9.97   0.52   (1.03)   (0.51)   (0.33)   (0.13)   (0.22)   (0.68)   8.78   (5.25)   10   1.35   0.92   5.54   285
R5   9.97   0.53   (1.03)   (0.50)   (0.34)   (0.13)   (0.22)   (0.69)   8.78   (5.23)   10   1.06   0.85   5.58   285
Y   9.97   0.49   (0.98)   (0.49)   (0.34)   (0.13)   (0.23)   (0.70)   8.78   (5.17)   970   0.95   0.77   5.29   285
F   9.96   0.53   (1.01)   (0.48)   (0.34)   (0.13)   (0.23)   (0.70)   8.78   (5.04)   28,842   0.94   0.75   5.67   285
SDR   9.98   0.56   (1.05)   (0.49)   (0.34)   (0.13)   (0.23)   (0.70)   8.79   (5.11)   34,841   0.94   0.75   5.89   285
For the Year Ended October 31, 2017
A   $ 9.79   $  0.55   $  0.27   $  0.82   $ (0.53)   $  (0.10)   $  —   $ (0.63)   $  9.98   8.83%   $  2,472   1.15%   1.03%   5.65%   212%
C   9.78   0.46   0.29   0.75   (0.48)   (0.10)     (0.58)   9.95   8.01   73   2.03   1.90   4.72   212
I   9.78   0.57   0.28   0.85   (0.56)   (0.10)     (0.66)   9.97   9.08   15,441   0.94   0.82   5.86   212
R3   9.78   0.54   0.28   0.82   (0.53)   (0.10)     (0.63)   9.97   8.74   36   1.63   1.19   5.53   212
R4   9.78   0.55   0.28   0.83   (0.54)   (0.10)     (0.64)   9.97   8.88   11   1.33   1.02   5.67   212
R5   9.78   0.57   0.27   0.84   (0.55)   (0.10)     (0.65)   9.97   9.07   11   1.04   0.85   5.82   212
Y   9.78   0.57   0.28   0.85   (0.56)   (0.10)     (0.66)   9.97   9.16   122   0.91   0.79   5.81   212
F   9.70   0.39   0.30   0.69   (0.43)       (0.43)   9.96   7.22 (6)   11   0.87 (7)   0.75 (7)   5.90 (7)   212
SDR   9.79   0.58   0.27   0.85   (0.56)   (0.10)     (0.66)   9.98   9.16   57,054   0.87   0.75   5.93   212
Hartford Schroders International Multi-Cap Value Fund
For the Year Ended October 31, 2021
A   $ 7.76   $  0.21   $  2.57   $  2.78   $ (0.22)   $  —   $  —   $ (0.22)   $ 10.32   36.00%   $  98,511   1.11%   1.11%   2.12%   85%
C   7.71   0.13   2.56   2.69   (0.15)       (0.15)   10.25   34.97   14,700   1.85   1.85   1.34   85
I   7.75   0.24   2.57   2.81   (0.25)       (0.25)   10.31   36.41   713,835   0.85   0.85   2.39   85
R3   7.73   0.18   2.56   2.74   (0.19)       (0.19)   10.28   35.61   17,169   1.46   1.40   1.81   85
R4   7.74   0.23   2.54   2.77   (0.22)       (0.22)   10.29   35.96   5,890   1.16   1.16   2.28   85
R5   7.75   0.23   2.57   2.80   (0.25)       (0.25)   10.30   36.25   18,070   0.85   0.85   2.28   85
Y   7.75   0.24   2.57   2.81   (0.25)       (0.25)   10.31   36.43   285,533   0.85   0.82   2.44   85
F   7.76   0.25   2.56   2.81   (0.26)       (0.26)   10.31   36.35   578,284   0.75   0.75   2.52   85
SDR   7.74   0.25   2.57   2.82   (0.26)       (0.26)   10.30   36.57   871,784   0.75   0.75   2.49   85
The accompanying notes are an integral part of these financial statements.

103


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders International Multi-Cap Value Fund – (continued)
For the Year Ended October 31, 2020
A   $ 9.05   $  0.17   $  (1.24)   $  (1.07)   $ (0.22)   $  —   $  —   $ (0.22)   $  7.76   (12.01)%   $  65,123   1.12%   1.12%   2.12%   119%
C   8.99   0.11   (1.23)   (1.12)   (0.16)       (0.16)   7.71   (12.69)   12,691   1.86   1.86   1.32   119
I   9.05   0.20   (1.26)   (1.06)   (0.24)       (0.24)   7.75   (11.86)   538,073   0.85   0.85   2.37   119
R3   9.02   0.14   (1.24)   (1.10)   (0.19)       (0.19)   7.73   (12.42)   13,398   1.48   1.48   1.71   119
R4   9.03   0.17   (1.24)   (1.07)   (0.22)       (0.22)   7.74   (12.07)   2,328   1.18   1.18   2.13   119
R5   9.04   0.20   (1.25)   (1.05)   (0.24)       (0.24)   7.75   (11.75)   17,008   0.86   0.86   2.42   119
Y   9.04   0.20   (1.24)   (1.04)   (0.25)       (0.25)   7.75   (11.72)   165,134   0.86   0.81   2.49   119
F   9.05   0.21   (1.25)   (1.04)   (0.25)       (0.25)   7.76   (11.65)   357,583   0.76   0.76   2.58   119
SDR   9.04   0.21   (1.26)   (1.05)   (0.25)       (0.25)   7.74   (11.78)   577,640   0.76   0.76   2.54   119
For the Year Ended October 31, 2019
A   $ 8.97   $  0.27   $  0.28   $  0.55   $ (0.25)   $  (0.22)   $  —   $ (0.47)   $  9.05   6.61%   $  106,530   1.12%   1.12%   3.03%   119%
C   8.90   0.19   0.30   0.49   (0.18)   (0.22)     (0.40)   8.99   5.91   21,500   1.87   1.87   2.12   119
I   8.96   0.28   0.30   0.58   (0.27)   (0.22)     (0.49)   9.05   6.98   740,680   0.86   0.86   3.13   119
R3   8.94   0.28   0.25   0.53   (0.23)   (0.22)     (0.45)   9.02   6.36   19,748   1.48   1.48   3.25   119
R4   8.95   0.26   0.29   0.55   (0.25)   (0.22)     (0.47)   9.03   6.57   2,746   1.18   1.18   3.01   119
R5   8.95   0.26   0.32   0.58   (0.27)   (0.22)     (0.49)   9.04   6.97   21,262   0.87   0.87   2.99   119
Y   8.96   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.04   6.93   146,587   0.85   0.80   3.29   119
F   8.97   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.05   6.98   377,025   0.76   0.76   3.31   119
SDR   8.96   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.04   6.99   636,333   0.76   0.76   3.27   119
For the Year Ended October 31, 2018
A   $ 10.18   $  0.23   $  (1.09)   $  (0.86)   $ (0.24)   $  (0.11)   $  —   $ (0.35)   $  8.97   (8.71)%   $  67,252   1.13%   1.10%   2.26%   87%
C   10.12   0.17   (1.10)   (0.93)   (0.18)   (0.11)     (0.29)   8.90   (9.47)   25,614   1.88   1.85   1.71   87
I   10.17   0.26   (1.09)   (0.83)   (0.27)   (0.11)     (0.38)   8.96   (8.47)   875,109   0.87   0.84   2.64   87
R3   10.15   0.22   (1.10)   (0.88)   (0.22)   (0.11)     (0.33)   8.94   (8.96)   613   1.50   1.43   2.22   87
R4   10.16   0.20   (1.06)   (0.86)   (0.24)   (0.11)     (0.35)   8.95   (8.76)   1,312   1.20   1.16   2.03   87
R5   10.17   0.27   (1.11)   (0.84)   (0.27)   (0.11)     (0.38)   8.95   (8.58)   22,482   0.88   0.85   2.68   87
Y   10.17   0.25   (1.07)   (0.82)   (0.28)   (0.11)     (0.39)   8.96   (8.42)   80,993   0.83   0.81   2.57   87
F   10.18   0.28   (1.10)   (0.82)   (0.28)   (0.11)     (0.39)   8.97   (8.38)   251,677   0.78   0.75   2.78   87
SDR   10.17   0.27   (1.09)   (0.82)   (0.28)   (0.11)     (0.39)   8.96   (8.38)   540,822   0.78   0.75   2.69   87
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 (10)   9.13   0.17   1.02   1.19   (0.14)       (0.14)   10.18   13.07 (6)   110,585   0.83 (7)   0.75 (7)   2.60 (7)   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
The accompanying notes are an integral part of these financial statements.

104


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
  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
For the Year Ended October 31, 2021
A   $ 14.14   $  0.16   $  4.77   $  4.93   $ (0.00) (5)   $  —   $  —   $  —   $ 19.07   34.90%   $  285,278   1.06%   1.06%   0.89%   28%
C   13.43   0.02   4.52   4.54           17.97   33.80   20,788   1.80   1.80   0.13   28
I   13.71   0.21   4.62   4.83   (0.05)       (0.05)   18.49   35.30   1,981,793   0.79   0.79   1.18   28
R3   13.63   0.10   4.58   4.68           18.31   34.34   1,190   1.42   1.41   0.55   28
R4   13.67   0.14   4.61   4.75   (0.00) (5)         18.42   34.78   3,841   1.12   1.12   0.79   28
R5   13.72   0.20   4.62   4.82   (0.05)       (0.05)   18.49   35.20   24,588   0.81   0.81   1.14   28
Y   13.76   0.21   4.62   4.83   (0.05)       (0.05)   18.54   35.17   248,058   0.81   0.81   1.17   28
F   13.74   0.22   4.63   4.85   (0.07)       (0.07)   18.52   35.36   618,602   0.70   0.70   1.25   28
SDR   13.73   0.22   4.62   4.84   (0.07)       (0.07)   18.50   35.31   447,317   0.71   0.71   1.25   28
For the Year Ended October 31, 2020
A   $ 12.91   $  0.07   $  1.30   $  1.37   $ (0.14)   $  —   $  —   $ (0.14)   $ 14.14   10.63%   $  114,042   1.12%   1.11%   0.49%   34%
C   12.25   (0.03)   1.25   1.22   (0.04)       (0.04)   13.43   9.93   6,687   1.85   1.85   (0.21)   34
I   12.51   0.10   1.26   1.36   (0.16)       (0.16)   13.71   10.93   516,721   0.83   0.83   0.79   34
R3   12.47   0.03   1.26   1.29   (0.13)       (0.13)   13.63   10.38   734   1.46   1.45   0.25   34
R4   12.50   0.07   1.25   1.32   (0.15)       (0.15)   13.67   10.62   2,536   1.15   1.15   0.51   34
R5   12.52   0.11   1.26   1.37   (0.17)       (0.17)   13.72   10.96   12,208   0.83   0.83   0.84   34
Y   12.52   0.06   1.32   1.38   (0.14)       (0.14)   13.76   11.09   66,753   0.82   0.82   0.45   34
F   12.52   0.11   1.28   1.39   (0.17)       (0.17)   13.74   11.13   169,576   0.75   0.75   0.86   34
SDR   12.52   0.11   1.27   1.38   (0.17)       (0.17)   13.73   11.07   136,358   0.75   0.75   0.86   34
For the Year Ended October 31, 2019
A   $ 12.46   $  0.17   $  1.18   $  1.35   $ (0.15)   $  (0.75)   $  —   $ (0.90)   $ 12.91   12.04%   $  46,241   1.16%   1.14%   1.42%   37%
C   11.90   0.10   1.10   1.20   (0.10)   (0.75)     (0.85)   12.25   11.16   3,530   1.90   1.87   0.88   37
I   12.09   0.21   1.13   1.34   (0.17)   (0.75)     (0.92)   12.51   12.39   218,391   0.86   0.83   1.81   37
R3   12.08   0.16   1.13   1.29   (0.15)   (0.75)     (0.90)   12.47   11.93   190   1.44   1.33   1.35   37
R4   12.09   0.15   1.17   1.32   (0.16)   (0.75)     (0.91)   12.50   12.15   292   1.12   1.05   1.24   37
R5   12.10   0.15   1.19   1.34   (0.17)   (0.75)     (0.92)   12.52   12.33   1,066   0.80   0.78   1.21   37
Y   12.11   0.21   1.12   1.33   (0.17)   (0.75)     (0.92)   12.52   12.38   676   0.87   0.84   1.80   37
F   12.10   0.22   1.12   1.34   (0.17)   (0.75)     (0.92)   12.52   12.47   70,305   0.78   0.76   1.85   37
SDR   12.10   0.21   1.14   1.35   (0.18)   (0.75)     (0.93)   12.52   12.45   100,663   0.80   0.76   1.80   37
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
The accompanying notes are an integral part of these financial statements.

105


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders International Stock Fund – (continued)
For the Year Ended October 31, 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 (10)   10.87   0.04   2.31   2.35           13.22   21.62 (6)   844   0.85 (7)   0.80 (7)   0.52 (7)   53
SDR   10.70   0.17   2.55   2.72   (0.19)       (0.19)   13.23   25.88   77,051   0.86   0.80   1.45   53
Hartford Schroders Securitized Income Fund
For the Year Ended October 31, 2021
A   $ 9.79   $  0.17   $  0.10   $  0.27   $ (0.15)   $  —   $  —   $ (0.15)   $  9.91   2.77%   $  5,167   1.26% (11)   1.06% (12)   1.66% (13)   71%
C   9.79   0.07   0.10   0.17   (0.07)       (0.07)   9.89   1.69   432   2.07 (11)   2.06 (12)   0.66 (13)   71
I   9.79   0.17   0.10   0.27   (0.17)       (0.17)   9.89   2.82   89,260   1.03 (11)   0.97 (12)   1.73 (13)   71
Y   9.79   0.18   0.10   0.28   (0.18)       (0.18)   9.89   2.87   4,187   0.99 (11)   0.92 (12)   1.78 (13)   71
F   9.78   0.19   0.10   0.29   (0.19)       (0.19)   9.88   2.97   2,096   0.98 (11)   0.84 (12)   1.88 (13)   71
SDR   9.78   0.18   0.11   0.29   (0.19)       (0.19)   9.88   2.97   24,467   0.97 (11)   0.84 (12)   1.84 (13)   71
For the Year Ended October 31, 2020
A   $ 10.06   $  0.21   $  (0.25)   $  (0.04)   $ (0.22)   $  (0.01)   $  —   $ (0.23)   $  9.79   (0.41)%   $  5,553   1.54% (14)   1.10% (15)(16)   2.12% (17)   78%
C (18)   10.12   0.04   (0.31)   (0.27)   (0.06)   0.00     (0.06)   9.79   (2.64) (6)   443   2.52 (7)(14)   2.29 (7)(15)(16)   0.55 (7)(17)   78
I   10.06   0.19   (0.23)   (0.04)   (0.22)   (0.01)     (0.23)   9.79   (0.42)   65,636   1.34 (14)   1.12 (15)(16)   1.94 (17)   78
Y   10.06   0.21   (0.25)   (0.04)   (0.22)   (0.01)     (0.23)   9.79   (0.36)   3,571   1.29 (14)   1.07 (15)(16)   2.20 (17)   78
F   10.05   0.22   (0.26)   (0.04)   (0.22)   (0.01)     (0.23)   9.78   (0.34)   2,035   1.28 (14)   1.06 (15)(16)   2.25 (17)   78
SDR   10.05   0.23   (0.26)   (0.03)   (0.23)   (0.01)     (0.24)   9.78   (0.31)   16,688   1.28 (14)   1.07 (15)(16)   2.32 (17)   78
For the Period Ended October 31, 2019(19)
A   $ 10.00   $  0.17   $  0.03   $  0.20   $ (0.14)   $  —   $  —   $ (0.14)   $ 10.06   2.04% (6)   $  3,571   1.58% (7)(20)   1.00% (7)(16)(21)   2.49% (7)(22)   35%
I   10.00   0.17   0.04   0.21   (0.15)       (0.15)   10.06   2.09 (6)   4,633   1.33 (7)(20)   0.96 (7)(16)(21)   2.52 (7)(22)   35
Y   10.00   0.17   0.04   0.21   (0.15)       (0.15)   10.06   2.13 (6)   3,583   1.27 (7)(20)   0.91 (7)(16)(21)   2.58 (7)(22)   35
F   10.00   0.18   0.03   0.21   (0.16)       (0.16)   10.05   2.06 (6)   2,544   1.26 (7)(20)   0.89 (7)(16)(21)   2.61 (7)(22)   35
SDR   10.00   0.17   0.04   0.21   (0.16)       (0.16)   10.05   2.19 (6)   80,616   1.24 (7)(20)   0.86 (7)(16)(21)   2.55 (7)(22)   35
Hartford Schroders Tax-Aware Bond Fund
For the Year Ended October 31, 2021
A   $ 11.42   $  0.12   $  —(5)   $  0.12   $ (0.12)   $  (0.15)   $  —   $ (0.27)   $ 11.27   1.08%   $  63,475   0.82%   0.71%   1.09%   109%
C   11.44   0.03   (0.02)   0.01   (0.02)   (0.15)     (0.17)   11.28   0.11   7,768   1.64   1.58   0.22   109
I   11.43   0.15   (0.01)   0.14   (0.14)   (0.15)     (0.29)   11.28   1.30   279,048   0.59   0.49   1.31   109
Y   11.44   0.14   (0.01)   0.13   (0.14)   (0.15)     (0.29)   11.28   1.14   286   0.62   0.56   1.24   109
F   11.44   0.15   (0.01)   0.14   (0.15)   (0.15)     (0.30)   11.28   1.24   40,994   0.51   0.46   1.34   109
SDR   11.43   0.15   (0.01)   0.14   (0.15)   (0.15)     (0.30)   11.27   1.24   64,292   0.51   0.46   1.34   109
For the Year Ended October 31, 2020
A   $ 11.34   $  0.16   $  0.32   $  0.48   $ (0.17)   $  (0.23)   $  —   $ (0.40)   $ 11.42   4.31%   $  56,486   0.82%   0.71%   1.39%   186%
C   11.34   0.06   0.33   0.39   (0.06)   (0.23)     (0.29)   11.44   3.53   8,731   1.61   1.55   0.56   186
I   11.34   0.18   0.34   0.52   (0.20)   (0.23)     (0.43)   11.43   4.64   283,060   0.60   0.49   1.61   186
Y   11.35   0.18   0.33   0.51   (0.19)   (0.23)     (0.42)   11.44   4.56   213   0.63   0.56   1.56   186
F   11.35   0.19   0.33   0.52   (0.20)   (0.23)     (0.43)   11.44   4.67   33,074   0.52   0.46   1.64   186
SDR   11.34   0.19   0.33   0.52   (0.20)   (0.23)     (0.43)   11.43   4.68   61,878   0.52   0.46   1.66   186
The accompanying notes are an integral part of these financial statements.

106


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders Tax-Aware Bond Fund – (continued)
For the Year Ended October 31, 2019
A   $ 10.66   $  0.23   $  0.80   $  1.03   $ (0.23)   $  (0.12)   $  —   $ (0.35)   $ 11.34   9.79%   $  36,158   0.83%   0.71%   2.08%   161%
C   10.65   0.14   0.80   0.94   (0.13)   (0.12)     (0.25)   11.34   8.91   7,894   1.61   1.54   1.26   161
I   10.67   0.26   0.79   1.05   (0.26)   (0.12)     (0.38)   11.34   9.95   209,719   0.61   0.48   2.31   161
Y   10.67   0.26   0.79   1.05   (0.25)   (0.12)     (0.37)   11.35   9.98   204   0.60   0.53   2.31   161
F   10.67   0.26   0.80   1.06   (0.26)   (0.12)     (0.38)   11.35   10.06   20,569   0.53   0.46   2.33   161
SDR   10.66   0.26   0.80   1.06   (0.26)   (0.12)     (0.38)   11.34   10.08   60,005   0.53   0.46   2.38   161
For the Year Ended October 31, 2018
A   $ 11.08   $  0.23   $  (0.42)   $  (0.19)   $ (0.22)   $  (0.01)   $  —   $ (0.23)   $ 10.66   (1.77)%   $  25,186   0.86%   0.71%   2.07%   161%
C   11.07   0.14   (0.43)   (0.29)   (0.12)   (0.01)     (0.13)   10.65   (2.64)   4,819   1.62   1.53   1.24   161
I   11.10   0.25   (0.42)   (0.17)   (0.25)   (0.01)     (0.26)   10.67   (1.59)   120,282   0.62   0.46   2.31   161
Y   11.10   0.25   (0.43)   (0.18)   (0.24)   (0.01)     (0.25)   10.67   (1.63)   214   0.57   0.48   2.30   161
F   11.10   0.26   (0.44)   (0.18)   (0.24)   (0.01)     (0.25)   10.67   (1.60)   8,689   0.55   0.46   2.36   161
SDR   11.09   0.25   (0.43)   (0.18)   (0.24)   (0.01)     (0.25)   10.66   (1.60)   59,590   0.55   0.46   2.30   161
For the Year Ended October 31, 2017
A   $ 11.19   $  0.20   $  (0.07)   $  0.13   $ (0.20)   $  (0.04)   $  —   $ (0.24)   $ 11.08   1.20%   $  22,948   0.86%   0.71%   1.83%   72%
C   11.20   0.11   (0.07)   0.04   (0.13)   (0.04)     (0.17)   11.07   0.40   4,712   1.58   1.50   0.96   72
I   11.21   0.23   (0.07)   0.16   (0.23)   (0.04)     (0.27)   11.10   1.45   147,851   0.58   0.46   2.10   72
Y   11.20   0.23   (0.07)   0.16   (0.22)   (0.04)     (0.26)   11.10   1.53   10   0.54   0.46   2.08   72
F   10.93   0.14   0.17   0.31   (0.14)       (0.14)   11.10   2.85 (6)   2,377   0.53 (7)   0.46 (7)   1.96 (7)   72
SDR   11.20   0.23   (0.07)   0.16   (0.23)   (0.04)     (0.27)   11.09   1.46   70,615   0.54   0.46   2.12   72
Hartford Schroders US MidCap Opportunities Fund
For the Year Ended October 31, 2021
A   $ 14.57   $ (0.02)   $  6.09   $  6.07   $ (0.01)   $  —   $  —   $ (0.01)   $ 20.63   41.71%   $  106,982   1.16%   1.16%   (0.10)%   47%
C   14.67   (0.16)   6.13   5.97           20.64   40.70   54,795   1.90   1.90   (0.84)   47
I   15.19   0.03   6.36   6.39   (0.06)       (0.06)   21.52   42.13   457,621   0.89   0.89   0.17   47
R3   14.92   (0.09)   6.24   6.15           21.07   41.22   2,157   1.52   1.52   (0.46)   47
R4   15.08   (0.02)   6.31   6.29           21.37   41.71   856   1.22   1.17   (0.11)   47
R5   15.16   0.03   6.33   6.36   (0.05)       (0.05)   21.47   42.03   874   0.92   0.92   0.17   47
Y   15.18   0.03   6.34   6.37   (0.05)       (0.05)   21.50   42.05   82,958   0.91   0.91   0.15   47
F   15.20   0.05   6.35   6.40   (0.07)       (0.07)   21.53   42.23   83,647   0.80   0.80   0.26   47
SDR   15.23   0.05   6.35   6.40   (0.07)       (0.07)   21.56   42.14   51,180   0.80   0.80   0.26   47
For the Year Ended October 31, 2020
A   $ 15.01   $  0.01   $  (0.35)   $  (0.34)   $  0.00(5)   $  (0.10)   $  —   $ (0.10)   $ 14.57   (2.25)%   $  71,370   1.18%   1.18%   0.06%   53%
C   15.21   (0.10)   (0.34)   (0.44)     (0.10)     (0.10)   14.67   (2.90)   43,785   1.92   1.92   (0.67)   53
I   15.63   0.05   (0.35)   (0.30)   (0.04)   (0.10)     (0.14)   15.19   (1.92)   352,667   0.90   0.90   0.35   53
R3   15.41   (0.04)   (0.35)   (0.39)     (0.10)     (0.10)   14.92   (2.54)   975   1.53   1.53   (0.28)   53
R4   15.53   0.00 (5)   (0.35)   (0.35)     (0.10)     (0.10)   15.08   (2.26)   567   1.23   1.23   0.01   53
R5   15.60   0.05   (0.35)   (0.30)   (0.04)   (0.10)     (0.14)   15.16   (1.96)   1,229   0.93   0.93   0.31   53
Y   15.63   0.05   (0.35)   (0.30)   (0.05)   (0.10)     (0.15)   15.18   (1.93)   77,493   0.91   0.90   0.34   53
F   15.64   0.06   (0.34)   (0.28)   (0.06)   (0.10)     (0.16)   15.20   (1.82)   55,554   0.81   0.81   0.42   53
SDR   15.67   0.07   (0.35)   (0.28)   (0.06)   (0.10)     (0.16)   15.23   (1.81)   37,895   0.81   0.81   0.45   53
The accompanying notes are an integral part of these financial statements.

107


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders US MidCap Opportunities Fund – (continued)
For the Year Ended October 31, 2019
A   $ 13.68   $  0.02   $  1.58   $  1.60   $  —   $  (0.27)   $  —   $ (0.27)   $ 15.01   12.12%   $  87,831   1.27%   1.27%   0.14%   39%
C   13.97   (0.09)   1.60   1.51     (0.27)     (0.27)   15.21   11.29   60,195   2.02   2.02   (0.61)   39
I   14.24   0.06   1.64   1.70   (0.04)   (0.27)     (0.31)   15.63   12.41   496,725   1.00   1.00   0.42   39
R3   14.09   (0.04)   1.63   1.59     (0.27)     (0.27)   15.41   11.69   1,423   1.62   1.62   (0.25)   39
R4   14.17   0.01   1.64   1.65   (0.02)   (0.27)     (0.29)   15.53   12.09   627   1.32   1.32   0.09   39
R5   14.24   0.06   1.62   1.68   (0.05)   (0.27)     (0.32)   15.60   12.32   1,476   1.02   1.02   0.39   39
Y   14.24   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.63   12.50   116,557   0.97   0.95   0.44   39
F   14.25   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.64   12.52   54,955   0.91   0.91   0.48   39
SDR   14.28   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.67   12.49   82,604   0.91   0.91   0.48   39
For the Year Ended October 31, 2018
A   $ 13.97   $  0.01   $  (0.10)   $  (0.09)   $  —   $  (0.20)   $  —   $ (0.20)   $ 13.68   (0.66)%   $  96,491   1.26%   1.25%   0.05%   37%
C   14.37   (0.11)   (0.09)   (0.20)     (0.20)     (0.20)   13.97   (1.49)   67,037   2.02   2.01   (0.72)   37
I   14.52   0.05   (0.11)   (0.06)   (0.02)   (0.20)     (0.22)   14.24   (0.44)   648,971   0.99   0.98   0.31   37
R3   14.43   (0.05)   (0.09)   (0.14)     (0.20)     (0.20)   14.09   (1.06)   950   1.63   1.60   (0.31)   37
R4   14.48     (0.10)   (0.10)   (0.01)   (0.20)     (0.21)   14.17   (0.74)   775   1.33   1.30   (0.03)   37
R5   14.51   0.04   (0.09)   (0.05)   (0.02)   (0.20)     (0.22)   14.24   (0.42)   1,864   1.03   1.00   0.26   37
Y   14.53   0.04   (0.10)   (0.06)   (0.03)   (0.20)     (0.23)   14.24   (0.46)   108,680   0.96   0.94   0.25   37
F   14.53   0.06   (0.11)   (0.05)   (0.03)   (0.20)     (0.23)   14.25   (0.37)   45,449   0.91   0.90   0.38   37
SDR   14.56   0.06   (0.11)   (0.05)   (0.03)   (0.20)     (0.23)   14.28   (0.37)   57,898   0.91   0.90   0.38   37
For the Year Ended October 31, 2017
A   $ 11.98   $ (0.02)   $  2.22   $  2.20   $ (0.02)   $  (0.19)   $  —   $ (0.21)   $ 13.97   18.57%   $  116,594   1.28%   1.27%   (0.12)%   54%
C   12.41   (0.13)   2.31   2.18   (0.03)   (0.19)     (0.22)   14.37   17.75   48,121   2.04   2.02   (0.94)   54
I   12.42   0.02   2.30   2.32   (0.03)   (0.19)     (0.22)   14.52   18.91   620,850   1.02   1.01   0.15   54
R3   12.41   (0.07)   2.30   2.23   (0.02)   (0.19)     (0.21)   14.43   18.28   425   1.64   1.60   (0.49)   54
R4   12.42   (0.04)   2.31   2.27   (0.02)   (0.19)     (0.21)   14.48   18.52   274   1.39   1.30   (0.28)   54
R5   12.42   0.02   2.29   2.31   (0.03)   (0.19)     (0.22)   14.51   18.82   56   1.14   1.00   0.18   54
Y   12.42   0.02   2.31   2.33   (0.03)   (0.19)     (0.22)   14.53   19.00   11,479   0.96   0.94   0.16   54
F (10)   13.63   0.01   0.89   0.90           14.53   6.60 (6)   8,436   0.91 (7)   0.90 (7)   0.14 (7)   54
SDR   12.44   0.03   2.31   2.34   (0.03)   (0.19)     (0.22)   14.56   19.06   21,490   0.91   0.90   0.24   54
Hartford Schroders US Small Cap Opportunities Fund
For the Year Ended October 31, 2021
A   $ 23.20   $ (0.11)   $ 10.39   $ 10.28   $  —   $  —   $  —   $  —   $ 33.48   44.31%   $  38,561   1.38%   1.35%   (0.34)%   56%
C   23.54   (0.34)   10.53   10.19           33.73   43.29   8,574   2.12   2.10   (1.09)   56
I   24.45   (0.02)   10.97   10.95   (0.02)       (0.02)   35.38   44.78   219,197   1.08   1.07   (0.06)   56
R3   24.11   (0.21)   10.81   10.60           34.71   43.97   1,379   1.70   1.63   (0.64)   56
R4   24.35   (0.11)   10.90   10.79           35.14   44.31   739   1.40   1.35   (0.34)   56
R5   24.44   (0.02)   10.95   10.93   (0.03)       (0.03)   35.34   44.75   687   1.10   1.05   (0.06)   56
Y   24.46   (0.01)   10.95   10.94   (0.03)       (0.03)   35.37   44.75   38,267   1.09   1.05   (0.05)   56
F   24.49   0.02   10.97   10.99   (0.06)       (0.06)   35.42   44.92   17,664   0.99   0.95   0.06   56
SDR   24.52   0.02   10.98   11.00   (0.06)       (0.06)   35.46   44.91   34,111   0.99   0.95   0.06   56
The accompanying notes are an integral part of these financial statements.

108


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
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Returns
of
Capital
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Schroders US Small Cap Opportunities Fund – (continued)
For the Year Ended October 31, 2020
A   $ 25.69   $  0.01   $  (1.19)   $  (1.18)   $ (0.02)   $  (1.29)   $  —   $ (1.31)   $ 23.20   (5.02)%   $  23,897   1.42%   1.35%   0.06%   47%
C   26.23   (0.16)   (1.24)   (1.40)     (1.29)     (1.29)   23.54   (5.77)   6,957   2.17   2.10   (0.67)   47
I   27.00   0.09   (1.27)   (1.18)   (0.08)   (1.29)     (1.37)   24.45   (4.78)   144,885   1.11   1.05   0.38   47
R3   26.71   (0.07)   (1.24)   (1.31)     (1.29)     (1.29)   24.11   (5.31)   242   1.73   1.64   (0.30)   47
R4   26.93   0.02   (1.27)   (1.25)   (0.04)   (1.29)     (1.33)   24.35   (5.04)   194   1.43   1.35   0.08   47
R5   26.98   0.06   (1.23)   (1.17)   (0.08)   (1.29)     (1.37)   24.44   (4.78)   293   1.13   1.05   0.25   47
Y   27.00   0.09   (1.26)   (1.17)   (0.08)   (1.29)     (1.37)   24.46   (4.74)   23,531   1.12   1.05   0.39   47
F   27.03   0.10   (1.25)   (1.15)   (0.10)   (1.29)     (1.39)   24.49   (4.68)   10,407   1.01   0.95   0.41   47
SDR   27.06   0.08   (1.23)   (1.15)   (0.10)   (1.29)     (1.39)   24.52   (4.66)   23,538   1.01   0.95   0.36   47
For the Year Ended October 31, 2019
A   $ 25.55   $  0.02   $  2.38   $  2.40   $ (0.01)   $  (2.25)   $  —   $ (2.26)   $ 25.69   11.21%   $  20,928   1.43%   1.35%   0.07%   45%
C   26.20   0.16   2.44   2.28     (2.2500)     (2.25)   26.23   10.43   7,096   2.18   2.10   (0.65)   45
I   26.71   0.10   2.50   2.60   0.06   (2.25)     (2.31)   27.00   11.59   140,024   1.11   1.04   0.40   45
R3   26.53   (0.05)   2.48   2.43     (2.25)     (2.25)   26.71   10.90   111   1.74   1.63   (0.21)   45
R4   26.68     2.54   2.54   (0.04)   (2.25)     (2.29)   26.93   11.33   259   1.44   1.31   (0.01)   45
R5   26.70   0.08   2.51   2.59   (0.06)   (2.25)     (2.31)   26.98   11.56   78   1.12   1.05   0.31   45
Y   26.73   0.11   2.50   2.61   (0.09)   2.25     (2.34)   27.00   11.62   25,883   1.08   1.01   0.43   45
F   26.74   0.12   2.51   2.63   (0.09)   (2.25)     (2.34)   27.03   11.69   4,483   1.02   0.95   0.47   45
SDR   26.78   0.13   2.49   2.62   (0.09)   (2.25)     (2.34)   27.06   11.67   11,328   1.02   0.95   0.50   45
For the Year Ended October 31, 2018
A   $ 27.97   $ (0.02)   $  (0.04)   $  (0.06)   $  —   $  (2.36)   $  —   $ (2.36)   $ 25.55   (0.34)%   $  13,976   1.43%   1.34%   (0.08)%   42%
C   28.82   (0.23)   (0.03)   (0.26)     (2.36)     (2.36)   26.20   (1.08)   6,892   2.18   2.09   (0.84)   42
I   29.14   0.07   (0.05)   0.02   (0.09)   (2.36)     (2.45)   26.71   (0.05)   109,710   1.12   1.04   0.25   42
R3   29.06   (0.08)   (0.05)   (0.13)   (0.04)   (2.36)     (2.40)   26.53   (0.58)   66   1.75   1.58   (0.30)   42
R4   29.08   0.04   (0.04)     (0.04)   (2.36)     (2.40)   26.68   (0.11)   11   1.45   1.13   0.12   42
R5   29.11   0.07   (0.05)   0.02   (0.07)   (2.36)     (2.43)   26.70   (0.02)   19   1.15   1.05   0.23   42
Y   29.14   0.09   (0.05)   0.04   (0.09)   (2.36)     (2.45)   26.73   (0.03)   23,507   1.03   0.95   0.33   42
F   29.15   0.08   (0.04)   0.04   (0.09)   (2.36)     (2.45)   26.74   0.04   2,841   1.03   0.95   0.30   42
SDR   29.19   0.13   (0.08)   0.05   (0.10)   (2.36)     (2.46)   26.78   0.07   10,952   1.03   0.95   0.44   42
For the Year Ended October 31, 2017
A   $ 23.78   $ (0.07)   $  5.71   $  5.64   $ (0.07)   $  (1.38)   $  —   $ (1.45)   $ 27.97   24.43%   $  17,379   1.41%   1.35%   (0.25)%   69%
C   24.66   (0.27)   5.90   5.63   (0.09)   (1.38)     (1.47)   28.82   23.50   4,426   2.14   2.08   (1.00)   69
I   24.67   0.05   5.90   5.95   (0.10)   (1.38)     (1.48)   29.14   24.85   124,651   1.05   1.00   (0.20)   69
R3   24.67   (0.07)   5.91   5.84   (0.07)   (1.38)     (1.45)   29.06   24.36   54   1.76   1.38   (0.27)   69
R4   24.67   (0.01)   5.88   5.87   (0.08)   (1.38)     (1.46)   29.08   24.51   11   1.46   1.22   (0.03)   69
R5   24.67   0.04   5.88   5.92   (0.10)   (1.38)     (1.48)   29.11   24.72   20   1.25   1.05   0.13   69
Y   24.67   (0.05)   6.00   5.95   (0.10)   (1.38)     (1.48)   29.14   24.86   26,227   1.04   0.95   (0.17)   69
F   26.78   0.02   2.35   2.37           29.15   8.85 (6)   1,256   1.00 (7)   0.96 (7)   0.10 (7)   69
SDR   24.71   0.05   5.91   5.96   (0.10)   (1.38)     (1.48)   29.19   24.86   32,525   1.00   0.95   0.17   69
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) Commenced operations on March 31, 2020.
(5) Amount is less than $0.01 per share.
(6) Not annualized.
(7) Annualized.
The accompanying notes are an integral part of these financial statements.

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(8) Commenced operations on September 30, 2021.
(9) Reflects the Fund's portfolio turnover for the period September 30, 2021 through October 31, 2021.
(10) Commenced operations on February 28, 2017.
(11) The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 1.12%, 1.93%, 0.89%, 0.85%, 0.84% and 0.84% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(12) The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 0.92%, 1.92%, 0.83%, 0.78%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(13) The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2021 was 1.80%, 0.80%, 1.87%, 1.92%, 2.02% and 1.98% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(14) The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 1.18%, 2.16%, 0.97%, 0.92%, 0.92% and 0.92% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(15) The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 0.74%, 1.93%, 0.76%, 0.71%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(16) 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).
(17) The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2020 was 2.48%, 0.91%, 2.30%, 2.56%, 2.61% and 2.69% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(18) Commenced operations on February 28, 2020.
(19) Commenced operations on February 28, 2019.
(20) The ratio of expenses before adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 1.39%, 1.14%, 1.09%, 1.07% and 1.07% for Class A, Class I, Class Y, Class F and Class SDR, respectively.
(21) The ratio of expenses after adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 0.79%, 0.76%, 0.70%, 0.68% and 0.70% for Class A, Class I, Class Y, Class F and Class SDR, respectively. This includes the impact of certain non-contractual waivers.
(22) The ratio of net investment income to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 2.68%, 2.71%, 2.77%, 2.81% and 2.71% for Class A, Class I, Class Y, Class F and Class SDR, respectively.
The accompanying notes are an integral part of these financial statements.

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 Notes to Financial Statements
 October 31, 2021  

1. Organization:
  The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of thirteen series, as of October 31, 2021. Financial statements of each series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
   
The Hartford Mutual Funds II, Inc.:
Hartford Schroders China A Fund (the "China A Fund")
Hartford Schroders Diversified Emerging Markets Fund (the "Diversified Emerging Markets Fund")
Hartford Schroders Emerging Markets Equity Fund (the "Emerging Markets Equity Fund")
Hartford Schroders Emerging Markets Multi-Sector Bond Fund (the "Emerging Markets Multi-Sector Bond Fund")
Hartford Schroders International Multi-Cap Value Fund (the "International Multi-Cap Value Fund")
Hartford Schroders International Stock Fund (the "International Stock Fund")
Hartford Schroders Securitized Income Fund (the "Securitized Income Fund")
Hartford Schroders Tax-Aware Bond Fund (the "Tax-Aware Bond Fund")
Hartford Schroders US MidCap Opportunities Fund (the "US MidCap Opportunities Fund")
Hartford Schroders US Small Cap Opportunities Fund (the "US Small Cap Opportunities Fund")
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except China A Fund and Emerging Markets Multi-Sector Bond Fund, is a diversified open-end management investment company. China A Fund and Emerging Markets Multi-Sector Bond Fund are each a non-diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification-Topic 946, “Financial Services – Investment Companies”.
Diversified Emerging Markets Fund commenced operations on September 30, 2021. Each Fund, except Diversified Emerging Markets Fund, has registered for sale Class A, Class C, Class I, Class Y, Class F and Class SDR shares. In addition, each Fund, except China A Fund, Diversified Emerging Markets Fund, Securitized Income Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Diversified Emerging Markets Fund has registered for sale Class SDR shares. Class A shares of each Fund, except Emerging Markets Multi-Sector Bond Fund, Securitized Income Fund and Tax-Aware Bond Fund, are sold with a front-end sales charge of up to 5.50%. Class A shares of Emerging Markets Multi-Sector Bond Fund and Tax-Aware Bond Fund are sold with a front-end sales charge of up to 4.50%. Class A shares of Securitized Income Fund are sold with a front-end sales charge of 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 April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, Y, F and SDR shares do not have a sales charge. Effective as of the close of business on April 15, 2021, the Emerging Markets Equity Fund is closed to new investors, subject to certain exceptions. For more information, please see the Emerging Markets Equity 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 on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on

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 October 31, 2021  

  prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments

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Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund's Schedule of Investments.
c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.
  The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
  Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available.
  Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Please refer to Note 8 for Securities Lending information.
d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.
e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
  A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
  Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

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 October 31, 2021  

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.
g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.
  Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
  Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Equity Fund, International Stock Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Securitized Income Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year.
  Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
h) Cash Flow Information – The Securitized Income Fund has included a Statement of Cash Flows, which provides additional information on cash receipts and cash payments, as a result of its significant investments in reverse repurchase agreements throughout the year. Cash may include domestic and foreign currency as well as restricted cash held at brokers.
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 October 31, 2021.
  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 October 31, 2021.

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 October 31, 2021  

c) Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of October 31, 2021.
d) Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund's Schedule of Investments, if applicable, for inflation-indexed bonds as of October 31, 2021.
e) Reverse Repurchase Agreements – Reverse repurchase agreements involve the sale of securities held by a Fund with an agreement to repurchase the securities at an agreed-upon price, date and interest payment. Reverse repurchase agreements carry the risk that the market value of the securities that a Fund is obligated to repurchase may decline below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of securities. The use of reverse repurchase agreements may increase the possibility of fluctuation in a Fund’s net asset value.
  During the year ended October 31, 2021, Securitized Income Fund had used Reverse Repurchase Agreements. For the year ended October 31, 2021, the average amount of borrowings was $18,937,484 and the annualized weighted average interest rate was 0.79% during the year.
f) Special Purpose Acquisition Companies – A Fund may invest in special purpose acquisition companies (“SPACs”) or similar special purpose entities. SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Because SPACs and similar entities have no operating history or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Some SPACs may pursue acquisitions only within certain industries or regions, which may increase the volatility of their securities’ prices. In addition, these securities, which are typically traded in the OTC market, may be considered illiquid and/or be subject to restrictions on resale. A Fund may enter into a contingent commitment with a SPAC to purchase shares of private investments in public equity investments (“PIPE”) if and when the SPAC completes its merger or acquisition; however if the commitment expires, then no shares are purchased. Purchased PIPE shares will be restricted from trading until the registration statement for the shares is declared effective. Upon registration, the shares can be freely sold; however, in certain circumstances, the issuer may have the right to temporarily suspend trading of the shares in the first year after the merger. The US Small Cap Opportunities Fund had contingent commitments outstanding of approximately $2,187,780 to purchase PIPE shares as of October 31, 2021.
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.

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 Notes to Financial Statements – (continued)
 October 31, 2021  

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
  Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
  During the year ended October 31, 2021, each of Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund and Securitized Income Fund had used Foreign Currency Contracts.
b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
  During the year ended October 31, 2021, each of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, Securitized Income Fund and Tax-Aware Bond Fund had used Futures Contracts.
c) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. 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

116


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
  Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
  Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the year ended October 31, 2021, the Emerging Markets Multi-Sector Bond Fund had used Credit Default Swaps.
d) Additional Derivative Instrument Information:
  China A Fund
   
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ (92,970)   $ —   $ (92,970)
Total $ —   $ —   $ —   $ (92,970)   $ —   $ (92,970)
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   111
Futures Contracts Number of Short Contracts   (111)

117


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Diversified Emerging Markets Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on foreign currency contracts $ —   $ 2,582   $ —   $  —   $ —   $ 2,582
Total $ —   $ 2,582   $ —   $  —   $ —   $ 2,582
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ —   $  —   $ —   $ 9,512   $ —   $ 9,512
Unrealized depreciation on foreign currency contracts   482         482
Total $ —   $  482   $ —   $ 9,512   $ —   $ 9,994
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $  —   $ —   $ 25,311   $ —   $ 25,311
Net realized gain (loss) on foreign currency contracts   (2,035)         (2,035)
Total $ —   $ (2,035)   $ —   $ 25,311   $ —   $ 23,276
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $  —   $ —   $  (9,512)   $ —   $  (9,512)
Net change in unrealized appreciation (depreciation) of foreign currency contracts   2,100         2,100
Total $ —   $  2,100   $ —   $  (9,512)   $ —   $  (7,412)
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   4
Foreign Currency Contracts Purchased at Contract Amount   $ 2,463
Foreign Currency Contracts Sold at Contract Amount   $ 8,427
Emerging Markets Equity Fund 
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Net realized gain (loss) on futures contracts $ —   $  —   $ —   $ (61,403)   $ —   $ (61,403)
Net realized gain (loss) on foreign currency contracts   71         71
Total $ —   $ 71   $ —   $ (61,403)   $ —   $ (61,332)

118


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Emerging Markets Multi-Sector Bond Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on foreign currency contracts $ —   $ 42,634   $  —   $ —   $ —   $ 42,634
Unrealized appreciation on swap contracts(1)     2,268       2,268
Total $ —   $ 42,634   $ 2,268   $ —   $ —   $ 44,902
Liabilities:                      
Unrealized depreciation on foreign currency contracts $ —   $ 39,337   $  —   $ —   $ —   $ 39,337
Unrealized depreciation on swap contracts(1)     101       101
Total $ —   $ 39,337   $  101   $ —   $ —   $ 39,438
    
(1) Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Net realized gain (loss) on futures contracts $ 94,561   $  —   $  —   $ —   $ —   $  94,561
Net realized gain (loss) on swap contracts     (36,335)       (36,335)
Net realized gain (loss) on foreign currency contracts   252,140         252,140
Total $ 94,561   $ 252,140   $ (36,335)   $ —   $ —   $ 310,366
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of swap contracts $  —   $  —   $  63,234   $ —   $ —   $  63,234
Net change in unrealized appreciation (depreciation) of foreign currency contracts   (82,230)         (82,230)
Total $  —   $  (82,230)   $  63,234   $ —   $ —   $  (18,996)
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Short Contracts   (2)
Swap Contracts at Notional Amount   1,303,333
Foreign Currency Contracts Purchased at Contract Amount   $ 5,092,260
Foreign Currency Contracts Sold at Contract Amount   $ 2,170,255
International Multi-Cap Value Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ —   $  —   $ —   $ 11,758   $ —   $  11,758
Unrealized appreciation on foreign currency contracts   1,721,034         1,721,034
Total $ —   $ 1,721,034   $ —   $ 11,758   $ —   $ 1,732,792
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    

119


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

International Multi-Cap Value Fund – (continued)
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $  —   $ —   $ 4,080,366   $ —   $  4,080,366
Net realized gain (loss) on foreign currency contracts   (9,922,050)         (9,922,050)
Total $ —   $ (9,922,050)   $ —   $ 4,080,366   $ —   $ (5,841,684)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $  —   $ —   $  11,758   $ —   $  11,758
Net change in unrealized appreciation (depreciation) of foreign currency contracts   2,523,788         2,523,788
Total $ —   $  2,523,788   $ —   $  11,758   $ —   $  2,535,546
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   268
Foreign Currency Contracts Purchased at Contract Amount   $  12,270,354
Foreign Currency Contracts Sold at Contract Amount   $ 106,503,972
Securitized Income Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on foreign currency contracts $  —   $ 93,996   $ —   $ —   $ —   $  93,996
Total $  —   $ 93,996   $ —   $ —   $ —   $  93,996
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ 224,360   $  —   $ —   $ —   $ —   $ 224,360
Unrealized depreciation on foreign currency contracts   15         15
Total $ 224,360   $  15   $ —   $ —   $ —   $ 224,375
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    

120


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Securitized Income Fund – (continued)
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ (224,526)   $  —   $ —   $ —   $ —   $ (224,526)
Net realized gain (loss) on foreign currency contracts   66,287         66,287
Total $ (224,526)   $ 66,287   $ —   $ —   $ —   $ (158,239)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ (224,360)   $  —   $ —   $ —   $ —   $ (224,360)
Net change in unrealized appreciation (depreciation) of foreign currency contracts   98,796         98,796
Total $ (224,360)   $ 98,796   $ —   $ —   $ —   $ (125,564)
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   36
Foreign Currency Contracts Purchased at Contract Amount   $  928,439
Foreign Currency Contracts Sold at Contract Amount   $ 17,679,721
Tax-Aware Bond Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ 403,918   $ —   $ —   $ —   $ —   $ 403,918
Total $ 403,918   $ —   $ —   $ —   $ —   $ 403,918
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ 3,358,564   $ —   $ —   $ —   $ —   $ 3,358,564
Total $ 3,358,564   $ —   $ —   $ —   $ —   $ 3,358,564
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $  (116,417)   $ —   $ —   $ —   $ —   $  (116,417)
Total $  (116,417)   $ —   $ —   $ —   $ —   $  (116,417)

121


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Tax-Aware Bond Fund – (continued)
 
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Short Contracts   (582)
e) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
  The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of October 31, 2021:
   
Diversified Emerging Markets Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 2,582   $ (482)
Futures contracts     (9,512)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   2,582   (9,994)
Derivatives not subject to a MNA     9,512
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 2,582   $ (482)
    
Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
JP Morgan Chase & Co.   $ 2,582   $ —   $ —   $ —   $ 2,582
Total   $ 2,582   $ —   $ —   $ —   $ 2,582
                     
                     
    
Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged
  Cash
Collateral
Pledged
  Net Amount
of Liabilities
Morgan Stanley   $ (482)   $ —   $ —   $ —   $ (482)
Total   $ (482)   $ —   $ —   $ —   $ (482)
    
Emerging Markets Multi-Sector Bond Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 42,634   $ (39,337)
Swap contracts   2,268   (101)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   44,902   (39,438)
Derivatives not subject to a MNA    
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 44,902   $ (39,438)
    

122


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
Bank of America Securities LLC   $  6,656   $  (5,362)   $ —   $ —   $  1,294
JP Morgan Chase & Co.   3,116   (3,116)      
Morgan Stanley   2,268   (2,245)       23
UBS AG   32,862   (5,079)       27,783
Total   $ 44,902   $ (15,802)   $ —   $ —   $ 29,100
                     
                     
    
Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged
  Cash
Collateral
Pledged
  Net Amount
of Liabilities
Bank of America Securities LLC   $  (5,362)   $  5,362   $ —   $ —   $  —
Citibank NA   (17,747)         (17,747)
JP Morgan Chase & Co.   (9,005)   3,116       (5,889)
Morgan Stanley   (2,245)   2,245      
UBS AG   (5,079)   5,079      
Total   $ (39,438)   $ 15,802   $ —   $ —   $ (23,636)
    
International Multi-Cap Value Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 1,721,034   $ —
Futures contracts   11,758  
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   1,732,792  
Derivatives not subject to a MNA   (11,758)  
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 1,721,034   $ —
    
Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
Bank of America Securities LLC   $  665,682   $ —   $ —   $ —   $  665,682
JP Morgan Chase & Co.   873,255         873,255
Morgan Stanley   182,097         182,097
Total   $ 1,721,034   $ —   $ —   $ —   $ 1,721,034
                     
                     
    
Securitized Income Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 93,996   $  (15)
Futures contracts     (224,360)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   93,996   (224,375)
Derivatives not subject to a MNA     224,360
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 93,996   $  (15)
    
Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
BNP Paribas Securities Services   $ 69,623   $ —   $ —   $ —   $ 69,623
JP Morgan Chase & Co.   24,373         24,373
Total   $ 93,996   $ —   $ —   $ —   $ 93,996
                     
                     
    

123


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged
  Cash
Collateral
Pledged
  Net Amount
of Liabilities
UBS AG   $ (15)   $ —   $ —   $ —   $ (15)
Total   $ (15)   $ —   $ —   $ —   $ (15)
    
Tax-Aware Bond Fund        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ 403,918   $ —
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   403,918  
Derivatives not subject to a MNA   (403,918)  
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  —   $ —
5. Principal Risks:
  A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
  The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
  Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

124


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.
  As a result of the China A Fund’s focus in China A shares, the China A Fund may be subject to increased currency, political, economic, social, environmental, regulatory and other risks not typically associated with investing in a larger number of countries or regions. Over the last few decades, the Chinese government has undertaken reform of economic and market practices and has expanded the sphere of private ownership of property in China. Nevertheless, China remains an emerging market and demonstrates significantly higher volatility from time to time in comparison to developed markets. China A shares are equity securities of companies located in mainland China that trade on the Shanghai Stock Exchange and the Shenzhen Stock Exchange. The China A Fund may invest in China A shares through the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect programs (collectively, “Stock Connect”). The Shanghai and Shenzhen stock exchanges may close for extended periods for holidays or otherwise, which impacts the China A Fund’s ability to trade in China A shares during those periods. Trading suspensions in certain stocks and extended market closures could lead to greater market execution risk, valuation risks, liquidity risks, and costs for the China A Fund. The China A Fund’s investments in China A shares are generally subject to the laws of the People’s Republic of China (“PRC”), including local securities regulations and listing rules. As a result of different legal standards, the China A Fund faces the risk of being unable to enforce its rights with respect to its China A shares holdings. Investing in China A shares is subject to trading, clearance, settlement and other procedures, which could pose risks to the China A Fund. Trading through Stock Connect is currently subject to a daily quota, which may restrict the China A Fund’s ability to invest in China A shares through Stock Connect on a timely basis and could affect the China A Fund’s ability to effectively pursue its investment strategy. Stock Connect will only operate on days when both the Chinese and Hong Kong markets are open for trading and when banking services are available in both markets on the corresponding settlement days. Therefore, an investment in China A shares through Stock Connect may subject the China A Fund to the risk of price fluctuations on days when the Chinese markets are open, but Stock Connect is not trading. If the China A Fund invests through the Qualified Foreign Institutional Investor or Renminbi Qualified Foreign Institutional Investor systems, it may be subject to additional risks, such as failure to achieve best execution, trading disruption, custody risk and credit loss. In difficult market conditions, the China A Fund may not be able to sell its investments easily or at all, which could affect Fund performance and the China A Fund’s liquidity.
  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.
  The Funds may invest in certain debt securities, derivatives or other financial instruments that utilize the London Interbank Offered Rate (“LIBOR”) as a “benchmark” or “reference rate” for various interest rate calculations. The use of certain LIBORs are expected to be phased out by the end of 2021. However, it is possible that certain LIBORs may continue beyond 2021 and the most widely used LIBORs may continue until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on a Fund or on financial instruments in which the Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to the end of 2021 with respect to certain LIBORs or mid-2023 for the remaining LIBORs.
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, 2021. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), Real Estate Investment Trusts ("REITs"), RICs,

125


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years or periods ended October 31, 2021 and October 31, 2020 are as follows:
   
    For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
Fund   Tax Exempt
Income
  Ordinary
Income
  Long-Term
Capital Gains(1)
  Tax Exempt
Income
  Ordinary
Income
  Long-Term
Capital Gains(1)
  Return of
Capital
China A Fund   $  —   $  816,257   $  —   $  —   $  —   $  —   $  —
Diversified Emerging Markets Fund(2)              
Emerging Markets Equity Fund      43,420,348       85,774,060    
Emerging Markets Multi-Sector Bond Fund     2,079,050       2,799,007     819,588
International Multi-Cap Value Fund     60,028,324       56,756,679    
International Stock Fund     4,707,759       5,533,113    
Securitized Income Fund     1,891,648       1,774,094   33,289  
Tax-Aware Bond Fund   3,851,447   5,221,719   2,554,942   4,164,856   6,023,461   3,237,898  
US MidCap Opportunities Fund     2,085,028       2,157,050   6,148,756  
US Small Cap Opportunities Fund     201,162       1,091,183   9,867,740  
    
(1) The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c)
(2) Commenced operations on September 30, 2021.
As of October 31, 2021, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows:
Fund   Tax Exempt
Income
  Undistributed
Ordinary
Income
  Undistributed
Long-Term
Capital Gains
  Accumulated
Capital and
Other Losses
  Other
Temporary
Differences
  Unrealized
Appreciation
(Depreciation)
on Investments(1)
  Total
Accumulated
Earnings
(Deficit)
China A Fund   $  —   $  758,739   $  350,173   $  —   $  —   $  66,641   $  1,175,553
Diversified Emerging Markets Fund     19,554   9,481     (2,228)   77,916   104,723
Emerging Markets Equity Fund      76,635,709     (280,433,397)     1,610,060,709   1,406,263,021
Emerging Markets Multi-Sector Bond Fund     162,267     (12,328,122)     (508,339)   (12,674,194)
International Multi-Cap Value Fund     20,420,993     (46,178,684)     195,590,236   169,832,545
International Stock Fund     29,011,550   26,951,731       538,186,473   594,149,754
Securitized Income Fund     243,246     (1,167,248)     139,105   (784,897)
Tax-Aware Bond Fund   213,581   1,613,818   4,018,602     (5,785)   8,537,267   14,377,483
US MidCap Opportunities Fund     21,914,418   89,680,048       265,086,122   376,680,588
US Small Cap Opportunities Fund       37,200,873       88,964,498   126,165,371
    
(1) Differences between book-basis and tax basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITS, certain derivatives and partnerships.
d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2021, the Funds recorded reclassifications to increase (decrease) the accounts listed below:
   
Fund   Paid-in-Capital   Distributable
Earnings (Loss)
US MidCap Opportunities Fund   $ 9,891,985   $ (9,891,985)
US Small Cap Opportunities Fund   1,632,959   (1,632,959)
e) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.

126


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  At October 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows:
   
Fund   Short-Term
Capital Loss
Carryforward with
No Expiration
  Long-Term
Capital Loss
Carryforward with
No Expiration
Emerging Markets Equity Fund    $ 280,433,397   $  —
Emerging Markets Multi-Sector Bond Fund*   8,800,443   3,527,679
International Multi-Cap Value Fund     46,178,684
Securitized Income Fund   320,533   846,715
    
* Future utilization of losses are subject to limitation under current tax laws.
The China A Fund, Diversified Emerging Markets Fund, International Stock Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2021.
During the year ended October 31, 2021, Emerging Markets Equity Fund utilized $144,684,449, Emerging Markets Multi-Sector Bond Fund utilized $611,243, International Multi-Cap Value Fund utilized $198,262,120, International Stock Fund utilized $3,350,999, Securitized Income Fund utilized $10,787, US MidCap Opportunties Fund utilized $530,467 and US Small Cap Opportunities Fund utilized $8,211,677 of prior year capital loss carryforwards.
f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2021 is different from book purposes primarily due to wash sale loss deferrals and adjustments related to PFICs. The net unrealized appreciation/depreciation on investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals, and market to market adjustments on futures, PFICs, partnership adjustments and non-taxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below:
   
Fund   Tax Cost   Gross Unrealized
Appreciation
  Gross Unrealized
(Depreciation)
  Net Unrealized
Appreciation
(Depreciation)
China A Fund   $  77,430,060   $  4,701,401   $  (4,634,876)   $  66,525
Diversified Emerging Markets Fund   9,929,950   288,822   (210,928)   77,894
Emerging Markets Equity Fund    5,137,266,468   1,825,079,592   (199,580,781)   1,625,498,811
Emerging Markets Multi-Sector Bond Fund   45,575,627   637,018   (1,135,988)   (498,970)
International Multi-Cap Value Fund   2,381,009,990   331,255,877   (135,604,481)   195,651,396
International Stock Fund   3,095,417,044   597,359,383   (58,011,557)   539,347,826
Securitized Income Fund   126,955,449   1,105,081   (940,816)   164,265
Tax-Aware Bond Fund   445,571,511   10,098,924   (1,561,657)   8,537,267
US MidCap Opportunities Fund   576,762,467   269,917,687   (4,831,565)   265,086,122
US Small Cap Opportunities Fund   275,208,546   95,497,545   (6,910,877)   88,586,668
g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC") reviews each Fund’s tax positions for all open tax years. As of October 31, 2021, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2021, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7. Expenses:
a) Investment Management Agreement – HFMC serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets for each Fund, and, with respect to each of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, and Tax-Aware Bond Fund, SIMNA may allocate assets to or from SIMNA Ltd., an affiliate of SIMNA, in connection with the daily investment of the assets for each of

127


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  these Funds. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd.
  The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2021; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
   
Fund   Management Fee Rates
China A Fund   0.9000% on first $1 billion and;
    0.8900% over $1 billion
Diversified Emerging Markets Fund   0.8400% on first $1 billion and;
    0.7800% over $1 billion
Emerging Markets Equity Fund    1.0500% on first $1 billion and;
    1.0000% on next $4 billion and;
    0.9900% on next $5 billion and;
    0.9850% over $10 billion
Emerging Markets Multi-Sector Bond Fund   0.7000% on first $1 billion and;
    0.6500% on next $4 billion and;
    0.6400% on next $5 billion and;
    0.6350% over $10 billion
International Multi-Cap Value Fund   0.7200% on first $1 billion and;
    0.6800% on next $4 billion and;
    0.6750% on next $5 billion and;
    0.6700% over $10 billion
International Stock Fund   0.6700% on first $1 billion and;
    0.6500% on next $4 billion and;
    0.6450% on next $5 billion and;
    0.6400% over $10 billion
Securitized Income Fund   0.6500% on first $1 billion and;
    0.6000% over $1 billion
Tax-Aware Bond Fund   0.4500% on first $1 billion and;
    0.4300% on next $4 billion and;
    0.4250% on next $5 billion and;
    0.4200% over $10 billion
US MidCap Opportunities Fund   0.7500% on first $1 billion and;
    0.7000% on next $1.5 billion and;
    0.6500% on next $2.5 billion and;
    0.6450% on next $5 billion and;
    0.6400% over $10 billion
US Small Cap Opportunities Fund   0.9000% on first $1 billion and;
    0.8900% on next $4 billion and;
    0.8800% on next $5 billion and;
    0.8700% over $10 billion
b) Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between the Company, on behalf of the Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. For the period November 1, 2020 through April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.
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 October 31, 2021, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and

128


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  expenses, and extraordinary expenses) through February 28, 2022 for each Fund except for Diversified Emerging Markets Fund (September 30, 2022 for Diversified Emerging Markets Fund) (unless the Board of Directors approves its earlier termination) as follows for each of the following Funds:
   
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   1.45%   2.25%   1.15%   N/A   N/A   N/A   1.11%   0.99%   0.99%
Diversified Emerging Markets Fund   N/A   N/A   N/A   N/A   N/A   N/A   N/A   N/A   0.89%
Emerging Markets Multi-Sector Bond Fund   1.15%   1.90%   0.90%   1.45%   1.15%   0.85%   0.85%   0.75%   0.75%
Securitized Income Fund   1.10%   1.95%   0.85%   N/A   N/A   N/A   0.80%   0.70%   0.70%
Tax-Aware Bond Fund   0.71%   1.59%   0.49%   N/A   N/A   N/A   0.56%   0.46%   0.46%
US Small Cap Opportunities Fund   1.35%   2.10%   1.10%   1.65%   1.35%   1.05%   1.05%   0.95%   0.95%
From November 1, 2020 to February 28, 2021, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) as follows for the International Stock Fund:
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
International Stock Fund   1.15%   1.95%   0.85%   1.45%   1.15%   0.85%   0.85%   0.75%   0.75%
d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the year ended October 31, 2021, these amounts, if any, are included in the Statements of Operations.
  The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
   
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   1.42%   2.19%   1.15%   N/A   N/A   N/A   1.11%   0.99%   0.99%
Diversified Emerging Markets Fund   N/A   N/A   N/A   N/A   N/A   N/A   N/A   N/A   0.89%
Emerging Markets Equity Fund    1.44%   2.13%   1.23%   1.68%   1.47%   1.17%   1.16%   1.05%   1.05%
Emerging Markets Multi-Sector Bond Fund   1.15%   1.90%   0.88%   1.41%   1.11%   0.85%   0.83%   0.75%   0.75%
International Multi-Cap Value Fund   1.11%   1.85%   0.85%   1.40%   1.16%   0.85%   0.82%   0.75%   0.75%
International Stock Fund   1.06%   1.80%   0.79%   1.41%   1.12%   0.81%   0.81%   0.70%   0.71%
Securitized Income Fund   1.06%   2.06%   0.97%   N/A   N/A   N/A   0.92%   0.84%   0.84%
Tax-Aware Bond Fund   0.71%   1.58%   0.49%   N/A   N/A   N/A   0.56%   0.46%   0.46%
US MidCap Opportunities Fund   1.16%   1.90%   0.89%   1.52%   1.18%   0.92%   0.91%   0.80%   0.80%
US Small Cap Opportunities Fund   1.35%   2.10%   1.07%   1.63%   1.35%   1.05%   1.05%   0.95%   0.95%
e) Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2021, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:
   
Fund   Front-End
Sales Charges
  Contingent Deferred
Sales Charges
China A Fund   $  1,867   $  29
Diversified Emerging Markets Fund    
Emerging Markets Equity Fund    121,715   4,002
Emerging Markets Multi-Sector Bond Fund   1,995  
International Multi-Cap Value Fund   237,202   792
International Stock Fund   878,525   6,131
Securitized Income Fund   4,950   2
Tax-Aware Bond Fund   128,821   16,403
US MidCap Opportunities Fund   199,339   984
US Small Cap Opportunities Fund   67,032   3,480
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 or all 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

129


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statements of Operations.
f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2021, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.
   
Fund   CCO Compensation
Paid by Fund
China A Fund   $  92
Diversified Emerging Markets Fund   0
Emerging Markets Equity Fund    11,592
Emerging Markets Multi-Sector Bond Fund   73
International Multi-Cap Value Fund   4,361
International Stock Fund   4,891
Securitized Income Fund   194
Tax-Aware Bond Fund   785
US MidCap Opportunities Fund   1,381
US Small Cap Opportunities Fund   583
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
Share Class   Specified Amount
(as a percentage
average daily
net assets)
Class A   0.25%
Class C   0.25%
Class I   0.20%
Class R3   0.22%
Class R4   0.17%
Class R5   0.12%
Class Y   0.11%
Class F   0.004%
Class SDR   0.004%
Effective March 1, 2021, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for Class Y shares of the International Multi-Cap Value Fund as follows: 0.08%. This contractual arrangement will remain in effect until February 28, 2022, unless the Board of Directors approves its earlier termination.
From November 1, 2020 through February 28, 2021, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for Class Y shares of the International Multi-Cap Value Fund to the extent necessary to limit the transfer agency fees to 0.06%.

130


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

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 year ended October 31, 2021, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class' average daily net assets is as follows:
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   0.15%   0.12%   0.11%   N/A   N/A   N/A   0.01%   0.00%*   0.00%*
Diversified Emerging Markets Fund   N/A   N/A   N/A   N/A   N/A   N/A   N/A   N/A   0.00%*
Emerging Markets Equity Fund    0.14%   0.09%   0.18%   0.22%   0.17%   0.12%   0.11%   0.00%*   0.00%*
Emerging Markets Multi-Sector Bond Fund   0.16%   0.25%   0.09%   0.22%   0.17%   0.12%   0.05%   0.00%*   0.00%*
International Multi-Cap Value Fund   0.11%   0.11%   0.11%   0.22%   0.17%   0.11%   0.07%   0.00%*   0.00%*
International Stock Fund   0.11%   0.10%   0.09%   0.22%   0.17%   0.11%   0.11%   0.00%*   0.00%*
Securitized Income Fund   0.03%   0.10%   0.06%   N/A   N/A   N/A   0.02%   0.00%*   0.00%*
Tax-Aware Bond Fund   0.06%   0.13%   0.08%   N/A   N/A   N/A   0.11%   0.00%*   0.00%*
US MidCap Opportunities Fund   0.11%   0.10%   0.09%   0.22%   0.17%   0.12%   0.11%   0.00%*   0.00%*
US Small Cap Opportunities Fund   0.14%   0.14%   0.09%   0.22%   0.17%   0.12%   0.11%   0.00%*   0.00%*
    
* Amount rounds to 0.00%.
8. Securities Lending:
  The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of the China A Fund and the Securitized Income Fund do not currently engage in securities lending.
  A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
  A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

131


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of October 31, 2021.
   
Fund   Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
  Collateral Posted by Borrower(1)   Net Amount(2)
Diversified Emerging Markets Fund   $  —   $  —   $ —
Emerging Markets Equity Fund    3,624,880   (3,624,880)  
Emerging Markets Multi-Sector Bond Fund   1,430,817   (1,430,817)  
International Multi-Cap Value Fund   17,879,508   (17,879,508) (3)  
International Stock Fund   4,190,637   (4,190,637)  
Tax-Aware Bond Fund   450,097   (450,097)  
US MidCap Opportunities Fund      
US Small Cap Opportunities Fund   3,413,684   (3,413,684)  
    
(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table.
(2) Net amount represents the net amount receivable due from the borrower in the event of default.
(3) Includes non-cash collateral of $11,008,047.
9. Secured Borrowings:
  The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2021.
  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 $ 3,913,000   $ —   $ —   $ —   $ 3,913,000
Total Borrowings $ 3,913,000   $ —   $ —   $ —   $ 3,913,000
Gross amount of recognized liabilities for securities lending transactions   $ 3,913,000
Emerging Markets Multi-Sector Bond Fund                  
Securities Lending Transactions(1)                  
Corporate Bonds $  827,978   $ —   $ —   $ —   $  827,978
Foreign Government Obligations 652,372         652,372
Total Borrowings $ 1,480,350   $ —   $ —   $ —   $ 1,480,350
Gross amount of recognized liabilities for securities lending transactions   $ 1,480,350
International Multi-Cap Value Fund                  
Securities Lending Transactions(1)                  
Common Stocks $ 8,182,201   $ —   $ —   $ —   $ 8,182,201
Total Borrowings $ 8,182,201   $ —   $ —   $ —   $ 8,182,201
Gross amount of recognized liabilities for securities lending transactions   $ 8,182,201
International Stock Fund                  
Securities Lending Transactions(1)                  
Common Stocks $ 4,423,026   $ —   $ —   $ —   $ 4,423,026
Total Borrowings $ 4,423,026   $ —   $ —   $ —   $ 4,423,026
Gross amount of recognized liabilities for securities lending transactions   $ 4,423,026
Tax-Aware Bond Fund                  
Securities Lending Transactions(1)                  
Corporate Bonds $  462,705   $ —   $ —   $ —   $  462,705
Total Borrowings $  462,705   $ —   $ —   $ —   $  462,705
Gross amount of recognized liabilities for securities lending transactions   $  462,705

132


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  Overnight and
Continuous
  < 30 days   Between
30 & 90 days
  > 90 days   Total
US Small Cap Opportunities Fund                  
Securities Lending Transactions(1)                  
Common Stocks $ 3,461,019   $ —   $ —   $ —   $ 3,461,019
Total Borrowings $ 3,461,019   $ —   $ —   $ —   $ 3,461,019
Gross amount of recognized liabilities for securities lending transactions   $ 3,461,019
    
(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 October 31, 2021, affiliates of The Hartford had ownership of shares in each Fund as follows:
   
Percentage of a Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   22%   86%   2%   N/A   N/A   N/A   6%   6%   0%*
Diversified Emerging Markets Fund   N/A   N/A   N/A   N/A   N/A   N/A   N/A   N/A   50%
Emerging Markets Equity Fund          16%          
Emerging Markets Multi-Sector Bond Fund         36%   100%   100%   0%*   100%  
Securitized Income Fund   71%   2%   4%   N/A   N/A   N/A   87%   100%  
Tax-Aware Bond Fund         N/A   N/A   N/A   4%    
    
* Percentage rounds to zero.
    
Percentage of Fund by Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   0% *   0%*   0%*   N/A   N/A   N/A   0%*   5%   0%*
Diversified Emerging Markets Fund   N/A   N/A   N/A   N/A   N/A   N/A   N/A   N/A   50%
Emerging Markets Equity Fund          0%*          
Emerging Markets Multi-Sector Bond Fund         0%*   0%*   0%*   0%*   0%*  
Securitized Income Fund   3%   0%*   3%   N/A   N/A   N/A   3%   2%  
Tax-Aware Bond Fund         N/A   N/A   N/A   0%*    
    
* Percentage rounds to zero.
As of October 31, 2021, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:
Fund   Percentage
of Fund*
Emerging Markets Equity Fund    1%
International Multi-Cap Value Fund   3%
    
* As of October 31, 2021, affiliated funds of funds and the 529 plan were invested in Class F shares.
11. Beneficial Fund Ownership:
  As of October 31, 2021, to the knowledge of a Fund, the shareholders listed below beneficially held more than 25% of the shares outstanding of a Fund. Such shareholders may be deemed to control the Fund under the 1940 Act because it owned beneficially more than 25% of the outstanding shares of the Fund.
   
Fund   Shareholder   Percentage of Ownership
Diversified Emerging Markets Fund   Schroder US Holdings, Inc   50%
Hartford Funds Management Company, LLC   50%

133


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

12. Investment Transactions:
  For the year ended October 31, 2021, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Fund   Cost of Purchases
Excluding U.S.
Government
Obligations
  Sales Proceeds
Excluding U.S.
Government
Obligations
  Cost of Purchases
For U.S. Government
Obligations
  Sales Proceeds
For U.S. Government
Obligations
  Total Cost of
Purchases
  Total Sales
Proceeds
China A Fund   $  80,694,675   $  18,569,024   $  —   $  —   $  80,694,675   $  18,569,024
Diversified Emerging Markets Fund   9,469,824   692,227       9,469,824   692,227
Emerging Markets Equity Fund    4,138,573,842   2,151,316,122       4,138,573,842   2,151,316,122
Emerging Markets Multi-Sector Bond Fund   77,092,267   92,669,778       77,092,267   92,669,778
International Multi-Cap Value Fund   2,136,317,858   1,946,233,561       2,136,317,858   1,946,233,561
International Stock Fund   2,738,689,909   659,901,278       2,738,689,909   659,901,278
Securitized Income Fund   76,466,625   72,431,413   8,785,677   20,410,901   85,252,302   92,842,314
Tax-Aware Bond Fund   227,007,877   169,433,181   284,870,344   315,956,865   511,878,221   485,390,046
US MidCap Opportunities Fund   355,410,357   431,353,830       355,410,357   431,353,830
US Small Cap Opportunities Fund   184,736,150   170,739,906       184,736,150   170,739,906
13. Capital Share Transactions:
  The following information is for the years or periods ended October 31, 2021 and October 31, 2020:
   
  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
China A Fund(1)              
Class A              
Shares Sold 79,611   $  1,298,148   24,506   $ 304,161
Shares Issued for Reinvested Dividends 3,414   51,074    
Shares Redeemed (58,087)   (925,156)   (1)   (10)
Net Increase (Decrease) 24,938   424,066   24,505   304,151
Class C              
Shares Sold 401   $  6,000   11,860   $ 125,436
Shares Issued for Reinvested Dividends 1,166   17,324    
Shares Redeemed (636)   (10,083)   (1)   (10)
Net Increase (Decrease) 931   13,241   11,859   125,426
Class I              
Shares Sold 559,782   $  9,060,215   30,549   $ 408,284
Shares Issued for Reinvested Dividends 1,578   23,649    
Shares Redeemed (81,523)   (1,288,921)   (18,406)   (269,695)
Net Increase (Decrease) 479,837   7,794,943   12,143   138,589
Class Y              
Shares Sold 1,609,643   $  26,810,000   10,001   $ 100,010
Shares Issued for Reinvested Dividends 1,078   16,158    
Shares Redeemed (1,431,981)   (23,642,005)   (1)   (10)
Net Increase (Decrease) 178,740   3,184,153   10,000   100,000
Class F              
Shares Sold 4,287,332   $  69,076,976   210,001   $ 2,100,010
Shares Issued for Reinvested Dividends 21,609   324,076    
Shares Redeemed (518,930)   (8,268,522)   (1)   (10)
Net Increase (Decrease) 3,790,011   61,132,530   210,000   2,100,000
Class SDR              
Shares Sold   $  —   250,001   $ 2,500,010
Shares Redeemed     (1)   (10)
Net Increase (Decrease)     250,000   2,500,000
Total Net Increase (Decrease) 4,474,457   $  72,548,933   518,507   $  5,268,166

134


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Diversified Emerging Markets Fund              
Class SDR(2)              
Shares Sold 1,000,001   $  10,000,010        
Shares Redeemed (1)   (10)        
Net Increase (Decrease) 1,000,000   10,000,000        
Total Net Increase (Decrease) 1,000,000   $  10,000,000        
Emerging Markets Equity Fund               
Class A              
Shares Sold 36,308,664   $  733,571,336   1,951,438   $ 30,166,742
Shares Issued for Reinvested Dividends 258,333   5,148,579   70,589   1,177,420
Shares Redeemed (35,276,754)   (754,119,916)   (2,196,877)   (34,272,320)
Net Increase (Decrease) 1,290,243   (15,400,001)   (174,850)   (2,928,158)
Class C              
Shares Sold 123,952   $  2,605,435   7,253   $ 113,752
Shares Issued for Reinvested Dividends     8,192   135,012
Shares Redeemed (97,854)   (1,992,405)   (273,764)   (4,230,625)
Net Increase (Decrease) 26,098   613,030   (258,319)   (3,981,861)
Class I              
Shares Sold 56,431,151   $ 1,193,073,411   62,234,607   $ 937,883,560
Shares Issued for Reinvested Dividends 464,881   9,279,021   874,907   14,558,445
Shares Redeemed (25,131,200)   (525,557,724)   (95,824,442)   (1,429,672,320)
Net Increase (Decrease) 31,764,832   676,794,708   (32,714,928)   (477,230,315)
Class R3              
Shares Sold 645   $  13,351   740   $ 11,570
Shares Issued for Reinvested Dividends 17   330   84   1,392
Shares Redeemed (792)   (14,775)   (971)   (15,292)
Net Increase (Decrease) (130)   (1,094)   (147)   (2,330)
Class R4              
Shares Sold 59,355   $  1,241,955   278,404   $ 3,757,186
Shares Issued for Reinvested Dividends 1,894   37,977   24   394
Shares Redeemed (49,612)   (1,048,202)   (19,862)   (316,545)
Net Increase (Decrease) 11,637   231,730   258,566   3,441,035
Class R5              
Shares Sold 4,821   $  105,573   6,643   $ 104,685
Shares Issued for Reinvested Dividends 146   2,909   910   15,146
Shares Redeemed (3,234)   (66,710)   (26,899)   (439,527)
Net Increase (Decrease) 1,733   41,772   (19,346)   (319,696)
Class Y              
Shares Sold 56,182,329   $ 1,188,725,143   38,460,003   $ 583,444,406
Shares Issued for Reinvested Dividends 27,484   550,220   196,853   3,277,595
Shares Redeemed (41,414,742)   (832,689,032)   (16,978,392)   (234,989,979)
Net Increase (Decrease) 14,795,071   356,586,331   21,678,464   351,732,022
Class F              
Shares Sold 22,506,430   $  474,432,411   32,828,464   $ 535,113,218
Shares Issued for Reinvested Dividends 171,016   3,411,762   445,955   7,416,236
Shares Redeemed (20,567,063)   (417,122,964)   (9,898,445)   (156,103,638)
Net Increase (Decrease) 2,110,383   60,721,209   23,375,974   386,425,816
Class SDR              
Shares Sold 59,760,937   $ 1,249,192,389   15,360,330   $ 247,432,265
Shares Issued for Reinvested Dividends 687,644   13,746,007   1,559,446   25,980,378
Shares Redeemed (19,170,448)   (394,374,428)   (12,685,174)   (189,012,307)
Net Increase (Decrease) 41,278,133   868,563,968   4,234,602   84,400,336
Total Net Increase (Decrease) 91,278,000   $ 1,948,151,653   16,380,016   $  341,536,849

135


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Emerging Markets Multi-Sector Bond Fund              
Class A              
Shares Sold 47,327   $  412,229   74,672   $ 618,886
Shares Issued for Reinvested Dividends 8,151   69,539   9,815   78,407
Shares Redeemed (75,660)   (659,703)   (75,075)   (615,139)
Net Increase (Decrease) (20,182)   (177,935)   9,412   82,154
Class C              
Shares Sold 3,257   $  28,142   3,580   $ 31,316
Shares Issued for Reinvested Dividends 682   5,800   1,233   9,773
Shares Redeemed (13,769)   (116,669)   (7,896)   (69,036)
Net Increase (Decrease) (9,830)   (82,727)   (3,083)   (27,947)
Class I              
Shares Sold 1,037,078   $  8,815,527   1,645,820   $ 12,948,623
Shares Issued for Reinvested Dividends 94,845   808,423   160,130   1,284,545
Shares Redeemed (1,422,965)   (12,291,788)   (2,486,187)   (20,380,676)
Net Increase (Decrease) (291,042)   (2,667,838)   (680,237)   (6,147,508)
Class R3              
Shares Sold 95   $  814   2,121   $ 19,070
Shares Issued for Reinvested Dividends 132   1,124   158   1,249
Shares Redeemed (4)   (35)   (2)   (20)
Net Increase (Decrease) 223   1,903   2,277   20,299
Class R4              
Shares Issued for Reinvested Dividends 52   $  447   73   $  580
Net Increase (Decrease) 52   447   73   580
Class R5              
Shares Issued for Reinvested Dividends 56   $  484   74   $  587
Net Increase (Decrease) 56   484   74   587
Class Y              
Shares Sold 53,623   $  450,000   50,335   $ 433,573
Shares Issued for Reinvested Dividends 12,859   109,352   15,666   125,165
Shares Redeemed     (1,300)   (9,222)
Net Increase (Decrease) 66,482   559,352   64,701   549,516
Class F              
Shares Sold   $  —   33,302   $ 300,908
Shares Issued for Reinvested Dividends 71   563   20,620   185,754
Shares Redeemed     (2,588,818)   (22,892,216)
Net Increase (Decrease) 71   563   (2,534,896)   (22,405,554)
Class SDR              
Shares Sold 1,855,889   $  15,638,325   84,913   $ 734,256
Shares Issued for Reinvested Dividends 127,085   1,083,054   241,781   1,930,500
Shares Redeemed (3,676,965)   (31,301,994)   (196,044)   (1,641,958)
Net Increase (Decrease) (1,693,991)   (14,580,615)   130,650   1,022,798
Total Net Increase (Decrease) (1,948,161)   $  (16,946,366)   (3,011,029)   $  (26,905,075)
International Multi-Cap Value Fund              
Class A              
Shares Sold 3,119,668   $  31,670,732   2,803,699   $ 23,129,829
Shares Issued for Reinvested Dividends 192,316   1,906,426   289,911   2,459,995
Shares Redeemed (2,158,176)   (21,202,027)   (6,470,234)   (51,893,152)
Net Increase (Decrease) 1,153,808   12,375,131   (3,376,624)   (26,303,328)
Class C              
Shares Sold 192,389   $  1,951,130   324,556   $ 2,741,385
Shares Issued for Reinvested Dividends 22,890   223,413   36,931   323,041
Shares Redeemed (427,573)   (4,192,351)   (1,107,190)   (9,046,175)
Net Increase (Decrease) (212,294)   (2,017,808)   (745,703)   (5,981,749)

136


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class I              
Shares Sold 27,019,314   $  273,064,831   32,274,441   $ 263,656,289
Shares Issued for Reinvested Dividends 1,579,191   15,688,134   1,997,972   16,815,231
Shares Redeemed (28,763,882)   (283,248,146)   (46,737,444)   (366,171,373)
Net Increase (Decrease) (165,377)   5,504,819   (12,465,031)   (85,699,853)
Class R3              
Shares Sold 451,422   $  4,539,473   533,231   $ 4,354,149
Shares Issued for Reinvested Dividends 33,416   328,548   43,227   369,526
Shares Redeemed (547,780)   (5,546,589)   (1,034,516)   (7,910,074)
Net Increase (Decrease) (62,942)   (678,568)   (458,058)   (3,186,399)
Class R4              
Shares Sold 345,107   $  3,431,953   64,552   $ 497,841
Shares Issued for Reinvested Dividends 10,331   103,502   8,123   68,291
Shares Redeemed (83,743)   (835,688)   (75,981)   (596,629)
Net Increase (Decrease) 271,695   2,699,767   (3,306)   (30,497)
Class R5              
Shares Sold 554,831   $  5,385,186   545,218   $ 4,339,616
Shares Issued for Reinvested Dividends 48,233   473,876   68,186   570,494
Shares Redeemed (1,044,634)   (10,154,724)   (769,515)   (6,216,129)
Net Increase (Decrease) (441,570)   (4,295,662)   (156,111)   (1,306,019)
Class Y              
Shares Sold 11,839,608   $  116,506,159   8,488,795   $ 66,739,293
Shares Issued for Reinvested Dividends 640,600   6,350,181   525,988   4,368,637
Shares Redeemed (6,086,109)   (62,073,760)   (3,913,403)   (30,436,867)
Net Increase (Decrease) 6,394,099   60,782,580   5,101,380   40,671,063
Class F              
Shares Sold 19,714,834   $  200,134,513   18,264,798   $ 141,630,520
Shares Issued for Reinvested Dividends 914,358   9,110,634   1,036,549   8,642,893
Shares Redeemed (10,673,807)   (106,051,569)   (14,852,644)   (118,345,910)
Net Increase (Decrease) 9,955,385   103,193,578   4,448,703   31,927,503
Class SDR              
Shares Sold 36,805,961   $  364,572,607   37,557,550   $ 291,819,327
Shares Issued for Reinvested Dividends 1,978,197   19,582,590   2,074,664   17,328,997
Shares Redeemed (28,732,672)   (284,955,477)   (35,442,799)   (290,678,391)
Net Increase (Decrease) 10,051,486   99,199,720   4,189,415   18,469,933
Total Net Increase (Decrease) 26,944,290   $  276,763,557   (3,465,335)   $  (31,439,346)
International Stock Fund              
Class A              
Shares Sold 8,837,396   $  158,876,977   5,577,386   $ 75,874,561
Shares Issued for Reinvested Dividends 1,911   32,461   39,981   548,940
Shares Redeemed (1,944,352)   (35,151,106)   (1,136,723)   (15,107,254)
Net Increase (Decrease) 6,894,955   123,758,332   4,480,644   61,316,247
Class C              
Shares Sold 740,492   $  12,700,219   269,016   $ 3,489,435
Shares Issued for Reinvested Dividends     835   10,939
Shares Redeemed (82,030)   (1,412,935)   (59,927)   (722,473)
Net Increase (Decrease) 658,462   11,287,284   209,924   2,777,901
Class I              
Shares Sold 87,401,083   $ 1,526,402,071   28,960,331   $ 372,494,734
Shares Issued for Reinvested Dividends 128,684   2,114,283   203,818   2,706,694
Shares Redeemed (18,010,716)   (319,129,489)   (8,951,030)   (109,417,598)
Net Increase (Decrease) 69,519,051   1,209,386,865   20,213,119   265,783,830
Class R3              
Shares Sold 35,715   $  599,480   44,105   $ 484,380
Shares Issued for Reinvested Dividends     152   2,018
Shares Redeemed (24,649)   (436,671)   (5,601)   (71,632)
Net Increase (Decrease) 11,066   162,809   38,656   414,766

137


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R4              
Shares Sold 55,476   $  972,356   205,916   $ 2,649,316
Shares Issued for Reinvested Dividends 43   701   269   3,576
Shares Redeemed (32,578)   (571,973)   (44,021)   (566,181)
Net Increase (Decrease) 22,941   401,084   162,164   2,086,711
Class R5              
Shares Sold 610,480   $  10,516,058   844,651   $ 10,244,540
Shares Issued for Reinvested Dividends 3,171   52,125   1,644   21,848
Shares Redeemed (173,831)   (3,084,332)   (41,811)   (545,593)
Net Increase (Decrease) 439,820   7,483,851   804,484   9,720,795
Class Y              
Shares Sold 9,099,927   $  157,454,989   4,875,805   $ 68,074,361
Shares Issued for Reinvested Dividends 20,632   340,017   953   12,698
Shares Redeemed (594,350)   (10,590,133)   (78,087)   (1,012,281)
Net Increase (Decrease) 8,526,209   147,204,873   4,798,671   67,074,778
Class F              
Shares Sold 24,072,686   $  422,064,011   8,417,664   $ 110,434,434
Shares Issued for Reinvested Dividends 60,241   990,360   77,909   1,036,195
Shares Redeemed (3,069,438)   (53,817,085)   (1,765,969)   (22,190,196)
Net Increase (Decrease) 21,063,489   369,237,286   6,729,604   89,280,433
Class SDR              
Shares Sold 17,507,759   $  305,654,018   5,469,722   $ 70,802,425
Shares Issued for Reinvested Dividends 51,342   843,556   72,052   957,577
Shares Redeemed (3,315,061)   (58,859,246)   (3,650,626)   (47,306,305)
Net Increase (Decrease) 14,244,040   247,638,328   1,891,148   24,453,697
Total Net Increase (Decrease) 121,380,033   $ 2,116,560,712   39,328,414   $  522,909,158
Securitized Income Fund              
Class A              
Shares Sold 121,794   $  1,209,452   223,922   $ 2,163,016
Shares Issued for Reinvested Dividends 8,519   84,434   9,226   89,718
Shares Redeemed (176,058)   (1,751,542)   (21,058)   (203,567)
Net Increase (Decrease) (45,745)   (457,656)   212,090   2,049,167
Class C(3)              
Shares Sold 22,841   $  226,983   45,049   $ 419,720
Shares Issued for Reinvested Dividends 329   3,248   181   1,709
Shares Redeemed (24,701)   (245,738)    
Net Increase (Decrease) (1,531)   (15,507)   45,230   421,429
Class I              
Shares Sold 5,640,264   $  56,021,872   7,995,486   $ 77,608,778
Shares Issued for Reinvested Dividends 130,288   1,291,127   75,068   720,669
Shares Redeemed (3,450,666)   (34,224,582)   (1,829,000)   (17,600,511)
Net Increase (Decrease) 2,319,886   23,088,417   6,241,554   60,728,936
Class Y              
Shares Sold 82,467   $  817,254     $ —
Shares Issued for Reinvested Dividends 7,346   72,758   8,517   82,781
Shares Redeemed (31,177)   (309,365)    
Net Increase (Decrease) 58,636   580,647   8,517   82,781
Class F              
Shares Issued for Reinvested Dividends 4,014   $  39,737   4,889   $ 47,466
Shares Redeemed     (49,950)   (473,832)
Net Increase (Decrease) 4,014   39,737   (45,061)   (426,366)
Class SDR              
Shares Sold 754,606   $  7,478,000   1,764,121   $ 17,560,558
Shares Issued for Reinvested Dividends 16,390   162,354   50,038   497,414
Shares Redeemed     (8,125,902)   (80,147,825)
Net Increase (Decrease) 770,996   7,640,354   (6,311,743)   (62,089,853)
Total Net Increase (Decrease) 3,106,256   $  30,875,992   150,587   $  766,094

138


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Tax-Aware Bond Fund              
Class A              
Shares Sold 1,741,910   $  19,878,259   2,723,410   $ 30,536,275
Shares Issued for Reinvested Dividends 126,621   1,442,775   129,314   1,446,053
Shares Redeemed (1,179,190)   (13,432,195)   (1,098,300)   (12,306,927)
Net Increase (Decrease) 689,341   7,888,839   1,754,424   19,675,401
Class C              
Shares Sold 70,850   $  808,470   228,661   $ 2,567,436
Shares Issued for Reinvested Dividends 11,340   129,366   19,583   217,827
Shares Redeemed (156,997)   (1,790,148)   (181,060)   (2,039,469)
Net Increase (Decrease) (74,807)   (852,312)   67,184   745,794
Class I              
Shares Sold 9,285,209   $  105,989,966   18,128,116   $ 204,446,822
Shares Issued for Reinvested Dividends 518,954   5,918,013   598,224   6,698,427
Shares Redeemed (9,814,495)   (111,991,453)   (12,453,205)   (139,682,475)
Net Increase (Decrease) (10,332)   (83,474)   6,273,135   71,462,774
Class Y              
Shares Sold 6,206   $  70,000     $ —
Shares Issued for Reinvested Dividends 486   5,542   671   7,512
Shares Redeemed (6)   (67)     (3)
Net Increase (Decrease) 6,686   75,475   671   7,509
Class F              
Shares Sold 1,578,206   $  18,003,067   1,631,466   $ 18,408,527
Shares Issued for Reinvested Dividends 79,668   908,464   83,707   938,185
Shares Redeemed (915,304)   (10,439,970)   (635,600)   (7,140,624)
Net Increase (Decrease) 742,570   8,471,561   1,079,573   12,206,088
Class SDR              
Shares Sold 806,356   $  9,185,200   679,071   $ 7,715,862
Shares Issued for Reinvested Dividends 84,192   960,177   133,183   1,484,930
Shares Redeemed (600,601)   (6,852,354)   (688,386)   (7,803,953)
Net Increase (Decrease) 289,947   3,293,023   123,868   1,396,839
Total Net Increase (Decrease) 1,643,405   $  18,793,112   9,298,855   $  105,494,405
US MidCap Opportunities Fund              
Class A              
Shares Sold 1,210,595   $  22,793,512   1,295,034   $ 17,576,606
Shares Issued for Reinvested Dividends 4,107   69,120   39,994   614,359
Shares Redeemed (927,065)   (17,122,126)   (2,290,621)   (31,642,314)
Net Increase (Decrease) 287,637   5,740,506   (955,593)   (13,451,349)
Class C              
Shares Sold 288,995   $  5,282,477   334,429   $ 4,807,929
Shares Issued for Reinvested Dividends     25,799   401,177
Shares Redeemed (618,074)   (11,506,800)   (1,332,162)   (19,041,400)
Net Increase (Decrease) (329,079)   (6,224,323)   (971,934)   (13,832,294)
Class I              
Shares Sold 4,168,468   $  79,622,315   6,013,572   $ 86,511,259
Shares Issued for Reinvested Dividends 70,646   1,237,010   265,164   4,268,155
Shares Redeemed (6,184,627)   (118,224,917)   (14,836,185)   (214,488,799)
Net Increase (Decrease) (1,945,513)   (37,365,592)   (8,557,449)   (123,709,385)
Class R3              
Shares Sold 58,182   $  1,003,819   14,647   $ 200,693
Shares Issued for Reinvested Dividends     565   8,911
Shares Redeemed (21,164)   (409,218)   (42,185)   (637,892)
Net Increase (Decrease) 37,018   594,601   (26,973)   (428,288)
Class R4              
Shares Sold 5,663   $  117,506   15,518   $ 239,097
Shares Issued for Reinvested Dividends     259   4,116
Shares Redeemed (3,200)   (62,093)   (18,555)   (269,708)
Net Increase (Decrease) 2,463   55,413   (2,778)   (26,495)

139


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R5              
Shares Sold 9,243   $  172,463   14,557   $ 204,228
Shares Issued for Reinvested Dividends 217   3,796   830   13,318
Shares Redeemed (49,797)   (904,365)   (28,943)   (444,803)
Net Increase (Decrease) (40,337)   (728,106)   (13,556)   (227,257)
Class Y              
Shares Sold 477,180   $  9,436,657   2,006,363   $ 27,085,522
Shares Issued for Reinvested Dividends 14,753   258,023   76,744   1,235,384
Shares Redeemed (1,738,687)   (34,340,663)   (4,434,892)   (63,212,927)
Net Increase (Decrease) (1,246,754)   (24,645,983)   (2,351,785)   (34,892,021)
Class F              
Shares Sold 1,124,576   $  22,004,533   1,381,323   $ 19,610,748
Shares Issued for Reinvested Dividends 15,153   265,184   36,082   581,769
Shares Redeemed (909,052)   (17,727,319)   (1,275,220)   (18,368,516)
Net Increase (Decrease) 230,677   4,542,398   142,185   1,824,001
Class SDR              
Shares Sold 451,019   $  8,872,003   623,631   $ 9,238,983
Shares Issued for Reinvested Dividends 10,018   175,615   51,452   830,635
Shares Redeemed (576,471)   (11,189,037)   (3,456,941)   (55,712,445)
Net Increase (Decrease) (115,434)   (2,141,419)   (2,781,858)   (45,642,827)
Total Net Increase (Decrease) (3,119,322)   $  (60,172,505)   (15,519,741)   $ (230,385,915)
US Small Cap Opportunities Fund              
Class A              
Shares Sold 277,286   $  8,677,102   464,472   $ 10,513,320
Shares Issued for Reinvested Dividends     44,207   1,122,066
Shares Redeemed (155,738)   (4,695,935)   (293,039)   (6,419,169)
Net Increase (Decrease) 121,548   3,981,167   215,640   5,216,217
Class C              
Shares Sold 35,829   $  1,124,826   96,832   $ 2,425,589
Shares Issued for Reinvested Dividends     14,029   363,339
Shares Redeemed (77,129)   (2,416,272)   (85,890)   (1,926,037)
Net Increase (Decrease) (41,300)   (1,291,446)   24,971   862,891
Class I              
Shares Sold 1,618,994   $  54,075,726   3,443,438   $ 83,623,348
Shares Issued for Reinvested Dividends 2,920   85,749   267,211   7,158,748
Shares Redeemed (1,350,665)   (44,554,890)   (2,972,119)   (67,833,627)
Net Increase (Decrease) 271,249   9,606,585   738,530   22,948,469
Class R3              
Shares Sold 41,262   $  1,394,324   9,177   $ 223,702
Shares Issued for Reinvested Dividends     187   4,953
Shares Redeemed (11,574)   (370,424)   (3,484)   (85,582)
Net Increase (Decrease) 29,688   1,023,900   5,880   143,073
Class R4              
Shares Sold 17,843   $  622,180   2,691   $ 67,760
Shares Issued for Reinvested Dividends     495   13,210
Shares Redeemed (4,761)   (161,866)   (4,857)   (129,117)
Net Increase (Decrease) 13,082   460,314   (1,671)   (48,147)
Class R5              
Shares Sold 11,260   $  367,453   9,115   $ 215,817
Shares Issued for Reinvested Dividends 16   462   170   4,561
Shares Redeemed (3,825)   (131,445)   (193)   (4,710)
Net Increase (Decrease) 7,451   236,470   9,092   215,668
Class Y              
Shares Sold 304,107   $  10,256,879   174,823   $ 4,133,695
Shares Issued for Reinvested Dividends 945   27,753   48,634   1,302,907
Shares Redeemed (185,283)   (6,074,145)   (219,884)   (5,234,892)
Net Increase (Decrease) 119,769   4,210,487   3,573   201,710

140


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class F              
Shares Sold 205,102   $  6,865,644   366,918   $ 8,709,292
Shares Issued for Reinvested Dividends 877   25,755   8,742   234,558
Shares Redeemed (132,190)   (4,388,595)   (116,641)   (2,581,035)
Net Increase (Decrease) 73,789   2,502,804   259,019   6,362,815
Class SDR              
Shares Sold 122,265   $  4,008,157   714,406   $ 15,697,346
Shares Issued for Reinvested Dividends 1,960   57,632   21,587   579,811
Shares Redeemed (122,234)   (4,073,605)   (194,734)   (4,709,065)
Net Increase (Decrease) 1,991   (7,816)   541,259   11,568,092
Total Net Increase (Decrease) 597,267   $  20,722,465   1,796,293   $  47,470,788
    
(1) China A Fund commenced operations on March 31, 2020.
(2) Diversified Emerging Markets Fund commenced operations on September 30, 2021.
(3) Class C of the Securitized Income Fund commenced operations on February 28, 2020.
14. Line of Credit:
  As of October 31, 2021, each Fund, except Diversified Emerging Markets Fund, participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. Each Fund that participates in the committed line of credit may borrow under the line of credit for temporary or emergency purposes. The Funds that participate in the committed line of credit (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds that participate in the committed line of credit (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the year ended October 31, 2021, none of the Funds that participate in the committed line of credit had borrowings under this facility.
15. Indemnifications:
  Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
16. Recent Accounting Pronouncement:
  In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.
17. Change in Independent Registered Public Accounting Firm:
  On November 6, 2019, the Company, on behalf of each of Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, Securitized Income Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund, dismissed Ernst and Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal year ended on October 31, 2018 and October 31, 2019, and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements,

141


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
  On November 6, 2019, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for each of Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund, International Stock Fund, Securitized Income Fund, Tax-Aware Bond Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K). PwC has also been appointed to serve as the independent registered public accounting firm for the China A Fund for the fiscal year ended October 31, 2020.
18. Subsequent Events:
  In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2021, events and transactions subsequent to October 31, 2021, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
  Effective December 1, 2021, the management fee set forth in the investment management agreement with respect to the Securitized Income Fund is 0.4000% of the first $1 billion and 0.3900% in excess of $1 billion annually of the Fund’s average daily net assets. Effective December 1, 2021, HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to limit total annual fund operating expenses as follows for the Securitized Income Fund: 0.85% (Class A), 1.70% (Class C), 0.60% (Class I), 0.55% (Class Y), 0.45% (Class F), and 0.45% (Class SDR). This contractual arrangement will remain in effect until February 28, 2023 unless the Board of Directors of the Company approves its earlier termination. Effective December 1, 2021, the Securitized Income Fund modified its principal investment strategy and, effective December 31, 2021, the Securitized Income Fund will change its benchmark to the ICE BofA 1-3 Year U.S. Corporate Index. For more information, please see the supplement to the Securitized Income Fund's prospectus dated December 1, 2021.
  Effective November 15, 2021, the Diversified Emerging Markets Fund is eligible to participate in the committed line of credit discussed under Note 14.

142


Report of Independent Registered Public Accounting Firm
To the Board of Directors of The Hartford Mutual Funds II, Inc. and Shareholders of Hartford Schroders China A Fund, Hartford Schroders Diversified Emerging Markets Fund, Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Securitized Income Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US MidCap Opportunities Fund and Hartford Schroders US Small Cap Opportunities Fund

Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the funds indicated in the table below (ten of the funds constituting The Hartford Mutual Funds II, Inc., hereafter collectively referred to as the "Funds") as of October 31, 2021, and the related statements of operations, changes in net assets, and cash flows for Hartford Schroders Securitized Income Fund for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of October 31, 2021, the results of each of their operations, the changes in each of their net assets, the cash flows for Hartford Schroders Securitized Income Fund, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America.
Fund Name
Hartford Schroders China A Fund(1)
Hartford Schroders Diversified Emerging Markets Fund (2)
Hartford Schroders Emerging Markets Equity Fund(3)
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(3)
Hartford Schroders International Multi-Cap Value Fund (3)
Hartford Schroders International Stock Fund (3)
Hartford Schroders Securitized Income Fund (4)
Hartford Schroders Tax-Aware Bond Fund (3)
Hartford Schroders US MidCap Opportunities Fund(3)
Hartford Schroders US Small Cap Opportunities Fund(3)
    
(1) Statement of operations for the year ended October 31, 2021 and the statements of changes in net assets and financial highlights for the year ended October 31, 2021 and the period March 31, 2020 (commencement of operations) through October 31, 2020.
(2) Statement of operations, statement of changes in net assets and financial highlights for the period September 30, 2021 (commencement of operations) through October 31, 2021.
(3) Statements of operations for the year ended October 31, 2021 and the statements of changes in net assets and financial highlights for each of the two years in the period ended October 31, 2021.
(4) Statements of operations and cash flows for the year ended October 31, 2021, statements of changes in net assets for each of the two years in the period ended October 31, 2021 and financial highlights for each of the periods indicated therein ended on or subsequent to October 31, 2020.
The financial statements of Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Securitized Income Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US MidCap Opportunities Fund and Hartford Schroders US Small Cap Opportunities Fund as of and for the year ended October 31, 2019 and the financial highlights for each of the periods ended on or prior to October 31, 2019 (not presented herein, other than the financial highlights) were audited by other auditors whose report dated December 30, 2019 expressed an unqualified opinion on those financial statements and financial highlights.
Basis for Opinion
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by

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Report of Independent Registered Public Accounting Firm
management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2021 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
December 28, 2021
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.

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Hartford Schroders Funds
Operation of the Liquidity Risk Management Program (Unaudited)

This section describes the operation and effectiveness of the Liquidity Risk Management Program (“LRM Program”) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”). The LRM Program seeks to assess and manage each Fund’s liquidity risk. The Liquidity Rule generally defines liquidity risk as the risk that a Fund could not meet its obligation to redeem shares without significant dilution of the non-redeeming investors’ interests in the Fund. The Board of Directors (“Board”) of The Hartford Mutual Funds II, Inc. has appointed Hartford Funds Management Company, LLC (“HFMC”) to serve as the administrator of the LRM Program with respect to each of the Funds, subject to the oversight of the Board. In order to efficiently and effectively administer the LRM Program, HFMC established a Liquidity Risk Oversight Committee.
The LRM Program is comprised of various components designed to support the assessment and/or management of liquidity risk, including: (1) the assessment and periodic review (no less frequently than annually) of certain factors that influence each Fund’s liquidity risk; (2) the classification and periodic review (no less frequently than monthly) of each Fund’s investments into one of four liquidity categories that reflect an estimate of their liquidity under current market conditions; (3) a 15% limit on the acquisition of “illiquid investments” (as defined under the Liquidity Rule); (4) the determination of a minimum percentage of each Fund’s assets that generally will be invested in highly liquid investments (“HLIM”); (5) the periodic review (no less frequently than annually) of the HLIM and the adoption and implementation of policies and procedures for responding to a shortfall of a Fund’s highly liquid investments below its HLIM; and (6) periodic reporting to the Board.
At a meeting of the Board held May 11-13, 2021, HFMC provided an annual written report to the Board covering the period from April 1, 2020 through March 31, 2021. The annual report addressed important aspects of the LRM Program, including, but not limited to:
the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk);
an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation;
the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM;
whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and
any material changes to the LRM Program.
In addition, HFMC provides a quarterly report on the LRM Program at each quarterly meeting of the Board’s Compliance and Risk Oversight Committee. The quarterly report included information regarding the Funds’ liquidity as measured by established parameters, a summary of developments within the capital markets that may impact liquidity, and other factors that may impact liquidity. Among other things, HFMC reports any changes to a Fund’s HLIM.
From April 1, 2020 through March 31, 2021, HFMC did not increase or reduce the HLIM for any Fund.
Based on its review and assessment, HFMC has concluded that the LRM Program is operating effectively to assess and manage the liquidity risk of each Fund and that the LRM Program has been and continues to be adequately and effectively implemented with respect to each Fund. Because liquidity in the capital markets in which the Funds invest is beyond the control of the Funds, there can be no assurance that the LRM Program will ensure liquidity under all circumstances and does not protect against the risk of loss.

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Hartford Schroders Funds
Directors and Officers of the Company (Unaudited)

The Hartford Mutual Funds II, Inc. (the “Company”) is governed by a Board of Directors (the “Directors”). The following tables present certain information regarding the Directors and officers of the Company as of October 31, 2021. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.
NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
THE COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN
(1956)
  Director   Since 2014   Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011.   75   Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation (“Vistra”) in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY
(1967)
  Director   Since 2017   Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.   75   Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee.
LYNN S. BIRDSONG(4), (5)
(1946)
  Director and Chair of the Board   Director since 2003; Chair of the Board since 2019   From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm.   75   None
DERRICK D. CEPHAS
(1952)
  Director   Since 2020   Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020).   75   Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust.
CHRISTINE R. DETRICK(5)
(1958)
  Director   Since 2016   Ms. Detrick served as a Senior Partner/Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.   75   Ms. Detrick serves as a Director and Chair of the Nominating and Governance Committee of Reinsurance Group of America (from January 2014 to present). She also serves as a Director of Charles River Associates (May 2020 to present).

146


Hartford Schroders Funds
Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
THE COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
ANDREW A. JOHNSON
(1962)
  Director   Since 2020   Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018).   75   Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust.
PAUL L. ROSENBERG
(1953)
  Director   Since 2020   Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present).   75   None
LEMMA W. SENBET(4)
(1946)
  Director   Since 2005   Dr. Senbet currently serves as the William E. Mayer Chair Professor of Finance in the Robert H. Smith School of Business at the University of Maryland, where he was chair of the Finance Department from 1998 to 2006. In June 2013, he began a sabbatical from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training, which he completed in 2018.   75   None
DAVID SUNG
(1953)
  Director   Since 2017   Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014.   75   Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present).
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(6)
(1964)
  Director, President and Chief Executive Officer   President and Chief Executive Officer since 2010; Director since 2012   Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG.   75   None
ANDREW S. DECKER
(1963)
  AML Compliance Officer   Since 2015   Mr. Decker serves as Chief Compliance Officer and AML Compliance Officer of HASCO (since April 2015) and Vice President of HASCO (since April 2018). Mr. Decker serves as AML Officer of HFD (since May 2015). Mr. Decker also serves as Vice President of HFMG (since April 2018). Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015.   N/A   N/A
AMY N. FURLONG
(1979)
  Vice President   Since 2018   Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Ms. Furlong joined The Hartford in 2004.   N/A   N/A

147


Hartford Schroders Funds
Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
THE COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
WALTER F. GARGER
(1965)
  Vice President and Chief Legal Officer   Since 2016   Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Mr. Garger joined The Hartford in 1995.   N/A   N/A
THEODORE J. LUCAS
(1966)
  Vice President   Since 2017   Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016).   N/A   N/A
JOSEPH G. MELCHER
(1973)
  Vice President and Chief Compliance Officer   Since 2013   Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and served as President and Chief Executive Officer of HFD (from April 2018 to June 2019).   N/A   N/A
VERNON J. MEYER
(1964)
  Vice President   Since 2006   Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Mr. Meyer joined The Hartford in 2004.   N/A   N/A
DAVID A. NAAB
(1985)
  Vice President and Treasurer   Since March 15, 2021   Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020.   N/A   N/A
ALICE A. PELLEGRINO
(1960)
  Vice President and Assistant Secretary   Since 2016   Ms. Pellegrino serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Ms. Pellegrino joined The Hartford in 2007.   N/A   N/A
THOMAS R. PHILLIPS
(1960)
  Vice President and Secretary   Since 2017   Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.   N/A   N/A
    

148


Hartford Schroders Funds
Directors and Officers of the Company (Unaudited) – (continued)

(1) The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.
(2) Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.
(3) The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust, and Hartford Funds Exchange-Traded Trust.
(4) Effective as of December 31, 2021, Messrs. Birdsong and Senbet will retire as Directors.
(5) Mr. Birdsong will retire effective December 31, 2021. Anticipating Mr. Birdsong's retirement, the Board has elected Christine R. Detrick to serve as Chair of the Board effective November 4, 2021. Accordingly, effective November 4, 2021, Mr. Birdsong will no longer serve as Chair of the Board. Effective November 5, 2021, Ms. Detrick also will serve as a Director of Capital One Financial Corporation.
(6) “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

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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 files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

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Hartford Schroders Funds
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds II, Inc.
Hartford Schroders China A Fund
Hartford Schroders Emerging Markets Equity Fund
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Hartford Schroders International Multi-Cap Value Fund
Hartford Schroders International Stock Fund
Hartford Schroders Securitized Income Fund
Hartford Schroders Tax-Aware Bond Fund
Hartford Schroders US MidCap Opportunities Fund
Hartford Schroders US Small Cap Opportunities Fund
(each, a “Fund” and collectively, the “Funds”)
Each of the Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US MidCap Opportunities Fund, and Hartford Schroders US Small Cap Opportunities Fund is the successor to a corresponding series of Schroder Series Trust or Schroder Capital Funds (Delaware) (each a “Predecessor Fund” and collectively, the “Predecessor Funds”), pursuant to a reorganization consummated on October 24, 2016.
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”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on August 3-4, 2021, the Board of Directors (the “Board”) of The Hartford Mutual Funds II, Inc. (“HMF II”), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement by and between Hartford Funds Management Company, LLC (“HFMC”) and each of HMF II, on behalf of each of the Funds, and The Hartford Mutual Funds, Inc. (“HMF”), on behalf of its series (the “Management Agreement”); (ii) the continuation of an investment sub-advisory agreement (the “Sub-Advisory Agreement”) by and between HFMC and each Fund’s sub-adviser, Schroder Investment Management North America Inc. (“SIMNA Inc.”); and (iii) the continuation of a separate sub-sub-advisory agreement (the “Sub-Sub-Advisory Agreement” and together with the Management Agreement and Sub-Advisory Agreement, the “Agreements”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.,” and together with SIMNA Inc., the “Sub-advisers,” and together with HFMC, the “Advisers”), on behalf of Hartford Schroders China A Fund, Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders International Stock Fund, Hartford Schroders Tax-Aware Bond Fund, and Hartford Schroders International Multi-Cap Value Fund (collectively, the “Sub-Sub-Advised Funds”).
In the months preceding the August 3-4, 2021 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board and its committees at their meetings throughout the year and in between regularly scheduled meetings on particular matters as the need arose, as well as information specifically prepared in connection with the approval of the continuation of the Agreements that was presented at the Board’s meetings held on June 15-16, 2021 and August 3-4, 2021. Information provided to the Board and its committees at their meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 15-16, 2021 and August 3-4, 2021 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 18, 2021 concerning Fund performance and other investment-related matters.
The Independent Directors, advised by independent legal counsel throughout the evaluation process, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, total expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating each Fund’s contractual management fees, actual management fees, total expense ratios and investment performance. In addition, the Consultant reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Management Agreement.

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In determining whether to approve the continuation of the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the continuation of the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal. In connection with their deliberations, the Independent Directors met separately with independent legal counsel and the Consultant on June 11, 2021 and in executive session on several occasions to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the continuation of the Agreements. As a result of the discussions that occurred during the June 11, 2021 and June 15-16, 2021 meetings, the Independent Directors presented HFMC with requests for additional information on certain topics. HFMC responded to these requests with additional information in connection with the August 3-4, 2021 meeting. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the continuation of the Agreements is provided below.
Nature, Extent and Quality of Services Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as each Adviser’s willingness to consider and implement organizational and operational changes designed to enhance services to the funds managed by HFMC and its affiliates (the “Hartford funds”). In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (“COVID-19”) pandemic.
The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures and compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and any compliance or other issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, including the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act and the Funds’ liquidity risk management program, as well as the efforts of the Advisers to combat cybersecurity risks. The Board also considered HFMC’s investments in business continuity planning designed to benefit the Funds, and the implementation of HFMC’s business continuity plans due to the COVID-19 pandemic. The Board also noted HFMC’s commitment to maintaining high quality systems and expending substantial resources to prepare for and respond to ongoing changes to the market, regulatory and control environments in which the Funds and their service providers operate, including changes associated with the COVID-19 pandemic.
With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-advisers. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-advisers. The Board considered 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 Fund’s portfolio management team, and oversight of the Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered HFMC’s periodic due diligence reviews of each Sub-adviser and ongoing oversight of each Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by each Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board considered HFMC’s oversight of the securities lending program for the Funds that engage in securities lending and noted the income earned by the Funds that participate in such program. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s oversight in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

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In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford funds product line-up. The Board also considered the expenses that HFMC had incurred, as well as the risks HFMC had assumed, in connection with the launch of new funds and changes to existing Hartford funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.
With respect to SIMNA Inc. and SIMNA Ltd., which provide certain day-to-day portfolio management services for the Funds and the Sub-Sub-Advised Funds, respectively, subject to oversight by HFMC, the Board considered, among other things, the Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and environmental, social and/or governance (ESG) criteria. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and each Sub-adviser’s method for compensating the portfolio manager(s). The Board also considered each Sub-adviser’s succession planning practices to ensure continuity of portfolio management services provided to the Funds.
The Board considered the benefits to shareholders of being part of the family of Hartford funds, including, with respect to certain share classes, the right to exchange investments between the same class of shares without a sales charge, the ability to reinvest Fund dividends into other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund), and the ability to combine holdings in a Fund with holdings in other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund) and 529 plans for which HFMC serves as the program manager to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and providing ongoing services to new funds to expand these opportunities for shareholders. In addition, the Board observed that in the marketplace there are a range of investment options available to each Fund’s shareholders and such shareholders, having had the opportunity to consider other investment options, have chosen to invest in the Fund.
Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-advisers.
Performance of each Fund and the Advisers
The Board considered the investment performance of each Fund, which included the performance of any applicable Predecessor Fund. The Board noted that each Predecessor Fund had been managed by SIMNA Inc., and each Sub-Sub-Advised Fund’s corresponding Predecessor Fund, if applicable, with the exception of the corresponding Predecessor Fund for the Hartford Schroders Tax-Aware Bond Fund and the Hartford Schroders Emerging Markets Multi-Sector Bond Fund, had been sub-advised by SIMNA Ltd. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board noted that while it found the comparative data provided by Broadridge generally useful in evaluating a Hartford fund’s investment performance, the Board recognized the limitations of such data, including that notable differences may exist between a Hartford fund and its peers. The Board also noted that, for the Hartford Schroders Securitized Income Fund, there existed no peer group with a strong correlation to the Fund’s investment strategy. For that Fund, the Board considered supplemental performance evaluation information. For details regarding each Fund’s performance, see the Fund-by-Fund synopsis below.
The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the continuation of the Agreements. These reports included, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance compared to one or more appropriate benchmarks and relevant groups or categories of peer funds, various statistics concerning the Fund’s portfolio, a narrative summary of various factors affecting Fund performance, and commentary on the effect of market conditions. The Board considered the Advisers’ work with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the continuation of the Agreements. The Board considered that the Investment Committee, in its evaluation of investment performance at meetings throughout the year, focused particular attention on information indicating less favorable performance of certain Hartford funds for specific time periods and discussed with the Advisers the reasons for such performance as well as any specific actions that the Advisers had taken, or had agreed to take, to seek to enhance Fund investment performance and the results of those actions. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.
Based on these considerations, the Board concluded that it had continued confidence in HFMC’s and each Sub-adviser’s overall capabilities to manage the Funds, as applicable.

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Costs of the Services and Profitability of the Advisers
The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time and information provided by Broadridge analyzing the profitability of managers to other fund complexes. The Board also requested and received information relating to the operations and profitability of the Sub-advisers. The Board considered representations from HFMC and SIMNA Inc. that SIMNA Inc.’s fees were negotiated at arm’s length on a Fund-by-Fund basis and that the sub-advisory fees are paid by HFMC and not the Funds. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not the Sub-Sub-Advised Funds. Accordingly, the Board concluded that the profitability of the Sub-advisers is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement.
The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreement, including a description of the methodology used to allocate certain expenses. The Board noted the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. The Board noted that the Consultant had previously performed a full review of this process and reported that such process is reasonable, sound and consistent with common industry practice.
Based on these considerations, the Board concluded that the profits realized by the Advisers and their affiliates from their relationships with each Fund were not excessive.
Comparison of Fees and Services Provided by the Advisers
The Board considered comparative information with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to SIMNA Inc. with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and SIMNA Inc. relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee retained by HFMC, and total operating expenses for each Fund. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and total expense ratios relative to an appropriate group of funds selected by Broadridge. The Board considered such information from Broadridge in consultation with the Consultant. For details regarding each Fund’s expenses, see the Fund-by-Fund synopsis below.
The Board considered the methodology used by Broadridge to select the funds included in the expense groups. While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given, among other differences, the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and views of the Consultant relating to each Fund’s fees and total operating expenses and expense groups.
The Board received information regarding fees charged by HFMC to another Hartford fund that is an exchange-traded fund (“ETF”) with investment strategies similar to those of the Hartford Schroders Tax-Aware Bond Fund. The Board reviewed information about structural, operational and other differences between the ETF and the Hartford Schroders Tax-Aware Bond Fund, including differences in the services provided to each type of product and differences in the marketplace in which each type of product must compete. The Board also received information regarding fees charged by the Sub-advisers to any other clients with investment strategies similar to those of the Funds, including institutional separate account clients and registered fund clients for which a Sub-adviser serves as either primary investment adviser or sub-adviser. The Board considered the explanations provided by the Sub-advisers about any differences between a Sub-adviser’s services to the Funds and the services a Sub-adviser provides to other types of clients. In this regard, the Board reviewed information about the generally broader scope of services and compliance, reporting and other legal burdens and risks of managing registered funds compared with those associated with managing assets of non-registered fund clients such as institutional separate accounts.
Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services provided.

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Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a Fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower effective management fee rates. The Board also recognized that a fee schedule that reaches a breakpoint at a lower asset level provides shareholders with the benefit of anticipated or potential economies of scale. The Board considered that expense limitations and fee waivers that reduce a 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 the Fund’s assets decline. In addition, the Board considered that initially setting competitive fee rates, pricing a Fund to scale at inception and making additional investments intended to enhance services available to shareholders are other means of sharing anticipated or potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders. The Board also noted that, for the Hartford Schroders Emerging Markets Multi-Sector Bond Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.
The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.
After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective management fees and total expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor any future growth in each Fund’s assets and the appropriateness of additional management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on the profitability to HFMC from providing such services to the Funds. The Board also considered that each Fund pays a transfer agency fee to Hartford Administrative Services Company (“HASCO”), an affiliate of HFMC, equal to the lesser of: (i) the actual costs incurred by HASCO in connection with the provisions of transfer agency services, including payments made to sub-transfer agents, plus a reasonable target profit margin; or (ii) a specified amount as set forth in the Transfer Agency and Service Agreement by and between HMF II, on behalf of its Funds, HMF, on behalf of its series, and HASCO. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function. The Board considered information provided by HFMC indicating that the transfer agency fees charged by HASCO to the Funds were fair and reasonable based on available industry data about fees charged by transfer agents to other mutual funds. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.
The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. The Board noted that, as principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board considered that HFD has entered into an agreement with SIMNA Inc. and SEI Trust Company to provide certain marketing support services in connection with four collective investment trust vehicles for which the Sub-advisers serve as investment adviser. The Board also considered that Schroder Fund Advisors LLC (“SFA”), a wholly-owned subsidiary of SIMNA Inc., has entered into an additional compensation arrangement with HFMC and HFD. The Board considered that under this arrangement, SFA is involved in the distribution of the Class SDR shares of the Funds, and HFMC compensates SFA for such services.
The Board considered the benefits, if any, to the Sub-advisers from any use of a Fund’s brokerage commissions to obtain soft dollar research. The Board also considered that SIMNA Inc. has entered into a solicitation agreement with HFMC pursuant to which HFMC provides certain marketing support services with respect to investment strategy models offered by SIMNA Inc. through its managed account platforms.

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Fund-by-Fund Factors
For purposes of the Fund-by-Fund discussion below, Fund performance is referred to as “in line with” a Fund’s benchmark where it was 0.5% above or below the benchmark return, and each Fund’s performance relative to its primary benchmark reflects the net performance of the Fund’s Class I shares as of March 31, 2021.
Hartford Schroders China A Fund
The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period.
The Board noted that the Fund’s contractual management fee, actual management fee, and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.45% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders Emerging Markets Equity Fund
The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, the 2nd quintile for the 3-year period, and the 1st quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 5th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its custom blended benchmark for the 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.15% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders International Multi-Cap Value Fund
The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1- and 3-year periods and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its benchmark for the 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.08% through February 28, 2022.
Hartford Schroders International Stock Fund
The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group, while its actual management fee was in the 2nd quintile.

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Hartford Schroders Securitized Income Fund
The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.10% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders Tax-Aware Bond Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-, 3-, and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee, actual management fee, and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.71% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders US MidCap Opportunities Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile.
Hartford Schroders US Small Cap Opportunities Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 3rd quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.35% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements for an additional year. 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.
The Hartford Mutual Funds II, Inc.
Hartford Schroders Diversified Emerging Markets 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 August 3-4, 2021, the Board of Directors (the “Board”) of The Hartford Mutual Funds II, Inc. (”HMF II”), including each of the Independent Directors, unanimously voted to approve (i) an amendment to the investment management agreement (the “Management Agreement”) by and between Hartford Funds Management Company, LLC (“HFMC”) and each of HMF II and The Hartford Mutual Funds, Inc., with respect to the Hartford Schroders Diversified Emerging Markets Fund (the “Fund”); (ii) an amendment to the investment sub-advisory agreement (the “Sub-Advisory Agreement”) by and between HFMC and the Fund’s sub-adviser, Schroder Investment Management North America Inc. (“SIMNA Inc.”), with respect

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to the Fund; and (iii) an amendment to the sub-sub-advisory agreement (the “Sub-Sub-Advisory Agreement”, and together with the Management Agreement and the Sub-Advisory Agreement, the “Agreements”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.,” and together with SIMNA Inc., the “Sub-advisers,” and together with HFMC, the “Advisers”), with respect to the Fund.
Prior to approving the Agreements, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board and its Investment Committee considered the materials and presentations from representatives of the Advisers received at meetings held on June 15-16, 2021, June 21, 2021 and August 3-4, 2021 regarding the Fund and its investment strategy. The Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meeting on August 3-4, 2021 concerning the Agreements.
In determining whether to approve the Agreements for the Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their 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. Throughout the evaluation process, the Board was assisted by counsel for the Fund and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Directors met separately with independent legal counsel in executive session to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the Agreements. 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 the Advisers. 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”). In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (COVID-19) pandemic.
With respect to HFMC, the Board noted that, under the Management Agreement, HFMC would be responsible for the management of the Fund, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative services to the Fund as well as investment advisory services in connection with selecting, monitoring and supervising the Fund’s Sub-advisers, and that HFMC had recommended to the Board that the Sub-advisers be appointed as the sub-adviser and sub-sub-adviser to the Fund. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-advisers. 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 Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered that HFMC would oversee the Sub-advisers’ investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by each 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 SIMNA Inc. and SIMNA Ltd., which would provide certain day-to-day portfolio management services for the Fund, subject to oversight by HFMC, the Board considered, among other things, each Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and environmental, social and/or governance (ESG) criteria. The Board considered the experience of the Fund’s proposed portfolio managers, the number of accounts managed by the portfolio managers, and each Sub-adviser’s method for compensating the portfolio managers. The Board also considered each Sub-adviser’s succession planning practices to ensure continuity of portfolio management services to be provided to the Fund.

158


Hartford Schroders Funds
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

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-advisers are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford funds’ compliance program as a result of the addition of the Fund.
The Board considered the benefits to the Fund’s future shareholders of being part of the family of Hartford funds, including, with respect to certain share classes, the right to exchange investments between the same class of shares without a sales charge, the ability to reinvest Fund dividends into other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund), and the ability to combine holdings in the Fund with holdings in other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund) and 529 plans for which HFMC serves as the program manager to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and providing ongoing services to new funds to expand these opportunities for shareholders.
In considering the foregoing information, the Board evaluated not only the information presented to the Board and the Investment Committee in connection with its consideration of the Agreements, but also the Board’s experience through past interactions with HFMC and the Sub-advisers. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to the Fund by HFMC and the Sub-advisers.
Performance of the Fund and the Advisers
The Board considered the investment performance of the Sub-advisers and its portfolio management team, including, for purposes of considering the investment skill and experience of the Fund’s portfolio manager, back-tested and model performance of the Fund’s strategy showing the portfolio management team’s expected capabilities, and the performance of the Hartford Schroders Emerging Markets Equity Fund, which is expected to have a similar investment strategy to the Fund. The Board also considered information comparing the back-tested and model 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-advisers have the capability of providing satisfactory investment performance for the Fund.
Costs of the Services and Profitability of the Advisers
In considering the proposed advisory and sub-advisory fee schedules for the Fund, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to the Fund and the estimated profitability to HFMC from the investment management and related services to be provided to the Fund. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Fund, taking into consideration the revenue and expenses of the Fund, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability of the Fund to HFMC would depend on the growth of the Fund’s assets under management. The Board considered representations from HFMC and SIMNA Inc. that SIMNA Inc.’s fees were negotiated at arm’s length and that the sub-advisory fees would be paid by HFMC and not the Fund. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not the Fund. Accordingly, the Board concluded that the profitability of the Sub-advisers is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement.
Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Fund would not be excessive.
Comparison of Fees and Services to be Provided by the Advisers
The Board considered comparative information with respect to the services to be rendered to and the management fees to be paid by the Fund to HFMC and the expected total expense ratios of the Fund. The Board also considered the proposed sub-advisory fees to be paid by HFMC to SIMNA Inc. with respect to the Fund. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not the Fund. In this regard, the Board requested and reviewed information from HFMC and SIMNA Inc. relating to the proposed management and sub-advisory fees, including the sub-advisory fee schedule for the Fund, and the amount of the management fee

159


Hartford Schroders Funds
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

to be retained by HFMC, and expected total operating expenses for the Fund. The Board also reviewed information comparing the Fund’s proposed contractual management fees, actual management fees and expected total expense ratios relative to an appropriate group of funds (the “Peer Group”) selected from the relevant peer universe identified by Broadridge Financial Solutions, Inc., an independent provider of investment company data. As part of this review, the Board considered the composition of the Peer Group and the methodology used to select the Peer Group, which included input from an independent financial services consultant engaged by the Independent Directors to assist them in evaluating the Fund’s proposed management fees and estimated total expense ratios. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of other funds in the Peer Group are set and potentially material differences between the Fund and the Peer Group. The Board also considered that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund’s Class SDR shares to 0.89% through September 30, 2022, unless the Board approves its earlier termination.
In considering the reasonableness of the Fund’s proposed management and sub-advisory fees and projected total expense ratios, the Board considered that the Fund’s proposed contractual management fee was below the average and median of its Peer Group for all asset levels. The Board further considered that the Fund’s proposed contractual management fees fell within the 2nd quintile of its Peer Group and actual management fees, taking into account any fee waivers, fell within the 5th quintile of its Peer Group. The Board also considered that the Fund’s estimated total expense ratio for Class SDR shares was within the 1st quintile of its Peer Group.
Based on these considerations, the Board concluded that the Fund’s proposed fees and projected total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services to be provided.
Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as the Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board reviewed the breakpoint in the proposed management fee schedule for the Fund, which would reduce the fee rate if and when Fund assets grow over time to more than $1 billion. The Board considered HFMC’s representation that the Fund could be expected to achieve some economies of scale as assets in the Fund grow. The Board recognized that a fund with assets beyond the highest breakpoint level would continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower effective management fee rates. The Board also recognized that a fee schedule that reaches a breakpoint at a lower asset level provides shareholders with the benefit of anticipated or potential economies of scale. The Board considered that expense limitations and fee waivers 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, which has resulted in benefits being realized by shareholders. In addition, the Board considered that initially setting competitive fee rates and pricing the Fund to scale at inception are other means of sharing potential economies of scale with shareholders.
The Board reviewed and evaluated materials from HFMC showing how management fee schedules of other funds in the Peer Group reflect economies of scale for the benefit of shareholders as a fund’s assets hypothetically increase over time. The Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.
The Board also considered how any benefits from economies of scale would be realized by the various parties. The Board reviewed relevant information included in the materials provided to the Board regarding comparative breakpoint information for other funds in the Peer Group. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of the Fund’s future shareholders. The Board noted, however, that it would monitor any future growth in the Fund’s assets and the appropriateness of additional management fee breakpoints or other methods to share benefits from economies of scale as part of its future 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.

160


Hartford Schroders Funds
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, would serve as principal underwriter of the Fund. As applicable, the Board noted that, as principal underwriter, HFD would receive distribution and service fees from the Fund and would receive all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board considered that HFD has entered into an agreement with SIMNA Inc. and SEI Trust Company to provide certain marketing support services in connection with four collective investment trust vehicles for which the Sub-advisers serve as investment adviser. The Board also considered that Schroder Fund Advisors LLC (“SFA”), a wholly-owned subsidiary of SIMNA Inc., has entered into an additional compensation arrangement with HFMC and HFD. The Board considered that under this arrangement, SFA would be involved in the distribution of the Class SDR shares of the Fund, and HFMC would compensate SFA for such services.
The Board also considered that SIMNA Inc. has entered into a solicitation agreement with HFMC pursuant to which HFMC provides certain marketing support services with respect to investment strategy models offered by SIMNA Inc. through its managed account platforms.
* * * *
Based upon the review of the factors summarized above, 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.

161


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
The Hartford Financial Services Group, Inc. and Affiliates*
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
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of Personal Information.
This notice describes how we collect, disclose, and protect Personal Information.
We collect Personal Information to:
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We may obtain Personal Information from:
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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;
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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:
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As allowed by law, we may share Personal Financial Information with our affiliates to:
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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:
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As used in this Privacy Notice:
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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:
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Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
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Transaction means your business dealings with us, such as:
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You means an individual who has given us Personal Information in conjunction with:
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If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: T 04.180, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of February 2021), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New BDM NV; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised February 2021


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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.
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 a fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a sub-sub adviser to certain Funds. HFD and HFMC are not affiliated with Schroder Investment Management North America Inc. and Schroder Investment Management North America Ltd.
MFAR-HSE21    12/21     226039    Printed in the U.S.A.


Hartford Domestic
Equity Funds
Annual Report
October 31, 2021
The Hartford Capital Appreciation Fund
Hartford Core Equity Fund
The Hartford Dividend and Growth Fund
The Hartford Equity Income Fund
The Hartford Growth Opportunities Fund
The Hartford Healthcare Fund
The Hartford MidCap Fund
The Hartford MidCap Value Fund
Hartford Quality Value Fund
The Hartford Small Cap Growth Fund
Hartford Small Cap Value Fund
The Hartford Small Company Fund


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Mutual Funds. The following is the Funds’ Annual Report covering the period from November 1, 2020 through October 31, 2021.
Market Review
During the 12 months ended October 31, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 42.9%, a number that reflects one of the most remarkable market rebounds in recent memory, particularly when measured against the March 2020 sell-off at the start of the coronavirus (COVID-19) pandemic.
That said, the market’s extraordinary performance occurred against a backdrop of uncertain and sometimes contradictory economic signals: inflation fears; global supply-chain bottlenecks; tightened labor markets; political gridlock; a stubbornly persistent pandemic and a U.S. Federal Reserve (Fed) methodically signaling its intention to cut back on the monetary stimulus that helped fuel the recovery.
A year ago, markets had already bounced back from their March 2020 lows, yet the economy still faced considerable turbulence from a fiercely divisive U.S. presidential election and a resurgence of COVID-19 infections. Once the election was settled in November 2020, the emergence of safe and effective vaccines provided a significant lift to equity markets, as did a major $900 billion economic relief package passed by the U.S. Congress in late December 2020.
In March 2021, the U.S. Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. In August 2021, a $1.2 trillion proposal for an infrastructure spending package received U.S. Senate approval. However, by the period’s end, the outcome for the administration’s $1.75 trillion “Build Back Better” proposal, focused on social-safety-net improvements and climate-change mitigation, remained uncertain.
Inflation headlines dominated the spring and summer of 2021. In July 2021, the Fed’s preferred measure of inflation had risen to levels not seen since 1991.2 The supply-chain disruptions spawned in part by the economic recovery helped drive up prices for gasoline, used cars, airfare tickets, durable goods, and a host of other items toward the end of the period. The Fed's previous assurances that inflation would be mostly transitory were being sorely tested.
Throughout the period, the Fed continued to maintain its ongoing policy of near-zero interest rates in support of the recovery. However, in September 2021, Fed Chairman Jerome Powell rattled markets when he announced preparations for having the Fed gradually cut back the $120 billion in bonds it had been purchasing each month since the start of the pandemic. By period’s end, markets had recovered.
As of the end of the period, the economic recovery appears durable. Yet, inflation remains a wildcard and market volatility may persist. Nowadays, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford Funds
1 S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.
2 The Personal Consumption Expenditures Price Index, which excludes food and energy prices, rose 3.6% in July 2021. Source: U.S. Bureau of Economic Analysis and the St. Louis Fed, as of September 2021.


Hartford Domestic Equity Funds
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 43
Expense Examples (Unaudited) 44
Financial Statements:  
Schedules of Investments:  
The Hartford Capital Appreciation Fund 47
Hartford Core Equity Fund 52
The Hartford Dividend and Growth Fund 54
The Hartford Equity Income Fund 56
The Hartford Growth Opportunities Fund 59
The Hartford Healthcare Fund 62
The Hartford MidCap Fund 65
The Hartford MidCap Value Fund 68
Hartford Quality Value Fund 70
The Hartford Small Cap Growth Fund 73
Hartford Small Cap Value Fund 76
The Hartford Small Company Fund 78
Glossary 81
Statements of Assets and Liabilities 82
Statements of Operations 86
Statements of Changes in Net Assets 89
Financial Highlights 95
Notes to Financial Statements 110
Report of Independent Registered Public Accounting Firm 138
Operation of the Liquidity Risk Management Program (Unaudited) 139
Directors and Officers (Unaudited) 140
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 144
Quarterly Portfolio Holdings Information (Unaudited) 144
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 145
The views expressed in each Fund’s Manager Discussion contained in the Fund Overview section are views of that Fund’s portfolio manager(s) through the end of the period and are subject to change based on market and other conditions, and we disclaim any responsibility to update the views contained herein. These views may contain statements that are “forward-looking” statements. Actual results may differ materially from those projected in the “forward-looking” statements. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable. Holdings and characteristics are subject to change. Fund performance reflected in each Fund’s Manager Discussion reflects the returns of such Fund’s Class A shares, before sales charges. Returns for such Fund’s other classes differ only to the extent that the classes do not have the same expenses.


The Hartford Capital Appreciation Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 07/22/1996
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 33.83% 16.44% 14.37%
Class A2 26.47% 15.13% 13.72%
Class C1 32.78% 15.56% 13.54%
Class C3 31.78% 15.56% 13.54%
Class I1 34.18% 16.76% 14.71%
Class R31 33.32% 16.03% 14.01%
Class R41 33.72% 16.39% 14.36%
Class R51 34.13% 16.74% 14.70%
Class R61 34.27% 16.86% 14.81%
Class Y1 34.16% 16.81% 14.79%
Class F1 34.28% 16.85% 14.75%
Russell 3000 Index 43.90% 18.91% 16.10%
S&P 500 Index 42.91% 18.93% 16.21%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.07% 1.07%
Class C 1.84% 1.84%
Class I 0.78% 0.78%
Class R3 1.41% 1.41%
Class R4 1.10% 1.10%
Class R5 0.80% 0.80%
Class R6 0.70% 0.70%
Class Y 0.80% 0.80%
Class F 0.70% 0.70%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

2


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Portfolio Managers
Gregg R. Thomas, CFA
Senior Managing Director and Director, Investment Strategy
Wellington Management Company LLP
Thomas S. Simon, CFA, FRM
Senior Managing Director and Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Capital Appreciation Fund returned 33.83%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmarks, the Russell 3000 Index, which returned 43.90% for the same period, and the S&P 500 Index, which returned 42.91% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 41.19% average return of the Lipper Multi-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president in November 2020 after a closely contested election, removing a key element of uncertainty for the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy support, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The Democrats secured slim majorities in both houses of Congress after winning control of the Senate, bolstering President Biden’s prospects of advancing his legislative agenda. In the second quarter of 2021, U.S. equities rallied for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the quarter, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September, triggering a powerful rotation into value equities. In the final month of
the period, U.S. equities registered their largest monthly gain of the year, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong U.S. equity inflows, and improved prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. COVID-19 cases, which fell nearly 60% from their latest peak in September 2021.
Returns varied by market cap during the period, as mid- and small-cap equities, as measured by the S&P MidCap 400 Index and Russell 2000 Index, respectively, both outperformed large-cap equities, as measured by the S&P 500 Index.
All eleven sectors in the Russell 3000 Index posted positive returns during the period. Strong performers included the Energy (+116.4%), Financials (+71.0%), and Real Estate (+47.6%) sectors. The Utilities (+12.0%), Consumer Staples (+19.6%), and Health Care (+31.6%) sectors posted the smallest gains for the period.
During the period, the Fund underperformed the Russell 3000 Index, primarily due to weak stock selection within the Consumer Discretionary, Information Technology, and Healthcare sectors. Conversely, stronger selection within the Energy, Consumer Staples, and Financials sectors contributed positively to relative returns during the period. Sector allocation, a result of bottom-up stock selection, detracted during the period primarily due to the Fund’s underweight exposure to the Energy sector and overweight exposure to the Consumer Staples sector. An underweight to the Utilities sector relative to the Russell 3000 Index contributed positively to performance.
Our decision to not own Tesla (Consumer Discretionary) within the Fund and the Fund’s underweight exposures, relative to the Russell 3000 Index, to Microsoft (Information Technology) and NVIDIA (Information Technology) were the top relative detractors from Fund performance during the period. Tesla, a constituent of the Russell 3000 Index, engages in the design, development, manufacture, and sale of fully electric vehicles, energy generation and storage systems. Shares of Tesla rose after the company reported third-quarter earnings that beat consensus estimates after Hertz announced it would be adding 100,000 Tesla vehicles to its rental-car fleet. The Fund did not hold the stock as of the end of the period. Microsoft develops and supports software, services, devices, and solutions. Shares of Microsoft rose after the company delivered strong first quarter fiscal year 2022 results with balanced performance across the product set and good margin expansion in all three reporting segments. We maintained the Fund’s underweight exposure to the
 

3


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

stock as of the end of the period. NVIDIA is a leading producer of graphics processing units (GPUs). Shares of NVIDIA rose after Facebook (now named Meta) announced a significant increase in its capital spending plans for 2022. The majority of these investments will be aimed at developing the company's data center network and technology infrastructure, which is expected to benefit NVIDIA. We eliminated the Fund’s position earlier in the period on share-price strength.
ChemoCentryx (Health Care), Splunk (Information Technology), and Alibaba (Consumer Discretionary) were among the largest detractors from Fund performance on an absolute basis over the period.
Top contributors to the Fund’s performance relative to the Russell 3000 Index included the Fund’s out-of-benchmark exposure to Diamondback Energy (Energy), an overweight exposure to American Express (Financials), as well as an underweight exposure to Amazon (Consumer Discretionary). Diamondback Energy is an oil and gas exploration and production company. Shares rose over the period alongside surging global oil prices. The company also reported earnings for the first quarter that surprised to the upside, with investors focusing on strong free cash flow generation. The Fund maintained an overweight in the stock as of the end of the period. American Express is a credit card payments company. Shares rose during the period after the company announced better-than-expected first quarter earnings. Results were helped by a $1.1 billion release of reserves that were previously set aside to cover soured loans during the pandemic. Management also raised its outlook for fiscal year 2021. We trimmed the Fund’s position on share-price strength during the period. Amazon is a technology company with a focus on e-commerce and cloud computing. Shares of Amazon rose during the period but lagged the Russell 3000 Index. The company’s share price lost ground later in the period when management stated that sales growth was expected to slow over the next several quarters, as consumers continue to venture outside of their homes and away from their pandemic-induced online shopping habits. We increased the Fund’s underweight to Amazon during the period.
Alphabet (Communication Services), American Express (Financials), and TJX Companies (Consumer Discretionary) were among the largest contributors to the Fund’s performance on an absolute basis over the period.
Our investment process includes the use of factor-based strategies, which involve targeting certain company characteristics, or factors, that we believe impact returns across asset classes. Factor impact overall on the Fund was negative during the period. The Fund’s slight underweight exposure to higher-beta equities and overweight exposure to mid-cap equities detracted from performance, while the Fund’s slight underweight exposure to higher-volatility equities and slight overweight exposure to higher liquidity names contributed positively to performance.
During the period, the Fund, at times, used equity index futures to equitize cash or to seek to efficiently manage risks. During the period, the use of equity index futures contributed positively to relative performance.
What is the outlook as of the end of the period?
While company earnings have been improving relative to 2020 as of the end of the period, risks continue to evolve. This includes the potential economic ramifications following the spread of the COVID-19 Delta variant and the reemergence of pandemic-related restrictions in some regions, potential broad market disruption from political gridlock surrounding publicly listed equities in China and the government debt ceiling in the U.S., and the potential impact to company fundamentals as central banks begin to roll back stimulus programs. Against this backdrop, we expect continued volatility as investors balance long-term opportunities and nearer-term risks. As ever, we remain vigilant in managing risks in the Fund and seek to deliver performance that is driven by security selection.
Looking across markets, we are mindful of the ever-evolving risks of different equity factors and seek to create a fund that includes differentiated investment styles and philosophies. We maintain exposure to cyclical areas of the market through our allocations to mean-reversion (e.g. value and contrarian) underlying portfolio managers. These underlying portfolio managers look to invest in undervalued companies and use their security selection expertise to seek to identify companies with solid fundamentals and to avoid businesses that they believe are unlikely to mean-revert in the future. We look to our trend-following (e.g. growth and momentum) underlying portfolio managers to seek to provide capital appreciation by seeking attractive companies with favorable growth prospects. As with value equities, we look for the underlying portfolio managers' fundamental security selection processes to help differentiate companies with better long-term growth fundamentals versus those that are more speculative and driven by investor exuberance. We seek to balance these exposures with risk-aversion (e.g. quality and low volatility) allocations, which seek to provide a more defensive weight to the Fund by investing in companies with more stable businesses in our view. These characteristics are expected to add beneficial exposure to the Fund in the event of an unexpected shock to the economy or markets in our view. As of the end of the period, we also note that these equities continued to trade at attractive valuations relative to history in our view. To that end, we expect the market backdrop to benefit fundamental portfolio managers looking to differentiate between companies that can succeed in the current climate from those that cannot.
At the end of the period, the Fund’s largest overweights were to the Industrials and Consumer Staples sectors, while the Fund’s largest underweights were to the Information Technology and Utilities sectors, relative to the Russell 3000 Index.
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, economic and regulatory developments. These risks are generally greater, and include additional risks, for investments in emerging markets. • To the

4


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse development occur.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.7%
Consumer Discretionary 14.9
Consumer Staples 7.5
Energy 1.0
Financials 11.5
Health Care 13.1
Industrials 12.2
Information Technology 22.3
Materials 3.1
Real Estate 4.1
Utilities 0.2
Total 97.6%
Short-Term Investments 3.1
Other Assets & Liabilities (0.7)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

5


Hartford Core Equity Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 04/30/1998
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 37.85% 18.68% 16.53%
Class A2 30.27% 17.34% 15.87%
Class C1 36.86% 17.81% 15.69%
Class C3 35.86% 17.81% 15.69%
Class I1 38.19% 18.99% 16.73%
Class R31 37.38% 18.27% 16.20%
Class R41 37.82% 18.66% 16.57%
Class R51 38.17% 18.98% 16.90%
Class R61 38.31% 19.10% 16.97%
Class Y1 38.20% 19.03% 16.95%
Class F1 38.33% 19.09% 16.78%
S&P 500 Index 42.91% 18.93% 16.21%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class I shares commenced operations on 03/31/2015. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 03/31/2015 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares from 03/31/2015 through 02/27/2017 and Class A shares (excluding sales charges) prior to 03/31/2015.
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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

6


Hartford Core Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 0.73% 0.73%
Class C 1.47% 1.47%
Class I 0.46% 0.46%
Class R3 1.07% 1.07%
Class R4 0.78% 0.78%
Class R5 0.48% 0.48%
Class R6 0.38% 0.38%
Class Y 0.48% 0.46%
Class F 0.38% 0.38%
    
* 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 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Mammen Chally, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
David A. Siegle, CFA
Managing Director and Equity Research Analyst
Wellington Management Company LLP
Douglas W. McLane, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Core Equity Fund returned 37.85%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the S&P 500 Index, which returned 42.91% for the same period. For the same period, the Class A shares of the Fund, before sales charges, also underperformed the 41.18% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president in November 2020 after a closely contested election, removing a key element of uncertainty for the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy support, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The Democrats secured slim majorities in both houses of Congress after winning control of the Senate, bolstering President Biden’s prospects of advancing his legislative agenda. In the second quarter of 2021, U.S. equities rallied for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the quarter, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September, triggering a powerful rotation into value equities. In the final month of the period, U.S. equities registered their largest monthly gain of the year, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong
 

7


Hartford Core Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

U.S. equity inflows, and improved prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. COVID-19 cases, which fell nearly 60% from their latest peak in September 2021.
Returns varied by market cap during the period, as large-cap equities, as measured by the S&P 500 Index, underperformed small-cap and mid-cap equities, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
All eleven sectors in the S&P 500 Index rose during the period, with the Energy (+111%) and Financials (+72%) sectors performing best. Conversely, the Utilities (+11%) and Consumer Staples (+19%) sectors were the worst performers during the period.
Overall, the Fund’s underperformance relative to the S&P 500 Index during the period was driven by weak security selection, primarily within the Information Technology, Consumer Discretionary, and Consumer Staples sectors. This was partially offset by stronger stock selection within the Financials, Communication Services, and Energy sectors, which contributed positively to performance over the same period. Sector allocation, a result of the bottom-up stock selection process, also detracted from relative performance, primarily driven by the Fund’s underweight to the Energy sector and overweight allocation to the Consumer Staples sector. This was partially offset by the Fund’s underweight positions in the Consumer Discretionary and Utilities sectors, which contributed positively to performance over the period.
The top contributors to relative performance over the period were overweight positions in EOG Resources (Energy), Morgan Stanley (Financials) and Bank of America (Financials). Shares of oil and gas exploration and production company EOG Resources surged over the period after reporting both fourth quarter 2020 and calendar year 2020 earnings that beat consensus expectations. An unusually tight supply-demand balance in European gas heading into the winter added further price pressure to a market already at record highs while increased demand for crude oil continued to push prices higher, lifting share prices during the period. The Fund remained overweight in the stock at the end of period. Shares of Morgan Stanley rose over the period as well. This was driven by strong earnings throughout the period, where the company beat consensus earnings expectations each quarter. The Fund remained overweight in the stock at the end of period. Shares of Bank of America rose over the period. The company reported strong earnings during the same period, beating estimates, as the bank regained losses seen from the early onset of the pandemic. The Fund remained overweight the stock at the end of period. Top absolute contributors to Fund performance over the period included Alphabet (Communication Services) and Microsoft (Information Technology).
The top detractors from the Fund’s relative performance over the period included overweight positions in FedEx (Industrials) and American Electric Power (Utilities), as well as not owning NVIDIA (Information Technology). Shares of FedEx fell over the period after the company announced weak fiscal first quarter 2022 earnings, missing expectations in September 2021. High wage inflation and substantial inefficiencies from COVID-19 disruptions in the same quarter resulted in an estimated $450 million negative impact to operating results. The company also had mixed earnings in varying
quarters earlier in 2021. As of the end of the period, the Fund was overweight the stock, which performed poorly during the period. Shares of American Electric Power, a company that specializes in the provision of electricity, also fell during the period due to concerns stemming from President Biden’s continued remarks regarding the switch to clean energy. While the company has high exposures to coal currently, we believe the company is aligned with the energy transition since renewables are expected to be their dominant power source by 2030. As of the end of the period, the Fund was overweight the stock. Shares of NVIDIA, a leading producer of graphics processing units (GPUs), rose during the period. For the same period, Facebook (now renamed Meta) announced a significant increase in its capital spending plans for 2022. The majority of these investments will be aimed at developing the company's data center network and technology infrastructure, which is expected to benefit NVIDIA. Not owning the stock during the period was a detractor from the Fund’s relative performance due to the stock’s strong performance. The Fund’s absolute detractors for the period included American Electric Power (Utilities) and FedEx (Industrials).
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe several issues are emerging that will have near- and intermediate-term impacts. Infrastructure spending remains a key area of discussion and, while the negotiations around the large democratic bill and the Senate approved bipartisan bill remain stalled, our expectation remains that Congress will approve both bills with a total size of around $2.5 trillion. We also expect the U.S. debt ceiling will be extended. We believe this may provide some cushion for growth into 2022 with the caveat that a higher corporate tax rate may be included in the bills. Depending on the revenue required to offset the spending, we believe it could pose a challenge to future earnings growth.
In our opinion, the bigger question concerns expectations around inflation with companies struggling to offset higher input costs with higher pricing of their own goods and services, leading to margin compression. We believe that labor force participation rates may continue to increase as stimulus effects wane, and some supply chain disruptions may ease with the increased availability of vaccines globally, limiting the risk of runaway inflation. Still, we believe some of these higher costs are likely here to stay, and many companies have announced further price increases to offset cost pressures. Hence, we do expect some of the inflation to be sustained into the next year.
Lastly, we believe there are some lurking risks that are difficult to handicap, such as the deteriorating financial condition of Chinese real estate developers such as Evergrande and the high gas prices translating to increased power costs in Europe. Increased geopolitical tension is bringing increased attention to strategic industries such as semiconductors, electric vehicles, and robotics. We believe these industries are likely to see increased investment in local economies as each country tries to reduce reliance on imports. Given these factors, we believe it will be important to keep an eye on the U.S. Federal Reserve and other global central banks, as the manner in which the

8


Hartford Core Equity Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

abundant liquidity is withdrawn from global economies will likely impact exchange rates and interest rates around the world and, in turn, affect prices of risk assets.
At the end of the period, the Fund’s largest overweights relative to the S&P 500 Index were to the Communication Services and Industrials sectors, while the Fund’s largest underweights were to the Information Technology and Energy sectors.
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 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 12.7%
Consumer Discretionary 11.9
Consumer Staples 5.9
Energy 1.3
Financials 12.6
Health Care 14.4
Industrials 9.4
Information Technology 26.1
Materials 1.1
Real Estate 1.7
Utilities 2.0
Total 99.1%
Short-Term Investments 0.6
Other Assets & Liabilities 0.3
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

9


The Hartford Dividend and Growth Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 07/22/1996
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a high level of current income consistent with growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 46.01% 15.72% 13.87%
Class A2 37.98% 14.42% 13.23%
Class C1 44.92% 14.85% 13.02%
Class C3 43.92% 14.85% 13.02%
Class I1 46.39% 16.02% 14.14%
Class R31 45.43% 15.31% 13.49%
Class R41 45.92% 15.66% 13.84%
Class R51 46.35% 16.01% 14.18%
Class R61 46.52% 16.13% 14.29%
Class Y1 46.47% 16.09% 14.27%
Class F1 46.55% 16.13% 14.19%
S&P 500 Index 42.91% 18.93% 16.21%
Russell 1000 Value Index 43.76% 12.39% 12.85%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

10


The Hartford Dividend and Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.00% 1.00%
Class C 1.78% 1.78%
Class I 0.74% 0.74%
Class R3 1.36% 1.36%
Class R4 1.05% 1.05%
Class R5 0.75% 0.75%
Class R6 0.65% 0.65%
Class Y 0.74% 0.69%
Class F 0.65% 0.65%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Matthew G. Baker
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Nataliya Kofman
Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Dividend and Growth Fund returned 46.01%, before sales charges, for the twelve-month period ended October 31, 2021, outperforming the Fund’s primary benchmark, the S&P 500 Index, which returned 42.91% for the same period, and also outperforming the Fund’s secondary benchmark, the Russell 1000 Value Index, which returned 43.76% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the 39.88% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president in November 2020 after a closely contested election, removing a key element of uncertainty for the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy support, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The Democrats secured slim majorities in both houses of Congress after winning control of the Senate, bolstering President Biden’s prospects of advancing his legislative agenda. In the second quarter of 2021, U.S. equities rallied for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the quarter, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September, triggering a powerful rotation into value equities. In the final month of the period, U.S. equities registered their largest monthly gain of the year, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong U.S. equity inflows, and improved prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. COVID-19 cases, which fell nearly 60% from their latest peak in September 2021.
 

11


The Hartford Dividend and Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Returns varied by market cap during the period, as mid- and small-cap equities, as measured by the S&P MidCap 400 Index and Russell 2000 Index, respectively, both outperformed large-cap equities, as measured by the S&P 500 Index.
All eleven sectors in the S&P 500 Index rose during the period, with the Energy (+111%), Financials (+72%), and Information Technology (+47%) sectors performing the best. The Utilities (+11%), Consumer Staples (+19%), and Healthcare (+34%) sectors were the worst performers during the period.
Security selection was the main driver of the Fund’s returns relative outperformance versus the S&P 500 Index over the period. Stock selection was strongest within the Financials, Industrials, and Healthcare sectors. This was partially offset by weaker selection within the Materials and Communication Services sectors, which detracted from relative performance over the same period. Sector allocation, a result of the bottom-up stock selection process, also contributed positively to the Fund’s performance relative to the S&P 500 Index over the period. An overweight to the Financials and Energy sectors added the most to returns relative to the S&P 500 Index during the period. This was partially offset by an underweight allocation to the Information Technology sector over the same period.
The Fund’s top positive contributors to performance relative to the S&P 500 Index during the period were not owning Amazon.com (Consumer Discretionary) and overweight positions in Bank of America (Financials) and ConocoPhilips (Energy). Not holding S&P 500 Index constituent Amazon.com was a top relative positive contributor to performance during the period as shares of the company rose yet underperformed the S&P 500 Index. The Fund did not hold a position in the company during the period as it did not align with our philosophy and process. Shares of Bank of America rose during the period as banking equities benefited from the vaccine-led rally and subsequent rotation towards value sectors. The U.S. Federal Reserve’s (Fed’s) decision in September 2021 to roll back its bond-buying program but leave short-term interest rates unchanged, sent share prices higher at the end of the period. We trimmed the Fund’s position on share-price strength during the period, but as of the end of the period, we continued to hold the stock. Shares of oil and gas conglomerate ConocoPhillips rose strongly over the period on news that the company had purchased the entirety of Royal Dutch Shell’s Permian Basin assets. The all-cash purchase has made ConocoPhillips one of the largest producers in the world’s top shale basin. The company continued to execute on acquisition opportunities after buying Concho Resources earlier in 2021. Rising global crude oil prices also buoyed share prices during the period. As of the end of the period, we continued to hold the stock.
The Fund’s top detractors from performance relative to the S&P 500 Index during the period included Verizon (Communication Services) and not owning Tesla (Consumer Discretionary) and NVIDIA (Information Technology). Shares of Verizon fell during the period. After releasing fourth-quarter 2020 results, investors were disappointed by weak subscriber growth that fell short of analyst estimates, sending share prices lower. As of the end of the period, we continued to hold Verizon in the Fund. Not owning Tesla also detracted from relative performance during the period. Shares of Telsa were
added to the S&P 500 Index in late 2020, which along with positive sentiment around electric vehicles led to a soaring share price. Since then, shares have reached all-time highs after the company reported third quarter 2021 earnings with increased revenue growth led by a 73% increase in vehicle deliveries. The Fund does not hold a position in the company as of the end of the period, as it does not align with our philosophy and process. Not owning NVIDIA also detracted from relative performance during the period. The company consecutively announced better-than expected results and continued to show strong growth across categories, particularly within gaming and datacenter categories over the period. In addition to strong growth in hardware, the company's software offerings also grew in importance during the same period, with management introducing the company's artificial intelligence (AI) as a service and its Omniverse platform as a foundation for the future metaverse. The Fund did not hold a position in the company during the period as it does not align with our philosophy and process.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
Despite high stock price correlations within industries, as of the end of the period we believe there is meaningful dissent in the market regarding the economic outlook and the path of the economic recovery from here. Our view is that inflation is likely to endure going forward due to the significant supply constraints (e.g., commodities, labor, etc.). We believe that persistent inflation, which we have not seen for years, will put downward pressure on margins and likely lead to higher interest rates. Given this outlook, we believe a market regime shift is likely and we are seeking to identify consistent compounders (high-quality businesses with strong recurring revenues) with strong competitive advantages and the ability to pass price inflation through to customers. We are also evaluating which end markets we believe are poised to benefit from continued supply tightness - such as metals and mining, for example.
We remain focused on seeking to limit downside risk in the Fund, so we are seeking to avoid companies that we would expect to struggle in an inflationary environment with rising interest rates. Such companies include those that we believe to have rich valuations amid increasing discount rates and companies with margins that we believe are vulnerable to inflation due to an inability to pass on price increases to their customers. We remain focused on seeking to identify quality companies with a positive risk/reward skew and a narrow range of outcomes.
At the end of the period, the Fund had its largest overweights in the Financials and Healthcare sectors, and the largest underweights in the Information Technology and Consumer Discretionary sectors, relative to the S&P 500 Index.
We continue to apply our valuation discipline within the Fund to seek to maintain a Fund of resilient businesses that in our opinion are reasonably valued and have favorable industry and competitive dynamics.

12


The Hartford Dividend and Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

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, economic and regulatory developments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.2%
Consumer Discretionary 6.2
Consumer Staples 5.8
Energy 4.2
Financials 20.0
Health Care 14.9
Industrials 8.1
Information Technology 19.0
Materials 3.4
Real Estate 3.2
Utilities 3.8
Total 96.8%
Short-Term Investments 2.5
Other Assets & Liabilities 0.7
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

13


The Hartford Equity Income Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 08/28/2003
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a high level of current income consistent with growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 39.45% 12.89% 12.60%
Class A2 31.78% 11.62% 11.96%
Class C1 38.31% 12.02% 11.76%
Class C3 37.31% 12.02% 11.76%
Class I1 39.69% 13.15% 12.88%
Class R31 38.83% 12.47% 12.20%
Class R41 39.25% 12.80% 12.54%
Class R51 39.75% 13.15% 12.89%
Class R61 39.82% 13.26% 13.00%
Class Y1 39.77% 13.21% 12.97%
Class F1 39.81% 13.25% 12.93%
Russell 1000 Value Index 43.76% 12.39% 12.85%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.01% 1.01%
Class C 1.76% 1.76%
Class I 0.74% 0.74%
Class R3 1.36% 1.36%
Class R4 1.06% 1.06%
Class R5 0.77% 0.77%
Class R6 0.66% 0.66%
Class Y 0.76% 0.76%
Class F 0.66% 0.66%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

14


The Hartford Equity Income Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  


 
Portfolio Managers
W. Michael Reckmeyer, III, CFA*
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Adam H. Illfelder, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Matthew C. Hand, CFA
Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
* Michael Reckmeyer, III, CFA announced his plan to retire and withdraw from the partnership of Wellington Management Company LLP’s parent company, and effective June 30, 2022, he will no longer serve as a portfolio manager for the Fund. Mr. Reckmeyer’s portfolio management responsibilities will transition to Matthew C. Hand, CFA in the months leading up to his departure.


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Equity Income Fund returned 39.45%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned 43.76% for the same period. For the same period, the Class A shares of the Fund, before sales charges, also underperformed the 39.88% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to that of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. In the first half of 2021, U.S. equities gained amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. The U.S. Federal Reserve (Fed) maintained its view that elevated price pressures may prove transitory, but the Fed rattled markets by considerably raising its inflation forecast for 2021 and signaling the potential for two interest-rate increases in 2023. This shift in expectations toward tighter monetary policy triggered a rotation from value and cyclically sensitive equities to growth equities. U.S. equities continued to climb in the third quarter of 2021 against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services, while risk sentiment was pressured by anxiety about rising inflation, imminent monetary tightening by the Fed, moderating economic growth, and uncertainty about fiscal stimulus and the federal debt ceiling. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value equities. COVID-19 cases fell sharply in September, although the proliferation of the Delta variant in July and August 2021 weighed on consumer confidence and
dampened momentum from businesses reopening. The Fed trimmed its 2021 gross domestic product (GDP) growth forecast to 5.9%, from 7%, and delivered a clearer signal that it would begin to taper asset purchases later this year if economic conditions remain stable.
During the period, all of the eleven sectors within the Russell 1000 Value Index posted positive absolute returns, with the Energy (+113%), Financials (+74%), and Real Estate (+53%) sectors performing the best. Conversely, the Utilities (+11%), Consumer Staples (+18%), and Communication Services (+26%) sectors lagged over the period.
The Fund’s underperformance relative to the Russell 1000 Value Index during the period was driven by sector allocation, a result of our bottom-up stock selection process, due primarily to overweight allocations to the Consumer Staples and Healthcare sectors (which are two sectors that are more defensively oriented and therefore did not benefit as materially from the re-opening economy), as well as an underweight allocation to the Energy sector (which experienced broad-based strength given the sharp rise in oil prices during the period). This was partially offset by underweight allocations to the Communication Services and Information Technology sectors. Security selection also detracted from relative results during the period. Selection within the Real Estate, Communication Services, and Energy sectors detracted the most from performance but was partially offset by positive selection within the Information Technology, Healthcare, and Industrials sectors.
Top detractors from relative results included Lockheed Martin (Industrials), Progressive (Financials), and not holding Exxon Mobil (Energy). Shares of Lockheed Martin, a United States (U.S.) based aerospace and defense company, declined after third-quarter 2021 sales missed estimates and management released 2022 guidance that was below expectations due to the withdrawal of the U.S. military presence in Afghanistan, re-basing of F-35 related revenue, and accelerated payments to suppliers to ensure supply-chain health.
 

15


The Hartford Equity Income Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Shares of insurance provider Progressive were pressured as catastrophe losses from Hurricane Ida eroded already lackluster underwriting results and growth slowed in the third quarter of 2021.
Top contributors to relative returns included an out-of-benchmark position in Blackstone (Financials), Morgan Stanley (Financials), and Bank of America (Financials). Shares of alternative investments manager Blackstone advanced over the period, driven by higher fee-related earnings and performance net revenues. Net accrued carried interest grew significantly over the prior year on the back of strong investment performance. Morgan Stanley, a diversified financial services company, reported third quarter earnings ahead of consensus estimates, benefiting from strong core performance as well as contributions from subsidiaries, E*TRADE and Eaton Vance. Finally, financial services provider Bank of America reported third-quarter 2021 results that beat consensus estimates on strong fees and rising net interest income.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, as the market’s concern shifts among inflation, stagnating growth, supply chain disruptions, the Delta variant of the coronavirus, and labor market tightness—to name several—we have continued to focus on high-quality businesses with strong balance sheets and sustainable dividends. While these issues are topical and worth monitoring, they have not been the driver of our decision-making. We stress-test the Fund’s portfolio across a number of scenarios and feel comfortable with the Fund’s balanced posturing relative to the Russell 1000 Value Index.
At the end of the period, the Consumer Staples, Healthcare, and Industrials sectors represented the Fund’s largest overweights relative to the Russell 1000 Value Index, while the Communication Services, Real Estate, and Financials sectors were the Fund’s largest underweights.
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, economic and regulatory developments. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 3.6%
Consumer Discretionary 4.6
Consumer Staples 11.7
Energy 5.3
Financials 20.6
Health Care 19.1
Industrials 12.7
Information Technology 9.3
Materials 4.3
Real Estate 2.0
Utilities 5.7
Total 98.9%
Short-Term Investments 1.4
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.

16


The Hartford Growth Opportunities Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 03/31/1963
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 30.45% 24.75% 19.68%
Class A2 23.28% 23.34% 19.00%
Class C1 29.47% 23.82% 18.80%
Class C3 28.47% 23.82% 18.80%
Class I1 30.75% 25.07% 19.97%
Class R31 29.96% 24.31% 19.29%
Class R41 30.36% 24.69% 19.65%
Class R51 30.74% 25.07% 20.01%
Class R61 30.87% 25.19% 20.12%
Class Y1 30.74% 25.14% 20.10%
Class F1 30.87% 25.18% 20.03%
Russell 3000 Growth Index 42.81% 24.96% 19.08%
Russell 1000 Growth Index 43.21% 25.49% 19.42%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the
report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.10% 1.10%
Class C 1.85% 1.85%
Class I 0.82% 0.82%
Class R3 1.43% 1.43%
Class R4 1.13% 1.13%
Class R5 0.84% 0.84%
Class R6 0.74% 0.74%
Class Y 0.82% 0.82%
Class F 0.74% 0.74%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

17


The Hartford Growth Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  


 
Portfolio Managers
Stephen Mortimer
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Mario E. Abularach, CFA, CMT
Senior Managing Director and Equity Research Analyst
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Growth Opportunities Fund returned 30.45%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s primary benchmark, the Russell 3000 Growth Index, which returned 42.81% for the same period, and underperforming the Fund’s secondary benchmark, the Russell 1000 Growth Index, which returned 43.21% for the same period. For the same period, the Class A shares of the Fund, before sales charges, also underperformed the 39.88% average return of the Lipper Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. In the first half of 2021, U.S. equities gained amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. The U.S. Federal Reserve (Fed) maintained its view that elevated price pressures may prove transitory, but the Fed rattled markets by considerably raising its inflation forecast for 2021 and signaling the potential for two interest-rate increases in 2023. This shift in expectations toward tighter monetary policy triggered a rotation from value and cyclically sensitive equities to growth equities. U.S. equities continued to climb in the third quarter of 2021 against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services, while risk sentiment was pressured by anxiety about rising inflation, imminent monetary tightening by the Fed, moderating economic growth, and uncertainty about fiscal stimulus and the federal debt ceiling. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value equities. COVID-19 cases fell sharply in September, although the proliferation of the Delta variant in July and August 2021 weighed on consumer confidence and dampened momentum from businesses reopening. The Fed trimmed its 2021 gross domestic product (GDP) growth forecast to 5.9%, from 7%, and delivered a clearer signal that it would begin to taper asset purchases later this year if economic conditions remain stable.
All eleven sectors in the Russell 3000 Growth Index rose during the period, with the Energy (+105%), Financials (+52%), and Information Technology (+49%) sectors performing the best. Conversely, the Consumer Staples (+20%) and Materials (+23%) sectors lagged on a relative basis during the period.
Security selection detracted from Fund’s performance relative to the Russell 3000 Growth Index during the period, with weak selection in the Information Technology, Healthcare and Consumer Discretionary sectors, which was partially offset by strong selection within the Consumer Staples and Financials sectors. Sector allocation, a result of our bottom-up stock selection process, also detracted from relative performance during the period, due to an underweight to the Information Technology sector and an overweight to the Consumer Discretionary sector. This was partially offset by the positive impact of an overweight to the Communication Services sector and an underweight to the Consumer Staples sector, both of which contributed positively.
Top contributors to relative performance during the period included Coupang (Consumer Discretionary), Dexcom (Healthcare), and Apple (Information Technology). Coupang, a Korean e-commerce company, was a top relative contributor. The Fund had held Coupang as a private company, and shares rose ahead of the company’s initial public offering (IPO) in March 2021. The pandemic had been a major boost to the Korean e-commerce company’s rise as the population was forced to stay at home and order from online platforms. We eliminated the Fund’s position during the period. Shares of Dexcom, a glucose monitoring device company, rose during the period. The company has seen strong earnings for the last two quarters of the period, beating expectations. Management, in response to these strong results, raised fiscal-year guidance for revenue two quarters in a row. Shares of Apple, a technology company, rose over the period as the company experienced a massive benefit from the work-from-home environment with companies and individuals upgrading their technology. We eliminated the Fund’s position during the period. Alphabet (Communication Services) and Apple (Information Technology) were among the top absolute contributors to the Fund’s performance during the period.
Top relative detractors from performance during the period included Tesla (Consumer Discretionary), Microsoft (Information Technology), and Splunk (Information Technology). The Fund’s lack of exposure to Tesla detracted from relative performance. We did not invest in the company because we did not have a differentiated view on the stock.
 

18


The Hartford Growth Opportunities Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Shares of Tesla were added to the S&P 500 Index in late 2020 along with positive sentiment around electric vehicles leading to soaring share prices. Shares reached all-time highs after the company reported third-quarter 2021 earnings with topline growth led by a 73% increase in vehicle deliveries. The Fund’s lack of exposure to Microsoft also detracted from relative performance during the period. Shares of Microsoft rose over the period on continued strong earnings reports and strengthened core offerings. The company also announced plans to increase its commercial pricing for Microsoft 365 Business Basic from $5 to $6 and the premium package from $20 to $22, which investors expect to lead to a rise in revenue. Shares of Splunk fell sharply in the beginning of the period after the company released weak third-quarter 2020 results. Splunk experienced a sharp drop in its license revenue, which resulted in revenue dropping 11% year over year and a loss in adjusted profit per share of $1.26, falling far behind expectations of $0.09. Splunk (Information Technology) and Mastercard (Information Technology) were among the top absolute detractors from the Fund’s performance during the period.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe that a lot of uncertainty remains in the market due to the evolving coronavirus pandemic, the implications of Fed tapering, and concerns about a global growth slowdown stemming from Chinese real estate company Evergrande and its financial difficulties. The Fund’s investment team is leveraging Wellington Management’s industry experts and macro analysts to provide additional insight into the path forward. Data suggests consumers have a greater willingness to revert to old habits and activities versus adapting to a “new normal” than may have been previously expected. However, it has not yet been determined what consumption will look like in 2022; on one hand, wage increases benefit consumers, but at the same time, many subsidies are expiring. Because of this lack of clarity, we are positioning the Fund as of the end of the period in equities that we believe have strong idiosyncratic growth drivers.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased 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, economic and regulatory developments. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 20.2%
Consumer Discretionary 20.8
Consumer Staples 1.1
Financials 4.1
Health Care 14.3
Industrials 6.1
Information Technology 31.4
Real Estate 0.1
Total 98.1%
Short-Term Investments 1.7
Other Assets & Liabilities 0.2
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

19


The Hartford Healthcare Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 05/01/2000
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 22.83% 16.76% 17.26%
Class A2 16.07% 15.44% 16.60%
Class C1 21.90% 15.88% 16.41%
Class C3 20.90% 15.88% 16.41%
Class I1 23.16% 17.07% 17.61%
Class R31 22.41% 16.37% 16.91%
Class R41 22.78% 16.72% 17.27%
Class R51 23.14% 17.07% 17.62%
Class R61 23.26% 17.18% 17.73%
Class Y1 23.17% 17.14% 17.71%
Class F1 23.28% 17.18% 17.66%
S&P Composite 1500 Health Care Index 33.53% 17.21% 17.26%
S&P 500 Index 42.91% 18.93% 16.21%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the
report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class F shares commenced operations on 02/28/2017. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 02/28/2019. 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.27% 1.27%
Class C 2.04% 2.04%
Class I 0.99% 0.99%
Class R3 1.60% 1.60%
Class R4 1.30% 1.30%
Class R5 1.00% 1.00%
Class R6 0.90% 0.90%
Class Y 1.00% 1.00%
Class F 0.90% 0.90%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

20


The Hartford Healthcare Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  


 
Portfolio Managers
Ann C. Gallo
Senior Managing Director and Global Industry Analyst
Wellington Management Company LLP
Robert L. Deresiewicz, MD*
Senior Managing Director and Global Industry Analyst
Wellington Management Company LLP
Rebecca D. Sykes, CFA
Senior Managing Director and Global Industry Analyst
Wellington Management Company LLP
Wen Shi, CFA, PhD**
Managing Director and Global Industry Analyst
Wellington Management Company LLP
* Robert L. Deresiewicz announced his plan to retire and withdraw from the partnership of Wellington Management Company LLP’s parent company, and effective June 30, 2022, he will no longer serve as a portfolio manager for the Fund. Robert Deresiewicz’s portfolio management responsibilities will transition to Wen Shi in the months leading up to his departure.
** Wen Shi was added as a portfolio manager to the Fund effective July 22, 2021.


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Healthcare Fund returned 22.83%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmarks, the S&P Composite 1500 Health Care Index, which returned 33.53% for the same period, and the S&P 500 Index, which returned 42.91% for the same period. For the same period, the Class A shares of the Fund, before sales charges, also underperformed the 22.98% average return of the Lipper Global Health and Biotechnology peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
Healthcare equities (+33.8%) underperformed both the broader United States (U.S.) equity market (+42.9%) and the global equity market (+37.9%) during the period, as measured by the S&P 500 Healthcare Index, S&P 500 Index, and MSCI ACWI Index, respectively.
Within the S&P Composite 1500 Health Care Index, all five sub-sectors posted positive absolute returns during the period. Healthcare services (+47.2%), medical technology (+34.8%), small-cap biopharma (+27.9%), large-cap biopharma (+27.4%), and mid-cap biopharma (+2.9%) rose during the period.
Security selection was the primary detractor from the Fund’s performance relative to the S&P Composite 1500 Health Care Index during the period. Sector allocation also detracted from relative returns. Security selection was weakest in the medical technology and small-cap biopharma sub-sectors, while the mid-cap biopharma sub-sector was the strongest performer during the period. Within
sector allocation, which is a by-product of our bottom-up stock selection process, an overweight allocation to mid-cap biopharma detracted most from relative performance during the period.
Thermo Fisher Scientific (medical technology), Arena Pharmaceutical (mid-cap biopharma), and Madrigal Pharmaceuticals (small-cap biopharma) were the top detractors from performance relative to the S&P Composite 1500 Health Care Index over the period. Shares of Thermo Fisher Scientific rallied, and the Fund’s underweight position negatively affected relative performance. In February 2021, the company reported strong earnings, but expected fading COVID-19 testing volumes in the second quarter, which raised concerns around earnings growth potential. In April 2021, it was announced that Thermo Fisher intended to acquire contract research organization, PPD. After digesting the news of the acquisition, we grew concerned that such a large deal created additional integration risk, and in light of longer-term stock gains, decided it was most appropriate to trim back the Fund’s position. Since we pared back the position, the stock has rallied, and the Fund’s underweight position negatively affected relative performance. We eliminated the Fund’s position later in the period. Madrigal Pharmaceuticals was impacted in May and June 2021 after companies pursuing Nonalcoholic Steatohepatitis (NASH) treatments came under pressure after NGM Biopharmaceuticals announced the failure of a phase 2/3 study of its NASH treatment. During the period, the company continued to make clinical progress on a drug intended to treat NASH, a disease that causes liver inflammation due to the buildup of fat, and fibrosis, a lung disease that produces scarring, which can lead to shortness of breath and fatigue. Quidel, Arena Pharmaceutical, and Gracell Biotech were the top absolute detractors from the Fund’s performance.
 

21


The Hartford Healthcare Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Amgen (large-cap biopharma), Johnson & Johnson (large-cap biopharma), and Eli Lilly (large-cap biopharma) contributed positively to results relative to the S&P Composite 1500 Health Care Index over the period. Not owning Amgen, a constituent of the S&P Composite 1500 Health Care Index, also contributed positively to relative performance, as shares traded lower despite the company reporting better-than-expected second-quarter 2021 revenue due to pricing pressure broadly among the company’s commercial products. The Fund’s lack of exposure to Johnson & Johnson (J&J), a constituent of the S&P Composite 1500 Health Care Index, was a positive contributor to relative performance during the period, as shares of J&J underperformed the S&P Composite 1500 Health Care Index during the period. Regulators called for a pause in distribution of the company's COVID-19 vaccine after cases of people developing a rare blood clotting disorder were investigated. Distribution of the vaccine resumed with additional warnings, but no restrictions. Shares of Eli Lilly were driven by positive clinical developments, including solid phase 3 study results for the company’s injectable Type 2 diabetes drug, characterized by impressive weight loss and an acceptable tolerability profile. The company also announced during the period news of promising results from a phase 2 study of donanemab, an investigational antibody therapy for the treatment of Alzheimer’s disease. During the period, the company later received the U.S. Food and Drug Administration’s (FDA's) Breakthrough Drug Therapy designation for donanemab, an investigational antibody therapy for the treatment of Alzheimer’s disease, which will potentially provide an accelerated pathway for filing later this year and a few years earlier than expected. Top absolute contributors to the Fund’s performance during the period included UnitedHealth Group, Eli Lilly, and Pfizer.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we expect the human and economic impact of COVID-19 to remain challenging, but we are optimistic as the rollout of effective vaccines is underway. As of September 30, 2021, roughly 55.9% of the U.S. population had been fully vaccinated against COVID-19, while vaccination progress in many other countries in the world has been slower due to lack of vaccine availability. Vaccines targeting the viral spike protein are expected to offer protection against the novel variants of the coronavirus, although the level of protection may vary depending on the variant. Questions remain around the exact role boosters will play in the fight against COVID-19, but we do anticipate the approval of a third coronavirus vaccine shot for a broad swath of the patient population.
We are also encouraged by the report of an efficacious oral antiviral drug, which may reduce the risk of hospitalization and death by half in patients with mild to moderate cases of COVID-19. The successful development of oral antiviral agents may serve as an important tool in reducing the societal burden of disease; these options may be especially useful in emerging markets where access to vaccines and antibody therapeutics may be limited.
Beyond vaccine development, the COVID-19 crisis highlighted the need for testing infrastructure in developed and emerging markets, which we believe may continue to drive demand within the diagnostics industry. While COVID-19 testing rates may moderate as vaccination rates rise, we believe we are likely to see healthcare providers and patients become more vigilant around respiratory testing for several years. Within procedure-oriented sub-sectors, outbreaks of the coronavirus Delta variant were causing some disruption to the pace of economic recovery as of the end of the period, but we have observed that medical device trends and hospital utilization are improving overall with stronger hospital safety processes in place.
In selecting equities for the Fund, we favor companies that develop innovative products designed to address important unmet medical needs. Over the long term, we believe that innovation, an aging population, and the globalization of demand for cutting-edge Western-style medicines are likely to continue to drive growth of the Healthcare sector.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets.
Composition by Subsector(1)
as of 10/31/2021
Subsector Percentage of
Net Assets
Equity Securities  
Biotechnology 17.9%
Consumer Finance 0.1
Diversified Financial Services 0.3
Diversified Telecommunication Services 0.2
Health Care Equipment & Supplies 25.8
Health Care Providers & Services 20.2
Insurance 0.2
Life Sciences Tools & Services 7.9
Pharmaceuticals 26.1
Total 98.7%
Short-Term Investments 1.7
Other Assets & Liabilities (0.4)
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.

22


The Hartford MidCap Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 12/31/1997
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 35.51% 17.26% 15.30%
Class A2 28.06% 15.94% 14.65%
Class C1 34.49% 16.38% 14.45%
Class C3 33.49% 16.38% 14.45%
Class I1 35.79% 17.55% 15.58%
Class R31 35.03% 16.85% 14.92%
Class R41 35.45% 17.21% 15.28%
Class R51 35.84% 17.56% 15.62%
Class R61 36.00% 17.68% 15.75%
Class Y1 35.96% 17.64% 15.72%
Class F1 36.01% 17.67% 15.64%
S&P MidCap 400 Index 48.90% 14.89% 13.90%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

23


The Hartford MidCap Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.11% 1.11%
Class C 1.87% 1.87%
Class I 0.88% 0.87%
Class R3 1.47% 1.47%
Class R4 1.17% 1.17%
Class R5 0.85% 0.85%
Class R6 0.75% 0.75%
Class Y 0.86% 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 if any. Net expenses reflect such arrangements only with respect to Classes I and Y and in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Philip W. Ruedi, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Mark A. Whitaker, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford MidCap Fund returned 35.51%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the S&P MidCap 400 Index, which returned 48.90% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 37.98% average return of the Morningstar Mid-Cap Growth Funds peer group, a group of funds with investment strategies similar to that of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. In the first half of 2021, U.S. equities gained amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher.
The U.S. Federal Reserve (Fed) maintained its view that elevated price pressures may prove transitory, but the Fed rattled markets by considerably raising its inflation forecast for 2021 and signaling the potential for two interest-rate increases in 2023. This shift in expectations toward tighter monetary policy triggered a rotation from value and cyclically sensitive equities to growth equities. U.S. equities
continued to climb in the third quarter of 2021 against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services, while risk sentiment was pressured by anxiety about rising inflation, imminent monetary tightening by the Fed, moderating economic growth, and uncertainty about fiscal stimulus and the federal debt ceiling. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value equities. COVID-19 cases fell sharply in September, although the proliferation of the Delta variant in July and August 2021 weighed on consumer confidence and dampened momentum from businesses reopening. The Fed trimmed its 2021 gross domestic product (GDP) growth forecast from 7% to 5.9% and delivered a clearer signal that it would begin to taper asset purchases later this year if economic conditions remain stable.
Returns varied by market cap during the period, as mid- and small-cap equities, as measured by the S&P MidCap 400 Index and Russell 2000 Index, respectively, both outperformed large-cap equities, as measured by the S&P 500 Index. Within the S&P MidCap 400 Index, all eleven sectors posted positive returns during the period. The Energy (+125%), Financials (+61%), and Consumer Discretionary (+57%) sectors performed the best, while the Consumer Staples (+18%), Utilities (+21%) and Healthcare (+29%) sectors lagged.
The Fund underperformed the S& P MidCap 400 Index during the period primarily because of negative security selection. Selection effects were particularly weak within the Healthcare, Information
 

24


The Hartford MidCap Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Technology, and Industrials sectors. This was partially offset by strong selection in the Consumer Discretionary, Materials, and Utilities sectors, which contributed positively to relative performance during the period. Sector allocation, a result of our bottom-up stock selection process, also detracted from the Fund’s performance relative to the S&P MidCap 400 Index during the period. This was primarily due to an overweight allocation to the Healthcare sector and an underweight to the Energy sector. This was partially offset by underweights to the Consumer Staples and Utilities sectors, which contributed positively to performance.
Top contributors to relative performance during the period included Teradata (Information Technology), Coherent (Information Technology), and Etsy (Consumer Discretionary). Shares of Teradata, a database and analytics software company, rose over the period. The company reported strong earnings during the period, including beating revenue expectations during the second quarter of 2021. The company expects total annual recurring revenue for fiscal-year 2021 to grow at a mid-to-high-single-digit percentage year-over-year. Shares of Coherent advanced during the period after receiving multiple acquisition offers. The laser equipment maker accepted a bid from II-VI (also held in the Fund) during the period, which will exchange each Coherent share for $220 in cash and 0.91 shares of II-VI. We eliminated the Fund’s position in Coherent during the period. Etsy's share price rose over the period as the handmade crafts e-commerce platform's sharp spike in customer acquisitions has increased brand awareness and opportunities for customer retention. The company made two notable acquisitions during the period: fashion resale marketplace, Depop, and handmade goods marketplace, Elo7.
Top relative detractors from the Fund’s relative performance included ChemoCentryx (Healthcare), Sage Therapeutics (Healthcare), and PTC Therapeutics (Healthcare). Shares of ChemoCentryx fell significantly during the period after a U.S. Food and Drug Administration (FDA) advisory panel was split on recommending approval of its vasculitis drug, Avacopan. We eliminated the Fund’s position during the period. Shares of Sage Therapeutics, a biopharmaceutical company, fell during the period as the efficacy of a major pipeline drug was lower than expected during the third quarter of 2021; however, we continue to believe that the drug will play a role in the treatment of depression moving forward and is attractive versus currently available treatments. PTC Therapeutics shares fell during the period. During the first quarter of 2021, Roche and Partner Ionis Pharmaceuticals (Healthcare) announced the discontinuation of their Phase 3 study of tominersen for Huntington's Disease (HD). This news created concern for feasibility of PTC’s trial of PTC518, an oral pill for the treatment of HD. PTC518 will likely now need to meet a higher bar of HTT gene mutation knockdown to demonstrate clinical efficacy.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe the outlook for mid-cap equities remains positive, with signs of continued strength in consumer spending. We believe that high savings accumulated during
the economic shutdown are likely to be deployed into services with pent-up demand. However, our optimistic outlook is tempered by signs of persistent inflation and supply chain disruption. Additionally, valuations in certain areas of the market, based on our investment framework, continue to look expensive, particularly the software-as-a-service and medical technology industries.
As of the end of the period, we favored electrical equipment businesses that trade at attractive valuations, cyclical healthcare businesses that stand to bounce back as their markets begin to normalize, real estate businesses primed to take advantage of changing demographics, and solar businesses poised to benefit from the ongoing energy transition.
At the end of the period, the Fund’s largest overweights relative to the S&P MidCap 400 Index were to the Information Technology and Healthcare sector, with the largest underweights to the Real Estate, Materials, and Consumer Discretionary sectors.
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. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.9%
Consumer Discretionary 12.0
Consumer Staples 1.5
Energy 0.1
Financials 12.1
Health Care 18.2
Industrials 16.5
Information Technology 25.8
Materials 2.8
Real Estate 5.3
Utilities 2.5
Total 99.7%
Short-Term Investments 2.2
Other Assets & Liabilities (1.9)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

25


The Hartford MidCap Value Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 04/30/2001
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 48.99% 10.82% 11.56%
Class A2 40.80% 9.58% 10.93%
Class C1 47.83% 9.98% 10.75%
Class C3 46.83% 9.98% 10.75%
Class I1 49.48% 11.15% 11.92%
Class R31 48.57% 10.49% 11.26%
Class R41 48.99% 10.82% 11.60%
Class R51 49.39% 11.16% 11.93%
Class Y1 49.49% 11.23% 12.03%
Class F1 49.64% 11.28% 11.98%
Russell Midcap Value Index 48.60% 12.30% 13.18%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the
report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.26% 1.26%
Class C 2.03% 2.03%
Class I 0.91% 0.91%
Class R3 1.54% 1.54%
Class R4 1.24% 1.24%
Class R5 0.92% 0.92%
Class Y 0.92% 0.92%
Class F 0.82% 0.82%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

26


The Hartford MidCap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  


 
Portfolio Manager
Gregory J. Garabedian
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford MidCap Value Fund returned 48.99%, before sales charges, for the twelve-month period ended October 31, 2021, outperforming the Fund’s benchmark, the Russell Midcap Value Index, which returned 48.60% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 54.28% average return of the Lipper MidCap Value Fund peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ended October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president after a closely contested election, removing a key element of uncertainty for the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy support, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The Democrats secured slim majorities in both houses of Congress after winning control of the Senate, bolstering President Biden’s prospects of advancing his legislative agenda. In the second quarter of 2021, U.S. equities rallied for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the quarter, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September, triggering a powerful rotation into value equities. In the final month of the period, U.S. equities registered their largest monthly gain of the year, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong U.S.
equity inflows, and improved prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. COVID-19 cases, which fell nearly 60% from their latest peak in September 2021.
Returns varied by market cap during the period, as mid- and small-cap equities, as measured by the S&P MidCap 400 Index and Russell 2000 Index, respectively, both outperformed large-cap equities, as measured by the S&P 500 Index. Returns within the mid-cap space varied by style, as the Russell Midcap Value Index outperformed the Russell Midcap Growth Index.
All eleven sectors in the Russell Midcap Value Index gained during the period, with the Energy (+128%), Financials (+73%), and Real Estate (+58%) sectors performing the best, while the Utilities (+10%), Consumer Staples (+20%), and Healthcare (+30%) sectors lagged during the period.
The Fund’s outperformance versus the Russell Midcap Value Index over the twelve-month period was driven primarily by sector allocation, a result of the bottom-up stock selection process. Specifically, relative positioning in the Utilities and Communication Services sectors (both underweights), and an overweight allocation to the Financials sector drove positive relative results. By contrast, an underweight allocation to the Energy sector and an overweight allocation to the Healthcare sector weighed on relative performance. Security selection also added to the Fund’s relative performance during the period. Strong selection within the Industrials, Energy, and Consumer Staples sectors contributed positively to relative performance, but this was partially offset by weaker selection in the Financials, Materials, and Real Estate sectors.
Top contributors to the Fund’s relative performance relative to the Russell Midcap Value Index over the period included overweights to Diamondback Energy (Energy), Western Alliance Bancorp (Financials), and Clean Harbors (Industrials). Shares of energy exploration and production company Diamondback Energy rose over the period, in line with surging global oil prices. The company also reported earnings for the first quarter of 2021 that surprised to the upside, with investors focusing on strong free cash flow generation and the sale of non-core Williston Basin and Permian Basin acreages. Shares of Western Alliance (Financial Services) rose after the company consecutively reported strong earnings. Loans and deposits have shown robust growth and net interest income beat consensus expectations on the back of improving credit trends. Additionally, the accretive acquisition of AmeriHome was well-received by the market. Shares of the environmental and industrial services provider Clean
 

27


The Hartford MidCap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Harbors rose during the period after the company reported better-than-expected earnings as the benefits from a diverse customer base and improving operating efficiency.
Top detractors from the Fund’s relative performance during the period included overweight positions in Lumentum (Information Technology), Americold Realty Trust, (Real Estate), and Encompass Health (Healthcare). Shares of Lumentum declined after the maker of optical networking gear reported fiscal third-quarter profits that matched expectations but reported revenue that missed consensus expectations. Continued delays in 5G fronthaul deployments in China negatively impacted quarterly performance. Lumentum also posted fourth-quarter adjusted earnings and revenue outlook both below consensus. Americold Realty, a leader in cold storage warehouses, fell during the period after the real estate investment trust (REIT) cut its full year 2021 adjusted funds from operations guidance, citing market conditions primarily driven by unprecedented labor disruptions. Labor issues involved limiting food production, reducing its occupancy, and driving inflation in Americold's cost structure. Shares of Encompass Health detracted from relative performance during the period. The company reported lower-than-estimated third-quarter 2021 earnings driven by softer results in the home health and hospice segment, as the impact of COVID-19 weighed on both volumes and labor costs. The company also trimmed its guidance, citing the near-term challenges in home health and hospice.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we continue to seek opportunities that offer a compelling combination of valuation, quality, and capital return. This remains our guiding focus when selecting securities for the Fund.
At the end of the period, the Fund’s largest overweights relative to the Russell Midcap Value Index were to the Industrials, Financials, and Healthcare sectors, with the largest underweights in the Communication Services, Materials, and Utilities sectors.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 1.8%
Consumer Discretionary 10.0
Consumer Staples 2.8
Energy 3.9
Financials 19.1
Health Care 9.0
Industrials 22.3
Information Technology 8.5
Materials 5.6
Real Estate 11.5
Utilities 5.3
Total 99.8%
Short-Term Investments 0.5
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.

28


Hartford Quality Value Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 01/02/1996
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 44.08% 12.34% 11.87%
Class A2 36.16% 11.08% 11.24%
Class C1 42.97% 11.49% 11.04%
Class C3 41.97% 11.49% 11.04%
Class I1 44.56% 12.71% 12.24%
Class R31 43.73% 12.04% 11.59%
Class R41 44.20% 12.38% 11.94%
Class R51 44.59% 12.70% 12.26%
Class R61 44.79% 12.84% 12.35%
Class Y1 44.65% 12.75% 12.31%
Class F1 44.84% 12.82% 12.29%
Russell 1000 Value Index 43.76% 12.39% 12.85%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
The returns include the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy prior to 11/01/2017.
Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

29


Hartford Quality Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.03% 0.96%
Class C 1.82% 1.71%
Class I 0.67% 0.66%
Class R3 1.29% 1.18%
Class R4 0.98% 0.88%
Class R5 0.69% 0.63%
Class R6 0.58% 0.46%
Class Y 0.68% 0.57%
Class F 0.58% 0.46%
    
* 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 in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Matthew G. Baker
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Nataliya Kofman
Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Quality Value Fund returned 44.08%, before sales charges, for the twelve-month period ended October 31, 2021, outperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned 43.76% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 44.31% average return of the Lipper Large Cap Value Fund peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president in November 2020 after a closely contested election, removing a key element of uncertainty from the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy
accommodations, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The Democrats secured slim majorities in both houses of Congress at the end of 2020 after winning control of the Senate, bolstering President Biden’s prospects of advancing his legislative agenda. In the second quarter of 2021, U.S. equities rallied higher for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the second quarter of 2021, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value equities. In the final month of the period, U.S. equities registered their largest monthly gain of 2021, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong U.S. equity inflows, and improved prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. coronavirus cases, which fell nearly 60% from their latest peak in September 2021.
 

30


Hartford Quality Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

During the period, all eleven sectors within the Russell 1000 Value Index posted positive absolute returns, with the Energy (+113%), Financials (+74%), and Real Estate (+53%) sectors performing the best. Conversely, the Utilities (+11%), Consumer Staples (+18%), and Communication Services (+26%) sectors lagged over the period.
Security selection and sector allocation both contributed positively to the Fund’s performance relative to the Russell 1000 Value Index over the period. Strong stock selection within the Financials, Industrials, and Consumer Discretionary sectors were the top positive contributors to relative performance during the period. This was partially offset by weaker security selection within the Communication Services, Materials, and Utilities sectors, which detracted from relative performance over the same period. Sector allocation, a result of our bottom-up stock selection process, also contributed positively to relative performance during the period, due to an underweight allocation to the Communication Services sector and overweight allocations to the Financials and Energy sectors.
Top contributors to performance relative to the Russell 1000 Value Index over the period were Bank of America (Financials), EOG Resources (Energy), and PNC Financial Services (Financials). Shares of Bank of America rose during the period as banking equities benefited from the vaccine led rally and subsequent rotation towards value sectors. The U.S. Federal Reserve’s (Fed’s) decision in September 2021 to roll back its bond-buying program but leave short-term interest rates unchanged sent share prices higher at the end of the period. We trimmed the Fund’s position during the period on recent strength, but as of the end of the period, we continued to hold the stock. Shares of oil and gas exploration and production company, EOG Resources, rose over the period after reporting both fourth quarter and calendar year 2020 earnings that beat consensus expectations. The company highlighted that increasing prices for natural gas and crude oil during the fourth quarter of 2020 contributed positively to higher quarter-over-quarter earnings. As of the end of the period, we continued to hold the stock. Shares of PNC Financial Services rose during the period. The third quarter of 2021 was the first full quarter that the company benefited from the BBVA USA acquisition, which was completed on June 1, 2021. We trimmed the Fund’s position on share-price strength during the period but maintained a position in the stock as of the end of the period.
The largest detractors from the Fund’s performance relative to the Russell 1000 Value Index over the period were Verizon (Communication Services), FMC (Materials), and Lockheed Martin (Industrials). Shares of Verizon fell during the period. After releasing fourth-quarter 2020 results, investors were disappointed by weak subscriber growth that fell short of analyst estimates, sending share prices lower. As of the end of the period, we continued to hold Verizon in the Fund. Shares of FMC, a chemical manufacturing company, fell during the period. Despite reporting strong second-quarter 2021 results, FMC lowered its fiscal year 2021 earnings guidance. This was attributable to higher raw materials, packaging and logistics costs. Recent pullbacks in the share price gave us an opportunity to add to the Fund’s position in FMC during the period at an attractive valuation in our view. As of the end of the period, we continued to hold FMC in the Fund. Shares of Lockheed Martin underperformed during the period as well. In August 2021, the company reported lackluster
second-quarter 2021 earnings and revised full-year 2021 earnings downward. We added to the Fund’s position in Lockheed as we viewed the shares to be undervalued toward the end of the period.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
Despite high stock price correlations within industries as of the end of the period, we believe there is meaningful dissent in the market regarding the economic outlook and the path of the economic recovery from here. Our view is that inflation is likely to endure going forward due to the significant supply constraints (e.g., commodities, labor, etc.). We believe that persistent inflation, which we have not seen for years, will put downward pressure on margins and likely lead to higher interest rates. Given this outlook, we believe a market regime shift is likely and we are seeking to identify consistent compounders (high-quality businesses with strong recurring revenues) with strong competitive advantages and the ability to pass price inflation through to customers. We are also evaluating which end markets we believe are poised to benefit from continued supply tightness, such as metals and mining, for example.
We remain focused on mitigating downside risk in the Fund, so we are seeking to avoid companies that we would expect to struggle in an inflationary environment with rising interest rates. Such companies include those that we believe have rich valuations amid increasing discount rates and companies with margins that we believe are vulnerable to inflation due to an inability to pass on price increases to their customers. We remain focused on seeking to identify quality companies with a positive risk/reward skew and a narrow range of outcomes.
At the end of the period, the Fund’s largest overweights were to the Financials and Consumer Discretionary sectors, while the Fund’s largest underweight was to the Communication Services sector, relative to the Russell 1000 Value Index.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

31


Hartford Quality Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 4.6%
Consumer Discretionary 7.2
Consumer Staples 6.6
Energy 5.1
Financials 23.9
Health Care 17.1
Industrials 10.4
Information Technology 10.4
Materials 3.6
Real Estate 4.4
Utilities 4.6
Total 97.9%
Short-Term Investments 2.0
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.

32


The Hartford Small Cap Growth Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 01/04/1988
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 35.76% 17.17% 14.44%
Class A2 28.29% 15.85% 13.80%
Class C1 34.80% 16.37% 13.66%
Class C3 33.80% 16.37% 13.66%
Class I1 36.23% 17.57% 14.82%
Class R31 35.34% 16.85% 14.16%
Class R41 35.76% 17.20% 14.51%
Class R51 36.18% 17.56% 14.86%
Class R61 36.31% 17.69% 14.96%
Class Y1 36.24% 17.64% 14.95%
Class F1 36.32% 17.68% 14.87%
Russell 2000 Growth Index 38.45% 17.90% 14.57%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

33


The Hartford Small Cap Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.26% 1.26%
Class C 1.90% 1.90%
Class I 0.85% 0.85%
Class R3 1.49% 1.49%
Class R4 1.19% 1.19%
Class R5 0.89% 0.89%
Class R6 0.77% 0.77%
Class Y 0.88% 0.83%
Class F 0.77% 0.77%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Managers
Mammen Chally, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
David A. Siegle, CFA
Managing Director and Equity Research Analyst
Wellington Management Company LLP
Douglas W. McLane, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Small Cap Growth Fund returned 35.76%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned 38.45% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 45.31% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Towards the end of 2020, a sharp escalation in COVID-19 infections across the country and renewed restrictions to curb the spread of the virus were overshadowed by highly encouraging vaccine developments, despite the significant logistical challenges and uncertain timeline for distributing and administering vaccines on a broad scale. In December 2020, the government unveiled a long-awaited fifth stimulus package, worth approximately $900 billion.
Joe Biden was elected president in November 2020 after a closely contested election, removing a key element of uncertainty for the market. In the first quarter of 2021, U.S. equities rallied, bolstered by an accelerating vaccine rollout, substantial fiscal and monetary policy accommodations, and upbeat forecasts for economic growth and earnings. Expectations for a strong rebound in the U.S. economy sparked inflationary fears, contributing to a pro-cyclical rotation. The second quarter of 2021 saw U.S. equities rally for the fifth consecutive quarter amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply during the quarter, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. In the third quarter of 2021, U.S. equities rose against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September, triggering a powerful rotation into value equities. In the final month of the period, U.S. equities registered their largest monthly gain of the year, as inflation anxiety was outweighed by improving coronavirus pandemic conditions, higher-than-expected corporate earnings, strong U.S. equity inflows, and improved
 

34


The Hartford Small Cap Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

prospects for additional fiscal stimulus. Markets were bolstered by a rapid decline in the number of U.S. COVID-19 cases, which fell nearly 60% from their latest peak in September 2021.
Returns varied by market cap during the period, as large-cap equities, as measured by the S&P 500 Index, underperformed small- and mid-cap equities, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
All eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Energy (+183%), Industrials (+61%), and Information Technology (+55%) sectors increased the most during the period, while the Healthcare (+15%), Communication Services (+32%), and Consumer Staples (+32%) sectors lagged the broader index during the period.
Security selection was the primary driver of the Fund’s underperformance relative to the Russell 2000 Growth Index during the period. Weak selection within the Healthcare, Communication Services, and Industrials sectors detracted from relative performance. This was partially offset by stronger selection in the Financials, Information Technology, and Consumer Staples sectors, which contributed positively to relative performance. Sector allocation, a result of the bottom-up stock selection process, contributed positively to relative performance, primarily driven by the Fund’s underweight allocations to the Healthcare and Utilities sectors. An underweight allocation to the Energy sector and an overweight to the Financials sector detracted from performance during the period.
The top contributors to relative performance during the period were overweight positions in Perficient (Information Technology), Sprout Social (Information Technology), and Triumph Bancorp (Financials). Shares of Perficient, a digital consultancy firm, rose during the period after posting strong results throughout. Notably, second-quarter fiscal year 2021 (FY21) earnings grew quarter-over-quarter 26% to $184.1 million, beating consensus estimates, with earnings per share (EPS) of $0.84 also coming in higher than estimates. The Fund maintained an overweight position in the stock at the end of period. Shares of Sprout Social, an industry-leading provider of cloud-based social media management software, rose during the period. Notably first-quarter fiscal year 2021 results in May beat market consensus expectations with total revenue up 34% compared to the same period in 2020. The Fund remained overweight the stock at the end of period. Shares of Triumph Bancorp rose during the period as the company reported strong earnings throughout the period. Notably the company’s subsidiary, TriumphPay, announced it entered a definitive agreement in April to acquire HubTran, a cloud-based provider of automation software for the transportation industry's back-office. The Fund maintained an overweight position in the stock at the end of the period. Top absolute contributors for the period included Perficient (Information Technology), Omnicell (Healthcare), and Sprout Social (Information Technology).
The top detractors from relative performance during the period included underweight positions in Plug Power (Industrials) and Intellia Therapeutic (Healthcare), and an overweight position in Hydrofarm Holdings (Industrials). Shares of Plug Power, an alternative energy technology provider, rose during the period. The company announced they will be expanding their hydrogen and fuel cell solutions for
Walmart’s eCommerce applications in December 2020. The organization also entered a strategic partnership in January with SK Group to accelerate hydrogen as an alternative energy source in Asian Markets. Not owning the stock during the period was a detractor from the Fund’s relative performance due to the stock’s strong returns. An underweight to Intellia Therapeutics detracted from the Fund’s relative performance as shares soared higher after reporting strong earnings throughout the period. The company along with Regeneron Pharmaceuticals reported positive results from its first clinical trial using a new, Nobel Prize-winning Crispr technology to treat Transthyretin Amyloidosis at the end of June 2021. The study of six patients showed significant reductions in levels of a harmful liver protein associated with the genetic disease. During the period, we initiated a position in the company for the Fund. Shares of Hydrofarm Holdings, a manufacturer and distributor of agriculture equipment and supplies, fell during the period. Earnings guidance was updated in February 2021 and was seen as mixed by market participants. The organization’s management also sold off a large portion of shares in September 2021. During the period, we initiated a position in the company on behalf of the Fund. Top absolute detractors from Fund performance for the period included Hydrofarm Holdings (Industrials), LHC Group (Healthcare), and II-VI (Information Technology).
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe several issues are emerging that will have near- and intermediate-term impacts. Infrastructure spending remains a key area of discussion and, while the negotiations around the large democratic bill and the Senate approved bipartisan bill remain stalled, our expectation remains that Congress will approve both bills with a total size of around $2.5 trillion. We also expect the U.S. debt ceiling will be extended. We believe this may provide some cushion for growth into 2022 with the caveat that a higher corporate tax rate may be included in the bills. Depending on the revenue required to offset the spending, we believe it could pose a challenge to future earnings growth.
In our opinion, the bigger question concerns expectations around inflation with companies struggling to offset higher input costs with higher pricing of their own goods and services, leading to margin compression. We believe that labor force participation rates may continue to increase as stimulus effects wane, and some supply chain disruptions may ease with the increased availability of vaccines globally, limiting the risk of runaway inflation. Still, we believe some of these higher costs are likely here to stay, and many companies have announced further price increases to offset cost pressures. Hence, we do expect some of the inflation to be sustained into the next year.
Lastly, we believe there are some lurking risks that are difficult to handicap, such as the deteriorating financial condition of Chinese real estate developers such as Evergrande and the high gas prices translating to increased power costs in Europe. Increased geopolitical tension is bringing increased attention to strategic industries such as semiconductors, electric vehicles, and robotics. We believe these industries are likely to see increased investment in local economies as

35


The Hartford Small Cap Growth Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

each country tries to reduce reliance on imports. Given these factors, we believe it will be important to keep an eye on the U.S. Federal Reserve and other global central banks, as the manner in which the abundant liquidity is withdrawn from global economies will likely impact exchange rates and interest rates around the world and, in turn, affect prices of risk assets.
At the end of the period, the Fund’s largest overweights were to the Industrials, Real Estate and Consumer Staples sectors, while the Fund’s largest underweights were to the Healthcare, Energy, and Materials sectors, relative to the Russell 2000 Growth Index.
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, including liquidity risk, 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. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.4%
Consumer Discretionary 14.7
Consumer Staples 4.6
Energy 0.5
Financials 5.1
Health Care 25.6
Industrials 16.6
Information Technology 23.0
Materials 2.1
Real Estate 4.5
Total 99.1%
Short-Term Investments 0.8
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.

36


Hartford Small Cap Value Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 01/01/2005
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 62.61% 12.33% 11.03%
Class A2 53.67% 11.06% 10.41%
Class C1 61.49% 11.50% 10.21%
Class C3 60.49% 11.50% 10.21%
Class I1 63.20% 12.70% 11.28%
Class R31 62.64% 12.15% 10.84%
Class R41 62.83% 12.40% 11.13%
Class R51 63.34% 12.77% 11.47%
Class R61 63.49% 12.84% 11.53%
Class Y1 63.37% 12.80% 11.51%
Class F1 63.53% 12.83% 11.34%
Russell 2000 Value Index 64.30% 12.61% 12.12%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class I shares commenced operations on 03/31/2015. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares from 03/31/2015 through 02/27/2017 and Class A shares (excluding sales charges) prior to 03/31/2015. Class R6 shares commenced operations on 02/28/2018. 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 prior to 11/01/2018 reflects when the Fund pursued different strategies.
Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 06/04/2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
 

37


Hartford Small Cap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

Operating Expenses* Gross Net
Class A 1.41% 1.30%
Class C 2.15% 2.05%
Class I 1.04% 1.00%
Class R3 1.63% 1.50%
Class R4 1.33% 1.20%
Class R5 1.03% 0.90%
Class R6 0.92% 0.80%
Class Y 1.02% 0.85%
Class F 0.91% 0.80%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.

 
Portfolio Manager
Sean M. Kammann
Managing Director and Equity Portfolio Manager
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Small Cap Value Fund returned 62.61%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the Russell 2000 Value Index, which returned 64.30% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 66.45% average return of the Lipper Small-Cap Value Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. In the first half of 2021, U.S. equities gained amid a backdrop of improving coronavirus vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher. The U.S. Federal Reserve (Fed) maintained its view that elevated price pressures should prove transitory, but the Fed rattled markets by considerably raising its inflation forecast for 2021 and signaling the potential for two interest-rate increases in 2023. This shift in expectations triggered a rotation from value and cyclically sensitive stocks to growth stocks.
U.S. equities continued to climb in the third quarter of 2021 against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services, while risk sentiment was pressured by anxiety about rising inflation, imminent monetary tightening, moderating economic growth, and uncertainty about fiscal stimulus and the federal debt ceiling. Growth stocks
outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value stocks. COVID-19 cases fell sharply in September 2021, although the proliferation of the COVID-19 Delta variant in July and August 2021 weighed on consumer confidence and dampened reopening momentum. The Fed trimmed its 2021 gross domestic product (GDP) growth forecast from 7% to 5.9% and delivered a clearer signal that it expects to begin reducing asset purchases later this year should current economic conditions persist.
During the period, returns varied by market cap, as large-cap equities, as measured by the S&P 500 Index, underperformed mid- and small-cap equities, as measured by the S&P MidCap 400 Index and Russell 2000 Value Index, respectively.
All of the eleven sectors in the Russell 2000 Value Index rose during the period, with the Energy (+180%), Communication Services (+111%), and Consumer Discretionary (+78%) sectors performing best. Conversely, the Utilities (+20%), Healthcare (+38%), and Consumer Staples (+43%) sectors lagged over the period.
Sector allocation, a result of our bottom-up stock selection process, drove the Fund’s underperformance relative to the Russell 2000 Value Index during the period. Most notably, the underweight to the Energy sector (given our focus on quality in addition to valuation and capital return) presented a large challenge as a result of the extreme positive performance in that market segment. To a much lesser extent, the Fund’s overweight positioning in the Consumer Staples sector also detracted from relative performance. This was partially offset by underweights to the Utilities and Healthcare sectors and an overweight to the Information Technology sector. Strong security selection within the Consumer Discretionary, Financials, and Information Technology
 

38


Hartford Small Cap Value Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

sectors contributed positively to relative results during the period, while weaker selection within the Materials, Consumer Staples, and Industrials sectors partially offset these results.
The largest contributors to relative performance over the period were The Children’s Place (Consumer Discretionary), Movado (Consumer Discretionary), and Michaels (Consumer Discretionary). Shares of The Children’s Place, a children’s apparel retailer, benefited at the end of 2020 from increasing digital sales penetration and fleet optimization. Earnings for the second quarter of 2021 came in ahead of consensus estimates, driven by significant margin expansion and continued e-commerce strength. American watchmaker Movado reported revenue upside due to e-commerce acceleration as sales and gross margins increased significantly compared to the prior year period, due to Movado.com, U.S. wholesale, and Movado Company Stores. At the beginning of this year, specialty arts and crafts retailer Michaels entered into a merger agreement with Apollo Global Management. Under the terms of the agreement, Apollo would acquire all outstanding shares of Michaels in a tender offer of $22.00 per share, a 47% premium to the current share price.
The largest detractors from relative performance during the period were out-of-benchmark positions in Lancashire (Financials) and Energizer (Consumer Staples), as well as not holding GameStop (Consumer Discretionary), a constituent of the Russell 2000 Value Index during part of the period. Insurance provider Lancashire faced challenges at the end of the period due to higher natural catastrophe losses from Hurricane Ida and floods in Northwestern Europe, as well as large losses driven by unrest in South Africa. Energizer, a battery manufacturer, faced inflationary challenges such as increased costs for transportation, commodities, and labor, along with higher tariffs associated with sourced products.
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, we continue to believe that science will allow us to continue to transition from pandemic to endemic; specifically, we expect that COVID-19 cases will become less significant as increasing numbers of people are vaccinated. We remain of the view that economic growth and inflation will be persistently higher during this market cycle than it was in the prior decade. We see fiscal and monetary policies that are structurally more pro-growth at a time of low unemployment, low inventories, and overly flush deposit bases at banks. While we continue to expect some of the inflation to be transitory, we also expect inflation to be longer lasting in labor and finished goods prices, which has historically been a favorable backdrop for the higher quality businesses we seek to invest in as we believe they can leverage inflation and their pricing power to accelerate earnings growth.
At the end of the period, the Fund was most overweight to the Financials, Information Technology, and Industrials sectors, and most underweight to the Real Estate, Healthcare, and Energy sectors relative to the Russell 2000 Value Index.
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, including liquidity risk, 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. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased 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, economic and regulatory developments.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 0.8%
Consumer Discretionary 11.5
Consumer Staples 4.3
Energy 1.7
Financials 33.4
Health Care 4.8
Industrials 20.7
Information Technology 12.4
Materials 3.1
Real Estate 3.2
Utilities 3.3
Total 99.2%
Short-Term Investments 0.4
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.

39


The Hartford Small Company Fund
 Fund Overview
 October 31, 2021 (Unaudited)  

Inception 07/22/1996
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2011 - 10/31/2021)
The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes the maximum sales charge applicable to Class A shares. Returns for the Fund’s other classes will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns
for the Periods Ending 10/31/2021
  1 Year 5 Years 10 Years
Class A1 30.50% 22.84% 15.11%
Class A2 23.32% 21.46% 14.46%
Class C1 29.39% 21.86% 14.24%
Class C3 28.39% 21.86% 14.24%
Class I1 30.84% 23.16% 15.40%
Class R31 30.04% 22.54% 14.86%
Class R41 30.46% 22.91% 15.21%
Class R51 30.85% 23.27% 15.56%
Class R61 30.97% 23.36% 15.65%
Class Y1 30.92% 23.31% 15.63%
Class F1 30.98% 23.32% 15.48%
Russell 2000 Growth Index 38.45% 17.90% 14.57%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 10/31/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain
adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.
Operating Expenses* Gross Net
Class A 1.32% 1.32%
Class C 2.14% 2.14%
Class I 1.00% 1.00%
Class R3 1.61% 1.61%
Class R4 1.30% 1.30%
Class R5 1.01% 1.01%
Class R6 0.90% 0.90%
Class Y 0.96% 0.96%
Class F 0.90% 0.90%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2021.
 

40


The Hartford Small Company Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  


 
Portfolio Managers
Steven C. Angeli, CFA
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
John V. Schneider, CFA
Managing Director and Equity Research Analyst
Wellington Management Company LLP
Ranjit Ramachandran, CFA
Managing Director and Equity Research Analyst
Wellington Management Company LLP


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Small Company Fund returned 30.50%, before sales charges, for the twelve-month period ended October 31, 2021, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned 38.45% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the 45.31% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, posted positive results over the trailing twelve-month period ending October 31, 2021. Small-cap growth equities outperformed the broader market during this period. In the first half of 2021, U.S. equities gained amid a backdrop of improving vaccination rates, accelerating economic growth, and a broader reopening of the economy. Inflation rose sharply, as robust demand for goods and services, along with significant global supply-chain disruptions, drove consumer and producer prices sharply higher.
The U.S. Federal Reserve (Fed) maintained its view that elevated price pressures may prove transitory, but the Fed rattled markets by considerably raising its inflation forecast for 2021 and signaling the potential for two interest-rate increases in 2023. This shift in expectations toward tighter monetary policy triggered a rotation from value and cyclically sensitive equities to growth equities. U.S. equities continued to climb in the third quarter of 2021 against a backdrop of accommodative monetary policy, robust corporate earnings, and strong demand for goods and services, while risk sentiment was pressured by anxiety about rising inflation, imminent monetary tightening by the Fed, moderating economic growth, and uncertainty about fiscal stimulus and the federal debt ceiling. Growth equities outperformed their value counterparts for the quarter; however, surging U.S. Treasury yields sparked a sharp sell-off in shares of large technology companies at the end of September 2021, triggering a powerful rotation into value equities. COVID-19 cases fell sharply in September, although the proliferation of the Delta variant in July and August 2021 weighed on consumer confidence and dampened
momentum from businesses reopening. The Fed trimmed its 2021 gross domestic product (GDP) growth forecast to 5.9%, from 7%, and delivered a clearer signal that it would begin to taper asset purchases later this year if economic conditions remain stable.
Returns varied by market cap during the period. Small-cap equities, as measured by the Russell 2000 Index, outperformed large-cap equities, as measured by the Russell 1000 Index, and mid-cap equities, as measured by the Russell Midcap Index. Narrowing the focus to small caps, value led growth by over +2500 basis points (bps) over the trailing year, as measured by the Russell 2000 Value and Growth Indices, as cyclicals benefited from excitement around the reopening of the economy. To provide some context, the magnitude of value’s outperformance versus growth over the past year is something that has not been seen since the technology, media and telecommunications (TMT) bubble burst in the early 2000s.
All eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Energy (+183%), Industrials (+61%), and Information Technology (+55%) sectors increased the most, while the Healthcare (+15%), Communication Services (+32%), and Consumer Staples (+32%) sectors lagged the broader index.
During the period, security selection was the primary driver of the Fund’s underperformance relative to the Russell 2000 Growth Index. Selection in the Healthcare, Industrials, and Consumer Discretionary sectors detracted from relative performance, partially offset by stronger selection in the Information Technology and Financials sectors. Sector allocation, a result of our bottom-up stock selection process, contributed positively to relative performance, primarily driven by the Fund’s overweight allocation to the Information Technology and Consumer Discretionary sectors.
The top detractors from relative performance during the period included Ollie’s Bargain Outlet (Consumer Discretionary), Chegg (Consumer Discretionary), and Multiplan (Healthcare). Shares of Ollie’s Bargain Outlet fell during the period as investors reacted negatively to the discount retailer’s second-quarter earnings report. Results were weak against last year’s record results, when the company benefited from the initial retail backdrop stemming from the coronavirus pandemic by keeping its stores open. Additionally, Ollie’s
 

41


The Hartford Small Company Fund
 Fund Overview – (continued)
 October 31, 2021 (Unaudited)  

cut its margin forecast for the full year, citing significantly higher supply chain costs in the second half. Shares of Chegg, an online education platform, lagged the Russell 2000 Growth Index over the period. In some ways, the market has viewed the stock as a beneficiary of the conditions surrounding the coronavirus pandemic, which allowed it to increase subscriptions and combat password sharing more effectively in a remote learning environment. The concern was that a return to a more normal education setting could mark a slowing of growth. We sold the Fund’s position at the end of the period on concerns around slowing subscriber additions. Shares of Multiplan, a digital cost management solutions provider to the healthcare industry, traded down after a key client was rumored to have plans to leave the provider. Top absolute detractors from the Fund’s performance for the period included The RealReal (Consumer Discretionary) and Bandwidth (Communication Services).
By contrast, some of the top contributors to relative performance included Perficient (Information Technology), Western Alliance Bancorp (Financials), and Skillz (Communication Services). The share price of Perficient, a digital consultancy firm, rose during the period after posting strong second-quarter fiscal year 2021 results and raising its outlook. The company won larger contracts with existing clients, reinforcing its ability to maintain competitive advantages and its “land and expand” model. We trimmed the Fund’s position to manage exposure but remained overweight at the end of the period. Shares of Western Alliance Bancorp, a bank holding company serving clients in Nevada, Arizona, and California, rose after management reported strong results over the period. Both loan and deposits showed robust growth and net interest income beat consensus expectations on the back of improving credit trends. Western Alliance’s acquisition of AmeriHome was viewed as accretive to projected 2022 earnings including cross-selling opportunities in the consumer direct channel. Finally, the share price of Skillz, a mobile game platform, rose following its trading debut in December 2020. The Fund exited the position in February after market exuberance caused valuations to become stretched. Top absolute contributors to the Fund’s performance for the period included Perficient (Information Technology) and Western Alliance Bancorp (Financials).
Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.
What is the outlook as of the end of the period?
Toward the end of the period, we began trimming or eliminating equities in the Fund that performed strongly and, in many cases, benefitted from the re-opening of the economy. This corresponds to the Fund’s reduced exposure in the Consumer Discretionary and Industrials sectors, using these segments as a source of funds to add to the Fund’s exposure within select areas of the Information Technology (payments, software, etc.) and Healthcare sectors where we are finding better opportunities in our up/down valuation framework in our view.
As of the end of the period, we believe the Fund maintained a good degree of balance with a nice mix of strong, secular growers as well as some cyclically oriented exposures more tied to a continued economic recovery. We avoid leaning too heavily on any one scenario, instead letting our upside/downside valuation framework to seek to guide us to the best opportunities at a given point in time.
At the end of the period, the Fund’s largest overweights were to the Information Technology, Consumer Discretionary, and Communication Services sectors, while the Fund’s largest underweights were to the Consumer Staples, Healthcare, and Materials sectors, relative to the Russell 2000 Growth Index.
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, including liquidity risk, and volatility than large-cap securities. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.
Composition by Sector(1)
as of 10/31/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 4.1%
Consumer Discretionary 16.3
Energy 2.3
Financials 6.5
Health Care 24.9
Industrials 12.8
Information Technology 28.6
Materials 0.7
Real Estate 2.6
Total 98.8%
Short-Term Investments 3.2
Other Assets & Liabilities (2.0)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

42


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) is designed to measure the performance of those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell Midcap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell Midcap Index companies with lower price-to-book ratios and lower forecasted growth values.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks.
S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector.
S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.
 

43


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 May 1, 2021 through October 31, 2021. 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 (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 184/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
The Hartford Capital Appreciation Fund
Class A $ 1,000.00   $ 1,037.80   $  5.29   $ 1,000.00   $ 1,020.01   $  5.24   1.03%
Class C $ 1,000.00   $ 1,033.90   $  9.33   $ 1,000.00   $ 1,016.03   $  9.25   1.82%
Class I $ 1,000.00   $ 1,039.20   $  3.96   $ 1,000.00   $ 1,021.32   $  3.92   0.77%
Class R3 $ 1,000.00   $ 1,035.80   $  7.24   $ 1,000.00   $ 1,018.10   $  7.17   1.41%
Class R4 $ 1,000.00   $ 1,037.40   $  5.65   $ 1,000.00   $ 1,019.66   $  5.60   1.10%
Class R5 $ 1,000.00   $ 1,039.30   $  4.11   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class R6 $ 1,000.00   $ 1,039.70   $  3.55   $ 1,000.00   $ 1,021.73   $  3.52   0.69%
Class Y $ 1,000.00   $ 1,039.20   $  4.11   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class F $ 1,000.00   $ 1,039.70   $  3.55   $ 1,000.00   $ 1,021.73   $  3.52   0.69%
Hartford Core Equity Fund
Class A $ 1,000.00   $ 1,092.70   $  3.69   $ 1,000.00   $ 1,021.68   $  3.57   0.70%
Class C $ 1,000.00   $ 1,088.80   $  7.63   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class I $ 1,000.00   $ 1,094.20   $  2.43   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class R3 $ 1,000.00   $ 1,090.90   $  5.64   $ 1,000.00   $ 1,019.81   $  5.45   1.07%
Class R4 $ 1,000.00   $ 1,092.50   $  3.85   $ 1,000.00   $ 1,021.53   $  3.72   0.73%
Class R5 $ 1,000.00   $ 1,094.10   $  2.48   $ 1,000.00   $ 1,022.84   $  2.40   0.47%
Class R6 $ 1,000.00   $ 1,094.60   $  1.90   $ 1,000.00   $ 1,023.39   $  1.84   0.36%
Class Y $ 1,000.00   $ 1,094.20   $  2.32   $ 1,000.00   $ 1,022.99   $  2.24   0.44%
Class F $ 1,000.00   $ 1,094.80   $  1.90   $ 1,000.00   $ 1,023.39   $  1.84   0.36%

44


Hartford Domestic Equity Funds
Expense Examples (Unaudited) – (continued)

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
The Hartford Dividend and Growth Fund
Class A $ 1,000.00   $ 1,086.00   $  5.05   $ 1,000.00   $ 1,020.37   $  4.89   0.96%
Class C $ 1,000.00   $ 1,081.60   $  9.13   $ 1,000.00   $ 1,016.43   $  8.84   1.74%
Class I $ 1,000.00   $ 1,087.20   $  3.79   $ 1,000.00   $ 1,021.58   $  3.67   0.72%
Class R3 $ 1,000.00   $ 1,083.70   $  7.14   $ 1,000.00   $ 1,018.35   $  6.92   1.36%
Class R4 $ 1,000.00   $ 1,085.40   $  5.36   $ 1,000.00   $ 1,020.06   $  5.19   1.02%
Class R5 $ 1,000.00   $ 1,087.20   $  3.84   $ 1,000.00   $ 1,021.53   $  3.72   0.73%
Class R6 $ 1,000.00   $ 1,088.00   $  3.32   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
Class Y $ 1,000.00   $ 1,087.50   $  3.53   $ 1,000.00   $ 1,021.83   $  3.41   0.67%
Class F $ 1,000.00   $ 1,087.70   $  3.32   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
The Hartford Equity Income Fund
Class A $ 1,000.00   $ 1,067.60   $  5.11   $ 1,000.00   $ 1,020.27   $  4.99   0.98%
Class C $ 1,000.00   $ 1,063.00   $  9.05   $ 1,000.00   $ 1,016.43   $  8.84   1.74%
Class I $ 1,000.00   $ 1,068.50   $  3.86   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class R3 $ 1,000.00   $ 1,065.30   $  7.08   $ 1,000.00   $ 1,018.35   $  6.92   1.36%
Class R4 $ 1,000.00   $ 1,067.00   $  5.42   $ 1,000.00   $ 1,019.96   $  5.30   1.04%
Class R5 $ 1,000.00   $ 1,068.60   $  3.96   $ 1,000.00   $ 1,021.37   $  3.87   0.76%
Class R6 $ 1,000.00   $ 1,069.00   $  3.39   $ 1,000.00   $ 1,021.93   $  3.31   0.65%
Class Y $ 1,000.00   $ 1,068.40   $  3.86   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class F $ 1,000.00   $ 1,068.90   $  3.39   $ 1,000.00   $ 1,021.93   $  3.31   0.65%
The Hartford Growth Opportunities Fund
Class A $ 1,000.00   $ 1,052.90   $  5.48   $ 1,000.00   $ 1,019.86   $  5.40   1.06%
Class C $ 1,000.00   $ 1,048.80   $  9.45   $ 1,000.00   $ 1,015.98   $  9.30   1.83%
Class I $ 1,000.00   $ 1,054.20   $  4.30   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class R3 $ 1,000.00   $ 1,050.90   $  7.50   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class R4 $ 1,000.00   $ 1,052.60   $  5.90   $ 1,000.00   $ 1,019.46   $  5.80   1.14%
Class R5 $ 1,000.00   $ 1,054.20   $  4.35   $ 1,000.00   $ 1,020.97   $  4.28   0.84%
Class R6 $ 1,000.00   $ 1,054.80   $  3.83   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class Y $ 1,000.00   $ 1,054.00   $  4.45   $ 1,000.00   $ 1,020.87   $  4.38   0.86%
Class F $ 1,000.00   $ 1,054.70   $  3.78   $ 1,000.00   $ 1,021.53   $  3.72   0.73%
The Hartford Healthcare Fund
Class A $ 1,000.00   $ 1,045.80   $  6.39   $ 1,000.00   $ 1,018.95   $  6.31   1.24%
Class C $ 1,000.00   $ 1,041.50   $ 10.34   $ 1,000.00   $ 1,015.07   $ 10.21   2.01%
Class I $ 1,000.00   $ 1,047.00   $  5.11   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class R3 $ 1,000.00   $ 1,043.70   $  8.19   $ 1,000.00   $ 1,017.19   $  8.08   1.59%
Class R4 $ 1,000.00   $ 1,045.30   $  6.65   $ 1,000.00   $ 1,018.70   $  6.56   1.29%
Class R5 $ 1,000.00   $ 1,046.90   $  5.21   $ 1,000.00   $ 1,020.11   $  5.14   1.01%
Class R6 $ 1,000.00   $ 1,047.40   $  4.59   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class Y $ 1,000.00   $ 1,046.90   $  5.11   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class F $ 1,000.00   $ 1,047.60   $  4.59   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
The Hartford MidCap Fund
Class A $ 1,000.00   $ 1,000.30   $  5.45   $ 1,000.00   $ 1,019.76   $  5.50   1.08%
Class C $ 1,000.00   $  996.10   $  9.26   $ 1,000.00   $ 1,015.93   $  9.35   1.84%
Class I $ 1,000.00   $ 1,001.00   $  4.34   $ 1,000.00   $ 1,020.87   $  4.38   0.86%
Class R3 $ 1,000.00   $  998.30   $  7.35   $ 1,000.00   $ 1,017.85   $  7.43   1.46%
Class R4 $ 1,000.00   $  999.80   $  5.75   $ 1,000.00   $ 1,019.46   $  5.80   1.14%
Class R5 $ 1,000.00   $ 1,001.30   $  4.19   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class R6 $ 1,000.00   $ 1,001.90   $  3.73   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class Y $ 1,000.00   $ 1,001.70   $  3.88   $ 1,000.00   $ 1,021.32   $  3.92   0.77%
Class F $ 1,000.00   $ 1,002.10   $  3.68   $ 1,000.00   $ 1,021.53   $  3.72   0.73%

45


Hartford Domestic Equity Funds
Expense Examples (Unaudited) – (continued)

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Beginning
Account Value
May 1, 2021
  Ending
Account Value
October 31, 2021
  Expenses paid
during the period
May 1, 2021
through
October 31, 2021
  Annualized
expense
ratio
The Hartford MidCap Value Fund
Class A $ 1,000.00   $ 1,027.20   $  5.98   $ 1,000.00   $ 1,019.31   $  5.96   1.17%
Class C $ 1,000.00   $ 1,023.70   $  9.84   $ 1,000.00   $ 1,015.48   $  9.80   1.93%
Class I $ 1,000.00   $ 1,029.10   $  4.30   $ 1,000.00   $ 1,020.97   $  4.28   0.84%
Class R3 $ 1,000.00   $ 1,025.10   $  7.66   $ 1,000.00   $ 1,017.64   $  7.63   1.50%
Class R4 $ 1,000.00   $ 1,026.70   $  6.08   $ 1,000.00   $ 1,019.21   $  6.06   1.19%
Class R5 $ 1,000.00   $ 1,028.30   $  4.60   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
Class Y $ 1,000.00   $ 1,028.80   $  4.55   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class F $ 1,000.00   $ 1,029.10   $  3.94   $ 1,000.00   $ 1,021.32   $  3.92   0.77%
Hartford Quality Value Fund
Class A $ 1,000.00   $ 1,067.50   $  5.00   $ 1,000.00   $ 1,020.37   $  4.89   0.96%
Class C $ 1,000.00   $ 1,063.70   $  8.89   $ 1,000.00   $ 1,016.59   $  8.69   1.71%
Class I $ 1,000.00   $ 1,069.30   $  3.34   $ 1,000.00   $ 1,021.98   $  3.26   0.64%
Class R3 $ 1,000.00   $ 1,066.30   $  6.15   $ 1,000.00   $ 1,019.26   $  6.01   1.18%
Class R4 $ 1,000.00   $ 1,068.00   $  4.59   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class R5 $ 1,000.00   $ 1,069.30   $  3.29   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
Class R6 $ 1,000.00   $ 1,070.40   $  2.40   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class Y $ 1,000.00   $ 1,070.10   $  2.97   $ 1,000.00   $ 1,022.33   $  2.91   0.57%
Class F $ 1,000.00   $ 1,070.40   $  2.40   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
The Hartford Small Cap Growth Fund
Class A $ 1,000.00   $ 1,004.80   $  5.91   $ 1,000.00   $ 1,019.31   $  5.96   1.17%
Class C $ 1,000.00   $ 1,001.50   $  9.33   $ 1,000.00   $ 1,015.88   $  9.40   1.85%
Class I $ 1,000.00   $ 1,006.60   $  4.25   $ 1,000.00   $ 1,020.97   $  4.28   0.84%
Class R3 $ 1,000.00   $ 1,003.20   $  7.52   $ 1,000.00   $ 1,017.69   $  7.58   1.49%
Class R4 $ 1,000.00   $ 1,004.90   $  5.86   $ 1,000.00   $ 1,019.36   $  5.90   1.16%
Class R5 $ 1,000.00   $ 1,006.30   $  4.45   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class R6 $ 1,000.00   $ 1,006.90   $  3.84   $ 1,000.00   $ 1,021.37   $  3.87   0.76%
Class Y $ 1,000.00   $ 1,006.60   $  4.15   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class F $ 1,000.00   $ 1,007.00   $  3.84   $ 1,000.00   $ 1,021.37   $  3.87   0.76%
Hartford Small Cap Value Fund
Class A $ 1,000.00   $  979.50   $  6.44   $ 1,000.00   $ 1,018.70   $  6.56   1.29%
Class C $ 1,000.00   $  976.20   $ 10.21   $ 1,000.00   $ 1,014.87   $ 10.41   2.05%
Class I $ 1,000.00   $  981.00   $  4.89   $ 1,000.00   $ 1,020.27   $  4.99   0.98%
Class R3 $ 1,000.00   $  979.60   $  7.19   $ 1,000.00   $ 1,017.95   $  7.32   1.44%
Class R4 $ 1,000.00   $  980.60   $  5.99   $ 1,000.00   $ 1,019.16   $  6.11   1.20%
Class R5 $ 1,000.00   $  981.90   $  4.50   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
Class R6 $ 1,000.00   $  981.90   $  4.00   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class Y $ 1,000.00   $  982.60   $  4.25   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class F $ 1,000.00   $  982.40   $  4.00   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
The Hartford Small Company Fund
Class A $ 1,000.00   $  984.40   $  6.15   $ 1,000.00   $ 1,019.00   $  6.26   1.23%
Class C $ 1,000.00   $  980.00   $ 10.18   $ 1,000.00   $ 1,014.92   $ 10.36   2.04%
Class I $ 1,000.00   $  985.50   $  4.85   $ 1,000.00   $ 1,020.32   $  4.94   0.97%
Class R3 $ 1,000.00   $  982.40   $  7.94   $ 1,000.00   $ 1,017.19   $  8.08   1.59%
Class R4 $ 1,000.00   $  984.00   $  6.35   $ 1,000.00   $ 1,018.80   $  6.46   1.27%
Class R5 $ 1,000.00   $  985.20   $  4.95   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class R6 $ 1,000.00   $  986.10   $  4.31   $ 1,000.00   $ 1,020.87   $  4.38   0.86%
Class Y $ 1,000.00   $  985.80   $  4.60   $ 1,000.00   $ 1,020.57   $  4.69   0.92%
Class F $ 1,000.00   $  985.90   $  4.25   $ 1,000.00   $ 1,020.92   $  4.33   0.85%

46


The Hartford Capital Appreciation Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.1%
  Automobiles & Components - 0.8%
    664,770 Arrival S.A.*(1) $    10,988,648
  2,017,201 Ford Motor Co.*     34,453,793
    172,302 Thor Industries, Inc.    17,567,912
      63,010,353
  Banks - 2.1%
    873,529 Bank of America Corp.     41,737,216
174,665 JP Morgan Chase & Co. 29,673,837
395,825 Western Alliance Bancorp 45,951,324
765,505 Zions Bancorp NA 48,219,160
      165,581,537
  Capital Goods - 7.6%
524,137 AerCap Holdings N.V.* 30,945,048
679,995 Colfax Corp.* 35,101,342
377,567 Emerson Electric Co. 36,627,775
258,433 Fortive Corp. 19,565,962
101,646 General Dynamics Corp. 20,608,727
806,800 HF Global, Inc.*(2)(3)(4) 16,039,184
498,263 Ingersoll Rand, Inc.* 26,786,619
890,488 JELD-WEN Holding, Inc.* 24,408,276
779,388 Johnson Controls International plc 57,183,698
572,018 Kennametal, Inc. 22,737,715
223,263 Lockheed Martin Corp. 74,194,760
267,220 Middleby Corp.* 48,751,617
208,954 Northrop Grumman Corp. 74,642,548
317,192 Raytheon Technologies Corp. 28,185,681
321,478 SPX FLOW, Inc. 24,017,621
546,415 Westinghouse Air Brake Technologies Corp. 49,576,233
      589,372,806
  Commercial & Professional Services - 2.3%
277,564 Clean Harbors, Inc.* 31,237,053
289,958 Copart, Inc.* 45,027,578
252,370 CoStar Group, Inc.* 21,716,438
486,303 Leidos Holdings, Inc. 48,620,574
211,674 Waste Management, Inc. 33,916,525
      180,518,168
  Consumer Durables & Apparel - 3.3%
140,936 Garmin Ltd. 20,238,409
179,331 Lennar Corp. Class A 17,920,547
102,361 Lululemon Athletica, Inc.* 47,701,250
472,484 NIKE, Inc. Class B 79,041,848
4,606 NVR, Inc.* 22,545,449
509,847 Steven Madden Ltd. 22,994,100
914,456 Under Armour, Inc. Class A* 20,081,454
828,040 Under Armour, Inc. Class C* 15,633,395
106,955 VF Corp. 7,794,880
      253,951,332
  Consumer Services - 4.9%
387,949 Airbnb, Inc. Class A* 66,207,376
24,566 Booking Holdings, Inc.* 59,468,882
1,472,422 Denny's Corp.* 23,411,510
604,928 DraftKings, Inc. Class A* 28,183,596
263,148 Las Vegas Sands Corp.* 10,212,774
383,161 McDonald's Corp. 94,085,184
402,209 Penn National Gaming, Inc.* 28,798,164
654,272 Six Flags Entertainment Corp.* 26,910,207
220,781 Wyndham Hotels & Resorts, Inc. 18,649,371
212,392 Yum! Brands, Inc. 26,536,256
      382,463,320
  Diversified Financials - 3.1%
475,100 American Express Co. 82,562,878
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.1% - (continued)
  Diversified Financials - 3.1% - (continued)
    629,593 Bank of New York Mellon Corp. $    37,271,906
     32,045 BlackRock, Inc.     30,233,176
    406,987 Charles Schwab Corp.     33,385,144
    436,147 Synchrony Financial     20,259,028
    564,511 Voya Financial, Inc.    39,385,932
      243,098,064
  Energy - 1.0%
829,683 Coterra Energy, Inc. 17,688,841
533,020 Diamondback Energy, Inc. 57,134,414
      74,823,255
  Food & Staples Retailing - 0.7%
839,259 U.S. Foods Holding Corp.* 29,097,109
144,204 Walmart, Inc. 21,546,962
      50,644,071
  Food, Beverage & Tobacco - 4.6%
444,353 Altria Group, Inc. 19,600,411
1,156,311 Coca-Cola Co. 65,181,251
184,005 Constellation Brands, Inc. Class A 39,894,124
1,477,519 Diageo plc 73,509,066
459,484 General Mills, Inc. 28,396,111
531,044 PepsiCo., Inc. 85,816,710
442,451 Philip Morris International, Inc. 41,829,318
59,656 Sovos Brands, Inc.* 964,041
      355,191,032
  Health Care Equipment & Services - 8.5%
82,186 ABIOMED, Inc.* 27,289,039
345,312 Acadia Healthcare Co., Inc.* 21,409,344
40,617 agilon health, Inc.* 995,117
582,134 Baxter International, Inc. 45,965,301
47,430 Becton Dickinson and Co. 11,363,754
252,450 Boston Scientific Corp.* 10,888,168
202,292 Cerner Corp. 15,028,273
141,770 Danaher Corp. 44,199,633
62,373 DexCom, Inc.* 38,871,477
465,603 Encompass Health Corp. 29,593,727
430,793 GoodRx Holdings, Inc. Class A*(1) 19,213,368
148,363 Insulet Corp.* 45,995,497
392,973 Integra LifeSciences Holdings Corp.* 26,116,986
137,483 Laboratory Corp. of America Holdings* 39,460,371
663,304 Medtronic plc 79,503,617
120,296 Molina Healthcare, Inc.* 35,573,933
285,970 Oak Street Health, Inc.* 13,506,363
95,855 Stryker Corp. 25,504,140
61,817 Teleflex, Inc. 22,064,960
188,241 UnitedHealth Group, Inc. 86,679,333
53,345 Veeva Systems, Inc. Class A* 16,910,898
      656,133,299
  Household & Personal Products - 2.2%
1,160,082 Colgate-Palmolive Co. 88,386,648
90,304 Kimberly-Clark Corp. 11,693,465
486,459 Procter & Gamble Co. 69,558,772
      169,638,885
  Insurance - 4.8%
1,047,661 Aflac, Inc. 56,227,966
51,037 Alleghany Corp.* 33,244,481
199,305 Assurant, Inc. 32,149,890
460,827 Chubb Ltd. 90,036,379
823,580 CNO Financial Group, Inc. 19,881,221
132,676 Globe Life, Inc. 11,810,818
187,300 Hanover Insurance Group, Inc. 23,599,800
 
The accompanying notes are an integral part of these financial statements.

47


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.1% - (continued)
  Insurance - 4.8% - (continued)
    356,874 Kemper Corp. $    22,654,361
    498,615 Marsh & McLennan Cos., Inc.    83,168,982
      372,773,898
  Materials - 3.1%
    206,624 Celanese Corp.     33,371,842
    321,890 Ecolab, Inc.     71,530,396
473,977 FMC Corp. 43,136,647
298,315 Linde plc* 95,222,148
      243,261,033
  Media & Entertainment - 7.7%
620,159 Activision Blizzard, Inc. 48,490,232
70,377 Alphabet, Inc. Class A* 208,380,667
12,627 Charter Communications, Inc. Class A* 8,521,836
287,084 Facebook, Inc. Class A* 92,891,770
148,050 Match Group, Inc.* 22,322,979
640,676 Omnicom Group, Inc. 43,617,222
273,367 Pinterest, Inc. Class A* 12,203,103
65,485 Roku, Inc.* 19,966,376
631,331 Snap, Inc. Class A* 33,195,384
167,956 Spotify Technology S.A.* 48,606,466
290,430 Twitter, Inc.* 15,549,622
144,393 Walt Disney Co.* 24,412,525
260,426 ZoomInfo Technologies, Inc.* 17,505,836
      595,664,018
  Pharmaceuticals, Biotechnology & Life Sciences - 4.6%
118,041 Allakos, Inc.* 11,872,564
436,529 Elanco Animal Health, Inc.* 14,353,073
74,928 Eli Lilly & Co. 19,088,657
282,818 Exact Sciences Corp.* 26,929,930
222,388 Heron Therapeutics, Inc.* 2,448,492
97,522 Illumina, Inc.* 40,477,481
534,026 Johnson & Johnson 86,982,155
169,398 Kodiak Sciences, Inc.* 19,834,812
1,879,297 Pfizer, Inc. 82,200,451
442,534 PTC Therapeutics, Inc.* 16,785,315
31,892 Reata Pharmaceuticals, Inc. Class A* 3,061,951
92,976 Seagen, Inc.* 16,394,458
89,982 Vertex Pharmaceuticals, Inc.* 16,640,371
      357,069,710
  Real Estate - 4.1%
147,020 American Tower Corp. REIT 41,455,229
336,254 Americold Realty Trust REIT 9,909,405
169,690 Crown Castle International Corp. REIT 30,595,107
720,840 Gaming and Leisure Properties, Inc. REIT 34,953,532
868,149 Invitation Homes, Inc. REIT 35,811,146
272,537 Prologis, Inc. REIT 39,506,964
277,765 Redfin Corp.*(1) 14,260,455
452,660 Ryman Hospitality Properties, Inc. REIT* 38,720,536
678,935 STORE Capital Corp. REIT 23,307,839
1,049,047 VICI Properties, Inc. REIT 30,789,530
186,393 Welltower, Inc. REIT 14,985,997
59,721 WeWork, Inc.*(1) 609,751
      314,905,491
  Retailing - 5.9%
18,984 Amazon.com, Inc.* 64,022,211
15,610 AutoZone, Inc.* 27,861,352
656,325 Chewy, Inc. Class A*(1) 49,749,435
135,953 Dollar General Corp. 30,116,309
107,894 Etsy, Inc.* 27,047,947
134,658 Five Below, Inc.* 26,568,023
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.1% - (continued)
  Retailing - 5.9% - (continued)
    647,301 Honest Co., Inc.*(2)(5) $     5,919,568
     90,616 Lowe's Cos., Inc.     21,187,833
     12,011 MercadoLibre, Inc.*     17,788,531
    124,289 Ollie's Bargain Outlet Holdings, Inc.*      8,409,394
    282,959 Ross Stores, Inc.     32,030,959
  1,480,520 TJX Cos., Inc.     96,959,255
316,327 Tory Burch LLC*(2)(3)(4) 16,730,518
86,737 Ulta Salon Cosmetics & Fragrance, Inc.* 31,863,704
      456,255,039
  Semiconductors & Semiconductor Equipment - 3.9%
690,461 Advanced Micro Devices, Inc.* 83,014,126
385,825 First Solar, Inc.* 46,140,812
484,917 Marvell Technology, Inc. 33,216,814
273,540 MKS Instruments, Inc. 41,044,677
66,129 SolarEdge Technologies, Inc.* 23,454,634
182,127 Texas Instruments, Inc. 34,145,170
768,733 Tower Semiconductor Ltd.* 24,499,521
72,200 Universal Display Corp. 13,227,040
      298,742,794
  Software & Services - 14.1%
103,958 Accenture plc Class A 37,299,091
239,743 ANSYS, Inc.* 91,001,648
194,005 Avalara, Inc.* 34,851,058
20,900 Dynatrace, Inc.* 1,567,500
61,824 Fair Isaac Corp.* 24,618,317
100,753 Five9, Inc.* 15,919,981
190,677 FleetCor Technologies, Inc.* 47,175,397
502,089 Genpact Ltd. 24,778,092
204,313 Global Payments, Inc. 29,214,716
203,233 Guidewire Software, Inc.* 25,552,485
511,777 International Business Machines Corp. 64,023,303
148,301 Mastercard, Inc. Class A 49,757,951
199,732 Microsoft Corp. 66,235,126
47,485 MongoDB, Inc.* 24,753,456
842,986 Oracle Corp. 80,876,077
81,619 Paycom Software, Inc.* 44,714,969
24,184 Q2 Holdings, Inc.* 1,897,477
192,836 Rapid7, Inc.* 24,827,635
84,843 RingCentral, Inc. Class A* 20,683,027
322,059 salesforce.com, Inc.* 96,517,862
3,273,121 Sharecare, Inc.*(2)(5) 23,887,237
12,640 Sharecare, Inc. Earnout*(2)(5) 37,515
163,673 Square, Inc. Class A* 41,654,778
428,848 Tenable Holdings, Inc.* 22,836,156
246,300 Varonis Systems, Inc.* 15,945,462
301,945 Visa, Inc. Class A 63,942,893
1,079,168 Western Union Co. 19,662,441
130,900 WEX, Inc.* 19,595,730
256,827 Workday, Inc. Class A* 74,474,693
      1,088,302,073
  Technology Hardware & Equipment - 4.3%
137,323 Arista Networks, Inc.* 56,259,860
94,514 Arrow Electronics, Inc.* 10,939,996
132,094 CDW Corp. 24,655,345
1,790,802 Cisco Systems, Inc. 100,231,188
160,458 F5 Networks, Inc.* 33,880,707
1,397,747 Flex Ltd.* 23,621,924
352,985 II-VI, Inc.* 21,359,122
 
The accompanying notes are an integral part of these financial statements.

48


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.1% - (continued)
  Technology Hardware & Equipment - 4.3% - (continued)
    402,825 Lumentum Holdings, Inc.* $    33,265,289
    132,495 Rogers Corp.*    26,647,394
      330,860,825
  Transportation - 2.3%
    130,064 J.B. Hunt Transport Services, Inc.     25,647,320
     53,039 Southwest Airlines Co.*      2,507,684
625,957 Uber Technologies, Inc.* 27,429,436
271,858 Union Pacific Corp. 65,626,521
259,641 United Parcel Service, Inc. Class B 55,425,564
      176,636,525
  Utilities - 0.2%
391,711 CenterPoint Energy, Inc. 10,200,154
24,699 Duke Energy Corp. 2,519,545
      12,719,699
  Total Common Stocks
(cost $5,480,324,260)
  $ 7,431,617,227
CONVERTIBLE PREFERRED STOCKS - 0.0%
  Commercial & Professional Services - 0.0%
33,739 Rubicon Global Holdings LLC Series C*(2)(3)(4) $  689,861
  Software & Services - 0.0%
566,622 Essence Group Holdings Corp. Series 3*(2)(3)(4) 1,263,567
77,707 Lookout, Inc. Series F*(2)(3)(4) 707,911
      1,971,478
  Total Convertible Preferred Stocks
(cost $2,457,101)
  $  2,661,339
EXCHANGE-TRADED FUNDS - 1.5%
  Other Investment Pools & Funds - 1.5%
374,367 iShares Russell 1000 Growth ETF $  111,561,366
  Total Exchange-Traded Funds
(cost $104,105,756)
  $  111,561,366
  Total Long-Term Investments
(Cost $5,586,887,117)
  $ 7,545,839,932
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 3.1%
  Repurchase Agreements - 2.2%
$   168,581,979 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $168,582,119; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $171,953,653 $   168,581,979
  Securities Lending Collateral - 0.9%
    444,477 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(6)        444,477
 68,236,565 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(6)     68,236,565
  4,898,882 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(6)      4,898,882
      73,579,924
  Total Short-Term Investments
(cost $242,161,903)
$  242,161,903
  Total Investments
(cost $5,829,049,020)
100.7% $ 7,788,001,835
  Other Assets and Liabilities (0.7)% (52,815,623)
  Total Net Assets 100.0% $ 7,735,186,212
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2021, the aggregate fair value of these securities are $65,275,361, which represented 0.8% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
 
The accompanying notes are an integral part of these financial statements.

49


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2021  

(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 $35,431,041 or 0.5% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
05/2014   Essence Group Holdings Corp. Series 3 Convertible Preferred   566,622   $  895,999   $  1,263,567
06/2015   HF Global, Inc.   806,800   10,846,942   16,039,184
07/2014   Lookout, Inc. Series F Convertible Preferred   77,707   887,655   707,911
09/2015   Rubicon Global Holdings LLC Series C Convertible Preferred   33,739   673,447   689,861
11/2013   Tory Burch LLC   316,327   24,792,580   16,730,518
            $ 38,096,623   $ 35,431,041
    
(4) Investment valued using significant unobservable inputs.
(5) As of October 31, 2021, investment is restricted from trading. The value of such restricted securities amounted to $29,844,320 or 0.4% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2014   Honest Co., Inc.   647,301   $ 13,487,047   $  5,919,568
03/2015   Sharecare, Inc.   3,273,121   11,759,882   23,887,237
07/2021   Sharecare, Inc. Earnout   12,640     37,515
            $ 25,246,929   $ 29,844,320
    
(6) Current yield as of period end.
 
Futures Contracts Outstanding at October 31, 2021
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Nasdaq 100 E-MINI   596   12/17/2021   $ 188,794,920   $ 6,601,053
Total futures contracts   $ 6,601,053
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.

50


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  63,010,353   $  63,010,353   $  —   $  —
Banks   165,581,537   165,581,537    
Capital Goods   589,372,806   573,333,622     16,039,184
Commercial & Professional Services   180,518,168   180,518,168    
Consumer Durables & Apparel   253,951,332   253,951,332    
Consumer Services   382,463,320   382,463,320    
Diversified Financials   243,098,064   243,098,064    
Energy   74,823,255   74,823,255    
Food & Staples Retailing   50,644,071   50,644,071    
Food, Beverage & Tobacco   355,191,032   281,681,966   73,509,066  
Health Care Equipment & Services   656,133,299   656,133,299    
Household & Personal Products   169,638,885   169,638,885    
Insurance   372,773,898   372,773,898    
Materials   243,261,033   243,261,033    
Media & Entertainment   595,664,018   595,664,018    
Pharmaceuticals, Biotechnology & Life Sciences   357,069,710   357,069,710    
Real Estate   314,905,491   314,905,491    
Retailing   456,255,039   433,604,953   5,919,568   16,730,518
Semiconductors & Semiconductor Equipment   298,742,794   298,742,794    
Software & Services   1,088,302,073   1,064,377,321   23,924,752  
Technology Hardware & Equipment   330,860,825   330,860,825    
Transportation   176,636,525   176,636,525    
Utilities   12,719,699   12,719,699    
Convertible Preferred Stocks   2,661,339       2,661,339
Exchange-Traded Funds   111,561,366   111,561,366    
Short-Term Investments   242,161,903   73,579,924   168,581,979  
Futures Contracts(2)   6,601,053   6,601,053    
Total   $ 7,794,602,888   $ 7,487,236,482   $ 271,935,365   $ 35,431,041
    
(1) For the year ended October 31, 2021, investments valued at $24,616,180 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input. There were no transfers into Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

51


Hartford Core Equity Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1%
  Automobiles & Components - 1.7%
 4,216,780 Ford Motor Co. $     72,022,602
   130,186 Tesla, Inc.*    145,027,204
      217,049,806
  Banks - 6.3%
 6,540,939 Bank of America Corp.     312,526,066
 1,870,925 JP Morgan Chase & Co.     317,851,448
785,029 PNC Financial Services Group, Inc. 165,664,670
      796,042,184
  Capital Goods - 5.8%
920,873 AMETEK, Inc. 121,923,585
336,942 Deere & Co. 115,338,616
1,283,179 Fortune Brands Home & Security, Inc. 130,114,351
493,475 IDEX Corp. 109,832,731
469,622 Illinois Tool Works, Inc. 107,012,765
1,628,970 Raytheon Technologies Corp. 144,750,274
      728,972,322
  Commercial & Professional Services - 2.6%
509,244 Equifax, Inc. 141,279,563
1,213,493 Leidos Holdings, Inc. 121,325,030
530,571 Republic Services, Inc. 71,414,857
      334,019,450
  Consumer Durables & Apparel - 2.3%
1,007,926 NIKE, Inc. Class B 168,615,941
1,767,404 VF Corp. 128,808,403
      297,424,344
  Consumer Services - 2.6%
438,692 Airbnb, Inc. Class A* 74,867,177
38,316 Booking Holdings, Inc.* 92,754,606
639,955 McDonald's Corp. 157,140,950
      324,762,733
  Diversified Financials - 5.3%
1,043,602 American Express Co. 181,357,156
161,168 BlackRock, Inc. 152,055,561
1,544,009 Charles Schwab Corp. 126,655,058
2,112,381 Morgan Stanley 217,110,519
      677,178,294
  Energy - 1.3%
1,830,293 EOG Resources, Inc. 169,228,891
  Food & Staples Retailing - 1.2%
1,025,459 Walmart, Inc. 153,224,084
  Food, Beverage & Tobacco - 1.9%
667,944 Constellation Brands, Inc. Class A 144,816,939
1,194,897 Monster Beverage Corp.* 101,566,245
      246,383,184
  Health Care Equipment & Services - 8.3%
911,149 Abbott Laboratories 117,437,995
1,454,354 Baxter International, Inc. 114,835,792
482,675 Becton Dickinson and Co. 115,644,103
553,840 Danaher Corp. 172,670,697
1,478,019 Hologic, Inc.* 108,353,573
369,372 Laboratory Corp. of America Holdings* 106,017,151
678,234 UnitedHealth Group, Inc. 312,306,410
      1,047,265,721
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Household & Personal Products - 2.8%
 1,419,455 Colgate-Palmolive Co. $    108,148,276
 1,703,919 Procter & Gamble Co.    243,643,378
      351,791,654
  Insurance - 1.0%
   631,912 Chubb Ltd.    123,462,967
  Materials - 1.1%
843,470 PPG Industries, Inc. 135,435,978
  Media & Entertainment - 11.7%
255,088 Alphabet, Inc. Class A* 755,295,161
909,359 Facebook, Inc. Class A* 294,241,292
296,130 Netflix, Inc.* 204,421,500
1,343,360 Walt Disney Co.* 227,121,875
      1,481,079,828
  Pharmaceuticals, Biotechnology & Life Sciences - 6.1%
764,948 Eli Lilly & Co. 194,878,152
2,459,852 Merck & Co., Inc. 216,589,969
227,712 Regeneron Pharmaceuticals, Inc.* 145,722,017
331,672 Thermo Fisher Scientific, Inc. 209,971,593
      767,161,731
  Real Estate - 1.7%
464,477 American Tower Corp. REIT 130,968,580
1,677,033 Gaming and Leisure Properties, Inc. REIT 81,319,330
      212,287,910
  Retailing - 5.3%
145,247 Amazon.com, Inc.* 489,835,340
2,813,031 TJX Cos., Inc. 184,225,400
      674,060,740
  Semiconductors & Semiconductor Equipment - 4.8%
1,031,633 Advanced Micro Devices, Inc.* 124,033,235
307,018 KLA Corp. 114,444,030
814,518 QUALCOMM, Inc. 108,363,475
559,651 Teradyne, Inc. 77,366,154
1,003,300 Texas Instruments, Inc. 188,098,684
      612,305,578
  Software & Services - 11.7%
869,108 Fidelity National Information Services, Inc. 96,245,020
575,418 Global Payments, Inc. 82,279,020
931,438 GoDaddy, Inc. Class A* 64,427,566
526,297 Mastercard, Inc. Class A 176,583,169
2,195,575 Microsoft Corp. 728,096,582
717,178 salesforce.com, Inc.* 214,931,075
395,406 Workday, Inc. Class A* 114,659,832
      1,477,222,264
  Technology Hardware & Equipment - 9.6%
3,997,148 Apple, Inc. 598,772,771
648,636 CDW Corp. 121,067,909
3,416,709 Corning, Inc. 121,532,339
424,001 F5 Networks, Inc.* 89,527,811
695,267 Motorola Solutions, Inc. 172,836,424
1,265,221 NetApp, Inc. 112,984,235
      1,216,721,489
  Telecommunication Services - 1.0%
2,382,342 Verizon Communications, Inc. 126,240,303
 
The accompanying notes are an integral part of these financial statements.

52


Hartford Core Equity Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Transportation - 1.0%
   563,667 FedEx Corp. $    132,760,488
  Utilities - 2.0%
 1,535,596 American Electric Power Co., Inc.     130,080,337
 1,145,031 Duke Energy Corp.     116,804,612
      246,884,949
  Total Common Stocks
(cost $7,636,774,973)
  $ 12,548,966,892
SHORT-TERM INVESTMENTS - 0.6%
  Repurchase Agreements - 0.6%
$   72,985,489 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $72,985,550; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $74,445,202 $  72,985,489
  Total Short-Term Investments
(cost $72,985,489)
$  72,985,489
  Total Investments
(cost $7,709,760,462)
99.7% $ 12,621,952,381
  Other Assets and Liabilities 0.3% 42,672,568
  Total Net Assets 100.0% $ 12,664,624,949
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  217,049,806   $  217,049,806   $  —   $ —
Banks   796,042,184   796,042,184    
Capital Goods   728,972,322   728,972,322    
Commercial & Professional Services   334,019,450   334,019,450    
Consumer Durables & Apparel   297,424,344   297,424,344    
Consumer Services   324,762,733   324,762,733    
Diversified Financials   677,178,294   677,178,294    
Energy   169,228,891   169,228,891    
Food & Staples Retailing   153,224,084   153,224,084    
Food, Beverage & Tobacco   246,383,184   246,383,184    
Health Care Equipment & Services   1,047,265,721   1,047,265,721    
Household & Personal Products   351,791,654   351,791,654    
Insurance   123,462,967   123,462,967    
Materials   135,435,978   135,435,978    
Media & Entertainment   1,481,079,828   1,481,079,828    
Pharmaceuticals, Biotechnology & Life Sciences   767,161,731   767,161,731    
Real Estate   212,287,910   212,287,910    
Retailing   674,060,740   674,060,740    
Semiconductors & Semiconductor Equipment   612,305,578   612,305,578    
Software & Services   1,477,222,264   1,477,222,264    
Technology Hardware & Equipment   1,216,721,489   1,216,721,489    
Telecommunication Services   126,240,303   126,240,303    
Transportation   132,760,488   132,760,488    
Utilities   246,884,949   246,884,949    
Short-Term Investments   72,985,489     72,985,489  
Total   $ 12,621,952,381   $ 12,548,966,892   $ 72,985,489   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

53


The Hartford Dividend and Growth Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.8%
  Banks - 7.2%
  7,836,529 Bank of America Corp. $    374,429,355
  2,711,967 JP Morgan Chase & Co.     460,736,074
  1,068,329 PNC Financial Services Group, Inc.    225,449,469
      1,060,614,898
  Capital Goods - 6.4%
    713,083 General Dynamics Corp.     144,577,578
2,247,469 Ingersoll Rand, Inc.* 120,823,933
1,638,652 Johnson Controls International plc 120,227,897
476,687 Lockheed Martin Corp. 158,412,624
2,121,335 Otis Worldwide Corp. 170,364,414
2,502,303 Raytheon Technologies Corp. 222,354,645
      936,761,091
  Commercial & Professional Services - 1.1%
1,010,769 Waste Management, Inc. 161,955,517
  Consumer Services - 2.4%
1,302,328 Hilton Worldwide Holdings, Inc.* 187,470,116
646,590 McDonald's Corp. 158,770,174
      346,240,290
  Diversified Financials - 6.4%
1,286,704 American Express Co. 223,603,421
177,313 BlackRock, Inc. 167,287,723
2,512,105 Charles Schwab Corp. 206,067,973
1,061,074 Northern Trust Corp. 130,554,545
445,150 S&P Global, Inc. 211,072,324
      938,585,986
  Energy - 4.2%
1,633,139 Chevron Corp. 186,978,084
2,567,884 ConocoPhillips 191,281,679
1,160,273 Marathon Petroleum Corp. 76,496,799
3,238,459 TotalEnergies SE ADR 162,279,181
      617,035,743
  Food & Staples Retailing - 2.6%
2,193,983 Sysco Corp. 168,717,293
1,469,305 Walmart, Inc. 219,543,553
      388,260,846
  Food, Beverage & Tobacco - 2.6%
3,442,168 Coca-Cola Co. 194,035,010
2,997,178 Mondelez International, Inc. Class A 182,048,592
      376,083,602
  Health Care Equipment & Services - 7.4%
445,493 Anthem, Inc. 193,847,369
744,198 Becton Dickinson and Co. 178,302,399
578,914 HCA Healthcare, Inc. 144,994,800
1,646,361 Medtronic plc 197,332,830
804,868 UnitedHealth Group, Inc. 370,617,568
      1,085,094,966
  Household & Personal Products - 0.6%
1,158,347 Colgate-Palmolive Co. 88,254,458
  Insurance - 6.4%
3,344,007 American International Group, Inc. 197,597,374
1,659,531 Chubb Ltd. 324,239,167
2,100,692 MetLife, Inc. 131,923,457
1,107,110 Principal Financial Group, Inc. 74,276,010
1,936,354 Prudential Financial, Inc. 213,095,758
      941,131,766
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.8% - (continued)
  Materials - 3.4%
  1,286,379 Celanese Corp. $    207,763,072
  1,869,862 FMC Corp.     170,176,141
    726,769 PPG Industries, Inc.    116,697,298
      494,636,511
  Media & Entertainment - 6.1%
    207,234 Alphabet, Inc. Class A*     613,603,295
5,420,503 Comcast Corp. Class A 278,776,470
      892,379,765
  Pharmaceuticals, Biotechnology & Life Sciences - 7.5%
890,131 Agilent Technologies, Inc. 140,186,731
2,567,638 AstraZeneca plc ADR 160,169,258
3,094,041 Bristol-Myers Squibb Co. 180,691,994
1,763,113 Merck & Co., Inc. 155,242,100
1,923,766 Novartis AG ADR 159,210,874
6,993,925 Pfizer, Inc. 305,914,280
      1,101,415,237
  Real Estate - 3.2%
587,108 American Tower Corp. REIT 165,546,842
7,154,513 Host Hotels & Resorts, Inc. REIT* 120,410,454
535,577 Public Storage REIT 177,907,968
      463,865,264
  Retailing - 3.8%
548,210 Home Depot, Inc. 203,791,586
841,033 Lowe's Cos., Inc. 196,650,336
2,369,531 TJX Cos., Inc. 155,180,585
      555,622,507
  Semiconductors & Semiconductor Equipment - 3.3%
422,332 Broadcom, Inc. 224,541,255
1,384,389 Micron Technology, Inc. 95,661,280
857,838 Texas Instruments, Inc. 160,827,468
      481,030,003
  Software & Services - 8.7%
442,948 Accenture plc Class A 158,925,313
2,582,253 Cognizant Technology Solutions Corp. Class A 201,648,137
1,587,342 Fidelity National Information Services, Inc. 175,782,253
2,245,315 Microsoft Corp. 744,591,360
      1,280,947,063
  Technology Hardware & Equipment - 7.0%
2,516,708 Apple, Inc. 377,002,858
4,577,565 Cisco Systems, Inc. 256,206,313
3,839,831 Corning, Inc. 136,582,789
5,659,075 HP, Inc. 171,639,745
353,673 Motorola Solutions, Inc. 87,919,571
      1,029,351,276
  Telecommunication Services - 2.1%
5,729,658 Verizon Communications, Inc. 303,614,577
  Transportation - 0.6%
384,170 Union Pacific Corp. 92,738,638
  Utilities - 3.8%
1,954,147 Dominion Energy, Inc. 148,378,382
1,305,770 Duke Energy Corp. 133,201,597
 
The accompanying notes are an integral part of these financial statements.

54


The Hartford Dividend and Growth Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.8% - (continued)
  Utilities - 3.8% - (continued)
  2,824,728 Exelon Corp. $    150,247,282
  1,028,025 Sempra Energy     131,206,831
      563,034,092
  Total Common Stocks
(cost $8,592,575,439)
  $ 14,198,654,096
SHORT-TERM INVESTMENTS - 2.5%
  Repurchase Agreements - 2.5%
$   369,098,764 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.01%, due on 11/01/2021 with a maturity value of $ 369,099,072 ; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $ 376,480,787 $    369,098,764
  Total Short-Term Investments
(cost $369,098,764)
$  369,098,764
  Total Investments
(cost $8,961,674,203)
99.3% $ 14,567,752,860
  Other Assets and Liabilities 0.7% 99,349,220
  Total Net Assets 100.0% $ 14,667,102,080
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  1,060,614,898   $  1,060,614,898   $  —   $ —
Capital Goods   936,761,091   936,761,091    
Commercial & Professional Services   161,955,517   161,955,517    
Consumer Services   346,240,290   346,240,290    
Diversified Financials   938,585,986   938,585,986    
Energy   617,035,743   617,035,743    
Food & Staples Retailing   388,260,846   388,260,846    
Food, Beverage & Tobacco   376,083,602   376,083,602    
Health Care Equipment & Services   1,085,094,966   1,085,094,966    
Household & Personal Products   88,254,458   88,254,458    
Insurance   941,131,766   941,131,766    
Materials   494,636,511   494,636,511    
Media & Entertainment   892,379,765   892,379,765    
Pharmaceuticals, Biotechnology & Life Sciences   1,101,415,237   1,101,415,237    
Real Estate   463,865,264   463,865,264    
Retailing   555,622,507   555,622,507    
Semiconductors & Semiconductor Equipment   481,030,003   481,030,003    
Software & Services   1,280,947,063   1,280,947,063    
Technology Hardware & Equipment   1,029,351,276   1,029,351,276    
Telecommunication Services   303,614,577   303,614,577    
Transportation   92,738,638   92,738,638    
Utilities   563,034,092   563,034,092    
Short-Term Investments   369,098,764     369,098,764  
Total   $ 14,567,752,860   $ 14,198,654,096   $ 369,098,764   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

55


The Hartford Equity Income Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.9%
  Banks - 9.1%
 2,621,002 Bank of America Corp. $   125,231,476
   911,172 JP Morgan Chase & Co.   154,799,011
   400,468 PNC Financial Services Group, Inc.     84,510,762
 1,265,853 Truist Financial Corp.    80,343,690
      444,884,939
  Capital Goods - 11.7%
129,505 Caterpillar, Inc. 26,420,315
94,362 Deere & Co. 32,301,056
696,743 Eaton Corp. plc 114,795,377
372,159 General Dynamics Corp. 75,455,237
342,266 Honeywell International, Inc. 74,826,193
915,601 Johnson Controls International plc 67,177,646
208,200 L3Harris Technologies, Inc. 47,998,428
161,838 Lockheed Martin Corp. 53,782,004
897,315 Raytheon Technologies Corp. 79,735,411
      572,491,667
  Consumer Services - 0.9%
174,758 McDonald's Corp. 42,911,827
  Diversified Financials - 5.5%
635,846 Ares Management Corp. Class A 53,881,590
104,769 BlackRock, Inc. 98,845,361
1,155,103 Morgan Stanley 118,721,486
      271,448,437
  Energy - 5.3%
1,236,466 ConocoPhillips 92,104,352
247,066 Phillips 66 18,475,596
506,657 Pioneer Natural Resources Co. 94,734,726
1,044,916 TC Energy Corp. 56,526,443
      261,841,117
  Food, Beverage & Tobacco - 8.0%
969,542 Archer-Daniels-Midland Co. 62,283,378
606,241 Kellogg Co. 37,162,573
1,671,319 Mondelez International, Inc. Class A 101,515,916
358,563 Nestle S.A. ADR 47,265,775
296,256 PepsiCo., Inc. 47,874,969
1,005,131 Philip Morris International, Inc. 95,025,085
      391,127,696
  Health Care Equipment & Services - 9.1%
154,078 Anthem, Inc. 67,043,960
705,979 Baxter International, Inc. 55,744,102
363,315 Becton Dickinson and Co. 87,046,641
504,783 Medtronic plc 60,503,290
379,518 UnitedHealth Group, Inc. 174,756,654
      445,094,647
  Household & Personal Products - 3.7%
352,507 Kimberly-Clark Corp. 45,646,131
652,839 Procter & Gamble Co. 93,349,449
842,571 Unilever plc ADR 45,144,954
      184,140,534
  Insurance - 6.0%
599,248 Chubb Ltd. 117,081,074
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.9% - (continued)
  Insurance - 6.0% - (continued)
 1,634,899 MetLife, Inc. $   102,671,657
   767,035 Progressive Corp.    72,776,281
      292,529,012
  Materials - 4.3%
   459,445 Celanese Corp.     74,204,962
   427,000 LyondellBasell Industries N.V. Class A     39,634,140
465,421 PPG Industries, Inc. 74,732,650
326,600 Rio Tinto plc ADR(1) 20,663,982
      209,235,734
  Media & Entertainment - 2.6%
2,438,968 Comcast Corp. Class A 125,436,124
  Pharmaceuticals, Biotechnology & Life Sciences - 10.0%
1,114,778 AstraZeneca plc ADR 69,539,852
247,631 Eli Lilly & Co. 63,086,474
838,868 Johnson & Johnson 136,634,820
903,191 Merck & Co., Inc. 79,525,967
2,019,373 Pfizer, Inc. 88,327,375
130,633 Roche Holding AG 50,606,435
      487,720,923
  Real Estate - 2.0%
537,436 Crown Castle International Corp. REIT 96,899,711
  Retailing - 3.7%
161,394 Home Depot, Inc. 59,996,605
340,213 Lowe's Cos., Inc. 79,548,604
653,772 TJX Cos., Inc. 42,815,528
      182,360,737
  Semiconductors & Semiconductor Equipment - 2.5%
431,375 Analog Devices, Inc. 74,839,249
260,200 Texas Instruments, Inc. 48,782,296
      123,621,545
  Software & Services - 0.5%
232,700 Fidelity National Information Services, Inc. 25,769,198
  Technology Hardware & Equipment - 6.3%
2,750,672 Cisco Systems, Inc. 153,955,112
1,642,408 Corning, Inc. 58,420,452
648,020 TE Connectivity Ltd. 94,610,920
      306,986,484
  Telecommunication Services - 1.0%
930,205 Verizon Communications, Inc. 49,291,563
  Transportation - 1.0%
205,438 Union Pacific Corp. 49,592,733
  Utilities - 5.7%
557,792 American Electric Power Co., Inc. 47,250,560
688,734 Dominion Energy, Inc. 52,295,573
412,001 Duke Energy Corp. 42,028,222
1,224,048 Exelon Corp. 65,107,113
 
The accompanying notes are an integral part of these financial statements.

56


The Hartford Equity Income Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.9% - (continued)
  Utilities - 5.7% - (continued)
   391,665 Sempra Energy $    49,988,204
   485,429 UGI Corp.     21,072,473
      277,742,145
  Total Common Stocks
(cost $3,254,434,435)
  $ 4,841,126,773
SHORT-TERM INVESTMENTS - 1.4%
  Repurchase Agreements - 1.0%
$   51,975,720 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $51,975,763; collateralized by U.S. Treasury Bond at 1.375%, maturing 11/15/2040, with a market value of $53,015,261 $    51,975,720
  Securities Lending Collateral - 0.4%
110,306 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) 110,306
16,934,307 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) 16,934,307
1,215,759 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) 1,215,759
      18,260,372
  Total Short-Term Investments
(cost $70,236,092)
$  70,236,092
  Total Investments
(cost $3,324,670,527)
100.3% $ 4,911,362,865
  Other Assets and Liabilities (0.3)% (16,249,967)
  Total Net Assets 100.0% $ 4,895,112,898
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

57


The Hartford Equity Income Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  444,884,939   $  444,884,939   $  —   $ —
Capital Goods   572,491,667   572,491,667    
Consumer Services   42,911,827   42,911,827    
Diversified Financials   271,448,437   271,448,437    
Energy   261,841,117   261,841,117    
Food, Beverage & Tobacco   391,127,696   391,127,696    
Health Care Equipment & Services   445,094,647   445,094,647    
Household & Personal Products   184,140,534   184,140,534    
Insurance   292,529,012   292,529,012    
Materials   209,235,734   209,235,734    
Media & Entertainment   125,436,124   125,436,124    
Pharmaceuticals, Biotechnology & Life Sciences   487,720,923   437,114,488   50,606,435  
Real Estate   96,899,711   96,899,711    
Retailing   182,360,737   182,360,737    
Semiconductors & Semiconductor Equipment   123,621,545   123,621,545    
Software & Services   25,769,198   25,769,198    
Technology Hardware & Equipment   306,986,484   306,986,484    
Telecommunication Services   49,291,563   49,291,563    
Transportation   49,592,733   49,592,733    
Utilities   277,742,145   277,742,145    
Short-Term Investments   70,236,092   18,260,372   51,975,720  
Total   $ 4,911,362,865   $ 4,808,780,710   $ 102,582,155   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

58


The Hartford Growth Opportunities Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 93.6%
  Automobiles & Components - 1.0%
   778,371 Thor Industries, Inc. $    79,362,707
  Capital Goods - 2.5%
 1,691,230 Johnson Controls International plc   124,085,545
   450,322 Middleby Corp.*    82,156,746
      206,242,291
  Commercial & Professional Services - 3.6%
603,830 Copart, Inc.* 93,768,760
1,315,385 CoStar Group, Inc.* 113,188,879
875,064 Leidos Holdings, Inc. 87,488,899
      294,446,538
  Consumer Durables & Apparel - 4.1%
877,162 Lennar Corp. Class A 87,654,799
518,918 Lululemon Athletica, Inc.* 241,820,977
      329,475,776
  Consumer Services - 6.5%
1,206,879 Airbnb, Inc. Class A* 205,965,970
49,280 Booking Holdings, Inc.* 119,296,039
2,926,593 DraftKings, Inc. Class A* 136,349,968
916,314 Penn National Gaming, Inc.* 65,608,082
      527,220,059
  Food, Beverage & Tobacco - 1.1%
402,820 Constellation Brands, Inc. Class A 87,335,404
  Health Care Equipment & Services - 8.7%
365,287 ABIOMED, Inc.* 121,289,896
310,753 Danaher Corp. 96,883,463
293,514 DexCom, Inc.* 182,920,860
2,065,194 GoodRx Holdings, Inc. Class A*(1) 92,107,652
464,186 Insulet Corp.* 143,906,944
1,347,906 Oak Street Health, Inc.* 63,661,600
      700,770,415
  Media & Entertainment - 20.2%
206,035 Alphabet, Inc. Class A* 610,053,152
816,822 Facebook, Inc. Class A* 264,299,094
648,250 Match Group, Inc.* 97,743,135
2,865,570 Snap, Inc. Class A* 150,671,671
823,836 Spotify Technology S.A.* 238,418,138
1,409,809 Twitter, Inc.* 75,481,174
686,327 Walt Disney Co.* 116,037,306
1,237,948 ZoomInfo Technologies, Inc.* 83,214,865
      1,635,918,535
  Pharmaceuticals, Biotechnology & Life Sciences - 5.6%
209,083 Ascendis Pharma A/S ADR* 31,699,074
2,093,739 Elanco Animal Health, Inc.* 68,842,138
1,386,982 Exact Sciences Corp.* 132,068,426
455,111 Illumina, Inc.* 188,898,372
178,650 Kodiak Sciences, Inc.* 20,918,128
121,360 Reata Pharmaceuticals, Inc. Class A*(1) 11,651,774
      454,077,912
  Real Estate - 0.1%
448,214 WeWork, Inc.*(1) 4,576,265
  Retailing - 9.2%
89,268 Amazon.com, Inc.* 301,050,081
644,567 Five Below, Inc.* 127,173,069
575,034 Honest Co., Inc.*(2)(3) 5,258,686
1,293,870 Ross Stores, Inc. 146,466,084
Shares or Principal Amount   Market Value
COMMON STOCKS - 93.6% - (continued)
  Retailing - 9.2% - (continued)
   171,581 Tory Burch LLC*(2)(4)(5) $     9,074,918
   411,626 Ulta Salon Cosmetics & Fragrance, Inc.*   151,214,927
      740,237,765
  Semiconductors & Semiconductor Equipment - 7.3%
 2,162,009 Advanced Micro Devices, Inc.*   259,938,342
 1,317,411 Marvell Technology, Inc.     90,242,653
475,971 MKS Instruments, Inc. 71,419,449
308,688 SolarEdge Technologies, Inc.* 109,485,460
345,750 Universal Display Corp. 63,341,400
      594,427,304
  Software & Services - 21.2%
303,467 Fair Isaac Corp.* 120,840,559
478,828 Five9, Inc.* 75,659,612
729,119 Guidewire Software, Inc.* 91,672,132
5,596,045 ironSource Ltd.*(1) 63,738,952
723,037 Mastercard, Inc. Class A 242,593,374
226,343 MongoDB, Inc.* 117,990,343
376,462 Paycom Software, Inc.* 206,244,707
685,800 Payoneer Global, Inc.* 5,177,790
413,817 RingCentral, Inc. Class A* 100,880,308
819,581 salesforce.com, Inc.* 245,620,230
778,540 Square, Inc. Class A* 198,138,430
1,165,278 Varonis Systems, Inc.* 75,440,098
578,541 Workday, Inc. Class A* 167,765,319
      1,711,761,854
  Technology Hardware & Equipment - 2.5%
492,886 Arista Networks, Inc.* 201,930,465
  Total Common Stocks
(cost $5,737,128,894)
  $ 7,567,783,290
CONVERTIBLE PREFERRED STOCKS - 0.4%
  Commercial & Professional Services - 0.1%
470,535 Rubicon Global Holdings LLC Series C*(2)(4)(5) $  9,621,029
  Software & Services - 0.3%
5,668,755 Essence Group Holdings Corp. Series 3*(2)(4)(5) 12,641,324
743,470 Lookout, Inc. Series F*(2)(4)(5) 6,773,012
      19,414,336
  Total Convertible Preferred Stocks
(cost $26,848,848)
  $  29,035,365
EXCHANGE-TRADED FUNDS - 4.1%
  Other Investment Pools & Funds - 4.1%
1,120,355 iShares Russell 1000 Growth ETF (1) $  333,865,790
  Total Exchange-Traded Funds
(cost $318,621,742)
  $  333,865,790
  Total Long-Term Investments
(Cost $6,082,599,484)
  $ 7,930,684,445
SHORT-TERM INVESTMENTS - 1.7%
  Repurchase Agreements - 1.1%
$   87,787,053 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $87,787,126; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $89,542,843 $  87,787,053
 
The accompanying notes are an integral part of these financial statements.

59


The Hartford Growth Opportunities Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 1.7% - (continued)
  Securities Lending Collateral - 0.6%
   294,896 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(6) $       294,896
45,272,633 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(6)     45,272,633
 3,250,241 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(6)      3,250,241
      48,817,770
  Total Short-Term Investments
(cost $136,604,823)
$  136,604,823
  Total Investments
(cost $6,219,204,307)
99.8% $ 8,067,289,268
  Other Assets and Liabilities 0.2% 16,179,667
  Total Net Assets 100.0% $ 8,083,468,935
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2021, the aggregate fair value of these securities are $43,368,969, which represented 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3) As of October 31, 2021, investment is restricted from trading. The value of such restricted securities amounted to $5,258,686 or 0.1% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2014   Honest Co., Inc.   575,034   $ 7,360,452   $ 5,258,686
    
(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 $38,110,283 or 0.5% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
05/2014   Essence Group Holdings Corp. Series 3 Convertible Preferred   5,668,755   $  8,964,002   $ 12,641,324
07/2014   Lookout, Inc. Series F Convertible Preferred   743,470   8,492,732   6,773,012
09/2015   Rubicon Global Holdings LLC Series C Convertible Preferred   470,535   9,392,114   9,621,029
11/2013   Tory Burch LLC   171,581   13,447,917   9,074,918
            $ 40,296,765   $ 38,110,283
    
(5) Investment valued using significant unobservable inputs.
(6) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

60


The Hartford Growth Opportunities Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  79,362,707   $  79,362,707   $  —   $  —
Capital Goods   206,242,291   206,242,291    
Commercial & Professional Services   294,446,538   294,446,538    
Consumer Durables & Apparel   329,475,776   329,475,776    
Consumer Services   527,220,059   527,220,059    
Food, Beverage & Tobacco   87,335,404   87,335,404    
Health Care Equipment & Services   700,770,415   700,770,415    
Media & Entertainment   1,635,918,535   1,635,918,535    
Pharmaceuticals, Biotechnology & Life Sciences   454,077,912   454,077,912    
Real Estate   4,576,265   4,576,265    
Retailing   740,237,765   725,904,161   5,258,686   9,074,918
Semiconductors & Semiconductor Equipment   594,427,304   594,427,304    
Software & Services   1,711,761,854   1,711,761,854    
Technology Hardware & Equipment   201,930,465   201,930,465    
Convertible Preferred Stocks   29,035,365       29,035,365
Exchange-Traded Funds   333,865,790   333,865,790    
Short-Term Investments   136,604,823   48,817,770   87,787,053  
Total   $ 8,067,289,268   $ 7,936,133,246   $ 93,045,739   $ 38,110,283
    
(1) For the year ended October 31, 2021, investments valued at $13,101,364 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input. There were no transfers into 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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

61


The Hartford Healthcare Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7%
  Biotechnology - 17.9%
   636,147 89bio, Inc.* $    11,196,187
   242,890 Abcam plc*      5,498,017
    67,461 Alnylam Pharmaceuticals, Inc.*     10,764,077
   157,714 ALX Oncology Holdings, Inc.*      8,838,293
 1,280,964 Amicus Therapeutics, Inc.*     13,450,122
   135,406 Arena Pharmaceuticals, Inc.*      7,770,950
22,901 Argenx SE ADR* 6,915,186
64,327 Ascendis Pharma A/S ADR* 9,752,617
179,608 BioAtla, Inc.* 5,249,942
101,689 Blueprint Medicines Corp.* 11,438,996
186,086 Celldex Therapeutics, Inc.* 7,916,099
259,682 Connect Biopharma Holdings Ltd. ADR*(1) 4,113,363
1,094,800 Everest Medicines Ltd.*(1)(2) 6,279,813
190,692 Exact Sciences Corp.* 18,157,692
15,195 Genmab A/S* 6,826,376
103,511 Genus plc 7,849,422
378,118 Gracell Biotechnologies, Inc. ADR* 4,045,863
1,095,843 ImmunoGen, Inc.* 6,607,933
2,443,000 InnoCare Pharma Ltd.*(1)(2) 5,858,408
871,000 Innovent Biologics, Inc.*(2) 7,795,755
325,840 Invitae Corp.*(1) 8,634,760
641,240 Ironwood Pharmaceuticals, Inc.* 8,188,635
16,756 Karuna Therapeutics, Inc.* 2,352,207
90,167 Kodiak Sciences, Inc.* 10,557,654
156,275 Kymera Therapeutics, Inc.* 9,201,472
93,379 Madrigal Pharmaceuticals, Inc.* 7,260,217
316,114 Merus N.V.* 8,866,998
52,367 Mirati Therapeutics, Inc.* 9,898,410
195,573 Myovant Sciences Ltd.* 4,279,137
252,578 Nurix Therapeutics, Inc.* 8,448,734
109,837 Sage Therapeutics, Inc.* 4,433,021
138,301 Seagen, Inc.* 24,386,615
230,374 Veracyte, Inc.* 11,030,307
122,075 Verve Therapeutics, Inc.*(1) 5,663,059
16,100 Zai Lab Ltd.* 1,670,230
153,427 Zai Lab Ltd. ADR* 16,017,779
58,545 Zealand Pharma A/S ADR*(1) 1,859,975
      309,074,321
  Consumer Finance - 0.1%
112,470 Orion Acquisition Corp.* 1,113,453
  Health Care Distributors - 0.8%
195,067 AdaptHealth Corp.* 5,315,576
220,464 Owens & Minor, Inc. 7,910,248
      13,225,824
  Health Care Equipment - 23.5%
272,548 Baxter International, Inc. 21,520,390
148,590 Becton Dickinson and Co. 35,600,678
1,221,571 Boston Scientific Corp.* 52,686,357
221,064 Danaher Corp. 68,921,123
64,009 DiaSorin S.p.A. 14,470,127
437,474 Edwards Lifesciences Corp.* 52,418,135
125,300 Glaukos Corp.* 5,727,463
199,927 Hologic, Inc.* 14,656,648
114,636 Inari Medical, Inc.* 10,376,851
44,369 Insulet Corp.* 13,755,277
111,528 Integra LifeSciences Holdings Corp.* 7,412,151
130,270 iRhythm Technologies, Inc.* 9,137,138
280,677 Koninklijke Philips N.V. 13,240,985
17,349 Masimo Corp.* 4,919,136
602,169 Smith & Nephew plc 10,399,499
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7% - (continued)
  Health Care Equipment - 23.5% - (continued)
   171,346 Stryker Corp. $    45,590,030
    57,658 Teleflex, Inc.     20,580,447
 1,112,000 Venus MedTech Hangzhou, Inc. Class H*(1)(2)     5,146,335
      406,558,770
  Health Care Facilities - 2.7%
   460,563 Cano Health, Inc.*(1)      5,061,587
197,431 Encompass Health Corp. 12,548,714
115,493 HCA Healthcare, Inc. 28,926,377
      46,536,678
  Health Care Services - 2.5%
330,168 agilon health, Inc.* 8,089,116
53,248 Amedisys, Inc.* 9,017,016
411,170 Aveanna Healthcare Holdings, Inc.* 3,174,232
242,800 Entrada Therapeutics, Inc. 5,815,060
60,275 Laboratory Corp. of America Holdings* 17,300,131
      43,395,555
  Health Care Supplies - 2.3%
34,886 Align Technology, Inc.* 21,781,772
73,393 Haemonetics Corp.* 5,042,833
58,588 Quidel Corp.* 7,778,728
2,980,000 Shandong Weigao Group Medical Polymer Co., Ltd. Class H 5,075,924
      39,679,257
  Integrated Telecommunication Services - 0.2%
366,004 MedTech Acquisition Corp.* 3,740,561
  Life & Health Insurance - 0.2%
237,734 Oscar Health, Inc. Class A* 4,108,044
  Life Sciences Tools & Services - 7.9%
214,252 Agilent Technologies, Inc. 33,742,547
19,886 Bio-Techne Corp. 10,413,304
60,435 Illumina, Inc.* 25,084,151
167,320 NanoString Technologies, Inc.* 8,081,556
230,957 NeoGenomics, Inc.* 10,624,022
90,700 Oxford Industries, Inc.* 693,252
314,068 Syneos Health, Inc.* 29,315,107
15,660 Tecan Group AG 9,594,916
450,215 WuXi AppTec Co., Ltd. Class H(2) 9,612,614
      137,161,469
  Managed Health Care - 14.2%
321,445 Centene Corp.* 22,899,742
85,826 Humana, Inc. 39,751,170
53,748 Molina Healthcare, Inc.* 15,894,359
464,300 Notre Dame Intermedica Participacoes S.A. 5,279,913
349,594 UnitedHealth Group, Inc. 160,977,549
      244,802,733
  Other Diversified Financial Services - 0.3%
599,851 DA32 Life Science Tech Acquisition Corp. Class A* 5,878,540
  Pharmaceuticals - 26.1%
1,102,300 Astellas Pharma, Inc. 18,583,420
664,429 AstraZeneca plc ADR 41,447,081
993,748 Bristol-Myers Squibb Co. 58,034,883
2,436,000 CSPC Pharmaceutical Group Ltd. 2,541,965
755,625 Daiichi Sankyo Co., Ltd. 19,066,207
199,195 Eisai Co., Ltd. 14,114,188
182,112 Elanco Animal Health, Inc.* 5,987,843
356,242 Eli Lilly & Co. 90,756,212
 
The accompanying notes are an integral part of these financial statements.

62


The Hartford Healthcare Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.7% - (continued)
  Pharmaceuticals - 26.1% - (continued)
    90,221 Hikma Pharmaceuticals plc $     2,973,856
   315,547 Hutchmed China Ltd.*      1,867,191
    70,182 Hutchmed China Ltd. ADR*      2,064,755
 1,386,600 Hypera S.A.      6,893,936
   133,500 Kyowa Kirin Co., Ltd.      4,390,554
    58,900 Nippon Shinyaku Co., Ltd.      4,718,854
95,995 Novartis AG 7,940,006
421,845 Ono Pharmaceutical Co., Ltd. 8,851,036
2,254,423 Pfizer, Inc. 98,608,462
35,517 Roche Holding AG 13,759,071
67,192 UCB S.A. 8,031,167
190,537 Zoetis, Inc. 41,194,099
      451,824,786
  Total Common Stocks
(cost $1,268,187,086)
  $ 1,707,099,991
SHORT-TERM INVESTMENTS - 1.7%
  Repurchase Agreements - 1.1%
$   18,664,274 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $18,664,290; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $19,037,631 $  18,664,274
  Securities Lending Collateral - 0.6%
61,744 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) 61,744
9,479,008 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) 9,479,008
680,523 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3) 680,523
      10,221,275
  Total Short-Term Investments
(cost $28,885,549)
$  28,885,549
  Total Investments
(cost $1,297,072,635)
100.4% $ 1,735,985,540
  Other Assets and Liabilities (0.4)% (7,356,096)
  Total Net Assets 100.0% $ 1,728,629,444
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2021, the aggregate value of these securities was $34,692,925, representing 2.0% 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.

63


The Hartford Healthcare Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Biotechnology   $  309,074,321   $  272,794,317   $  36,280,004   $ —
Consumer Finance   1,113,453   1,113,453    
Health Care Distributors   13,225,824   13,225,824    
Health Care Equipment   406,558,770   363,301,824   43,256,946  
Health Care Facilities   46,536,678   46,536,678    
Health Care Services   43,395,555   43,395,555    
Health Care Supplies   39,679,257   34,603,333   5,075,924  
Integrated Telecommunication Services   3,740,561   3,740,561    
Life & Health Insurance   4,108,044   4,108,044    
Life Sciences Tools & Services   137,161,469   117,953,939   19,207,530  
Managed Health Care   244,802,733   244,802,733    
Other Diversified Financial Services   5,878,540   5,878,540    
Pharmaceuticals   451,824,786   344,987,271   106,837,515  
Short-Term Investments   28,885,549   10,221,275   18,664,274  
Total   $ 1,735,985,540   $ 1,506,663,347   $ 229,322,193   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

64


The Hartford MidCap Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.7%
  Automobiles & Components - 0.3%
  2,100,397 Arrival S.A.*(1) $     34,719,562
  Banks - 5.3%
  1,025,790 Cullen/Frost Bankers, Inc.     132,839,805
    194,966 First Citizens BancShares, Inc. Class A     158,682,827
    827,481 First Republic Bank     179,008,965
    976,668 M&T Bank Corp.     143,687,396
1,577,763 Prosperity Bancshares, Inc. 118,821,332
      733,040,325
  Capital Goods - 9.6%
639,425 Axon Enterprise, Inc.* 115,070,923
1,355,232 Builders FirstSource, Inc.* 78,969,369
997,555 Graco, Inc. 74,996,185
990,618 IDEX Corp. 220,481,848
5,850,149 Ingersoll Rand, Inc.* 314,504,010
612,107 Lennox International, Inc. 183,191,383
1,095,952 Lincoln Electric Holdings, Inc. 156,063,565
471,679 Middleby Corp.* 86,053,117
350,026 Watsco, Inc. 101,360,529
      1,330,690,929
  Commercial & Professional Services - 3.8%
5,581,750 Dun & Bradstreet Holdings, Inc.* 105,160,170
4,500,933 GFL Environmental, Inc. 185,213,393
1,920,845 IAA, Inc.* 114,578,404
1,431,700 Science Applications International Corp. 128,538,026
      533,489,993
  Consumer Durables & Apparel - 6.6%
1,413,762 Carter's, Inc. 139,283,832
47,469 NVR, Inc.* 232,351,261
1,418,489 PVH Corp.* 155,083,403
6,705,234 Under Armour, Inc. Class C* 126,594,818
1,350,565 Vizio Holding Corp.*(1) 27,740,605
2,431,366 YETI Holdings, Inc.* 239,076,219
      920,130,138
  Consumer Services - 2.1%
1,576,391 Choice Hotels International, Inc. 221,672,102
821,868 Hyatt Hotels Corp. Class A* 70,023,154
      291,695,256
  Diversified Financials - 2.4%
436,396 Credit Acceptance Corp.*(1) 261,056,451
715,501 Hamilton Lane, Inc. Class A 74,777,010
      335,833,461
  Energy - 0.1%
765,797 Coterra Energy, Inc. 16,326,792
  Food & Staples Retailing - 0.6%
1,748,699 Performance Food Group Co.* 79,093,656
  Food, Beverage & Tobacco - 0.9%
2,268,536 Lamb Weston Holdings, Inc. 128,058,857
  Health Care Equipment & Services - 5.6%
1,789,941 Encompass Health Corp. 113,768,650
467,887 Inari Medical, Inc.* 42,353,131
3,010,499 Integra LifeSciences Holdings Corp.* 200,077,764
212,382 LHC Group, Inc.* 28,584,493
518,351 Molina Healthcare, Inc.* 153,286,758
358,161 Nevro Corp.* 40,737,232
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.7% - (continued)
  Health Care Equipment & Services - 5.6% - (continued)
    898,804 NuVasive, Inc.* $     47,960,181
    441,123 Teleflex, Inc.    157,454,444
      784,222,653
  Insurance - 4.4%
    288,511 Erie Indemnity Co. Class A      59,378,449
  2,181,404 Fidelity National Financial, Inc.     104,511,066
995,873 Globe Life, Inc. 88,652,614
144,120 Markel Corp.* 189,248,296
87,912 White Mountains Insurance Group Ltd. 92,746,281
990,037 WR Berkley Corp. 78,806,945
      613,343,651
  Materials - 2.8%
7,373,730 Element Solutions, Inc. 167,457,408
2,543,548 Silgan Holdings, Inc. 102,250,630
1,911,881 Steel Dynamics, Inc. 126,337,096
      396,045,134
  Media & Entertainment - 2.9%
112,736 Cable One, Inc. 192,914,971
3,243,974 Cargurus, Inc.* 108,802,888
14,737,745 Zynga, Inc. Class A* 108,764,558
      410,482,417
  Pharmaceuticals, Biotechnology & Life Sciences - 12.6%
1,224,567 Allakos, Inc.* 123,166,950
3,395,859 Apellis Pharmaceuticals, Inc.* 104,388,706
1,715,223 Arena Pharmaceuticals, Inc.* 98,436,648
735,922 Exact Sciences Corp.* 70,074,493
657,649 ICON plc* 188,594,004
5,071,958 Iovance Biotherapeutics, Inc.* 123,299,299
1,263,070 Jazz Pharmaceuticals plc* 168,038,833
1,190,403 Kodiak Sciences, Inc.* 139,384,287
682,899 Mirati Therapeutics, Inc.* 129,081,569
901,047 NeoGenomics, Inc.* 41,448,162
2,958,804 PTC Therapeutics, Inc.* 112,227,436
1,161,132 Reata Pharmaceuticals, Inc. Class A* 111,480,283
2,686,502 Sage Therapeutics, Inc.* 108,427,221
1,398,598 Syneos Health, Inc.* 130,545,137
1,324,292 Ultragenyx Pharmaceutical, Inc.* 111,134,584
      1,759,727,612
  Real Estate - 5.3%
1,647,136 Life Storage, Inc. REIT 220,403,268
339,934 PS Business Parks, Inc. REIT 60,406,272
1,878,364 Redfin Corp.* 96,435,207
2,741,859 Rexford Industrial Realty, Inc. REIT 184,252,925
5,287,457 STORE Capital Corp. REIT 181,518,399
      743,016,071
  Retailing - 3.0%
952,538 CarMax, Inc.* 130,421,503
1,161,263 Etsy, Inc.* 291,117,021
      421,538,524
  Semiconductors & Semiconductor Equipment - 5.6%
2,814,704 First Solar, Inc.* 336,610,451
1,356,592 MKS Instruments, Inc. 203,556,630
694,890 Silicon Laboratories, Inc.* 131,167,436
566,836 Synaptics, Inc.* 110,289,281
      781,623,798
  Software & Services - 10.8%
156,729 Aspen Technology, Inc.* 24,557,867
708,815 Black Knight, Inc.* 49,695,020
 
The accompanying notes are an integral part of these financial statements.

65


The Hartford MidCap Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.7% - (continued)
  Software & Services - 10.8% - (continued)
  1,823,731 Digital Turbine, Inc.* $    156,950,290
  6,274,649 Genpact Ltd.     309,653,928
  1,237,778 Guidewire Software, Inc.*     155,625,828
  1,333,753 Informatica, Inc.*      39,559,114
  1,851,060 LiveRamp Holdings, Inc.*      99,050,220
  1,030,751 Olo, Inc.*      28,057,042
1,341,592 Q2 Holdings, Inc.* 105,261,308
1,667,905 Shift4 Payments, Inc. Class A* 105,294,843
3,482,291 Teradata Corp.* 196,958,379
1,528,397 WEX, Inc.* 228,801,031
      1,499,464,870
  Technology Hardware & Equipment - 9.4%
777,784 CDW Corp. 145,173,384
10,220,711 CommScope Holding Co., Inc.*(2) 109,463,815
1,469,230 F5 Networks, Inc.* 310,227,914
11,718,531 Flex Ltd.* 198,043,174
4,321,301 II-VI, Inc.* 261,481,923
2,555,543 Lumentum Holdings, Inc.* 211,036,741
1,706,855 National Instruments Corp. 72,490,132
      1,307,917,083
  Transportation - 3.1%
234,604 AMERCO 172,900,802
4,443,074 Knight-Swift Transportation Holdings, Inc. 251,877,865
      424,778,667
  Utilities - 2.5%
1,310,358 Black Hills Corp. 86,981,564
2,085,993 NiSource, Inc. 51,461,447
4,765,883 UGI Corp. 206,886,981
      345,329,992
  Total Common Stocks
(cost $9,383,481,835)
  $ 13,890,569,441
SHORT-TERM INVESTMENTS - 2.2%
  Repurchase Agreements - 0.2%
$   27,625,042 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.01%, due on 11/01/2021 with a maturity value of $27,625,065; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $28,177,640 $  27,625,042
  Securities Lending Collateral - 2.0%
1,679,805 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) 1,679,805
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 2.2% - (continued)
  Securities Lending Collateral - 2.0% - (continued)
257,885,094 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) $    257,885,094
 18,514,248 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3)      18,514,248
      278,079,147
  Total Short-Term Investments
(cost $305,704,189)
$  305,704,189
  Total Investments
(cost $9,689,186,024)
101.9% $ 14,196,273,630
  Other Assets and Liabilities (1.9)% (269,981,623)
  Total Net Assets 100.0% $ 13,926,292,007
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(3) 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.

66


The Hartford MidCap Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  34,719,562   $  34,719,562   $  —   $ —
Banks   733,040,325   733,040,325    
Capital Goods   1,330,690,929   1,330,690,929    
Commercial & Professional Services   533,489,993   533,489,993    
Consumer Durables & Apparel   920,130,138   920,130,138    
Consumer Services   291,695,256   291,695,256    
Diversified Financials   335,833,461   335,833,461    
Energy   16,326,792   16,326,792    
Food & Staples Retailing   79,093,656   79,093,656    
Food, Beverage & Tobacco   128,058,857   128,058,857    
Health Care Equipment & Services   784,222,653   784,222,653    
Insurance   613,343,651   613,343,651    
Materials   396,045,134   396,045,134    
Media & Entertainment   410,482,417   410,482,417    
Pharmaceuticals, Biotechnology & Life Sciences   1,759,727,612   1,759,727,612    
Real Estate   743,016,071   743,016,071    
Retailing   421,538,524   421,538,524    
Semiconductors & Semiconductor Equipment   781,623,798   781,623,798    
Software & Services   1,499,464,870   1,499,464,870    
Technology Hardware & Equipment   1,307,917,083   1,307,917,083    
Transportation   424,778,667   424,778,667    
Utilities   345,329,992   345,329,992    
Short-Term Investments   305,704,189   278,079,147   27,625,042  
Total   $ 14,196,273,630   $ 14,168,648,588   $ 27,625,042   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

67


The Hartford MidCap Value Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8%
  Automobiles & Components - 2.0%
  600,328 Ford Motor Co.* $  10,253,602
  212,534 Gentex Corp.   7,521,578
      17,775,180
  Banks - 9.5%
  359,179 Cadence Bank*  10,423,375
   94,661 M&T Bank Corp.  13,926,526
587,012 MGIC Investment Corp. 9,486,114
155,626 South State Corp. 12,152,834
265,949 Synovus Financial Corp. 12,390,564
98,539 Western Alliance Bancorp 11,439,393
209,674 Zions Bancorp NA 13,207,365
      83,026,171
  Capital Goods - 18.4%
225,703 AerCap Holdings N.V.* 13,325,505
203,950 Builders FirstSource, Inc.* 11,884,167
235,043 Colfax Corp.* 12,132,920
313,706 Howmet Aerospace, Inc. 9,313,931
303,657 Ingersoll Rand, Inc.* 16,324,600
327,939 JELD-WEN Holding, Inc.* 8,988,808
155,448 Johnson Controls International plc 11,405,220
56,137 L3Harris Technologies, Inc. 12,941,824
72,328 Middleby Corp.* 13,195,520
43,785 Regal-Beloit Corp. 6,669,769
259,382 Spirit AeroSystems Holdings, Inc. 10,709,883
114,523 SPX FLOW, Inc. 8,556,013
202,396 Westinghouse Air Brake Technologies Corp. 18,363,389
196,380 Zurn Water Solutios Corp. 7,124,666
      160,936,215
  Commercial & Professional Services - 3.0%
101,773 Clean Harbors, Inc.* 11,453,534
146,645 Leidos Holdings, Inc. 14,661,567
      26,115,101
  Consumer Durables & Apparel - 2.0%
41,298 Columbia Sportswear Co. 4,288,384
121,582 Leggett & Platt, Inc. 5,696,117
157,153 Steven Madden Ltd. 7,087,600
      17,072,101
  Consumer Services - 2.0%
78,748 Boyd Gaming Corp.* 5,022,548
225,715 Six Flags Entertainment Corp.* 9,283,658
42,979 Wyndham Hotels & Resorts, Inc. 3,630,436
      17,936,642
  Diversified Financials - 1.7%
211,768 Voya Financial, Inc. 14,775,053
  Energy - 3.9%
604,445 Coterra Energy, Inc. 12,886,767
263,859 Delek U.S. Holdings, Inc.* 5,132,058
151,654 Diamondback Energy, Inc. 16,255,792
      34,274,617
  Food & Staples Retailing - 1.5%
369,285 U.S. Foods Holding Corp.* 12,803,111
  Food, Beverage & Tobacco - 1.3%
314,332 Keurig Dr Pepper, Inc. 11,344,242
  Health Care Equipment & Services - 7.3%
123,400 Acadia Healthcare Co., Inc.* 7,650,800
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8% - (continued)
  Health Care Equipment & Services - 7.3% - (continued)
  340,058 Centene Corp.* $  24,225,732
  203,156 Encompass Health Corp.  12,912,595
   89,149 Haemonetics Corp.*   6,125,428
  201,630 Integra LifeSciences Holdings Corp.*  13,400,330
      64,314,885
  Insurance - 7.9%
22,430 Alleghany Corp.* 14,610,453
119,355 Arthur J Gallagher & Co. 20,012,253
84,802 Assurant, Inc. 13,679,411
88,992 Hanover Insurance Group, Inc. 11,212,992
153,462 Kemper Corp. 9,741,768
      69,256,877
  Materials - 5.6%
97,717 Celanese Corp. 15,782,273
104,554 Crown Holdings, Inc. 10,872,570
89,296 FMC Corp. 8,126,829
95,857 Reliance Steel & Aluminum Co. 14,010,459
      48,792,131
  Media & Entertainment - 1.8%
119,350 Cargurus, Inc.* 4,002,999
81,939 Electronic Arts, Inc. 11,491,945
      15,494,944
  Pharmaceuticals, Biotechnology & Life Sciences - 1.7%
163,895 Syneos Health, Inc.* 15,297,959
  Real Estate - 11.5%
188,907 American Campus Communities, Inc. REIT 10,148,084
323,306 Americold Realty Trust REIT 9,527,828
264,476 Essential Properties Realty Trust, Inc. REIT 7,878,740
163,539 First Industrial Realty Trust, Inc. REIT 9,522,876
295,395 Gaming and Leisure Properties, Inc. REIT 14,323,703
828,254 Host Hotels & Resorts, Inc. REIT* 13,939,515
54,643 Life Storage, Inc. REIT 7,311,780
178,333 Ryman Hospitality Properties, Inc. REIT* 15,254,605
154,878 Welltower, Inc. REIT 12,452,191
      100,359,322
  Retailing - 4.0%
87,017 CarMax, Inc.* 11,914,368
126,651 Dollar Tree, Inc.* 13,647,912
85,596 Ross Stores, Inc. 9,689,467
      35,251,747
  Semiconductors & Semiconductor Equipment - 2.1%
58,565 MKS Instruments, Inc. 8,787,678
57,356 Qorvo, Inc.* 9,649,000
      18,436,678
  Technology Hardware & Equipment - 6.4%
125,730 Ciena Corp.* 6,825,882
73,406 F5 Networks, Inc.* 15,499,677
139,971 II-VI, Inc.* 8,469,645
191,269 Lumentum Holdings, Inc.* 15,794,994
45,926 Rogers Corp.* 9,236,637
      55,826,835
  Transportation - 0.9%
541,218 JetBlue Airways Corp.* 7,593,289
  Utilities - 5.3%
209,593 Alliant Energy Corp. 11,856,676
 
The accompanying notes are an integral part of these financial statements.

68


The Hartford MidCap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8% - (continued)
  Utilities - 5.3% - (continued)
  175,364 Evergy, Inc. $  11,179,455
  232,379 Portland General Electric Co.  11,458,609
   96,142 Sempra Energy   12,270,603
      46,765,343
  Total Common Stocks
(cost $668,280,112)
  $ 873,448,443
SHORT-TERM INVESTMENTS - 0.5%
  Repurchase Agreements - 0.5%
$   4,110,683 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $4,110,686; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $4,192,923 $   4,110,683
  Total Short-Term Investments
(cost $4,110,683)
$  4,110,683
  Total Investments
(cost $672,390,795)
100.3% $ 877,559,126
  Other Assets and Liabilities (0.3)% (2,215,050)
  Total Net Assets 100.0% $ 875,344,076
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  17,775,180   $  17,775,180   $  —   $ —
Banks   83,026,171   83,026,171    
Capital Goods   160,936,215   160,936,215    
Commercial & Professional Services   26,115,101   26,115,101    
Consumer Durables & Apparel   17,072,101   17,072,101    
Consumer Services   17,936,642   17,936,642    
Diversified Financials   14,775,053   14,775,053    
Energy   34,274,617   34,274,617    
Food & Staples Retailing   12,803,111   12,803,111    
Food, Beverage & Tobacco   11,344,242   11,344,242    
Health Care Equipment & Services   64,314,885   64,314,885    
Insurance   69,256,877   69,256,877    
Materials   48,792,131   48,792,131    
Media & Entertainment   15,494,944   15,494,944    
Pharmaceuticals, Biotechnology & Life Sciences   15,297,959   15,297,959    
Real Estate   100,359,322   100,359,322    
Retailing   35,251,747   35,251,747    
Semiconductors & Semiconductor Equipment   18,436,678   18,436,678    
Technology Hardware & Equipment   55,826,835   55,826,835    
Transportation   7,593,289   7,593,289    
Utilities   46,765,343   46,765,343    
Short-Term Investments   4,110,683     4,110,683  
Total   $ 877,559,126   $ 873,448,443   $ 4,110,683   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

69


Hartford Quality Value Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.9%
  Banks - 11.9%
  196,066 Bank of America Corp. $   9,368,033
   30,617 Bank of Nova Scotia   2,007,251
   63,765 JP Morgan Chase & Co.  10,833,036
   25,897 PNC Financial Services Group, Inc.   5,465,044
      27,673,364
  Capital Goods - 8.0%
15,045 Honeywell International, Inc. 3,289,138
40,406 Johnson Controls International plc 2,964,588
8,052 Lockheed Martin Corp. 2,675,841
57,448 Raytheon Technologies Corp. 5,104,829
49,530 Westinghouse Air Brake Technologies Corp. 4,493,857
      18,528,253
  Commercial & Professional Services - 1.3%
18,488 Waste Management, Inc. 2,962,332
  Consumer Services - 3.2%
21,372 Hilton Worldwide Holdings, Inc.* 3,076,500
17,397 McDonald's Corp. 4,271,833
      7,348,333
  Diversified Financials - 3.1%
27,893 American Express Co. 4,847,245
1,026 BlackRock, Inc. 967,990
17,025 Charles Schwab Corp. 1,396,561
      7,211,796
  Energy - 5.1%
43,818 Chevron Corp. 5,016,723
37,600 EOG Resources, Inc. 3,476,496
65,997 TotalEnergies SE ADR 3,307,109
      11,800,328
  Food & Staples Retailing - 1.2%
36,960 Sysco Corp. 2,842,224
  Food, Beverage & Tobacco - 4.0%
31,316 Coca-Cola Co. 1,765,283
60,750 Mondelez International, Inc. Class A 3,689,955
40,280 Philip Morris International, Inc. 3,808,071
      9,263,309
  Health Care Equipment & Services - 10.7%
9,689 Anthem, Inc. 4,215,975
17,686 Becton Dickinson and Co. 4,237,389
14,551 Hill-Rom Holdings, Inc. 2,253,950
49,766 Koninklijke Philips N.V. ADR 2,351,443
38,315 Medtronic plc 4,592,436
15,785 UnitedHealth Group, Inc. 7,268,519
      24,919,712
  Household & Personal Products - 1.4%
43,315 Colgate-Palmolive Co. 3,300,170
  Insurance - 8.9%
60,044 American International Group, Inc. 3,548,000
29,903 Chubb Ltd. 5,842,448
20,149 Marsh & McLennan Cos., Inc. 3,360,853
38,903 MetLife, Inc. 2,443,109
37,593 Principal Financial Group, Inc. 2,522,114
26,151 Prudential Financial, Inc. 2,877,918
      20,594,442
Shares or Principal Amount   Market Value
COMMON STOCKS - 97.9% - (continued)
  Materials - 3.6%
   21,023 Celanese Corp. $   3,395,425
   32,916 FMC Corp.   2,995,685
   11,795 PPG Industries, Inc.   1,893,923
      8,285,033
  Media & Entertainment - 2.2%
   87,579 Comcast Corp. Class A   4,504,188
7,932 Omnicom Group, Inc. 540,010
      5,044,198
  Pharmaceuticals, Biotechnology & Life Sciences - 6.4%
62,860 AstraZeneca plc ADR 3,921,207
29,767 Merck & Co., Inc. 2,620,984
30,825 Novartis AG ADR 2,551,077
132,196 Pfizer, Inc. 5,782,253
      14,875,521
  Real Estate - 4.4%
9,946 American Tower Corp. REIT 2,804,474
134,251 Host Hotels & Resorts, Inc. REIT* 2,259,444
8,109 Public Storage REIT 2,693,648
83,253 VICI Properties, Inc. REIT 2,443,475
      10,201,041
  Retailing - 4.0%
571,800 Allstar Co.(1)(2)(3)
15,824 Lowe's Cos., Inc. 3,699,968
11,900 Target Corp. 3,089,478
38,645 TJX Cos., Inc. 2,530,861
      9,320,307
  Semiconductors & Semiconductor Equipment - 4.4%
8,861 Broadcom, Inc. 4,711,128
45,063 Intel Corp. 2,208,087
17,449 Texas Instruments, Inc. 3,271,338
      10,190,553
  Software & Services - 4.2%
10,782 Accenture plc Class A 3,868,474
38,391 Cognizant Technology Solutions Corp. Class A 2,997,953
27,305 Fidelity National Information Services, Inc. 3,023,756
      9,890,183
  Technology Hardware & Equipment - 1.8%
74,461 Cisco Systems, Inc. 4,167,582
  Telecommunication Services - 2.4%
105,543 Verizon Communications, Inc. 5,592,724
  Transportation - 1.1%
8,851 J.B. Hunt Transport Services, Inc. 1,745,329
18,816 Southwest Airlines Co.* 889,620
      2,634,949
  Utilities - 4.6%
42,556 Alliant Energy Corp. 2,407,393
39,379 Avangrid, Inc. 2,075,273
27,400 Dominion Energy, Inc. 2,080,482
 
The accompanying notes are an integral part of these financial statements.

70


Hartford Quality Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.9% - (continued)
  Utilities - 4.6% - (continued)
   25,906 Eversource Energy $   2,199,419
   16,134 Sempra Energy    2,059,183
      10,821,750
  Total Common Stocks
(cost $166,440,224)
  $ 227,468,104
SHORT-TERM INVESTMENTS - 2.0%
  Repurchase Agreements - 2.0%
$   4,517,432 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of 4,517,436; collateralized by U.S. Treasury Bond at 1.875%, maturing 11/01/2021, with a market value of $4,607,836 $   4,517,432
  Total Short-Term Investments
(cost $4,517,432)
$  4,517,432
  Total Investments
(cost $170,957,656)
99.9% $ 231,985,536
  Other Assets and Liabilities 0.1% 293,678
  Total Net Assets 100.0% $ 232,279,214
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) 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 October 31, 2021, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   571,800   $ —   $ —
    
(3) Investment valued using significant unobservable inputs.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

71


Hartford Quality Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  27,673,364   $  27,673,364   $  —   $ —
Capital Goods   18,528,253   18,528,253    
Commercial & Professional Services   2,962,332   2,962,332    
Consumer Services   7,348,333   7,348,333    
Diversified Financials   7,211,796   7,211,796    
Energy   11,800,328   11,800,328    
Food & Staples Retailing   2,842,224   2,842,224    
Food, Beverage & Tobacco   9,263,309   9,263,309    
Health Care Equipment & Services   24,919,712   24,919,712    
Household & Personal Products   3,300,170   3,300,170    
Insurance   20,594,442   20,594,442    
Materials   8,285,033   8,285,033    
Media & Entertainment   5,044,198   5,044,198    
Pharmaceuticals, Biotechnology & Life Sciences   14,875,521   14,875,521    
Real Estate   10,201,041   10,201,041    
Retailing   9,320,307   9,320,307    
Semiconductors & Semiconductor Equipment   10,190,553   10,190,553    
Software & Services   9,890,183   9,890,183    
Technology Hardware & Equipment   4,167,582   4,167,582    
Telecommunication Services   5,592,724   5,592,724    
Transportation   2,634,949   2,634,949    
Utilities   10,821,750   10,821,750    
Short-Term Investments   4,517,432     4,517,432  
Total   $ 231,985,536   $ 227,468,104   $ 4,517,432   $ —
    
(1) For the year ended October 31, 2021, investments valued at $480,312 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers 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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

72


The Hartford Small Cap Growth Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1%
  Automobiles & Components - 2.7%
   67,336 Fox Factory Holding Corp.* $  10,837,729
   88,563 Patrick Industries, Inc.   6,899,943
   64,533 Thor Industries, Inc.   6,579,785
      24,317,457
  Banks - 2.8%
  394,794 MGIC Investment Corp.   6,379,871
113,785 Synovus Financial Corp. 5,301,243
69,234 Triumph Bancorp, Inc.* 8,121,148
46,267 Western Alliance Bancorp 5,371,136
      25,173,398
  Capital Goods - 10.2%
63,336 Altra Industrial Motion Corp. 3,302,972
70,126 Applied Industrial Technologies, Inc. 6,835,883
48,886 Armstrong World Industries, Inc. 5,164,806
55,462 Boise Cascade Co. 3,140,258
120,255 Builders FirstSource, Inc.* 7,007,259
34,547 Chart Industries, Inc.* 6,132,783
40,234 Curtiss-Wright Corp. 5,137,077
40,988 EnerSys 3,280,680
165,640 Hydrofarm Holdings Group, Inc.* 5,461,151
68,345 ITT, Inc. 6,429,214
63,179 John Bean Technologies Corp. 9,334,697
99,266 SPX Corp.* 5,766,362
75,646 SPX FLOW, Inc. 5,651,513
341,081 WillScot Mobile Mini Holdings Corp.* 11,852,565
172,740 Zurn Water Solutios Corp. 6,267,007
      90,764,227
  Commercial & Professional Services - 6.4%
93,252 ASGN, Inc.* 11,158,534
29,735 CACI International, Inc. Class A* 8,552,975
37,249 Clean Harbors, Inc.* 4,192,003
61,466 Exponent, Inc. 7,056,297
71,100 Insperity, Inc. 8,887,500
37,612 Science Applications International Corp. 3,376,805
56,314 Tetra Tech, Inc. 9,892,117
96,704 Viad Corp.* 4,290,757
      57,406,988
  Consumer Durables & Apparel - 3.8%
16,823 Deckers Outdoor Corp.* 6,650,300
59,236 PVH Corp.* 6,476,272
39,253 TopBuild Corp.* 10,086,843
132,428 Traeger, Inc.*(1) 2,501,565
208,370 Under Armour, Inc. Class C* 3,934,026
44,483 YETI Holdings, Inc.* 4,374,013
      34,023,019
  Consumer Services - 5.5%
158,373 BJ's Restaurants, Inc.* 5,276,988
33,277 Churchill Downs, Inc. 7,653,710
321,519 GAN Ltd.* 4,591,291
295,533 Mister Car Wash, Inc.*(1) 5,420,075
81,636 Penn National Gaming, Inc.* 5,845,138
101,195 Texas Roadhouse, Inc. 8,987,128
65,874 Wingstop, Inc. 11,361,289
      49,135,619
  Diversified Financials - 1.5%
125,093 OneMain Holdings, Inc. 6,606,161
86,238 Stifel Financial Corp. 6,284,163
      12,890,324
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Energy - 0.5%
  229,790 Magnolia Oil & Gas Corp. Class A $   4,798,015
  Food & Staples Retailing - 1.0%
  202,238 Performance Food Group Co.*   9,147,225
  Food, Beverage & Tobacco - 3.2%
   42,752 Celsius Holdings, Inc.*   4,126,423
   49,703 Freshpet, Inc.*   7,749,195
33,637 Lancaster Colony Corp. 5,718,290
146,561 Simply Good Foods Co.* 5,811,144
294,813 Sovos Brands, Inc.* 4,764,178
      28,169,230
  Health Care Equipment & Services - 11.0%
17,664 Amedisys, Inc.* 2,991,222
65,745 AtriCure, Inc.* 4,934,820
61,889 Cardiovascular Systems, Inc.* 2,171,066
181,726 Covetrus, Inc.* 3,669,048
66,050 Glaukos Corp.* 3,019,145
91,122 Globus Medical, Inc. Class A* 7,031,885
120,698 Health Catalyst, Inc.* 6,353,543
72,313 Integer Holdings Corp.* 6,509,616
106,793 Integra LifeSciences Holdings Corp.* 7,097,463
44,160 LHC Group, Inc.* 5,943,494
30,789 ModivCare, Inc.* 5,011,525
41,986 Nevro Corp.* 4,775,488
82,658 Omnicell, Inc.* 14,725,523
156,667 Owens & Minor, Inc. 5,621,212
473,748 R1 RCM, Inc.* 10,280,332
56,901 Tandem Diabetes Care, Inc.* 7,757,313
      97,892,695
  Household & Personal Products - 0.4%
144,264 Beauty Health Co.* 3,962,932
  Insurance - 0.8%
108,522 James River Group Holdings Ltd. 3,467,278
53,289 Kemper Corp. 3,382,786
      6,850,064
  Materials - 2.1%
247,214 Axalta Coating Systems Ltd.* 7,710,605
52,975 Ingevity Corp.* 4,127,282
80,860 Louisiana-Pacific Corp. 4,765,080
69,378 Ranpak Holdings Corp.* 2,390,766
      18,993,733
  Media & Entertainment - 2.1%
104,084 Cardlytics, Inc.* 8,187,247
80,117 Ziff Davis, Inc.* 10,276,608
      18,463,855
  Pharmaceuticals, Biotechnology & Life Sciences - 14.6%
202,253 Aclaris Therapeutics, Inc.*(1) 3,509,090
92,737 Akero Therapeutics, Inc.* 1,992,918
47,631 Allakos, Inc.* 4,790,726
65,565 ALX Oncology Holdings, Inc.* 3,674,263
88,276 Apellis Pharmaceuticals, Inc.* 2,713,604
51,949 Arena Pharmaceuticals, Inc.* 2,981,353
27,731 Arrowhead Pharmaceuticals, Inc.* 1,769,792
52,999 Arvinas, Inc.* 4,588,654
53,396 BioAtla, Inc.* 1,560,765
17,467 Biohaven Pharmaceutical Holding Co., Ltd.* 2,485,904
64,580 Blueprint Medicines Corp.* 7,264,604
98,002 Celldex Therapeutics, Inc.* 4,169,005
110,124 Cytokinetics, Inc.* 3,844,429
 
The accompanying notes are an integral part of these financial statements.

73


The Hartford Small Cap Growth Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 14.6% -
(continued)
  126,609 Dyne Therapeutics, Inc.*(1) $   1,837,097
   30,333 Fate Therapeutics, Inc.*   1,631,915
  226,798 Heron Therapeutics, Inc.*   2,497,046
  524,517 ImmunoGen, Inc.*   3,162,838
   37,916 Intellia Therapeutics, Inc.*   5,042,070
  113,887 KalVista Pharmaceuticals, Inc.*   2,047,688
33,200 Karuna Therapeutics, Inc.* 4,660,616
43,813 Kodiak Sciences, Inc.* 5,130,064
73,756 Kymera Therapeutics, Inc.* 4,342,753
36,455 Madrigal Pharmaceuticals, Inc.* 2,834,376
252,225 Mersana Therapeutics, Inc.* 2,159,046
20,556 Mirati Therapeutics, Inc.* 3,885,495
101,240 NanoString Technologies, Inc.* 4,889,892
143,417 NeoGenomics, Inc.* 6,597,182
110,118 PTC Therapeutics, Inc.* 4,176,776
105,480 RAPT Therapeutics, Inc.* 3,331,058
32,194 Reata Pharmaceuticals, Inc. Class A* 3,090,946
140,810 Revance Therapeutics, Inc.* 1,936,138
85,273 Revolution Medicines, Inc.* 2,509,584
75,860 Scholar Rock Holding Corp.* 1,995,118
162,189 Syndax Pharmaceuticals, Inc.* 3,154,576
145,991 TCR2 Therapeutics, Inc.* 919,743
130,515 TG Therapeutics, Inc.* 4,074,678
50,897 Turning Point Therapeutics, Inc.* 2,116,297
76,271 Veracyte, Inc.* 3,651,856
109,120 Y-mAbs Therapeutics, Inc.* 2,679,987
      129,699,942
  Real Estate - 4.5%
233,353 Essential Properties Realty Trust, Inc. REIT 6,951,586
322,436 Independence Realty Trust, Inc. REIT 7,619,163
46,228 PS Business Parks, Inc. REIT 8,214,715
64,876 Redfin Corp.* 3,330,734
110,728 Rexford Industrial Realty, Inc. REIT 7,440,922
77,872 Ryman Hospitality Properties, Inc. REIT* 6,661,171
      40,218,291
  Retailing - 2.7%
11,209 Floor & Decor Holdings, Inc. Class A* 1,523,527
129,484 Foot Locker, Inc. 6,172,502
119,069 Ollie's Bargain Outlet Holdings, Inc.* 8,056,209
66,965 Shutterstock, Inc. 8,112,810
      23,865,048
  Semiconductors & Semiconductor Equipment - 4.7%
110,333 Axcelis Technologies, Inc.* 6,060,592
69,889 Cirrus Logic, Inc.* 5,647,730
151,093 Lattice Semiconductor Corp.* 10,491,898
94,430 Power Integrations, Inc. 9,746,120
50,099 Synaptics, Inc.* 9,747,762
      41,694,102
  Software & Services - 16.1%
79,250 Alarm.com Holdings, Inc.* 6,677,605
66,866 Blackbaud, Inc.* 4,748,155
57,018 Concentrix Corp. 10,130,958
25,652 Consensus Cloud Solutions, Inc.* 1,624,541
125,715 Digital Turbine, Inc.* 10,819,033
31,525 Everbridge, Inc.* 5,022,248
81,242 ExlService Holdings, Inc.* 9,962,706
263,526 Kaltura, Inc.* 2,487,685
88,222 LiveRamp Holdings, Inc.* 4,720,759
42,026 Manhattan Associates, Inc.* 7,629,400
91,165 Mimecast Ltd.* 6,877,488
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Software & Services - 16.1% - (continued)
   95,723 Momentive Global, Inc.* $   2,193,971
   94,693 Perficient, Inc.*  11,704,055
   61,255 Q2 Holdings, Inc.*   4,806,067
   84,031 Rapid7, Inc.*  10,818,991
  273,264 Repay Holdings Corp.*   5,741,277
   26,400 Solo Brands, Inc.*      484,704
113,772 Sprinklr, Inc.*(1) 2,195,800
70,592 Sprout Social, Inc. Class A* 9,013,186
178,348 Telos Corp.* 4,620,997
131,975 Varonis Systems, Inc.* 8,544,061
506,977 Verra Mobility Corp.* 7,543,818
34,683 Workiva, Inc.* 5,186,843
      143,554,348
  Technology Hardware & Equipment - 2.2%
128,632 II-VI, Inc.* 7,783,522
66,081 Insight Enterprises, Inc.* 6,257,871
67,418 Lumentum Holdings, Inc.* 5,567,379
      19,608,772
  Telecommunication Services - 0.3%
29,198 Bandwidth, Inc. Class A* 2,490,005
  Total Common Stocks
(cost $603,199,663)
  $ 883,119,289
SHORT-TERM INVESTMENTS - 0.8%
  Repurchase Agreements - 0.4%
$   3,225,177 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $3,225,180; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $3,289,705 $  3,225,177
  Securities Lending Collateral - 0.4%
22,865 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) 22,865
3,510,319 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) 3,510,319
252,015 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) 252,015
      3,785,199
  Total Short-Term Investments
(cost $7,010,376)
$  7,010,376
  Total Investments
(cost $610,210,039)
99.9% $ 890,129,665
  Other Assets and Liabilities 0.1% 454,020
  Total Net Assets 100.0% $ 890,583,685
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
 
The accompanying notes are an integral part of these financial statements.

74


The Hartford Small Cap Growth Fund
Schedule of Investments – (continued)
October 31, 2021  

* 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 Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  24,317,457   $  24,317,457   $  —   $ —
Banks   25,173,398   25,173,398    
Capital Goods   90,764,227   90,764,227    
Commercial & Professional Services   57,406,988   57,406,988    
Consumer Durables & Apparel   34,023,019   34,023,019    
Consumer Services   49,135,619   49,135,619    
Diversified Financials   12,890,324   12,890,324    
Energy   4,798,015   4,798,015    
Food & Staples Retailing   9,147,225   9,147,225    
Food, Beverage & Tobacco   28,169,230   28,169,230    
Health Care Equipment & Services   97,892,695   97,892,695    
Household & Personal Products   3,962,932   3,962,932    
Insurance   6,850,064   6,850,064    
Materials   18,993,733   18,993,733    
Media & Entertainment   18,463,855   18,463,855    
Pharmaceuticals, Biotechnology & Life Sciences   129,699,942   129,699,942    
Real Estate   40,218,291   40,218,291    
Retailing   23,865,048   23,865,048    
Semiconductors & Semiconductor Equipment   41,694,102   41,694,102    
Software & Services   143,554,348   143,554,348    
Technology Hardware & Equipment   19,608,772   19,608,772    
Telecommunication Services   2,490,005   2,490,005    
Short-Term Investments   7,010,376   3,785,199   3,225,177  
Total   $ 890,129,665   $ 886,904,488   $ 3,225,177   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

75


Hartford Small Cap Value Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1%
  Banks - 22.3%
 74,819 Bank OZK $   3,342,165
119,111 Berkshire Hills Bancorp, Inc.   3,233,864
104,728 Cadence Bank*   3,039,198
 28,100 Federal Agricultural Mortgage Corp. Class C   3,543,129
 86,313 First Hawaiian, Inc.   2,381,376
 67,105 First Interstate BancSystem, Inc. Class A   2,789,555
207,226 FNB Corp. 2,414,183
89,172 Great Western Bancorp, Inc. 3,036,306
123,074 Home BancShares, Inc. 2,924,238
73,348 Pacific Premier Bancorp, Inc. 3,079,882
124,039 Radian Group, Inc. 2,960,811
73,458 Sandy Spring Bancorp, Inc. 3,486,317
155,210 Umpqua Holdings Corp. 3,174,044
      39,405,068
  Capital Goods - 8.5%
59,800 Air Lease Corp. 2,394,990
39,216 EnerSys 3,138,849
92,648 Kennametal, Inc. 3,682,758
90,919 nVent Electric plc 3,223,079
167,476 REV Group, Inc. 2,530,562
      14,970,238
  Commercial & Professional Services - 12.2%
150,208 BrightView Holdings, Inc.* 2,382,299
185,360 CoreCivic, Inc. REIT* 1,595,949
84,363 Deluxe Corp. 3,009,228
76,253 Herman Miller, Inc. 2,967,767
50,655 Kforce, Inc. 3,280,418
104,804 Loomis AB 2,830,001
32,541 Science Applications International Corp. 2,921,531
80,511 US Ecology, Inc.* 2,591,649
      21,578,842
  Consumer Durables & Apparel - 8.2%
30,270 Carter's, Inc. 2,982,200
50,269 Kontoor Brands, Inc. 2,664,257
79,638 Movado Group, Inc. 2,651,945
80,391 Steven Madden Ltd. 3,625,634
32,513 Sturm Ruger & Co., Inc. 2,564,626
      14,488,662
  Consumer Services - 3.3%
75,555 Adtalem Global Education, Inc.* 2,790,246
131,837 H&R Block, Inc. 3,041,480
      5,831,726
  Diversified Financials - 6.4%
160,139 Greenhill & Co., Inc. 2,517,385
140,544 Navient Corp. 2,768,717
72,741 PRA Group, Inc.* 3,119,134
71,353 PROG Holdings, Inc.* 2,886,229
      11,291,465
  Energy - 1.7%
71,886 DMC Global, Inc.* 3,003,397
  Health Care Equipment & Services - 4.8%
170,741 NextGen Healthcare, Inc.* 2,810,397
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.1% - (continued)
  Health Care Equipment & Services - 4.8% - (continued)
 45,156 NuVasive, Inc.* $   2,409,524
 82,506 Premier, Inc. Class A   3,213,609
      8,433,530
  Household & Personal Products - 4.3%
 89,605 Edgewell Personal Care Co.   3,135,279
 59,408 Energizer Holdings, Inc.   2,166,610
11,806 Medifast, Inc. 2,317,163
      7,619,052
  Insurance - 4.6%
392,884 Lancashire Holdings Ltd. 2,720,669
125,106 ProAssurance Corp. 2,866,179
273,641 Siriuspoint Ltd.* 2,572,225
      8,159,073
  Materials - 3.1%
41,120 Compass Minerals International, Inc. 2,697,472
78,653 Schweitzer-Mauduit International, Inc. 2,740,270
      5,437,742
  Media & Entertainment - 0.8%
72,041 TEGNA, Inc. 1,416,326
  Real Estate - 3.2%
125,511 Pebblebrook Hotel Trust REIT 2,818,977
161,426 Piedmont Office Realty Trust, Inc. Class A, REIT 2,866,926
      5,685,903
  Semiconductors & Semiconductor Equipment - 6.5%
44,283 Ichor Holdings Ltd.* 1,936,053
164,571 Rambus, Inc.* 3,829,567
35,980 Silicon Motion Technology Corp. ADR 2,569,332
95,765 Tower Semiconductor Ltd.* 3,052,030
      11,386,982
  Software & Services - 4.3%
49,239 CSG Systems International, Inc. 2,464,412
37,901 InterDigital, Inc. 2,537,472
149,215 Xperi Holding Corp. 2,673,933
      7,675,817
  Technology Hardware & Equipment - 1.6%
106,735 Plantronics, Inc.* 2,856,229
  Utilities - 3.3%
59,528 Portland General Electric Co. 2,935,326
125,060 South Jersey Industries, Inc. 2,846,365
      5,781,691
  Total Common Stocks
(cost $148,724,517)
  $ 175,021,743
 
The accompanying notes are an integral part of these financial statements.

76


Hartford Small Cap Value Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
EXCHANGE-TRADED FUNDS - 0.1%
  Other Investment Pools & Funds - 0.1%
  1,357 iShares Russell 2000 Value ETF $     225,778
  Total Exchange-Traded Funds
(cost $205,314)
  $  225,778
  Total Long-Term Investments
(Cost $148,929,831)
  $ 175,247,521
SHORT-TERM INVESTMENTS - 0.4%
  Repurchase Agreements - 0.4%
$   732,030 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $732,031; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $746,763 $     732,030
  Total Short-Term Investments
(cost $732,030)
$  732,030
  Total Investments
(cost $149,661,861)
99.6% $ 175,979,551
  Other Assets and Liabilities 0.4% 685,513
  Total Net Assets 100.0% $ 176,665,064
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  39,405,068   $  39,405,068   $  —   $ —
Capital Goods   14,970,238   14,970,238    
Commercial & Professional Services   21,578,842   21,578,842    
Consumer Durables & Apparel   14,488,662   14,488,662    
Consumer Services   5,831,726   5,831,726    
Diversified Financials   11,291,465   11,291,465    
Energy   3,003,397   3,003,397    
Health Care Equipment & Services   8,433,530   8,433,530    
Household & Personal Products   7,619,052   7,619,052    
Insurance   8,159,073   8,159,073    
Materials   5,437,742   5,437,742    
Media & Entertainment   1,416,326   1,416,326    
Real Estate   5,685,903   5,685,903    
Semiconductors & Semiconductor Equipment   11,386,982   11,386,982    
Software & Services   7,675,817   7,675,817    
Technology Hardware & Equipment   2,856,229   2,856,229    
Utilities   5,781,691   5,781,691    
Exchange-Traded Funds   225,778   225,778    
Short-Term Investments   732,030     732,030  
Total   $ 175,979,551   $ 175,247,521   $ 732,030   $ —
    
(1) For the year ended October 31, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

77


The Hartford Small Company Fund
Schedule of Investments
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.5%
  Banks - 4.5%
   270,343 Ameris Bancorp $    14,163,270
   239,351 Markforged, Inc. PIPE      1,577,323
   293,985 Sterling Bancorp      7,481,918
   162,981 Synovus Financial Corp.      7,593,285
   117,625 Western Alliance Bancorp    13,655,086
      44,470,882
  Capital Goods - 12.0%
36,754 Acuity Brands, Inc. 7,550,374
303,137 Altra Industrial Motion Corp. 15,808,594
201,070 Applied Industrial Technologies, Inc. 19,600,304
181,981 Builders FirstSource, Inc.* 10,604,033
299,118 Colfax Corp.* 15,440,471
79,285 Curtiss-Wright Corp. 10,123,109
447,954 Fluor Corp.* 8,708,226
114,457 Gibraltar Industries, Inc.* 7,458,018
109,800 Hydrofarm Holdings Group, Inc.* 3,620,106
35,950 Kornit Digital Ltd.* 6,013,716
77,543 Middleby Corp.* 14,146,945
      119,073,896
  Consumer Durables & Apparel - 4.2%
25,763 Cavco Industries, Inc.* 6,192,910
93,960 Crocs, Inc.* 15,169,842
223,176 Skyline Champion Corp.* 14,131,504
61,708 YETI Holdings, Inc.* 6,067,748
      41,562,004
  Consumer Services - 3.9%
96,754 2U, Inc.*(1) 2,858,113
98,172 Boyd Gaming Corp.* 6,261,410
477,750 Mister Car Wash, Inc.* 8,761,935
130,609 Planet Fitness, Inc. Class A* 10,389,946
62,252 Wingstop, Inc. 10,736,603
      39,008,007
  Diversified Financials - 0.7%
117,424 Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT 7,092,410
  Energy - 2.3%
268,996 Chesapeake Energy Corp. 17,145,805
272,309 Magnolia Oil & Gas Corp. Class A 5,685,812
      22,831,617
  Health Care Equipment & Services - 11.5%
223,953 Accolade, Inc.* 8,911,090
564,774 Cross Country Healthcare, Inc.* 11,707,765
111,590 Globus Medical, Inc. Class A* 8,611,400
174,294 Health Catalyst, Inc.* 9,174,836
144,067 HealthEquity, Inc.* 9,534,354
55,106 Inspire Medical Systems, Inc.* 14,855,476
173,792 Integra LifeSciences Holdings Corp.* 11,550,216
58,582 LHC Group, Inc.* 7,884,551
59,353 Oak Street Health, Inc.* 2,803,242
60,641 Omnicell, Inc.* 10,803,194
487,311 R1 RCM, Inc.* 10,574,649
58,135 Tandem Diabetes Care, Inc.* 7,925,545
      114,336,318
  Materials - 0.7%
126,311 Cabot Corp. 6,738,692
  Media & Entertainment - 3.5%
79,357 Cardlytics, Inc.* 6,242,222
Shares or Principal Amount   Market Value
COMMON STOCKS - 97.5% - (continued)
  Media & Entertainment - 3.5% - (continued)
    48,100 Cargurus, Inc.* $     1,613,274
   289,832 Criteo S.A. ADR*      9,576,049
   268,662 Genius Sports Ltd.*      4,980,994
    95,360 Ziff Davis, Inc.*    12,231,827
      34,644,366
  Pharmaceuticals, Biotechnology & Life Sciences - 13.4%
225,754 Aclaris Therapeutics, Inc.* 3,916,832
42,253 Allakos, Inc.* 4,249,807
36,824 ALX Oncology Holdings, Inc.* 2,063,617
358,529 Amicus Therapeutics, Inc.* 3,764,554
82,601 Arena Pharmaceuticals, Inc.* 4,740,471
42,428 Ascendis Pharma A/S ADR* 6,432,509
58,076 BioAtla, Inc.* 1,697,561
70,091 Blueprint Medicines Corp.* 7,884,537
56,775 Celldex Therapeutics, Inc.* 2,415,208
70,470 Fate Therapeutics, Inc.* 3,791,286
494,197 ImmunoGen, Inc.* 2,980,008
44,241 Intellia Therapeutics, Inc.* 5,883,168
156,741 KalVista Pharmaceuticals, Inc.* 2,818,203
28,309 Karuna Therapeutics, Inc.* 3,974,017
56,644 Kodiak Sciences, Inc.* 6,632,446
85,529 Kymera Therapeutics, Inc.* 5,035,948
33,591 Madrigal Pharmaceuticals, Inc.* 2,611,700
71,674 Medpace Holdings, Inc.* 16,237,745
270,051 Mersana Therapeutics, Inc.* 2,311,637
183,353 Myovant Sciences Ltd.* 4,011,764
113,097 NanoString Technologies, Inc.* 5,462,585
216,815 NeoGenomics, Inc.* 9,973,490
111,492 RAPT Therapeutics, Inc.* 3,520,917
30,874 Reata Pharmaceuticals, Inc. Class A* 2,964,213
105,157 Revolution Medicines, Inc.* 3,094,770
90,974 Rocket Pharmaceuticals, Inc.* 2,702,838
115,636 Scholar Rock Holding Corp.* 3,041,227
31,588 Turning Point Therapeutics, Inc.* 1,313,429
117,504 Veracyte, Inc.* 5,626,092
87,888 Y-mAbs Therapeutics, Inc.* 2,158,529
      133,311,108
  Real Estate - 2.6%
340,259 Essential Properties Realty Trust, Inc. REIT 10,136,315
103,548 Ryman Hospitality Properties, Inc. REIT* 8,857,496
382,020 Xenia Hotels & Resorts, Inc. REIT* 6,799,956
      25,793,767
  Retailing - 8.2%
3,136,600 Allstar Co.(2)(3)(4)(5)
104,431 Five Below, Inc.* 20,604,236
96,757 Floor & Decor Holdings, Inc. Class A* 13,151,212
100,384 Honest Co., Inc.(3)(6) 918,012
132,208 National Vision Holdings, Inc.* 8,149,301
36,008 Ollie's Bargain Outlet Holdings, Inc.* 2,436,301
427,738 Porch Group, Inc.*(1) 8,995,330
157,828 Revolve Group, Inc.* 11,843,413
120,290 Shutterstock, Inc. 14,573,134
26,907 Tory Burch LLC(3)(4)(5) 1,423,135
      82,094,074
  Semiconductors & Semiconductor Equipment - 6.4%
30,141 Ambarella, Inc.* 5,601,102
244,080 Maxeon Solar Technologies Ltd.*(1) 5,499,122
71,955 MKS Instruments, Inc. 10,796,848
 
The accompanying notes are an integral part of these financial statements.

78


The Hartford Small Company Fund
Schedule of Investments – (continued)
October 31, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.5% - (continued)
  Semiconductors & Semiconductor Equipment - 6.4% - (continued)
   109,456 Synaptics, Inc.* $    21,296,854
   630,560 Tower Semiconductor Ltd.*    20,095,947
      63,289,873
  Software & Services - 18.2%
    52,067 Concentrix Corp.      9,251,265
    31,786 Consensus Cloud Solutions, Inc.*      2,013,007
239,477 Digital Turbine, Inc.* 20,609,391
370,741 Jamf Holding Corp.* 17,665,809
759,295 Kaltura, Inc.*(1) 7,167,745
561,220 Latch, Inc. 4,989,246
194,027 LiveRamp Holdings, Inc.* 10,382,385
50,841 Manhattan Associates, Inc.* 9,229,675
97,227 Marathon Digital Holdings, Inc.*(1) 5,079,138
212,185 Mimecast Ltd.* 16,007,236
79,093 New Relic, Inc.* 6,419,188
561,926 Payoneer Global, Inc.* 4,242,541
93,156 Perficient, Inc.* 11,514,082
115,178 Rapid7, Inc.* 14,829,167
401,135 Repay Holdings Corp.* 8,427,846
175,693 Telos Corp.* 4,552,206
271,677 Varonis Systems, Inc.* 17,588,369
730,289 Verra Mobility Corp.* 10,866,700
      180,834,996
  Technology Hardware & Equipment - 4.0%
251,717 Calix, Inc.* 15,754,967
167,921 II-VI, Inc.* 10,160,900
51,719 Novanta, Inc.* 8,924,631
86,508 PAR Technology Corp.*(1) 5,434,432
      40,274,930
  Telecommunication Services - 0.6%
68,150 Bandwidth, Inc. Class A* 5,811,832
  Transportation - 0.8%
25,045 Saia, Inc.* 7,830,069
  Total Common Stocks
(cost $793,907,592)
  $  968,998,841
EXCHANGE-TRADED FUNDS - 1.3%
  Other Investment Pools & Funds - 1.3%
42,672 iShares Russell 2000 Growth ETF (1) $  13,118,226
  Total Exchange-Traded Funds
(cost $12,326,618)
  $  13,118,226
  Total Long-Term Investments
(Cost $806,234,210)
  $  982,117,067
SHORT-TERM INVESTMENTS - 3.2%
  Repurchase Agreements - 0.6%
$   5,237,817 Fixed Income Clearing Corp. Repurchase Agreement dated 10/29/2021 at 0.010%, due on 11/01/2021 with a maturity value of $5,237,821; collateralized by U.S. Treasury Bond at 1.875%, maturing 02/15/2041, with a market value of $5,342,663 $  5,237,817
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 3.2% - (continued)
  Securities Lending Collateral - 2.6%
   156,697 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(7) $       156,697
24,056,190 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(7)     24,056,190
 1,727,057 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(7)      1,727,057
      25,939,944
  Total Short-Term Investments
(cost $31,177,761)
$  31,177,761
  Total Investments
(cost $837,411,971)
102.0% $ 1,013,294,828
  Other Assets and Liabilities (2.0)% (19,391,783)
  Total Net Assets 100.0% $  993,903,045
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2021, the aggregate fair value of these securities are $2,341,147, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
 
The accompanying notes are an integral part of these financial statements.

79


The Hartford Small Company Fund
Schedule of Investments – (continued)
October 31, 2021  

(4) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,423,135 or 0.1% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   3,136,600   $  —   $  —
11/2013   Tory Burch LLC   26,907   2,108,912   1,423,135
            $ 2,108,912   $ 1,423,135
    
(5) Investment valued using significant unobservable inputs.
(6) As of October 31, 2021, investment is restricted from trading. The value of such restricted securities amounted to $918,012 or 0.1% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2014   Honest Co., Inc.   100,384   $ 2,172,859   $ 918,012
    
(7) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  44,470,882   $  44,470,882   $  —   $  —
Capital Goods   119,073,896   119,073,896    
Consumer Durables & Apparel   41,562,004   41,562,004    
Consumer Services   39,008,007   39,008,007    
Diversified Financials   7,092,410   7,092,410    
Energy   22,831,617   22,831,617    
Health Care Equipment & Services   114,336,318   114,336,318    
Materials   6,738,692   6,738,692    
Media & Entertainment   34,644,366   34,644,366    
Pharmaceuticals, Biotechnology & Life Sciences   133,311,108   133,311,108    
Real Estate   25,793,767   25,793,767    
Retailing   82,094,074   79,752,927   918,012   1,423,135
Semiconductors & Semiconductor Equipment   63,289,873   63,289,873    
Software & Services   180,834,996   180,834,996    
Technology Hardware & Equipment   40,274,930   40,274,930    
Telecommunication Services   5,811,832   5,811,832    
Transportation   7,830,069   7,830,069    
Exchange-Traded Funds   13,118,226   13,118,226    
Short-Term Investments   31,177,761   25,939,944   5,237,817  
Total   $ 1,013,294,828   $ 1,005,715,864   $ 6,155,829   $ 1,423,135
    
(1) For the year ended October 31, 2021, investments valued at $2,634,744 were transferred into Level 3 due to the unavailability of active market pricing, and investments valued at $1,956,547 were transferred out of Level 3 due to the availability of significant observable inputs.
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 year ended October 31, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.

80


Hartford Domestic Equity Funds
GLOSSARY: (abbreviations used in preceding Schedules of Investments)

Currency Abbreviations:
USD United States Dollar
Index Abbreviations:
S&P Standard & Poor's
Municipal Abbreviations:
Rev Revenue
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange-Traded Fund
PIPE Private Investment in Public Equity
REIT Real Estate Investment Trust
 

81


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities
October 31, 2021  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Assets:                      
Investments in securities, at market value(1) $ 7,619,419,856   $ 12,548,966,892   $ 14,198,654,096   $ 4,859,387,145   $ 7,979,502,215   $ 1,717,321,266
Repurchase agreements 168,581,979   72,985,489   369,098,764   51,975,720   87,787,053   18,664,274
Cash 42,416,398   18,364,607   93,124,893   13,076,951   22,088,167   4,696,074
Cash collateral due from broker on futures contracts 10,132,000          
Cash collateral held for securities on loan 3,872,628       961,072   2,569,356   537,962
Foreign currency 1,240       631,954     18
Receivables:                      
Investment securities sold 47,500,257   40,360,566   81,980,066   35,510,151   116,917,314   3,697,381
Fund shares sold 833,438   19,953,368   30,175,536   3,172,146   5,043,995   908,176
Dividends and interest 2,982,664   10,517,803   15,155,928   5,564,850   652,909   1,302,237
Securities lending income 52,775       5,418   26,392   23,653
Variation margin on futures contracts 879,127          
Tax reclaims 579,346     2,257,630   2,379,987   407,735   231,995
Other assets 99,317   193,994   216,115   100,609   132,255   56,701
Total assets 7,897,351,025   12,711,342,719   14,790,663,028   4,972,766,003   8,215,127,391   1,747,439,737
Liabilities:                      
Obligation to return securities lending collateral 77,452,552       19,221,444   51,387,126   10,759,237
Payables:                      
Investment securities purchased 74,147,178   31,418,407   104,502,202   51,457,804   60,874,462   5,184,372
Fund shares redeemed 4,510,609   9,877,587   9,679,332   3,554,967   13,051,353   1,162,963
Investment management fees 4,292,486   3,439,954   7,239,243   2,506,618   4,745,963   1,216,966
Transfer agent fees 1,097,362   1,254,904   1,268,977   539,572   1,016,050   306,817
Accounting services fees 179,735   280,232   314,358   114,417   186,302   45,306
Board of Directors' fees 21,835   31,226   33,293   13,243   20,789   4,957
Distribution fees 260,079   178,266   230,577   107,930   207,133   61,306
Accrued expenses 202,977   237,194   292,966   137,110   169,278   68,369
Total liabilities 162,164,813   46,717,770   123,560,948   77,653,105   131,658,456   18,810,293
Net assets $ 7,735,186,212   $ 12,664,624,949   $ 14,667,102,080   $ 4,895,112,898   $ 8,083,468,935   $ 1,728,629,444
Summary of Net Assets:                      
Capital stock and paid-in-capital $ 4,736,174,336   $  7,376,870,845   $  8,354,194,715   $ 2,950,234,730   $ 4,679,255,005   $ 1,125,189,834
Distributable earnings (loss) 2,999,011,876   5,287,754,104   6,312,907,365   1,944,878,168   3,404,213,930   603,439,610
Net assets $ 7,735,186,212   $ 12,664,624,949   $ 14,667,102,080   $ 4,895,112,898   $ 8,083,468,935   $ 1,728,629,444
Shares authorized 1,540,000,000   825,000,000   1,175,000,000   675,000,000   19,850,000,000   485,000,000
Par value $  0.0010   $  0.0010   $  0.0010   $  0.0010   $  0.0001   $  0.0010
Class A: Net asset value per share $  48.89   $  49.41   $  34.32   $  23.85   $  62.10   $  44.57
Maximum offering price per share 51.74   52.29   36.32   25.24   65.71   47.16
Shares outstanding 116,814,374   34,023,739   137,939,758   78,188,182   58,774,130   19,826,710
Net Assets $ 5,710,869,050   $  1,681,155,050   $  4,733,857,918   $ 1,864,492,491   $ 3,650,083,238   $  883,718,709
Class C: Net asset value per share $  34.14   $  44.63   $  32.94   $  23.72   $  25.14   $  32.92
Shares outstanding 4,359,759   13,083,074   5,148,348   6,845,561   12,772,504   4,087,885
Net Assets $  148,862,385   $  583,876,103   $  169,568,922   $  162,393,278   $  321,096,709   $  134,574,473
Class I: Net asset value per share $  49.25   $  49.59   $  34.12   $  23.68   $  67.29   $  47.93
Shares outstanding 14,650,459   94,791,907   93,153,281   57,436,382   31,567,063   9,673,890
Net Assets $  721,608,044   $  4,700,781,762   $  3,178,644,677   $ 1,360,338,797   $ 2,124,159,902   $  463,673,377
Class R3: Net asset value per share $  55.21   $  50.06   $  34.88   $  23.89   $  61.55   $  45.63
Shares outstanding 816,091   1,430,690   1,913,645   1,401,611   842,031   713,286
Net Assets $  45,054,324   $  71,616,850   $  66,751,455   $  33,484,951   $  51,823,521   $  32,550,492
Class R4: Net asset value per share $  57.63   $  51.01   $  35.17   $  23.93   $  67.45   $  49.12
Shares outstanding 637,666   4,689,079   3,029,705   2,086,152   1,132,796   525,566
Net Assets $  36,749,920   $  239,198,061   $  106,561,016   $  49,922,978   $  76,404,459   $  25,817,999
The accompanying notes are an integral part of these financial statements.

82


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Class R5: Net asset value per share $  59.02   $  49.99   $  35.33   $  24.07   $  72.75   $  52.49
Shares outstanding 618,882   4,501,062   7,523,865   3,365,253   343,638   246,408
Net Assets $  36,529,281   $  225,016,748   $  265,832,265   $  80,990,509   $  25,000,217   $  12,933,037
Class R6: Net asset value per share $  59.48   $  50.24   $  35.34   $  24.13   $  74.55   $  53.47
Shares outstanding 323,851   20,812,277   13,313,236   3,382,927   971,545   113,909
Net Assets $  19,261,274   $  1,045,661,029   $  470,425,300   $  81,642,924   $  72,428,272   $  6,091,017
Class Y: Net asset value per share $  59.41   $  50.20   $  35.34   $  24.14   $  74.41   $  53.38
Shares outstanding 2,062,435   18,005,370   26,293,570   4,991,997   7,595,580   2,300,490
Net Assets $  122,539,204   $  903,951,659   $  929,282,966   $  120,501,751   $  565,204,403   $  122,792,846
Class F: Net asset value per share $  49.26   $  49.65   $  34.10   $  23.68   $  67.69   $  48.18
Shares outstanding 18,141,549   64,724,487   139,201,458   48,191,500   17,687,464   964,611
Net Assets $  893,712,730   $  3,213,367,687   $  4,746,177,561   $ 1,141,345,219   $ 1,197,268,214   $  46,477,494
Cost of investments $ 5,829,049,020   $  7,709,760,462   $  8,961,674,203   $ 3,324,670,527   $ 6,219,204,307   $ 1,297,072,635
Cost of foreign currency $  1,233   $  —   $  —   $  633,746   $  —   $  18
(1) Includes Investment in securities on loan, at market value $  78,297,883   $  —   $  —   $  18,426,375   $  50,802,197   $ 12,432,635
The accompanying notes are an integral part of these financial statements.

83


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Assets:                      
Investments in securities, at market value(1) $ 14,059,184,773   $ 873,448,443   $  227,468,104   $  886,904,488   $ 175,247,521   $ 1,008,057,011
Repurchase agreements 27,625,042   4,110,683   4,517,432   3,225,177   732,030   5,237,817
Investments in affiliated investments, at market value 109,463,815          
Cash 7,056,190   1,034,123   1,155,617   5,539,188   184,186   465,012
Cash collateral held for securities on loan 14,635,744       199,221     1,365,260
Foreign currency     7      
Receivables:                      
From affiliates         5,146  
Investment securities sold 120,709,133   3,516,641   1,388,985     2,593,492   12,302,508
Fund shares sold 9,770,736   1,345,842   11,967   707,382   458,933   1,080,951
Dividends and interest 1,025,611   150,812   267,232   40,922   57,160   38,378
Securities lending income 173,273       1,559   187   28,213
Tax reclaims     56,850      
Other assets 161,724   49,005   24,822   49,130   51,486   81,186
Total assets 14,349,806,041   883,655,549   234,891,016   896,667,067   179,330,141   1,028,656,336
Liabilities:                      
Obligation to return securities lending collateral 292,714,891       3,984,420     27,305,204
Payables:                      
Investment securities purchased 73,677,651   6,590,316   2,347,117   448,800   2,416,955   5,765,448
Fund shares redeemed 45,952,899   976,170   79,555   869,835   76,455   764,845
Investment management fees 8,282,139   520,756   87,439   537,449   104,988   647,427
Transfer agent fees 1,759,865   102,231   51,130   147,646   26,700   132,574
Accounting services fees 326,356   24,463   7,513   25,628   5,812   27,231
Board of Directors' fees 48,328   2,356   624   2,718   480   2,826
Distribution fees 219,229   17,294   8,455   13,148   2,774   23,552
Accrued expenses 532,676   77,887   29,969   53,738   30,913   84,184
Total liabilities 423,514,034   8,311,473   2,611,802   6,083,382   2,665,077   34,753,291
Net assets $ 13,926,292,007   $ 875,344,076   $  232,279,214   $  890,583,685   $ 176,665,064   $  993,903,045
Summary of Net Assets:                      
Capital stock and paid-in-capital $  7,969,271,648   $ 611,617,346   $  157,414,123   $  461,279,698   $ 141,214,034   $  615,429,120
Distributable earnings (loss) 5,957,020,359   263,726,730   74,865,091   429,303,987   35,451,030   378,473,925
Net assets $ 13,926,292,007   $ 875,344,076   $  232,279,214   $  890,583,685   $ 176,665,064   $  993,903,045
Shares authorized 1,105,000,000   475,000,000   22,110,000,000   22,100,000,000   860,000,000   525,000,000
Par value $  0.0010   $  0.0010   $  0.0001   $  0.0001   $  0.0010   $  0.0010
Class A: Net asset value per share $  37.01   $  18.14   $  26.27   $  64.88   $  13.36   $  30.24
Maximum offering price per share 39.16   19.20   27.80   68.66   14.14   32.00
Shares outstanding 93,132,686   20,066,591   7,168,371   3,946,506   4,453,228   16,633,361
Net Assets $  3,446,674,196   $ 363,954,790   $  188,343,780   $  256,060,898   $  59,496,447   $  502,922,732
Class C: Net asset value per share $  22.89   $  14.28   $  22.22   $  41.34   $  11.48   $  17.65
Shares outstanding 16,668,511   625,465   152,850   196,001   269,928   528,252
Net Assets $  381,566,370   $  8,930,558   $  3,396,750   $  8,102,065   $  3,098,190   $  9,324,284
Class I: Net asset value per share $  38.77   $  18.36   $  25.93   $  69.03   $  13.40   $  32.69
Shares outstanding 102,151,916   1,378,009   777,224   1,740,371   2,455,556   1,817,737
Net Assets $  3,960,712,874   $  25,307,031   $  20,153,140   $  120,134,654   $  32,905,244   $  59,420,781
Class R3: Net asset value per share $  41.94   $  19.18   $  26.71   $  63.50   $  13.91   $  33.41
Shares outstanding 2,387,205   363,519   41,118   136,011   66,944   464,762
Net Assets $  100,112,898   $  6,973,073   $  1,098,399   $  8,637,022   $  931,035   $  15,527,252
Class R4: Net asset value per share $  44.51   $  19.64   $  27.02   $  67.99   $  14.13   $  36.39
Shares outstanding 4,254,090   534,644   176,691   310,290   3,745   421,042
Net Assets $  189,348,282   $  10,502,401   $  4,774,827   $  21,098,002   $  52,909   $  15,320,411
Class R5: Net asset value per share $  46.54   $  19.97   $  27.30   $  72.91   $  14.10   $  39.26
Shares outstanding 6,864,261   107,248   11,721   1,190,292   1,717   172,754
Net Assets $  319,470,199   $  2,142,225   $  320,014   $  86,787,952   $  24,204   $  6,782,371
The accompanying notes are an integral part of these financial statements.

84


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2021  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Class R6: Net asset value per share $  47.29   $  —   $  27.38   $  74.32   $  14.10   $  40.33
Shares outstanding 35,096,226     9,388   1,142,459   106,993   147,632
Net Assets $  1,659,581,715   $  —   $  257,072   $  84,908,124   $  1,508,417   $  5,953,999
Class Y: Net asset value per share $  47.18   $  20.02   $  27.34   $  74.28   $  14.07   $  40.25
Shares outstanding 20,567,777   764,775   64,137   3,613,498   138,316   1,132,719
Net Assets $  970,296,215   $  15,307,456   $  1,753,297   $  268,416,456   $  1,946,741   $  45,590,067
Class F: Net asset value per share $  39.01   $  18.37   $  25.84   $  69.43   $  13.40   $  32.96
Shares outstanding 74,310,824   24,077,883   471,493   524,816   5,724,378   10,106,323
Net Assets $  2,898,529,258   $ 442,226,542   $  12,181,935   $  36,438,512   $  76,701,877   $  333,061,148
Cost of investments $  9,586,734,086   $ 672,390,795   $  170,957,656   $  610,210,039   $ 149,661,861   $  837,411,971
Cost of investments in affiliated investments $  102,451,938   $  —   $  —   $  —   $  —   $  —
Cost of foreign currency $  —   $  —   $  7   $  —   $  —   $  —
(1) Includes Investment in securities on loan, at market value $  285,537,889   $  —   $  —   $  4,006,025   $  —   $ 26,917,675
The accompanying notes are an integral part of these financial statements.

85


Hartford Domestic Equity Funds
 Statements of Operations
For the Year Ended October 31, 2021  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Investment Income:                      
Dividends $  86,490,916   $  136,795,634   $  252,552,716   $  117,001,201   $  19,108,988   $  14,937,666
Interest 65,550   87,235   141,932   36,912   44,144   15,034
Securities lending 202,085   22,622   121,350   63,536   352,094   230,464
Less: Foreign tax withheld (72,342)     (1,936,818)   (1,010,207)     (231,932)
Total investment income, net 86,686,209   136,905,491   250,879,180   116,091,442   19,505,226   14,951,232
Expenses:                      
Investment management fees 49,676,683   37,136,213   74,151,966   27,914,942   53,553,149   14,240,330
Transfer agent fees                      
Class A 5,618,496   1,337,171   3,867,964   1,420,724   2,973,184   972,857
Class C 233,282   473,195   197,771   194,796   336,435   190,269
Class I 561,597   3,641,597   2,124,231   1,118,898   1,808,294   437,635
Class R3 102,666   124,063   142,586   76,152   116,044   71,469
Class R4 58,152   309,598   144,060   71,423   123,907   41,440
Class R5 41,188   218,565   232,793   82,493   26,392   14,983
Class R6 467   21,916   14,330   2,935   2,395   225
Class Y 129,824   810,008   1,078,791   103,232   576,983   129,123
Class F 6,368   23,756   25,744   11,470   7,437   1,462
Distribution fees                      
Class A 13,797,055   3,691,312   10,669,520   4,259,988   8,682,038   2,141,127
Class C 1,723,108   5,375,759   1,591,467   1,893,578   3,387,379   1,466,784
Class R3 233,602   299,348   324,593   180,149   266,089   171,257
Class R4 90,159   529,775   239,606   116,696   195,851   66,369
Custodian fees 15,440   35,714   32,206   15,714   31,974   25,607
Registration and filing fees 159,815   502,930   408,671   200,502   269,303   152,383
Accounting services fees 1,079,266   1,601,426   1,754,140   659,987   1,094,466   255,936
Board of Directors' fees 192,690   297,825   322,741   116,960   200,727   43,699
Audit and tax fees 39,415   22,156   22,376   22,060   38,555   25,652
Other expenses 614,691   813,780   953,884   412,099   562,864   167,975
Total expenses (before waivers, reimbursements and fees paid indirectly) 74,373,964   57,266,107   98,299,440   38,874,798   74,253,466   20,616,582
Transfer agent fee waivers (17,901)   (131,049)   (682,575)   (10,138)   (48,828)   (20,235)
Distribution fee reimbursements (229,280)   (101,307)   (105,853)   (16,158)   (241,569)   (28,670)
Commission recapture (49,870)   (9,920)   (44,995)   (11,719)   (75,072)   (5,949)
Total waivers, reimbursements and fees paid indirectly (297,051)   (242,276)   (833,423)   (38,015)   (365,469)   (54,854)
Total expenses 74,076,913   57,023,831   97,466,017   38,836,783   73,887,997   20,561,728
Net Investment Income (Loss) 12,609,296   79,881,660   153,413,163   77,254,659   (54,382,771)   (5,610,496)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                      
Investments 1,086,100,955   335,569,531   700,954,383   364,674,920   1,724,290,896   183,813,447
Futures contracts 31,660,302   31,391,264        
Other foreign currency transactions (17,591)     (2,510)   2,657   (10,450)   18,863
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 1,117,743,666   366,960,795   700,951,873   364,677,577   1,724,280,446   183,832,310
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                      
Investments 952,494,489   2,961,617,485   3,492,438,056   993,084,121   264,839,851   154,309,751
Futures contracts 8,707,449   2,034,977        
Translation of other assets and liabilities in foreign currencies (5,142)       7,558   521   (23,898)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions 961,196,796   2,963,652,462   3,492,438,056   993,091,679   264,840,372   154,285,853
The accompanying notes are an integral part of these financial statements.

86


Hartford Domestic Equity Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2021  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 2,078,940,462   3,330,613,257   4,193,389,929   1,357,769,256   1,989,120,818   338,118,163
Net Increase (Decrease) in Net Assets Resulting from Operations $ 2,091,549,758   $ 3,410,494,917   $ 4,346,803,092   $ 1,435,023,915   $ 1,934,738,047   $ 332,507,667
The accompanying notes are an integral part of these financial statements.

87


Hartford Domestic Equity Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2021  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Investment Income:                      
Dividends $  201,741,540   $  9,689,704   $  5,142,877   $  4,503,518   $  2,918,048   $  1,513,669
Interest 9,579   3,064   1,565   1,721   377   7,668
Securities lending 702,498       159,387   2,639   346,655
Less: Foreign tax withheld (34,024)   (42,560)   (63,015)     (11,114)  
Total investment income, net 202,419,593   9,650,208   5,081,427   4,664,626   2,909,950   1,867,992
Expenses:                      
Investment management fees 105,484,421   5,708,276   960,238   6,588,557   988,172   7,498,454
Transfer agent fees                      
Class A 3,224,605   525,217   287,037   434,824   109,933   633,628
Class C 466,043   19,328   9,424   16,511   7,053   21,265
Class I 5,476,633   18,055   14,892   85,250   22,563   55,197
Class R3 232,025   15,170   2,299   21,357   1,603   36,452
Class R4 359,131   17,280   8,164   42,331   78   25,118
Class R5 398,704   2,335   344   95,217   37   6,936
Class R6 50,732     22   2,254   12   147
Class Y 1,270,095   19,048   1,074   305,889   1,396   27,139
Class F 39,723   7,768   213   517   234   5,868
Distribution fees                      
Class A 8,471,369   828,375   436,747   625,134   132,935   1,232,988
Class C 4,218,510   102,470   37,720   126,505   28,540   103,748
Class R3 527,886   34,514   5,233   48,579   3,705   82,922
Class R4 534,779   25,439   12,163   64,892   117   38,523
Custodian fees 164,146   1,797   2,214   10,358   4,304   17,381
Registration and filing fees 305,049   125,290   116,885   124,937   117,008   162,594
Accounting services fees 2,146,175   129,561   36,768   146,956   24,971   150,619
Board of Directors' fees 387,370   20,880   5,478   23,271   3,942   25,512
Audit and tax fees 22,535   21,877   22,026   21,583   21,903   31,645
Other expenses 1,432,803   174,542   37,216   88,724   30,675   177,502
Total expenses (before waivers, reimbursements and fees paid indirectly) 135,212,734   7,797,222   1,996,157   8,873,646   1,499,181   10,333,638
Expense waivers     (55,447)     (37,080)  
Transfer agent fee waivers (857,805)   (602)     (153,731)    
Distribution fee reimbursements (117,703)   (7,915)   (9,920)   (20,310)   (5,356)   (23,248)
Commission recapture (46,666)   (13,118)   (362)   (10,002)   (1,043)   (20,274)
Total waivers, reimbursements and fees paid indirectly (1,022,174)   (21,635)   (65,729)   (184,043)   (43,479)   (43,522)
Total expenses 134,190,560   7,775,587   1,930,428   8,689,603   1,455,702   10,290,116
Net Investment Income (Loss) 68,229,033   1,874,621   3,150,999   (4,024,977)   1,454,248   (8,422,124)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                      
Investments 1,762,635,518   100,033,121   13,598,690   174,617,463   17,238,965   218,358,576
Investments in affiliated investments (55,422,395)           1,364,479
Other foreign currency transactions   3,431   215     4,312   184
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 1,707,213,123   100,036,552   13,598,905   174,617,463   17,243,277   219,723,239
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                      
Investments 2,562,166,242   189,407,923   56,452,184   106,905,409   29,174,321   8,069,059
Investments in affiliated investments 127,853,845          
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions 2,690,020,087   189,407,923   56,452,184   106,905,409   29,174,321   8,069,059
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 4,397,233,210   289,444,475   70,051,089   281,522,872   46,417,598   227,792,298
Net Increase (Decrease) in Net Assets Resulting from Operations $ 4,465,462,243   $ 291,319,096   $ 73,202,088   $ 277,497,895   $ 47,871,846   $ 219,370,174
The accompanying notes are an integral part of these financial statements.

88


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets
For the Year Ended October 31, 2021  

  The Hartford
Capital Appreciation Fund
  Hartford
Core Equity Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  12,609,296   $  35,121,555   $  79,881,660   $  68,377,330
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 1,117,743,666   321,998,365   366,960,795   (54,681,104)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 961,196,796   174,640,236   2,963,652,462   762,997,999
Net Increase (Decrease) in Net Assets Resulting from Operations 2,091,549,758   531,760,156   3,410,494,917   776,694,225
Distributions to Shareholders:              
Class A (256,624,217)   (233,332,626)   (7,166,565)   (22,933,276)
Class C (12,630,524)   (16,172,531)     (8,130,633)
Class I (33,651,291)   (33,414,797)   (26,510,048)   (50,034,683)
Class R3 (1,911,571)   (1,922,241)   (145,253)   (766,121)
Class R4 (1,459,215)   (1,528,792)   (972,045)   (3,662,366)
Class R5 (1,629,937)   (1,654,005)   (1,462,901)   (6,433,518)
Class R6 (638,212)   (3,567,961)   (6,940,312)   (7,619,916)
Class Y (4,992,537)   (8,300,069)   (5,937,551)   (10,460,626)
Class F (42,410,229)   (40,192,877)   (21,751,271)   (48,473,881)
Total distributions (355,947,733)   (340,085,899)   (70,885,946)   (158,515,020)
Capital Share Transactions:              
Sold 338,608,621   393,860,254   3,592,112,670   4,431,360,869
Issued on reinvestment of distributions 343,956,936   327,641,306   67,490,064   151,792,918
Redeemed (1,039,938,487)   (1,497,856,000)   (2,927,339,187)   (2,300,491,319)
Net increase (decrease) from capital share transactions (357,372,930)   (776,354,440)   732,263,547   2,282,662,468
Net Increase (Decrease) in Net Assets 1,378,229,095   (584,680,183)   4,071,872,518   2,900,841,673
Net Assets:              
Beginning of period 6,356,957,117   6,941,637,300   8,592,752,431   5,691,910,758
End of period $ 7,735,186,212   $ 6,356,957,117   $ 12,664,624,949   $ 8,592,752,431
The accompanying notes are an integral part of these financial statements.

89


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  The Hartford
Dividend and Growth Fund
  The Hartford
Equity Income Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  153,413,163   $  159,576,823   $  77,254,659   $  76,499,402
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 700,951,873   194,550,105   364,677,577   41,190,676
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 3,492,438,056   (496,987,234)   993,091,679   (294,473,186)
Net Increase (Decrease) in Net Assets Resulting from Operations 4,346,803,092   (142,860,306)   1,435,023,915   (176,783,108)
Distributions to Shareholders:              
Class A (124,272,767)   (160,312,321)   (41,652,685)   (123,227,802)
Class C (3,956,164)   (7,036,533)   (3,698,845)   (20,643,364)
Class I (71,985,276)   (56,365,416)   (33,459,498)   (79,079,559)
Class R3 (1,696,101)   (2,526,370)   (781,704)   (3,167,178)
Class R4 (2,690,217)   (4,441,817)   (1,147,861)   (4,104,853)
Class R5 (6,848,052)   (8,627,986)   (2,137,950)   (6,408,419)
Class R6 (9,408,231)   (6,208,413)   (2,007,112)   (4,420,613)
Class Y (30,895,801)   (32,073,450)   (2,882,683)   (8,372,101)
Class F (117,659,277)   (133,641,614)   (30,248,716)   (77,653,805)
Total distributions (369,411,886)   (411,233,920)   (118,017,054)   (327,077,694)
Capital Share Transactions:              
Sold 4,029,585,831   2,466,834,298   771,725,035   870,782,771
Issued on reinvestment of distributions 354,750,045   395,743,447   113,763,031   313,924,345
Redeemed (2,883,515,258)   (2,162,912,714)   (999,427,216)   (1,064,410,832)
Net increase (decrease) from capital share transactions 1,500,820,618   699,665,031   (113,939,150)   120,296,284
Net Increase (Decrease) in Net Assets 5,478,211,824   145,570,805   1,203,067,711   (383,564,518)
Net Assets:              
Beginning of period 9,188,890,256   9,043,319,451   3,692,045,187   4,075,609,705
End of period $ 14,667,102,080   $ 9,188,890,256   $ 4,895,112,898   $ 3,692,045,187
The accompanying notes are an integral part of these financial statements.

90


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  The Hartford
Growth Opportunities Fund
  The Hartford
Healthcare Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  (54,382,771)   $  (29,916,479)   $  (5,610,496)   $  (4,395,168)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 1,724,280,446   1,058,626,660   183,832,310   203,398,936
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 264,840,372   1,003,071,867   154,285,853   73,940,755
Net Increase (Decrease) in Net Assets Resulting from Operations 1,934,738,047   2,031,782,048   332,507,667   272,944,523
Distributions to Shareholders:              
Class A (423,673,541)   (132,324,071)   (93,880,300)   (43,738,879)
Class C (94,842,287)   (33,402,683)   (22,672,232)   (11,289,417)
Class I (234,064,363)   (86,336,894)   (44,908,247)   (18,502,650)
Class R3 (7,102,825)   (2,788,128)   (3,747,674)   (2,132,500)
Class R4 (9,398,654)   (3,725,988)   (2,881,694)   (1,601,341)
Class R5 (2,988,257)   (1,419,176)   (1,201,964)   (362,224)
Class R6 (5,296,402)   (1,357,539)   (438,736)   (138,636)
Class Y (53,966,607)   (8,936,697)   (10,597,239)   (4,160,454)
Class F (109,670,067)   (31,543,831)   (4,009,747)   (1,805,276)
Total distributions (941,003,003)   (301,835,007)   (184,337,833)   (83,731,377)
Capital Share Transactions:              
Sold 1,412,684,010   1,236,652,514   254,406,423   225,456,081
Issued on reinvestment of distributions 867,858,722   276,247,055   175,117,607   79,518,799
Redeemed (1,585,916,069)   (1,570,077,091)   (314,733,008)   (300,020,713)
Net increase (decrease) from capital share transactions 694,626,663   (57,177,522)   114,791,022   4,954,167
Net Increase (Decrease) in Net Assets 1,688,361,707   1,672,769,519   262,960,856   194,167,313
Net Assets:              
Beginning of period 6,395,107,228   4,722,337,709   1,465,668,588   1,271,501,275
End of period $ 8,083,468,935   $ 6,395,107,228   $ 1,728,629,444   $ 1,465,668,588
The accompanying notes are an integral part of these financial statements.

91


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  68,229,033   $  (10,215,371)   $  1,874,621   $  4,875,802
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 1,707,213,123   1,702,763,140   100,036,552   (39,228,979)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 2,690,020,087   (766,119,265)   189,407,923   (52,936,953)
Net Increase (Decrease) in Net Assets Resulting from Operations 4,465,462,243   926,428,504   291,319,096   (87,290,130)
Distributions to Shareholders:              
Class A (347,506,316)   (150,147,304)   (837,738)   (9,305,290)
Class C (72,065,078)   (38,059,233)     (469,443)
Class I (475,898,575)   (215,894,776)   (113,371)   (986,601)
Class R3 (10,341,121)   (4,574,098)     (194,286)
Class R4 (21,473,620)   (11,938,522)   (19,877)   (330,164)
Class R5 (36,606,303)   (21,826,289)   (9,446)   (46,111)
Class R6 (171,635,482)   (75,768,819)    
Class Y (114,448,304)   (67,701,427)   (91,721)   (388,031)
Class F (294,576,639)   (117,154,616)   (2,424,869)   (10,736,193)
Total distributions (1,544,551,438)   (703,065,084)   (3,497,022)   (22,456,119)
Capital Share Transactions:              
Sold 2,014,553,894   3,049,644,964   146,817,585   143,137,588
Issued on reinvestment of distributions 1,483,163,109   674,235,988   3,487,144   22,332,350
Redeemed (5,460,496,113)   (4,890,549,843)   (162,560,509)   (161,706,044)
Net increase (decrease) from capital share transactions (1,962,779,110)   (1,166,668,891)   (12,255,780)   3,763,894
Net Increase (Decrease) in Net Assets 958,131,695   (943,305,471)   275,566,294   (105,982,355)
Net Assets:              
Beginning of period 12,968,160,312   13,911,465,783   599,777,782   705,760,137
End of period $ 13,926,292,007   $ 12,968,160,312   $ 875,344,076   $ 599,777,782
The accompanying notes are an integral part of these financial statements.

92


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford
Quality Value Fund
  The Hartford
Small Cap Growth Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  3,150,999   $  4,115,456   $  (4,024,977)   $  (2,708,736)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 13,598,905   (2,408,260)   174,617,463   76,991,681
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 56,452,184   (16,678,797)   106,905,409   50,280,658
Net Increase (Decrease) in Net Assets Resulting from Operations 73,202,088   (14,971,601)   277,497,895   124,563,603
Distributions to Shareholders:              
Class A (3,241,327)   (8,585,823)   (16,552,797)   (3,152,385)
Class C (63,247)   (334,835)   (1,531,478)   (371,513)
Class I (300,872)   (704,282)   (7,507,522)   (2,950,208)
Class R3 (17,729)   (57,990)   (683,476)   (162,662)
Class R4 (91,734)   (303,759)   (2,012,020)   (630,158)
Class R5 (5,775)   (12,405)   (5,481,575)   (1,205,841)
Class R6 (13,682)   (1,828)   (6,037,686)   (971,533)
Class Y (10,318)   (33,830)   (17,719,809)   (5,261,028)
Class F (258,522)   (650,547)   (3,391,955)   (693,277)
Total distributions (4,003,206)   (10,685,299)   (60,918,318)   (15,398,605)
Capital Share Transactions:              
Sold 21,527,878   14,502,495   158,407,323   261,523,570
Issued on reinvestment of distributions 3,936,286   10,505,584   58,369,869   14,907,961
Redeemed (31,941,068)   (38,374,320)   (342,794,035)   (601,709,062)
Net increase (decrease) from capital share transactions (6,476,904)   (13,366,241)   (126,016,843)   (325,277,531)
Net Increase (Decrease) in Net Assets 62,721,978   (39,023,141)   90,562,734   (216,112,533)
Net Assets:              
Beginning of period 169,557,236   208,580,377   800,020,951   1,016,133,484
End of period $ 232,279,214   $ 169,557,236   $ 890,583,685   $ 800,020,951
The accompanying notes are an integral part of these financial statements.

93


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
For the Year Ended October 31, 2021  

  Hartford
Small Cap Value Fund
  The Hartford
Small Company Fund
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2020
Operations:              
Net investment income (loss) $  1,454,248   $  1,079,397   $  (8,422,124)   $  (3,224,456)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 17,243,277   (8,845,626)   219,723,239   80,687,603
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions 29,174,321   (8,048,202)   8,069,059   109,288,045
Net Increase (Decrease) in Net Assets Resulting from Operations 47,871,846   (15,814,431)   219,370,174   186,751,192
Distributions to Shareholders:              
Class A (363,877)   (2,971,162)   (42,313,500)   (19,581,596)
Class C (3,950)   (232,432)   (1,604,568)   (922,638)
Class I (54,057)   (419,421)   (3,566,682)   (1,641,458)
Class R3 (3,498)   (37,274)   (1,394,856)   (795,519)
Class R4 (362)   (4,174)   (1,251,522)   (754,352)
Class R5 (148)   (730)   (377,954)   (157,911)
Class R6 (3,866)   (7,037)   (128,962)   (5,772)
Class Y (3,913)   (28,438)   (1,778,231)   (1,571,493)
Class F (666,330)   (3,318,166)   (24,289,826)   (11,316,929)
Total distributions (1,100,001)   (7,018,834)   (76,706,101)   (36,747,668)
Capital Share Transactions:              
Sold 82,135,100   14,194,625   307,799,887   102,088,209
Issued on reinvestment of distributions 1,094,882   6,977,511   76,133,999   36,543,865
Redeemed (32,701,037)   (23,873,812)   (262,911,327)   (164,590,834)
Net increase (decrease) from capital share transactions 50,528,945   (2,701,676)   121,022,559   (25,958,760)
Net Increase (Decrease) in Net Assets 97,300,790   (25,534,941)   263,686,632   124,044,764
Net Assets:              
Beginning of period 79,364,274   104,899,215   730,216,413   606,171,649
End of period $ 176,665,064   $ 79,364,274   $ 993,903,045   $ 730,216,413
The accompanying notes are an integral part of these financial statements.

94


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 Year Ended October 31, 2021
A   $ 38.39   $  0.05   $ 12.59   $ 12.64   $ (0.15)   $  (1.99)   $  (2.14)   $ 48.89   33.83%   $ 5,710,869   1.04%   1.04%   0.12%   62%
C   27.45   (0.21)   8.89   8.68     (1.99)   (1.99)   34.14   32.74   148,862   1.83   1.83   (0.66)   62
I   38.66   0.18   12.65   12.83   (0.26)   (1.99)   (2.25)   49.25   34.15   721,608   0.77   0.77   0.38   62
R3   43.14   (0.13)   14.19   14.06     (1.99)   (1.99)   55.21   33.32   45,054   1.41   1.41   (0.25)   62
R4   44.91   0.03   14.77   14.80   (0.10)   (1.99)   (2.09)   57.63   33.72   36,750   1.10   1.10   0.06   62
R5   45.94   0.20   15.10   15.30   (0.24)   (1.99)   (2.23)   59.02   34.11   36,529   0.80   0.80   0.36   62
R6   46.27   0.26   15.22   15.48   (0.28)   (1.99)   (2.27)   59.48   34.27   19,261   0.69   0.69   0.46   62
Y   46.24   0.21   15.21   15.42   (0.26)   (1.99)   (2.25)   59.41   34.14   122,539   0.80   0.79   0.37   62
F   38.66   0.21   12.67   12.88   (0.29)   (1.99)   (2.28)   49.26   34.28   893,713   0.69   0.69   0.47   62
For the Year Ended October 31, 2020
A   $ 37.12   $  0.18   $  2.90   $  3.08   $ (0.17)   $  (1.64)   $  (1.81)   $ 38.39   8.57%   $ 4,645,677   1.07%   1.07%   0.48%   84%
C   27.08   (0.07)   2.08   2.01     (1.64)   (1.64)   27.45   7.78   177,309   1.85   1.85   (0.27)   84
I   37.36   0.28   2.93   3.21   (0.27)   (1.64)   (1.91)   38.66   8.88   584,048   0.79   0.79   0.77   84
R3   41.47   0.06   3.25   3.31     (1.64)   (1.64)   43.14   8.25   42,449   1.42   1.42   0.14   84
R4   43.06   0.20   3.39   3.59   (0.10)   (1.64)   (1.74)   44.91   8.59   32,732   1.10   1.10   0.46   84
R5   44.04   0.33   3.47   3.80   (0.26)   (1.64)   (1.90)   45.94   8.88   34,188   0.81   0.81   0.75   84
R6   44.34   0.43   3.44   3.87   (0.30)   (1.64)   (1.94)   46.27   9.03   12,531   0.70   0.70   1.00   84
Y   44.32   0.36   3.49   3.85   (0.29)   (1.64)   (1.93)   46.24   8.97   103,152   0.80   0.75   0.83   84
F   37.36   0.31   2.93   3.24   (0.30)   (1.64)   (1.94)   38.66   9.00   724,872   0.70   0.70   0.85   84
For the Year Ended October 31, 2019
A   $ 37.88   $  0.15   $  4.81   $  4.96   $ (0.11)   $  (5.61)   $  (5.72)   $ 37.12   16.32%   $ 4,831,749   1.07%   1.07%   0.42%   68%
C   29.30   (0.09)   3.48   3.39     (5.61)   (5.61)   27.08   15.45   278,394   1.83   1.83   (0.33)   68
I   38.08   0.25   4.84   5.09   (0.20)   (5.61)   (5.81)   37.36   16.66   658,302   0.79   0.79   0.70   68
R3   41.62   0.03   5.43   5.46     (5.61)   (5.61)   41.47   15.91   50,957   1.42   1.42   0.07   68
R4   42.94   0.16   5.63   5.79   (0.06)   (5.61)   (5.67)   43.06   16.27   38,634   1.11   1.11   0.39   68
R5   43.80   0.28   5.75   6.03   (0.18)   (5.61)   (5.79)   44.04   16.64   38,808   0.80   0.80   0.68   68
R6   44.07   0.33   5.78   6.11   (0.23)   (5.61)   (5.84)   44.34   16.74   80,535   0.70   0.70   0.78   68
Y   44.06   0.32   5.77   6.09   (0.22)   (5.61)   (5.83)   44.32   16.71   187,754   0.78   0.74   0.75   68
F   38.09   0.28   4.83   5.11   (0.23)   (5.61)   (5.84)   37.36   16.75   776,505   0.70   0.70   0.79   68
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
The accompanying notes are an integral part of these financial statements.

95


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, 2017
A   $ 34.49   $  0.13   $  7.39   $  7.52   $ (0.15)   $  —   $  (0.15)   $ 41.86   21.86%   $ 4,613,982   1.09% (4)   1.08% (4)   0.34%   123%
C   27.80   (0.12)   5.94   5.82         33.62   20.97   1,241,267   1.82 (4)   1.82 (4)   (0.39)   123
I   34.65   0.25   7.40   7.65   (0.26)     (0.26)   42.04   22.20   846,019   0.81 (4)   0.81 (4)   0.63   123
R3   37.38   0.01   8.01   8.02   (0.01)     (0.01)   45.39   21.47   75,201   1.42 (4)   1.40 (4)   0.03   123
R4   38.39   0.14   8.23   8.37   (0.07)     (0.07)   46.69   21.82   74,374   1.11 (4)   1.11 (4)   0.33   123
R5   39.15   0.28   8.37   8.65   (0.26)     (0.26)   47.54   22.20   40,582   0.81 (4)   0.80 (4)   0.63   123
R6   39.36   0.31   8.42   8.73   (0.29)     (0.29)   47.80   22.33   70,142   0.71 (4)   0.71 (4)   0.71   123
Y   39.36   0.30   8.41   8.71   (0.29)     (0.29)   47.78   22.27   184,502   0.72 (4)   0.72 (4)   0.70   123
F (5)   38.15   0.18   3.73   3.91         42.06   10.28 (6)   1,103,972   0.71 (4)(7)   0.71 (4)(7)   0.65 (7)   123
Hartford Core Equity Fund
For the Year Ended October 31, 2021
A   $ 36.04   $  0.23   $ 13.36   $ 13.59   $ (0.22)   $  —   $  (0.22)   $ 49.41   37.85%   $ 1,681,155   0.70%   0.70%   0.52%   13%
C   32.62   (0.09)   12.10   12.01         44.63   36.82   583,876   1.45   1.45   (0.23)   13
I   36.16   0.34   13.40   13.74   (0.31)     (0.31)   49.59   38.19   4,700,782   0.45   0.45   0.77   13
R3   36.54   0.07   13.56   13.63   (0.11)     (0.11)   50.06   37.38   71,617   1.07   1.06   0.16   13
R4   37.20   0.23   13.79   14.02   (0.21)     (0.21)   51.01   37.82   239,198   0.76   0.72   0.50   13
R5   36.44   0.34   13.51   13.85   (0.30)     (0.30)   49.99   38.17   225,017   0.46   0.46   0.76   13
R6   36.62   0.39   13.57   13.96   (0.34)     (0.34)   50.24   38.31   1,045,661   0.36   0.36   0.86   13
Y   36.60   0.35   13.56   13.91   (0.31)     (0.31)   50.20   38.20   903,952   0.46   0.44   0.78   13
F   36.19   0.38   13.42   13.80   (0.34)     (0.34)   49.65   38.33   3,213,368   0.36   0.36   0.86   13
For the Year Ended October 31, 2020
A   $ 33.40   $  0.26   $  3.23   $  3.49   $ (0.23)   $  (0.62)   $  (0.85)   $ 36.04   10.58%   $ 1,140,994   0.73%   0.72%   0.77%   22%
C   30.35   0.01   2.92   2.93   (0.04)   (0.62)   (0.66)   32.62   9.74   443,989   1.47   1.47   0.03   22
I   33.50   0.35   3.24   3.59   (0.31)   (0.62)   (0.93)   36.16   10.87   2,936,718   0.46   0.46   1.03   22
R3   33.86   0.15   3.26   3.41   (0.11)   (0.62)   (0.73)   36.54   10.17   46,674   1.07   1.07   0.43   22
R4   34.44   0.27   3.33   3.60   (0.22)   (0.62)   (0.84)   37.20   10.58   169,267   0.78   0.73   0.77   22
R5   33.75   0.36   3.25   3.61   (0.30)   (0.62)   (0.92)   36.44   10.85   188,738   0.47   0.47   1.04   22
R6   33.91   0.38   3.29   3.67   (0.34)   (0.62)   (0.96)   36.62   10.96   746,018   0.38   0.38   1.10   22
Y   33.90   0.36   3.28   3.64   (0.32)   (0.62)   (0.94)   36.60   10.89   668,655   0.47   0.45   1.05   22
F   33.52   0.38   3.25   3.63   (0.34)   (0.62)   (0.96)   36.19   10.97   2,251,700   0.38   0.38   1.12   22
For the Year Ended October 31, 2019
A   $ 30.17   $  0.27   $  4.40   $  4.67   $ (0.21)   $  (1.23)   $  (1.44)   $ 33.40   16.60%   $  881,587   0.74%   0.73%   0.88%   15%
C   27.53   0.04   4.01   4.05     (1.23)   (1.23)   30.35   15.71   366,553   1.47   1.47   0.14   15
I   30.26   0.35   4.40   4.75   (0.28)   (1.23)   (1.51)   33.50   16.91   1,740,669   0.47   0.47   1.14   15
R3   30.52   0.16   4.48   4.64   (0.07)   (1.23)   (1.30)   33.86   16.18   34,158   1.10   1.10   0.52   15
R4   31.03   0.28   4.54   4.82   (0.18)   (1.23)   (1.41)   34.44   16.59   150,159   0.77   0.74   0.88   15
R5   30.47   0.35   4.44   4.79   (0.28)   (1.23)   (1.51)   33.75   16.90   231,879   0.49   0.49   1.13   15
R6   30.61   0.38   4.46   4.84   (0.31)   (1.23)   (1.54)   33.91   17.01   259,706   0.38   0.38   1.22   15
Y   30.61   0.37   4.45   4.82   (0.30)   (1.23)   (1.53)   33.90   16.94   371,580   0.46   0.43   1.18   15
F   30.28   0.38   4.40   4.78   (0.31)   (1.23)   (1.54)   33.52   17.00   1,655,619   0.38   0.38   1.21   15
The accompanying notes are an integral part of these financial statements.

96


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, 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 (5)   26.05   0.26   2.32   2.58         28.63   9.90 (6)   585,057   0.41 (7)   0.41 (7)   1.39 (7)   39
The Hartford Dividend and Growth Fund
For the Year Ended October 31, 2021
A   $ 24.26   $  0.33   $ 10.63   $ 10.96   $ (0.33)   $  (0.57)   $  (0.90)   $ 34.32   46.01%   $ 4,733,858   0.97%   0.97%   1.07%   18%
C   23.31   0.09   10.22   10.31   (0.11)   (0.57)   (0.68)   32.94   44.92   169,569   1.75   1.75   0.30   18
I   24.12   0.40   10.58   10.98   (0.41)   (0.57)   (0.98)   34.12   46.39   3,178,645   0.71   0.71   1.30   18
R3   24.65   0.22   10.80   11.02   (0.22)   (0.57)   (0.79)   34.88   45.43   66,751   1.35   1.35   0.70   18
R4   24.84   0.32   10.89   11.21   (0.31)   (0.57)   (0.88)   35.17   45.92   106,561   1.03   1.03   1.01   18
R5   24.95   0.41   10.95   11.36   (0.41)   (0.57)   (0.98)   35.33   46.35   265,832   0.73   0.73   1.30   18
R6   24.95   0.44   10.96   11.40   (0.44)   (0.57)   (1.01)   35.34   46.52   470,425   0.63   0.63   1.37   18
Y   24.95   0.44   10.94   11.38   (0.42)   (0.57)   (0.99)   35.34   46.47   929,283   0.74   0.67   1.38   18
F   24.10   0.43   10.58   11.01   (0.44)   (0.57)   (1.01)   34.10   46.55   4,746,178   0.63   0.63   1.40   18
For the Year Ended October 31, 2020
A   $ 25.93   $  0.39   $  (0.94)   $  (0.55)   $ (0.37)   $  (0.75)   $  (1.12)   $ 24.26   (2.20)%   $ 3,385,907   1.00%   1.00%   1.61%   28%
C   24.96   0.20   (0.92)   (0.72)   (0.18)   (0.75)   (0.93)   23.31   (3.01)   138,431   1.78   1.78   0.84   28
I   25.80   0.45   (0.94)   (0.49)   (0.44)   (0.75)   (1.19)   24.12   (1.97)   1,681,761   0.73   0.73   1.86   28
R3   26.32   0.31   (0.95)   (0.64)   (0.28)   (0.75)   (1.03)   24.65   (2.54)   54,642   1.35   1.35   1.26   28
R4   26.52   0.39   (0.97)   (0.58)   (0.35)   (0.75)   (1.10)   24.84   (2.26)   82,299   1.05   1.05   1.56   28
R5   26.64   0.47   (0.98)   (0.51)   (0.43)   (0.75)   (1.18)   24.95   (1.97)   177,851   0.74   0.74   1.86   28
R6   26.64   0.49   (0.97)   (0.48)   (0.46)   (0.75)   (1.21)   24.95   (1.87)   196,065   0.65   0.65   1.94   28
Y   26.64   0.48   (0.97)   (0.49)   (0.45)   (0.75)   (1.20)   24.95   (1.91)   735,618   0.73   0.68   1.92   28
F   25.78   0.48   (0.95)   (0.47)   (0.46)   (0.75)   (1.21)   24.10   (1.89)   2,736,317   0.64   0.64   1.96   28
The accompanying notes are an integral part of these financial statements.

97


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, 2019
A   $ 25.63   $  0.40   $  2.63   $  3.03   $ (0.38)   $  (2.35)   $  (2.73)   $ 25.93   13.75%   $ 3,739,696   1.00%   0.99%   1.65%   22%
C   24.75   0.21   2.53   2.74   (0.18)   (2.35)   (2.53)   24.96   12.92   192,715   1.77   1.77   0.89   22
I   25.51   0.46   2.63   3.09   (0.45)   (2.35)   (2.80)   25.80   14.08   1,079,962   0.73   0.73   1.89   22
R3   25.97   0.32   2.67   2.99   (0.29)   (2.35)   (2.64)   26.32   13.33   66,115   1.36   1.35   1.30   22
R4   26.14   0.40   2.69   3.09   (0.36)   (2.35)   (2.71)   26.52   13.71   111,451   1.04   1.04   1.61   22
R5   26.25   0.47   2.71   3.18   (0.44)   (2.35)   (2.79)   26.64   14.05   193,707   0.74   0.74   1.89   22
R6   26.25   0.50   2.71   3.21   (0.47)   (2.35)   (2.82)   26.64   14.16   119,159   0.64   0.64   1.98   22
Y   26.25   0.49   2.70   3.19   (0.45)   (2.35)   (2.80)   26.64   14.10   696,309   0.71   0.68   1.96   22
F   25.50   0.49   2.61   3.10   (0.47)   (2.35)   (2.82)   25.78   14.15   2,844,206   0.64   0.64   2.00   22
For the Year Ended October 31, 2018
A   $ 27.46   $  0.39   $  0.80   $  1.19   $ (0.38)   $  (2.64)   $  (3.02)   $ 25.63   4.38%   $ 3,521,062   0.99%   0.99%   1.49%   31%
C   26.62   0.19   0.77   0.96   (0.19)   (2.64)   (2.83)   24.75   3.58   228,076   1.76   1.75   0.76   31
I   27.35   0.46   0.79   1.25   (0.45)   (2.64)   (3.09)   25.51   4.68   847,646   0.73   0.73   1.75   31
R3   27.78   0.30   0.81   1.11   (0.28)   (2.64)   (2.92)   25.97   4.03   72,723   1.35   1.35   1.13   31
R4   27.95   0.39   0.80   1.19   (0.36)   (2.64)   (3.00)   26.14   4.32   131,649   1.04   1.04   1.44   31
R5   28.05   0.47   0.82   1.29   (0.45)   (2.64)   (3.09)   26.25   4.65   146,918   0.74   0.74   1.74   31
R6   28.05   0.49   0.82   1.31   (0.47)   (2.64)   (3.11)   26.25   4.76   74,795   0.64   0.64   1.84   31
Y   28.05   0.49   0.81   1.30   (0.46)   (2.64)   (3.10)   26.25   4.72   616,454   0.68   0.68   1.80   31
F   27.33   0.48   0.80   1.28   (0.47)   (2.64)   (3.11)   25.50   4.77   2,591,584   0.64   0.64   1.84   31
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 (5)   25.51   0.29   1.86   2.15   (0.33)     (0.33)   27.33   8.49 (6)   2,570,906   0.64 (7)   0.64 (7)   1.66 (7)   26
The Hartford Equity Income Fund
For the Year Ended October 31, 2021
A   $ 17.55   $  0.34   $  6.50   $  6.84   $ (0.34)   $  (0.20)   $  (0.54)   $ 23.85   39.45%   $ 1,864,492   0.98%   0.98%   1.57%   24%
C   17.46   0.18   6.44   6.62   (0.16)   (0.20)   (0.36)   23.72   38.31   162,393   1.75   1.75   0.85   24
I   17.44   0.39   6.44   6.83   (0.39)   (0.20)   (0.59)   23.68   39.69   1,360,339   0.74   0.74   1.81   24
R3   17.59   0.26   6.50   6.76   (0.26)   (0.20)   (0.46)   23.89   38.83   33,485   1.36   1.35   1.21   24
R4   17.62   0.33   6.50   6.83   (0.32)   (0.20)   (0.52)   23.93   39.25   49,923   1.05   1.05   1.52   24
R5   17.71   0.40   6.55   6.95   (0.39)   (0.20)   (0.59)   24.07   39.75   80,991   0.75   0.75   1.80   24
R6   17.76   0.42   6.56   6.98   (0.41)   (0.20)   (0.61)   24.13   39.82   81,643   0.65   0.65   1.90   24
Y   17.76   0.40   6.57   6.97   (0.39)   (0.20)   (0.59)   24.14   39.77   120,502   0.74   0.73   1.81   24
F   17.44   0.41   6.44   6.85   (0.41)   (0.20)   (0.61)   23.68   39.81   1,141,345   0.65   0.65   1.92   24
The accompanying notes are an integral part of these financial statements.

98


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, 2020
A   $ 19.99   $  0.34   $  (1.21)   $  (0.87)   $ (0.31)   $  (1.26)   $  (1.57)   $ 17.55   (4.68)%   $ 1,365,895   1.00%   1.00%   1.89%   31%
C   19.88   0.21   (1.20)   (0.99)   (0.17)   (1.26)   (1.43)   17.46   (5.38)   191,917   1.76   1.76   1.15   31
I   19.88   0.38   (1.20)   (0.82)   (0.36)   (1.26)   (1.62)   17.44   (4.44)   977,950   0.74   0.74   2.13   31
R3   20.02   0.28   (1.20)   (0.92)   (0.25)   (1.26)   (1.51)   17.59   (4.97)   31,778   1.36   1.36   1.55   31
R4   20.06   0.33   (1.21)   (0.88)   (0.30)   (1.26)   (1.56)   17.62   (4.72)   41,386   1.05   1.05   1.85   31
R5   20.16   0.39   (1.22)   (0.83)   (0.36)   (1.26)   (1.62)   17.71   (4.46)   56,329   0.77   0.77   2.14   31
R6   20.21   0.40   (1.21)   (0.81)   (0.38)   (1.26)   (1.64)   17.76   (4.34)   55,448   0.66   0.66   2.22   31
Y   20.22   0.40   (1.23)   (0.83)   (0.37)   (1.26)   (1.63)   17.76   (4.40)   81,615   0.76   0.71   2.20   31
F   19.87   0.40   (1.19)   (0.79)   (0.38)   (1.26)   (1.64)   17.44   (4.31)   889,727   0.66   0.66   2.23   31
For the Year Ended October 31, 2019
A   $ 19.39   $  0.38   $  2.02   $  2.40   $ (0.36)   $  (1.44)   $  (1.80)   $ 19.99   13.88%   $ 1,565,663   1.00%   1.00%   2.01%   21%
C   19.29   0.24   2.00   2.24   (0.21)   (1.44)   (1.65)   19.88   13.00   292,388   1.76   1.76   1.27   21
I   19.29   0.43   2.01   2.44   (0.41)   (1.44)   (1.85)   19.88   14.17   959,142   0.75   0.75   2.26   21
R3   19.41   0.32   2.02   2.34   (0.29)   (1.44)   (1.73)   20.02   13.48   43,474   1.36   1.36   1.66   21
R4   19.44   0.37   2.04   2.41   (0.35)   (1.44)   (1.79)   20.06   13.85   53,957   1.07   1.07   1.96   21
R5   19.54   0.43   2.04   2.47   (0.41)   (1.44)   (1.85)   20.16   14.14   81,758   0.76   0.76   2.25   21
R6   19.58   0.45   2.05   2.50   (0.43)   (1.44)   (1.87)   20.21   14.29   52,201   0.66   0.66   2.33   21
Y   19.58   0.45   2.05   2.50   (0.42)   (1.44)   (1.86)   20.22   14.21   105,015   0.73   0.71   2.34   21
F   19.29   0.44   2.01   2.45   (0.43)   (1.44)   (1.87)   19.87   14.24   922,012   0.66   0.66   2.34   21
For the Year Ended October 31, 2018
A   $ 20.64   $  0.38   $  (0.24)   $  0.14   $ (0.35)   $  (1.04)   $  (1.39)   $ 19.39   0.49%   $ 1,508,580   1.00%   1.00%   1.90%   22%
C   20.53   0.23   (0.23)     (0.20)   (1.04)   (1.24)   19.29   (0.22)   330,741   1.75   1.75   1.16   22
I   20.54   0.43   (0.24)   0.19   (0.40)   (1.04)   (1.44)   19.29   0.77   1,157,708   0.74   0.74   2.14   22
R3   20.66   0.31   (0.25)   0.06   (0.27)   (1.04)   (1.31)   19.41   0.12   46,820   1.36   1.36   1.53   22
R4   20.69   0.37   (0.24)   0.13   (0.34)   (1.04)   (1.38)   19.44   0.43   70,446   1.06   1.06   1.83   22
R5   20.78   0.43   (0.23)   0.20   (0.40)   (1.04)   (1.44)   19.54   0.78   79,557   0.76   0.76   2.13   22
R6   20.83   0.45   (0.24)   0.21   (0.42)   (1.04)   (1.46)   19.58   0.83   34,957   0.66   0.66   2.22   22
Y   20.83   0.45   (0.25)   0.20   (0.41)   (1.04)   (1.45)   19.58   0.79   140,057   0.70   0.70   2.19   22
F   20.54   0.45   (0.24)   0.21   (0.42)   (1.04)   (1.46)   19.29   0.85   774,529   0.65   0.65   2.23   22
For the Year Ended October 31, 2017
A   $ 17.97   $  0.35   $  3.24   $  3.59   $ (0.32)   $  (0.60)   $  (0.92)   $ 20.64   20.51%   $ 1,685,398   1.00%   1.00%   1.83%   16%
C   17.89   0.21   3.21   3.42   (0.18)   (0.60)   (0.78)   20.53   19.56   449,104   1.74   1.74   1.09   16
I   17.89   0.39   3.23   3.62   (0.37)   (0.60)   (0.97)   20.54   20.76   1,111,235   0.78   0.78   2.03   16
R3   17.99   0.28   3.24   3.52   (0.25)   (0.60)   (0.85)   20.66   20.06   57,341   1.37   1.37   1.46   16
R4   18.02   0.34   3.24   3.58   (0.31)   (0.60)   (0.91)   20.69   20.39   79,632   1.06   1.06   1.77   16
R5   18.09   0.40   3.26   3.66   (0.37)   (0.60)   (0.97)   20.78   20.77   83,048   0.76   0.76   2.06   16
R6   18.13   0.41   3.28   3.69   (0.39)   (0.60)   (0.99)   20.83   20.91   29,284   0.66   0.66   2.10   16
Y   18.13   0.45   3.23   3.68   (0.38)   (0.60)   (0.98)   20.83   20.88   141,479   0.67   0.67   2.35   16
F (5)   19.22   0.24   1.37   1.61   (0.29)     (0.29)   20.54   8.45 (6)   674,626   0.66 (7)   0.66 (7)   1.84 (7)   16
The accompanying notes are an integral part of these financial statements.

99


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
For the Year Ended October 31, 2021
A   $ 54.65   $ (0.47)   $ 15.83   $ 15.36   $  —   $  (7.91)   $  (7.91)   $ 62.10   30.45%   $ 3,650,083   1.07%   1.06%   (0.80)%   87%
C   26.47   (0.38)   6.96   6.58     (7.91)   (7.91)   25.14   29.47   321,097   1.83   1.83   (1.57)   87
I   58.51   (0.36)   17.05   16.69     (7.91)   (7.91)   67.29   30.75   2,124,160   0.82   0.82   (0.56)   87
R3   54.41   (0.68)   15.73   15.05     (7.91)   (7.91)   61.55   29.96   51,824   1.45   1.44   (1.18)   87
R4   58.79   (0.56)   17.13   16.57     (7.91)   (7.91)   67.45   30.36   76,404   1.14   1.14   (0.88)   87
R5   62.69   (0.39)   18.36   17.97     (7.91)   (7.91)   72.75   30.74   25,000   0.84   0.84   (0.58)   87
R6   64.01   (0.34)   18.79   18.45     (7.91)   (7.91)   74.55   30.87   72,428   0.74   0.74   (0.49)   87
Y   63.96   (0.40)   18.76   18.36     (7.91)   (7.91)   74.41   30.74   565,204   0.84   0.83   (0.57)   87
F   58.77   (0.31)   17.14   16.83     (7.91)   (7.91)   67.69   30.87   1,197,268   0.73   0.73   (0.48)   87
For the Year Ended October 31, 2020
A   $ 39.45   $ (0.30)   $ 18.03   $ 17.73   $  —   $  (2.53)   $  (2.53)   $ 54.65   47.69%   $ 2,939,376   1.10%   1.09%   (0.66)%   118%
C   20.50   (0.31)   8.81   8.50     (2.53)   (2.53)   26.47   46.64   322,226   1.85   1.85   (1.41)   118
I   41.95   (0.19)   19.28   19.09     (2.53)   (2.53)   58.51   48.12   1,722,100   0.83   0.83   (0.39)   118
R3   39.41   (0.44)   17.97   17.53     (2.53)   (2.53)   54.41   47.21   47,880   1.44   1.43   (0.99)   118
R4   42.26   (0.33)   19.39   19.06     (2.53)   (2.53)   58.79   47.67   70,918   1.13   1.13   (0.69)   118
R5   44.78   (0.20)   20.64   20.44     (2.53)   (2.53)   62.69   48.09   23,170   0.85   0.85   (0.40)   118
R6   45.63   (0.17)   21.08   20.91     (2.53)   (2.53)   64.01   48.23   40,559   0.74   0.74   (0.31)   118
Y   45.62   (0.20)   21.07   20.87     (2.53)   (2.53)   63.96   48.15   433,672   0.83   0.78   (0.38)   118
F   42.09   (0.15)   19.36   19.21     (2.53)   (2.53)   58.77   48.25   795,206   0.74   0.74   (0.31)   118
For the Year Ended October 31, 2019
A   $ 45.89   $ (0.25)   $  4.35   $  4.10   $  —   $ (10.54)   $ (10.54)   $ 39.45   13.64%   $ 2,089,246   1.12%   1.11%   (0.64)%   66%
C   29.36   (0.29)   1.97   1.68     (10.54)   (10.54)   20.50   12.79   281,545   1.86   1.86   (1.39)   66
I   47.99   (0.16)   4.66   4.50     (10.54)   (10.54)   41.95   13.94   1,500,756   0.85   0.85   (0.38)   66
R3   45.98   (0.39)   4.36   3.97     (10.54)   (10.54)   39.41   13.25   44,757   1.47   1.46   (1.00)   66
R4   48.38   (0.29)   4.71   4.42     (10.54)   (10.54)   42.26   13.57   67,104   1.15   1.15   (0.69)   66
R5   50.48   (0.17)   5.01   4.84     (10.54)   (10.54)   44.78   13.92   25,396   0.85   0.85   (0.39)   66
R6   51.18   (0.13)   5.12   4.99     (10.54)   (10.54)   45.63   14.03   22,765   0.75   0.75   (0.29)   66
Y   51.18   (0.15)   5.13   4.98     (10.54)   (10.54)   45.62   14.00   164,390   0.83   0.79   (0.33)   66
F   48.07   (0.12)   4.68   4.56     (10.54)   (10.54)   42.09   14.07   526,379   0.74   0.74   (0.28)   66
For the Year Ended October 31, 2018
A   $ 46.20   $ (0.29)   $  3.86   $  3.57   $  —   $  (3.88)   $  (3.88)   $ 45.89   8.31%   $ 2,013,200   1.11%   1.11%   (0.61)%   122%
C   31.15   (0.41)   2.50   2.09     (3.88)   (3.88)   29.36   7.49   321,653   1.85   1.85   (1.35)   122
I   48.01   (0.17)   4.03   3.86     (3.88)   (3.88)   47.99   8.62   1,674,141   0.84   0.84   (0.34)   122
R3   46.43   (0.45)   3.88   3.43     (3.88)   (3.88)   45.98   7.94   47,707   1.46   1.45   (0.95)   122
R4   48.52   (0.32)   4.06   3.74     (3.88)   (3.88)   48.38   8.28   79,229   1.15   1.15   (0.65)   122
R5   50.31   (0.18)   4.23   4.05     (3.88)   (3.88)   50.48   8.60   19,708   0.86   0.86   (0.35)   122
R6   50.91   (0.14)   4.29   4.15     (3.88)   (3.88)   51.18   8.71   12,061   0.75   0.75   (0.26)   122
Y   50.92   (0.15)   4.29   4.14     (3.88)   (3.88)   51.18   8.68   127,721   0.78   0.78   (0.28)   122
F   48.05   (0.12)   4.02   3.90     (3.88)   (3.88)   48.07   8.71   401,565   0.75   0.75   (0.25)   122
The accompanying notes are an integral part of these financial statements.

100


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, 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 (5)   40.07   (0.10)   8.08   7.98         48.05   19.92 (6)   617,087   0.75 (7)   0.75 (7)   (0.34) (7)   119
The Hartford Healthcare Fund
For the Year Ended October 31, 2021
A   $ 40.91   $ (0.15)   $  8.98   $  8.83   $  —   $  (5.17)   $  (5.17)   $ 44.57   22.88%   $  883,719   1.25%   1.24%   (0.36)%   51%
C   31.63   (0.36)   6.82   6.46     (5.17)   (5.17)   32.92   21.98   134,574   2.01   2.01   (1.12)   51
I   43.53   (0.04)   9.61   9.57     (5.17)   (5.17)   47.93   23.23   463,673   0.98   0.98   (0.10)   51
R3   41.90   (0.31)   9.21   8.90     (5.17)   (5.17)   45.63   22.46   32,550   1.59   1.59   (0.70)   51
R4   44.63   (0.19)   9.85   9.66     (5.17)   (5.17)   49.12   22.83   25,818   1.29   1.29   (0.40)   51
R5   47.24   (0.06)   10.48   10.42     (5.17)   (5.17)   52.49   23.21   12,933   1.00   1.00   (0.11)   51
R6   47.99   (8)   10.65   10.65     (5.17)   (5.17)   53.47   23.33   6,091   0.89   0.89   (9)   51
Y   47.95   (0.05)   10.65   10.60     (5.17)   (5.17)   53.38   23.24   122,793   0.99   0.98   (0.09)   51
F   43.70   (8)   9.65   9.65     (5.17)   (5.17)   48.18   23.34   46,477   0.89   0.89   (9)   51
For the Year Ended October 31, 2020
A   $ 35.63   $ (0.13)   $  7.77   $  7.64   $  —   $  (2.36)   $  (2.36)   $ 40.91   22.17%   $  746,242   1.28%   1.28%   (0.33)%   49%
C   28.24   (0.33)   6.08   5.75     (2.36)   (2.36)   31.63   21.21   139,847   2.04   2.04   (1.09)   49
I   37.68   (0.02)   8.23   8.21     (2.36)   (2.36)   43.53   22.49   376,518   0.99   0.99   (0.05)   49
R3   36.56   (0.26)   7.96   7.70     (2.36)   (2.36)   41.90   21.74   31,090   1.61   1.61   (0.65)   49
R4   38.69   (0.15)   8.45   8.30     (2.36)   (2.36)   44.63   22.12   25,078   1.30   1.30   (0.35)   49
R5   40.71   (0.03)   8.92   8.89     (2.36)   (2.36)   47.24   22.48   10,937   1.01   1.01   (0.07)   49
R6   41.28   0.02   9.05   9.07     (2.36)   (2.36)   47.99   22.61   3,885   0.90   0.90   0.04   49
Y   41.27   (0.01)   9.05   9.04     (2.36)   (2.36)   47.95   22.55   97,263   1.00   0.95   (0.01)   49
F   37.79   0.02   8.25   8.27     (2.36)   (2.36)   43.70   22.59   34,808   0.90   0.90   0.04   49
For the Year Ended October 31, 2019
A   $ 34.38   $ (0.10)   $  3.83   $  3.73   $  —   $  (2.48)   $  (2.48)   $ 35.63   12.02%   $  666,181   1.30%   1.30%   (0.30)%   35%
C   27.98   (0.28)   3.02   2.74     (2.48)   (2.48)   28.24   11.17   138,539   2.05   2.05   (1.06)   35
I   36.11   (8)   4.05   4.05     (2.48)   (2.48)   37.68   12.36   297,000   1.01   1.01   (0.01)   35
R3   35.32   (0.21)   3.93   3.72     (2.48)   (2.48)   36.56   11.66   33,948   1.62   1.62   (0.62)   35
R4   37.12   (0.12)   4.17   4.05     (2.48)   (2.48)   38.69   12.00   26,699   1.32   1.32   (0.32)   35
R5   38.82   (0.01)   4.38   4.37     (2.48)   (2.48)   40.71   12.32   6,170   1.02   1.02   (0.04)   35
R6 (10)   39.22   0.02   2.04   2.06         41.28   5.25 (6)   1,341   0.91 (7)   0.91 (7)   0.06 (7)   35
Y   39.29   0.01   4.45   4.46     (2.48)   (2.48)   41.27   12.40   72,515   0.97   0.96   0.03   35
F   36.17   0.02   4.08   4.10     (2.48)   (2.48)   37.79   12.48   29,108   0.91   0.91   0.06   35
The accompanying notes are an integral part of these financial statements.

101


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, 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 (5)   33.96   0.01   2.48   2.49         36.45   7.33 (6)   61,710   0.90 (7)   0.90 (7)   0.04 (7)   23
The Hartford MidCap Fund
For the Year Ended October 31, 2021
A   $ 30.63   $  0.10   $ 10.24   $ 10.34   $  —   $  (3.96)   $  (3.96)   $ 37.01   35.51%   $ 3,446,674   1.08%   1.08%   0.28%   28%
C   20.34   (0.12)   6.63   6.51     (3.96)   (3.96)   22.89   34.49   381,566   1.84   1.84   (0.52)   28
I   31.87   0.20   10.66   10.86     (3.96)   (3.96)   38.77   35.79   3,960,713   0.86   0.85   0.53   28
R3   34.38   (0.05)   11.57   11.52     (3.96)   (3.96)   41.94   35.03   100,113   1.45   1.45   (0.12)   28
R4   36.18   0.08   12.21   12.29     (3.96)   (3.96)   44.51   35.45   189,348   1.15   1.13   0.18   28
R5   37.58   0.23   12.69   12.92     (3.96)   (3.96)   46.54   35.84   319,470   0.83   0.83   0.52   28
R6   38.09   0.26   12.90   13.16     (3.96)   (3.96)   47.29   36.00   1,659,582   0.74   0.74   0.57   28
Y   38.02   0.24   12.88   13.12     (3.96)   (3.96)   47.18   35.96   970,296   0.84   0.77   0.52   28
F   32.00   0.23   10.74   10.97     (3.96)   (3.96)   39.01   36.01   2,898,529   0.74   0.74   0.61   28
For the Year Ended October 31, 2020
A   $ 30.34   $ (0.08)   $  2.00   $  1.92   $  —   $  (1.63)   $  (1.63)   $ 30.63   6.48%   $ 2,724,316   1.11%   1.11%   (0.27)%   45%
C   20.83   (0.20)   1.34   1.14     (1.63)   (1.63)   20.34   5.63   380,033   1.87   1.87   (1.02)   45
I   31.43   (0.01)   2.08   2.07     (1.63)   (1.63)   31.87   6.74   3,867,925   0.88   0.87   (0.04)   45
R3   33.98   (0.21)   2.24   2.03     (1.63)   (1.63)   34.38   6.09   92,023   1.47   1.47   (0.63)   45
R4   35.57   (0.10)   2.34   2.24     (1.63)   (1.63)   36.18   6.42   205,114   1.16   1.14   (0.30)   45
R5   36.77   0.00 (8)   2.44   2.44     (1.63)   (1.63)   37.58   6.77   371,791   0.85   0.85   0.00 (9)   45
R6   37.22   0.03   2.47   2.50     (1.63)   (1.63)   38.09   6.85   1,759,581   0.75   0.75   0.08   45
Y   37.17   0.02   2.46   2.48     (1.63)   (1.63)   38.02   6.81   1,144,624   0.85   0.79   0.06   45
F   31.52   0.03   2.08   2.11     (1.63)   (1.63)   32.00   6.85   2,422,752   0.75   0.75   0.09   45
For the Year Ended October 31, 2019
A   $ 30.03   $ (0.09)   $  3.80   $  3.71   $  —   $  (3.40)   $  (3.40)   $ 30.34   14.93%   $ 2,820,971   1.11%   1.10%   (0.32)%   31%
C   21.90   (0.22)   2.55   2.33     (3.40)   (3.40)   20.83   14.10   498,057   1.86   1.86   (1.08)   31
I   30.91   (0.02)   3.94   3.92     (3.40)   (3.40)   31.43   15.25   4,168,592   0.85   0.85   (0.06)   31
R3   33.31   (0.22)   4.29   4.07     (3.40)   (3.40)   33.98   14.54   96,409   1.45   1.45   (0.67)   31
R4   34.59   (0.12)   4.50   4.38     (3.40)   (3.40)   35.57   14.89   266,390   1.16   1.14   (0.36)   31
R5   35.55   (0.02)   4.64   4.62     (3.40)   (3.40)   36.77   15.23   497,712   0.84   0.84   (0.07)   31
R6   35.90   0.02   4.70   4.72     (3.40)   (3.40)   37.22   15.37   1,731,890   0.74   0.74   0.04   31
Y   35.87   0.00 (8)   4.70   4.70     (3.40)   (3.40)   37.17   15.32   1,571,851   0.82   0.78   0.01   31
F   30.96   0.01   3.95   3.96     (3.40)   (3.40)   31.52   15.36   2,259,594   0.74   0.74   0.04   31
The accompanying notes are an integral part of these financial statements.

102


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, 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 (5)   27.52   (0.03)   3.66   3.63         31.15   13.19 (6)   1,244,732   0.76 (7)   0.76 (7)   (0.15) (7)   30
The Hartford MidCap Value Fund
For the Year Ended October 31, 2021
A   $ 12.21   $  —(8)   $  5.97   $  5.97   $ (0.04)   $  —   $  (0.04)   $ 18.14   48.99%   $  363,955   1.18%   1.18%   0.03%   57%
C   9.66   (0.09)   4.71   4.62         14.28   47.83   8,931   1.96   1.96   (0.73)   57
I   12.36   0.06   6.02   6.08   (0.08)     (0.08)   18.36   49.39   25,307   0.85   0.85   0.36   57
R3   12.91   (0.05)   6.32   6.27         19.18   48.57   6,973   1.49   1.49   (0.28)   57
R4   13.21   (8)   6.46   6.46   (0.03)     (0.03)   19.64   48.99   10,502   1.19   1.19   0.02   57
R5   13.44   0.06   6.56   6.62   (0.09)     (0.09)   19.97   49.39   2,142   0.89   0.89   0.31   57
Y   13.47   0.06   6.58   6.64   (0.09)     (0.09)   20.02   49.49   15,307   0.88   0.88   0.32   57
F   12.36   0.07   6.04   6.11   (0.10)     (0.10)   18.37   49.64   442,227   0.77   0.77   0.43   57
For the Year Ended October 31, 2020
A   $ 14.43   $  0.07   $  (1.86)   $  (1.79)   $ (0.09)   $  (0.34)   $  (0.43)   $ 12.21   (12.86)%   $  245,112   1.25%   1.25%   0.56%   61%
C   11.51   (0.02)   (1.49)   (1.51)   (0.00) (8)   (0.34)   (0.34)   9.66   (13.55)   9,533   2.03   2.03   (0.20)   61
I   14.60   0.12   (1.88)   (1.76)   (0.14)   (0.34)   (0.48)   12.36   (12.58)   19,722   0.91   0.91   0.91   61
R3   15.22   0.04   (1.98)   (1.94)   (0.03)   (0.34)   (0.37)   12.91   (13.12)   5,317   1.53   1.53   0.30   61
R4   15.58   0.08   (2.02)   (1.94)   (0.09)   (0.34)   (0.43)   13.21   (12.88)   8,857   1.23   1.23   0.58   61
R5   15.82   0.12   (2.04)   (1.92)   (0.12)   (0.34)   (0.46)   13.44   (12.60)   1,423   0.92   0.92   0.88   61
Y   15.87   0.13   (2.05)   (1.92)   (0.14)   (0.34)   (0.48)   13.47   (12.55)   10,009   0.92   0.88   0.93   61
F   14.60   0.13   (1.88)   (1.75)   (0.15)   (0.34)   (0.49)   12.36   (12.51)   299,805   0.82   0.82   0.98   61
For the Year Ended October 31, 2019
A   $ 14.54   $  0.08   $  1.44   $  1.52   $ (0.04)   $  (1.59)   $  (1.63)   $ 14.43   12.74%   $  309,996   1.23%   1.23%   0.61%   55%
C   11.97   (0.02)   1.15   1.13     (1.59)   (1.59)   11.51   11.99   15,910   1.99   1.99   (0.14)   55
I   14.68   0.13   1.46   1.59   (0.08)   (1.59)   (1.67)   14.60   13.20   31,173   0.89   0.89   0.95   55
R3   15.23   0.05   1.53   1.58     (1.59)   (1.59)   15.22   12.42   8,034   1.52   1.52   0.33   55
R4   15.55   0.09   1.57   1.66   (0.04)   (1.59)   (1.63)   15.58   12.77   11,865   1.21   1.21   0.64   55
R5   15.76   0.16   1.57   1.73   (0.08)   (1.59)   (1.67)   15.82   13.14   1,592   0.92   0.92   1.06   55
Y   15.80   0.15   1.60   1.75   (0.09)   (1.59)   (1.68)   15.87   13.23   12,624   0.89   0.85   0.98   55
F   14.69   0.14   1.46   1.60   (0.10)   (1.59)   (1.69)   14.60   13.27   314,566   0.80   0.80   1.03   55
The accompanying notes are an integral part of these financial statements.

103


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, 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 (5)   14.97   0.05   0.74   0.79         15.76   5.28 (6)   238,682   0.81 (7)   0.81 (7)   0.46 (7)   40
Hartford Quality Value Fund
For the Year Ended October 31, 2021
A   $ 18.61   $  0.34   $  7.76   $  8.10   $ (0.44)   $  —   $  (0.44)   $ 26.27   44.08%   $  188,344   0.97%   0.94%   1.44%   21%
C   15.78   0.14   6.57   6.71   (0.27)     (0.27)   22.22   42.97   3,397   1.80   1.71   0.71   21
I   18.37   0.41   7.65   8.06   (0.50)     (0.50)   25.93   44.56   20,153   0.65   0.63   1.73   21
R3   18.92   0.29   7.89   8.18   (0.39)     (0.39)   26.71   43.73   1,098   1.27   1.17   1.22   21
R4   19.13   0.37   7.97   8.34   (0.45)     (0.45)   27.02   44.20   4,775   0.97   0.88   1.50   21
R5   19.32   0.43   8.06   8.49   (0.51)     (0.51)   27.30   44.59   320   0.67   0.62   1.76   21
R6   19.38   0.48   8.06   8.54   (0.54)     (0.54)   27.38   44.79   257   0.56   0.46   1.95   21
Y   19.35   0.44   8.07   8.51   (0.52)     (0.52)   27.34   44.65   1,753   0.66   0.57   1.74   21
F   18.31   0.45   7.62   8.07   (0.54)     (0.54)   25.84   44.84   12,182   0.56   0.46   1.92   21
For the Year Ended October 31, 2020
A   $ 21.11   $  0.42   $  (1.85)   $  (1.43)   $ (0.48)   $  (0.59)   $  (1.07)   $ 18.61   (7.34)%   $  140,154   1.03%   0.91%   2.19%   26%
C   18.05   0.23   (1.59)   (1.36)   (0.32)   (0.59)   (0.91)   15.78   (8.09)   3,673   1.82   1.71   1.38   26
I   20.85   0.48   (1.82)   (1.34)   (0.55)   (0.59)   (1.14)   18.37   (7.02)   10,927   0.67   0.56   2.53   26
R3   21.45   0.38   (1.89)   (1.51)   (0.43)   (0.59)   (1.02)   18.92   (7.56)   855   1.29   1.16   1.91   26
R4   21.68   0.44   (1.91)   (1.47)   (0.49)   (0.59)   (1.08)   19.13   (7.34)   3,887   0.98   0.87   2.21   26
R5   21.87   0.50   (1.92)   (1.42)   (0.54)   (0.59)   (1.13)   19.32   (7.05)   220   0.69   0.58   2.53   26
R6   21.93   0.50   (1.89)   (1.39)   (0.57)   (0.59)   (1.16)   19.38   (6.92)   485   0.58   0.46   2.53   26
Y   21.91   0.51   (1.93)   (1.42)   (0.55)   (0.59)   (1.14)   19.35   (7.05)   382   0.68   0.57   2.53   26
F   20.83   0.50   (1.82)   (1.32)   (0.61)   (0.59)   (1.20)   18.31   (6.94)   8,975   0.58   0.46   2.64   26
For the Year Ended October 31, 2019
A   $ 20.00   $  0.38   $  1.99   $  2.37   $ (0.28)   $  (0.98)   $  (1.26)   $ 21.11   13.10%   $  169,771   1.00%   0.90%   1.95%   23%
C   17.12   0.20   1.71   1.91     (0.98)   (0.98)   18.05   12.23   6,834   1.76   1.67   1.21   23
I   19.78   0.45   1.94   2.39   (0.34)   (0.98)   (1.32)   20.85   13.49   12,796   0.65   0.56   2.30   23
R3   20.29   0.34   2.01   2.35   (0.21)   (0.98)   (1.19)   21.45   12.78   1,240   1.27   1.16   1.69   23
R4   20.49   0.40   2.04   2.44   (0.27)   (0.98)   (1.25)   21.68   13.17   6,014   0.95   0.86   1.99   23
R5   20.67   0.47   2.04   2.51   (0.33)   (0.98)   (1.31)   21.87   13.46   230   0.67   0.58   2.33   23
R6   20.74   0.47   2.06   2.53   (0.36)   (0.98)   (1.34)   21.93   13.57   34   0.56   0.46   2.26   23
Y   20.72   0.47   2.05   2.52   (0.35)   (0.98)   (1.33)   21.91   13.50   622   0.64   0.55   2.29   23
F   19.77   0.48   1.92   2.40   (0.36)   (0.98)   (1.34)   20.83   13.58   11,040   0.55   0.46   2.52   23
The accompanying notes are an integral part of these financial statements.

104


Hartford Domestic Equity Funds
Financial Highlights – (continued)

    — Selected Per-Share Data(1)   — Ratios and Supplemental Data —
Class   Net
Asset
Value at
Beginning
of Period
  Net
Investment
Income
(Loss)
  Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
  Total from
Investment
Operations
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
Hartford Quality Value Fund – (continued)
For the Year Ended October 31, 2018
A   $ 20.49   $  0.31   $  0.16   $  0.47   $ (0.20)   $  (0.76)   $  (0.96)   $ 20.00   2.25%   $  164,325   1.06%   1.04%   1.52%   85%
C   17.67   0.14   0.15   0.29   (0.08)   (0.76)   (0.84)   17.12   1.53   9,082   1.81   1.79   0.80   85
I   20.25   0.38   0.16   0.54   (0.25)   (0.76)   (1.01)   19.78   2.60   12,974   0.71   0.69   1.87   85
R3   20.70   0.26   0.17   0.43   (0.08)   (0.76)   (0.84)   20.29   2.03   1,075   1.34   1.30   1.26   85
R4   20.95   0.33   0.16   0.49   (0.19)   (0.76)   (0.95)   20.49   2.29   6,014   1.04   1.01   1.55   85
R5   21.13   0.38   0.17   0.55   (0.25)   (0.76)   (1.01)   20.67   2.57   504   0.74   0.72   1.76   85
R6 (11)   20.99   0.28   (0.53) (12)   (0.25)         20.74   (1.19) (6)   10   0.61 (7)   0.59 (7)   1.95 (7)   85
Y   21.19   0.40   0.17   0.57   (0.28)   (0.76)   (1.04)   20.72   2.65   601   0.68   0.66   1.90   85
F   20.26   0.39   0.17   0.56   (0.29)   (0.76)   (1.05)   19.77   2.71   88,336   0.62   0.60   1.94   85
For the Year Ended October 31, 2017
A   $ 17.94   $  0.19   $  2.64   $  2.83   $ (0.14)   $  (0.14)   $  (0.28)   $ 20.49   15.89%   $  180,059   1.20%   1.20%   0.95%   39%
C   15.52   0.04   2.28   2.32   (0.03)   (0.14)   (0.17)   17.67   15.05   20,312   1.93   1.93   0.22   39
I   17.75   0.24   2.60   2.84   (0.20)   (0.14)   (0.34)   20.25   16.19   15,561   0.94   0.94   1.22   39
R3   18.13   0.13   2.66   2.79   (0.08)   (0.14)   (0.22)   20.70   15.48   1,448   1.54   1.53   0.63   39
R4   18.34   0.19   2.70   2.89   (0.14)   (0.14)   (0.28)   20.95   15.87   7,550   1.20   1.20   0.96   39
R5   18.49   0.23   2.75   2.98   (0.20)   (0.14)   (0.34)   21.13   16.25   480   0.91   0.91   1.17   39
Y   18.55   0.27   2.73   3.00   (0.22)   (0.14)   (0.36)   21.19   16.32   1,052   0.83   0.83   1.31   39
F (5)   19.58   0.16   0.52   0.68         20.26   3.47 (6)   12,030   0.80 (7)   0.80 (7)   1.17 (7)   39
The Hartford Small Cap Growth Fund
For the Year Ended October 31, 2021
A   $ 51.35   $ (0.42)   $ 18.27   $ 17.85   $  —   $  (4.32)   $  (4.32)   $ 64.88   35.73%   $  256,061   1.18%   1.18%   (0.67)%   48%
C   34.22   (0.55)   11.99   11.44     (4.32)   (4.32)   41.34   34.80   8,102   1.89   1.89   (1.37)   48
I   54.23   (0.22)   19.34   19.12     (4.32)   (4.32)   69.03   36.21   120,135   0.83   0.83   (0.33)   48
R3   50.47   (0.59)   17.94   17.35     (4.32)   (4.32)   63.50   35.34   8,637   1.48   1.47   (0.97)   48
R4   53.64   (0.42)   19.09   18.67     (4.32)   (4.32)   67.99   35.74   21,098   1.17   1.17   (0.64)   48
R5   57.10   (0.25)   20.38   20.13     (4.32)   (4.32)   72.91   36.15   86,788   0.87   0.87   (0.36)   48
R6   58.07   (0.18)   20.75   20.57     (4.32)   (4.32)   74.32   36.31   84,908   0.76   0.76   (0.25)   48
Y   58.07   (0.22)   20.75   20.53     (4.32)   (4.32)   74.28   36.24   268,416   0.87   0.81   (0.31)   48
F   54.48   (0.15)   19.42   19.27     (4.32)   (4.32)   69.43   36.32   36,439   0.76   0.76   (0.23)   48
For the Year Ended October 31, 2020
A   $ 45.71   $ (0.28)   $  6.67   $  6.39   $  —   $  (0.75)   $  (0.75)   $ 51.35   14.06%   $  198,430   1.26%   1.25%   (0.60)%   58%
C   30.90   (0.39)   4.46   4.07     (0.75)   (0.75)   34.22   13.31   12,323   1.91   1.91   (1.25)   58
I   48.05   (0.09)   7.02   6.93     (0.75)   (0.75)   54.23   14.50   98,673   0.85   0.85   (0.19)   58
R3   45.05   (0.38)   6.55   6.17     (0.75)   (0.75)   50.47   13.80   7,485   1.49   1.49   (0.83)   58
R4   47.69   (0.26)   6.96   6.70     (0.75)   (0.75)   53.64   14.13   31,169   1.19   1.19   (0.52)   58
R5   50.57   (0.12)   7.40   7.28     (0.75)   (0.75)   57.10   14.47   71,754   0.89   0.89   (0.23)   58
R6   51.36   (0.06)   7.52   7.46     (0.75)   (0.75)   58.07   14.62   80,327   0.78   0.78   (0.12)   58
Y   51.39   (0.08)   7.51   7.43     (0.75)   (0.75)   58.07   14.58   255,484   0.88   0.81   (0.16)   58
F   48.23   (0.06)   7.06   7.00     (0.75)   (0.75)   54.48   14.62   44,376   0.78   0.78   (0.13)   58
The accompanying notes are an integral part of these financial statements.

105


Hartford Domestic Equity Funds
Financial Highlights – (continued)

    — Selected Per-Share Data(1)   — Ratios and Supplemental Data —
Class   Net
Asset
Value at
Beginning
of Period
  Net
Investment
Income
(Loss)
  Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
  Total from
Investment
Operations
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
The Hartford Small Cap Growth Fund – (continued)
For the Year Ended October 31, 2019
A   $ 55.20   $ (0.21)   $  2.62   $  2.41   $  —   $ (11.90)   $ (11.90)   $ 45.71   8.99%   $  195,314   1.24%   1.24%   (0.46)%   48%
C   41.81   (0.34)   1.33   0.99     (11.90)   (11.90)   30.90   8.27   15,722   1.89   1.89   (1.11)   48
I   57.17   (0.02)   2.80   2.78     (11.90)   (11.90)   48.05   9.41   191,482   0.83   0.83   (0.05)   48
R3   54.70   (0.31)   2.56   2.25     (11.90)   (11.90)   45.05   8.72   10,036   1.47   1.47   (0.69)   48
R4   56.99   (0.18)   2.78   2.60     (11.90)   (11.90)   47.69   9.05   42,296   1.17   1.17   (0.39)   48
R5   59.48   (0.03)   3.02   2.99     (11.90)   (11.90)   50.57   9.40   82,624   0.85   0.85   (0.07)   48
R6   60.16   (8)   3.10   3.10     (11.90)   (11.90)   51.36   9.49   66,260   0.76   0.76   0.01   48
Y   60.20   (0.01)   3.10   3.09     (11.90)   (11.90)   51.39   9.44   365,867   0.82   0.80   (0.01)   48
F   57.30   0.01   2.82   2.83     (11.90)   (11.90)   48.23   9.49   46,533   0.76   0.76   0.02   48
For the Year Ended October 31, 2018
A   $ 57.24   $ (0.33)   $  1.03   $  0.70   $  —   $  (2.74)   $  (2.74)   $ 55.20   1.20%   $  203,297   1.21%   1.20%   (0.56)%   66%
C   44.29   (0.55)   0.81   0.26     (2.74)   (2.74)   41.81   0.53   23,212   1.88   1.88   (1.22)   66
I   58.97   (0.10)   1.04   0.94     (2.74)   (2.74)   57.17   1.59   243,340   0.82   0.82   (0.16)   66
R3   56.89   (0.48)   1.03   0.55     (2.74)   (2.74)   54.70   0.94   13,210   1.47   1.47   (0.82)   66
R4   58.98   (0.31)   1.06   0.75     (2.74)   (2.74)   56.99   1.26   69,097   1.15   1.15   (0.50)   66
R5   61.26   (0.12)   1.08   0.96     (2.74)   (2.74)   59.48   1.56   94,887   0.85   0.85   (0.20)   66
R6   61.87   (0.09)   1.12   1.03     (2.74)   (2.74)   60.16   1.66   44,278   0.75   0.75   (0.14)   66
Y   61.93   (0.09)   1.10   1.01     (2.74)   (2.74)   60.20   1.63   358,049   0.79   0.79   (0.14)   66
F   59.06   (0.06)   1.04   0.98     (2.74)   (2.74)   57.30   1.66   47,999   0.75   0.75   (0.10)   66
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   52.62   (0.09)   6.53   6.44         59.06   12.24 (6)   47,409   0.75 (7)   0.75 (7)   (0.24) (7)   56
Hartford Small Cap Value Fund
For the Year Ended October 31, 2021
A   $ 8.29   $  0.10   $  5.06   $  5.16   $ (0.09)   $  —   $  (0.09)   $ 13.36   62.61%   $  59,496   1.30%   1.28%   0.78%   60%
C   7.12   (8)   4.37   4.37   (0.01)     (0.01)   11.48   61.49   3,098   2.09   2.04   0.01   60
I   8.31   0.15   5.06   5.21   (0.12)     (0.12)   13.40   63.20   32,905   0.97   0.96   1.12   60
R3   8.62   0.09   5.27   5.36   (0.07)     (0.07)   13.91   62.45   931   1.56   1.39   0.69   60
R4   8.76   0.12   5.35   5.47   (0.10)     (0.10)   14.13   62.83   53   1.26   1.20   0.88   60
R5   8.74   0.15   5.34   5.49   (0.13)     (0.13)   14.10   63.34   24   0.96   0.90   1.12   60
R6   8.74   0.16   5.35   5.51   (0.15)     (0.15)   14.10   63.49   1,508   0.85   0.80   1.24   60
Y   8.73   0.17   5.31   5.48   (0.14)     (0.14)   14.07   63.26   1,947   0.95   0.85   1.22   60
F   8.31   0.16   5.08   5.24   (0.15)     (0.15)   13.40   63.53   76,702   0.84   0.80   1.26   60
The accompanying notes are an integral part of these financial statements.

106


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, 2020
A   $ 10.35   $  0.09   $  (1.49)   $  (1.40)   $ (0.08)   $  (0.58)   $  (0.66)   $  8.29   (14.57)%   $  32,996   1.41%   1.29%   1.04%   62%
C   8.96   0.02   (1.28)   (1.26)   (0.00) (8)   (0.58)   (0.58)   7.12   (15.15)   2,020   2.15   2.04   0.29   62
I   10.37   0.12   (1.48)   (1.36)   (0.12)   (0.58)   (0.70)   8.31   (14.22)   2,915   1.04   0.93   1.43   62
R3   10.73   0.08   (1.54)   (1.46)   (0.07)   (0.58)   (0.65)   8.62   (14.62)   457   1.63   1.42   0.92   62
R4   10.89   0.10   (1.56)   (1.46)   (0.09)   (0.58)   (0.67)   8.76   (14.46)   30   1.33   1.20   1.10   62
R5   10.87   0.13   (1.56)   (1.43)   (0.12)   (0.58)   (0.70)   8.74   (14.21)   10   1.03   0.90   1.51   62
R6   10.87   0.12   (1.54)   (1.42)   (0.13)   (0.58)   (0.71)   8.74   (14.17)   240   0.92   0.80   1.42   62
Y   10.86   0.13   (1.55)   (1.42)   (0.13)   (0.58)   (0.71)   8.73   (14.18)   250   1.02   0.85   1.50   62
F   10.38   0.13   (1.49)   (1.36)   (0.13)   (0.58)   (0.71)   8.31   (14.22)   40,447   0.91   0.80   1.53   62
For the Year Ended October 31, 2019
A   $ 13.65   $  0.10   $  (0.04)   $  0.06   $ (0.03)   $  (3.33)   $  (3.36)   $ 10.35   3.46%   $  47,037   1.37%   1.27%   0.98%   140%
C   12.35   0.02   (0.08)   (0.06)     (3.33)   (3.33)   8.96   2.60   3,719   2.14   2.04   0.26   140
I   13.68   0.14   (0.05)   0.09   (0.07)   (3.33)   (3.40)   10.37   3.77   4,354   1.00   0.90   1.34   140
R3   14.02   0.09   (0.03)   0.06   (0.02)   (3.33)   (3.35)   10.73   3.31   609   1.62   1.42   0.82   140
R4   14.16   0.11   (0.03)   0.08   (0.02)   (3.33)   (3.35)   10.89   3.52   69   1.31   1.20   1.01   140
R5   14.16   0.16   (0.05)   0.11   (0.07)   (3.33)   (3.40)   10.87   3.82   11   1.01   0.90   1.44   140
R6   14.15   0.15   (0.02)   0.13   (0.08)   (3.33)   (3.41)   10.87   3.99   103   0.89   0.80   1.39   140
Y   14.15   0.16   (0.04)   0.12   (0.08)   (3.33)   (3.41)   10.86   3.94   572   0.97   0.85   1.43   140
F   13.68   0.15   (0.04)   0.11   (0.08)   (3.33)   (3.41)   10.38   3.99   48,425   0.89   0.80   1.43   140
For the Year Ended October 31, 2018
A   $ 14.13   $  0.04   $  0.10   $  0.14   $ (0.02)   $  (0.60)   $  (0.62)   $ 13.65   1.00%   $  52,406   1.35%   1.29%   0.28%   68%
C   12.91   (0.06)   0.10   0.04     (0.60)   (0.60)   12.35   0.27   6,444   2.13   2.04   (0.44)   68
I   14.15   0.09   0.10   0.19   (0.06)   (0.60)   (0.66)   13.68   1.33   3,756   1.02   0.95   0.62   68
R3   14.50   0.03   0.09   0.12     (0.60)   (0.60)   14.02   0.82   529   1.62   1.43   0.18   68
R4   14.61   0.06   0.10   0.16   (0.01)   (0.60)   (0.61)   14.16   1.07   48   1.32   1.20   0.41   68
R5   14.63   0.10   0.10   0.20   (0.07)   (0.60)   (0.67)   14.16   1.39   36   1.02   0.90   0.71   68
R6   13.99   0.05   0.11   0.16         14.15   1.14 (6)   10   0.91 (7)   0.84 (7)   0.47 (7)   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   13.22   0.05   0.89   0.94         14.16   7.11 (6)   86,675   0.88 (7)   0.85 (7)   0.52 (7)   83
The accompanying notes are an integral part of these financial statements.

107


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
For the Year Ended October 31, 2021
A   $ 25.50   $ (0.30)   $  7.82   $  7.52   $  —   $  (2.78)   $  (2.78)   $ 30.24   30.50%   $  502,923   1.23%   1.22%   (1.02)%   123%
C   15.97   (0.33)   4.79   4.46     (2.78)   (2.78)   17.65   29.39   9,324   2.05   2.05   (1.85)   123
I   27.31   (0.25)   8.41   8.16     (2.78)   (2.78)   32.69   30.84   59,421   0.95   0.95   (0.77)   123
R3   28.02   (0.45)   8.62   8.17     (2.78)   (2.78)   33.41   30.04   15,527   1.57   1.57   (1.37)   123
R4   30.22   (0.38)   9.33   8.95     (2.78)   (2.78)   36.39   30.46   15,320   1.26   1.26   (1.06)   123
R5   32.33   (0.30)   10.01   9.71     (2.78)   (2.78)   39.26   30.85   6,782   0.97   0.97   (0.78)   123
R6   33.12   (0.28)   10.27   9.99     (2.78)   (2.78)   40.33   30.97   5,954   0.85   0.85   (0.69)   123
Y   33.07   (0.29)   10.25   9.96     (2.78)   (2.78)   40.25   30.92   45,590   0.91   0.91   (0.72)   123
F   27.49   (0.21)   8.46   8.25     (2.78)   (2.78)   32.96   30.98   333,061   0.85   0.85   (0.65)   123
For the Year Ended October 31, 2020
A   $ 20.35   $ (0.14)   $  6.57   $  6.43   $  —   $  (1.28)   $  (1.28)   $ 25.50   33.21%   $  389,496   1.32%   1.31%   (0.66)%   104%
C   13.30   (0.20)   4.15   3.95     (1.28)   (1.28)   15.97   32.08   9,058   2.14   2.14   (1.50)   104
I   21.65   (0.08)   7.02   6.94     (1.28)   (1.28)   27.31   33.59   35,806   1.00   1.00   (0.35)   104
R3   22.29   (0.21)   7.22   7.01     (1.28)   (1.28)   28.02   32.91   14,013   1.61   1.55   (0.90)   104
R4   23.88   (0.15)   7.77   7.62     (1.28)   (1.28)   30.22   33.29   13,363   1.30   1.25   (0.60)   104
R5   25.40   (0.08)   8.29   8.21     (1.28)   (1.28)   32.33   33.64   3,936   1.01   0.95   (0.30)   104
R6   25.97   (0.13)   8.56   8.43     (1.28)   (1.28)   33.12   33.75   1,530   0.90   0.90   (0.42)   104
Y   25.95   (0.08)   8.48   8.40     (1.28)   (1.28)   33.07   33.65   19,956   0.96   0.95   (0.29)   104
F   21.76   (0.06)   7.07   7.01     (1.28)   (1.28)   27.49   33.75   243,057   0.90   0.90   (0.24)   104
For the Year Ended October 31, 2019
A   $ 22.20   $ (0.13)   $  2.28   $  2.15   $  —   $  (4.00)   $  (4.00)   $ 20.35   14.08%   $  311,742   1.33%   1.32%   (0.66)%   91%
C   16.11   (0.19)   1.38   1.19     (4.00)   (4.00)   13.30   13.24   9,929   2.14   2.13   (1.46)   91
I   23.28   (0.08)   2.45   2.37     (4.00)   (4.00)   21.65   14.48   26,939   1.04   1.03   (0.37)   91
R3   23.95   (0.19)   2.53   2.34     (4.00)   (4.00)   22.29   13.84   14,142   1.62   1.55   (0.89)   91
R4   25.28   (0.14)   2.74   2.60     (4.00)   (4.00)   23.88   14.20   14,261   1.32   1.25   (0.59)   91
R5   26.53   (0.07)   2.94   2.87     (4.00)   (4.00)   25.40   14.56   3,239   1.02   0.95   (0.29)   91
R6   27.02   (0.06)   3.01   2.95     (4.00)   (4.00)   25.97   14.60   206   0.90   0.90   (0.23)   91
Y   27.01   (0.06)   3.00   2.94     (4.00)   (4.00)   25.95   14.56   32,472   0.94   0.93   (0.26)   91
F   23.35   (0.05)   2.46   2.41     (4.00)   (4.00)   21.76   14.63   193,242   0.90   0.90   (0.23)   91
For the Year Ended October 31, 2018
A   $ 20.34   $ (0.20)   $  2.06   $  1.86   $  —   $  —   $  —   $ 22.20   9.20%   $  283,912   1.34%   1.33%   (0.87)%   104%
C   14.87   (0.27)   1.51   1.24         16.11   8.34   11,729   2.12   2.10   (1.64)   104
I   21.27   (0.14)   2.15   2.01         23.28   9.45   28,540   1.07   1.05   (0.60)   104
R3   21.98   (0.27)   2.24   1.97         23.95   8.92   16,386   1.63   1.55   (1.09)   104
R4   23.14   (0.20)   2.34   2.14         25.28   9.25   15,295   1.32   1.25   (0.79)   104
R5   24.21   (0.14)   2.46   2.32         26.53   9.58   2,678   1.03   0.95   (0.51)   104
R6   24.64   (0.12)   2.50   2.38         27.02   9.66   144   0.91   0.90   (0.42)   104
Y   24.64   (0.12)   2.49   2.37         27.01   9.66   35,351   0.92   0.90   (0.44)   104
F   21.30   (0.11)   2.16   2.05         23.35   9.63   115,365   0.91   0.90   (0.45)   104
The accompanying notes are an integral part of these financial statements.

108


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, 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 (5)   18.76   (0.05)   2.59   2.54         21.30   13.49 (6)   81,831   0.92 (7)   0.90 (7)   (0.38) (7)   109
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) Includes interest expense representing less than 0.005%.
(5) Commenced operations on February 28, 2017.
(6) Not annualized.
(7) Annualized.
(8) Amount is less than $0.01 per share.
(9) Amount is less than 0.01%.
(10) Commenced operations on February 28, 2019.
(11) Commenced operations on February 28, 2018.
(12) Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
The accompanying notes are an integral part of these financial statements.

109


Hartford Domestic Equity Funds
 Notes to Financial Statements
 October 31, 2021  

1. Organization:
  The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a "Company" and collectively, the "Companies") are each an open-end registered management investment company comprised of thirty-six and thirteen series, respectively, as of October 31, 2021. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
   
The Hartford Mutual Funds, Inc.:
The Hartford Capital Appreciation Fund (the "Capital Appreciation Fund")
Hartford Core Equity Fund (the "Core Equity Fund")
The Hartford Dividend and Growth Fund (the "Dividend and Growth Fund")
The Hartford Equity Income Fund (the "Equity Income Fund")
The Hartford Healthcare Fund (the "Healthcare Fund")
The Hartford MidCap Fund (the "MidCap Fund")
The Hartford MidCap Value Fund (the "MidCap Value Fund")
Hartford Small Cap Value Fund (the "Small Cap Value Fund")
The Hartford Small Company Fund (the "Small Company Fund")
    
The Hartford Mutual Funds II, Inc.:
The Hartford Growth Opportunities Fund (the "Growth Opportunities Fund")
Hartford Quality Value Fund (the "Quality Value Fund")
The Hartford Small Cap Growth Fund (the "Small Cap Growth Fund")
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, "Financial Services – Investment Companies".
Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. Core Equity Fund has registered for sale Class T shares. As of October 31, 2021, Class T shares have not commenced operations. Each Fund, except the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares of each Fund 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 of each Fund are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge.
2. Significant Accounting Policies:
  The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a) Determination of Net Asset Value – The net asset value ("NAV") of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction

110


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  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 of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order

111


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value 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 and additional principal received in-kind in lieu of cash, is accrued on a daily basis.
Please refer to Note 8 for Securities Lending information.
d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.
e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
  A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
  Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.
g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund

112


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.
  Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
  Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.
  Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
3. Securities and Other Investments:
a) Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b) Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of October 31, 2021.
c) Special Purpose Acquisition Companies – A Fund may invest in special purpose acquisition companies (“SPACs”) or similar special purpose entities. SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Because SPACs and similar entities have no operating history or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Some SPACs may pursue acquisitions only within certain industries or regions, which may increase the volatility of their securities’ prices. In addition, these securities, which are typically traded in the OTC market, may be considered illiquid and/or be subject to restrictions on resale. A Fund may enter into a contingent commitment with a SPAC to purchase shares of private investments in public equity investments (“PIPE”) if and when the SPAC completes its merger or acquisition; however if the commitment expires, then no shares are purchased. Purchased PIPE shares will be restricted from trading until the registration statement for the shares is declared effective. Upon registration, the shares can be freely sold; however, in certain circumstances, the issuer may have the right to temporarily suspend trading of the shares in the first year after the merger.
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

113


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
During the year ended October 31, 2021, each of Capital Appreciation Fund and Core Equity Fund had used futures contracts.
b) Additional Derivative Instrument Information:
  Capital Appreciation Fund
   
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ —   $ —   $ —   $ 6,601,053   $ —   $ 6,601,053
Total $ —   $ —   $ —   $ 6,601,053   $ —   $ 6,601,053
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ 31,660,302   $ —   $ 31,660,302
Total $ —   $ —   $ —   $ 31,660,302   $ —   $ 31,660,302
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $ —   $ —   $  8,707,449   $ —   $  8,707,449
Total $ —   $ —   $ —   $  8,707,449   $ —   $  8,707,449
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   471

114


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Core Equity Fund
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2021:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ 31,391,264   $ —   $ 31,391,264
Total $ —   $ —   $ —   $ 31,391,264   $ —   $ 31,391,264
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $ —   $ —   $  2,034,977   $ —   $  2,034,977
Total $ —   $ —   $ —   $  2,034,977   $ —   $  2,034,977
For the year ended October 31, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   321
c) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
  The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of October 31, 2021:
   
Capital Appreciation Fund        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ 6,601,053   $ —
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   6,601,053  
Derivatives not subject to a MNA   (6,601,053)  
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.

115


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
  Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.
6. Federal Income Taxes:
a) Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each 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, 2021. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), Real Estate Investment Trusts ("REITs"), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2021 and October 31, 2020 are as follows:
   
    For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
Fund   Ordinary
Income
  Long-Term
Capital Gains(1)
  Ordinary
Income
  Long-Term
Capital Gains(1)
Capital Appreciation Fund   $ 29,401,051   $ 326,546,682   $ 36,050,954   $ 304,034,945
Core Equity Fund   70,885,946     60,527,093   97,987,927
Dividend and Growth Fund   154,554,069   214,857,817   150,668,454   260,565,466
Equity Income Fund   75,881,176   42,135,878   71,168,447   255,909,247
Growth Opportunities Fund   361,398,386   579,604,617     301,835,007
Healthcare Fund   27,136,342   157,201,491   6,049,810   77,681,567
MidCap Fund     1,544,551,438     703,065,084
MidCap Value Fund   3,497,022     5,747,295   16,708,824
Quality Value Fund   4,003,206     4,852,723   5,832,576
Small Cap Growth Fund   14,305,053   46,613,265     15,398,605
Small Cap Value Fund   1,100,001     1,006,381   6,012,453
Small Company Fund   37,854,022   38,852,079     36,747,668
    
(1) The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c)

116


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

As of October 31, 2021, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows:
Fund   Undistributed
Ordinary
Income
  Undistributed
Long-Term
Capital Gains
  Unrealized
Appreciation
(Depreciation)
on Investments
  Total
Accumulated
Earnings
(Deficit)
Capital Appreciation Fund   $ 275,556,677   $ 808,192,672   $ 1,915,262,527   $ 2,999,011,876
Core Equity Fund   109,005,821   276,779,779   4,901,968,504   5,287,754,104
Dividend and Growth Fund   72,768,002   650,563,089   5,589,576,274   6,312,907,365
Equity Income Fund   23,718,521   327,557,472   1,593,602,175   1,944,878,168
Growth Opportunities Fund   625,300,617   929,828,549   1,849,084,764   3,404,213,930
Healthcare Fund   8,784,435   157,636,285   437,018,890   603,439,610
MidCap Fund   82,826,769   1,452,195,245   4,421,998,345   5,957,020,359
MidCap Value Fund   21,874,389   40,778,782   201,073,559   263,726,730
Quality Value Fund   3,297,860   11,016,024   60,551,207   74,865,091
Small Cap Growth Fund     150,799,913   278,504,074   429,303,987
Small Cap Value Fund   6,278,175   5,362,817   23,810,038   35,451,030
Small Company Fund   50,478,329   153,794,458   174,201,138   378,473,925
d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as earnings and profits distributed to shareholders on the redemption of shares, and adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on current and future earnings distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2021, the Funds recorded reclassifications to increase (decrease) the accounts listed below:
   
Fund   Paid-in-Capital   Distributable
Earnings (Loss)
Capital Appreciation Fund   $ 36,737,981   $ (36,737,981)
Equity Income Fund   26,760,727   (26,760,727)
Growth Opportunities Fund   105,922,139   (105,922,139)
Healthcare Fund   9,171,665   (9,171,665)
MidCap Fund   202,946,801   (202,946,801)
Small Cap Growth Fund   17,201,525   (17,201,525)
Small Company Fund   6,096,797   (6,096,797)
e) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
  The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Growth Fund, Small Cap Value Fund and Small Company Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2021.
  During the year ended October 31, 2021, Core Equity Fund utilized $46,847,127, MidCap Value Fund utilized $32,679,852, Quality Value Fund utilized $2,486,494, and Small Cap Value Fund utilized $5,504,390 of prior year capital loss carryforwards.
f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2021 is different from book purposes primarily due to wash sale loss deferrals, passive foreign investment company (PFIC) mark-to-market adjustments, partnership adjustments and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals and mark-to-market adjustments on futures, PFICs, partnership adjustments and non-taxable distributions from

117


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below:
   
Fund   Tax Cost   Gross Unrealized
Appreciation
  Gross Unrealized
(Depreciation)
  Net Unrealized
Appreciation
(Depreciation)
Capital Appreciation Fund   $ 5,872,665,229   $ 2,009,304,658   $ (93,968,052)   $ 1,915,336,606
Core Equity Fund   7,719,983,877   4,924,670,451   (22,701,947)   4,901,968,504
Dividend and Growth Fund   8,978,176,586   5,650,613,698   (61,037,424)   5,589,576,274
Equity Income Fund   3,317,882,290   1,622,736,076   (29,255,501)   1,593,480,575
Growth Opportunities Fund   6,218,207,281   2,015,361,057   (166,279,070)   1,849,081,987
Healthcare Fund   1,298,957,148   491,284,508   (54,256,116)   437,028,392
MidCap Fund   9,774,275,285   4,825,023,634   (403,025,289)   4,421,998,345
MidCap Value Fund   676,485,567   211,895,733   (10,822,174)   201,073,559
Quality Value Fund   171,434,329   61,682,308   (1,131,101)   60,551,207
Small Cap Growth Fund   611,625,591   322,908,546   (44,404,472)   278,504,074
Small Cap Value Fund   152,169,513   27,886,880   (4,076,842)   23,810,038
Small Company Fund   839,093,690   220,057,227   (45,856,089)   174,201,138
g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC") reviews each Fund’s tax positions for all open tax years. As of October 31, 2021, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2021, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7. Expenses:
a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee.
  The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2021; 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

118


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

Fund   Management Fee Rates
Equity Income Fund   0.7500% on first $250 million and;
    0.7000% on next $250 million and;
    0.6500% on next $500 million and;
    0.6000% on next $1.5 billion and;
    0.5900% on next $2.5 billion and;
    0.5875% over $5 billion
Growth Opportunities Fund   0.8000% on first $250 million and;
    0.7000% on next $4.75 billion and;
    0.6975% on next $5 billion and;
    0.6950% over $10 billion
Healthcare Fund   0.9000% on first $500 million and;
    0.8500% on next $500 million and;
    0.8000% on next $4 billion and;
    0.7975% on next $5 billion and;
    0.7950% over $10 billion
MidCap Fund   0.8500% on first $500 million and;
    0.7500% on next $500 million and;
    0.7000% on next $4 billion and;
    0.6975% on next $5 billion and;
    0.6950% over $10 billion
MidCap Value Fund   0.7500% on first $500 million and;
    0.6500% on next $500 million and;
    0.6000% on next $1.5 billion and;
    0.5950% on next $2.5 billion and;
    0.5900% on next $5 billion and;
    0.5850% over $10 billion
Quality Value Fund   0.4500% on first $500 million and;
    0.3500% on next $500 million and;
    0.3300% on next $4 billion and;
    0.3250% on next $5 billion and;
    0.3225% over $10 billion
Small Cap Growth Fund   0.9000% on first $100 million and;
    0.8000% on next $150 million and;
    0.7000% on next $250 million and;
    0.6500% on next $4.5 billion and;
    0.6300% on next $5 billion and;
    0.6200% over $10 billion
Small Cap Value Fund   0.7000% on first $500 million and;
    0.6500% on next $500 million and;
    0.6000% on next $2 billion and;
    0.5900% on next $2 billion and;
    0.5800% on next $5 billion and;
    0.5700% over $10 billion
Small Company Fund   0.8500% on first $250 million and;
    0.8000% on next $250 million and;
    0.7500% on next $500 million and;
    0.7000% on next $500 million and;
    0.6500% on next $3.5 billion and;
    0.6300% on next $5 billion and;
    0.6200% over $10 billion
b) Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. For the period November 1, 2020 through April 30, 2021, HFMC received the

119


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.
c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2021, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2022 (unless the applicable Board of Directors approves its earlier termination) as follows for each of the following Funds:
   
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Quality Value Fund   0.96%   1.71%   0.66%   1.18%   0.88%   0.63%   0.46%   0.57%   0.46%
Small Cap Value Fund   1.30%   2.05%   1.00%   1.50%   1.20%   0.90%   0.80%   0.85%   0.80%
From November 1, 2020 through February 28, 2021, 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 the Small Company Fund:
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Small Company Fund   1.40%   2.15%   1.15%   1.55%   1.25%   0.95%   0.90%   0.95%   0.90%
d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the year ended October 31, 2021, these amounts, if any, are included in the Statements of Operations.
  The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
   
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Capital Appreciation Fund   1.04%   1.83%   0.77%   1.41%   1.10%   0.80%   0.69%   0.78%   0.69%
Core Equity Fund   0.70%   1.45%   0.45%   1.06%   0.72%   0.46%   0.36%   0.44%   0.36%
Dividend and Growth Fund   0.97%   1.75%   0.71%   1.35%   1.03%   0.73%   0.63%   0.67%   0.63%
Equity Income Fund   0.98%   1.75%   0.74%   1.35%   1.05%   0.75%   0.65%   0.73%   0.65%
Growth Opportunities Fund   1.06%   1.83%   0.82%   1.44%   1.14%   0.84%   0.73%   0.83%   0.73%
Healthcare Fund   1.24%   2.01%   0.98%   1.59%   1.29%   1.00%   0.89%   0.98%   0.89%
MidCap Fund   1.08%   1.84%   0.85%   1.45%   1.13%   0.83%   0.74%   0.77%   0.73%
MidCap Value Fund   1.18%   1.95%   0.85%   1.49%   1.19%   0.89%   N/A   0.88%   0.77%
Quality Value Fund   0.94%   1.71%   0.63%   1.17%   0.88%   0.62%   0.46%   0.57%   0.46%
Small Cap Growth Fund   1.18%   1.89%   0.83%   1.47%   1.17%   0.86%   0.76%   0.81%   0.76%
Small Cap Value Fund   1.28%   2.04%   0.96%   1.39%   1.20%   0.90%   0.80%   0.85%   0.80%
Small Company Fund   1.22%   2.05%   0.95%   1.57%   1.26%   0.96%   0.85%   0.90%   0.85%
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 year ended October 31, 2021, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:
   
Fund   Front-End
Sales Charges
  Contingent Deferred
Sales Charges
Capital Appreciation Fund   $ 1,636,733   $ 12,072
Core Equity Fund   2,921,456   43,366
Dividend and Growth Fund   3,383,956   24,796
Equity Income Fund   1,125,483   10,310
Growth Opportunities Fund   3,114,928   25,783
Healthcare Fund   1,005,689   6,572
MidCap Fund   2,254,813   19,506
MidCap Value Fund   469,398   428
Quality Value Fund   97,745   65
Small Cap Growth Fund   100,663   499
Small Cap Value Fund   106,907   860
Small Company Fund   612,308   2,894

120


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some or all 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 October 31, 2021, 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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable share class of the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statements of Operations.
f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2021, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.
   
Fund   CCO Compensation
Paid by Fund
Capital Appreciation Fund   $ 13,090
Core Equity Fund   20,209
Dividend and Growth Fund   22,565
Equity Income Fund   8,109
Growth Opportunities Fund   13,439
Healthcare Fund   2,937
MidCap Fund   24,786
MidCap Value Fund   1,433
Quality Value Fund   380
Small Cap Growth Fund   1,545
Small Cap Value Fund   280
Small Company Fund   1,652
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

121


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
Share Class   Specified Amount
(as a percentage
average daily
net assets)
Class A   0.25%
Class C   0.25%
Class I   0.20%
Class R3   0.22%
Class R4   0.17%
Class R5   0.12%
Class R6   0.004%
Class Y   0.11%
Class F   0.004%
Effective March 1, 2021, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below through February 28, 2022, unless the Board of Directors approves its earlier termination.
Fund   Class I   Class Y
Core Equity Fund   N/A   0.08%
Dividend and Growth Fund   N/A   0.04%
MidCap Fund   0.12%   0.04%
Small Cap Growth Fund   N/A   0.06%
From November 1, 2020 through February 28, 2021, HASCO contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:
Fund   Class I   Class Y
Capital Appreciation Fund   N/A   0.06%
Core Equity Fund   N/A   0.08%
Dividend and Growth Fund   N/A   0.04%
Equity Income Fund   N/A   0.06%
Growth Opportunities Fund   N/A   0.04%
Healthcare Fund   N/A   0.05%
MidCap Fund   0.12%   0.04%
MidCap Value Fund   N/A   0.07%
Small Cap Growth Fund   N/A   0.04%
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 year ended October 31, 2021, 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   0.10%   0.14%   0.08%   0.22%   0.16%   0.11%   0.00% *   0.09%   0.00%*
Core Equity Fund   0.09%   0.09%   0.09%   0.21%   0.15%   0.10%   0.00% *   0.08%   0.00%*
Dividend and Growth Fund   0.09%   0.12%   0.09%   0.22%   0.15%   0.10%   0.00% *   0.04%   0.00%*
Equity Income Fund   0.08%   0.10%   0.09%   0.21%   0.15%   0.10%   0.00% *   0.09%   0.00%*
Growth Opportunities Fund   0.09%   0.10%   0.09%   0.22%   0.16%   0.11%   0.00% *   0.10%   0.00%*
Healthcare Fund   0.11%   0.13%   0.10%   0.21%   0.16%   0.12%   0.00% *   0.09%   0.00%*
MidCap Fund   0.10%   0.11%   0.12%   0.22%   0.17%   0.10%   0.00% *   0.04%   0.00%*
MidCap Value Fund   0.16%   0.19%   0.08%   0.22%   0.17%   0.12%   N/A   0.11%   0.00%*
Quality Value Fund   0.16%   0.25%   0.09%   0.22%   0.17%   0.12%   0.00% *   0.11%   0.00%*
Small Cap Growth Fund   0.17%   0.13%   0.07%   0.22%   0.16%   0.11%   0.00% *   0.05%   0.00%*
Small Cap Value Fund   0.21%   0.25%   0.12%   0.22%   0.17%   0.12%   0.00% *   0.11%   0.00%*
Small Company Fund   0.13%   0.20%   0.11%   0.22%   0.16%   0.12%   0.00% *   0.06%   0.00%*
    
* Amount rounds to 0.00%

122


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

8. Securities Lending:
  Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.
  A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
  A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
  The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of October 31, 2021.
   
Fund   Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
  Collateral Posted by Borrower(1)   Net Amount(2)
Capital Appreciation Fund   $ 78,297,883   $ (78,297,883)   $ —
Core Equity Fund      
Dividend and Growth Fund      
Equity Income Fund   18,426,375   (18,426,375)  
Growth Opportunities Fund   50,802,197   (50,802,197)  
Healthcare Fund   12,432,635   (12,432,635) (3)  
MidCap Fund   285,537,889   (285,537,889)  
MidCap Value Fund      
Quality Value Fund      
Small Cap Growth Fund   4,006,025   (4,006,025)  
Small Cap Value Fund      
Small Company Fund   26,917,675   (26,917,675)  
    
(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value is not presented in this table.
(2) Net amount represents the net amount receivable due from the borrower in the event of default.
(3) Includes non-cash collateral of $2,493,877.
9. Secured Borrowings:
  The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2021.

123


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  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 $  77,452,552   $ —   $ —   $ —   $  77,452,552
Total Borrowings $  77,452,552   $ —   $ —   $ —   $  77,452,552
Gross amount of recognized liabilities for securities lending transactions   $  77,452,552
Equity Income Fund                  
Securities Lending Transactions(1)                  
Common Stocks $  19,221,444   $ —   $ —   $ —   $  19,221,444
Total Borrowings $  19,221,444   $ —   $ —   $ —   $  19,221,444
Gross amount of recognized liabilities for securities lending transactions   $  19,221,444
Growth Opportunities Fund                  
Securities Lending Transactions(1)                  
Common Stocks $  30,756,183   $ —   $ —   $ —   $  30,756,183
Exchange-Traded Funds 20,630,943         20,630,943
Total Borrowings $  51,387,126   $ —   $ —   $ —   $  51,387,126
Gross amount of recognized liabilities for securities lending transactions   $  51,387,126
Healthcare Fund                  
Securities Lending Transactions(1)                  
Common Stocks $  10,759,237   $ —   $ —   $ —   $  10,759,237
Total Borrowings $  10,759,237   $ —   $ —   $ —   $  10,759,237
Gross amount of recognized liabilities for securities lending transactions   $  10,759,237
MidCap Fund                  
Securities Lending Transactions(1)                  
Common Stocks $ 292,714,891   $ —   $ —   $ —   $ 292,714,891
Total Borrowings $ 292,714,891   $ —   $ —   $ —   $ 292,714,891
Gross amount of recognized liabilities for securities lending transactions   $ 292,714,891
Small Cap Growth Fund                  
Securities Lending Transactions(1)                  
Common Stocks $  3,984,420   $ —   $ —   $ —   $  3,984,420
Total Borrowings $  3,984,420   $ —   $ —   $ —   $  3,984,420
Gross amount of recognized liabilities for securities lending transactions   $  3,984,420
Small Company Fund                  
Securities Lending Transactions(1)                  
Common Stocks $  3,373,971   $ —   $ —   $ —   $  3,373,971
Exchange-Traded Funds 23,931,233         23,931,233
Total Borrowings $  27,305,204   $ —   $ —   $ —   $  27,305,204
Gross amount of recognized liabilities for securities lending transactions   $  27,305,204
    
(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.

124


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

10. Affiliated Security Transactions:
  If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the year ended October 31, 2021, the MidCap Fund and Small Company Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below:
  A summary of affiliated security transactions for the year ended October 31, 2021 follows:
   
Affliated Investments   Beginning
Value as of
November 1, 2020
  Purchases
at Cost
  Proceeds
from Sales
  Net
Realized
Gain/(Loss)
on Sales
  Return of
Capital
  Change in
Unrealized
Appreciation/
(Depreciation)
  Ending
Value as of
October 31,
2021
  Shares as of
October 31,
2021
  Capital Gains
Distribution
MidCap Fund
Coherent, Inc.*   $ 187,569,718   $ 18,058,381   $ 411,099,062   $ 188,312,226   $  —   $ 17,158,737   $  —     $  —
CommScope Holding Co., Inc.   137,679,930   36,110,935   136,758,500   (55,422,395)     127,853,845   109,463,815   10,220,711  
II-VI, Inc.*   281,918,456   51,442,698   188,952,376   65,146,804     51,926,342   261,481,923   4,321,301  
KAR Auction Services, Inc.*   166,382,725   2,968,202   188,244,850   (21,888,071)     40,781,994      
NuVasive, Inc.*   122,529,543   44,759,373   145,995,683   (7,845,007)     34,511,955   47,960,181   898,804  
PTC Therapeutics, Inc.*   185,643,379   19,931,856   48,321,120   (6,267,817)     (38,758,862)   112,227,436   2,958,804  
Teradata Corp.*   158,390,567   5,640,697   221,630,337   48,810,006     113,662,125   196,958,379   3,482,291  
Total   $ 1,240,114,318   $ 178,912,142   $ 1,341,001,928   $ 210,845,746   $   $ 347,136,136   $728,091,734   21,881,911   $
Small Company Fund
Allstar Co.(1)   $  2,634,744   $  —   $  —   $  —   $ (1,364,479)   $  (1,270,265)   $  —   3,136,600   $ 5,465,767
    
* Not an affiliate as of October 31, 2021.
(1) Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in Allstar Co., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc.
11. Affiliate Holdings:
  As of October 31, 2021, 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
Small Cap Value Fund             65%      
    
Percentage of Fund by Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Small Cap Value Fund             0%*      
    
* Percentage rounds to zero.

125


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

As of October 31, 2021, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:
Fund   Percentage
of Fund*
Capital Appreciation Fund   8%
Core Equity Fund   3%
Dividend and Growth Fund   6%
Equity Income Fund   6%
Growth Opportunities Fund   3%
MidCap Fund   1%
MidCap Value Fund   2%
Small Cap Growth Fund   4%
Small Cap Value Fund   34%
Small Company Fund   8%
    
* As of October 31, 2021, affiliated funds of funds and the 529 plan were invested in Class F shares.
12. Investment Transactions:
  For the year ended October 31, 2021, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Fund   Cost of Purchases
Excluding U.S.
Government
Obligations
  Sales Proceeds
Excluding U.S.
Government
Obligations
  Total Cost of
Purchases
  Total Sales
Proceeds
Capital Appreciation Fund   $ 4,464,956,625   $ 5,206,803,039   $ 4,464,956,625   $ 5,206,803,039
Core Equity Fund   2,350,534,922   1,430,740,283   2,350,534,922   1,430,740,283
Dividend and Growth Fund   3,190,240,893   2,085,167,169   3,190,240,893   2,085,167,169
Equity Income Fund   1,067,185,235   1,216,065,330   1,067,185,235   1,216,065,330
Growth Opportunities Fund   6,533,782,097   6,816,019,926   6,533,782,097   6,816,019,926
Healthcare Fund   824,641,192   912,535,736   824,641,192   912,535,736
MidCap Fund   4,121,031,940   7,569,551,161   4,121,031,940   7,569,551,161
MidCap Value Fund   441,899,041   453,360,880   441,899,041   453,360,880
Quality Value Fund   42,339,156   51,449,852   42,339,156   51,449,852
Small Cap Growth Fund   431,398,620   625,517,479   431,398,620   625,517,479
Small Cap Value Fund   132,253,465   82,617,263   132,253,465   82,617,263
Small Company Fund   1,185,210,655   1,133,575,058   1,185,210,655   1,133,575,058
13. Capital Share Transactions:
  The following information is for the years ended October 31, 2021 and October 31, 2020:
   
  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Capital Appreciation Fund              
Class A              
Shares Sold 3,367,409   $  153,139,085   4,936,646   $ 174,349,729
Shares Issued for Reinvested Dividends 5,909,766   249,118,669   6,205,381   227,070,199
Shares Redeemed (13,459,956)   (610,878,988)   (20,320,300)   (726,270,861)
Net Increase (Decrease) (4,182,781)   (208,621,234)   (9,178,273)   (324,850,933)
Class C              
Shares Sold 420,030   $  13,300,659   646,385   $ 16,546,122
Shares Issued for Reinvested Dividends 423,362   12,493,414   576,523   15,076,069
Shares Redeemed (2,943,150)   (94,205,765)   (5,045,288)   (130,502,671)
Net Increase (Decrease) (2,099,758)   (68,411,692)   (3,822,380)   (98,880,480)
Class I              
Shares Sold 1,763,794   $  80,348,270   1,956,471   $ 70,731,684
Shares Issued for Reinvested Dividends 692,879   29,440,161   771,728   28,460,949
Shares Redeemed (2,913,758)   (132,549,967)   (5,242,907)   (186,790,433)
Net Increase (Decrease) (457,085)   (22,761,536)   (2,514,708)   (87,597,800)

126


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R3              
Shares Sold 81,697   $  4,139,188   116,903   $ 4,540,361
Shares Issued for Reinvested Dividends 40,201   1,911,571   46,694   1,912,115
Shares Redeemed (289,780)   (14,863,615)   (408,486)   (16,587,839)
Net Increase (Decrease) (167,882)   (8,812,856)   (244,889)   (10,135,363)
Class R4              
Shares Sold 75,708   $  4,029,701   102,404   $ 4,357,340
Shares Issued for Reinvested Dividends 28,656   1,422,120   34,702   1,480,745
Shares Redeemed (195,566)   (10,231,712)   (305,424)   (13,165,782)
Net Increase (Decrease) (91,202)   (4,779,891)   (168,318)   (7,327,697)
Class R5              
Shares Sold 38,655   $  2,086,665   73,396   $ 3,082,937
Shares Issued for Reinvested Dividends 31,983   1,626,764   37,234   1,629,967
Shares Redeemed (196,018)   (10,767,188)   (247,588)   (10,879,629)
Net Increase (Decrease) (125,380)   (7,053,759)   (136,958)   (6,166,725)
Class R6              
Shares Sold 101,705   $  5,729,396   154,746   $ 6,189,604
Shares Issued for Reinvested Dividends 11,975   613,867   80,778   3,562,525
Shares Redeemed (60,680)   (3,346,501)   (1,780,995)   (77,069,137)
Net Increase (Decrease) 53,000   2,996,762   (1,545,471)   (67,317,008)
Class Y              
Shares Sold 418,089   $  23,154,624   406,425   $ 17,905,774
Shares Issued for Reinvested Dividends 97,100   4,973,187   187,899   8,281,321
Shares Redeemed (683,536)   (37,544,012)   (2,600,260)   (116,860,535)
Net Increase (Decrease) (168,347)   (9,416,201)   (2,005,936)   (90,673,440)
Class F              
Shares Sold 1,156,081   $  52,681,033   2,953,391   $ 96,156,703
Shares Issued for Reinvested Dividends 996,586   42,357,183   1,088,641   40,167,416
Shares Redeemed (2,759,017)   (125,550,739)   (6,078,654)   (219,729,113)
Net Increase (Decrease) (606,350)   (30,512,523)   (2,036,622)   (83,404,994)
Total Net Increase (Decrease) (7,845,785)   $  (357,372,930)   (21,653,555)   $  (776,354,440)
Core Equity Fund              
Class A              
Shares Sold 8,048,194   $  349,552,465   12,000,329   $ 399,459,192
Shares Issued for Reinvested Dividends 170,767   6,957,062   652,243   22,377,578
Shares Redeemed (5,854,509)   (256,534,349)   (7,386,228)   (240,896,634)
Net Increase (Decrease) 2,364,452   99,975,178   5,266,344   180,940,136
Class C              
Shares Sold 2,433,951   $  95,569,941   4,551,296   $ 137,663,560
Shares Issued for Reinvested Dividends     247,606   7,653,796
Shares Redeemed (2,963,058)   (117,542,554)   (3,263,520)   (99,295,785)
Net Increase (Decrease) (529,107)   (21,972,613)   1,535,382   46,021,571
Class I              
Shares Sold 38,606,478   $  1,683,147,371   55,251,441   $ 1,824,328,535
Shares Issued for Reinvested Dividends 587,802   23,982,316   1,340,855   46,209,109
Shares Redeemed (25,621,499)   (1,138,977,250)   (27,336,937)   (896,498,720)
Net Increase (Decrease) 13,572,781   568,152,437   29,255,359   974,038,924
Class R3              
Shares Sold 430,551   $  19,338,433   599,499   $ 20,904,257
Shares Issued for Reinvested Dividends 3,454   143,013   21,100   731,315
Shares Redeemed (280,505)   (12,331,610)   (352,314)   (11,904,251)
Net Increase (Decrease) 153,500   7,149,836   268,285   9,731,321
Class R4              
Shares Sold 1,346,774   $  61,759,473   1,581,637   $ 56,055,128
Shares Issued for Reinvested Dividends 22,870   962,136   100,713   3,564,282
Shares Redeemed (1,230,844)   (56,219,106)   (1,491,613)   (51,795,823)
Net Increase (Decrease) 138,800   6,502,503   190,737   7,823,587

127


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R5              
Shares Sold 719,073   $  31,981,033   1,134,925   $ 38,804,050
Shares Issued for Reinvested Dividends 30,689   1,262,537   159,932   5,552,692
Shares Redeemed (1,428,140)   (63,174,300)   (2,986,041)   (101,176,396)
Net Increase (Decrease) (678,378)   (29,930,730)   (1,691,184)   (56,819,654)
Class R6              
Shares Sold 5,638,764   $  249,691,246   16,027,389   $ 553,894,759
Shares Issued for Reinvested Dividends 161,700   6,679,826   209,189   7,302,091
Shares Redeemed (5,359,583)   (240,460,323)   (3,524,239)   (123,476,087)
Net Increase (Decrease) 440,881   15,910,749   12,712,339   437,720,763
Class Y              
Shares Sold 4,083,890   $  178,723,495   11,888,408   $ 397,928,760
Shares Issued for Reinvested Dividends 139,865   5,777,841   285,662   9,972,693
Shares Redeemed (4,487,602)   (204,115,939)   (4,866,025)   (165,866,944)
Net Increase (Decrease) (263,847)   (19,614,603)   7,308,045   242,034,509
Class F              
Shares Sold 20,968,799   $  922,349,213   29,798,828   $ 1,002,322,628
Shares Issued for Reinvested Dividends 532,223   21,725,333   1,403,840   48,429,362
Shares Redeemed (18,994,470)   (837,983,756)   (18,375,875)   (609,580,679)
Net Increase (Decrease) 2,506,552   106,090,790   12,826,793   441,171,311
Total Net Increase (Decrease) 17,705,634   $  732,263,547   67,672,100   $  2,282,662,468
Dividend and Growth Fund              
Class A              
Shares Sold 11,151,010   $  344,976,720   12,878,095   $ 307,347,699
Shares Issued for Reinvested Dividends 4,336,771   122,673,579   6,355,646   158,639,507
Shares Redeemed (17,131,999)   (519,287,515)   (23,863,951)   (575,703,006)
Net Increase (Decrease) (1,644,218)   (51,637,216)   (4,630,210)   (109,715,800)
Class C              
Shares Sold 1,419,508   $  42,204,089   1,341,581   $ 31,800,923
Shares Issued for Reinvested Dividends 145,715   3,852,604   277,274   6,745,974
Shares Redeemed (2,354,366)   (69,029,852)   (3,403,410)   (78,986,558)
Net Increase (Decrease) (789,143)   (22,973,159)   (1,784,555)   (40,439,661)
Class I              
Shares Sold 36,793,322   $  1,137,090,014   44,546,101   $ 1,034,422,781
Shares Issued for Reinvested Dividends 2,425,264   69,068,594   2,167,389   53,242,132
Shares Redeemed (15,783,459)   (477,606,650)   (18,862,040)   (444,869,560)
Net Increase (Decrease) 23,435,127   728,551,958   27,851,450   642,795,353
Class R3              
Shares Sold 324,177   $  10,228,653   319,957   $ 7,867,244
Shares Issued for Reinvested Dividends 59,719   1,695,081   98,410   2,513,108
Shares Redeemed (687,387)   (21,558,216)   (713,282)   (17,768,056)
Net Increase (Decrease) (303,491)   (9,634,482)   (294,915)   (7,387,704)
Class R4              
Shares Sold 676,475   $  21,736,412   646,555   $ 15,896,512
Shares Issued for Reinvested Dividends 75,716   2,188,661   137,823   3,531,150
Shares Redeemed (1,035,619)   (31,590,923)   (1,673,250)   (42,325,963)
Net Increase (Decrease) (283,428)   (7,665,850)   (888,872)   (22,898,301)
Class R5              
Shares Sold 2,526,093   $  79,438,301   2,555,808   $ 63,782,124
Shares Issued for Reinvested Dividends 96,696   2,843,393   142,472   3,650,977
Shares Redeemed (2,227,663)   (69,728,112)   (2,841,394)   (70,963,602)
Net Increase (Decrease) 395,126   12,553,582   (143,114)   (3,530,501)
Class R6              
Shares Sold 7,406,904   $  227,713,097   4,880,872   $ 113,525,683
Shares Issued for Reinvested Dividends 297,938   8,855,913   237,877   5,996,137
Shares Redeemed (2,250,013)   (70,681,330)   (1,733,037)   (42,798,399)
Net Increase (Decrease) 5,454,829   165,887,680   3,385,712   76,723,421

128


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 20,130,737   $  637,738,953   9,848,904   $ 247,712,473
Shares Issued for Reinvested Dividends 944,058   27,654,509   1,131,629   28,911,339
Shares Redeemed (24,259,929)   (783,606,689)   (7,635,109)   (181,522,018)
Net Increase (Decrease) (3,185,134)   (118,213,227)   3,345,424   95,101,794
Class F              
Shares Sold 49,096,886   $  1,528,459,592   27,526,744   $ 644,478,859
Shares Issued for Reinvested Dividends 4,082,716   115,917,711   5,376,050   132,513,123
Shares Redeemed (27,500,734)   (840,425,971)   (29,713,611)   (707,975,552)
Net Increase (Decrease) 25,678,868   803,951,332   3,189,183   69,016,430
Total Net Increase (Decrease) 48,758,536   $  1,500,820,618   30,030,103   $  699,665,031
Equity Income Fund              
Class A              
Shares Sold 8,289,761   $  180,610,904   7,828,556   $ 136,913,278
Shares Issued for Reinvested Dividends 1,960,721   40,766,669   6,504,295   121,363,438
Shares Redeemed (9,871,460)   (212,979,569)   (14,827,638)   (260,683,783)
Net Increase (Decrease) 379,022   8,398,004   (494,787)   (2,407,067)
Class C              
Shares Sold 649,197   $  14,115,367   919,038   $ 16,271,303
Shares Issued for Reinvested Dividends 180,050   3,621,924   1,018,170   19,066,339
Shares Redeemed (4,975,576)   (107,730,675)   (5,650,866)   (99,286,782)
Net Increase (Decrease) (4,146,329)   (89,993,384)   (3,713,658)   (63,949,140)
Class I              
Shares Sold 13,408,859   $  286,986,093   24,304,724   $ 412,538,522
Shares Issued for Reinvested Dividends 1,520,952   31,538,766   3,968,707   73,365,491
Shares Redeemed (13,573,736)   (290,903,554)   (20,447,146)   (354,091,319)
Net Increase (Decrease) 1,356,075   27,621,305   7,826,285   131,812,694
Class R3              
Shares Sold 178,866   $  3,905,700   271,229   $ 4,760,437
Shares Issued for Reinvested Dividends 37,851   778,951   167,445   3,145,148
Shares Redeemed (622,158)   (13,765,852)   (802,663)   (14,461,635)
Net Increase (Decrease) (405,441)   (9,081,201)   (363,989)   (6,556,050)
Class R4              
Shares Sold 409,910   $  8,975,208   608,869   $ 10,607,139
Shares Issued for Reinvested Dividends 41,162   854,303   165,375   3,099,772
Shares Redeemed (714,299)   (15,093,697)   (1,115,129)   (20,177,582)
Net Increase (Decrease) (263,227)   (5,264,186)   (340,885)   (6,470,671)
Class R5              
Shares Sold 1,641,838   $  34,220,609   802,326   $ 14,635,220
Shares Issued for Reinvested Dividends 92,807   1,954,636   278,873   5,250,372
Shares Redeemed (1,549,727)   (34,015,363)   (1,956,200)   (36,004,334)
Net Increase (Decrease) 184,918   2,159,882   (875,001)   (16,118,742)
Class R6              
Shares Sold 1,024,580   $  22,209,707   1,617,179   $ 29,511,931
Shares Issued for Reinvested Dividends 84,605   1,790,192   215,494   4,044,046
Shares Redeemed (848,471)   (18,624,173)   (1,293,116)   (23,556,776)
Net Increase (Decrease) 260,714   5,375,726   539,557   9,999,201
Class Y              
Shares Sold 1,290,931   $  27,947,876   2,226,330   $ 40,140,301
Shares Issued for Reinvested Dividends 115,344   2,434,785   392,940   7,398,398
Shares Redeemed (1,008,753)   (22,141,456)   (3,219,621)   (56,256,214)
Net Increase (Decrease) 397,522   8,241,205   (600,351)   (8,717,515)
Class F              
Shares Sold 8,946,727   $  192,753,571   11,762,717   $ 205,404,640
Shares Issued for Reinvested Dividends 1,449,703   30,022,805   4,181,434   77,191,341
Shares Redeemed (13,229,490)   (284,172,877)   (11,310,899)   (199,892,407)
Net Increase (Decrease) (2,833,060)   (61,396,501)   4,633,252   82,703,574
Total Net Increase (Decrease) (5,069,806)   $  (113,939,150)   6,610,423   $  120,296,284

129


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Growth Opportunities Fund              
Class A              
Shares Sold 5,209,175   $  302,551,393   5,812,021   $ 259,824,535
Shares Issued for Reinvested Dividends 7,642,117   408,394,711   3,358,472   128,192,872
Shares Redeemed (7,857,838)   (457,256,332)   (8,349,301)   (364,377,295)
Net Increase (Decrease) 4,993,454   253,689,772   821,192   23,640,112
Class C              
Shares Sold 1,814,685   $  42,859,385   2,155,278   $ 46,083,147
Shares Issued for Reinvested Dividends 4,008,428   87,303,560   1,561,881   29,066,389
Shares Redeemed (5,222,282)   (124,561,047)   (5,277,715)   (112,869,127)
Net Increase (Decrease) 600,831   5,601,898   (1,560,556)   (37,719,591)
Class I              
Shares Sold 6,786,614   $  423,546,619   8,087,671   $ 380,046,455
Shares Issued for Reinvested Dividends 3,207,164   185,309,937   1,712,981   69,821,119
Shares Redeemed (7,861,192)   (491,248,063)   (16,144,778)   (718,420,627)
Net Increase (Decrease) 2,132,586   117,608,493   (6,344,126)   (268,553,053)
Class R3              
Shares Sold 217,459   $  12,458,353   183,888   $ 8,139,758
Shares Issued for Reinvested Dividends 133,397   7,088,738   70,480   2,685,999
Shares Redeemed (388,784)   (22,241,704)   (510,198)   (22,155,084)
Net Increase (Decrease) (37,928)   (2,694,613)   (255,830)   (11,329,327)
Class R4              
Shares Sold 260,470   $  16,275,076   248,241   $ 12,098,571
Shares Issued for Reinvested Dividends 149,374   8,675,642   84,663   3,477,115
Shares Redeemed (483,285)   (30,586,387)   (714,482)   (33,779,284)
Net Increase (Decrease) (73,441)   (5,635,669)   (381,578)   (18,203,598)
Class R5              
Shares Sold 88,508   $  5,974,431   145,107   $ 7,246,281
Shares Issued for Reinvested Dividends 44,659   2,790,306   30,971   1,353,114
Shares Redeemed (159,100)   (10,438,793)   (373,606)   (18,780,243)
Net Increase (Decrease) (25,933)   (1,674,056)   (197,528)   (10,180,848)
Class R6              
Shares Sold 490,627   $  33,816,735   306,651   $ 16,060,946
Shares Issued for Reinvested Dividends 77,962   4,986,464   28,918   1,288,564
Shares Redeemed (230,683)   (16,066,034)   (200,896)   (10,416,531)
Net Increase (Decrease) 337,906   22,737,165   134,673   6,932,979
Class Y              
Shares Sold 2,179,222   $  149,741,177   4,986,167   $ 311,128,698
Shares Issued for Reinvested Dividends 841,194   53,752,317   199,027   8,864,641
Shares Redeemed (2,205,530)   (152,562,447)   (2,009,071)   (111,330,500)
Net Increase (Decrease) 814,886   50,931,047   3,176,123   208,662,839
Class F              
Shares Sold 6,728,193   $  425,460,841   3,945,706   $ 196,024,123
Shares Issued for Reinvested Dividends 1,886,638   109,557,047   769,915   31,497,242
Shares Redeemed (4,459,130)   (280,955,262)   (3,691,002)   (177,948,400)
Net Increase (Decrease) 4,155,701   254,062,626   1,024,619   49,572,965
Total Net Increase (Decrease) 12,898,062   $  694,626,663   (3,583,011)   $  (57,177,522)
Healthcare Fund              
Class A              
Shares Sold 1,918,507   $  82,032,094   1,358,922   $ 51,528,734
Shares Issued for Reinvested Dividends 2,232,980   90,190,081   1,142,449   42,179,219
Shares Redeemed (2,567,935)   (109,917,953)   (2,954,883)   (111,468,464)
Net Increase (Decrease) 1,583,552   62,304,222   (453,512)   (17,760,511)
Class C              
Shares Sold 368,990   $  11,716,851   416,479   $ 12,224,079
Shares Issued for Reinvested Dividends 743,990   22,349,458   382,047   10,983,839
Shares Redeemed (1,445,763)   (46,040,790)   (1,283,408)   (37,962,383)
Net Increase (Decrease) (332,783)   (11,974,481)   (484,882)   (14,754,465)

130


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class I              
Shares Sold 2,309,673   $  105,781,014   2,595,432   $ 104,468,275
Shares Issued for Reinvested Dividends 924,714   40,077,121   416,322   16,319,822
Shares Redeemed (2,209,353)   (101,145,679)   (2,244,715)   (89,839,287)
Net Increase (Decrease) 1,025,034   44,712,456   767,039   30,948,810
Class R3              
Shares Sold 151,226   $  6,683,795   197,480   $ 7,654,724
Shares Issued for Reinvested Dividends 90,203   3,742,540   55,830   2,117,618
Shares Redeemed (270,146)   (11,931,278)   (439,877)   (17,102,681)
Net Increase (Decrease) (28,717)   (1,504,943)   (186,567)   (7,330,339)
Class R4              
Shares Sold 134,157   $  6,296,937   200,061   $ 8,245,646
Shares Issued for Reinvested Dividends 58,738   2,616,195   36,845   1,484,498
Shares Redeemed (229,273)   (10,763,007)   (365,083)   (15,109,587)
Net Increase (Decrease) (36,378)   (1,849,875)   (128,177)   (5,379,443)
Class R5              
Shares Sold 79,162   $  3,961,571   209,035   $ 9,163,668
Shares Issued for Reinvested Dividends 25,326   1,201,964   8,515   362,223
Shares Redeemed (89,603)   (4,495,885)   (137,584)   (5,877,478)
Net Increase (Decrease) 14,885   667,650   79,966   3,648,413
Class R6              
Shares Sold 55,913   $  2,913,413   54,266   $ 2,377,216
Shares Issued for Reinvested Dividends 9,082   438,736   3,211   138,636
Shares Redeemed (32,048)   (1,696,505)   (9,001)   (390,531)
Net Increase (Decrease) 32,947   1,655,644   48,476   2,125,321
Class Y              
Shares Sold 450,272   $  22,884,351   542,348   $ 23,900,470
Shares Issued for Reinvested Dividends 219,387   10,587,619   96,305   4,156,525
Shares Redeemed (397,553)   (20,324,517)   (367,262)   (16,122,522)
Net Increase (Decrease) 272,106   13,147,453   271,391   11,934,473
Class F              
Shares Sold 262,096   $  12,136,397   135,930   $ 5,893,269
Shares Issued for Reinvested Dividends 89,913   3,913,893   45,179   1,776,419
Shares Redeemed (183,888)   (8,417,394)   (154,961)   (6,147,780)
Net Increase (Decrease) 168,121   7,632,896   26,148   1,521,908
Total Net Increase (Decrease) 2,698,767   $  114,791,022   (60,118)   $  4,954,167
MidCap Fund              
Class A              
Shares Sold 5,765,546   $  206,608,439   7,479,560   $ 213,627,977
Shares Issued for Reinvested Dividends 10,539,072   343,679,112   4,994,716   148,592,803
Shares Redeemed (12,122,834)   (430,915,073)   (16,503,575)   (468,979,095)
Net Increase (Decrease) 4,181,784   119,372,478   (4,029,299)   (106,758,315)
Class C              
Shares Sold 997,903   $  22,218,396   1,573,527   $ 30,282,962
Shares Issued for Reinvested Dividends 3,497,780   71,039,908   1,866,822   37,149,763
Shares Redeemed (6,508,579)   (145,602,161)   (8,672,532)   (165,685,884)
Net Increase (Decrease) (2,012,896)   (52,343,857)   (5,232,183)   (98,253,159)
Class I              
Shares Sold 18,766,871   $  702,875,370   46,979,290   $ 1,323,608,186
Shares Issued for Reinvested Dividends 13,770,100   469,422,719   6,833,413   211,084,130
Shares Redeemed (51,765,006)   (1,948,483,150)   (65,064,509)   (1,964,863,323)
Net Increase (Decrease) (19,228,035)   (776,185,061)   (11,251,806)   (430,171,007)
Class R3              
Shares Sold 328,898   $  13,349,542   732,243   $ 22,709,563
Shares Issued for Reinvested Dividends 278,856   10,337,182   135,870   4,553,016
Shares Redeemed (897,014)   (36,300,678)   (1,028,675)   (33,458,482)
Net Increase (Decrease) (289,260)   (12,613,954)   (160,562)   (6,195,903)

131


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R4              
Shares Sold 616,644   $  26,335,205   1,188,661   $ 39,805,895
Shares Issued for Reinvested Dividends 530,397   20,812,764   324,499   11,409,397
Shares Redeemed (2,562,147)   (109,758,970)   (3,333,796)   (113,157,709)
Net Increase (Decrease) (1,415,106)   (62,611,001)   (1,820,636)   (61,942,417)
Class R5              
Shares Sold 1,925,411   $  85,163,229   2,214,020   $ 77,371,989
Shares Issued for Reinvested Dividends 805,971   32,980,317   534,352   19,461,090
Shares Redeemed (5,761,404)   (259,286,863)   (6,388,662)   (229,431,554)
Net Increase (Decrease) (3,030,022)   (141,143,317)   (3,640,290)   (132,598,475)
Class R6              
Shares Sold 7,264,767   $  326,578,751   13,129,081   $ 470,477,844
Shares Issued for Reinvested Dividends 3,932,733   163,365,732   1,978,533   72,988,070
Shares Redeemed (22,294,027)   (1,010,767,875)   (15,444,055)   (551,163,077)
Net Increase (Decrease) (11,096,527)   (520,823,392)   (336,441)   (7,697,163)
Class Y              
Shares Sold 4,103,182   $  185,837,048   8,081,483   $ 279,248,651
Shares Issued for Reinvested Dividends 2,564,133   106,283,299   1,713,171   63,096,079
Shares Redeemed (16,202,137)   (733,248,509)   (21,978,523)   (783,693,402)
Net Increase (Decrease) (9,534,822)   (441,128,162)   (12,183,869)   (441,348,672)
Class F              
Shares Sold 11,833,195   $  445,587,914   20,067,998   $ 592,511,897
Shares Issued for Reinvested Dividends 7,742,034   265,242,076   3,417,284   105,901,640
Shares Redeemed (20,970,331)   (786,132,834)   (19,463,971)   (580,117,317)
Net Increase (Decrease) (1,395,102)   (75,302,844)   4,021,311   118,296,220
Total Net Increase (Decrease) (43,819,986)   $ (1,962,779,110)   (34,633,775)   $ (1,166,668,891)
MidCap Value Fund              
Class A              
Shares Sold 2,474,862   $  41,495,746   2,480,138   $ 30,751,925
Shares Issued for Reinvested Dividends 56,642   831,510   633,942   9,248,149
Shares Redeemed (2,543,440)   (41,457,915)   (4,519,018)   (55,158,666)
Net Increase (Decrease) (11,936)   869,341   (1,404,938)   (15,158,592)
Class C              
Shares Sold 43,557   $  579,493   121,039   $ 1,113,875
Shares Issued for Reinvested Dividends     40,108   460,945
Shares Redeemed (405,320)   (5,295,304)   (556,664)   (5,538,552)
Net Increase (Decrease) (361,763)   (4,715,811)   (395,517)   (3,963,732)
Class I              
Shares Sold 328,086   $  5,572,562   520,034   $ 6,756,443
Shares Issued for Reinvested Dividends 7,619   112,984   66,544   983,484
Shares Redeemed (553,865)   (8,619,992)   (1,126,169)   (13,885,918)
Net Increase (Decrease) (218,160)   (2,934,446)   (539,591)   (6,145,991)
Class R3              
Shares Sold 66,910   $  1,193,206   83,482   $ 1,027,547
Shares Issued for Reinvested Dividends     12,474   191,545
Shares Redeemed (115,157)   (2,047,635)   (211,872)   (2,849,232)
Net Increase (Decrease) (48,247)   (854,429)   (115,916)   (1,630,140)
Class R4              
Shares Sold 71,792   $  1,296,064   112,090   $ 1,454,297
Shares Issued for Reinvested Dividends 1,122   17,850   19,234   303,476
Shares Redeemed (208,564)   (3,543,019)   (222,635)   (3,007,462)
Net Increase (Decrease) (135,650)   (2,229,105)   (91,311)   (1,249,689)
Class R5              
Shares Sold 7,217   $  128,610   9,680   $ 139,991
Shares Issued for Reinvested Dividends 586   9,446   2,874   46,111
Shares Redeemed (6,437)   (116,999)   (7,314)   (94,084)
Net Increase (Decrease) 1,366   21,057   5,240   92,018

132


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 473,420   $  8,111,667   126,076   $ 1,744,448
Shares Issued for Reinvested Dividends 5,606   90,649   24,096   388,031
Shares Redeemed (457,356)   (8,763,398)   (202,609)   (2,806,695)
Net Increase (Decrease) 21,670   (561,082)   (52,437)   (674,216)
Class F              
Shares Sold 5,244,142   $  88,440,237   8,138,328   $ 100,149,062
Shares Issued for Reinvested Dividends 163,610   2,424,705   724,542   10,710,609
Shares Redeemed (5,585,121)   (92,716,247)   (6,157,364)   (78,365,435)
Net Increase (Decrease) (177,369)   (1,851,305)   2,705,506   32,494,236
Total Net Increase (Decrease) (930,089)   $  (12,255,780)   111,036   $  3,763,894
Quality Value Fund              
Class A              
Shares Sold 434,273   $  10,311,005   439,196   $ 8,293,523
Shares Issued for Reinvested Dividends 151,354   3,182,978   399,950   8,456,495
Shares Redeemed (947,815)   (22,212,834)   (1,349,336)   (25,330,604)
Net Increase (Decrease) (362,188)   (8,718,851)   (510,190)   (8,580,586)
Class C              
Shares Sold 29,926   $  594,579   27,218   $ 445,180
Shares Issued for Reinvested Dividends 3,530   63,188   16,808   302,140
Shares Redeemed (113,368)   (2,261,575)   (189,929)   (3,063,775)
Net Increase (Decrease) (79,912)   (1,603,808)   (145,903)   (2,316,455)
Class I              
Shares Sold 278,233   $  6,680,247   116,192   $ 2,216,237
Shares Issued for Reinvested Dividends 14,220   294,345   32,925   686,590
Shares Redeemed (110,028)   (2,556,620)   (167,957)   (3,198,931)
Net Increase (Decrease) 182,425   4,417,972   (18,840)   (296,104)
Class R3              
Shares Sold 4,235   $  100,111   5,088   $ 93,854
Shares Issued for Reinvested Dividends 828   17,729   2,697   57,990
Shares Redeemed (9,137)   (220,510)   (20,388)   (402,055)
Net Increase (Decrease) (4,074)   (102,670)   (12,603)   (250,211)
Class R4              
Shares Sold 44,905   $  1,069,168   42,840   $ 822,386
Shares Issued for Reinvested Dividends 4,243   91,734   13,979   303,759
Shares Redeemed (75,589)   (1,855,079)   (131,128)   (2,658,103)
Net Increase (Decrease) (26,441)   (694,177)   (74,309)   (1,531,958)
Class R5              
Shares Sold 123   $  3,003   510   $ 10,672
Shares Issued for Reinvested Dividends 265   5,775   566   12,405
Shares Redeemed (64)   (1,603)   (173)   (3,456)
Net Increase (Decrease) 324   7,175   903   19,621
Class R6              
Shares Sold 5,718   $  131,614   25,758   $ 484,275
Shares Issued for Reinvested Dividends 536   11,697   83   1,828
Shares Redeemed (21,890)   (567,870)   (2,382)   (47,033)
Net Increase (Decrease) (15,636)   (424,559)   23,459   439,070
Class Y              
Shares Sold 46,187   $  1,183,352   7,651   $ 158,274
Shares Issued for Reinvested Dividends 473   10,318   1,541   33,830
Shares Redeemed (2,267)   (57,102)   (17,842)   (304,447)
Net Increase (Decrease) 44,393   1,136,568   (8,650)   (112,343)
Class F              
Shares Sold 64,383   $  1,454,799   110,798   $ 1,978,094
Shares Issued for Reinvested Dividends 12,550   258,522   31,266   650,547
Shares Redeemed (95,500)   (2,207,875)   (181,962)   (3,365,916)
Net Increase (Decrease) (18,567)   (494,554)   (39,898)   (737,275)
Total Net Increase (Decrease) (279,676)   $  (6,476,904)   (786,031)   $  (13,366,241)

133


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Small Cap Growth Fund              
Class A              
Shares Sold 242,684   $  15,163,953   129,404   $ 5,969,147
Shares Issued for Reinvested Dividends 280,755   16,331,511   64,625   3,116,821
Shares Redeemed (441,435)   (27,592,119)   (602,309)   (27,705,360)
Net Increase (Decrease) 82,004   3,903,345   (408,280)   (18,619,392)
Class C              
Shares Sold 18,046   $  723,868   4,911   $ 150,801
Shares Issued for Reinvested Dividends 40,883   1,524,921   10,908   352,646
Shares Redeemed (223,022)   (8,907,111)   (164,584)   (5,078,582)
Net Increase (Decrease) (164,093)   (6,658,322)   (148,765)   (4,575,135)
Class I              
Shares Sold 356,881   $  23,938,090   1,191,528   $ 51,688,394
Shares Issued for Reinvested Dividends 118,956   7,339,599   57,456   2,916,489
Shares Redeemed (555,069)   (36,106,911)   (3,414,260)   (171,804,734)
Net Increase (Decrease) (79,232)   (4,829,222)   (2,165,276)   (117,199,851)
Class R3              
Shares Sold 34,992   $  2,097,739   41,973   $ 1,789,694
Shares Issued for Reinvested Dividends 11,592   661,760   3,087   146,681
Shares Redeemed (58,869)   (3,639,902)   (119,534)   (5,504,341)
Net Increase (Decrease) (12,285)   (880,403)   (74,474)   (3,567,966)
Class R4              
Shares Sold 89,389   $  5,836,584   138,690   $ 6,582,259
Shares Issued for Reinvested Dividends 32,051   1,953,808   12,210   614,885
Shares Redeemed (392,229)   (25,488,142)   (456,656)   (20,953,685)
Net Increase (Decrease) (270,789)   (17,697,750)   (305,756)   (13,756,541)
Class R5              
Shares Sold 262,369   $  18,020,843   720,572   $ 37,862,183
Shares Issued for Reinvested Dividends 80,046   5,219,014   21,655   1,157,694
Shares Redeemed (408,838)   (28,555,099)   (1,119,362)   (58,971,093)
Net Increase (Decrease) (66,423)   (5,315,242)   (377,135)   (19,951,216)
Class R6              
Shares Sold 334,847   $  23,790,157   1,797,542   $ 98,016,701
Shares Issued for Reinvested Dividends 90,910   6,035,522   17,777   965,664
Shares Redeemed (666,499)   (47,474,079)   (1,722,133)   (85,535,221)
Net Increase (Decrease) (240,742)   (17,648,400)   93,186   13,447,144
Class Y              
Shares Sold 710,508   $  50,782,835   1,010,537   $ 51,567,246
Shares Issued for Reinvested Dividends 243,023   16,134,292   92,203   5,010,332
Shares Redeemed (1,739,428)   (123,651,652)   (3,823,424)   (209,045,933)
Net Increase (Decrease) (785,897)   (56,734,525)   (2,720,684)   (152,468,355)
Class F              
Shares Sold 272,698   $  18,053,254   192,412   $ 7,897,145
Shares Issued for Reinvested Dividends 51,104   3,169,442   12,299   626,749
Shares Redeemed (613,475)   (41,379,020)   (354,986)   (17,110,113)
Net Increase (Decrease) (289,673)   (20,156,324)   (150,275)   (8,586,219)
Total Net Increase (Decrease) (1,827,130)   $  (126,016,843)   (6,257,459)   $  (325,277,531)
Small Cap Value Fund              
Class A              
Shares Sold 1,188,590   $  15,684,280   431,215   $ 3,396,385
Shares Issued for Reinvested Dividends 34,939   359,520   292,505   2,936,036
Shares Redeemed (750,779)   (9,444,203)   (1,289,036)   (10,577,661)
Net Increase (Decrease) 472,750   6,599,597   (565,316)   (4,245,240)
Class C              
Shares Sold 108,329   $  1,209,656   31,607   $ 222,855
Shares Issued for Reinvested Dividends 441   3,924   26,761   229,881
Shares Redeemed (122,556)   (1,345,622)   (189,586)   (1,389,193)
Net Increase (Decrease) (13,786)   (132,042)   (131,218)   (936,457)

134


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class I              
Shares Sold 2,537,268   $  33,866,723   295,467   $ 2,831,571
Shares Issued for Reinvested Dividends 5,247   53,996   41,551   418,405
Shares Redeemed (437,736)   (5,819,619)   (405,903)   (3,187,749)
Net Increase (Decrease) 2,104,779   28,101,100   (68,885)   62,227
Class R3              
Shares Sold 29,282   $  397,377   9,891   $ 82,868
Shares Issued for Reinvested Dividends 326   3,498   3,512   36,622
Shares Redeemed (15,655)   (197,530)   (17,164)   (139,499)
Net Increase (Decrease) 13,953   203,345   (3,761)   (20,009)
Class R4              
Shares Sold 822   $  11,178   1,313   $ 11,330
Shares Issued for Reinvested Dividends 33   362   226   2,398
Shares Redeemed (584)   (8,365)   (4,441)   (42,520)
Net Increase (Decrease) 271   3,175   (2,902)   (28,792)
Class R5              
Shares Sold 3,061   $  44,058   1,479   $ 10,000
Shares Issued for Reinvested Dividends 14   148   69   730
Shares Redeemed (2,457)   (34,282)   (1,479)   (11,716)
Net Increase (Decrease) 618   9,924   69   (986)
Class R6              
Shares Sold 88,436   $  1,245,447   18,071   $ 163,710
Shares Issued for Reinvested Dividends 357   3,866   665   7,036
Shares Redeemed (9,262)   (115,115)   (741)   (7,349)
Net Increase (Decrease) 79,531   1,134,198   17,995   163,397
Class Y              
Shares Sold 124,042   $  1,700,660   842   $ 7,711
Shares Issued for Reinvested Dividends 342   3,688   2,671   28,235
Shares Redeemed (14,694)   (205,546)   (27,529)   (261,033)
Net Increase (Decrease) 109,690   1,498,802   (24,016)   (225,087)
Class F              
Shares Sold 2,116,114   $  27,975,721   906,600   $ 7,468,195
Shares Issued for Reinvested Dividends 64,774   665,880   329,545   3,318,168
Shares Redeemed (1,320,995)   (15,530,755)   (1,038,699)   (8,257,092)
Net Increase (Decrease) 859,893   13,110,846   197,446   2,529,271
Total Net Increase (Decrease) 3,627,699   $  50,528,945   (580,588)   $  (2,701,676)
Small Company Fund              
Class A              
Shares Sold 1,809,812   $  54,140,187   1,886,865   $ 39,854,997
Shares Issued for Reinvested Dividends 1,517,800   41,967,161   956,824   19,433,104
Shares Redeemed (1,970,509)   (58,538,530)   (2,885,202)   (59,241,409)
Net Increase (Decrease) 1,357,103   37,568,818   (41,513)   46,692
Class C              
Shares Sold 105,496   $  1,863,781   116,822   $ 1,577,039
Shares Issued for Reinvested Dividends 98,681   1,604,546   70,385   901,628
Shares Redeemed (243,229)   (4,261,364)   (366,573)   (4,857,687)
Net Increase (Decrease) (39,052)   (793,037)   (179,366)   (2,379,020)
Class I              
Shares Sold 722,263   $  23,465,518   296,143   $ 6,816,692
Shares Issued for Reinvested Dividends 113,755   3,392,187   75,333   1,633,979
Shares Redeemed (329,416)   (10,447,336)   (304,758)   (6,628,138)
Net Increase (Decrease) 506,602   16,410,369   66,718   1,822,533
Class R3              
Shares Sold 136,144   $  4,520,959   89,211   $ 1,943,559
Shares Issued for Reinvested Dividends 45,509   1,394,856   35,475   793,230
Shares Redeemed (217,034)   (7,087,863)   (258,886)   (5,812,439)
Net Increase (Decrease) (35,381)   (1,172,048)   (134,200)   (3,075,650)

135


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  For the Year Ended
October 31, 2021
  For the Year Ended
October 31, 2020
  Shares   Amount   Shares   Amount
Class R4              
Shares Sold 130,342   $  4,726,037   118,455   $ 2,883,625
Shares Issued for Reinvested Dividends 37,589   1,251,351   31,292   752,892
Shares Redeemed (189,059)   (6,753,577)   (304,693)   (7,836,433)
Net Increase (Decrease) (21,128)   (776,189)   (154,946)   (4,199,916)
Class R5              
Shares Sold 84,862   $  3,272,537   44,314   $ 1,187,403
Shares Issued for Reinvested Dividends 10,551   377,953   6,152   157,911
Shares Redeemed (44,399)   (1,705,756)   (56,252)   (1,506,697)
Net Increase (Decrease) 51,014   1,944,734   (5,786)   (161,383)
Class R6              
Shares Sold 129,943   $  5,123,929   43,328   $ 1,379,271
Shares Issued for Reinvested Dividends 3,508   128,962   220   5,772
Shares Redeemed (32,019)   (1,254,201)   (5,289)   (151,909)
Net Increase (Decrease) 101,432   3,998,690   38,259   1,233,134
Class Y              
Shares Sold 2,592,104   $  111,577,676   236,078   $ 6,005,173
Shares Issued for Reinvested Dividends 47,078   1,728,226   58,965   1,548,420
Shares Redeemed (2,109,893)   (87,145,029)   (943,050)   (22,519,569)
Net Increase (Decrease) 529,289   26,160,873   (648,007)   (14,965,976)
Class F              
Shares Sold 3,078,986   $  99,109,263   1,838,858   $ 40,440,450
Shares Issued for Reinvested Dividends 808,547   24,288,757   518,887   11,316,929
Shares Redeemed (2,624,084)   (85,717,671)   (2,396,511)   (56,036,553)
Net Increase (Decrease) 1,263,449   37,680,349   (38,766)   (4,279,174)
Total Net Increase (Decrease) 3,713,328   $  121,022,559   (1,097,607)   $  (25,958,760)
14. Line of Credit:
  Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the year ended October 31, 2021, none of the Funds had borrowings under this facility.
15. Indemnifications:
  Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
16. Change in Independent Registered Public Accounting Firm:
  On November 6, 2019, the Companies, on behalf of their respective Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal years October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure,

136


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2021  

  which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
  On November 6, 2019, the Audit Committee of each Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the Funds for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by each Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).
17. Subsequent Events:
  Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.

137


Report of Independent Registered Public Accounting Firm
To the Board of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. and Shareholders of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Growth Opportunities Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Quality Value Fund, The Hartford Small Cap Growth Fund, Hartford Small Cap Value Fund and The Hartford Small Company Fund

Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Small Cap Value Fund and The Hartford Small Company Fund (nine of the funds constituting The Hartford Mutual Funds, Inc.) and The Hartford Growth Opportunities Fund, Hartford Quality Value Fund and The Hartford Small Cap Growth Fund (three of the funds constituting The Hartford Mutual Funds II, Inc.) (hereafter collectively referred to as the “Funds”) as of October 31, 2021, the related statements of operations for the year ended October 31, 2021, the statements of changes in net assets for each of the two years in the period ended October 31, 2021, including the related notes, and the financial highlights for each of the two years in the period ended October 31, 2021 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of October 31, 2021, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2021 and each of the financial highlights for each of the two years in the period ended October 31, 2021 in conformity with accounting principles generally accepted in the United States of America.
The financial statements of the Funds as of and for the year ended October 31, 2019 and the financial highlights for each of the periods ended on or prior to October 31, 2019 (not presented herein, other than the financial highlights) were audited by other auditors whose report dated December 30, 2019 expressed an unqualified opinion on those financial statements and financial highlights.
Basis for Opinion
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2021 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
December 28, 2021
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.

138


Hartford Domestic Equity Funds
Operation of the Liquidity Risk Management Program (Unaudited)

This section describes the operation and effectiveness of the Liquidity Risk Management Program (“LRM Program”) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”). The LRM Program seeks to assess and manage each Fund’s liquidity risk. The Liquidity Rule generally defines liquidity risk as the risk that a Fund could not meet its obligation to redeem shares without significant dilution of the non-redeeming investors’ interests in the Fund. The Boards of Directors (“Board”) of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. have appointed Hartford Funds Management Company, LLC (“HFMC”) to serve as the administrator of the LRM Program with respect to each of the Funds, subject to the oversight of the Board. In order to efficiently and effectively administer the LRM Program, HFMC established a Liquidity Risk Oversight Committee.
The LRM Program is comprised of various components designed to support the assessment and/or management of liquidity risk, including: (1) the assessment and periodic review (no less frequently than annually) of certain factors that influence each Fund’s liquidity risk; (2) the classification and periodic review (no less frequently than monthly) of each Fund’s investments into one of four liquidity categories that reflect an estimate of their liquidity under current market conditions; (3) a 15% limit on the acquisition of “illiquid investments” (as defined under the Liquidity Rule); (4) the determination of a minimum percentage of each Fund’s assets that generally will be invested in highly liquid investments (“HLIM”); (5) the periodic review (no less frequently than annually) of the HLIM and the adoption and implementation of policies and procedures for responding to a shortfall of a Fund’s highly liquid investments below its HLIM; and (6) periodic reporting to the Board.
At a meeting of the Board held May 11-13, 2021, HFMC provided an annual written report to the Board covering the period from April 1, 2020 through March 31, 2021. The annual report addressed important aspects of the LRM Program, including, but not limited to:
the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk);
an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation;
the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM;
whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and
any material changes to the LRM Program.
In addition, HFMC provides a quarterly report on the LRM Program at each quarterly meeting of the Board’s Compliance and Risk Oversight Committee. The quarterly report included information regarding the Funds’ liquidity as measured by established parameters, a summary of developments within the capital markets that may impact liquidity, and other factors that may impact liquidity. Among other things, HFMC reports any changes to a Fund’s HLIM.
From April 1, 2020 through March 31, 2021, HFMC did not increase or reduce the HLIM for any Fund.
Based on its review and assessment, HFMC has concluded that the LRM Program is operating effectively to assess and manage the liquidity risk of each Fund and that the LRM Program has been and continues to be adequately and effectively implemented with respect to each Fund. Because liquidity in the capital markets in which the Funds invest is beyond the control of the Funds, there can be no assurance that the LRM Program will ensure liquidity under all circumstances and does not protect against the risk of loss.

139


Hartford Domestic Equity Funds
Directors and Officers of each Company (Unaudited)

Each of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company”) is governed by a Board of Directors (the “Directors”). The following tables present certain information regarding the Directors and officers of each Company as of October 31, 2021. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.
NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
EACH COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN
(1956)
  Director   Since 2014   Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011.   75   Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation (“Vistra”) in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY
(1967)
  Director   Since 2017   Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.   75   Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee.
LYNN S. BIRDSONG(4), (5)
(1946)
  Director and Chair of the Board   Director since 2003; Chair of the Board since 2019   From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm.   75   None
DERRICK D. CEPHAS
(1952)
  Director   Since 2020   Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020).   75   Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust.
CHRISTINE R. DETRICK(5)
(1958)
  Director   Since 2016   Ms. Detrick served as a Senior Partner/Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.   75   Ms. Detrick serves as a Director and Chair of the Nominating and Governance Committee of Reinsurance Group of America (from January 2014 to present). She also serves as a Director of Charles River Associates (May 2020 to present).

140


Hartford Domestic Equity Funds
Directors and Officers of each Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
EACH COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
ANDREW A. JOHNSON
(1962)
  Director   Since 2020   Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018).   75   Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust.
PAUL L. ROSENBERG
(1953)
  Director   Since 2020   Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present).   75   None
LEMMA W. SENBET(4)
(1946)
  Director   Since 2005   Dr. Senbet currently serves as the William E. Mayer Chair Professor of Finance in the Robert H. Smith School of Business at the University of Maryland, where he was chair of the Finance Department from 1998 to 2006. In June 2013, he began a sabbatical from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training, which he completed in 2018.   75   None
DAVID SUNG
(1953)
  Director   Since 2017   Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014.   75   Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present).
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(6)
(1964)
  Director, President and Chief Executive Officer   President and Chief Executive Officer since 2010; Director since 2012   Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG.   75   None
ANDREW S. DECKER
(1963)
  AML Compliance Officer   Since 2015   Mr. Decker serves as Chief Compliance Officer and AML Compliance Officer of HASCO (since April 2015) and Vice President of HASCO (since April 2018). Mr. Decker serves as AML Officer of HFD (since May 2015). Mr. Decker also serves as Vice President of HFMG (since April 2018). Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015.   N/A   N/A
AMY N. FURLONG
(1979)
  Vice President   Since 2018   Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of each Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Ms. Furlong joined The Hartford in 2004.   N/A   N/A

141


Hartford Domestic Equity Funds
Directors and Officers of each Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH
AND ADDRESS(1)
  POSITION
HELD WITH
EACH COMPANY
  TERM OF
OFFICE(2) AND
LENGTH OF
TIME SERVED
  PRINCIPAL OCCUPATION(S)
DURING PAST 5 YEARS
  NUMBER OF
PORTFOLIOS
IN FUND
COMPLEX(3)
OVERSEEN
BY DIRECTOR
  OTHER DIRECTORSHIPS
FOR PUBLIC COMPANIES
AND OTHER REGISTERED
INVESTMENT COMPANIES
BY DIRECTOR
WALTER F. GARGER
(1965)
  Vice President and Chief Legal Officer   Since 2016   Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Mr. Garger joined The Hartford in 1995.   N/A   N/A
THEODORE J. LUCAS
(1966)
  Vice President   Since 2017   Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016).   N/A   N/A
JOSEPH G. MELCHER
(1973)
  Vice President and Chief Compliance Officer   Since 2013   Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and served as President and Chief Executive Officer of HFD (from April 2018 to June 2019).   N/A   N/A
VERNON J. MEYER
(1964)
  Vice President   Since 2006   Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Mr. Meyer joined The Hartford in 2004.   N/A   N/A
DAVID A. NAAB
(1985)
  Vice President and Treasurer   Since March 15, 2021   Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020.   N/A   N/A
ALICE A. PELLEGRINO
(1960)
  Vice President and Assistant Secretary   Since 2016   Ms. Pellegrino serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford funds. Ms. Pellegrino joined The Hartford in 2007.   N/A   N/A
THOMAS R. PHILLIPS
(1960)
  Vice President and Secretary   Since 2017   Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.   N/A   N/A
    

142


Hartford Domestic Equity Funds
Directors and Officers of each Company (Unaudited) – (continued)

(1) The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.
(2) Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.
(3) The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust, and Hartford Funds Exchange-Traded Trust.
(4) Effective as of December 31, 2021, Messrs. Birdsong and Senbet will retire as Directors.
(5) Mr. Birdsong will retire effective December 31, 2021. Anticipating Mr. Birdsong's retirement, the Board has elected Christine R. Detrick to serve as Chair of the Board effective November 4, 2021. Accordingly, effective November 4, 2021, Mr. Birdsong will no longer serve as Chair of the Board. Effective November 5, 2021, Ms. Detrick also will serve as a Director of Capital One Financial Corporation.
(6) “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

143


Hartford Domestic Equity Funds
   
  

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

144


Hartford Domestic Equity Funds
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.
The Hartford Capital Appreciation Fund
Hartford Core Equity Fund
The Hartford Dividend and Growth Fund
The Hartford Equity Income Fund
The Hartford Growth Opportunities Fund
The Hartford Healthcare Fund
The Hartford MidCap Fund
The Hartford MidCap Value Fund
Hartford Quality Value Fund
The Hartford Small Cap Growth Fund
Hartford Small Cap Value Fund
The Hartford Small Company Fund
(each, a “Fund” and collectively, the “Funds”)
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”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At their meeting held on August 3-4, 2021, the Boards of Directors (collectively, the “Board”) of The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II”), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement by and between Hartford Funds Management Company, LLC (“HFMC”) and each of HMF, on behalf of each of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund and Hartford Small Cap Value Fund, and HMF II, on behalf of each of The Hartford Growth Opportunities Fund, Hartford Quality Value Fund and The Hartford Small Cap Growth Fund (the “Management Agreement”); (ii) the continuation of a separate investment management agreement by and between HFMC and HMF, on behalf of each of The Hartford Healthcare Fund and The Hartford Small Company Fund (the “2013 Investment Management Agreement” and together with the Management Agreement, the “Management Agreements”); and (iii) the continuation of investment sub-advisory agreements (each, a “Sub-Advisory Agreement” and together with the Management Agreements, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”), with respect to each Fund.
In the months preceding the August 3-4, 2021 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board and its committees at their meetings throughout the year and in between regularly scheduled meetings on particular matters as the need arose, as well as information specifically prepared in connection with the approval of the continuation of the Agreements that was presented at the Board’s meetings held on June 15-16, 2021 and August 3-4, 2021. Information provided to the Board and its committees at their meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 15-16, 2021 and August 3-4, 2021 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 18, 2021 concerning Fund performance and other investment-related matters.
The Independent Directors, advised by independent legal counsel throughout the evaluation process, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, total expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating each Fund’s contractual management fees, actual management fees, total expense ratios and investment performance. In addition, the Consultant reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Management Agreements.
In determining whether to approve the continuation of the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the continuation of the Agreements was based on a

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comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Directors met separately with independent legal counsel and the Consultant on June 11, 2021 and in executive session on several occasions to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the continuation of the Agreements. As a result of the discussions that occurred during the June 11, 2021 and June 15-16, 2021 meetings, the Independent Directors presented HFMC with requests for additional information on certain topics. HFMC responded to these requests with additional information in connection with the August 3-4, 2021 meeting. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the continuation of the Agreements is provided below.
Nature, Extent and Quality of Services Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as each Adviser’s willingness to consider and implement organizational and operational changes designed to enhance services to the funds managed by HFMC and its affiliates (the “Hartford funds”). In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (“COVID-19”) pandemic.
The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures and compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and any compliance or other issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, including the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act and the Funds’ liquidity risk management program, as well as the efforts of the Advisers to combat cybersecurity risks. The Board also considered HFMC’s investments in business continuity planning designed to benefit the Funds, and the implementation of HFMC’s business continuity plans due to the COVID-19 pandemic. The Board also noted HFMC’s commitment to maintaining high quality systems and expending substantial resources to prepare for and respond to ongoing changes to the market, regulatory and control environments in which the Funds and their service providers operate, including changes associated with the COVID-19 pandemic.
With respect to HFMC, the Board noted that, under the Management Agreements, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-adviser. The Board considered 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 Fund’s portfolio management team, and oversight of the Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of 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 Funds and the service providers to the Funds. The Board considered HFMC’s oversight of the securities lending program for the Funds that engage in securities lending and noted the income earned by the Funds that participate in such program. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s oversight in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.
In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford funds product line-up. The Board also considered the expenses that HFMC had incurred, as well as the risks HFMC had assumed, in connection with the launch of new funds and changes to existing Hartford funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

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With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and environmental, social and/or governance (ESG) criteria. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s). The Board also considered the Sub-adviser’s succession planning practices to ensure continuity of portfolio management services provided to the Funds.
The Board considered the benefits to shareholders of being part of the family of Hartford funds, including, with respect to certain share classes, the right to exchange investments between the same class of shares without a sales charge, the ability to reinvest Fund dividends into other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund), and the ability to combine holdings in a Fund with holdings in other Hartford funds (excluding the Hartford funds that are exchange-traded funds or an interval fund) and 529 plans for which HFMC serves as the program manager to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and providing ongoing services to new funds to expand these opportunities for shareholders. In addition, the Board observed that in the marketplace there are a range of investment options available to each Fund’s shareholders and such shareholders, having had the opportunity to consider other investment options, have chosen to invest in the Fund.
Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-adviser.
Performance of each Fund and the Advisers
The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board noted that while it found the comparative data provided by Broadridge generally useful in evaluating a Hartford fund’s investment performance, the Board recognized the limitations of such data, including that notable differences may exist between a Hartford fund and its peers. For details regarding each Fund’s performance, see the Fund-by-Fund synopsis below.
The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the continuation of the Agreements. These reports included, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance compared to one or more appropriate benchmarks and relevant groups or categories of peer funds, various statistics concerning the Fund’s portfolio, a narrative summary of various factors affecting Fund performance, and commentary on the effect of market conditions. The Board also noted that, for The Hartford Capital Appreciation Fund, the Fund utilizes a multiple sleeve structure whereby each sleeve uses a different investment style and considered the performance attributions of the underlying managers. The Board considered the Advisers’ work with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the continuation of the Agreements. The Board considered that the Investment Committee, in its evaluation of investment performance at meetings throughout the year, focused particular attention on information indicating less favorable performance of certain Hartford funds for specific time periods and discussed with the Advisers the reasons for such performance as well as any specific actions that the Advisers had taken, or had agreed to take, to seek to enhance Fund investment performance and the results of those actions. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.
Based on these considerations, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.
Costs of the Services and Profitability of the Advisers
The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time and information provided by Broadridge analyzing the profitability of managers to other fund complexes. The Board also requested and received information relating to the operations and profitability of the Sub-adviser. The Board

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considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a Fund-by-Fund basis and that the sub-advisory fees are paid by HFMC and not the Funds. 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 Agreements.
The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreements, including a description of the methodology used to allocate certain expenses. The Board noted the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. The Board noted that the Consultant had previously performed a full review of this process and reported that such process is reasonable, sound and consistent with common industry practice.
Based on these considerations, the Board concluded that the profits realized by the Advisers and their affiliates from their relationships with each Fund were not excessive.
Comparison of Fees and Services Provided by the Advisers
The Board considered comparative information with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee retained by HFMC, and total operating expenses for each Fund. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and total expense ratios relative to an appropriate group of funds selected by Broadridge. The Board considered such information from Broadridge in consultation with the Consultant. For details regarding each Fund’s expenses, see the Fund-by-Fund synopsis below.
The Board considered the methodology used by Broadridge to select the funds included in the expense groups. While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given, among other differences, the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and views of the Consultant relating to each Fund’s fees and total operating expenses and expense groups.
The Board also considered that HFMC provides nondiscretionary investment advisory services to model portfolios that pursue investment objectives and investment strategies similar to those of the Hartford Core Equity Fund and The Hartford Dividend and Growth Fund. The Board also received information regarding fees charged by the Sub-adviser to any other clients with investment strategies similar to those of the Funds, including institutional separate account clients and registered fund clients for which the Sub-adviser serves as either primary investment adviser or sub-adviser. The Board considered the explanations provided by the Sub-adviser about any differences between the Sub-adviser’s services to the Funds and the services the Sub-adviser provides to other types of clients. In this regard, the Board reviewed information about the generally broader scope of services and compliance, reporting and other legal burdens and risks of managing registered funds compared with those associated with managing assets of non-registered fund clients such as institutional separate accounts.
Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services provided.
Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a Fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower effective management fee rates. The Board also recognized that a fee schedule that reaches a breakpoint at a lower asset level provides shareholders with the benefit of anticipated or potential economies of scale. The Board considered that expense limitations and fee waivers that reduce a 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 the Fund’s assets decline. In addition, the Board considered that initially setting competitive fee rates, pricing a Fund to scale at inception and making additional investments intended to enhance services available to shareholders are other

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means of sharing anticipated or potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders. The Board also noted that, for the Hartford Small Cap Value Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.
The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.
After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective management fees and total expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor any future growth in each Fund’s assets and the appropriateness of additional management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on the profitability to HFMC from providing such services to the Funds. The Board also considered that each Fund pays a transfer agency fee to Hartford Administrative Services Company (“HASCO”), an affiliate of HFMC, equal to the lesser of: (i) the actual costs incurred by HASCO in connection with the provisions of transfer agency services, including payments made to sub-transfer agents, plus a reasonable target profit margin; or (ii) a specified amount as set forth in the Transfer Agency and Service Agreement by and between HMF and HMF II, on behalf of their respective Funds, and HASCO. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function. The Board considered information provided by HFMC indicating that the transfer agency fees charged by HASCO to the Funds were fair and reasonable based on available industry data about fees charged by transfer agents to other mutual funds. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.
The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. The Board noted that, as principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares.
The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research.
Fund-by-Fund Factors
For purposes of the Fund-by-Fund discussion below, Fund performance is referred to as “in line with” a Fund’s benchmark where it was 0.5% above or below the benchmark return, and each Fund’s performance relative to its primary benchmark reflects the net performance of the Fund’s Class I shares as of March 31, 2021.
The Hartford Capital Appreciation Fund
The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.
Hartford Core Equity Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period, the 2nd quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.

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The Board noted that the Fund’s contractual management fee, actual management fee, and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.08% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
The Hartford Dividend and Growth Fund
The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 3-year periods and the 1st quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- , and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.04% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
The Hartford Equity Income Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.
The Hartford Growth Opportunities Fund
The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.
The Hartford Healthcare Fund
The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. The Board noted recent and upcoming changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.
The Hartford MidCap Fund
The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, the 5th quintile for the 3-year period, and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that Class I and Y shares of the Fund have contractual transfer agency expense caps of 0.12% and 0.04%, respectively, through February 28, 2022.
The Hartford MidCap Value Fund
The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 5th quintile.
Hartford Quality Value Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 1st quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.96% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
The Hartford Small Cap Growth Fund
The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 1st quintile of its expense group and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.06% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Small Cap Value Fund
The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and below its benchmark for the 5-year period.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 1st quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.30% through February 28, 2022, which resulted in HFMC reimbursing the Fund for certain expenses.
The Hartford Small Company Fund
The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1- and 3-year periods and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements for an additional year. 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.

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c) grant access to protected data only to those people who must use
it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) Personal Financial Information; and
b) Personal Health Information.
Transaction means your business dealings with us, such as:
a) your Application;
b) your request for us to pay a claim; and
c) your request for us to take an action on your account.
You means an individual who has given us Personal Information in conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: T 04.180, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of February 2021), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New BDM NV; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised February 2021


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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.
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 a fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the 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.
MFAR-DE21    12/21     226049    Printed in the U.S.A.


(b) Not applicable.

Item 2. Code of Ethics.

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. A copy of the code of ethics is filed herewith.

Item 3. Audit Committee Financial Expert.

The Board of Directors of the registrant (the “Board”) has designated David Sung as an Audit Committee Financial Expert. Mr. Sung is considered by the Board to be an independent director.

Item 4. Principal Accountant Fees and Services.

 

  (a)

Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were:

$261,500 for the fiscal year ended October 31, 2020; $284,690 for the fiscal year ended October 31, 2021.

 

  (b)

Audit Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were:

$0 for the fiscal year ended October 31, 2020; $0 for the fiscal year ended October 31, 2021

 

  (c)

Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$70,962 for the fiscal year ended October 31, 2020; $65,952 for the fiscal year ended October 31, 2021. Tax-related services were principally in connection with, but not limited to, general tax services and excise tax services.


  (d)

All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$0 for the fiscal year ended October 31, 2020; $11,586 for the fiscal year ended October 31, 2021. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

 

  (e) (1)

The Pre-Approval Policies and Procedures (the “Policy”) adopted by the Audit Committee of the registrant (also, the “Fund”) sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the registrant may be pre-approved. The following summarizes the pre-approval requirements under the Policy.

 

  a)

The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

 

  b)

The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm’s engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting.

 

  c)

The Audit Committee, from time to time, may designate one or more of its members who are Independent Directors (each a “Designated Member”) to consider, on the Audit Committee’s behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services.

 

  d)

The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund’s investment adviser, the Service Affiliates or any other member of the investment company complex.

 

  (e) (2)

One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee’s Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

 

  (f)

None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the year ended October 31, 2021, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

 

  (g)

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:


   

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant: $70,962 for the fiscal year ended October 31, 2020; $77,538 for the fiscal year ended October 31, 2021.

 

   

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $0 for the fiscal year ended October 31, 2020 and $325,000 for the fiscal year ended October 31, 2021.

 

  (h)

The registrant’s audit committee of the board of directors has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the annual report filed under Item 1 of this form.

 

  (b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and


 

procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

  (a)(1)

Code of Ethics is filed herewith.

  (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: January 6, 2022

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: January 6, 2022

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

Date: January 6, 2022

   

By:

 

/s/ David A. Naab

     

David A. Naab

     

Treasurer

     

(Principal Financial Officer and Principal

Accounting Officer)